有価証券報告書(内国投資信託受益証券)-第49期(令和3年11月26日-令和4年5月25日)
(4)【附属明細表】
第1.有価証券明細表
(1)株式 (2022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 (2022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 (2022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 (2022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426回利付国債(2年) | 7,800,000 | 7,808,502 | |
| 第62回利付国債(30年) | 8,100,000 | 7,305,309 | |||
| 第65回利付国債(30年) | 5,850,000 | 5,102,428 | |||
| 第68回利付国債(30年) | 9,700,000 | 8,892,669 | |||
| 第74回利付国債(30年) | 3,750,000 | 3,789,150 | |||
| 第158回利付国債(20年) | 12,850,000 | 12,945,090 | |||
| 第159回利付国債(20年) | 12,550,000 | 12,798,615 | |||
| 第169回利付国債(20年) | 8,400,000 | 8,003,604 | |||
| 第177回利付国債(20年) | 6,000,000 | 5,692,380 | |||
| 第180回利付国債(20年) | 10,100,000 | 10,275,740 | |||
| 小計 | 銘柄数:10 | 85,100,000 | 82,613,487 | ||
| 組入時価比率:4.4% | 4.3% | ||||
| 米ドル | REPUBLIC OF PANAMA | 55,000.00 | 61,369.68 | ||
| US TREASURY | 133,000.00 | 129,425.62 | |||
| US TREASURY | 510,000.00 | 496,214.06 | |||
| US TREASURY | 175,000.00 | 168,218.75 | |||
| US TREASURY | 382,000.00 | 363,138.75 | |||
| US TREASURY | 16,000.00 | 14,872.50 | |||
| US TREASURY | 350,000.00 | 341,851.56 | |||
| US TREASURY | 255,000.00 | 255,876.56 | |||
| US TREASURY | 28,200.00 | 24,948.18 | |||
| US TREASURY | 10,000.00 | 12,062.50 | |||
| US TREASURY | 550,000.00 | 394,367.18 | |||
| US TREASURY | 12,000.00 | 9,502.50 | |||
| US TREASURY | 9,000.00 | 8,662.50 | |||
| US TREASURY | 186,300.00 | 144,848.25 | |||
| US TREASURY | 162,000.00 | 129,827.80 | |||
| US TSY INFL IX N/B | 80,000.00 | 85,339.67 | |||
| US TSY INFL IX N/B | 247,500.00 | 297,285.13 | |||
| 小計 | 銘柄数:17 | 3,161,000.00 | 2,937,811.19 | ||
| (373,043,264) | |||||
| 組入時価比率:19.7% | 19.4% | ||||
| カナダドル | CANADIAN GOVERNMENT | 44,000.00 | 42,661.52 | ||
| CANADIAN GOVERNMENT | 95,000.00 | 79,990.95 | |||
| 小計 | 銘柄数:2 | 139,000.00 | 122,652.47 | ||
| (12,137,688) | |||||
| 組入時価比率:0.6% | 0.6% | ||||
| ユーロ | BELGIUM KINGDOM | 44,000.00 | 41,535.11 | ||
| BELGIUM KINGDOM | 25,000.00 | 25,016.00 | |||
| BUNDESREPUB.DEUTSCHLAND | 58,000.00 | 53,506.73 | |||
| BUNDESREPUB.DEUTSCHLAND | 45,000.00 | 62,310.14 | |||
| BUNDESREPUB.DEUTSCHLAND | 175,000.00 | 127,443.67 | |||
| BUONI POLIENNALI DEL TES | 50,000.00 | 46,982.00 | |||
| BUONI POLIENNALI DEL TES | 353,000.00 | 313,993.50 | |||
| BUONI POLIENNALI DEL TES | 240,000.00 | 209,656.80 | |||
| BUONI POLIENNALI DEL TES | 39,000.00 | 27,973.14 | |||
| IRISH GOVERNMENT | 208,000.00 | 181,082.72 | |||
| REPUBLIC OF AUSTRIA | 64,000.00 | 57,849.60 | |||
| REPUBLIC OF AUSTRIA | 140,000.00 | 124,168.80 | |||
| REPUBLIC OF INDONESIA | 100,000.00 | 84,862.50 | |||
| REPUBLIC OF PERU | 100,000.00 | 102,000.00 | |||
| SPANISH GOVERNMENT | 319,000.00 | 299,722.83 | |||
| SPANISH GOVERNMENT | 127,000.00 | 96,909.89 | |||
| UNITED MEXICAN STATES | 134,000.00 | 127,032.00 | |||
| 小計 | 銘柄数:17 | 2,221,000.00 | 1,982,045.43 | ||
| (269,855,485) | |||||
| 組入時価比率:14.2% | 13.9% | ||||
| 英ポンド | UK TREASURY | 179,000.00 | 170,241.53 | ||
| UK TREASURY | 44,000.00 | 33,674.52 | |||
| UK TREASURY | 36,503.00 | 29,737.53 | |||
| UK TREASURY | 12,147.00 | 10,584.16 | |||
| 小計 | 銘柄数:4 | 271,650.00 | 244,237.74 | ||
| (38,841,127) | |||||
| 組入時価比率:2.0% | 2.0% | ||||
| オーストラリアドル | AUSTRALIAN GOVERNMENT | 540,000.00 | 581,887.80 | ||
| AUSTRALIAN GOVERNMENT | 675,000.00 | 663,302.25 | |||
| AUSTRALIAN GOVERNMENT | 49,000.00 | 39,849.74 | |||
| AUSTRALIAN GOVERNMENT | 595,000.00 | 490,994.00 | |||
| AUSTRALIAN GOVERNMENT | 176,000.00 | 162,727.84 | |||
| 小計 | 銘柄数:5 | 2,035,000.00 | 1,938,761.63 | ||
| (174,643,647) | |||||
| 組入時価比率:9.2% | 9.0% | ||||
| ニュージーランドドル | NEW ZEALAND GOVERNMENT | 365,000.00 | 359,999.50 | ||
| 小計 | 銘柄数:1 | 365,000.00 | 359,999.50 | ||
| (29,469,559) | |||||
| 組入時価比率:1.6% | 1.5% | ||||
| マレーシアリンギット | MALAYSIAN GOVERNMENT | 241,000.00 | 246,463.47 | ||
| 小計 | 銘柄数:1 | 241,000.00 | 246,463.47 | ||
| (7,133,268) | |||||
| 組入時価比率:0.4% | 0.4% | ||||
| インドネシアルピア | INDONESIA GOVERNMENT | 715,000,000.00 | 679,965,000.00 | ||
| 小計 | 銘柄数:1 | 715,000,000.00 | 679,965,000.00 | ||
| (5,915,695) | |||||
| 組入時価比率:0.3% | 0.3% | ||||
| オフショア中国元 | CHINA GOVERNMENT | 540,000.00 | 548,809.72 | ||
| CHINA GOVERNMENT | 780,000.00 | 770,269.96 | |||
| CHINA GOVERNMENT | 520,000.00 | 537,790.81 | |||
| CHINA GOVERNMENT | 1,510,000.00 | 1,513,691.19 | |||
| 小計 | 銘柄数:4 | 3,350,000.00 | 3,370,561.68 | ||
| (64,232,456) | |||||
| 組入時価比率:3.4% | 3.3% | ||||
| 国債証券計 | 1,057,885,676 | ||||
| (975,272,189) | |||||
| 地方債証券 | カナダドル | PROVINCE OF ONTARIO | 105,000.00 | 100,514.40 | |
| PROVINCE OF QUEBEC | 26,000.00 | 26,242.58 | |||
| 小計 | 銘柄数:2 | 131,000.00 | 126,756.98 | ||
| (12,543,870) | |||||
| 組入時価比率:0.7% | 0.6% | ||||
| ユーロ | JAPAN FIN ORG MUNICIPAL | 100,000.00 | 91,702.00 | ||
| 小計 | 銘柄数:1 | 100,000.00 | 91,702.00 | ||
| (12,485,227) | |||||
| 組入時価比率:0.7% | 0.6% | ||||
| オーストラリアドル | BRITISH COLUMBIA PROV OF | 160,000.00 | 162,979.20 | ||
| 小計 | 銘柄数:1 | 160,000.00 | 162,979.20 | ||
| (14,681,166) | |||||
| 組入時価比率:0.8% | 0.8% | ||||
| 地方債証券計 | 39,710,263 | ||||
| (39,710,263) | |||||
| 特殊債券 | 米ドル | FNMA 30 YR CA 2370 | 45,310.95 | 46,932.31 | |
| UMBS 30 YR CA 6404 | 97,186.65 | 90,999.43 | |||
| UMBS 30 YR RA 1419 | 39,758.19 | 39,616.25 | |||
| UMBS 30YR TBA 2.5 JUN22 | 304,000.00 | 279,632.41 | |||
| UMBS 30YR TBA 3.0 JUN22 | 248,531.00 | 237,114.23 | |||
| UMBS 30YR TBA 3.5 JUN22 | 80,903.00 | 79,386.02 | |||
| 小計 | 銘柄数:6 | 815,689.79 | 773,680.65 | ||
| (98,241,968) | |||||
| 組入時価比率:5.2% | 5.1% | ||||
| カナダドル | CANADA HOUSING TRUST | 170,000.00 | 159,665.70 | ||
| 小計 | 銘柄数:1 | 170,000.00 | 159,665.70 | ||
| (15,800,517) | |||||
| 組入時価比率:0.8% | 0.8% | ||||
| ユーロ | DEVELOPMENT BK OF JAPAN | 100,000.00 | 97,418.00 | ||
| EXPORT DEVELOPMNT CANADA | 100,000.00 | 96,787.00 | |||
| INTL BK RECON & DEVELOP | 41,000.00 | 38,849.14 | |||
| INTL BK RECON & DEVELOP | 31,000.00 | 27,679.90 | |||
| 小計 | 銘柄数:4 | 272,000.00 | 260,734.04 | ||
| (35,498,939) | |||||
| 組入時価比率:1.9% | 1.8% | ||||
| オーストラリアドル | EUROPEAN INVESTMENT BANK | 25,000.00 | 23,074.75 | ||
| EUROPEAN INVESTMENT BANK | 35,000.00 | 30,261.35 | |||
| 小計 | 銘柄数:2 | 60,000.00 | 53,336.10 | ||
| (4,804,515) | |||||
| 組入時価比率:0.3% | 0.2% | ||||
| オフショア中国元 | CHINA DEVELOPMENT BANK | 2,970,000.00 | 3,147,970.71 | ||
| 小計 | 銘柄数:1 | 2,970,000.00 | 3,147,970.71 | ||
| (59,990,563) | |||||
| 組入時価比率:3.2% | 3.1% | ||||
| 特殊債券計 | 214,336,502 | ||||
| (214,336,502) | |||||
| 社債券 | 米ドル | AHT1 2018-ASHF A | 90,946.55 | 88,572.79 | |
| AIR LEASE CORP | 3,000.00 | 2,912.82 | |||
| AIR LEASE CORP | 9,000.00 | 8,518.05 | |||
| AIR LEASE CORP | 3,000.00 | 2,537.58 | |||
| AMGEN INC | 23,000.00 | 21,669.45 | |||
| AT&T INC | 52,000.00 | 40,498.12 | |||
| AVIATION CAPITAL GROUP | 16,000.00 | 15,603.84 | |||
| AVIATION CAPITAL GROUP | 10,000.00 | 8,962.60 | |||
| AVIATION CAPITAL GROUP | 14,000.00 | 12,244.96 | |||
| BANCO DE CREDITO DEL PER | 45,000.00 | 40,961.25 | |||
| BANK OF AMERICA CORP | 73,000.00 | 63,294.65 | |||
| BAT CAPITAL CORP | 50,000.00 | 48,184.00 | |||
| BRITISH TELECOM PLC | 16,000.00 | 20,616.16 | |||
| BROADCOM INC | 9,000.00 | 8,490.06 | |||
| BROADCOM INC | 3,000.00 | 2,971.35 | |||
| BROADCOM INC | 28,000.00 | 25,765.60 | |||
| BX 2019-IMC A | 100,000.00 | 98,071.25 | |||
| CAPITAL ONE FINANCIAL CO | 20,000.00 | 20,212.00 | |||
| CAS 2014-C03 2M2 | 5,354.46 | 5,364.38 | |||
| CAS 2014-C04 1M2 | 21,380.00 | 21,932.66 | |||
| CAS 2014-C04 2M2 | 4,801.78 | 4,841.83 | |||
| CAS 2016-C01 1M2 | 12,406.20 | 13,012.15 | |||
| CAS 2016-C01 2M2 | 10,316.10 | 10,819.75 | |||
| CAS 2016-C02 1M2 | 28,358.05 | 29,530.83 | |||
| CAS 2016-C06 1M2 | 14,723.40 | 15,139.60 | |||
| CAS 2021-R01 1M1 | 6,049.48 | 5,995.47 | |||
| CAS 2021-R01 1M2 | 10,538.00 | 10,234.46 | |||
| CAS 2021-R03 1M1 | 83,962.60 | 82,095.47 | |||
| CAS 2021-R03 1M2 | 100,000.00 | 93,004.64 | |||
| CAS 2022-R01 1M2 | 100,000.00 | 95,513.36 | |||
| CBS CORP | 20,000.00 | 19,936.20 | |||
| CHARLES SCHWAB CORP | 46,000.00 | 40,307.50 | |||
| CHARTER COMM OPT LLC/CAP | 30,000.00 | 26,768.70 | |||
| CITIGROUP INC | 33,000.00 | 32,212.62 | |||
| CITIGROUP INC | 51,000.00 | 49,140.54 | |||
| CONTINENTAL RESOURCES | 17,000.00 | 17,325.89 | |||
| CONTINENTAL RESOURCES | 26,000.00 | 21,572.46 | |||
| CORNING INC | 20,000.00 | 19,503.60 | |||
| DELL INT LLC / EMC CORP | 7,000.00 | 9,100.07 | |||
| DEVON ENERGY CORP | 28,000.00 | 29,089.20 | |||
| DISCOVERY COMMUNICATIONS | 19,000.00 | 17,078.91 | |||
| DISCOVERY COMMUNICATIONS | 11,000.00 | 10,033.65 | |||
| DISCOVERY COMMUNICATIONS | 9,000.00 | 7,503.66 | |||
| ENBRIDGE ENERGY PARTNERS | 32,000.00 | 39,785.28 | |||
| ENERGY TRANSFER OPERATNG | 50,000.00 | 50,335.50 | |||
| FCAT 2018-3 D | 36,000.00 | 36,093.80 | |||
| GOLDMAN SACHS GROUP INC | 33,000.00 | 30,540.18 | |||
| GOLDMAN SACHS GROUP INC | 6,000.00 | 5,808.12 | |||
| GOLDMAN SACHS GROUP INC | 41,000.00 | 35,904.93 | |||
| GSMS 2013-G1 A1 | 6,047.81 | 6,036.59 | |||
| GSMS 2013-G1 A2 | 115,000.00 | 114,063.68 | |||
| HARLEY-DAVIDSON FINL SER | 11,000.00 | 10,724.23 | |||
| HARLEY-DAVIDSON FINL SER | 17,000.00 | 15,801.67 | |||
| HARLEY-DAVIDSON INC | 16,000.00 | 15,714.08 | |||
| IHSFR 2018-SFR4 A | 89,762.26 | 88,707.25 | |||
| JPMBB 2014-C21 B | 17,203.00 | 16,902.53 | |||
| KYNDRYL HOLDINGS INC | 26,000.00 | 22,872.20 | |||
| LAS VEGAS SANDS CORP | 35,000.00 | 30,057.65 | |||
| MAGALLANES INC | 14,000.00 | 13,488.58 | |||
| MAGALLANES INC | 9,000.00 | 8,554.68 | |||
| MDC HOLDINGS INC | 30,000.00 | 27,129.90 | |||
| NEXTERA ENERGY CAPITAL | 14,000.00 | 12,378.94 | |||
| ORACLE CORP | 18,000.00 | 13,902.30 | |||
| ORACLE CORP | 5,000.00 | 4,754.35 | |||
| ORACLE CORP | 13,000.00 | 10,065.38 | |||
| PLAINS ALL AMER PIPELINE | 4,000.00 | 3,675.52 | |||
| PLAINS ALL AMER PIPELINE | 10,000.00 | 9,240.80 | |||
| PULTE GROUP INC | 11,000.00 | 11,998.58 | |||
| RELX CAPITAL INC | 6,000.00 | 6,129.00 | |||
| SANTANDER HOLDINGS USA | 43,000.00 | 39,012.61 | |||
| SBA TOWER TRUST | 25,000.00 | 25,051.33 | |||
| STACR 2021-DNA3 M2 | 20,314.00 | 19,638.42 | |||
| STACR 2021-DNA5 M2 | 14,667.00 | 14,254.80 | |||
| STACR 2021-HQA4 M1 | 51,911.00 | 50,379.10 | |||
| STACR 2022-DNA3 M1A | 100,000.00 | 99,677.69 | |||
| SUNCOR ENERGY INC | 9,000.00 | 10,263.69 | |||
| SUNCOR ENERGY INC | 15,000.00 | 17,744.25 | |||
| SURA ASSET MANAGEMENT | 100,000.00 | 99,730.00 | |||
| SUZANO AUSTRIA GMBH | 15,000.00 | 12,863.25 | |||
| SYNCHRONY FINANCIAL | 10,000.00 | 9,533.10 | |||
| SYNCHRONY FINANCIAL | 32,000.00 | 25,954.56 | |||
| TRANSCANADA PIPELINES | 14,000.00 | 15,897.70 | |||
| TRANSCANADA PIPELINES | 10,000.00 | 12,768.60 | |||
| US BANCORP | 30,000.00 | 27,422.10 | |||
| VALERO ENERGY CORP | 6,000.00 | 6,834.90 | |||
| WESTERN DIGITAL CORP | 7,000.00 | 5,892.18 | |||
| WESTERN DIGITAL CORP | 25,000.00 | 20,260.75 | |||
| WORKDAY INC | 7,000.00 | 6,692.84 | |||
| WORKDAY INC | 13,000.00 | 12,206.87 | |||
| 小計 | 銘柄数:89 | 2,492,741.69 | 2,389,888.59 | ||
| (303,468,053) | |||||
| 組入時価比率:16.0% | 15.7% | ||||
| ユーロ | ALTRIA GROUP INC | 100,000.00 | 94,874.00 | ||
| BANCO SANTANDER SA | 100,000.00 | 93,865.00 | |||
| BANK OF NOVA SCOTIA | 100,000.00 | 86,355.00 | |||
| BARCLAYS PLC | 100,000.00 | 85,748.00 | |||
| CANADIAN IMP BK COMMERCE | 100,000.00 | 94,350.00 | |||
| CK HUTCHISON FINANCE 16 | 100,000.00 | 98,440.00 | |||
| CREDIT SUISSE AG LONDON | 100,000.00 | 92,180.00 | |||
| DANSKE BANK AS | 100,000.00 | 88,220.00 | |||
| DEXIA CREDIT LOCAL | 200,000.00 | 197,438.00 | |||
| DNB BOLIGKREDITT AS | 100,000.00 | 98,504.00 | |||
| ENEL FINANCE INTL NV | 100,000.00 | 85,819.00 | |||
| EXXON MOBIL CORP | 100,000.00 | 84,761.00 | |||
| FIDELITY NATIONAL INFORM | 100,000.00 | 95,176.00 | |||
| HSBC HOLDINGS PLC | 100,000.00 | 93,063.00 | |||
| JPMORGAN CHASE & CO | 100,000.00 | 95,894.00 | |||
| MORGAN STANLEY | 100,000.00 | 91,447.00 | |||
| NATIONAL AUSTRALIA BANK | 100,000.00 | 103,143.00 | |||
| NATIONAL BANK OF CANADA | 100,000.00 | 94,404.00 | |||
| NATL WESTMINSTER BANK | 100,000.00 | 99,120.00 | |||
| ROYAL BANK OF CANADA | 100,000.00 | 97,540.00 | |||
| STADSHYPOTEK AB | 100,000.00 | 98,065.00 | |||
| TORONTO-DOMINION BANK | 100,000.00 | 92,518.00 | |||
| VOLKSWAGEN BANK GMBH | 23,000.00 | 22,190.63 | |||
| VOLKSWAGEN FIN SERV AG | 35,000.00 | 31,485.65 | |||
| WESTPAC BANKING CORP | 100,000.00 | 98,438.00 | |||
| 小計 | 銘柄数:25 | 2,458,000.00 | 2,313,038.28 | ||
| (314,920,161) | |||||
| 組入時価比率:16.6% | 16.2% | ||||
| 英ポンド | YORKSHIRE WATER FINANCE | 50,000.00 | 51,571.50 | ||
| 小計 | 銘柄数:1 | 50,000.00 | 51,571.50 | ||
| (8,201,415) | |||||
| 組入時価比率:0.4% | 0.4% | ||||
| 社債券計 | 626,589,629 | ||||
| (626,589,629) | |||||
| 合計 | 1,938,522,070 | ||||
| (1,855,908,583) | |||||
(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。
