有価証券報告書(内国投資信託受益証券)-第4期(平成30年11月21日-令和1年11月20日)

キャピタル・グループ・グローバル・アロケーション・ファンド(LUX)
「キャピタル・グローバル・アロケーション・マザーファンド(限定為替ヘッジ)」は、円建ての「キャピタル・グループ・グローバル・アロケーション・ファンド(LUX)(クラスCh-JPY)」(ルクセンブルク籍外国投資法人(以下、当外国投資法人といいます。)の発行する外国投資証券)を主な投資対象としております。
当外国投資法人を含むアンブレラファンド (CIF) については、2018年12月31日付けで、ルクセンブルクにおいて一般に公正妥当と認められる会計原則に準拠した財務書類が作成されております。この財務書類は独立監査人であるプライスウォーターハウスクーパース・ソシエテ・コオペラティブの監査を受けております。以下の「投資明細表」および「損益および純資産変動計算書」は、原文の財務書類から委託会社が抜粋・翻訳したものでありますが、これらは監査意見の対象外であります。

キャピタル・グループ・グローバル・アロケーション・ファンド(LUX)

投資明細表

2018年12月31日現在

投資銘柄	通貨	数量/額面	評価額 (USD)	投資比率 (%)
公的な市場に上場している譲渡可能な有価証券と短期金融商品
債券
Australia
Australia Government Bond, Reg. S 5.75% 15/07/2022	AUD	1,425,000	1,137,769	0.30
			1,137,769	0.30
Belgium
Belgium Government Bond, Reg. S, 144A 1% 22/06/2026	EUR	510,000	606,967	0.16
			606,967	0.16
Brazil
Brazil Letras do Tesouro Nacional 0% 01/01/2022	BRL	180,000	368,095	0.10
Brazil Letras do Tesouro Nacional 0% 01/07/2022	BRL	2,000,000	390,299	0.11
Brazil Notas do Tesouro Nacional 10% 01/01/2025	BRL	2,400,000	647,200	0.17
			1,405,594	0.38
Canada
Canada Government Bond 2.25% 01/06/2025	CAD	1,800,000	1,345,174	0.36
Cenovus Energy, Inc. 4.25% 15/04/2027	USD	110,000	100,415	0.03
Cenovus Energy, Inc. 5.4% 15/06/2047	USD	170,000	147,416	0.04
Province of Quebec Canada 2.375% 31/01/2022	USD	46,000	45,470	0.01
Thomson Reuters Corp. 4.3% 23/11/2023	USD	30,000	30,597	0.01
			1,669,072	0.45
Chile
Banco del Estado de Chile, 144A 2.668% 08/01/2021	USD	450,000	440,387	0.12
Bonos de la Tesoreria de la Republica en pesos 4.5% 01/03/2021	CLP	15,000,000	22,067	―
Enel Americas SA 4% 25/10/2026	USD	5,000	4,683	―
			467,137	0.12
China
China Development Bank 4.73% 02/04/2025	CNY	3,000,000	458,010	0.12
State Grid Overseas Investment 2016 Ltd., 144A 3.5% 04/05/2027	USD	350,000	337,700	0.09
			795,710	0.21
Colombia
Colombia Government Bond 4.375% 12/07/2021	USD	325,000	330,444	0.09
Colombian TES 6% 28/04/2028	COP	100,000,000	29,260	0.01
			359,704	0.10
Denmark
Nykredit Realkredit A/S 1.5% 01/10/2037	DKK	1,800,000	278,363	0.07
Nykredit Realkredit A/S, Reg. S 1.5% 01/10/2040	DKK	11,482,461	1,752,809	0.47
Nykredit Realkredit A/S 2% 01/10/2037	DKK	2,026,920	323,952	0.09
			2,355,124	0.63
France
AXA SA, Reg. S, FRN 5.453% Perpetual	GBP	150,000	194,337	0.05
BPCE SA, Reg. S 0.875% 31/01/2024	EUR	200,000	224,960	0.06
France Government Bond OAT, Reg. S 0.75% 25/11/2028	EUR	500,000	575,412	0.16
France Government Bond OAT, Reg. S, 144A 2% 25/05/2048	EUR	425,000	529,485	0.14
France Government Bond OAT, Reg. S 0.5% 25/05/2026	EUR	200,000	231,659	0.06
Orange SA, STEP 9% 01/03/2031	USD	30,000	41,661	0.01
Total Capital International SA 2.875% 17/02/2022	USD	60,000	59,310	0.02
			1,856,824	0.50
Germany
Allianz SE, Reg. S, FRN 4.75% Perpetual	EUR	100,000	126,120	0.03
BMW Finance NV, Reg. S 1% 29/08/2025	EUR	280,000	315,419	0.09
Bundesrepublik Deutschland, Reg. S 0.5% 15/08/2027	EUR	550,000	651,437	0.18
Bundesrepublik Deutschland, Reg. S 2.5% 15/08/2046	EUR	385,000	621,561	0.17
Bundesrepublik Deutschland, Reg. S 1.25% 15/08/2048	EUR	475,000	598,003	0.16
Daimler International Finance BV, Reg. S 0.875% 09/04/2024	EUR	275,000	311,330	0.08
Kreditanstalt fuer Wiederaufbau 2.125% 07/03/2022	USD	458,000	451,148	0.12
			3,075,018	0.83
Greece
Greece Government Bond, Reg. S, 144A 3.375% 15/02/2025	EUR	200,000	221,723	0.06
			221,723	0.06
India
Housing Development Finance Corp. Ltd., Reg. S 6.875% 30/04/2020	INR	20,000,000	279,607	0.08
India Government Bond 7.59% 11/01/2026	INR	70,000,000	1,014,130	0.27
Indian Renewable Energy Development Agency Ltd., Reg. S 7.125% 10/10/2022	INR	20,000,000	269,212	0.07
National Highways Authority of India, Reg. S 7.3% 18/05/2022	INR	30,000,000	407,934	0.11
NTPC Ltd., Reg. S 7.25% 03/05/2022	INR	10,000,000	136,089	0.04
			2,106,972	0.57
Indonesia
Indonesia Government Bond, 144A 3.85% 18/07/2027	USD	625,000	594,879	0.16
Indonesia Government Bond, Reg. S 3.85% 18/07/2027	USD	250,000	237,952	0.06
Indonesia Treasury 6.125% 15/05/2028	IDR	2,000,000,000	122,740	0.03
Indonesia Treasury 8.25% 15/05/2029	IDR	6,000,000,000	427,910	0.12
			1,383,481	0.37
Ireland
Ireland Government Bond, Reg. S 0.9% 15/05/2028	EUR	1,050,000	1,203,791	0.32
Ireland Government Bond, Reg. S 1% 15/05/2026	EUR	425,000	501,703	0.14
			1,705,494	0.46
Israel
Israel Government Bond 3.15% 30/06/2023	USD	200,000	199,700	0.05
Israel Government Bond 2% 31/03/2027	ILS	1,675,000	444,943	0.12
Israel Government Bond 5.5% 31/01/2042	ILS	1,020,000	376,054	0.10
			1,020,697	0.27
Italy
Intesa Sanpaolo SpA, Reg. S 6.625% 13/09/2023	EUR	200,000	260,278	0.07
Italy Buoni Poliennali Del Tesoro 2.05% 01/08/2027	EUR	550,000	607,228	0.17
Italy Buoni Poliennali Del Tesoro, Reg. S, 144A 4.75% 01/08/2023	EUR	200,000	260,270	0.07
Italy Buoni Poliennali Del Tesoro, Reg. S 0.9% 01/08/2022	EUR	300,000	338,258	0.09
UniCredit SpA, Reg. S 1% 18/01/2023	EUR	250,000	268,338	0.07
			1,734,372	0.47
Japan
Japan Government Ten Year Bond 0.8% 20/09/2022	JPY	65,000,000	613,836	0.16
Japan Government Ten Year Bond 0.3% 20/12/2024	JPY	145,000,000	1,357,928	0.36
Japan Government Ten Year Bond 0.1% 20/03/2027	JPY	500,000,000	4,638,406	1.25
Japan Government Thirty Year Bond 2% 20/03/2042	JPY	10,000,000	118,906	0.03
Japan Government Thirty Year Bond 1.7% 20/03/2044	JPY	22,000,000	250,501	0.07
Japan Government Twenty Year Bond 2.2% 20/03/2030	JPY	5,000,000	56,369	0.01
Japan Government Twenty Year Bond 1.7% 20/06/2033	JPY	42,650,000	469,119	0.13
Japan Government Twenty Year Bond 0.6% 20/06/2037	JPY	273,300,000	2,558,295	0.69
Japan Government Two Year Bond 0.1% 01/12/2020	JPY	316,150,000	2,897,414	0.78
Takeda Pharmaceutical Co. Ltd., Reg. S 2.25% 21/11/2026	EUR	250,000	292,953	0.08
Toyota Motor Credit Corp. 3.05% 11/01/2028	USD	147,000	142,096	0.04
			13,395,823	3.60
Mexico
Mexican Bonos 8% 07/12/2023	MXN	5,500,000	273,366	0.07
Mexican Bonos 6.5% 10/06/2021	MXN	5,500,000	267,411	0.07
Mexican Bonos 10% 05/12/2024	MXN	8,800,000	476,058	0.13
Mexican Bonos 5.75% 05/03/2026	MXN	34,000,000	1,463,185	0.39
Mexican Bonos 10% 20/11/2036	MXN	800,000	44,843	0.01
Mexican Udibonos 4% 13/06/2019	MXN	200,000	62,763	0.02
Mexican Udibonos 4% 15/11/2040	MXN	200,000	62,463	0.02
Mexico Government Bond 4.15% 28/03/2027	USD	450,000	435,784	0.12
Petroleos Mexicanos 6.5% 13/03/2027	USD	450,000	424,125	0.11
Petroleos Mexicanos 6.35% 12/02/2048	USD	250,000	200,380	0.05
Petroleos Mexicanos 7.47% 12/11/2026	MXN	5,700,000	213,985	0.06
			3,924,363	1.05
Morocco
Morocco Government Bond, Reg. S 4.25% 11/12/2022	USD	400,000	401,976	0.11
			401,976	0.11
Netherlands
Cooperatieve Rabobank UA, Reg. S 3.875% 25/07/2023	EUR	100,000	128,312	0.03
Enel Finance International NV, Reg. S 1% 16/09/2024	EUR	150,000	169,962	0.05
Netherlands Government Bond, Reg. S, 144A 4% 15/07/2019	EUR	20,000	23,494	0.01
Netherlands Government Bond, Reg. S, 144A 2.25% 15/07/2022	EUR	50,000	62,803	0.02
Netherlands Government Bond, Reg. S, 144A 2% 15/07/2024	EUR	40,000	51,217	0.01
			435,788	0.12
Norway
Equinor ASA 3.7% 01/03/2024	USD	60,000	61,157	0.02
Norway Government Bond, Reg. S, 144A 3.75% 25/05/2021	NOK	2,515,000	308,818	0.08
			369,975	0.10
Peru
Peru Government Bond, Reg. S, 144A 6.15% 12/08/2032	PEN	3,400,000	1,028,697	0.28
			1,028,697	0.28
Philippines
Philippine Government Bond 4.95% 15/01/2021	PHP	5,000,000	93,982	0.02
			93,982	0.02
Poland
Poland Government Bond 5.25% 25/10/2020	PLN	3,620,000	1,035,076	0.28
Poland Government Bond 5.75% 23/09/2022	PLN	1,550,000	470,970	0.12
Poland Government Bond 4% 25/10/2023	PLN	5,910,000	1,713,219	0.46
Poland Government Bond 3.25% 25/07/2025	PLN	1,975,000	552,468	0.15
			3,771,733	1.01
Portugal
Portugal Government Bond, Reg. S 5.125% 15/10/2024	USD	125,000	131,160	0.03
Portugal Obrigacoes do Tesouro OT, Reg. S, 144A 2.875% 15/10/2025	EUR	515,000	657,292	0.18
			788,452	0.21
Qatar
Qatar Government Bond, 144A 4.5% 23/04/2028	USD	775,000	810,808	0.22
			810,808	0.22
Romania
Romania Government Bond 2.3% 26/10/2020	RON	1,100,000	263,804	0.07
Romania Government Bond, Reg. S 2.875% 11/03/2029	EUR	250,000	278,219	0.08
Romania Government Bond, Reg. S 5.125% 15/06/2048	USD	350,000	338,191	0.09
			880,214	0.24
Saudi Arabia
KSA Sukuk Ltd., 144A 2.894% 20/04/2022	USD	200,000	195,110	0.05
Saudi Government Bond, Reg. S 3.625% 04/03/2028	USD	250,000	237,044	0.07
Saudi Government Bond, Reg. S 4.5% 17/04/2030	USD	300,000	298,929	0.08
			731,083	0.20
South Africa
South Africa Government Bond 7.75% 28/02/2023	ZAR	1,110,000	76,245	0.02
South Africa Government Bond 6.5% 28/02/2041	ZAR	9,400,000	456,197	0.12
			532,442	0.14
South Korea
Korea Housing Finance Corp., Reg. S 2% 11/10/2021	USD	475,000	458,046	0.12
Korea Treasury 2% 10/09/2022	KRW	844,000,000	759,514	0.21
Korea Treasury 4.25% 10/06/2021	KRW	75,000,000	71,043	0.02
			1,288,603	0.35
Spain
Banco Bilbao Vizcaya Argentaria SA, Reg. S, FRN 3.5% 11/04/2024	EUR	200,000	230,591	0.06
Spain Government Bond, Reg. S, 144A 1.4% 30/04/2028	EUR	330,000	379,913	0.10
Spain Government Bond, Reg. S, 144A 2.7% 31/10/2048	EUR	525,000	613,338	0.17
Spain Government Bond, Reg. S, 144A 1.3% 31/10/2026	EUR	150,000	174,724	0.05
			1,398,566	0.38
Supra National
European Financial Stability Facility, Reg. S 0.4% 17/02/2025	EUR	900,000	1,038,028	0.28
European Investment Bank 2.25% 15/03/2022	USD	153,000	151,244	0.04
International Finance Corp. 6.3% 25/11/2024	INR	15,000,000	205,905	0.05
			1,395,177	0.37
Switzerland
Credit Suisse Group AG, Reg. S, FRN 2.125% 12/09/2025	GBP	100,000	121,159	0.03
			121,159	0.03
Thailand
Bank of Thailand 1.49% 28/08/2019	THB	16,100,000	493,778	0.13
Thailand Government Bond 3.65% 20/06/2031	THB	27,500,000	923,828	0.25
Thailand Government Bond 1.875% 17/06/2022	THB	8,700,000	266,105	0.07
Thailand Government Bond 2.125% 17/12/2026	THB	2,300,000	69,144	0.02
			1,752,855	0.47
United Arab Emirates
Abu Dhabi Government Bond, 144A 2.5% 11/10/2022	USD	350,000	340,399	0.09
			340,399	0.09
United Kingdom
AstraZeneca plc 3.375% 16/11/2025	USD	350,000	338,765	0.09
Aviva plc, FRN 6.875% 20/05/2058	GBP	50,000	71,115	0.02
Barclays Bank plc, Reg. S 10% 21/05/2021	GBP	50,000	73,433	0.02
HSBC Holdings plc, FRN 4.292% 12/09/2026	USD	250,000	247,097	0.07
HSBC Holdings plc 4% 30/03/2022	USD	110,000	111,478	0.03
HSBC Holdings plc, FRN 3.033% 22/11/2023	USD	275,000	266,306	0.07
Shell International Finance BV 3.5% 13/11/2023	USD	223,000	225,621	0.06
Shell International Finance BV 2.5% 12/09/2026	USD	110,000	102,266	0.03
Shire Acquisitions Investments Ireland DAC 2.4% 23/09/2021	USD	333,000	322,201	0.09
Shire Acquisitions Investments Ireland DAC 2.875% 23/09/2023	USD	51,000	48,261	0.01
Shire Acquisitions Investments Ireland DAC 3.2% 23/09/2026	USD	10,000	9,069	―
UK Treasury, Reg. S 1.5% 22/07/2047	GBP	235,000	277,261	0.08
UK Treasury, Reg. S 3.75% 07/09/2020	GBP	10,000	13,378	―
UK Treasury, Reg. S 1.75% 07/09/2022	GBP	205,000	269,959	0.07
UK Treasury, Reg. S 4.25% 07/12/2027	GBP	300,000	482,232	0.13
UK Treasury, Reg. S 4.5% 07/09/2034	GBP	50,000	88,994	0.02
UK Treasury, Reg. S 3.25% 22/01/2044	GBP	50,000	81,516	0.02
UK Treasury, Reg. S 4.25% 07/12/2046	GBP	360,000	699,310	0.19
			3,728,262	1.00
United States of America
Abbott Laboratories 3.75% 30/11/2026	USD	57,000	56,418	0.02
AbbVie, Inc. 2.5% 14/05/2020	USD	20,000	19,814	0.01
AbbVie, Inc. 3.6% 14/05/2025	USD	20,000	19,219	0.01
AbbVie, Inc. 3.2% 14/05/2026	USD	300,000	278,624	0.07
Allergan Funding SCS 3% 12/03/2020	USD	260,000	259,040	0.07
Allergan Funding SCS 3.45% 15/03/2022	USD	5,000	4,927	―
Allergan Funding SCS 4.75% 15/03/2045	USD	24,000	22,896	0.01
Altria Group, Inc. 4.25% 09/08/2042	USD	40,000	32,412	0.01
Anheuser-Busch InBev Worldwide, Inc. 3.5% 12/01/2024	USD	350,000	342,337	0.09
AT&T, Inc. 3.4% 15/05/2025	USD	50,000	47,067	0.01
AT&T, Inc. 4.25% 01/03/2027	USD	100,000	98,113	0.03
Becton Dickinson and Co. 3.734% 15/12/2024	USD	180,000	174,094	0.05
Berkshire Hathaway Energy Co. 3.75% 15/11/2023	USD	60,000	60,887	0.02
Chubb INA Holdings, Inc. 2.875% 03/11/2022	USD	10,000	9,920	―
Chubb INA Holdings, Inc. 3.35% 03/05/2026	USD	20,000	19,593	0.01
Citigroup, Inc. 2.75% 25/04/2022	USD	100,000	97,031	0.03
Citigroup, Inc. 3.875% 25/10/2023	USD	60,000	60,236	0.02
CMS Energy Corp. 3.45% 15/08/2027	USD	175,000	168,794	0.05
CMS Energy Corp. 3.6% 15/11/2025	USD	25,000	24,626	0.01
Consolidated Edison Co. of New York, Inc. 4% 01/12/2028	USD	200,000	205,339	0.05
CVS Health Corp. 4.3% 25/03/2028	USD	136,000	133,420	0.04
CVS Health Corp. 5.05% 25/03/2048	USD	156,000	152,500	0.04
Duke Energy Corp. 3.75% 15/04/2024	USD	650,000	651,725	0.17
Enbridge Energy Partners LP 7.375% 15/10/2045	USD	50,000	62,202	0.02
Energy Transfer Operating LP 6% 15/06/2048	USD	300,000	293,488	0.08
Essex Portfolio LP, REIT 3.5% 01/04/2025	USD	30,000	29,210	0.01
Exelon Corp. 3.497% 01/06/2022	USD	90,000	88,013	0.02
Exelon Corp. 3.4% 15/04/2026	USD	20,000	19,054	―
FirstEnergy Corp. 3.9% 15/07/2027	USD	225,000	218,433	0.06
FirstEnergy Corp. 4.85% 15/07/2047	USD	30,000	30,173	0.01
Goldman Sachs Group, Inc. (The) 3.2% 23/02/2023	USD	495,000	480,565	0.13
Goldman Sachs Group, Inc. (The) 4.75% 21/10/2045	USD	30,000	28,705	0.01
Halliburton Co. 3.8% 15/11/2025	USD	10,000	9,713	―
Home Depot, Inc. (The) 4.5% 06/12/2048	USD	75,000	77,829	0.02
JPMorgan Chase & Co. 2.55% 01/03/2021	USD	50,000	49,308	0.01
Kimco Realty Corp., REIT 3.4% 01/11/2022	USD	5,000	4,926	―
Kraft Heinz Foods Co. 3.5% 06/06/2022	USD	40,000	39,699	0.01
Kroger Co. (The) 3.5% 01/02/2026	USD	50,000	47,490	0.01
McDonald’s Corp. 3.7% 30/01/2026	USD	10,000	9,823	―
Medtronic, Inc. 3.5% 15/03/2025	USD	80,000	79,785	0.02
Pacific Gas & Electric Co. 3.3% 01/12/2027	USD	250,000	205,381	0.06
Pacific Gas & Electric Co. 3.85% 15/11/2023	USD	20,000	17,998	―
Pfizer, Inc. 3.2% 15/09/2023	USD	550,000	552,488	0.15
Philip Morris International, Inc. 2% 21/02/2020	USD	60,000	59,254	0.02
Philip Morris International, Inc. 2.9% 15/11/2021	USD	40,000	39,414	0.01
Prologis LP, REIT 3.75% 01/11/2025	USD	25,000	25,173	0.01
Public Service Enterprise Group, Inc. 2% 15/11/2021	USD	80,000	76,874	0.02
Reynolds American, Inc. 4.45% 12/06/2025	USD	195,000	188,366	0.05
Reynolds American, Inc. 5.85% 15/08/2045	USD	20,000	18,662	―
South Carolina Electric & Gas Co. 4.25% 15/08/2028	USD	300,000	311,460	0.08
United Technologies Corp. 4.125% 16/11/2028	USD	265,000	263,665	0.07
US Bank NA 3.45% 16/11/2021	USD	400,000	403,146	0.11
US Treasury 2.5% 31/05/2020	USD	752,000	751,566	0.20
US Treasury 2.5% 30/06/2020	USD	225,000	224,856	0.06
US Treasury 2.375% 31/01/2023	USD	5,425,000	5,401,054	1.45
US Treasury 2.75% 31/05/2023	USD	752,000	760,401	0.20
US Treasury 2.625% 30/06/2023	USD	1,425,000	1,432,793	0.38
US Treasury 2.75% 31/07/2023	USD	1,420,000	1,435,420	0.39
US Treasury 2.875% 15/05/2028	USD	1,477,000	1,500,896	0.40
US Treasury 2.875% 15/08/2028	USD	3,500,000	3,557,680	0.96
US Treasury 3.125% 15/05/2048	USD	275,000	280,614	0.08
US Treasury 3% 15/08/2048	USD	300,000	299,043	0.08
US Treasury 1.375% 31/08/2020	USD	1,200,000	1,177,811	0.32
US Treasury 1.75% 30/06/2022	USD	1,650,000	1,611,016	0.43
US Treasury 1.875% 30/09/2022	USD	3,050,000	2,985,414	0.80
US Treasury 1.375% 31/08/2023	USD	7,760,000	7,378,366	1.98
US Treasury 2% 30/04/2024	USD	950,000	925,174	0.25
US Treasury 2% 30/06/2024	USD	950,000	924,023	0.25
US Treasury 2.125% 31/07/2024	USD	1,850,000	1,810,182	0.49
US Treasury 2.375% 15/05/2027	USD	2,750,000	2,694,150	0.72
US Treasury 3% 15/05/2047	USD	375,000	373,939	0.10
US Treasury Inflation Indexed 0.375% 15/07/2027	USD	725,000	712,336	0.19
US Treasury Inflation Indexed 0.5% 15/01/2028	USD	2,150,000	2,104,589	0.56
US Treasury Inflation Indexed 0.125% 15/04/2021	USD	460,000	477,404	0.13
US Treasury Inflation Indexed 0.375% 15/07/2023	USD	1,855,000	1,971,807	0.53
US Treasury Inflation Indexed 0.125% 15/07/2024	USD	380,000	388,349	0.10
US Treasury Inflation Indexed 0.25% 15/01/2025	USD	45,000	46,008	0.01
US Treasury Inflation Indexed 0.375% 15/01/2027	USD	680,000	676,324	0.18
US Treasury Inflation Indexed 1.375% 15/02/2044	USD	65,000	73,022	0.02
US Treasury Inflation Indexed 1% 15/02/2046	USD	305,000	309,149	0.08
US Treasury Inflation Indexed, FRN 0.125% 15/04/2022	USD	850,000	855,342	0.23
Virginia Electric & Power Co. 4.6% 01/12/2048	USD	250,000	262,198	0.07
Warner Media LLC 4.75% 29/03/2021	USD	50,000	51,287	0.01
			50,121,542	13.46
Uruguay
Uruguay Government Bond, Reg. S 9.875% 20/06/2022	UYU	6,700,000	205,041	0.05
			205,041	0.05
債券合計			109,418,598	29.38
株式
Australia
Boral Ltd.	AUD	226,300	787,408	0.21
			787,408	0.21
Belgium
Anheuser-Busch InBev SA/NV	EUR	22,000	1,454,415	0.39
			1,454,415	0.39
Brazil
B3 SA - Brasil Bolsa Balcao	BRL	270,000	1,867,690	0.50
Pagseguro Digital Ltd. ‘A’	USD	114,719	2,148,687	0.58
Vale SA	BRL	60,000	789,525	0.21
			4,805,902	1.29
Canada
Canadian Natural Resources Ltd.	CAD	23,800	574,254	0.15
Enbridge, Inc.	USD	2,244	69,744	0.02
Enbridge, Inc.	CAD	85,790	2,665,070	0.72
First Quantum Minerals Ltd.	CAD	61,500	497,334	0.13
Franco-Nevada Corp.	CAD	14,000	981,702	0.26
			4,788,104	1.28
China
Alibaba Group Holding Ltd., ADR	USD	9,275	1,271,324	0.34
CNOOC Ltd.	HKD	1,056,000	1,631,773	0.44
ENN Energy Holdings Ltd.	HKD	90,000	798,225	0.21
TravelSky Technology Ltd. ‘H’	HKD	575,000	1,472,288	0.40
			5,173,610	1.39
Denmark
Coloplast A/S ‘B’	DKK	16,000	1,485,460	0.40
Orsted A/S, Reg. S	DKK	29,380	1,964,378	0.53
			3,449,838	0.93
Finland
Nokian Renkaat OYJ	EUR	13,090	402,243	0.11
			402,243	0.11
France
Airbus SE	EUR	37,100	3,568,915	0.96
BNP Paribas SA	EUR	4,000	180,914	0.05
Edenred	EUR	11,400	419,406	0.11
LVMH Moet Hennessy Louis Vuitton SE	EUR	4,800	1,419,997	0.38
Publicis Groupe SA	EUR	30,300	1,738,588	0.47
Societe Generale SA	EUR	10,735	342,176	0.09
TOTAL SA	EUR	46,200	2,444,476	0.66
			10,114,472	2.72
Germany
Carl Zeiss Meditec AG	EUR	15,700	1,228,599	0.33
MTU Aero Engines AG	EUR	10,000	1,814,868	0.49
Rational AG	EUR	2,500	1,420,730	0.38
			4,464,197	1.20
Hong Kong
AIA Group Ltd.	HKD	215,000	1,784,688	0.48
Link REIT	HKD	53,000	536,734	0.14
Sands China Ltd.	HKD	236,000	1,033,753	0.28
			3,355,175	0.90
India
HDFC Bank Ltd., ADR	USD	8,900	921,951	0.25
Infosys Ltd.	INR	92,500	873,063	0.23
Kotak Mahindra Bank Ltd.	INR	30,400	547,126	0.15
			2,342,140	0.63
Indonesia
Bank Central Asia Tbk. PT	IDR	544,000	983,588	0.26
			983,588	0.26
Israel
Teva Pharmaceutical Industries Ltd., ADR	USD	55,000	848,100	0.23
			848,100	0.23
Italy
Ferrari NV	EUR	9,700	964,453	0.26
FinecoBank Banca Fineco SpA	EUR	169,460	1,704,326	0.46
			2,668,779	0.72
Japan
Keyence Corp.	JPY	1,600	812,810	0.22
Murata Manufacturing Co. Ltd.	JPY	12,000	1,637,334	0.44
Nidec Corp.	JPY	10,300	1,172,323	0.31
Nintendo Co. Ltd.	JPY	11,000	2,939,054	0.79
Nippon Prologis REIT, Inc.	JPY	638	1,349,867	0.36
			7,911,388	2.12
Mexico
Coca-Cola Femsa SAB de CV	MXN	130,000	788,200	0.21
			788,200	0.21
Netherlands
Akzo Nobel NV	EUR	20,000	1,613,216	0.43
ASML Holding NV	EUR	24,435	3,839,986	1.03
Coca-Cola European Partners plc	USD	40,000	1,834,000	0.49
Koninklijke DSM NV	EUR	17,000	1,391,491	0.38
Randstad Holding NV	EUR	8,375	384,690	0.10
			9,063,383	2.43
New Zealand
Fisher & Paykel Healthcare Corp. Ltd.	NZD	137,100	1,196,279	0.32
Spark New Zealand Ltd.	NZD	535,000	1,490,232	0.40
			2,686,511	0.72
Peru
Credicorp Ltd.	USD	9,665	2,142,441	0.57
			2,142,441	0.57
Russian Federation
LUKOIL PJSC, ADR	USD	24,200	1,729,816	0.47
Sberbank of Russia PJSC, ADR	USD	85,700	939,272	0.25
			2,669,088	0.72
South Korea
Samsung Electronics Co. Ltd.	KRW	23,500	815,065	0.22
SK Telecom Co. Ltd.	KRW	7,280	1,758,344	0.47
			2,573,409	0.69
Spain
Amadeus IT Group SA ‘A’	EUR	41,600	2,899,829	0.78
Bankia SA	EUR	108,400	317,950	0.08
Cia de Distribucion Integral Logista Holdings SA	EUR	13,250	331,861	0.09
International Consolidated Airlines Group SA	GBP	100,000	787,703	0.21
			4,337,343	1.16
Sweden
Assa Abloy AB ‘B’	SEK	12,180	217,339	0.06
Nibe Industrier AB ‘B’	SEK	105,900	1,086,368	0.29
Volvo AB ‘B’	SEK	20,250	264,922	0.07
			1,568,629	0.42
Switzerland
Geberit AG	CHF	2,260	879,029	0.24
Nestle SA	CHF	58,125	4,719,071	1.27
Temenos AG	CHF	16,000	1,919,219	0.51
			7,517,319	2.02
Taiwan
Taiwan Semiconductor Manufacturing Co. Ltd.	TWD	917,000	6,727,511	1.81
			6,727,511	1.81
United Kingdom
AstraZeneca plc	GBP	121,100	9,065,214	2.43
BAE Systems plc	GBP	259,300	1,517,673	0.41
British American Tobacco plc, ADR	USD	2,280	72,641	0.02
British American Tobacco plc	GBP	75,600	2,408,994	0.65
Croda International plc	GBP	7,900	471,748	0.13
GlaxoSmithKline plc	GBP	132,000	2,508,902	0.67
HSBC Holdings plc	GBP	304,200	2,508,247	0.67
Ocado Group plc	GBP	259,500	2,612,994	0.70
Rio Tinto plc	GBP	49,000	2,329,586	0.63
Royal Dutch Shell plc ‘A’	GBP	33	971	―
Royal Dutch Shell plc ‘B’	GBP	86,200	2,570,970	0.69
Spirax-Sarco Engineering plc	GBP	19,100	1,519,119	0.41
			27,587,059	7.41
United States of America
Alphabet, Inc. ‘A’	USD	620	647,875	0.17
Alphabet, Inc. ‘C’	USD	3,380	3,500,362	0.94
Amazon.com, Inc.	USD	400	600,788	0.16
Amphenol Corp. ‘A’	USD	14,750	1,195,045	0.32
Berkshire Hathaway, Inc. ‘A’	USD	27	8,262,000	2.22
BlackRock, Inc.	USD	1,278	502,024	0.13
Broadcom, Inc.	USD	33,530	8,526,008	2.29
Caterpillar, Inc.	USD	8,400	1,067,388	0.29
Chemours Co. (The)	USD	420	11,852	―
Cigna Corp.	USD	9,250	1,756,760	0.47
Coca-Cola Co. (The)	USD	35,000	1,657,250	0.44
ConocoPhillips	USD	28,540	1,779,469	0.48
Constellation Brands, Inc. ‘A’	USD	3,600	578,952	0.16
Crown Castle International Corp., REIT	USD	27,000	2,933,010	0.79
DowDuPont, Inc.	USD	80,876	4,325,249	1.16
Equinix, Inc., REIT	USD	2,066	728,389	0.20
General Motors Co.	USD	109,300	3,656,085	0.98
Gilead Sciences, Inc.	USD	20,000	1,251,000	0.34
Home Depot, Inc. (The)	USD	10,000	1,718,200	0.46
Humana, Inc.	USD	960	275,021	0.07
Intel Corp.	USD	40,000	1,877,200	0.50
JPMorgan Chase & Co.	USD	53,900	5,261,718	1.41
Keurig Dr Pepper, Inc.	USD	71,000	1,820,440	0.49
Las Vegas Sands Corp.	USD	17,925	932,996	0.25
Linde plc	EUR	5,813	922,777	0.25
LyondellBasell Industries NV ‘A’	USD	10,000	831,600	0.22
Mastercard, Inc. ‘A’	USD	8,865	1,672,382	0.45
Medtronic plc	USD	16,000	1,455,360	0.39
Merck & Co., Inc.	USD	144,100	11,010,681	2.96
Mettler-Toledo International, Inc.	USD	2,840	1,606,247	0.43
Microsoft Corp.	USD	31,050	3,153,749	0.85
NIKE, Inc. ‘B’	USD	22,500	1,668,150	0.45
Occidental Petroleum Corp.	USD	16,500	1,012,770	0.27
Pfizer, Inc.	USD	51,100	2,230,515	0.60
Philip Morris International, Inc.	USD	35,700	2,383,332	0.64
PNC Financial Services Group, Inc. (The)	USD	2,500	292,275	0.08
Procter & Gamble Co. (The)	USD	9,000	827,280	0.22
Schlumberger Ltd.	USD	21,300	768,504	0.21
Union Pacific Corp.	USD	7,285	1,007,006	0.27
United Parcel Service, Inc. ‘B’	USD	6,500	633,945	0.17
UnitedHealth Group, Inc.	USD	24,720	6,158,246	1.65
Visa, Inc. ‘A’	USD	5,000	659,700	0.18
Walgreens Boots Alliance, Inc.	USD	31,000	2,118,230	0.57
Watsco, Inc.	USD	12,200	1,697,508	0.46
Wells Fargo & Co.	USD	26,750	1,232,640	0.33
Zoetis, Inc.	USD	9,250	791,245	0.21
			98,999,223	26.58
株式合計			220,209,475	59.12
公的な市場に上場している譲渡可能な有価証券と短期金融商品の合計			329,628,073	88.50
その他の規制のある市場で取引されている譲渡可能な有価証券と短期金融商品
債券
Canada
Canada Government Bond 1% 01/09/2022	CAD	275,000	195,125	0.05
Enbridge, Inc. 3.7% 15/07/2027	USD	28,000	26,583	0.01
			221,708	0.06
France
BPCE SA, 144A 5.15% 21/07/2024	USD	211,000	212,113	0.06
			212,113	0.06
Germany
Daimler Finance North America LLC, 144A 2% 06/07/2021	USD	200,000	192,493	0.05
Deutsche Telekom International Finance BV, 144A 2.485% 19/09/2023	USD	175,000	165,418	0.05
EMD Finance LLC, Reg. S 3.25% 19/03/2025	USD	50,000	48,042	0.01
			405,953	0.11
Italy
UniCredit SpA, 144A 4.625% 12/04/2027	USD	200,000	183,409	0.05
			183,409	0.05
Japan
American Honda Finance Corp. 3.5% 15/02/2028	USD	275,000	270,940	0.07
Japan Government CPI Linked Bond 0.1% 10/03/2028	JPY	80,500,000	764,514	0.20
Japan Government CPI Linked Bond 0.1% 10/09/2024	JPY	27,000,000	256,282	0.07
Japan Government CPI Linked Bond 0.1% 10/03/2027	JPY	15,000,000	144,159	0.04
Nissan Motor Acceptance Corp., 144A 2.6% 28/09/2022	USD	190,000	181,034	0.05
			1,616,929	0.43
Malaysia
Malaysia Government Bond 3.659% 15/10/2020	MYR	27,000	6,548	―
Malaysia Government Bond 3.62% 30/11/2021	MYR	325,000	78,599	0.02
Malaysia Government Bond 3.8% 17/08/2023	MYR	2,160,000	521,305	0.14
Malaysia Government Bond 3.955% 15/09/2025	MYR	1,600,000	385,470	0.10
Malaysia Government Bond 3.9% 30/11/2026	MYR	300,000	71,494	0.02
Malaysia Government Bond 4.498% 15/04/2030	MYR	850,000	207,763	0.06
			1,271,179	0.34
Netherlands
Enel Finance International NV, 144A 2.75% 06/04/2023	USD	200,000	184,685	0.05
Enel Finance International NV, 144A 3.5% 06/04/2028	USD	550,000	472,691	0.13
			657,376	0.18
South Korea
Hyundai Capital America, Reg. S 2.55% 03/04/2020	USD	40,000	39,501	0.01
			39,501	0.01
Switzerland
Roche Holdings, Inc., 144A 3.35% 30/09/2024	USD	400,000	401,543	0.11
			401,543	0.11
United Kingdom
Anglo American Capital plc, 144A 4% 11/09/2027	USD	200,000	180,912	0.05
Niagara Mohawk Power Corp., Reg. S 3.508% 01/10/2024	USD	5,000	5,029	―
			185,941	0.05
United States of America
Apple, Inc. 2.5% 09/02/2022	USD	35,000	34,462	0.01
Apple, Inc. 3.35% 09/02/2027	USD	25,000	24,484	0.01
Apple, Inc. 2.9% 12/09/2027	USD	170,000	160,336	0.04
Bank of America Corp., FRN 3.55% 05/03/2024	USD	180,000	177,915	0.05
Bank of America Corp., FRN 3.419% 20/12/2028	USD	298,000	278,859	0.07
Baxalta, Inc. 4% 23/06/2025	USD	2,000	1,959	―
Charter Communications Operating LLC 4.908% 23/07/2025	USD	275,000	273,703	0.07
Comcast Corp. 3.95% 15/10/2025	USD	115,000	116,515	0.03
Comcast Corp. 4.15% 15/10/2028	USD	310,000	315,347	0.08
FHLMC Q52216 3.5% 01/11/2047	USD	57,072	57,094	0.02
General Mills, Inc. 3.2% 16/04/2021	USD	35,000	34,835	0.01
Goldman Sachs Group, Inc. (The), FRN 2.905% 24/07/2023	USD	130,000	123,914	0.03
JPMorgan Chase & Co., FRN 4.005% 23/04/2029	USD	575,000	566,163	0.15
JPMorgan Chase & Co., FRN 3.54% 01/05/2028	USD	100,000	95,506	0.03
McDonald’s Corp. 3.35% 01/04/2023	USD	350,000	348,551	0.09
Microsoft Corp. 2.4% 08/08/2026	USD	30,000	28,103	0.01
Microsoft Corp. 3.3% 06/02/2027	USD	85,000	84,328	0.02
Microsoft Corp. 3.7% 08/08/2046	USD	20,000	19,303	0.01
President & Fellows of Harvard College 3.15% 15/07/2046	USD	40,000	35,836	0.01
US Bank NA 3.4% 24/07/2023	USD	300,000	300,293	0.08
US Treasury Inflation Indexed 0.375% 15/07/2025	USD	50,000	51,429	0.01
US Treasury Inflation Indexed 0.625% 15/01/2026	USD	270,000	279,990	0.08
Wells Fargo & Co., FRN 3.584% 22/05/2028	USD	100,000	96,164	0.03
			3,505,089	0.94
債券合計			8,700,741	2.34
その他の規制のある市場で取引されている譲渡可能な有価証券と短期金融商品の合計			8,700,741	2.34
新規発行証券
債券
Germany
Daimler Finance North America LLC, 144A 3% 22/02/2021	USD	250,000	247,341	0.07
Volkswagen Group of America Finance LLC, 144A 4.25% 13/11/2023	USD	375,000	372,307	0.10
Volkswagen Group of America Finance LLC, 144A 4.625% 13/11/2025	USD	375,000	371,414	0.10
			991,062	0.27
Japan
Takeda Pharmaceutical Co. Ltd., 144A 5% 26/11/2028	USD	200,000	204,783	0.05
			204,783	0.05
United States of America
Anheuser-Busch Cos. LLC, Reg. S 3.65% 01/02/2026	USD	20,000	18,922	0.01
Anheuser-Busch Cos. LLC, Reg. S 4.9% 01/02/2046	USD	260,000	241,951	0.06
Cigna Corp., 144A 3.4% 17/09/2021	USD	115,000	114,807	0.03
Cigna Corp., 144A 4.125% 15/11/2025	USD	80,000	80,043	0.02
Keurig Dr Pepper, Inc., 144A 4.597% 25/05/2028	USD	400,000	397,968	0.11
			853,691	0.23
債券合計			2,049,536	0.55
新規発行証券合計			2,049,536	0.55
その他譲渡可能な有価証券と短期金融商品
株式
United Kingdom
Randgold Resources Ltd. 1	GBP	10,000	827,272	0.22
			827,272	0.22
株式合計			827,272	0.22
その他譲渡可能な有価証券と短期金融商品の合計			827,272	0.22
UCITS準拠ファンド、もしくは他の譲渡可能証券への集合投資事業
集団投資スキーム- UCITS
Luxembourg
JPMorgan US Dollar Treasury Liquidity Fund - JPM US Dollar Treasury Liquidity Institutional (dist.)	USD	17,743,607	17,743,607	4.76
			17,743,607	4.76
集団投資スキーム合計- UCITS			17,743,607	4.76
UCITS準拠ファンド、もしくは他の譲渡可能証券への集合投資事業合計			17,743,607	4.76
投資総額			358,949,229	96.37
銀行預金			9,439,325	2.53
その他の純資産/(負債)			4,069,004	1.10
純資産総額			372,457,558	100.00
1.証券は取締役会により公正な価値で評価されている。

TBA
国	投資銘柄	通貨	額面	評価額 (USD)	未実現利益 /(損失) (USD)	投資比率 (%)
United States of America	FNMA, 4.50%, 25/01/2048	USD	1,050,662	1,088,641	16,969	0.29
United States of America	FNMA, 3.50%, 25/01/2049	USD	300,000	300,065	3,956	0.08
United States of America	FNMA, 4.00%, 25/01/2049	USD	2,401,834	2,449,357	44,777	0.66
TBA ロングポジションの合計				3,838,063	65,702	1.03
TBA 総額				3,838,063	65,702	1.03

金融先物取引
銘柄	契約口数	通貨	グローバル・エクスポージャー (USD)	未実現利益 / (損失) (USD)	投資比率 (%)
US 2 Year Note, 29/03/2019	9	USD	1,910,813	6,328	―
US 5 Year Note, 29/03/2019	42	USD	4,816,875	25,430	0.01
金融先物取引の未実現益合計				31,758	0.01
金融先物取引の未実現損益総額				31,758	0.01

先物為替予約
買通貨	購入総額	売通貨	売却総額	決済日	カウンター ・パーティ	未実現利益 / (損失) (USD)	投資比率 (%)
EUR	428,764	DKK	3,200,000	07/01/2019	Bank of America	182	―
USD	806,782	ILS	3,000,000	09/01/2019	Citibank	4,107	―
JPY	217,625,680	USD	1,925,184	11/01/2019	Citibank	61,799	0.02
BRL	2,100,000	USD	532,333	14/01/2019	J.P. Morgan	9,034	―
USD	546,576	BRL	2,100,000	14/01/2019	J.P. Morgan	5,210	―
BRL	1,300,000	USD	329,448	15/01/2019	Citibank	5,667	―
USD	338,489	BRL	1,300,000	15/01/2019	Citibank	3,374	―
KRW	198,000,000	USD	176,219	18/01/2019	J.P. Morgan	1,317	―
USD	491,839	CAD	650,000	18/01/2019	Bank of America	15,520	0.01
KRW	980,000,000	USD	872,305	22/01/2019	J.P. Morgan	6,527	―
GBP	1,000,000	USD	1,268,505	24/01/2019	Bank of America	7,492	―
JPY	309,700,000	USD	2,745,833	24/01/2019	HSBC	84,722	0.02
USD	622,843	CAD	830,000	24/01/2019	Bank of America	14,519	0.01
USD	43,850	ZAR	620,000	24/01/2019	Citibank	870	―
USD	717,733	AUD	1,000,000	25/01/2019	Bank of America	13,050	0.01
USD	431,223	AUD	600,000	25/01/2019	HSBC	8,413	―
EUR	1,150,000	USD	1,319,050	28/01/2019	HSBC	1,476	―
GBP	425,000	USD	534,659	28/01/2019	BNY Mellon	7,757	―
USD	416,122	BRL	1,400,000	15/03/2019	J.P. Morgan	56,821	0.02
先物為替予約の未実現益合計						307,857	0.09
EUR Hedged Share Class
CHF	63,871	EUR	56,479	18/01/2019	J.P. Morgan	281	―
EUR	1,745,262	CHF	1,960,152	18/01/2019	J.P. Morgan	5,109	―
EUR	176,075	GBP	158,232	18/01/2019	J.P. Morgan	162	―
EUR	63,523,569	USD	72,430,962	18/01/2019	J.P. Morgan	445,802	0.12
GBP	219,276	EUR	242,378	18/01/2019	J.P. Morgan	1,640	―
JPY	23,552,812	EUR	184,585	18/01/2019	J.P. Morgan	3,400	―
USD	1,689,070	EUR	1,470,163	18/01/2019	J.P. Morgan	2,440	―
JPY Hedged Share Class
JPY	162,673,524	CHF	1,420,407	18/01/2019	J.P. Morgan	38,878	0.01
JPY	911,820,785	EUR	7,092,132	18/01/2019	J.P. Morgan	193,411	0.05
JPY	704,320,333	GBP	4,956,479	18/01/2019	J.P. Morgan	111,793	0.03
JPY	5,252,759,900	USD	46,557,543	18/01/2019	J.P. Morgan	1,428,174	0.38
ヘッジ・シェアクラスの先物為替予約の未実現益						2,231,090	0.59
先物為替予約の未実現益合計						2,538,947	0.68
GBP	300,000	USD	384,216	07/01/2019	Bank of America	(1,761)	―
USD	432,194	CNH	3,000,000	07/01/2019	J.P. Morgan	(4,606)	―
USD	454,656	THB	15,000,000	08/01/2019	HSBC	(6,022)	―
ILS	3,000,000	USD	807,675	11/01/2019	J.P. Morgan	(4,868)	―
USD	620,028	JPY	70,000,000	11/01/2019	J.P. Morgan	(19,091)	(0.01)
USD	132,757	PLN	500,000	11/01/2019	J.P. Morgan	(861)	―
USD	896,614	MYR	3,750,000	14/01/2019	J.P. Morgan	(10,657)	―
USD	1,389,183	INR	98,375,000	15/01/2019	J.P. Morgan	(17,937)	(0.01)
USD	682,487	EUR	600,000	17/01/2019	J.P. Morgan	(5,794)	―
USD	422,628	PLN	1,600,000	17/01/2019	Citibank	(5,007)	―
USD	176,471	KRW	198,000,000	18/01/2019	Bank of America	(1,065)	―
USD	556,785	INR	40,000,000	22/01/2019	HSBC	(14,875)	(0.01)
USD	868,163	KRW	980,000,000	22/01/2019	J.P. Morgan	(10,669)	(0.01)
NOK	4,082,500	USD	477,630	24/01/2019	BNY Mellon	(4,991)	―
USD	399,518	EUR	350,000	24/01/2019	J.P. Morgan	(2,235)	―
USD	1,836,080	JPY	204,250,000	24/01/2019	J.P. Morgan	(30,697)	(0.01)
USD	2,658	PLN	10,000	29/01/2019	J.P. Morgan	(16)	―
USD	726,485	BRL	2,850,000	18/03/2019	J.P. Morgan	(4,796)	―
先物為替予約の未実現損						(145,948)	(0.05)
EUR Hedged Share Class
CHF	97	EUR	87	18/01/2019	J.P. Morgan	―	―
EUR	234,883	CHF	265,167	18/01/2019	J.P. Morgan	(702)	―
EUR	8,397,270	GBP	7,599,256	18/01/2019	J.P. Morgan	(59,812)	(0.01)
EUR	6,461,571	JPY	829,747,335	18/01/2019	J.P. Morgan	(167,048)	(0.04)
EUR	415,690	USD	477,622	18/01/2019	J.P. Morgan	(726)	―
GBP	2,276	EUR	2,533	18/01/2019	J.P. Morgan	(3)	―
USD	407,481	EUR	356,364	18/01/2019	J.P. Morgan	(1,354)	―
JPY Hedged Share Class
CHF	36,766	JPY	4,151,048	18/01/2019	J.P. Morgan	(462)	―
EUR	182,386	JPY	23,267,532	18/01/2019	J.P. Morgan	(3,317)	―
GBP	127,456	JPY	17,972,606	18/01/2019	J.P. Morgan	(1,606)	―
USD	1,206,570	JPY	134,038,133	18/01/2019	J.P. Morgan	(17,913)	(0.01)
ヘッジ・シェアクラスの先物為替予約の未実現損						(252,943)	(0.06)
先物為替予約の未実現損合計						(398,891)	(0.11)
先物為替予約の未実現損益総額						2,140,056	0.57
添付の注記は、これらの財務書類の不可分の一部である。

キャピタル・グループ・グローバル・アロケーション・ファンド(LUX)

損益および純資産変動計算書

2018年12月31日現在

	(USD)
収益
受取配当金 (源泉徴収税額控除後)	4,644,642
債券および転換社債に係る利息 (源泉徴収税額控除後)	3,000,985
銀行預金利息	112,122
スワップ取引	―
収益小計	7,757,749
費用
運用報酬	1,672,087
管理手数料	294,886
専門家サービス	129,713
年次税	79,434
デポジタリー・カストディ費用およびファンド管理手数料	65,355
印刷費用	21,762
その他費用	18,563
当座貸越利息 *	―
スワップ取引	―
費用小計	2,281,800
費用の払戻し	190,403
投資純利益/(損失) (a)	5,666,352
実現純利益/(損失)
投資有価証券の売却取引	-6,940,916
スワップ取引	―
金融先物取引	―
為替取引	-2,536,993
当期実現純利益/(損失) (b)	-9,477,909
未実現評価利益/(損失)の増減
投資有価証券	-24,089,863
スワップ取引	―
為替取引	2,039,136
金融先物取引	31,758
当期未実現評価利益/(損失)の増減 (c)	-22,018,969
当期損益 (a+b+c)	-25,830,526
配当金の分配	-126,804
当期投資証券の差引増減額	226,799,849
期首純資産総額	171,615,039
期末純資産総額	372,457,558
添付の注記は、これらの財務書類の不可分の一部である。 *主に中央銀行が実施するマイナス金利政策によるものです。