有価証券報告書(内国投資信託受益証券)-第42期(平成30年5月26日-平成30年11月26日)
(4)【附属明細表】
第1.有価証券明細表
(1)株式 (2018年11月26日現在)
該当事項はありません。
(2)株式以外の有価証券 (2018年11月26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 (2018年11月26日現在)
該当事項はありません。
(2)株式以外の有価証券 (2018年11月26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 | 23,456,227 | |
| 第347回利付国債(10年) | 21,300,000 | 21,454,638 | |||
| 第143回利付国債(20年) | 12,000,000 | 14,140,320 | |||
| 第150回利付国債(20年) | 25,400,000 | 29,286,454 | |||
| 第20回利付国債(物価連動・10年) | 12,100,000 | 12,753,720 | |||
| 第21回利付国債(物価連動・10年) | 127,700,000 | 134,866,631 | |||
| 小計 | 銘柄数:6 | 221,750,000 | 235,957,990 | ||
| 組入時価比率:10.2% | 10.0% | ||||
| 米ドル | US TREASURY | 310,000.00 | 299,440.62 | ||
| US TREASURY | 599,200.00 | 569,801.75 | |||
| US TREASURY | 545,700.00 | 515,004.37 | |||
| US TREASURY | 110,000.00 | 103,365.62 | |||
| US TREASURY | 75,600.00 | 89,137.12 | |||
| US TREASURY | 160,000.00 | 190,500.00 | |||
| US TREASURY | 605,000.00 | 516,613.25 | |||
| US TSY INFL IX N/B | 333,800.00 | 345,593.89 | |||
| US TSY INFL IX N/B | 97,000.00 | 95,149.51 | |||
| 小計 | 銘柄数:9 | 2,836,300.00 | 2,724,606.13 | ||
| (307,989,476) | |||||
| 組入時価比率:13.3% | 13.1% | ||||
| カナダドル | CANADIAN GOVERNMENT | 165,000.00 | 160,007.10 | ||
| 小計 | 銘柄数:1 | 165,000.00 | 160,007.10 | ||
| (13,675,806) | |||||
| 組入時価比率:0.6% | 0.6% | ||||
| ウルグアイペソ | REPUBLIC OF URUGUAY | 697,000.00 | 590,707.50 | ||
| 小計 | 銘柄数:1 | 697,000.00 | 590,707.50 | ||
| (2,067,476) | |||||
| 組入時価比率:0.1% | 0.1% | ||||
| ユーロ | BELGIUM KINGDOM | 165,000.00 | 166,587.30 | ||
| BELGIUM KINGDOM | 97,502.00 | 110,860.74 | |||
| BELGIUM KINGDOM | 41,507.00 | 42,020.02 | |||
| BELGIUM KINGDOM | 50,000.00 | 71,623.00 | |||
| BUNDESREPUB.DEUTSCHLAND | 195,000.00 | 199,042.34 | |||
| BUNDESREPUB.DEUTSCHLAND | 82,900.00 | 133,662.98 | |||
| BUNDESREPUB.DEUTSCHLAND | 162,070.00 | 219,964.64 | |||
| BUNDESREPUB.DEUTSCHLAND | 121,000.00 | 166,283.04 | |||
| BUONI POLIENNALI DEL TES | 35,000.00 | 34,187.30 | |||
| BUONI POLIENNALI DEL TES | 150,000.00 | 147,073.50 | |||
| BUONI POLIENNALI DEL TES | 125,000.00 | 140,160.00 | |||
| BUONI POLIENNALI DEL TES | 40,000.00 | 38,349.60 | |||
| BUONI POLIENNALI DEL TES | 340,000.00 | 315,584.60 | |||
| BUONI POLIENNALI DEL TES | 37,000.00 | 33,789.51 | |||
| BUONI POLIENNALI DEL TES | 45,000.00 | 40,905.00 | |||
| FRENCH TREASURY | 200,000.00 | 219,494.00 | |||
| FRENCH TREASURY | 590,000.00 | 596,094.70 | |||
| FRENCH TREASURY | 323,599.00 | 336,588.26 | |||
| FRENCH TREASURY | 105,000.00 | 112,084.35 | |||
| IRISH GOVERNMENT | 149,500.00 | 153,061.09 | |||
| SPANISH GOVERNMENT | 353,000.00 | 370,879.45 | |||
| SPANISH GOVERNMENT | 110,000.00 | 112,655.40 | |||
| 小計 | 銘柄数:22 | 3,518,078.00 | 3,760,950.82 | ||
| (481,890,628) | |||||
| 組入時価比率:20.7% | 20.5% | ||||
| 英ポンド | UK TREASURY | 177,991.00 | 188,677.57 | ||
| UK TREASURY | 55,000.00 | 49,781.60 | |||
| 小計 | 銘柄数:2 | 232,991.00 | 238,459.17 | ||
| (34,543,195) | |||||
| 組入時価比率:1.5% | 1.5% | ||||
| オーストラリアドル | AUSTRALIAN GOVERNMENT | 54,000.00 | 52,174.26 | ||
| 小計 | 銘柄数:1 | 54,000.00 | 52,174.26 | ||
| (4,268,376) | |||||
| 組入時価比率:0.2% | 0.2% | ||||
| ニュージーランドドル | NEW ZEALAND I/L | 84,000.00 | 94,767.96 | ||
| 小計 | 銘柄数:1 | 84,000.00 | 94,767.96 | ||
| (7,251,644) | |||||
| 組入時価比率:0.3% | 0.3% | ||||
| シンガポールドル | SINGAPORE GOVERNMENT | 175,000.00 | 173,420.62 | ||
| 小計 | 銘柄数:1 | 175,000.00 | 173,420.62 | ||
| (14,255,174) | |||||
| 組入時価比率:0.6% | 0.6% | ||||
| マレーシアリンギット | MALAYSIAN GOVERNMENT | 191,000.00 | 193,939.10 | ||
| MALAYSIAN GOVERNMENT | 1,150,000.00 | 1,129,918.70 | |||
| 小計 | 銘柄数:2 | 1,341,000.00 | 1,323,857.80 | ||
| (35,651,490) | |||||
| 組入時価比率:1.5% | 1.5% | ||||
| 国債証券計 | 1,137,551,255 | ||||
| (901,593,265) | |||||
| 地方債証券 | 米ドル | CALIFORNIA ST | 90,000.00 | 127,018.80 | |
| TEXAS ST TRANSN COMMN | 100,000.00 | 112,646.00 | |||
| 小計 | 銘柄数:2 | 190,000.00 | 239,664.80 | ||
| (27,091,708) | |||||
| 組入時価比率:1.2% | 1.2% | ||||
| カナダドル | PROVINCE OF ONTARIO | 32,000.00 | 31,435.52 | ||
| PROVINCE OF ONTARIO | 19,000.00 | 18,286.17 | |||
| PROVINCE OF ONTARIO | 265,000.00 | 256,602.15 | |||
| PROVINCE OF QUEBEC | 45,000.00 | 44,637.30 | |||
| 小計 | 銘柄数:4 | 361,000.00 | 350,961.14 | ||
| (29,996,648) | |||||
| 組入時価比率:1.3% | 1.3% | ||||
| 地方債証券計 | 57,088,356 | ||||
| (57,088,356) | |||||
| 特殊債券 | 米ドル | FANNIE MAE | 75,000.00 | 73,193.25 | |
| FGLMC 30 YR Q59746 | 100,000.00 | 102,613.28 | |||
| FNMA 30 YR 357854 | 160,685.01 | 173,328.01 | |||
| FNMA 30 YR CA 2187 | 62,004.38 | 62,292.60 | |||
| FNMA 30 YR CA 2368 | 252,090.25 | 253,222.68 | |||
| FNMA 30 YR CA 2369 | 132,926.92 | 136,945.88 | |||
| FNMA 30 YR CA 2370 | 208,806.81 | 215,022.06 | |||
| FNMA 30 YR TBA 150 | 339,000.00 | 347,422.04 | |||
| FNMA 30 YR TBA 496 | 150,000.00 | 150,304.67 | |||
| FNMA 30 YR TBA 54 | 200,000.00 | 208,578.12 | |||
| 小計 | 銘柄数:10 | 1,680,513.37 | 1,722,922.59 | ||
| (194,759,169) | |||||
| 組入時価比率:8.4% | 8.3% | ||||
| カナダドル | CANADA HOUSING TRUST | 640,000.00 | 621,420.80 | ||
| 小計 | 銘柄数:1 | 640,000.00 | 621,420.80 | ||
| (53,112,835) | |||||
| 組入時価比率:2.3% | 2.3% | ||||
| ユーロ | CAISSE FRANCAISE DE FIN | 100,000.00 | 98,962.00 | ||
| EURO STABILITY MECHANISM | 225,869.00 | 225,771.87 | |||
| EUROPEAN FINANCIAL STABI | 124,000.00 | 123,671.40 | |||
| 小計 | 銘柄数:3 | 449,869.00 | 448,405.27 | ||
| (57,454,167) | |||||
| 組入時価比率:2.5% | 2.4% | ||||
| 特殊債券計 | 305,326,171 | ||||
| (305,326,171) | |||||
| 社債券 | 米ドル | AHT1 2018-ASHF A | 111,643.92 | 111,616.26 | |
| APPLE INC | 20,000.00 | 20,692.60 | |||
| AT&T INC | 74,000.00 | 68,961.34 | |||
| BANK OF AMERICA CORP | 47,000.00 | 46,701.08 | |||
| BANK OF NOVA SCOTIA | 16,000.00 | 16,333.76 | |||
| BAT CAPITAL CORP | 60,000.00 | 55,734.00 | |||
| BROADCOM CRP / CAYMN FI | 14,000.00 | 13,353.90 | |||
| BROADCOM CRP / CAYMN FI | 27,000.00 | 24,496.29 | |||
| BX 2018-EXCL A | 35,000.00 | 34,825.32 | |||
| CAS 2014-C01 M1 | 9,877.26 | 9,908.73 | |||
| CAS 2014-C02 1M1 | 7,546.23 | 7,551.53 | |||
| CAS 2014-C04 2M2 | 49,221.60 | 55,389.57 | |||
| CAS 2015-C01 2M2 | 51,576.25 | 55,345.44 | |||
| CAS 2016-C01 1M1 | 7,341.06 | 7,349.15 | |||
| CAS 2016-C01 1M2 | 35,834.00 | 42,559.91 | |||
| CAS 2016-C02 1M1 | 11,022.93 | 11,041.78 | |||
| CAS 2016-C02 1M2 | 17,629.00 | 20,458.53 | |||
| CAS 2016-C04 1M1 | 19,899.63 | 19,981.09 | |||
| CAS 2016-C04 1M2 | 55,024.00 | 61,606.80 | |||
| CAS 2017-C02 2M1 | 41,210.46 | 41,335.99 | |||
| CBS CORP | 20,000.00 | 20,812.40 | |||
| CELGENE CORP | 41,000.00 | 38,833.15 | |||
| CELGENE CORP | 45,000.00 | 43,432.20 | |||
| CHARTER COMM OPT LLC/CAP | 30,000.00 | 30,018.30 | |||
| CHARTER COMM OPT LLC/CAP | 65,000.00 | 64,791.35 | |||
| COMCAST CORP | 25,000.00 | 24,178.25 | |||
| COMM 2013-CR6 D | 100,000.00 | 95,309.20 | |||
| COX COMMUNICATIONS INC | 24,000.00 | 22,869.36 | |||
| CREDIT AGRICOLE CIB | 74,000.00 | 73,723.98 | |||
| CVS HEALTH CORP | 50,000.00 | 48,878.00 | |||
| DOWDUPONT INC | 40,000.00 | 40,113.60 | |||
| DTAOT 2018-1A A | 5,811.86 | 5,801.11 | |||
| ENERGY TRANSFER PARTNERS | 55,000.00 | 55,577.50 | |||
| ENERGY TRANSFER PARTNERS | 19,000.00 | 18,367.11 | |||
| ENLINK MIDSTREAM PARTNER | 80,000.00 | 72,941.60 | |||
| EQUIFAX INC | 85,000.00 | 82,347.15 | |||
| FCAT 2018-3 D | 36,000.00 | 35,894.61 | |||
| GENERAL MOTORS CO | 25,000.00 | 21,591.75 | |||
| GENERAL MOTORS FINL CO | 115,000.00 | 114,395.10 | |||
| GLENCORE FUNDING LLC | 11,000.00 | 10,870.64 | |||
| GLENCORE FUNDING LLC | 30,000.00 | 28,456.80 | |||
| GSMS 2011-GC5 D | 75,000.00 | 73,144.37 | |||
| GSMS 2013-G1 A1 | 45,783.84 | 44,551.97 | |||
| GSMS 2013-G1 A2 | 115,000.00 | 113,137.88 | |||
| HALFMOON PARENT INC | 20,000.00 | 19,733.40 | |||
| HALFMOON PARENT INC | 25,000.00 | 24,714.50 | |||
| HARLEY-DAVIDSON FINL SER | 48,000.00 | 48,049.44 | |||
| HERTZ 2016-1A A | 100,000.00 | 99,754.62 | |||
| HESS CORP | 50,000.00 | 45,884.00 | |||
| IHSFR 2018-SFR4 A | 100,000.00 | 100,062.73 | |||
| KINDER MORGAN ENER PART | 60,000.00 | 58,104.00 | |||
| KLA-TENCOR CORP | 80,000.00 | 80,602.40 | |||
| KLA-TENCOR CORP | 55,000.00 | 55,919.60 | |||
| LLOYDS TSB BANK PLC | 100,000.00 | 104,125.00 | |||
| MARATHON PETROLEUM CORP | 60,000.00 | 61,497.00 | |||
| MARATHON PETROLEUM CORP | 25,000.00 | 22,633.25 | |||
| MOLEX ELECTRONICS TECH | 120,000.00 | 118,509.60 | |||
| MONONGAHELA POWER CO | 40,000.00 | 40,765.20 | |||
| MSBAM 2013-C11 AS | 110,000.00 | 111,775.77 | |||
| OCCIDENTAL PETROLEUM COR | 25,000.00 | 23,184.50 | |||
| PENSKE TRUCK LEASING/PTL | 80,000.00 | 78,655.20 | |||
| PLAINS ALL AMER PIPELINE | 64,000.00 | 60,437.76 | |||
| RETL 2018-RVP A | 58,247.81 | 58,100.96 | |||
| REYNOLDS AMERICAN INC | 50,000.00 | 52,072.00 | |||
| REYNOLDS AMERICAN INC | 60,000.00 | 59,061.00 | |||
| S&P GLOBAL INC | 58,000.00 | 59,268.46 | |||
| SANTANDER HOLDINGS USA | 65,000.00 | 60,349.90 | |||
| SBA TOWER TRUST | 25,000.00 | 24,901.32 | |||
| SBA TOWER TRUST | 25,000.00 | 24,689.34 | |||
| SEAGATE HDD CAYMAN | 28,000.00 | 25,665.92 | |||
| SRPT 2014-STAR A | 90,938.75 | 90,950.42 | |||
| STACR 2015-HQ1 M2 | 17,610.48 | 17,635.88 | |||
| SURA ASSET MANAGEMENT | 100,000.00 | 98,375.00 | |||
| SYNCHRONY FINANCIAL | 45,000.00 | 41,348.70 | |||
| TECO FINANCE INC | 50,000.00 | 50,892.00 | |||
| TIME WARNER CABLE LLC | 60,000.00 | 60,737.40 | |||
| TIME WARNER INC | 95,000.00 | 91,441.30 | |||
| TIME WARNER INC | 30,000.00 | 28,367.70 | |||
| TYSON FOODS INC | 25,000.00 | 22,242.50 | |||
| UNION ELECTRIC CO | 25,000.00 | 25,157.75 | |||
| UNITEDHEALTH GROUP INC | 20,000.00 | 20,759.80 | |||
| US BANCORP | 30,000.00 | 28,953.60 | |||
| VDC 2018-1A A2 | 74,437.50 | 74,774.11 | |||
| WABTEC CORP | 16,000.00 | 15,472.64 | |||
| WILLIAMS PARTNERS LP | 100,000.00 | 100,430.00 | |||
| WILLIAMS PARTNERS LP | 25,000.00 | 24,111.75 | |||
| YAMANA GOLD INC | 38,000.00 | 36,995.28 | |||
| 小計 | 銘柄数:87 | 4,295,656.58 | 4,252,443.15 | ||
| (480,696,173) | |||||
| 組入時価比率:20.7% | 20.4% | ||||
| カナダドル | APPLE INC | 65,000.00 | 62,378.55 | ||
| BELL CANADA | 28,000.00 | 28,109.48 | |||
| BELL CANADA | 20,000.00 | 20,914.40 | |||
| GOLDMAN SACHS GROUP INC | 75,000.00 | 71,892.00 | |||
| MORGAN STANLEY | 100,000.00 | 96,570.00 | |||
| ROGERS COMMUNICATIONS IN | 35,000.00 | 35,676.90 | |||
| 小計 | 銘柄数:6 | 323,000.00 | 315,541.33 | ||
| (26,969,317) | |||||
| 組入時価比率:1.2% | 1.1% | ||||
| ユーロ | ALLIANZ FINANCE II B.V. | 100,000.00 | 99,137.00 | ||
| ANHEUSER BUSCH INBEV NV | 27,000.00 | 27,317.52 | |||
| BANCO DE SABADELL SA | 100,000.00 | 102,187.00 | |||
| BARCLAYS PLC | 110,000.00 | 102,690.50 | |||
| CARNIVAL CORP | 100,000.00 | 102,870.00 | |||
| CK HUTCHISON FINANCE 16 | 100,000.00 | 96,840.00 | |||
| COMMONWEALTH BANK AUSTRA | 150,000.00 | 164,560.50 | |||
| CREDIT SUISSE GUERNSEY | 100,000.00 | 102,077.00 | |||
| DANSKE BANK AS | 100,000.00 | 100,470.00 | |||
| DEXIA CREDIT LOCAL | 200,000.00 | 209,498.00 | |||
| DEXIA CREDIT LOCAL | 50,000.00 | 51,025.50 | |||
| DH EUROPE FINANCE SA | 100,000.00 | 103,965.00 | |||
| GOLDMAN SACHS GROUP INC | 42,000.00 | 40,857.18 | |||
| HSBC HOLDINGS PLC | 100,000.00 | 102,548.00 | |||
| MITSUBISHI UFJ FIN GRP | 100,000.00 | 98,563.00 | |||
| MORGAN STANLEY | 100,000.00 | 96,432.00 | |||
| NATIONAL BANK OF CANADA | 100,000.00 | 103,636.00 | |||
| NORDEA BANK FINLAND PLC | 100,000.00 | 101,112.00 | |||
| NORDEA BANK FINLAND PLC | 115,000.00 | 117,136.70 | |||
| ORSTED A/S | 17,000.00 | 19,329.00 | |||
| TURKIYE VAKIFLAR BANKASI | 100,000.00 | 95,754.44 | |||
| US BANCORP | 100,000.00 | 99,234.00 | |||
| VOLKSWAGEN BANK GMBH | 45,000.00 | 41,955.75 | |||
| VOLKSWAGEN LEASING GMBH | 25,000.00 | 26,020.00 | |||
| WELLS FARGO & CO | 110,000.00 | 118,028.90 | |||
| WESTPAC BANKING CORP | 105,000.00 | 106,644.30 | |||
| 小計 | 銘柄数:26 | 2,396,000.00 | 2,429,889.29 | ||
| (311,341,714) | |||||
| 組入時価比率:13.4% | 13.2% | ||||
| 英ポンド | GATWICK FUNDING LIMITED | 100,000.00 | 113,771.00 | ||
| IBERDROLA FINANZAS SAU | 50,000.00 | 62,324.00 | |||
| YORKSHIRE WATER FINANCE | 50,000.00 | 59,634.50 | |||
| 小計 | 銘柄数:3 | 200,000.00 | 235,729.50 | ||
| (34,147,775) | |||||
| 組入時価比率:1.5% | 1.5% | ||||
| 社債券計 | 853,154,979 | ||||
| (853,154,979) | |||||
| 合計 | 2,353,120,761 | ||||
| (2,117,162,771) | |||||
(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。
