有価証券報告書(内国投資信託受益証券)-第2期(平成27年8月25日-平成28年2月22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28年 2月22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 | 353,780.00 | |
| 21ST CENTURY FOX 7.75% | 250,000.00 | 318,605.00 | |||
| ABBVIE INC 3.6% | 400,000.00 | 404,640.00 | |||
| ABN AMRO BANK 4.75% | 400,000.00 | 384,880.00 | |||
| ACE INA HOLDINGS4.35% | 170,000.00 | 173,706.00 | |||
| ACTAVIS FUNDINGS 4.75% | 200,000.00 | 202,394.00 | |||
| ALABAMA POWER CO 3.75% | 550,000.00 | 521,895.00 | |||
| ALEXANDRIA REAL 4.3% | 200,000.00 | 204,380.00 | |||
| ALTRIA GROUP INC 4.25% | 655,000.00 | 618,516.50 | |||
| AMERICAN INTL GROUP 4.8% | 200,000.00 | 174,860.00 | |||
| AMERICAN INTL GROUP6.25% | 300,000.00 | 313,020.00 | |||
| AMGEN INC 5.375% | 400,000.00 | 429,492.00 | |||
| ANADARKO PETROLEUM 6.2% | 220,000.00 | 170,390.00 | |||
| ANHEUSER-BUSCH 3.65% | 300,000.00 | 307,800.00 | |||
| ANHEUSER-BUSCH 4.9% | 300,000.00 | 319,770.00 | |||
| ANHEUSER-BUSCH 8.2% | 300,000.00 | 439,308.00 | |||
| ANTHEM INC 3.5% | 350,000.00 | 350,805.00 | |||
| APPALACHIAN POWER 4.45% | 400,000.00 | 396,977.20 | |||
| APPLE INC 3.85% | 250,000.00 | 225,500.00 | |||
| APPLE INC 4.375% | 250,000.00 | 244,025.00 | |||
| AT&T INC 4.5% | 425,000.00 | 387,175.00 | |||
| AT&T INC 4.75% | 65,000.00 | 58,090.50 | |||
| AT&T INC 5.55% | 390,000.00 | 381,615.00 | |||
| AUTOZONE INC 3.7% | 550,000.00 | 572,275.00 | |||
| BAE SYSTEMS HLDGS 3.8% | 400,000.00 | 403,920.00 | |||
| BANK OF AMERICA 3.95% | 500,000.00 | 478,900.00 | |||
| BANK OF AMERICA 4.1% | 300,000.00 | 310,500.00 | |||
| BANK OF AMERICA 4% | 800,000.00 | 816,880.00 | |||
| BANK OF AMERICA 7.75% | 200,000.00 | 255,980.00 | |||
| BARCLAYS PLC 3.65% | 600,000.00 | 553,998.00 | |||
| BARCLAYS PLC 5.25% | 400,000.00 | 385,256.00 | |||
| BERKSHIRE HATHAWAY 5.95% | 220,000.00 | 256,203.72 | |||
| BP CAPITAL MARKETS3.535% | 550,000.00 | 526,625.00 | |||
| BRINKER INTERNATIO3.875% | 313,000.00 | 306,489.60 | |||
| BRIXMOR OPERATING PA 3.85% | 450,000.00 | 390,240.00 | |||
| BURLINGTN NORTH 4.7% | 300,000.00 | 300,540.00 | |||
| BURLINGTN NORTH 5.05% | 400,000.00 | 419,132.00 | |||
| CAPITAL ONE FIN 3.75% | 500,000.00 | 492,600.00 | |||
| CELGENE CORP 5% | 450,000.00 | 456,210.00 | |||
| CENOVUS ENERGY INC 5.7% | 550,000.00 | 487,069.00 | |||
| CIGNA CORP 3.25% | 500,000.00 | 493,250.00 | |||
| CIMAREX ENERGY 5.875% | 400,000.00 | 381,880.00 | |||
| CITIGROUP INC 4.45% | 695,000.00 | 673,246.50 | |||
| CITIGROUP INC 5.5% | 350,000.00 | 371,385.00 | |||
| CITIGROUP INC 8.125% | 550,000.00 | 774,064.50 | |||
| CITIZENS FINANCIAL 4.3% | 185,000.00 | 188,418.80 | |||
| CMS ENERGY CORP 4.875% | 300,000.00 | 314,175.00 | |||
| CMS ENERGY CORP 5.05% | 250,000.00 | 275,325.00 | |||
| CNA FINANCIAL 5.75% | 400,000.00 | 448,552.04 | |||
| COLUMBIA PIPELINE 4.5% | 500,000.00 | 450,060.00 | |||
| COMCAST CORP 3.15% | 225,000.00 | 226,215.00 | |||
| COMCAST CORP 4.4% | 300,000.00 | 307,839.00 | |||
| COMCAST CORP 4.65% | 200,000.00 | 206,140.00 | |||
| CONSOLIDATED EDISON 5.5% | 200,000.00 | 235,140.00 | |||
| CONTINENTAL RES 5.0% | 250,000.00 | 175,000.00 | |||
| CORPORATE OFFICE 3.7% | 350,000.00 | 343,490.00 | |||
| CRED SUIS GP FUN 3.75% | 500,000.00 | 467,400.00 | |||
| CRED SUIS GP FUN 4.875% | 250,000.00 | 224,252.50 | |||
| CSX CORP 4.1% | 400,000.00 | 362,360.00 | |||
| CVS HEALTH CORP 4.75% | 550,000.00 | 603,761.84 | |||
| CVS HEALTH CORP 5.125% | 400,000.00 | 442,440.00 | |||
| DEVON ENERGY CORPO 7.95% | 200,000.00 | 156,186.00 | |||
| DIRECTV HOLDINGS 6.375% | 200,000.00 | 202,820.00 | |||
| DISCOVER FINANCIAL 3.75% | 550,000.00 | 516,340.00 | |||
| DISCOVERY COMMUNI 4.875% | 200,000.00 | 158,400.00 | |||
| DOLLAR GENERAL CORP3.25% | 550,000.00 | 539,770.00 | |||
| DOMINION RESOU 3.625% | 600,000.00 | 600,350.94 | |||
| DOW CHEMICAL CO 4.375% | 400,000.00 | 353,200.00 | |||
| DTE ENERGY COMPANY 3.5% | 350,000.00 | 355,250.00 | |||
| ENERGY TRANSFER 3.6% | 200,000.00 | 159,360.00 | |||
| ENTERPRISE PRODUCTS 4.9% | 150,000.00 | 127,054.50 | |||
| ENTERPRISE PRODUCTS 5.1% | 440,000.00 | 376,332.00 | |||
| EOG RESOURCES INC 3.9% | 700,000.00 | 575,680.00 | |||
| EPR PROPERTIES 4.5% | 500,000.00 | 486,050.00 | |||
| EQT CORP 8.125% | 350,000.00 | 348,972.33 | |||
| ERAC USA FINANCE 7% | 200,000.00 | 245,762.00 | |||
| EXELON GENERATION 4.25% | 650,000.00 | 654,609.80 | |||
| FEDEX CORP 5.1% | 400,000.00 | 406,960.00 | |||
| FIDELITY NATIONAL 4.5% | 150,000.00 | 153,960.00 | |||
| FORD MOTOR CO 7.45% | 600,000.00 | 719,160.00 | |||
| FORD MOTOR CREDIT 4.134% | 550,000.00 | 563,915.00 | |||
| FOREST LABORATORIES 5% | 250,000.00 | 275,150.00 | |||
| FREEPORT-MCMORAN 6.875% | 1,075,000.00 | 665,855.00 | |||
| GDF SUEZ 2.875% | 400,000.00 | 389,500.00 | |||
| GE CAPITAL INTL 4.418% | 458,000.00 | 472,610.20 | |||
| GEN ELEC CAP CRP 5.875% | 344,000.00 | 423,120.00 | |||
| GENERAL MOTORS FINL 3.1% | 400,000.00 | 394,240.00 | |||
| GENERAL MOTORS FINL 4% | 800,000.00 | 735,840.00 | |||
| GILEAD SCIENCES 3.65% | 220,000.00 | 227,084.00 | |||
| GILEAD SCIENCES 4.75% | 255,000.00 | 264,154.50 | |||
| GLENCORE FINANCE 6% | 200,000.00 | 136,498.40 | |||
| GOLDMAN SACHS 3.75% | 650,000.00 | 655,395.00 | |||
| GOLDMAN SACHS 5.75% | 700,000.00 | 789,684.00 | |||
| GOLDMAN SACHS 6.75% | 200,000.00 | 226,080.00 | |||
| HCP INC 5.375% | 400,000.00 | 431,880.00 | |||
| HEALTHCARE REALTY 5.75% | 400,000.00 | 442,360.00 | |||
| HEWLETT-PACKARD 6.0% | 135,000.00 | 106,339.50 | |||
| HOLCIM CAPITAL CORP 6.5% | 200,000.00 | 224,539.00 | |||
| HOME DEPOT INC 3% | 175,000.00 | 177,765.00 | |||
| HOME DEPOT INC 4.4% | 400,000.00 | 421,400.00 | |||
| HP ENTERPRISE CO 4.9% | 400,000.00 | 372,760.00 | |||
| HP ENTERPRISE CO 6.35% | 300,000.00 | 247,980.00 | |||
| HSBC HOLDINGS PLC 4.25% | 700,000.00 | 681,450.00 | |||
| HUSKY ENERGY INC 3.95% | 400,000.00 | 335,680.00 | |||
| IBM CORP 1.8% | 300,000.00 | 300,210.00 | |||
| IMPERIAL TOBACCO 2.95% | 300,000.00 | 305,100.00 | |||
| INGERSOLL-RAND GL 4.25% | 350,000.00 | 370,125.00 | |||
| INTEL CORP 4.9% | 300,000.00 | 313,410.00 | |||
| JPMORGAN CAHSE&CO 4.25% | 600,000.00 | 593,760.00 | |||
| JPMORGAN CHASE&CO 4.85% | 300,000.00 | 312,510.00 | |||
| KINDER MORGAN 5.5% | 400,000.00 | 312,258.04 | |||
| KRAFT FOODS GROUP 6.875% | 400,000.00 | 488,876.48 | |||
| KROGER CO/THE 4% | 350,000.00 | 372,295.00 | |||
| LIBERTY MUTUAL GROUP4.85% | 195,000.00 | 183,456.00 | |||
| LIBERTY PROPERTY 4.125% | 200,000.00 | 206,580.00 | |||
| LLOYDS BANK PLC 3.5% | 500,000.00 | 509,300.00 | |||
| LLOYDS BANKING GROUP5.3% | 200,000.00 | 195,600.00 | |||
| LOCKHEED MARTIN CORP4.7% | 500,000.00 | 538,700.00 | |||
| LYB INTL FINANCE 4.875% | 350,000.00 | 306,740.00 | |||
| MACYS RETAIL HLDGS 3.45% | 370,000.00 | 366,374.00 | |||
| MARATHON PETROLEUM 6.5% | 200,000.00 | 159,904.58 | |||
| MARSH & MCLENNAN 3.75% | 200,000.00 | 200,880.00 | |||
| MCDONALD'S CORP 4.6% | 200,000.00 | 201,204.00 | |||
| MCDONALD'S CORP 4.875% | 430,000.00 | 444,448.00 | |||
| MCKESSON CORP 4.883% | 200,000.00 | 200,326.00 | |||
| MEDTRONIC INC 4.625% | 400,000.00 | 422,160.00 | |||
| METLIFE INC 3.6% | 600,000.00 | 590,340.00 | |||
| MICROSOFT CORP 4.45% | 200,000.00 | 207,300.00 | |||
| MORGAN STANLEY 4% | 105,000.00 | 107,509.50 | |||
| MORGAN STANLEY 5% | 400,000.00 | 412,000.00 | |||
| MOSAIC CO 5.625% | 400,000.00 | 370,997.76 | |||
| NISOURCE FINANCE 5.65% | 500,000.00 | 579,503.15 | |||
| OMEGA HLTHCARE INVE4.5% | 145,000.00 | 136,619.00 | |||
| OMEGA HLTHCARE INVE5.25% | 200,000.00 | 204,298.20 | |||
| ORACLE CORP 4.125% | 200,000.00 | 187,460.00 | |||
| OWENS CORNING 4.2% | 350,000.00 | 353,990.00 | |||
| PEPSICO INC 2.15% | 375,000.00 | 378,225.00 | |||
| PERNOD-RICARD SA 5.75% | 350,000.00 | 387,240.00 | |||
| PERRIGO FINANCE 3.5% | 450,000.00 | 447,052.27 | |||
| PERRIGO FINANCE 4.9% | 200,000.00 | 184,740.00 | |||
| PETRO-CANADA 6.8% | 115,000.00 | 105,739.28 | |||
| PHILIP MORRIS INTL4.875% | 450,000.00 | 486,990.00 | |||
| PHILLIPS 66 4.3% | 400,000.00 | 406,980.00 | |||
| PLAINS ALL AMER 4.7% | 500,000.00 | 321,910.00 | |||
| POTASH CORP-SASKATCHE 3% | 200,000.00 | 185,680.00 | |||
| PROGRESS ENERGY 6% | 215,000.00 | 253,887.84 | |||
| PRUDENTIAL FINANCIAL4.6% | 550,000.00 | 516,450.00 | |||
| PSEG POWER 4.15% | 200,000.00 | 204,949.42 | |||
| RABOBANK NEDERLAND 3.375% | 400,000.00 | 400,480.00 | |||
| REALTY INCOME CORP 3.25% | 350,000.00 | 345,310.00 | |||
| REGENCY CENTERS LP 4.8% | 200,000.00 | 218,569.64 | |||
| REYNOLDS AMERICAN 8.125% | 400,000.00 | 474,665.12 | |||
| RIO TINTO FIN USA 3.75% | 255,000.00 | 250,032.60 | |||
| ROGERS COMMUNICATIONS 5% | 450,000.00 | 446,265.00 | |||
| SCHLUMBERGER HLDGS 4% | 260,000.00 | 255,866.00 | |||
| SHELL INTL FIN 4.375% | 500,000.00 | 452,950.00 | |||
| SIMON PROPERTY GRO 3.75% | 400,000.00 | 412,920.00 | |||
| SOUTH CAROLINA ELEC 5.1% | 450,000.00 | 487,215.00 | |||
| SPECTRA ENERGY PART 3.5% | 200,000.00 | 179,300.00 | |||
| STATOIL ASA 4.25% | 550,000.00 | 482,020.00 | |||
| SUNOCO LOGISTICS PAR 5.3% | 200,000.00 | 141,788.00 | |||
| SYNCHRONY FIN 3.75% | 650,000.00 | 650,910.00 | |||
| TALISMAN ENERGY 3.75% | 350,000.00 | 245,000.00 | |||
| TIME WARNER CABLE 5.5% | 300,000.00 | 260,100.00 | |||
| TIME WARNER INC 7.7% | 300,000.00 | 362,052.00 | |||
| TOTAL CAPITAL INTL 3.7% | 650,000.00 | 650,195.00 | |||
| TRANS-CANADA PIPELI7.625% | 110,000.00 | 126,100.70 | |||
| TRINITY ACQUISITION4.625% | 400,000.00 | 422,280.00 | |||
| UBS GROUP 4.125% | 350,000.00 | 344,841.00 | |||
| VENTAS REALTY LP 4.125% | 300,000.00 | 303,707.94 | |||
| VENTAS REALTY LP 4.25% | 400,000.00 | 416,320.00 | |||
| VERIZON COMMUNICATION 5.05% | 700,000.00 | 690,550.00 | |||
| VISA 3.15% | 350,000.00 | 359,450.00 | |||
| VOLKSWAGEN INTL 1.6% | 200,000.00 | 195,440.00 | |||
| WALGREENS BOOTS ALLI 4.8% | 550,000.00 | 496,721.50 | |||
| WASTE MANAGEMENT 3.9% | 600,000.00 | 581,772.00 | |||
| WELLS FARGO & CO 3.9% | 300,000.00 | 287,550.00 | |||
| WELLS FARGO & CO 4.1% | 450,000.00 | 457,065.00 | |||
| WELLS FARGO & CO 4.3% | 200,000.00 | 204,240.00 | |||
| WILLIAMS COMPANIES 3.7% | 200,000.00 | 136,000.00 | |||
| ZIMMER HOLDINGS INC3.55% | 400,000.00 | 388,000.00 | |||
| ZIMMER HOLDINGS INC4.45% | 170,000.00 | 156,590.40 | |||
| 小計 | 銘柄数:182 | 66,860,000.00 | 66,172,680.29 | ||
| (7,467,586,970) | |||||
| 組入時価比率:86.0% | 93.0% | ||||
| ユーロ | BMW FINANCE 1% | 275,000.00 | 276,210.00 | ||
| BNP PARIBAS 2.75% | 400,000.00 | 395,240.00 | |||
| DISCOVERY COMMUNICA 1.9% | 400,000.00 | 340,080.00 | |||
| MORGAN STANLEY 1.75% | 850,000.00 | 838,185.00 | |||
| ROCHE FINANCE EUROP0.5% | 250,000.00 | 249,550.00 | |||
| SANTANDER ISSUANCES 2.5% | 400,000.00 | 376,720.00 | |||
| UNITED TECHNOLOGIES1.875% | 400,000.00 | 400,000.00 | |||
| 小計 | 銘柄数:7 | 2,975,000.00 | 2,875,985.00 | ||
| (360,562,239) | |||||
| 組入時価比率:4.2% | 4.5% | ||||
| 英・ポンド | BAT INTL FINANCE 7.25% | 250,000.00 | 321,925.00 | ||
| GLENCORE CANADA FIN7.375% | 200,000.00 | 188,500.00 | |||
| RWE FINANCE BV 6.25% | 200,000.00 | 213,820.00 | |||
| TELEFONICA EMISIONE5.289% | 400,000.00 | 436,260.00 | |||
| 小計 | 銘柄数:4 | 1,050,000.00 | 1,160,505.00 | ||
| (187,212,666) | |||||
| 組入時価比率:2.2% | 2.3% | ||||
| オーストラリア・ドル | MORGAN STANLEY 5% | 200,000.00 | 209,860.00 | ||
| 小計 | 銘柄数:1 | 200,000.00 | 209,860.00 | ||
| (16,950,392) | |||||
| 組入時価比率:0.2% | 0.2% | ||||
| 合計 | 8,032,312,267 | ||||
| (8,032,312,267) | |||||
| (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 | 182銘柄 | 100.0% | 93.0% |
| ユーロ | 社債券 | 7銘柄 | 100.0% | 4.5% |
| 英・ポンド | 社債券 | 4銘柄 | 100.0% | 2.3% |
| 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。 |