有価証券報告書(内国投資信託受益証券)-第43期(平成30年11月27日-令和1年5月27日)
(4)【附属明細表】
第1.有価証券明細表
(1)株式 (2019年 5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 (2019年 5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 (2019年 5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 (2019年 5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393回利付国債(2年) | 8,650,000 | 8,680,275 | |
| 第354回利付国債(10年) | 35,650,000 | 36,248,563 | |||
| 第62回利付国債(30年) | 15,700,000 | 15,679,590 | |||
| 第143回利付国債(20年) | 12,000,000 | 14,471,760 | |||
| 第150回利付国債(20年) | 25,400,000 | 30,153,102 | |||
| 第158回利付国債(20年) | 12,850,000 | 13,405,377 | |||
| 第159回利付国債(20年) | 12,550,000 | 13,300,239 | |||
| 第20回利付国債(物価連動・10年) | 12,100,000 | 12,631,347 | |||
| 第21回利付国債(物価連動・10年) | 127,700,000 | 133,911,494 | |||
| 小計 | 銘柄数:9 | 262,600,000 | 278,481,747 | ||
| 組入時価比率:12.6% | 11.9% | ||||
| 米ドル | US TREASURY | 58,300.00 | 58,245.34 | ||
| US TREASURY | 75,600.00 | 96,413.62 | |||
| US TREASURY | 242,700.00 | 315,965.06 | |||
| US TREASURY | 45,000.00 | 48,164.06 | |||
| US TSY INFL IX N/B | 167,400.00 | 172,838.12 | |||
| 小計 | 銘柄数:5 | 589,000.00 | 691,626.20 | ||
| (75,733,068) | |||||
| 組入時価比率:3.4% | 3.2% | ||||
| カナダドル | CANADIAN GOVERNMENT | 935,000.00 | 966,107.45 | ||
| 小計 | 銘柄数:1 | 935,000.00 | 966,107.45 | ||
| (78,708,773) | |||||
| 組入時価比率:3.6% | 3.4% | ||||
| ペルーソル | REPUBLIC OF PERU | 271,000.00 | 328,033.30 | ||
| 小計 | 銘柄数:1 | 271,000.00 | 328,033.30 | ||
| (10,736,529) | |||||
| 組入時価比率:0.5% | 0.5% | ||||
| ウルグアイペソ | REPUBLIC OF URUGUAY | 697,000.00 | 576,767.50 | ||
| 小計 | 銘柄数:1 | 697,000.00 | 576,767.50 | ||
| (1,799,514) | |||||
| 組入時価比率:0.1% | 0.1% | ||||
| ユーロ | BELGIUM KINGDOM | 41,507.00 | 43,716.83 | ||
| BELGIUM KINGDOM | 17,679.00 | 18,595.47 | |||
| BELGIUM KINGDOM | 50,000.00 | 77,307.00 | |||
| BELGIUM KINGDOM | 73,900.00 | 78,263.79 | |||
| BUNDESREPUB.DEUTSCHLAND | 404,460.00 | 430,163.43 | |||
| BUNDESREPUB.DEUTSCHLAND | 71,800.00 | 108,049.66 | |||
| BUONI POLIENNALI DEL TES | 175,000.00 | 181,237.00 | |||
| BUONI POLIENNALI DEL TES | 180,000.00 | 181,015.20 | |||
| BUONI POLIENNALI DEL TES | 180,000.00 | 181,612.80 | |||
| BUONI POLIENNALI DEL TES | 40,000.00 | 40,413.20 | |||
| BUONI POLIENNALI DEL TES | 124,000.00 | 124,319.92 | |||
| BUONI POLIENNALI DEL TES | 64,000.00 | 66,879.36 | |||
| BUONI POLIENNALI DEL TES | 183,000.00 | 194,239.86 | |||
| FINNISH GOVERNMENT | 167,000.00 | 171,851.35 | |||
| FRENCH TREASURY | 105,000.00 | 119,838.60 | |||
| IRISH GOVERNMENT | 149,500.00 | 158,777.97 | |||
| NETHERLANDS GOVERNMENT | 63,684.00 | 68,150.15 | |||
| REPUBLIC OF AUSTRIA | 173,000.00 | 178,030.84 | |||
| SPANISH GOVERNMENT | 108,000.00 | 119,683.44 | |||
| SPANISH GOVERNMENT | 244,000.00 | 277,752.52 | |||
| SPANISH GOVERNMENT | 17,000.00 | 20,376.03 | |||
| 小計 | 銘柄数:21 | 2,632,530.00 | 2,840,274.42 | ||
| (348,416,463) | |||||
| 組入時価比率:15.7% | 14.9% | ||||
| 英ポンド | UK TREASURY | 177,991.00 | 191,872.51 | ||
| UK TREASURY | 55,000.00 | 54,662.30 | |||
| 小計 | 銘柄数:2 | 232,991.00 | 246,534.81 | ||
| (34,359,556) | |||||
| 組入時価比率:1.6% | 1.5% | ||||
| ポーランドズロチ | POLAND GOVERNMENT | 2,445,000.00 | 2,479,230.00 | ||
| 小計 | 銘柄数:1 | 2,445,000.00 | 2,479,230.00 | ||
| (70,831,601) | |||||
| 組入時価比率:3.2% | 3.0% | ||||
| ロシアルーブル | RUSSIAN GOVERNMENT | 1,935,000.00 | 1,854,755.55 | ||
| 小計 | 銘柄数:1 | 1,935,000.00 | 1,854,755.55 | ||
| (3,153,084) | |||||
| 組入時価比率:0.1% | 0.1% | ||||
| ニュージーランドドル | NEW ZEALAND I/L | 84,000.00 | 98,630.28 | ||
| 小計 | 銘柄数:1 | 84,000.00 | 98,630.28 | ||
| (7,077,708) | |||||
| 組入時価比率:0.3% | 0.3% | ||||
| シンガポールドル | SINGAPORE GOVERNMENT | 175,000.00 | 178,465.00 | ||
| 小計 | 銘柄数:1 | 175,000.00 | 178,465.00 | ||
| (14,225,445) | |||||
| 組入時価比率:0.6% | 0.6% | ||||
| マレーシアリンギット | MALAYSIAN GOVERNMENT | 1,150,000.00 | 1,145,057.30 | ||
| MALAYSIAN GOVERNMENT | 91,000.00 | 91,579.21 | |||
| MALAYSIAN GOVERNMENT | 49,000.00 | 50,108.08 | |||
| MALAYSIAN GOVERNMENT | 49,000.00 | 49,843.04 | |||
| MALAYSIAN GOVERNMENT | 204,000.00 | 206,156.68 | |||
| MALAYSIAN GOVERNMENT | 191,000.00 | 191,620.55 | |||
| MALAYSIAN GOVERNMENT | 290,000.00 | 291,663.15 | |||
| 小計 | 銘柄数:7 | 2,024,000.00 | 2,026,028.01 | ||
| (52,980,632) | |||||
| 組入時価比率:2.4% | 2.3% | ||||
| インドネシアルピア | INDONESIA GOVERNMENT | 1,762,000,000.00 | 1,756,714,000.00 | ||
| 小計 | 銘柄数:1 | 1,762,000,000.00 | 1,756,714,000.00 | ||
| (13,351,026) | |||||
| 組入時価比率:0.6% | 0.6% | ||||
| 南アフリカランド | REPUBLIC OF SOUTH AFRICA | 1,215,738.00 | 1,359,227.08 | ||
| REPUBLIC OF SOUTH AFRICA | 2,586,261.00 | 2,352,601.09 | |||
| 小計 | 銘柄数:2 | 3,801,999.00 | 3,711,828.17 | ||
| (28,172,775) | |||||
| 組入時価比率:1.3% | 1.2% | ||||
| 国債証券計 | 1,018,027,921 | ||||
| (739,546,174) | |||||
| 地方債証券 | 米ドル | CALIFORNIA ST | 90,000.00 | 139,061.70 | |
| TEXAS ST TRANSN COMMN | 100,000.00 | 117,733.00 | |||
| 小計 | 銘柄数:2 | 190,000.00 | 256,794.70 | ||
| (28,119,019) | |||||
| 組入時価比率:1.3% | 1.2% | ||||
| カナダドル | PROVINCE OF ONTARIO | 19,000.00 | 19,249.85 | ||
| PROVINCE OF QUEBEC | 45,000.00 | 46,741.05 | |||
| 小計 | 銘柄数:2 | 64,000.00 | 65,990.90 | ||
| (5,376,278) | |||||
| 組入時価比率:0.2% | 0.2% | ||||
| 地方債証券計 | 33,495,297 | ||||
| (33,495,297) | |||||
| 特殊債券 | 米ドル | FGLMC 30 YR Q59746 | 96,806.01 | 102,560.33 | |
| FGLMC 30 YR Q60355 | 97,466.65 | 101,414.51 | |||
| FGLMC 30 YR Q61556 | 80,675.01 | 85,747.79 | |||
| FNMA 30 YR 357854 | 147,377.47 | 163,259.63 | |||
| FNMA 30 YR CA 2187 | 60,836.75 | 63,306.76 | |||
| FNMA 30 YR CA 2368 | 244,889.86 | 254,622.12 | |||
| FNMA 30 YR CA 2369 | 129,158.81 | 136,635.77 | |||
| FNMA 30 YR CA 2370 | 202,090.39 | 213,789.34 | |||
| UMBS 30YR TBA 3.5 JUN19 | 220,000.00 | 223,076.56 | |||
| UMBS 30YR TBA 4.0 JUN19 | 100,000.00 | 102,882.80 | |||
| UMBS 30YR TBA 4.5 JUN19 | 717,000.00 | 747,360.49 | |||
| UMBS 30YR TBA 5.0 JUN19 | 535,000.00 | 564,216.02 | |||
| 小計 | 銘柄数:12 | 2,631,300.95 | 2,758,872.12 | ||
| (302,096,497) | |||||
| 組入時価比率:13.6% | 12.9% | ||||
| ユーロ | CAISSE FRANCAISE DE FIN | 100,000.00 | 102,517.00 | ||
| EURO STABILITY MECHANISM | 47,894.35 | 48,669.75 | |||
| EUROPEAN FINANCIAL STABI | 45,000.00 | 63,223.65 | |||
| 小計 | 銘柄数:3 | 192,894.35 | 214,410.40 | ||
| (26,301,723) | |||||
| 組入時価比率:1.2% | 1.1% | ||||
| スウェーデンクローナ | EUROPEAN INVESTMENT BANK | 1,800,000.00 | 1,893,078.00 | ||
| KOMMUNINVEST I SVERIGE | 1,850,000.00 | 1,915,342.00 | |||
| 小計 | 銘柄数:2 | 3,650,000.00 | 3,808,420.00 | ||
| (43,720,661) | |||||
| 組入時価比率:2.0% | 1.9% | ||||
| 特殊債券計 | 372,118,881 | ||||
| (372,118,881) | |||||
| 社債券 | 米ドル | AHT1 2018-ASHF A | 111,643.92 | 111,223.31 | |
| AMGEN INC | 45,000.00 | 45,855.00 | |||
| APPLE INC | 20,000.00 | 22,182.20 | |||
| AT&T INC | 74,000.00 | 74,301.18 | |||
| BAT CAPITAL CORP | 60,000.00 | 59,001.60 | |||
| BROADCOM CRP / CAYMN FI | 14,000.00 | 13,807.92 | |||
| BROADCOM CRP / CAYMN FI | 27,000.00 | 25,486.11 | |||
| BROADCOM INC | 30,000.00 | 29,389.80 | |||
| BROADCOM INC | 10,000.00 | 9,798.70 | |||
| BX 2019-IMC A | 100,000.00 | 100,126.76 | |||
| CAS 2014-C01 M1 | 4,704.21 | 4,710.07 | |||
| CAS 2014-C02 1M1 | 2,008.25 | 2,008.58 | |||
| CAS 2014-C04 2M2 | 45,228.91 | 50,021.84 | |||
| CAS 2016-C01 1M2 | 34,781.29 | 40,069.09 | |||
| CAS 2016-C02 1M2 | 66,274.91 | 74,688.14 | |||
| CAS 2016-C04 1M1 | 13,466.00 | 13,513.27 | |||
| CAS 2016-C04 1M2 | 90,024.00 | 98,042.86 | |||
| CAS 2017-C02 2M1 | 31,386.79 | 31,491.27 | |||
| CBS CORP | 11,000.00 | 11,200.64 | |||
| CBS CORP | 30,000.00 | 30,270.60 | |||
| CBS CORP | 20,000.00 | 21,848.00 | |||
| CGCMT 2013-GC11 B | 60,000.00 | 60,819.13 | |||
| CHARTER COMM OPT LLC/CAP | 65,000.00 | 68,320.20 | |||
| COMM 2013-CR6 D | 100,000.00 | 98,487.89 | |||
| CREDIT AGRICOLE CIB | 74,000.00 | 74,059.20 | |||
| CVS HEALTH CORP | 50,000.00 | 50,938.00 | |||
| DBWF 2018-GLKS A | 100,000.00 | 100,070.42 | |||
| DTAOT 2018-1A A | 1,340.73 | 1,340.52 | |||
| ENERGY TRANSFER PARTNERS | 19,000.00 | 19,117.61 | |||
| ENLINK MIDSTREAM PARTNER | 46,000.00 | 44,430.48 | |||
| EQUIFAX INC | 85,000.00 | 85,501.50 | |||
| FCAT 2018-3 D | 36,000.00 | 36,928.29 | |||
| GENERAL MOTORS CO | 25,000.00 | 23,482.50 | |||
| GENERAL MOTORS FINL CO | 103,000.00 | 107,935.76 | |||
| GLENCORE FUNDING LLC | 30,000.00 | 30,100.80 | |||
| GSMS 2011-GC5 D | 75,000.00 | 73,155.64 | |||
| GSMS 2013-G1 A1 | 40,355.51 | 39,920.50 | |||
| GSMS 2013-G1 A2 | 115,000.00 | 116,611.46 | |||
| HARLEY-DAVIDSON FINL SER | 100,000.00 | 102,204.00 | |||
| HESS CORP | 50,000.00 | 50,218.00 | |||
| IHS MARKIT LTD | 15,000.00 | 15,090.15 | |||
| IHSFR 2018-SFR4 A | 98,728.57 | 98,728.35 | |||
| KINDER MORGAN ENER PART | 60,000.00 | 60,833.40 | |||
| KLA-TENCOR CORP | 55,000.00 | 58,692.15 | |||
| MARATHON PETROLEUM CORP | 60,000.00 | 63,693.12 | |||
| MARATHON PETROLEUM CORP | 25,000.00 | 24,908.75 | |||
| MSBAM 2013-C11 AS | 110,000.00 | 115,551.82 | |||
| OCCIDENTAL PETROLEUM COR | 25,000.00 | 24,039.50 | |||
| PENSKE TRUCK LEASING/PTL | 80,000.00 | 80,572.80 | |||
| PLAINS ALL AMER PIPELINE | 64,000.00 | 63,968.00 | |||
| PMTCR 2019-1R A | 99,106.71 | 99,230.49 | |||
| REYNOLDS AMERICAN INC | 60,000.00 | 62,191.20 | |||
| SANTANDER HOLDINGS USA | 65,000.00 | 65,456.30 | |||
| SBA TOWER TRUST | 25,000.00 | 24,986.46 | |||
| SBA TOWER TRUST | 25,000.00 | 25,574.10 | |||
| SEAGATE HDD CAYMAN | 28,000.00 | 27,753.32 | |||
| STACR 2014-DN3 M3 | 194,138.49 | 208,809.51 | |||
| SURA ASSET MANAGEMENT | 100,000.00 | 104,250.00 | |||
| SYNCHRONY FINANCIAL | 7,000.00 | 7,151.83 | |||
| SYNCHRONY FINANCIAL | 45,000.00 | 45,932.85 | |||
| TIME WARNER INC | 95,000.00 | 96,864.85 | |||
| TIME WARNER INC | 30,000.00 | 30,406.80 | |||
| TYSON FOODS INC | 16,000.00 | 16,556.32 | |||
| TYSON FOODS INC | 16,000.00 | 16,811.20 | |||
| TYSON FOODS INC | 25,000.00 | 24,466.25 | |||
| UNITEDHEALTH GROUP INC | 20,000.00 | 22,110.60 | |||
| US BANCORP | 30,000.00 | 31,181.10 | |||
| VDC 2018-1A A2 | 74,062.50 | 75,434.73 | |||
| WABTEC CORP | 16,000.00 | 16,490.56 | |||
| WFRBS 2014-C20 AS | 55,000.00 | 57,428.89 | |||
| WILLIAMS PARTNERS LP | 100,000.00 | 104,983.00 | |||
| WILLIAMS PARTNERS LP | 25,000.00 | 25,614.25 | |||
| 小計 | 銘柄数:72 | 3,758,250.79 | 3,848,441.49 | ||
| (421,404,343) | |||||
| 組入時価比率:19.0% | 18.0% | ||||
| カナダドル | APPLE INC | 65,000.00 | 65,577.20 | ||
| BELL CANADA | 20,000.00 | 21,628.20 | |||
| GOLDMAN SACHS GROUP INC | 75,000.00 | 75,901.50 | |||
| MORGAN STANLEY | 100,000.00 | 101,112.00 | |||
| ROGERS COMMUNICATIONS IN | 35,000.00 | 36,654.10 | |||
| 小計 | 銘柄数:5 | 295,000.00 | 300,873.00 | ||
| (24,512,123) | |||||
| 組入時価比率:1.1% | 1.0% | ||||
| ユーロ | ABN AMRO BANK NV | 100,000.00 | 120,353.00 | ||
| ALLIANZ FINANCE II B.V. | 100,000.00 | 100,782.00 | |||
| ANHEUSER BUSCH INBEV NV | 27,000.00 | 28,267.65 | |||
| ASR NEDERLAND NV | 100,000.00 | 113,375.00 | |||
| BANCO DE SABADELL SA | 100,000.00 | 102,742.00 | |||
| BANK OF AMERICA CORP | 100,000.00 | 103,128.00 | |||
| BARCLAYS PLC | 110,000.00 | 105,364.60 | |||
| BNP PARIBAS | 100,000.00 | 105,754.00 | |||
| CARNIVAL CORP | 100,000.00 | 102,748.00 | |||
| CK HUTCHISON FINANCE 16 | 100,000.00 | 101,209.50 | |||
| CNP ASSURANCES | 100,000.00 | 111,023.00 | |||
| COMMONWEALTH BANK AUSTRA | 150,000.00 | 164,011.50 | |||
| CREDIT SUISSE GUERNSEY | 100,000.00 | 102,274.00 | |||
| DAIMLER AG | 40,000.00 | 39,679.60 | |||
| DANSKE BANK AS | 100,000.00 | 101,345.00 | |||
| DEXIA CREDIT LOCAL | 200,000.00 | 207,788.00 | |||
| DEXIA CREDIT LOCAL | 50,000.00 | 51,100.50 | |||
| DH EUROPE FINANCE SA | 100,000.00 | 104,250.00 | |||
| FEDEX CORP | 100,000.00 | 101,582.00 | |||
| GENERAL MOTORS FINL CO | 100,000.00 | 103,367.00 | |||
| GOLDMAN SACHS GROUP INC | 42,000.00 | 43,808.52 | |||
| HSBC HOLDINGS PLC | 100,000.00 | 103,290.00 | |||
| HSBC HOLDINGS PLC | 100,000.00 | 102,912.00 | |||
| MITSUBISHI UFJ FIN GRP | 100,000.00 | 101,882.00 | |||
| MORGAN STANLEY | 100,000.00 | 101,748.00 | |||
| MUENCHENER RUECKVERSICHE | 100,000.00 | 109,723.00 | |||
| NATIONAL BANK OF CANADA | 100,000.00 | 103,271.00 | |||
| NATWEST MARKETS PLC | 100,000.00 | 99,965.00 | |||
| NORDEA BANK FINLAND PLC | 115,000.00 | 116,283.40 | |||
| ORSTED A/S | 25,000.00 | 29,000.00 | |||
| TURKIYE VAKIFLAR BANKASI | 100,000.00 | 95,829.50 | |||
| US BANCORP | 100,000.00 | 102,491.00 | |||
| VOLKSWAGEN BANK GMBH | 45,000.00 | 44,439.30 | |||
| VOLKSWAGEN LEASING GMBH | 25,000.00 | 26,821.25 | |||
| WELLS FARGO & CO | 110,000.00 | 118,351.20 | |||
| WELLS FARGO & CO | 100,000.00 | 107,829.00 | |||
| WESTPAC BANKING CORP | 105,000.00 | 107,259.60 | |||
| 小計 | 銘柄数:37 | 3,444,000.00 | 3,585,048.12 | ||
| (439,777,852) | |||||
| 組入時価比率:19.9% | 18.8% | ||||
| 英ポンド | GATWICK FUNDING LIMITED | 100,000.00 | 114,283.00 | ||
| IBERDROLA FINANZAS SAU | 50,000.00 | 62,438.00 | |||
| YORKSHIRE WATER FINANCE | 50,000.00 | 59,096.00 | |||
| 小計 | 銘柄数:3 | 200,000.00 | 235,817.00 | ||
| (32,865,815) | |||||
| 組入時価比率:1.5% | 1.4% | ||||
| 社債券計 | 918,560,133 | ||||
| (918,560,133) | |||||
| 合計 | 2,342,202,232 | ||||
| (2,063,720,485) | |||||
(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。
