- 有報資料
- 46項目
有価証券報告書(内国投資信託受益証券)-第33期(平成25年11月26日-平成26年5月26日)
(4)【附属明細表】
第1.有価証券明細表
(1)株式(平成26年 5月26日現在)
該当事項はございません。
(2)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。
(注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。
(注3)比率は左より組入時価の純資産に対する比率、および各小計欄の合計金額に対する比率であります。
第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
財務諸表における注記事項として記載しているため省略しております。
第1.有価証券明細表
(1)株式(平成26年 5月26日現在)
該当事項はございません。
(2)株式以外の有価証券
| (平成26年 5月26日現在) | ||||||
| 種類 | 通貨 | 銘柄 | 銘柄数 | 券面総額 | 評価額 | 備考 |
| 比率 | ||||||
| 国債証券 | 日本円 | 第336回利付国債(2年) | 79,400,000 | 79,431,760 | ||
| 第333回利付国債(10年) | 103,900,000 | 104,044,421 | ||||
| 第143回利付国債(20年) | 92,500,000 | 96,113,050 | ||||
| 小計 | 銘柄数: | 3 | 275,800,000 | 279,589,231 | ||
| 組入時価比率: | 7.4% | 7.5% | ||||
| 米ドル | POLAND GOVERNMENT | 195,000.00 | 231,318.75 | |||
| REPUBLIC OF INDONESIA | 225,000.00 | 209,250.00 | ||||
| UNITED MEXICAN STATES | 700,000.00 | 869,750.00 | ||||
| US TREASURY | 375,000.00 | 375,761.25 | ||||
| US TREASURY | 1,105,000.00 | 1,113,033.35 | ||||
| US TREASURY | 275,000.00 | 275,299.75 | ||||
| US TREASURY | 295,000.00 | 301,130.10 | ||||
| US TREASURY | 325,000.00 | 425,142.25 | ||||
| US TREASURY | 95,000.00 | 91,081.25 | ||||
| US TREASURY | 70,000.00 | 66,663.80 | ||||
| US TREASURY | 115,000.00 | 120,193.40 | ||||
| US TREASURY | 60,000.00 | 62,662.80 | ||||
| 小計 | 銘柄数: | 12 | 3,835,000.00 | 4,141,286.70 | ||
| (422,328,417) | ||||||
| 組入時価比率: | 11.2% | 11.3% | ||||
| カナダドル | CANADIAN GOVERNMENT | 880,000.00 | 888,307.20 | |||
| CANADIAN GOVERNMENT | 880,000.00 | 886,952.00 | ||||
| CANADIAN GOVERNMENT | 165,000.00 | 173,269.80 | ||||
| 小計 | 銘柄数: | 3 | 1,925,000.00 | 1,948,529.00 | ||
| (182,791,505) | ||||||
| 組入時価比率: | 4.8% | 4.9% | ||||
| メキシコペソ | MEXICAN BONOS | 4,945,000.00 | 5,055,209.21 | |||
| MEXICAN BONOS | 2,535,000.00 | 2,798,485.35 | ||||
| MEXICAN UDIBONOS | 885,000.00 | 4,952,756.21 | ||||
| 小計 | 銘柄数: | 3 | 8,365,000.00 | 12,806,450.77 | ||
| (101,427,090) | ||||||
| 組入時価比率: | 2.7% | 2.7% | ||||
| ユーロ | BELGIUM KINGDOM | 77,746.00 | 90,156.98 | |||
| BUNDESREPUB.DEUTSCHLAND | 300,000.00 | 303,468.60 | ||||
| BUONI POLIENNALI DEL TES | 40,000.00 | 42,787.96 | ||||
| BUONI POLIENNALI DEL TES | 70,000.00 | 78,164.80 | ||||
| BUONI POLIENNALI DEL TES | 55,000.00 | 62,093.24 | ||||
| BUONI POLIENNALI DEL TES | 410,000.00 | 468,006.80 | ||||
| BUONI POLIENNALI DEL TES | 105,000.00 | 125,154.75 | ||||
| BUONI POLIENNALI DEL TES | 150,000.00 | 178,549.50 | ||||
| BUONI POLIENNALI DEL TES | 100,000.00 | 113,570.00 | ||||
| FRENCH TREASURY | 180,000.00 | 204,019.92 | ||||
| FRENCH TREASURY | 45,000.00 | 55,153.84 | ||||
| FRENCH TREASURY | 160,000.00 | 212,920.64 | ||||
| IRISH GOVERNMENT | 75,000.00 | 91,731.00 | ||||
| NETHERLANDS GOVERNMENT | 200,000.00 | 226,381.20 | ||||
| SPANISH GOVERNMENT | 115,000.00 | 128,238.80 | ||||
| SPANISH GOVERNMENT | 245,000.00 | 285,425.00 | ||||
| SPANISH GOVERNMENT | 70,000.00 | 81,991.70 | ||||
| 小計 | 銘柄数: | 17 | 2,397,746.00 | 2,747,814.73 | ||
| (381,616,509) | ||||||
| 組入時価比率: | 10.1% | 10.2% | ||||
| 英ポンド | UK TREASURY | 45,000.00 | 45,781.74 | |||
| UK TREASURY | 275,000.00 | 310,559.42 | ||||
| UK TREASURY | 330,000.00 | 362,144.97 | ||||
| UK TREASURY | 165,000.00 | 227,058.64 | ||||
| UK TREASURY | 630,000.00 | 610,258.95 | ||||
| UK TREASURY | 155,000.00 | 186,609.61 | ||||
| UK TREASURY | 130,000.00 | 151,868.86 | ||||
| UK TREASURY I/L | 135,000.00 | 456,008.26 | ||||
| 小計 | 銘柄数: | 8 | 1,865,000.00 | 2,350,290.45 | ||
| (403,403,852) | ||||||
| 組入時価比率: | 10.7% | 10.8% | ||||
| スウェーデンクローナ | SWEDISH GOVERNMENT | 305,000.00 | 347,643.57 | |||
| 小計 | 銘柄数: | 1 | 305,000.00 | 347,643.57 | ||
| (5,329,375) | ||||||
| 組入時価比率: | 0.1% | 0.1% | ||||
| ポーランドズロチ | POLAND GOVERNMENT | 340,000.00 | 388,193.98 | |||
| 小計 | 銘柄数: | 1 | 340,000.00 | 388,193.98 | ||
| (12,965,678) | ||||||
| 組入時価比率: | 0.3% | 0.3% | ||||
| ロシアルーブル | RUSSIAN GOVERNMENT | 2,210,000.00 | 2,014,415.00 | |||
| 小計 | 銘柄数: | 1 | 2,210,000.00 | 2,014,415.00 | ||
| (6,043,245) | ||||||
| 組入時価比率: | 0.2% | 0.2% | ||||
| オーストラリアドル | AUSTRALIAN GOVERNMENT | 355,000.00 | 404,708.16 | |||
| AUSTRALIAN GOVERNMENT | 555,000.00 | 637,939.20 | ||||
| AUSTRALIAN GOVERNMENT | 105,000.00 | 96,120.99 | ||||
| 小計 | 銘柄数: | 3 | 1,015,000.00 | 1,138,768.35 | ||
| (107,260,590) | ||||||
| 組入時価比率: | 2.8% | 2.9% | ||||
| ニュージーランドドル | NEW ZEALAND GOVERNMENT | 465,000.00 | 475,604.79 | |||
| NEW ZEALAND GOVERNMENT | 680,000.00 | 708,706.87 | ||||
| 小計 | 銘柄数: | 2 | 1,145,000.00 | 1,184,311.66 | ||
| (103,106,173) | ||||||
| 組入時価比率: | 2.7% | 2.8% | ||||
| マレーシアリンギット | MALAYSIAN GOVERNMENT | 255,000.00 | 252,399.76 | |||
| MALAYSIAN GOVERNMENT | 1,185,000.00 | 1,180,305.03 | ||||
| 小計 | 銘柄数: | 2 | 1,440,000.00 | 1,432,704.79 | ||
| (45,531,358) | ||||||
| 組入時価比率: | 1.2% | 1.2% | ||||
| 国債証券計 | 2,051,393,023 | |||||
| (1,771,803,792) | ||||||
| 地方債証券 | 米ドル | CALIFORNIA ST | 90,000.00 | 129,510.00 | ||
| TEXAS ST TRANSN COMMN | 100,000.00 | 117,532.00 | ||||
| 小計 | 銘柄数: | 2 | 190,000.00 | 247,042.00 | ||
| (25,193,343) | ||||||
| 組入時価比率: | 0.7% | 0.7% | ||||
| 地方債証券計 | 25,193,343 | |||||
| (25,193,343) | ||||||
| 特殊債券 | 米ドル | FNCL AU9328 | 83,342.37 | 88,548.76 | ||
| FNMA 30 YR 357854 | 483,713.05 | 540,534.82 | ||||
| FNMA 30 YR TBA 21521 | 525,000.00 | 554,100.75 | ||||
| FNMA 30 YR TBA 43050 | 130,000.00 | 144,665.30 | ||||
| FNMA AQ0665 | 23,503.73 | 23,227.79 | ||||
| FNMA AT4165 | 905,402.60 | 892,301.42 | ||||
| KOREA NATIONAL OIL CORP | 200,000.00 | 208,182.00 | ||||
| 小計 | 銘柄数: | 7 | 2,350,961.75 | 2,451,560.84 | ||
| (250,010,174) | ||||||
| 組入時価比率: | 6.6% | 6.7% | ||||
| カナダドル | CANADA HOUSING TRUST | 630,000.00 | 693,321.30 | |||
| 小計 | 銘柄数: | 1 | 630,000.00 | 693,321.30 | ||
| (65,040,471) | ||||||
| 組入時価比率: | 1.7% | 1.7% | ||||
| ユーロ | CAISSE DAMORTISSEMENT DE | 47,000.00 | 47,784.99 | |||
| EUROPEAN INVESTMENT BANK | 180,000.00 | 210,810.24 | ||||
| EUROPEAN STABILITY MECHA | 205,000.00 | 208,523.31 | ||||
| FADE | 100,000.00 | 108,049.40 | ||||
| FMS WERTMANAGEMENT AOER | 100,000.00 | 110,192.70 | ||||
| FMS WERTMANAGEMENT AOER | 100,000.00 | 102,304.90 | ||||
| KFW | 180,000.00 | 207,087.47 | ||||
| 小計 | 銘柄数: | 7 | 912,000.00 | 994,753.01 | ||
| (138,151,298) | ||||||
| 組入時価比率: | 3.7% | 3.7% | ||||
| 特殊債券計 | 453,201,943 | |||||
| (453,201,943) | ||||||
| 社債券 | 米ドル | AETNA INC | 150,000.00 | 198,511.50 | ||
| AFLAC INC | 30,000.00 | 31,094.40 | ||||
| ALICORP SA | 150,000.00 | 144,186.34 | ||||
| AMERICAN INTL GROUP | 65,000.00 | 67,658.50 | ||||
| AMERICAN TOWER CORP | 105,000.00 | 109,525.50 | ||||
| BANK OF AMERICA CORP | 90,000.00 | 91,233.90 | ||||
| BANK OF AMERICA CORP | 50,000.00 | 55,427.50 | ||||
| BANK OF AMERICA CORP | 100,000.00 | 102,514.00 | ||||
| BARRICK NA FINANCE LLC | 53,000.00 | 54,173.42 | ||||
| BNP PARIBAS | 33,000.00 | 33,783.75 | ||||
| BP CAPITAL MARKETS PLC | 127,000.00 | 141,203.68 | ||||
| BRITISH TELECOM PLC | 130,000.00 | 205,357.10 | ||||
| CANADIAN PACIFIC PR CO | 69,000.00 | 80,378.79 | ||||
| CAS 2014-C01 M1 | 84,214.21 | 85,704.82 | ||||
| CGCMT 2006-C4 A1A | 91,463.65 | 98,496.19 | ||||
| CITIGROUP INC | 41,000.00 | 41,454.28 | ||||
| COMCAST CORP | 55,000.00 | 59,670.05 | ||||
| COMM 2013-CR6 A2 | 235,000.00 | 238,380.71 | ||||
| DEUTSCHE TELEKOM INT FIN | 150,000.00 | 155,861.50 | ||||
| DIRECTV HOLDINGS/FING | 17,000.00 | 19,268.99 | ||||
| DIRECTV HOLDINGS/FING | 40,000.00 | 41,186.00 | ||||
| DIRECTV HOLDINGS/FING | 55,000.00 | 58,122.35 | ||||
| DOW CHEMICAL | 144,000.00 | 185,686.56 | ||||
| ECOPETROL SA | 26,000.00 | 26,032.50 | ||||
| EL FONDO MIVIVIENDA SA | 150,000.00 | 141,562.50 | ||||
| ENERGY TRANSFER PARTNERS | 19,000.00 | 18,674.15 | ||||
| ENERGY TRANSFER PARTNERS | 65,000.00 | 69,533.75 | ||||
| EOG RESOURCES | 150,000.00 | 163,372.50 | ||||
| ERP OPERATING LP | 275,000.00 | 278,918.75 | ||||
| FIFTH THIRD BANCORP | 41,000.00 | 41,242.72 | ||||
| FORD MOTOR CREDIT CO | 200,000.00 | 233,434.00 | ||||
| GENERAL ELEC CAP CORP | 150,000.00 | 172,333.50 | ||||
| GERDAU TRADE INC | 145,000.00 | 152,068.75 | ||||
| GLENCORE FUNDING LLC | 60,000.00 | 58,986.00 | ||||
| GSMS 2013-G1 A2 | 115,000.00 | 111,408.78 | ||||
| HARTFORD FINL SVCS GRP | 94,000.00 | 109,309.78 | ||||
| HCP INC | 123,000.00 | 139,996.14 | ||||
| ING GROEP NV | 32,000.00 | 33,040.00 | ||||
| JPMORGAN CHASE & CO | 65,000.00 | 70,586.10 | ||||
| KINDER MORGAN ENER PART | 11,000.00 | 11,132.44 | ||||
| KINDER MORGAN ENER PART | 41,000.00 | 49,259.86 | ||||
| KINDER MORGAN ENER PART | 60,000.00 | 57,994.20 | ||||
| KROGER CO | 13,000.00 | 13,153.79 | ||||
| LLOYDS TSB BANK PLC | 100,000.00 | 117,137.00 | ||||
| MACQUARIE GROUP LTD | 85,000.00 | 103,303.90 | ||||
| MACYS RETAIL HLDGS INC | 56,000.00 | 58,527.28 | ||||
| MARRIOTT INTERNATIONAL | 95,000.00 | 103,781.80 | ||||
| MIDAMERICAN ENERGY | 100,000.00 | 123,289.00 | ||||
| MLMT 2006-C2 A1A | 102,866.79 | 112,246.28 | ||||
| MONONGAHELA POWER CO | 40,000.00 | 42,249.20 | ||||
| MORGAN STANLEY | 55,000.00 | 55,492.80 | ||||
| MOTOROLA INC | 55,000.00 | 53,046.95 | ||||
| MURRAY ST INV TRUST I | 13,000.00 | 14,095.90 | ||||
| NEWS AMERICA INC | 150,000.00 | 154,045.50 | ||||
| NISSAN MOTOR ACCEPTANCE | 95,000.00 | 95,229.55 | ||||
| NOBLE ENERGY INC | 75,000.00 | 94,812.00 | ||||
| NOBLE HOLDING INTL LTD | 17,000.00 | 18,690.48 | ||||
| NOMURA HOLDINGS INC | 109,000.00 | 110,723.29 | ||||
| OMNICOM GROUP | 48,000.00 | 48,398.40 | ||||
| ORIX CORP | 71,000.00 | 73,565.23 | ||||
| PETROLEOS MEXICANOS | 105,000.00 | 100,668.75 | ||||
| PRUDENTIAL FINANCIAL INC | 100,000.00 | 102,198.00 | ||||
| PRUDENTIAL FINANCIAL INC | 90,000.00 | 94,387.50 | ||||
| RABOBANK CAP FD TRST III | 80,000.00 | 84,400.00 | ||||
| RAIZEN ENERGY FINANCE | 100,000.00 | 111,250.00 | ||||
| REYNOLDS AMERICAN INC | 60,000.00 | 57,706.80 | ||||
| RIO TINTO FINANCE USA | 28,000.00 | 28,568.40 | ||||
| RIO TINTO FINANCE USA | 91,000.00 | 88,333.70 | ||||
| SKANDINAVISKA ENSKILDA B | 100,000.00 | 101,500.00 | ||||
| SOUTHERN CAL EDISON | 73,000.00 | 78,761.89 | ||||
| SOUTHWEST AIRLINES CO | 110,000.00 | 111,695.10 | ||||
| SOUTHWEST AIRLINES CO | 90,000.00 | 99,593.10 | ||||
| SOUTHWESTERN ENERGY CO | 39,000.00 | 40,952.73 | ||||
| STATE STREET CORP | 40,000.00 | 41,214.00 | ||||
| SUAM FINANCE BV | 100,000.00 | 100,161.15 | ||||
| SVENSKA HANDELSBANKEN AB | 250,000.00 | 262,070.00 | ||||
| TECO FINANCE INC | 45,000.00 | 47,554.65 | ||||
| TECO FINANCE INC | 50,000.00 | 56,454.00 | ||||
| THERMO FISHER SCIENTIFIC | 35,000.00 | 36,575.70 | ||||
| TOTAL SYSTEM SERVICES | 40,000.00 | 40,074.80 | ||||
| TOTAL SYSTEM SERVICES | 18,000.00 | 17,497.98 | ||||
| UBS AG STAMFORD CT | 100,000.00 | 125,990.00 | ||||
| UNION ELECTRIC CO | 25,000.00 | 30,158.50 | ||||
| VERIZON COMMUNICATIONS | 160,000.00 | 175,366.40 | ||||
| VERIZON COMMUNICATIONS | 95,000.00 | 118,768.05 | ||||
| VIACOM INC | 36,000.00 | 36,579.60 | ||||
| VODAFONE GROUP PLC | 160,000.00 | 149,035.20 | ||||
| WILLIAMS PARTNERS LP | 100,000.00 | 105,162.00 | ||||
| WPP FINANCE 2010 | 222,000.00 | 242,347.78 | ||||
| XL CAPITAL LTD | 155,000.00 | 157,166.90 | ||||
| 小計 | 銘柄数: | 90 | 7,863,544.65 | 8,471,747.28 | ||
| (863,948,787) | ||||||
| 組入時価比率: | 22.9% | 23.1% | ||||
| ユーロ | AUST & NZ BANKING GROUP | 100,000.00 | 105,996.00 | |||
| BANK OF IRELAND MTGE BNK | 100,000.00 | 111,905.60 | ||||
| BARCLAYS BANK PLC | 80,000.00 | 99,177.60 | ||||
| BMW US CAPITAL LLC | 100,000.00 | 104,580.40 | ||||
| CIE FINANCEMENT FONCIER | 100,000.00 | 104,980.40 | ||||
| COMMONWEALTH BK AUSTRALI | 150,000.00 | 166,160.25 | ||||
| CREDIT AGRICOLE HOME LOA | 100,000.00 | 105,682.40 | ||||
| DEXIA CREDIT LOCAL | 50,000.00 | 50,793.15 | ||||
| DEXIA CREDIT LOCAL | 300,000.00 | 311,173.80 | ||||
| DEXIA MUNICIPAL AGENCY | 30,000.00 | 31,998.93 | ||||
| DEXIA MUNICIPAL AGENCY | 8,000.00 | 8,570.62 | ||||
| DNB BANK ASA | 110,000.00 | 119,965.23 | ||||
| JPMORGAN CHASE & CO | 150,000.00 | 149,445.00 | ||||
| NATIONAL BANK OF CANADA | 100,000.00 | 101,403.00 | ||||
| NATIONWIDE BLDG SOCIETY | 140,000.00 | 149,249.66 | ||||
| NATIONWIDE BLDG SOCIETY | 110,000.00 | 117,556.56 | ||||
| NORDEA BANK FINLAND PLC | 100,000.00 | 106,922.40 | ||||
| NORDEA BANK FINLAND PLC | 115,000.00 | 117,575.31 | ||||
| ROYAL BANK OF CANADA | 150,000.00 | 154,413.30 | ||||
| SANTANDER CONSUMER FINAN | 100,000.00 | 105,650.00 | ||||
| STANDARD CHARTERED PLC | 100,000.00 | 105,418.10 | ||||
| 小計 | 銘柄数: | 21 | 2,293,000.00 | 2,428,617.71 | ||
| (337,286,427) | ||||||
| 組入時価比率: | 8.9% | 9.0% | ||||
| 英ポンド | ABN AMRO BANK NV | 30,000.00 | 30,821.25 | |||
| 小計 | 銘柄数: | 1 | 30,000.00 | 30,821.25 | ||
| (5,290,159) | ||||||
| 組入時価比率: | 0.1% | 0.1% | ||||
| 社債券計 | 1,206,525,373 | |||||
| (1,206,525,373) | ||||||
| 合計 | 3,736,313,682 | |||||
| (3,456,724,451) | ||||||
(注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。
(注3)比率は左より組入時価の純資産に対する比率、および各小計欄の合計金額に対する比率であります。
第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
財務諸表における注記事項として記載しているため省略しております。
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。
