- 有報資料
- 22項目
半期報告書(内国投資信託受益証券)-第2期(平成26年6月13日-平成27年6月12日)
JPM新興国ソブリン・オープン・マザーファンド(適格機関投資家専用)
尚、以下に記載した情報は監査の対象外であります。
貸借対照表
(注)「JPM新興国ソブリン・オープン・マザーファンド(適格機関投資家専用)」の計算期間は、毎年3月18日から9月17日および9月18日から翌年3月17日までであり、当ファンドの計算期間と異なります。上記の貸借対照表は、平成26年6月9日における同親投資信託の状況であります。
有価証券明細表(平成26年6月9日現在)
(注)各通貨計欄の( )内は、邦貨換算額であります。
(注)小計・合計金額欄の( )内は、外貨建有価証券に係わるもので、内書であります。
(注)比率は左より組入時価の純資産に対する比率、および各通貨計欄の合計金額に対する比率であります。
※先物取引に係る差入委託証拠金代用有価証券として下記有価証券の券面額が差し入れられております。
US T-BOND 11.25% FEB15 200,000.00アメリカドル
尚、以下に記載した情報は監査の対象外であります。
貸借対照表
| (単位:円) | |||
| 区分 | 注記 番号 | (平成26年6月9日現在) | |
| 金額 | |||
| 資産の部 | |||
| 流動資産 | |||
| 預金 | 279,695,109 | ||
| コール・ローン | 55,489,180 | ||
| 国債証券 | ※2 | 11,395,198,175 | |
| 地方債証券 | 97,152,011 | ||
| 特殊債券 | 3,432,696,372 | ||
| 社債券 | 967,804,528 | ||
| 派生商品評価勘定 | 4,724,168 | ||
| 未収入金 | 76,681,036 | ||
| 未収利息 | 222,455,246 | ||
| 前払費用 | 36,287,998 | ||
| 流動資産合計 | 16,568,183,823 | ||
| 資産合計 | 16,568,183,823 | ||
| 負債の部 | |||
| 流動負債 | |||
| 派生商品評価勘定 | 1,450,819 | ||
| 前受金 | 3,011,096 | ||
| 未払金 | 242,036,772 | ||
| 未払解約金 | 47,680,032 | ||
| 流動負債合計 | 294,178,719 | ||
| 負債合計 | 294,178,719 | ||
| 純資産の部 | |||
| 元本等 | |||
| 元本 | ※1 | 8,848,449,027 | |
| 剰余金 | |||
| 剰余金又は欠損金(△) | 7,425,556,077 | ||
| 元本等合計 | 16,274,005,104 | ||
| 純資産合計 | 16,274,005,104 | ||
| 負債純資産合計 | 16,568,183,823 |
有価証券明細表(平成26年6月9日現在)
| 種類 | 通貨 | 銘柄 | 銘柄数 比率 | 券面総額 | 評価額 | 備考 |
| 国債証券 | アメリカドル | ANGOLA USD 7% AUG19 REGS | 680,000.00 | 745,484.00 | ||
| ARGENTINE 8.28% DEC33 LO | 490,713.30 | 382,091.74 | ||||
| ARGENTINE 8.28% DEC33 NY | 1,699,352.78 | 1,367,978.97 | ||||
| ARGENTINE 8.75% JUN17 1 | 416,647.00 | 390,523.23 | ||||
| ARGENTINE USD 7% OCT15 | 510,000.00 | 497,856.90 | ||||
| ARGENTINE USD MLT DEC38 | 3,142,943.00 | 1,388,237.92 | ||||
| ARMENIA 6% SEP20 REGS | 530,000.00 | 561,058.00 | ||||
| BAHRAIN 6.125%AUG23 REGS | 400,000.00 | 457,800.00 | ||||
| BELARUS USD 8.75% AUG15 | 800,000.00 | 823,840.00 | ||||
| BELARUS USD 8.95% JAN18 | 420,000.00 | 445,200.00 | ||||
| BELIZE MLT FEB38 REGS | 618,300.00 | 429,558.04 | ||||
| BOLIVIA 5.95% AUG23 REGS | 1,120,000.00 | 1,183,280.00 | ||||
| BRAZIL USD 7.125% JAN37 | 1,875,000.00 | 2,315,625.00 | ||||
| C IVOIRE MLT DEC32 REGS | 2,445,000.00 | 2,368,716.00 | ||||
| CHILE USD 3.625% OCT42 | 476,000.00 | 408,788.80 | ||||
| COLOMBIA USD10.375%JAN33 | 1,720,000.00 | 2,691,639.00 | ||||
| COLOMBIA USD11.75% FEB20 | 1,135,000.00 | 1,653,581.50 | ||||
| COLOMBIA USD7.375% SEP37 | 569,000.00 | 773,470.15 | ||||
| COSTAR 7% APR44 REGS | 600,000.00 | 630,000.00 | ||||
| COSTAR 9.995% AUG20 REGS | 141,000.00 | 180,130.32 | ||||
| CROATIA USD 6.75% NOV19 | 1,993,000.00 | 2,237,341.80 | ||||
| DOMINICA 6.6% JAN24 REGS | 430,000.00 | 472,527.00 | ||||
| DOMINICA 7.5% MAY21 REGS | 338,000.00 | 390,369.72 | ||||
| DOMINICA 9.04%JAN18 REGS | 1,294,200.92 | 1,422,145.62 | ||||
| DOMINICA7.45% APR44 REGS | 535,000.00 | 577,372.00 | ||||
| DUBAI USD5.25% JAN43EMTN | 260,000.00 | 243,750.00 | ||||
| ECUADOR USD 9.375% DEC15 | 1,729,000.00 | 1,846,986.96 | ||||
| GABON 6.375% DEC24 REGS | 701,857.00 | 761,935.95 | ||||
| GUATEML 4.875%FEB28 REGS | 200,000.00 | 206,840.00 | ||||
| GUATEML 5.75% JUN22 REGS | 200,000.00 | 223,500.00 | ||||
| HONDURAS 7.5% MAR24 REGS | 860,000.00 | 906,268.00 | ||||
| HONDURAS8.75% DEC20 REGS | 400,000.00 | 449,180.00 | ||||
| HUNGARY USD 5.375% FEB23 | 882,000.00 | 950,355.00 | ||||
| HUNGARY USD 5.375% MAR24 | 1,952,000.00 | 2,078,489.60 | ||||
| HUNGARY USD 5.75% NOV23 | 454,000.00 | 496,585.20 | ||||
| HUNGARY USD 6.25% JAN20 | 445,000.00 | 502,360.50 | ||||
| HUNGARY USD 6.375% MAR21 | 470,000.00 | 531,946.00 | ||||
| HUNGARY USD 7.625% MAR41 | 420,000.00 | 525,672.00 | ||||
| ICELAND 5.875%MAY22 REGS | 934,000.00 | 1,025,065.00 | ||||
| INDNSA 11.625%MAR19 REGS | 400,000.00 | 547,576.00 | ||||
| INDNSA 5.875% JAN24 REGS | 1,560,000.00 | 1,739,400.00 | ||||
| INDNSA 6.75% JAN44 REGS | 485,000.00 | 570,505.50 | ||||
| IRAQ USD 5.8% JAN28 REGS | 800,000.00 | 758,392.00 | ||||
| JAMAICA USD 8% JUN19 | 910,000.00 | 968,431.10 | ||||
| JAMAICA USD 8% MAR39 | 110,000.00 | 104,500.00 | ||||
| JAMAICA USD 9.25% OCT25 | 100,000.00 | 112,904.49 | ||||
| JAMAICA USD10.625% JUN17 | 141,000.00 | 160,814.73 | ||||
| LEBANON 8.25% APR21 REGS | 3,570,000.00 | 4,110,319.50 | ||||
| LEBANON 9% MAR17 EMTN | 360,000.00 | 404,172.00 | ||||
| LEBANON USD 6.375% MAR20 | 1,015,000.00 | 1,063,385.05 | ||||
| LITHUANIA5.125%SEP17REGS | 1,322,000.00 | 1,452,613.60 | ||||
| LITHUANIA6.625%FEB22REGS | 1,230,000.00 | 1,498,755.00 | ||||
| MONGOL 5.125% DEC22 REGS | 878,000.00 | 780,893.20 | ||||
| MOROCCO 4.25% DEC22 REGS | 455,000.00 | 451,132.50 | ||||
| MOROCCO 5.5% DEC42 REGS | 323,000.00 | 319,479.30 | ||||
| NIGERIA6.375% JUL23 REGS | 220,000.00 | 238,634.00 | ||||
| PAKISTAN 8.25%APR24 REGS | 690,000.00 | 737,610.00 | ||||
| PAKISTAN6.875%JUN17 REGS | 2,100,000.00 | 2,181,774.00 | ||||
| PANAMA USD 4.3% APR53 | 523,000.00 | 451,087.50 | ||||
| PANAMA USD 6.7% JAN36 | 135,000.00 | 168,142.50 | ||||
| PANAMA USD 8.875% SEP27 | 2,110,000.00 | 3,026,162.00 | ||||
| PARAGUAY4.625%JAN23 REGS | 392,000.00 | 400,051.68 | ||||
| PERU USD 6.55% MAR37 | 940,000.00 | 1,191,450.00 | ||||
| PERU USD 8.75% NOV33 | 1,733,000.00 | 2,651,550.01 | ||||
| PHILIPPINES 10.625%MAR25 | 3,360,000.00 | 5,344,416.00 | ||||
| POLAND USD 4% JAN24 | 780,000.00 | 810,810.00 | ||||
| POLAND USD 5% MAR22 | 330,000.00 | 369,435.00 | ||||
| POLAND USD 6.375% JUL19 | 1,010,000.00 | 1,201,698.00 | ||||
| ROMANIA 6.75% FEB22 REGS | 664,000.00 | 795,870.40 | ||||
| ROMANIA4.375% AUG23 REGS | 670,000.00 | 689,899.00 | ||||
| ROMANIA4.875% JAN24 REGS | 630,000.00 | 670,950.00 | ||||
| ROMANIA6.125% JAN44 REGS | 922,000.00 | 1,040,938.00 | ||||
| RUSSIA 12.75% JUN28 REGS | 470,000.00 | 820,385.00 | ||||
| RUSSIA 4.875% SEP23 REGS | 800,000.00 | 829,280.00 | ||||
| RUSSIA 5.875% SEP43 REGS | 800,000.00 | 868,480.00 | ||||
| RUSSIA MLT MAR30 REGS | 1,550,473.52 | 1,808,255.24 | ||||
| S.AFRICA USD 5.5% MAR20 | 350,000.00 | 382,217.50 | ||||
| S.AFRICA USD 6.25% MAR41 | 510,000.00 | 580,329.00 | ||||
| S.AFRICA USD5.875% SEP25 | 225,000.00 | 249,030.00 | ||||
| S.AFRICA USD6.875% MAY19 | 565,000.00 | 655,400.00 | ||||
| SALVADOR 7.65%JUN35 REGS | 482,000.00 | 515,354.40 | ||||
| SALVADOR7.375%DEC19 REGS | 630,000.00 | 699,180.30 | ||||
| SALVADOR7.75% JAN23 REGS | 207,000.00 | 233,496.00 | ||||
| SALVADOR8.25% APR32 REGS | 819,000.00 | 934,880.31 | ||||
| SERBIA 4.875% FEB20 REGS | 1,485,000.00 | 1,525,837.50 | ||||
| SERBIA 5.875% DEC18 REGS | 290,000.00 | 312,127.00 | ||||
| SERBIA 7.25% SEP21 REGS | 581,000.00 | 675,703.00 | ||||
| SERBIA USD MLT NOV24REGS | 333,327.22 | 338,237.12 | ||||
| SRILANKA 6% JAN19 REGS | 260,000.00 | 276,250.00 | ||||
| SRILANKA6.25% JUL21 REGS | 900,000.00 | 957,960.00 | ||||
| SRILANKA6.25% OCT20 REGS | 300,000.00 | 320,250.00 | ||||
| TANZANIA USD FLT MAR20 | 385,000.00 | 411,488.00 | ||||
| TRITOB 4.375% JAN24 REGS | 200,000.00 | 217,000.00 | ||||
| TURKEY USD 11.875% JAN30 | 980,000.00 | 1,662,080.00 | ||||
| TURKEY USD 5.75% MAR24 | 1,015,000.00 | 1,101,782.50 | ||||
| TURKEY USD 6% JAN41 | 618,000.00 | 652,299.00 | ||||
| TURKEY USD 6.875% MAR36 | 900,000.00 | 1,073,385.00 | ||||
| TURKEY USD 7.5% NOV19 | 2,086,000.00 | 2,477,020.70 | ||||
| UKRAINE 6.75% NOV17 REGS | 300,000.00 | 286,173.00 | ||||
| UKRAINE 7.5% APR23 REGS | 800,000.00 | 734,800.00 | ||||
| UKRAINE 7.75% SEP20 REGS | 1,000,000.00 | 969,780.00 | ||||
| UKRAINE 7.8% NOV22 REGS | 1,100,000.00 | 1,007,380.00 | ||||
| UKRAINE 7.95% FEB21 REGS | 609,000.00 | 580,620.60 | ||||
| UKRAINE 9.25% JUL17 REGS | 200,000.00 | 200,700.00 | ||||
| URUGUAY USD 7.625% MAR36 | 174,691.00 | 236,667.48 | ||||
| URUGUAY USD 7.875% JAN33 | 1,073,951.00 | 1,467,339.25 | ||||
| US T-BOND 11.25% FEB15 | 200,000.00 | 215,250.00 | ※ | |||
| VIETNAM 6.75% JAN20 REGS | 1,387,000.00 | 1,569,113.10 | ||||
| VZLA USD 9% MAY23 REGS | 688,800.00 | 574,838.04 | ||||
| VZLA USD8.25% OCT24 REGS | 645,000.00 | 505,486.50 | ||||
| ZAMBIA 8.5% APR24 REGS | 620,000.00 | 688,200.00 | ||||
| 計 | 銘柄数: | 111 | 91,695,256.74 | 102,171,357.52 | ||
| (10,478,694,427) | ||||||
| 組入時価比率: | 64.4% | 66.0% | ||||
| メキシコペソ | MEXICO GOVT 10% DEC24 | 5,260,000.00 | 7,088,376.00 | |||
| MEXICO GOVT 10% NOV36 | 750,000.00 | 1,049,812.50 | ||||
| MEXICO GOVT 7.75% NOV42 | 14,300,000.00 | 16,216,486.00 | ||||
| 計 | 銘柄数: | 3 | 20,310,000.00 | 24,354,674.50 | ||
| (193,132,568) | ||||||
| 組入時価比率: | 1.2% | 1.2% | ||||
| ブラジルレアル | BRAZIL 10% JAN15 NTNF | 2,770,000.00 | 2,871,642.38 | |||
| BRAZIL 10% JAN17 NTNF | 6,233,000.00 | 6,290,056.87 | ||||
| BRAZIL 10% JAN23 NTNF | 3,330,000.00 | 3,154,861.97 | ||||
| 計 | 銘柄数: | 3 | 12,333,000.00 | 12,316,561.22 | ||
| (562,497,350) | ||||||
| 組入時価比率: | 3.5% | 3.5% | ||||
| ロシアルーブル | RUSSIA 7% AUG23 6215 | 15,740,000.00 | 14,520,150.00 | |||
| RUSSIA 7.6% JUL22 6209 | 35,023,000.00 | 33,912,770.90 | ||||
| 計 | 銘柄数: | 2 | 50,763,000.00 | 48,432,920.90 | ||
| (144,330,104) | ||||||
| 組入時価比率: | 0.9% | 0.9% | ||||
| ナイジェリアナイラ | NIGERIA 16% JUN19 REGS | 22,985,000.00 | 26,289,093.75 | |||
| 計 | 銘柄数: | 1 | 22,985,000.00 | 26,289,093.75 | ||
| (16,543,726) | ||||||
| 組入時価比率: | 0.1% | 0.1% | ||||
| 小計 | 11,395,198,175 | |||||
| (11,395,198,175) | ||||||
| 地方債証券 | アメリカドル | BUENOS AIRES 11.75% REGS | 162,000.00 | 159,570.00 | ||
| BUENOS AIRES10.875% REGS | 332,000.00 | 307,100.00 | ||||
| PROV CORDOBA12.375% REGS | 500,000.00 | 480,600.00 | ||||
| 計 | 銘柄数: | 3 | 994,000.00 | 947,270.00 | ||
| (97,152,011) | ||||||
| 組入時価比率: | 0.6% | 0.6% | ||||
| 小計 | 97,152,011 | |||||
| (97,152,011) | ||||||
| 特殊債券 | アメリカドル | AGROMERCANTIL 6.25% REGS | 390,000.00 | 407,046.90 | ||
| BANCO BCR 5.25% REGS | 250,000.00 | 255,125.00 | ||||
| BK OF CEYLON 6.875% REGS | 870,000.00 | 927,855.00 | ||||
| BN COSTA RICA 6.25% REGS | 240,000.00 | 247,080.00 | ||||
| CFE MEXICO 4.875% REGS | 380,000.00 | 405,536.00 | ||||
| CSCEC 3.125% | 600,000.00 | 594,360.00 | ||||
| DOLPHIN ENERGY 5.5% REGS | 580,000.00 | 664,390.00 | ||||
| ECOPETROL SA 5.875% | 350,000.00 | 361,305.00 | ||||
| ESKOM 5.75% REGS | 2,291,000.00 | 2,390,658.50 | ||||
| ESKOM 6.75% REGS | 500,000.00 | 545,950.00 | ||||
| GAZPROM 4.95% REGS 22 | 400,000.00 | 398,200.00 | ||||
| GAZPROM 4.95% REGS 28 | 400,000.00 | 363,200.00 | ||||
| GEORGIAN RAIL 7.75% REGS | 472,000.00 | 527,412.80 | ||||
| GRUPO ICE 6.375% REGS | 730,000.00 | 642,692.00 | ||||
| HRVATSKA ELECTRO 6% REGS | 1,130,000.00 | 1,202,772.00 | ||||
| HU DEV BK 6.25% REGS | 390,000.00 | 429,975.00 | ||||
| KAZAKH TEMIR 6.95% REGS | 300,000.00 | 334,500.00 | ||||
| KAZMUNAIGAZ 11.75% REGS | 3,148,000.00 | 3,331,528.40 | ||||
| KAZMUNAIGAZ 5.75% REGS | 835,000.00 | 814,375.50 | ||||
| MAGYAR EXIM BK 5.5% REGS | 670,000.00 | 713,550.00 | ||||
| MAJAPAHIT 7.75% 20 REGS | 770,000.00 | 901,285.00 | ||||
| NSB LK 8.875% REGS | 520,000.00 | 589,472.00 | ||||
| PDVSA 5% | 735,000.00 | 690,223.79 | ||||
| PDVSA 5.25% REGS | 791,400.00 | 677,137.65 | ||||
| PDVSA 5.375% | 2,919,600.00 | 1,736,986.82 | ||||
| PDVSA 6% REGS | 1,109,736.00 | 701,253.26 | ||||
| PDVSA 8.5% REGS | 994,700.00 | 942,478.25 | ||||
| PDVSA 9% REGS | 476,667.00 | 403,498.61 | ||||
| PDVSA 9.75% REGS | 450,000.00 | 360,450.00 | ||||
| PEMEX 3.5% | 60,000.00 | 62,700.00 | ||||
| PEMEX 4.875% | 250,000.00 | 268,125.00 | ||||
| PEMEX 4.875% REGS | 90,000.00 | 95,778.00 | ||||
| PEMEX 6.375% REGS | 470,000.00 | 538,338.00 | ||||
| PEMEX 6.625% | 2,859,000.00 | 3,359,610.90 | ||||
| PEMEX FLT 18 | 130,000.00 | 135,732.12 | ||||
| PERTAMINA 5.25% REGS | 1,440,000.00 | 1,489,104.00 | ||||
| PERTAMINA 6% REGS | 1,314,000.00 | 1,245,015.00 | ||||
| PERTAMINA 6.5% REGS | 775,000.00 | 784,687.50 | ||||
| PETROBRAS 6.25% | 388,000.00 | 413,802.00 | ||||
| PETROBRAS 7.25% | 226,000.00 | 249,142.40 | ||||
| PSALM 7.39% REGS | 740,000.00 | 958,744.00 | ||||
| RUSSIAN RAIL 5.7% REGS | 680,000.00 | 704,208.00 | ||||
| SOCAR 4.75% EMTN | 295,000.00 | 293,377.50 | ||||
| 計 | 銘柄数: | 43 | 33,410,103.00 | 33,158,661.90 | ||
| (3,400,752,364) | ||||||
| 組入時価比率: | 20.9% | 21.4% | ||||
| メキシコペソ | PEMEX 7.65% REGS | 3,710,000.00 | 4,028,248.25 | |||
| 計 | 銘柄数: | 1 | 3,710,000.00 | 4,028,248.25 | ||
| (31,944,008) | ||||||
| 組入時価比率: | 0.2% | 0.2% | ||||
| 小計 | 3,432,696,372 | |||||
| (3,432,696,372) | ||||||
| 社債券 | アメリカドル | AFREN 6.625% REGS | 490,000.00 | 501,319.00 | ||
| BCO CONTI PY 8.875% REGS | 360,000.00 | 391,068.00 | ||||
| CEMEX 7.25% REGS | 219,000.00 | 238,381.50 | ||||
| CEMEX 9.375% REGS | 200,000.00 | 235,000.00 | ||||
| CITI VAR KES NOV32 CLN | 200,000.00 | 191,612.00 | ||||
| CNTRY GARDEN 7.5% REGS | 560,000.00 | 522,928.00 | ||||
| COMCEL GT 6.875% REGS | 290,000.00 | 311,895.00 | ||||
| DIGICEL GP 6% REGS | 480,000.00 | 490,704.00 | ||||
| DIGICEL GP 8.25% REGS | 480,000.00 | 521,616.00 | ||||
| FRESNILLO 5.5% REGS | 480,000.00 | 504,768.00 | ||||
| GNB SUDAMERIS3.875% REGS | 600,000.00 | 593,880.00 | ||||
| METALLOINVEST5.625% REGS | 470,000.00 | 453,597.00 | ||||
| METALSA SA 4.9% REGS | 590,000.00 | 578,200.00 | ||||
| MEXICHEM SAB 6.75% REGS | 410,000.00 | 436,896.00 | ||||
| MINERA MILPO 4.625% REGS | 400,000.00 | 385,200.00 | ||||
| OCP SA 6.875% REGS | 590,000.00 | 612,420.00 | ||||
| ODEBRECHT 6.75% REGS | 482,100.00 | 513,340.08 | ||||
| OTTAWA 5.875% REGS | 390,000.00 | 348,894.00 | ||||
| TGP 4.25% REGS | 400,000.00 | 376,520.00 | ||||
| TOWER BERSAMA4.625% REGS | 200,000.00 | 202,660.00 | ||||
| TRANSMANTARO 4.375% REGS | 270,000.00 | 261,700.20 | ||||
| ZHAIKMUNAI 7.125% REGS | 600,000.00 | 633,000.00 | ||||
| 計 | 銘柄数: | 22 | 9,161,100.00 | 9,305,598.78 | ||
| (954,382,210) | ||||||
| 組入時価比率: | 5.9% | 6.0% | ||||
| メキシコペソ | TELEVISA 7.25% | 2,000,000.00 | 1,692,600.00 | |||
| 計 | 銘柄数: | 1 | 2,000,000.00 | 1,692,600.00 | ||
| (13,422,318) | ||||||
| 組入時価比率: | 0.1% | 0.1% | ||||
| 小計 | 967,804,528 | |||||
| (967,804,528) | ||||||
| 合計 | 15,892,851,086 | |||||
| (15,892,851,086) |
(注)小計・合計金額欄の( )内は、外貨建有価証券に係わるもので、内書であります。
(注)比率は左より組入時価の純資産に対する比率、および各通貨計欄の合計金額に対する比率であります。
※先物取引に係る差入委託証拠金代用有価証券として下記有価証券の券面額が差し入れられております。
US T-BOND 11.25% FEB15 200,000.00アメリカドル
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。
