有価証券報告書(内国投資信託受益証券)-第50期(2022/05/26-2022/11/25)
(4)【附属明細表】
第1.有価証券明細表
(1)株式 (2022年11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11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11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11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15回利付国債(40年) | 14,050,000 | 11,691,286 | |
| 第332回利付国債(10年) | 9,700,000 | 9,771,004 | |||
| 第62回利付国債(30年) | 8,100,000 | 6,547,311 | |||
| 第65回利付国債(30年) | 5,850,000 | 4,576,162 | |||
| 第68回利付国債(30年) | 9,700,000 | 7,878,534 | |||
| 第74回利付国債(30年) | 3,750,000 | 3,347,812 | |||
| 第158回利付国債(20年) | 12,850,000 | 12,526,308 | |||
| 第159回利付国債(20年) | 12,550,000 | 12,357,608 | |||
| 小計 | 銘柄数:8 | 76,550,000 | 68,696,025 | ||
| 組入時価比率:3.7% | 3.7% | ||||
| 米ドル | POLAND GOVERNMENT | 26,000.00 | 27,041.56 | ||
| US TREASURY | 164,000.00 | 156,722.50 | |||
| US TREASURY | 175,000.00 | 164,828.12 | |||
| US TREASURY | 587,000.00 | 568,289.37 | |||
| US TREASURY | 75,100.00 | 72,307.21 | |||
| US TREASURY | 28,700.00 | 26,646.15 | |||
| US TREASURY | 16,000.00 | 14,472.50 | |||
| US TREASURY | 255,000.00 | 229,141.40 | |||
| US TREASURY | 347,500.00 | 324,260.93 | |||
| US TREASURY | 180,000.00 | 171,140.62 | |||
| US TREASURY | 181,000.00 | 169,602.65 | |||
| US TREASURY | 10,000.00 | 10,904.68 | |||
| US TREASURY | 615,000.00 | 392,062.50 | |||
| US TREASURY | 12,000.00 | 8,416.87 | |||
| US TREASURY | 9,000.00 | 7,631.71 | |||
| US TREASURY | 186,300.00 | 124,238.81 | |||
| US TREASURY | 192,000.00 | 131,969.99 | |||
| US TSY INFL IX N/B | 273,500.00 | 330,760.14 | |||
| US TSY INFL IX N/B | 402,500.00 | 412,595.36 | |||
| 小計 | 銘柄数:19 | 3,735,600.00 | 3,343,033.07 | ||
| (465,049,330) | |||||
| 組入時価比率:25.2% | 24.7% | ||||
| カナダドル | CANADIAN GOVERNMENT | 162,000.00 | 149,184.18 | ||
| CANADIAN GOVERNMENT | 44,000.00 | 42,215.36 | |||
| CANADIAN GOVERNMENT | 95,000.00 | 77,297.70 | |||
| 小計 | 銘柄数:3 | 301,000.00 | 268,697.24 | ||
| (28,006,313) | |||||
| 組入時価比率:1.5% | 1.5% | ||||
| ユーロ | BELGIUM KINGDOM | 44,000.00 | 37,763.00 | ||
| BELGIUM KINGDOM | 25,000.00 | 22,700.75 | |||
| BELGIUM KINGDOM | 72,089.00 | 73,013.18 | |||
| BUNDESREPUB.DEUTSCHLAND | 207,000.00 | 188,076.06 | |||
| BUNDESREPUB.DEUTSCHLAND | 80,300.00 | 97,908.98 | |||
| BUNDESREPUB.DEUTSCHLAND | 102,000.00 | 63,852.00 | |||
| BUONI POLIENNALI DEL TES | 40,000.00 | 40,956.00 | |||
| HUNGARY GOVERNMENT | 38,000.00 | 37,858.26 | |||
| REPUBLIC OF AUSTRIA | 64,000.00 | 54,145.92 | |||
| REPUBLIC OF AUSTRIA | 140,000.00 | 115,404.80 | |||
| REPUBLIC OF AUSTRIA | 255,000.00 | 223,510.05 | |||
| REPUBLIC OF INDONESIA | 100,000.00 | 79,862.50 | |||
| REPUBLIC OF PERU | 100,000.00 | 95,970.00 | |||
| SPANISH GOVERNMENT | 100,000.00 | 103,941.00 | |||
| UNITED MEXICAN STATES | 134,000.00 | 125,022.00 | |||
| 小計 | 銘柄数:15 | 1,501,389.00 | 1,359,984.50 | ||
| (196,789,757) | |||||
| 組入時価比率:10.7% | 10.5% | ||||
| 英ポンド | UK TREASURY | 48,976.00 | 39,837.07 | ||
| UK TREASURY | 33,729.00 | 35,059.94 | |||
| UK TREASURY | 125,000.00 | 88,622.50 | |||
| UK TREASURY | 91,000.00 | 55,014.96 | |||
| UK TREASURY | 11,697.00 | 7,359.40 | |||
| UK TREASURY | 36,611.00 | 24,440.40 | |||
| 小計 | 銘柄数:6 | 347,013.00 | 250,334.27 | ||
| (42,151,284) | |||||
| 組入時価比率:2.3% | 2.2% | ||||
| オーストラリアドル | AUSTRALIAN GOVERNMENT | 237,000.00 | 250,776.81 | ||
| AUSTRALIAN GOVERNMENT | 96,000.00 | 86,905.92 | |||
| 小計 | 銘柄数:2 | 333,000.00 | 337,682.73 | ||
| (31,718,538) | |||||
| 組入時価比率:1.7% | 1.7% | ||||
| ニュージーランドドル | NEW ZEALAND GOVERNMENT | 365,000.00 | 349,892.65 | ||
| NEW ZEALAND GOVERNMENT | 98,000.00 | 81,741.80 | |||
| NEW ZEALAND GOVERNMENT | 190,000.00 | 179,848.30 | |||
| 小計 | 銘柄数:3 | 653,000.00 | 611,482.75 | ||
| (53,180,654) | |||||
| 組入時価比率:2.9% | 2.8% | ||||
| マレーシアリンギット | MALAYSIAN GOVERNMENT | 241,000.00 | 243,995.63 | ||
| 小計 | 銘柄数:1 | 241,000.00 | 243,995.63 | ||
| (7,575,063) | |||||
| 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 | 691,405,000.00 | ||
| 小計 | 銘柄数:1 | 715,000,000.00 | 691,405,000.00 | ||
| (6,153,504) | |||||
| 組入時価比率:0.3% | 0.3% | ||||
| オフショア中国元 | CHINA GOVERNMENT | 1,200,000.00 | 1,221,471.47 | ||
| CHINA GOVERNMENT | 970,000.00 | 992,363.35 | |||
| 小計 | 銘柄数:2 | 2,170,000.00 | 2,213,834.82 | ||
| (42,907,218) | |||||
| 組入時価比率:2.3% | 2.3% | ||||
| 国債証券計 | 942,227,686 | ||||
| (873,531,661) | |||||
| 地方債証券 | カナダドル | PROVINCE OF ONTARIO | 105,000.00 | 99,726.90 | |
| PROVINCE OF QUEBEC | 26,000.00 | 25,994.54 | |||
| 小計 | 銘柄数:2 | 131,000.00 | 125,721.44 | ||
| (13,103,945) | |||||
| 組入時価比率:0.7% | 0.7% | ||||
| ユーロ | JAPAN FIN ORG MUNICIPAL | 100,000.00 | 86,790.00 | ||
| PROVINCE OF QUEBEC | 100,000.00 | 92,521.00 | |||
| 小計 | 銘柄数:2 | 200,000.00 | 179,311.00 | ||
| (25,946,301) | |||||
| 組入時価比率:1.4% | 1.4% | ||||
| オーストラリアドル | BRITISH COLUMBIA PROV OF | 160,000.00 | 160,091.20 | ||
| 小計 | 銘柄数:1 | 160,000.00 | 160,091.20 | ||
| (15,037,366) | |||||
| 組入時価比率:0.8% | 0.8% | ||||
| 地方債証券計 | 54,087,612 | ||||
| (54,087,612) | |||||
| 特殊債券 | 米ドル | FNMA 30 YR CA 2370 | 37,547.11 | 37,146.18 | |
| GNMAII30YR TBA 4.5 DEC22 | 107,000.00 | 104,477.96 | |||
| UMBS 30 YR CA 6404 | 89,447.09 | 77,786.89 | |||
| UMBS 30 YR RA 1419 | 35,897.26 | 33,428.48 | |||
| UMBS 30YR TBA 2.5 DEC22 | 264,000.00 | 225,183.75 | |||
| UMBS 30YR TBA 3.0 DEC22 | 171,531.00 | 151,550.40 | |||
| UMBS 30YR TBA 3.5 DEC22 | 80,903.00 | 73,969.32 | |||
| UMBS 30YR TBA 4.5 DEC22 | 109,795.00 | 106,561.16 | |||
| 小計 | 銘柄数:8 | 896,120.46 | 810,104.14 | ||
| (112,693,586) | |||||
| 組入時価比率:6.1% | 6.0% | ||||
| ユーロ | BNG BANK NV | 100,000.00 | 86,698.00 | ||
| CAISSE FRANCAISE DE FIN | 100,000.00 | 101,807.00 | |||
| DEVELOPMENT BK OF JAPAN | 100,000.00 | 94,714.00 | |||
| EUROPEAN FINANCIAL STABI | 20,000.00 | 19,788.80 | |||
| EXPORT DEVELOPMNT CANADA | 100,000.00 | 92,014.00 | |||
| INTL BK RECON & DEVELOP | 41,000.00 | 37,032.02 | |||
| INTL BK RECON & DEVELOP | 43,000.00 | 37,608.66 | |||
| INTL BK RECON & DEVELOP | 31,000.00 | 25,905.77 | |||
| 小計 | 銘柄数:8 | 535,000.00 | 495,568.25 | ||
| (71,708,725) | |||||
| 組入時価比率:3.9% | 3.8% | ||||
| オーストラリアドル | BNG BANK NV | 101,000.00 | 97,480.15 | ||
| EUROPEAN INVESTMENT BANK | 25,000.00 | 22,799.25 | |||
| EUROPEAN INVESTMENT BANK | 35,000.00 | 30,020.55 | |||
| INTER-AMERICAN DEVEL BK | 33,000.00 | 33,150.81 | |||
| INTL BK RECON & DEVELOP | 18,000.00 | 17,328.60 | |||
| INTL FINANCE CORP | 48,000.00 | 48,656.16 | |||
| KFW | 96,000.00 | 96,399.36 | |||
| 小計 | 銘柄数:7 | 356,000.00 | 345,834.88 | ||
| (32,484,270) | |||||
| 組入時価比率:1.8% | 1.7% | ||||
| 特殊債券計 | 216,886,581 | ||||
| (216,886,581) | |||||
| 社債券 | 米ドル | AHT1 2018-ASHF A | 90,946.55 | 88,159.09 | |
| AIR LEASE CORP | 3,000.00 | 2,834.07 | |||
| AIR LEASE CORP | 9,000.00 | 8,241.39 | |||
| AIR LEASE CORP | 3,000.00 | 2,418.90 | |||
| AIRCASTLE LTD | 22,000.00 | 21,000.54 | |||
| AVIATION CAPITAL GROUP | 16,000.00 | 14,788.80 | |||
| AVIATION CAPITAL GROUP | 10,000.00 | 8,668.20 | |||
| AVIATION CAPITAL GROUP | 14,000.00 | 11,685.80 | |||
| BANCO DE CREDITO DEL PER | 45,000.00 | 40,564.68 | |||
| BANK OF AMERICA CORP | 60,000.00 | 56,577.60 | |||
| BANK OF AMERICA CORP | 6,000.00 | 5,525.94 | |||
| BANK OF AMERICA CORP | 6,000.00 | 5,236.38 | |||
| BANK OF AMERICA CORP | 6,000.00 | 5,117.40 | |||
| BRITISH TELECOM PLC | 16,000.00 | 19,168.32 | |||
| BROADCOM INC | 28,000.00 | 24,788.68 | |||
| BX 2019-IMC A | 100,000.00 | 97,291.73 | |||
| CAS 2014-C03 2M2 | 4,233.89 | 4,228.61 | |||
| CAS 2014-C04 1M2 | 18,813.75 | 19,306.69 | |||
| CAS 2014-C04 2M2 | 2,396.63 | 2,420.59 | |||
| CAS 2016-C01 1M2 | 9,617.83 | 10,013.71 | |||
| CAS 2016-C01 2M2 | 7,712.48 | 8,020.97 | |||
| CAS 2016-C02 1M2 | 21,211.95 | 21,874.82 | |||
| CAS 2021-R01 1M1 | 3,698.94 | 3,666.86 | |||
| CAS 2021-R01 1M2 | 10,538.00 | 10,037.44 | |||
| CAS 2021-R03 1M1 | 65,865.80 | 64,553.16 | |||
| CAS 2021-R03 1M2 | 100,000.00 | 92,291.54 | |||
| CAS 2022-R01 1M2 | 100,000.00 | 92,755.61 | |||
| CBS CORP | 20,000.00 | 18,240.00 | |||
| CHARLES SCHWAB CORP | 46,000.00 | 39,035.14 | |||
| CHARTER COMM OPT LLC/CAP | 30,000.00 | 25,080.60 | |||
| CITIGROUP INC | 33,000.00 | 30,713.43 | |||
| CITIGROUP INC | 51,000.00 | 46,728.24 | |||
| CONTINENTAL RESOURCES | 17,000.00 | 16,078.77 | |||
| CONTINENTAL RESOURCES | 26,000.00 | 19,835.40 | |||
| CORNING INC | 20,000.00 | 18,290.40 | |||
| COX COMMUNICATIONS INC | 37,000.00 | 28,239.51 | |||
| DELL INT LLC / EMC CORP | 7,000.00 | 8,210.16 | |||
| DEVON ENERGY CORP | 28,000.00 | 27,424.04 | |||
| DISCOVER FINANCIAL SVS | 11,000.00 | 11,138.82 | |||
| DISCOVERY COMMUNICATIONS | 9,000.00 | 7,942.32 | |||
| DISCOVERY COMMUNICATIONS | 19,000.00 | 15,045.91 | |||
| DISCOVERY COMMUNICATIONS | 11,000.00 | 8,795.93 | |||
| DISCOVERY COMMUNICATIONS | 9,000.00 | 6,614.37 | |||
| ENBRIDGE ENERGY PARTNERS | 23,000.00 | 26,188.03 | |||
| ENERGY TRANSFER OPERATNG | 35,000.00 | 33,863.20 | |||
| FCAT 2018-3 D | 31,939.20 | 31,592.04 | |||
| FISERV INC | 20,000.00 | 18,004.20 | |||
| FISERV INC | 13,000.00 | 10,957.83 | |||
| GLOBAL PAYMENTS INC | 35,000.00 | 27,722.80 | |||
| GOLDMAN SACHS GROUP INC | 6,000.00 | 5,561.82 | |||
| GOLDMAN SACHS GROUP INC | 41,000.00 | 34,413.35 | |||
| GSMS 2013-G1 A2 | 60,550.02 | 60,027.99 | |||
| HARLEY-DAVIDSON FINL SER | 3,000.00 | 2,814.27 | |||
| HARLEY-DAVIDSON FINL SER | 27,000.00 | 23,772.69 | |||
| HP INC | 30,000.00 | 28,486.20 | |||
| HSBC HOLDINGS PLC | 200,000.00 | 192,530.00 | |||
| HYUNDAI CAPITAL AMERICA | 20,000.00 | 16,180.40 | |||
| HYUNDAI CAPITAL AMERICA | 14,000.00 | 11,263.56 | |||
| IHSFR 2018-SFR4 A | 88,857.84 | 87,183.98 | |||
| INTEL CORP | 22,000.00 | 20,244.62 | |||
| JPMBB 2014-C21 B | 17,203.00 | 16,001.26 | |||
| JPMORGAN CHASE & CO | 20,000.00 | 19,548.20 | |||
| JPMORGAN CHASE & CO | 52,000.00 | 49,501.92 | |||
| KYNDRYL HOLDINGS INC | 26,000.00 | 21,127.08 | |||
| LEAR CORP | 33,000.00 | 28,162.86 | |||
| MAGALLANES INC | 14,000.00 | 12,739.44 | |||
| MDC HOLDINGS INC | 30,000.00 | 24,375.30 | |||
| OMNICOM GROUP INC | 33,000.00 | 27,371.85 | |||
| ONEOK INC | 20,000.00 | 20,564.40 | |||
| ONEOK INC | 5,000.00 | 5,064.25 | |||
| PLAINS ALL AMER PIPELINE | 4,000.00 | 3,497.32 | |||
| PLAINS ALL AMER PIPELINE | 10,000.00 | 8,790.30 | |||
| PRUDENTIAL FINANCIAL INC | 20,000.00 | 19,790.60 | |||
| PUBLIC SERVICE ENTERPRIS | 25,000.00 | 25,667.00 | |||
| PULTE GROUP INC | 11,000.00 | 10,954.02 | |||
| QUALCOMM INC | 20,000.00 | 22,051.60 | |||
| ROSS STORES INC | 35,000.00 | 27,635.30 | |||
| SANTANDER HOLDINGS USA | 43,000.00 | 37,375.60 | |||
| SBA TOWER TRUST | 25,000.00 | 24,024.10 | |||
| STACR 2021-DNA3 M2 | 20,314.00 | 19,095.16 | |||
| STACR 2021-DNA5 M2 | 12,422.50 | 12,166.69 | |||
| SUNCOR ENERGY INC | 9,000.00 | 9,395.01 | |||
| SUNCOR ENERGY INC | 15,000.00 | 16,102.50 | |||
| SURA ASSET MANAGEMENT | 100,000.00 | 98,081.25 | |||
| SYNCHRONY FINANCIAL | 10,000.00 | 8,931.50 | |||
| SYNCHRONY FINANCIAL | 32,000.00 | 24,048.00 | |||
| SYSCO CORPORATION | 27,000.00 | 28,380.24 | |||
| THOMSON REUTERS CORP | 26,000.00 | 24,936.86 | |||
| TRANSCANADA PIPELINES | 10,000.00 | 11,739.10 | |||
| US BANCORP | 30,000.00 | 25,608.90 | |||
| VALERO ENERGY CORP | 6,000.00 | 6,421.32 | |||
| WESTERN DIGITAL CORP | 7,000.00 | 5,554.29 | |||
| WESTERN DIGITAL CORP | 40,000.00 | 29,202.00 | |||
| WILLIAMS COMPANIES INC | 22,000.00 | 26,383.06 | |||
| 小計 | 銘柄数:94 | 2,633,322.38 | 2,449,745.82 | ||
| (340,784,141) | |||||
| 組入時価比率:18.5% | 18.1% | ||||
| ユーロ | ALTRIA GROUP INC | 100,000.00 | 86,663.00 | ||
| BANCO SANTANDER SA | 100,000.00 | 89,545.00 | |||
| CADENT FINANCE PLC | 100,000.00 | 80,093.00 | |||
| CIE FINANCEMENT FONCIER | 100,000.00 | 90,668.00 | |||
| CK HUTCHISON FINANCE 16 | 100,000.00 | 95,055.00 | |||
| COOPERATIEVE RABOBANK UA | 100,000.00 | 102,451.00 | |||
| CREDIT SUISSE AG LONDON | 100,000.00 | 87,050.00 | |||
| DANSKE BANK AS | 100,000.00 | 82,246.00 | |||
| DEXIA CREDIT LOCAL | 200,000.00 | 190,812.00 | |||
| DNB BOLIGKREDITT AS | 100,000.00 | 94,780.00 | |||
| ENEL FINANCE INTL NV | 100,000.00 | 80,188.00 | |||
| EXXON MOBIL CORP | 100,000.00 | 79,477.00 | |||
| FIDELITY NATIONAL INFORM | 100,000.00 | 91,904.00 | |||
| HONEYWELL INTERNATIONAL | 100,000.00 | 103,976.00 | |||
| MORGAN STANLEY | 100,000.00 | 87,064.00 | |||
| NATIONAL AUSTRALIA BANK | 100,000.00 | 98,346.00 | |||
| NATL WESTMINSTER BANK | 100,000.00 | 96,649.00 | |||
| NORDEA KIINNITSLOUTTO | 100,000.00 | 99,721.00 | |||
| ROYAL BANK OF CANADA | 100,000.00 | 93,106.00 | |||
| STADSHYPOTEK AB | 100,000.00 | 94,367.00 | |||
| VOLKSWAGEN BANK GMBH | 23,000.00 | 21,487.29 | |||
| VOLKSWAGEN FIN SERV AG | 35,000.00 | 29,999.90 | |||
| 小計 | 銘柄数:22 | 2,158,000.00 | 1,975,648.19 | ||
| (285,876,293) | |||||
| 組入時価比率:15.5% | 15.2% | ||||
| 英ポンド | ANGLIAN WATER SERV FIN | 30,000.00 | 33,063.00 | ||
| E.ON INTL FINANCE BV | 20,000.00 | 21,415.00 | |||
| HEATHROW FUNDING LTD | 50,000.00 | 53,305.50 | |||
| SOUTHERN GAS NETWORK PLC | 50,000.00 | 50,082.50 | |||
| THAMES WATER UTIL FIN | 20,000.00 | 21,486.40 | |||
| YORKSHIRE WATER FINANCE | 50,000.00 | 50,243.50 | |||
| 小計 | 銘柄数:6 | 220,000.00 | 229,595.90 | ||
| (38,659,357) | |||||
| 組入時価比率:2.1% | 2.1% | ||||
| オーストラリアドル | VODAFONE GROUP PLC | 30,000.00 | 28,339.20 | ||
| 小計 | 銘柄数:1 | 30,000.00 | 28,339.20 | ||
| (2,661,901) | |||||
| 組入時価比率:0.1% | 0.1% | ||||
| 社債券計 | 667,981,692 | ||||
| (667,981,692) | |||||
| 合計 | 1,881,183,571 | ||||
| (1,812,487,546) | |||||
(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。
