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。 |
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。
