有価証券報告書(内国投資信託受益証券)-第1期(2022/06/24-2023/07/11)
(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
(注)
1.各種通貨毎の小計の欄における( )内の金額は、邦貨換算額であります。
2.合計欄における( )内の金額は、外貨建有価証券の邦貨換算額の合計額であり、内数で表示しております。
3.外貨建有価証券の内訳
(注)「組入時価比率」は、純資産に対する比率であります。
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
「(デリバティブ取引等に関する注記)」にて記載しております。
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
| 2023年7月11日現在 | |||||
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | アメリカ・ドル | US T BILL 08/24/23 | 3,400,000.000 | 3,378,540.690 | |
| アメリカ・ドル 小計 | 3,400,000.000 | 3,378,540.690 | |||
| (480,964,000) | (477,928,366) | ||||
| 国債証券 合計 | 480,964,000 | 477,928,366 | |||
| (480,964,000) | (477,928,366) | ||||
| 特殊債券 | アメリカ・ドル | ECOPETROL SA 5.375 06/26/26 | 900,000.000 | 856,458.630 | |
| アメリカ・ドル 小計 | 900,000.000 | 856,458.630 | |||
| (127,314,000) | (121,154,638) | ||||
| 特殊債券 合計 | 127,314,000 | 121,154,638 | |||
| (127,314,000) | (121,154,638) | ||||
| 社債券 | アメリカ・ドル | ADANI GREEN ENERGY LTD 4.375 09/08/24 | 900,000.000 | 840,937.700 | |
| AES CORP/THE 1.375 01/15/26 | 2,700,000.000 | 2,415,962.320 | |||
| ALBERTSONS COS/SAFEWAY 3.25 03/15/26 | 500,000.000 | 459,691.400 | |||
| ALBERTSONS COS/SAFEWAY 7.5 03/15/26 | 38,000.000 | 38,644.860 | |||
| ALLY FINANCIAL INC 5.8 05/01/25 | 1,600,000.000 | 1,575,438.510 | |||
| AMC NETWORKS INC 4.75 08/01/25 | 1,000,000.000 | 877,644.220 | |||
| AMERICAN TOWER CORP 1.6 04/15/26 | 3,000,000.000 | 2,692,780.820 | |||
| AMERIGAS PART/FIN CORP 5.5 05/20/25 | 400,000.000 | 386,261.760 | |||
| ARCONIC CORP 6.0 05/15/25 | 1,900,000.000 | 1,918,091.800 | |||
| ARDAGH PKG FIN/HLDGS USA 5.25 04/30/25 | 400,000.000 | 389,634.200 | |||
| BALL CORP 4.875 03/15/26 | 100,000.000 | 96,873.510 | |||
| BALL CORP 5.25 07/01/25 | 400,000.000 | 393,033.960 | |||
| BANCO SANTANDER SA 1.849 03/25/26 | 3,200,000.000 | 2,864,895.750 | |||
| BANCOLOMBIA SA 3.0 01/29/25 | 400,000.000 | 380,964.200 | |||
| BARCLAYS PLC 05/07/26 | 3,100,000.000 | 2,911,263.150 | |||
| BARCLAYS PLC 4.375 01/12/26 | 200,000.000 | 192,277.090 | |||
| BAT INTL FINANCE PLC 1.668 03/25/26 | 2,900,000.000 | 2,605,156.290 | |||
| BATH & BODY WORKS INC 9.375 07/01/25 | 500,000.000 | 528,096.000 | |||
| BERRY GLOBAL INC 1.57 01/15/26 | 2,500,000.000 | 2,255,596.840 | |||
| BERRY GLOBAL INC 4.5 02/15/26 | 900,000.000 | 860,814.000 | |||
| BLOCK INC 2.75 06/01/26 | 400,000.000 | 362,060.880 | |||
| BOARDWALK PIPELINES LP 5.95 06/01/26 | 1,200,000.000 | 1,208,106.610 | |||
| BOEING CO 2.196 02/04/26 | 3,300,000.000 | 3,032,424.040 | |||
| BOEING CO 2.25 06/15/26 | 100,000.000 | 90,964.090 | |||
| BOXER PARENT CO INC 7.125 10/02/25 | 400,000.000 | 398,825.390 | |||
| CALPINE CORP 5.25 06/01/26 | 1,000,000.000 | 959,877.600 | |||
| CCO HLDGS LLC/CAP CORP 5.5 05/01/26 | 400,000.000 | 388,503.900 | |||
| CELANESE US HOLDINGS LLC 6.05 03/15/25 | 2,500,000.000 | 2,490,659.350 | |||
| CHARTER COMM OPT LLC/CAP 4.908 07/23/25 | 2,500,000.000 | 2,454,714.320 | |||
| CHESAPEAKE ESCROW ISSUER 5.5 02/01/26 | 1,000,000.000 | 972,351.200 | |||
| CHS/COMMUNITY HEALTH SYS 8.0 03/15/26 | 800,000.000 | 778,017.000 | |||
| CNH INDUSTRIAL CAP LLC 1.875 01/15/26 | 2,400,000.000 | 2,192,591.920 | |||
| COGENT COMMUNICATIONS GR 3.5 05/01/26 | 900,000.000 | 827,743.140 | |||
| COMMSCOPE INC 6.0 03/01/26 | 800,000.000 | 743,206.460 | |||
| COTY INC 5.0 04/15/26 | 1,000,000.000 | 958,710.000 | |||
| CRED SUIS GP FUN LTD 4.55 04/17/26 | 2,700,000.000 | 2,594,875.950 | |||
| CROWN AMER/CAP CORP VI 4.75 02/01/26 | 900,000.000 | 870,507.540 | |||
| CROWN CASTLE INTL CORP 3.7 06/15/26 | 300,000.000 | 284,555.270 | |||
| CROWN CASTLE INTL CORP 4.45 02/15/26 | 2,400,000.000 | 2,336,308.410 | |||
| D.R. HORTON INC 2.6 10/15/25 | 2,300,000.000 | 2,158,161.820 | |||
| DCP MIDSTREAM OPERATING 5.375 07/15/25 | 2,700,000.000 | 2,679,649.290 | |||
| DELL INT LLC / EMC CORP 5.85 07/15/25 | 100,000.000 | 100,528.150 | |||
| DELL INT LLC / EMC CORP 6.02 06/15/26 | 1,355,000.000 | 1,372,788.950 | |||
| DELTA AIR LINES INC 7.375 01/15/26 | 2,900,000.000 | 2,997,372.740 | |||
| DEUTSCHE BANK NY 1.686 03/19/26 | 200,000.000 | 180,085.670 | |||
| DEUTSCHE BANK NY 11/26/25 | 3,000,000.000 | 2,865,759.950 | |||
| DISCOVER BANK 4.25 03/13/26 | 1,600,000.000 | 1,514,543.100 | |||
| DISCOVER FINANCIAL SVS 4.5 01/30/26 | 1,400,000.000 | 1,341,098.290 | |||
| DISCOVERY COMMUNICATIONS 4.9 03/11/26 | 2,900,000.000 | 2,842,103.240 | |||
| DIVERSIFIED HEALTHCARE T 9.75 06/15/25 | 800,000.000 | 768,408.800 | |||
| ENACT HOLDINGS INC 6.5 08/15/25 | 400,000.000 | 393,072.800 | |||
| ENERGEAN ISRAEL FINANCE 4.875 03/30/26 | 1,000,000.000 | 929,100.000 | |||
| EQUINIX INC 1.45 05/15/26 | 3,200,000.000 | 2,864,100.700 | |||
| EXPEDIA GROUP INC 5.0 02/15/26 | 2,700,000.000 | 2,660,175.130 | |||
| F&G GLOBAL FUNDING 5.15 07/07/25 | 3,200,000.000 | 3,096,897.850 | |||
| FIDELITY NATL INFO SERV 4.5 07/15/25 | 700,000.000 | 685,551.060 | |||
| FORD MOTOR CREDIT CO LLC 4.389 01/08/26 | 1,000,000.000 | 943,831.900 | |||
| FORTINET INC 1.0 03/15/26 | 2,400,000.000 | 2,140,757.180 | |||
| FS KKR CAPITAL CORP 3.4 01/15/26 | 3,400,000.000 | 3,096,374.850 | |||
| GENERAL MOTORS FINL CO 1.25 01/08/26 | 1,300,000.000 | 1,163,443.300 | |||
| GENERAL MOTORS FINL CO 1.5 06/10/26 | 2,000,000.000 | 1,768,829.270 | |||
| GENERAL MOTORS FINL CO 5.25 03/01/26 | 100,000.000 | 98,477.010 | |||
| GFL ENVIRONMENTAL INC 3.75 08/01/25 | 500,000.000 | 474,097.950 | |||
| GLOBAL PAYMENTS INC 1.2 03/01/26 | 3,300,000.000 | 2,932,397.050 | |||
| GLOBAL PAYMENTS INC 4.8 04/01/26 | 100,000.000 | 97,749.610 | |||
| GLP CAPITAL LP / FIN II 5.375 04/15/26 | 2,700,000.000 | 2,638,363.860 | |||
| HANESBRANDS INC 4.875 05/15/26 | 500,000.000 | 463,976.050 | |||
| HCA INC 5.25 06/15/26 | 200,000.000 | 197,581.580 | |||
| HCA INC 5.375 02/01/25 | 1,000,000.000 | 991,479.650 | |||
| HCA INC 5.875 02/15/26 | 2,600,000.000 | 2,603,598.310 | |||
| HESS MIDSTREAM OPERATION 5.625 02/15/26 | 400,000.000 | 392,280.000 | |||
| HF SINCLAIR CORP 5.875 04/01/26 | 2,000,000.000 | 2,000,821.630 | |||
| HOST HOTELS & RESORTS LP 4.5 02/01/26 | 2,700,000.000 | 2,614,610.630 | |||
| HOWMET AEROSPACE INC 6.875 05/01/25 | 2,300,000.000 | 2,336,944.900 | |||
| HSBC HOLDINGS PLC 03/10/26 | 200,000.000 | 190,358.810 | |||
| HSBC HOLDINGS PLC 04/18/26 | 2,600,000.000 | 2,401,648.440 | |||
| HSBC HOLDINGS PLC 06/04/26 | 700,000.000 | 649,739.860 | |||
| HYATT HOTELS CORP 4.85 03/15/26 | 2,900,000.000 | 2,846,395.470 | |||
| IHEARTCOMMUNICATIONS INC 6.375 05/01/26 | 800,000.000 | 683,810.430 | |||
| INEOS QUATTRO FINANCE 2 3.375 01/15/26 | 500,000.000 | 456,801.630 | |||
| INTERNATIONAL GAME TECH 4.125 04/15/26 | 900,000.000 | 854,820.000 | |||
| IRB HOLDING CORP 7.0 06/15/25 | 900,000.000 | 900,915.300 | |||
| LAS VEGAS SANDS CORP 2.9 06/25/25 | 2,700,000.000 | 2,518,688.250 | |||
| LENNAR CORP 5.25 06/01/26 | 2,100,000.000 | 2,079,427.640 | |||
| LEVIATHAN BOND LTD 6.125 06/30/25 | 900,000.000 | 877,500.000 | |||
| MARVELL TECHNOLOGY INC 1.65 04/15/26 | 3,200,000.000 | 2,879,523.840 | |||
| MATTEL INC 3.375 04/01/26 | 500,000.000 | 460,299.650 | |||
| MGM RESORTS INTL 5.75 06/15/25 | 400,000.000 | 393,613.000 | |||
| MICRON TECHNOLOGY INC 4.975 02/06/26 | 2,000,000.000 | 1,969,999.640 | |||
| MUTHOOT FINANCE LTD 4.4 09/02/23 | 244,000.000 | 242,699.480 | |||
| NATIONAL FUEL GAS CO 5.2 07/15/25 | 2,400,000.000 | 2,355,433.840 | |||
| NATIONAL FUEL GAS CO 5.5 01/15/26 | 200,000.000 | 196,839.360 | |||
| NATWEST GROUP PLC 4.8 04/05/26 | 2,700,000.000 | 2,623,756.630 | |||
| NEWELL BRANDS INC 4.2 04/01/26 | 2,800,000.000 | 2,619,450.400 | |||
| NEWFIELD EXPLORATION CO 5.375 01/01/26 | 600,000.000 | 597,182.400 | |||
| NEXTERA ENERGY OPERATING 4.25 07/15/24 | 400,000.000 | 393,500.000 | |||
| NISOURCE INC 0.95 08/15/25 | 1,500,000.000 | 1,369,067.890 | |||
| NOMURA HOLDINGS INC 1.851 07/16/25 | 500,000.000 | 458,468.090 | |||
| NOMURA HOLDINGS INC 5.099 07/03/25 | 2,400,000.000 | 2,355,838.080 | |||
| OCCIDENTAL PETROLEUM COR 5.5 12/01/25 | 100,000.000 | 99,156.050 | |||
| OCCIDENTAL PETROLEUM COR 5.875 09/01/25 | 400,000.000 | 399,074.000 | |||
| OMEGA HLTHCARE INVESTORS 5.25 01/15/26 | 2,000,000.000 | 1,927,853.000 | |||
| ONEOK INC 5.85 01/15/26 | 300,000.000 | 300,940.070 | |||
| PACIFIC GAS & ELECTRIC 3.15 01/01/26 | 3,300,000.000 | 3,067,269.990 | |||
| PDC ENERGY INC 5.75 05/15/26 | 500,000.000 | 504,222.500 | |||
| PERRIGO FINANCE UNLIMITE 4.375 03/15/26 | 800,000.000 | 755,375.760 | |||
| PLAINS ALL AMER PIPELINE 4.65 10/15/25 | 1,900,000.000 | 1,854,433.170 | |||
| PTC INC 3.625 02/15/25 | 400,000.000 | 385,553.880 | |||
| PULTEGROUP INC 5.5 03/01/26 | 1,800,000.000 | 1,789,691.110 | |||
| RADIAN GROUP INC 6.625 03/15/25 | 3,200,000.000 | 3,198,480.000 | |||
| ROLLS-ROYCE PLC 3.625 10/14/25 | 900,000.000 | 852,750.000 | |||
| ROYAL CARIBBEAN CRUISES 11.5 06/01/25 | 718,000.000 | 759,981.350 | |||
| ROYALTY PHARMA PLC 1.2 09/02/25 | 1,800,000.000 | 1,628,678.390 | |||
| SANTANDER HOLDINGS USA 4.5 07/17/25 | 400,000.000 | 388,834.840 | |||
| SASOL FINANCING USA LLC 5.875 03/27/24 | 800,000.000 | 789,001.120 | |||
| SEALED AIR CORP 5.5 09/15/25 | 400,000.000 | 395,114.530 | |||
| SENSATA TECHNOLOGIES BV 5.0 10/01/25 | 800,000.000 | 779,258.320 | |||
| SHRIRAM TRANSPORT FIN 4.4 03/13/24 | 400,000.000 | 392,824.470 | |||
| SK BATTERY AMERICA INC 2.125 01/26/26 | 2,300,000.000 | 2,026,541.500 | |||
| SK HYNIX INC 1.5 01/19/26 | 2,400,000.000 | 2,131,409.120 | |||
| SKYWORKS SOLUTIONS INC 1.8 06/01/26 | 3,400,000.000 | 3,031,296.200 | |||
| SLM CORP 4.2 10/29/25 | 900,000.000 | 842,557.500 | |||
| SOUTHWESTERN ENERGY CO 01/23/25 | 800,000.000 | 792,713.440 | |||
| SPECTRUM BRANDS INC 5.75 07/15/25 | 400,000.000 | 400,066.000 | |||
| SPIRIT AEROSYSTEMS INC 7.5 04/15/25 | 800,000.000 | 791,024.800 | |||
| SPRINT CORP 7.625 03/01/26 | 900,000.000 | 935,931.600 | |||
| SYNCHRONY FINANCIAL 4.5 07/23/25 | 2,000,000.000 | 1,890,825.810 | |||
| T-MOBILE USA INC 2.25 02/15/26 | 500,000.000 | 460,167.200 | |||
| T-MOBILE USA INC 2.625 04/15/26 | 1,700,000.000 | 1,576,586.290 | |||
| TEGNA INC 4.75 03/15/26 | 500,000.000 | 475,877.730 | |||
| TENET HEALTHCARE CORP 4.875 01/01/26 | 1,000,000.000 | 972,642.600 | |||
| TENGIZCHEVROIL FIN CO IN 2.625 08/15/25 | 900,000.000 | 817,734.600 | |||
| TRUST FIBRAUNO 5.25 01/30/26 | 800,000.000 | 779,937.280 | |||
| UNITED AIRLINES INC 4.375 04/15/26 | 1,000,000.000 | 946,177.700 | |||
| US FOODS INC 6.25 04/15/25 | 800,000.000 | 800,081.520 | |||
| VAIL RESORTS INC 6.25 05/15/25 | 800,000.000 | 798,835.520 | |||
| VICI PROPERTIES LP 4.375 05/15/25 | 2,400,000.000 | 2,326,985.200 | |||
| VISTRA OPERATIONS CO LLC 5.125 05/13/25 | 1,900,000.000 | 1,851,501.930 | |||
| VORNADO REALTY LP 2.15 06/01/26 | 2,200,000.000 | 1,857,072.410 | |||
| VOYA FINANCIAL INC 3.65 06/15/26 | 2,200,000.000 | 2,067,653.980 | |||
| WESCO DISTRIBUTION INC 7.125 06/15/25 | 400,000.000 | 404,640.800 | |||
| WESTERN MIDSTREAM OPERAT 3.1 02/01/25 | 1,900,000.000 | 1,820,773.420 | |||
| WYNDHAM DESTINATIONS INC 10/01/25 | 800,000.000 | 800,868.790 | |||
| ZF NA CAPITAL 4.75 04/29/25 | 1,800,000.000 | 1,748,302.920 | |||
| アメリカ・ドル 小計 | 202,055,000.000 | 192,026,550.260 | |||
| (28,582,700,300) | (27,164,075,800) | ||||
| 社債券 合計 | 28,582,700,300 | 27,164,075,800 | |||
| (28,582,700,300) | (27,164,075,800) | ||||
| 合計 | 27,763,158,804 | ||||
| (27,763,158,804) | |||||
(注)
1.各種通貨毎の小計の欄における( )内の金額は、邦貨換算額であります。
2.合計欄における( )内の金額は、外貨建有価証券の邦貨換算額の合計額であり、内数で表示しております。
3.外貨建有価証券の内訳
| 通貨 | 銘柄数 | 組入債券 時価比率 (%) | 有価証券の合計金額に 対する比率 (%) | |
| アメリカ・ドル | 国債証券 | 1銘柄 | 1.76 | 100.00 |
| 特殊債券 | 1銘柄 | 0.45 | ||
| 社債券 | 144銘柄 | 99.89 | ||
(注)「組入時価比率」は、純資産に対する比率であります。
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
「(デリバティブ取引等に関する注記)」にて記載しております。
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。
