有価証券報告書(内国投資信託受益証券)-第40期(平成29年5月26日-平成29年11月27日)
(4)【附属明細表】
第1.有価証券明細表
(1)株式 (平成29年11月27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29年11月27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29年11月27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29年11月27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345回利付国債(10年) | 23,250,000 | 23,449,950 | |
| 第347回利付国債(10年) | 29,000,000 | 29,207,350 | |||
| 第143回利付国債(20年) | 12,000,000 | 14,293,080 | |||
| 第150回利付国債(20年) | 51,850,000 | 60,205,627 | |||
| 第158回利付国債(20年) | 5,400,000 | 5,376,888 | |||
| 第20回利付国債(物価連動・10年) | 12,100,000 | 12,730,978 | |||
| 第21回利付国債(物価連動・10年) | 127,700,000 | 134,493,204 | |||
| 小計 | 銘柄数:7 | 261,300,000 | 279,757,077 | ||
| 組入時価比率:10.1% | 10.0% | ||||
| 米ドル | US TREASURY | 160,000.00 | 157,624.99 | ||
| US TREASURY | 200,000.00 | 200,312.50 | |||
| US TREASURY | 50,000.00 | 47,328.12 | |||
| US TREASURY | 415,000.00 | 403,587.50 | |||
| US TREASURY | 245,000.00 | 243,009.37 | |||
| US TREASURY | 170,000.00 | 168,432.80 | |||
| US TREASURY | 75,600.00 | 97,689.37 | |||
| US TREASURY | 79,500.00 | 83,226.56 | |||
| US TREASURY | 65,000.00 | 61,617.97 | |||
| US TREASURY | 250,000.00 | 255,507.80 | |||
| US TREASURY | 125,000.00 | 130,937.50 | |||
| US TSY INFL IX N/B | 503,000.00 | 517,300.59 | |||
| US TSY INFL IX N/B | 270,000.00 | 280,100.30 | |||
| 小計 | 銘柄数:13 | 2,608,100.00 | 2,646,675.37 | ||
| (295,527,771) | |||||
| 組入時価比率:10.7% | 10.6% | ||||
| カナダドル | CANADIAN GOVERNMENT | 485,000.00 | 507,668.90 | ||
| CANADIAN GOVERNMENT | 380,000.00 | 350,740.00 | |||
| 小計 | 銘柄数:2 | 865,000.00 | 858,408.90 | ||
| (75,402,637) | |||||
| 組入時価比率:2.7% | 2.7% | ||||
| メキシコペソ | MEXICAN BONOS | 6,935,000.00 | 7,088,852.97 | ||
| MEXICAN BONOS | 5,250,000.00 | 5,156,077.50 | |||
| MEXICAN BONOS | 3,895,100.00 | 4,515,063.58 | |||
| MEXICAN BONOS | 2,410,000.00 | 2,191,153.44 | |||
| MEXICAN BONOS | 2,010,000.00 | 2,056,933.50 | |||
| 小計 | 銘柄数:5 | 20,500,100.00 | 21,008,080.99 | ||
| (126,468,647) | |||||
| 組入時価比率:4.6% | 4.5% | ||||
| ウルグアイペソ | REPUBLIC OF URUGUAY | 697,000.00 | 691,795.08 | ||
| 小計 | 銘柄数:1 | 697,000.00 | 691,795.08 | ||
| (2,656,493) | |||||
| 組入時価比率:0.1% | 0.1% | ||||
| ユーロ | BELGIUM KINGDOM | 97,502.00 | 113,581.93 | ||
| BELGIUM KINGDOM | 190,938.00 | 194,719.33 | |||
| BUNDESREPUB.DEUTSCHLAND | 336,070.00 | 443,755.22 | |||
| BUNDESREPUB.DEUTSCHLAND | 140,000.00 | 186,586.26 | |||
| BUONI POLIENNALI DEL TES | 265,000.00 | 273,933.15 | |||
| BUONI POLIENNALI DEL TES | 325,000.00 | 337,906.40 | |||
| BUONI POLIENNALI DEL TES | 667,000.00 | 692,193.92 | |||
| BUONI POLIENNALI DEL TES | 125,000.00 | 154,531.62 | |||
| BUONI POLIENNALI DEL TES | 30,000.00 | 35,899.17 | |||
| BUONI POLIENNALI DEL TES | 85,000.00 | 91,934.30 | |||
| FRENCH TREASURY | 230,000.00 | 274,797.33 | |||
| IRISH GOVERNMENT | 149,500.00 | 154,467.88 | |||
| SPAINSH GOVERNMENT | 250,000.00 | 252,186.25 | |||
| SPANISH GOVERNMENT | 90,000.00 | 101,607.66 | |||
| SPANISH GOVERNMENT | 2,000.00 | 2,782.80 | |||
| SPANISH GOVERNMENT | 119,000.00 | 122,739.81 | |||
| 小計 | 銘柄数:16 | 3,102,010.00 | 3,433,623.03 | ||
| (456,843,544) | |||||
| 組入時価比率:16.6% | 16.4% | ||||
| 英ポンド | UK TREASURY | 319,000.00 | 341,677.71 | ||
| UK TREASURY | 160,000.00 | 164,628.16 | |||
| UK TREASURY | 10,000.00 | 14,604.00 | |||
| UK TREASURY | 7,000.00 | 10,771.26 | |||
| UK TREASURY | 15,000.00 | 19,390.80 | |||
| 小計 | 銘柄数:5 | 511,000.00 | 551,071.93 | ||
| (81,988,481) | |||||
| 組入時価比率:3.0% | 2.9% | ||||
| スウェーデンクローナ | SWEDISH GOVERNMENT | 2,010,000.00 | 2,352,021.60 | ||
| 小計 | 銘柄数:1 | 2,010,000.00 | 2,352,021.60 | ||
| (31,658,210) | |||||
| 組入時価比率:1.1% | 1.1% | ||||
| ポーランドズロチ | POLAND GOVERNMENT | 340,000.00 | 383,897.40 | ||
| POLAND GOVERNMENT | 820,000.00 | 872,488.20 | |||
| 小計 | 銘柄数:2 | 1,160,000.00 | 1,256,385.60 | ||
| (39,701,784) | |||||
| 組入時価比率:1.4% | 1.4% | ||||
| ロシアルーブル | RUSSIAN GOVERNMENT | 9,805,000.00 | 9,616,253.75 | ||
| RUSSIAN GOVERNMENT | 2,210,000.00 | 2,173,800.20 | |||
| 小計 | 銘柄数:2 | 12,015,000.00 | 11,790,053.95 | ||
| (22,519,003) | |||||
| 組入時価比率:0.8% | 0.8% | ||||
| オーストラリアドル | AUSTRALIAN GOVERNMENT | 135,000.00 | 128,451.69 | ||
| 小計 | 銘柄数:1 | 135,000.00 | 128,451.69 | ||
| (10,915,824) | |||||
| 組入時価比率:0.4% | 0.4% | ||||
| ニュージーランドドル | NEW ZEALAND GOVERNMENT | 320,000.00 | 370,296.00 | ||
| NEW ZEALAND I/L | 84,000.00 | 92,811.60 | |||
| NEW ZEALAND I/L | 205,000.00 | 224,423.75 | |||
| 小計 | 銘柄数:3 | 609,000.00 | 687,531.35 | ||
| (52,747,405) | |||||
| 組入時価比率:1.9% | 1.9% | ||||
| マレーシアリンギット | MALAYSIAN GOVERNMENT | 275,000.00 | 277,684.00 | ||
| 小計 | 銘柄数:1 | 275,000.00 | 277,684.00 | ||
| (7,533,566) | |||||
| 組入時価比率:0.3% | 0.3% | ||||
| 南アフリカランド | REPUBLIC OF SOUTH AFRICA | 225,474.00 | 177,849.90 | ||
| REPUBLIC OF SOUTH AFRICA | 1,093,328.00 | 932,275.31 | |||
| 小計 | 銘柄数:2 | 1,318,802.00 | 1,110,125.21 | ||
| (8,769,989) | |||||
| 組入時価比率:0.3% | 0.3% | ||||
| 国債証券計 | 1,492,490,431 | ||||
| (1,212,733,354) | |||||
| 地方債証券 | 米ドル | CALIFORNIA ST | 90,000.00 | 139,942.80 | |
| TEXAS ST TRANSN COMMN | 100,000.00 | 122,064.00 | |||
| 小計 | 銘柄数:2 | 190,000.00 | 262,006.80 | ||
| (29,255,679) | |||||
| 組入時価比率:1.1% | 1.0% | ||||
| カナダドル | PROVINCE OF ONTARIO | 32,000.00 | 32,577.60 | ||
| PROVINCE OF ONTARIO | 19,000.00 | 18,965.80 | |||
| PROVINCE OF ONTARIO | 265,000.00 | 267,430.05 | |||
| PROVINCE OF QUEBEC | 45,000.00 | 46,318.50 | |||
| 小計 | 銘柄数:4 | 361,000.00 | 365,291.95 | ||
| (32,087,244) | |||||
| 組入時価比率:1.2% | 1.1% | ||||
| 地方債証券計 | 61,342,923 | ||||
| (61,342,923) | |||||
| 特殊債券 | 米ドル | FANNIE MAE | 75,000.00 | 72,150.00 | |
| FNMA 30 YR 357854 | 185,563.08 | 206,882.21 | |||
| FNMA 30 YR TBA 38618 | 430,000.00 | 442,060.16 | |||
| FNMA 30 YR TBA 40614 | 1,465,000.00 | 1,534,930.88 | |||
| 小計 | 銘柄数:4 | 2,155,563.08 | 2,256,023.25 | ||
| (251,907,556) | |||||
| 組入時価比率:9.1% | 9.0% | ||||
| カナダドル | CANADA HOUSING TRUST | 525,000.00 | 529,578.00 | ||
| CANADA HOUSING TRUST | 600,000.00 | 584,328.00 | |||
| 小計 | 銘柄数:2 | 1,125,000.00 | 1,113,906.00 | ||
| (97,845,503) | |||||
| 組入時価比率:3.5% | 3.5% | ||||
| 特殊債券計 | 349,753,059 | ||||
| (349,753,059) | |||||
| 社債券 | 米ドル | ABBVIE INC | 20,000.00 | 20,061.20 | |
| AT&T INC | 40,000.00 | 41,467.20 | |||
| AT&T INC | 30,000.00 | 30,731.10 | |||
| AT&T INC | 40,000.00 | 40,034.80 | |||
| AT&T INC | 36,000.00 | 35,464.32 | |||
| AT&T INC | 39,000.00 | 39,748.80 | |||
| AT&T INC | 40,000.00 | 40,189.20 | |||
| BANK OF AMERICA CORP | 47,000.00 | 49,509.33 | |||
| BANK OF AMERICA CORP | 65,000.00 | 67,128.75 | |||
| BROADCOM CRP / CAYMN FI | 14,000.00 | 13,941.20 | |||
| BROADCOM CRP / CAYMN FI | 27,000.00 | 26,514.00 | |||
| CAS 2014-C01 M1 | 22,504.78 | 22,690.72 | |||
| CAS 2014-C02 1M1 | 21,515.62 | 21,580.31 | |||
| CAS 2014-C04 2M2 | 61,614.49 | 68,977.55 | |||
| CAS 2016-C01 1M1 | 42,463.16 | 42,812.34 | |||
| CAS 2016-C01 2M1 | 15,593.88 | 15,702.28 | |||
| CAS 2016-C02 1M1 | 54,186.52 | 54,715.08 | |||
| CAS 2016-C04 1M1 | 39,308.65 | 39,671.17 | |||
| CAS 2017-C02 2M1 | 57,514.33 | 57,957.12 | |||
| CELGENE CORP | 41,000.00 | 40,713.41 | |||
| CELGENE CORP | 48,000.00 | 47,819.04 | |||
| CHARTER COMM OPT LLC/CAP | 30,000.00 | 30,485.10 | |||
| CHARTER COMM OPT LLC/CAP | 65,000.00 | 68,918.20 | |||
| CITIGROUP INC | 140,000.00 | 144,159.40 | |||
| COMM 2013-CR6 A2 | 28,607.25 | 28,598.25 | |||
| COMM 2013-CR6 D | 100,000.00 | 91,288.77 | |||
| COX COMMUNICATIONS INC | 24,000.00 | 23,618.16 | |||
| DOW CHEMICAL | 34,000.00 | 37,059.32 | |||
| EL FONDO MIVIVIENDA SA | 150,000.00 | 151,875.00 | |||
| ENERGY TRANSFER PARTNERS | 55,000.00 | 57,844.05 | |||
| ENERGY TRANSFER PARTNERS | 19,000.00 | 19,138.13 | |||
| ENLINK MIDSTREAM PARTNER | 80,000.00 | 81,055.20 | |||
| GENERAL MOTORS FINL CO | 12,000.00 | 13,073.76 | |||
| GLENCORE FUNDING LLC | 22,000.00 | 22,781.66 | |||
| GLENCORE FUNDING LLC | 30,000.00 | 30,363.60 | |||
| GOLDMAN SACHS GROUP INC | 32,000.00 | 32,748.80 | |||
| GSMS 2011-GC5 D | 75,000.00 | 73,648.58 | |||
| GSMS 2013-G1 A1 | 56,219.46 | 54,662.11 | |||
| GSMS 2013-G1 A2 | 115,000.00 | 113,915.28 | |||
| HERTZ 2016-1A A | 100,000.00 | 99,797.55 | |||
| HESS CORP | 50,000.00 | 50,151.00 | |||
| HEWLETT-PACKARD CO | 14,000.00 | 14,759.64 | |||
| HEWLETT-PACKARD CO | 30,000.00 | 32,155.80 | |||
| HP ENTERPRISE CO | 25,000.00 | 25,534.50 | |||
| JPMORGAN CHASE & CO | 139,000.00 | 143,038.78 | |||
| KINDER MORGAN ENER PART | 60,000.00 | 60,411.60 | |||
| KINDER MORGAN INC/DE | 46,000.00 | 49,156.06 | |||
| KLA-TENCOR CORP | 55,000.00 | 59,785.55 | |||
| LLOYDS TSB BANK PLC | 100,000.00 | 109,882.00 | |||
| MONONGAHELA POWER CO | 40,000.00 | 42,614.80 | |||
| MOSAIC CO | 18,000.00 | 19,384.56 | |||
| ONEOK PARTNERS LP | 20,000.00 | 20,169.60 | |||
| PENSKE TRUCK LEASING/PTL | 80,000.00 | 81,732.80 | |||
| PETROLEOS MEXICANOS | 54,000.00 | 52,987.50 | |||
| PLAINS ALL AMER PIPELINE | 64,000.00 | 62,644.48 | |||
| REYNOLDS AMERICAN INC | 60,000.00 | 64,354.80 | |||
| REYNOLDS AMERICAN INC | 18,000.00 | 22,188.60 | |||
| S&P GLOBAL INC | 58,000.00 | 62,796.02 | |||
| SANTANDER HOLDINGS USA | 65,000.00 | 66,483.95 | |||
| SBA TOWER TRUST | 25,000.00 | 25,158.69 | |||
| SBA TOWER TRUST | 25,000.00 | 25,382.70 | |||
| SEAGATE HDD CAYMAN | 28,000.00 | 27,230.28 | |||
| SRPT 2014-STAR A | 93,452.85 | 93,654.37 | |||
| STACR 2015-HQ1 M2 | 105,817.11 | 106,578.10 | |||
| STACR 2016-DNA2 M1 | 25,314.87 | 25,322.10 | |||
| SUAM FINANCE BV | 100,000.00 | 106,750.00 | |||
| TECO FINANCE INC | 50,000.00 | 52,905.00 | |||
| TIME WARNER CABLE INC | 20,000.00 | 21,569.80 | |||
| TIME WARNER INC | 95,000.00 | 96,813.55 | |||
| TIME WARNER INC | 30,000.00 | 30,216.60 | |||
| TYSON FOODS INC | 18,000.00 | 18,110.88 | |||
| UNION ELECTRIC CO | 25,000.00 | 26,281.25 | |||
| US BANCORP | 30,000.00 | 32,512.50 | |||
| VALE OVERSEAS LIMITED | 4,000.00 | 4,383.14 | |||
| VERIZON COMMUNICATIONS | 25,000.00 | 26,673.75 | |||
| VERIZON COMMUNICATIONS | 43,000.00 | 40,197.69 | |||
| VMWARE INC | 21,000.00 | 20,867.70 | |||
| WILLIAMS PARTNERS LP | 100,000.00 | 105,848.00 | |||
| WILLIAMS PARTNERS LP | 25,000.00 | 25,572.00 | |||
| YAMANA GOLD INC | 38,000.00 | 39,425.00 | |||
| 小計 | 銘柄数:80 | 3,892,112.97 | 3,984,144.98 | ||
| (444,869,628) | |||||
| 組入時価比率:16.1% | 15.9% | ||||
| カナダドル | BELL CANADA | 18,000.00 | 18,393.12 | ||
| BELL CANADA | 28,000.00 | 28,740.88 | |||
| BELL CANADA | 20,000.00 | 21,990.20 | |||
| ROGERS COMMUNICATIONS IN | 35,000.00 | 37,218.65 | |||
| 小計 | 銘柄数:4 | 101,000.00 | 106,342.85 | ||
| (9,341,155) | |||||
| 組入時価比率:0.3% | 0.3% | ||||
| ユーロ | AMERICAN EXPRESS CREDIT | 100,000.00 | 101,654.20 | ||
| AMGEN INC | 100,000.00 | 103,848.20 | |||
| ANHEUSER BUSCH INBEV NV | 65,000.00 | 68,538.60 | |||
| BANCO DE SABADELL SA | 100,000.00 | 103,102.30 | |||
| BANK OF IRELAND MTGE BNK | 115,000.00 | 117,005.60 | |||
| BARCLAYS PLC | 105,000.00 | 109,585.24 | |||
| BERKSHIRE HATHAWAY INC | 100,000.00 | 101,384.00 | |||
| CARNIVAL CORP | 100,000.00 | 104,816.20 | |||
| CK HUTCHISON FINANCE 16 | 100,000.00 | 98,550.56 | |||
| COMMONWEALTH BANK AUSTRA | 150,000.00 | 169,543.05 | |||
| CREDIT SUISSE GUERNSEY | 100,000.00 | 102,894.50 | |||
| DANSKE BANK AS | 100,000.00 | 101,285.30 | |||
| DEXIA CREDIT LOCAL | 200,000.00 | 213,825.20 | |||
| DEXIA CREDIT LOCAL | 50,000.00 | 51,415.50 | |||
| DH EUROPE FINANCE SA | 100,000.00 | 106,220.80 | |||
| DONG ENERGY AS | 50,000.00 | 59,627.30 | |||
| HSBC HOLDINGS PLC | 100,000.00 | 105,171.30 | |||
| LIBERTY MUTUAL FIN EU | 100,000.00 | 103,571.00 | |||
| MORGAN STANLEY | 100,000.00 | 100,318.00 | |||
| NATIONAL BANK OF CANADA | 100,000.00 | 105,390.10 | |||
| NATIONWIDE BLDG SOCIETY | 110,000.00 | 111,361.47 | |||
| NORDEA BANK FINLAND PLC | 100,000.00 | 103,820.40 | |||
| NORDEA BANK FINLAND PLC | 115,000.00 | 119,219.35 | |||
| TURKIYE VAKIFLAR BANKASI | 100,000.00 | 100,021.15 | |||
| US BANCORP | 100,000.00 | 100,942.30 | |||
| WELLS FARGO & CO | 110,000.00 | 121,723.36 | |||
| WESTPAC BANKING CORP | 105,000.00 | 107,670.88 | |||
| 小計 | 銘柄数:27 | 2,775,000.00 | 2,892,505.86 | ||
| (384,847,904) | |||||
| 組入時価比率:14.0% | 13.8% | ||||
| スウェーデンクローナ | NORDEA HYPOTEK AB | 800,000.00 | 817,606.40 | ||
| SKANDINAVISKA ENSKILDA B | 1,000,000.00 | 1,043,718.00 | |||
| STADSHYPOTEK AB | 1,000,000.00 | 1,042,969.00 | |||
| SWEDBANK HYPOTEK AB | 800,000.00 | 820,430.40 | |||
| 小計 | 銘柄数:4 | 3,600,000.00 | 3,724,723.80 | ||
| (50,134,782) | |||||
| 組入時価比率:1.8% | 1.8% | ||||
| 社債券計 | 889,193,469 | ||||
| (889,193,469) | |||||
| 合計 | 2,792,779,882 | ||||
| (2,513,022,805) | |||||
(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。
