- 有報資料
- 53項目
有価証券報告書(内国投資信託受益証券)-第1期(平成27年11月30日-平成28年5月9日)
MHAM外国債券インデックスマザーファンド
なお、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
注記表
(有価証券に関する注記)
(デリバティブ取引等に関する注記)
附属明細表
該当事項はありません。
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
なお、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
| (平成28年 5月 9日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 382,254,827 |
| コール・ローン | 8,949,477 |
| 国債証券 | 22,340,305,253 |
| 未収利息 | 123,450,858 |
| 前払金 | 56,036 |
| 前払費用 | 55,162,067 |
| 流動資産合計 | 22,910,178,518 |
| 資産合計 | 22,910,178,518 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 3,478 |
| 未払解約金 | 535,157 |
| 未払利息 | 22 |
| その他未払費用 | 3,133 |
| 流動負債合計 | 541,790 |
| 負債合計 | 541,790 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 19,012,523,105 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 3,897,113,623 |
| 元本等合計 | 22,909,636,728 |
| 純資産合計 | 22,909,636,728 |
| 負債純資産合計 | 22,910,178,518 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 項目 | (自 平成27年 5月 9日 至 平成28年 5月 9日) |
| 1有価証券の評価基準及び評価方法 | 国債証券 |
| 原則として時価で評価しております。 | |
| 2派生商品等の評価基準及び評価方法 | 為替予約取引 |
| 原則として時価で評価しております。 | |
| 3外貨建資産・負債の本邦通貨への換算基準 | 信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算期間末日の対顧客電信売買相場の仲値によって計算し、為替予約の評価は計算期間末日に残高がある場合、原則として、わが国における計算期間末日の対顧客先物売買相場の仲値によって計算しております。 |
| 4収益・費用の計上基準 | 有価証券売買等損益、派生商品取引等損益及び為替差損益 |
| 約定日基準で計上しております。 |
| (貸借対照表に関する注記) |
| 項目 | (平成28年 5月 9日現在) | ||
| 1 | 計算期間末日における受益権の総数 | 19,012,523,105口 | |
| 2 | 計算期間末日における1単位当たりの純資産の額 | 1口当たり純資産の額 | 1.2050円 |
| (1万口当たり純資産の額) | (12,050円) | ||
| (金融商品に関する注記) |
| 1.金融商品の状況に関する事項 |
| 項目 | (自 平成27年 5月 9日 至 平成28年 5月 9日) |
| 1金融商品に対する取組方針 | 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める投資を目的とする証券投資信託であり、証券投資信託約款および投資ガイドラインに基づいて運用しております。 |
| 2金融商品の内容及び当該金融商品に係るリスク | 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 なお、詳細は附属明細表をご参照下さい。 これらは、市場リスク(価格変動リスク、為替変動リスク、金利変動リスク)、信用リスク、及び流動性リスクを有しております。 当ファンドは信託財産に属する資産の効率的な運用に資することを目的として、債券先物取引を行っており、当該デリバティブ取引は対象とする株価指数等に係る価格変動リスクを有しております。 また、外貨建証券の売買等の決済に伴い必要となる外貨の売買のために、為替予約取引を行っております。 |
| 3金融商品に係るリスク管理体制 | 運用部門がポジション管理を行っておりますが、取引の執行・記録・管理については、トレーディング部門が行っております。また、コンプライアンス・リスク管理部門においてデリバティブに関する法令・約款など運用に関する諸規則の遵守状況のチェックを行うとともにポートフォリオのリスク状況の分析・チェックを行い、上記プロセスを通じ、適正なリスク管理が行われているかをチェックし、必要に応じて関連部署へ報告、注意、勧告を行っております。 なお具体的には以下のリスクの管理を行っております。 ①市場リスクの管理 市場リスクに関しては、資産配分等の状況を常時、分析・把握し、投資方針に沿っているか等の管理を行っております。 ②信用リスクの管理 信用リスクに関しては、発行体や取引先の財務状況等に関する情報収集・分析を常時継続し、格付等の信用度に応じた組入制限等の管理を行っております。 ③流動性リスクの管理 流動性リスクに関しては、必要に応じて市場流動性の状況を把握し、取引量や組入比率等の管理を行っております。 |
| 4金融商品の時価等に関する事項についての補足説明 | 金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には、合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等については、その金額自体がデリバティブ取引に係る市場リスクを示すものではありません。 |
| 2.金融商品の時価等に関する事項 |
| 項目 | (平成28年 5月 9日現在) |
| 1貸借対照表日における貸借対照表の科目ごとの計上額・時価・時価との差額 | 貸借対照表に計上している金融商品は、原則として時価評価としているため、貸借対照表計上額と時価との差額はありません。 |
| 2貸借対照表の科目ごとの時価の算定方法 | (1)有価証券 |
| 国債証券 | |
| ①わが国の金融商品取引所または海外取引所に上場されていない有価証券 当該有価証券については、原則として、日本証券業協会が発表する売買参考統計値(平均値)(外貨建証券を除く)、金融商品取引業者、銀行等の提示する価額(売気配相場を除く)または価格情報会社の提供する価額のいずれかから入手した価額で評価しております。 ②時価が入手できなかった有価証券 適正な評価額を入手できない場合または入手した評価額が時価と認定できない事由が認められた場合は、委託会社が忠実義務に基づいて合理的事由をもって時価と認めた価額もしくは受託者と協議のうえ両者が合理的事由をもって時価と認めた価額で評価しております。 | |
| (2)デリバティブ取引 | |
| 為替予約取引 | |
| デリバティブ取引等に関する注記に記載しております。 | |
| (3)コール・ローン等の金銭債権及び金銭債務 | |
| コール・ローン等の金銭債権及び金銭債務は短期間で決済されるため、時価は帳簿価額と近似していることから、当該帳簿価額を時価としております。 |
(有価証券に関する注記)
| ① 売買目的有価証券 |
| (自 平成27年 5月 9日 至 平成28年 5月 9日) |
| 種類 | 当計算期間の損益に含まれた評価差額 (円) |
| 国債証券 | 199,865,274 |
| 合計 | 199,865,274 |
(デリバティブ取引等に関する注記)
| ヘッジ会計が適用されていないデリバティブ取引 |
| (通貨関連) |
| (平成28年 5月 9日現在) |
| 区分 | 種類 | 契約額等(円) | 時価(円) | 評価損益(円) | |
| うち1年超 | |||||
| 市場取引以外の取引 | 為替予約取引 | ||||
| 買建 | 37,357,000 | - | 37,353,522 | △3,478 | |
| 米・ドル | 37,357,000 | - | 37,353,522 | △3,478 | |
| 合計 | 37,357,000 | - | 37,353,522 | △3,478 | |
| (注)時価の算定方法 |
| (1) 計算期間末日に対顧客先物売買相場の仲値が発表されている外貨については、以下のように評価しております。 |
| ①計算期間末日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されている場合は、当該為替予約は当該仲値で評価しております。 |
| ②計算期間末日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されていない場合は、以下の方法によっております。 |
| ・計算期間末日に為替予約の受渡日を超える対顧客先物売買相場が発表されている場合には、発表されている先物相場のうち当該日に最も近い前後二つの先物相場の仲値をもとに計算しております。 |
| ・計算期間末日に為替予約の受渡日を超える対顧客先物売買相場が発表されていない場合には、当該日に最も近い発表されている対顧客先物売買相場の仲値を用いております。 |
| (2) 計算期間末日に対顧客先物売買相場の仲値が発表されていない外貨については、計算期間末日の対顧客電信売買相場の仲値で評価しております。 |
| (その他の注記) |
| 期別 項目 | (平成28年 5月 9日現在) |
| 期首 | 平成27年 5月 9日 |
| 親投資信託の期首における元本額 | 8,941,310,062円 |
| 期中追加設定元本額 | 20,538,905,522円 |
| 期中一部解約元本額 | 10,467,692,479円 |
| 期末元本額及びその内訳として当該親投資信託受益証券を投資対象とする委託者指図型投資信託ごとの元本額 | |
| 期末元本額 | 19,012,523,105円 |
| 動的パッケージファンド | 171,990円 |
| コア資産形成ファンド | 16,000,651円 |
| MHAM外国債券インデックスファンド(ファンドラップ) | 5,108,598,333円 |
| MHAM外国債券インデックスファンド | 69,274,259円 |
| MHAM外国債券インデックスファンド<為替ヘッジあり>(ファンドラップ) | 886,418,503円 |
| MHAM動的パッケージファンド[適格機関投資家限定] | 8,728,539,360円 |
| MHAM外国債券パッシブファンド[適格機関投資家限定] | 4,203,520,009円 |
附属明細表
該当事項はありません。
| (2)株式以外の有価証券 |
| (平成28年 5月 9日現在) |
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | 米・ドル | US TREASURY N/B 0.5% | 660,000.00 | 659,386.20 | |
| US TREASURY N/B 0.5% | 300,000.00 | 299,554.68 | |||
| US TREASURY N/B 0.625% | 1,435,000.00 | 1,435,336.33 | |||
| US TREASURY N/B 0.625% | 200,000.00 | 200,031.25 | |||
| US TREASURY N/B 0.625% | 200,000.00 | 199,968.75 | |||
| US TREASURY N/B 0.625% | 570,000.00 | 569,732.81 | |||
| US TREASURY N/B 0.625% | 500,000.00 | 499,648.44 | |||
| US TREASURY N/B 0.625% | 600,000.00 | 599,296.87 | |||
| US TREASURY N/B 0.625% | 310,000.00 | 309,249.22 | |||
| US TREASURY N/B 0.75% | 130,000.00 | 130,213.28 | |||
| US TREASURY N/B 0.75% | 500,000.00 | 500,390.62 | |||
| US TREASURY N/B 0.75% | 305,000.00 | 305,190.62 | |||
| US TREASURY N/B 0.75% | 1,090,000.00 | 1,090,340.62 | |||
| US TREASURY N/B 0.75% | 200,000.00 | 200,078.12 | |||
| US TREASURY N/B 0.75% | 150,000.00 | 150,000.00 | |||
| US TREASURY N/B 0.75% | 420,000.00 | 418,654.68 | |||
| US TREASURY N/B 0.875% | 200,000.00 | 200,609.37 | |||
| US TREASURY N/B 0.875% | 250,000.00 | 250,742.18 | |||
| US TREASURY N/B 0.875% | 400,000.00 | 401,187.50 | |||
| US TREASURY N/B 0.875% | 300,000.00 | 300,867.18 | |||
| US TREASURY N/B 0.875% | 180,000.00 | 180,506.25 | |||
| US TREASURY N/B 0.875% | 250,000.00 | 250,703.12 | |||
| US TREASURY N/B 0.875% | 250,000.00 | 250,625.00 | |||
| US TREASURY N/B 0.875% | 300,000.00 | 300,796.87 | |||
| US TREASURY N/B 0.875% | 200,000.00 | 200,500.00 | |||
| US TREASURY N/B 0.875% | 100,000.00 | 100,273.43 | |||
| US TREASURY N/B 0.875% | 150,000.00 | 150,316.40 | |||
| US TREASURY N/B 0.875% | 350,000.00 | 350,492.18 | |||
| US TREASURY N/B 1.125% | 300,000.00 | 302,296.87 | |||
| US TREASURY N/B 1.125% | 320,000.00 | 322,275.00 | |||
| US TREASURY N/B 1.125% | 150,000.00 | 150,492.18 | |||
| US TREASURY N/B 1.125% | 130,000.00 | 130,264.06 | |||
| US TREASURY N/B 1.125% | 140,000.00 | 140,164.06 | |||
| US TREASURY N/B 1.125% | 5,010,000.00 | 4,988,472.68 | |||
| US TREASURY N/B 1.25% | 200,000.00 | 202,031.25 | |||
| US TREASURY N/B 1.25% | 300,000.00 | 303,140.62 | |||
| US TREASURY N/B 1.25% | 200,000.00 | 202,125.00 | |||
| US TREASURY N/B 1.25% | 400,000.00 | 404,187.50 | |||
| US TREASURY N/B 1.25% | 170,000.00 | 171,832.81 | |||
| US TREASURY N/B 1.25% | 100,000.00 | 101,070.31 | |||
| US TREASURY N/B 1.25% | 500,000.00 | 503,632.81 | |||
| US TREASURY N/B 1.25% | 120,000.00 | 120,825.00 | |||
| US TREASURY N/B 1.25% | 940,000.00 | 940,514.06 | |||
| US TREASURY N/B 1.375% | 300,000.00 | 303,960.93 | |||
| US TREASURY N/B 1.375% | 600,000.00 | 607,921.87 | |||
| US TREASURY N/B 1.375% | 600,000.00 | 608,109.37 | |||
| US TREASURY N/B 1.375% | 300,000.00 | 304,078.12 | |||
| US TREASURY N/B 1.375% | 130,000.00 | 131,807.81 | |||
| US TREASURY N/B 1.375% | 170,000.00 | 172,417.18 | |||
| US TREASURY N/B 1.375% | 130,000.00 | 131,533.59 | |||
| US TREASURY N/B 1.375% | 500,000.00 | 505,703.12 | |||
| US TREASURY N/B 1.375% | 250,000.00 | 252,773.43 | |||
| US TREASURY N/B 1.375% | 300,000.00 | 303,187.50 | |||
| US TREASURY N/B 1.375% | 300,000.00 | 303,070.31 | |||
| US TREASURY N/B 1.375% | 250,000.00 | 252,226.56 | |||
| US TREASURY N/B 1.375% | 500,000.00 | 504,179.69 | |||
| US TREASURY N/B 1.375% | 460,000.00 | 463,665.62 | |||
| US TREASURY N/B 1.375% | 420,000.00 | 422,887.50 | |||
| US TREASURY N/B 1.5% | 890,000.00 | 904,462.50 | |||
| US TREASURY N/B 1.5% | 300,000.00 | 305,109.37 | |||
| US TREASURY N/B 1.5% | 200,000.00 | 203,453.12 | |||
| US TREASURY N/B 1.5% | 200,000.00 | 203,515.62 | |||
| US TREASURY N/B 1.5% | 210,000.00 | 213,773.43 | |||
| US TREASURY N/B 1.5% | 251,400.00 | 255,720.93 | |||
| US TREASURY N/B 1.5% | 300,000.00 | 305,132.81 | |||
| US TREASURY N/B 1.5% | 250,000.00 | 253,730.47 | |||
| US TREASURY N/B 1.5% | 210,000.00 | 211,230.46 | |||
| US TREASURY N/B 1.5% | 3,150,000.00 | 3,141,386.73 | |||
| US TREASURY N/B 1.5% | 590,000.00 | 588,156.25 | |||
| US TREASURY N/B 1.625% | 600,000.00 | 612,703.12 | |||
| US TREASURY N/B 1.625% | 200,000.00 | 204,296.87 | |||
| US TREASURY N/B 1.625% | 250,000.00 | 255,468.75 | |||
| US TREASURY N/B 1.625% | 310,000.00 | 316,757.03 | |||
| US TREASURY N/B 1.625% | 300,000.00 | 306,562.50 | |||
| US TREASURY N/B 1.625% | 325,000.00 | 331,855.46 | |||
| US TREASURY N/B 1.625% | 250,000.00 | 254,921.87 | |||
| US TREASURY N/B 1.625% | 270,000.00 | 275,252.34 | |||
| US TREASURY N/B 1.625% | 400,000.00 | 407,750.00 | |||
| US TREASURY N/B 1.625% | 150,000.00 | 151,558.59 | |||
| US TREASURY N/B 1.625% | 350,000.00 | 352,789.05 | |||
| US TREASURY N/B 1.625% | 560,000.00 | 552,212.50 | |||
| US TREASURY N/B 1.75% | 260,000.00 | 266,662.50 | |||
| US TREASURY N/B 1.75% | 200,000.00 | 204,812.50 | |||
| US TREASURY N/B 1.75% | 430,000.00 | 440,380.46 | |||
| US TREASURY N/B 1.75% | 200,000.00 | 203,812.50 | |||
| US TREASURY N/B 1.75% | 450,000.00 | 458,402.34 | |||
| US TREASURY N/B 1.75% | 450,000.00 | 458,226.56 | |||
| US TREASURY N/B 1.75% | 400,000.00 | 407,218.75 | |||
| US TREASURY N/B 1.75% | 210,000.00 | 213,264.84 | |||
| US TREASURY N/B 1.75% | 330,000.00 | 334,563.28 | |||
| US TREASURY N/B 1.75% | 520,000.00 | 527,109.37 | |||
| US TREASURY N/B 1.875% | 320,000.00 | 325,075.00 | |||
| US TREASURY N/B 1.875% | 100,000.00 | 101,656.25 | |||
| US TREASURY N/B 1.875% | 100,000.00 | 101,750.00 | |||
| US TREASURY N/B 1.875% | 120,000.00 | 123,637.50 | |||
| US TREASURY N/B 1.875% | 250,000.00 | 257,050.78 | |||
| US TREASURY N/B 1.875% | 500,000.00 | 512,695.31 | |||
| US TREASURY N/B 1.875% | 210,000.00 | 214,971.09 | |||
| US TREASURY N/B 1.875% | 200,000.00 | 204,578.12 | |||
| US TREASURY N/B 1% | 200,000.00 | 200,875.00 | |||
| US TREASURY N/B 1% | 4,000,000.00 | 4,018,125.00 | |||
| US TREASURY N/B 1% | 130,000.00 | 130,619.53 | |||
| US TREASURY N/B 1% | 220,000.00 | 221,082.81 | |||
| US TREASURY N/B 1% | 300,000.00 | 301,429.68 | |||
| US TREASURY N/B 1% | 300,000.00 | 301,453.12 | |||
| US TREASURY N/B 1% | 200,000.00 | 200,937.50 | |||
| US TREASURY N/B 1% | 170,000.00 | 170,783.59 | |||
| US TREASURY N/B 1% | 5,930,000.00 | 5,950,384.37 | |||
| US TREASURY N/B 1% | 300,000.00 | 300,915.00 | |||
| US TREASURY N/B 1% | 300,000.00 | 300,375.00 | |||
| US TREASURY N/B 1% | 410,000.00 | 410,384.37 | |||
| US TREASURY N/B 1% | 170,000.00 | 169,973.43 | |||
| US TREASURY N/B 2.125% | 210,000.00 | 218,432.81 | |||
| US TREASURY N/B 2.125% | 200,000.00 | 208,203.12 | |||
| US TREASURY N/B 2.125% | 190,000.00 | 198,015.62 | |||
| US TREASURY N/B 2.125% | 345,000.00 | 359,339.06 | |||
| US TREASURY N/B 2.125% | 250,000.00 | 260,351.56 | |||
| US TREASURY N/B 2.125% | 250,000.00 | 260,195.31 | |||
| US TREASURY N/B 2.125% | 220,000.00 | 228,628.12 | |||
| US TREASURY N/B 2.125% | 260,000.00 | 269,912.50 | |||
| US TREASURY N/B 2.125% | 580,000.00 | 598,623.44 | |||
| US TREASURY N/B 2.25% | 200,000.00 | 204,796.87 | |||
| US TREASURY N/B 2.25% | 170,000.00 | 178,101.56 | |||
| US TREASURY N/B 2.25% | 180,000.00 | 188,634.37 | |||
| US TREASURY N/B 2.25% | 300,000.00 | 314,507.81 | |||
| US TREASURY N/B 2.25% | 700,000.00 | 730,515.61 | |||
| US TREASURY N/B 2.25% | 2,500,000.00 | 2,604,687.50 | |||
| US TREASURY N/B 2.375% | 200,000.00 | 210,437.50 | |||
| US TREASURY N/B 2.375% | 650,000.00 | 685,039.06 | |||
| US TREASURY N/B 2.5% | 180,000.00 | 183,853.12 | |||
| US TREASURY N/B 2.5% | 300,000.00 | 319,546.87 | |||
| US TREASURY N/B 2.5% | 600,000.00 | 638,390.62 | |||
| US TREASURY N/B 2.5% | 370,000.00 | 360,316.40 | |||
| US TREASURY N/B 2.5% | 1,100,000.00 | 1,070,695.31 | |||
| US TREASURY N/B 2.625% | 365,000.00 | 387,327.73 | |||
| US TREASURY N/B 2.625% | 690,000.00 | 733,232.81 | |||
| US TREASURY N/B 2.75% | 180,000.00 | 189,450.00 | |||
| US TREASURY N/B 2.75% | 615,000.00 | 666,121.87 | |||
| US TREASURY N/B 2.75% | 530,000.00 | 574,304.68 | |||
| US TREASURY N/B 2.75% | 260,000.00 | 269,201.56 | |||
| US TREASURY N/B 2.75% | 296,000.00 | 306,036.25 | |||
| US TREASURY N/B 2.875% | 40,000.00 | 41,625.00 | |||
| US TREASURY N/B 2.875% | 655,000.00 | 691,587.89 | |||
| US TREASURY N/B 2.875% | 410,000.00 | 431,076.54 | |||
| US TREASURY N/B 2% | 210,000.00 | 217,333.59 | |||
| US TREASURY N/B 2% | 150,000.00 | 155,285.15 | |||
| US TREASURY N/B 2% | 180,000.00 | 186,356.25 | |||
| US TREASURY N/B 2% | 300,000.00 | 310,617.18 | |||
| US TREASURY N/B 2% | 400,000.00 | 414,437.50 | |||
| US TREASURY N/B 2% | 210,000.00 | 217,366.40 | |||
| US TREASURY N/B 2% | 210,000.00 | 217,218.75 | |||
| US TREASURY N/B 2% | 360,000.00 | 372,375.00 | |||
| US TREASURY N/B 2% | 250,000.00 | 258,691.40 | |||
| US TREASURY N/B 2% | 250,000.00 | 257,910.15 | |||
| US TREASURY N/B 2% | 300,000.00 | 309,093.75 | |||
| US TREASURY N/B 2% | 375,000.00 | 386,484.37 | |||
| US TREASURY N/B 2% | 580,000.00 | 593,095.31 | |||
| US TREASURY N/B 2% | 610,000.00 | 622,628.90 | |||
| US TREASURY N/B 3.125% | 810,000.00 | 830,123.43 | |||
| US TREASURY N/B 3.125% | 260,000.00 | 277,448.43 | |||
| US TREASURY N/B 3.125% | 300,000.00 | 327,187.50 | |||
| US TREASURY N/B 3.125% | 105,000.00 | 116,951.95 | |||
| US TREASURY N/B 3.125% | 150,000.00 | 166,992.18 | |||
| US TREASURY N/B 3.125% | 850,000.00 | 942,769.53 | |||
| US TREASURY N/B 3.125% | 1,040,000.00 | 1,150,093.74 | |||
| US TREASURY N/B 3.375% | 305,000.00 | 329,971.87 | |||
| US TREASURY N/B 3.375% | 440,000.00 | 509,815.62 | |||
| US TREASURY N/B 3.5% | 1,495,000.00 | 1,567,764.46 | |||
| US TREASURY N/B 3.5% | 215,000.00 | 235,122.65 | |||
| US TREASURY N/B 3.5% | 170,000.00 | 202,738.28 | |||
| US TREASURY N/B 3.625% | 220,000.00 | 239,026.56 | |||
| US TREASURY N/B 3.625% | 200,000.00 | 219,140.62 | |||
| US TREASURY N/B 3.625% | 560,000.00 | 621,950.00 | |||
| US TREASURY N/B 3.625% | 350,000.00 | 425,359.37 | |||
| US TREASURY N/B 3.625% | 415,000.00 | 503,317.18 | |||
| US TREASURY N/B 3.75% | 195,000.00 | 209,259.37 | |||
| US TREASURY N/B 3.75% | 200,000.00 | 246,734.37 | |||
| US TREASURY N/B 3.75% | 430,000.00 | 534,442.97 | |||
| US TREASURY N/B 3.875% | 75,000.00 | 79,787.10 | |||
| US TREASURY N/B 3.875% | 200,000.00 | 251,234.37 | |||
| US TREASURY N/B 3% | 150,000.00 | 162,960.93 | |||
| US TREASURY N/B 3% | 430,000.00 | 463,929.68 | |||
| US TREASURY N/B 3% | 430,000.00 | 463,660.93 | |||
| US TREASURY N/B 3% | 340,000.00 | 366,456.24 | |||
| US TREASURY N/B 4.25% | 220,000.00 | 231,790.62 | |||
| US TREASURY N/B 4.25% | 80,000.00 | 106,068.75 | |||
| US TREASURY N/B 4.25% | 310,000.00 | 411,307.02 | |||
| US TREASURY N/B 4.375% | 50,000.00 | 67,664.06 | |||
| US TREASURY N/B 4.375% | 100,000.00 | 134,851.56 | |||
| US TREASURY N/B 4.375% | 165,000.00 | 222,530.86 | |||
| US TREASURY N/B 4.375% | 100,000.00 | 135,164.06 | |||
| US TREASURY N/B 4.5% | 55,000.00 | 57,187.10 | |||
| US TREASURY N/B 4.5% | 460,000.00 | 631,925.00 | |||
| US TREASURY N/B 4.5% | 60,000.00 | 82,551.56 | |||
| US TREASURY N/B 4.5% | 85,000.00 | 116,589.45 | |||
| US TREASURY N/B 4.625% | 230,000.00 | 320,975.77 | |||
| US TREASURY N/B 4.75% | 55,000.00 | 57,878.90 | |||
| US TREASURY N/B 4.75% | 730,000.00 | 1,038,824.22 | |||
| US TREASURY N/B 4% | 485,000.00 | 521,223.43 | |||
| US TREASURY N/B 5.25% | 65,000.00 | 88,811.32 | |||
| US TREASURY N/B 5.25% | 80,000.00 | 109,693.75 | |||
| US TREASURY N/B 5.375% | 170,000.00 | 243,007.03 | |||
| US TREASURY N/B 5.5% | 50,000.00 | 69,445.31 | |||
| US TREASURY N/B 5% | 55,000.00 | 80,570.70 | |||
| US TREASURY N/B 6.125% | 80,000.00 | 115,131.25 | |||
| US TREASURY N/B 6.25% | 70,000.00 | 92,771.87 | |||
| US TREASURY N/B 6.25% | 169,000.00 | 257,249.68 | |||
| US TREASURY N/B 6.5% | 50,000.00 | 72,519.53 | |||
| US TREASURY N/B 6% | 60,000.00 | 83,006.25 | |||
| US TREASURY N/B 8% | 35,000.00 | 47,457.81 | |||
| 小計 | 銘柄数:210 | 85,871,400.00 | 89,337,062.46 | ||
| (9,599,267,361) | |||||
| 組入時価比率:41.9% | 42.9% | ||||
| カナダ・ドル | CANADIAN GOVT 0.25% | 200,000.00 | 199,072.00 | ||
| CANADIAN GOVT 0.75% | 190,000.00 | 190,598.50 | |||
| CANADIAN GOVT 0.75% | 420,000.00 | 420,462.00 | |||
| CANADIAN GOVT 1.25% | 120,000.00 | 121,003.20 | |||
| CANADIAN GOVT 1.25% | 250,000.00 | 252,945.00 | |||
| CANADIAN GOVT 1.25% | 40,000.00 | 40,643.60 | |||
| CANADIAN GOVT 1.5% | 300,000.00 | 303,654.00 | |||
| CANADIAN GOVT 1.5% | 320,000.00 | 330,240.00 | |||
| CANADIAN GOVT 1.5% | 60,000.00 | 60,828.00 | |||
| CANADIAN GOVT 1.75% | 200,000.00 | 206,714.00 | |||
| CANADIAN GOVT 1.75% | 100,000.00 | 103,773.00 | |||
| CANADIAN GOVT 2.25% | 180,000.00 | 195,339.60 | |||
| CANADIAN GOVT 2.5% | 120,000.00 | 132,415.20 | |||
| CANADIAN GOVT 2.75% | 110,000.00 | 121,959.20 | |||
| CANADIAN GOVT 2.75% | 70,000.00 | 82,513.20 | |||
| CANADIAN GOVT 2.75% | 30,000.00 | 37,399.50 | |||
| CANADIAN GOVT 3.25% | 155,000.00 | 174,189.00 | |||
| CANADIAN GOVT 3.5% | 70,000.00 | 77,949.90 | |||
| CANADIAN GOVT 3.5% | 270,000.00 | 361,260.00 | |||
| CANADIAN GOVT 3.75% | 110,000.00 | 120,496.20 | |||
| CANADIAN GOVT 4.25% | 100,000.00 | 107,541.00 | |||
| CANADIAN GOVT 4% | 110,000.00 | 113,983.10 | |||
| CANADIAN GOVT 4% | 260,000.00 | 362,076.00 | |||
| CANADIAN GOVT 5.75% | 290,000.00 | 429,461.00 | |||
| CANADIAN GOVT 5.75% | 150,000.00 | 234,712.50 | |||
| CANADIAN GOVT 5% | 170,000.00 | 258,496.90 | |||
| CANADIAN GOVT 8% | 40,000.00 | 66,690.00 | |||
| 小計 | 銘柄数:27 | 4,435,000.00 | 5,106,415.60 | ||
| (423,832,494) | |||||
| 組入時価比率:1.9% | 1.9% | ||||
| メキシコ・ペソ | MEX BONOS DESARR 10% | 3,000,000.00 | 3,848,130.00 | ||
| MEX BONOS DESARR 10% | 500,000.00 | 694,700.00 | |||
| MEX BONOS DESARR 4.75% | 920,000.00 | 925,152.00 | |||
| MEX BONOS DESARR 5.75% | 2,000,000.00 | 1,962,398.00 | |||
| MEX BONOS DESARR 5% | 1,000,000.00 | 998,200.00 | |||
| MEX BONOS DESARR 6.5% | 5,070,000.00 | 5,324,007.00 | |||
| MEX BONOS DESARR 6.5% | 650,000.00 | 681,720.00 | |||
| MEX BONOS DESARR 7.5% | 1,000,000.00 | 1,116,860.00 | |||
| MEX BONOS DESARR 7.75% | 2,000,000.00 | 2,263,000.00 | |||
| MEX BONOS DESARR 7.75% | 500,000.00 | 567,200.00 | |||
| MEX BONOS DESARR 7.75% | 5,050,000.00 | 5,761,545.00 | |||
| MEX BONOS DESARR 8.5% | 3,800,000.00 | 4,156,440.00 | |||
| MEX BONOS DESARR 8.5% | 840,000.00 | 1,009,555.68 | |||
| MEX BONOS DESARR 8.5% | 700,000.00 | 856,170.00 | |||
| MEX BONOS DESARR 8% | 1,000,000.00 | 1,104,300.00 | |||
| MEX BONOS DESARR 8% | 1,000,000.00 | 1,139,800.00 | |||
| 小計 | 銘柄数:16 | 29,030,000.00 | 32,409,177.68 | ||
| (194,779,157) | |||||
| 組入時価比率:0.9% | 0.9% | ||||
| ユーロ | BELGIUM KINGDOM 0.8% | 170,000.00 | 175,814.00 | ||
| BELGIUM KINGDOM 1.25% | 100,000.00 | 103,625.00 | |||
| BELGIUM KINGDOM 1.6% | 80,000.00 | 79,176.00 | |||
| BELGIUM KINGDOM 1.9% | 40,000.00 | 43,868.00 | |||
| BELGIUM KINGDOM 1% | 70,000.00 | 72,786.00 | |||
| BELGIUM KINGDOM 1% | 40,000.00 | 39,740.00 | |||
| BELGIUM KINGDOM 2.25% | 130,000.00 | 150,163.00 | |||
| BELGIUM KINGDOM 2.6% | 370,000.00 | 439,523.00 | |||
| BELGIUM KINGDOM 3.5% | 120,000.00 | 125,382.00 | |||
| BELGIUM KINGDOM 3.75% | 180,000.00 | 212,130.00 | |||
| BELGIUM KINGDOM 3.75% | 80,000.00 | 121,968.00 | |||
| BELGIUM KINGDOM 3% | 145,000.00 | 161,646.00 | |||
| BELGIUM KINGDOM 3% | 50,000.00 | 64,790.00 | |||
| BELGIUM KINGDOM 4.25% | 330,000.00 | 408,969.00 | |||
| BELGIUM KINGDOM 4.25% | 180,000.00 | 229,446.00 | |||
| BELGIUM KINGDOM 4.25% | 235,000.00 | 376,188.00 | |||
| BELGIUM KINGDOM 4.5% | 70,000.00 | 97,405.00 | |||
| BELGIUM KINGDOM 4% | 140,000.00 | 151,573.80 | |||
| BELGIUM KINGDOM 4% | 100,000.00 | 112,920.00 | |||
| BELGIUM KINGDOM 4% | 120,000.00 | 149,256.00 | |||
| BELGIUM KINGDOM 4% | 80,000.00 | 114,560.00 | |||
| BELGIUM KINGDOM 5.5% | 485,000.00 | 748,403.50 | |||
| BELGIUM KINGDOM 5% | 250,000.00 | 411,875.00 | |||
| BONOS Y OBLIG DEL 0.25% | 130,000.00 | 130,781.30 | |||
| BONOS Y OBLIG DEL 0.25% | 30,000.00 | 30,195.00 | |||
| BONOS Y OBLIG DEL 0.5% | 150,000.00 | 151,275.00 | |||
| BONOS Y OBLIG DEL 1.15% | 120,000.00 | 123,984.00 | |||
| BONOS Y OBLIG DEL 1.4% | 150,000.00 | 156,517.50 | |||
| BONOS Y OBLIG DEL 1.6% | 180,000.00 | 182,664.00 | |||
| BONOS Y OBLIG DEL 1.95% | 90,000.00 | 93,051.00 | |||
| BONOS Y OBLIG DEL 1.95% | 110,000.00 | 109,142.00 | |||
| BONOS Y OBLIG DEL 2.1% | 130,000.00 | 132,811.90 | |||
| BONOS Y OBLIG DEL 2.15% | 220,000.00 | 231,948.20 | |||
| BONOS Y OBLIG DEL 2.75% | 180,000.00 | 194,292.00 | |||
| BONOS Y OBLIG DEL 2.75% | 1,125,000.00 | 1,247,175.00 | |||
| BONOS Y OBLIG DEL 2.9% | 100,000.00 | 100,603.00 | |||
| BONOS Y OBLIG DEL 3.75% | 150,000.00 | 164,025.00 | |||
| BONOS Y OBLIG DEL 3.8% | 250,000.00 | 297,525.00 | |||
| BONOS Y OBLIG DEL 4.1% | 310,000.00 | 338,644.00 | |||
| BONOS Y OBLIG DEL 4.2% | 160,000.00 | 203,904.00 | |||
| BONOS Y OBLIG DEL 4.3% | 200,000.00 | 228,600.00 | |||
| BONOS Y OBLIG DEL 4.4% | 160,000.00 | 197,856.00 | |||
| BONOS Y OBLIG DEL 4.5% | 150,000.00 | 161,790.00 | |||
| BONOS Y OBLIG DEL 4.6% | 295,000.00 | 337,332.50 | |||
| BONOS Y OBLIG DEL 4.65% | 185,000.00 | 235,560.50 | |||
| BONOS Y OBLIG DEL 4.7% | 310,000.00 | 424,762.00 | |||
| BONOS Y OBLIG DEL 4.8% | 140,000.00 | 177,660.00 | |||
| BONOS Y OBLIG DEL 4.85% | 170,000.00 | 203,345.50 | |||
| BONOS Y OBLIG DEL 4.9% | 130,000.00 | 182,325.00 | |||
| BONOS Y OBLIG DEL 4% | 1,370,000.00 | 1,569,677.50 | |||
| BONOS Y OBLIG DEL 5.15% | 130,000.00 | 176,813.00 | |||
| BONOS Y OBLIG DEL 5.15% | 120,000.00 | 176,760.00 | |||
| BONOS Y OBLIG DEL 5.4% | 195,000.00 | 252,213.00 | |||
| BONOS Y OBLIG DEL 5.5% | 160,000.00 | 170,907.20 | |||
| BONOS Y OBLIG DEL 5.5% | 260,000.00 | 324,025.00 | |||
| BONOS Y OBLIG DEL 5.75% | 375,000.00 | 560,625.00 | |||
| BONOS Y OBLIG DEL 5.85% | 225,000.00 | 291,037.50 | |||
| BONOS Y OBLIG DEL 5.9% | 135,000.00 | 189,256.50 | |||
| BONOS Y OBLIG DEL 6% | 200,000.00 | 292,460.00 | |||
| BUNDESOBLIGATION 0.25% | 220,000.00 | 223,289.00 | |||
| BUNDESOBLIGATION 0.25% | 120,000.00 | 123,108.00 | |||
| BUNDESOBLIGATION 0.25% | 140,000.00 | 144,256.00 | |||
| BUNDESOBLIGATION 0.5% | 130,000.00 | 131,877.20 | |||
| BUNDESOBLIGATION 0.5% | 200,000.00 | 203,646.00 | |||
| BUNDESOBLIGATION 0.5% | 140,000.00 | 144,200.00 | |||
| BUNDESOBLIGATION 0% | 250,000.00 | 254,625.00 | |||
| BUNDESOBLIGATION 0% | 80,000.00 | 81,456.00 | |||
| BUNDESOBLIGATION 1% | 185,000.00 | 191,900.50 | |||
| BUNDESOBLIGATION 1% | 150,000.00 | 156,435.00 | |||
| BUNDESREPUB. DEUT 0.5% | 1,040,000.00 | 1,084,668.00 | |||
| BUNDESREPUB. DEUT 0.5% | 80,000.00 | 82,736.00 | |||
| BUNDESREPUB. DEUT 1.5% | 190,000.00 | 211,631.50 | |||
| BUNDESREPUB. DEUT 1.5% | 140,000.00 | 156,550.80 | |||
| BUNDESREPUB. DEUT 1.5% | 190,000.00 | 213,007.10 | |||
| BUNDESREPUB. DEUT 1.5% | 150,000.00 | 169,305.00 | |||
| BUNDESREPUB. DEUT 1.75% | 270,000.00 | 304,047.00 | |||
| BUNDESREPUB. DEUT 1.75% | 130,000.00 | 149,050.20 | |||
| BUNDESREPUB. DEUT 1% | 220,000.00 | 239,291.80 | |||
| BUNDESREPUB. DEUT 1% | 240,000.00 | 260,481.60 | |||
| BUNDESREPUB. DEUT 2.25% | 100,000.00 | 111,835.00 | |||
| BUNDESREPUB. DEUT 2.25% | 120,000.00 | 136,836.00 | |||
| BUNDESREPUB. DEUT 2.5% | 200,000.00 | 227,420.00 | |||
| BUNDESREPUB. DEUT 2.5% | 360,000.00 | 511,801.20 | |||
| BUNDESREPUB. DEUT 2.5% | 130,000.00 | 187,105.10 | |||
| BUNDESREPUB. DEUT 2% | 170,000.00 | 192,572.60 | |||
| BUNDESREPUB. DEUT 2% | 160,000.00 | 185,720.00 | |||
| BUNDESREPUB. DEUT 3.25% | 250,000.00 | 284,512.50 | |||
| BUNDESREPUB. DEUT 3.25% | 790,000.00 | 938,915.00 | |||
| BUNDESREPUB. DEUT 3.25% | 150,000.00 | 236,790.00 | |||
| BUNDESREPUB. DEUT 3.5% | 1,160,000.00 | 1,307,320.00 | |||
| BUNDESREPUB. DEUT 3.75% | 250,000.00 | 278,550.00 | |||
| BUNDESREPUB. DEUT 3% | 200,000.00 | 228,990.00 | |||
| BUNDESREPUB. DEUT 4.25% | 200,000.00 | 211,006.00 | |||
| BUNDESREPUB. DEUT 4.25% | 200,000.00 | 220,650.00 | |||
| BUNDESREPUB. DEUT 4.25% | 140,000.00 | 244,564.60 | |||
| BUNDESREPUB. DEUT 4.75% | 100,000.00 | 153,857.00 | |||
| BUNDESREPUB. DEUT 4.75% | 180,000.00 | 309,411.00 | |||
| BUNDESREPUB. DEUT 4.75% | 140,000.00 | 263,363.80 | |||
| BUNDESREPUB. DEUT 4% | 1,190,000.00 | 1,279,737.90 | |||
| BUNDESREPUB. DEUT 4% | 430,000.00 | 705,264.50 | |||
| BUNDESREPUB. DEUT 5.5% | 400,000.00 | 687,648.00 | |||
| BUNDESREPUB. DEUT 5.625% | 160,000.00 | 259,585.60 | |||
| BUNDESREPUB. DEUT 6.25% | 70,000.00 | 104,558.30 | |||
| BUNDESREPUB. DEUT 6.25% | 70,000.00 | 125,475.00 | |||
| BUNDESREPUB. DEUT 6.5% | 80,000.00 | 135,921.60 | |||
| BUNDESSCHATZANW 0% | 310,000.00 | 311,745.30 | |||
| BUNDESSCHATZANW 0% | 120,000.00 | 120,843.60 | |||
| BUONI POLIENNALI 0.25% | 100,000.00 | 100,570.00 | |||
| BUONI POLIENNALI 0.3% | 80,000.00 | 80,568.00 | |||
| BUONI POLIENNALI 0.65% | 100,000.00 | 101,340.00 | |||
| BUONI POLIENNALI 0.7% | 270,000.00 | 274,779.00 | |||
| BUONI POLIENNALI 0.75% | 300,000.00 | 304,065.00 | |||
| BUONI POLIENNALI 1.05% | 160,000.00 | 165,088.00 | |||
| BUONI POLIENNALI 1.15% | 140,000.00 | 141,762.60 | |||
| BUONI POLIENNALI 1.35% | 160,000.00 | 165,856.00 | |||
| BUONI POLIENNALI 1.45% | 160,000.00 | 166,336.00 | |||
| BUONI POLIENNALI 1.5% | 110,000.00 | 114,906.00 | |||
| BUONI POLIENNALI 1.5% | 230,000.00 | 232,093.00 | |||
| BUONI POLIENNALI 1.65% | 110,000.00 | 105,193.00 | |||
| BUONI POLIENNALI 2.15% | 140,000.00 | 151,718.00 | |||
| BUONI POLIENNALI 2.5% | 150,000.00 | 160,740.00 | |||
| BUONI POLIENNALI 2.5% | 187,000.00 | 204,671.50 | |||
| BUONI POLIENNALI 2.7% | 100,000.00 | 100,350.00 | |||
| BUONI POLIENNALI 2% | 130,000.00 | 136,045.00 | |||
| BUONI POLIENNALI 3.25% | 270,000.00 | 303,723.00 | |||
| BUONI POLIENNALI 3.5% | 100,000.00 | 105,252.00 | |||
| BUONI POLIENNALI 3.5% | 300,000.00 | 321,660.00 | |||
| BUONI POLIENNALI 3.5% | 150,000.00 | 163,384.50 | |||
| BUONI POLIENNALI 3.5% | 200,000.00 | 238,940.00 | |||
| BUONI POLIENNALI 3.75% | 1,070,000.00 | 1,239,060.00 | |||
| BUONI POLIENNALI 3.75% | 150,000.00 | 174,075.00 | |||
| BUONI POLIENNALI 3.75% | 260,000.00 | 303,082.00 | |||
| BUONI POLIENNALI 3.75% | 160,000.00 | 190,816.00 | |||
| BUONI POLIENNALI 4.25% | 180,000.00 | 200,718.00 | |||
| BUONI POLIENNALI 4.25% | 300,000.00 | 340,620.00 | |||
| BUONI POLIENNALI 4.25% | 180,000.00 | 207,648.00 | |||
| BUONI POLIENNALI 4.5% | 250,000.00 | 269,597.50 | |||
| BUONI POLIENNALI 4.5% | 1,090,000.00 | 1,198,891.00 | |||
| BUONI POLIENNALI 4.5% | 680,000.00 | 765,000.00 | |||
| BUONI POLIENNALI 4.5% | 305,000.00 | 353,800.00 | |||
| BUONI POLIENNALI 4.5% | 150,000.00 | 185,895.00 | |||
| BUONI POLIENNALI 4.5% | 220,000.00 | 274,516.00 | |||
| BUONI POLIENNALI 4.5% | 570,000.00 | 724,755.00 | |||
| BUONI POLIENNALI 4.75% | 230,000.00 | 240,890.50 | |||
| BUONI POLIENNALI 4.75% | 190,000.00 | 199,747.00 | |||
| BUONI POLIENNALI 4.75% | 200,000.00 | 243,940.00 | |||
| BUONI POLIENNALI 4.75% | 930,000.00 | 1,173,288.00 | |||
| BUONI POLIENNALI 4.75% | 190,000.00 | 251,009.00 | |||
| BUONI POLIENNALI 4.75% | 150,000.00 | 213,255.00 | |||
| BUONI POLIENNALI 4% | 259,000.00 | 299,714.80 | |||
| BUONI POLIENNALI 4% | 500,000.00 | 632,000.00 | |||
| BUONI POLIENNALI 5.25% | 130,000.00 | 138,504.60 | |||
| BUONI POLIENNALI 5.25% | 850,000.00 | 1,187,535.00 | |||
| BUONI POLIENNALI 5.5% | 170,000.00 | 218,994.00 | |||
| BUONI POLIENNALI 5.5% | 250,000.00 | 323,050.00 | |||
| BUONI POLIENNALI 5.75% | 120,000.00 | 180,696.00 | |||
| BUONI POLIENNALI 5% | 155,000.00 | 192,851.00 | |||
| BUONI POLIENNALI 5% | 315,000.00 | 409,153.50 | |||
| BUONI POLIENNALI 5% | 355,000.00 | 501,792.50 | |||
| BUONI POLIENNALI 5% | 170,000.00 | 245,293.00 | |||
| BUONI POLIENNALI 5% | 350,000.00 | 503,895.00 | |||
| BUONI POLIENNALI 6.5% | 240,000.00 | 357,792.00 | |||
| BUONI POLIENNALI 6% | 310,000.00 | 469,278.00 | |||
| BUONI POLIENNALI 7.25% | 60,000.00 | 92,652.00 | |||
| BUONI POLIENNALI 9% | 80,000.00 | 125,352.00 | |||
| FINNISH GOVT 0.375% | 150,000.00 | 154,192.50 | |||
| FINNISH GOVT 0.5% | 140,000.00 | 140,686.00 | |||
| FINNISH GOVT 0.75% | 40,000.00 | 39,604.00 | |||
| FINNISH GOVT 0.875% | 60,000.00 | 62,784.00 | |||
| FINNISH GOVT 1.125% | 20,000.00 | 20,736.00 | |||
| FINNISH GOVT 1.5% | 50,000.00 | 55,130.00 | |||
| FINNISH GOVT 1.625% | 60,000.00 | 66,414.00 | |||
| FINNISH GOVT 2.625% | 70,000.00 | 95,319.00 | |||
| FINNISH GOVT 2.75% | 30,000.00 | 37,512.00 | |||
| FINNISH GOVT 2% | 110,000.00 | 125,851.00 | |||
| FINNISH GOVT 3.375% | 100,000.00 | 114,630.00 | |||
| FINNISH GOVT 3.5% | 50,000.00 | 59,235.00 | |||
| FINNISH GOVT 3.875% | 50,000.00 | 52,950.00 | |||
| FINNISH GOVT 4.375% | 100,000.00 | 115,150.00 | |||
| FINNISH GOVT 4% | 50,000.00 | 66,795.00 | |||
| FRANCE (GOVT OF) 0.25% | 250,000.00 | 255,300.00 | |||
| FRANCE (GOVT OF) 0.5% | 240,000.00 | 247,008.00 | |||
| FRANCE (GOVT OF) 0.5% | 590,000.00 | 596,254.00 | |||
| FRANCE (GOVT OF) 0% | 110,000.00 | 110,825.00 | |||
| FRANCE (GOVT OF) 0% | 150,000.00 | 151,725.00 | |||
| FRANCE (GOVT OF) 1.5% | 70,000.00 | 74,872.00 | |||
| FRANCE (GOVT OF) 1.75% | 290,000.00 | 324,568.00 | |||
| FRANCE (GOVT OF) 1.75% | 241,666.00 | 271,342.58 | |||
| FRANCE (GOVT OF) 1% | 170,000.00 | 174,879.00 | |||
| FRANCE (GOVT OF) 1% | 160,000.00 | 165,760.00 | |||
| FRANCE (GOVT OF) 1% | 260,000.00 | 270,868.00 | |||
| FRANCE (GOVT OF) 1% | 210,000.00 | 220,647.00 | |||
| FRANCE (GOVT OF) 2.25% | 260,000.00 | 297,908.00 | |||
| FRANCE (GOVT OF) 2.25% | 290,000.00 | 337,183.00 | |||
| FRANCE (GOVT OF) 2.5% | 320,000.00 | 359,328.00 | |||
| FRANCE (GOVT OF) 2.5% | 310,000.00 | 374,759.00 | |||
| FRANCE (GOVT OF) 2.75% | 365,000.00 | 448,110.50 | |||
| FRANCE (GOVT OF) 3.25% | 440,000.00 | 521,620.00 | |||
| FRANCE (GOVT OF) 3.25% | 160,000.00 | 226,288.00 | |||
| FRANCE (GOVT OF) 3.5% | 935,000.00 | 1,076,418.75 | |||
| FRANCE (GOVT OF) 3.5% | 990,000.00 | 1,280,763.00 | |||
| FRANCE (GOVT OF) 3.75% | 380,000.00 | 434,264.00 | |||
| FRANCE (GOVT OF) 3.75% | 320,000.00 | 382,976.00 | |||
| FRANCE (GOVT OF) 3% | 1,550,000.00 | 1,835,200.00 | |||
| FRANCE (GOVT OF) 4.25% | 200,000.00 | 213,846.00 | |||
| FRANCE (GOVT OF) 4.25% | 1,500,000.00 | 1,673,100.00 | |||
| FRANCE (GOVT OF) 4.25% | 345,000.00 | 392,696.25 | |||
| FRANCE (GOVT OF) 4.25% | 385,000.00 | 504,119.00 | |||
| FRANCE (GOVT OF) 4.5% | 460,000.00 | 763,692.00 | |||
| FRANCE (GOVT OF) 4.75% | 235,000.00 | 378,937.50 | |||
| FRANCE (GOVT OF) 4% | 540,000.00 | 587,239.20 | |||
| FRANCE (GOVT OF) 4% | 350,000.00 | 532,140.00 | |||
| FRANCE (GOVT OF) 4% | 290,000.00 | 484,445.00 | |||
| FRANCE (GOVT OF) 4% | 110,000.00 | 186,703.00 | |||
| FRANCE (GOVT OF) 5.5% | 270,000.00 | 426,978.00 | |||
| FRANCE (GOVT OF) 5.75% | 670,000.00 | 1,151,931.00 | |||
| FRANCE (GOVT OF) 6% | 250,000.00 | 380,800.00 | |||
| FRANCE (GOVT OF) 8.5% | 80,000.00 | 104,648.00 | |||
| FRANCE (GOVT OF) 8.5% | 120,000.00 | 190,800.00 | |||
| FRANCE(GOVT OF) 0% | 40,000.00 | 40,424.00 | |||
| FRENCH TREASURY 1% | 210,000.00 | 213,696.00 | |||
| IRISH TSY 0.8% | 50,000.00 | 51,675.00 | |||
| IRISH TSY 1% | 30,000.00 | 30,243.00 | |||
| IRISH TSY 2.4% | 110,000.00 | 124,707.00 | |||
| IRISH TSY 2% | 80,000.00 | 82,320.00 | |||
| IRISH TSY 3.4% | 90,000.00 | 108,810.00 | |||
| IRISH TSY 3.9% | 40,000.00 | 49,396.00 | |||
| IRISH TSY 4.4% | 80,000.00 | 91,480.00 | |||
| IRISH TSY 4.5% | 70,000.00 | 78,246.00 | |||
| IRISH TSY 4.5% | 140,000.00 | 165,221.00 | |||
| IRISH TSY 5.4% | 290,000.00 | 401,882.00 | |||
| IRISH TSY 5.5% | 30,000.00 | 32,541.00 | |||
| IRISH TSY 5.9% | 10,000.00 | 12,075.50 | |||
| IRISH TSY 5% | 80,000.00 | 97,768.00 | |||
| NETHERLANDS GOVT 0.25% | 210,000.00 | 215,208.00 | |||
| NETHERLANDS GOVT 0.25% | 140,000.00 | 139,986.00 | |||
| NETHERLANDS GOVT 0% | 120,000.00 | 121,020.00 | |||
| NETHERLANDS GOVT 1.25% | 180,000.00 | 185,306.40 | |||
| NETHERLANDS GOVT 1.25% | 120,000.00 | 125,568.00 | |||
| NETHERLANDS GOVT 1.75% | 420,000.00 | 473,802.00 | |||
| NETHERLANDS GOVT 2.25% | 140,000.00 | 160,846.00 | |||
| NETHERLANDS GOVT 2.5% | 120,000.00 | 153,600.00 | |||
| NETHERLANDS GOVT 2.75% | 130,000.00 | 190,177.00 | |||
| NETHERLANDS GOVT 2% | 150,000.00 | 172,965.00 | |||
| NETHERLANDS GOVT 3.25% | 150,000.00 | 177,600.00 | |||
| NETHERLANDS GOVT 3.5% | 110,000.00 | 128,095.00 | |||
| NETHERLANDS GOVT 3.75% | 40,000.00 | 50,318.00 | |||
| NETHERLANDS GOVT 3.75% | 190,000.00 | 313,538.00 | |||
| NETHERLANDS GOVT 4.5% | 160,000.00 | 169,472.00 | |||
| NETHERLANDS GOVT 4% | 130,000.00 | 142,818.00 | |||
| NETHERLANDS GOVT 4% | 120,000.00 | 137,208.00 | |||
| NETHERLANDS GOVT 4% | 240,000.00 | 386,304.00 | |||
| NETHERLANDS GOVT 5.5% | 400,000.00 | 631,040.00 | |||
| NETHERLANDS GOVT 7.5% | 70,000.00 | 105,602.00 | |||
| REP OF AUSTRIA 0.25% | 100,000.00 | 102,120.00 | |||
| REP OF AUSTRIA 0.75% | 50,000.00 | 50,935.00 | |||
| REP OF AUSTRIA 1.15% | 90,000.00 | 93,474.00 | |||
| REP OF AUSTRIA 1.2% | 200,000.00 | 215,080.00 | |||
| REP OF AUSTRIA 1.65% | 120,000.00 | 134,484.00 | |||
| REP OF AUSTRIA 1.75% | 160,000.00 | 180,544.00 | |||
| REP OF AUSTRIA 1.95% | 60,000.00 | 64,368.00 | |||
| REP OF AUSTRIA 2.4% | 30,000.00 | 36,972.00 | |||
| REP OF AUSTRIA 3.15% | 70,000.00 | 101,731.00 | |||
| REP OF AUSTRIA 3.4% | 90,000.00 | 110,493.00 | |||
| REP OF AUSTRIA 3.5% | 385,000.00 | 461,538.00 | |||
| REP OF AUSTRIA 3.65% | 100,000.00 | 122,530.00 | |||
| REP OF AUSTRIA 3.8% | 60,000.00 | 108,312.00 | |||
| REP OF AUSTRIA 3.9% | 120,000.00 | 141,396.00 | |||
| REP OF AUSTRIA 4.15% | 200,000.00 | 314,440.00 | |||
| REP OF AUSTRIA 4.3% | 120,000.00 | 127,716.00 | |||
| REP OF AUSTRIA 4.35% | 90,000.00 | 102,222.00 | |||
| REP OF AUSTRIA 4.65% | 90,000.00 | 97,767.00 | |||
| REP OF AUSTRIA 4.85% | 75,000.00 | 107,122.50 | |||
| REP OF AUSTRIA 6.25% | 65,000.00 | 105,735.50 | |||
| 小計 | 銘柄数:274 | 62,482,666.00 | 75,746,377.88 | ||
| (9,263,024,550) | |||||
| 組入時価比率:40.4% | 41.5% | ||||
| 英・ポンド | UK TSY 1.25% | 360,000.00 | 366,516.00 | ||
| UK TSY 1.5% | 430,000.00 | 443,975.00 | |||
| UK TSY 1.75% | 730,000.00 | 757,448.00 | |||
| UK TSY 1.75% | 540,000.00 | 564,451.20 | |||
| UK TSY 1% | 240,000.00 | 241,941.60 | |||
| UK TSY 2.25% | 270,000.00 | 290,479.50 | |||
| UK TSY 2.75% | 210,000.00 | 233,746.80 | |||
| UK TSY 2% | 330,000.00 | 347,282.10 | |||
| UK TSY 2% | 690,000.00 | 725,348.70 | |||
| UK TSY 3.25% | 195,000.00 | 233,473.50 | |||
| UK TSY 3.5% | 220,000.00 | 277,367.20 | |||
| UK TSY 3.5% | 460,000.00 | 664,322.80 | |||
| UK TSY 3.75% | 110,000.00 | 121,763.40 | |||
| UK TSY 3.75% | 150,000.00 | 169,687.50 | |||
| UK TSY 3.75% | 210,000.00 | 241,728.90 | |||
| UK TSY 3.75% | 150,000.00 | 209,625.00 | |||
| UK TSY 4.25% | 155,000.00 | 198,153.55 | |||
| UK TSY 4.25% | 360,000.00 | 473,562.00 | |||
| UK TSY 4.25% | 370,000.00 | 495,951.70 | |||
| UK TSY 4.25% | 140,000.00 | 191,745.40 | |||
| UK TSY 4.25% | 200,000.00 | 276,226.00 | |||
| UK TSY 4.25% | 170,000.00 | 245,762.20 | |||
| UK TSY 4.25% | 137,000.00 | 204,473.87 | |||
| UK TSY 4.25% | 172,000.00 | 271,348.92 | |||
| UK TSY 4.5% | 150,000.00 | 167,304.00 | |||
| UK TSY 4.5% | 220,000.00 | 300,698.20 | |||
| UK TSY 4.5% | 565,000.00 | 821,159.70 | |||
| UK TSY 4.75% | 160,000.00 | 185,112.00 | |||
| UK TSY 4.75% | 205,000.00 | 281,506.00 | |||
| UK TSY 4.75% | 135,000.00 | 196,460.10 | |||
| UK TSY 4% | 100,000.00 | 117,707.50 | |||
| UK TSY 4% | 150,000.00 | 231,825.00 | |||
| UK TSY 5% | 190,000.00 | 206,376.10 | |||
| UK TSY 5% | 145,000.00 | 189,658.55 | |||
| UK TSY 6% | 80,000.00 | 120,005.60 | |||
| UK TSY 8% | 140,000.00 | 190,050.00 | |||
| UNITED KINGDOM 2.5% | 50,000.00 | 55,840.00 | |||
| 小計 | 銘柄数:37 | 9,289,000.00 | 11,310,083.59 | ||
| (1,751,592,645) | |||||
| 組入時価比率:7.6% | 7.8% | ||||
| スイス・フラン | SWITZERLAND 2.25% | 30,000.00 | 33,900.00 | ||
| SWITZERLAND 2% | 70,000.00 | 79,611.00 | |||
| SWITZERLAND 3% | 60,000.00 | 63,918.00 | |||
| SWITZERLAND 3% | 30,000.00 | 33,561.00 | |||
| SWITZERLAND 4% | 50,000.00 | 65,770.00 | |||
| SWITZERLAND 4% | 90,000.00 | 135,702.00 | |||
| 小計 | 銘柄数:6 | 330,000.00 | 412,462.00 | ||
| (45,548,178) | |||||
| 組入時価比率:0.2% | 0.2% | ||||
| スウェーデン・クローナ | SWEDISH GOVT 1.5% | 750,000.00 | 812,925.00 | ||
| SWEDISH GOVT 1% | 860,000.00 | 880,846.40 | |||
| SWEDISH GOVT 2.5% | 720,000.00 | 845,316.00 | |||
| SWEDISH GOVT 3.5% | 1,930,000.00 | 2,316,675.50 | |||
| SWEDISH GOVT 3.5% | 590,000.00 | 790,629.50 | |||
| SWEDISH GOVT 5% | 1,080,000.00 | 1,334,944.80 | |||
| 小計 | 銘柄数:6 | 5,930,000.00 | 6,981,337.20 | ||
| (91,944,210) | |||||
| 組入時価比率:0.4% | 0.4% | ||||
| ノルウェー・クローネ | NORWEGIAN GOVT 1.5% | 350,000.00 | 355,425.00 | ||
| NORWEGIAN GOVT 1.75% | 600,000.00 | 623,400.00 | |||
| NORWEGIAN GOVT 2% | 500,000.00 | 530,550.00 | |||
| NORWEGIAN GOVT 3.75% | 700,000.00 | 798,560.00 | |||
| NORWEGIAN GOVT 3% | 520,000.00 | 591,032.00 | |||
| NORWEGIAN GOVT 4.25% | 120,000.00 | 124,548.00 | |||
| NORWEGIAN GOVT 4.5% | 1,135,000.00 | 1,268,022.00 | |||
| 小計 | 銘柄数:7 | 3,925,000.00 | 4,291,537.00 | ||
| (56,133,303) | |||||
| 組入時価比率:0.2% | 0.3% | ||||
| デンマーク・クローネ | KINGDOM OF DENMARK 1.5% | 900,000.00 | 990,558.00 | ||
| KINGDOM OF DENMARK 1.75% | 1,280,000.00 | 1,435,776.00 | |||
| KINGDOM OF DENMARK 3% | 1,600,000.00 | 1,868,976.00 | |||
| KINGDOM OF DENMARK 4.5% | 1,910,000.00 | 3,317,631.80 | |||
| KINGDOM OF DENMARK 4% | 1,030,000.00 | 1,187,487.00 | |||
| KINGDOM OF DENMARK 7% | 70,000.00 | 110,422.90 | |||
| 小計 | 銘柄数:6 | 6,790,000.00 | 8,910,851.70 | ||
| (146,494,401) | |||||
| 組入時価比率:0.6% | 0.7% | ||||
| ポーランド・ズロチ | POLAND GOVT 2% | 620,000.00 | 615,040.00 | ||
| POLAND GOVT 1.5% | 600,000.00 | 590,400.00 | |||
| POLAND GOVT 2.5% | 140,000.00 | 142,800.00 | |||
| POLAND GOVT 2.5% | 100,000.00 | 94,990.00 | |||
| POLAND GOVT 3.25% | 350,000.00 | 364,700.00 | |||
| POLAND GOVT 3.25% | 780,000.00 | 801,450.00 | |||
| POLAND GOVT 3.75% | 300,000.00 | 312,150.00 | |||
| POLAND GOVT 4% | 250,000.00 | 270,000.00 | |||
| POLAND GOVT 5.25% | 120,000.00 | 136,080.00 | |||
| POLAND GOVT 5.5% | 90,000.00 | 100,710.00 | |||
| POLAND GOVT 5.75% | 200,000.00 | 234,700.00 | |||
| POLAND GOVT 5.75% | 340,000.00 | 402,560.00 | |||
| POLAND GOVT 5.75% | 100,000.00 | 125,080.00 | |||
| 小計 | 銘柄数:13 | 3,990,000.00 | 4,190,660.00 | ||
| (115,704,122) | |||||
| 組入時価比率:0.5% | 0.5% | ||||
| オーストラリア・ドル | AUSTRALIAN GOVT 1.75% | 150,000.00 | 149,992.50 | ||
| AUSTRALIAN GOVT 2.75% | 170,000.00 | 176,366.50 | |||
| AUSTRALIAN GOVT 2.75% | 190,000.00 | 197,239.00 | |||
| AUSTRALIAN GOVT 2.75% | 30,000.00 | 31,022.16 | |||
| AUSTRALIAN GOVT 2.75% | 30,000.00 | 29,256.00 | |||
| AUSTRALIAN GOVT 3.25% | 190,000.00 | 197,334.00 | |||
| AUSTRALIAN GOVT 3.25% | 295,000.00 | 318,747.50 | |||
| AUSTRALIAN GOVT 3.25% | 100,000.00 | 107,850.00 | |||
| AUSTRALIAN GOVT 3.25% | 50,000.00 | 51,740.00 | |||
| AUSTRALIAN GOVT 3.75% | 100,000.00 | 112,490.00 | |||
| AUSTRALIAN GOVT 4.25% | 160,000.00 | 164,912.00 | |||
| AUSTRALIAN GOVT 4.25% | 540,000.00 | 609,390.00 | |||
| AUSTRALIAN GOVT 4.5% | 200,000.00 | 221,380.00 | |||
| AUSTRALIAN GOVT 4.5% | 290,000.00 | 358,498.00 | |||
| AUSTRALIAN GOVT 4.75% | 210,000.00 | 258,426.00 | |||
| AUSTRALIAN GOVT 5.25% | 155,000.00 | 170,810.00 | |||
| AUSTRALIAN GOVT 5.5% | 200,000.00 | 213,010.00 | |||
| AUSTRALIAN GOVT 5.5% | 220,000.00 | 268,884.00 | |||
| AUSTRALIAN GOVT 5.75% | 200,000.00 | 237,700.00 | |||
| AUSTRALIAN GOVT 5.75% | 800,000.00 | 975,840.00 | |||
| 小計 | 銘柄数:20 | 4,280,000.00 | 4,850,887.66 | ||
| (383,899,249) | |||||
| 組入時価比率:1.7% | 1.7% | ||||
| シンガポール・ドル | SINGAPORE GOVT 1.625% | 150,000.00 | 151,992.00 | ||
| SINGAPORE GOVT 2.25% | 60,000.00 | 62,127.60 | |||
| SINGAPORE GOVT 2.375% | 70,000.00 | 72,247.00 | |||
| SINGAPORE GOVT 2.5% | 30,000.00 | 31,487.10 | |||
| SINGAPORE GOVT 2.75% | 130,000.00 | 137,215.00 | |||
| SINGAPORE GOVT 2.75% | 50,000.00 | 52,560.00 | |||
| SINGAPORE GOVT 2.75% | 40,000.00 | 41,200.00 | |||
| SINGAPORE GOVT 2.875% | 10,000.00 | 10,713.50 | |||
| SINGAPORE GOVT 2.875% | 80,000.00 | 85,044.00 | |||
| SINGAPORE GOVT 3.125% | 80,000.00 | 86,522.40 | |||
| SINGAPORE GOVT 3.25% | 35,000.00 | 37,809.45 | |||
| SINGAPORE GOVT 3.375% | 40,000.00 | 45,308.00 | |||
| SINGAPORE GOVT 3.5% | 60,000.00 | 67,875.00 | |||
| SINGAPORE GOVT 3% | 40,000.00 | 43,031.60 | |||
| SINGAPORE GOVT 4% | 10,000.00 | 10,727.20 | |||
| 小計 | 銘柄数:15 | 885,000.00 | 935,859.85 | ||
| (73,736,397) | |||||
| 組入時価比率:0.3% | 0.3% | ||||
| マレーシア・リンギット | MALAYSIA GOVT 3.314% | 700,000.00 | 703,570.00 | ||
| MALAYSIA GOVT 3.492% | 800,000.00 | 798,720.00 | |||
| MALAYSIA GOVT 3.955% | 1,450,000.00 | 1,456,380.00 | |||
| MALAYSIA GOVT 4.181% | 800,000.00 | 814,118.40 | |||
| 小計 | 銘柄数:4 | 3,750,000.00 | 3,772,788.40 | ||
| (101,299,368) | |||||
| 組入時価比率:0.4% | 0.5% | ||||
| 南アフリカ・ランド | REP SOUTH AFRICA 10.5% | 1,650,000.00 | 1,798,005.00 | ||
| REP SOUTH AFRICA 6.25% | 1,000,000.00 | 696,400.00 | |||
| REP SOUTH AFRICA 6.5% | 520,000.00 | 359,112.00 | |||
| REP SOUTH AFRICA 6.75% | 500,000.00 | 460,850.00 | |||
| REP SOUTH AFRICA 7.25% | 300,000.00 | 287,880.00 | |||
| REP SOUTH AFRICA 7.75% | 1,000,000.00 | 941,200.00 | |||
| REP SOUTH AFRICA 7% | 750,000.00 | 597,225.00 | |||
| REP SOUTH AFRICA 8.25% | 300,000.00 | 265,620.00 | |||
| REP SOUTH AFRICA 8.5% | 1,770,000.00 | 1,561,494.00 | |||
| REP SOUTH AFRICA 8.75% | 1,500,000.00 | 1,338,000.00 | |||
| REP SOUTH AFRICA 8.75% | 720,000.00 | 639,720.00 | |||
| REP SOUTH AFRICA 8% | 4,450,000.00 | 3,924,455.00 | |||
| 小計 | 銘柄数:12 | 14,460,000.00 | 12,869,961.00 | ||
| (93,049,818) | |||||
| 組入時価比率:0.4% | 0.4% | ||||
| 合計 | 22,340,305,253 | ||||
| (22,340,305,253) | |||||
| (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 | 国債証券 | 210銘柄 | 100.0% | 42.9% |
| カナダ・ドル | 国債証券 | 27銘柄 | 100.0% | 1.9% |
| メキシコ・ペソ | 国債証券 | 16銘柄 | 100.0% | 0.9% |
| ユーロ | 国債証券 | 274銘柄 | 100.0% | 41.5% |
| 英・ポンド | 国債証券 | 37銘柄 | 100.0% | 7.8% |
| スイス・フラン | 国債証券 | 6銘柄 | 100.0% | 0.2% |
| スウェーデン・クローナ | 国債証券 | 6銘柄 | 100.0% | 0.4% |
| ノルウェー・クローネ | 国債証券 | 7銘柄 | 100.0% | 0.3% |
| デンマーク・クローネ | 国債証券 | 6銘柄 | 100.0% | 0.7% |
| ポーランド・ズロチ | 国債証券 | 13銘柄 | 100.0% | 0.5% |
| オーストラリア・ドル | 国債証券 | 20銘柄 | 100.0% | 1.7% |
| シンガポール・ドル | 国債証券 | 15銘柄 | 100.0% | 0.3% |
| マレーシア・リンギット | 国債証券 | 4銘柄 | 100.0% | 0.5% |
| 南アフリカ・ランド | 国債証券 | 12銘柄 | 100.0% | 0.4% |
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。 |
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。
