有価証券報告書(内国投資信託受益証券)-第1期(2022/12/02-2024/01/29)
(4)【附属明細表】
① 有価証券明細表
(ア) 株式
該当事項はありません。
(イ) 株式以外の有価証券
(注) 1.通貨種類毎の小計欄の( )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るもので、内書きであります。
外貨建有価証券の内訳
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
「 (デリバティブ取引等に関する注記)」の「取引の時価等に関する事項」に記載されております。
① 有価証券明細表
(ア) 株式
該当事項はありません。
(イ) 株式以外の有価証券
| 通貨 | 種類 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 米ドル | 社債券 | ABN AMRO BANK NV VAR | 5,800,000.00 | 5,260,947.53 | |
| AERCAP IRELAND 2.45% | 2,830,000.00 | 2,620,421.94 | |||
| AERCAP IRELAND 3.65% | 3,950,000.00 | 3,742,660.39 | |||
| AERCAP IRELAND 4.625% | 5,325,000.00 | 5,196,189.10 | |||
| AIR LEASE CORP 3.625% | 2,325,000.00 | 2,219,536.25 | |||
| AIR LEASE CORP 5.85% | 2,625,000.00 | 2,677,378.04 | |||
| ALBERTSONS COS 4.625% | 4,200,000.00 | 4,083,251.21 | |||
| ALCOA NEDERLAND 5.5% | 2,585,000.00 | 2,531,268.47 | |||
| ALLIANT HOLDINGS 4.25% | 4,040,000.00 | 3,789,647.46 | |||
| ALLY FINANCIAL INC 4.75% | 2,025,000.00 | 1,960,969.29 | |||
| ALLY FINANCIAL INC 7.1% | 9,830,000.00 | 10,254,005.94 | |||
| AMERICAN AXLE & MFG 6.5% | 3,925,000.00 | 3,905,185.93 | |||
| AMSTED INDUSTRIES 5.625% | 2,625,000.00 | 2,592,105.12 | |||
| ARDAGH METAL PAC 6% | 2,413,000.00 | 2,385,625.04 | |||
| ARDAGH PKG FIN 5.25% | 2,000,000.00 | 1,962,275.30 | |||
| AVOLON HDGS 3.25% | 3,025,000.00 | 2,805,579.56 | |||
| AVOLON HOLD FNDG 4.25% | 4,100,000.00 | 3,959,425.18 | |||
| AXALTA COAT/BV 4.75% | 4,000,000.00 | 3,857,684.32 | |||
| BANCO BILBAO VIZ VAR | 5,000,000.00 | 5,020,491.20 | |||
| BANCO SANTANDER 5.294% | 7,400,000.00 | 7,387,099.58 | |||
| BANK OF IRELAND VAR | 3,025,000.00 | 2,753,644.09 | |||
| BARCLAYS PLC VAR | 8,490,000.00 | 8,748,337.45 | |||
| BAT CAPITAL CORP 3.557% | 2,850,000.00 | 2,715,810.99 | |||
| BAT CAPITAL CORP 4.7% | 5,165,000.00 | 5,111,348.66 | |||
| BLACKSTONE HLDGS 5.9% | 4,950,000.00 | 5,107,712.84 |
| 通貨 | 種類 | 銘柄 | 券面総額 | 評価額 | 備考 |
| BNP PARIBAS 3.5% | 3,700,000.00 | 3,503,655.87 | |||
| BOSTON PROP LP 6.75% | 3,750,000.00 | 3,910,625.85 | |||
| BPCE SA VAR | 2,100,000.00 | 1,959,394.16 | |||
| BPCE SA VAR | 3,900,000.00 | 3,919,175.59 | |||
| CATALENT PHARMA 5% | 4,150,000.00 | 3,998,712.49 | |||
| CCO HLDGS LLC/CAP 5.125% | 2,625,000.00 | 2,520,923.47 | |||
| CDW LLC/CDW FIN 2.67% | 4,200,000.00 | 3,920,737.96 | |||
| CIVITAS RESOURCES INC 5% | 4,250,000.00 | 4,134,029.48 | |||
| CLEVELAND-CLIFFS 5.875% | 3,750,000.00 | 3,720,350.55 | |||
| COOPERATIEVE RAB 3.75% | 2,500,000.00 | 2,397,553.97 | |||
| DISCOVER FIN SVS 4.1% | 3,600,000.00 | 3,444,349.60 | |||
| DNB BANK ASA VAR | 2,490,000.00 | 2,512,324.86 | |||
| EDP FINANCE BV 6.3% | 1,935,000.00 | 2,022,925.52 | |||
| ENEL FINANCE AM 7.1% | 3,640,000.00 | 3,871,598.23 | |||
| ENERGY TRANSFER LP 5.5% | 2,495,000.00 | 2,519,671.95 | |||
| EQM MIDSTREAM PT 7.5% | 2,500,000.00 | 2,570,186.37 | |||
| FORD MOTOR CREDI 3.815% | 5,550,000.00 | 5,183,803.45 | |||
| FRONTIER COMMUNI 5.875% | 2,625,000.00 | 2,518,786.12 | |||
| GEN DIGITAL INC 6.75% | 3,900,000.00 | 3,963,553.26 | |||
| GENERAL MOTORS CO 6.8% | 2,500,000.00 | 2,638,808.90 | |||
| GENERAL MOTORS FINL 5% | 7,655,000.00 | 7,614,688.61 | |||
| GLOBAL PAYMENTS 4.95% | 1,400,000.00 | 1,398,558.54 | |||
| HOWMET AEROSPACE 5.9% | 2,480,000.00 | 2,525,775.36 | |||
| HSBC HOLDINGS PLC VAR | 11,600,000.00 | 10,629,585.76 | |||
| IMPERIAL BRANDS 6.125% | 1,300,000.00 | 1,330,210.32 | |||
| INTESA SANPAOLO 5.71% | 1,420,000.00 | 1,413,598.01 | |||
| INTESA SANPAOLO SPA 7% | 2,650,000.00 | 2,709,420.63 | |||
| IRB HOLDING CORP 7% | 3,900,000.00 | 3,906,831.66 | |||
| JACKSON FINANCIAL 5.17% | 2,525,000.00 | 2,521,777.87 |
| 通貨 | 種類 | 銘柄 | 券面総額 | 評価額 | 備考 |
| KB HOME 6.875% | 2,475,000.00 | 2,554,433.49 | |||
| KYNDRYL HOLDINGS 2.05% | 1,500,000.00 | 1,369,347.82 | |||
| LITHIA MOTORS INC 4.625% | 4,250,000.00 | 4,071,436.88 | |||
| LIVE NATION ENT 4.75% | 4,175,000.00 | 3,988,443.08 | |||
| LLOYDS BANKING GRP 3.75% | 8,375,000.00 | 8,053,394.05 | |||
| LLOYDS TSB BANK 4.65% | 2,625,000.00 | 2,576,823.29 | |||
| MATTEL INC 5.875% | 4,225,000.00 | 4,221,535.03 | |||
| MGM RESORTS INTL 5.5% | 2,625,000.00 | 2,598,535.22 | |||
| MPT OP PTNR/FINL 5% | 3,275,000.00 | 2,467,445.68 | |||
| NEWELL BRANDS 4.45% | 2,615,000.00 | 2,544,897.89 | |||
| NISSAN MOTOR CO 4.345% | 6,495,000.00 | 6,210,949.74 | |||
| NOKIA OYJ 4.375% | 2,625,000.00 | 2,534,564.55 | |||
| NOMURA HOLDINGS 2.329% | 9,910,000.00 | 9,086,890.16 | |||
| NORDSTROM INC 4% | 5,775,000.00 | 5,381,268.64 | |||
| NUSTAR LOGISTICS 5.625% | 2,625,000.00 | 2,607,341.31 | |||
| OCCIDENTAL PETE 8.5% | 4,755,000.00 | 5,174,381.34 | |||
| ONEMAIN FINANCE 3.5% | 1,900,000.00 | 1,742,313.83 | |||
| OWENS-BROCKWAY 6.625% | 3,797,000.00 | 3,797,994.43 | |||
| PRIME SEC/FIN 3.375% | 2,850,000.00 | 2,621,923.27 | |||
| REGAL REXNORD CORP 6.05% | 1,875,000.00 | 1,891,478.81 | |||
| SANTANDER UK GRO VAR | 1,675,000.00 | 1,568,708.06 | |||
| SEAGATE HDD CAYM 4.875% | 2,650,000.00 | 2,609,055.91 | |||
| SIRIUS XM RADIO INC 5% | 2,650,000.00 | 2,556,726.43 | |||
| SOCIETE GENERALE 4% | 3,220,000.00 | 3,078,419.56 | |||
| SWEDBANK AB 5.337% | 5,000,000.00 | 5,004,628.25 | |||
| SYNCHRONY BANK 5.625% | 1,000,000.00 | 980,719.29 | |||
| SYNCHRONY FINANC 3.95% | 11,280,000.00 | 10,520,929.32 | |||
| TRAVEL + LEISURE CO 6% | 488,000.00 | 486,201.11 | |||
| TRI POINTE HOMES 5.25% | 2,145,000.00 | 2,092,232.82 |
| 通貨 | 種類 | 銘柄 | 券面総額 | 評価額 | 備考 |
| UBS GROUP AG 4.55% | 7,095,000.00 | 6,999,683.71 | |||
| UNICREDIT SPA 4.625% | 5,050,000.00 | 4,912,871.29 | |||
| UTAH ACQUISITION 3.95% | 5,900,000.00 | 5,715,758.93 | |||
| VIATRIS INC 2.3% | 6,050,000.00 | 5,489,803.63 | |||
| WARNERMEDIA HLDG 3.755% | 8,150,000.00 | 7,792,978.41 | |||
| WESTERN DIGITAL 4.75% | 3,980,000.00 | 3,897,764.04 | |||
| WR GRACE HOLDING 4.875% | 4,125,000.00 | 3,940,655.93 | |||
| XEROX HOLDINGS CORP 5% | 3,960,000.00 | 3,857,444.71 | |||
| 小計 | 348,930,195.20 | ||||
| (51,728,901,438) | |||||
| ユーロ | 社債券 | AROUNDTOWN SA 0.375% | 3,200,000.00 | 2,583,360.00 | |
| BANCO SABADELL 5.625% | 1,300,000.00 | 1,324,570.00 | |||
| BLACKSTONE PP EUR 1.25% | 6,385,000.00 | 5,669,241.50 | |||
| BLACKSTONE PRIVATE 1.75% | 8,610,000.00 | 7,832,517.00 | |||
| CHEMOURS CO 4% | 3,880,000.00 | 3,781,836.00 | |||
| COMMERZBANK AG 0.875% | 9,500,000.00 | 8,817,900.00 | |||
| CREDIT SUISSE VAR | 1,450,000.00 | 1,408,675.00 | |||
| DEUTSCHE BANK AG 1.625% | 2,800,000.00 | 2,630,600.00 | |||
| DEUTSCHE BANK AG 4.5% | 4,900,000.00 | 4,955,370.00 | |||
| ELIS SA 4.125% | 2,400,000.00 | 2,433,600.00 | |||
| EUTELSAT SA 2.25% | 1,400,000.00 | 1,165,500.00 | |||
| FAURECIA 2.375% | 4,975,000.00 | 4,664,062.50 | |||
| GRAND CITY PROP 1.375% | 2,800,000.00 | 2,581,320.00 | |||
| GRIFOLS SA 3.2% | 3,810,000.00 | 3,635,883.00 | |||
| HEIMSTADEN BOSTAD 1.375% | 2,895,000.00 | 2,418,772.50 | |||
| IHO VERWALTUNGS 3.75% | 5,200,000.00 | 5,103,800.00 | |||
| JAMES HARDIE INTL 3.625% | 560,000.00 | 550,704.00 | |||
| LOGICOR FINANCING 1.5% | 8,320,000.00 | 7,754,240.00 | |||
| LOXAM SAS 5.75% | 2,720,000.00 | 2,675,664.00 |
| 通貨 | 種類 | 銘柄 | 券面総額 | 評価額 | 備考 |
| METSO OUTOTEC OYJ 4.875% | 620,000.00 | 646,660.00 | |||
| MPT OP PTNR/FINL 0.993% | 1,675,000.00 | 1,257,925.00 | |||
| STANDARD INDS 2.25% | 5,515,000.00 | 5,171,415.50 | |||
| TRITAX EUROBOX PLC 0.95% | 6,275,000.00 | 5,737,860.00 | |||
| VERISURE HOLDING 3.25% | 4,020,000.00 | 3,871,260.00 | |||
| VOLKSBANK WIEN AG VAR | 2,700,000.00 | 2,673,270.00 | |||
| VONOVIA SE 4.75% | 2,500,000.00 | 2,565,250.00 | |||
| ZF FINANCE GMBH 2.75% | 5,300,000.00 | 5,008,500.00 | |||
| 小計 | 98,919,756.00 | ||||
| (15,899,372,381) | |||||
| 合計 | 67,628,273,819 | ||||
| (67,628,273,819) | |||||
(注) 1.通貨種類毎の小計欄の( )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るもので、内書きであります。
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 |
| 米ドル | 社債券 91銘柄 | 100.0% | 76.5% |
| ユーロ | 社債券 27銘柄 | 100.0% | 23.5% |
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
「 (デリバティブ取引等に関する注記)」の「取引の時価等に関する事項」に記載されております。
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。
