半期報告書(内国投資信託受益証券)-第6期(令和3年6月16日-令和4年6月15日)
| (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 2021年6月16日 至 2021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 2021年6月15日現在 | 当中間計算期間末 2021年12月15日現在 | ||
| 1. | ※1 | 期首元本額 | 1,085,932,263円 | 1,247,236,837円 |
| 期中追加設定元本額 | 394,612,587円 | 280,992,952円 | ||
| 期中一部解約元本額 | 233,308,013円 | 90,271,803円 | ||
| 2. | 中間計算期間末日における受益権の総数 | 1,247,236,837口 | 1,437,957,986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119,049,647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107,333,909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 2020年6月16日 至 2020年12月15日 | 当中間計算期間 自 2021年6月16日 至 2021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 2021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 2021年6月15日現在 | 当中間計算期間末 2021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 2021年6月15日現在 | 当中間計算期間末 2021年12月15日現在 | |
| 1口当たり純資産額 | 0.9045円 | 0.9254円 |
| (1万口当たり純資産額) | (9,045円) | (9,254円) |
| (参考) |
| 当ファンドは、「ダイバーシファイド・リスク・ファンド-JPMダイバーシファイド・リスク(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。 |
「ダイバーシファイド・リスク・ファンド-JPMダイバーシファイド・リスク(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
2020年6月30日現在
| (ユーロ) | |
| 資産 | |
| 取得原価 | 179,474,561 |
| 未実現利益/(損失) | 1,344,729 |
| 投資有価証券-時価 | 180,819,290 |
| TBA取引投資-時価 | - |
| 現金預金およびブローカー預託金 | 24,674,526 |
| 定期預金 | 21,233,886 |
| 申込みに係る未収金 | 38,804 |
| 売却済投資有価証券未収金 | 5,083,393 |
| 売却済TBA取引未収金 | - |
| 未収配当金 | 64,051 |
| 未収利息 | 186,224 |
| 未収還付税額 | 145,370 |
| 未収報酬免除額 | 50,121 |
| 買建オプション取引-適正価格 | - |
| 金融先物取引未実現利益 | 94,063 |
| 先渡為替取引未実現利益 | 3,829,207 |
| スワップ取引-適正価格 | 1,649,885 |
| その他資産 | 382 |
| 資産合計 | 237,869,202 |
| 負債 | |
| 当座借越 | - |
| ブローカーへの預託金 | 24,679 |
| 解約に係る未払金 | 215,091 |
| 購入済投資有価証券購入未払金 | - |
| 購入済TBA取引に係る購入未払金-時価 | - |
| 未払利息 | 9,308 |
| 未払販売報酬 | - |
| 未払運用および顧問報酬 | 52,375 |
| 未払ファンドサービス報酬 | 17,972 |
| 未払実績報酬 | - |
| 売建オプション取引-適正価格 | - |
| 金融先物取引未実現損失 | 21,374 |
| 先渡為替取引未実現損失 | 3,804,852 |
| スワップ取引-適正価格 | 6,532,667 |
| その他負債 | 62,412 |
| 負債合計 | 10,740,730 |
| 純資産合計 | 227,128,472 |
損益および純資産変動計算書
2020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 | 566,983,696 |
| 収益 | |
| 受取配当金、源泉課税控除後 | 2,123,293 |
| 受取利息、源泉課税控除後 | 513,894 |
| スワップ取引にかかる受取利息 | - |
| 証券貸付取引収益 | - |
| 受取銀行利息 | 9,720 |
| その他収益 | - |
| 収益合計 | 2,646,907 |
| 費用 | |
| 運用および顧問報酬 | 1,922,488 |
| ファンドサービス報酬 | 369,078 |
| 販売費用 | 131 |
| 管理費 | - |
| 保管、支払代行、事務および所在地代行報酬 | 597,700 |
| 年次税 | 51,171 |
| 登録および名義書換代行報酬 | 85,633 |
| 実績報酬 | - |
| 銀行その他支払利息 | 215,791 |
| その他の費用 | 111,949 |
| 控除:手数料免除額 | (580,173) |
| 費用合計 | 2,773,768 |
| 投資純利益/(損失) | (126,861) |
| 実現純利益(損失): | |
| 売却済投資証券 | (8,537,000) |
| TBA証券 | - |
| オプション取引 | - |
| 金融先物取引 | (11,903,603) |
| 先渡為替取引 | (7,553,158) |
| スワップ取引 | (3,565,086) |
| 為替取引 | 307,625 |
| 当期実現純利益(損失) | (31,251,222) |
| 評価額純増減: | |
| 投資証券 | (12,939,284) |
| TBA証券 | - |
| オプション取引 | - |
| 金融先物取引 | 163,958 |
| 先渡為替取引 | (1,162,775) |
| スワップ取引 | (638,885) |
| 為替取引 | 51,371 |
| 当期未実現損益純増減 | (14,525,615) |
| 運用の結果による純資産の増減 | (45,903,698) |
| 設定 | 32,086,472 |
| 解約 | (326,036,122) |
| 資本の増減による純資産増減 | (293,949,650) |
| 支払配当金 | (1,876) |
| 当期末現在純資産 | 227,128,472 |
投資有価証券明細表
2020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 (%) | |
| 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 0% 12/08/2020 | EUR | 5,594,000 | 5,597,944 | 2.47 | |
| France Treasury Bill BTF 0% 07/10/2020 | EUR | 6,100,000 | 6,109,699 | 2.69 | |
| France Treasury Bill BTF 0% 24/02/2021 | EUR | 5,251,000 | 5,271,085 | 2.32 | |
| 16,978,728 | 7.48 | ||||
| ドイツ | |||||
| Bundesschatzanweisungen, Reg. S 0% 11/09/2020 | EUR | 21,357,000 | 21,382,884 | 9.41 | |
| 21,382,884 | 9.41 | ||||
| オランダ | |||||
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV, Reg. S 0.125% 04/11/2020 | EUR | 4,800,000 | 4,812,173 | 2.12 | |
| 4,812,173 | 2.12 | ||||
| 国際機関 | |||||
| European Investment Bank 1.5% 15/07/2020 | EUR | 5,241,000 | 5,244,768 | 2.31 | |
| European Investment Bank, Reg. S 1.375% 15/09/2020 | EUR | 4,053,000 | 4,069,018 | 1.79 | |
| 9,313,786 | 4.1 | ||||
| 債券合計 | 52,487,571 | 23.11 | |||
| 転換社債 | |||||
| 米国 | |||||
| CenterPoint Energy, Inc. 7% Preference | USD | 8,207 | 260,411 | 0.12 | |
| Colfax Corp. 5.75% Preference | USD | 2,000 | 228,166 | 0.1 | |
| Essential Utilities, Inc. 6% Preference | USD | 4,950 | 250,117 | 0.11 | |
| International Flavors & Fragrances, Inc. 6% Preference | USD | 5,800 | 229,340 | 0.1 | |
| MercadoLibre, Inc. 2% 15/08/2028 | USD | 201,000 | 411,972 | 0.18 | |
| NextEra Energy, Inc. 4.872% Preference | USD | 5,800 | 250,867 | 0.11 | |
| Sempra Energy 6% Preference | USD | 1,300 | 113,119 | 0.05 | |
| Sempra Energy 6.75% Preference | USD | 2,400 | 210,580 | 0.09 | |
| Southern Co. (The) 6.75% Preference | USD | 5,550 | 216,558 | 0.1 | |
| Stanley Black & Decker, Inc. 5.25% Preference | USD | 1,500 | 118,229 | 0.05 | |
| 2,289,359 | 1.01 | ||||
| 転換社債合計 | 2,289,359 | 1.01 | |||
| 株式 | |||||
| オーストラリア | |||||
| Aurizon Holdings Ltd. | AUD | 30,934 | 93,366 | 0.04 | |
| Austal Ltd. | AUD | 79,205 | 157,027 | 0.07 | |
| Beach Energy Ltd. | AUD | 135,211 | 126,158 | 0.06 | |
| BlueScope Steel Ltd. | AUD | 42,362 | 303,355 | 0.13 | |
| Iluka Resources Ltd. | AUD | 36,364 | 190,205 | 0.08 | |
| Metcash Ltd. | AUD | 182,648 | 305,019 | 0.13 | |
| Woodside Petroleum Ltd. | AUD | 21,328 | 283,044 | 0.13 | |
| 1,458,174 | 0.64 | ||||
| バミューダ | |||||
| Assured Guaranty Ltd. | USD | 4,655 | 100,069 | 0.04 | |
| Athene Holding Ltd. ‘A’ | USD | 4,884 | 131,637 | 0.06 | |
| SFL Corp. Ltd. | USD | 39,691 | 319,412 | 0.14 | |
| Triton International Ltd. | USD | 14,422 | 386,783 | 0.17 | |
| 937,901 | 0.41 | ||||
| カナダ | |||||
| CGI, Inc. | CAD | 4,222 | 236,492 | 0.1 | |
| Imperial Oil Ltd. | CAD | 19,818 | 275,275 | 0.12 | |
| Stantec, Inc. | CAD | 14,502 | 395,961 | 0.18 | |
| 907,728 | 0.4 | ||||
| ドイツ | |||||
| OSRAM Licht AG | EUR | 88,993 | 3,637,589 | 1.6 | |
| RIB Software SE | EUR | 79,750 | 2,304,775 | 1.02 | |
| 5,942,364 | 2.62 | ||||
| アイルランド | |||||
| Cimpress plc | USD | 8,521 | 606,091 | 0.27 | |
| Eaton Corp. plc | USD | 4,774 | 367,191 | 0.16 | |
| Horizon Therapeutics plc | USD | 7,563 | 371,251 | 0.16 | |
| STERIS plc | USD | 2,596 | 347,913 | 0.15 | |
| 1,692,446 | 0.74 | ||||
| 日本 | |||||
| Amada Co. Ltd. | JPY | 10,800 | 78,879 | 0.03 | |
| BayCurrent Consulting, Inc. | JPY | 4,000 | 296,451 | 0.13 | |
| Brother Industries Ltd. | JPY | 18,300 | 294,148 | 0.13 | |
| Capcom Co. Ltd. | JPY | 9,600 | 311,200 | 0.14 | |
| Dai Nippon Printing Co. Ltd. | JPY | 4,700 | 96,107 | 0.04 | |
| DIC Corp. | JPY | 13,800 | 308,600 | 0.13 | |
| KDDI Corp. | JPY | 13,400 | 358,609 | 0.16 | |
| Kyowa Exeo Corp. | JPY | 15,900 | 339,357 | 0.15 | |
| Lawson, Inc. | JPY | 6,800 | 304,240 | 0.13 | |
| Marubeni Corp. | JPY | 87,800 | 354,272 | 0.16 | |
| Mitsubishi Gas Chemical Co., Inc. | JPY | 23,000 | 311,001 | 0.14 | |
| Nitto Denko Corp. | JPY | 6,200 | 312,583 | 0.14 | |
| Otsuka Corp. | JPY | 5,400 | 254,130 | 0.11 | |
| Sankyu, Inc. | JPY | 10,800 | 361,956 | 0.16 | |
| Seino Holdings Co. Ltd. | JPY | 10,700 | 124,957 | 0.05 | |
| Seria Co. Ltd. | JPY | 9,900 | 314,362 | 0.14 | |
| Sony Financial Holdings, Inc. | JPY | 170,800 | 3,673,012 | 1.62 | |
| Sumitomo Osaka Cement Co. Ltd. | JPY | 10,000 | 313,395 | 0.14 | |
| Sushiro Global Holdings Ltd. | JPY | 15,800 | 309,862 | 0.14 | |
| Suzuken Co. Ltd. | JPY | 4,800 | 159,974 | 0.07 | |
| Taiheiyo Cement Corp. | JPY | 5,500 | 113,582 | 0.05 | |
| Tokuyama Corp. | JPY | 13,600 | 284,915 | 0.12 | |
| Tokyo Steel Manufacturing Co. Ltd. | JPY | 61,300 | 315,657 | 0.14 | |
| Tomy Co. Ltd. | JPY | 39,600 | 279,215 | 0.12 | |
| Trend Micro, Inc. | JPY | 4,900 | 244,809 | 0.11 | |
| 10,115,273 | 4.45 | ||||
| ジャージー諸島 | |||||
| Janus Henderson Group plc | USD | 15,271 | 287,749 | 0.13 | |
| 287,749 | 0.13 | ||||
| ルクセンブルク | |||||
| Trinseo SA | USD | 11,400 | 219,894 | 0.1 | |
| 219,894 | 0.1 | ||||
| オランダ | |||||
| CNH Industrial NV | USD | 38,606 | 236,454 | 0.11 | |
| QIAGEN NV | EUR | 124,754 | 4,801,158 | 2.11 | |
| 5,037,612 | 2.22 | ||||
| プエルトリコ | |||||
| Popular, Inc. | USD | 3,812 | 125,309 | 0.06 | |
| 125,309 | 0.06 | ||||
| スペイン | |||||
| Masmovil Ibercom SA | EUR | 35,986 | 817,962 | 0.36 | |
| 817,962 | 0.36 | ||||
| スイス | |||||
| Adecco Group AG | CHF | 2,020 | 83,314 | 0.04 | |
| Galenica AG, Reg. S | CHF | 5,854 | 372,163 | 0.16 | |
| 455,477 | 0.2 | ||||
| 英国 | |||||
| Nielsen Holdings plc | USD | 17,564 | 226,043 | 0.1 | |
| Smiths Group plc | GBP | 16,099 | 247,385 | 0.11 | |
| TechnipFMC plc | USD | 21,235 | 126,840 | 0.05 | |
| 600,268 | 0.26 | ||||
| 米国 | |||||
| Acacia Communications, Inc. | USD | 74,126 | 4,485,521 | 1.97 | |
| Acadia Healthcare Co., Inc. | USD | 6,231 | 136,811 | 0.06 | |
| Adobe, Inc. | USD | 717 | 274,329 | 0.12 | |
| ADT, Inc. | USD | 17,154 | 120,676 | 0.05 | |
| Advanced Disposal Services, Inc. | USD | 113,464 | 3,054,625 | 1.34 | |
| Alaska Air Group, Inc. | USD | 9,775 | 310,383 | 0.14 | |
| Alliance Data Systems Corp. | USD | 14,421 | 578,911 | 0.25 | |
| Allison Transmission Holdings, Inc. | USD | 9,210 | 300,413 | 0.13 | |
| Alphabet, Inc. ‘A’ | USD | 279 | 346,202 | 0.15 | |
| Ameriprise Financial, Inc. | USD | 1,221 | 162,161 | 0.07 | |
| AMN Healthcare Services, Inc. | USD | 3,370 | 135,855 | 0.06 | |
| Apogee Enterprises, Inc. | USD | 12,667 | 262,415 | 0.12 | |
| Apple, Inc. | USD | 1,275 | 413,833 | 0.18 | |
| Aramark | USD | 4,900 | 96,374 | 0.04 | |
| Arcosa, Inc. | USD | 6,994 | 257,178 | 0.11 | |
| Asbury Automotive Group, Inc. | USD | 3,222 | 222,264 | 0.1 | |
| Biogen, Inc. | USD | 1,953 | 454,538 | 0.2 | |
| Bloomin’ Brands, Inc. | USD | 10,800 | 99,487 | 0.04 | |
| Brady Corp. ‘A’ | USD | 8,174 | 338,854 | 0.15 | |
| Brighthouse Financial, Inc. | USD | 5,101 | 122,513 | 0.05 | |
| Brunswick Corp. | USD | 7,220 | 410,713 | 0.18 | |
| Builders FirstSource, Inc. | USD | 6,476 | 117,029 | 0.05 | |
| Callaway Golf Co. | USD | 11,953 | 185,931 | 0.08 | |
| Carlisle Cos., Inc. | USD | 942 | 100,066 | 0.04 | |
| CBIZ, Inc. | USD | 6,200 | 129,797 | 0.06 | |
| Chemed Corp. | USD | 892 | 350,585 | 0.15 | |
| Cincinnati Bell, Inc. | USD | 126,119 | 1,674,873 | 0.74 | |
| Cisco Systems, Inc. | USD | 7,966 | 331,156 | 0.15 | |
| Citrix Systems, Inc. | USD | 3,929 | 515,623 | 0.23 | |
| Clearway Energy, Inc. ‘C’ | USD | 18,454 | 378,102 | 0.17 | |
| Clorox Co. (The) | USD | 2,105 | 412,436 | 0.18 | |
| CNO Financial Group, Inc. | USD | 9,642 | 131,101 | 0.06 | |
| CommVault Systems, Inc. | USD | 4,600 | 157,738 | 0.07 | |
| Coty, Inc. ‘A’ | USD | 37,100 | 151,432 | 0.07 | |
| Cracker Barrel Old Country Store, Inc. | USD | 1,444 | 139,543 | 0.06 | |
| Cummins, Inc. | USD | 2,091 | 319,690 | 0.14 | |
| CVR Energy, Inc. | USD | 3,548 | 60,254 | 0.03 | |
| Danaher Corp. | USD | 2,267 | 348,550 | 0.15 | |
| Dave & Buster’s Entertainment, Inc. | USD | 6,500 | 74,809 | 0.03 | |
| DaVita, Inc. | USD | 8,078 | 559,049 | 0.25 | |
| Delta Air Lines, Inc. | USD | 8,664 | 215,199 | 0.09 | |
| Devon Energy Corp. | USD | 51,501 | 504,051 | 0.22 | |
| Dick’s Sporting Goods, Inc. | USD | 10,928 | 405,979 | 0.18 | |
| Dolby Laboratories, Inc. ‘A’ | USD | 5,664 | 333,746 | 0.15 | |
| Dominion Energy, Inc. Preference | USD | 2,800 | 252,608 | 0.11 | |
| Domino’s Pizza, Inc. | USD | 800 | 261,694 | 0.12 | |
| Domtar Corp. | USD | 24,502 | 462,343 | 0.2 | |
| E*TRADE Financial Corp. | USD | 17,243 | 752,348 | 0.33 | |
| Eagle Materials, Inc. | USD | 6,403 | 397,399 | 0.17 | |
| Eastman Chemical Co. | USD | 6,121 | 372,142 | 0.16 | |
| eBay, Inc. | USD | 8,977 | 417,394 | 0.18 | |
| Equitable Holdings, Inc. | USD | 8,568 | 143,864 | 0.06 | |
| Fiserv, Inc. | USD | 2,200 | 189,459 | 0.08 | |
| ForeScout Technologies, Inc. | USD | 10,568 | 205,165 | 0.09 | |
| Fortive Corp. | USD | 4,808 | 288,368 | 0.13 | |
| FTI Consulting, Inc. | USD | 3,102 | 312,303 | 0.14 | |
| Gentex Corp. | USD | 13,707 | 312,637 | 0.14 | |
| GrafTech International Ltd. | USD | 65,084 | 458,436 | 0.2 | |
| Green Dot Corp. ‘A’ | USD | 7,500 | 318,441 | 0.14 | |
| Halozyme Therapeutics, Inc. | USD | 33,258 | 767,321 | 0.34 | |
| HD Supply Holdings, Inc. | USD | 8,717 | 263,723 | 0.12 | |
| HollyFrontier Corp. | USD | 11,091 | 269,198 | 0.12 | |
| Hope Bancorp, Inc. | USD | 45,613 | 366,459 | 0.16 | |
| Hubbell, Inc. | USD | 878 | 96,013 | 0.04 | |
| Huntsman Corp. | USD | 20,947 | 330,973 | 0.15 | |
| Huron Consulting Group, Inc. | USD | 3,254 | 124,923 | 0.05 | |
| IAC/interactivecorp | USD | 1,455 | 412,641 | 0.18 | |
| Ingredion, Inc. | USD | 4,264 | 309,476 | 0.14 | |
| Investors Bancorp, Inc. | USD | 15,983 | 117,785 | 0.05 | |
| Ironwood Pharmaceuticals, Inc. | USD | 18,667 | 168,375 | 0.07 | |
| ITT, Inc. | USD | 2,355 | 122,514 | 0.05 | |
| Jefferies Financial Group, Inc. | USD | 8,900 | 125,895 | 0.06 | |
| Johnson & Johnson | USD | 2,491 | 307,194 | 0.14 | |
| Kansas City Southern | USD | 2,390 | 313,279 | 0.14 | |
| Lam Research Corp. | USD | 1,410 | 405,621 | 0.18 | |
| Legg Mason, Inc. | USD | 85,631 | 3,798,140 | 1.67 | |
| LKQ Corp. | USD | 6,343 | 145,269 | 0.06 | |
| LogMeIn, Inc. | USD | 59,414 | 4,517,341 | 1.99 | |
| Louisiana-Pacific Corp. | USD | 29,736 | 666,165 | 0.29 | |
| Magellan Health, Inc. | USD | 3,142 | 196,829 | 0.09 | |
| ManpowerGroup, Inc. | USD | 1,473 | 89,594 | 0.04 | |
| Marathon Petroleum Corp. | USD | 6,903 | 215,832 | 0.09 | |
| McKesson Corp. | USD | 4,524 | 607,028 | 0.27 | |
| MEDNAX, Inc. | USD | 19,100 | 276,570 | 0.12 | |
| Merck & Co., Inc. | USD | 4,200 | 286,283 | 0.13 | |
| Meritor, Inc. | USD | 8,985 | 157,239 | 0.07 | |
| Mr Cooper Group, Inc. | USD | 30,597 | 334,401 | 0.15 | |
| National Oilwell Varco, Inc. | USD | 27,501 | 297,988 | 0.13 | |
| Navient Corp. | USD | 34,281 | 217,917 | 0.1 | |
| Navistar International Corp. | USD | 37,115 | 928,661 | 0.41 | |
| NetApp, Inc. | USD | 12,756 | 505,813 | 0.22 | |
| Nikola Corp. | USD | 2,700 | 156,277 | 0.07 | |
| Nuance Communications, Inc. | USD | 12,027 | 273,782 | 0.12 | |
| O-I Glass, Inc. | USD | 12,600 | 94,147 | 0.04 | |
| Omnicom Group, Inc. | USD | 6,318 | 304,753 | 0.13 | |
| Oracle Corp. | USD | 5,415 | 265,979 | 0.12 | |
| Oshkosh Corp. | USD | 1,725 | 109,631 | 0.05 | |
| Parker-Hannifin Corp. | USD | 2,006 | 320,341 | 0.14 | |
| PBF Energy, Inc. ‘A’ | USD | 7,911 | 66,063 | 0.03 | |
| PennyMac Financial Services, Inc. | USD | 9,228 | 335,661 | 0.15 | |
| PetMed Express, Inc. | USD | 8,680 | 264,849 | 0.12 | |
| Portola Pharmaceuticals, Inc. | USD | 220,583 | 3,539,444 | 1.56 | |
| Progress Software Corp. | USD | 9,045 | 315,851 | 0.14 | |
| PulteGroup, Inc. | USD | 11,699 | 348,616 | 0.15 | |
| QUALCOMM, Inc. | USD | 7,850 | 640,375 | 0.28 | |
| Ralph Lauren Corp. | USD | 7,982 | 520,003 | 0.23 | |
| Regal Beloit Corp. | USD | 4,688 | 359,657 | 0.16 | |
| Resideo Technologies, Inc. | USD | 21,200 | 214,204 | 0.09 | |
| Sleep Number Corp. | USD | 10,808 | 405,475 | 0.18 | |
| SLM Corp. | USD | 20,492 | 126,424 | 0.06 | |
| Snap-on, Inc. | USD | 913 | 110,858 | 0.05 | |
| Southwest Airlines Co. | USD | 10,597 | 320,174 | 0.14 | |
| Spectrum Brands Holdings, Inc. | USD | 14,087 | 563,430 | 0.25 | |
| Steel Dynamics, Inc. | USD | 14,625 | 333,837 | 0.15 | |
| SunPower Corp. | USD | 41,700 | 285,168 | 0.13 | |
| Synchrony Financial | USD | 7,114 | 138,459 | 0.06 | |
| SYNNEX Corp. | USD | 2,548 | 262,916 | 0.12 | |
| Tech Data Corp. | USD | 5,276 | 682,065 | 0.3 | |
| TEGNA, Inc. | USD | 53,027 | 518,750 | 0.23 | |
| Tenet Healthcare Corp. | USD | 11,197 | 175,270 | 0.08 | |
| TRI Pointe Group, Inc. | USD | 27,741 | 350,831 | 0.15 | |
| Triumph Bancorp, Inc. | USD | 5,282 | 111,663 | 0.05 | |
| UnitedHealth Group, Inc. | USD | 1,286 | 332,053 | 0.15 | |
| US Foods Holding Corp. | USD | 8,900 | 156,902 | 0.07 | |
| Verint Systems, Inc. | USD | 6,098 | 242,239 | 0.11 | |
| Veritex Holdings, Inc. | USD | 9,711 | 148,587 | 0.07 | |
| Visa, Inc. ‘A’ | USD | 1,471 | 251,167 | 0.11 | |
| Waddell & Reed Financial, Inc. ‘A’ | USD | 11,482 | 155,658 | 0.07 | |
| Waters Corp. | USD | 3,112 | 493,669 | 0.22 | |
| WESCO International, Inc. | USD | 3,945 | 121,129 | 0.05 | |
| Zions Bancorp NA | USD | 4,946 | 147,363 | 0.06 | |
| 57,631,576 | 25.37 | ||||
| 株式合計 | 86,229,733 | 37.96 | |||
| 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 | 141,006,663 | 62.08 | |||
| 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 | |||||
| 転換社債 | |||||
| バミューダ | |||||
| Horizon Pharma Investment Ltd. 2.5% 15/03/2022 | USD | 282,000 | 483,138 | 0.21 | |
| Jazz Investments I Ltd. 1.875% 15/08/2021 | USD | 200,000 | 174,164 | 0.08 | |
| 657,302 | 0.29 | ||||
| ケイマン諸島 | |||||
| Momo, Inc. 1.25% 01/07/2025 | USD | 301,000 | 206,200 | 0.09 | |
| 206,200 | 0.09 | ||||
| ジャージー諸島 | |||||
| Ensco Jersey Finance Ltd. 3% 31/01/2024 | USD | 535,000 | 64,407 | 0.03 | |
| 64,407 | 0.03 | ||||
| 米国 | |||||
| Advanced Micro Devices, Inc. 2.125% 01/09/2026 | USD | 56,000 | 328,112 | 0.14 | |
| Akamai Technologies, Inc., 144A 0.375% 01/09/2027 | USD | 146,000 | 141,361 | 0.06 | |
| Akamai Technologies, Inc. 0.125% 01/05/2025 | USD | 128,000 | 141,766 | 0.06 | |
| Anthem, Inc. 2.75% 15/10/2042 | USD | 71,000 | 227,778 | 0.1 | |
| Ares Capital Corp. 3.75% 01/02/2022 | USD | 139,000 | 122,207 | 0.05 | |
| Ares Capital Corp. 4.625% 01/03/2024 | USD | 136,000 | 118,531 | 0.05 | |
| Atlassian, Inc. 0.625% 01/05/2023 | USD | 178,000 | 349,328 | 0.15 | |
| BioMarin Pharmaceutical, Inc. 1.5% 15/10/2020 | USD | 137,000 | 160,647 | 0.07 | |
| BioMarin Pharmaceutical, Inc. 0.599% 01/08/2024 | USD | 143,000 | 155,904 | 0.07 | |
| Booking Holdings, Inc. 0.9% 15/09/2021 | USD | 199,000 | 186,546 | 0.08 | |
| Caesars Entertainment Corp. 5% 01/10/2024 | USD | 156,009 | 231,403 | 0.1 | |
| Chegg, Inc. 0.125% 15/03/2025 | USD | 288,000 | 363,948 | 0.16 | |
| Cheniere Energy, Inc. 4.25% 15/03/2045 | USD | 370,000 | 213,853 | 0.09 | |
| Colony Capital, Inc., REIT 3.875% 15/01/2021 | USD | 459,000 | 391,178 | 0.17 | |
| Coupa Software, Inc. 0.125% 15/06/2025 | USD | 248,000 | 401,118 | 0.18 | |
| DexCom, Inc. 0.75% 15/05/2022 | USD | 66,000 | 234,219 | 0.1 | |
| DexCom, Inc. 0.75% 01/12/2023 | USD | 98,000 | 211,826 | 0.09 | |
| Dycom Industries, Inc. 0.75% 15/09/2021 | USD | 306,000 | 258,674 | 0.11 | |
| Etsy, Inc., 144A 0.125% 01/10/2026 | USD | 334,000 | 404,546 | 0.18 | |
| Euronet Worldwide, Inc. 0.75% 15/03/2049 | USD | 225,000 | 193,640 | 0.09 | |
| Exact Sciences Corp. 1% 15/01/2025 | USD | 107,000 | 129,675 | 0.06 | |
| Exact Sciences Corp. 0.375% 15/03/2027 | USD | 210,000 | 193,687 | 0.09 | |
| Extra Space Storage LP, REIT, 144A 3.125% 01/10/2035 | USD | 409,000 | 392,012 | 0.17 | |
| Fortive Corp. 0.875% 15/02/2022 | USD | 294,000 | 255,598 | 0.11 | |
| Guidewire Software, Inc. 1.25% 15/03/2025 | USD | 237,000 | 244,314 | 0.11 | |
| Illumina, Inc. 0.5% 15/06/2021 | USD | 199,000 | 259,484 | 0.11 | |
| Illumina, Inc. 0% 15/08/2023 | USD | 133,000 | 128,184 | 0.06 | |
| Insulet Corp., 144A 0.375% 01/09/2026 | USD | 138,000 | 132,951 | 0.06 | |
| Insulet Corp. 1.375% 15/11/2024 | USD | 73,000 | 133,816 | 0.06 | |
| Intercept Pharmaceuticals, Inc. 3.25% 01/07/2023 | USD | 320,000 | 213,858 | 0.09 | |
| Ionis Pharmaceuticals, Inc. 1% 15/11/2021 | USD | 363,000 | 356,905 | 0.16 | |
| J2 Global, Inc., 144A 1.75% 01/11/2026 | USD | 160,000 | 124,400 | 0.06 | |
| J2 Global, Inc. 3.25% 15/06/2029 | USD | 193,000 | 196,500 | 0.09 | |
| KBR, Inc. 2.5% 01/11/2023 | USD | 222,000 | 222,785 | 0.1 | |
| Liberty Interactive LLC, 144A 1.75% 30/09/2046 | USD | 201,000 | 266,498 | 0.12 | |
| Liberty Media Corp., 144A 2.125% 31/03/2048 | USD | 447,000 | 385,294 | 0.17 | |
| Liberty Media Corp., 144A 2.25% 01/12/2048 | USD | 126,000 | 114,104 | 0.05 | |
| Liberty Media Corp. 1.375% 15/10/2023 | USD | 221,000 | 203,642 | 0.09 | |
| Liberty Media Corp-Liberty Formula One 1% 30/01/2023 | USD | 224,000 | 218,985 | 0.1 | |
| Live Nation Entertainment, Inc. 2.5% 15/03/2023 | USD | 122,000 | 110,542 | 0.05 | |
| Lumentum Holdings, Inc. 0.25% 15/03/2024 | USD | 217,000 | 281,116 | 0.12 | |
| Macquarie Infrastructure Corp. 2% 01/10/2023 | USD | 493,000 | 381,070 | 0.17 | |
| Microchip Technology, Inc. 1.625% 15/02/2025 | USD | 51,000 | 101,304 | 0.05 | |
| Microchip Technology, Inc. 1.625% 15/02/2027 | USD | 77,000 | 100,630 | 0.04 | |
| Microchip Technology, Inc. 2.25% 15/02/2037 | USD | 75,000 | 97,469 | 0.04 | |
| Neurocrine Biosciences, Inc. 2.25% 15/05/2024 | USD | 183,000 | 279,320 | 0.12 | |
| New Relic, Inc. 0.5% 01/05/2023 | USD | 300,000 | 258,298 | 0.11 | |
| Nuance Communications, Inc. 1.25% 01/04/2025 | USD | 138,000 | 172,964 | 0.08 | |
| Nuance Communications, Inc. 1% 15/12/2035 | USD | 149,000 | 157,681 | 0.07 | |
| NuVasive, Inc. 2.25% 15/03/2021 | USD | 388,000 | 378,124 | 0.17 | |
| Okta, Inc., 144A 0.125% 01/09/2025 | USD | 292,000 | 322,650 | 0.14 | |
| ON Semiconductor Corp. 1% 01/12/2020 | USD | 186,000 | 193,494 | 0.09 | |
| ON Semiconductor Corp. 1.625% 15/10/2023 | USD | 189,000 | 203,946 | 0.09 | |
| Palo Alto Networks, Inc. 0.75% 01/07/2023 | USD | 441,000 | 423,530 | 0.19 | |
| Proofpoint, Inc., 144A 0.25% 15/08/2024 | USD | 279,000 | 241,034 | 0.11 | |
| RingCentral, Inc. 0% 15/03/2023 | USD | 136,000 | 416,594 | 0.18 | |
| ServiceNow, Inc. 0% 01/06/2022 | USD | 140,000 | 368,388 | 0.16 | |
| Silicon Laboratories, Inc. 1.375% 01/03/2022 | USD | 232,000 | 251,133 | 0.11 | |
| Snap, Inc., 144A 0.75% 01/08/2026 | USD | 290,000 | 320,666 | 0.14 | |
| Splunk, Inc. 0.5% 15/09/2023 | USD | 133,000 | 169,212 | 0.08 | |
| Splunk, Inc. 1.125% 15/09/2025 | USD | 130,000 | 168,783 | 0.07 | |
| Supernus Pharmaceuticals, Inc. 0.625% 01/04/2023 | USD | 438,000 | 344,465 | 0.15 | |
| Synaptics, Inc. 0.5% 15/06/2022 | USD | 494,000 | 467,294 | 0.21 | |
| Teradyne, Inc. 1.25% 15/12/2023 | USD | 139,000 | 330,938 | 0.15 | |
| Twitter, Inc. 1% 15/09/2021 | USD | 150,000 | 131,308 | 0.06 | |
| Twitter, Inc. 0.25% 15/06/2024 | USD | 154,000 | 129,013 | 0.06 | |
| Verint Systems, Inc. 1.5% 01/06/2021 | USD | 283,000 | 250,078 | 0.11 | |
| Viavi Solutions, Inc. 1% 01/03/2024 | USD | 219,000 | 223,874 | 0.1 | |
| Vishay Intertechnology, Inc. 2.25% 15/06/2025 | USD | 297,000 | 246,528 | 0.11 | |
| Western Digital Corp. 1.5% 01/02/2024 | USD | 306,000 | 257,398 | 0.11 | |
| Workday, Inc. 0.25% 01/10/2022 | USD | 225,000 | 276,147 | 0.12 | |
| Zendesk, Inc. 0.25% 15/03/2023 | USD | 211,000 | 277,180 | 0.12 | |
| Zynga, Inc. 0.25% 01/06/2024 | USD | 282,000 | 326,377 | 0.14 | |
| 17,667,825 | 7.78 | ||||
| 転換社債合計 | 18,595,734 | 8.19 | |||
| 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 | 18,595,734 | 8.19 | |||
| UCITSと認められたユニットまたはその他の集団投資事業 | |||||
| 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 | 2,134 | 21,216,893 | 9.34 | |
| 21,216,893 | 9.34 | ||||
| 集団投資スキーム - UCITS合計 | 21,216,893 | 9.34 | |||
| UCITSと認められたユニットまたはその他の集団投資事業合計 | 21,216,893 | 9.34 | |||
| 投資有価証券合計 | 180,819,290 | 79.61 | |||
| 定期預金 | |||||
| フランス | |||||
| BRED Banque Populaire SA 0.08% 01/07/2020 | USD | 23,800,000 | 21,233,886 | 9.35 | |
| 21,233,886 | 9.35 | ||||
| 定期預金合計 | 21,233,886 | 9.35 | |||
| 現金 | 24,649,847 | 10.85 | |||
| その他の資産/(負債) | 425,449 | 0.19 | |||
| 純資産 | 227,128,472 | 100.00 |
| 為替先渡取引 | ||||||||
| 買建通貨 | 買建額 | 売建通貨 | 売建額 | 決済日 | 取引相手 | 評価益(損) (ユーロ) | 純資産比 (%) | |
| CHF | 57,179 | EUR | 52,703 | 10/07/2020 | Barclays | 1,015 | - | |
| CHF | 401 | EUR | 375 | 10/07/2020 | Standard Chartered | 2 | - | |
| EUR | 10,323,268 | AUD | 16,784,935 | 15/07/2020 | Standard Chartered | 38,978 | 0.02 | |
| EUR | 1,815,462 | CAD | 2,777,056 | 15/07/2020 | HSBC | 3,663 | - | |
| EUR | 378,695 | GBP | 340,666 | 10/07/2020 | Barclays | 4,824 | - | |
| EUR | 13,722 | GBP | 12,271 | 10/07/2020 | Goldman Sachs | 255 | - | |
| EUR | 145,831 | GBP | 129,973 | 10/07/2020 | Merrill Lynch | 3,189 | - | |
| EUR | 481,130 | GBP | 431,575 | 10/07/2020 | Standard Chartered | 7,488 | - | |
| EUR | 697,689 | GBP | 626,038 | 10/07/2020 | State Street | 10,629 | 0.01 | |
| EUR | 12,991,062 | GBP | 11,660,660 | 15/07/2020 | Merrill Lynch | 194,888 | 0.09 | |
| EUR | 33,283 | JPY | 4,000,003 | 01/07/2020 | Merrill Lynch | 141 | - | |
| EUR | 357,511 | JPY | 42,862,684 | 10/07/2020 | Standard Chartered | 2,404 | - | |
| EUR | 1,506,842 | JPY | 180,249,552 | 15/07/2020 | BNP Paribas | 13,595 | 0.01 | |
| EUR | 5,295 | NOK | 56,739 | 10/07/2020 | Goldman Sachs | 81 | - | |
| EUR | 2,893 | NOK | 30,821 | 10/07/2020 | HSBC | 60 | - | |
| EUR | 15,996,644 | NOK | 168,945,025 | 15/07/2020 | BNP Paribas | 471,684 | 0.21 | |
| EUR | 380,392 | NOK | 4,120,468 | 15/07/2020 | Goldman Sachs | 1,747 | - | |
| EUR | 44,807 | SEK | 467,893 | 10/07/2020 | BNP Paribas | 155 | - | |
| EUR | 40,632 | SEK | 424,892 | 10/07/2020 | Toronto-Dominion Bank | 84 | - | |
| EUR | 324,792 | USD | 362,012 | 10/07/2020 | Toronto-Dominion Bank | 1,864 | - | |
| EUR | 321,823 | USD | 357,701 | 15/07/2020 | State Street | 2,779 | - | |
| INR | 19,147,791 | USD | 251,320 | 15/07/2020 | BNP Paribas | 1,605 | - | |
| INR | 85,956,830 | USD | 1,134,699 | 15/07/2020 | Standard Chartered | 1,416 | - | |
| JPY | 16,000,002 | EUR | 130,151 | 10/07/2020 | BNP Paribas | 2,405 | - | |
| JPY | 54,935,249 | EUR | 453,280 | 10/07/2020 | Goldman Sachs | 1,845 | - | |
| JPY | 7,894,087,658 | EUR | 63,621,556 | 10/07/2020 | State Street | 1,779,074 | 0.78 | |
| JPY | 6,000,002 | EUR | 48,358 | 10/07/2020 | Toronto-Dominion Bank | 1,351 | - | |
| JPY | 89,505,534 | EUR | 721,320 | 15/07/2020 | Goldman Sachs | 20,174 | 0.01 | |
| JPY | 213,549,903 | EUR | 1,762,873 | 15/07/2020 | HSBC | 6,246 | - | |
| JPY | 180,486,485 | EUR | 1,454,613 | 15/07/2020 | Standard Chartered | 40,598 | 0.02 | |
| NOK | 38,551 | EUR | 3,525 | 12/08/2020 | Goldman Sachs | 16 | - | |
| NZD | 429,256 | EUR | 244,776 | 15/07/2020 | Barclays | 627 | - | |
| SEK | 224,859 | EUR | 21,322 | 10/07/2020 | HSBC | 137 | - | |
| SEK | 421,920 | EUR | 40,103 | 10/07/2020 | Merrill Lynch | 162 | - | |
| SEK | 6,911,311 | GBP | 592,269 | 15/07/2020 | Barclays | 9,585 | - | |
| SEK | 3,548,877 | NOK | 3,628,315 | 15/07/2020 | Merrill Lynch | 5,241 | - | |
| USD | 1,251,293 | CLP | 952,421,997 | 15/07/2020 | Standard Chartered | 83,216 | 0.04 | |
| USD | 478,540 | EUR | 422,848 | 10/07/2020 | Goldman Sachs | 4,027 | - | |
| USD | 67,604,936 | EUR | 59,485,886 | 10/07/2020 | HSBC | 820,079 | 0.36 | |
| USD | 10,724,726 | EUR | 9,540,352 | 10/07/2020 | Merrill Lynch | 26,478 | 0.01 | |
| USD | 24,984 | EUR | 22,199 | 10/07/2020 | State Street | 88 | - | |
| USD | 365,946 | EUR | 323,970 | 15/07/2020 | BNP Paribas | 2,427 | - | |
| USD | 2,675,875 | EUR | 2,367,965 | 15/07/2020 | Goldman Sachs | 18,724 | 0.01 | |
| USD | 4,379,861 | EUR | 3,880,248 | 15/07/2020 | Merrill Lynch | 26,273 | 0.01 | |
| USD | 17,361,900 | EUR | 15,291,444 | 15/07/2020 | Standard Chartered | 194,122 | 0.09 | |
| USD | 4,325,248 | EUR | 3,847,792 | 15/07/2020 | State Street | 10,018 | - | |
| USD | 655,179 | NOK | 6,209,631 | 15/07/2020 | BNP Paribas | 13,748 | 0.01 | |
| 為替先渡取引評価益合計- 資産 | 3,829,207 | 1.68 | ||||||
| AUD | 1,183,583 | EUR | 727,783 | 15/07/2020 | Standard Chartered | (2,590) | - | |
| AUD | 621,766 | USD | 434,333 | 15/07/2020 | Goldman Sachs | (6,432) | - | |
| CHF | 230,484 | USD | 242,878 | 15/07/2020 | Goldman Sachs | (90) | - | |
| EUR | 506,758 | AUD | 833,896 | 15/07/2020 | State Street | (4,178) | - | |
| EUR | 612 | CHF | 660 | 10/07/2020 | RBC | (7) | - | |
| EUR | 2,102 | CHF | 2,245 | 10/07/2020 | Standard Chartered | (7) | - | |
| EUR | 3,025,867 | CHF | 3,284,228 | 15/07/2020 | Goldman Sachs | (59,653) | (0.03) | |
| EUR | 283,722 | GBP | 259,985 | 15/07/2020 | Merrill Lynch | (1,580) | - | |
| EUR | 1,232 | GBP | 1,126 | 12/08/2020 | State Street | (3) | - | |
| EUR | 1,022,236 | ILS | 4,001,143 | 15/07/2020 | Goldman Sachs | (6,293) | - | |
| EUR | 505,894 | JPY | 61,850,924 | 10/07/2020 | Barclays | (6,526) | - | |
| EUR | 491,094 | JPY | 59,679,588 | 10/07/2020 | State Street | (3,337) | - | |
| EUR | 14,989,729 | JPY | 1,860,012,543 | 15/07/2020 | Goldman Sachs | (419,239) | (0.19) | |
| EUR | 2,008 | NOK | 21,906 | 10/07/2020 | Goldman Sachs | (6) | - | |
| EUR | 325,260 | NOK | 3,548,444 | 15/07/2020 | Goldman Sachs | (819) | - | |
| EUR | 1,066,611 | PLN | 4,744,940 | 15/07/2020 | BNP Paribas | (571) | - | |
| EUR | 41,256 | SEK | 432,890 | 10/07/2020 | BNP Paribas | (56) | - | |
| EUR | 15,804 | SEK | 166,764 | 10/07/2020 | HSBC | (111) | - | |
| EUR | 1,283 | SEK | 13,534 | 10/07/2020 | Merrill Lynch | (9) | - | |
| EUR | 21,570 | SEK | 226,526 | 10/07/2020 | Standard Chartered | (48) | - | |
| EUR | 45,108 | SEK | 473,143 | 10/07/2020 | State Street | (45) | - | |
| EUR | 459,535 | USD | 515,355 | 10/07/2020 | Barclays | (179) | - | |
| EUR | 396,960 | USD | 451,047 | 10/07/2020 | Goldman Sachs | (5,390) | - | |
| EUR | 34,756 | USD | 39,520 | 10/07/2020 | Standard Chartered | (497) | - | |
| EUR | 399,508 | USD | 448,179 | 15/07/2020 | Barclays | (235) | - | |
| EUR | 7,130,705 | USD | 8,000,000 | 15/07/2020 | BNP Paribas | (4,720) | - | |
| EUR | 2,773,142 | USD | 3,134,333 | 15/07/2020 | Goldman Sachs | (22,458) | (0.01) | |
| EUR | 3,281,410 | USD | 3,710,677 | 15/07/2020 | Merrill Lynch | (28,247) | (0.01) | |
| EUR | 121,494,162 | USD | 138,082,245 | 15/07/2020 | RBC | (1,665,272) | (0.73) | |
| EUR | 515,159 | USD | 582,154 | 15/07/2020 | Standard Chartered | (4,080) | - | |
| EUR | 2,627,951 | USD | 2,958,374 | 15/07/2020 | State Street | (10,705) | (0.01) | |
| GBP | 31,415 | EUR | 34,557 | 01/07/2020 | State Street | (75) | - | |
| GBP | 3,101 | EUR | 3,429 | 10/07/2020 | BNP Paribas | (26) | - | |
| GBP | 11,627 | EUR | 12,969 | 10/07/2020 | HSBC | (209) | - | |
| GBP | 957 | EUR | 1,073 | 10/07/2020 | Merrill Lynch | (23) | - | |
| GBP | 456,741 | EUR | 508,374 | 10/07/2020 | RBC | (7,113) | - | |
| GBP | 64,275,122 | EUR | 71,622,494 | 10/07/2020 | Standard Chartered | (1,082,290) | (0.48) | |
| GBP | 3,195,990 | EUR | 3,531,653 | 10/07/2020 | State Street | (24,141) | (0.01) | |
| GBP | 250,064 | EUR | 280,569 | 15/07/2020 | Merrill Lynch | (6,153) | - | |
| GBP | 447,015 | NZD | 867,687 | 15/07/2020 | BNP Paribas | (5,507) | - | |
| IDR | 17,141,836,241 | USD | 1,219,018 | 15/07/2020 | Merrill Lynch | (34,288) | (0.02) | |
| JPY | 2,000,005 | EUR | 16,609 | 10/07/2020 | BNP Paribas | (39) | - | |
| JPY | 4,000,003 | EUR | 33,280 | 10/07/2020 | Merrill Lynch | (141) | - | |
| JPY | 6,000,007 | EUR | 50,119 | 10/07/2020 | State Street | (411) | - | |
| MXN | 27,692,580 | EUR | 1,115,701 | 15/07/2020 | Goldman Sachs | (51,179) | (0.02) | |
| NOK | 31,921 | EUR | 2,945 | 10/07/2020 | Goldman Sachs | (12) | - | |
| NOK | 4,372,982 | EUR | 414,082 | 10/07/2020 | Standard Chartered | (12,194) | (0.01) | |
| NOK | 2,469,524 | EUR | 229,712 | 15/07/2020 | Goldman Sachs | (2,779) | - | |
| NOK | 10,198,905 | SEK | 10,136,315 | 15/07/2020 | Goldman Sachs | (30,069) | (0.01) | |
| NZD | 633,528 | AUD | 593,989 | 15/07/2020 | BNP Paribas | (1,759) | - | |
| NZD | 16,941,290 | EUR | 9,711,536 | 15/07/2020 | Standard Chartered | (26,294) | (0.01) | |
| RUB | 85,442,405 | USD | 1,239,539 | 15/07/2020 | HSBC | (36,317) | (0.02) | |
| SEK | 59,151,335 | EUR | 5,682,438 | 10/07/2020 | Standard Chartered | (37,489) | (0.02) | |
| SEK | 167,581,060 | EUR | 16,097,851 | 15/07/2020 | Standard Chartered | (106,018) | (0.05) | |
| USD | 26,500,000 | EUR | 23,641,337 | 15/07/2020 | Standard Chartered | (5,242) | - | |
| USD | 7,548,620 | EUR | 6,775,410 | 15/07/2020 | State Street | (42,584) | (0.02) | |
| USD | 1,155,058 | KRW | 1,395,356,832 | 15/07/2020 | Barclays | (6,827) | - | |
| USD | 1,142,108 | TWD | 33,885,210 | 15/07/2020 | Standard Chartered | (10,641) | (0.01) | |
| ZAR | 21,195,710 | EUR | 1,107,785 | 15/07/2020 | Goldman Sachs | (21,649) | (0.01) | |
| 為替先渡取引評価損合計-負債 | (3,804,852) | (1.67) | ||||||
| 為替先渡取引純評価益-資産 | 24,355 | 0.01 | ||||||
| 先物取引 | ||||||
| 銘柄 | 取引数 | 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 (%) | |
| Australia 10 Year Bond, 15/09/2020 | 99 | AUD | 9,027,140 | 7,042 | - | |
| Canada 10 Year Bond, 21/09/2020 | 79 | CAD | 7,945,722 | 4,429 | - | |
| Euro-Bobl, 08/09/2020 | 19 | EUR | 2,565,855 | 855 | - | |
| Euro-Bund, 08/09/2020 | 5 | EUR | 883,975 | 675 | - | |
| Euro-Buxl 30 Year Bond, 08/09/2020 | 4 | EUR | 884,360 | 4,358 | - | |
| Euro-Schatz, 08/09/2020 | (317) | EUR | -35,550,757 | 1,344 | - | |
| Long Gilt, 28/09/2020 | 37 | GBP | 5,600,917 | 5,482 | - | |
| NASDAQ 100 Emini Index, 18/09/2020 | 7 | USD | 1,251,909 | 6,136 | 0.01 | |
| Russell 2000 Emini Index, 18/09/2020 | (164) | USD | -10,370,987 | 40,969 | 0.02 | |
| S&P 500 Emini Index, 18/09/2020 | (178) | USD | -24,198,377 | 1,588 | - | |
| S&P Midcap 400 Emini Index, 18/09/2020 | 1 | USD | 156,818 | 161 | - | |
| SPI 200 Index, 17/09/2020 | 2 | AUD | 180,542 | 2,605 | - | |
| TOPIX Index, 10/09/2020 | 4 | JPY | 516,512 | 2,154 | - | |
| US 2 Year Note, 30/09/2020 | 192 | USD | 37,829,550 | 5,229 | - | |
| US 5 Year Note, 30/09/2020 | 115 | USD | 12,910,456 | 6,012 | 0.01 | |
| US 10 Year Note, 21/09/2020 | 116 | USD | 14,423,512 | 4,651 | - | |
| US Long Bond, 21/09/2020 | 1 | USD | 159,993 | 373 | - | |
| 先物取引評価益合計 | 94,063 | 0.04 | ||||
| Australia 3 Year Bond, 15/09/2020 | 147 | AUD | 10,545,594 | - | - | |
| CAC 40 10 Euro Index, 17/07/2020 | 1 | EUR | 48,797 | (668) | - | |
| Euro-Bund, 08/09/2020 | (60) | EUR | -10,607,700 | (8,100) | (0.01) | |
| EURO STOXX 50 Index, 18/09/2020 | 4 | EUR | 127,780 | (1,100) | - | |
| Hang Seng China Enterprises Index, 30/07/2020 | (1) | HKD | -55,531 | (178) | - | |
| Long Gilt, 28/09/2020 | (25) | GBP | -3,784,403 | (3,156) | - | |
| MSCI EAFE Index, 18/09/2020 | 2 | USD | 157,568 | (1,401) | - | |
| MSCI Emerging Markets Index, 18/09/2020 | 3 | USD | 131,994 | (482) | - | |
| MSCI Singapore Index, 29/07/2020 | (2) | SGD | -37,810 | (307) | - | |
| OMXS30 Index, 17/07/2020 | 27 | SEK | 425,957 | (5,411) | - | |
| S&P 500 Emini Index, 18/09/2020 | 7 | USD | 951,622 | (62) | - | |
| S&P/TSX 60 Index, 17/09/2020 | 1 | CAD | 119,970 | (509) | - | |
| 先物取引評価損合計 | (21,374) | (0.01) | ||||
| 先物取引純評価損益 | 72,689 | 0.03 | ||||
| 商品指数スワップ取引 | |||||||||
| 想定元本 | 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 (%) | ||
| 200,406 | USD | Goldman Sachs | Receive BCOM Index Excess Return Pay Spread of (0.03)% on Notional | 02/10/2020 | - | - | - | ||
| 67,950,158 | USD | Goldman Sachs | Receive S&P GSCI Roll Weight Select Excess Return Index Pay Spread of 0.05% on Notional | 23/09/2020 | 63,249 | 63,249 | 0.03 | ||
| 商品指数スワップ取引評価益合計 | 63,249 | 63,249 | 0.03 | ||||||
| 34,984 | USD | Merrill Lynch | Receive BCOM Index Excess Return Pay Spread of (0.02)% on Notional | 23/09/2020 | (83) | (83) | - | ||
| 67,912,750 | USD | Goldman Sachs | Receive S&P GSCI Equal Weight Select Excess Return Index Pay Spread of 0.00% on Notional | 23/09/2020 | (85,938) | (85,938) | (0.04) | ||
| 商品指数スワップ取引評価損合計 | (86,021) | (86,021) | (0.04) | ||||||
| 商品指数スワップ取引純評価損益 | (22,772) | (22,772) | (0.01) | ||||||
| トータル・リターン・スワップ取引 | |||||||
| 取引内容 | 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 3 Securities Pay 1M BBR +0.35% | AUD | 15/10/2020 | Bank of America | 822,436 | 26,164 | 0.01 | |
| Receive 1M BBR -0.35% Pay Performance of the underlying equity basket of 3 Securities | AUD | 15/12/2020 | Bank of America | (638,415) | |||
| Receive Performance of the underlying equity basket of 2 Securities Pay EUR-1M-LIBOR-BBA +0.15% | EUR | 13/08/2021 | UBS | 8,713,157 | 58,730 | 0.03 | |
| Receive EUR-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 2 Securities | EUR | 13/08/2021 | UBS | (7,768,354) | |||
| Receive Performance of the underlying equity basket of 25 Securities Pay EUR-1M-LIBOR-BBA +0.15% | EUR | 13/08/2021 | UBS | ||||
| Receive Performance of the underlying equity basket of 25 Securities Pay EUR-1M-LIBOR-BBA +0.25% | EUR | 13/08/2021 | UBS | 7,453,239 | 79,811 | 0.04 | |
| Receive EUR-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 28 Securities | EUR | 13/08/2021 | UBS | ||||
| Receive EUR-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 28 Securities | EUR | 13/08/2021 | UBS | (6,724,436) | |||
| Receive Performance of the underlying equity basket of 1 Security Pay 3D EIBOR -0.509% | EUR | 12/11/2020 | Barclays | 650,857 | 2,373 | - | |
| Receive Performance of the underlying equity basket of 19 Securities Pay 1D EIBOR -0.509% | EUR | 12/11/2020 | Barclays | 5,939,449 | 336,709 | 0.15 | |
| Receive 3D EIBOR -0.509% Pay Performance of the underlying equity basket of 17 Securities | EUR | 12/11/2020 | Barclays | (3,417,639) | |||
| Receive Performance of the underlying equity basket of 1 Security Pay 1M LIBOR +0.2% | GBP | 30/10/2020 | Bank of America | 1,514 | 1,510 | - | |
| Receive Performance of the underlying equity basket of 14 Securities Pay 3D LIBOR +0.1% | GBP | 12/11/2020 | Barclays | 4,061,146 | 238,707 | 0.11 | |
| Receive Performance of the underlying equity basket of 4 Securities Pay JPY-1M-LIBOR-BBA +0.175% | JPY | 02/09/2022 | UBS | 7,856,483 | 33,825 | 0.02 | |
| Receive Performance of the underlying equity basket of 1 Security Pay 3D LIBOR -0.104% | JPY | 30/10/2020 | Barclays | 1,993,944 | 55,899 | 0.02 | |
| Receive Performance of the underlying equity basket of 14 Securities Pay 1D LIBOR -0.104% | JPY | 30/10/2020 | Barclays | 4,463,120 | 28,290 | 0.01 | |
| Receive 3D LIBOR -0.104% Pay Performance of the underlying equity basket of 2 Securities | JPY | 30/10/2020 | Barclays | (286,389) | |||
| Receive Performance of the underlying equity basket of 12 Securities Pay USD-1M-LIBOR-BBA +0.175% | USD | 13/08/2021 | UBS | ||||
| Receive Performance of the underlying equity basket of 12 Securities Pay USD-1M-LIBOR-BBA +0.25% | USD | 16/11/2021 | UBS | 41,079,954 | 191,902 | 0.08 | |
| Receive USD-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 7 Securities | USD | 13/08/2021 | UBS | ||||
| Receive USD-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 7 Securities | USD | 16/11/2021 | UBS | (21,337,206) | |||
| Receive Performance of the underlying equity basket of 74 Securities Pay 1M LIBOR | USD | 15/12/2020 | Bank of America | ||||
| Receive Performance of the underlying equity basket of 74 Securities Pay 1M LIBOR +0.2% | USD | 17/05/2021 | Bank of America | 22,329,790 | 175,431 | 0.08 | |
| Receive 1M LIBOR Pay Performance of the underlying equity basket of 48 Securities | USD | 15/12/2020 | Bank of America | ||||
| Receive 1M LIBOR Pay Performance of the underlying equity basket of 48 Securities | USD | 17/05/2021 | Bank of America | (11,425,781) | |||
| Receive Performance of the underlying equity basket of 1 Security Pay 1D LIBOR +0.185% | USD | 18/01/2021 | Barclays | 424,964 | 123,776 | 0.05 | |
| Receive Performance of the underlying equity basket of 47 Securities Pay 1D LIBOR +0.185% | USD | 08/02/2021 | Barclays | 13,775,153 | 233,509 | 0.10 | |
| Receive 3D LIBOR +0.185% Pay Performance of the underlying equity basket of 15 Securities | USD | 08/02/2021 | Barclays | (3,340,072) | |||
| トータル・リターン・スワップ取引評価益合計 | 1,586,636 | 0.70 | |||||
| Receive Performance of the underlying equity basket of 11 Securities Pay AUD-1M-BBSW-REUTR +0.175% | AUD | 13/08/2021 | UBS | 2,622,530 | (196,232) | (0.09) | |
| Receive AUD-1M-BBSW-REUTR Pay Performance of the underlying equity basket of 13 Securities | AUD | 13/08/2021 | UBS | (3,088,064) | |||
| Receive Performance of the underlying equity basket of 1 Security Pay 3D BBSW +0.09% | AUD | 30/10/2020 | Barclays | 297,031 | (14,060) | (0.01) | |
| Receive Performance of the underlying equity basket of 1 Security Pay CAD-1M-CDOR-BANKS +0.175% | CAD | 13/08/2021 | UBS | 577,402 | (360,033) | (0.16) | |
| Receive CAD-1M-CDOR-BANKS Pay Performance of the underlying equity basket of 1 Security | CAD | 13/08/2021 | UBS | (571,099) | |||
| Receive Performance of the underlying equity basket of 12 Securities Pay CAD-1M-CDOR-BANKS +0.175% | CAD | 13/08/2021 | UBS | 2,969,158 | (20,228) | (0.01) | |
| Receive CAD-1M-CDOR-BANKS Pay Performance of the underlying equity basket of 5 Securities | CAD | 13/08/2021 | UBS | (1,037,599) | |||
| Receive Performance of the underlying equity basket of 4 Securities Pay 1M BA +0.5% | CAD | 15/12/2020 | Bank of America | 1,132,141 | (47,721) | (0.02) | |
| Receive 1M BA Pay Performance of the underlying equity basket of 13 Securities | CAD | 15/12/2020 | Bank of America | (3,589,558) | |||
| Receive Performance of the underlying equity basket of 3 Securities Pay CHF-1M-LIBOR-BBA +0.15% | CHF | 13/08/2021 | UBS | 1,108,449 | (70,774) | (0.03) | |
| Receive CHF-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 5 Securities | CHF | 13/08/2021 | UBS | (1,341,871) | |||
| Receive Performance of the underlying equity basket of 3 Securities Pay 1M LIBOR +0.2% | CHF | 30/10/2020 | Bank of America | 895,968 | (26,677) | (0.01) | |
| Receive 1M LIBOR Pay Performance of the underlying equity basket of 1 Security | CHF | 30/10/2020 | Bank of America | (278,513) | |||
| Receive Performance of the underlying equity basket of 1 Security Pay 1D LIBOR -0.766% | CHF | 12/11/2020 | Barclays | 309,698 | (54,134) | (0.02) | |
| Receive 3D LIBOR -0.766% Pay Performance of the underlying equity basket of 3 Securities | CHF | 12/11/2020 | Barclays | (793,704) | |||
| Receive Performance of the underlying equity basket of 12 Securities Pay 1M EURIBOR +0.2% | EUR | 30/10/2020 | Bank of America | 2,536,276 | (39,479) | (0.02) | |
| Receive 1M EURIBOR Pay Performance of the underlying equity basket of 14 Securities | EUR | 30/10/2020 | Bank of America | (2,949,003) | |||
| Receive Performance of the underlying equity basket of 9 Securities Pay GBP-1M-LIBOR-BBA +0.175% | GBP | 13/08/2021 | UBS | 1,955,923 | (498,390) | (0.22) | |
| Receive GBP-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 23 Securities | GBP | 13/08/2021 | UBS | (5,775,588) | |||
| Receive Performance of the underlying equity basket of 8 Securities Pay 1M LIBOR +0.2% | GBP | 30/10/2020 | Bank of America | 1,508,086 | (284) | - | |
| Receive 1M LIBOR Pay Performance of the underlying equity basket of 5 Securities | GBP | 30/10/2020 | Bank of America | (750,102) | |||
| Receive Performance of the underlying equity basket of 39 Securities Pay JPY-1M-LIBOR-BBA +0.175% | JPY | 13/08/2021 | UBS | 11,573,141 | (165,058) | (0.07) | |
| Receive JPY-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 63 Securities | JPY | 13/08/2021 | UBS | (16,589,042) | |||
| Receive 1M LIBOR Pay Performance of the underlying equity basket of 13 Securities | JPY | 15/02/2021 | Bank of America | ||||
| Receive 1M LIBOR -1% Pay Performance of the underlying equity basket of 13 Securities | JPY | 15/02/2021 | Bank of America | ||||
| Receive 1M LIBOR -0.35% Pay Performance of the underlying equity basket of 13 Securities | JPY | 15/02/2021 | Bank of America | (2,798,418) | (89,263) | (0.04) | |
| Receive Performance of the underlying equity basket of 1 Security Pay SEK-1M-STIBOR-REUTR +0.15% | SEK | 13/08/2021 | UBS | 2,509,571 | (25,527) | (0.01) | |
| Receive SEK-1M-STIBOR-REUTR Pay Performance of the underlying equity basket of 1 Security | SEK | 13/08/2021 | UBS | (2,530,096) | |||
| Receive Performance of the underlying equity basket of 81 Securities Pay USD-1M-LIBOR-BBA +0.175% | USD | 13/08/2021 | UBS | 21,483,039 | (4,838,786) | (2.13) | |
| Receive USD-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 183 Securities | USD | 13/08/2021 | UBS | (49,629,784) | |||
| トータル・リターン・スワップ取引評価損合計 | (6,446,646) | (2.84) | |||||
| トータル・リターン・スワップ取引純評価損益 | (4,860,010) | (2.14) | |||||
「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
2020年12月31日現在
| ユーロ | |
| 資産 | |
| 取得原価 | 3,977,674,244 |
| 評価利益/(損失) | 510,057,309 |
| 投資有価証券-時価 | 4,487,731,553 |
| TBA取引投資-時価 | - |
| 現金預金およびブローカー預託金 | 241,009,975 |
| 定期預金 | - |
| 申込みに係る未収金 | 16,117,278 |
| 売却済投資有価証券未収金 | 223,150 |
| 売却済TBA取引未収金 | - |
| 未収配当金 | 196,823 |
| 未収利息 | 5,442,479 |
| 未収還付税額 | 194,748 |
| 未収報酬免除額 | 131,994 |
| 買建オプション取引-適正価格 | 80,464,044 |
| 金融先物取引評価利益 | 835,775 |
| 為替先渡取引評価利益 | 41,054,059 |
| スワップ取引-適正価格 | - |
| その他資産 | 15,425 |
| 資 産 合 計 | 4,873,417,303 |
| 負債 | |
| TBA取引に係るショート・ポジション-時価 | - |
| 当座借越 | - |
| ブローカーへの預託金 | 944 |
| 解約に係る未払金 | 3,679,643 |
| 購入済投資有価証券未払金 | - |
| 購入済TBA取引に係る未払金 | - |
| 未払利息 | 5,929 |
| 未払販売報酬 | 348,586 |
| 未払運用および顧問報酬 | 3,459,561 |
| 未払ファンドサービス報酬 | 401,237 |
| 未払実績報酬 | - |
| 売建オプション取引-適正価格 | 1,568,903 |
| 金融先物取引評価損失 | 480,012 |
| 為替先渡取引評価損失 | 19,981,291 |
| スワップ取引-適正価格 | - |
| その他負債 | 4,946,833 |
| 負 債 合 計 | 34,872,939 |
| 純 資 産 額 合 計 | 4,838,544,364 |
その他負債は主に取締役報酬、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
2020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 | 4,187,847,700 |
| 収益 | |
| 受取配当金、源泉課税控除後 | 23,113,462 |
| 受取利息、源泉課税控除後 | (11,540,961) |
| スワップ取引にかかる受取利息 | - |
| 証券貸付取引収益 | 355,030 |
| 受取銀行利息 | 1,867 |
| 収益合計 | 11,929,398 |
| 費用 | |
| 運用および顧問報酬 | 37,382,266 |
| ファンドサービス報酬 | 4,238,384 |
| 実績報酬 | - |
| 保管、支払代行、事務および所在地代行報酬 | 1,608,224 |
| 販売報酬 | 3,822,944 |
| 登録および名義書換代行報酬 | 390,841 |
| 年次税 | 1,473,458 |
| 銀行その他支払利息 | 2,135,360 |
| スワップ取引にかかる支払利息 | - |
| その他の費用 | 1,173,530 |
| 控除:報酬免除額 | (2,072,725) |
| 費用合計 | 50,152,282 |
| 投資純利益(損失) | (38,222,884) |
| 実現純利益(損失): | |
| 売却済投資証券 | 4,623,243,056 |
| TBA証券 | - |
| オプション取引 | 54,905,943 |
| 金融先物取引 | (163,158,553) |
| 為替先渡取引 | 154,788,264 |
| スワップ取引 | - |
| 為替取引 | 25,204,674 |
| 当期実現純利益(損失) | 4,694,983,384 |
| 評価額純増減: | |
| 投資有価証券 | 300,943,771 |
| TBA証券 | - |
| オプション取引 | 29,332,336 |
| 金融先物取引 | 374,075 |
| 為替先渡取引 | 12,753,211 |
| スワップ取引 | - |
| 為替取引 | (4,561,278,564) |
| 当期評価損益純増減 | (4,217,875,171) |
| 運用の結果による純資産増減 | 438,885,329 |
| 設定 | 1,666,354,570 |
| 解約 | (1,454,490,999) |
| 資本の増減による純資産増減 | 211,863,571 |
| 支払配当金 | (52,236) |
| 当期末純資産額 | 4,838,544,364 |
その他の費用は主に取締役報酬、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。
投資有価証券明細表
2020年12月31日現在
| 投資対象 | 通貨 | 株数/ 額面金額 | 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 | |||||
| ブラジル | |||||
| Brazil Letras do Tesouro Nacional 0% 01/07/2023 | BRL | 901,000 | 120,287,113 | 2.49 | |
| 120,287,113 | 2.49 | ||||
| コロンビア | |||||
| Colombia Government Bond 6% 28/04/2028 | COP | 81,174,300,000 | 20,758,496 | 0.43 | |
| Colombia Government Bond 7.25% 18/10/2034 | COP | 136,400,000,00 | 36,459,390 | 0.75 | |
| 57,217,886 | 1.18 | ||||
| インド | |||||
| India Government Bond 7.32% 28/01/2024 | INR | 2,770,300,000 | 33,550,102 | 0.69 | |
| India Government Bond 7.27% 08/04/2026 | INR | 4,973,350,000 | 60,752,401 | 1.26 | |
| India Government Bond 7.17% 08/01/2028 | INR | 1,580,000,000 | 19,148,040 | 0.4 | |
| 113,450,543 | 2.35 | ||||
| メキシコ | |||||
| Mexico Government Bond 4.5% 22/04/2029 | USD | 42,170,000 | 40,380,524 | 0.83 | |
| 40,380,524 | 0.83 | ||||
| ルーマニア | |||||
| Romania Government Bond, Reg. S 2.75% 26/02/2026 | EUR | 19,359,000 | 21,433,510 | 0.44 | |
| Romania Government Bond, Reg. S 3.624% 26/05/2030 | EUR | 18,491,000 | 22,097,300 | 0.46 | |
| 43,530,810 | 0.9 | ||||
| 南アフリカ | |||||
| South Africa Government Bond 8% 31/01/2030 | ZAR | 439,519,237 | 23,346,555 | 0.48 | |
| 23,346,555 | 0.48 | ||||
| 債券合計 | 398,213,431 | 8.23 | |||
| 株式 | |||||
| ケイマン諸島 | |||||
| Alibaba Group Holding Ltd., ADR | USD | 437,943 | 84,194,824 | 1.74 | |
| 84,194,824 | 1.74 | ||||
| 中国 | |||||
| Ping An Insurance Group Co. of China Ltd. ‘H’ | HKD | 7,958,500 | 79,450,672 | 1.64 | |
| 79,450,672 | 1.64 | ||||
| デンマーク | |||||
| Novo Nordisk A/S ‘B’ | DKK | 742,167 | 42,755,137 | 0.89 | |
| Orsted A/S, Reg. S | DKK | 542,915 | 91,133,513 | 1.88 | |
| 133,888,650 | 2.77 | ||||
| フランス | |||||
| LVMH Moet Hennessy Louis Vuitton SE | EUR | 160,587 | 82,084,045 | 1.69 | |
| Schneider Electric SE | EUR | 413,966 | 49,220,557 | 1.02 | |
| 131,304,602 | 2.71 | ||||
| ドイツ | |||||
| RWE AG | EUR | 1,166,337 | 40,308,607 | 0.83 | |
| 40,308,607 | 0.83 | ||||
| 香港 | |||||
| AIA Group Ltd. | HKD | 5,708,400 | 57,122,657 | 1.18 | |
| 57,122,657 | 1.18 | ||||
| インド | |||||
| HDFC Bank Ltd. | INR | 3,762,482 | 60,458,940 | 1.25 | |
| Kotak Mahindra Bank Ltd. | INR | 2,381,777 | 53,057,275 | 1.1 | |
| 113,516,215 | 2.35 | ||||
| インドネシア | |||||
| Bank Central Asia Tbk. PT | IDR | 21,414,800 | 41,901,843 | 0.87 | |
| 41,901,843 | 0.87 | ||||
| アイルランド | |||||
| Aon plc ‘A’ | USD | 289,325 | 49,052,066 | 1.02 | |
| Medtronic plc | USD | 390,804 | 36,897,270 | 0.76 | |
| 85,949,336 | 1.78 | ||||
| イタリア | |||||
| Enel SpA | EUR | 11,445,834 | 94,800,120 | 1.96 | |
| 94,800,120 | 1.96 | ||||
| ポルトガル | |||||
| EDP - Energias de Portugal SA | EUR | 8,195,619 | 42,428,719 | 0.88 | |
| 42,428,719 | 0.88 | ||||
| ロシア | |||||
| Sberbank of Russia PJSC, ADR | USD | 5,354,816 | 63,446,981 | 1.31 | |
| 63,446,981 | 1.31 | ||||
| スペイン | |||||
| Iberdrola SA | EUR | 5,804,691 | 67,943,908 | 1.40 | |
| 67,943,908 | 1.40 | ||||
| スウェーデン | |||||
| Volvo AB ‘B’ | SEK | 2,397,622 | 46,657,730 | 0.96 | |
| 46,657,730 | 0.96 | ||||
| 英国 | |||||
| AstraZeneca plc | GBP | 482,366 | 39,341,302 | 0.82 | |
| Atlassian Corp. plc ‘A’ | USD | 158,207 | 30,080,787 | 0.62 | |
| 69,422,089 | 1.44 | ||||
| 米国 | |||||
| Abbott Laboratories | USD | 363,409 | 32,065,675 | 0.66 | |
| Adobe, Inc. | USD | 70,617 | 28,738,554 | 0.59 | |
| Alphabet, Inc. ‘A’ | USD | 67,590 | 96,239,207 | 1.99 | |
| Amazon.com, Inc. | USD | 37,034 | 98,715,229 | 2.04 | |
| Analog Devices, Inc. | USD | 529,300 | 63,014,371 | 1.3 | |
| Becton Dickinson and Co. | USD | 170,338 | 34,416,346 | 0.71 | |
| Burlington Stores, Inc. | USD | 187,002 | 40,051,935 | 0.83 | |
| Eli Lilly and Co. | USD | 277,938 | 37,815,689 | 0.78 | |
| Estee Lauder Cos., Inc. (The) ‘A’ | USD | 215,411 | 46,296,318 | 0.96 | |
| First Republic Bank | USD | 543,830 | 63,862,152 | 1.32 | |
| Lululemon Athletica, Inc. | USD | 133,335 | 38,093,619 | 0.79 | |
| Mastercard, Inc. ‘A’ | USD | 202,386 | 59,098,944 | 1.22 | |
| Microchip Technology, Inc. | USD | 524,490 | 58,062,216 | 1.2 | |
| Microsoft Corp. | USD | 492,474 | 88,902,529 | 1.84 | |
| NIKE, Inc. ‘B’ | USD | 559,726 | 64,583,771 | 1.33 | |
| NVIDIA Corp. | USD | 90,519 | 38,471,719 | 0.8 | |
| PayPal Holdings, Inc. | USD | 429,405 | 80,798,236 | 1.67 | |
| PNC Financial Services Group, Inc. | |||||
| (The) | USD | 326,700 | 39,062,131 | 0.81 | |
| Rockwell Automation, Inc. | USD | 151,601 | 30,724,490 | 0.63 | |
| S&P Global, Inc. | USD | 141,239 | 37,503,840 | 0.77 | |
| salesforce.com, Inc. | USD | 331,785 | 59,808,051 | 1.24 | |
| ServiceNow, Inc. | USD | 69,279 | 30,844,215 | 0.64 | |
| Signature Bank | USD | 289,259 | 31,591,363 | 0.65 | |
| Stanley Black & Decker, Inc. | USD | 313,080 | 45,393,718 | 0.94 | |
| Texas Instruments, Inc. | USD | 491,711 | 65,125,840 | 1.35 | |
| Thermo Fisher Scientific, Inc. | USD | 96,255 | 36,269,592 | 0.75 | |
| TJX Cos., Inc. (The) | USD | 1,013,622 | 56,594,599 | 1.17 | |
| Visa, Inc. ‘A’ | USD | 395,788 | 70,677,582 | 1.46 | |
| Walt Disney Co. (The) | USD | 557,113 | 82,819,558 | 1.71 | |
| 1,555,641,489 | 32.15 | ||||
| 株式合計 | 2,707,978,442 | 55.97 | |||
| 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 | 3,106,191,873 | 64.2 | |||
| 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% 18/01/2021 | JPY | 16,208,800,000 | 128,204,627 | 2.65 | |
| Japan Treasury Bill 0% 01/02/2021 | JPY | 10,800,500,000 | 85,431,335 | 1.77 | |
| Japan Treasury Bill 0% 15/02/2021 | JPY | 14,000,000,000 | 110,743,570 | 2.29 | |
| Japan Treasury Bill 0% 15/03/2021 | JPY | 17,871,700,000 | 141,380,122 | 2.92 | |
| Japan Treasury Bill 0% 22/03/2021 | JPY | 29,500,000,000 | 233,373,429 | 4.82 | |
| 699,133,083 | 14.45 | ||||
| 債券合計 | 699,133,083 | 14.45 | |||
| 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 | 699,133,083 | 14.45 | |||
| その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 | |
| 0 | 0 | ||||
| 株式合計 | 0 | 0 | |||
| 他の譲渡性有価証券および短期金融市場商品合計 | 0 | 0 | |||
| UCITSと認められたユニットまたはその他の集団投資事業 | |||||
| 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 | 44,107 | 437,416,190 | 9.04 | |
| 437,416,190 | 9.04 | ||||
| 集団投資スキーム - UCITS合計 | 437,416,190 | 9.04 | |||
| ETF | |||||
| アイルランド | |||||
| Invesco Physical Gold ETC | USD | 818,544 | 122,363,972 | 2.53 | |
| iShares Physical Gold ETC | USD | 4,068,558 | 122,626,435 | 2.53 | |
| 244,990,407 | 5.06 | ||||
| ETF合計 | 244,990,407 | 5.06 | |||
| UCITSと認められたユニットまたはその他の集団投資事業合計 | 682,406,597 | 14.1 | |||
| 投資有価証券合計 | 4,487,731,553 | 92.75 | |||
| 現金 | 241,009,031 | 4.98 | |||
| その他の資産/(負債) | 109,803,780 | 2.27 | |||
| 純資産合計 | 4,838,544,364 | 100.00 |
*有価証券は取締役会の指示により適正価格で評価されている。
†利害関係人のファンド
為替先渡取引明細表
| 買建通貨 | 買建額 | 売建通貨 | 売建額 | 決済日 | カウンターパーティー | 評価損益 (ユーロ) | 純資産に 占める割合(%) |
| AUD | 74,369 | EUR | 46,302 | 19/01/2021 | Barclays | 547 | - |
| AUD | 267,176 | EUR | 167,054 | 19/01/2021 | BNP Paribas | 1,253 | - |
| AUD | 85,180 | EUR | 52,864 | 19/01/2021 | Goldman Sachs | 795 | - |
| AUD | 3,762 | EUR | 2,333 | 19/01/2021 | HSBC | 37 | - |
| AUD | 239,333 | EUR | 147,592 | 19/01/2021 | RBC | 3,176 | - |
| AUD | 10,865,367 | EUR | 6,758,087 | 19/01/2021 | Standard Chartered | 86,536 | - |
| AUD | 53,621 | EUR | 32,876 | 19/01/2021 | Toronto-Dominion | 902 | - |
| AUD | 256,248,793 | EUR | 159,366,799 | 27/01/2021 | Barclays | 2,037,296 | 0.04 |
| BRL | 340,131,546 | USD | 63,184,523 | 04/01/2021 | Citibank | 1,883,579 | 0.04 |
| BRL | 15,430,321 | USD | 2,942,640 | 02/02/2021 | Citibank | 22,346 | - |
| CHF | 201,150 | EUR | 185,604 | 19/01/2021 | BNP Paribas | 607 | - |
| CHF | 138,483 | EUR | 127,975 | 19/01/2021 | RBC | 224 | - |
| CHF | 139,485 | EUR | 128,607 | 19/01/2021 | Standard Chartered | 519 | - |
| CHF | 153,228 | EUR | 141,672 | 19/01/2021 | Toronto-Dominion | 176 | - |
| CNH | 33,907 | EUR | 4,241 | 19/01/2021 | BNP Paribas | 4 | - |
| CNH | 14,182 | EUR | 1,769 | 19/01/2021 | Citibank | 6 | - |
| CZK | 2,626,764 | EUR | 100,032 | 19/01/2021 | Barclays | 56 | - |
| CZK | 945,000,725 | EUR | 35,946,067 | 19/01/2021 | Citibank | 61,603 | - |
| CZK | 7,024,522 | EUR | 267,306 | 19/01/2021 | Goldman Sachs | 352 | - |
| CZK | 390,848 | EUR | 14,886 | 19/01/2021 | HSBC | 7 | - |
| CZK | 174,257 | EUR | 6,620 | 19/01/2021 | Standard Chartered | 19 | - |
| EUR | 136,732 | CHF | 147,129 | 19/01/2021 | RBC | 529 | - |
| EUR | 26,163 | CZK | 685,864 | 05/01/2021 | HSBC | 22 | - |
| EUR | 5,241 | CZK | 137,230 | 19/01/2021 | Citibank | 12 | - |
| EUR | 222,805,860 | HKD | 2,101,313,705 | 27/01/2021 | HSBC | 2,031,958 | 0.04 |
| EUR | 7,934 | HUF | 2,868,243 | 19/01/2021 | Barclays | 50 | - |
| EUR | 35,391 | HUF | 12,592,509 | 19/01/2021 | BNP Paribas | 776 | - |
| EUR | 14,786 | HUF | 5,255,918 | 19/01/2021 | Citibank | 338 | - |
| EUR | 42,893 | HUF | 15,211,502 | 19/01/2021 | Goldman Sachs | 1,079 | - |
| EUR | 14,830 | JPY | 1,870,000 | 19/01/2021 | Citibank | 43 | - |
| EUR | 3,054,706 | JPY | 385,750,076 | 19/01/2021 | Goldman Sachs | 4,228 | - |
| EUR | 381,201 | JPY | 47,999,976 | 19/01/2021 | HSBC | 1,621 | - |
| EUR | 881,789 | JPY | 111,436,670 | 19/01/2021 | State Street | 557 | - |
| EUR | 314,324,596 | JPY | 39,630,733,457 | 27/01/2021 | HSBC | 958,056 | 0.02 |
| EUR | 40,403,366 | JPY | 5,091,703,261 | 27/01/2021 | State Street | 142,455 | - |
| EUR | 1,563 | PLN | 7,050 | 19/01/2021 | RBC | 17 | - |
| EUR | 1,281 | SGD | 2,076 | 19/01/2021 | Citibank | - | - |
| EUR | 63,012,511 | USD | 77,301,341 | 04/01/2021 | Citibank | 9,150 | - |
| EUR | 2,902 | USD | 3,556 | 04/01/2021 | RBC | 3 | - |
| EUR | 5,261 | USD | 6,404 | 19/01/2021 | Barclays | 44 | - |
| EUR | 52,904 | USD | 64,844 | 19/01/2021 | BNP Paribas | 72 | - |
| EUR | 1,850,662 | USD | 2,249,135 | 19/01/2021 | Citibank | 18,189 | - |
| EUR | 3,827,453 | USD | 4,680,244 | 19/01/2021 | Goldman Sachs | 14,243 | - |
| EUR | 750,500 | USD | 913,928 | 19/01/2021 | Merrill Lynch | 5,882 | - |
| EUR | 51,683 | USD | 63,362 | 19/01/2021 | RBC | 59 | - |
| EUR | 116,986 | USD | 143,259 | 19/01/2021 | State Street | 266 | - |
| EUR | 336,265,395 | USD | 410,509,851 | 27/01/2021 | Barclays | 1,868,782 | 0.04 |
| EUR | 2,434,472,134 | USD | 2,960,848,829 | 27/01/2021 | Citibank | 22,598,658 | 0.47 |
| EUR | 12,169,675 | USD | 14,919,778 | 27/01/2021 | Goldman Sachs | 16,195 | - |
| EUR | 19,043,247 | USD | 23,333,005 | 27/01/2021 | Merrill Lynch | 36,449 | - |
| EUR | 28,998,877 | USD | 35,291,909 | 27/01/2021 | Standard Chartered | 250,493 | 0.01 |
| EUR | 11,973,374 | USD | 14,614,013 | 27/01/2021 | State Street | 68,967 | - |
| GBP | 286,025 | EUR | 313,531 | 19/01/2021 | BNP Paribas | 4,821 | - |
| GBP | 419,199 | EUR | 462,421 | 19/01/2021 | Citibank | 4,157 | - |
| GBP | 1,102,376 | EUR | 1,226,174 | 19/01/2021 | Goldman Sachs | 796 | - |
| GBP | 835,919 | EUR | 918,433 | 19/01/2021 | HSBC | 11,965 | - |
| GBP | 150,089 | EUR | 166,360 | 19/01/2021 | Merrill Lynch | 693 | - |
| GBP | 1,190,529 | EUR | 1,319,989 | 19/01/2021 | RBC | 5,097 | - |
| GBP | 1,742,836 | EUR | 1,924,898 | 19/01/2021 | Standard Chartered | 14,919 | - |
| GBP | 1,351,236 | EUR | 1,489,211 | 19/01/2021 | State Street | 14,745 | - |
| GBP | 160,546,413 | EUR | 177,220,311 | 19/01/2021 | Toronto-Dominion | 1,471,532 | 0.03 |
| HUF | 1,973,520 | EUR | 5,412 | 19/01/2021 | BNP Paribas | 13 | - |
| HUF | 854,994 | EUR | 2,340 | 19/01/2021 | Goldman Sachs | 10 | - |
| JPY | 260,010,519 | EUR | 2,054,579 | 19/01/2021 | RBC | 1,561 | - |
| JPY | 263,470,011 | EUR | 2,075,842 | 19/01/2021 | Standard Chartered | 7,656 | - |
| KRW | 53,940,916,868 | USD | 49,438,095 | 27/01/2021 | Merrill Lynch | 960 | - |
| KRW | 96,320,854,440 | USD | 87,851,207 | 27/01/2021 | Standard Chartered | 351,237 | 0.01 |
| MXN | 2,634,784,886 | EUR | 107,504,000 | 27/01/2021 | Goldman Sachs | 260,990 | 0.01 |
| MXN | 251,376,096 | EUR | 10,255,235 | 27/01/2021 | Merrill Lynch | 26,265 | - |
| PLN | 4,838 | EUR | 1,059 | 19/01/2021 | RBC | 1 | - |
| SEK | 116,171,783 | EUR | 11,359,783 | 19/01/2021 | Barclays | 232,470 | - |
| SEK | 892,792 | EUR | 87,414 | 19/01/2021 | BNP Paribas | 1,674 | - |
| SEK | 619,869 | EUR | 61,843 | 19/01/2021 | HSBC | 11 | - |
| SEK | 1,090,170 | EUR | 107,857 | 19/01/2021 | Merrill Lynch | 926 | - |
| SEK | 108,655 | EUR | 10,581 | 19/01/2021 | Standard Chartered | 262 | - |
| SEK | 16,313 | EUR | 1,601 | 19/01/2021 | Toronto-Dominion | 27 | - |
| SGD | 7,410 | EUR | 4,566 | 19/01/2021 | Citibank | 5 | - |
| SGD | 124,220 | EUR | 76,558 | 19/01/2021 | Goldman Sachs | 72 | - |
| SGD | 136,811 | EUR | 84,324 | 19/01/2021 | HSBC | 73 | - |
| SGD | 17,257,784 | EUR | 10,642,367 | 19/01/2021 | Merrill Lynch | 3,724 | - |
| SGD | 332,707 | EUR | 204,726 | 19/01/2021 | RBC | 516 | - |
| SGD | 3,254 | EUR | 2,000 | 19/01/2021 | Standard Chartered | 7 | - |
| USD | 77,299,689 | BRL | 391,453,354 | 04/01/2021 | Citibank | 1,566,194 | 0.03 |
| USD | 155,564,148 | BRL | 783,701,063 | 27/01/2021 | Citibank | 3,829,184 | 0.08 |
| USD | 9,337,662 | EUR | 7,595,553 | 19/01/2021 | BNP Paribas | 12,269 | - |
| USD | 57,177,707 | KRW | 62,026,605,380 | 27/01/2021 | Standard Chartered | 266,807 | 0.01 |
| USD | 78,026,717 | RUB | 5,718,140,265 | 27/01/2021 | BNP Paribas | 833,187 | 0.02 |
| 為替先渡取引評価益合計 - 資産 | 41,054,059 | 0.85 | |||||
| BRL | 42,100,736 | USD | 8,271,162 | 04/01/2021 | Citibank | (133,882) | - |
| BRL | 9,221,071 | USD | 1,806,530 | 04/01/2021 | HSBC | (25,205) | - |
| BRL | 448,960,097 | USD | 88,467,280 | 02/02/2021 | Citibank | (1,669,714) | (0.04) |
| CHF | 24,381,631 | EUR | 22,654,497 | 19/01/2021 | Barclays | (83,602) | - |
| CHF | 393,703 | EUR | 365,177 | 19/01/2021 | Merrill Lynch | (713) | - |
| CHF | 319,357 | EUR | 296,235 | 19/01/2021 | RBC | (596) | - |
| CHF | 1,629 | EUR | 1,509 | 19/01/2021 | Standard Chartered | (1) | - |
| CNH | 2,482,105 | EUR | 312,168 | 19/01/2021 | Merrill Lynch | (1,413) | - |
| CZK | 5,229,452 | EUR | 200,136 | 19/01/2021 | Barclays | (876) | - |
| CZK | 2,852,886 | EUR | 108,937 | 19/01/2021 | Goldman Sachs | (233) | - |
| CZK | 6,610,261 | EUR | 252,816 | 19/01/2021 | HSBC | (943) | - |
| EUR | 129,390 | AUD | 207,196 | 05/01/2021 | BNP Paribas | (1,161) | - |
| EUR | 41,988 | AUD | 67,570 | 19/01/2021 | BNP Paribas | (578) | - |
| EUR | 12,640 | AUD | 20,374 | 19/01/2021 | HSBC | (195) | - |
| EUR | 56,131 | AUD | 90,755 | 19/01/2021 | Merrill Lynch | (1,040) | - |
| EUR | 40,206 | AUD | 64,732 | 19/01/2021 | RBC | (572) | - |
| EUR | 11,514 | AUD | 18,569 | 19/01/2021 | Standard Chartered | (183) | - |
| EUR | 29,315 | CHF | 31,818 | 05/01/2021 | BNP Paribas | (137) | - |
| EUR | 10,946 | CHF | 11,838 | 19/01/2021 | BNP Paribas | (13) | - |
| EUR | 22,473 | CHF | 24,359 | 19/01/2021 | Citibank | (77) | - |
| EUR | 191,230 | CHF | 207,292 | 19/01/2021 | HSBC | (668) | - |
| EUR | 20,158 | CHF | 21,838 | 19/01/2021 | RBC | (59) | - |
| EUR | 2,569 | CNH | 20,574 | 19/01/2021 | Goldman Sachs | (7) | - |
| EUR | 100,055 | CZK | 2,626,764 | 04/01/2021 | Barclays | (63) | - |
| EUR | 14,889 | CZK | 390,848 | 04/01/2021 | HSBC | (8) | - |
| EUR | 316,416 | CZK | 8,321,092 | 19/01/2021 | Citibank | (646) | - |
| EUR | 125,055,179 | DKK | 930,713,040 | 27/01/2021 | Goldman Sachs | (23,796) | - |
| EUR | 116,771 | GBP | 105,899 | 04/01/2021 | Standard Chartered | (1,124) | - |
| EUR | 53,707 | GBP | 48,524 | 05/01/2021 | BNP Paribas | (314) | - |
| EUR | 1,495,340 | GBP | 1,359,693 | 19/01/2021 | Standard Chartered | (18,030) | - |
| EUR | 1,536 | GBP | 1,388 | 19/01/2021 | State Street | (9) | - |
| EUR | 186,782,367 | GBP | 169,201,552 | 27/01/2021 | Barclays | (1,517,288) | (0.03) |
| EUR | 2,341 | HUF | 854,994 | 05/01/2021 | Goldman Sachs | (10) | - |
| EUR | 1,536 | JPY | 194,334 | 19/01/2021 | State Street | (1) | - |
| EUR | 233,188,540 | JPY | 29,507,768,801 | 27/01/2021 | Barclays | (134,101) | - |
| EUR | 103,133 | SEK | 1,043,800 | 19/01/2021 | Barclays | (1,023) | - |
| EUR | 15,412 | SEK | 157,018 | 19/01/2021 | BNP Paribas | (256) | - |
| EUR | 19,756 | SEK | 201,737 | 19/01/2021 | Goldman Sachs | (374) | - |
| EUR | 111,872 | SEK | 1,131,037 | 19/01/2021 | Merrill Lynch | (989) | - |
| EUR | 42,077,008 | SEK | 430,410,172 | 27/01/2021 | Merrill Lynch | (865,801) | (0.02) |
| EUR | 2,000 | SGD | 3,254 | 04/01/2021 | Standard Chartered | (7) | - |
| EUR | 1,828 | SGD | 2,974 | 05/01/2021 | Merrill Lynch | (7) | - |
| EUR | 151,222 | SGD | 245,892 | 19/01/2021 | Citibank | (465) | - |
| EUR | 6,482 | SGD | 10,532 | 19/01/2021 | HSBC | (15) | - |
| EUR | 1,667 | SGD | 2,704 | 19/01/2021 | Merrill Lynch | (2) | - |
| EUR | 91,708 | SGD | 149,670 | 19/01/2021 | RBC | (621) | - |
| EUR | 5,017,313 | USD | 6,167,910 | 05/01/2021 | BNP Paribas | (9,754) | - |
| EUR | 136,180,026 | ZAR | 2,503,195,133 | 27/01/2021 | HSBC | (2,551,431) | (0.05) |
| GBP | 901,715 | EUR | 1,003,859 | 19/01/2021 | Barclays | (230) | - |
| HUF | 2,382,128 | EUR | 6,570 | 19/01/2021 | BNP Paribas | (22) | - |
| HUF | 2,323,613 | EUR | 6,548 | 19/01/2021 | Citibank | (161) | - |
| HUF | 372,865,252 | EUR | 1,053,909 | 19/01/2021 | Goldman Sachs | (28,961) | - |
| HUF | 6,990,185 | EUR | 19,403 | 19/01/2021 | Standard Chartered | (188) | - |
| JPY | 319,666,141 | EUR | 2,527,932 | 19/01/2021 | Goldman Sachs | (40) | - |
| JPY | 78,002,077 | EUR | 617,977 | 19/01/2021 | HSBC | (1,143) | - |
| JPY | 799,999,995 | EUR | 6,332,681 | 19/01/2021 | Merrill Lynch | (6,351) | - |
| JPY | 571,872,828 | EUR | 4,528,795 | 19/01/2021 | RBC | (6,475) | - |
| JPY | 46,411,630,030 | EUR | 368,149,631 | 19/01/2021 | Toronto-Dominion | (1,130,530) | (0.02) |
| PLN | 4,323 | EUR | 965 | 19/01/2021 | Barclays | (17) | - |
| PLN | 4,726 | EUR | 1,064 | 19/01/2021 | Citibank | (28) | - |
| PLN | 5,760 | EUR | 1,278 | 19/01/2021 | HSBC | (16) | - |
| PLN | 5,203 | EUR | 1,172 | 19/01/2021 | RBC | (31) | - |
| PLN | 838,189 | EUR | 188,780 | 19/01/2021 | Toronto-Dominion | (5,035) | - |
| SGD | 11,085 | EUR | 6,854 | 19/01/2021 | HSBC | (16) | - |
| USD | 86,097,033 | AUD | 114,915,557 | 27/01/2021 | Citibank | (2,248,506) | (0.05) |
| USD | 115,349,718 | AUD | 152,322,502 | 27/01/2021 | Standard Chartered | (1,981,215) | (0.04) |
| USD | 69,773,411 | COP | 239,239,771,068 | 27/01/2021 | Citibank | (242,162) | (0.01) |
| USD | 33,320 | EUR | 27,191 | 04/01/2021 | BNP Paribas | (34) | - |
| USD | 9,695,726 | EUR | 8,062,235 | 04/01/2021 | Citibank | (159,871) | - |
| USD | 3,590,218 | EUR | 2,997,000 | 04/01/2021 | Deutsche Bank | (70,843) | - |
| USD | 59,977,923 | EUR | 50,276,994 | 04/01/2021 | HSBC | (1,392,839) | (0.03) |
| USD | 3,100,533 | EUR | 2,557,536 | 19/01/2021 | BNP Paribas | (31,390) | - |
| USD | 561,829,877 | EUR | 462,083,832 | 19/01/2021 | Citibank | (4,335,212) | (0.09) |
| USD | 3,827,213 | EUR | 3,132,954 | 19/01/2021 | Goldman Sachs | (14,747) | - |
| USD | 97,250 | EUR | 80,027 | 19/01/2021 | HSBC | (793) | - |
| USD | 387,484 | EUR | 318,468 | 19/01/2021 | Merrill Lynch | (2,768) | - |
| USD | 810,660 | EUR | 663,788 | 19/01/2021 | RBC | (3,306) | - |
| USD | 3,190,032 | EUR | 2,599,729 | 19/01/2021 | Standard Chartered | (664) | - |
| USD | 4,643,647 | EUR | 3,792,421 | 19/01/2021 | State Street | (9,028) | - |
| USD | 14,627,277 | EUR | 12,059,553 | 27/01/2021 | State Street | (144,341) | - |
| USD | 88,059,365 | EUR | 71,763,815 | 02/02/2021 | Citibank | (42,065) | - |
| USD | 3,395,427 | EUR | 2,768,392 | 02/02/2021 | HSBC | (2,917) | - |
| USD | 48,888,792 | IDR | 693,839,520,000 | 27/01/2021 | Citibank | (723,875) | (0.02) |
| USD | 48,704,472 | INR | 3,597,020,088 | 27/01/2021 | BNP Paribas | (347,468) | (0.01) |
| 為替先渡取引評価損合計 - 負債 | (19,981,291) | (0.41) | |||||
| 為替先渡取引評価純利益 - 資産 | 21,072,768 | 0.44 | |||||
金融先物取引
| 銘柄 | 取引数 | 通貨 | グローバル エクスポージャー (ユーロ) | 評価損益 (ユーロ) | 純資産に 占める割合(%) |
| FTSE 100 Index, 19/03/2021 | (324) | GBP | (23,157,153) | 312,008 | 0.01 |
| S&P 500 Emini Index, 19/03/2021 | (5,528) | USD | (838,448,722) | 523,767 | 0.01 |
| 金融先物取引評価益合計 | 835,775 | 0.02 | |||
| E-mini Industrial Select Sector Index, 19/03/2021 | 658 | USD | 47,413,713 | (96,533) | - |
| Euro-BTP, 08/03/2021 | 1,678 | EUR | 255,072,780 | - | - |
| Euro-Bund, 08/03/2021 | (1,243) | EUR | (220,806,520) | - | - |
| EURO STOXX 50 Index, 19/03/2021 | (7,279) | EUR | (258,404,500) | - | - |
| Russell 2000 Emini Index, 19/03/2021 | 298 | USD | 23,809,592 | (193,090) | (0.01) |
| STOXX 600 Banks Index, 19/03/2021 | 8,196 | EUR | 44,340,360 | - | - |
| STOXX 600 Basic Resources Index, 19/03/2021 | 2,510 | EUR | 61,934,250 | - | - |
| STOXX 600 Insurance Index, 19/03/2021 | 3,914 | EUR | 54,580,730 | - | - |
| STOXX Europe 600 Automobiles & Parts Index, 19/03/2021 | 1,748 | EUR | 46,190,900 | - | - |
| US 10 Year Note, 22/03/2021 | 7,441 | USD | 836,689,130 | (47,350) | - |
| XAP Consumer Staples Index, 19/03/2021 | (1,675) | USD | (91,863,296) | - | - |
| XAU Utilities Index, 19/03/2021 | (650) | USD | (33,094,936) | (143,039) | - |
| 金融先物取引評価損合計 | (480,012) | (0.01) | |||
| 金融先物取引純評価損益 | 355,763 | 0.01 |
買建オプション取引
| 数量 | 銘柄 | 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(%) |
| 3,361 | Airbus SE, Call, 100.000, 17/12/2021 | EUR | Goldman Sachs | 33,610,000 | 2,893,821 | 0.06 |
| 9,747 | American Airlines Group, Inc., Call, 37.000, 21/01/2022 | USD | Goldman Sachs | 12,797,369 | 651,421 | 0.01 |
| 1,089 | Boeing Co. (The), Call, 300.000, 21/01/2022 | USD | Goldman Sachs | 19,182,440 | 1,513,314 | 0.03 |
| 7,611 | Carnival Corp., Call, 40.000, 21/01/2022 | USD | Goldman Sachs | 13,482,677 | 1,160,005 | 0.02 |
| 8,929 | DAX Index, Call, 13,800.000, 19/03/2021 | EUR | Goldman Sachs | 616,101,000 | 22,862,704 | 0.47 |
| 359,495,000 | Foreign Exchange USD/EUR, Put, 1.213, 18/01/2021 | EUR | HSBC | 74,674,704 | 733,626 | 0.02 |
| 7,569 | MGM Resorts International, Call, 40.000, 21/01/2022 | USD | Goldman Sachs | 19,192,479 | 2,051,194 | 0.04 |
| 10,137 | Natwest Group plc, Call, 160.000, 17/12/2021 | GBP | Goldman Sachs | 17,945,216 | 2,920,081 | 0.06 |
| 6,555 | Norwegian Cruise Line Holdings Ltd., Call, 75.000, 21/01/2022 | USD | Goldman Sachs | 13,663,687 | 539,599 | 0.01 |
| 5,201 | Renault SA, Call, 40.000, 17/12/2021 | EUR | Goldman Sachs | 18,694,995 | 2,189,621 | 0.05 |
| 1,439 | Russell 2000 Emini Index, Call, 1,900.000, 19/03/2021 | USD | Goldman Sachs | 222,275,495 | 16,085,453 | 0.33 |
| 3,129 | S&P 500 Index, Put, 3,700.000, 08/01/2021 | USD | Goldman Sachs | 941,205,546 | 7,484,975 | 0.15 |
| 2,926 | Signature Bank, Call, 100.000, 17/09/2021 | USD | Goldman Sachs | 31,875,449 | 9,276,852 | 0.19 |
| 2,364 | Simon Property Group, Inc., Call, 135.000, 21/01/2022 | USD | Goldman Sachs | 16,137,967 | 727,346 | 0.02 |
| 10,784 | Societe Generale SA, Call, 20.000, 17/12/2021 | EUR | Goldman Sachs | 18,313,389 | 1,337,216 | 0.03 |
| 6,699 | STOXX Europe 600 Utilities Index, Call, 370.000, 19/03/2021 | EUR | Goldman Sachs | 123,931,500 | 6,632,010 | 0.14 |
| 3,720 | United Airlines Holdings, Inc., Call, 90.000, 21/01/2022 | USD | Goldman Sachs | 13,503,352 | 566,971 | 0.01 |
| 7,114 | Wells Fargo & Co., Call, 40.000, 21/01/2022 | USD | Goldman Sachs | 17,205,925 | 837,835 | 0.02 |
| 買建オプション取引時価合計 - 資産 | 80,464,044 | 1.66 | ||||
売建オプション取引
| 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(%) |
| (4,695) | S&P 500 Index, Put, 3,450.000, 08/01/2021 | USD | Goldman Sachs | 1,316,836,580 | (1,568,903) | (0.03) |
| 売建オプション取引時価合計 - 負債 | (1,568,903) | (0.03) | ||||
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