有報資料

半期報告書(内国投資信託受益証券)-第4期(令和1年6月18日-令和2年6月15日)

【提出】: 2020/03/10 9:12
【資料】: PDFをみる
【項目】: 18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 2019年6月18日至 2019年12月17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 2019年6月17日現在	当中間計算期間末 2019年12月17日現在

1.	※1	期首元本額	610,539,728円	835,860,004円
		期中追加設定元本額	405,204,008円	257,057,286円
		期中一部解約元本額	179,883,732円	125,438,274円

2.		中間計算期間末日における受益権の総数	835,860,004口	967,479,016口

3.	※2	元本の欠損	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37,949,881円であります。	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43,760,173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 2018年6月16日至 2018年12月15日	当中間計算期間自 2019年6月18日至 2019年12月17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 2019年12月17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 2019年6月17日現在	当中間計算期間末 2019年12月17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 2019年6月17日現在	当中間計算期間末 2019年12月17日現在
1口当たり純資産額	0.9546円	0.9548円
(1万口当たり純資産額)	(9,546円)	(9,548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。

純資産計算書
2018年6月30日

	(ユーロ)
資産
投資証券評価額	803,716,624
簿価:	774,324,686
現預金	44,137,669
定期性預金	24,048,372
投資証券の売却に係る未収金	1,438,183
申込みに係る未収金	214,096
純未収利息、未収配当金	149,005
税還付未収金	309,582
手数料免除額	36,770
その他の未収金	28,313
為替先渡契約に係る純評価益	3,084,483
その他デリバティブ契約の評価損	2,196,482
資産合計	879,359,579

負債
当座借越	75,830
投資証券の購入に係る未払金	2,840,729
解約に係る未払金	19,960,546
未払運用報酬	607,192
未払サービス報酬	73,315
その他の未払金	88,112
先物取引に係る純評価損	1,469,878
負債合計	25,115,602

純資産	854,243,977

過去の純資産
2017年6月30日	2,283,243,180
2016年6月30日	2,011,370,835

損益および純資産変動計算書
2018年6月30日をもって終了する年度

	(ユーロ)
期首現在純資産	2,283,243,180
収益
純配当収益	15,317,549
純受取利息	1,853,123
証券貸付収益	321,935
銀行利息	40,221
収益合計	17,532,828

費用
運用報酬	16,688,232
サービス報酬	1,839,451
販売費用	107
管理費	1,232,623
登録料、名義書換代理人報酬	134,780
年次税	542,395
当座借越利息	1,025,741
雑費	406,558
	21,869,887
控除:手数料免除額	698,730
運用実績報酬控除前費用合計	21,171,157

費用合計	21,171,157

純投資損失	(3,638,329)

投資証券売却に係る純実現損	(90,285,399)
為替先渡契約に係る純実現損	(1,863,551)
先物取引に係る純実現損	(78,322,812)
為替取引に係る純実現損	(985,713)
その他デリバティブ取引に係る純実現益	18,544,175
純実現損	(152,913,300)

投資証券に係る評価損益の純変動	(18,356,414)
為替先渡契約に係る評価損益の純変動	(21,948,584)
先物取引に係る評価損益の純変動	784,938
為替取引に係る評価損益の純変動	378,638
その他デリバティブ取引に係る評価損益の純変動	(5,449,444)
評価損益の純変動	(44,590,866)

運用の結果による純資産の減少	(201,142,495)

資本の増減
設定	479,197,003
解約	(1,706,520,867)
資本の増減による純資産増減	(1,227,323,864)
支払配当金	(532,844)
期末現在純資産	854,243,977

投資有価証券明細表
2018年6月30日現在

投資対象	通貨	株数/額面	評価額 (ユーロ)	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, Reg. S, Reg. S 0% 26/09/2018	EUR	69,580,000	69,693,453	8.16
France Treasury Bill, Reg. S, Reg. S 0% 27/02/2019	EUR	83,000,000	83,475,026	9.77
France Treasury Bill, Reg. S, Reg. S 0% 27/03/2019	EUR	69,580,000	69,921,473	8.19
France Treasury Bill BTF, Reg. S 0% 29/08/2018	EUR	48,000,000	48,105,086	5.63
			271,195,038	31.75
債券合計			271,195,038	31.75
株式
オーストラリア
APN Outdoor Group Ltd.	AUD	701,996	2,794,682	0.33
Beach Energy Ltd.	AUD	135,211	150,762	0.02
BlueScope Steel Ltd.	AUD	121,881	1,335,403	0.15
Caltex Australia Ltd.	AUD	23,742	490,440	0.06
Computershare Ltd.	AUD	94,783	1,108,856	0.13
Fortescue Metals Group Ltd.	AUD	458,529	1,275,617	0.15
Metcash Ltd.	AUD	853,005	1,409,754	0.16
OZ Minerals Ltd.	AUD	210,063	1,254,740	0.15
Qantas Airways Ltd.	AUD	332,013	1,298,590	0.15
Regis Resources Ltd.	AUD	431,892	1,404,278	0.16
Sirtex Medical Ltd.	AUD	69,336	1,383,670	0.16
Woodside Petroleum Ltd.	AUD	63,351	1,425,000	0.17
			15,331,792	1.79
バミューダ
Ship Finance International Ltd.	USD	111,157	1,436,815	0.17
Validus Holdings Ltd.	USD	243,775	14,190,129	1.66
			15,626,944	1.83
カナダ
Cameco Corp.	CAD	142,498	1,386,230	0.16
CGI Group, Inc. ‘A’	CAD	20,565	1,117,563	0.13
Enerplus Corp.	CAD	134,056	1,461,279	0.17
First Capital Realty, Inc.	CAD	96,702	1,299,754	0.15
Genworth MI Canada, Inc.	CAD	50,285	1,382,367	0.16
Hudbay Minerals, Inc.	CAD	8,858	42,263	0.01
Imperial Oil Ltd.	CAD	49,801	1,420,477	0.17
Linamar Corp.	CAD	29,816	1,094,662	0.13
National Bank of Canada	CAD	13,691	565,833	0.07
Norbord, Inc.	CAD	18,398	646,042	0.08
Power Corp. of Canada	CAD	73,278	1,396,591	0.16
Sandstorm Gold Ltd.	CAD	97,200	373,859	0.04
			12,186,920	1.43
ケイマン諸島
Herbalife Nutrition Ltd.	USD	33,000	1,531,216	0.18
			1,531,216	0.18
ドイツ
Innogy SE, Reg. S	EUR	200,016	7,349,588	0.86
STADA Arzneimittel AG	EUR	28,597	2,297,769	0.27
			9,647,357	1.13
ガーンジー
Amdocs Ltd.	USD	18,756	1,067,058	0.12
			1,067,058	0.12
アイルランド
Eaton Corp. plc	USD	20,132	1,307,096	0.15
Horizon Pharma plc	USD	105,832	1,492,512	0.17
ICON plc	USD	12,629	1,440,547	0.17
Ingersoll-Rand plc	USD	17,478	1,346,067	0.16
Mallinckrodt plc	USD	51,159	830,666	0.10
Seagate Technology plc	USD	23,565	1,148,174	0.13
			7,565,062	0.88
イスラエル
Orbotech Ltd.	USD	49,463	2,632,416	0.31
			2,632,416	0.31
日本
Asahi Kasei Corp.	JPY	125,500	1,369,678	0.16
Brother Industries Ltd.	JPY	59,200	1,004,093	0.12
Chubu Electric Power Co., Inc.	JPY	112,400	1,448,121	0.17
Denka Co. Ltd.	JPY	45,800	1,313,340	0.15
DMG Mori Co. Ltd.	JPY	14,500	172,728	0.02
FUJI Machine Mfg. Co. Ltd.	JPY	10,600	163,181	0.02
GungHo Online Entertainment, Inc.	JPY	58,300	127,503	0.01
Haseko Corp.	JPY	12,800	151,882	0.02
Kaken Pharmaceutical Co. Ltd.	JPY	33,100	1,460,642	0.17
Kanamoto Co. Ltd.	JPY	45,400	1,233,211	0.14
Kansai Electric Power Co., Inc. (The)	JPY	111,200	1,393,637	0.16
KDDI Corp.	JPY	63,500	1,491,929	0.17
KH Neochem Co. Ltd.	JPY	60,900	1,585,758	0.19
Kinden Corp.	JPY	94,000	1,319,502	0.15
Maeda Corp.	JPY	143,400	1,416,844	0.17
Maruwa Co. Ltd.	JPY	1,800	124,102	0.01
Matsumotokiyoshi Holdings Co. Ltd.	JPY	31,400	1,212,117	0.14
Mitsubishi Chemical Holdings Corp.	JPY	187,100	1,344,745	0.16
Mitsubishi Gas Chemical Co., Inc.	JPY	59,300	1,153,645	0.14
Mitsui Chemicals, Inc.	JPY	53,600	1,226,906	0.14
Morinaga Milk Industry Co. Ltd.	JPY	7,000	225,023	0.03
Nexon Co. Ltd.	JPY	76,100	949,313	0.11
NHK Spring Co. Ltd.	JPY	152,200	1,232,306	0.14
Nichias Corp.	JPY	13,000	140,039	0.02
Nippon Light Metal Holdings Co. Ltd.	JPY	661,500	1,277,417	0.15
Nishimatsu Construction Co. Ltd.	JPY	56,800	1,400,809	0.16
Nomura Real Estate Holdings, Inc.	JPY	74,900	1,428,671	0.17
NTT DOCOMO, Inc.	JPY	60,700	1,328,698	0.16
Oji Holdings Corp.	JPY	246,000	1,311,630	0.15
Omron Corp.	JPY	15,500	621,478	0.07
ORIX Corp.	JPY	8,800	119,484	0.01
Penta-Ocean Construction Co. Ltd.	JPY	243,600	1,402,740	0.16
Round One Corp.	JPY	11,600	156,895	0.02
Sankyu, Inc.	JPY	29,700	1,339,398	0.16
Seino Holdings Co. Ltd.	JPY	10,700	163,019	0.02
Showa Shell Sekiyu KK	JPY	125,300	1,605,817	0.19
Sodick Co. Ltd.	JPY	20,500	160,814	0.02
Sumitomo Bakelite Co. Ltd.	JPY	166,000	1,373,650	0.16
Sumitomo Corp.	JPY	90,700	1,278,982	0.15
Suzuken Co. Ltd.	JPY	4,800	174,496	0.02
Taiheiyo Cement Corp.	JPY	5,500	155,583	0.02
Toda Corp.	JPY	172,000	1,285,238	0.15
Tosoh Corp.	JPY	88,500	1,177,780	0.14
TS Tech Co. Ltd.	JPY	34,600	1,240,385	0.15
Tsugami Corp.	JPY	15,000	114,411	0.01
Ulvac, Inc.	JPY	30,500	1,002,927	0.12
Unipres Corp.	JPY	69,600	1,170,502	0.14
YA-MAN Ltd.	JPY	78,400	1,129,706	0.13
Zeon Corp.	JPY	122,800	1,246,165	0.15
			46,926,940	5.49
ルクセンブルク
Trinseo SA	USD	20,750	1,274,242	0.15
			1,274,242	0.15
マーシャル諸島
DryShips, Inc.	USD	120,900	565,914	0.07
			565,914	0.07
オランダ
Gemalto NV	EUR	281,881	14,108,144	1.65
LyondellBasell Industries NV ‘A’	USD	9,524	904,408	0.11
NXP Semiconductors NV	USD	142,181	13,437,541	1.57
			28,450,093	3.33
スイス
Novartis AG	CHF	43,801	2,855,122	0.33
TE Connectivity Ltd.	USD	13,366	1,024,158	0.12
Transocean Ltd.	USD	127,928	1,499,225	0.18
Zurich Insurance Group AG	CHF	617	156,799	0.02
			5,535,304	0.65
英国
Atlantica Yield plc	USD	88,855	1,532,404	0.18
STERIS plc	USD	15,101	1,350,480	0.16
			2,882,884	0.34
米国
Abercrombie & Fitch Co. ‘A’	USD	5,898	129,097	0.02
Aetna, Inc.	USD	1,331	211,587	0.02
Aflac, Inc.	USD	34,698	1,291,430	0.15
Agilent Technologies, Inc.	USD	24,735	1,314,801	0.15
Alcoa Corp.	USD	34,475	1,392,093	0.16
Allison Transmission Holdings, Inc.	USD	40,640	1,430,212	0.17
Alphabet, Inc. ‘A’	USD	1,156	1,130,861	0.13
American Eagle Outfitters, Inc.	USD	68,341	1,404,597	0.16
AmTrust Financial Services, Inc.	USD	678,084	8,482,456	0.99
Apple, Inc.	USD	3,758	601,954	0.07
Applied Industrial Technologies, Inc.	USD	22,746	1,388,023	0.16
Applied Materials, Inc.	USD	24,606	982,068	0.11
ArcBest Corp.	USD	3,551	141,589	0.02
Artisan Partners Asset Management, Inc. ‘A’	USD	47,591	1,227,257	0.14
athenahealth, Inc.	USD	29,425	4,026,124	0.47
Avery Dennison Corp.	USD	14,452	1,264,637	0.15
Avista Corp.	USD	155,453	7,038,190	0.82
Bank of America Corp. Preference 7.25%	USD	690	741,131	0.09
Barnes Group, Inc.	USD	12,036	610,473	0.07
Beazer Homes USA, Inc.	USD	114,013	1,421,833	0.17
Becton Dickinson and Co. Preference 6.125%	USD	17,000	906,417	0.11
BGC Partners, Inc. ‘A’	USD	154,324	1,526,248	0.18
Boise Cascade Co.	USD	35,198	1,349,037	0.16
BorgWarner, Inc.	USD	34,044	1,282,439	0.15
Boston Beer Co., Inc. (The) ‘A’	USD	6,651	1,699,566	0.20
Brady Corp. ‘A’	USD	40,486	1,343,947	0.16
Brinker International, Inc.	USD	56,100	2,343,362	0.27
Bristol-Myers Squibb Co.	USD	2,931	139,574	0.02
Cabot Microelectronics Corp.	USD	11,127	1,020,077	0.12
Cambrex Corp.	USD	33,078	1,458,839	0.17
Caterpillar, Inc.	USD	1,003	118,341	0.01
Chemed Corp.	USD	2,707	746,894	0.09
Chico’s FAS, Inc.	USD	194,206	1,386,924	0.16
Churchill Downs, Inc.	USD	8,000	2,039,817	0.24
Cisco Systems, Inc.	USD	22,971	854,764	0.10
Continental Building Products, Inc.	USD	55,839	1,522,681	0.18
Convergys Corp.	USD	52,426	1,129,056	0.13
Cooper Cos., Inc. (The)	USD	6,827	1,365,640	0.16
Cotiviti Holdings, Inc.	USD	240,971	9,134,306	1.07
Crane Co.	USD	18,405	1,278,037	0.15
Cummins, Inc.	USD	12,041	1,392,401	0.16
Customers Bancorp, Inc.	USD	28,400	702,121	0.08
Danaher Corp.	USD	15,351	1,308,630	0.15
Dick’s Sporting Goods, Inc.	USD	51,637	1,620,087	0.19
Dolby Laboratories, Inc. ‘A’	USD	20,401	1,077,329	0.13
Dominion Energy, Inc. Preference 6.75%	USD	18,000	711,763	0.08
DSW, Inc. ‘A’	USD	69,743	1,568,786	0.18
Eastman Chemical Co.	USD	14,829	1,281,388	0.15
Encompass Health Corp.	USD	24,653	1,431,450	0.17
Energen Corp.	USD	3,799	238,416	0.03
EnerSys	USD	19,465	1,262,704	0.15
Entegris, Inc.	USD	36,018	1,071,117	0.13
Envision Healthcare Corp.	USD	358,436	13,513,079	1.58
Express Scripts Holding Co.	USD	19,263	1,294,353	0.15
Fidelity National Information Services, Inc.	USD	12,128	1,109,761	0.13
First American Financial Corp.	USD	16,309	721,657	0.08
First Solar, Inc.	USD	6,353	288,153	0.03
Flowers Foods, Inc.	USD	77,673	1,387,590	0.16
Foundation Medicine, Inc.	USD	82,500	9,677,269	1.13
FTI Consulting, Inc.	USD	25,304	1,321,792	0.15
Gentex Corp.	USD	66,563	1,334,896	0.16
Greenbrier Cos., Inc. (The)	USD	31,679	1,403,941	0.16
Greif, Inc. ‘A’	USD	26,596	1,223,674	0.14
HEICO Corp.	USD	21,706	1,363,616	0.16
Herman Miller, Inc.	USD	48,027	1,409,684	0.16
Hess Corp. Preference 8%	USD	14,000	915,642	0.11
Hillenbrand, Inc.	USD	16,676	675,665	0.08
HollyFrontier Corp.	USD	21,761	1,294,274	0.15
Houlihan Lokey, Inc.	USD	34,516	1,524,186	0.18
Humana, Inc.	USD	3,146	806,887	0.09
Huntsman Corp.	USD	49,268	1,250,192	0.15
ICF International, Inc.	USD	24,341	1,490,058	0.17
Ingredion, Inc.	USD	15,560	1,482,738	0.17
Jabil, Inc.	USD	44,765	1,066,721	0.12
JM Smucker Co. (The)	USD	2,024	188,629	0.02
John Wiley & Sons, Inc. ‘A’	USD	23,302	1,254,840	0.15
Johnson & Johnson	USD	12,843	1,349,137	0.16
KAR Auction Services, Inc.	USD	31,439	1,471,881	0.17
Kinder Morgan, Inc. Preference 9.75%	USD	20,000	588,498	0.07
Kindred Healthcare, Inc.	USD	424,942	3,293,855	0.39
Lam Research Corp.	USD	6,180	923,056	0.11
Louisiana-Pacific Corp.	USD	53,709	1,254,711	0.15
MDU Resources Group, Inc.	USD	63,351	1,562,120	0.18
MEDNAX, Inc.	USD	17,500	653,590	0.08
Methode Electronics, Inc.	USD	30,378	1,055,371	0.12
National Oilwell Varco, Inc.	USD	38,630	1,444,909	0.17
NextEra Energy, Inc. Preference 6.371%	USD	14,000	897,966	0.11
NRG Yield, Inc. ‘C’	USD	101,078	1,506,204	0.18
Nu Skin Enterprises, Inc. ‘A’	USD	19,490	1,329,777	0.16
NxStage Medical, Inc.	USD	157,282	3,756,034	0.44
Oil States International, Inc.	USD	49,590	1,376,767	0.16
Old Republic International Corp.	USD	73,913	1,272,490	0.15
Omnicom Group, Inc.	USD	21,803	1,432,629	0.17
Oracle Corp.	USD	26,783	1,012,023	0.12
Owens Corning	USD	27,775	1,506,571	0.18
PBF Energy, Inc. ‘A’	USD	35,861	1,310,230	0.15
PepsiCo, Inc.	USD	15,579	1,449,158	0.17
Pfizer, Inc.	USD	44,071	1,377,597	0.16
Phillips 66	USD	13,656	1,330,860	0.16
Platform Specialty Products Corp.	USD	319,300	3,127,677	0.37
Procter & Gamble Co. (The)	USD	21,084	1,413,091	0.17
Progress Software Corp.	USD	33,721	1,161,809	0.14
Prudential Financial, Inc.	USD	15,756	1,277,658	0.15
PulteGroup, Inc.	USD	55,481	1,371,157	0.16
Quad/Graphics, Inc.	USD	81,708	1,460,726	0.17
Ralph Lauren Corp.	USD	11,667	1,281,915	0.15
Regal Beloit Corp.	USD	19,478	1,351,291	0.16
Rent-A-Center, Inc.	USD	343,880	4,357,865	0.51
Rockwell Collins, Inc.	USD	102,169	11,817,283	1.38
Sanderson Farms, Inc.	USD	17,765	1,592,002	0.19
SEACOR Holdings, Inc.	USD	32,608	1,630,232	0.19
Sealed Air Corp.	USD	53,900	1,964,680	0.23
Sinclair Broadcast Group, Inc. ‘A’	USD	6,375	176,305	0.02
SJW Group	USD	45,800	2,577,705	0.30
SolarEdge Technologies, Inc.	USD	4,494	190,093	0.02
Spirit AeroSystems Holdings, Inc. ‘A’	USD	18,144	1,336,194	0.16
Stanley Black & Decker, Inc. Preference 5.375%	USD	9,000	830,996	0.10
Steel Dynamics, Inc.	USD	31,724	1,270,927	0.15
Stericycle, Inc. Preference 5.25%	USD	15,000	629,466	0.07
Synopsys, Inc.	USD	14,205	1,044,830	0.12
Tailored Brands, Inc.	USD	5,949	135,578	0.02
Target Corp.	USD	15,932	1,047,474	0.12
Taylor Morrison Home Corp. ‘A’	USD	70,564	1,246,349	0.15
Terex Corp.	USD	58,900	2,132,262	0.25
Thor Industries, Inc.	USD	1,308	110,998	0.01
Tidewater, Inc.	USD	23,470	590,318	0.07
Toll Brothers, Inc.	USD	44,093	1,398,546	0.16
Twenty-First Century Fox, Inc. ‘A’	USD	163,229	6,957,056	0.81
Tyson Foods, Inc. ‘A’	USD	3,005	177,089	0.02
UnitedHealth Group, Inc.	USD	3,509	739,219	0.09
USG Corp.	USD	262,952	9,754,103	1.14
Visa, Inc. ‘A’	USD	9,565	1,096,263	0.13
Vishay Intertechnology, Inc.	USD	58,766	1,177,268	0.14
VMware, Inc. ‘A’	USD	9,184	1,166,300	0.14
W&T Offshore, Inc.	USD	29,390	183,637	0.02
Waddell & Reed Financial, Inc. ‘A’	USD	80,578	1,273,392	0.15
Walgreens Boots Alliance, Inc.	USD	24,569	1,262,825	0.15
Walmart, Inc.	USD	18,953	1,397,155	0.16
Waters Corp.	USD	8,236	1,384,810	0.16
Web.com Group, Inc.	USD	203,240	4,464,291	0.52
WellCare Health Plans, Inc.	USD	7,159	1,519,209	0.18
Wells Fargo & Co. Preference 7.5%	USD	700	755,735	0.09
Welltower, Inc., REIT Preference 6.5%	USD	9,400	479,761	0.06
Western Union Co. (The)	USD	62,665	1,094,991	0.13
WGL Holdings, Inc.	USD	91,429	6,967,190	0.82
William Lyon Homes ‘A’	USD	71,533	1,431,803	0.17
Wolverine World Wide, Inc.	USD	47,106	1,431,605	0.17
Worthington Industries, Inc.	USD	33,487	1,238,880	0.14
			258,175,311	30.22
イギリス領ヴァージン諸島
Michael Kors Holdings Ltd.	USD	4,273	248,181	0.03
			248,181	0.03
株式合計			409,647,634	47.95
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			680,842,672	79.70
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	1,409,000	1,321,252	0.15
			1,321,252	0.15
ケイマン諸島
Vipshop Holdings Ltd. 1.5% 15/03/2019	USD	1,041,000	883,024	0.10
			883,024	0.10
オランダ
NXP Semiconductors NV 1% 01/12/2019	USD	846,000	876,499	0.10
			876,499	0.10
米国
Acorda Therapeutics, Inc. 1.75% 15/06/2021	USD	1,516,000	1,245,699	0.15
Akamai Technologies, Inc. 0% 15/02/2019	USD	1,266,000	1,094,593	0.13
Allscripts Healthcare Solutions, Inc. 1.25% 01/07/2020	USD	1,166,000	1,014,377	0.12
AMAG Pharmaceuticals, Inc. 3.25% 01/06/2022	USD	950,000	859,736	0.10
Anthem, Inc. 2.75% 15/10/2042	USD	271,000	764,774	0.09
BioMarin Pharmaceutical, Inc. 0.75% 15/10/2018	USD	747,000	675,298	0.08
BioMarin Pharmaceutical, Inc. 1.5% 15/10/2020	USD	728,000	726,734	0.08
Booking Holdings, Inc. 0.35% 15/06/2020	USD	294,000	391,998	0.05
Cheniere Energy, Inc. 4.25% 15/03/2045	USD	1,333,000	903,949	0.11
Citrix Systems, Inc. 0.5% 15/04/2019	USD	838,000	1,047,000	0.12
Electronics For Imaging, Inc. 0.75% 01/09/2019	USD	1,018,000	868,170	0.10
Euronet Worldwide, Inc. 1.5% 01/10/2044	USD	779,000	819,599	0.10
Illumina, Inc. 0.5% 15/06/2021	USD	371,000	420,818	0.05
Integrated Device Technology, Inc. 0.875% 15/11/2022	USD	902,000	880,293	0.10
Intel Corp. 3.25% 01/08/2039	USD	374,000	765,086	0.09
Intercept Pharmaceuticals, Inc. 3.25% 01/07/2023	USD	1,140,000	854,313	0.10
InterDigital, Inc. 1.5% 01/03/2020	USD	874,000	914,262	0.11
Ionis Pharmaceuticals, Inc. 1% 15/11/2021	USD	1,322,000	1,114,779	0.13
j2 Global, Inc. 3.25% 15/06/2029	USD	1,078,000	1,245,193	0.15
Microchip Technology, Inc. 1.625% 15/02/2025	USD	821,000	1,230,415	0.14
Micron Technology, Inc. 3% 15/11/2043	USD	1,827,000	2,850,864	0.33
Molina Healthcare, Inc. 1.125% 15/01/2020	USD	542,000	1,134,538	0.13
Novellus Systems, Inc. 2.625% 15/05/2041	USD	199,000	879,248	0.10
NRG Yield, Inc., 144A 3.5% 01/02/2019	USD	1,466,000	1,256,087	0.15
NuVasive, Inc. 2.25% 15/03/2021	USD	754,000	707,642	0.08
Oasis Petroleum, Inc. 2.625% 15/09/2023	USD	973,000	1,092,423	0.13
Palo Alto Networks, Inc. 0% 01/07/2019	USD	725,000	1,155,453	0.14
Prospect Capital Corp. 4.75% 15/04/2020	USD	1,392,000	1,196,992	0.14
Red Hat, Inc. 0.25% 01/10/2019	USD	940,000	1,473,454	0.17
Royal Gold, Inc. 2.875% 15/06/2019	USD	831,000	756,248	0.09
Spirit Realty Capital, Inc., REIT 2.875% 15/05/2019	USD	546,000	467,729	0.05
Spirit Realty Capital, Inc., REIT 3.75% 15/05/2021	USD	536,000	462,877	0.05
Starwood Property Trust, Inc., REIT 4% 15/01/2019	USD	703,000	682,640	0.08
Veeco Instruments, Inc. 2.7% 15/01/2023	USD	886,000	671,649	0.08
Verint Systems, Inc. 1.5% 01/06/2021	USD	1,071,000	906,942	0.11
Workday, Inc. 0.75% 15/07/2018	USD	735,000	938,720	0.11
			34,470,592	4.04
転換社債合計			37,551,367	4.39
株式
米国
Halyard Health, Inc.	USD	29,274	1,452,361	0.17
			1,452,361	0.17
株式合計			1,452,361	0.17
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			39,003,728	4.56
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
Furiex Pharmaceuticals LLC, CVR	USD	660	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
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	83,870,224	83,870,224	9.82
			83,870,224	9.82
UCITS合計			83,870,224	9.82
UCITSもしくはその他のファンド合計			83,870,224	9.82
投資合計			803,716,624	94.08
定期性預金
フランス
BRED Banque Populaire SA 1.99% 02/07/2018	USD	28,000,000	24,048,372	2.82
			24,048,372	2.82
定期性預金合計			24,048,372	2.82
現金			44,061,839	5.16
その他の負債			(17,582,858)	(2.06)
純資産			854,243,977	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) (ユーロ)	純資産比 (%)
AUD	2,015	EUR	1,274	11/07/2018	Merrill Lynch	3	-
CAD	1,362,590	EUR	883,724	18/07/2018	Goldman Sachs	3,076	-
CHF	12,456	EUR	10,738	11/07/2018	BNP Paribas	30	-
CHF	56,373,426	EUR	48,469,511	11/07/2018	Merrill Lynch	263,236	0.03
CHF	10,185	EUR	8,762	11/07/2018	State Street	43	-
CHF	2,924,590	USD	2,935,607	18/07/2018	Goldman Sachs	9,875	-
EUR	125,637	AUD	197,631	02/07/2018	National Australia Bank	254	-
EUR	41,728	AUD	65,699	03/07/2018	National Australia Bank	46	-
EUR	30,466	AUD	47,375	11/07/2018	Merrill Lynch	427	-
EUR	2,988,364	AUD	4,697,592	18/07/2018	Deutsche Bank	11,274	-
EUR	646,429	AUD	1,004,435	18/07/2018	National Australia Bank	9,871	-
EUR	20,730,194	AUD	32,259,463	18/07/2018	Standard Chartered	285,821	0.03
EUR	1,150,281	CAD	1,763,461	18/07/2018	Morgan Stanley	2,587	-
EUR	12,002,439	CAD	18,342,392	18/07/2018	Standard Chartered	64,860	0.01
EUR	6,334	CHF	7,302	11/07/2018	ANZ	22	-
EUR	335,728	CHF	387,490	11/07/2018	Barclays	757	-
EUR	3,251,918	CHF	3,757,703	11/07/2018	BNP Paribas	3,522	-
EUR	4,273	CHF	4,938	11/07/2018	HSBC	4	-
EUR	12,782,987	CHF	14,747,694	11/07/2018	UBS	34,150	0.01
EUR	102,096,239	CHF	118,064,704	18/07/2018	Standard Chartered	25,271	-
EUR	698,444	GBP	615,500	11/07/2018	ANZ	2,967	-
EUR	128,353	GBP	112,738	11/07/2018	BNP Paribas	966	-
EUR	346,574	GBP	305,139	11/07/2018	Merrill Lynch	1,786	-
EUR	2,255,410	GBP	1,975,590	18/07/2018	BNP Paribas	23,564	-
EUR	1,924,423	GBP	1,689,174	18/07/2018	Morgan Stanley	16,144	-
EUR	8,034,481	HUF	2,598,394,409	18/07/2018	Goldman Sachs	155,236	0.02
EUR	8,152,810	ILS	34,185,130	18/07/2018	Societe Generale	119,031	0.02
EUR	832,366	JPY	106,536,416	11/07/2018	BNP Paribas	6,165	-
EUR	2,482,632	JPY	316,993,848	18/07/2018	National Australia Bank	24,426	-
EUR	42,229,972	JPY	5,417,226,974	18/07/2018	Standard Chartered	220,763	0.03
EUR	35,023	NOK	332,270	11/07/2018	State Street	147	-
EUR	25,331	NOK	239,239	11/07/2018	Toronto-Dominion Bank	220	-
EUR	1,716,392	NOK	16,272,362	18/07/2018	Goldman Sachs	8,786	-
EUR	8,175,401	PLN	35,033,612	18/07/2018	UBS	172,616	0.02
EUR	148,980	SEK	1,525,051	11/07/2018	Citibank	3,187	-
EUR	90,682	SEK	931,492	11/07/2018	Deutsche Bank	1,633	-
EUR	509,821	SEK	5,268,034	11/07/2018	HSBC	6,203	-
EUR	233,295	SEK	2,426,981	11/07/2018	Merrill Lynch	1,278	-
EUR	1,196,978	SEK	12,145,953	11/07/2018	National Australia Bank	35,840	0.01
EUR	2,086,524	SEK	21,164,131	11/07/2018	Standard Chartered	63,259	0.01
EUR	614,036	SEK	6,248,306	11/07/2018	State Street	16,706	-
EUR	947,652	SEK	9,733,894	11/07/2018	Toronto-Dominion Bank	17,104	-
EUR	33,908	SEK	351,186	11/07/2018	UBS	335	-
EUR	1,326,805	SEK	13,705,948	18/07/2018	HSBC	16,520	-
EUR	78,881,547	SEK	803,136,257	18/07/2018	Standard Chartered	2,101,963	0.25
EUR	8,091,220	THB	305,198,715	18/07/2018	Societe Generale	184,832	0.02
EUR	421,260	USD	489,569	11/07/2018	ANZ	1,022	-
EUR	1,160	USD	1,351	11/07/2018	BNP Paribas	-	-
EUR	350,333	USD	406,460	11/07/2018	Standard Chartered	1,433	-
EUR	544,137,000	USD	633,160,237	18/07/2018	Merrill Lynch	932,609	0.11
EUR	21,574,005	USD	25,000,000	18/07/2018	RBC	125,864	0.02
JPY	999,999,996	EUR	7,705,252	11/07/2018	National Australia Bank	49,850	0.01
JPY	19,202,313,494	EUR	147,607,573	11/07/2018	Standard Chartered	1,308,335	0.15
MXN	189,174,433	EUR	7,766,177	18/07/2018	Goldman Sachs	458,410	0.05
TRY	42,473,515	EUR	7,640,234	18/07/2018	Societe Generale	262,708	0.03
USD	126,610,763	EUR	106,885,043	11/07/2018	BNP Paribas	1,795,642	0.21
USD	279,525	EUR	238,758	18/07/2018	BNP Paribas	1,054	-
USD	2,717,321	EUR	2,323,730	18/07/2018	Goldman Sachs	7,529	-
USD	2,647,066	EUR	2,270,178	18/07/2018	HSBC	808	-
USD	160,299,607	EUR	137,187,760	18/07/2018	Morgan Stanley	337,381	0.04
USD	909,755	EUR	779,229	18/07/2018	National Australia Bank	1,273	-
USD	7,000,000	EUR	5,996,406	18/07/2018	State Street	9,074	-
USD	9,584,108	TWD	285,918,866	18/07/2018	J.P. Morgan	161,334	0.02
為替先渡契約に係る評価益合計						9,371,132	1.10
AUD	28,180	EUR	18,021	11/07/2018	ANZ	(152)	-
AUD	8,648,933	EUR	5,514,782	11/07/2018	Citibank	(30,771)	-
AUD	4,542	EUR	2,926	11/07/2018	HSBC	(46)	-
AUD	263,330	EUR	167,258	11/07/2018	National Australia Bank	(289)	-
AUD	94,314	EUR	60,417	11/07/2018	Standard Chartered	(616)	-
AUD	41,525,995	EUR	26,684,943	18/07/2018	Standard Chartered	(367,923)	(0.04)
CAD	79,615,124	EUR	52,113,682	18/07/2018	Standard Chartered	(298,639)	(0.04)
CHF	14,747,694	EUR	12,781,912	02/07/2018	UBS	(34,096)	(0.01)
CHF	3,754,654	EUR	3,248,985	03/07/2018	BNP Paribas	(3,485)	-
CHF	1,271	EUR	1,102	11/07/2018	ANZ	(3)	-
CHF	13,177	EUR	11,440	11/07/2018	Citibank	(49)	-
CHF	23,352	EUR	20,237	11/07/2018	Standard Chartered	(49)	-
CHF	2,241,441	EUR	1,950,332	18/07/2018	Deutsche Bank	(12,530)	-
EUR	28,624	AUD	45,214	11/07/2018	BNP Paribas	(45)	-
EUR	4,985	AUD	7,872	11/07/2018	Merrill Lynch	(7)	-
EUR	1,441,467	CAD	2,224,008	18/07/2018	Standard Chartered	(5,960)	-
EUR	16,944	CHF	19,655	11/07/2018	BNP Paribas	(47)	-
EUR	262,038	CHF	304,187	11/07/2018	Merrill Lynch	(921)	-
EUR	7,566	CHF	8,757	11/07/2018	UBS	(4)	-
EUR	1,063,672	GBP	943,659	18/07/2018	BNP Paribas	(2,390)	-
EUR	844,328	JPY	109,800,929	11/07/2018	Goldman Sachs	(7,190)	-
EUR	6,219,118	JPY	806,354,079	18/07/2018	Standard Chartered	(33,951)	-
EUR	470,771	USD	548,883	11/07/2018	ANZ	(382)	-
EUR	963,608	USD	1,126,887	11/07/2018	BNP Paribas	(3,694)	-
EUR	523,381	USD	619,668	11/07/2018	Standard Chartered	(8,532)	-
EUR	1,159,846	USD	1,372,624	18/07/2018	Deutsche Bank	(17,764)	-
EUR	323,399	USD	378,656	18/07/2018	Merrill Lynch	(1,460)	-
GBP	1,815	EUR	2,058	11/07/2018	BNP Paribas	(8)	-
GBP	29,435	EUR	33,564	11/07/2018	Citibank	(305)	-
GBP	57,784,383	EUR	65,541,256	11/07/2018	Merrill Lynch	(248,480)	(0.03)
GBP	11,787,983	EUR	13,480,835	18/07/2018	Standard Chartered	(163,819)	(0.02)
GBP	2,272,850	USD	3,014,171	18/07/2018	BNP Paribas	(18,271)	-
INR	638,156,425	USD	9,339,603	18/07/2018	Standard Chartered	(41,078)	(0.01)
JPY	2,499,995	EUR	19,621	11/07/2018	ANZ	(233)	-
JPY	12,499,998	EUR	97,327	11/07/2018	BNP Paribas	(389)	-
JPY	6,499,993	EUR	50,707	11/07/2018	Citibank	(299)	-
JPY	3,499,996	EUR	27,186	11/07/2018	National Australia Bank	(43)	-
JPY	2,466,343,175	EUR	19,226,369	18/07/2018	Standard Chartered	(100,509)	(0.01)
NOK	44,834,415	EUR	4,739,699	11/07/2018	Toronto-Dominion Bank	(33,665)	-
NOK	402,926,812	EUR	42,663,211	18/07/2018	Standard Chartered	(380,474)	(0.05)
NZD	63,913,682	EUR	38,255,961	18/07/2018	Standard Chartered	(1,171,859)	(0.14)
PHP	503,797,149	USD	9,443,423	18/07/2018	Merrill Lynch	(11,692)	-
SEK	21,903,994	CAD	3,239,676	18/07/2018	Deutsche Bank	(14,428)	-
SEK	351,186	EUR	33,908	02/07/2018	UBS	(335)	-
SEK	1,802,919	EUR	172,806	03/07/2018	Merrill Lynch	(451)	-
SEK	40,968	EUR	4,043	11/07/2018	HSBC	(126)	-
SEK	1,069,172,185	EUR	105,058,647	11/07/2018	Standard Chartered	(2,847,070)	(0.33)
USD	92,209,891	EUR	79,244,535	18/07/2018	Merrill Lynch	(135,306)	(0.02)
USD	46,500,000	EUR	39,913,307	18/07/2018	Morgan Stanley	(19,765)	-
USD	9,372,042	EUR	8,094,821	18/07/2018	Standard Chartered	(54,305)	(0.01)
ZAR	122,949,780	EUR	7,834,669	18/07/2018	Goldman Sachs	(212,744)	(0.03)
為替先渡契約に係る評価損合計						(6,286,649)	(0.74)
為替先渡契約に係る純評価益						3,084,483	0.36

先物取引
銘柄	契約枚数	通貨	ｴｸｽﾎﾟｰｼﾞｬｰ (ユーロ)	評価益(損) (ユーロ)	純資産比 (%)
CAC 40 10 Euro Index, 20/07/2018	143	EUR	7,647,282	108,323	0.01
Canada 10 Year Bond, 19/09/2018	(197)	CAD	(17,560,952)	29,045	-
DAX Index, 21/09/2018	2	EUR	616,400	9,225	-
Euro-Buxl 30 Year Bond, 06/09/2018	28	EUR	4,973,080	24,360	-
Euro-Bund, 06/09/2018	42	EUR	6,824,370	1,050	-
EURO STOXX 50 Index, 21/09/2018	59	EUR	2,006,295	29,205	-
FTSE 100 Index, 21/09/2018	60	GBP	5,163,827	43,399	0.01
FTSE MIB Index, 21/09/2018	29	EUR	3,130,188	37,193	0.01
Hang Seng Index, 30/07/2018	17	HKD	2,672,812	43,080	0.01
Japan 10 Year Bond, 12/09/2018	(109)	JPY	(127,510,677)	16,907	-
Long Gilt, 26/09/2018	(305)	GBP	(42,400,711)	59,638	0.01
S&P 500 Emini Index, 21/09/2018	24	USD	2,820,230	17,392	-
TOPIX Index, 13/09/2018	12	JPY	1,610,484	6,515	-
US 2 Year Note, 28/09/2018	(637)	USD	(115,895,540)	14,059	-
US 5 Year Note, 28/09/2018	(413)	USD	(40,297,392)	12,755	-
先物取引に係る評価益合計				452,146	0.05
Australia 3 Year Bond, 17/09/2018	(563)	AUD	(39,770,160)	(44,739)	(0.01)
Australia 10 Year Bond, 17/09/2018	1,814	AUD	148,876,743	(191,839)	(0.02)
Canada 10 Year Bond, 19/09/2018	103	CAD	9,181,615	(15,766)	-
Euro-Bobl, 06/09/2018	156	EUR	20,616,180	(8,580)	-
Euro-Schatz, 06/09/2018	741	EUR	83,056,837	(12,967)	-
Euro-Bund, 06/09/2018	(712)	EUR	(115,689,320)	(196,160)	(0.02)
IBEX 35 Index, 20/07/2018	(28)	EUR	(2,693,320)	(25,088)	-
Japan 10 Year Bond, 12/09/2018	62	JPY	72,529,009	(4,585)	-
S&P 500 Emini Index, 21/09/2018	(1,494)	USD	(175,559,310)	(1,082,660)	(0.13)
SPI 200 Index, 20/09/2018	65	AUD	6,338,276	(24,743)	-
US Long Bond, 19/09/2018	(86)	USD	(10,722,810)	(15,032)	-
US 10 Year Note, 19/09/2018	1,142	USD	117,891,172	(299,865)	(0.04)
先物取引に係る評価損合計				(1,922,024)	(0.22)
先物取引に係る純評価損				(1,469,878)	(0.17)

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 (ユーロ)	評価益(損) (ユーロ)	純資産比 (%)

272,695,469	USD	Goldman Sachs	Receive Spread of 0.00% on Notional Pay S&P GSCI Equal Weight Select Excess Return Index	06/08/2018	6,656,971	6,656,971	0.78
1,052,789	USD	Macquarie Bank	Receive BCOM Index Excess Return Pay Spread of 0.08% on Notional	26/09/2018	106	106	-
商品指数スワップ取引に係る評価益合計					6,657,077	6,657,077	0.78
272,373,653	USD	Goldman Sachs	Receive S&P GSCI Roll Weight Select Excess Return Index Pay Spread of 0.00% on Notional	06/08/2018	(4,955,720)	(4,955,720)	(0.58)
3,312,354	USD	Macquarie Bank	Receive BCOM Index Excess Return Pay Spread of 0.08% on Notional	14/09/2018	(100,855)	(100,855)	(0.01)
8,724,458	USD	Macquarie Bank	Receive BCOM Index Excess Return Pay Spread of 0.00% on Notional	28/08/2018	(379,964)	(379,964)	(0.05)
商品指数スワップ取引に係る評価損合計					(5,436,539)	(5,436,539)	(0.64)
商品指数スワップ取引に係る純評価益					1,220,538	1,220,538	0.14

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 (ユーロ)	評価益(損) (ユーロ)	純資産比 (%)
Receive Performance of the underlying equity basket of 2 Securities Pay AUD-1M-BBSW-REUTR +0.25%	AUD	21/08/2018	UBS	7,236,702	261,585	0.03
Receive Performance of the underlying equity basket of 3 Securities Pay AUD-1M-BBSW-REUTR +0.25%	AUD	21/08/2018	UBS	3,853,760	155,377	0.02
Receive AUD-1M-BBSW-REUTR Pay Performance of the underlying equity basket of 5 Securities	AUD	21/08/2018	UBS	(7,406,974)
Receive Performance of the underlying equity basket of 1 Security Pay CAD-1M-CDOR-BANKS +0.15%	CAD	21/08/2018	UBS	14,997,216	17,120	–
Receive CAD-1D-CORRA-BID Pay Performance of the underlying equity basket of 1 Security	CAD	21/08/2018	UBS	(15,057,625)
Receive 1M BA Pay Performance of the underlying equity basket of 17 Securities	CAD	15/10/2018	Bank of America	(25,305,038)	153,616	0.02
Receive Performance of the underlying equity basket of 3 Securities Pay CHF-1M-LIBOR-BBA +0.25%	CHF	21/08/2018	UBS	3,974,444	59,832	0.01
Receive CHF-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 3 Securities	CHF	21/08/2018	UBS	(3,678,152)
Receive Performance of the underlying equity basket of 5 Securities Pay 1M LIBOR +0.25%	CHF	29/03/2019	Bank of America	6,580,859	315,365	0.04
Receive 1M LIBOR Pay Performance of the underlying equity basket of 4 Securities	CHF	29/03/2019	Bank of America	(5,383,484)
Receive Performance of the underlying equity basket of 3 Securities Pay EUR-1M-LIBOR-BBA +0.25%	EUR	21/08/2018	UBS
Receive Performance of the underlying equity basket of 3 Securities Pay EUR-1M-LIBOR-BBA +0.25%	EUR	03/12/2019	UBS	17,380,547	62,121	0.01
Receive Performance of the underlying equity basket of 2 Securities Pay 1M EURIBOR +0.25%	EUR	29/03/2019	Bank of America	2,689,772	952,958	0.11
Receive 1M EURIBOR Pay Performance of the underlying equity basket of 27 Securities	EUR	29/03/2019	Bank of America	(37,551,381)
Receive Performance of the underlying equity basket of 5 Securities Pay GBP-1M-LIBOR-BBA +0.25%	GBP	21/08/2018	UBS	18,264,934	20,520	–
Receive GBP-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 1 Security	GBP	21/08/2018	UBS	(3,540,598)
Receive Performance of the underlying equity basket of 18 Securities Pay 1M LIBOR +0.25%	GBP	29/03/2019	Bank of America	23,319,496	166,556	0.02
Receive 1M LIBOR Pay Performance of the underlying equity basket of 11 Securities	GBP	29/03/2019	Bank of America	(14,169,908)
Receive Performance of the underlying equity basket of 5 Securities Pay 1M LIBOR +0.25%	GBP	29/03/2019	Bank of America	22,400,864	1,549,745	0.18
Receive Performance of the underlying equity basket of 1 Security Pay JPY-1M-LIBOR-BBA +0.25%	JPY	21/08/2018	UBS	1,706,649	104,536	0.01
Receive JPY-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 1 Security	JPY	21/08/2018	UBS	(4,282,744)
Receive 1M LIBOR -0.35% Pay Performance of the underlying equity basket of 37 Securities	JPY	15/10/2018	Bank of America
Receive 1M LIBOR -0.61% Pay Performance of the underlying equity basket of 37 Securities	JPY	15/10/2018	Bank of America
Receive 1M LIBOR -1.00% Pay Performance of the underlying equity basket of 37 Securities	JPY	15/10/2018	Bank of America
Receive 1M LIBOR -2.00% Pay Performance of the underlying equity basket of 37 Securities	JPY	15/10/2018	Bank of America	(50,841,057)	579,443	0.07
Receive Performance of the underlying equity basket of 1 Security Pay 1M STIBO +0.25%	SEK	31/07/2019	Bank of America	1,848,650	7,613	–
Receive 1M STIBO Pay Performance of the underlying equity basket of 1 Security	SEK	31/07/2019	Bank of America	(1,373,515)
Receive Performance of the underlying equity basket of 41 Securities Pay USD-1M-LIBOR-BBA +0.25%	USD	20/08/2018	UBS
Receive Performance of the underlying equity basket of 41 Securities Pay USD-1M-LIBOR-BBA +0.25%	USD	21/08/2018	UBS	43,034,610	1,267,218	0.15
Receive USD-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 116 Securities	USD	20/08/2018	UBS
Receive USD-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 116 Securities	USD	21/08/2018	UBS	(150,551,830)
Receive Performance of the underlying equity basket of 59 Securities Pay 1M LIBOR +0.25%	USD	28/02/2019	Bank of America	75,291,375	262,989	0.03
Receive 1M LIBOR Pay Performance of the underlying equity basket of 74 Securities	USD	15/10/2018	Bank of America	(99,761,998)
トータル・リターン・スワップ取引に係る評価益合計					5,936,594	0.70
Receive Performance of the underlying equity basket of 2 Securities Pay 1M BBR +0.35%	AUD	28/02/2019	Bank of America	2,859,923	(145,057)	(0.02)
Receive 1M BBR -0.35% Pay Performance of the underlying equity basket of 6 Securities	AUD	15/10/2018	Bank of America
Receive 1M BBR -1.25% Pay Performance of the underlying equity basket of 6 Securities	AUD	15/10/2018	Bank of America	(9,274,696)
Receive Performance of the underlying equity basket of 2 Securities Pay 1M BBR +0.35%	AUD	15/10/2018	Bank of America	6,834,455	(66,246)	(0.01)
Receive Performance of the underlying equity basket of 15 Securities Pay CAD-1M-CDOR-BANKS +0.15%	CAD	21/08/2018	UBS	18,006,870	(366,140)	(0.04)
Receive CAD-1D-CORRA-BID Pay Performance of the underlying equity basket of 5 Securities	CAD	21/08/2018	UBS	(6,095,690)
Receive Performance of the underlying equity basket of 56 Securities Pay EUR-1M-LIBOR-BBA +0.25%	EUR	21/08/2018	UBS	73,277,762	(1,533,095)	(0.18)
Receive EUR-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 22 Securities	EUR	21/08/2018	UBS	(29,440,684)
Receive Performance of the underlying equity basket of 16 Securities Pay GBP-1M-LIBOR-BBA +0.25%	GBP	21/08/2018	UBS	16,376,059	(405,513)	(0.05)
Receive GBP-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 10 Securities	GBP	21/08/2018	UBS	(13,696,857)
Receive Performance of the underlying equity basket of 34 Securities Pay JPY-1M-LIBOR-BBA +0.25%	JPY	21/08/2018	UBS	40,035,588	(187,419)	(0.02)
Receive JPY-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 29 Securities	JPY	21/08/2018	UBS	(38,900,346)
Receive 1M LIBOR -0.35% Pay Performance of the underlying equity basket of 1 Security	JPY	27/05/2019	Bank of America	(2,266,279)	(157,832)	(0.02)
Receive Performance of the underlying equity basket of 78 Securities Pay USD-1M-LIBOR-BBA +0.25%	USD	21/08/2018	UBS	316,472,418	(2,032,827)	(0.24)
Receive USD-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 16 Securities	USD	21/08/2018	UBS	(92,563,490)
Receive Performance of the underlying equity basket of 2 Securities Pay 1M LIBOR +0.25%	USD	15/10/2018	Bank of America	10,818,572	(66,521)	(0.01)
トータル・リターン・スワップ取引に係る評価損合計					(4,960,650)	(0.59)
トータル・リターン・スワップ取引に係る純評価益					975,944	0.11

「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。

純資産計算書
2018年12月31日

	ユーロ
資産
投資有価証券-時価	5,341,774,874
取得原価:	5,401,163,291
現金預金およびブローカー預託金	202,242,042
定期預金	13,992,252
投資有価証券売却未収金	78,080,387
証券発行未収金	19,292,435
未収利息および未収配当金、純額	261,739
未収還付税額	1,122,957
報酬免除額	117,977
その他の未収金	-
先渡為替契約未実現純利益	-
金融先物契約未実現純利益	4,303,373
その他デリバティブ商品-時価	20,485,047
資産合計	5,681,673,083

負債
当座およびブローカー預託借越	3,630,236
投資有価証券購入未払金	-
証券買戻未払金	30,116,836
未払運用および顧問報酬	4,274,506
未払ファンドサービス報酬	434,191
未払販売報酬	423,445
その他の未払	618,220
先渡為替契約未実現純損失	9,602,209
金融先物契約未実現純損失	-
その他デリバティブ商品-時価	-
負債合計	49,099,643
純資産額合計	5,632,573,440

過去の純資産額合計
2017年12月31日	4,481,602,275
2016年12月31日	5,756,560,687

*その他の未払金は主に取締役報酬、監査および税務関連報酬および費用、登録、発行、
発送、印刷、法務ならびにマーケッティング費用から構成されている。
損益および純資産変動計算書
2018年12月31日をもって終了する会計年度

	ユーロ
期首現在純資産額	4,481,602,275
収益
受取配当金、純額	49,434,334
受取利息、純額	13,065,520
証券貸付取引収益	-
受取銀行利息	54,341
スワップ取引にかかる受取利息	-
その他の収益	-
収益合計	62,554,195

費用
運用および顧問報酬	47,861,338
ファンドサービス報酬	4,788,164
販売報酬	4,899,610
保管、支払代行、事務および所在地代行報酬	1,649,883
登録および名義書換代行報酬	419,987
税金	1,965,157
当座借越利息	2,630,161
スワップ取引にかかる支払利息	-
その他の費	1,287,093
	65,501,393
控除:報酬免除額	1,598,600
費用合計	63,902,793
投資純利益(損失)	(1,348,598)
投資有価証券売却実現純利益(損失)	158,740,940
先渡為替契約実現純利益(損失)	(191,928,055)
金融先物契約実現純利益(損失)	222,478,554
為替差実現純利益(損失)	66,078,175
TBA証券実現純利益(損失)	-
その他デリバティブ商品実現純利益(損失)	33,864,556
当期実現純利益(損失)	289,234,170
投資有価証券未実現利益(損失)純増減	(423,790,864)
先渡為替契約未実現利益(損失)純増減	(20,149,959)
金融先物契約未実現利益(損失)純増減	10,165,623
為替差未実現利益(損失)純増減	738,191
TBA証券未実現利益(損失)純増減	-
その他デリバティブ商品未実現利益(損失)純増減	16,277,391
当期未実現利益(損失)純増減	(416,759,618)
事業活動による純資産増減	(128,874,046)
資本の増減
設定	3,382,643,169
解約	(2,098,937,726)
資本の増減による純資産増減	1,283,705,443
支払配当金	(3,860,232)
期末現在純資産額	5,632,573,440

*その他の費用は主に取締役報酬、監査および税務関連費用、登録、発行、発送、印刷、
法務ならびにマーケッティング費用から成る。

投資有価証券明細表
2018年12月31日現在

投資対象	通貨	株数/額面金	時価(ユーロ)	純資産に占める割合(%)
証券取引所に上場を承認されている譲渡性有価証券および短期金融市場商品
債券
フランス
France Treasury Bill BTF, Reg. S 0% 06/02/2019	EUR	152,000,000	152,115,520	2.70
France Treasury Bill BTF, Reg. S 0% 20/02/2019	EUR	265,000,000	265,294,150	4.71
France Treasury Bill BTF, Reg. S 0% 06/03/2019	EUR	282,000,000	282,415,950	5.01
France Treasury Bill BTF, Reg. S 0% 13/03/2019	EUR	204,750,000	205,066,339	3.64
France Treasury Bill BTF, Reg. S 0% 27/03/2019	EUR	191,217,391	191,574,011	3.40
France Treasury Bill BTF, Reg. S 0% 10/04/2019	EUR	134,000,000	134,287,430	2.39
France Treasury Bill BTF, Reg. S 0% 25/04/2019	EUR	100,000,000	100,238,500	1.78
			1,330,991,900	23.63
アメリカ
US Treasury Bill 0% 07/02/2019	USD	78,000,000	68,042,125	1.21
US Treasury Bill 0% 07/03/2019	USD	78,000,000	67,918,661	1.20
US Treasury Bill 0% 14/03/2019	USD	112,000,000	97,477,537	1.73
US Treasury Bill 0% 21/03/2019	USD	310,000,000	269,700,709	4.79
US Treasury Bill 0% 28/03/2019	USD	310,000,000	269,571,728	4.79
			772,710,760	13.72
債券合計			2,103,702,660	37.35
株式
ケイマン諸島
CK Hutchison Holdings Ltd.	HKD	3,494,500	29,397,400	0.52
			29,397,400	0.52
中国
Ping An Insurance Group Co. of China Ltd. ‘H’	HKD	13,120,000	101,253,397	1.80
			101,253,397	1.80
フランス
Capgemini SE	EUR	743,921	64,483,072	1.15
Sanofi	EUR	143,700	10,861,565	0.19
			75,344,637	1.34
ドイツ
SAP SE	EUR	898,381	78,365,775	1.39
			78,365,775	1.39
香港
China Mobile Ltd.	HKD	2,379,500	19,997,564	0.35
			19,997,564	0.35
アイルランド
Accenture plc ‘A’	USD	515,029	63,384,930	1.13
Medtronic plc	USD	630,287	49,852,914	0.88
			113,237,844	2.01
オランダ
Unilever NV, CVA	EUR	836,012	39,641,599	0.70
			39,641,599	0.70
スイス
Nestle SA	CHF	389,048	27,515,270	0.49
			27,515,270	0.49
イギリス
Diageo plc	GBP	1,440,148	45,064,994	0.80
			45,064,994	0.80
アメリカ
AbbVie, Inc.	USD	333,442	27,086,750	0.48
Alexion Pharmaceuticals, Inc.	USD	108,807	9,487,749	0.17
Alphabet, Inc. ‘A’	USD	91,320	83,589,479	1.48
Amgen, Inc.	USD	133,061	22,643,259	0.40
Becton Dickinson and Co.	USD	87,408	17,188,225	0.31
Biogen, Inc.	USD	81,285	21,351,806	0.38
Celgene Corp.	USD	171,753	9,576,797	0.17
Cognizant Technology Solutions Corp. ‘A’	USD	851,056	47,171,318	0.84
Gilead Sciences, Inc.	USD	186,841	10,273,486	0.18
Global Payments, Inc.	USD	1,203,257	108,378,261	1.93
Illumina, Inc.	USD	44,313	11,722,412	0.21
Johnson & Johnson	USD	778,004	87,373,984	1.55


Mastercard, Inc. ‘A’	USD	135,355	22,139,348	0.39
Microsoft Corp.	USD	950,294	83,910,824	1.49
PayPal Holdings, Inc.	USD	346,513	25,233,398	0.45
Regeneron Pharmaceuticals, Inc.	USD	36,575	11,869,947	0.21
Thermo Fisher Scientific, Inc.	USD	431,307	84,809,995	1.51
Vertex Pharmaceuticals, Inc.	USD	78,489	11,372,597	0.20
Visa, Inc. ‘A’	USD	193,471	22,141,499	0.39
			717,321,134	12.74
株式合計			1,247,139,614	22.14
証券取引所に上場を承認されている譲渡性有価証券および短期金融市場商品合計			3,350,842,274	59.49
その他の規制市場で取引される譲渡性有価証券および短期金融市場商品
債券
日本
Japan Treasury Bill 0% 09/01/2019	JPY	12,700,000,000	100,954,765	1.79
Japan Treasury Bill 0% 21/01/2019	JPY	32,000,000,000	254,387,185	4.52
Japan Treasury Bill 0% 28/01/2019	JPY	28,000,000,000	222,597,245	3.95
Japan Treasury Bill 0% 04/02/2019	JPY	6,800,000,000	54,061,169	0.96
Japan Treasury Bill 0% 18/02/2019	JPY	15,000,000,000	119,259,971	2.12
Japan Treasury Bill 0% 25/02/2019	JPY	26,800,000,000	213,084,205	3.78
Japan Treasury Bill 0% 11/03/2019	JPY	36,000,000,000	286,250,257	5.08
Japan Treasury Bill 0% 18/03/2019	JPY	28,787,100,000	228,904,497	4.07
			1,479,499,294	26.27
債券合計			1,479,499,294	26.27
その他の規制市場で取引される譲渡性有価証券および短期金融市場商品合計			1,479,499,294	26.27
他の譲渡性有価証券および短期金融市場商品
株式
中国
China Hongxing Sports*	SGD	7,500,000	0	0.00
			0	0.00
株式合計			0	0.00
他の譲渡性有価証券および短期金融市場商品合計			0	0.00
UCITSと認められたユニットまたは他の集団投資事業
集団投資スキーム - UCITS
ルクセンブルク
JPMorgan EUR Liquidity LVNAV Fund - JPM EUR Liquidity LVNAV X (flex dist.)†	EUR	511,433,306	511,433,306	9.08
			511,433,306	9.08
集団投資スキーム - UCITS合計			511,433,306	9.08
UCITSと認められたユニットまたは他の集団投資事業合計			511,433,306	9.08
投資有価証券合計			5,341,774,874	94.84
定期預金
フランス
BRED Banque Populaire SA 2.47% 02/01/2019	USD	16,000,000	13,992,252	0.25
			13,992,252	0.25
定期預金合計			13,992,252	0.25
現金			198,611,806	3.53
その他の資産/(負債)			78,194,508	1.38
純資産合計			5,632,573,440	100.00

*有価証券は取締役会の指示により公正価値で評価されている。
†利害関係人のファンド
先渡為替契約明細表

買建通貨	買建額	売建通貨	売建額	満期日	カウンターパーティー	未実現損益(ユーロ)	純資産に占める割合(%)
AUD	67,166	EUR	41,323	04/01/2019	HSBC	71	-
AUD	442,674	EUR	271,660	17/01/2019	HSBC	923	-
BRL	125,092,197	USD	32,048,626	03/01/2019	HSBC	194,497	-
BRL	179,690	USD	45,677	04/02/2019	HSBC	506	-
CHF	122,168	EUR	107,903	17/01/2019	Barclays	399	-
CHF	1,199	EUR	1,061	17/01/2019	BNP Paribas	2	-
CHF	18,248,802	EUR	16,039,759	17/01/2019	Citibank	137,864	-
CHF	80,064,530	EUR	70,940,358	17/01/2019	Goldman Sachs	37,109	-
CHF	6,400	EUR	5,662	17/01/2019	National Australia Bank	12	-
CHF	1,852,279	EUR	1,635,435	17/01/2019	Standard Chartered	6,616	-
CHF	634,046	EUR	561,620	17/01/2019	Toronto-Dominion Bank	464	-
CNH	139,312,561	EUR	17,645,236	17/01/2019	ANZ	59,258	-
CNH	878,182	EUR	110,757	17/01/2019	Merrill Lynch	847	-
CZK	446,633	EUR	17,249	07/01/2019	Citibank	90	-
CZK	750,477,087	EUR	28,939,897	07/01/2019	HSBC	194,489	-
CZK	192,085	EUR	7,436	17/01/2019	Barclays	16	-
CZK	2,053,538	EUR	79,302	17/01/2019	Citibank	371	-
CZK	290,624	EUR	11,237	17/01/2019	Goldman Sachs	39	-
CZK	6,920,867	EUR	267,378	17/01/2019	HSBC	1,138	-
CZK	29,790	EUR	1,152	17/01/2019	National Australia Bank	4	-
EUR	279,200	AUD	450,490	02/01/2019	ANZ	1,548	-
EUR	158,613	AUD	253,896	17/01/2019	Barclays	2,272	-
EUR	3,209,389	AUD	5,013,595	17/01/2019	BNP Paribas	122,191	-
EUR	31,208	AUD	49,026	17/01/2019	Citibank	1,020	-
EUR	69,112	AUD	109,295	17/01/2019	Goldman Sachs	1,812	-
EUR	25,672	AUD	40,475	17/01/2019	HSBC	749	-
EUR	110,115	AUD	173,535	17/01/2019	National Australia Bank	3,258	-
EUR	364,288,726	AUD	573,341,240	17/01/2019	Standard Chartered	11,245,125	0.20
EUR	3,091	CHF	3,480	17/01/2019	HSBC	6	-
EUR	610,528	CHF	686,676	17/01/2019	Merrill Lynch	1,787	-
EUR	8,282	CHF	9,342	17/01/2019	Toronto-Dominion Bank	-	-
EUR	149,437,881	GBP	130,651,792	17/01/2019	BNP Paribas	3,249,597	0.06
EUR	39,507,145	GBP	35,184,290	17/01/2019	Citibank	138,906	-
EUR	1,619	GBP	1,445	17/01/2019	Merrill Lynch	3	-
EUR	29,159,579	GBP	26,003,084	17/01/2019	Morgan Stanley	64,332	-
EUR	1,162,737	GBP	1,032,480	17/01/2019	Standard Chartered	7,479	-
EUR	18,324,221	GBP	16,330,947	17/01/2019	State Street	51,274	-
EUR	8,697,565	GBP	7,612,094	17/01/2019	Toronto-Dominion Bank	180,277	-
EUR	239,454,297	HKD	2,134,875,618	17/01/2019	RBC	1,293,737	0.02
EUR	11,415,465	HKD	101,144,832	17/01/2019	Standard Chartered	132,039	-
EUR	2,348	PLN	10,082	17/01/2019	HSBC	8	-
EUR	5,755	SEK	58,645	17/01/2019	BNP Paribas	23	-
EUR	17,375	SGD	27,060	17/01/2019	HSBC	32	-
EUR	4,666	USD	5,324	02/01/2019	Morgan Stanley	10	-
EUR	1,233,000	USD	1,402,172	03/01/2019	Citibank	6,779	-
EUR	3,575,000	USD	4,087,398	03/01/2019	Deutsche Bank	506	-
EUR	1,010,000	USD	1,150,736	03/01/2019	HSBC	3,663	-
EUR	412,493,062	USD	468,354,089	17/01/2019	Barclays	3,405,290	0.06
EUR	10,447,511	USD	11,930,835	17/01/2019	BNP Paribas	26,424	-
EUR	7,358,902	USD	8,393,926	17/01/2019	Citibank	27,158	-
EUR	290,520,559	USD	329,918,525	17/01/2019	Goldman Sachs	2,350,481	0.04
EUR	248,917,146	USD	282,079,761	17/01/2019	HSBC	2,532,233	0.05
EUR	2,601	USD	2,964	17/01/2019	Merrill Lynch	12	-
EUR	2,092,705	USD	2,390,622	17/01/2019	Morgan Stanley	4,596	-
EUR	1,365,309	USD	1,558,599	17/01/2019	National Australia Bank	3,938	-
EUR	49,555,942	USD	56,453,027	17/01/2019	Standard Chartered	246,576	-
EUR	327,604,988	USD	373,888,301	17/01/2019	State Street	1,029,143	0.02
EUR	35,325,907	USD	40,003,812	17/01/2019	Toronto-Dominion Bank	384,246	0.01
EUR	1,000,000	USD	1,144,550	04/02/2019	Deutsche Bank	1,886	-
EUR	703,193	USD	802,842	04/02/2019	HSBC	3,068	-
EUR	522,241,419	ZAR	8,602,409,224	17/01/2019	Goldman Sachs	1,125,160	0.02
GBP	103,871	EUR	114,854	03/01/2019	ANZ	1,426	-
GBP	415,009	EUR	459,998	17/01/2019	ANZ	4,361	-
GBP	9,869	EUR	10,936	17/01/2019	Citibank	107	-
GBP	85,000,000	EUR	94,087,747	17/01/2019	HSBC	1,020,050	0.02
GBP	1,180,583	EUR	1,304,018	17/01/2019	Merrill Lynch	16,954	-
GBP	17,274,011	EUR	19,089,035	17/01/2019	Morgan Stanley	239,120	-
GBP	27,536,631	EUR	30,659,866	17/01/2019	State Street	151,291	-
GBP	12,859	EUR	14,302	17/01/2019	Toronto-Dominion Bank	86	-
GBP	25,430,291	USD	31,829,824	17/01/2019	Barclays	652,317	0.01
GBP	48,557,487	USD	62,155,866	17/01/2019	Goldman Sachs	41,156	-
GBP	67,333,525	USD	84,596,831	17/01/2019	HSBC	1,448,704	0.03
GBP	54,174,575	USD	68,159,200	17/01/2019	State Street	1,082,539	0.02
HUF	8,839,565	EUR	27,295	17/01/2019	BNP Paribas	248	-
HUF	720,158,955	EUR	2,229,520	17/01/2019	Toronto-Dominion Bank	14,420	-
JPY	44,172,420,131	EUR	344,103,286	17/01/2019	ANZ	7,021,800	0.13
JPY	324,256,926	EUR	2,531,170	17/01/2019	Barclays	46,338	-
JPY	6,113,310,445	EUR	47,635,121	17/01/2019	BNP Paribas	959,378	0.02
JPY	3,000,002	EUR	23,247	17/01/2019	Citibank	599	-
JPY	12,032,977,141	EUR	93,557,524	17/01/2019	HSBC	2,092,208	0.04
JPY	2,038,559,454	EUR	15,812,078	17/01/2019	RBC	392,363	0.01
JPY	1,954,976,313	EUR	15,517,475	17/01/2019	Standard Chartered	22,566	-
JPY	621,862,267	EUR	4,814,284	17/01/2019	State Street	128,878	-
JPY	1,480,002,664	EUR	11,532,968	17/01/2019	Toronto-Dominion Bank	231,524	-
JPY	3,618,614,666	GBP	25,131,188	17/01/2019	HSBC	644,577	0.01
JPY	10,830,021,701	GBP	75,393,565	17/01/2019	State Street	1,728,469	0.03
JPY	19,257,142,573	USD	170,446,977	17/01/2019	HSBC	4,196,052	0.08
JPY	2,963,728,019	USD	26,211,491	17/01/2019	RBC	663,930	0.01
JPY	1,383,308,201	USD	12,261,511	17/01/2019	State Street	285,952	0.01
KRW	92,526,901,800	USD	81,962,000	17/01/2019	Credit Suisse	901,943	0.02
KRW	92,308,162,244	USD	81,962,088	17/01/2019	Standard Chartered	730,490	0.01
MXN	1,805,506,264	USD	88,760,177	17/01/2019	BNP Paribas	2,529,664	0.05
MXN	1,885,381,851	USD	91,383,090	17/01/2019	Goldman Sachs	3,780,423	0.07
MXN	1,268,580,069	USD	61,130,791	17/01/2019	Standard Chartered	2,854,928	0.05
PLN	693,113	EUR	160,624	17/01/2019	Goldman Sachs	234	-
PLN	4,691	EUR	1,085	17/01/2019	HSBC	4	-
PLN	3,567	EUR	827	17/01/2019	Societe Generale	-	-
SEK	156,797	EUR	15,232	03/01/2019	Morgan Stanley	92	-
SEK	162,608	EUR	15,750	17/01/2019	BNP Paribas	141	-
SEK	13,741	EUR	1,339	17/01/2019	Citibank	4	-
SEK	957,398	EUR	92,656	17/01/2019	Goldman Sachs	910	-
SEK	194,080,353	EUR	18,891,131	17/01/2019	Toronto-Dominion Bank	76,175	-
SGD	77,417	EUR	49,409	03/01/2019	HSBC	253	-
SGD	71,116	EUR	45,244	17/01/2019	ANZ	337	-
SGD	96,334	EUR	61,637	17/01/2019	Citibank	106	-
SGD	5,199,706	EUR	3,327,503	17/01/2019	HSBC	5,117	-
SGD	459,898	EUR	293,442	17/01/2019	National Australia Bank	1,317	-
SGD	215,324	EUR	137,991	17/01/2019	RBC	16	-
SGD	41,529,746	EUR	26,554,114	17/01/2019	Standard Chartered	63,323	-
USD	40,419,032	AUD	55,603,366	17/01/2019	Goldman Sachs	1,065,720	0.02
USD	58,285,357	AUD	80,114,026	17/01/2019	HSBC	1,578,398	0.03
USD	27,803,108	BRL	106,822,265	03/01/2019	Citibank	214,534	-
USD	1,142,000	BRL	4,429,475	04/02/2019	Citibank	1,497	-
USD	152,028	BRL	589,823	04/02/2019	HSBC	165	-
USD	416,000	EUR	363,357	04/01/2019	ANZ	412	-
USD	3,924	EUR	3,427	04/01/2019	Morgan Stanley	4	-
USD	467,547	EUR	407,524	17/01/2019	ANZ	859	-
USD	26,458,442	EUR	23,109,779	17/01/2019	BNP Paribas	567	-
USD	2,589	EUR	2,258	17/01/2019	Citibank	3	-
USD	38,764,832	EUR	33,781,850	17/01/2019	RBC	77,615	-
USD	6,019	EUR	5,250	17/01/2019	Toronto-Dominion Bank	7	-
USD	26,222,993	EUR	22,867,522	04/02/2019	Citibank	453	-
USD	186,908,465	GBP	143,781,795	17/01/2019	HSBC	2,377,109	0.04
USD	790,988,787	KRW	881,288,067,012	17/01/2019	Standard Chartered	430,286	0.01
USD	62,886,000	RUB	4,166,455,333	17/01/2019	Credit Suisse	2,619,309	0.05
USD	177,667,414	ZAR	2,544,123,480	17/01/2019	HSBC	1,067,311	0.02
ZAR	1,419,751,443	USD	98,354,453	17/01/2019	Citibank	97,108	-
先渡為替契約未実現利益合計						71,847,606	1.27
AUD	1,588,036	EUR	991,091	17/01/2019	ANZ	(13,234)	-
AUD	21,540,292	EUR	13,679,489	17/01/2019	Citibank	(415,726)	(0.01)
AUD	500,273	EUR	318,471	17/01/2019	HSBC	(10,421)	-
AUD	18,624,725	EUR	11,826,648	17/01/2019	National Australia Bank	(358,189)	(0.01)
AUD	86,109,636	USD	62,403,869	17/01/2019	BNP Paribas	(1,483,858)	(0.03)
AUD	85,721,696	USD	62,578,124	17/01/2019	Goldman Sachs	(1,874,942)	(0.03)
AUD	390,771,897	USD	286,479,958	17/01/2019	HSBC	(9,604,553)	(0.17)
AUD	129,276,557	USD	93,864,864	17/01/2019	State Street	(2,383,037)	(0.04)
BRL	1,528,306	USD	397,005	03/01/2019	Citibank	(2,393)	-
BRL	100,774,961	USD	26,169,809	04/02/2019	Citibank	(198,162)	-
CHF	14,946	EUR	13,273	04/01/2019	Merrill Lynch	(25)	-
CHF	78,260	EUR	69,403	17/01/2019	HSBC	(25)	-
CHF	5,540	EUR	4,934	17/01/2019	Societe Generale	(23)	-
CHF	2,246	EUR	1,994	17/01/2019	Toronto-Dominion Bank	(3)	-
CNH	854,275	EUR	109,287	17/01/2019	Goldman Sachs	(722)	-
CZK	395,000	EUR	15,335	17/01/2019	Citibank	(9)	-
CZK	435,000	EUR	16,882	17/01/2019	HSBC	(5)	-
EUR	271,928	AUD	442,674	03/01/2019	HSBC	(907)	-
EUR	41,289	AUD	67,166	17/01/2019	HSBC	(69)	-
EUR	1,061	CHF	1,199	03/01/2019	BNP Paribas	(2)	-
EUR	39,455	CHF	44,844	17/01/2019	Goldman Sachs	(300)	-
EUR	11,599,945	CHF	13,111,842	17/01/2019	HSBC	(23,745)	-
EUR	300,301	CHF	341,776	17/01/2019	Societe Generale	(2,685)	-
EUR	11,610	CHF	13,208	17/01/2019	Standard Chartered	(99)	-
EUR	17,074,921	CHF	19,353,276	17/01/2019	Toronto-Dominion Bank	(81,822)	-
EUR	113,294	CNH	891,490	17/01/2019	Citibank	(1)	-
EUR	116,917	CNH	922,923	17/01/2019	Merrill Lynch	(373)	-
EUR	1,153	CZK	29,790	02/01/2019	National Australia Bank	(4)	-
EUR	7,439	CZK	192,085	03/01/2019	Barclays	(20)	-
EUR	2,390	CZK	61,574	04/01/2019	HSBC	(1)	-
EUR	204,230	CZK	5,267,708	17/01/2019	Citibank	(147)	-
EUR	224,727	CZK	5,822,615	17/01/2019	HSBC	(1,180)	-
EUR	20,145	CZK	521,370	17/01/2019	State Street	(83)	-
EUR	38,466	GBP	34,610	02/01/2019	ANZ	(279)	-
EUR	10,940	GBP	9,869	04/01/2019	Citibank	(108)	-
EUR	15,124,005	GBP	13,651,049	17/01/2019	ANZ	(150,363)	-
EUR	1,032,858	GBP	932,543	17/01/2019	Barclays	(10,579)	-
EUR	370,843	GBP	331,931	17/01/2019	Citibank	(559)	-
EUR	1,021,662	GBP	919,532	17/01/2019	Morgan Stanley	(7,217)	-
EUR	1,801,680	GBP	1,621,915	17/01/2019	RBC	(13,106)	-
EUR	4,226,163	GBP	3,803,783	17/01/2019	State Street	(29,947)	-
EUR	76,088	HUF	24,534,312	17/01/2019	BNP Paribas	(358)	-
EUR	15,279	HUF	4,920,876	17/01/2019	Citibank	(54)	-
EUR	38,197	HUF	12,334,740	17/01/2019	Goldman Sachs	(237)	-
EUR	30,747	HUF	9,916,229	17/01/2019	Toronto-Dominion Bank	(151)	-
EUR	304,567	JPY	39,018,844	17/01/2019	ANZ	(5,593)	-
EUR	1,088,975	JPY	139,999,987	17/01/2019	BNP Paribas	(23,880)	-
EUR	229,244	JPY	29,497,036	17/01/2019	Citibank	(5,227)	-
EUR	35,268,854	JPY	4,473,892,925	17/01/2019	Credit Suisse	(293,971)	(0.01)
EUR	30,911,581	JPY	4,017,499,986	17/01/2019	Deutsche Bank	(1,023,392)	(0.02)
EUR	38,776	JPY	5,000,003	17/01/2019	Merrill Lynch	(969)	-
EUR	444,967	JPY	57,237,422	17/01/2019	National Australia Bank	(10,011)	-
EUR	48,139,876	JPY	6,211,438,598	17/01/2019	Standard Chartered	(1,234,641)	(0.02)
EUR	338,304,385	JPY	43,544,417,617	17/01/2019	State Street	(7,828,731)	(0.14)
EUR	7,452,995	JPY	954,578,696	17/01/2019	Toronto-Dominion Bank	(134,919)	-
EUR	47,899,972	MXN	1,120,458,766	17/01/2019	Goldman Sachs	(1,782,305)	(0.03)
EUR	85,913,028	MXN	2,009,637,693	17/01/2019	RBC	(3,196,344)	(0.06)
EUR	1,339	SEK	13,741	04/01/2019	Citibank	(4)	-
EUR	259,257	SEK	2,680,125	17/01/2019	BNP Paribas	(2,670)	-
EUR	48,784	SEK	502,381	17/01/2019	Goldman Sachs	(313)	-
EUR	121,367	SEK	1,247,524	17/01/2019	Merrill Lynch	(552)	-
EUR	15,231	SEK	156,797	17/01/2019	Morgan Stanley	(92)	-
EUR	134,549	SEK	1,387,280	17/01/2019	Standard Chartered	(1,029)	-
EUR	60,819	SGD	95,302	02/01/2019	Standard Chartered	(316)	-
EUR	131,448	SGD	205,603	04/01/2019	HSBC	(436)	-
EUR	349,381	SGD	547,683	17/01/2019	Citibank	(1,642)	-
EUR	240,896	SGD	377,618	17/01/2019	HSBC	(1,128)	-
EUR	225,595	SGD	352,709	17/01/2019	Morgan Stanley	(465)	-
EUR	1,569,143	SGD	2,460,813	17/01/2019	Standard Chartered	(8,053)	-
EUR	22,930,985	USD	26,225,582	03/01/2019	Citibank	(3,700)	-
EUR	1,286,789	USD	1,474,103	17/01/2019	ANZ	(778)	-
EUR	23,846,293	USD	27,433,941	17/01/2019	BNP Paribas	(116,111)	-
EUR	1,338,837,987	USD	1,539,867,189	17/01/2019	Goldman Sachs	(6,171,808)	(0.11)
EUR	745,594	USD	854,872	17/01/2019	HSBC	(1,101)	-
EUR	3,424	USD	3,924	17/01/2019	Morgan Stanley	(4)	-
EUR	823,924	USD	943,824	17/01/2019	National Australia Bank	(467)	-
EUR	2,123	USD	2,436	17/01/2019	State Street	(5)	-
EUR	447,876	USD	515,405	17/01/2019	Toronto-Dominion Bank	(2,309)	-
EUR	132,265	USD	152,028	04/02/2019	Citibank	(312)	-
GBP	495,810	EUR	556,490	17/01/2019	ANZ	(1,720)	-
GBP	1,158,591	EUR	1,306,939	17/01/2019	BNP Paribas	(10,574)	-
GBP	791,066	EUR	904,531	17/01/2019	Citibank	(19,395)	-
GBP	82,694	EUR	92,968	17/01/2019	HSBC	(441)	-
GBP	92,344	EUR	103,351	17/01/2019	Morgan Stanley	(26)	-
GBP	18,476,247	EUR	20,834,014	17/01/2019	National Australia Bank	(160,659)	-
GBP	1,116,779	EUR	1,256,024	17/01/2019	RBC	(6,443)	-
GBP	210,688,086	EUR	240,923,239	17/01/2019	State Street	(5,181,124)	(0.09)
GBP	9,248,303	EUR	10,535,894	17/01/2019	Toronto-Dominion Bank	(187,827)	-
GBP	24,413,000	USD	31,440,668	17/01/2019	HSBC	(146,034)	-
GBP	24,413,911	USD	31,397,650	17/01/2019	State Street	(107,440)	-
HKD	81,042,811	EUR	9,041,110	17/01/2019	Citibank	(208)	-
HKD	581,797,800	EUR	65,717,884	17/01/2019	Standard Chartered	(814,201)	(0.02)
HKD	145,818,915	EUR	16,415,694	17/01/2019	State Street	(148,557)	-
RUB	4,166,455,333	USD	62,446,124	17/01/2019	Credit Suisse	(2,235,096)	(0.04)
SEK	1,431,968	EUR	140,319	17/01/2019	Goldman Sachs	(374)	-
SGD	1,842,071	EUR	1,181,705	17/01/2019	HSBC	(1,077)	-
SGD	252,185	EUR	161,849	17/01/2019	National Australia Bank	(217)	-
USD	4,526,282	BRL	17,758,673	03/01/2019	Citibank	(48,154)	-
USD	517,000	BRL	2,039,565	03/01/2019	HSBC	(8,013)	-
USD	797,885	BRL	3,119,012	04/02/2019	Citibank	(4,399)	-
USD	2,388,145	EUR	2,093,162	02/01/2019	Morgan Stanley	(4,692)	-
USD	190,970	EUR	168,088	03/01/2019	Citibank	(1,082)	-
USD	32,271,569	EUR	28,477,869	03/01/2019	HSBC	(255,873)	(0.01)
USD	601,735	EUR	526,620	03/01/2019	National Australia Bank	(393)	-
USD	4,631	EUR	4,055	17/01/2019	ANZ	(10)	-
USD	61,706,058	EUR	54,062,206	17/01/2019	BNP Paribas	(164,537)	-
USD	5,255,804	EUR	4,605,127	17/01/2019	Citibank	(14,402)	-
USD	414,970,000	EUR	365,998,326	17/01/2019	Goldman Sachs	(3,539,330)	(0.06)
USD	570,619,526	EUR	503,085,613	17/01/2019	HSBC	(4,673,246)	(0.08)
USD	36,832,736	EUR	32,332,074	17/01/2019	Morgan Stanley	(160,214)	-
USD	24,595,021	EUR	21,609,430	17/01/2019	National Australia Bank	(126,705)	-
USD	29,207,579	EUR	25,697,138	17/01/2019	RBC	(185,535)	-
USD	55,379,151	EUR	48,783,277	17/01/2019	Standard Chartered	(411,897)	(0.01)
USD	320,265,920	EUR	280,020,469	17/01/2019	State Street	(281,540)	(0.01)
USD	417,238,917	EUR	368,014,793	17/01/2019	Toronto-Dominion Bank	(3,573,993)	(0.06)
USD	128,289,956	GBP	101,173,448	17/01/2019	Credit Suisse	(1,148,587)	(0.02)
USD	161,702,754	JPY	18,086,129,628	17/01/2019	Citibank	(2,525,423)	(0.05)
USD	27,174,268	JPY	3,027,615,634	17/01/2019	Standard Chartered	(330,825)	(0.01)
USD	39,378,883	KRW	44,226,423,947	17/01/2019	Citibank	(254,398)	(0.01)
USD	91,696,187	KRW	103,811,087,215	17/01/2019	HSBC	(1,240,392)	(0.02)
USD	250,927,885	MXN	5,100,646,489	17/01/2019	Goldman Sachs	(6,992,789)	(0.13)
USD	62,338,030	MXN	1,272,132,186	17/01/2019	Standard Chartered	(1,957,960)	(0.04)
ZAR	205,547,394	EUR	12,913,377	17/01/2019	Barclays	(461,739)	(0.01)
ZAR	326,153,871	USD	23,489,317	17/01/2019	Barclays	(759,209)	(0.01)
ZAR	1,607,915,141	USD	114,277,455	17/01/2019	HSBC	(2,412,401)	(0.04)
ZAR	1,626,176,599	USD	115,492,744	17/01/2019	Standard Chartered	(2,367,663)	(0.04)
先渡為替契約未実現損失合計						(81,449,815)	(1.44)
先渡為替契約未実現純損失						(9,602,209)	(0.17)

金融先物契約

証券名	契約数	通貨	グローバルエクスポージャー (ユーロ)	未実現損益 (ユーロ)	純資産に占める割合(%)
FTSE 100 Index, 15/03/2019	(817)	GBP	(60,903,550)	68,595	-
S&P 500 Emini Index, 15/03/2019	1,520	USD	166,315,844	3,763,449	0.07
XAU Utilities Index, 15/03/2019	(1,464)	USD	(67,957,850)	230,452	-
XAV Health Care Index, 15/03/2019	2,254	USD	171,057,137	2,110,831	0.04
金融先物契約未実現利益合計				6,173,327	0.11
EURO STOXX 50 Index, 15/03/2019	(9,731)	EUR	(289,399,940)	-	-
MSCI Emerging Markets Index, 15/03/2019	(1,020)	USD	(43,491,986)	(216,311)	-
STOXX 600 Basic Resources Index, 15/03/2019	5,259	EUR	101,761,650	-	-
STOXX 600 Food Equity Index, 15/03/2019	858	EUR	26,078,910	-	-
STOXX 600 Hlth Equity Index, 15/03/2019	6,488	EUR	226,074,360	-	-
Yen Denominated Nikkei 225 Index, 07/03/2019	(1,049)	JPY	(83,187,588)	(1,653,643)	(0.03)
金融先物契約未実現損失合計				(1,869,954)	(0.03)
金融先物契約未実現純利益				4,303,373	0.08

買建オプション契約

数量	証券名	通貨	カウンターパーティー	グローバルエクスポージャー (ユーロ)	時価 (ユーロ)	純資産に占める割合(%)
567,904,000	Foreign Exchange JPY/EUR, Put, 127.200, 11/01/2019	EUR	Barclays	1,135,808,000	5,987,681	0.11
1,261,476,000	Foreign Exchange JPY/USD, Put, 109.350, 22/02/2019	USD	Goldman Sachs	2,206,437,580	11,988,103	0.21
905,546,000	Foreign Exchange USD/AUD, Put, 0.715, 04/01/2019	AUD	Citibank	1,114,499,528	8,694,318	0.15
571,624,000	Foreign Exchange USD/EUR, Put, 1.132, 03/01/2019	EUR	Goldman Sachs	1,143,248,000	196,449	-
428,718,000	Foreign Exchange USD/EUR, Put, 1.135, 04/01/2019	EUR	HSBC	857,436,000	361,355	0.01
571,624,000	Foreign Exchange USD/EUR, Put, 1.140, 03/01/2019	EUR	Goldman Sachs	1,143,248,000	947,713	0.02
428,718,000	Foreign Exchange USD/EUR, Put, 1.142, 04/01/2019	EUR	HSBC	857,436,000	1,040,408	0.02
23,598	General Motors Co., Call, 45.000, 18/01/2019	USD	Goldman Sachs	70,002,523	20,637	-
1,462	S&P 500 Index, Call, 2,550.000, 02/01/2019	USD	Goldman Sachs	326,039,494	613,700	0.01
買建オプション契約合計					29,850,364	0.53

売建オプション契約

数量	証券名	通貨	カウンターパーティー	グローバルエクスポージャー (ユーロ)	時価 (ユーロ)	純資産に占める割合(%)
(630,738,000)	Foreign Exchange JPY/USD, Put, 110.600, 22/02/2019	USD	Goldman Sachs	1,103,218,790	(8,737,193)	(0.16)
(571,624,000)	Foreign Exchange USD/EUR, Put, 1.132, 03/01/2019	EUR	Goldman Sachs	1,143,248,000	(196,449)	-
(428,718,000)	Foreign Exchange USD/EUR, Put, 1.135, 04/01/2019	EUR	HSBC	857,436,000	(361,355)	(0.01)
(1,462)	S&P 500 Index, Put, 2,350.000, 02/01/2019	USD	Goldman Sachs	300,467,769	(70,320)	-
売建オプション契約合計					(9,365,317)	(0.17)

半期報告書(内国投資信託受益証券)-第4期(令和1年6月18日-令和2年6月15日)

開示資料

決算