半期報告書(内国投資信託受益証券)-第5期(平成29年9月26日-平成30年9月25日)
(3)【中間注記表】
該当事項はありません。
2 デリバティブ取引等関係
取引の時価等に関する事項
該当事項はありません。
(参考)
当ファンドは、「WAグローバル・ハイ・イールド・ボンド(マルチ・カレンシー)ファンド-USDクラス」受益証券及び「国内短期公社債マザーファンド」受益証券を主要投資対象としており、中間貸借対照表の資産の部に計上された「投資信託受益証券」は、すべて「WAグローバル・ハイ・イールド・ボンド(マルチ・カレンシー)ファンド-USDクラス」の受益証券であり、「親投資信託受益証券」は、すべて「国内短期公社債マザーファンド」の受益証券であります。
各ファンドの状況は次の通りであります。
なお、以下に記載した情報は監査の対象外であります。
「WAグローバル・ハイ・イールド・ボンド(マルチ・カレンシー)ファンド-USDクラス」は、「WAグローバル・ハイ・イールド・ボンド(マルチ・カレンシー)ファンド」の個別クラスとなっております。
「WAグローバル・ハイ・イールド・ボンド(マルチ・カレンシー)ファンド」はケイマン諸島の法律に基づき設立された円建外国証券投資信託であります。同ファンドの平成29年3月31日現在の「資産・負債計算書」は、米国で一般的に認められている会計基準に準拠して作成されており、独立監査人の監査を受けております。同ファンドの平成29年9月30日現在の「投資明細表」は、米国で一般的に認められている会計基準に準拠して作成されておりますが、独立監査人の監査を受けておりません。
同ファンドの「資産・負債計算書」及び「投資明細表」は、同ファンドの副投資顧問会社であるウエスタン・アセット・マネジメント株式会社から入手した財務書類の原文の一部を翻訳・抜粋したものでありますが、あくまで参考和訳であり、正確性を保証するものではありません。
資産・負債計算書
2017年3月31日現在
(日本円表示)
投資明細表
2017年9月30日現在(無監査)
(日本円表示)
先物契約
為替予約
*** 特定の契約は日本円に換算されています。
| (重要な会計方針に係る事項に関する注記) |
| 区分 | 第5期中間計算期間 自 平成29年 9月26日 至 平成30年 3月25日 |
| 1.有価証券の評価基準及び評価方法 | 投資信託受益証券 |
| 移動平均法に基づき、時価で評価しております。 時価評価にあたっては、投資信託受益証券の基準価額に基づいて評価しております。 | |
| 親投資信託受益証券 | |
| 移動平均法に基づき、時価で評価しております。 時価評価にあたっては、親投資信託受益証券の基準価額に基づいて評価しております。 | |
| 2.収益及び費用の計上基準 | 受取配当金 |
| 原則として、投資信託受益証券の収益分配金落ち日において、当該収益分配金額を計上しております。 |
| (中間貸借対照表に関する注記) |
| 第4期計算期間末 平成29年 9月25日現在 | 第5期中間計算期間末 平成30年 3月25日現在 | ||||||
| 1. | 計算期間末日における受益権の総数 | 1. | 中間計算期間末日における受益権の総数 | ||||
| 89,618,607口 | 86,070,596口 | ||||||
| 2. | 計算期間末日における1単位当たりの純資産の額 | 2. | 中間計算期間末日における1単位当たりの純資産の額 | ||||
| 1口当たり純資産額 | 1.2743円 | 1口当たり純資産額 | 1.1834円 | ||||
| (1万口当たり純資産額) | (12,743円) | (1万口当たり純資産額) | (11,834円) | ||||
| (中間損益及び剰余金計算書に関する注記) |
該当事項はありません。
| (金融商品に関する注記) |
| 金融商品の時価等に関する事項 |
| 第4期計算期間末 平成29年 9月25日現在 | 第5期中間計算期間末 平成30年 3月25日現在 |
| 1.貸借対照表計上額、時価及び差額 | 1.中間貸借対照表計上額、時価及び差額 |
| 貸借対照表上の金融商品は、原則としてすべて時価評価されているため、貸借対照表計上額と時価との差額はありません。 | 中間貸借対照表上の金融商品は、原則としてすべて時価評価されているため、中間貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 | 2.時価の算定方法 |
| 投資信託受益証券 「(重要な会計方針に係る事項に関する注記)」に記載しております。 親投資信託受益証券 「(重要な会計方針に係る事項に関する注記)」に記載しております。 コール・ローン等の金銭債権及び金銭債務 これらの科目は短期間で決済されるため、帳簿価額は時価に近似していることから、当該帳簿価額を時価としております。 | 同左 |
| 3.金融商品の時価等に関する事項についての補足説明 | 3.金融商品の時価等に関する事項についての補足説明 |
| 市場価額がない、又は市場価格を時価と見なせない場合には、経営者により合理的に算定された価額で評価する場合があります。 | 同左 |
| (その他の注記) |
| 1 元本の移動 |
| 区分 | 第4期計算期間末 平成29年 9月25日現在 | 第5期中間計算期間末 平成30年 3月25日現在 |
| 期首元本額 | 115,819,159円 | 89,618,607円 |
| 期中追加設定元本額 | 4,072,403円 | -円 |
| 期中一部解約元本額 | 30,272,955円 | 3,548,011円 |
2 デリバティブ取引等関係
取引の時価等に関する事項
該当事項はありません。
(参考)
当ファンドは、「WAグローバル・ハイ・イールド・ボンド(マルチ・カレンシー)ファンド-USDクラス」受益証券及び「国内短期公社債マザーファンド」受益証券を主要投資対象としており、中間貸借対照表の資産の部に計上された「投資信託受益証券」は、すべて「WAグローバル・ハイ・イールド・ボンド(マルチ・カレンシー)ファンド-USDクラス」の受益証券であり、「親投資信託受益証券」は、すべて「国内短期公社債マザーファンド」の受益証券であります。
各ファンドの状況は次の通りであります。
なお、以下に記載した情報は監査の対象外であります。
「WAグローバル・ハイ・イールド・ボンド(マルチ・カレンシー)ファンド-USDクラス」は、「WAグローバル・ハイ・イールド・ボンド(マルチ・カレンシー)ファンド」の個別クラスとなっております。
「WAグローバル・ハイ・イールド・ボンド(マルチ・カレンシー)ファンド」はケイマン諸島の法律に基づき設立された円建外国証券投資信託であります。同ファンドの平成29年3月31日現在の「資産・負債計算書」は、米国で一般的に認められている会計基準に準拠して作成されており、独立監査人の監査を受けております。同ファンドの平成29年9月30日現在の「投資明細表」は、米国で一般的に認められている会計基準に準拠して作成されておりますが、独立監査人の監査を受けておりません。
同ファンドの「資産・負債計算書」及び「投資明細表」は、同ファンドの副投資顧問会社であるウエスタン・アセット・マネジメント株式会社から入手した財務書類の原文の一部を翻訳・抜粋したものでありますが、あくまで参考和訳であり、正確性を保証するものではありません。
資産・負債計算書
2017年3月31日現在
(日本円表示)
| 資産 | |
| 有価証券投資-評価額(取得原価22,828,544,720円) | 22,881,959,571円 |
| 外貨現金および外貨現金同等物-評価額(取得原価588,795,200円) | 582,355,097円 |
| ブローカーに対する債権 | 45,666,509円 |
| 為替予約未実現利益 | 850,513,710円 |
| 未収利息 | 387,231,990円 |
| 投資売却未収入金 | 142,042,635円 |
| その他の未収入金 | 964,453円 |
| 資産合計 | 24,890,733,965円 |
| 負債 | |
| 為替予約未実現損失 | 649,117,561円 |
| 投資購入未払金 | 274,548,251円 |
| 未払管理会社報酬 | 27,937,814円 |
| 未払費用 | 19,354,893円 |
| 負債合計 | 970,958,519円 |
| 償還可能受益証券の保有者に帰属する純資産 | 23,919,775,446円 |
| JPYクラス | |
| 2,154,069,855円/2,763,927,824口 | 0.779円 |
| USDクラス | |
| 438,988,370円/358,882,781口 | 1.223円 |
| AUDクラス | |
| 3,162,080,485円/4,448,694,416口 | 0.711円 |
| BRLクラス | |
| 18,141,899,801円/77,952,342,696口 | 0.233円 |
| MXNクラス | |
| 14,646,159円/22,133,035口 | 0.662円 |
| TRYクラス | |
| 8,090,776円/14,146,546口 | 0.572円 |
投資明細表
2017年9月30日現在(無監査)
(日本円表示)
| 元本金額** | 利率 (%) | 償還日 | 取得原価 (円) | 評価額 (円) | ||
| 債券-96.2% | ||||||
| オーストラリア-0.7% | ||||||
| 鉱業-0.7% | ||||||
| USD | 340,000 | Ausdrill Finance Pty Ltd. 144A | 6.875 | 2019/11/01 | 28,011,835 | 38,988,631 |
| USD | 400,000 | BHP Billiton Finance USA Ltd. 144A ~ | 6.750 | 2075/10/19 | 46,218,428 | 53,129,221 |
| USD | 470,000 | FMG Resources August 2006 Pty Ltd. 144A | 9.750 | 2022/03/01 | 60,825,072 | 59,622,918 |
| USD | 932,290 | Midwest Vanadium Pty Ltd. 144A ± | 11.500 | 2018/02/15 | 68,854,670 | 10,494 |
| 203,910,005 | 151,751,264 | |||||
| オーストラリア合計 | 203,910,005 | 151,751,264 | ||||
| バハマ-0.3% | ||||||
| レジャー-0.3% | ||||||
| USD | 458,000 | Silversea Cruise Finance Ltd. 144A | 7.250 | 2025/02/01 | 53,428,885 | 55,419,856 |
| バハマ合計 | 53,428,885 | 55,419,856 | ||||
| バミューダ-1.0% | ||||||
| レジャー-1.0% | ||||||
| USD | 690,000 | NCL Corp. Ltd. 144A | 4.625 | 2020/11/15 | 78,493,804 | 79,803,579 |
| USD | 290,000 | NCL Corp. Ltd. 144A | 4.750 | 2021/12/15 | 33,474,181 | 33,948,672 |
| USD | 990,000 | Viking Cruises Ltd. 144A | 6.250 | 2025/05/15 | 120,131,825 | 115,475,855 |
| USD | 80,000 | Viking Cruises Ltd. 144A | 5.875 | 2027/09/15 | 9,062,218 | 9,058,532 |
| 241,162,028 | 238,286,638 | |||||
| バミューダ合計 | 241,162,028 | 238,286,638 | ||||
| カナダ-5.0% | ||||||
| 娯楽-0.2% | ||||||
| USD | 420,000 | Lions Gate Entertainment Corp. 144A | 5.875 | 2024/11/01 | 45,437,586 | 49,876,182 |
| 環境管理-0.3% | ||||||
| USD | 520,000 | GFL Environmental Inc. 144A | 9.875 | 2021/02/01 | 61,832,191 | 62,798,019 |
| 鉱業-2.1% | ||||||
| USD | 420,000 | First Quantum Minerals Ltd. 144A | 7.250 | 2023/04/01 | 47,950,937 | 48,812,472 |
| USD | 1,180,000 | First Quantum Minerals Ltd. 144A | 7.500 | 2025/04/01 | 133,725,988 | 136,309,658 |
| USD | 430,000 | Hudbay Minerals Inc. 144A | 7.250 | 2023/01/15 | 50,499,525 | 51,789,734 |
| USD | 770,000 | Hudbay Minerals Inc. 144A | 7.625 | 2025/01/15 | 90,878,208 | 94,258,262 |
| USD | 1,070,000 | Teck Resources Ltd. | 6.250 | 2041/07/15 | 125,205,381 | 136,618,910 |
| 448,260,039 | 467,789,036 | |||||
| 石油およびガス-0.5% | ||||||
| USD | 300,000 | MEG Energy Corp. 144A | 6.375 | 2023/01/30 | 34,318,765 | 29,631,923 |
| USD | 280,000 | MEG Energy Corp. 144A | 7.000 | 2024/03/31 | 25,705,735 | 27,183,701 |
| USD | 570,000 | Teine Energy Ltd. 144A | 6.875 | 2022/09/30 | 64,390,270 | 65,603,895 |
| 124,414,770 | 122,419,519 | |||||
| 石油およびガスサービス-0.4% | ||||||
| USD | 800,000 | Trinidad Drilling Ltd. 144A | 6.625 | 2025/02/15 | 92,759,594 | 84,646,556 |
| 製薬-1.0% | ||||||
| USD | 470,000 | Valeant Pharmaceuticals International Inc. 144A | 5.625 | 2021/12/01 | 51,609,950 | 49,663,721 |
| USD | 130,000 | Valeant Pharmaceuticals International Inc. 144A | 6.500 | 2022/03/15 | 15,216,788 | 15,511,031 |
| USD | 940,000 | Valeant Pharmaceuticals International Inc. 144A | 5.500 | 2023/03/01 | 111,167,033 | 93,111,211 |
| USD | 120,000 | Valeant Pharmaceuticals International Inc. 144A | 5.875 | 2023/05/15 | 11,823,071 | 11,970,959 |
| USD | 470,000 | Valeant Pharmaceuticals International Inc. 144A | 7.000 | 2024/03/15 | 54,320,040 | 56,612,145 |
| 244,136,882 | 226,869,067 | |||||
| 元本金額** | 利率 (%) | 償還日 | 取得原価 (円) | 評価額 (円) | ||
| 小売-0.5% | ||||||
| USD | 240,000 | 1011778 BC ULC/New Red Finance Inc. 144A | 6.000 | 2022/04/01 | 27,858,364 | 27,882,710 |
| USD | 40,000 | 1011778 BC ULC/New Red Finance Inc. 144A | 4.250 | 2024/05/15 | 4,504,438 | 4,529,491 |
| USD | 460,000 | 1011778 BC ULC/New Red Finance Inc. 144A | 5.000 | 2025/10/15 | 51,578,712 | 52,679,424 |
| USD | 290,000 | 1011778 BC ULC/New Red Finance Inc. 144A | 5.000 | 2025/10/15 | 32,147,640 | 33,210,941 |
| 116,089,154 | 118,302,566 | |||||
| カナダ合計 | 1,132,930,216 | 1,132,700,945 | ||||
| ケイマン諸島-1.7% | ||||||
| 石油およびガス-0.4% | ||||||
| USD | 500,000 | Shelf Drilling Holdings Ltd. 144A | 9.500 | 2020/11/02 | 53,670,938 | 57,195,520 |
| USD | 250,000 | Transocean Inc. 144A | 9.000 | 2023/07/15 | 29,661,948 | 30,462,067 |
| 83,332,886 | 87,657,587 | |||||
| 運送およびリース-1.3% | ||||||
| USD | 670,000 | Park Aerospace Holdings Ltd. 144A | 5.250 | 2022/08/15 | 77,342,664 | 78,715,950 |
| USD | 220,000 | Park Aerospace Holdings Ltd. 144A | 4.500 | 2023/03/15 | 24,344,362 | 24,791,108 |
| USD | 1,680,000 | Park Aerospace Holdings Ltd. 144A | 5.500 | 2024/02/15 | 193,634,695 | 199,031,968 |
| 295,321,721 | 302,539,026 | |||||
| ケイマン諸島合計 | 378,654,607 | 390,196,613 | ||||
| コロンビア-0.6% | ||||||
| 石油およびガス-0.6% | ||||||
| USD | 820,000 | Ecopetrol SA | 5.875 | 2023/09/18 | 81,485,559 | 102,730,752 |
| USD | 380,000 | Ecopetrol SA | 4.125 | 2025/01/16 | 36,569,898 | 42,987,393 |
| 118,055,457 | 145,718,145 | |||||
| コロンビア合計 | 118,055,457 | 145,718,145 | ||||
| フランス-2.7% | ||||||
| 銀行-0.4% | ||||||
| USD | 320,000 | BNP Paribas SA 144A @~ | 7.375 | - | 39,638,301 | 40,747,411 |
| USD | 340,000 | Credit Agricole SA 144A @~ | 8.125 | - | 40,099,068 | 45,399,836 |
| 79,737,369 | 86,147,247 | |||||
| 商業サービス-0.3% | ||||||
| EUR | 480,000 | Europcar Groupe SA 144A | 5.750 | 2022/06/15 | 65,761,376 | 67,679,042 |
| 環境管理-0.2% | ||||||
| EUR | 200,000 | Paprec Holding SA 144A | 5.250 | 2022/04/01 | 26,505,820 | 27,918,031 |
| EUR | 200,000 | Paprec Holding SA 144A | 7.375 | 2023/04/01 | 27,096,447 | 28,838,323 |
| 53,602,267 | 56,756,354 | |||||
| ヘルスケア-サービス-0.3% | ||||||
| EUR | 555,000 | HomeVi SAS 144A | 6.875 | 2021/08/15 | 78,645,063 | 76,579,070 |
| マスメディア-1.4% | ||||||
| EUR | 320,000 | Banijay Group SAS | 4.000 | 2022/07/01 | 41,269,947 | 44,668,253 |
| USD | 520,000 | SFR Group SA 144A | 6.000 | 2022/05/15 | 57,908,964 | 61,239,307 |
| USD | 1,740,000 | SFR Group SA 144A | 7.375 | 2026/05/01 | 193,160,441 | 212,260,806 |
| 292,339,352 | 318,168,366 | |||||
| 小売-0.1% | ||||||
| EUR | 150,000 | Burger King France SAS 144A | 6.000 | 2024/05/01 | 17,522,697 | 21,577,645 |
| フランス合計 | 587,608,124 | 626,907,724 | ||||
| ドイツ-1.0% | ||||||
| 自動車部品および装備品-0.3% | ||||||
| USD | 530,000 | IHO Verwaltungs GmbH PIK 144A | 4.750 | 2026/09/15 | 54,289,805 | 60,925,540 |
| エレクトロニクス-0.2% | ||||||
| EUR | 300,000 | Trionista TopCo GmbH 144A | 6.875 | 2021/04/30 | 40,260,700 | 41,490,020 |
| マスメディア-0.5% | ||||||
| EUR | 840,000 | Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH | 4.000 | 2025/01/15 | 120,405,501 | 118,675,289 |
| ドイツ合計 | 214,956,006 | 221,090,849 | ||||
| 元本金額** | 利率 (%) | 償還日 | 取得原価 (円) | 評価額 (円) | ||
| アイルランド-0.6% | ||||||
| 梱包およびコンテナ-0.6% | ||||||
| USD | 510,000 | Ardagh Packaging Finance PLC/Ardagh Holdings USA Inc. 144A | 4.625 | 2023/05/15 | 55,135,239 | 59,183,307 |
| USD | 670,000 | Ardagh Packaging Finance PLC/Ardagh Holdings USA Inc. 144A | 6.000 | 2025/02/15 | 77,099,812 | 80,035,738 |
| 132,235,051 | 139,219,045 | |||||
| アイルランド合計 | 132,235,051 | 139,219,045 | ||||
| イタリア-0.1% | ||||||
| 運輸-0.1% | ||||||
| EUR | 160,000 | Nuovo Trasporto Viaggiatori SpA ~ | 3.500 | 2023/06/01 | 19,787,473 | 21,796,322 |
| イタリア合計 | 19,787,473 | 21,796,322 | ||||
| チャンネル諸島ジャージー-1.4% | ||||||
| 自動車部品および装備品-0.6% | ||||||
| USD | 950,000 | Adient Global Holdings Ltd. 144A | 4.875 | 2026/08/15 | 101,761,189 | 109,874,493 |
| USD | 300,000 | Delphi Jersey Holdings PLC 144A | 5.000 | 2025/10/01 | 33,031,013 | 34,443,944 |
| 134,792,202 | 144,318,437 | |||||
| 総合金融サービス-0.1% | ||||||
| EUR | 130,000 | LHC3 PLC PIK 144A | 4.125 | 2024/08/15 | 16,927,083 | 17,624,679 |
| 保険-0.7% | ||||||
| GBP | 990,000 | Galaxy Bidco Ltd | 6.375 | 2020/11/15 | 187,175,150 | 153,239,203 |
| チャンネル諸島ジャージー合計 | 338,894,435 | 315,182,319 | ||||
| ルクセンブルグ-2.0% | ||||||
| 商業サービス-0.2% | ||||||
| USD | 300,000 | Nielsen Co. Luxembourg SARL/The 144A | 5.000 | 2025/02/01 | 34,350,726 | 35,245,948 |
| 食品-0.1% | ||||||
| USD | 300,000 | FAGE International SA/FAGE USA Dairy Industry Inc. 144A | 5.625 | 2026/08/15 | 31,885,569 | 35,203,737 |
| ヘルスケア-製品-0.1% | ||||||
| USD | 210,000 | Mallinckrodt International Finance SA/Mallinckrodt CB LLC 144A | 5.750 | 2022/08/01 | 24,971,910 | 23,224,336 |
| 鉄/鉄鋼-0.3% | ||||||
| USD | 380,000 | ArcelorMittal | 6.125 | 2025/06/01 | 47,035,524 | 49,403,422 |
| USD | 130,000 | ArcelorMittal | 7.500 | 2041/03/01 | 16,090,338 | 17,395,036 |
| 63,125,862 | 66,798,458 | |||||
| マスメディア-0.8% | ||||||
| USD | 1,300,000 | Altice Financing SA 144A | 6.625 | 2023/02/15 | 163,943,866 | 155,476,137 |
| USD | 200,000 | Altice Financing SA 144A | 7.500 | 2026/05/15 | 21,941,908 | 24,819,901 |
| 185,885,774 | 180,296,038 | |||||
| 電気通信-0.5% | ||||||
| USD | 619,000 | Intelsat Jackson Holdings SA | 5.500 | 2023/08/01 | 74,328,989 | 59,398,638 |
| USD | 520,000 | Intelsat Jackson Holdings SA 144A | 8.000 | 2024/02/15 | 58,371,995 | 63,068,438 |
| 132,700,984 | 122,467,076 | |||||
| ルクセンブルグ合計 | 472,920,825 | 463,235,593 | ||||
| メキシコ-0.6% | ||||||
| 銀行-0.1% | ||||||
| USD | 200,000 | Banco Mercantil del Norte SA/Grand Cayman 144A @~ | 6.875 | - | 22,517,451 | 24,003,827 |
| 建材-0.5% | ||||||
| USD | 1,000,000 | Cemex SAB de CV 144A | 6.125 | 2025/05/05 | 120,932,681 | 121,426,159 |
| メキシコ合計 | 143,450,132 | 145,429,986 | ||||
| モロッコ-0.9% | ||||||
| 化学-0.9% | ||||||
| USD | 1,750,000 | OCP SA 144A | 5.625 | 2024/04/25 | 177,812,045 | 212,761,706 |
| モロッコ合計 | 177,812,045 | 212,761,706 | ||||
| 元本金額** | 利率 (%) | 償還日 | 取得原価 (円) | 評価額 (円) | ||
| 多国籍-0.7% | ||||||
| 化学-0.2% | ||||||
| USD | 370,000 | Venator Finance Sarl/Venator Materials LLC 144A | 5.750 | 2025/07/15 | 41,771,570 | 43,417,942 |
| 運輸-0.5% | ||||||
| USD | 1,200,000 | Navios Maritime Acquisition Corp./Navios Acquisition Finance US Inc. 144A | 8.125 | 2021/11/15 | 127,038,469 | 112,449,347 |
| 多国籍合計 | 168,810,039 | 155,867,289 | ||||
| オランダ-2.7% | ||||||
| 銀行-0.4% | ||||||
| USD | 740,000 | ABN AMRO Bank NV 144A | 4.750 | 2025/07/28 | 91,423,871 | 88,601,006 |
| 商業サービス-0.2% | ||||||
| EUR | 300,000 | IPD 3 BV 144A MTN | 4.500 | 2022/07/15 | 39,088,219 | 41,177,645 |
| マスメディア-0.4% | ||||||
| USD | 830,000 | Ziggo Secured Finance BV 144A | 5.500 | 2027/01/15 | 85,184,953 | 95,966,648 |
| 鉱業-0.6% | ||||||
| USD | 320,000 | Alcoa Nederland Holding BV 144A | 6.750 | 2024/09/30 | 32,812,003 | 40,072,040 |
| USD | 820,000 | Alcoa Nederland Holding BV 144A | 7.000 | 2026/09/30 | 83,996,828 | 104,992,121 |
| 116,808,831 | 145,064,161 | |||||
| 石油およびガス-0.7% | ||||||
| USD | 630,000 | Lukoil International Finance BV 144A | 6.125 | 2020/11/09 | 65,734,795 | 77,463,620 |
| USD | 800,000 | Petrobras Global Finance BV | 6.850 | 2115/06/05 | 80,747,829 | 86,222,422 |
| 146,482,624 | 163,686,042 | |||||
| 小売-0.2% | ||||||
| EUR | 300,000 | Maxeda DIY Holding BV 144A | 6.125 | 2022/07/15 | 38,911,822 | 41,899,002 |
| 電気通信-0.2% | ||||||
| USD | 200,000 | Oi Brasil Holdings Cooperatief UA ± | 5.750 | 2022/02/10 | 20,161,770 | 7,991,896 |
| USD | 1,030,000 | Oi Brasil Holdings Cooperatief UA 144A ± | 5.750 | 2022/02/10 | 96,778,271 | 41,158,262 |
| 116,940,041 | 49,150,158 | |||||
| オランダ合計 | 634,840,361 | 625,544,662 | ||||
| スペイン-0.4% | ||||||
| 小売-0.4% | ||||||
| EUR | 440,000 | Masaria Investments SAU 144A ~ | 5.250 | 2024/09/15 | 57,291,667 | 58,909,647 |
| EUR | 150,000 | Masaria Investments SAU 144A | 5.000 | 2024/09/15 | 19,537,689 | 20,269,960 |
| 76,829,356 | 79,179,607 | |||||
| スペイン合計 | 76,829,356 | 79,179,607 | ||||
| 英国-5.9% | ||||||
| 銀行-0.7% | ||||||
| USD | 200,000 | Barclays Bank PLC | 7.625 | 2022/11/21 | 24,012,828 | 25,903,309 |
| USD | 1,130,000 | Royal Bank of Scotland Group PLC | 6.000 | 2023/12/19 | 130,339,470 | 140,851,305 |
| 154,352,298 | 166,754,614 | |||||
| 商業サービス-0.2% | ||||||
| EUR | 380,000 | EC Finance PLC 144A | 5.125 | 2021/07/15 | 53,321,183 | 51,952,043 |
| 流通/卸売-0.4% | ||||||
| EUR | 680,000 | Alliance Automotive Finance PLC 144A | 6.250 | 2021/12/01 | 95,090,074 | 94,274,784 |
| 娯楽-0.4% | ||||||
| USD | 400,000 | International Game Technology PLC 144A | 6.500 | 2025/02/15 | 49,416,651 | 50,821,702 |
| GBP | 310,000 | Vue International Bidco PLC 144A | 7.875 | 2020/07/15 | 47,345,059 | 48,020,741 |
| 96,761,710 | 98,842,443 | |||||
| 食品-0.1% | ||||||
| GBP | 200,000 | Boparan Finance PLC | 5.500 | 2021/07/15 | 36,950,706 | 28,541,226 |
| 持株会社-総合-0.9% | ||||||
| GBP | 384,000 | Co-operative Group Holdings 2011 Ltd. # | 6.875 | 2020/07/08 | 55,641,863 | 64,990,637 |
| GBP | 720,000 | Co-operative Group Holdings 2011 Ltd. # | 7.500 | 2026/07/08 | 100,794,699 | 134,187,255 |
| 156,436,562 | 199,177,892 | |||||
| 元本金額** | 利率 (%) | 償還日 | 取得原価 (円) | 評価額 (円) | ||
| マスメディア-1.1% | ||||||
| USD | 200,000 | Virgin Media Finance PLC 144A | 6.375 | 2023/04/15 | 24,923,605 | 23,609,860 |
| USD | 1,850,000 | Virgin Media Secured Finance PLC 144A | 5.500 | 2026/08/15 | 201,550,569 | 219,953,005 |
| 226,474,174 | 243,562,865 | |||||
| 鉱業-0.7% | ||||||
| USD | 210,000 | Anglo American Capital PLC 144A | 4.125 | 2021/04/15 | 21,164,264 | 24,582,930 |
| USD | 330,000 | Anglo American Capital PLC 144A | 4.125 | 2022/09/27 | 32,053,038 | 38,682,136 |
| USD | 530,000 | Anglo American Capital PLC 144A | 4.875 | 2025/05/14 | 51,216,033 | 63,328,399 |
| USD | 200,000 | Anglo American Capital PLC 144A | 4.750 | 2027/04/10 | 22,197,558 | 23,533,332 |
| 126,630,893 | 150,126,797 | |||||
| 石油およびガス-0.1% | ||||||
| USD | 170,000 | Ensco PLC | 8.000 | 2024/01/31 | 20,514,393 | 18,896,330 |
| 石油およびガスサービス-0.4% | ||||||
| USD | 810,000 | KCA Deutag UK Finance PLC 144A | 9.875 | 2022/04/01 | 90,733,256 | 95,050,090 |
| 不動産-0.5% | ||||||
| GBP | 626,328 | Tesco Property Finance 6 PLC | 5.411 | 2044/07/13 | 106,756,503 | 103,116,697 |
| 小売-0.4% | ||||||
| GBP | 480,000 | Pizzaexpress Financing 2 PLC | 6.625 | 2021/08/01 | 79,061,698 | 69,219,378 |
| GBP | 180,000 | Pizzaexpress Financing 2 PLC 144A | 6.625 | 2021/08/01 | 30,113,165 | 25,957,267 |
| 109,174,863 | 95,176,645 | |||||
| 英国合計 | 1,273,196,615 | 1,345,472,426 | ||||
| 米国-67.9% | ||||||
| 農業-0.4% | ||||||
| USD | 880,000 | Alliance One International Inc. | 9.875 | 2021/07/15 | 90,934,587 | 87,539,397 |
| 航空会社-1.0% | ||||||
| USD | 454,764 | American Airlines 2013-1 Class B Pass Through Trust 144A | 5.625 | 2021/01/15 | 47,882,570 | 53,876,500 |
| USD | 310 | Continental Airlines 2000-1 Class B Pass Through Trust | 8.388 | 2022/05/01 | 25,743 | 39,287 |
| USD | 552,968 | Continental Airlines 2012-1 Class B Pass Through Trust | 6.250 | 2021/10/11 | 45,011,627 | 65,666,488 |
| USD | 226,815 | Delta Air Lines 2007-1 Class B Pass Through Trust | 8.021 | 2024/02/10 | 19,345,714 | 29,105,081 |
| USD | 638,069 | US Airways 2012-2 Class B Pass Through Trust | 6.750 | 2022/12/03 | 67,684,725 | 79,363,592 |
| 179,950,379 | 228,050,948 | |||||
| 衣料-1.1% | ||||||
| USD | 200,000 | Hanesbrands Inc. 144A | 4.625 | 2024/05/15 | 21,242,698 | 23,553,579 |
| USD | 640,000 | Hanesbrands Inc. 144A | 4.875 | 2026/05/15 | 70,005,870 | 75,191,355 |
| USD | 590,000 | Levi Strauss & Co. | 5.000 | 2025/05/01 | 70,895,782 | 70,313,204 |
| USD | 700,000 | William Carter Co./The | 5.250 | 2021/08/15 | 70,629,446 | 81,255,628 |
| 232,773,796 | 250,313,766 | |||||
| 自動車部品および装備品-1.6% | ||||||
| USD | 960,000 | Allison Transmission Inc. 144A | 5.000 | 2024/10/01 | 99,731,306 | 112,419,631 |
| USD | 320,000 | Allison Transmission Inc. 144A | 4.750 | 2027/10/01 | 36,084,134 | 36,380,009 |
| USD | 200,000 | American Axle & Manufacturing Inc. | 6.625 | 2022/10/15 | 24,927,513 | 23,286,245 |
| USD | 460,000 | Goodyear Tire & Rubber Co./The | 5.125 | 2023/11/15 | 56,485,230 | 54,302,679 |
| USD | 260,000 | Goodyear Tire & Rubber Co./The | 5.000 | 2026/05/31 | 28,150,719 | 30,619,653 |
| USD | 180,000 | ZF North America Capital Inc. 144A | 4.000 | 2020/04/29 | 21,110,842 | 20,995,610 |
| USD | 340,000 | ZF North America Capital Inc. 144A | 4.500 | 2022/04/29 | 36,389,619 | 40,375,957 |
| USD | 320,000 | ZF North America Capital Inc. 144A | 4.750 | 2025/04/29 | 33,964,628 | 38,135,975 |
| 336,843,991 | 356,515,759 | |||||
| 元本金額** | 利率 (%) | 償還日 | 取得原価 (円) | 評価額 (円) | ||
| 銀行-1.4% | ||||||
| USD | 1,560,000 | CIT Group Inc. | 5.000 | 2023/08/01 | 154,500,373 | 189,644,304 |
| USD | 1,050,000 | Goldman Sachs Group Inc./The | 5.150 | 2045/05/22 | 126,514,598 | 135,617,098 |
| 281,014,971 | 325,261,402 | |||||
| 飲料-1.1% | ||||||
| USD | 630,000 | Beverages & More Inc. 144A | 11.500 | 2022/06/15 | 68,951,545 | 66,659,163 |
| USD | 710,000 | Carolina Beverage Group LLC/Carolina Beverage Group Finance Inc. 144A | 10.625 | 2018/08/01 | 71,528,585 | 81,017,841 |
| USD | 510,000 | Cott Holdings Inc. 144A | 5.500 | 2025/04/01 | 58,853,406 | 59,989,869 |
| USD | 408,000 | DS Services of America Inc. 144A | 10.000 | 2021/09/01 | 42,936,855 | 48,680,774 |
| 242,270,391 | 256,347,647 | |||||
| バイオテクノロジー-0.3% | ||||||
| USD | 620,000 | AMAG Pharmaceuticals Inc. 144A | 7.875 | 2023/09/01 | 79,536,327 | 71,009,680 |
| 建材-0.2% | ||||||
| USD | 150,000 | Standard Industries Inc. 144A | 5.125 | 2021/02/15 | 17,357,292 | 17,454,131 |
| USD | 210,000 | Summit Materials LLC/Summit Materials Finance Corp. 144A | 5.125 | 2025/06/01 | 23,585,430 | 24,415,691 |
| 40,942,722 | 41,869,822 | |||||
| 化学-0.5% | ||||||
| USD | 650,000 | Valvoline Inc. 144A | 5.500 | 2024/07/15 | 70,663,644 | 78,286,808 |
| USD | 250,000 | Valvoline Inc. 144A | 4.375 | 2025/08/15 | 27,555,589 | 28,703,287 |
| 98,219,233 | 106,990,095 | |||||
| 石炭-0.2% | ||||||
| USD | 810,000 | Murray Energy Corp. 144A | 11.250 | 2021/04/15 | 102,758,803 | 54,819,057 |
| 商業サービス-3.7% | ||||||
| USD | 730,000 | ADT Corp./The | 4.125 | 2023/06/15 | 73,430,655 | 83,813,597 |
| USD | 320,000 | Ahern Rentals Inc. 144A | 7.375 | 2023/05/15 | 35,884,435 | 33,138,226 |
| USD | 550,000 | Ashtead Capital Inc. 144A | 5.625 | 2024/10/01 | 69,472,934 | 66,861,774 |
| USD | 200,000 | Ashtead Capital Inc. 144A | 4.125 | 2025/08/15 | 22,107,798 | 23,215,894 |
| USD | 650,000 | Ashtead Capital Inc. 144A | 4.375 | 2027/08/15 | 71,791,924 | 75,451,655 |
| USD | 970,000 | Flexi-Van Leasing Inc. 144A | 7.875 | 2018/08/15 | 98,981,874 | 109,730,977 |
| USD | 700,000 | Hertz Corp./The | 5.875 | 2020/10/15 | 77,517,418 | 78,596,353 |
| USD | 460,000 | Monitronics International Inc. | 9.125 | 2020/04/01 | 45,553,406 | 46,341,738 |
| USD | 400,000 | Prime Security Services Borrower LLC/Prime Finance Inc. 144A | 9.250 | 2023/05/15 | 44,555,740 | 49,800,090 |
| USD | 660,000 | ServiceMaster Co. LLC/The 144A | 5.125 | 2024/11/15 | 69,368,585 | 76,519,586 |
| USD | 890,000 | United Rentals North America Inc. | 5.750 | 2024/11/15 | 100,649,849 | 106,691,805 |
| USD | 160,000 | United Rentals North America Inc. | 4.625 | 2025/10/15 | 17,268,640 | 18,280,054 |
| USD | 190,000 | United Rentals North America Inc. | 5.500 | 2027/05/15 | 22,096,725 | 22,857,103 |
| USD | 500,000 | United Rentals North America Inc. | 4.875 | 2028/01/15 | 54,821,300 | 56,703,062 |
| 803,501,283 | 848,001,914 | |||||
| コンピューター-0.5% | ||||||
| USD | 630,000 | Dell International LLC/EMC Corp. 144A | 5.875 | 2021/06/15 | 68,662,904 | 74,312,202 |
| USD | 360,000 | Dell International LLC/EMC Corp. 144A | 7.125 | 2024/06/15 | 39,232,197 | 44,788,053 |
| 107,895,101 | 119,100,255 | |||||
| 流通/卸売-0.6% | ||||||
| USD | 248,000 | American Builders & Contractors Supply Co. Inc. 144A | 5.625 | 2021/04/15 | 25,957,046 | 28,683,026 |
| USD | 520,000 | American Builders & Contractors Supply Co. Inc. 144A | 5.750 | 2023/12/15 | 64,389,245 | 62,483,116 |
| USD | 410,000 | H&E Equipment Services Inc. 144A | 5.625 | 2025/09/01 | 45,129,594 | 48,804,030 |
| 135,475,885 | 139,970,172 | |||||
| 元本金額** | 利率 (%) | 償還日 | 取得原価 (円) | 評価額 (円) | ||
| 総合金融サービス-3.4% | ||||||
| USD | 610,000 | Alliance Data Systems Corp. 144A | 5.375 | 2022/08/01 | 71,005,001 | 71,065,961 |
| USD | 700,000 | Ally Financial Inc. | 8.000 | 2031/11/01 | 89,773,928 | 102,029,491 |
| USD | 570,000 | ASP AMC Merger Sub Inc. 144A | 8.000 | 2025/05/15 | 61,828,951 | 62,075,079 |
| USD | 480,000 | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp. 144A | 5.250 | 2022/03/15 | 54,635,285 | 55,245,385 |
| USD | 400,000 | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp. 144A | 5.250 | 2025/10/01 | 43,564,608 | 44,715,443 |
| USD | 340,000 | Navient Corp. | 6.625 | 2021/07/26 | 35,579,740 | 41,045,700 |
| USD | 200,000 | Navient Corp. | 6.750 | 2025/06/25 | 22,217,597 | 23,469,158 |
| USD | 890,000 | Navient Corp. MTN | 8.000 | 2020/03/25 | 94,095,175 | 110,699,009 |
| USD | 1,200,000 | Quicken Loans Inc. 144A | 5.750 | 2025/05/01 | 141,948,476 | 142,503,377 |
| USD | 1,160,000 | TMX Finance LLC/TitleMax Finance Corp. 144A | 8.500 | 2018/09/15 | 115,955,273 | 121,431,787 |
| 730,604,034 | 774,280,390 | |||||
| 電力-0.9% | ||||||
| USD | 40,000 | NRG Energy Inc. | 7.250 | 2026/05/15 | 4,373,829 | 4,851,418 |
| USD | 380,000 | NRG REMA LLC | 9.681 | 2026/07/02 | 41,514,923 | 30,796,938 |
| USD | 1,260,000 | Red Oak Power LLC | 9.200 | 2029/11/30 | 122,235,438 | 160,265,646 |
| 168,124,190 | 195,914,002 | |||||
| エンジニアリングおよび建設-0.6% | ||||||
| USD | 556,965 | Michael Baker Holdings LLC/Michael Baker Finance Corp. PIK 144A | 8.875 | 2019/04/15 | 59,671,529 | 62,771,410 |
| USD | 690,000 | Weekley Homes LLC/Weekley Finance Corp. 144A | 6.625 | 2025/08/15 | 74,395,495 | 75,531,855 |
| 134,067,024 | 138,303,265 | |||||
| 娯楽-2.0% | ||||||
| USD | 350,000 | AMC Entertainment Holdings Inc. | 6.125 | 2027/05/15 | 40,232,726 | 39,101,193 |
| USD | 450,000 | Carmike Cinemas Inc. 144A | 6.000 | 2023/06/15 | 53,674,611 | 53,565,398 |
| USD | 346,000 | CCM Merger Inc. 144A | 6.000 | 2022/03/15 | 39,971,624 | 40,362,902 |
| USD | 680,000 | GLP Capital LP/GLP Financing II Inc. | 5.375 | 2026/04/15 | 73,944,676 | 83,717,920 |
| USD | 600,000 | Scientific Games International Inc. | 10.000 | 2022/12/01 | 72,348,860 | 75,050,653 |
| USD | 770,000 | Scientific Games International Inc. 144A | 7.000 | 2022/01/01 | 92,507,664 | 92,198,053 |
| USD | 690,000 | Speedway Motorsports Inc. | 5.125 | 2023/02/01 | 84,033,307 | 80,580,257 |
| 456,713,468 | 464,576,376 | |||||
| 環境管理-0.4% | ||||||
| USD | 230,000 | CD&R Waterworks Merger Sub LLC 144A | 6.125 | 2025/08/15 | 25,728,131 | 26,633,555 |
| USD | 480,000 | Covanta Holding Corp. | 5.875 | 2025/07/01 | 55,572,385 | 53,286,808 |
| 81,300,516 | 79,920,363 | |||||
| 食品-1.4% | ||||||
| USD | 500,000 | Lamb Weston Holdings Inc. 144A | 4.625 | 2024/11/01 | 53,933,903 | 58,954,300 |
| USD | 710,000 | Lamb Weston Holdings Inc. 144A | 4.875 | 2026/11/01 | 77,276,175 | 84,114,701 |
| USD | 320,000 | Pilgrim’s Pride Corp. 144A | 5.875 | 2027/09/30 | 35,927,787 | 36,875,281 |
| USD | 1,110,000 | Simmons Foods Inc. 144A | 7.875 | 2021/10/01 | 129,130,179 | 132,799,555 |
| 296,268,044 | 312,743,837 | |||||
| 食品サービス-0.2% | ||||||
| USD | 430,000 | Aramark Services Inc. 144A | 5.000 | 2025/04/01 | 49,763,667 | 51,608,228 |
| 林産品および紙-0.3% | ||||||
| USD | 610,000 | Mercer International Inc. | 6.500 | 2024/02/01 | 69,785,795 | 71,580,932 |
| 元本金額** | 利率 (%) | 償還日 | 取得原価 (円) | 評価額 (円) | ||
| ガス-0.9% | ||||||
| USD | 760,000 | NGL Energy Partners LP/NGL Energy Finance Corp. | 5.125 | 2019/07/15 | 77,693,091 | 85,760,919 |
| USD | 420,000 | NGL Energy Partners LP/NGL Energy Finance Corp. | 6.875 | 2021/10/15 | 45,558,521 | 47,512,382 |
| USD | 700,000 | NGL Energy Partners LP/NGL Energy Finance Corp. | 7.500 | 2023/11/01 | 75,050,280 | 78,793,336 |
| 198,301,892 | 212,066,637 | |||||
| ヘルスケア-製品-0.7% | ||||||
| USD | 820,000 | DJO Finco Inc./DJO Finance LLC/DJO Finance Corp. 144A | 8.125 | 2021/06/15 | 100,938,868 | 88,839,487 |
| USD | 200,000 | Greatbatch Ltd. 144A | 9.125 | 2023/11/01 | 24,899,944 | 24,611,887 |
| USD | 420,000 | Universal Hospital Services Inc. | 7.625 | 2020/08/15 | 51,088,824 | 48,103,332 |
| 176,927,636 | 161,554,706 | |||||
| ヘルスケア-サービス-3.4% | ||||||
| USD | 140,000 | Air Medical Merger Sub Corp. 144A | 6.375 | 2023/05/15 | 15,223,267 | 15,246,511 |
| USD | 130,000 | Centene Corp. | 4.750 | 2022/05/15 | 15,363,570 | 15,346,409 |
| USD | 260,000 | Centene Corp. | 6.125 | 2024/02/15 | 31,539,578 | 31,717,132 |
| USD | 700,000 | Centene Corp. | 4.750 | 2025/01/15 | 75,057,867 | 81,945,070 |
| USD | 310,000 | CHS/Community Health Systems Inc. | 8.000 | 2019/11/15 | 34,020,959 | 34,109,072 |
| USD | 590,000 | CHS/Community Health Systems Inc. Incremental 2021 Term H | 6.250 | 2023/03/31 | 68,053,617 | 65,498,368 |
| USD | 180,000 | HCA Inc. | 5.000 | 2024/03/15 | 21,339,940 | 21,628,771 |
| USD | 320,000 | HCA Inc. | 5.375 | 2025/02/01 | 39,126,570 | 38,045,925 |
| USD | 740,000 | HCA Inc. | 5.250 | 2026/06/15 | 84,151,588 | 89,959,478 |
| USD | 10,000 | HCA Inc. | 4.500 | 2027/02/15 | 1,123,158 | 1,153,760 |
| USD | 1,130,000 | HCA Inc. | 5.500 | 2047/06/15 | 125,361,851 | 132,123,762 |
| USD | 890,000 | MPH Acquisition Holdings LLC 144A | 7.125 | 2024/06/01 | 100,630,783 | 107,944,057 |
| USD | 820,000 | Tenet Healthcare Corp. | 8.125 | 2022/04/01 | 95,215,424 | 94,146,781 |
| USD | 470,000 | West Street Merger Sub Inc. 144A | 6.375 | 2025/09/01 | 51,451,295 | 52,904,097 |
| 757,659,467 | 781,769,193 | |||||
| 住宅建築-1.6% | ||||||
| USD | 530,000 | Beazer Homes USA Inc. 144A | 5.875 | 2027/10/15 | 59,250,978 | 59,806,956 |
| USD | 610,000 | Century Communities Inc. 144A | 5.875 | 2025/07/15 | 70,093,856 | 69,177,735 |
| USD | 100,000 | Lennar Corp. | 4.875 | 2023/12/15 | 11,508,768 | 11,945,633 |
| USD | 260,000 | Lennar Corp. | 4.500 | 2024/04/30 | 28,334,786 | 30,210,806 |
| USD | 1,060,000 | Shea Homes LP/Shea Homes Funding Corp. 144A | 6.125 | 2025/04/01 | 130,844,814 | 123,789,959 |
| USD | 250,000 | William Lyon Homes Inc. | 5.750 | 2019/04/15 | 26,876,806 | 28,632,936 |
| USD | 380,000 | William Lyon Homes Inc. | 7.000 | 2022/08/15 | 40,510,160 | 44,377,533 |
| 367,420,168 | 367,941,558 | |||||
| 家庭用品/雑貨-1.0% | ||||||
| USD | 400,000 | ACCO Brands Corp. 144A | 5.250 | 2024/12/15 | 46,126,377 | 46,825,754 |
| USD | 450,000 | Central Garden & Pet Co. | 6.125 | 2023/11/15 | 56,409,597 | 54,198,559 |
| USD | 1,000,000 | Spectrum Brands Inc. | 5.750 | 2025/07/15 | 127,685,107 | 120,441,243 |
| 230,221,081 | 221,465,556 | |||||
| 家庭用雑貨-0.4% | ||||||
| USD | 710,000 | American Greetings Corp. 144A | 7.875 | 2025/02/15 | 80,211,145 | 86,911,864 |
| 保険-0.8% | ||||||
| USD | 390,000 | Fidelity & Guaranty Life Holdings Inc. 144A | 6.375 | 2021/04/01 | 37,845,172 | 45,051,497 |
| USD | 600,000 | Genworth Holdings Inc. | 7.700 | 2020/06/15 | 74,083,186 | 68,128,095 |
| USD | 620,000 | Genworth Holdings Inc. | 4.900 | 2023/08/15 | 66,841,722 | 60,018,010 |
| USD | 160,000 | Radian Group Inc. | 4.500 | 2024/10/01 | 17,586,283 | 18,415,128 |
| 196,356,363 | 191,612,730 | |||||
| インターネット-0.8% | ||||||
| USD | 340,000 | Match Group Inc. | 6.375 | 2024/06/01 | 38,104,412 | 41,811,121 |
| USD | 1,070,000 | Netflix Inc. | 5.875 | 2025/02/15 | 126,091,323 | 132,033,712 |
| 164,195,735 | 173,844,833 | |||||
| 元本金額** | 利率 (%) | 償還日 | 取得原価 (円) | 評価額 (円) | ||
| 鉄/鉄鋼-0.1% | ||||||
| USD | 278,000 | Steel Dynamics Inc. | 5.000 | 2026/12/15 | 31,498,125 | 33,482,665 |
| レジャー-0.4% | ||||||
| USD | 940,000 | Gibson Brands Inc. 144A | 8.875 | 2018/08/01 | 95,040,243 | 85,704,638 |
| 宿泊-1.5% | ||||||
| USD | 370,000 | Caesars Entertainment Resort Properties LLC/Caesars Entertainment Resort Properties | 8.000 | 2020/10/01 | 40,402,425 | 42,689,104 |
| USD | 480,000 | CRC Escrow Issuer LLC/CRC Finco Inc. 144A | 5.250 | 2025/10/15 | 54,029,716 | 54,029,716 |
| USD | 450,000 | Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp. | 4.875 | 2027/04/01 | 51,419,171 | 53,312,134 |
| USD | 520,000 | MGM Resorts International | 7.750 | 2022/03/15 | 68,539,233 | 68,482,665 |
| USD | 670,000 | MGM Resorts International | 4.625 | 2026/09/01 | 67,302,863 | 76,736,267 |
| USD | 510,000 | Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp. 144A | 5.875 | 2025/05/15 | 57,169,448 | 56,545,475 |
| 338,862,856 | 351,795,361 | |||||
| 建設機械および鉱業-0.7% | ||||||
| USD | 880,000 | BlueLine Rental Finance Corp./BlueLine Rental LLC 144A | 9.250 | 2024/03/15 | 101,930,934 | 106,855,020 |
| USD | 500,000 | Terex Corp. 144A | 5.625 | 2025/02/01 | 56,992,802 | 59,376,407 |
| 158,923,736 | 166,231,427 | |||||
| 機械-総合-0.3% | ||||||
| USD | 650,000 | Tennant Co. 144A | 5.625 | 2025/05/01 | 72,825,287 | 76,274,764 |
| マスメディア-3.2% | ||||||
| USD | 130,000 | CCO Holdings LLC/CCO Holdings Capital Corp. 144A | 5.750 | 2026/02/15 | 15,936,158 | 15,379,334 |
| USD | 440,000 | CCO Holdings LLC/CCO Holdings Capital Corp. 144A | 5.875 | 2027/05/01 | 53,022,226 | 52,003,602 |
| USD | 290,000 | CCO Holdings LLC/CCO Holdings Capital Corp. 144A | 5.125 | 2027/05/01 | 33,069,534 | 33,173,402 |
| USD | 800,000 | Charter Communications Operating LLC/Charter Communications Operating Capital | 4.908 | 2025/07/23 | 95,496,326 | 96,416,783 |
| USD | 630,000 | Charter Communications Operating LLC/Charter Communications Operating Capital | 6.484 | 2045/10/23 | 76,437,758 | 83,519,339 |
| USD | 530,000 | CSC Holdings LLC 144A | 6.625 | 2025/10/15 | 63,336,811 | 65,474,448 |
| USD | 190,000 | DISH DBS Corp. | 6.750 | 2021/06/01 | 23,353,554 | 23,578,906 |
| USD | 270,000 | DISH DBS Corp. | 5.875 | 2022/07/15 | 33,499,193 | 32,367,177 |
| USD | 730,000 | DISH DBS Corp. | 5.875 | 2024/11/15 | 85,786,741 | 86,432,772 |
| USD | 400,000 | DISH DBS Corp. | 7.750 | 2026/07/01 | 51,920,328 | 51,808,645 |
| USD | 350,000 | EW Scripps Co./The 144A | 5.125 | 2025/05/15 | 38,709,714 | 40,283,093 |
| USD | 610,000 | Time Warner Cable LLC | 7.300 | 2038/07/01 | 84,965,769 | 86,438,903 |
| USD | 490,000 | Univision Communications Inc. 144A | 5.125 | 2025/02/15 | 51,281,752 | 55,775,833 |
| 706,815,864 | 722,652,237 | |||||
| 金属加工/機器-0.2% | ||||||
| USD | 370,000 | Park-Ohio Industries Inc. | 6.625 | 2027/04/15 | 41,249,420 | 45,083,859 |
| 鉱業-1.1% | ||||||
| USD | 300,000 | Coeur Mining Inc. | 5.875 | 2024/06/01 | 33,571,940 | 33,895,205 |
| USD | 210,000 | Freeport-McMoRan Inc. | 6.750 | 2022/02/01 | 25,143,206 | 24,760,806 |
| USD | 190,000 | Freeport-McMoRan Inc. | 3.550 | 2022/03/01 | 19,971,358 | 21,112,798 |
| USD | 580,000 | Freeport-McMoRan Inc. | 6.875 | 2023/02/15 | 64,025,836 | 71,488,068 |
| USD | 260,000 | Freeport-McMoRan Inc. | 3.875 | 2023/03/15 | 21,602,357 | 28,973,435 |
| USD | 600,000 | Freeport-McMoRan Inc. | 5.450 | 2043/03/15 | 56,494,413 | 63,442,706 |
| 220,809,110 | 243,673,018 | |||||
| 元本金額** | 利率 (%) | 償還日 | 取得原価 (円) | 評価額 (円) | ||
| 各種製造-0.5% | ||||||
| USD | 1,020,000 | CBC Ammo LLC/CBC FinCo. Inc. 144A | 7.250 | 2021/11/15 | 105,173,488 | 116,535,344 |
| オフィス/ビジネス機-0.2% | ||||||
| USD | 400,000 | CDW LLC/CDW Finance Corp. | 5.000 | 2025/09/01 | 45,571,920 | 47,501,126 |
| 石油およびガス-8.2% | ||||||
| USD | 1,290,000 | Berry Petroleum Co. LLC ± | 6.375 | 2022/09/15 | - | 1 |
| USD | 740,000 | Calumet Specialty Products Partners LP/Calumet Finance Corp. 144A | 11.500 | 2021/01/15 | 86,306,672 | 96,935,502 |
| USD | 720,000 | Carrizo Oil & Gas Inc. | 6.250 | 2023/04/15 | 86,348,549 | 82,665,466 |
| USD | 220,000 | Carrizo Oil & Gas Inc. | 8.250 | 2025/07/15 | 24,905,044 | 27,023,300 |
| USD | 440,000 | Chesapeake Energy Corp. | 6.625 | 2020/08/15 | 47,366,283 | 51,260,693 |
| USD | 770,000 | Chesapeake Energy Corp. | 6.875 | 2020/11/15 | 77,495,157 | 89,706,213 |
| USD | 200,000 | Chesapeake Energy Corp. | 5.750 | 2023/03/15 | 21,041,162 | 20,880,234 |
| USD | 670,000 | Chesapeake Energy Corp. 144A | 8.000 | 2025/01/15 | 76,419,399 | 76,359,185 |
| USD | 480,000 | Chesapeake Energy Corp. 144A | 8.000 | 2027/06/15 | 53,937,141 | 53,624,493 |
| USD | 110,000 | Continental Resources Inc. | 4.500 | 2023/04/15 | 10,596,779 | 12,443,719 |
| USD | 690,000 | Continental Resources Inc. | 4.900 | 2044/06/01 | 55,563,701 | 70,871,792 |
| USD | 430,000 | Covey Park Energy LLC/Covey Park Finance Corp. 144A | 7.500 | 2025/05/15 | 48,255,140 | 50,277,184 |
| USD | 620,000 | CrownRock LP/CrownRock Finance Inc. 144A | 7.750 | 2023/02/15 | 76,208,146 | 74,848,041 |
| USD | 200,000 | Diamondback Energy Inc. | 4.750 | 2024/11/01 | 21,125,314 | 23,075,191 |
| USD | 190,000 | Diamondback Energy Inc. | 5.375 | 2025/05/31 | 22,558,108 | 22,402,634 |
| USD | 380,000 | EP Energy LLC/Everest Acquisition Finance Inc. | 6.375 | 2023/06/15 | 36,196,181 | 26,519,586 |
| USD | 820,000 | Extraction Oil & Gas Holdings LLC/Extraction Finance Corp. 144A | 7.875 | 2021/07/15 | 92,004,631 | 97,838,811 |
| USD | 450,000 | Extraction Oil & Gas Inc. 144A | 7.375 | 2024/05/15 | 50,984,165 | 52,932,238 |
| USD | 570,000 | Gulfport Energy Corp. | 6.375 | 2025/05/15 | 65,234,549 | 65,202,893 |
| USD | 150,000 | Laredo Petroleum Inc. | 7.375 | 2022/05/01 | 17,102,745 | 17,538,552 |
| USD | 30,000 | Murphy Oil USA Inc. | 6.000 | 2023/08/15 | 3,450,657 | 3,571,027 |
| USD | 420,000 | Murphy Oil USA Inc. | 5.625 | 2027/05/01 | 46,217,210 | 50,998,987 |
| USD | 895,000 | Oasis Petroleum Inc. | 6.875 | 2022/03/15 | 103,412,400 | 103,009,624 |
| USD | 170,000 | PDC Energy Inc. | 7.750 | 2022/10/15 | 19,766,619 | 19,936,825 |
| USD | 290,000 | Pride International LLC | 7.875 | 2040/08/15 | 22,622,686 | 27,909,725 |
| USD | 730,000 | QEP Resources Inc. | 6.875 | 2021/03/01 | 62,388,418 | 86,894,980 |
| USD | 110,000 | QEP Resources Inc. | 5.250 | 2023/05/01 | 11,870,705 | 12,103,219 |
| USD | 270,000 | Range Resources Corp. | 4.875 | 2025/05/15 | 32,261,920 | 30,087,798 |
| USD | 130,000 | Range Resources Corp. 144A | 5.875 | 2022/07/01 | 14,746,606 | 15,181,787 |
| USD | 140,000 | Range Resources Corp. 144A | 5.000 | 2023/03/15 | 15,149,749 | 15,719,271 |
| USD | 1,160,000 | Rice Energy Inc. | 6.250 | 2022/05/01 | 134,172,022 | 136,610,761 |
| USD | 170,000 | Rice Energy Inc. | 7.250 | 2023/05/01 | 21,141,661 | 20,714,205 |
| USD | 1,040,000 | RSP Permian Inc. | 6.625 | 2022/10/01 | 131,250,992 | 123,210,266 |
| USD | 680,000 | Sanchez Energy Corp. | 7.750 | 2021/06/15 | 68,628,030 | 72,906,348 |
| USD | 400,000 | Sanchez Energy Corp. | 6.125 | 2023/01/15 | 36,446,648 | 38,721,297 |
| USD | 30,000 | WPX Energy Inc. | 6.000 | 2022/01/15 | 3,055,707 | 3,507,710 |
| USD | 610,000 | WPX Energy Inc. | 8.250 | 2023/08/01 | 72,849,727 | 77,331,439 |
| USD | 210,000 | WPX Energy Inc. | 5.250 | 2024/09/15 | 22,919,217 | 23,815,286 |
| 1,791,999,840 | 1,874,636,283 | |||||
| 梱包およびコンテナ-1.1% | ||||||
| USD | 120,000 | Multi-Color Corp. 144A | 4.875 | 2025/11/01 | 13,368,984 | 13,689,104 |
| USD | 190,000 | Pactiv LLC | 7.950 | 2025/12/15 | 16,816,765 | 24,220,509 |
| USD | 1,470,000 | Pactiv LLC | 8.375 | 2027/04/15 | 157,882,921 | 189,458,577 |
| USD | 250,000 | Reynolds Group Issuer Inc./Reynolds Group Issuer LLC 144A ~ | 4.804 | 2021/07/15 | 27,070,804 | 28,773,638 |
| 215,139,474 | 256,141,828 | |||||
| 元本金額** | 利率 (%) | 償還日 | 取得原価 (円) | 評価額 (円) | ||
| 製薬-0.6% | ||||||
| USD | 700,000 | BioScrip Inc. | 8.875 | 2021/02/15 | 88,155,117 | 72,489,869 |
| USD | 410,000 | Valeant Pharmaceuticals International 144A | 7.000 | 2020/10/01 | 45,686,266 | 46,554,199 |
| USD | 160,000 | Valeant Pharmaceuticals International 144A | 6.375 | 2020/10/15 | 18,004,044 | 18,099,955 |
| USD | 60,000 | Valeant Pharmaceuticals International 144A | 7.250 | 2022/07/15 | 7,345,839 | 6,610,198 |
| 159,191,266 | 143,754,221 | |||||
| パイプライン-4.1% | ||||||
| USD | 240,000 | Andeavor Logistics LP/Tesoro Logistics Finance Corp. | 6.375 | 2024/05/01 | 26,557,783 | 29,446,195 |
| USD | 510,000 | Andeavor Logistics LP/Tesoro Logistics Finance Corp. | 5.250 | 2025/01/15 | 57,919,963 | 61,712,067 |
| USD | 670,000 | Cheniere Corpus Christi Holdings LLC | 5.875 | 2025/03/31 | 76,650,269 | 81,449,797 |
| USD | 480,000 | DCP Midstream Operating LP 144A | 6.750 | 2037/09/15 | 47,133,545 | 57,946,871 |
| USD | 55,000 | Enterprise Products Operating LLC ~ | 7.034 | 2068/01/15 | 4,304,189 | 6,283,769 |
| USD | 740,000 | Genesis Energy LP/Genesis Energy Finance Corp. | 5.625 | 2024/06/15 | 75,967,546 | 81,213,417 |
| USD | 280,000 | NGPL PipeCo LLC 144A | 4.375 | 2022/08/15 | 31,600,391 | 32,778,028 |
| USD | 410,000 | NGPL PipeCo LLC 144A | 4.875 | 2027/08/15 | 46,452,341 | 48,474,054 |
| USD | 200,000 | NGPL PipeCo LLC 144A | 7.768 | 2037/12/15 | 27,580,986 | 28,140,477 |
| USD | 180,000 | Rockies Express Pipeline LLC 144A | 7.500 | 2038/07/15 | 18,997,121 | 23,249,662 |
| USD | 590,000 | Rockies Express Pipeline LLC 144A | 6.875 | 2040/04/15 | 59,404,760 | 74,048,852 |
| USD | 70,000 | SemGroup Corp. 144A | 6.375 | 2025/03/15 | 7,692,000 | 7,761,144 |
| USD | 740,000 | SemGroup Corp./Rose Rock Finance Corp. | 5.625 | 2023/11/15 | 89,369,469 | 81,421,657 |
| USD | 240,000 | Summit Midstream Holdings LLC/Summit Midstream Finance Corp. | 5.500 | 2022/08/15 | 25,483,117 | 27,285,007 |
| USD | 1,130,000 | Targa Resources Partners LP/Targa Resources Partners Finance Corp. | 4.250 | 2023/11/15 | 125,358,593 | 126,717,976 |
| USD | 20,000 | Targa Resources Partners LP/Targa Resources Partners Finance Corp. | 5.125 | 2025/02/01 | 2,040,309 | 2,327,217 |
| USD | 20,000 | Targa Resources Partners LP/Targa Resources Partners Finance Corp. | 5.375 | 2027/02/01 | 2,026,037 | 2,355,358 |
| USD | 330,000 | Williams Cos Inc./The | 3.700 | 2023/01/15 | 29,708,745 | 37,145,430 |
| USD | 890,000 | Williams Cos Inc./The | 7.500 | 2031/01/15 | 88,237,207 | 120,717,019 |
| 842,484,371 | 930,473,997 | |||||
| 不動産-0.3% | ||||||
| USD | 610,000 | Greystar Real Estate Partners LLC 144A | 8.250 | 2022/12/01 | 70,384,237 | 73,469,158 |
| 不動産投資信託-2.5% | ||||||
| USD | 410,000 | CoreCivic Inc. | 5.000 | 2022/10/15 | 39,293,887 | 48,227,150 |
| USD | 120,000 | CoreCivic Inc. | 4.625 | 2023/05/01 | 11,535,411 | 13,878,883 |
| USD | 760,000 | CTR Partnership LP/CareTrust Capital Corp. | 5.250 | 2025/06/01 | 87,292,771 | 88,250,338 |
| USD | 560,000 | ESH Hospitality Inc. 144A | 5.250 | 2025/05/01 | 68,006,402 | 65,319,676 |
| USD | 609,000 | GEO Group Inc./The | 5.125 | 2023/04/01 | 64,294,267 | 69,749,831 |
| USD | 400,000 | iStar Inc. | 5.250 | 2022/09/15 | 44,279,391 | 45,812,697 |
| USD | 520,000 | MGM Growth Properties Operating Partnership LP/MGP Finance Co.-Issuer Inc. | 4.500 | 2026/09/01 | 52,985,531 | 59,702,837 |
| USD | 190,000 | MPT Operating Partnership LP/MPT Finance Corp. | 6.375 | 2024/03/01 | 22,238,407 | 23,177,904 |
| USD | 310,000 | MPT Operating Partnership LP/MPT Finance Corp. | 5.250 | 2026/08/01 | 32,508,453 | 36,202,724 |
| USD | 370,000 | MPT Operating Partnership LP/MPT Finance Corp. | 5.000 | 2027/10/15 | 40,157,662 | 42,793,224 |
| USD | 290,000 | Sabra Health Care LP | 5.125 | 2026/08/15 | 29,225,033 | 33,542,696 |
| USD | 370,000 | Uniti Group Inc./CSL Capital LLC 144A | 6.000 | 2023/04/15 | 40,562,606 | 39,981,990 |
| 532,379,821 | 566,639,950 | |||||
| 元本金額** | 利率 (%) | 償還日 | 取得原価 (円) | 評価額 (円) | ||
| 小売-3.5% | ||||||
| USD | 360,000 | Brinker International Inc. 144A | 5.000 | 2024/10/01 | 36,723,070 | 40,269,023 |
| USD | 990,000 | Carrols Restaurant Group Inc. | 8.000 | 2022/05/01 | 122,046,996 | 118,958,240 |
| USD | 360,000 | Carrols Restaurant Group Inc. 144A | 8.000 | 2022/05/01 | 42,506,065 | 43,257,542 |
| USD | 160,000 | CEC Entertainment Inc. | 8.000 | 2022/02/15 | 17,187,595 | 18,775,326 |
| USD | 500,000 | Dollar Tree Inc. | 5.750 | 2023/03/01 | 64,914,329 | 59,657,812 |
| USD | 660,000 | FirstCash Inc. 144A | 5.375 | 2024/06/01 | 74,673,217 | 77,819,676 |
| USD | 510,000 | GameStop Corp. 144A | 6.750 | 2021/03/15 | 60,136,954 | 59,989,869 |
| USD | 580,000 | Golden Nugget Inc. 144A | 8.750 | 2025/10/01 | 63,761,414 | 66,591,625 |
| USD | 830,000 | Guitar Center Inc. 144A | 6.500 | 2019/04/15 | 90,182,907 | 85,251,576 |
| USD | 280,000 | Lithia Motors Inc. 144A | 5.250 | 2025/08/01 | 31,853,694 | 32,817,425 |
| USD | 700,000 | PetSmart Inc. 144A | 8.875 | 2025/06/01 | 74,759,074 | 62,877,082 |
| USD | 380,000 | PetSmart Inc. 144A | 5.875 | 2025/06/01 | 42,636,952 | 37,533,769 |
| USD | 480,000 | Sally Holdings LLC/Sally Capital Inc. | 5.625 | 2025/12/01 | 59,812,973 | 55,650,608 |
| USD | 380,000 | Suburban Propane Partners LP/Suburban Energy Finance Corp. | 5.875 | 2027/03/01 | 42,418,843 | 42,559,658 |
| 823,614,083 | 802,009,231 | |||||
| 半導体-0.0% | ||||||
| USD | 77,000 | Micron Technology Inc. | 5.500 | 2025/02/01 | 8,907,975 | 9,284,810 |
| ソフトウェア-1.2% | ||||||
| USD | 580,000 | Donnelley Financial Solutions Inc. | 8.250 | 2024/10/15 | 58,781,848 | 70,019,136 |
| USD | 140,000 | First Data Corp. 144A | 7.000 | 2023/12/01 | 15,994,857 | 16,866,502 |
| USD | 1,040,000 | First Data Corp. 144A | 5.000 | 2024/01/15 | 127,825,823 | 121,986,943 |
| USD | 460,000 | j2 Cloud Services LLC/j2 Global Co.-Obligor Inc. 144A | 6.000 | 2025/07/15 | 51,663,361 | 54,432,125 |
| 254,265,889 | 263,304,706 | |||||
| ソブリン-0.1% | ||||||
| USD | 300,000 | United States Treasury Note/Bond | 1.375 | 2020/09/30 | 36,308,515 | 33,520,585 |
| 電気通信-5.3% | ||||||
| USD | 1,230,000 | CenturyLink Inc. | 6.450 | 2021/06/15 | 120,999,321 | 144,754,829 |
| USD | 350,000 | CommScope Technologies LLC 144A | 5.000 | 2027/03/15 | 40,184,505 | 39,593,652 |
| USD | 830,000 | Level 3 Financing Inc. | 5.250 | 2026/03/15 | 91,846,098 | 95,966,648 |
| USD | 850,000 | Sprint Capital Corp. | 8.750 | 2032/03/15 | 83,754,210 | 122,586,954 |
| USD | 730,000 | Sprint Communications Inc. | 11.500 | 2021/11/15 | 73,219,161 | 104,854,097 |
| USD | 140,000 | Sprint Corp. | 7.250 | 2021/09/15 | 14,224,677 | 17,551,216 |
| USD | 2,390,000 | Sprint Corp. | 7.875 | 2023/09/15 | 255,592,093 | 312,739,194 |
| USD | 520,000 | T-Mobile USA Inc. | 6.000 | 2024/04/15 | 62,577,313 | 62,263,620 |
| USD | 500,000 | T-Mobile USA Inc. | 6.375 | 2025/03/01 | 58,990,348 | 60,738,406 |
| USD | 960,000 | West Corp. 144A | 5.375 | 2022/07/15 | 108,748,361 | 109,410,176 |
| USD | 640,000 | Windstream Services LLC | 7.750 | 2020/10/15 | 74,816,044 | 57,991,896 |
| USD | 700,000 | Windstream Services LLC | 7.750 | 2021/10/01 | 69,243,640 | 58,701,036 |
| USD | 410,000 | Windstream Services LLC | 7.500 | 2023/04/01 | 32,516,915 | 33,112,900 |
| 1,086,712,686 | 1,220,264,624 | |||||
| 運輸-0.9% | ||||||
| USD | 583,440 | Neovia Logistics Intermediate Holdings LLC/Logistics Intermediate Finance Corp. PIK | 10.000 | 2020/04/01 | 58,634,118 | 29,224,538 |
| USD | 350,000 | XPO CNW Inc. | 6.700 | 2034/05/01 | 36,906,739 | 38,313,260 |
| USD | 290,000 | XPO Logistics Inc. 144A | 6.500 | 2022/06/15 | 33,483,988 | 34,397,512 |
| USD | 790,000 | XPO Logistics Inc. 144A | 6.125 | 2023/09/01 | 85,693,598 | 93,147,794 |
| 214,718,443 | 195,083,104 | |||||
| 運送およびリース-0.5% | ||||||
| USD | 526,000 | DAE Funding LLC 144A | 4.500 | 2022/08/01 | 58,882,574 | 60,828,371 |
| USD | 420,000 | DAE Funding LLC 144A | 5.000 | 2024/08/01 | 46,829,751 | 48,576,092 |
| 105,712,325 | 109,404,463 | |||||
| 米国合計 | 14,848,626,668 | 15,538,805,783 | ||||
| 債券合計 | 21,218,108,328 | 22,004,566,772 | ||||
| 株式数 | 取得原価 (円) | 評価額 (円) | ||||
| 普通株式-0.1% | ||||||
| 米国-0.1% | ||||||
| 石油およびガス-0.1% | ||||||
| 1,606 | MWO Holdings LLC * | 165,022,099 | 33,913,282 | |||
| 米国合計 | 165,022,099 | 33,913,282 | ||||
| 普通株式合計 | 165,022,099 | 33,913,282 | ||||
| 投資合計-96.3% | 21,383,130,427 | 22,038,480,054 | ||||
| その他の資産(負債控除後)-3.7% | 837,632,327 | |||||
| 純資産-100.0% | 22,876,112,381 | |||||
| 144A | 有価証券は、1933年証券法規則144Aに基づき登録が免除されています。これらの有価証券は、登録免除取引において、通常、適格機関購入者への転売が可能です。 |
| MTN | ミディアム・ターム・ノート |
| PIK | ペイメント・イン・カインド(payment in kind) |
| REIT | 不動産投資信託 |
| @ | 有価証券は、永久債であり償還日が確定していません。 |
| ~ | 変動利付有価証券。開示されている率は、2017年9月30日現在適用されていたものです。 |
| # | ステップ・アップ債を意味します。示されている率は、2017年9月30日時点の表面利率です。 |
| ± | 示されている償還日は、当該有価証券の当初の償還日です。有価証券は、現在破産状態にあり、最終的な回収金額が破産手続を通じて確定するまで、引き続き報告される予定です。 |
| * | 無利息証券です。 |
| ** | 示されている現地通貨で表示されています。 |
先物契約
| 先物契約買建 | 契約数 | 想定元本 | 満期日 | 未実現(損失) (円) | |
| 10 Yr. U.S. Treasury Note Futures | 47 | USD | 5,889,688 | 2017/12/19 | (6,085,433) |
| U.S. Ultra Long Term Treasury Bond Futures | 56 | USD | 9,247,000 | 2017/12/19 | (14,625,074) |
| (20,710,507) | |||||
| 先物契約売建 | 契約数 | 想定元本 | 満期日 | 未実現利益(損失) (円) | |
| U.S. Long Bond (CBT) Futures | (7) | USD | (1,069,688) | 2017/12/19 | 1,971,380 |
| 先物契約に係る未実現純(損失)合計 | (18,739,127) | ||||
| CBT | シカゴ商品取引所 |
為替予約
| 決済日 | 相手方 | 約定引渡額 | 交換額*** | 未実現利益(損失) (円) | ||
| 2017/10/03 | Goldman Sachs International | AUD | 4,779,121 | JPY | 423,893,377 | 1,784,135 |
| 2017/10/03 | JPMorgan Chase Bank, N.A. | AUD | 1,369,508 | JPY | 120,796,435 | (163,490) |
| 2017/10/03 | JPMorgan Chase Bank, N.A. | AUD | 18,974,835 | JPY | 1,682,243,070 | 6,316,957 |
| 2017/10/03 | Morgan Stanley & Co. International plc | AUD | 6,296,098 | JPY | 558,460,807 | 2,366,633 |
| 2017/10/03 | UBS AG | AUD | 7,757,744 | JPY | 688,103,920 | 2,911,899 |
| 2017/10/03 | Morgan Stanley & Co. International plc | BRL | 12,542,000 | JPY | 447,575,984 | 1,257,348 |
| 2017/10/03 | Morgan Stanley & Co. International plc | BRL | 381,635,709 | JPY | 13,551,000,805 | (29,857,848) |
| 2017/11/03 | Morgan Stanley & Co. International plc | BRL | 9,472,500 | JPY | 331,238,105 | (3,905,458) |
| 2017/11/09 | Barclays Bank PLC | EUR | 533,539 | JPY | 69,419,619 | (1,593,005) |
| 2017/11/09 | Citibank, N.A. | EUR | 3,402,436 | JPY | 443,728,419 | (9,126,630) |
| 2017/11/09 | Citibank, N.A. | EUR | 590,000 | JPY | 78,840,455 | 313,044 |
| 2017/11/09 | Morgan Stanley & Co. International plc | EUR | 210,921 | JPY | 27,562,048 | (510,985) |
| 2017/11/09 | UBS AG | EUR | 1,783,195 | JPY | 232,998,792 | (4,339,686) |
| 2017/11/09 | Citibank, N.A. | GBP | 644,728 | JPY | 92,899,632 | (4,407,522) |
| 2017/11/09 | UBS AG | GBP | 3,785,373 | JPY | 551,995,659 | (19,321,100) |
| 2017/10/03 | JPMorgan Chase Bank, N.A. | MXN | 45,296,890 | JPY | 282,998,672 | 2,213,102 |
| 2017/10/03 | JPMorgan Chase Bank, N.A. | TRY | 6,318,196 | JPY | 200,609,061 | 615,515 |
| 2017/10/03 | UBS AG | TRY | 417,240 | JPY | 13,225,005 | 17,864 |
| 2017/11/09 | Citibank, N.A. | USD | 1,184,893 | JPY | 133,583,802 | 443,206 |
| 2017/10/03 | Goldman Sachs International | USD | 21,614,019 | JPY | 2,365,340,285 | (67,574,976) |
| 2017/11/02 | Goldman Sachs International | USD | 16,873,177 | JPY | 1,882,177,536 | (14,324,269) |
| 2017/11/03 | Goldman Sachs International | USD | 6,927,449 | JPY | 765,738,377 | (12,857,018) |
| 2017/10/03 | JPMorgan Chase Bank, N.A. | USD | 20,948,122 | JPY | 2,294,501,323 | (63,459,235) |
| 2017/11/02 | JPMorgan Chase Bank, N.A. | USD | 494,689 | JPY | 55,186,650 | (415,112) |
| 2017/11/03 | JPMorgan Chase Bank, N.A. | USD | 19,263,509 | JPY | 2,151,197,649 | (13,882,330) |
| 2017/11/03 | JPMorgan Chase Bank, N.A. | USD | 670,000 | JPY | 75,319,200 | 16,015 |
| 2017/10/03 | Morgan Stanley & Co. International plc | USD | 128,838,529 | JPY | 14,241,590,057 | (260,720,838) |
| 2017/11/03 | Morgan Stanley & Co. International plc | USD | 31,955,470 | JPY | 3,498,278,566 | (93,286,687) |
| 2017/12/04 | Morgan Stanley & Co. International plc | USD | 119,785,219 | JPY | 13,354,495,183 | (90,622,930) |
| 2017/10/03 | UBS AG | USD | 6,839,339 | JPY | 747,927,352 | (21,921,744) |
| 2017/11/02 | UBS AG | USD | 566,768 | JPY | 63,221,657 | (481,604) |
| 2017/11/03 | UBS AG | USD | 5,587,482 | JPY | 624,196,266 | (3,796,603) |
| (698,313,352) | ||||||
| 決済日 | 相手方 | 約定受取額 | 交換額*** | 未実現利益(損失) (円) | ||
| 2017/10/03 | Goldman Sachs International | AUD | 4,779,121 | JPY | 413,747,071 | 8,362,171 |
| 2017/11/03 | Goldman Sachs International | AUD | 4,779,121 | JPY | 421,521,190 | (216,899) |
| 2017/10/03 | JPMorgan Chase Bank, N.A. | AUD | 20,344,344 | JPY | 1,761,288,929 | 35,597,109 |
| 2017/11/03 | JPMorgan Chase Bank, N.A. | AUD | 18,974,835 | JPY | 1,673,591,333 | (861,166) |
| 2017/10/03 | Morgan Stanley & Co. International plc | AUD | 6,296,098 | JPY | 545,077,702 | 11,016,472 |
| 2017/11/03 | Morgan Stanley & Co. International plc | AUD | 6,296,098 | JPY | 555,319,464 | (285,746) |
| 2017/10/03 | UBS AG | AUD | 7,757,744 | JPY | 671,660,411 | 13,531,610 |
| 2017/11/03 | UBS AG | AUD | 6,929,301 | JPY | 611,168,295 | (314,484) |
| 2017/11/03 | Goldman Sachs International | BRL | 9,433,500 | JPY | 323,503,094 | 10,260,622 |
| 2017/10/03 | Morgan Stanley & Co. International plc | BRL | 394,177,709 | JPY | 13,696,512,355 | 330,664,934 |
| 2017/11/03 | Morgan Stanley & Co. International plc | BRL | 85,818,050 | JPY | 2,942,959,102 | 93,342,509 |
| 2017/12/04 | Morgan Stanley & Co. International plc | BRL | 381,635,709 | JPY | 13,354,495,183 | 73,543,020 |
| 2017/11/09 | Citibank, N.A. | EUR | 840,000 | JPY | 111,620,980 | 180,758 |
| 2017/11/09 | Citibank, N.A. | GBP | 145,000 | JPY | 21,962,822 | (78,342) |
| 2017/10/03 | JPMorgan Chase Bank, N.A. | MXN | 42,095,942 | JPY | 259,120,409 | 1,823,179 |
| 2017/10/03 | JPMorgan Chase Bank, N.A. | MXN | 3,200,948 | JPY | 20,082,337 | (240,356) |
| 2017/11/03 | JPMorgan Chase Bank, N.A. | MXN | 45,296,890 | JPY | 280,325,913 | (1,482,999) |
| 2017/11/03 | Goldman Sachs International | TRY | 664,122 | JPY | 20,714,093 | 79,355 |
| 2017/10/03 | JPMorgan Chase Bank, N.A. | TRY | 4,562,177 | JPY | 142,851,209 | 1,558,058 |
| 2017/10/03 | JPMorgan Chase Bank, N.A. | TRY | 1,756,019 | JPY | 55,971,789 | (387,510) |
| 2017/11/03 | JPMorgan Chase Bank, N.A. | TRY | 8,723,818 | JPY | 272,599,603 | 540,185 |
| 2017/10/03 | UBS AG | TRY | 417,240 | JPY | 13,045,284 | 161,857 |
| 2017/11/03 | UBS AG | TRY | 417,240 | JPY | 13,027,971 | 35,673 |
| 2017/11/09 | Barclays Bank PLC | USD | 633,238 | JPY | 69,419,619 | 1,734,250 |
| 2017/11/09 | Citibank, N.A. | USD | 5,606,097 | JPY | 615,468,506 | 14,460,877 |
| 2017/10/03 | Goldman Sachs International | USD | 21,258,304 | JPY | 2,375,486,591 | 17,388,791 |
| 2017/10/03 | JPMorgan Chase Bank, N.A. | USD | 20,890,657 | JPY | 2,341,833,888 | 9,658,252 |
| 2017/10/03 | Morgan Stanley & Co. International plc | USD | 129,708,191 | JPY | 14,557,037,596 | 43,164,092 |
| 2017/11/03 | Morgan Stanley & Co. International plc | USD | 3,000,000 | JPY | 331,238,105 | 5,940,336 |
| 2017/11/09 | Morgan Stanley & Co. International plc | USD | 250,851 | JPY | 27,562,048 | 624,871 |
| 2017/10/03 | UBS AG | USD | 6,816,516 | JPY | 764,550,582 | 2,729,447 |
| 2017/11/09 | UBS AG | USD | 7,144,494 | JPY | 784,994,451 | 17,796,961 |
| 690,327,887 | ||||||
| 為替予約に係る未実現純(損失)合計 | (7,985,465) | |||||
| 通貨凡例 | ||||
| AUD | -オーストラリア・ドル | JPY | -日本円 | |
| BRL | -ブラジル・レアル | MXN | -メキシコ・ペソ | |
| EUR | -ユーロ | TRY | -トルコ・リラ | |
| GBP | -英ポンド | USD | -米ドル | |
*** 特定の契約は日本円に換算されています。
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。
