有報資料

半期報告書(内国投資信託受益証券)-第3期(平成30年6月16日-平成31年6月17日)

【提出】: 2019/03/08 9:06
【資料】: PDFをみる
【項目】: 16項目

(3) 【中間注記表】

(重要な会計方針に係る事項に関する注記)
区分		当中間計算期間自平成30年6月16日至平成30年12月15日
	有価証券の評価基準及び評価方法	投資証券
		移動平均法に基づき、原則として時価で評価しております。時価評価にあたっては、投資法人が発行する投資証券の1口当たり純資産額に基づいて評価しております。なお、適正な評価額を入手できなかった場合又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な事由をもって時価と認めた価額又は受託会社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。

(中間貸借対照表に関する注記)
区分			前計算期間末平成30年6月15日現在	当中間計算期間末平成30年12月15日現在
1.	※1	期首元本額	209,120,615円	610,539,728円
		期中追加設定元本額	474,555,383円	202,706,985円
		期中一部解約元本額	73,136,270円	66,562,476円
2.		中間計算期間末日における受益権の総数	610,539,728口	746,684,237口
3.	※2	元本の欠損	――――――	中間貸借対照表上の純資産額が元本総額を下回っており、その差額は22,212,890円であります。

(中間損益及び剰余金計算書に関する注記)
区分	前中間計算期間自平成29年6月16日至平成29年12月15日	当中間計算期間自平成30年6月16日至平成30年12月15日
	該当事項はありません。	該当事項はありません。

(金融商品に関する注記)

金融商品の時価等に関する事項
区分		当中間計算期間末平成30年12月15日現在
1.	金融商品の時価及び中間貸借対照表計上額との差額	金融商品はすべて時価で計上されているため、中間貸借対照表計上額と時価との差額はありません。
2.	金融商品の時価の算定方法	(1)有価証券
		重要な会計方針に係る事項に関する注記に記載しております。
		(2)コール・ローン等の金銭債権及び金銭債務等
		これらは短期間で決済されるため、時価は帳簿価額にほぼ等しいことから、当該帳簿価額を時価としております。

(デリバティブ取引に関する注記)
ヘッジ会計が適用されていないデリバティブ取引
前計算期間末平成30年6月15日現在	当中間計算期間末平成30年12月15日現在
該当事項はありません。	該当事項はありません。

(1口当たり情報)
	前計算期間末平成30年6月15日現在	当中間計算期間末平成30年12月15日現在
1口当たり純資産額	1.0001円	0.9703円
(1万口当たり純資産額)	(10,001円)	(9,703円)

(参考)

当ファンドは、「システマティック・アルファ・ファンド-JPMシステマティック・アルファ(Iクラス)(円ヘッジ)」の投資証券(円建)及び「グローバル・マクロ・オポチュニティーズ・ファンド-JPMグローバル・マクロ・オポチュニティーズ(Iクラス)(円ヘッジ)」の投資証券(円建)を主要投資対象としており、中間貸借対照表の資産の部に計上された「投資証券」は、すべて同ファンドの投資証券であります。
なお、同ファンドの状況は次のとおりであります。

「システマティック・アルファ・ファンド-JPMシステマティック・アルファ(Iクラス)(円ヘッジ)」の状況
以下に記載した同ファンドの情報は、会計監査人により監査を受けた財務諸表を委託会社で抜粋・翻訳したものであります。
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
2017年6月30日

	(EUR)
資産
投資証券評価額	1,998,919,520
簿価:	1,951,171,168
現預金	224,880,160
投資証券の売却に係る未収金	7,879,282
申込みに係る未収金	35,419,767
税還付未収金	3,258,610
手数料免除額	32,229
その他の未収金	254,961
為替先渡契約に係る純評価益	25,033,067
その他デリバティブ契約の評価額	7,645,926
資産合計	2,303,323,522
負債
当座貸越	4,341,539
投資証券の購入に係る未払金	8,698,423
解約に係る未払金	1,050,081
純未払利息、未払配当金	1,664,101
未払運用報酬	1,658,374
未払サービス報酬	184,151
未払販売費用	2
その他の未払金	228,855
先物取引に係る純評価損	2,254,816
負債合計	20,080,342
純資産	2,283,243,180

損益計算書
2017年6月30日に終了した年度

	(EUR)
収益
純配当収益	20,271,037
純受取利息	1,740,606
銀行利息	37,416
収益合計	22,049,059
費用
運用報酬	18,929,885
サービス報酬	2,128,122
販売費用	11
管理費	1,244,303
登録料、名義書換代理人報酬	130,573
年次税	752,117
当座貸越利息	602,599
雑費	403,200
	24,190,810
控除:手数料免除額	570,441
運用実績報酬控除前費用合計	23,620,369
費用合計	23,620,369
純投資損失	(1,571,310)
投資証券売却に係る純実現益	47,801,898
為替先渡契約に係る純実現損	(42,177,384)
先物取引に係る純実現損	(47,877,317)
為替取引に係る純実現益	2,814,936
その他デリバティブ取引に係る純実現益	2,116,865
純実現損	(37,321,002)
投資証券に係る評価損益の純変動	16,874,597
為替先渡契約に係る評価損益の純変動	51,919,777
先物取引に係る評価損益の純変動	(2,570,872)
為替取引に係る評価損益の純変動	(415,029)
その他デリバティブ取引に係る評価損益の純変動	9,166,065
評価損益の純変動	74,974,538
運用の結果による純資産の増加	36,082,226

投資	通貨	額面/簿価	評価額 (EUR)	純資産比 (%)
上場されている売買可能な有価証券および短期金融商品
債券
フランス
France Treasury Bill BTF, Reg. S 0% 27/09/2017	EUR	80,000,000	80,173,042	3.51
France Treasury Bill BTF, Reg. S 0% 24/05/2018	EUR	100,000,000	100,579,539	4.41
			180,752,581	7.92
ドイツ
Bundesschatzanweisungen, Reg. S 0% 15/09/2017	EUR	100,000,000	100,142,000	4.38
			100,142,000	4.38
債券合計			280,894,581	12.30
株式
オーストラリア
Ansell Ltd.	AUD	211,679	3,380,702	0.15
BlueScope Steel Ltd.	AUD	419,170	3,727,485	0.16
CSR Ltd.	AUD	1,298,483	3,701,797	0.16
Downer EDI Ltd.	AUD	766,625	3,305,408	0.14
Fortescue Metals Group Ltd.	AUD	1,079,791	3,790,678	0.17
JB Hi-Fi Ltd.	AUD	191,960	3,020,545	0.13
Metcash Ltd.	AUD	2,551,746	4,131,193	0.18
OZ Minerals Ltd.	AUD	611,950	3,054,570	0.13
Regis Resources Ltd.	AUD	1,316,052	3,353,218	0.15
South32 Ltd.	AUD	1,680,430	3,037,300	0.13
Westgold Resources Ltd.	AUD	468,434	581,004	0.03
Woodside Petroleum Ltd.	AUD	145,920	2,934,578	0.13
			38,018,478	1.66
バミューダ
Assured Guaranty Ltd.	USD	212,723	7,842,340	0.34
Athene Holding Ltd. ‘A’	USD	71,801	3,103,836	0.14
Axis Capital Holdings Ltd.	USD	62,159	3,530,178	0.15
Essent Group Ltd.	USD	105,481	3,422,711	0.15
Everest Re Group Ltd.	USD	17,483	3,893,395	0.17
Nabors Industries Ltd.	USD	279,848	2,000,910	0.09
			23,793,370	1.04
カナダ
ARC Resources Ltd.	CAD	206,200	2,363,614	0.10
Bank of Montreal	CAD	47,689	3,073,816	0.13
Bank of Nova Scotia (The)	CAD	70,575	3,725,656	0.16
CAE, Inc.	CAD	235,372	3,542,473	0.16
Canadian National Railway Co.	CAD	52,052	3,689,853	0.16
Canam Group, Inc.	CAD	164,900	1,369,882	0.06
CGI Group, Inc. ‘A’	CAD	15,707	700,228	0.03
Enbridge Income Fund Holdings, Inc.	CAD	131,734	2,860,291	0.13
Enerplus Corp.	CAD	454,604	3,251,309	0.14
Finning International, Inc.	CAD	183,018	3,126,733	0.14
First Capital Realty, Inc.	CAD	238,724	3,162,256	0.14
IGM Financial, Inc.	CAD	128,251	3,503,905	0.15
Imperial Oil Ltd.	CAD	117,773	3,018,302	0.13
Industrial Alliance Insurance & Financial Services, Inc.	CAD	105,586	4,012,229	0.18
Linamar Corp.	CAD	25,533	1,090,231	0.05
Manulife Financial Corp.	CAD	205,129	3,375,587	0.15
Open Text Corp.	CAD	98,694	2,705,056	0.12
PrairieSky Royalty Ltd.	CAD	4,312	86,166	0.00
Rogers Communications, Inc. ‘B’	CAD	88,949	3,685,638	0.16
Royal Bank of Canada	CAD	49,671	3,169,852	0.14
Sandstorm Gold Ltd.	CAD	276,000	927,761	0.04
Saputo, Inc.	CAD	120,117	3,332,403	0.15
Toronto-Dominion Bank (The)	CAD	77,532	3,412,947	0.15
Veresen, Inc.	CAD	279,264	3,442,650	0.15
Vermilion Energy, Inc.	CAD	121,611	3,375,905	0.15
			70,004,743	3.07
ケイマン諸島
Fresh Del Monte Produce, Inc.	USD	21,822	953,551	0.04
Nord Anglia Education, Inc.	USD	69,670	1,985,848	0.09
			2,939,399	0.13
ドイツ
METRO AG	EUR	153,326	4,537,300	0.20
Pfeiffer Vacuum Technology AG	EUR	20,666	2,657,647	0.12
			7,194,947	0.32
ガーンジー
Amdocs Ltd.	USD	14,596	818,977	0.04
			818,977	0.04
アイルランド
Allergan plc	USD	19,900	4,248,154	0.19
Allergan plc Preference 5.5%	USD	6,000	4,565,835	0.20
Eaton Corp. plc	USD	48,103	3,271,919	0.14
Ingersoll-Rand plc	USD	43,966	3,515,093	0.16
Mallinckrodt plc	USD	102,600	3,960,840	0.17
Pentair plc	USD	91,500	5,325,134	0.23
			24,886,975	1.09
イスラエル
Check Point Software Technologies Ltd.	USD	39,900	3,825,398	0.17
Orbotech Ltd.	USD	94,286	2,731,253	0.12
			6,556,651	0.29
日本
Amada Holdings Co. Ltd.	JPY	323,700	3,276,768	0.14
Astellas Pharma, Inc.	JPY	310,600	3,331,498	0.15
Bandai Namco Holdings, Inc.	JPY	104,200	3,111,929	0.14
FamilyMart UNY Holdings Co. Ltd.	JPY	58,600	2,944,263	0.13
Fuji Electric Co. Ltd.	JPY	662,000	3,059,921	0.13
Furukawa Electric Co. Ltd.	JPY	91,500	3,575,655	0.16
Haseko Corp.	JPY	326,100	3,472,927	0.15
Hazama Ando Corp.	JPY	506,100	2,797,693	0.12
Heiwa Corp.	JPY	159,800	3,122,348	0.14
Hitachi Chemical Co. Ltd.	JPY	136,300	3,565,095	0.16
Idemitsu Kosan Co. Ltd.	JPY	132,900	3,307,544	0.14
Kaken Pharmaceutical Co. Ltd.	JPY	63,900	3,055,888	0.13
Kansai Electric Power Co., Inc. (The)	JPY	261,700	3,159,468	0.14
Konami Holdings Corp.	JPY	75,300	3,668,682	0.16
K’s Holdings Corp.	JPY	193,500	3,315,485	0.15
Kuraray Co. Ltd.	JPY	226,600	3,607,510	0.16
Matsumotokiyoshi Holdings Co. Ltd.	JPY	73,400	3,662,076	0.16
Mitsubishi Chemical Holdings Corp.	JPY	487,800	3,541,673	0.16
Mitsubishi Gas Chemical Co., Inc.	JPY	171,900	3,188,987	0.14
Mitsubishi Tanabe Pharma Corp.	JPY	187,300	3,794,946	0.17
Mitsui Chemicals, Inc.	JPY	752,000	3,487,665	0.15
Mitsui Mining & Smelting Co. Ltd.	JPY	1,072,000	3,666,058	0.16
Mixi, Inc.	JPY	66,700	3,254,890	0.14
Morinaga & Co. Ltd.	JPY	61,300	3,058,382	0.13
Nexon Co. Ltd.	JPY	215,500	3,732,821	0.16
Nichirei Corp.	JPY	129,600	3,184,940	0.14
Nisshin Steel Co. Ltd.	JPY	129,000	1,242,898	0.05
Nissin Electric Co. Ltd.	JPY	311,900	2,897,963	0.13
NS Solutions Corp.	JPY	159,400	3,320,509	0.15
NTT DOCOMO, Inc.	JPY	138,800	2,873,773	0.13
OKUMA Corp.	JPY	364,000	3,029,626	0.13
Osaka Gas Co. Ltd.	JPY	939,000	3,367,749	0.15
Penta-Ocean Construction Co. Ltd.	JPY	626,500	3,123,291	0.14
Resona Holdings, Inc.	JPY	639,000	3,083,827	0.13
Showa Shell Sekiyu KK	JPY	353,900	2,877,864	0.13
Subaru Corp.	JPY	93,600	2,766,493	0.12
Sumitomo Corp.	JPY	265,800	3,034,120	0.13
Sumitomo Forestry Co. Ltd.	JPY	268,200	3,697,064	0.16
Sumitomo Rubber Industries Ltd.	JPY	217,600	3,221,274	0.14
Teijin Ltd.	JPY	197,000	3,323,927	0.15
TIS, Inc.	JPY	150,500	3,669,183	0.16
Tokyo Tatemono Co. Ltd.	JPY	268,000	3,080,159	0.13
Tokyu Construction Co. Ltd.	JPY	455,500	3,273,728	0.14
Tosoh Corp.	JPY	401,000	3,602,147	0.16
TS Tech Co. Ltd.	JPY	131,600	3,365,098	0.15
Tsumura & Co.	JPY	101,800	3,624,458	0.16
Ube Industries Ltd.	JPY	1,845,000	4,170,378	0.18
Ulvac, Inc.	JPY	77,400	3,260,340	0.14
Yamato Kogyo Co. Ltd.	JPY	120,700	2,713,185	0.12
			159,564,166	6.99
ジャージー
Delphi Automotive plc	USD	70,000	5,358,682	0.23
			5,358,682	0.23
ルクセンブルク
Trinseo SA	USD	57,160	3,434,976	0.15
			3,434,976	0.15
オランダ
AerCap Holdings NV	USD	91,700	3,770,913	0.17
Fiat Chrysler Automobiles NV	USD	583,600	5,429,919	0.24
LyondellBasell Industries NV ‘A’	USD	9,524	705,026	0.03
Mobileye NV	USD	379,092	20,862,410	0.91
NXP Semiconductors NV	USD	210,126	20,087,793	0.88
Patheon NV	USD	431,561	13,196,706	0.58
			64,052,767	2.81
スペイン
Abertis Infraestructuras SA	EUR	1,354,941	21,973,756	0.96
EDP Renovaveis SA	EUR	318,432	2,213,261	0.10
			24,187,017	1.06
スウェーデン
Getinge AB ‘B’	SEK	175,632	3,027,441	0.13
			3,027,441	0.13
スイス
Allied World Assurance Co. Holdings AG	USD	101,677	4,736,783	0.21
Idorsia Ltd.	CHF	86,457	1,398,566	0.06
			6,135,349	0.27
英国
Noble Corp. plc	USD	535,927	1,710,615	0.07
			1,710,615	0.07
米国
Aaron’s, Inc.	USD	99,830	3,385,335	0.15
ACCO Brands Corp.	USD	337,367	3,404,808	0.15
AES Corp.	USD	320,347	3,134,854	0.14
Aetna, Inc.	USD	30,500	4,077,181	0.18
Agilent Technologies, Inc.	USD	63,783	3,301,528	0.14
Akorn, Inc.	USD	943,084	27,645,222	1.21
ALLETE, Inc.	USD	53,232	3,381,423	0.15
Allison Transmission Holdings, Inc.	USD	216,217	7,036,766	0.31
Alphabet, Inc. ‘A’	USD	3,748	3,073,435	0.13
AMC Networks, Inc. ‘A’	USD	83,800	3,914,228	0.17
American Eagle Outfitters, Inc.	USD	82,750	864,123	0.04
American International Group, Inc.	USD	65,400	3,610,871	0.16
Analog Devices, Inc.	USD	43,868	2,975,023	0.13
Anthem, Inc. Preference 5.25%	USD	56,650	2,606,636	0.11
Applied Industrial Technologies, Inc.	USD	60,778	3,126,824	0.14
Applied Materials, Inc.	USD	82,289	2,979,298	0.13
AquaBounty Technologies, Inc.	USD	2,623	16,974	0.00
Archrock, Inc.	USD	240,540	2,411,803	0.11
Baker Hughes, Inc.	USD	53,938	2,551,281	0.11
Bank of America Corp. Preference 7.25%	USD	2,452	2,699,678	0.12
Basic Energy Services, Inc.	USD	31,200	680,304	0.03
Benchmark Electronics, Inc.	USD	112,959	3,219,741	0.14
BGC Partners, Inc. ‘A’	USD	319,736	3,527,859	0.15
Bioverativ, Inc.	USD	24,100	1,259,807	0.05
Blackhawk Network Holdings, Inc.	USD	31,900	1,236,099	0.05
Bonanza Creek Energy, Inc.	USD	31,100	825,323	0.04
Brady Corp. ‘A’	USD	94,264	2,821,003	0.12
Brocade Communications Systems, Inc.	USD	2,484,003	27,483,781	1.20
Buffalo Wild Wings, Inc.	USD	29,400	3,326,925	0.15
Cabela’s, Inc.	USD	582,888	30,429,147	1.33
Cabot Corp.	USD	66,752	3,110,916	0.14
Cabot Microelectronics Corp.	USD	48,838	3,173,084	0.14
Cal-Maine Foods, Inc.	USD	95,392	3,266,163	0.14
Cambrex Corp.	USD	65,272	3,420,899	0.15
Campbell Soup Co.	USD	56,463	2,577,018	0.11
CBRE Group, Inc. ‘A’	USD	33,700	1,079,795	0.05
CBS Corp. (Non-Voting) ‘B’	USD	72,200	4,022,035	0.18
CenterPoint Energy, Inc.	USD	140,769	3,397,928	0.15
Central Garden & Pet Co. ‘A’	USD	133,095	3,537,281	0.15
Chico’s FAS, Inc.	USD	419,643	3,434,064	0.15
Cigna Corp.	USD	23,652	3,460,107	0.15
Cisco Systems, Inc.	USD	22,971	633,736	0.03
CIT Group, Inc.	USD	128,600	5,429,655	0.24
Citrix Systems, Inc.	USD	46,359	3,215,000	0.14
Cliffs Natural Resources, Inc.	USD	435,680	2,659,191	0.12
Commercial Metals Co.	USD	210,739	3,626,240	0.16
Community Health Systems, Inc.	USD	126,800	1,106,485	0.05
CONSOL Energy, Inc.	USD	270,676	3,547,118	0.16
Convergys Corp.	USD	68,735	1,440,356	0.06
Cooper Cos., Inc. (The)	USD	16,000	3,342,394	0.15
Cooper-Standard Holdings, Inc.	USD	32,344	2,845,635	0.12
Corning, Inc.	USD	43,022	1,134,924	0.05
Crane Co.	USD	48,304	3,345,656	0.15
Cummins, Inc.	USD	23,869	3,381,804	0.15
Deckers Outdoor Corp.	USD	21,800	1,311,387	0.06
Delek US Energy, Inc.	USD	149,428	3,481,323	0.15
Delta Air Lines, Inc.	USD	73,986	3,507,655	0.15
Dick’s Sporting Goods, Inc.	USD	99,009	3,453,298	0.15
DigitalGlobe, Inc.	USD	117,394	3,448,955	0.15
Dillard’s, Inc. ‘A’	USD	103,031	5,310,523	0.23
Discovery Communications, Inc. ‘C’	USD	151,451	3,326,866	0.15
Dolby Laboratories, Inc. ‘A’	USD	76,981	3,332,140	0.15
DST Systems, Inc.	USD	74,400	3,970,311	0.17
Energen Corp.	USD	22,000	950,252	0.04
EnerSys	USD	45,443	2,901,172	0.13
Express Scripts Holding Co.	USD	9,760	546,477	0.02
F5 Networks, Inc.	USD	26,094	2,899,803	0.13
Fidelity & Guaranty Life	USD	155,691	4,229,845	0.19
Forestar Group, Inc.	USD	202,954	3,043,528	0.13
Frontier Communications Corp. Preference 11.125%	USD	47,700	1,240,995	0.05
General Mills, Inc.	USD	50,356	2,426,389	0.11
Gentex Corp.	USD	196,514	3,253,264	0.14
Gigamon, Inc.	USD	29,559	1,013,376	0.04
Greenbrier Cos., Inc. (The)	USD	82,138	3,396,763	0.15
Greif, Inc. ‘A’	USD	65,839	3,169,550	0.14
H&R Block, Inc.	USD	170,100	4,600,458	0.20
Halcon Resources Corp.	USD	77,309	298,889	0.01
Halyard Health, Inc.	USD	94,382	3,267,120	0.14
Hawaiian Electric Industries, Inc.	USD	108,029	3,066,920	0.13
Hawaiian Holdings, Inc.	USD	76,799	3,098,632	0.14
HealthSouth Corp.	USD	88,682	3,792,414	0.17
Helmerich & Payne, Inc.	USD	44,468	2,118,145	0.09
Herman Miller, Inc.	USD	116,600	3,116,760	0.14
Hess Corp. Preference 8%	USD	52,200	2,530,097	0.11
Hewlett Packard Enterprise Co.	USD	291,200	4,252,128	0.19
HFF, Inc. ‘A’	USD	127,528	3,844,400	0.17
Hill-Rom Holdings, Inc.	USD	50,317	3,492,351	0.15
HollyFrontier Corp.	USD	161,239	3,937,222	0.17
Hologic, Inc.	USD	83,278	3,331,601	0.15
Huntsman Corp.	USD	147,267	3,327,164	0.15
Innophos Holdings, Inc.	USD	88,577	3,400,095	0.15
Insight Enterprises, Inc.	USD	91,142	3,197,265	0.14
Intel Corp.	USD	19,972	589,300	0.03
InterDigital, Inc.	USD	41,829	2,894,617	0.13
International Business Machines Corp.	USD	18,611	2,514,366	0.11
J&J Snack Foods Corp.	USD	28,955	3,386,104	0.15
j2 Global, Inc.	USD	43,209	3,253,653	0.14
JM Smucker Co. (The)	USD	24,869	2,570,722	0.11
John Wiley & Sons, Inc. ‘A’	USD	63,384	2,905,664	0.13
Johnson & Johnson	USD	33,288	3,874,603	0.17
Juniper Networks, Inc.	USD	128,054	3,125,771	0.14
KB Home	USD	181,533	3,836,648	0.17
KCG Holdings, Inc. ‘A’	USD	335,397	5,857,905	0.26
Kinder Morgan, Inc. Preference 9.75%	USD	70,750	2,685,125	0.12
Kulicke & Soffa Industries, Inc.	USD	176,429	2,932,347	0.13
La Quinta Holdings, Inc.	USD	324,200	4,254,210	0.19
Lam Research Corp.	USD	27,775	3,452,782	0.15
Lamb Weston Holdings, Inc.	USD	84,543	3,279,673	0.14
Lattice Semiconductor Corp.	USD	736,756	4,280,690	0.19
Legg Mason, Inc.	USD	111,700	3,746,776	0.16
ManpowerGroup, Inc.	USD	37,648	3,661,413	0.16
Marathon Petroleum Corp.	USD	71,078	3,240,013	0.14
Masimo Corp.	USD	38,239	3,069,775	0.13
Maxim Integrated Products, Inc.	USD	78,887	3,083,747	0.13
McKesson Corp.	USD	27,600	3,961,657	0.17
Merck & Co., Inc.	USD	57,292	3,222,663	0.14
Meredith Corp.	USD	58,257	2,990,750	0.13
Methode Electronics, Inc.	USD	44,760	1,603,107	0.07
MetLife, Inc.	USD	95,900	4,636,449	0.20
Michaels Cos., Inc. (The)	USD	224,700	3,647,076	0.16
Microchip Technology, Inc.	USD	45,433	3,090,706	0.14
MKS Instruments, Inc.	USD	52,067	3,082,183	0.13
Monsanto Co.	USD	266,747	27,574,945	1.21
National Oilwell Varco, Inc.	USD	116,730	3,328,762	0.15
Navient Corp.	USD	306,800	4,470,518	0.20
NCR Corp.	USD	80,141	2,877,317	0.13
NeuStar, Inc. ‘A’	USD	329,108	9,618,533	0.42
NextEra Energy, Inc. Preference 6.371%	USD	48,000	2,711,969	0.12
NRG Yield, Inc. ‘C’	USD	205,114	3,179,199	0.14
Nucor Corp.	USD	58,332	3,013,245	0.13
Old National Bancorp	USD	202,860	3,059,883	0.13
Omnicom Group, Inc.	USD	43,246	3,122,380	0.14
Oracle Corp.	USD	23,765	1,046,050	0.05
Oshkosh Corp.	USD	51,575	3,107,706	0.14
Owens & Minor, Inc.	USD	121,610	3,427,989	0.15
Owens Corning	USD	58,634	3,429,593	0.15
Packaging Corp. of America	USD	43,461	4,232,078	0.19
Panera Bread Co. ‘A’	USD	99,764	27,492,410	1.20
PAREXEL International Corp.	USD	358,535	27,302,361	1.20
Parker-Hannifin Corp.	USD	24,485	3,437,240	0.15
Patterson-UTI Energy, Inc.	USD	123,061	2,171,963	0.09
PepsiCo, Inc.	USD	34,358	3,490,528	0.15
PerkinElmer, Inc.	USD	68,869	4,115,399	0.18
Pfizer, Inc.	USD	102,880	3,028,400	0.13
Plantronics, Inc.	USD	69,700	3,192,457	0.14
Principal Financial Group, Inc.	USD	62,847	3,560,996	0.16
Procter & Gamble Co. (The)	USD	43,880	3,349,330	0.15
Progress Software Corp.	USD	121,717	3,297,772	0.14
Prudential Financial, Inc.	USD	36,025	3,422,968	0.15
PVH Corp.	USD	34,330	3,458,824	0.15
Quad/Graphics, Inc.	USD	151,243	3,023,642	0.13
Quintiles IMS Holdings, Inc.	USD	51,600	4,047,941	0.18
Radian Group, Inc.	USD	201,348	2,874,864	0.13
Regal Beloit Corp.	USD	47,455	3,353,549	0.15
Rite Aid Corp.	USD	2,046,667	4,776,321	0.21
RPC, Inc.	USD	167,024	2,955,200	0.13
Rush Enterprises, Inc. ‘A’	USD	108,987	3,515,479	0.15
Sanderson Farms, Inc.	USD	37,097	3,816,869	0.17
SandRidge Energy, Inc.	USD	25,500	379,387	0.02
Sanmina Corp.	USD	86,068	2,848,936	0.12
Schweitzer-Mauduit International, Inc.	USD	27,728	908,233	0.04
SciClone Pharmaceuticals, Inc.	USD	366,423	3,521,570	0.15
Scripps Networks Interactive, Inc. ‘A’	USD	53,677	3,193,000	0.14
Sealed Air Corp.	USD	99,400	3,899,541	0.17
SeaWorld Entertainment, Inc.	USD	66,600	939,839	0.04
Select Comfort Corp.	USD	152,900	4,739,798	0.21
Semtech Corp.	USD	100,321	3,164,790	0.14
Silicon Laboratories, Inc.	USD	49,307	2,960,898	0.13
Sinclair Broadcast Group, Inc. ‘A’	USD	113,784	3,305,531	0.14
Skyworks Solutions, Inc.	USD	35,466	2,976,826	0.13
Sonic Corp.	USD	153,300	3,568,847	0.16
Southwestern Energy Co.	USD	10,282	54,878	0.00
Southwestern Energy Co. Preference 6.25%	USD	105,950	1,351,791	0.06
SpartanNash Co.	USD	131,595	3,012,271	0.13
Spectranetics Corp. (The)	USD	258,549	8,688,411	0.38
Spectrum Brands Holdings, Inc.	USD	27,139	2,965,551	0.13
Steel Dynamics, Inc.	USD	102,044	3,241,932	0.14
Stewart Information Services Corp.	USD	25,600	1,021,458	0.04
Stone Energy Corp.	USD	61,500	1,002,237	0.04
Straight Path Communications, Inc. ‘B’	USD	27,437	4,317,154	0.19
Sturm Ruger & Co., Inc.	USD	70,200	3,762,163	0.16
Synopsys, Inc.	USD	52,765	3,376,709	0.15
Sysco Corp.	USD	66,696	2,927,543	0.13
Target Corp.	USD	15,932	727,010	0.03
Taylor Morrison Home Corp. ‘A’	USD	168,425	3,538,229	0.15
Tech Data Corp.	USD	38,023	3,366,585	0.15
Teleflex, Inc.	USD	18,555	3,339,855	0.15
Terex Corp.	USD	135,000	4,367,557	0.19
Texas Instruments, Inc.	USD	42,864	2,887,791	0.13
Thor Industries, Inc.	USD	33,721	3,123,584	0.14
Timken Co. (The)	USD	84,258	3,405,117	0.15
T-Mobile US, Inc. Preference 5.5%	USD	61,550	5,258,613	0.23
Trinity Industries, Inc.	USD	49,100	1,204,110	0.05
TTM Technologies, Inc.	USD	227,142	3,472,888	0.15
Tyson Foods, Inc. Preference 4.75%	USD	41,950	2,474,292	0.11
Tyson Foods, Inc. ‘A’	USD	65,065	3,541,666	0.15
UGI Corp.	USD	75,448	3,222,509	0.14
Unit Corp.	USD	215,211	3,473,273	0.15
United Rentals, Inc.	USD	36,212	3,537,929	0.15
Unum Group	USD	85,554	3,486,710	0.15
VCA, Inc.	USD	339,045	27,422,933	1.20
Vishay Intertechnology, Inc.	USD	214,352	3,129,987	0.14
VMware, Inc. ‘A’	USD	39,629	3,032,315	0.13
VWR Corp.	USD	752,340	21,744,179	0.95
Walgreens Boots Alliance, Inc.	USD	42,023	2,866,459	0.13
Wal-Mart Stores, Inc.	USD	50,572	3,373,430	0.15
WebMD Health Corp.	USD	21,300	1,094,788	0.05
WellCare Health Plans, Inc.	USD	21,699	3,434,149	0.15
Wells Fargo & Co. Preference 7.5%	USD	2,454	2,814,022	0.12
Welltower, Inc., REIT Preference 6.5%	USD	33,450	1,945,704	0.09
Western Union Co. (The)	USD	83,695	1,391,423	0.06
WestRock Co.	USD	69,094	3,410,955	0.15
WGL Holdings, Inc.	USD	263,910	19,389,514	0.85
Whole Foods Market, Inc.	USD	745,878	27,514,196	1.20
Wolverine World Wide, Inc.	USD	156,576	3,807,590	0.17
Worthington Industries, Inc.	USD	62,283	2,716,659	0.12
Xactly Corp.	USD	125,725	1,720,247	0.08
Xperi Corp.	USD	97,387	2,554,153	0.11
Yum! Brands, Inc.	USD	63,900	4,129,025	0.18
			906,744,212	39.71
株式合計			1,348,428,765	59.06
上場されている売買可能な有価証券および短期金融商品合計			1,629,323,346	71.36
その他の規制市場で取引されている売買可能な有価証券および短期金融商品
転換社債
バミューダ
Jazz Investments I Ltd. 1.875% 15/08/2021	USD	5,000,000	4,809,976	0.21
			4,809,976	0.21
ケイマン諸島
Vipshop Holdings Ltd. 1.5% 15/03/2019	USD	3,694,000	3,200,824	0.14
			3,200,824	0.14
オランダ
NXP Semiconductors NV 1% 01/12/2019	USD	3,000,000	3,145,907	0.14
Yandex NV 1.125% 15/12/2018	USD	3,592,000	3,062,900	0.13
			6,208,807	0.27
米国
Acorda Therapeutics, Inc. 1.75% 15/06/2021	USD	5,378,000	4,035,502	0.18
Akamai Technologies, Inc. 0% 15/02/2019	USD	4,490,000	3,855,461	0.17
Allscripts Healthcare Solutions, Inc. 1.25% 01/07/2020	USD	4,137,000	3,690,645	0.16
Anthem, Inc. 2.75% 15/10/2042	USD	962,000	2,163,418	0.10
BioMarin Pharmaceutical, Inc. 0.75% 15/10/2018	USD	2,652,000	2,577,105	0.11
BioMarin Pharmaceutical, Inc. 1.5% 15/10/2020	USD	2,583,000	2,693,946	0.12
Brocade Communications Systems, Inc. 1.375% 01/01/2020	USD	3,458,000	3,079,227	0.14
Brookdale Senior Living, Inc. 2.75% 15/06/2018	USD	4,466,000	3,883,483	0.17
Ciena Corp., 144A 3.75% 15/10/2018	USD	1,414,000	1,701,472	0.07
Citrix Systems, Inc. 0.5% 15/04/2019	USD	2,972,000	3,129,064	0.14
Electronics For Imaging, Inc. 0.75% 01/09/2019	USD	3,610,000	3,406,227	0.15
Euronet Worldwide, Inc. 1.5% 01/10/2044	USD	2,765,000	3,105,347	0.14
Hologic, Inc., STEP 2% 01/03/2042	USD	1,220,000	1,583,214	0.07
Hologic, Inc., STEP 0% 15/12/2043	USD	1,179,000	1,307,068	0.06
Iconix Brand Group, Inc. 1.5% 15/03/2018	USD	1,365,000	1,167,552	0.05
Illumina, Inc. 0.5% 15/06/2021	USD	1,316,000	1,237,216	0.05
Impax Laboratories, Inc. 2% 15/06/2022	USD	976,000	732,880	0.03
Intel Corp. 3.493% 15/12/2035	USD	1,552,000	1,774,228	0.08
Intel Corp. 3.25% 01/08/2039	USD	1,326,000	1,911,568	0.08
Intercept Pharmaceuticals, Inc. 3.25% 01/07/2023	USD	4,042,000	3,477,746	0.15
InterDigital, Inc. 1.5% 01/03/2020	USD	3,100,000	3,338,005	0.15
Ionis Pharmaceuticals, Inc. 1% 15/11/2021	USD	4,689,000	4,380,940	0.19
j2 Global, Inc. 3.25% 15/06/2029	USD	3,825,000	4,624,410	0.20
Jefferies Group LLC 3.875% 01/11/2029	USD	3,277,000	2,901,911	0.13
Lam Research Corp. 1.25% 15/05/2018	USD	1,921,000	3,939,483	0.17
Liberty Media Corp. 1.375% 15/10/2023	USD	4,539,000	4,684,635	0.21
Microchip Technology, Inc. 1.625% 15/02/2025	USD	2,914,000	3,840,389	0.17
Micron Technology, Inc. 3% 15/11/2043	USD	6,480,000	6,621,379	0.29
Molina Healthcare, Inc. 1.125% 15/01/2020	USD	1,925,000	2,964,882	0.13
Molina Healthcare, Inc. 1.625% 15/08/2044	USD	2,485,000	2,797,627	0.12
Newmont Mining Corp. 1.625% 15/07/2017	USD	2,882,000	2,525,309	0.11
Novellus Systems, Inc. 2.625% 15/05/2041	USD	708,000	2,641,189	0.12
NRG Yield, Inc., 144A 3.5% 01/02/2019	USD	5,198,000	4,610,610	0.20
Nuance Communications, Inc. 2.75% 01/11/2031	USD	1,686,000	1,472,718	0.06
Old Republic International Corp. 3.75% 15/03/2018	USD	3,012,000	3,370,578	0.15
Priceline Group, Inc. (The) 1% 15/03/2018	USD	880,000	1,529,185	0.07
Priceline Group, Inc. (The) 0.35% 15/06/2020	USD	1,042,000	1,348,739	0.06
Prospect Capital Corp. 4.75% 15/04/2020	USD	4,938,000	4,342,738	0.19
Red Hat, Inc. 0.25% 01/10/2019	USD	3,336,000	4,048,708	0.18
Rovi Corp. 0.5% 01/03/2020	USD	5,247,000	4,535,115	0.20
Royal Gold, Inc. 2.875% 15/06/2019	USD	2,946,000	2,770,227	0.12
Shutterfly, Inc. 0.25% 15/05/2018	USD	4,463,000	3,909,639	0.17
Spirit Realty Capital, Inc., REIT 2.875% 15/05/2019	USD	1,938,000	1,684,354	0.07
Spirit Realty Capital, Inc., REIT 3.75% 15/05/2021	USD	1,901,000	1,656,358	0.07
Starwood Property Trust, Inc., REIT 4.55% 01/03/2018	USD	1,636,000	1,557,843	0.07
Starwood Property Trust, Inc., REIT 4% 15/01/2019	USD	2,495,000	2,493,875	0.11
Trinity Industries, Inc. 3.875% 01/06/2036	USD	3,193,000	3,532,639	0.15
Verint Systems, Inc. 1.5% 01/06/2021	USD	3,798,000	3,256,883	0.14
			141,892,737	6.22
転換社債合計			156,112,344	6.84
その他の規制市場で取引されている売買可能な有価証券および短期金融商品合計			156,112,344	6.84
その他の売買可能な有価証券および短期金融商品
株式
米国
Chelsea	USD	968,318	1	0.00
Furiex Pharmaceuticals, Inc., CVR	USD	660	0	0.00
			1	0.00
株式合計			1	0.00
その他の売買可能な有価証券および短期金融商品合計			1	0.00
UCITSもしくはその他のファンド
UCITS
ルクセンブルク
JPMorgan Euro Liquidity Fund - JPM Euro Liquidity X (flex dist.)	EUR	213,483,829	213,483,829	9.35
			213,483,829	9.35
UCITS合計			213,483,829	9.35
UCITSもしくはその他のファンド合計			213,483,829	9.35
投資合計			1,998,919,520	87.55
現金			220,538,621	9.66
その他の資産			63,785,039	2.79
純資産			2,283,243,180	100.00

為替先渡契約
買い		契約額	売り	契約額	決済日	取引相手	評価益(損) (EUR)	純資産比 (%)
AUD		6,515,923	EUR	4,373,478	19/07/2017	BNP Paribas	8,395	-
AUD		4,790	EUR	3,205	21/07/2017	BNP Paribas	15	-
AUD		524,584	EUR	351,474	21/07/2017	National Australia Bank	1,250	-
CAD		9,411,591	EUR	6,344,407	19/07/2017	Merrill Lynch	11,576	-
CAD		1,229,564	EUR	828,484	19/07/2017	National Australia Bank	1,885	-
CHF		3,129	EUR	2,862	05/07/2017	UBS	2	-
CHF		10,882,115	EUR	9,953,339	19/07/2017	Credit Suisse	7,956	-
DKK		65,007,764	EUR	8,741,626	19/07/2017	RBC	1,166	-
EUR		18,884,162	AUD	28,000,000	19/07/2017	UBS	54,525	-
EUR		7,779,260	CHF	8,440,131	19/07/2017	UBS	53,313	-
EUR		11,881	CHF	12,901	21/07/2017	ANZ	72	-
EUR		12,528	CHF	13,617	21/07/2017	UBS	63	-
EUR		153,753	GBP	135,038	03/07/2017	ANZ	323	-
EUR		162,744	GBP	143,235	05/07/2017	ANZ	3	-
EUR		2,605,134	GBP	2,280,206	19/07/2017	HSBC	15,148	-
EUR		712,350	GBP	618,145	21/07/2017	State Street	10,257	-
EUR		187,450	GBP	163,323	21/07/2017	UBS	1,947	-
EUR		20,599,129	HUF	6,327,601,296	19/07/2017	Standard Chartered	126,743	0.01
EUR		20,214,149	ILS	79,989,612	19/07/2017	Deutsche Bank	154,206	0.01
EUR		4,137,364	JPY	514,667,424	19/07/2017	Barclays	119,477	0.01
EUR		163,196,226	JPY	20,145,513,311	19/07/2017	Goldman Sachs	5,924,961	0.26
EUR		1,055,680	JPY	130,506,814	19/07/2017	National Australia Bank	36,844	-
EUR		2,024,750	JPY	251,360,436	19/07/2017	State Street	62,439	-
EUR		24,025,201	JPY	2,985,092,827	19/07/2017	UBS	721,287	0.03
EUR		38,841,395	NOK	367,275,804	19/07/2017	Deutsche Bank	538,339	0.02
EUR		10,497	NOK	99,715	21/07/2017	Citibank	98	-
EUR		231,992	NOK	2,199,762	21/07/2017	Deutsche Bank	2,596	-
EUR		88,546	NOK	847,222	21/07/2017	Goldman Sachs	195	-
EUR		47,269,845	NZD	73,597,882	19/07/2017	HSBC	109,364	0.01
EUR		403,856	USD	458,661	03/07/2017	ANZ	2,212	-
EUR		3,484,778	USD	3,899,672	19/07/2017	BNP Paribas	72,674	-
EUR		1,135,556,247	USD	1,275,177,430	19/07/2017	Deutsche Bank	19,811,837	0.87
EUR		10,686,070	USD	12,077,906	19/07/2017	Goldman Sachs	118,242	-
EUR		85,508,689	USD	95,952,036	19/07/2017	HSBC	1,553,354	0.07
EUR		6,252,537	USD	7,110,391	19/07/2017	Morgan Stanley	31,144	-
EUR		33,596,381	USD	37,610,389	19/07/2017	National Australia Bank	688,349	0.04
EUR		41,762,794	USD	46,842,070	19/07/2017	Standard Chartered	777,299	0.04
EUR		60,334,246	USD	67,436,201	19/07/2017	UBS	1,329,466	0.06
EUR		993,430	USD	1,106,897	21/07/2017	ANZ	25,038	-
EUR		285,913	USD	319,679	21/07/2017	Goldman Sachs	6,236	-
EUR		839,562	USD	946,611	21/07/2017	Standard Chartered	11,400	-
EUR		264,670	USD	295,609	21/07/2017	UBS	6,050	-
GBP		102,378	EUR	116,185	21/07/2017	ANZ	97	-
GBP		481,690	EUR	546,035	21/07/2017	Citibank	1,071	-
GBP		1,956	EUR	2,208	21/07/2017	Credit Suisse	13	-
GBP		14,573	EUR	16,518	21/07/2017	Societe Generale	35	-
GBP		3,878,369	USD	4,966,191	19/07/2017	Societe Generale	59,991	-
NOK		599,841	EUR	62,331	21/07/2017	Credit Suisse	222	-
SEK		560,872,023	EUR	57,667,648	19/07/2017	Credit Suisse	577,000	0.03
SEK		9,754,257	EUR	997,849	19/07/2017	Goldman Sachs	15,097	-
SEK		35,503,645	EUR	3,639,002	19/07/2017	State Street	47,930	-
SEK		6,332,237,880	EUR	647,459,877	21/07/2017	BNP Paribas	10,128,243	0.44
SEK		1,924,476	EUR	197,353	21/07/2017	Citibank	2,499	-
SEK		112,645	EUR	11,577	21/07/2017	Credit Suisse	121	-
SEK		305,594,459	EUR	31,481,634	21/07/2017	Deutsche Bank	253,637	0.01
SEK		1,964,277	EUR	201,218	21/07/2017	Merrill Lynch	2,767	-
SEK		50,413,400	EUR	5,160,412	21/07/2017	RBC	74,902	-
SEK		5,681,219	EUR	582,585	21/07/2017	State Street	7,397	-
SEK		702,047	EUR	71,950	21/07/2017	Toronto-Dominion Bank	956	-
SEK		2,515,131	EUR	258,182	21/07/2017	UBS	3,009	-
USD		1,007	EUR	881	05/07/2017	Citibank	1	-
USD		23,333,800	KRW	26,317,026,616	19/07/2017	Goldman Sachs	287,190	0.01
USD		22,044,860	TWD	666,857,013	19/07/2017	Standard Chartered	99,539	0.01
為替先渡契約に係る評価益合計							43,959,463	1.93
BRL	70,197,143		USD	21,249,967	19/07/2017	Goldman Sachs	(100,957)	(0.01)
BRL	8,372,159		USD	2,533,793	19/07/2017	HSBC	(11,504)	-
CAD	17,440,126		EUR	11,821,154	19/07/2017	National Australia Bank	(43,214)	-
CHF	67,787,611		EUR	62,470,314	19/07/2017	UBS	(418,736)	(0.02)
CHF	524,996		EUR	483,677	21/07/2017	ANZ	(3,091)	-
CHF	599,458		EUR	552,542	21/07/2017	Goldman Sachs	(3,795)	-
CHF	138,698		EUR	127,868	21/07/2017	Merrill Lynch	(902)	-
CHF	84,607,224		EUR	77,883,854	21/07/2017	State Street	(433,883)	(0.02)
CHF	363,021		EUR	333,556	21/07/2017	UBS	(1,244)	-
EUR	103,215,458		AUD	153,777,821	19/07/2017	BNP Paribas	(198,132)	(0.01)
EUR	2,323,045		AUD	3,455,142	19/07/2017	HSBC	(494)	-
EUR	6,244,023		CAD	9,280,579	19/07/2017	Deutsche Bank	(23,483)	-
EUR	191,959,033		CAD	285,803,006	19/07/2017	National Australia Bank	(1,053,931)	(0.05)
EUR	1,607,320		CAD	2,428,694	19/07/2017	UBS	(32,864)	-
EUR	9,954,341		CHF	10,882,115	19/07/2017	Credit Suisse	(6,955)	-
EUR	2,862		CHF	3,129	21/07/2017	UBS	(2)	-
EUR	8,740,475		DKK	65,007,764	19/07/2017	Societe Generale	(2,317)	-
EUR	29,739,382		GBP	26,212,529	19/07/2017	Deutsche Bank	(34,275)	-
EUR	17,044		GBP	15,048	21/07/2017	Goldman Sachs	(47)	-
EUR	62,366		NOK	599,841	03/07/2017	Credit Suisse	(221)	-
EUR	20,175,891		RON	92,231,667	19/07/2017	Standard Chartered	(57,056)	-
EUR	11,576		SEK	112,645	03/07/2017	Credit Suisse	(121)	-
EUR	31,233,999		SEK	303,196,519	05/07/2017	Deutsche Bank	(249,981)	(0.01)
EUR	8,062,942		SEK	78,585,767	19/07/2017	Credit Suisse	(97,923)	(0.01)
EUR	11,611,245		SEK	112,679,625	19/07/2017	Goldman Sachs	(90,150)	-
EUR	78,663		SEK	766,368	21/07/2017	Citibank	(922)	-
EUR	125,883		SEK	1,230,512	21/07/2017	Credit Suisse	(1,903)	-
EUR	204,179		SEK	1,994,649	21/07/2017	Deutsche Bank	(2,961)	-
EUR	354,018		SEK	3,456,821	21/07/2017	State Street	(4,964)	-
EUR	881		USD	1,007	21/07/2017	Citibank	-	-
GBP	11,468,433		EUR	13,051,531	19/07/2017	National Australia Bank	(25,044)	-
GBP	298,951		EUR	339,966	21/07/2017	ANZ	(416)	-
GBP	143,798		EUR	164,498	21/07/2017	HSBC	(1,171)	-
GBP	66,836,349		EUR	75,994,922	21/07/2017	State Street	(81,813)	-
JPY	7,500,998,850		EUR	60,764,632	19/07/2017	Goldman Sachs	(2,206,105)	(0.09)
JPY	366,587,787		EUR	2,962,625	19/07/2017	National Australia Bank	(100,760)	-
JPY	72,421,680		EUR	576,509	19/07/2017	UBS	(11,130)	-
JPY	16,787,984,890		EUR	136,011,043	21/07/2017	Citibank	(4,954,076)	(0.22)
JPY	5,600,000		EUR	45,045	21/07/2017	National Australia Bank	(1,328)	-
JPY	10,400,002		EUR	83,872	21/07/2017	UBS	(2,683)	-
MXN	416,156,285		EUR	20,343,012	19/07/2017	National Australia Bank	(189,206)	(0.01)
NOK	615,612		EUR	64,795	21/07/2017	Citibank	(597)	-
NOK	131,389,322		EUR	13,776,974	21/07/2017	National Australia Bank	(75,403)	-
NOK	1,031,629		EUR	108,272	21/07/2017	State Street	(691)	-
RUB	1,261,204,687		USD	21,993,626	19/07/2017	Goldman Sachs	(680,407)	(0.03)
TRY	78,599,633		EUR	19,659,348	19/07/2017	Societe Generale	(211,268)	(0.01)
USD	49,414,657		EUR	44,004,168	19/07/2017	Deutsche Bank	(767,732)	(0.03)
USD	5,745,550		EUR	5,145,594	19/07/2017	Goldman Sachs	(118,400)	(0.01)
USD	8,606,570		EUR	7,697,027	19/07/2017	HSBC	(166,520)	(0.01)
USD	10,277,710		EUR	9,177,740	19/07/2017	National Australia Bank	(185,032)	(0.01)
USD	73,451,737		EUR	65,673,583	19/07/2017	Societe Generale	(1,405,377)	(0.06)
USD	6,800,863		EUR	6,056,835	19/07/2017	UBS	(106,271)	(0.01)
USD	2,041,709		EUR	1,814,669	21/07/2017	ANZ	(28,438)	-
USD	236,552,790		EUR	211,080,823	21/07/2017	Goldman Sachs	(4,127,691)	(0.18)
USD	2,067,221		EUR	1,837,995	21/07/2017	RBC	(29,444)	-
USD	44,874		EUR	39,892	21/07/2017	Societe Generale	(633)	-
USD	160,844		EUR	143,389	21/07/2017	State Street	(2,671)	-
ZAR	295,797,442		EUR	20,253,806	19/07/2017	Societe Generale	(570,061)	(0.03)
為替先渡契約に係る評価損合計							(18,926,396)	(0.83)
為替先渡契約に係る純評価益							25,033,067	1.10

先物取引
銘柄	契約枚数	通貨	ｴｸｽﾎﾟｰｼﾞｬｰ (EUR)	評価益(損) (EUR)	純資産比 (%)
CAC 40 10 Euro Index, 21/07/2017	206	EUR	10,623,420	15,450	-
Canada 10 Year Bond, 20/09/2017	(1,939)	CAD	(184,432,482)	922,846	0.04
Euro-Bund, 07/09/2017	(1,524)	EUR	(246,834,660)	312,420	0.02
Euro-Buxl 30 Year Bond, 07/09/2017	(18)	EUR	(2,944,800)	13,320	-
FTSE 100 Index, 15/09/2017	172	GBP	14,261,786	9,283	-
IBEX 35 Index, 21/07/2017	90	EUR	9,452,250	6,930	-
Japan 10 Year Bond, 12/09/2017	(30)	JPY	(35,161,010)	77,297	-
Long Gilt, 27/09/2017	(558)	GBP	(79,560,920)	139,480	0.01
S&P 500 Emini Index, 15/09/2017	171	USD	18,147,861	29,013	-
先物取引に係る評価益合計				1,526,039	0.07
Australia 10 Year Bond, 15/09/2017	3,817	AUD	332,130,222	(2,497,996)	(0.12)
Australia 3 Year Bond, 15/09/2017	526	AUD	39,534,724	(65,903)	-
Canada 10 Year Bond, 20/09/2017	116	CAD	11,033,609	(55,209)	-
DAX Index, 15/09/2017	38	EUR	11,763,375	(20,425)	-
EURO STOXX 50 Index, 15/09/2017	324	EUR	11,205,540	(8,100)	-
Euro-Bobl, 07/09/2017	249	EUR	32,794,545	(11,205)	-
Euro-Bund, 07/09/2017	83	EUR	13,443,095	(17,015)	-
Euro-Schatz, 07/09/2017	903	EUR	100,989,262	(11,287)	-
FTSE MIB Index, 15/09/2017	71	EUR	7,324,538	(4,083)	-
Hang Seng Index, 28/07/2017	81	HKD	11,623,847	(99,042)	(0.01)
Japan 10 Year Bond, 12/09/2017	15	JPY	17,580,505	(37,321)	-
Long Gilt, 27/09/2017	113	GBP	16,111,799	(26,283)	-
S&P 500 Emini Index, 15/09/2017	(2,684)	USD	(284,847,135)	(455,379)	(0.02)
SPI 200 Index, 21/09/2017	77	AUD	7,320,239	(187,914)	(0.01)
TOPIX Index, 07/09/2017	72	JPY	9,059,271	(67,460)	-
US 10 Year Note, 20/09/2017	3,229	USD	355,547,949	(198,802)	(0.01)
US 2 Year Note, 29/09/2017	340	USD	64,368,637	(2,327)	-
US 5 Year Note, 29/09/2017	184	USD	19,012,296	(1,887)	-
US Long Bond, 20/09/2017	46	USD	6,200,223	(13,217)	-
先物取引に係る評価損合計				(3,780,855)	(0.17)
先物取引に係る純評価損				(2,254,816)	(0.10)

商品指数スワップ取引
みなし元本	通貨	取引相手	銘柄	満期日	評価額 (EUR)	評価益(損) (EUR)	純資産比 (%)
353,749,118	USD	Goldman Sachs	Receive S&P GSCI Equal Weight Select Excess Return Index Pay Spread of 0.01% on Notional	13/07/2017	14,955,913	14,955,913	0.66
140,205,864	USD	Goldman Sachs	Receive S&P GSCI Roll Weight Select Excess Return Index Pay Spread of 0.04% on Notional	08/09/2017	1,022,686	1,022,686	0.05
148,601,029	USD	Goldman Sachs	Receive S&P GSCI Equal Weight Select Excess Return Index Pay Spread of 0.01% on Notional	08/09/2017	138,795	138,795	0.01
2,228,159	USD	Barclays	Receive BCOM Index Excess Return Pay Spread of 0.00% on Notional	25/08/2017	89,903	89,903	-
2,516,293	USD	Barclays	Receive BCOM Index Excess Return Pay Spread of 0.00% on Notional	27/07/2017	67,575	67,575	-
3,238,334	USD	Barclays	Receive BCOM Index Excess Return Pay Spread of 0.00% on Notional	12/09/2017	39,463	39,463	-
1,434,923	USD	Barclays	Receive BCOM Index Excess Return Pay Spread of 0.00% on Notional	15/08/2017	10,757	10,757	-
商品指数スワップ取引に係る評価益合計					16,325,092	16,325,092	0.72
809,932	USD	Barclays	Receive BCOM Index Excess Return Pay Spread of 0.01% on Notional	22/09/2017	(5,370)	(5,370)	-
356,253,491	USD	Goldman Sachs	Receive S&P GSCI Roll Weight Select Excess Return Index Pay Spread of 0.06% on Notional	13/07/2017	(6,817,532)	(6,817,532)	(0.30)
商品指数スワップ取引に係る評価損合計					(6,822,902)	(6,822,902)	(0.30)
商品指数スワップ取引に係る純評価益					9,502,190	9,502,190	0.42

トータル・リターン・スワップ取引
受払内容	通貨	満期日	取引相手	ｴｸｽﾎﾟｰｼﾞｬｰ (EUR)	評価益(損) (EUR)	純資産比 (%)
Receive Performance of the underlying equity basket of 9 Securities Pay CAD-1M-CDOR +0.15%	CAD	21/08/2018	UBS	25,833,873	553,272	0.03
Receive CAD-1D-CORRA Pay Performance of the underlying equity basket of 10 Securities	CAD	21/08/2018	UBS	(21,263,530)
Receive CAD-BA-CDOR -0.50% Pay Performance of the underlying equity basket of 16 Securities	CAD	31/08/2017	Bank of America	(34,549,831)	914,931	0.04
Receive Performance of the underlying equity basket of 5 Securities Pay EUR-EURIBOR-Reuters +0.35%	EUR	08/08/2017	Bank of America	15,047,377	894,206	0.04
Receive EUR-EURIBOR-Reuters -0.40% Pay Performance of the underlying equity basket of 37 Securities	EUR	08/08/2017	Bank of America	(110,492,646)
Receive Performance of the underlying equity basket of 2 Securities Pay GBP-1M-LIBOR +0.25%	GBP	21/08/2018	UBS	10,551,453	223,705	0.01
Receive GBP-1D-LIBID Pay Performance of the underlying equity basket of 1 Security	GBP	21/08/2018	UBS	(4,792)
Receive Performance of the underlying equity basket of 21 Securities Pay GBP-LIBOR-BBA +0.35%	GBP	08/08/2017	Bank of America	66,429,833	1,455,483	0.06
Receive GBP-LIBOR-BBA -0.40% Pay Performance of the underlying equity basket of 25 Securities	GBP	08/08/2017	Bank of America	(63,078,259)
Receive Performance of the underlying equity basket of 5 Securities Pay GBP-LIBOR-BBA +0.25%	GBP	04/10/2017	Bank of America	41,233,753	1,491,434	0.07
Receive GBP-LIBOR-BBA -0.25% Pay Performance of the underlying equity basket of 3 Securities	GBP	04/10/2017	Bank of America	(31,164,179)
Receive Performance of the underlying equity basket of 4 Securities Pay USD-1M-LIBOR +0.25%	USD	17/08/2012	UBS
Receive Performance of the underlying equity basket of 4 Securities Pay USD-1M-LIBOR +0.25%	USD	21/08/2018	UBS	40,454,005	234,114	0.01
Receive USD-1D-ON-OBFR Pay Performance of the underlying equity basket of 1 Security	USD	17/08/2018	UBS
Receive USD-1D-ON-OBFR Pay Performance of the underlying equity basket of 1 Security	USD	21/08/2018	UBS	(14,994,999)
Receive Performance of the underlying equity basket of 11 Securities Pay USD-LIBOR-BBA +0.25%	USD	03/08/2017	Bank of America	179,543,521	1,659,994	0.07
Receive USD-LIBOR-BBA -0.25% Pay Performance of the underlying equity basket of 7 Securities	USD	03/08/2017	Bank of America	(82,760,032)
トータル・リターン・スワップ取引に係る評価益合計					7,427,139	0.33
Receive Performance of the underlying equity basket of 2 Securities Pay AUD-1M-BBSW +0.35%	AUD	21/08/2018	UBS	15,160,538	(160,582)	(0.01)
Receive AUD-1D-BBSWBID Pay Performance of the underlying equity basket of 1 Security	AUD	21/08/2018	UBS	(8,692,293)
Receive Performance of the underlying equity basket of 2 Securities Pay AUD-1M-BBSW +0.35%	AUD	21/08/2018	UBS	6,666,365	(25,871)	-
Receive AUD-1D-BBSWBID Pay Performance of the underlying equity basket of 8 Securities	AUD	21/08/2018	UBS	(23,068,233)
Receive AUD-BBR-BBSW -0.35% Pay Performance of the underlying equity basket of 11 Securities	AUD	19/12/2017	Bank of America	(22,816,931)	(234,496)	(0.01)
Receive Performance of the underlying equity basket of 1 Security Pay CAD-1M-CDOR +0.15%	CAD	21/08/2018	UBS	17,764	(353,921)	(0.02)
Receive CAD-1D-CORRA Pay Performance of the underlying equity basket of 1 Security	CAD	21/08/2018	UBS	(4,185,856)
Receive CAD-BA-CDOR -0.50% Pay Performance of the underlying equity basket of 3 Securities	CAD	03/08/2017	Bank of America	(19,466,452)	(261,859)	(0.01)
Receive Performance of the underlying equity basket of 4 Securities Pay CHF-1M-LIBOR +0.25%	CHF	21/08/2018	UBS	14,074,229	(119,659)	(0.01)
Receive CHF-1D-LIBID Pay Performance of the underlying equity basket of 1 Security	CHF	21/08/2018	UBS	(3,746,073)
Receive Performance of the underlying equity basket of 5 Securities Pay CHF-LIBOR-BBA +0.55%	CHF	08/08/2017	Bank of America	16,866,189	(3,653)	-
Receive CHF-LIBOR-BBA -0.40% Pay Performance of the underlying equity basket of 6 Securities	CHF	08/08/2017	Bank of America	(19,991,461)
Receive Performance of the underlying equity basket of 4 Securities Pay EUR-1M-LIBOR 0.25%	EUR	21/08/2018	UBS
Receive Performance of the underlying equity basket of 4 Securities Pay EUR-1M-LIBOR 0.75%	EUR	03/12/2019	UBS	37,071,677	(455,468)	(0.02)
Receive EUR-1D-LIBID Pay Performance of the underlying equity basket of 2 Securities	EUR	21/08/2018	UBS
Receive EUR-1D-LIBID Pay Performance of the underlying equity basket of 2 Securitie	EUR	03/12/2019	UBS	(8,143,500)
Receive Performance of the underlying equity basket of 51 Securities Pay EUR-1M-LIBOR +0.25%	EUR	21/08/2018	UBS	174,215,548	(501,123)	(0.02)
Receive EUR-1D-LIBID Pay Performance of the underlying equity basket of 23 Securities	EUR	21/08/2018	UBS	(65,443,124)
Receive EUR-EURIBOR-Reuters -0.25% Pay Performance of the underlying equity basket of 1 Security	EUR	12/12/2017	Bank of America	(1,450,688)	(74,479)	-
Receive Performance of the underlying equity basket of 8 Securities Pay GBP-1M-LIBOR +0.25%	GBP	21/08/2018	UBS	23,309,770	(155,136)	(0.01)
Receive GBP-1D-LIBID Pay Performance of the underlying equity basket of 16 Securities	GBP	21/08/2018	UBS	(36,614,414)
Receive Performance of the underlying equity basket of 6 Securities Pay JPY-1M-LIBOR	JPY	21/08/2018	UBS	17,580,058	(1,814,680)	(0.08)
Receive JPY-1D-LIBID Pay Performance of the underlying equity basket of 28 Securities	JPY	21/08/2018	UBS	(72,785,929)
Receive JPY-LIBOR-BBA Pay Performance of the underlying equity basket of 42 Securities	JPY	20/12/2017	Bank of America	(92,664,178)	(261,640)	(0.01)
Receive Performance of the underlying equity basket of 58 Securities Pay USD-1M-LIBOR +0.25%	USD	20/08/2018	UBS
Receive Performance of the underlying equity basket of 58 Securities Pay USD-1M-LIBOR +0.25%	USD	21/08/2018	UBS	151,791,391	(63,064)	-
Receive USD-1D-ON-OBFR Pay Performance of the underlying equity basket of 72 Securities	USD	20/08/2018	UBS
Receive USD-1D-ON-OBFR Pay Performance of the underlying equity basket of 72 Securities	USD	21/08/2018	UBS	(169,267,413)
Receive USD-LIBOR-BBA -0.25% Pay Performance of the underlying equity basket of 153 Securities	USD	27/07/2017	Bank of America	(386,856,068)	(4,797,772)	(0.21)
トータル・リターン・スワップ取引に係る評価損合計					(9,283,403)	(0.41)
トータル・リターン・スワップ取引に係る純評価損					(1,856,264)	(0.08)

「グローバル・マクロ・オポチュニティーズ・ファンド-JPMグローバル・マクロ・オポチュニティーズ(Iクラス)(円ヘッジ)」の状況
以下に記載した同ファンドの情報は、会計監査人により監査を受けた財務諸表を委託会社で抜粋・翻訳したものであります。
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
2017年12月31日

	(EUR)
資産
投資証券評価額	4,143,774,294
簿価:	3,779,371,847
現預金	315,734,870
投資証券の売却に係る未収金	3,880,661
申込みに係る未収金	12,682,318
純未収利息、未収配当金	4,281,339
税還付未収金	1,393,725
手数料免除額	147,086
為替先渡契約に係る純評価益	10,547,750
その他デリバティブ契約の評価額	7,452,232
資産合計	4,499,894,275
負債
当座貸越	1,135,180
解約に係る未払金	7,113,356
未払運用報酬	3,350,661
未払サービス報酬	341,205
未払販売費	342,043
その他の未払金	147,305
先物取引に係る純評価損	5,862,250
負債合計	18,292,000
純資産	4,481,602,275

損益計算書
2017年12月31日に終了した年度

	(EUR)
収益
純配当収益	80,758,078
純受取利息	2,571,456
銀行利息	73,519
その他収益	111,904
収益合計	83,514,957
費用
運用報酬	40,600,903
サービス報酬	4,153,213
販売費	4,191,832
管理費	1,833,282
登録料、名義書換代理人報酬	383,105
年次税	1,752,470
当座貸越利息	1,512,058
雑費	1,075,349
	55,502,212
控除:手数料免除額	1,739,514
運用実績報酬控除前費用合計	53,762,698
費用合計	53,762,698
純投資利益	29,752,259
投資証券売却に係る純実現益	527,765,419
為替先渡契約に係る純実現損	(27,208,053)
先物取引に係る純実現損	(105,551,989)
為替取引に係る純実現益	74,810,246
その他デリバティブ取引に係る純実現損	(280,546,041)
純実現益	189,269,582
投資証券に係る評価損益の純変動	224,530,508
為替先渡契約に係る評価損益の純変動	61,587,759
先物取引に係る評価損益の純変動	(16,713,022)
為替取引に係る評価損益の純変動	8,314,912
その他デリバティブ取引に係る評価損益の純変動	(39,279,655)
評価損益の純変動	238,440,502
運用の結果による純資産の増加	457,462,343

投資	通貨	額面/簿価	評価額 (EUR)	純資産比 (%)
上場されている売買可能な有価証券および短期金融商品
株式
ブラジル
Vale SA, ADR	USD	6,777,155	68,462,106	1.53
			68,462,106	1.53
カナダ
Manulife Financial Corp.	CAD	6,871,913	119,970,698	2.68
			119,970,698	2.68
ケイマン諸島
Alibaba Group Holding Ltd.	USD	299,257	42,905,531	0.96
Baidu, Inc., ADR	USD	188,071	36,778,194	0.82
CK Hutchison Holdings Ltd.	HKD	5,732,500	59,993,081	1.34
			139,676,806	3.12
中国
Agricultural Bank of China Ltd. ‘H’	HKD	63,126,000	24,553,001	0.55
Bank of China Ltd. ‘H’	HKD	76,249,000	31,284,505	0.70
China Construction Bank Corp. ‘H’	HKD	130,022,000	99,965,378	2.23
China Merchants Bank Co. Ltd. ‘H’	HKD	8,247,500	27,392,424	0.61
Industrial & Commercial Bank of China Ltd. ‘H’	HKD	113,275,000	76,090,177	1.69
Ping An Insurance Group Co. of China Ltd. ‘H’	HKD	2,261,000	19,633,167	0.44
			278,918,652	6.22
フランス
Capgemini SE	EUR	567,081	56,200,563	1.25
Engie SA	EUR	2,153,455	30,934,381	0.69
Sanofi	EUR	72,134	5,204,107	0.12
			92,339,051	2.06
ドイツ
Covestro AG	EUR	253,585	21,834,937	0.49
Deutsche Wohnen SE	EUR	162,811	5,919,808	0.13
Merck KGaA	EUR	42,666	3,828,207	0.09
Siemens AG	EUR	271,938	31,565,203	0.70
			63,148,155	1.41
香港
China Mobile Ltd.	HKD	7,616,500	64,430,349	1.44
			64,430,349	1.44
アイルランド
Accenture plc ‘A’	USD	380,314	48,806,140	1.09
			48,806,140	1.09
イスラエル
Orbotech Ltd.	USD	16,279	679,445	0.01
			679,445	0.01
イタリア
Enel SpA	EUR	5,926,603	30,625,721	0.68
			30,625,721	0.68
日本
Mitsubishi Electric Corp.	JPY	12,936,400	179,412,553	4.01
Nippon Telegraph & Telephone Corp.	JPY	926,000	36,394,872	0.81
SoftBank Group Corp.	JPY	495,600	32,779,207	0.73
SUMCO Corp.	JPY	6,804,500	145,545,949	3.25
Sumitomo Chemical Co. Ltd.	JPY	11,228,000	67,488,665	1.51
Suzuki Motor Corp.	JPY	697,200	33,758,070	0.75
Tokyo Electron Ltd.	JPY	670,100	101,390,340	2.26
			596,769,656	13.32
ロシア
Sberbank of Russia PJSC, ADR	USD	8,677,745	122,682,918	2.74
			122,682,918	2.74
シンガポール
Broadcom Ltd.	USD	495,194	107,106,639	2.39
DBS Group Holdings Ltd.	SGD	3,889,900	60,320,636	1.35
Oversea-Chinese Banking Corp. Ltd.	SGD	3,847,900	29,756,648	0.66
United Overseas Bank Ltd.	SGD	1,698,300	27,999,038	0.62
			225,182,961	5.02
韓国
KT&G Corp.	KRW	176,029	15,849,729	0.35
LG Chem Ltd.	KRW	265,135	83,943,445	1.87
Samsung Electronics Co. Ltd.	KRW	32,683	65,073,363	1.45
Samsung SDI Co. Ltd.	KRW	138,522	22,158,449	0.50
SK Hynix, Inc.	KRW	523,511	31,267,993	0.70
			218,292,979	4.87
台湾
Taiwan Semiconductor Manufacturing Co. Ltd.	TWD	13,992,000	90,153,022	2.01
			90,153,022	2.01
英国
BHP Billiton plc	GBP	2,853,358	48,959,176	1.09
Imperial Brands plc	GBP	1,168,480	41,725,189	0.93
Prudential plc	GBP	6,338,097	136,042,530	3.04
Rio Tinto plc	GBP	2,322,115	103,153,036	2.30
			329,879,931	7.36
米国
Alphabet, Inc. ‘A’	USD	102,358	90,052,731	2.01
Analog Devices, Inc.	USD	189,072	14,023,376	0.31
Applied Materials, Inc.	USD	3,172,776	136,577,417	3.05
Bank of America Corp.	USD	2,565,766	63,594,320	1.42
Citigroup, Inc.	USD	572,947	35,852,185	0.80
Cognizant Technology Solutions Corp. ‘A’	USD	504,547	30,032,260	0.67
DXC Technology Co.	USD	1,645,229	129,865,925	2.90
Freeport-McMoRan, Inc. ‘B’	USD	3,410,290	53,502,608	1.19
Global Payments, Inc.	USD	476,169	39,730,381	0.89
Lam Research Corp.	USD	724,444	111,900,166	2.50
Morgan Stanley	USD	1,167,851	51,158,239	1.14
Prudential Financial, Inc.	USD	463,552	44,720,972	1.00
Vantiv, Inc. ‘A’	USD	1,116,764	68,349,743	1.52
Visa, Inc. ‘A’	USD	270,081	25,794,709	0.57
			895,155,032	19.97
株式合計			3,385,173,622	75.53
上場されている売買可能な有価証券および短期金融商品合計			3,385,173,622	75.53
その他の規制市場で取引されている売買可能な有価証券および短期金融商品
債券
日本
Japan Treasury Bill 0% 05/02/2018	JPY	24,000,000,000	177,931,398	3.97
Japan Treasury Bill 0% 19/02/2018	JPY	30,000,000,000	222,443,649	4.97
Japan Treasury Bill 0% 05/04/2018	JPY	29,800,000,000	220,970,267	4.93
			621,345,314	13.87
米国
US Treasury Bill 0% 08/03/2018	USD	165,000,000	137,255,358	3.06
			137,255,358	3.06
債券合計			758,600,672	16.93
その他の規制市場で取引されている売買可能な有価証券および短期金融商品合計			758,600,672	16.93
その他の売買可能な有価証券および短期金融商品
株式
中国
China Hongxing Sports Ltd.	SGD	7,500,000	0	0.00
			0	0.00
株式合計			0	0.00
その他の売買可能な有価証券および短期金融商品合計			0	0.00
投資合計			4,143,774,294	92.46
現金			314,599,690	7.02
その他の負債			23,228,291	0.52
純資産			4,481,602,275	100.00

為替先渡契約
買い	契約額	売り	契約額	決済日	取引相手	評価益(損) (EUR)	純資産比 (%)
AUD	15,248,037	EUR	9,709,442	11/01/2018	National Australia Bank	220,295	0.01
AUD	288,714	EUR	185,523	16/01/2018	Goldman Sachs	2,430	-
AUD	865,746	EUR	560,678	16/01/2018	HSBC	2,926	-
AUD	37,477,429	EUR	24,030,147	16/01/2018	Morgan Stanley	367,796	0.01
AUD	302,033	EUR	192,221	16/01/2018	National Australia Bank	4,403	-
AUD	202,801	EUR	129,303	16/01/2018	RBC	2,721	-
AUD	311,593,600	JPY	26,708,756,400	11/01/2018	HSBC	4,973,822	0.11
AUD	456,003,000	JPY	39,079,411,499	11/01/2018	UBS	7,335,533	0.16
AUD	293,613,587	USD	229,199,464	11/01/2018	Goldman Sachs	181,750	-
CAD	66,858,922	USD	52,175,467	11/01/2018	BNP Paribas	890,215	0.02
CAD	33,511,697	USD	26,486,540	11/01/2018	Citibank	167,309	-
CAD	66,951,038	USD	52,175,467	11/01/2018	Credit Suisse	951,354	0.02
CAD	134,355,588	USD	105,105,718	11/01/2018	Deutsche Bank	1,574,645	0.04
CAD	99,852,952	USD	78,084,787	11/01/2018	Goldman Sachs	1,195,017	0.03
CAD	201,933,478	USD	156,956,806	11/01/2018	HSBC	3,212,400	0.08
CAD	67,058,072	USD	52,083,252	11/01/2018	RBC	1,099,250	0.02
CHF	3,136	EUR	2,676	16/01/2018	Barclays	3	-
CHF	1,333,670	EUR	1,136,691	16/01/2018	Credit Suisse	2,683	-
CHF	40,961	EUR	34,980	16/01/2018	HSBC	13	-
CNH	641,060,010	USD	96,429,815	11/01/2018	BNP Paribas	1,663,342	0.04
CNH	1,366,215,184	USD	205,289,863	11/01/2018	Goldman Sachs	3,727,880	0.08
CNY	218,499,335	USD	32,765,890	11/01/2018	Goldman Sachs	656,589	0.01
CNY	205,139,394	USD	30,936,419	11/01/2018	HSBC	471,449	0.01
CZK	4,301,158	EUR	167,769	17/01/2018	Barclays	601	-
CZK	2,503,898	EUR	97,867	17/01/2018	Credit Suisse	150	-
CZK	12,738,323	EUR	498,048	17/01/2018	Goldman Sachs	601	-
CZK	13,144,303	EUR	512,855	17/01/2018	HSBC	1,686	-
EUR	2,288	AUD	3,507	02/01/2018	Credit Suisse	3	-
EUR	214,151	AUD	328,439	03/01/2018	Barclays	171	-
EUR	1,380,534	AUD	2,091,544	11/01/2018	ANZ	18,491	-
EUR	560,111	AUD	857,034	11/01/2018	National Australia Bank	1,998	-
EUR	19,480,934	BRL	76,267,198	03/01/2018	Citibank	285,016	0.01
EUR	508,949,077	CAD	750,074,263	11/01/2018	HSBC	11,113,935	0.25
EUR	26,347,286	CAD	39,499,020	11/01/2018	National Australia Bank	131,214	-
EUR	4,176	CHF	4,872	16/01/2018	Goldman Sachs	13	-
EUR	87,423	CHF	101,812	16/01/2018	HSBC	444	-
EUR	55,459	CHF	64,803	16/01/2018	National Australia Bank	97	-
EUR	53,450	CHF	62,388	16/01/2018	RBC	150	-
EUR	340,638	CZK	8,694,082	17/01/2018	HSBC	304	-
EUR	5,645,852	GBP	5,000,000	11/01/2018	HSBC	11,229	-
EUR	13,624,941	GBP	12,067,178	11/01/2018	Standard Chartered	26,142	-
EUR	7,564	GBP	6,688	16/01/2018	Barclays	28	-
EUR	1,196,119	GBP	1,053,731	16/01/2018	Goldman Sachs	8,809	-
EUR	3,967,249	GBP	3,500,627	16/01/2018	HSBC	22,854	-
EUR	1,686,605	GBP	1,489,537	16/01/2018	National Australia Bank	8,242	-
EUR	23,584	GBP	20,778	16/01/2018	State Street	172	-
EUR	385,059,883	HKD	3,526,759,615	11/01/2018	BNP Paribas	8,846,281	0.20
EUR	80,791,192	HKD	746,875,303	11/01/2018	HSBC	1,119,006	0.02
EUR	35,797,884	HKD	325,898,034	11/01/2018	RBC	1,033,033	0.02
EUR	18,638,103	HKD	173,184,713	11/01/2018	Standard Chartered	163,795	-
EUR	4,703,448	HKD	43,224,990	11/01/2018	Toronto-Dominion Bank	92,465	-
EUR	624,161,520	JPY	83,840,496,200	11/01/2018	Barclays	2,814,193	0.06
EUR	31,203,907	JPY	4,146,332,238	11/01/2018	Goldman Sachs	475,172	0.01
EUR	708,056,732	JPY	93,926,254,245	11/01/2018	HSBC	11,963,201	0.27
EUR	490,774	JPY	65,102,960	11/01/2018	National Australia Bank	8,292	-
EUR	28,638,501	JPY	3,775,648,422	11/01/2018	RBC	656,927	0.01
EUR	58,553,511	JPY	7,806,007,246	11/01/2018	Standard Chartered	702,687	0.02
EUR	24,364,193	JPY	3,259,594,284	11/01/2018	State Street	207,130	-
EUR	30,740,037	JPY	4,093,420,188	11/01/2018	UBS	403,436	0.01
EUR	1,879,998	JPY	250,468,708	16/01/2018	ANZ	23,894	-
EUR	3,048,666	JPY	409,999,997	16/01/2018	Credit Suisse	10,352	-
EUR	954,413	JPY	126,999,993	16/01/2018	Deutsche Bank	13,276	-
EUR	2,688,429	JPY	357,388,823	16/01/2018	Goldman Sachs	39,992	-
EUR	2,661,233	JPY	354,155,556	16/01/2018	HSBC	36,756	-
EUR	2,602,782	JPY	348,500,000	16/01/2018	Merrill Lynch	20,216	-
EUR	3,430,202	JPY	455,221,236	16/01/2018	National Australia Bank	56,777	-
EUR	1,573,089,846	JPY	211,949,631,120	20/04/2018	Goldman Sachs	3,528,263	0.08
EUR	116,534,566	NOK	1,095,830,607	11/01/2018	Standard Chartered	5,109,782	0.12
EUR	47,822	PLN	200,000	16/01/2018	HSBC	43	-
EUR	1,438,303	SGD	2,289,716	11/01/2018	HSBC	10,198	-
EUR	51,033	SGD	81,489	16/01/2018	Credit Suisse	220	-
EUR	480,396	SGD	765,566	16/01/2018	HSBC	3,025	-
EUR	432,381	SGD	690,385	16/01/2018	National Australia Bank	1,890	-
EUR	227,986	SGD	364,696	16/01/2018	Societe Generale	579	-
EUR	199,164	USD	237,352	02/01/2018	Barclays	1,252	-
EUR	238,214	USD	284,512	03/01/2018	State Street	979	-
EUR	70,756,711	USD	83,853,792	11/01/2018	ANZ	869,771	0.01
EUR	32,145,598	USD	37,576,401	11/01/2018	BNP Paribas	827,996	0.02
EUR	165,155,001	USD	194,545,159	11/01/2018	Citibank	3,013,665	0.07
EUR	2,296,791,901	USD	2,718,701,187	11/01/2018	Goldman Sachs	30,922,921	0.69
EUR	144,204,402	USD	169,509,695	11/01/2018	HSBC	2,928,575	0.06
EUR	78,373,344	USD	92,010,485	11/01/2018	National Australia Bank	1,688,305	0.05
EUR	74,472,303	USD	88,302,462	11/01/2018	RBC	877,672	0.03
EUR	17,010,824	USD	20,127,845	11/01/2018	Standard Chartered	235,512	0.01
EUR	180,718,806	USD	212,902,196	11/01/2018	State Street	3,278,018	0.09
EUR	5,535,493	USD	6,530,028	16/01/2018	Deutsche Bank	94,872	-
EUR	1,354,200	USD	1,599,647	16/01/2018	HSBC	21,423	-
EUR	6,088	USD	7,236	16/01/2018	Merrill Lynch	60	-
EUR	539,305	USD	638,832	16/01/2018	Morgan Stanley	7,050	-
EUR	4,670,039	USD	5,535,977	16/01/2018	National Australia Bank	57,630	-
EUR	8,956,389	USD	10,620,448	16/01/2018	Standard Chartered	107,753	-
EUR	2,866,126	USD	3,372,524	16/01/2018	State Street	56,242	-
EUR	4,904,596	USD	5,796,064	16/01/2018	Toronto-Dominion Bank	75,491	-
EUR	25,025,296	USD	30,000,000	20/04/2018	Standard Chartered	176,258	-
GBP	143,966	EUR	162,030	02/01/2018	Credit Suisse	245	-
GBP	12,166,699	EUR	13,656,756	11/01/2018	State Street	54,196	-
GBP	8,329,049	EUR	9,376,740	11/01/2018	UBS	9,469	-
GBP	1,048,260	EUR	1,178,708	16/01/2018	HSBC	2,438	-
GBP	194,529,635	USD	259,996,249	11/01/2018	HSBC	2,529,451	0.06
JPY	15,402,189,386	USD	135,738,824	11/01/2018	Citibank	1,016,720	0.02
JPY	10,631,589,696	USD	93,912,000	11/01/2018	Credit Suisse	521,564	0.01
JPY	15,402,189,000	USD	135,732,601	11/01/2018	Goldman Sachs	1,021,904	0.02
JPY	27,798,509,349	USD	245,554,286	11/01/2018	Standard Chartered	1,362,265	0.03
KRW	24,637,132,499	USD	22,656,918	11/01/2018	Deutsche Bank	324,350	0.01
KRW	204,924,541,813	USD	187,187,717	11/01/2018	HSBC	3,752,959	0.08
NOK	18,014,689	EUR	1,824,690	11/01/2018	Goldman Sachs	7,056	-
NOK	104,621,212	EUR	10,571,180	11/01/2018	HSBC	66,774	-
PLN	22,590	EUR	5,370	16/01/2018	Goldman Sachs	26	-
PLN	3,976,106	EUR	944,316	16/01/2018	HSBC	5,538	-
PLN	32,327	EUR	7,685	16/01/2018	Societe Generale	37	-
RUB	15,249,363,767	USD	257,055,874	11/01/2018	Citibank	6,079,951	0.14
SEK	48,748	EUR	4,882	16/01/2018	Goldman Sachs	71	-
SEK	2,880,419	EUR	290,535	16/01/2018	Toronto-Dominion Bank	2,192	-
SGD	2,500,000	EUR	1,554,422	11/01/2018	ANZ	4,839	-
TRY	281,974,535	USD	72,172,548	11/01/2018	Barclays	1,735,729	0.04
TRY	210,123,827	USD	52,090,789	11/01/2018	Credit Suisse	2,703,014	0.06
TRY	217,759,688	USD	54,448,729	11/01/2018	Goldman Sachs	2,413,717	0.05
TRY	411,269,835	USD	105,586,074	11/01/2018	HSBC	2,265,039	0.05
TWD	1,901,817,414	USD	63,571,915	11/01/2018	Standard Chartered	566,572	0.01
USD	87,976,274	BRL	279,016,752	11/01/2018	HSBC	3,170,028	0.07
USD	15,361,104	CAD	19,139,367	11/01/2018	Goldman Sachs	99,453	-
USD	11,745,809	JPY	1,314,602,734	11/01/2018	Deutsche Bank	46,799	-
USD	53,505,316	MXN	1,035,962,737	11/01/2018	BNP Paribas	782,488	0.02
USD	209,567,169	MXN	4,050,900,503	11/01/2018	Credit Suisse	3,348,615	0.08
USD	78,124,878	MXN	1,524,161,682	11/01/2018	Goldman Sachs	655,427	0.01
USD	52,083,252	MXN	1,008,852,591	11/01/2018	HSBC	743,774	0.02
USD	216,726,399	TRY	812,538,477	11/01/2018	HSBC	2,294,084	0.05
ZAR	715,904,800	USD	52,175,467	11/01/2018	Barclays	4,911,207	0.11
ZAR	2,274,584,494	USD	167,015,412	11/01/2018	BNP Paribas	14,568,286	0.33
ZAR	2,155,417,394	USD	152,359,586	11/01/2018	Citibank	18,727,136	0.41
ZAR	1,451,402,146	USD	104,346,367	11/01/2018	HSBC	11,150,705	0.25
ZAR	808,695,308	USD	59,193,541	11/01/2018	Standard Chartered	5,334,853	0.12
為替先渡契約に係る評価益合計						215,197,472	4.80
AUD	378,448,654	EUR	249,712,827	11/01/2018	Barclays	(3,261,735)	(0.07)
AUD	328,439	EUR	214,002	16/01/2018	Barclays	(187)	-
AUD	3,507	EUR	2,286	16/01/2018	Credit Suisse	(3)	-
BRL	76,267,198	EUR	19,683,994	03/01/2018	Citibank	(488,076)	(0.01)
BRL	76,443,913	EUR	19,411,136	02/02/2018	Citibank	(270,657)	(0.01)
BRL	42,138,590	USD	12,887,720	11/01/2018	BNP Paribas	(146,276)	-
CAD	128,462,977	USD	103,042,000	11/01/2018	Credit Suisse	(616,386)	(0.01)
CHF	8,208,808	EUR	7,037,565	16/01/2018	Barclays	(24,658)	-
CHF	182,647	EUR	156,954	16/01/2018	Credit Suisse	(917)	-
CHF	134,389	EUR	114,875	16/01/2018	Goldman Sachs	(63)	-
CHF	103,750	EUR	88,784	16/01/2018	RBC	(150)	-
CZK	1,926,846	EUR	75,606	17/01/2018	Credit Suisse	(179)	-
CZK	1,398,507	EUR	55,023	17/01/2018	Goldman Sachs	(278)	-
CZK	4,501,611	EUR	176,708	17/01/2018	HSBC	(491)	-
CZK	446,462,809	EUR	17,506,155	17/01/2018	Merrill Lynch	(29,140)	-
CZK	1,256,212	EUR	49,236	17/01/2018	National Australia Bank	(61)	-
CZK	2,403,516	EUR	94,484	17/01/2018	RBC	(397)	-
EUR	1,278,106	AUD	2,000,000	11/01/2018	ANZ	(24,323)	-
EUR	3,215,573	AUD	5,000,000	11/01/2018	Morgan Stanley	(40,498)	-
EUR	3,210,374	AUD	5,000,000	11/01/2018	National Australia Bank	(45,697)	-
EUR	1,622,108	AUD	2,500,000	11/01/2018	RBC	(5,927)	-
EUR	24,978	AUD	38,562	16/01/2018	ANZ	(126)	-
EUR	186,899	AUD	292,221	16/01/2018	Goldman Sachs	(3,338)	-
EUR	657,325	AUD	1,018,175	16/01/2018	HSBC	(5,511)	-
EUR	280,895	AUD	440,610	16/01/2018	National Australia Bank	(5,943)	-
EUR	21,694,663	CAD	32,832,465	11/01/2018	UBS	(96,719)	-
EUR	252,787,006	CNH	2,007,275,194	11/01/2018	BNP Paribas	(4,068,872)	(0.09)
EUR	39,932	CZK	1,025,050	02/01/2018	Barclays	(193)	-
EUR	133,429	CZK	3,411,956	17/01/2018	Goldman Sachs	(134)	-
EUR	29,276	CZK	747,939	17/01/2018	Merrill Lynch	(2)	-
EUR	89,259	CZK	2,282,155	17/01/2018	RBC	(77)	-
EUR	88,250	GBP	78,422	03/01/2018	HSBC	(146)	-
EUR	4,492,452	GBP	4,000,000	11/01/2018	ANZ	(15,246)	-
EUR	318,779,807	GBP	286,007,330	11/01/2018	Goldman Sachs	(3,528,864)	(0.08)
EUR	15,055,302	GBP	13,381,725	11/01/2018	RBC	(24,891)	-
EUR	180,323	GBP	160,272	16/01/2018	Credit Suisse	(267)	-
EUR	7,191	PLN	30,325	16/01/2018	Credit Suisse	(53)	-
EUR	391,342	PLN	1,649,999	16/01/2018	Goldman Sachs	(2,827)	-
EUR	123,704	PLN	520,000	16/01/2018	HSBC	(519)	-
EUR	61,194	PLN	258,393	16/01/2018	Societe Generale	(533)	-
EUR	9,313	SEK	92,958	16/01/2018	BNP Paribas	(134)	-
EUR	4,295	SEK	42,677	16/01/2018	Goldman Sachs	(42)	-
EUR	2,203	SEK	21,917	16/01/2018	RBC	(24)	-
EUR	1,376	SEK	13,729	16/01/2018	Toronto-Dominion Bank	(19)	-
EUR	7,716,088	SGD	12,395,664	11/01/2018	BNP Paribas	(15,142)	-
EUR	80,369,062	SGD	129,091,600	11/01/2018	Goldman Sachs	(145,939)	-
EUR	16,012,957	SGD	25,736,889	11/01/2018	National Australia Bank	(39,254)	-
EUR	1,555,737	SGD	2,500,000	11/01/2018	Toronto-Dominion Bank	(3,524)	-
EUR	3,767,308	TRY	17,413,443	11/01/2018	HSBC	(54,552)	-
GBP	7,825,323	EUR	8,875,056	11/01/2018	Goldman Sachs	(56,507)	-
GBP	6,529,770	EUR	7,383,126	11/01/2018	Morgan Stanley	(24,569)	-
GBP	4,443,775	EUR	5,048,728	16/01/2018	HSBC	(41,622)	-
GBP	215,544	EUR	244,905	16/01/2018	National Australia Bank	(2,036)	-
GBP	83,599	EUR	94,529	16/01/2018	RBC	(333)	-
GBP	93,923	EUR	106,782	16/01/2018	State Street	(952)	-
GBP	197,387,505	EUR	223,403,514	16/01/2018	Toronto-Dominion Bank	(993,506)	(0.02)
GBP	1,407,765	EUR	1,595,617	16/01/2018	UBS	(9,392)	-
HKD	85,000,000	EUR	9,271,227	11/01/2018	BNP Paribas	(203,936)	-
HKD	635,509,793	EUR	69,768,619	11/01/2018	Citibank	(1,976,239)	(0.04)
HKD	108,631,954	EUR	11,910,380	11/01/2018	RBC	(322,173)	(0.01)
HKD	45,000,000	EUR	4,880,832	11/01/2018	Societe Generale	(80,501)	-
HKD	216,983,826	EUR	23,362,173	11/01/2018	State Street	(215,638)	(0.01)
HKD	31,504,181	EUR	3,362,894	20/04/2018	HSBC	(16,621)	-
JPY	2,048,029,350	AUD	23,757,994	11/01/2018	RBC	(293,462)	(0.01)
JPY	130,000,001	EUR	964,536	04/01/2018	Credit Suisse	(1,044)	-
JPY	15,296,022,379	EUR	114,905,401	11/01/2018	ANZ	(1,545,592)	(0.03)
JPY	1,868,888,570	EUR	14,127,613	11/01/2018	Barclays	(277,160)	(0.01)
JPY	2,761,065,832	EUR	20,823,574	11/01/2018	Deutsche Bank	(361,137)	(0.01)
JPY	211,949,631,120	EUR	1,574,445,367	11/01/2018	Goldman Sachs	(3,672,975)	(0.08)
JPY	8,283,102,265	EUR	61,964,840	11/01/2018	HSBC	(578,236)	(0.01)
JPY	827,665,512	EUR	6,224,458	11/01/2018	Merrill Lynch	(90,575)	-
JPY	1,508,148,956	EUR	11,298,485	11/01/2018	National Australia Bank	(121,496)	-
JPY	4,929,040,910	EUR	37,039,776	11/01/2018	RBC	(510,335)	(0.02)
JPY	1,213,991,395	EUR	9,135,719	11/01/2018	State Street	(138,750)	-
JPY	2,636,196,635	EUR	19,947,099	11/01/2018	Toronto-Dominion Bank	(410,076)	(0.01)
JPY	224,432,846	EUR	1,683,164	16/01/2018	Deutsche Bank	(20,000)	-
JPY	42,348,740,523	EUR	316,840,550	16/01/2018	HSBC	(3,014,344)	(0.07)
JPY	301,523,201	EUR	2,255,011	16/01/2018	RBC	(20,567)	-
JPY	2,959,327,783	USD	26,366,402	11/01/2018	Citibank	(42,993)	-
MXN	1,515,629,567	USD	78,937,983	11/01/2018	Credit Suisse	(1,693,924)	(0.04)
MXN	2,499,540,146	USD	130,888,523	11/01/2018	Goldman Sachs	(3,381,889)	(0.08)
NOK	225,150,509	EUR	23,683,036	11/01/2018	Citibank	(789,583)	(0.02)
NOK	166,262,060	EUR	17,041,373	11/01/2018	Credit Suisse	(135,736)	-
NOK	104,856,275	EUR	11,027,783	11/01/2018	HSBC	(365,927)	(0.01)
NOK	206,089,363	EUR	21,736,077	11/01/2018	UBS	(780,773)	(0.02)
NOK	122,010,332	SGD	20,177,702	11/01/2018	HSBC	(178,830)	-
NOK	148,826,166	USD	18,293,253	11/01/2018	Barclays	(113,549)	-
PLN	200,000	EUR	47,852	03/01/2018	HSBC	(36)	-
SGD	71,138	EUR	44,579	02/01/2018	Credit Suisse	(195)	-
SGD	2,289,716	EUR	1,440,741	11/01/2018	Goldman Sachs	(12,636)	-
SGD	3,635,143	EUR	2,275,092	11/01/2018	State Street	(7,838)	-
SGD	371,316	EUR	232,216	16/01/2018	Credit Suisse	(682)	-
SGD	798,998	EUR	501,021	16/01/2018	Goldman Sachs	(2,803)	-
SGD	45,886,906	EUR	28,756,315	16/01/2018	HSBC	(143,447)	-
SGD	244,966	EUR	153,771	16/01/2018	Societe Generale	(1,022)	-
TRY	332,308,451	USD	88,598,316	11/01/2018	HSBC	(906,968)	(0.02)
USD	291,725,823	AUD	381,845,080	11/01/2018	BNP Paribas	(5,527,495)	(0.12)
USD	105,216,983	AUD	138,350,558	11/01/2018	Citibank	(2,403,996)	(0.05)
USD	105,485,360	AUD	139,543,451	11/01/2018	HSBC	(2,957,149)	(0.07)
USD	52,702,044	CAD	67,276,794	11/01/2018	Citibank	(728,694)	(0.02)
USD	160,515,947	CAD	204,107,905	11/01/2018	Goldman Sachs	(1,689,274)	(0.04)
USD	11,915,622	CAD	15,174,819	11/01/2018	Toronto-Dominion Bank	(140,814)	-
USD	131,276,762	CNY	878,375,441	11/01/2018	BNP Paribas	(3,008,999)	(0.07)
USD	33,608,624	CNY	223,396,527	11/01/2018	Deutsche Bank	(580,995)	(0.01)
USD	124,584,266	EUR	104,829,688	11/01/2018	BNP Paribas	(996,422)	(0.02)
USD	87,387,451	EUR	73,597,803	11/01/2018	Citibank	(765,777)	(0.02)
USD	1,138,496,354	EUR	958,601,636	11/01/2018	Credit Suisse	(9,735,470)	(0.23)
USD	325,412,413	EUR	275,026,465	11/01/2018	Goldman Sachs	(3,815,382)	(0.09)
USD	15,000,000	EUR	12,683,295	11/01/2018	Merrill Lynch	(181,724)	-
USD	78,567,478	EUR	66,925,432	11/01/2018	RBC	(1,444,307)	(0.03)
USD	53,532,353	EUR	45,141,641	11/01/2018	Standard Chartered	(525,742)	(0.01)
USD	63,943,503	EUR	54,066,493	11/01/2018	State Street	(773,546)	(0.02)
USD	55,089,735	EUR	46,549,094	11/01/2018	Toronto-Dominion Bank	(635,213)	(0.01)
USD	85,854,415	EUR	72,591,782	11/01/2018	UBS	(1,037,447)	(0.02)
USD	300,433	EUR	252,271	16/01/2018	Barclays	(1,959)	-
USD	316,292,944	EUR	268,682,427	16/01/2018	Citibank	(5,156,708)	(0.12)
USD	271,481	EUR	229,669	16/01/2018	Deutsche Bank	(3,479)	-
USD	319,395,686	EUR	270,342,406	16/01/2018	Goldman Sachs	(4,231,575)	(0.09)
USD	14,785,060	EUR	12,543,388	16/01/2018	HSBC	(224,923)	-
USD	927,545	EUR	785,498	16/01/2018	Morgan Stanley	(12,695)	-
USD	441,815	EUR	370,953	16/01/2018	RBC	(2,846)	-
USD	7,015,794	EUR	5,928,196	16/01/2018	Standard Chartered	(82,848)	-
USD	5,057,843	EUR	4,273,698	16/01/2018	State Street	(59,657)	-
USD	270,059,317	GBP	200,714,921	11/01/2018	HSBC	(1,112,858)	(0.03)
USD	507,016,779	JPY	57,499,961,722	11/01/2018	Citibank	(3,568,857)	(0.08)
USD	11,009,238	KRW	11,980,362,440	11/01/2018	BNP Paribas	(164,557)	-
USD	852,007,300	KRW	973,350,547,149	11/01/2018	HSBC	(48,743,756)	(1.10)
USD	311,246,774	RUB	18,248,717,188	11/01/2018	Citibank	(4,249,319)	(0.10)
USD	98,215,554	RUB	5,732,223,122	11/01/2018	HSBC	(961,561)	(0.02)
USD	158,208,235	TRY	623,484,415	11/01/2018	HSBC	(4,984,060)	(0.11)
USD	152,525,034	TWD	4,621,661,054	11/01/2018	BNP Paribas	(3,012,799)	(0.07)
USD	17,025,571	TWD	510,937,386	11/01/2018	Standard Chartered	(196,800)	-
USD	51,809,000	ZAR	711,939,938	11/01/2018	BNP Paribas	(4,948,604)	(0.11)
USD	110,251,316	ZAR	1,576,073,102	11/01/2018	Citibank	(14,657,237)	(0.33)
USD	321,186,125	ZAR	4,375,346,328	11/01/2018	Goldman Sachs	(28,091,164)	(0.63)
USD	52,191,604	ZAR	742,644,776	11/01/2018	Standard Chartered	(6,705,419)	(0.15)
為替先渡契約に係る評価損合計						(204,649,722)	(4.56)
為替先渡契約に係る純評価益						10,547,750	0.24

先物取引
銘柄	契約枚数	通貨	ｴｸｽﾎﾟｰｼﾞｬｰ (EUR)	評価益(損) (EUR)	純資産比 (%)
HSCEI Index, 30/01/2018	4,809	HKD	300,968,872	538,819	0.02
MSCI Singapore Index, 30/01/2018	4,306	SGD	104,263,277	80,595	-
SPI 200 Index, 15/03/2018	(2,312)	AUD	(226,695,959)	979,086	0.02
STOXX 600 Basic Resources Index, 16/03/2018	8,467	EUR	197,005,922	444,517	0.01
XAF Financial Index, 16/03/2018	3,473	USD	251,147,298	36,199	-
先物取引に係る評価益合計				2,079,216	0.05
FTSE 100 Index, 16/03/2018	(5,381)	GBP	(463,270,345)	(4,367,042)	(0.10)
MSCI Emerging Markets Index, 16/03/2018	(1,888)	USD	(91,666,268)	(491,962)	(0.01)
S&P 500 Emini Index, 16/03/2018	(3,126)	USD	(350,305,909)	(283,464)	(0.01)
STOXX 600 Banks Index, 16/03/2018	17,533	EUR	160,032,458	(394,492)	(0.01)
STOXX 600 Health Care Index, 16/03/2018	(2,519)	EUR	(90,495,075)	(37,785)	-
STOXX 600 Technology Index, 16/03/2018	(1,973)	EUR	(43,238,295)	(562,305)	(0.01)
XAP Consumer Staples Index, 16/03/2018	(6,857)	USD	(328,847,611)	(1,229,283)	(0.03)
XAU Utilities Index, 16/03/2018	(6,569)	USD	(291,208,802)	(575,133)	(0.01)
先物取引に係る評価損合計				(7,941,466)	(0.18)
先物取引に係る純評価損				(5,862,250)	(0.13)

オプション取引(買い)
契約数	取引内容	通貨	取引相手	ｴｸｽﾎﾟｰｼﾞｬｰ (EUR)	評価額 (EUR)	純資産比 (%)
525,437,000	Foreign Exchange USD/JPY, Call, 113.500, 11/01/2018	USD	Goldman Sachs	253,343,480	877,523	0.02
35,088	General Motors Co., Call, 45.000, 18/01/2019	USD	Goldman Sachs	49,014,242	7,255,874	0.16
28,303	General Motors Co., Call, 49.000, 16/03/2018	USD	Goldman Sachs	6,376,824	271,400	-
4,143	S&P 500 Index, Put, 2,615.000, 03/01/2018	USD	Goldman Sachs	907,517,320	302,275	0.01
4,100	S&P 500 Index, Put, 2,650.000, 19/01/2018	USD	Goldman Sachs	226,619,550	3,059,752	0.07
オプション取引(買い)合計					11,766,824	0.26
オプション取引(売り)
契約数	取引内容	通貨	取引相手	ｴｸｽﾎﾟｰｼﾞｬｰ (EUR)	評価額 (EUR)	純資産比 (%)
(367,805,900)	Foreign Exchange JPY/USD, Put, 111.500, 11/01/2018	USD	Goldman Sachs	105,060,96	(340,328)	(0.01)
(28,303)	General Motors Co., Put, 40.000, 16/03/2018	USD	Goldman Sachs	37,868,526	(2,879,199)	(0.06)
(4,143)	S&P 500 Index, Put, 2,515.000, 03/01/2018	USD	Goldman Sachs	872,813,025	(103,637)	-
(4,100)	S&P 500 Index, Put, 2,550.000, 19/01/2018	USD	Goldman Sachs	345,055,183	(991,428)	(0.02)
オプション取引(売り)合計					(4,314,592)	(0.09)

半期報告書(内国投資信託受益証券)-第3期(平成30年6月16日-平成31年6月17日)

開示資料

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