有価証券報告書(内国投資信託受益証券)-第1期(平成27年3月2日-平成27年8月24日)
(4)【附属明細表】
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第3 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
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| (2)株式以外の有価証券 |
| (平成27年 8月24日現在) |
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 社債券 | 米・ドル | 21ST CENTURY FOX 3.7% | 350,000.00 | 344,995.00 | |
| 21ST CENTURY FOX 7.75% | 250,000.00 | 338,200.00 | |||
| ABN AMRO BANK 4.75% | 200,000.00 | 201,880.00 | |||
| ACTAVIS FUNDINGS 4.75% | 200,000.00 | 187,236.00 | |||
| ALABAMA POWER CO 3.75% | 250,000.00 | 233,375.00 | |||
| ALTRIA GROUP INC 4.25% | 355,000.00 | 325,499.50 | |||
| AMERICAN INTL GROUP 4.8% | 200,000.00 | 203,894.00 | |||
| AMERICAN INTL GROUP6.25% | 300,000.00 | 364,950.00 | |||
| AMGEN INC 5.375% | 400,000.00 | 431,560.00 | |||
| ANADARKO PETROLEUM 6.2% | 220,000.00 | 242,176.00 | |||
| ANHEUSER-BUSCH INBEV8.2% | 300,000.00 | 456,765.00 | |||
| ANTHEM INC 3.5% | 350,000.00 | 343,896.00 | |||
| APPALACHIAN POWER 4.45% | 400,000.00 | 392,100.00 | |||
| APPLE INC 3.85% | 250,000.00 | 230,375.00 | |||
| APPLE INC 4.375% | 250,000.00 | 250,150.00 | |||
| AT&T INC 4.5% | 225,000.00 | 208,980.00 | |||
| AT&T INC 4.75% | 65,000.00 | 59,910.50 | |||
| AT&T INC 5.55% | 390,000.00 | 392,145.00 | |||
| AUTOZONE INC 3.7% | 550,000.00 | 564,025.00 | |||
| BAE SYSTEMS HLDGS 3.8% | 400,000.00 | 405,920.00 | |||
| BANK OF AMERICA 3.95% | 500,000.00 | 487,300.00 | |||
| BANK OF AMERICA 4% | 800,000.00 | 822,640.00 | |||
| BANK OF AMERICA 7.75% | 400,000.00 | 547,160.00 | |||
| BARCLAYS PLC 3.65% | 600,000.00 | 583,320.00 | |||
| BARCLAYS PLC 5.25% | 400,000.00 | 408,040.00 | |||
| BECTON DICKINSON 4.685% | 200,000.00 | 203,700.00 | |||
| BERKSHIRE HATHAWAY 5.95% | 220,000.00 | 263,899.72 | |||
| BOSTON PROPERTIES 3.85% | 400,000.00 | 410,000.00 | |||
| BP CAPITAL MARKETS3.535% | 300,000.00 | 297,990.00 | |||
| BRANCH BANKING 3.8% | 500,000.00 | 513,729.80 | |||
| BRINKER INTERNATIO3.875% | 313,000.00 | 306,123.39 | |||
| BRIXMOR OPERATING PA 3.85% | 450,000.00 | 434,700.00 | |||
| BURLINGTN NORTH 4.7% | 300,000.00 | 297,120.00 | |||
| BURLINGTN NORTH 5.05% | 400,000.00 | 427,616.00 | |||
| CAPITAL ONE FIN 3.75% | 500,000.00 | 496,600.00 | |||
| CELGENE CORP 5% | 450,000.00 | 455,445.00 | |||
| CENOVUS ENERGY INC 5.7% | 250,000.00 | 277,925.00 | |||
| CIGNA CORP 3.25% | 250,000.00 | 237,475.00 | |||
| CIMAREX ENERGY 5.875% | 400,000.00 | 421,920.00 | |||
| CITIGROUP INC 4.4% | 300,000.00 | 302,550.00 | |||
| CITIGROUP INC 5.5% | 350,000.00 | 383,425.00 | |||
| CITIGROUP INC 8.125% | 550,000.00 | 807,247.10 | |||
| CMS ENERGY CORP 4.875% | 300,000.00 | 317,220.00 | |||
| CMS ENERGY CORP 5.05% | 250,000.00 | 272,700.00 | |||
| CNA FINANCIAL 5.75% | 400,000.00 | 456,764.80 | |||
| COLUMBIA PIPELINE 4.5% | 250,000.00 | 238,375.00 | |||
| COLUMBIA PIPELINE 5.8% | 300,000.00 | 290,100.00 | |||
| COMCAST CORP 4.4% | 300,000.00 | 305,520.00 | |||
| COMCAST CORP 4.65% | 200,000.00 | 207,720.00 | |||
| CONSOLIDATED EDISON 5.5% | 200,000.00 | 238,280.00 | |||
| CONTINENTAL RES 4.9% | 600,000.00 | 439,500.00 | |||
| CONTINENTAL RES 5.0% | 550,000.00 | 487,850.00 | |||
| CORPORATE OFFICE 3.7% | 350,000.00 | 344,785.00 | |||
| CRED SUIS GP FUN 3.75% | 500,000.00 | 490,100.00 | |||
| CRED SUIS GP FUN 4.875% | 250,000.00 | 250,875.00 | |||
| CSX CORP 4.1% | 400,000.00 | 371,760.00 | |||
| CVS HEALTH CORP 5.125% | 400,000.00 | 423,200.00 | |||
| DEVON ENERGY CORPO 7.95% | 200,000.00 | 255,420.00 | |||
| DIRECTV HOLDINGS 6.375% | 200,000.00 | 214,640.00 | |||
| DISCOVER FINANCIAL 3.75% | 300,000.00 | 282,000.00 | |||
| DISCOVERY COMMUNI 4.875% | 200,000.00 | 179,640.00 | |||
| DOLLAR GENERAL CORP3.25% | 550,000.00 | 529,980.00 | |||
| DOMINION RESOU 3.625% | 350,000.00 | 351,180.23 | |||
| DOW CHEMICAL CO 4.375% | 400,000.00 | 365,120.00 | |||
| DTE ENERGY COMPANY 3.5% | 350,000.00 | 348,180.00 | |||
| ENERGY TRANSFER 3.6% | 200,000.00 | 182,280.00 | |||
| ENSCO PLC 4.7% | 200,000.00 | 187,000.00 | |||
| ENTERPRISE PRODUCTS 4.9% | 150,000.00 | 137,374.50 | |||
| ENTERPRISE PRODUCTS 5.1% | 200,000.00 | 186,840.00 | |||
| EOG RESOURCES INC 3.9% | 400,000.00 | 379,720.00 | |||
| EPR PROPERTIES 4.5% | 500,000.00 | 485,650.00 | |||
| EQT CORP 8.125% | 350,000.00 | 410,100.63 | |||
| ERAC USA FINANCE 7% | 200,000.00 | 244,040.00 | |||
| EXELON GENERATION 4.25% | 400,000.00 | 412,134.80 | |||
| FEDEX CORP 5.1% | 400,000.00 | 422,280.00 | |||
| FORD MOTOR CO 7.45% | 600,000.00 | 768,840.00 | |||
| FORD MOTOR CREDIT 4.134% | 550,000.00 | 556,215.00 | |||
| FOREST LABORATORIES 5% | 250,000.00 | 271,527.25 | |||
| FREEPORT-MCMORAN 6.875% | 1,745,000.00 | 1,562,112.48 | |||
| GDF SUEZ 2.875% | 400,000.00 | 395,600.00 | |||
| GEN ELEC CAP CRP 5.875% | 500,000.00 | 614,900.00 | |||
| GENERAL MOTORS FINL 4% | 800,000.00 | 763,600.00 | |||
| GLENCORE FINANCE 5.3% | 350,000.00 | 293,545.00 | |||
| GLENCORE FINANCE 6% | 200,000.00 | 182,119.80 | |||
| GOLDMAN SACHS 3.75% | 650,000.00 | 651,105.00 | |||
| GOLDMAN SACHS 5.15% | 65,000.00 | 64,649.00 | |||
| GOLDMAN SACHS 5.75% | 700,000.00 | 798,763.00 | |||
| GOLDMAN SACHS 6.75% | 200,000.00 | 243,420.00 | |||
| HCP INC 5.375% | 400,000.00 | 440,360.00 | |||
| HEALTHCARE REALTY 5.75% | 400,000.00 | 445,320.00 | |||
| HEWLETT-PACKARD 6.0% | 135,000.00 | 135,823.50 | |||
| HOLCIM CAPITAL CORP 6.5% | 200,000.00 | 243,378.00 | |||
| HOME DEPOT INC 4.4% | 400,000.00 | 417,600.00 | |||
| HSBC HOLDINGS PLC 4.25% | 700,000.00 | 696,850.00 | |||
| HUSKY ENERGY INC 3.95% | 400,000.00 | 395,880.00 | |||
| IMPERIAL TOBACCO 2.95% | 300,000.00 | 298,530.00 | |||
| INGERSOLL-RAND GL 4.25% | 350,000.00 | 363,832.56 | |||
| INTEL CORP 4.9% | 300,000.00 | 303,540.00 | |||
| JPMORGAN CAHSE&CO 3.875% | 350,000.00 | 344,225.00 | |||
| JPMORGAN CHASE&CO 4.85% | 300,000.00 | 321,060.00 | |||
| KINDER MORGAN 4.3% | 700,000.00 | 652,233.88 | |||
| KINDER MORGAN 5.5% | 400,000.00 | 347,276.48 | |||
| KRAFT FOODS GROUP 6.875% | 500,000.00 | 618,577.55 | |||
| KROGER CO/THE 4% | 350,000.00 | 360,150.00 | |||
| LIBERTY MUTUAL GROUP4.85% | 250,000.00 | 244,450.00 | |||
| LIBERTY PROPERTY 4.125% | 200,000.00 | 204,800.00 | |||
| LLOYDS BANK PLC 3.5% | 500,000.00 | 497,000.00 | |||
| LYB INTL FINANCE 4.875% | 350,000.00 | 345,625.00 | |||
| MARATHON PETROLEUM 6.5% | 200,000.00 | 220,038.72 | |||
| MCKESSON CORP 4.883% | 200,000.00 | 207,060.00 | |||
| MEDTRONIC INC 4.625% | 400,000.00 | 413,040.00 | |||
| MORGAN STANLEY 4% | 105,000.00 | 107,310.00 | |||
| MORGAN STANLEY 5% | 400,000.00 | 424,600.00 | |||
| MOSAIC CO 5.625% | 400,000.00 | 436,931.60 | |||
| NISOURCE FINANCE 5.65% | 300,000.00 | 343,187.64 | |||
| NOBLE HOLDING INTL 4% | 400,000.00 | 403,520.00 | |||
| NORDEA BANK 4.875% | 400,000.00 | 427,920.00 | |||
| OMEGA HLTHCARE INVES4.5% | 250,000.00 | 241,650.00 | |||
| OMNICARE INC 4.75% | 550,000.00 | 582,285.00 | |||
| OWENS CORNING 4.2% | 350,000.00 | 355,810.00 | |||
| PERNOD-RICARD SA 5.75% | 350,000.00 | 393,330.00 | |||
| PERRIGO FINANCE 3.5% | 450,000.00 | 448,055.86 | |||
| PERRIGO FINANCE 4.9% | 200,000.00 | 192,360.00 | |||
| PETRO-CANADA 6.8% | 115,000.00 | 145,035.70 | |||
| PHILIP MORRIS INTL4.875% | 200,000.00 | 212,280.00 | |||
| PHILLIPS 66 4.3% | 400,000.00 | 414,140.00 | |||
| PLAINS ALL AMER 4.7% | 200,000.00 | 171,280.00 | |||
| PNC FINANCIAL 3.9% | 600,000.00 | 606,540.00 | |||
| POTASH CORP-SASKATCHE 3% | 200,000.00 | 188,820.00 | |||
| PROGRESS ENERGY 6% | 215,000.00 | 266,723.75 | |||
| PRUDENTIAL FINANCIAL4.6% | 300,000.00 | 299,940.00 | |||
| PSEG POWER 4.15% | 200,000.00 | 210,981.48 | |||
| RABOBANK NEDERLAND 3.375% | 400,000.00 | 393,000.00 | |||
| REALTY INCOME CORP 3.25% | 350,000.00 | 341,705.00 | |||
| REGENCY CENTERS LP 4.8% | 200,000.00 | 219,549.98 | |||
| REYNOLDS AMERICAN 4.45% | 260,000.00 | 267,358.00 | |||
| REYNOLDS AMERICAN 5.85% | 150,000.00 | 162,585.00 | |||
| REYNOLDS AMERICAN 8.125% | 200,000.00 | 236,596.44 | |||
| RIO TINTO FIN USA 3.75% | 500,000.00 | 510,475.00 | |||
| RIO TINTO FIN USA 3.75% | 200,000.00 | 195,780.00 | |||
| ROGERS COMMUNICATIONS 5% | 450,000.00 | 455,917.50 | |||
| SEMPRA ENERGY 4.05% | 350,000.00 | 360,850.00 | |||
| SHELL INTL FIN 4.375% | 500,000.00 | 505,950.00 | |||
| SIMON PROPERTY GRO 3.75% | 400,000.00 | 409,600.00 | |||
| SOUTH CAROLINA ELEC 5.1% | 450,000.00 | 468,855.00 | |||
| SOUTHWESTERN ENERGY 4.1% | 450,000.00 | 412,380.00 | |||
| SPECTRA ENERGY PART 3.5% | 200,000.00 | 185,260.00 | |||
| STATOIL ASA 4.25% | 550,000.00 | 546,210.50 | |||
| SUNOCO LOGISTICS PAR 5.3% | 200,000.00 | 170,600.00 | |||
| SYNCHRONY FIN 3.75% | 400,000.00 | 399,520.00 | |||
| TALISMAN ENERGY 3.75% | 350,000.00 | 343,525.00 | |||
| TECK RESOURCES 3.75% | 850,000.00 | 633,165.00 | |||
| TELEFONICA EMISION5.462% | 300,000.00 | 335,280.00 | |||
| TIME WARNER CABLE 5.5% | 300,000.00 | 281,190.00 | |||
| TIME WARNER INC 7.7% | 300,000.00 | 390,810.00 | |||
| TOTAL CAPITAL INTL 3.7% | 400,000.00 | 409,880.00 | |||
| TRANS-CANADA PIPELI7.625% | 110,000.00 | 147,948.02 | |||
| TRANSOCEAN INC 3.8% MC | 100,000.00 | 65,389.00 | |||
| TRINITY ACQUISITION4.625% | 400,000.00 | 414,120.00 | |||
| VENTAS REALTY LP 4.125% | 300,000.00 | 304,039.92 | |||
| VENTAS REALTY LP 4.25% | 400,000.00 | 414,800.00 | |||
| VERIZON COMMUNICATION 5.05% | 700,000.00 | 707,420.00 | |||
| VERIZON COMMUNICATION 6.55% | 200,000.00 | 233,940.00 | |||
| WALGREENS BOOTS ALLI 4.8% | 550,000.00 | 519,607.00 | |||
| WASTE MANAGEMENT 3.9% | 600,000.00 | 569,340.00 | |||
| WELLS FARGO & CO 3.9% | 300,000.00 | 279,510.00 | |||
| WELLS FARGO & CO 4.1% | 450,000.00 | 446,985.00 | |||
| WELLS FARGO & CO 4.3% | 200,000.00 | 203,760.00 | |||
| WILLIAMS COMPANIES 3.7% | 200,000.00 | 176,406.46 | |||
| ZIMMER HOLDINGS INC3.55% | 400,000.00 | 381,760.00 | |||
| ZIMMER HOLDINGS INC4.45% | 170,000.00 | 157,090.20 | |||
| 小計 | 銘柄数:171 | 61,208,000.00 | 62,486,194.24 | ||
| (7,605,819,562) | |||||
| 組入時価比率:89.8% | 95.0% | ||||
| ユーロ | MORGAN STANLEY 1.75% | 600,000.00 | 593,580.00 | ||
| SANTANDER ISSUANCES 2.5% | 400,000.00 | 378,720.00 | |||
| 小計 | 銘柄数:2 | 1,000,000.00 | 972,300.00 | ||
| (134,653,827) | |||||
| 組入時価比率:1.6% | 1.7% | ||||
| 英・ポンド | BAT INTL FINANCE 7.25% | 150,000.00 | 196,155.00 | ||
| BHP BILLITON FINANCE4.3% | 200,000.00 | 202,200.00 | |||
| GLENCORE CANADA FIN7.375% | 200,000.00 | 224,480.00 | |||
| RWE FINANCE BV 6.25% | 200,000.00 | 236,280.00 | |||
| TELEFONICA EMISIONE5.289% | 400,000.00 | 450,360.00 | |||
| 小計 | 銘柄数:5 | 1,150,000.00 | 1,309,475.00 | ||
| (249,664,503) | |||||
| 組入時価比率:2.9% | 3.1% | ||||
| オーストラリア・ドル | MORGAN STANLEY 5% | 200,000.00 | 212,380.00 | ||
| 小計 | 銘柄数:1 | 200,000.00 | 212,380.00 | ||
| (18,759,525) | |||||
| 組入時価比率:0.2% | 0.2% | ||||
| 合計 | 8,008,897,417 | ||||
| (8,008,897,417) | |||||
| (注1)比率は左より組入時価の純資産総額に対する比率、及び各小計欄の合計金額に対する比率であります。 |
| (注2)通貨種類毎の小計欄の( )内は、邦貨換算額であります。 |
| (注3)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。 |
| 有価証券明細表注記 外貨建有価証券の内訳 |
| 通貨 | 銘柄数 | 組入債券 時価比率 | 合計金額に 対する比率 | |
| 米・ドル | 社債券 | 171銘柄 | 100.0% | 95.0% |
| ユーロ | 社債券 | 2銘柄 | 100.0% | 1.7% |
| 英・ポンド | 社債券 | 5銘柄 | 100.0% | 3.1% |
| オーストラリア・ドル | 社債券 | 1銘柄 | 100.0% | 0.2% |
該当事項はありません。
第3 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
| 「デリバティブ取引等に関する注記」に記載しております。 |