有価証券報告書(内国投資信託受益証券)-第34期(平成26年5月27日-平成26年11月25日)
(4)【附属明細表】
第1.有価証券明細表
(1)株式 (平成26年11月25日現在)
該当事項はありません。
(2)株式以外の有価証券 (平成26年11月25日現在)
(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11月25日現在)
該当事項はありません。
(2)株式以外の有価証券 (平成26年11月25日現在)
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | 日本円 | 第336回利付国債(2年) | 79,400,000 | 79,484,958 | |
| 第92回利付国債(5年) | 18,500,000 | 18,545,140 | |||
| 第7回利付国債(40年) | 26,550,000 | 27,522,526 | |||
| 第333回利付国債(10年) | 62,800,000 | 63,898,372 | |||
| 第44回利付国債(30年) | 14,750,000 | 15,647,832 | |||
| 第143回利付国債(20年) | 71,750,000 | 77,393,855 | |||
| 小計 | 銘柄数:6 | 273,750,000 | 282,492,683 | ||
| 組入時価比率:7.1% | 7.3% | ||||
| 米ドル | REPUBLIC OF INDONESIA | 225,000.00 | 216,562.50 | ||
| UNITED MEXICAN STATES | 700,000.00 | 830,200.00 | |||
| US TREASURY | 355,000.00 | 358,468.35 | |||
| US TREASURY | 145,000.00 | 145,962.80 | |||
| US TREASURY | 425,000.00 | 428,187.50 | |||
| US TREASURY | 110,000.00 | 109,931.80 | |||
| US TREASURY | 230,000.00 | 231,366.19 | |||
| US TREASURY | 95,000.00 | 97,501.35 | |||
| US TREASURY | 70,000.00 | 71,361.50 | |||
| US TREASURY | 115,000.00 | 128,521.70 | |||
| US TREASURY | 60,000.00 | 67,063.80 | |||
| US TSY INFL IX N/B | 703,300.00 | 718,892.42 | |||
| 小計 | 銘柄数:12 | 3,233,300.00 | 3,404,019.91 | ||
| (401,912,630) | |||||
| 組入時価比率:10.1% | 10.3% | ||||
| カナダドル | CANADIAN GOVERNMENT | 770,000.00 | 777,276.50 | ||
| 小計 | 銘柄数:1 | 770,000.00 | 777,276.50 | ||
| (81,264,258) | |||||
| 組入時価比率:2.1% | 2.1% | ||||
| メキシコペソ | MEXICAN BONOS | 6,970,000.00 | 7,037,267.46 | ||
| MEXICAN BONOS | 7,410,000.00 | 8,467,718.22 | |||
| MEXICAN BONOS | 2,535,000.00 | 2,862,222.87 | |||
| 小計 | 銘柄数:3 | 16,915,000.00 | 18,367,208.55 | ||
| (158,692,681) | |||||
| 組入時価比率:4.0% | 4.1% | ||||
| ユーロ | BELGIUM KINGDOM | 77,746.00 | 103,926.57 | ||
| BUONI POLIENNALI DEL TES | 40,000.00 | 43,356.00 | |||
| BUONI POLIENNALI DEL TES | 70,000.00 | 80,682.00 | |||
| BUONI POLIENNALI DEL TES | 55,000.00 | 64,568.46 | |||
| BUONI POLIENNALI DEL TES | 260,000.00 | 296,654.80 | |||
| BUONI POLIENNALI DEL TES | 590,000.00 | 724,107.00 | |||
| BUONI POLIENNALI DEL TES | 15,000.00 | 18,619.80 | |||
| FRENCH TREASURY | 25,000.00 | 26,511.92 | |||
| FRENCH TREASURY | 160,000.00 | 237,787.04 | |||
| IRISH GOVERNMENT | 270,000.00 | 364,782.94 | |||
| NETHERLANDS GOVERNMENT | 185,000.00 | 219,054.24 | |||
| NETHERLANDS GOVERNMENT | 110,000.00 | 119,045.19 | |||
| NETHERLANDS GOVERNMENT | 135,000.00 | 148,548.19 | |||
| SPANISH GOV'T | 215,000.00 | 224,029.57 | |||
| SPANISH GOVERNMENT | 115,000.00 | 133,399.77 | |||
| SPANISH GOVERNMENT | 150,000.00 | 197,079.00 | |||
| 小計 | 銘柄数:16 | 2,472,746.00 | 3,002,152.49 | ||
| (440,415,770) | |||||
| 組入時価比率:11.1% | 11.3% | ||||
| 英ポンド | UK TREASURY | 315,000.00 | 320,539.27 | ||
| UK TREASURY | 45,000.00 | 46,067.53 | |||
| UK TREASURY | 495,000.00 | 503,914.94 | |||
| UK TREASURY | 270,000.00 | 300,332.06 | |||
| UK TREASURY | 295,000.00 | 331,741.95 | |||
| UK TREASURY | 165,000.00 | 230,638.81 | |||
| UK TREASURY | 630,000.00 | 645,942.15 | |||
| UK TREASURY | 65,000.00 | 82,791.86 | |||
| UK TREASURY | 155,000.00 | 207,122.93 | |||
| UK TREASURY | 130,000.00 | 169,955.37 | |||
| UK TREASURY I/L | 135,000.00 | 449,019.04 | |||
| 小計 | 銘柄数:11 | 2,700,000.00 | 3,288,065.91 | ||
| (608,916,925) | |||||
| 組入時価比率:15.4% | 15.7% | ||||
| スウェーデンクローナ | SWEDISH GOVERNMENT | 305,000.00 | 366,011.28 | ||
| 小計 | 銘柄数:1 | 305,000.00 | 366,011.28 | ||
| (5,801,278) | |||||
| 組入時価比率:0.1% | 0.1% | ||||
| ポーランドズロチ | POLAND GOVERNMENT | 340,000.00 | 416,322.86 | ||
| 小計 | 銘柄数:1 | 340,000.00 | 416,322.86 | ||
| (14,550,483) | |||||
| 組入時価比率:0.4% | 0.4% | ||||
| ロシアルーブル | RUSSIAN GOVERNMENT | 2,210,000.00 | 1,860,378.00 | ||
| 小計 | 銘柄数:1 | 2,210,000.00 | 1,860,378.00 | ||
| (4,911,397) | |||||
| 組入時価比率:0.1% | 0.1% | ||||
| オーストラリアドル | AUSTRALIAN GOVERNMENT | 355,000.00 | 413,283.90 | ||
| 小計 | 銘柄数:1 | 355,000.00 | 413,283.90 | ||
| (42,018,574) | |||||
| 組入時価比率:1.1% | 1.1% | ||||
| ニュージーランドドル | NEW ZEALAND GOVERNMENT | 465,000.00 | 469,411.45 | ||
| 小計 | 銘柄数:1 | 465,000.00 | 469,411.45 | ||
| (43,566,076) | |||||
| 組入時価比率:1.1% | 1.1% | ||||
| マレーシアリンギット | MALAYSIAN GOVERNMENT | 235,000.00 | 234,231.31 | ||
| 小計 | 銘柄数:1 | 235,000.00 | 234,231.31 | ||
| (8,258,995) | |||||
| 組入時価比率:0.2% | 0.2% | ||||
| 南アフリカランド | REPUBLIC OF SOUTH AFRICA | 6,220,000.00 | 6,494,295.78 | ||
| REPUBLIC OF SOUTH AFRICA | 2,070,000.00 | 1,852,432.65 | |||
| 小計 | 銘柄数:2 | 8,290,000.00 | 8,346,728.43 | ||
| (89,476,928) | |||||
| 組入時価比率:2.3% | 2.3% | ||||
| 国債証券計 | 2,182,278,678 | ||||
| (1,899,785,995) | |||||
| 地方債証券 | 米ドル | CALIFORNIA ST | 90,000.00 | 134,444.70 | |
| TEXAS ST TRANSN COMMN | 100,000.00 | 118,053.00 | |||
| 小計 | 銘柄数:2 | 190,000.00 | 252,497.70 | ||
| (29,812,403) | |||||
| 組入時価比率:0.8% | 0.8% | ||||
| 地方債証券計 | 29,812,403 | ||||
| (29,812,403) | |||||
| 特殊債券 | 米ドル | FANNIE MAE | 75,000.00 | 67,459.50 | |
| FNMA 30 YR 357854 | 422,623.84 | 473,418.99 | |||
| FNMA 30 YR TBA 25581 | 615,000.00 | 652,380.43 | |||
| FNMA 30 YR TBA 42571 | 130,000.00 | 145,458.30 | |||
| FNMA AQ0665 | 21,840.32 | 21,951.70 | |||
| FNMA AT4165 | 861,694.35 | 866,106.22 | |||
| 小計 | 銘柄数:6 | 2,126,158.51 | 2,226,775.14 | ||
| (262,915,340) | |||||
| 組入時価比率:6.6% | 6.8% | ||||
| カナダドル | CANADA HOUSING TRUST | 90,000.00 | 98,669.70 | ||
| 小計 | 銘柄数:1 | 90,000.00 | 98,669.70 | ||
| (10,315,917) | |||||
| 組入時価比率:0.3% | 0.3% | ||||
| ユーロ | CAISSE FRANCAISE DE FINA | 37,000.00 | 41,220.80 | ||
| FADE | 100,000.00 | 108,179.10 | |||
| FMS WERTMANAGEMENT AOER | 100,000.00 | 110,682.20 | |||
| FMS WERTMANAGEMENT AOER | 100,000.00 | 103,804.90 | |||
| KFW | 180,000.00 | 208,177.55 | |||
| 小計 | 銘柄数:5 | 517,000.00 | 572,064.55 | ||
| (83,921,869) | |||||
| 組入時価比率:2.1% | 2.2% | ||||
| 特殊債券計 | 357,153,126 | ||||
| (357,153,126) | |||||
| 社債券 | 米ドル | ACTAVIS FUNDING SCS | 24,000.00 | 23,740.08 | |
| AETNA INC | 100,000.00 | 129,176.00 | |||
| AFLAC INC | 30,000.00 | 30,599.40 | |||
| ALICORP SA | 150,000.00 | 144,375.00 | |||
| AMERICAN INTL GROUP | 65,000.00 | 67,327.65 | |||
| AMERICAN TOWER CORP | 105,000.00 | 107,131.50 | |||
| BAE SYSTEMS HOLDINGS INC | 75,000.00 | 75,753.00 | |||
| BANK OF AMERICA CORP | 50,000.00 | 55,467.50 | |||
| BANK OF AMERICA CORP | 47,000.00 | 47,532.98 | |||
| BANK OF AMERICA CORP | 100,000.00 | 106,504.00 | |||
| BNP PARIBAS | 33,000.00 | 33,247.50 | |||
| BRITISH TELECOM PLC | 70,000.00 | 109,346.30 | |||
| CANADIAN PACIFIC PR CO | 69,000.00 | 79,455.57 | |||
| CAS 2014-C01 M1 | 77,935.36 | 77,668.50 | |||
| CAS 2014-C04 2M1 | 170,000.00 | 169,875.39 | |||
| CBS CORP | 50,000.00 | 49,147.00 | |||
| CGCMT 2006-C4 A1A | 90,727.16 | 95,541.41 | |||
| CITIGROUP INC | 67,000.00 | 68,998.61 | |||
| COMM 2013-CR6 A2 | 235,000.00 | 238,109.75 | |||
| COMM 2013-CR6 D | 100,000.00 | 93,448.60 | |||
| COMM 2014-KYO A | 100,000.00 | 99,972.20 | |||
| COMM 2014-SAVA A | 100,000.00 | 100,004.70 | |||
| DEUTSCHE TELEKOM INT FIN | 150,000.00 | 158,192.08 | |||
| DIRECTV HOLDINGS/FING | 4,000.00 | 4,464.36 | |||
| DIRECTV HOLDINGS/FING | 16,000.00 | 17,594.88 | |||
| DIRECTV HOLDINGS/FING | 40,000.00 | 40,592.00 | |||
| DIRECTV HOLDINGS/FING | 55,000.00 | 57,249.50 | |||
| DOW CHEMICAL | 34,000.00 | 42,630.22 | |||
| ECOPETROL SA | 26,000.00 | 26,000.00 | |||
| EL FONDO MIVIVIENDA SA | 150,000.00 | 143,160.00 | |||
| ENERGY TRANSFER PARTNERS | 60,000.00 | 62,511.60 | |||
| ENERGY TRANSFER PARTNERS | 19,000.00 | 18,451.47 | |||
| ENERGY TRANSFER PARTNERS | 30,000.00 | 31,578.30 | |||
| EOG RESOURCES | 150,000.00 | 160,041.00 | |||
| EXELON GENERATION CO LLC | 80,000.00 | 83,208.80 | |||
| FORD MOTOR CREDIT CO | 200,000.00 | 230,924.00 | |||
| GLENCORE FUNDING LLC | 22,000.00 | 21,464.30 | |||
| GSMS 2013-G1 A2 | 115,000.00 | 114,462.72 | |||
| ING GROEP NV | 32,000.00 | 32,640.00 | |||
| INTL PAPER CO | 65,000.00 | 63,575.85 | |||
| JPMCC 2014- INN A | 100,000.00 | 99,883.60 | |||
| JPMORGAN CHASE & CO | 65,000.00 | 70,656.95 | |||
| KINDER MORGAN ENER PART | 11,000.00 | 10,965.68 | |||
| KINDER MORGAN ENER PART | 41,000.00 | 47,801.08 | |||
| KINDER MORGAN ENER PART | 60,000.00 | 57,339.60 | |||
| KLA-TENCOR CORP | 85,000.00 | 85,944.35 | |||
| KROGER CO | 13,000.00 | 13,143.26 | |||
| LLOYDS TSB BANK PLC | 100,000.00 | 115,808.00 | |||
| MACQUARIE GROUP LTD | 85,000.00 | 102,535.50 | |||
| MACYS RETAIL HLDGS INC | 56,000.00 | 58,152.08 | |||
| MARRIOTT INTERNATIONAL | 95,000.00 | 102,321.65 | |||
| MIDAMERICAN ENERGY | 100,000.00 | 123,008.00 | |||
| MLMT 2006-C2 A1A | 102,111.89 | 108,675.84 | |||
| MONONGAHELA POWER CO | 40,000.00 | 42,372.80 | |||
| MORGAN STANLEY | 55,000.00 | 55,041.25 | |||
| MORGAN STANLEY | 35,000.00 | 35,515.60 | |||
| MURRAY ST INV TRUST I | 13,000.00 | 13,862.81 | |||
| NEWS AMERICA INC | 150,000.00 | 150,345.00 | |||
| NISSAN MOTOR ACCEPTANCE | 95,000.00 | 95,643.49 | |||
| NOBLE ENERGY INC | 75,000.00 | 91,958.25 | |||
| NOBLE HOLDING INTL LTD | 17,000.00 | 17,366.86 | |||
| NOMURA HOLDINGS INC | 109,000.00 | 110,366.86 | |||
| OMNICOM GROUP | 48,000.00 | 49,027.68 | |||
| ORIX CORP | 71,000.00 | 72,150.20 | |||
| PETROLEOS MEXICANOS | 105,000.00 | 101,272.50 | |||
| PRUDENTIAL FINANCIAL INC | 100,000.00 | 100,448.00 | |||
| PRUDENTIAL FINANCIAL INC | 90,000.00 | 92,925.00 | |||
| RABOBANK CAP FD TRST III | 80,000.00 | 83,600.00 | |||
| RAIZEN ENERGY FINANCE | 100,000.00 | 107,000.00 | |||
| REYNOLDS AMERICAN INC | 60,000.00 | 58,431.60 | |||
| RSO 2014-CRE2 A | 100,000.00 | 99,975.00 | |||
| SBA TOWER TRUST | 25,000.00 | 25,121.55 | |||
| SBA TOWER TRUST | 25,000.00 | 25,107.00 | |||
| SEAGATE HDD CAYMAN | 28,000.00 | 28,000.00 | |||
| SKANDINAVISKA ENSKILDA B | 100,000.00 | 101,000.00 | |||
| SOUTHERN CAL EDISON | 73,000.00 | 78,733.42 | |||
| SOUTHWEST AIRLINES CO | 90,000.00 | 97,874.10 | |||
| SOUTHWESTERN ENERGY CO | 39,000.00 | 39,261.69 | |||
| SRPT 2014-STAR A | 100,000.00 | 100,089.56 | |||
| STATE STREET CORP | 40,000.00 | 41,416.00 | |||
| SUAM FINANCE BV | 100,000.00 | 101,850.79 | |||
| SVENSKA HANDELSBANKEN AB | 250,000.00 | 259,672.50 | |||
| TECO FINANCE INC | 45,000.00 | 46,789.20 | |||
| TECO FINANCE INC | 50,000.00 | 56,010.00 | |||
| TIME WARNER CABLE INC | 55,000.00 | 64,134.95 | |||
| TYSON FOODS INC | 18,000.00 | 18,169.02 | |||
| TYSON FOODS INC | 58,000.00 | 59,137.38 | |||
| UBS AG STAMFORD CT | 100,000.00 | 127,834.00 | |||
| UNION ELECTRIC CO | 25,000.00 | 29,458.75 | |||
| VALE SA | 6,000.00 | 5,667.42 | |||
| VERIZON COMMUNICATIONS | 160,000.00 | 173,646.40 | |||
| VERIZON COMMUNICATIONS | 95,000.00 | 120,712.70 | |||
| VIACOM INC | 36,000.00 | 36,020.16 | |||
| WILLIAMS PARTNERS LP | 100,000.00 | 104,831.00 | |||
| WILLIAMS PARTNERS LP | 25,000.00 | 24,573.00 | |||
| WPP FINANCE 2010 | 82,000.00 | 89,582.54 | |||
| YAMANA GOLD INC | 78,000.00 | 75,343.32 | |||
| 小計 | 銘柄数:97 | 7,215,774.41 | 7,614,738.66 | ||
| (899,072,193) | |||||
| 組入時価比率:22.7% | 23.1% | ||||
| カナダドル | BELL CANADA | 18,000.00 | 18,603.36 | ||
| BELL CANADA | 28,000.00 | 28,640.08 | |||
| BELL CANADA | 20,000.00 | 21,836.60 | |||
| ROGERS COMMUNICATIONS IN | 35,000.00 | 36,678.95 | |||
| 小計 | 銘柄数:4 | 101,000.00 | 105,758.99 | ||
| (11,057,102) | |||||
| 組入時価比率:0.3% | 0.3% | ||||
| ユーロ | BANK OF IRELAND MTGE BNK | 100,000.00 | 117,061.00 | ||
| BARCLAYS BANK PLC | 80,000.00 | 101,814.40 | |||
| BMW US CAPITAL LLC | 100,000.00 | 102,426.10 | |||
| CIE FINANCEMENT FONCIER | 100,000.00 | 100,404.60 | |||
| COMMONWEALTH BK AUSTRALI | 150,000.00 | 174,469.20 | |||
| CREDIT AGRICOLE HOME LOA | 100,000.00 | 105,017.90 | |||
| CREDIT AGRICOLE HOME LOA | 100,000.00 | 111,801.40 | |||
| CREDIT SUISSE GUERNSEY | 100,000.00 | 100,485.10 | |||
| DANSKE BANK AS | 100,000.00 | 100,160.40 | |||
| DEXIA CREDIT LOCAL | 50,000.00 | 52,189.25 | |||
| DEXIA CREDIT LOCAL | 300,000.00 | 324,306.90 | |||
| DEXIA MUNICIPAL AGENCY | 30,000.00 | 31,629.51 | |||
| DEXIA MUNICIPAL AGENCY | 8,000.00 | 8,496.20 | |||
| JPMORGAN CHASE & CO | 150,000.00 | 150,075.00 | |||
| NATIONAL BANK OF CANADA | 100,000.00 | 105,579.80 | |||
| NATIONWIDE BLDG SOCIETY | 140,000.00 | 148,025.50 | |||
| NATIONWIDE BLDG SOCIETY | 110,000.00 | 117,850.92 | |||
| NORDEA BANK FINLAND PLC | 100,000.00 | 108,748.70 | |||
| NORDEA BANK FINLAND PLC | 115,000.00 | 121,023.47 | |||
| ROYAL BANK OF CANADA | 150,000.00 | 159,557.55 | |||
| ROYAL MAIL PLC | 100,000.00 | 104,216.10 | |||
| SANTANDER CONSUMER FINAN | 100,000.00 | 104,817.00 | |||
| STANDARD CHARTERED PLC | 100,000.00 | 105,724.40 | |||
| WESTPAC SECURITIES NZ LT | 100,000.00 | 102,176.00 | |||
| 小計 | 銘柄数:24 | 2,583,000.00 | 2,758,056.40 | ||
| (404,606,873) | |||||
| 組入時価比率:10.2% | 10.4% | ||||
| 英ポンド | ABN AMRO BANK NV | 30,000.00 | 30,513.75 | ||
| 小計 | 銘柄数:1 | 30,000.00 | 30,513.75 | ||
| (5,650,841) | |||||
| 組入時価比率:0.1% | 0.1% | ||||
| 社債券計 | 1,320,387,009 | ||||
| (1,320,387,009) | |||||
| 合計 | 3,889,631,216 | ||||
| (3,607,138,533) | |||||
(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。
