有価証券報告書(内国投資信託受益証券)-第37期(平成27年11月26日-平成28年5月25日)
(4)【附属明細表】
第1.有価証券明細表
(1)株式 (平成28年 5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28年 5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28年 5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28年 5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342回利付国債(10年) | 59,950,000 | 61,138,209 | ||
| 第143回利付国債(20年) | 57,900,000 | 71,963,331 | ||||
| 第150回利付国債(20年) | 51,850,000 | 62,955,751 | ||||
| 小計 | 銘柄数:3 | 169,700,000 | 196,057,291 | |||
| 組入時価比率:6.4% | 6.4% | |||||
| 米ドル | REPUBLIC OF INDONESIA | 225,000.00 | 221,181.75 | |||
| UNITED MEXICAN STATES | 700,000.00 | 721,525.00 | ||||
| US TREASURY | 265,000.00 | 265,288.85 | ||||
| US TREASURY | 650,000.00 | 652,691.00 | ||||
| US TREASURY | 380,000.00 | 400,307.20 | ||||
| US TREASURY | 740,000.00 | 734,857.00 | ||||
| US TREASURY | 90,000.00 | 91,117.80 | ||||
| US TREASURY | 50,000.00 | 75,504.00 | ||||
| US TREASURY | 30,000.00 | 36,280.20 | ||||
| US TREASURY | 305,000.00 | 327,469.35 | ||||
| US TSY INFL IX N/B | 397,600.00 | 409,726.42 | ||||
| 小計 | 銘柄数:11 | 3,832,600.00 | 3,935,948.57 | |||
| (433,584,094) | ||||||
| 組入時価比率:14.1% | 14.1% | |||||
| メキシコペソ | MEXICAN BONOS | 5,250,000.00 | 5,437,199.25 | |||
| MEXICAN BONOS | 1,200,100.00 | 1,515,481.47 | ||||
| MEXICAN BONOS | 2,010,000.00 | 2,222,635.89 | ||||
| 小計 | 銘柄数:3 | 8,460,100.00 | 9,175,316.61 | |||
| (54,776,640) | ||||||
| 組入時価比率:1.8% | 1.8% | |||||
| ユーロ | BUONI POLIENNALI DEL TES | 340,000.00 | 394,449.64 | |||
| BUONI POLIENNALI DEL TES | 667,000.00 | 692,975.64 | ||||
| BUONI POLIENNALI DEL TES | 125,000.00 | 161,746.37 | ||||
| BUONI POLIENNALI DEL TES | 30,000.00 | 37,281.03 | ||||
| BUONI POLIENNALI DEL TES | 180,000.00 | 189,118.80 | ||||
| BUONI POLIENNALI DEL TES | 27,000.00 | 25,888.46 | ||||
| BUONI POLIENNALI DEL TES | 135,000.00 | 153,404.55 | ||||
| FRENCH TREASURY | 60,000.00 | 72,928.08 | ||||
| SPANISH GOVERNMENT | 90,000.00 | 115,600.77 | ||||
| SPANISH GOVERNMENT | 154,000.00 | 213,123.68 | ||||
| 小計 | 銘柄数:10 | 1,808,000.00 | 2,056,517.02 | |||
| (252,334,638) | ||||||
| 組入時価比率:8.2% | 8.2% | |||||
| 英ポンド | UK TREASURY | 95,000.00 | 98,211.19 | |||
| UK TREASURY | 165,000.00 | 222,551.50 | ||||
| UK TREASURY | 105,000.00 | 112,281.64 | ||||
| UK TREASURY | 345,000.00 | 448,629.72 | ||||
| UK TREASURY | 1,260,000.00 | 1,317,954.92 | ||||
| UK TREASURY | 65,000.00 | 89,103.30 | ||||
| UK TREASURY | 100,000.00 | 143,815.70 | ||||
| UK TREASURY | 55,000.00 | 65,311.89 | ||||
| 小計 | 銘柄数:8 | 2,190,000.00 | 2,497,859.86 | |||
| (402,205,394) | ||||||
| 組入時価比率:13.1% | 13.1% | |||||
| ポーランドズロチ | POLAND GOVERNMENT | 340,000.00 | 397,052.00 | |||
| POLAND GOVERNMENT | 478,000.00 | 488,349.17 | ||||
| 小計 | 銘柄数:2 | 818,000.00 | 885,401.17 | |||
| (24,569,882) | ||||||
| 組入時価比率:0.8% | 0.8% | |||||
| ロシアルーブル | RUSSIAN GOVERNMENT | 2,210,000.00 | 2,006,017.00 | |||
| 小計 | 銘柄数:1 | 2,210,000.00 | 2,006,017.00 | |||
| (3,329,988) | ||||||
| 組入時価比率:0.1% | 0.1% | |||||
| オーストラリアドル | AUSTRALIAN GOVERNMENT | 315,000.00 | 346,428.18 | |||
| AUSTRALIAN GOVERNMENT | 930,000.00 | 1,091,961.36 | ||||
| 小計 | 銘柄数:2 | 1,245,000.00 | 1,438,389.54 | |||
| (113,977,987) | ||||||
| 組入時価比率:3.7% | 3.7% | |||||
| 南アフリカランド | REPUBLIC OF SOUTH AFRICA | 1,975,000.00 | 2,114,099.23 | |||
| 小計 | 銘柄数:1 | 1,975,000.00 | 2,114,099.23 | |||
| (14,883,258) | ||||||
| 組入時価比率:0.5% | 0.5% | |||||
| 国債証券計 | 1,495,719,172 | |||||
| (1,299,661,881) | ||||||
| 地方債証券 | 米ドル | CALIFORNIA ST | 90,000.00 | 139,287.60 | ||
| TEXAS ST TRANSN COMMN | 100,000.00 | 122,881.00 | ||||
| 小計 | 銘柄数:2 | 190,000.00 | 262,168.60 | |||
| (28,880,492) | ||||||
| 組入時価比率:0.9% | 0.9% | |||||
| カナダドル | PROVINCE OF ONTARIO | 32,000.00 | 33,148.48 | |||
| PROVINCE OF ONTARIO | 19,000.00 | 19,181.26 | ||||
| PROVINCE OF QUEBEC | 45,000.00 | 47,141.10 | ||||
| 小計 | 銘柄数:3 | 96,000.00 | 99,470.84 | |||
| (8,352,566) | ||||||
| 組入時価比率:0.3% | 0.3% | |||||
| 地方債証券計 | 37,233,058 | |||||
| (37,233,058) | ||||||
| 特殊債券 | 米ドル | FANNIE MAE | 75,000.00 | 71,057.25 | ||
| FNMA 30 YR 357854 | 267,828.70 | 303,828.65 | ||||
| FNMA 30 YR AS4067 | 130,532.58 | 141,964.37 | ||||
| GNMAII 30 YR TBA 4346 | 295,000.00 | 311,040.62 | ||||
| 小計 | 銘柄数:4 | 768,361.28 | 827,890.89 | |||
| (91,200,460) | ||||||
| 組入時価比率:3.0% | 3.0% | |||||
| カナダドル | CANADA HOUSING TRUST | 1,075,000.00 | 1,209,439.50 | |||
| CANADA HOUSING TRUST | 245,000.00 | 260,719.20 | ||||
| 小計 | 銘柄数:2 | 1,320,000.00 | 1,470,158.70 | |||
| (123,449,226) | ||||||
| 組入時価比率:4.0% | 4.0% | |||||
| ユーロ | CAISSE FRANCAISE DE FINA | 37,000.00 | 39,466.16 | |||
| FADE | 100,000.00 | 103,412.90 | ||||
| 小計 | 銘柄数:2 | 137,000.00 | 142,879.06 | |||
| (17,531,260) | ||||||
| 組入時価比率:0.6% | 0.6% | |||||
| 特殊債券計 | 232,180,946 | |||||
| (232,180,946) | ||||||
| 社債券 | 米ドル | ABBVIE INC | 20,000.00 | 20,101.00 | ||
| ABBVIE INC | 66,000.00 | 67,353.66 | ||||
| ACTAVIS FUNDING SCS | 44,000.00 | 44,545.60 | ||||
| ACTAVIS FUNDING SCS | 24,000.00 | 24,378.96 | ||||
| ACTAVIS FUNDING SCS | 42,000.00 | 42,344.82 | ||||
| AMERICAN TOWER CORP | 105,000.00 | 108,234.00 | ||||
| AT&T INC | 40,000.00 | 41,529.20 | ||||
| AT&T INC | 70,000.00 | 71,421.70 | ||||
| AT&T INC | 75,000.00 | 80,138.25 | ||||
| AT&T INC | 25,000.00 | 24,831.50 | ||||
| BANK OF AMERICA CORP | 47,000.00 | 47,695.60 | ||||
| BANK OF AMERICA CORP | 100,000.00 | 108,682.00 | ||||
| BAXALTA INC | 30,000.00 | 30,427.50 | ||||
| BECTON DICKINSON AND CO | 26,000.00 | 26,537.94 | ||||
| BECTON DICKINSON AND CO | 18,000.00 | 19,051.38 | ||||
| BIOGEN INC | 29,000.00 | 29,874.06 | ||||
| BP CAPITAL MARKETS PLC | 95,000.00 | 96,013.93 | ||||
| BRITISH TELECOM PLC | 15,000.00 | 23,516.10 | ||||
| CANADIAN PACIFIC PR CO | 69,000.00 | 74,818.77 | ||||
| CAS 2014-C01 M1 | 52,293.92 | 52,309.62 | ||||
| CAS 2014-C02 1M1 | 52,450.17 | 52,058.87 | ||||
| CAS 2014-C04 2M1 | 35,358.52 | 35,524.76 | ||||
| CAS 2014-CO4 1M1 | 64,605.30 | 65,018.63 | ||||
| CAS 2015-C03 1M1 | 60,288.86 | 60,324.18 | ||||
| CAS 2015-C03 2M1 | 104,364.60 | 104,438.78 | ||||
| CAS 2015-CO2 2M1 | 59,010.40 | 59,046.77 | ||||
| CAS 2016-C01 1M1 | 86,208.09 | 86,517.49 | ||||
| CAS 2016-C01 2M1 | 37,730.60 | 37,951.12 | ||||
| CAS 2016-C02 1M1 | 103,398.75 | 104,602.19 | ||||
| CBS CORP | 50,000.00 | 51,709.00 | ||||
| CCO SAFARI II LLC | 30,000.00 | 30,803.40 | ||||
| CCO SAFARI II LLC | 30,000.00 | 31,749.30 | ||||
| COMM 2013-CR6 A2 | 235,000.00 | 236,089.76 | ||||
| COMM 2013-CR6 D | 100,000.00 | 88,783.11 | ||||
| COMM 2014-KYO A | 100,000.00 | 99,497.50 | ||||
| COMM 2014-SAVA A | 54,403.98 | 53,564.87 | ||||
| CONOCOPHILLIPS | 65,000.00 | 70,737.55 | ||||
| COX COMMUNICATIONS INC | 24,000.00 | 22,520.88 | ||||
| DEVON ENERGY CORP | 45,000.00 | 37,233.00 | ||||
| DISCOVERY COMMUNICATIONS | 21,000.00 | 20,261.85 | ||||
| DOW CHEMICAL | 34,000.00 | 40,251.58 | ||||
| EBAY INC | 20,000.00 | 20,599.40 | ||||
| ECOPETROL SA | 20,000.00 | 18,570.00 | ||||
| ECOPETROL SA | 26,000.00 | 20,930.00 | ||||
| EL FONDO MIVIVIENDA SA | 150,000.00 | 148,350.00 | ||||
| ENERGY TRANSFER PARTNERS | 55,000.00 | 54,355.40 | ||||
| ENERGY TRANSFER PARTNERS | 19,000.00 | 17,197.09 | ||||
| ENLINK MIDSTREAM PARTNER | 80,000.00 | 68,328.00 | ||||
| ENTERGY CORP | 51,000.00 | 53,776.44 | ||||
| ENTERPRISE PRODUCTS OPER | 100,000.00 | 100,489.00 | ||||
| EOG RESOURCES | 150,000.00 | 159,501.00 | ||||
| EXELON GENERATION CO LLC | 80,000.00 | 83,744.80 | ||||
| FORD MOTOR CREDIT CO | 200,000.00 | 226,920.00 | ||||
| GENERAL MOTORS FINL CO | 4,000.00 | 4,070.00 | ||||
| GENERAL MOTORS FINL CO | 60,000.00 | 60,877.80 | ||||
| GLENCORE FUNDING LLC | 39,000.00 | 37,600.68 | ||||
| GLENCORE FUNDING LLC | 22,000.00 | 18,590.00 | ||||
| GLENCORE FUNDING LLC | 30,000.00 | 24,750.00 | ||||
| GOLDMAN SACHS GROUP INC | 90,000.00 | 91,846.80 | ||||
| GOLDMAN SACHS GROUP INC | 30,000.00 | 30,464.55 | ||||
| GSMS 2011-GC5 D | 75,000.00 | 74,083.75 | ||||
| GSMS 2013-G1 A1 | 71,097.61 | 69,918.59 | ||||
| GSMS 2013-G1 A2 | 115,000.00 | 117,630.88 | ||||
| HALLIBURTON CO | 35,000.00 | 35,751.10 | ||||
| HEWLETT-PACKARD CO | 14,000.00 | 14,631.26 | ||||
| HEWLETT-PACKARD CO | 30,000.00 | 31,683.30 | ||||
| HJ HEINZ CO | 45,000.00 | 46,029.60 | ||||
| HP ENTERPRISE CO | 60,000.00 | 60,648.00 | ||||
| JPMCC 2014- INN A | 100,000.00 | 98,511.29 | ||||
| JPMORGAN CHASE & CO | 35,000.00 | 38,265.50 | ||||
| KINDER MORGAN ENER PART | 60,000.00 | 55,507.20 | ||||
| KINDER MORGAN INC | 46,000.00 | 47,443.02 | ||||
| KLA-TENCOR CORP | 55,000.00 | 58,015.10 | ||||
| KOHL'S CORP | 35,000.00 | 28,697.55 | ||||
| LLOYDS TSB BANK PLC | 100,000.00 | 112,104.00 | ||||
| MARATHON OIL CORP | 16,000.00 | 15,115.04 | ||||
| MARRIOTT INTERNATIONAL | 95,000.00 | 95,242.25 | ||||
| MCGRAW HILL FINANCIAL | 58,000.00 | 63,513.48 | ||||
| MEDTRONIC INC | 85,000.00 | 90,304.85 | ||||
| MLMT 2006-C2 A1A | 35,277.09 | 35,267.76 | ||||
| MONONGAHELA POWER CO | 40,000.00 | 42,869.60 | ||||
| MORGAN STANLEY | 10,000.00 | 10,063.90 | ||||
| MORGAN STANLEY | 35,000.00 | 36,498.14 | ||||
| MOSAIC CO | 26,000.00 | 27,281.28 | ||||
| MURRAY ST INV TRUST I | 13,000.00 | 13,271.83 | ||||
| NEWELL RUBBERMAID INC | 50,000.00 | 51,162.00 | ||||
| NEWELL RUBBERMAID INC | 22,000.00 | 22,799.70 | ||||
| NISSAN MOTOR ACCEPTANCE | 95,000.00 | 96,075.97 | ||||
| NOBLE ENERGY INC | 75,000.00 | 84,191.25 | ||||
| NOMURA HOLDINGS INC | 109,000.00 | 109,285.58 | ||||
| ONEOK PARTNERS LP | 20,000.00 | 19,978.20 | ||||
| PENSKE TRUCK LEASING/PTL | 80,000.00 | 79,630.24 | ||||
| PETROLEOS MEXICANOS | 105,000.00 | 95,970.00 | ||||
| PETROLEOS MEXICANOS | 15,000.00 | 13,968.75 | ||||
| PHILIP MORRIS INTERNATIO | 28,000.00 | 27,450.92 | ||||
| PLAINS ALL AMER PIPELINE | 64,000.00 | 56,442.88 | ||||
| PRUDENTIAL FINANCIAL INC | 76,000.00 | 79,990.00 | ||||
| QUALCOMM INC | 75,000.00 | 76,885.50 | ||||
| RABOBANK CAP FD TRST III | 80,000.00 | 79,950.40 | ||||
| REYNOLDS AMERICAN INC | 60,000.00 | 65,619.60 | ||||
| REYNOLDS AMERICAN INC | 18,000.00 | 21,725.46 | ||||
| RIO TINTO FIN USA LTD | 69,000.00 | 68,318.97 | ||||
| RSO 2014-CRE2 A | 63,300.33 | 62,322.71 | ||||
| SBA TOWER TRUST | 25,000.00 | 24,982.76 | ||||
| SBA TOWER TRUST | 25,000.00 | 24,965.85 | ||||
| SCHLUMBERGER HLDGS CORP | 70,000.00 | 70,772.80 | ||||
| SEAGATE HDD CAYMAN | 28,000.00 | 21,320.32 | ||||
| SOUTHERN CAL EDISON | 73,000.00 | 79,494.81 | ||||
| SOUTHWEST AIRLINES CO | 90,000.00 | 92,096.10 | ||||
| SOUTHWESTERN ENERGY CO | 39,000.00 | 30,810.00 | ||||
| SRPT 2014-STAR A | 100,000.00 | 98,786.85 | ||||
| STACR 2015-DNA2 M1 | 200,396.03 | 200,461.03 | ||||
| STACR 2015-HQ1 M2 | 250,000.00 | 252,987.72 | ||||
| STACR 2016-DNA2 M1 | 250,000.00 | 250,180.45 | ||||
| SUAM FINANCE BV | 100,000.00 | 100,960.30 | ||||
| SVENSKA HANDELSBANKEN AB | 250,000.00 | 253,600.00 | ||||
| TECO FINANCE INC | 50,000.00 | 54,494.00 | ||||
| TIME WARNER CABLE INC | 20,000.00 | 20,789.40 | ||||
| TIME WARNER INC | 95,000.00 | 98,609.05 | ||||
| TIME WARNER INC | 30,000.00 | 30,961.20 | ||||
| TRANS-ALLEGHENY INTERSTA | 28,000.00 | 29,170.98 | ||||
| TYSON FOODS INC | 18,000.00 | 18,409.32 | ||||
| UNION ELECTRIC CO | 25,000.00 | 28,181.50 | ||||
| VERISON COMMUNICATIONS | 27,000.00 | 28,204.20 | ||||
| VERIZON COMMUNICATIONS | 160,000.00 | 177,067.20 | ||||
| VIACOM INC | 18,000.00 | 17,886.78 | ||||
| WILLIAMS PARTNERS LP | 100,000.00 | 90,573.00 | ||||
| WILLIAMS PARTNERS LP | 25,000.00 | 21,421.25 | ||||
| YAMANA GOLD INC | 38,000.00 | 35,763.32 | ||||
| 小計 | 銘柄数:129 | 8,138,184.25 | 8,246,517.73 | |||
| (908,436,393) | ||||||
| 組入時価比率:29.5% | 29.6% | |||||
| カナダドル | BELL CANADA | 18,000.00 | 18,772.56 | |||
| BELL CANADA | 28,000.00 | 29,371.16 | ||||
| BELL CANADA | 20,000.00 | 22,634.20 | ||||
| ROGERS COMMUNICATIONS IN | 35,000.00 | 37,896.95 | ||||
| 小計 | 銘柄数:4 | 101,000.00 | 108,674.87 | |||
| (9,125,428) | ||||||
| 組入時価比率:0.3% | 0.3% | |||||
| ユーロ | AMGEN INC | 100,000.00 | 101,992.00 | |||
| ANHEUSER BUSCH INBEV NV | 65,000.00 | 65,478.14 | ||||
| ANHEUSER BUSCH INBEV NV | 65,000.00 | 65,859.95 | ||||
| BANCO DE SABADELL SA | 100,000.00 | 102,782.80 | ||||
| BANCO POPULAR ESPANOL SA | 100,000.00 | 103,775.10 | ||||
| BANK OF IRELAND MTGE BNK | 115,000.00 | 116,850.81 | ||||
| BARCLAYS PLC | 105,000.00 | 101,411.83 | ||||
| BERKSHIRE HATHAWAY INC | 100,000.00 | 95,790.60 | ||||
| CARNIVAL CORP | 100,000.00 | 102,984.90 | ||||
| COMMONWEALTH BANK AUSTRA | 150,000.00 | 174,053.55 | ||||
| CREDIT AGRICOLE HOME LOA | 100,000.00 | 107,669.40 | ||||
| CREDIT SUISSE GUERNSEY | 100,000.00 | 102,933.90 | ||||
| DANSKE BANK AS | 100,000.00 | 101,570.70 | ||||
| DEUTSCHE TELEKOM INT FIN | 27,000.00 | 27,214.11 | ||||
| DEXIA CREDIT LOCAL | 300,000.00 | 326,001.00 | ||||
| DEXIA CREDIT LOCAL | 50,000.00 | 51,059.60 | ||||
| DH EUROPE FINANCE SA | 100,000.00 | 105,269.50 | ||||
| DONG ENERGY AS | 50,000.00 | 61,641.25 | ||||
| FEDEX CORP | 100,000.00 | 99,429.20 | ||||
| HSBC HOLDINGS PLC | 100,000.00 | 101,589.80 | ||||
| KRAFT HEINZ | 100,000.00 | 100,719.70 | ||||
| NATIONAL BANK OF CANADA | 100,000.00 | 106,852.10 | ||||
| NATIONWIDE BLDG SOCIETY | 140,000.00 | 141,769.18 | ||||
| NATIONWIDE BLDG SOCIETY | 110,000.00 | 114,671.15 | ||||
| NORDEA BANK FINLAND PLC | 100,000.00 | 107,160.40 | ||||
| NORDEA BANK FINLAND PLC | 115,000.00 | 121,316.83 | ||||
| TURKIYE VAKIFLAR BANKASI | 100,000.00 | 98,977.70 | ||||
| WESTPAC BANKING CORP | 105,000.00 | 107,345.80 | ||||
| 小計 | 銘柄数:28 | 2,897,000.00 | 3,014,171.00 | |||
| (369,838,781) | ||||||
| 組入時価比率:12.0% | 12.1% | |||||
| 英ポンド | MUFG CAPITAL FIN 5 LTD | 50,000.00 | 51,752.50 | |||
| RWE FINANCE BV | 45,000.00 | 51,483.19 | ||||
| 小計 | 銘柄数:2 | 95,000.00 | 103,235.69 | |||
| (16,623,010) | ||||||
| 組入時価比率:0.5% | 0.5% | |||||
| 社債券計 | 1,304,023,612 | |||||
| (1,304,023,612) | ||||||
| 合計 | 3,069,156,788 | |||||
| (2,873,099,497) | ||||||
(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。
