有報資料

有価証券報告書(内国投資信託受益証券)-第26期(令和2年1月7日-令和2年7月6日)

【提出】: 2020/10/05 9:23
【資料】: PDFをみる
【項目】: 49項目

(4)【附属明細表】
① 有価証券明細表
(ア)株式
該当事項はありません。
(イ)株式以外の有価証券

通貨	種類	銘柄	券面総額	評価額	備考
米ドル	投資証券	ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・デット・ローカル・ポートフォリオ IXシェアクラス	6,176,386.421	11,858,661.92
		ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・デット・ポートフォリオ IXシェアクラス	894,309.555	3,934,962.04
		ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・エクイティ・ポートフォリオ IXシェアクラス	508,001.647	4,084,333.24
小計				19,877,957.20
				(2,139,862,092)
合計				2,139,862,092
				(2,139,862,092)

(注)1.通貨種類毎の小計欄の( )内は、邦貨換算額であります。
2.合計金額欄の( )内は、外貨建有価証券に係るもので、内書きであります。
外貨建有価証券の内訳

通貨	銘柄数	組入投資証券時価比率	合計金額に対する比率
米ドル	投資証券 3銘柄	100.0%	100.0%

② デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
該当事項はありません。
参考情報
本ファンドは、「ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・デット・ローカル・ポートフォリオ IXシェアクラス」、「ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・デット・ポートフォリオ IXシェアクラス」及び「ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・エクイティ・ポートフォリオ IXシェアクラス」を主要投資対象としております。
「ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・デット・ローカル・ポートフォリオ IXシェアクラス」は、ルクセンブルク籍の会社型の外国投資信託です。同投資証券は、2019年11月30日に計算期間が終了し、ルクセンブルクにおいて一般に公正妥当と認められる会計原則に準拠した財務書類が作成されております。
「ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・デット・ポートフォリオ IXシェアクラス」は、ルクセンブルク籍の会社型の外国投資信託です。同投資証券は、2019年11月30日に計算期間が終了し、ルクセンブルクにおいて一般に公正妥当と認められる会計原則に準拠した財務書類が作成されております。
「ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・エクイティ・ポートフォリオ IXシェアクラス」は、ルクセンブルク籍の会社型の外国投資信託です。同投資証券は、2019年11月30日に計算期間が終了し、ルクセンブルクにおいて一般に公正妥当と認められる会計原則に準拠した財務書類が作成されております。
なお、これらの投資証券について、以下に記載する「資産負債計算書」及び「投資有価証券明細表」等の情報は、財務書類から抜粋・翻訳したものであり、全てのクラスが対象となっております。また、以下に記載する情報は監査対象外です。
ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・デット・ローカル・ポートフォリオ Ⅸシェアクラス

資産負債計算書
2019年11月30日現在

(単位:米ドル)

資産
デリバティブを除く投資有価証券時価評価額	1,788,023,250
外国為替予約取引および特定クラス投資信託証券の外国為替予約取引にかかる未実現利益	25,248,464
先物およびデュレーション・ヘッジクラス投資証券の先物にかかる未実現利益	126,565
スワップ契約およびデュレーション・ヘッジクラス投資証券のスワップ契約にかかる未実現利益	14,953,521
スワップ契約にかかる前払金	7,572,967
現金	29,792,491
差入保証金	47,354,556
投資売却未収金	23,329,414
投資信託証券売却未収金	5,876,075
スワップ契約および差金決済取引を除く未収配当金	147,432
スワップ契約を除く未収利息	28,116,635
スワップ契約にかかる未収利息	4,063,051
未収利息税還付金	255,794
その他資産	601
資産合計	1,974,860,816
負債
受入保証金	15,770,001
外国為替予約取引および特定クラス投資信託証券の外国為替予約取引にかかる未実現損失	27,973,821
先物およびデュレーション・ヘッジクラス投資証券の先物にかかる未実現損失	188,748
スワップ契約およびデュレーション・ヘッジクラス投資証券のスワップ契約にかかる未実現損失	10,969,682
スワップ契約にかかる前受金	6,211,658
投資購入未払金	56,593,850
投資信託証券買戻未払金	395,482
スワップ契約にかかる未払利息	4,120,509
未払分配金	64,486
未払投資顧問報酬	1,054,292
未払管理事務代行報酬	162,927
未払保管費用	513,131
未払販売報酬およびサービシング報酬	4,688
未払名義書換事務代行報酬	78,709
未払年次税	35,135
未払キャピタル・ゲイン税	7,163
未払監査報酬	26,999
未払管理会社報酬	16,443
未払取締役報酬	6,139
未払弁護士報酬	16,639
未払保険料	13,378
未払印刷費	15,777
未払税務報告報酬	29,429
未払支払代理人報酬	26,116
未払規制報告報酬	27,297
その他負債	15,000
負債合計	124,337,499
投資主資本	1,850,523,317

投資有価証券明細表
2019年11月30日現在

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合(%)
	公認の金融商品取引所に上場されている譲渡性有価証券
社債-0.23%
ブラジル
2,570,000	Banco do Brasil S.A.	USD	6.250%	Perp.	2,553,295	0.14
ケイマン諸島
61,667	Mestenio Ltd.	USD	8.500%	02/01/2020	62,361	0.00
ペルー
5,309,000	Banco de Credito del Peru	PEN	4.850%	30/10/2020	1,579,268	0.09
ベネズエラ
20,000	Petroleos de Venezuela S.A.	USD	6.000%	15/11/2026	1,700	0.00
社債合計(取得原価米ドル 4,243,891)					4,196,624	0.23
国債-73.03%
アルゼンチン
94,075,000	Argentina Bonar Bonds	ARS	48.259%	01/03/2020	907,337	0.05
5,350,000	Argentina Government International Bond	EUR	3.375%	15/01/2023	2,228,328	0.12
3,710,000	Argentina Government International Bond	EUR	5.000%	15/01/2027	1,565,659	0.08
1,580,000	Argentina Government International Bond	EUR	5.250%	15/01/2028	656,619	0.04
1,100,000	Argentina Government International Bond	EUR	3.380%	31/12/2038	467,729	0.02
360,000	Argentina Government International Bond-Series NY	USD	3.750%	31/12/2038	141,637	0.01
30,970,000	Argentina Treasury Bond BONCER	ARS	2.500%	22/07/2021	476,015	0.03
2,280,000	Bonos De La Nacion Argentina En Moneda Dua	USD	4.500%	13/02/2020	754,894	0.04
					7,198,218	0.39
ブラジル
249,837,000	Brazil Letras do Tesouro Nacional	BRL	4.683%	01/01/2020	58,923,238	3.18
5,755,000	Brazil Letras do Tesouro Nacional	BRL	4.491%	01/07/2020	1,328,550	0.07
9,696,000	Brazil Notas do Tesouro Nacional-Series B	BRL	6.000%	15/08/2040	10,286,398	0.56
167,890,000	Brazil Notas do Tesouro Nacional-Series F	BRL	10.000%	01/01/2021	43,497,181	2.35
121,843,000	Brazil Notas do Tesouro Nacional-Series F	BRL	10.000%	01/01/2023	33,184,706	1.79
54,644,000	Brazil Notas do Tesouro Nacional-Series F	BRL	10.000%	01/01/2025	15,334,161	0.83
110,102,000	Brazil Notas do Tesouro Nacional-Series F	BRL	10.000%	01/01/2027	31,605,381	1.71
2,313,000	Brazil Notas do Tesouro Nacional-Series F	BRL	10.000%	01/01/2029	677,114	0.04
					194,836,729	10.53
チリ
2,020,000,000	Bonos de la Tesoreria de la Republica en pesos	CLP	4.500%	28/02/2021	2,616,095	0.14
13,875,000,000	Bonos de la Tesoreria de la Republica en pesos	CLP	4.500%	01/03/2021	17,960,487	0.97
20,240,000,000	Bonos de la Tesoreria de la Republica en pesos	CLP	4.500%	01/03/2026	27,742,271	1.50
14,595,000,000	Bonos de la Tesoreria de la Republica en pesos	CLP	5.000%	01/03/2035	21,536,830	1.16
13,385,000,000	Bonos de la Tesoreria de la Republica en pesos 144A	CLP	4.000%	01/03/2023	17,599,440	0.95
2,045,575,175	Bonos del Banco Central de Chile en UF-Series 10YR	CLP	3.000%	01/03/2022	2,721,999	0.15
7,234,500,000	Chile Government International Bond	CLP	5.500%	05/08/2020	9,172,616	0.50
					99,349,738	5.37
コロンビア
13,044,000,000	Colombia Government International Bond	COP	4.375%	21/03/2023	3,620,697	0.20
29,748,543,720	Colombian TES	COP	3.500%	10/03/2021	8,684,279	0.47
5,763,712,760	Colombian TES	COP	4.750%	23/02/2023	1,794,086	0.10
95,261,200,000	Colombian TES-Series B	COP	7.500%	26/08/2026	29,304,746	1.58
56,459,900,000	Colombian TES-Series B	COP	6.000%	28/04/2028	15,795,283	0.85
45,521,000,000	Colombian TES-Series B	COP	7.000%	30/06/2032	13,327,746	0.72
					72,526,837	3.92
チェコ
406,330,000	Czech Republic Government Bond-Series 100	CZK	0.250%	10/02/2027	16,145,117	0.87
117,430,000	Czech Republic Government Bond-Series 49	CZK	4.200%	04/12/2036	7,063,643	0.38
103,880,000	Czech Republic Government Bond-Series 78	CZK	2.500%	25/08/2028	4,877,827	0.27
253,650,000	Czech Republic Government Bond-Series 94	CZK	0.950%	15/05/2030	10,401,172	0.56
52,120,000	Czech Republic Government Bond-Series 95	CZK	1.000%	26/06/2026	2,197,911	0.12
					40,685,670	2.20
ドミニカ共和国
651,700,000	Dominican Republic Bond	DOP	12.000%	05/03/2032	13,881,631	0.75
191,550,000	Dominican Republic International Bond	DOP	8.900%	15/02/2023	3,630,685	0.20
70,700,000	Dominican Republic International Bond	DOP	11.500%	10/05/2024	1,431,253	0.08

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合(%)
国債
ドミニカ共和国
311,500,000	Dominican Republic International Bond	DOP	9.750%	05/06/2026	6,018,351	0.32
119,600,000	Dominican Republic International Bond	DOP	11.375%	06/07/2029	2,438,652	0.13
2,100,000	Dominican Republic International Bond	USD	6.500%	15/02/2048	2,230,265	0.12
4,440,000	Dominican Republic International Bond	USD	6.400%	05/06/2049	4,671,019	0.25
					34,301,856	1.85
エジプト
3,100,000	Egypt Government International Bond	USD	4.550%	20/11/2023	3,129,062	0.17
1,130,000	Egypt Government International Bond	USD	8.150%	20/11/2059	1,156,838	0.06
					4,285,900	0.23
ハンガリー
902,650,000	Hungary Government Bond-Series 25/B	HUF	5.500%	24/06/2025	3,686,716	0.20
1,467,030,000	Hungary Government Bond-Series 26/D	HUF	2.750%	22/12/2026	5,292,172	0.29
2,508,410,000	Hungary Government Bond-Series 27/A	HUF	3.000%	27/10/2027	9,193,151	0.50
3,978,240,000	Hungary Government Bond-Series 30/A	HUF	3.000%	21/08/2030	14,527,755	0.78
					32,699,794	1.77
インドネシア
175,056,000,000	Indonesia Treasury Bond-Series FR61	IDR	7.000%	15/05/2022	12,652,931	0.68
11,000,000	Indonesia Treasury Bond-Series FR64	IDR	6.125%	15/05/2028	729	0.00
107,345,000,000	Indonesia Treasury Bond-Series FR70	IDR	8.375%	15/03/2024	8,127,931	0.44
					20,781,591	1.12
メキシコ
44,560,800	Mexican Bonos-Series M	MXN	7.750%	29/05/2031	2,390,000	0.13
56,467,800	Mexican Bonos-Series M	MXN	7.750%	23/11/2034	3,030,437	0.16
123,130,400	Mexican Bonos-Series M	MXN	8.000%	07/11/2047	6,793,412	0.37
643,596,400	Mexican Bonos-Series M 20	MXN	7.500%	03/06/2027	33,833,393	1.83
100,353,700	Mexican Bonos-Series M 20	MXN	8.500%	31/05/2029	5,642,870	0.30
246,883,300	Mexican Bonos-Series M 30	MXN	10.000%	20/11/2036	16,041,656	0.87
344,294,000	Mexican Bonos-Series M 30	MXN	8.500%	18/11/2038	19,806,348	1.07
					87,538,116	4.73
ペルー
15,420,000	Peru Government Bond 144A	PEN	5.940%	12/02/2029	5,122,551	0.28
10,525,000	Peru Government Bond 144A	PEN	6.150%	12/08/2032	3,495,924	0.19
32,550,000	Peru Government Bond 144A	PEN	5.400%	12/08/2034	10,045,020	0.54
15,875,000	Peru Government Bond 144A	PEN	5.350%	12/08/2040	4,688,731	0.25
13,865,000	Peruvian Government International Bond	PEN	6.950%	12/08/2031	4,905,034	0.27
					28,257,260	1.53
フィリピン
10,000,000	Philippine Government International Bond	PHP	3.900%	26/11/2022	197,033	0.01
18,000,000	Philippine Government International Bond	PHP	6.250%	14/01/2036	430,020	0.02
					627,053	0.03
ポーランド
302,660,000	Poland Government Bond-Series 428	PLN	2.750%	25/04/2028	81,647,868	4.41
カタール
270,000	Qatar Government International Bond	USD	4.000%	14/03/2029	301,472	0.02
ロシア
50,030,000	Russian Federal Bond - OFZ Bonds-Series 6218	RUB	8.500%	17/09/2031	912,034	0.05
776,900,000	Russian Federal Bond - OFZ Bonds-Series 6224	RUB	6.900%	23/05/2029	12,608,430	0.68
2,596,220,000	Russian Federal Bond - OFZ Bonds-Series 6225	RUB	7.250%	10/05/2034	43,003,414	2.32
2,531,540,000	Russian Federal Bond - OFZ Bonds-Series 6226	RUB	7.950%	07/10/2026	43,193,179	2.33
1,975,470,000	Russian Federal Bond - OFZ Bonds-Series 6228	RUB	7.650%	10/04/2030	33,767,010	1.83
					133,484,067	7.21
南アフリカ
163,395,000	South Africa Government Bond-Series 2032	ZAR	8.250%	31/03/2032	10,100,279	0.55
712,029,000	South Africa Government Bond-Series 2035	ZAR	8.875%	28/02/2035	44,889,953	2.42
731,900,000	South Africa Government Bond-Series 2037	ZAR	8.500%	31/01/2037	43,780,282	2.37
461,827,300	South Africa Government Bond-Series 2040	ZAR	9.000%	31/01/2040	28,364,616	1.53
183,690,000	South Africa Government Bond-Series R186	ZAR	10.500%	21/12/2026	13,891,158	0.75
178,440,000	South Africa Government Bond-Series R213	ZAR	7.000%	28/02/2031	10,161,211	0.55
260,000	South Africa Government Bond-Series R214	ZAR	6.500%	28/02/2041	12,151	0.00
					151,199,650	8.17

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合(%)
国債
タイ
902,351,660	Thailand Government Bond	THB	1.200%	14/07/2021	29,679,317	1.60
1,471,750,000	Thailand Government Bond	THB	3.650%	17/12/2021	51,006,204	2.76
276,130,000	Thailand Government Bond	THB	1.875%	17/06/2022	9,269,122	0.50
86,350,000	Thailand Government Bond	THB	3.625%	16/06/2023	3,083,166	0.17
1,729,250,000	Thailand Government Bond	THB	2.400%	17/12/2023	59,562,369	3.22
402,220,000	Thailand Government Bond	THB	3.850%	12/12/2025	15,155,722	0.82
54,400,000	Thailand Government Bond	THB	2.125%	17/12/2026	1,874,910	0.10
206,270,000	Thailand Government Bond	THB	3.580%	17/12/2027	7,822,969	0.42
750,510,440	Thailand Government Bond	THB	1.250%	12/03/2028	24,204,381	1.31
122,910,000	Thailand Government Bond	THB	2.875%	17/12/2028	4,502,149	0.24
198,030,000	Thailand Government Bond	THB	3.650%	20/06/2031	7,846,426	0.43
1,075,310,000	Thailand Government Bond	THB	3.775%	25/06/2032	43,534,961	2.35
199,490,000	Thailand Government Bond	THB	3.400%	17/06/2036	8,017,756	0.43
352,220,000	Thailand Government Bond	THB	3.300%	17/06/2038	14,174,974	0.77
					279,734,426	15.12
トルコ
106,280,000	Turkey Government Bond	TRY	12.200%	18/01/2023	18,609,752	1.01
53,020,000	Turkey Government Bond	TRY	16.200%	14/06/2023	10,395,898	0.56
67,580,000	Turkey Government Bond	TRY	8.800%	27/09/2023	10,627,654	0.57
91,040,000	Turkey Government Bond	TRY	11.000%	24/02/2027	14,966,673	0.81
					54,599,977	2.95
米国
22,810,000	United States Treasury Note/Bond	USD	1.625%	30/11/2026	22,654,880	1.23
ウルグアイ
88,975,000	Uruguay Government International Bond	UYU	8.500%	15/03/2028	1,981,130	0.11
96,202,861	Uruguay Government International Bond	UYU	4.375%	15/12/2028	2,666,492	0.14
					4,647,622	0.25
国債合計(取得原価米ドル 1,420,796,591)					1,351,358,724	73.03
国際機関債-0.88%
389,400,000	European Bank for Reconstruction & Development	UAH	16.950%	03/04/2020	16,303,573	0.88
国際機関債合計(取得原価米ドル 14,812,373)					16,303,573	0.88
投資信託証券-6.22%
アイルランド
115,204,453	Goldman Sachs US$ Liquid Reserves Fund (X Distribution Class)				115,204,453	6.22
投資信託証券合計(取得原価米ドル 115,204,453)					115,204,453	6.22
公認の金融商品取引所に上場されている譲渡性有価証券合計(取得原価米ドル 1,555,057,308)					1,487,063,374	80.36
	その他の規制ある市場で取引されている譲渡性有価証券
社債-0.30%
メキシコ
710,000	Cemex SAB de CV	USD	5.450%	19/11/2029	724,200	0.04
ベネズエラ
74,110,000	Petroleos de Venezuela S.A.	USD	6.000%	28/10/2022	4,909,788	0.26
社債合計(取得原価米ドル 47,516,669)					5,633,988	0.30
国債-10.57%
コロンビア
11,276,000,000	Colombian TES-Citigroup, Inc.	COP	11.000%	27/07/2020	3,346,232	0.18
4,360,000,000	Colombian TES-Citigroup, Inc.	COP	11.000%	25/07/2024	1,460,804	0.08
					4,807,036	0.26
インドネシア
70,600,000,000	Indonesia Treasury Bond-Deutsche Bank AG 144A	IDR	7.000%	17/05/2022	5,102,921	0.28
187,800,000,000	Indonesia Treasury Bond-Deutsche Bank AG 144A	IDR	8.375%	19/03/2024	14,219,809	0.77
73,400,000,000	Indonesia Treasury Bond-Deutsche Bank AG 144A	IDR	8.250%	19/05/2036	5,490,039	0.30
54,704,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA	IDR	10.500%	19/08/2030	4,755,816	0.26
108,900,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	7.000%	17/05/2022	7,871,219	0.43
108,401,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	8.375%	15/03/2024	8,207,889	0.44
124,530,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	8.375%	17/09/2026	9,526,258	0.51
109,298,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	7.000%	17/05/2027	7,748,883	0.42
83,307,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	10.500%	19/08/2030	7,242,482	0.39
456,250,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	7.000%	18/09/2030	31,893,832	1.72
231,945,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	8.750%	17/05/2031	18,072,141	0.98

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合(%)
国債
インドネシア
7,763,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	8.250%	19/05/2036	580,643	0.03
583,458,000,000	Indonesia Treasury Bond-Standard Chartered Bank 144A	IDR	9.000%	19/03/2029	46,122,345	2.49
195,141,000,000	Indonesia Treasury Bond-Standard Chartered Bank 144A	IDR	8.750%	17/05/2031	15,204,534	0.82
124,000,000,000	Indonesia Treasury Bond-Standard Chartered Bank 144A	IDR	7.500%	18/08/2032	8,747,253	0.47
					190,786,064	10.31
国債合計(取得原価米ドル 211,472,134)					195,593,100	10.57
地方債-0.23%
プエルトリコ
276,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A1"	USD	4.500%	01/07/2034	295,020	0.01
140,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A1"	USD	4.550%	01/07/2040	144,931	0.01
1,026,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A1"	USD	4.750%	01/07/2053	1,061,753	0.06
2,594,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A1"	USD	5.000%	01/07/2058	2,725,639	0.15
					4,227,343	0.23
地方債合計(取得原価米ドル 3,534,346)					4,227,343	0.23
その他の規制ある市場で取引されている譲渡性有価証券合計(取得原価米ドル 262,523,149)					205,454,431	11.10
	その他譲渡性有価証券
社債-2.71%
ペルー
119,200,000	Banco de Credito del Peru	PEN	4.650%	17/09/2024	35,590,081	1.92
米国
233,780,000	Citigroup Global Markets Holdings, Inc.	UAH	14.640%	15/06/2020	9,800,303	0.53
116,140,000	Citigroup Global Markets Holdings, Inc.	UAH	14.300%	10/07/2020	4,839,409	0.26
					14,639,712	0.79
社債合計(取得原価米ドル 49,059,633)					50,229,793	2.71
国債-2.45%
ドミニカ共和国
45,260,000	Dominican Republic Central Bank Notes	DOP	11.000%	15/09/2023	891,202	0.05
ペルー
13,069,000	Peruvian Government International Bond	PEN	8.200%	12/08/2026	4,854,824	0.26
63,936,000	Peruvian Government International Bond	PEN	6.350%	12/08/2028	21,837,271	1.18
47,851,000	Peruvian Government International Bond	PEN	6.850%	12/02/2042	16,898,282	0.92
2,239,000	Peruvian Government International Bond	PEN	6.714%	12/02/2055	794,073	0.04
					44,384,450	2.40
国債合計(取得原価米ドル 41,630,503)					45,275,652	2.45
その他譲渡性有価証券合計(取得原価米ドル 90,690,136)					95,505,445	5.16
デリバティブ取引を除く評価額(取得原価米ドル 1,908,270,593)					1,788,023,250	96.62

先物取引-(0.00%)
枚数	銘柄名称		評価額 (米ドル)	未実現利益 (米ドル)	投資主資本割合(%)
	米ドル
(181)	US Treasury Long Bond Futures 20/03/2020	売建	(28,773,344)	54,959	0.00
(340)	US Treasury Notes 2YR Futures 31/03/2020	売建	(73,267,344)	70,856	0.01
(4)	US Treasury Ultra Long Bond Futures 20/03/2020	売建	(750,875)	750	0.00
			(102,791,563)	126,565	0.01
先物取引未実現利益				126,565	0.01

枚数	銘柄名称		評価額 (米ドル)	未実現損失 (米ドル)	投資主資本割合(%)
	米ドル
309	US Treasury Notes 10YR Futures 20/03/2020	買建	39,972,047	(56,647)	(0.00)
440	US Treasury Notes 5YR Futures 31/03/2020	買建	52,311,875	(88,722)	(0.01)
142	US Treasury Ultra Long Notes 10YR Futures 20/03/2020	買建	20,195,063	(43,379)	(0.00)
			112,478,985	(188,748)	(0.01)
先物取引未実現損失				(188,748)	(0.01)

外国為替予約取引-(0.15%)
通貨	元本(買)	通貨	元本(売)	償還年月日/満期日	未実現利益 (米ドル)	投資主資本割合(%)
USD	60,284,247	BRL	249,934,910	03/12/2019	1,089,528	0.05
USD	100,764,522	INR	7,217,918,412	03/12/2019	148,827	0.01
USD	32,829,271	COP	113,948,107,624	09/12/2019	409,164	0.03
USD	13,370,251	COP	46,169,194,469	16/12/2019	239,837	0.02
CAD	26,216,271	EUR	17,866,695	18/12/2019	40,712	0.00
CZK	845,766,262	EUR	32,944,521	18/12/2019	202,386	0.01
CZK	2,847,350,577	USD	122,708,719	18/12/2019	127,062	0.01
EUR	16,465,568	AUD	26,723,963	18/12/2019	48,271	0.00
EUR	118,171,691	CHF	129,705,308	18/12/2019	414,537	0.02
EUR	20,128,247	HUF	6,716,485,895	18/12/2019	9,242	0.00
EUR	41,706,389	JPY	5,005,857,590	18/12/2019	192,099	0.01
EUR	9,620,711	NOK	97,110,067	18/12/2019	30,783	0.00
EUR	55,490,240	PLN	239,713,544	18/12/2019	6,428	0.00
GBP	16,259,400	USD	20,838,043	18/12/2019	159,836	0.01
ILS	46,347,400	EUR	12,002,896	18/12/2019	135,799	0.00
ILS	26,901,684	USD	7,633,440	18/12/2019	118,567	0.01
MXN	6,843,604,461	USD	346,748,908	18/12/2019	3,377,431	0.24
NOK	418,698,167	EUR	41,162,834	18/12/2019	217,148	0.01
NZD	62,034,329	EUR	35,865,883	18/12/2019	325,067	0.02
NZD	41,358,475	USD	26,417,977	18/12/2019	134,721	0.00
PLN	532,644,006	EUR	122,245,002	18/12/2019	1,147,042	0.07
SEK	125,459,051	EUR	11,803,975	18/12/2019	155,281	0.01
SEK	128,045,870	NOK	120,869,258	18/12/2019	277,000	0.02
SEK	103,046,019	USD	10,645,305	18/12/2019	160,310	0.01
SGD	40,963,314	USD	29,728,994	18/12/2019	231,375	0.01
THB	1,345,875,667	USD	44,368,291	18/12/2019	183,554	0.00
TRY	38,271,162	EUR	5,859,789	18/12/2019	178,761	0.01
TRY	884,381,359	USD	151,286,280	18/12/2019	1,981,569	0.09
USD	45,513,462	AUD	66,775,797	18/12/2019	320,288	0.01
USD	85,963,622	CAD	113,899,334	18/12/2019	293,865	0.01
USD	13,319,972	CHF	13,192,566	18/12/2019	124,195	0.01
USD	106,872,436	EUR	96,375,869	18/12/2019	726,408	0.02
USD	24,078,947	HUF	7,196,661,662	18/12/2019	335,198	0.02
USD	6,352,411	JPY	689,329,394	18/12/2019	53,488	0.00
USD	30,168,436	PLN	117,026,363	18/12/2019	335,397	0.02
ZAR	96,632,916	EUR	5,944,000	18/12/2019	39,247	0.00
ZAR	96,989,202	TRY	37,216,267	18/12/2019	160,335	0.01
ZAR	1,971,900,931	USD	132,051,635	18/12/2019	2,339,344	0.13
USD	24,491,015	KRW	28,654,487,743	20/12/2019	209,249	0.01
TWD	394,780,890	USD	12,942,138	23/12/2019	8,362	0.00
USD	28,447,584	TWD	865,750,874	23/12/2019	47,256	0.00
USD	90,628,403	CLP	66,550,663,591	24/12/2019	8,049,951	0.44
USD	32,257,957	PEN	109,282,592	26/12/2019	102,620	0.00
BRL	27,558,240	USD	6,451,714	03/01/2020	65,008	0.00
USD	6,143,003	RUB	395,701,517	27/01/2020	26,351	0.00
MYR	455,401,731	USD	108,895,679	31/01/2020	67,660	0.00
USD	42,020,222	TWD	1,267,960,207	24/02/2020	201,905	0.01
外国為替予約取引未実現利益					25,248,464	1.36

外国為替予約取引
通貨	元本(買)	通貨	元本(売)	償還年月日/満期日	未実現損失 (米ドル)	投資主資本割合(%)
BRL	249,934,909	USD	60,963,187	03/12/2019	(1,768,466)	(0.09)
INR	7,217,918,411	USD	100,827,929	03/12/2019	(212,234)	(0.00)
MYR	455,401,731	USD	109,542,667	05/12/2019	(507,314)	(0.03)
USD	108,843,626	MYR	455,401,731	05/12/2019	(191,728)	(0.01)
COP	113,948,107,623	USD	34,264,246	09/12/2019	(1,844,139)	(0.10)
COP	180,263,693,814	USD	52,226,343	16/12/2019	(959,758)	(0.05)
AUD	38,752,057	CAD	35,204,610	18/12/2019	(252,268)	(0.02)
AUD	47,602,183	CHF	32,537,516	18/12/2019	(328,767)	(0.02)
AUD	38,616,929	NZD	41,078,916	18/12/2019	(237,677)	(0.01)
AUD	9,603,599	USD	6,538,418	18/12/2019	(38,801)	(0.00)
CNH	93,293,691	EUR	12,049,788	18/12/2019	(10,011)	(0.00)
CNH	527,767,775	USD	75,101,225	18/12/2019	(81,107)	(0.01)
EUR	54,857,933	CAD	80,758,010	18/12/2019	(323,213)	(0.02)

外国為替予約取引
通貨	元本(買)	通貨	元本(売)	償還年月日/満期日	未実現損失 (米ドル)	投資主資本割合(%)
EUR	17,659,414	CZK	457,773,135	18/12/2019	(298,858)	(0.02)
EUR	12,073,990	ILS	46,928,574	18/12/2019	(224,970)	(0.01)
EUR	17,814,061	NZD	30,797,243	18/12/2019	(152,273)	(0.00)
EUR	59,023,245	SEK	628,367,664	18/12/2019	(885,151)	(0.05)
EUR	58,560,767	USD	64,751,500	18/12/2019	(254,102)	(0.01)
HUF	7,832,416,395	EUR	23,584,992	18/12/2019	(134,659)	(0.00)
HUF	4,577,999,527	PLN	59,288,384	18/12/2019	(10,071)	(0.01)
HUF	35,107,880,664	USD	117,468,275	18/12/2019	(1,637,806)	(0.09)
JPY	706,921,844	AUD	9,596,246	18/12/2019	(34,962)	(0.00)
JPY	1,416,857,272	CHF	12,957,504	18/12/2019	(13,763)	(0.00)
JPY	1,525,643,273	EUR	12,748,572	18/12/2019	(100,012)	(0.01)
JPY	8,115,118,372	USD	74,828,544	18/12/2019	(674,582)	(0.03)
MXN	249,026,450	EUR	11,661,288	18/12/2019	(102,990)	(0.01)
NOK	1,028,019,920	SEK	1,079,997,193	18/12/2019	(1,405,746)	(0.08)
PLN	544,131,461	USD	138,999,617	18/12/2019	(286,468)	(0.01)
RON	56,227,260	EUR	11,771,859	18/12/2019	(38,223)	(0.00)
RON	172,957,731	USD	40,296,492	18/12/2019	(532,376)	(0.03)
TRY	37,126,496	ZAR	95,653,819	18/12/2019	(84,882)	(0.00)
USD	175,296,456	CNH	1,237,575,503	18/12/2019	(620,043)	(0.03)
USD	3,468,743	GBP	2,689,000	18/12/2019	(3,913)	(0.00)
USD	112,135,624	ILS	393,171,405	18/12/2019	(1,160,897)	(0.07)
USD	199,936,545	MXN	3,919,169,663	18/12/2019	(572,494)	(0.06)
USD	135,753,289	NZD	211,449,734	18/12/2019	(292)	(0.00)
USD	10,653,364	SEK	102,413,029	18/12/2019	(85,874)	(0.00)
USD	69,159,847	SGD	95,251,179	18/12/2019	(506,403)	(0.02)
USD	153,691,964	THB	4,704,710,390	18/12/2019	(2,045,694)	(0.11)
USD	68,998,065	TRY	412,216,218	18/12/2019	(2,441,132)	(0.13)
USD	116,983,915	ZAR	1,759,265,066	18/12/2019	(2,915,291)	(0.17)
KRW	53,472,778,628	USD	45,440,329	20/12/2019	(127,582)	(0.00)
CLP	24,429,685,671	USD	32,992,218	24/12/2019	(2,678,987)	(0.13)
USD	30,264,978	BRL	128,761,607	03/01/2020	(183,396)	(0.01)
PHP	298,449,647	USD	5,880,434	07/01/2020	(14,678)	(0.00)
RUB	9,145,838,621	USD	142,223,475	27/01/2020	(849,457)	(0.05)
INR	5,379,187,218	USD	74,660,952	03/02/2020	(109,476)	(0.01)
USD	31,172,900	IDR	444,244,993,808	25/02/2020	(30,835)	(0.00)
外国為替予約取引未実現損失					(27,973,821)	(1.51)

スワップ契約-0.22%
現地通貨建想定元本額	支払	受取	通貨	償還年月日/満期日	未実現利益 (米ドル)	投資主資本割合(%)
金利スワップ
703,124,137	Floating (BRL 1 month LIBOR)	Fixed 7.250%	BRL	02/01/2020	2,360,940	0.13
315,685,000	Floating (BRL 1 month LIBOR)	Fixed 6.660%	BRL	02/01/2023	1,296,563	0.07
2,452,965,000	Floating (CLP 1 month CLICP)	Fixed 3.600%	CLP	20/03/2021	73,067	0.00
100,397,670,000	Fixed 4.200%	Floating (COP 3 month LIBOR)	COP	18/12/2021	63,630	0.00
2,476,040,000	Fixed 2.000%	Floating (CZK 6 month PRIBOR)	CZK	18/03/2022	170,496	0.01
560,450,000	Fixed 1.505%	Floating (CZK 6 month PRIBOR)	CZK	16/09/2026	65,368	0.00
126,420,000	Fixed 1.750%	Floating (HKD 3 month HIBOR)	HKD	18/12/2029	200,169	0.01
51,586,944,240	Floating (HUF 6 month BUBOR)	Fixed 0.800%	HUF	18/12/2021	687,331	0.04
5,980,175,000	Floating (HUF 6 month BUBOR)	Fixed 2.500%	HUF	18/12/2029	1,366,662	0.07
51,350,000	Floating (ILS 3 month TELBOR)	Fixed 1.342%	ILS	18/12/2029	725,551	0.04
50,485,000	Floating (ILS 3 month TELBOR)	Fixed 1.405%	ILS	18/12/2029	802,219	0.04
38,170,000	Floating (ILS 3 month TELBOR)	Fixed 1.020%	ILS	18/03/2030	150,229	0.01
38,170,000	Floating (ILS 3 month TELBOR)	Fixed 1.020%	ILS	18/03/2030	150,229	0.01
36,425,000	Floating (ILS 3 month TELBOR)	Fixed 1.020%	ILS	18/03/2030	138,307	0.01
38,490,000	Floating (ILS 3 month TELBOR)	Fixed 1.020%	ILS	18/03/2030	118,673	0.01
68,204,660,000	Floating (KRW 3 month LIBOR)	Fixed 1.500%	KRW	18/03/2022	84,676	0.00
22,851,290,000	Fixed 1.250%	Floating (KRW 3 month LIBOR)	KRW	18/12/2029	216,903	0.01
2,768,690,000	Floating (MXN 1 month TIIE)	Fixed 6.600%	MXN	16/03/2022	43,243	0.00
476,910,000	Floating (MXN 1 month TIIE)	Fixed 6.630%	MXN	14/12/2022	1,260	0.00
155,250,000	Fixed 6.700%	Floating (MXN 1 month TIIE)	MXN	05/12/2029	121,314	0.01
181,330,000	Floating (MYR 3 month KLIBOR)	Fixed 3.650%	MYR	27/02/2024	828,352	0.05
191,640,000	Floating (MYR 3 month KLIBOR)	Fixed 3.693%	MYR	01/03/2024	952,625	0.05
202,350,000	Floating (MYR 3 month KLIBOR)	Fixed 3.605%	MYR	06/03/2024	838,729	0.05

スワップ契約
現地通貨建想定元本額	支払	受取	通貨	償還年月日/満期日	未実現利益 (米ドル)	投資主資本割合(%)
金利スワップ
31,000,000	Floating (MYR 3 month KLIBOR)	Fixed 3.330%	MYR	31/05/2024	49,733	0.00
11,670,000	Floating (MYR 3 month KLIBOR)	Fixed 3.250%	MYR	18/12/2024	6,706	0.00
26,240,000	Floating (MYR 3 month KLIBOR)	Fixed 3.250%	MYR	18/12/2024	15,662	0.00
5,930,000	Floating (SGD 6 month SIBOR)	Fixed 1.750%	SGD	18/12/2029	36,955	0.00
1,226,710,000	Floating (THB 6 month BIBOR)	Fixed 1.750%	THB	20/03/2021	275,630	0.02
1,220,210,000	Floating (THB 6 month BIBOR)	Fixed 1.750%	THB	20/03/2021	278,781	0.02
71,540,000	Floating (THB 6 month BIBOR)	Fixed 1.750%	THB	20/03/2021	16,023	0.00
110,000	Floating (THB 6 month BIBOR)	Fixed 1.750%	THB	20/03/2021	24	0.00
1,709,730,000	Floating (THB 6 month BIBOR)	Fixed 1.250%	THB	18/06/2021	52,023	0.00
1,279,270,000	Floating (THB 6 month BIBOR)	Fixed 1.750%	THB	19/06/2021	366,707	0.02
3,732,620,000	Floating (THB 6 month BIBOR)	Fixed 1.750%	THB	19/06/2021	1,016,682	0.06
1,361,660,000	Floating (THB 6 month BIBOR)	Fixed 1.750%	THB	19/06/2021	386,181	0.02
693,200,000	Floating (THB 6 month BIBOR)	Fixed 1.750%	THB	19/06/2021	201,983	0.01
353,490,000	Floating (THB 6 month BIBOR)	Fixed 1.750%	THB	20/06/2021	103,692	0.01
1,157,710,000	Floating (THB 6 month BIBOR)	Fixed 1.500%	THB	18/09/2021	191,660	0.01
269,080,000	Floating (THB 6 month BIBOR)	Fixed 1.500%	THB	18/03/2025	52,964	0.00
266,830,000	Floating (THB 6 month BIBOR)	Fixed 1.500%	THB	18/03/2025	21,333	0.00
12,330,000	Fixed 1.500%	Floating (USD 3 month LIBOR)	USD	18/12/2029	21,377	0.00
金利スワップ未実現利益					14,550,652	0.79
クレジット・デフォルト・スワップ
1,890,000	Floating (Brazilian Government International Bond)	Fixed 1.000%	USD	20/06/2020	963	0.00
15,300,000	Floating (Colombia Government International Bond)	Fixed 1.000%	USD	20/06/2024	46,843	0.00
16,260,000	Floating (Indonesia Government International Bond)	Fixed 1.000%	USD	20/06/2024	137,812	0.01
4,750,000	Floating (Mexico Government International Bond)	Fixed 1.000%	USD	20/06/2024	87,354	0.00
1,660,000	Floating (Qatar Government International Bond)	Fixed 1.000%	USD	20/06/2024	13,940	0.00
3,860,000	Floating (The Markit CDX Emerging Markets)	Fixed 1.000%	USD	20/06/2024	1,911	0.00
330,000	Floating (Qatar Government International Bond)	Fixed 1.000%	USD	20/12/2024	2,306	0.00
5,760,000	Floating (Russian Foreign Bond - Eurobond)	Fixed 1.000%	USD	20/12/2024	109,490	0.01
3,680,000	Floating (Saudi Government International Bond)	Fixed 1.000%	USD	20/12/2024	2,250	0.00
クレジット・デフォルト・スワップ未実現利益					402,869	0.02
スワップ契約未実現利益合計					14,953,521	0.81

現地通貨建想定元本額	支払	受取	通貨	償還年月日/満期日	未実現損失 (米ドル)	投資主資本割合(%)
金利スワップ
72,728,775,000	Floating (CLP 6 month LIBOR)	Fixed 1.650%	CLP	18/12/2021	(316,221)	(0.02)
301,890,000	Floating (CNY 3 month LIBOR)	Fixed 3.000%	CNY	18/12/2024	(55,702)	(0.00)
51,522,475,000	Floating (COP 3 month LIBOR)	Fixed 5.300%	COP	18/12/2029	(362,794)	(0.02)
930,720,000	Floating (CZK 6 month PRIBOR)	Fixed 2.200%	CZK	18/09/2021	(160,640)	(0.01)
1,648,900,000	Floating (CZK 6 month PRIBOR)	Fixed 1.850%	CZK	16/09/2022	(188,335)	(0.01)
181,470,000	Floating (CZK 6 month PRIBOR)	Fixed 1.100%	CZK	18/12/2024	(261,201)	(0.01)
1,092,510,000	Fixed 1.750%	Floating (CZK 6 month PRIBOR)	CZK	18/12/2029	(735,480)	(0.04)
32,250,000	Floating (EUR 6 month EURIBOR)	Fixed 0.750%	EUR	18/12/2029	(648,421)	(0.04)
5,464,180,000	Floating (INR 6 month LIBOR)	Fixed 4.750%	INR	18/12/2021	(34,055)	(0.00)
417,670,000	Fixed 5.250%	Floating (INR 6 month LIBOR)	INR	18/12/2024	(86,180)	(0.00)
798,734,290,000	Floating (KRW 3 month LIBOR)	Fixed 1.250%	KRW	18/12/2021	(717,879)	(0.04)
8,652,975,000	Fixed 8.360%	Floating (MXN 1 month TIIE)	MXN	18/03/2020	(1,092,803)	(0.06)
700,580,000	Floating (MXN 1 month TIIE)	Fixed 6.630%	MXN	11/12/2024	(17,904)	(0.00)
246,120,000	Floating (MXN 1 month TIIE)	Fixed 6.840%	MXN	09/12/2026	(57,476)	(0.00)
456,250,000	Fixed 1.750%	Floating (PLN 6 month WIBOR)	PLN	18/03/2022	(110,143)	(0.01)
368,510,000	Fixed 1.860%	Floating (PLN 6 month WIBOR)	PLN	18/12/2024	(573,013)	(0.03)
134,155,000	Fixed 2.500%	Floating (PLN 6 month WIBOR)	PLN	18/12/2029	(1,580,266)	(0.09)
233,640,000	Fixed 1.750%	Floating (USD 3 month LIBOR)	USD	18/12/2021	(179,238)	(0.01)
5,000	Fixed 7.330%	Floating (ZAR 3 month JIBAR)	ZAR	21/03/2020	(0)	0.00

スワップ契約
現地通貨建想定元本額	支払	受取	通貨	償還年月日/満期日	未実現損失 (米ドル)	投資主資本割合(%)
金利スワップ
349,250,000	Floating (ZAR 3 month JIBAR)	Fixed 6.750%	ZAR	18/12/2021	(73,016)	(0.00)
134,535,000	Floating (ZAR 3 month JIBAR)	Fixed 8.000%	ZAR	18/12/2029	(145,428)	(0.01)
金利スワップ未実現損失					(7,396,195)	(0.40)
クレジット・デフォルト・スワップ
10,520,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(116,224)	(0.01)
6,470,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(77,557)	(0.01)
5,180,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(64,390)	(0.00)
14,910,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(190,451)	(0.01)
18,180,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(233,992)	(0.01)
13,210,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(164,859)	(0.01)
4,500,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(57,517)	(0.00)
7,250,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(91,263)	(0.01)
460,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(5,495)	(0.00)
2,720,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(31,543)	(0.00)
3,420,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(38,647)	(0.00)
2,170,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/12/2020	(24,837)	(0.00)
1,720,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/12/2020	(19,262)	(0.00)
770,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(13,281)	(0.00)
6,030,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(103,861)	(0.01)
630,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(10,957)	(0.00)
1,680,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(29,094)	(0.00)
4,530,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(80,715)	(0.01)
370,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(6,678)	(0.00)
1,630,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(29,395)	(0.00)
5,620,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(99,781)	(0.01)
2,360,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(40,876)	(0.00)
10,310,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(179,689)	(0.01)
4,140,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(72,773)	(0.00)
4,450,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(77,418)	(0.00)
3,560,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(57,032)	(0.00)
1,550,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(24,831)	(0.00)
2,730,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(42,543)	(0.00)
5,220,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(81,155)	(0.01)
2,250,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(33,570)	(0.00)

スワップ契約
現地通貨建想定元本額	支払	受取	通貨	償還年月日/満期日	未実現損失 (米ドル)	投資主資本割合(%)
クレジット・デフォルト・スワップ
1,580,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(23,865)	(0.00)
2,840,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(42,897)	(0.00)
14,320,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(209,089)	(0.01)
4,070,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(58,630)	(0.00)
5,430,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(73,195)	(0.00)
5,350,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(76,477)	(0.00)
390,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2021	(7,778)	(0.00)
7,760,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2021	(140,548)	(0.01)
5,710,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2022	(96,849)	(0.01)
12,330,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2022	(216,376)	(0.01)
7,410,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2022	(119,721)	(0.01)
8,110,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2022	(113,824)	(0.01)
7,790,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2022	(103,561)	(0.01)
1,580,000	Floating (Brazilian Government International Bond)	Fixed 1.000%	USD	20/12/2024	(4,062)	(0.00)
52,180,000	Floating (The Markit CDX Emerging Markets)	Fixed 1.000%	USD	20/12/2024	(186,929)	(0.01)
クレジット・デフォルト・スワップ未実現損失					(3,573,487)	(0.19)
スワップ契約未実現損失合計					(10,969,682)	(0.59)
投資評価額(取得原価米ドル 1,908,270,593)					1,789,219,549	96.69
その他資産・負債					61,303,768	3.31
投資主資本					1,850,523,317	100.00

投資合計	評価額 (米ドル)	投資主資本割合(%)
デリバティブ取引を除く投資合計(取得原価米ドル 1,908,270,593)	1,788,023,250	96.62
先物取引未実現利益	126,565	0.01
先物取引未実現損失	(188,748)	(0.01)
外国為替予約取引未実現利益	25,248,464	1.36
外国為替予約取引未実現損失	(27,973,821)	(1.51)
スワップ契約未実現利益	14,953,521	0.81
スワップ契約未実現損失	(10,969,682)	(0.59)
その他資産・負債	61,303,768	3.31
投資主資本	1,850,523,317	100.00

ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・デット・ポートフォリオ IXシェアクラス

資産負債計算書 2019年11月30日現在
(単位:米ドル)
資産
デリバティブを除く投資有価証券時価評価額	7,156,701,610
外国為替予約取引および特定クラス投資信託証券の外国為替予約取引にかかる未実現利益	62,290,637
先物およびデュレーション・ヘッジクラス投資証券の先物にかかる未実現利益	4,143,685
スワップ契約およびデュレーション・ヘッジクラス投資証券のスワップ契約にかかる未実現利益	28,513,515
スワップ契約にかかる前払金	17,653,826
現金	125,781,194
差入保証金	469,958,355
投資売却未収金	117,478,034
投資信託証券売却未収金	15,274,341
スワップ契約および差金決済取引を除く未収配当金	228,261
スワップ契約を除く未収利息	121,794,436
スワップ契約にかかる未収利息	4,724,588
未収利息税還付金	5,711
未収投資顧問報酬調整額	1,536
その他資産	1,445
資産合計	8,124,551,174
負債
当座借越	175
受入保証金	31,040,000
外国為替予約取引および特定クラス投資信託証券の外国為替予約取引にかかる未実現損失	57,185,313
先物およびデュレーション・ヘッジクラス投資証券の先物にかかる未実現損失	3,703,258
スワップ契約およびデュレーション・ヘッジクラス投資証券のスワップ契約にかかる未実現損失	29,244,400
スワップ契約にかかる前受金	57,481,005
投資購入未払金	213,533,318
投資信託証券買戻未払金	39,352,344
スワップ契約にかかる未払利息	3,277,561
未払分配金	1,119,674
未払投資顧問報酬	4,981,790
未払管理事務代行報酬	455,123
未払保管費用	526,991
未払販売報酬およびサービシング報酬	189,052
未払名義書換事務代行報酬	196,095
未払年次税	300,724
未払監査報酬	26,999
未払管理会社報酬	128,924
未払取締役報酬	26,127
未払弁護士報酬	55,511
未払保険料	44,764
未払印刷費	61,070
未払税務報告報酬	79,016
未払支払代理人報酬	30,975
未払規制報告報酬	62,412
その他負債	96,407
負債合計	443,199,028
投資主資本	7,681,352,146

投資有価証券明細表
2019年11月30日現在

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合 (%)
	公認の金融商品取引所に上場されている譲渡性有価証券
社債-17.47%
アルゼンチン
7,924,000	Telecom Argentina S.A.	USD	6.500%	15/06/2021	7,488,180	0.10
バミューダ
1,100,000	Digicel Ltd.	USD	6.750%	01/03/2023	561,516	0.01
ブラジル
20,300,000	Banco do Brasil S.A.	USD	6.250%	Perp.	20,168,050	0.26
12,255,000	Samarco Mineracao S.A.	USD	4.125%	01/11/2022	7,843,200	0.10
10,300,000	Samarco Mineracao S.A.	USD	5.750%	24/10/2023	6,798,000	0.09
					34,809,250	0.45
英領ヴァージン諸島
10,900,000	Central American Bottling Corp.	USD	5.750%	31/01/2027	11,477,359	0.15
4,000,000	Fortune Star BVI Ltd.	EUR	4.350%	06/05/2023	4,502,364	0.06
15,420,000	HKT Capital No 5 Ltd.	USD	3.250%	30/09/2029	15,395,906	0.20
2,930,000	Huarong Finance 2017 Co., Ltd.	USD	4.250%	07/11/2027	3,059,561	0.04
12,360,000	Huarong Finance 2017 Co., Ltd.	USD	4.000%	Perp.	12,493,256	0.16
20,900,000	Huarong Finance 2017 Co., Ltd.	USD	4.500%	Perp.	21,295,141	0.28
14,660,000	Huarong Finance 2019 Co., Ltd.	USD	3.750%	29/05/2024	14,980,687	0.19
9,810,000	Huarong Finance 2019 Co., Ltd.	USD	3.875%	13/11/2029	9,864,481	0.13
2,560,000	Huarong Finance II Co., Ltd.	USD	5.500%	16/01/2025	2,824,000	0.04
14,030,000	Huarong Finance II Co., Ltd.	USD	5.000%	19/11/2025	15,244,472	0.20
6,420,000	Huarong Finance II Co., Ltd.	USD	4.625%	03/06/2026	6,833,288	0.09
6,440,000	Huarong Finance II Co., Ltd.	USD	4.875%	22/11/2026	6,981,362	0.09
5,310,000	Scenery Journey Ltd.	USD	13.000%	06/11/2022	5,403,755	0.07
4,540,000	Sunny Express Enterprises Corp.	USD	3.350%	Perp.	4,569,794	0.06
					134,925,426	1.76
ケイマン諸島
10,000,000	China Evergrande Group	HKD	4.250%	14/02/2023	1,163,440	0.01
6,460,000	China Evergrande Group	USD	10.000%	11/04/2023	6,088,550	0.08
15,310,000	Comunicaciones Celulares S.A. Via Comcel Trust	USD	6.875%	06/02/2024	15,762,123	0.21
4,930,000	Kaisa Group Holdings Ltd.	USD	8.500%	30/06/2022	4,711,971	0.06
2,390,000	Kaisa Group Holdings Ltd.	USD	11.950%	22/10/2022	2,450,870	0.03
4,870,000	Kaisa Group Holdings Ltd.	USD	11.500%	30/01/2023	4,857,833	0.06
1,341,667	Mestenio Ltd.	USD	8.500%	02/01/2020	1,356,760	0.02
570,000	QNB Finance Ltd.	USD	3.500%	28/03/2024	588,080	0.01
9,170,000	Sharjah Sukuk Program Ltd.	USD	3.854%	03/04/2026	9,664,320	0.13
30,430,000	Sharjah Sukuk Program Ltd.	USD	4.226%	14/03/2028	32,988,022	0.43
6,174,000	Sharjah Sukuk Program Ltd.	USD	3.234%	23/10/2029	6,158,565	0.08
					85,790,534	1.12
チリ
2,818,000	Banco del Estado de Chile	USD	4.125%	07/10/2020	2,869,076	0.04
2,002,000	Banco del Estado de Chile	USD	3.875%	08/02/2022	2,062,686	0.02
					4,931,762	0.06
コロンビア
420,000	Banco de Bogota S.A.	USD	5.375%	19/02/2023	443,100	0.01
42,400,000	Banco de Bogota S.A.	USD	6.250%	12/05/2026	47,242,875	0.61
					47,685,975	0.62
キプロス
9,720,000	MHP S.E.	USD	7.750%	10/05/2024	10,284,975	0.13
ドミニカ共和国
15,000,000	Aeropuertos Dominicanos Siglo XXI S.A.	USD	6.750%	30/03/2029	16,204,688	0.21
エクアドル
2,335,000	Petroamazonas EP	USD	4.625%	06/11/2020	2,273,341	0.03
香港
9,990,000	CNAC HK Finbridge Co., Ltd.	USD	4.125%	14/03/2021	10,172,630	0.13
35,610,000	CNAC HK Finbridge Co., Ltd.	USD	4.625%	14/03/2023	37,507,345	0.49
15,590,000	CNAC HK Finbridge Co., Ltd.	USD	3.375%	19/06/2024	15,831,158	0.21
					63,511,133	0.83
インド
8,750,000	Reliance Industries Ltd.	USD	4.125%	28/01/2025	9,294,141	0.12

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合 (%)
社債
インド
9,580,000	Reliance Industries Ltd.	USD	3.667%	30/11/2027	9,994,634	0.13
13,880,000	ReNew Power Synthetic	USD	6.670%	12/03/2024	14,270,375	0.19
					33,559,150	0.44
アイルランド
7,350,000	Credit Bank of Moscow Via CBOM Finance Plc.	USD	7.500%	05/10/2027	7,065,812	0.09
15,158,000	Credit Bank of Moscow Via CBOM Finance Plc.	USD	8.875%	Perp.	13,485,883	0.18
33,410,000	Phosagro OAO Via Phosagro Bond Funding DAC	USD	3.949%	24/04/2023	34,501,046	0.45
					55,052,741	0.72
マン島
9,410,000	Gohl Capital Ltd.	USD	4.250%	24/01/2027	9,824,628	0.13
1,520,000	Sasol Financing International Ltd.	USD	4.500%	14/11/2022	1,574,150	0.02
					11,398,778	0.15
日本
21,310,000	SoftBank Group Corp.	USD	6.000%	Perp.	20,111,312	0.26
ルクセンブルク
8,860,000	Altice Financing S.A.	USD	6.625%	15/02/2023	9,092,575	0.12
26,630,000	Altice Financing S.A.	USD	7.500%	15/05/2026	28,261,087	0.37
2,350,000	Altice Financing S.A. 144A	USD	7.500%	15/05/2026	2,493,938	0.03
17,080,000	Gazprom PJSC Via Gaz Capital S.A.	EUR	2.949%	24/01/2024	20,434,735	0.27
11,740,000	Gazprom PJSC Via Gaz Capital S.A.	USD	5.150%	11/02/2026	12,992,878	0.17
9,190,000	Gazprom PJSC Via Gaz Capital S.A.	USD	7.288%	16/08/2037	12,617,583	0.16
1,870,000	MHP Lux S.A.	USD	6.950%	03/04/2026	1,923,178	0.02
					87,815,974	1.14
モーリシャス
11,230,000	Greenko Investment Co.	USD	4.875%	16/08/2023	11,156,303	0.14
8,230,000	Greenko Solar Mauritius Ltd.	USD	5.550%	29/01/2025	8,302,013	0.11
6,060,000	Greenko Solar Mauritius Ltd.	USD	5.950%	29/07/2026	6,120,539	0.08
13,730,000	MTN Mauritius Investments Ltd.	USD	5.373%	13/02/2022	14,244,875	0.19
8,050,000	MTN Mauritius Investments Ltd.	USD	4.755%	11/11/2024	8,299,047	0.11
8,298,000	MTN Mauritius Investments Ltd.	USD	6.500%	13/10/2026	9,219,856	0.12
					57,342,633	0.75
メキシコ
18,590,000	Banco Mercantil del Norte S.A.	USD	6.750%	Perp.	19,150,605	0.25
7,840,000	Banco Mercantil del Norte S.A.	USD	7.500%	Perp.	8,281,000	0.11
5,090,000	Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santander	USD	4.125%	09/11/2022	5,318,255	0.07
3,970,000	Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santander	USD	5.950%	01/10/2028	4,265,889	0.05
6,060,000	Gruma SAB de CV	USD	4.875%	01/12/2024	6,587,409	0.09
7,189,000	Mexico City Airport Trust	USD	4.250%	31/10/2026	7,429,382	0.10
5,543,000	Mexico City Airport Trust	USD	5.500%	31/10/2046	5,571,581	0.07
43,360,000	Mexico City Airport Trust	USD	5.500%	31/07/2047	43,603,900	0.57
5,405,000	Mexico City Airport Trust 144A	USD	4.250%	31/10/2026	5,585,730	0.07
27,070,000	Mexico City Airport Trust 144A	USD	3.875%	30/04/2028	27,378,767	0.36
9,725,000	Mexico City Airport Trust 144A	USD	5.500%	31/10/2046	9,775,145	0.13
8,108,000	Mexico City Airport Trust 144A	USD	5.500%	31/07/2047	8,153,607	0.11
48,580,000	Petroleos Mexicanos	EUR	5.125%	15/03/2023	59,533,037	0.77
29,570,000	Petroleos Mexicanos	EUR	3.750%	21/02/2024	34,483,320	0.45
4,910,000	Petroleos Mexicanos	USD	6.500%	13/03/2027	5,152,063	0.07
2,890,000	Petroleos Mexicanos	EUR	4.750%	26/02/2029	3,296,675	0.04
900,000	Petroleos Mexicanos	USD	6.750%	21/09/2047	891,141	0.01
6,120,000	Petroleos Mexicanos	USD	6.350%	12/02/2048	5,798,700	0.07
4,631,000	Unifin Financiera SAB de CV	USD	7.375%	12/02/2026	4,641,130	0.06
					264,897,336	3.45
オランダ
2,433,000	Embraer Netherlands Finance BV	USD	5.050%	15/06/2025	2,673,575	0.03
1,240,000	Embraer Netherlands Finance BV	USD	5.400%	01/02/2027	1,398,488	0.02
4,720,000	Greenko Dutch BV	USD	4.875%	24/07/2022	4,737,700	0.06
2,600,000	IHS Netherlands Holdco BV	USD	7.125%	18/03/2025	2,723,500	0.04
2,490,000	IHS Netherlands Holdco BV	USD	8.000%	18/09/2027	2,648,737	0.03
2,930,000	Lukoil International Finance BV	USD	6.125%	09/11/2020	3,041,706	0.04
11,600,000	Lukoil International Finance BV	USD	4.563%	24/04/2023	12,357,625	0.16
2,180,000	Lukoil International Finance BV	USD	4.750%	02/11/2026	2,406,175	0.03

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合 (%)
社債
オランダ
1,618,000	Metinvest BV	USD	7.750%	23/04/2023	1,672,608	0.02
7,710,000	MV24 Capital BV	USD	6.748%	01/06/2034	7,993,102	0.10
1,106,000	NE Property BV	EUR	3.750%	26/02/2021	1,271,520	0.02
5,640,000	NE Property BV	EUR	2.625%	22/05/2023	6,546,112	0.09
3,970,000	NE Property BV	EUR	1.750%	23/11/2024	4,465,866	0.06
4,870,000	NE Property BV	EUR	1.875%	09/10/2026	5,352,774	0.07
2,850,000	PPF Arena 1 BV	EUR	2.125%	31/01/2025	3,132,370	0.04
1,510,000	Prosus NV	USD	5.500%	21/07/2025	1,681,763	0.02
7,700,000	Syngenta Finance NV	EUR	1.250%	10/09/2027	8,303,934	0.11
					72,407,555	0.94
パキスタン
11,207,000	Third Pakistan International Sukuk Co., Ltd.	USD	5.500%	13/10/2021	11,396,118	0.15
13,650,000	Third Pakistan International Sukuk Co., Ltd.	USD	5.625%	05/12/2022	13,837,688	0.18
					25,233,806	0.33
パナマ
1,590,000	Autoridad del Canal de Panama	USD	4.950%	29/07/2035	1,840,922	0.02
ペルー
18,762,322	ABY Transmision Sur S.A.	USD	6.875%	30/04/2043	23,452,903	0.30
1,831,665	ABY Transmision Sur S.A. 144A	USD	6.875%	30/04/2043	2,289,581	0.03
					25,742,484	0.33
シンガポール
1,721,778	Eterna Capital Pte Ltd.-Series B	USD	8.000%	11/12/2022	1,021,298	0.01
2,933,507	Innovate Capital Pte Ltd.	USD	6.000%	11/12/2024	1,144,068	0.02
					2,165,366	0.03
南アフリカ
1,785,000	Eskom Holdings SOC Ltd.	USD	6.750%	06/08/2023	1,796,156	0.02
4,280,000	Eskom Holdings SOC Ltd.	USD	7.125%	11/02/2025	4,301,400	0.06
2,810,000	Eskom Holdings SOC Ltd.	USD	6.350%	10/08/2028	2,990,455	0.04
					9,088,011	0.12
タイ
7,250,000	PTTEP Treasury Center Co., Ltd.	USD	4.600%	Perp.	7,491,289	0.10
トルコ
2,063,000	Akbank TAS	USD	6.797%	27/04/2028	1,875,718	0.02
10,310,000	Hazine Mustesarligi Varlik Kiralama AS	USD	5.004%	06/04/2023	10,425,987	0.14
2,550,000	TC Ziraat Bankasi AS	USD	5.125%	03/05/2022	2,536,055	0.03
3,500,000	TC Ziraat Bankasi AS	USD	5.125%	29/09/2023	3,384,207	0.04
2,740,000	Turkiye Vakiflar Bankasi TAO	USD	8.125%	28/03/2024	2,870,150	0.04
7,690,000	Yapi ve Kredi Bankasi AS	USD	6.100%	16/03/2023	7,745,272	0.10
220,000	Yapi ve Kredi Bankasi AS	USD	5.850%	21/06/2024	214,500	0.00
23,490,000	Yapi ve Kredi Bankasi AS	USD	8.250%	15/10/2024	25,016,850	0.33
					54,068,739	0.70
アラブ首長国連邦
66,490,000	Abu Dhabi Crude Oil Pipeline LLC	USD	4.600%	02/11/2047	76,463,500	1.00
39,800,000	DP World Plc.	USD	1.750%	19/06/2024	39,464,187	0.51
3,030,000	Emirates Development Bank PJSC	USD	3.516%	06/03/2024	3,139,838	0.04
12,920,000	NBK Tier 1 Financing 2 Ltd.	USD	4.500%	Perp.	12,903,850	0.17
					131,971,375	1.72
米国
15,949,107	Brazil Loan Trust 1	USD	5.477%	24/07/2023	16,646,880	0.22
1,963,068	Brazil Loan Trust 1 144A	USD	5.477%	24/07/2023	2,048,952	0.02
34,680,000	Sasol Financing USA LLC	USD	5.875%	27/03/2024	37,394,794	0.49
					56,090,626	0.73
ベネズエラ
202,623,000	Petroleos de Venezuela S.A.	USD	6.000%	15/11/2026	17,222,955	0.22
635,000	Petroleos de Venezuela S.A.	USD	5.375%	12/04/2027	53,975	0.00
					17,276,930	0.22
社債合計(取得原価米ドル 1,376,236,980)					1,342,021,807	17.47
国債-64.50%
アンゴラ
76,350,000	Angolan Government International Bond	USD	8.250%	09/05/2028	78,055,946	1.01
29,350,000	Angolan Government International Bond	USD	8.000%	26/11/2029	29,276,625	0.38

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合 (%)
国債
アンゴラ
34,050,000	Angolan Government International Bond	USD	9.375%	08/05/2048	35,060,859	0.46
24,390,000	Angolan Government International Bond	USD	9.125%	26/11/2049	24,426,585	0.32
					166,820,015	2.17
アルゼンチン
76,920,000	Argentina Bonar Bonds	ARS	48.259%	01/03/2020	741,880	0.01
26,830,000	Argentina Government International Bond	EUR	3.875%	15/01/2022	11,771,832	0.15
3,330,000	Argentina Government International Bond	USD	5.625%	26/01/2022	1,442,306	0.02
6,110,000	Argentina Government International Bond	USD	4.625%	11/01/2023	2,485,242	0.03
46,090,000	Argentina Government International Bond	EUR	3.375%	15/01/2023	19,196,941	0.25
450,000	Argentina Government International Bond	USD	7.500%	22/04/2026	196,200	0.00
31,570,000	Argentina Government International Bond	EUR	5.000%	15/01/2027	13,322,876	0.18
13,080,000	Argentina Government International Bond	USD	6.875%	26/01/2027	5,375,880	0.07
20,367,000	Argentina Government International Bond	USD	5.875%	11/01/2028	8,141,708	0.11
44,150,000	Argentina Government International Bond	EUR	5.250%	15/01/2028	18,347,930	0.24
53,813	Argentina Government International Bond	EUR	7.820%	31/12/2033	27,381	0.00
9,570,000	Argentina Government International Bond	EUR	3.380%	31/12/2038	4,090,297	0.05
370,000	Argentina Government International Bond	EUR	6.250%	09/11/2047	160,482	0.00
37,340,000	Argentina Government International Bond-Series NY	USD	3.750%	31/12/2038	14,690,956	0.19
18,180,000	Argentina Treasury Bond BONCER	ARS	2.500%	22/07/2021	279,430	0.00
1,375,000	Bonos De La Nacion Argentina En Moneda Dua	USD	4.500%	13/02/2020	455,254	0.01
17,020,000	Province of Santa Fe	USD	7.000%	23/03/2023	12,824,570	0.17
2,490,000	Provincia de Cordoba	USD	7.450%	01/09/2024	1,615,388	0.02
					115,166,553	1.50
アルメニア
15,950,000	Armenia International Bond	USD	3.950%	26/09/2029	15,802,463	0.21
アゼルバイジャン
2,540,000	Azerbaijan International Bond	USD	4.750%	18/03/2024	2,717,800	0.04
17,380,000	Azerbaijan International Bond	USD	3.500%	01/09/2032	17,154,603	0.22
					19,872,403	0.26
バーレーン
2,110,000	Bahrain Government International Bond	USD	7.000%	12/10/2028	2,433,423	0.03
24,030,000	Bahrain Government International Bond	USD	5.625%	30/09/2031	25,112,552	0.33
4,460,000	Bahrain Government International Bond	USD	6.000%	19/09/2044	4,549,200	0.06
					32,095,175	0.42
ベリーズ
4,090,000	Belize Government International Bond	USD	4.938%	20/02/2034	2,496,817	0.03
3,392,600	Belize Government International Bond 144A	USD	4.938%	20/02/2034	2,071,076	0.03
					4,567,893	0.06
ボリビア
2,160,000	Bolivian Government International Bond	USD	4.500%	20/03/2028	2,080,688	0.03
ブラジル
78,416,000	Brazil Letras do Tesouro Nacional	BRL	4.683%	01/01/2020	18,494,156	0.24
41,590,000	Brazilian Government International Bond	USD	4.500%	30/05/2029	43,903,444	0.57
21,760,000	Brazilian Government International Bond	USD	4.750%	14/01/2050	21,188,800	0.28
					83,586,400	1.09
チリ
30,719,000	Chile Government International Bond	USD	3.240%	06/02/2028	32,494,942	0.42
17,030,000	Chile Government International Bond	USD	3.500%	25/01/2050	17,953,345	0.24
					50,448,287	0.66
中国
7,830,000	China Government International Bond	EUR	0.500%	12/11/2031	8,493,576	0.11
コロンビア
6,540,000	Colombia Government Bond	USD	4.500%	28/01/2026	7,103,053	0.09
コスタリカ
1,684,000	Costa Rica Government International Bond	USD	9.995%	01/08/2020	1,758,990	0.02
13,520,000	Costa Rica Government International Bond	USD	6.125%	19/02/2031	13,726,856	0.18
19,043,000	Costa Rica Government International Bond	USD	7.158%	12/03/2045	19,301,866	0.25
					34,787,712	0.45
クロアチア
31,690,000	Croatia Government International Bond	EUR	1.125%	19/06/2029	36,154,800	0.47
ドミニカ共和国
140,400,000	Dominican Republic International Bond	DOP	16.000%	10/07/2020	2,778,032	0.04
4,534,000	Dominican Republic International Bond	USD	7.500%	06/05/2021	4,723,861	0.06

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合 (%)
国債
ドミニカ共和国
5,150,000	Dominican Republic International Bond	USD	6.600%	28/01/2024	5,726,961	0.07
28,290,000	Dominican Republic International Bond	USD	5.875%	18/04/2024	30,239,358	0.39
1,300,000	Dominican Republic International Bond	DOP	11.500%	10/05/2024	26,317	0.00
1,186,700,000	Dominican Republic International Bond	DOP	9.750%	05/06/2026	22,927,696	0.30
339,000	Dominican Republic International Bond	USD	8.625%	20/04/2027	406,800	0.01
97,500,000	Dominican Republic International Bond	DOP	18.500%	04/02/2028	2,620,473	0.03
207,400,000	Dominican Republic International Bond	DOP	11.375%	06/07/2029	4,228,899	0.05
81,410,000	Dominican Republic International Bond	USD	6.850%	27/01/2045	89,576,441	1.17
66,980,000	Dominican Republic International Bond	USD	6.500%	15/02/2048	71,134,853	0.93
44,780,000	Dominican Republic International Bond	USD	6.400%	05/06/2049	47,109,959	0.61
					281,499,650	3.66
エクアドル
3,300,000	Ecuador Government International Bond	USD	7.950%	20/06/2024	2,711,156	0.03
30,730,000	Ecuador Government International Bond	USD	7.875%	27/03/2025	24,391,938	0.32
53,022,000	Ecuador Government International Bond	USD	9.650%	13/12/2026	44,198,807	0.57
46,199,000	Ecuador Government International Bond	USD	9.625%	02/06/2027	37,975,578	0.50
90,740,000	Ecuador Government International Bond	USD	8.875%	23/10/2027	73,136,440	0.95
13,350,000	Ecuador Government International Bond	USD	7.875%	23/01/2028	10,483,922	0.14
54,490,000	Ecuador Government International Bond	USD	10.750%	31/01/2029	46,282,444	0.60
57,010,000	Ecuador Government International Bond	USD	9.500%	27/03/2030	46,776,705	0.61
					285,956,990	3.72
エジプト
8,610,000	Egypt Government International Bond	USD	4.550%	20/11/2023	8,690,719	0.11
17,910,000	Egypt Government International Bond	EUR	4.750%	11/04/2025	20,473,361	0.27
35,900,000	Egypt Government International Bond	EUR	4.750%	16/04/2026	40,828,352	0.53
67,050,000	Egypt Government International Bond	EUR	5.625%	16/04/2030	73,960,993	0.96
37,358,000	Egypt Government International Bond	EUR	6.375%	11/04/2031	42,987,406	0.56
15,270,000	Egypt Government International Bond	USD	7.053%	15/01/2032	15,527,681	0.20
11,440,000	Egypt Government International Bond	USD	8.500%	31/01/2047	12,153,212	0.16
6,160,000	Egypt Government International Bond	USD	7.903%	21/02/2048	6,229,300	0.08
17,490,000	Egypt Government International Bond	USD	8.700%	01/03/2049	18,891,933	0.25
4,520,000	Egypt Government International Bond	USD	8.150%	20/11/2059	4,627,350	0.06
					244,370,307	3.18
エルサルバドル
3,690,000	El Salvador Government International Bond	USD	7.375%	01/12/2019	3,699,801	0.05
1,004,000	El Salvador Government International Bond	USD	5.875%	30/01/2025	1,035,846	0.01
12,940,000	El Salvador Government International Bond	USD	7.125%	20/01/2050	13,172,516	0.17
					17,908,163	0.23
フィジー
1,400,000	Fiji Government International Bond	USD	6.625%	02/10/2020	1,407,070	0.02
ガボン
47,777,500	Gabon Government International Bond	USD	6.375%	12/12/2024	47,889,479	0.62
8,940,000	Gabon Government International Bond	USD	6.950%	16/06/2025	9,082,481	0.12
					56,971,960	0.74
ガーナ
1,650,000	Ghana Government International Bond	USD	7.875%	26/03/2027	1,699,500	0.02
55,580,000	Ghana Government International Bond	USD	7.625%	16/05/2029	55,336,838	0.72
6,480,000	Ghana Government International Bond	USD	10.750%	14/10/2030	8,100,000	0.11
64,520,000	Ghana Government International Bond	USD	8.125%	26/03/2032	63,844,556	0.83
59,138,000	Ghana Government International Bond	USD	8.627%	16/06/2049	57,243,736	0.74
2,849,000	Ghana Government International Bond	USD	8.950%	26/03/2051	2,804,039	0.04
					189,028,669	2.46
グアテマラ
37,797,000	Guatemala Government Bond	USD	5.750%	06/06/2022	40,395,544	0.53
49,705,000	Guatemala Government Bond	USD	4.500%	03/05/2026	51,933,959	0.68
46,760,000	Guatemala Government Bond	USD	4.375%	05/06/2027	47,797,487	0.62
24,749,000	Guatemala Government Bond	USD	4.875%	13/02/2028	26,052,189	0.34
12,490,000	Guatemala Government Bond	USD	4.900%	01/06/2030	13,139,870	0.17
22,650,000	Guatemala Government Bond	USD	6.125%	01/06/2050	26,139,516	0.34
					205,458,565	2.68
ホンジュラス
39,026,000	Honduras Government International Bond	USD	8.750%	16/12/2020	41,379,755	0.54

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合 (%)
国債
ホンジュラス
23,309,000	Honduras Government International Bond	USD	7.500%	15/03/2024	25,840,212	0.34
					67,219,967	0.88
ハンガリー
3,000,000	Hungary Government International Bond	EUR	1.750%	10/10/2027	3,683,611	0.05
780,000	Hungary Government International Bond	USD	7.625%	29/03/2041	1,273,838	0.01
					4,957,449	0.06
インドネシア
10,000,000	Indonesia Government International Bond	USD	4.125%	15/01/2025	10,695,313	0.14
11,009,000	Indonesia Government International Bond	EUR	3.375%	30/07/2025	13,784,459	0.18
51,980,000	Indonesia Government International Bond	USD	4.750%	08/01/2026	57,795,263	0.75
3,210,000	Indonesia Government International Bond	EUR	1.450%	18/09/2026	3,641,840	0.05
11,310,000	Indonesia Government International Bond	USD	4.350%	08/01/2027	12,311,995	0.16
26,593,000	Indonesia Government International Bond	EUR	3.750%	14/06/2028	35,226,399	0.46
1,800,000	Indonesia Government International Bond	USD	6.625%	17/02/2037	2,431,406	0.03
23,393,000	Perusahaan Penerbit SBSN Indonesia III	USD	4.325%	28/05/2025	25,213,268	0.33
29,020,000	Perusahaan Penerbit SBSN Indonesia III	USD	4.550%	29/03/2026	31,727,022	0.41
61,990,000	Perusahaan Penerbit SBSN Indonesia III	USD	4.150%	29/03/2027	66,426,159	0.86
111,020,000	Perusahaan Penerbit SBSN Indonesia III	USD	4.400%	01/03/2028	120,994,453	1.58
17,190,000	Perusahaan Penerbit SBSN Indonesia III	USD	4.450%	20/02/2029	18,943,917	0.25
					399,191,494	5.20
コートジボワール
15,260,000	Ivory Coast Government International Bond	EUR	5.250%	22/03/2030	16,793,535	0.22
16,560,000	Ivory Coast Government International Bond	EUR	6.625%	22/03/2048	17,782,947	0.23
					34,576,482	0.45
ジャマイカ
29,416,000	Jamaica Government International Bond	USD	7.875%	28/07/2045	38,672,847	0.50
カザフスタン
7,600,000	Kazakhstan Government International Bond	EUR	1.550%	09/11/2023	8,800,099	0.11
ケニア
43,172,000	Kenya Government International Bond	USD	6.875%	24/06/2024	46,248,005	0.60
20,590,000	Kenya Government International Bond	USD	7.000%	22/05/2027	21,593,763	0.28
800,000	Kenya Government International Bond	USD	7.250%	28/02/2028	841,000	0.01
31,480,000	Kenya Government International Bond	USD	8.000%	22/05/2032	33,280,262	0.44
990,000	Kenya Government International Bond	USD	8.250%	28/02/2048	1,017,844	0.01
					102,980,874	1.34
レバノン
1,350,000	Lebanon Government International Bond	USD	6.650%	22/04/2024	622,477	0.01
2,990,000	Lebanon Government International Bond	USD	6.200%	26/02/2025	1,364,187	0.02
1,410,000	Lebanon Government International Bond	USD	6.600%	27/11/2026	647,719	0.01
3,680,000	Lebanon Government International Bond	USD	6.850%	23/03/2027	1,676,125	0.02
6,998,000	Lebanon Government International Bond	USD	6.750%	29/11/2027	3,205,959	0.04
2,130,000	Lebanon Government International Bond	USD	6.650%	03/11/2028	979,134	0.01
11,239,000	Lebanon Government International Bond	USD	6.850%	25/05/2029	5,136,574	0.07
31,021,000	Lebanon Government International Bond	USD	6.650%	26/02/2030	14,167,872	0.18
9,053,000	Lebanon Government International Bond	USD	7.050%	02/11/2035	4,147,406	0.05
820,000	Lebanon Government International Bond	USD	7.250%	23/03/2037	376,431	0.01
					32,323,884	0.42
マケドニア
41,030,000	Macedonia Government International Bond	EUR	5.625%	26/07/2023	52,403,735	0.68
48,170,000	Macedonia Government International Bond	EUR	2.750%	18/01/2025	56,397,446	0.74
					108,801,181	1.42
メキシコ
382,916,500	Mexican Bonos-Series M 30	MXN	8.500%	18/11/2038	22,028,201	0.29
1,380,000	Mexico Government International Bond	USD	4.500%	22/04/2029	1,513,903	0.02
4,040,000	Mexico Government International Bond	USD	4.500%	31/01/2050	4,302,600	0.05
					27,844,704	0.36
モンゴル
5,020,000	Mongolia Government International Bond	USD	5.625%	01/05/2023	5,151,775	0.07
4,460,000	Mongolia Government International Bond	USD	8.750%	09/03/2024	5,045,375	0.06
					10,197,150	0.13
モロッコ
13,290,000	Morocco Government International Bond	EUR	1.500%	27/11/2031	14,529,612	0.19

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合 (%)
国債
ナイジェリア
1,797,000	Nigeria Government International Bond	USD	6.750%	28/01/2021	1,868,319	0.03
1,660,000	Nigeria Government International Bond	USD	7.143%	23/02/2030	1,656,628	0.02
33,920,000	Nigeria Government International Bond	USD	8.747%	21/01/2031	37,105,300	0.48
31,655,000	Nigeria Government International Bond	USD	7.875%	16/02/2032	32,307,884	0.42
48,230,000	Nigeria Government International Bond	USD	7.696%	23/02/2038	47,303,080	0.62
200,000	Nigeria Government International Bond	USD	9.248%	21/01/2049	216,875	0.00
					120,458,086	1.57
オマーン
27,550,000	Oman Government International Bond	USD	6.750%	17/01/2048	26,245,680	0.34
パキスタン
8,212,000	Pakistan Government International Bond	USD	6.875%	05/12/2027	8,278,723	0.11
パナマ
5,920,000	Panama Government International Bond	USD	4.500%	16/04/2050	6,994,850	0.09
15,770,000	Panama Government International Bond	USD	3.870%	23/07/2060	16,861,580	0.22
1,910,000	Panama Notas del Tesoro	USD	4.875%	05/02/2021	1,977,776	0.03
23,050,000	Panama Notas del Tesoro 144A	USD	3.750%	17/04/2026	24,121,825	0.31
					49,956,031	0.65
パプアニューギニア
11,100,000	Papua New Guinea Government International Bond	USD	8.375%	04/10/2028	11,807,625	0.15
パラグアイ
36,170,000	Paraguay Government International Bond	USD	4.625%	25/01/2023	38,221,517	0.50
27,530,000	Paraguay Government International Bond	USD	5.000%	15/04/2026	30,343,222	0.40
15,446,000	Paraguay Government International Bond	USD	4.700%	27/03/2027	16,903,716	0.22
23,680,000	Paraguay Government International Bond	USD	6.100%	11/08/2044	28,599,520	0.37
30,980,000	Paraguay Government International Bond	USD	5.600%	13/03/2048	35,443,056	0.46
11,220,000	Paraguay Government International Bond	USD	5.400%	30/03/2050	12,645,291	0.16
2,996,000	Paraguay Government International Bond 144A	USD	5.000%	15/04/2026	3,302,154	0.04
					165,458,476	2.15
フィリピン
400,000	Philippine Government International Bond	USD	3.750%	14/01/2029	443,375	0.01
292,000	Philippine Government International Bond	USD	3.700%	02/02/2042	331,603	0.00
					774,978	0.01
カタール
25,634,000	Qatar Government International Bond	USD	4.500%	23/04/2028	29,398,994	0.38
53,606,000	Qatar Government International Bond	USD	4.000%	14/03/2029	59,854,449	0.78
28,930,000	Qatar Government International Bond	USD	5.103%	23/04/2048	37,138,888	0.48
20,770,000	Qatar Government International Bond	USD	4.817%	14/03/2049	25,777,517	0.34
6,180,000	Qatar Government International Bond 144A	USD	5.103%	23/04/2048	7,933,575	0.10
					160,103,423	2.08
ルーマニア
4,320,000	Romanian Government International Bond	EUR	2.375%	19/04/2027	5,203,407	0.07
21,760,000	Romanian Government International Bond	EUR	2.875%	11/03/2029	26,901,747	0.35
7,804,000	Romanian Government International Bond	EUR	3.375%	08/02/2038	9,374,369	0.12
14,730,000	Romanian Government International Bond	EUR	4.125%	11/03/2039	18,891,729	0.25
11,300,000	Romanian Government International Bond	EUR	4.625%	03/04/2049	15,471,632	0.20
					75,842,884	0.99
ロシア
600,000	Russian Foreign Bond - Eurobond	USD	4.875%	16/09/2023	658,969	0.01
22,500,000	Russian Foreign Bond - Eurobond	EUR	2.875%	04/12/2025	28,276,862	0.37
71,400,000	Russian Foreign Bond - Eurobond	USD	4.750%	27/05/2026	79,443,656	1.04
23,600,000	Russian Foreign Bond - Eurobond	USD	4.750%	27/05/2026	26,258,687	0.34
16,200,000	Russian Foreign Bond - Eurobond	USD	4.375%	21/03/2029	17,852,400	0.23
28,800,000	Russian Foreign Bond - Eurobond	USD	5.100%	28/03/2035	33,998,400	0.44
1,600,000	Russian Foreign Bond - Eurobond	USD	5.250%	23/06/2047	1,968,750	0.03
3,800,000	Russian Foreign Bond - Eurobond 144A	USD	4.500%	04/04/2022	4,010,900	0.05
9,200,000	Russian Foreign Bond - Eurobond 144A	USD	4.875%	16/09/2023	10,104,188	0.13
					202,572,812	2.64
セネガル
31,640,000	Senegal Government International Bond	EUR	4.750%	13/03/2028	36,233,728	0.47
470,000	Senegal Government International Bond	USD	6.750%	13/03/2048	459,131	0.01
					36,692,859	0.48
セルビア
22,770,000	Serbia International Bond	EUR	1.500%	26/06/2029	25,507,584	0.33

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合 (%)
国債
南アフリカ
57,203,000	South Africa Government International Bond	USD	5.875%	16/09/2025	62,494,277	0.81
27,010,000	South Africa Government International Bond	USD	4.850%	27/09/2027	27,668,369	0.36
9,170,000	South Africa Government International Bond	USD	4.300%	12/10/2028	8,915,533	0.12
31,930,000	South Africa Government International Bond	USD	4.850%	30/09/2029	31,570,787	0.41
5,500,000	South Africa Government International Bond	USD	5.875%	22/06/2030	5,865,200	0.08
1,000,000	South Africa Government International Bond	USD	6.250%	08/03/2041	1,073,750	0.01
37,090,000	South Africa Government International Bond	USD	5.650%	27/09/2047	35,791,850	0.47
21,620,000	South Africa Government International Bond	USD	5.750%	30/09/2049	20,699,096	0.27
					194,078,862	2.53
スリランカ
18,983,000	Sri Lanka Government International Bond	USD	6.250%	27/07/2021	19,069,135	0.25
12,990,000	Sri Lanka Government International Bond	USD	5.750%	18/01/2022	12,959,555	0.17
76,370,000	Sri Lanka Government International Bond	USD	5.750%	18/04/2023	74,711,434	0.97
9,980,000	Sri Lanka Government International Bond	USD	6.850%	14/03/2024	9,972,615	0.13
16,580,000	Sri Lanka Government International Bond	USD	6.350%	28/06/2024	16,288,358	0.21
15,700,000	Sri Lanka Government International Bond	USD	6.125%	03/06/2025	14,967,477	0.20
16,165,000	Sri Lanka Government International Bond	USD	6.850%	03/11/2025	15,892,822	0.21
51,710,000	Sri Lanka Government International Bond	USD	6.825%	18/07/2026	49,974,095	0.65
11,730,000	Sri Lanka Government International Bond	USD	6.200%	11/05/2027	10,630,547	0.14
20,330,000	Sri Lanka Government International Bond	USD	6.750%	18/04/2028	18,689,420	0.24
1,160,000	Sri Lanka Government International Bond	USD	7.850%	14/03/2029	1,131,000	0.01
51,060,000	Sri Lanka Government International Bond	USD	7.550%	28/03/2030	48,614,737	0.63
					292,901,195	3.81
スリナム
15,520,000	Suriname Government International Bond	USD	9.250%	26/10/2026	12,493,600	0.16
タジキスタン
3,470,000	Republic of Tajikistan International Bond	USD	7.125%	14/09/2027	2,821,544	0.04
チュニジア
11,800,000	Banque Centrale de Tunisie International Bond	EUR	6.750%	31/10/2023	13,233,291	0.17
4,770,000	Banque Centrale de Tunisie International Bond	EUR	6.375%	15/07/2026	5,162,440	0.07
					18,395,731	0.24
トルコ
57,566,000	Turkey Government International Bond	USD	5.750%	22/03/2024	58,600,389	0.76
6,110,000	Turkey Government International Bond	USD	6.350%	10/08/2024	6,347,717	0.08
990,000	Turkey Government International Bond	USD	7.375%	05/02/2025	1,070,902	0.02
28,000,000	Turkey Government International Bond	EUR	4.625%	31/03/2025	32,455,111	0.42
29,020,000	Turkey Government International Bond	EUR	3.250%	14/06/2025	31,512,307	0.41
23,460,000	Turkey Government International Bond	EUR	5.200%	16/02/2026	27,567,791	0.36
4,071,000	Turkey Government International Bond	USD	4.250%	14/04/2026	3,748,500	0.05
13,060,000	Turkey Government International Bond	USD	4.875%	09/10/2026	12,309,050	0.16
12,824,000	Turkey Government International Bond	USD	6.000%	25/03/2027	12,815,985	0.17
11,030,000	Turkey Government International Bond	USD	6.000%	14/01/2041	9,925,277	0.13
55,490,000	Turkey Government International Bond	USD	5.750%	11/05/2047	47,626,026	0.62
					243,979,055	3.18
ウクライナ
2,950,000	Ukraine Government International Bond	USD	7.750%	01/09/2020	3,035,550	0.04
6,420,000	Ukraine Government International Bond	USD	7.750%	01/09/2021	6,737,823	0.09
35,990,000	Ukraine Government International Bond	USD	7.750%	01/09/2022	38,239,375	0.50
20,600,000	Ukraine Government International Bond	USD	7.750%	01/09/2023	21,908,100	0.28
47,665,000	Ukraine Government International Bond	USD	8.994%	01/02/2024	52,574,495	0.69
55,690,000	Ukraine Government International Bond	USD	7.750%	01/09/2024	59,031,678	0.77
35,260,000	Ukraine Government International Bond	USD	7.750%	01/09/2025	37,349,331	0.48
950,000	Ukraine Government International Bond	USD	7.750%	01/09/2026	1,005,100	0.01
1,820,000	Ukraine Government International Bond	USD	7.750%	01/09/2027	1,923,740	0.02
6,540,000	Ukraine Government International Bond	USD	7.375%	25/09/2032	6,695,325	0.09
85,290,000	Ukraine Government International Bond-Series GDP	USD	0.000%	31/05/2040	78,120,309	1.02
					306,620,826	3.99
アラブ首長国連邦
29,950,000	Abu Dhabi Government International Bond	USD	3.125%	11/10/2027	31,391,344	0.41
17,150,000	Abu Dhabi Government International Bond	USD	4.125%	11/10/2047	20,009,226	0.26
					51,400,570	0.67
米国
36,850,000	United States Treasury Note/Bond	USD	3.000%	30/09/2025	39,508,670	0.52

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合 (%)
国債
米国
106,190,000	United States Treasury Note/Bond	USD	1.625%	30/11/2026	105,467,853	1.37
26,630,000	United States Treasury Note/Bond	USD	2.250%	15/08/2049	26,875,495	0.35
					171,852,018	2.24
ウルグアイ
590,000	Uruguay Government International Bond	USD	4.375%	23/01/2031	655,914	0.01
15,860,000	Uruguay Government International Bond	USD	4.975%	20/04/2055	18,737,103	0.24
					19,393,017	0.25
ウズベキスタン
16,130,000	Republic of Uzbekistan Bond	USD	4.750%	20/02/2024	16,974,305	0.22
420,000	Republic of Uzbekistan Bond	USD	5.375%	20/02/2029	463,312	0.01
					17,437,617	0.23
ベネズエラ
3,335,300	Venezuela Government International Bond	USD	8.250%	13/10/2024	416,913	0.00
9,523,000	Venezuela Government International Bond	USD	7.650%	21/04/2025	1,190,375	0.02
					1,607,288	0.02
ベトナム
5,980,000	Debt and Asset Trading Corp.	USD	1.000%	10/10/2025	4,617,681	0.06
ザンビア
36,763,000	Zambia Government International Bond	USD	5.375%	20/09/2022	23,499,599	0.31
国債合計(取得原価米ドル 5,025,215,626)					4,954,473,899	64.50
国際機関債-2.92%
4,120,000	African Export-Import Bank	USD	3.994%	21/09/2029	4,140,744	0.05
74,530,000	Black Sea Trade & Development Bank	USD	3.500%	25/06/2024	76,625,784	1.00
28,100,000	Eastern & Southern African Trade & Development Bank	USD	5.375%	14/03/2022	29,237,066	0.38
79,210,000	Eastern & Southern African Trade & Development Bank	USD	4.875%	23/05/2024	82,057,996	1.07
771,400,000	European Bank for Reconstruction & Development	UAH	16.950%	03/04/2020	32,297,321	0.42
					224,358,911	2.92
国際機関債合計(取得原価米ドル 214,754,993)					224,358,911	2.92
投資信託証券-1.04%
アイルランド
79,843,163	Goldman Sachs US$ Liquid Reserves Fund (X Distribution Class)				79,843,163	1.04
投資信託証券合計(取得原価米ドル 79,843,163)					79,843,163	1.04
公認の金融商品取引所に上場されている譲渡性有価証券合計(取得原価米ドル 6,696,050,762)					6,600,697,780	85.93
	その他の規制ある市場で取引されている譲渡性有価証券
社債-5.96%
バミューダ
1,208,000	Digicel Group One Ltd.	USD	8.250%	30/12/2022	691,580	0.01
2,605,000	Digicel Group One Ltd. 144A	USD	8.250%	30/12/2022	1,491,362	0.02
3,903,000	Digicel Group Two Ltd.	USD	8.250%	30/09/2022	992,216	0.01
11,840,000	Digicel Ltd.	USD	6.000%	15/04/2021	8,648,750	0.11
11,330,000	Digicel Ltd. 144A	USD	6.000%	15/04/2021	8,276,211	0.11
					20,100,119	0.26
ブラジル
21,000,000	Banco do Brasil S.A.	USD	4.750%	20/03/2024	22,023,750	0.28
40,420,000	Banco do Brasil S.A.	USD	9.000%	Perp.	46,047,222	0.60
4,350,000	Samarco Mineracao S.A.	USD	5.375%	26/09/2024	2,855,367	0.04
					70,926,339	0.92
ケイマン諸島
3,130,000	Embraer Overseas Ltd.	USD	5.696%	16/09/2023	3,439,087	0.04
2,620,000	Grupo Aval Ltd.	USD	4.750%	26/09/2022	2,698,191	0.04
5,727,309	Independencia International Ltd. 144A	USD	12.000%	30/12/2016	0	0.00
6,530,000	Lima Metro Line 2 Finance Ltd.	USD	4.350%	05/04/2036	6,889,150	0.09
					13,026,428	0.17
チリ
1,145,000	Embotelladora Andina S.A.	USD	5.000%	01/10/2023	1,220,856	0.02
3,230,000	Inversiones CMPC S.A.	USD	4.375%	15/05/2023	3,345,574	0.04
470,000	Inversiones CMPC S.A.	USD	4.375%	04/04/2027	491,150	0.01
2,665,000	Sociedad Quimica y Minera de Chile S.A.	USD	5.500%	21/04/2020	2,702,060	0.04
6,924,000	Sociedad Quimica y Minera de Chile S.A.	USD	4.375%	28/01/2025	7,268,036	0.09
1,105,000	Sociedad Quimica y Minera de Chile S.A. 144A	USD	5.500%	21/04/2020	1,120,367	0.01
					16,148,043	0.21

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合 (%)
社債
香港
55,500,000	CNAC HK Synbridge Co., Ltd.	USD	5.000%	05/05/2020	55,985,625	0.73
メキシコ
14,467,000	BBVA Bancomer S.A.	USD	5.125%	18/01/2033	14,331,372	0.19
11,460,000	Cemex SAB de CV	USD	5.450%	19/11/2029	11,689,200	0.15
1,390,000	Petroleos Mexicanos	USD	4.500%	23/01/2026	1,364,841	0.02
4,100,000	Petroleos Mexicanos	USD	6.875%	04/08/2026	4,446,450	0.06
19,260,000	Petroleos Mexicanos	USD	6.490%	23/01/2027	20,319,300	0.27
3,380,000	Petroleos Mexicanos	USD	5.350%	12/02/2028	3,283,670	0.04
30,269,000	Petroleos Mexicanos	USD	7.690%	23/01/2050	32,554,309	0.42
					87,989,142	1.15
オランダ
8,960,000	Greenko Dutch BV	USD	5.250%	24/07/2024	9,121,000	0.12
11,890,000	Petrobras Global Finance BV	USD	5.093%	15/01/2030	12,448,830	0.16
31,140,000	Syngenta Finance NV	USD	5.182%	24/04/2028	33,180,449	0.43
2,660,000	Syngenta Finance NV	USD	5.676%	24/04/2048	2,779,979	0.04
					57,530,258	0.75
ペルー
27,740,000	Banco de Credito del Peru	USD	2.700%	11/01/2025	27,566,625	0.36
18,757,000	Corp Lindley S.A.	USD	6.750%	23/11/2021	19,703,642	0.25
5,143,000	Corp Lindley S.A.	USD	4.625%	12/04/2023	5,361,578	0.07
					52,631,845	0.68
トルコ
21,970,000	Yapi ve Kredi Bankasi AS	USD	13.875%	Perp.	24,331,775	0.32
アラブ首長国連邦
12,950,000	Dolphin Energy Ltd., LLC	USD	5.500%	15/12/2021	13,741,164	0.18
英国
3,990,000	Tullow Oil Plc.	USD	7.000%	01/03/2025	3,980,025	0.05
ベネズエラ
564,690,000	Petroleos de Venezuela S.A.	USD	6.000%	28/10/2022	37,410,712	0.49
46,220,000	Petroleos de Venezuela S.A.	USD	6.000%	16/05/2024	3,928,700	0.05
					41,339,412	0.54
社債合計(取得原価米ドル 793,376,856)					457,730,175	5.96
非政府機関アセット・バック債-0.00%
メキシコ
1,486,250	The Bank of New York Mellon	USD	9.625%	02/05/2021	0	0.00
非政府機関アセット・バック債合計(取得原価米ドル 0)					0	0.00
地方債-0.33%
プエルトリコ
1,629,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A1"	USD	4.500%	01/07/2034	1,741,257	0.03
825,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A1"	USD	4.550%	01/07/2040	854,061	0.01
6,051,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A1"	USD	4.750%	01/07/2053	6,261,862	0.08
15,302,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A1"	USD	5.000%	01/07/2058	16,078,537	0.21
					24,935,717	0.33
地方債合計(取得原価米ドル 19,537,467)					24,935,717	0.33
その他の規制ある市場で取引されている譲渡性有価証券合計(取得原価米ドル 812,914,323)					482,665,892	6.29
	その他譲渡性有価証券
社債-0.47%
ケイマン諸島
11,746,800	Brazil Minas SPE via State of Minas Gerais	USD	5.333%	15/02/2028	12,613,127	0.17
メキシコ
536,348	Corporacion Geo SAB de CV	USD	8.000%	13/04/2021	0	0.00
米国
358,240,000	Citigroup Global Markets Holdings, Inc.	UAH	14.640%	15/06/2020	15,017,797	0.19
198,430,000	Citigroup Global Markets Holdings, Inc.	UAH	14.300%	10/07/2020	8,268,331	0.11
					23,286,128	0.30
社債合計(取得原価米ドル 34,422,491)					35,899,255	0.47

額面	銘柄名称	通貨	利率	償還年月日/満期日	評価額 (米ドル)	投資主資本割合 (%)
国債-0.53%
コスタリカ
8,130,000	Costa Rica Government International Bond	USD	9.200%	23/02/2022	8,785,734	0.11
3,070,000	Costa Rica Government International Bond	USD	5.520%	17/08/2022	3,079,210	0.04
540,000	Costa Rica Government International Bond	USD	5.520%	23/08/2023	537,300	0.01
6,060,000	Costa Rica Government International Bond	USD	9.200%	21/02/2024	6,830,529	0.09
					19,232,773	0.25
ドミニカ共和国
848,400,000	Dominican Republic Bond	DOP	10.750%	11/08/2028	16,672,326	0.22
36,100,000	Dominican Republic International Bond 144A	DOP	18.500%	04/02/2028	970,247	0.01
					17,642,573	0.23
モザンビーク
4,570,000	Mozambique International Bond	USD	5.000%	15/09/2031	4,175,837	0.05
国債合計(取得原価米ドル 40,363,707)					41,051,183	0.53
その他譲渡性有価証券合計(取得原価米ドル 74,786,198)					76,950,438	1.00
逆現先取引-(0.05%)
米ドル
(3,612,500)	Digicel Ltd.		1.250%	15/04/2021	(3,612,500)	(0.05)
逆現先取引合計(取得原価米ドル (3,612,500))					(3,612,500)	(0.05)
デリバティブ取引を除く評価額(取得原価米ドル 7,580,138,783)					7,156,701,610	93.17

先物取引-0.00%
枚数	銘柄名称		評価額 (米ドル)	未実現利益 (米ドル)	投資主資本割合(%)
	米ドル
(1,955)	US Treasury Notes 10YR Futures 20/03/2020	売建	(252,897,578)	378,118	0.00
(232)	US Treasury Notes 2YR Futures 31/03/2020	売建	(49,994,188)	13,361	0.00
2,262	US Treasury Ultra Long Bond Futures 20/03/2020	買建	424,619,813	3,658,746	0.05
			121,728,047	4,050,225	0.05
先物取引未実現利益				4,050,225	0.05

枚数	銘柄名称		評価額 (米ドル)	未実現損失 (米ドル)	投資主資本割合(%)
	米ドル
3,193	US Treasury Long Bond Futures 20/03/2020	買建	507,587,219	(1,276,507)	(0.02)
9,494	US Treasury Notes 5YR Futures 31/03/2020	買建	1,128,747,593	(1,515,951)	(0.02)
2,948	US Treasury Ultra Long Notes 10YR Futures 20/03/2020	買建	419,260,875	(902,441)	(0.01)
			2,055,595,687	(3,694,899)	(0.05)
先物取引未実現損失				(3,694,899)	(0.05)

特定クラス投資信託証券の先物取引-0.00%
枚数	銘柄名称		評価額 (米ドル)	未実現利益 (米ドル)	投資主資本割合(%)
	米ドル
(62)	US Treasury Notes 10YR Futures 20/03/2020	売建	(8,020,281)	24,359	0.00
(53)	US Treasury Notes 2YR Futures 31/03/2020	売建	(11,421,086)	9,453	0.00
(100)	US Treasury Notes 5YR Futures 31/03/2020	売建	(11,889,063)	25,429	0.00
(84)	US Treasury Ultra Long Notes 10YR Futures 20/03/2020	売建	(11,946,375)	34,219	0.00
			(43,276,805)	93,460	0.00
特定クラス投資信託証券の先物取引未実現利益				93,460	0.00

枚数	銘柄名称		評価額 (米ドル)	未実現損失 (米ドル)	投資主資本割合(%)
	米ドル
17	US Treasury Long Bond Futures 20/03/2020	買建	2,702,469	(2,922)	(0.00)
(58)	US Treasury Ultra Long Bond Futures 20/03/2020	売建	(10,887,688)	(5,437)	(0.00)
			(8,185,219)	(8,359)	(0.00)
特定クラス投資信託証券の先物取引未実現損失				(8,359)	(0.00)

外国為替予約取引-(0.16%)
通貨	元本(買)	通貨	元本(売)	償還年月日/満期日	未実現利益 (米ドル)	投資主資本割合(%)
USD	118,843,180	BRL	492,636,551	03/12/2019	2,166,870	0.03
USD	202,350,940	INR	14,495,899,786	03/12/2019	282,291	0.00
USD	46,453,204	COP	156,057,824,293	09/12/2019	2,052,192	0.02
USD	58,607,755	COP	203,161,379,712	16/12/2019	829,120	0.01
CAD	51,543,911	EUR	35,128,116	18/12/2019	79,673	0.00
CZK	1,687,940,003	EUR	65,748,130	18/12/2019	404,985	0.00
EUR	32,701,323	AUD	53,073,770	18/12/2019	96,655	0.00
EUR	234,237,928	CHF	257,107,806	18/12/2019	813,548	0.01
EUR	40,582,334	HUF	13,541,803,281	18/12/2019	18,293	0.00
EUR	81,888,895	JPY	9,828,620,795	18/12/2019	378,900	0.01
EUR	18,903,532	NOK	190,809,593	18/12/2019	60,476	0.00
EUR	111,805,938	PLN	482,994,177	18/12/2019	12,651	0.00
GBP	31,967,271	USD	40,969,778	18/12/2019	313,722	0.00
ILS	90,918,957	EUR	23,545,900	18/12/2019	266,386	0.00
ILS	45,804,803	USD	12,979,910	18/12/2019	219,231	0.00
MXN	8,235,204,044	USD	419,510,108	18/12/2019	1,811,997	0.04
NOK	836,603,662	EUR	82,246,586	18/12/2019	435,157	0.01
NZD	122,101,599	EUR	70,594,871	18/12/2019	639,407	0.01
NZD	82,095,097	USD	52,438,875	18/12/2019	267,284	0.00
PLN	762,190,536	EUR	175,024,060	18/12/2019	1,534,811	0.01
SEK	247,947,722	EUR	23,328,831	18/12/2019	306,498	0.00
SEK	251,668,803	NOK	237,563,472	18/12/2019	544,431	0.01
SEK	201,736,754	USD	20,840,681	18/12/2019	313,845	0.01
SGD	72,000,903	USD	52,147,171	18/12/2019	513,939	0.01
TRY	77,717,287	EUR	11,899,480	18/12/2019	363,010	0.01
TRY	1,462,038,646	USD	250,655,345	18/12/2019	2,723,490	0.03
USD	90,358,690	AUD	132,567,501	18/12/2019	638,364	0.01
USD	169,676,965	CAD	224,817,977	18/12/2019	579,386	0.00
USD	26,161,016	CHF	25,910,786	18/12/2019	243,924	0.00
USD	137,416,661	EUR	124,056,318	18/12/2019	784,064	0.00
USD	77,684,734	HUF	23,118,537,929	18/12/2019	1,410,375	0.02
USD	12,512,560	JPY	1,357,795,432	18/12/2019	105,358	0.00
USD	270,799,820	NZD	421,783,421	18/12/2019	9,179	0.01
USD	26,239,317	PLN	102,225,664	18/12/2019	179,358	0.00
USD	25,245,510	RON	108,323,432	18/12/2019	341,243	0.01
ZAR	193,916,120	EUR	11,928,000	18/12/2019	78,759	0.00
ZAR	196,248,576	TRY	75,303,634	18/12/2019	324,423	0.01
ZAR	3,355,892,706	USD	224,206,059	18/12/2019	4,508,124	0.05
USD	44,511,797	KRW	52,078,802,005	20/12/2019	380,304	0.01
TWD	781,844,900	USD	25,631,292	23/12/2019	16,561	0.00
USD	56,020,871	TWD	1,704,885,179	23/12/2019	93,351	0.00
USD	84,944,611	CLP	63,419,746,178	24/12/2019	6,251,112	0.09
BRL	54,898,543	USD	12,852,407	03/01/2020	129,501	0.00
ZAR	152,680,029	USD	10,204,963	29/01/2020	140,261	0.00
USD	1,154,006,223	EUR	1,041,719,300	20/02/2020	1,640,048	0.02
USD	82,449,926	TWD	2,487,926,529	24/02/2020	396,168	0.01
外国為替予約取引未実現利益					35,698,725	0.46

外国為替予約取引
通貨	元本(買)	通貨	元本(売)	償還年月日/満期日	未実現損失 (米ドル)	投資主資本割合(%)
BRL	492,636,549	USD	121,736,046	03/12/2019	(5,059,737)	(0.08)
INR	14,495,899,786	USD	202,492,912	03/12/2019	(424,262)	(0.01)
MXN	1,155,393,485	USD	60,103,902	05/12/2019	(889,828)	(0.01)
USD	84,128,689	MXN	1,680,940,000	05/12/2019	(2,019,717)	(0.03)
COP	156,057,824,293	USD	45,450,431	09/12/2019	(1,049,418)	(0.02)
COP	174,211,219,421	USD	50,857,152	16/12/2019	(1,311,877)	(0.02)
AUD	75,992,180	CAD	69,035,871	18/12/2019	(494,828)	(0.00)
AUD	95,566,356	CHF	65,322,274	18/12/2019	(659,844)	(0.01)
AUD	75,877,678	NZD	80,715,100	18/12/2019	(466,948)	(0.00)
AUD	18,811,297	USD	12,807,295	18/12/2019	(76,002)	(0.00)
CNH	182,646,595	EUR	23,590,586	18/12/2019	(19,599)	(0.00)
CNH	1,047,698,335	USD	149,072,225	18/12/2019	(146,020)	(0.01)
CZK	4,111,850,421	USD	177,478,857	18/12/2019	(92,075)	(0.00)
EUR	110,437,588	CAD	162,578,486	18/12/2019	(650,679)	(0.01)
EUR	35,704,031	CZK	925,531,268	18/12/2019	(604,221)	(0.00)
EUR	24,282,056	ILS	94,375,567	18/12/2019	(451,659)	(0.00)
EUR	35,021,007	NZD	60,544,947	18/12/2019	(299,389)	(0.00)
EUR	116,493,592	SEK	1,240,173,903	18/12/2019	(1,743,960)	(0.02)
EUR	142,975,121	USD	158,393,732	18/12/2019	(924,426)	(0.01)
HUF	15,823,554,784	EUR	47,648,927	18/12/2019	(273,144)	(0.00)
HUF	9,070,347,551	PLN	117,493,028	18/12/2019	(26,456)	(0.00)
HUF	51,696,960,232	USD	172,435,717	18/12/2019	(1,873,355)	(0.05)
JPY	1,389,827,794	AUD	18,866,483	18/12/2019	(68,737)	(0.00)
JPY	2,789,649,606	CHF	25,512,023	18/12/2019	(27,098)	(0.00)
JPY	3,008,882,583	EUR	25,142,808	18/12/2019	(197,243)	(0.00)
JPY	16,122,809,904	USD	148,671,139	18/12/2019	(1,344,854)	(0.01)
MXN	505,037,945	EUR	23,649,668	18/12/2019	(208,869)	(0.00)
NOK	2,064,316,057	SEK	2,168,662,868	18/12/2019	(2,820,064)	(0.04)
PLN	668,156,006	USD	170,845,434	18/12/2019	(515,228)	(0.01)
RON	113,633,958	EUR	23,790,627	18/12/2019	(77,224)	(0.00)
TRY	72,981,839	ZAR	188,032,599	18/12/2019	(166,858)	(0.00)
USD	350,514,584	CNH	2,474,871,336	18/12/2019	(1,278,660)	(0.01)
USD	6,790,428	GBP	5,264,000	18/12/2019	(7,660)	(0.00)
USD	212,295,544	ILS	744,614,407	18/12/2019	(2,273,012)	(0.01)
USD	303,509,302	MXN	5,938,630,001	18/12/2019	(317,551)	(0.02)
USD	20,924,859	SEK	201,155,064	18/12/2019	(168,670)	(0.00)
USD	137,549,695	SGD	189,429,411	18/12/2019	(998,054)	(0.01)
USD	123,264,446	TRY	738,859,182	18/12/2019	(4,783,660)	(0.06)
USD	223,382,882	ZAR	3,360,611,077	18/12/2019	(5,652,874)	(0.08)
KRW	105,429,035,372	USD	89,592,065	20/12/2019	(251,670)	(0.00)
CLP	49,007,469,963	USD	66,198,277	24/12/2019	(5,388,048)	(0.07)
PEN	74,266,009	USD	21,893,815	26/12/2019	(41,766)	(0.00)
USD	33,603,628	BRL	143,016,530	03/01/2020	(215,621)	(0.00)
RUB	14,309,717,493	USD	222,576,958	27/01/2020	(1,381,032)	(0.02)
INR	11,159,625,480	USD	154,891,107	03/02/2020	(227,118)	(0.00)
EUR	16,073,000	USD	17,790,368	20/02/2020	(10,164)	(0.00)
外国為替予約取引未実現損失					(47,979,179)	(0.62)

特定クラス投資信託証券の外国為替予約取引-0.23%
通貨	元本(買)	通貨	元本(売)	償還年月日/満期日	未実現利益 (米ドル)	投資主資本割合(%)
GBP	496,565,377	USD	614,360,293	04/12/2019	26,549,159	0.35
USD	518,469	PLN	2,011,145	16/01/2020	5,825	0.00
USD	375,958	HKD	2,944,224	29/01/2020	55	0.00
USD	2,051,558	SGD	2,792,197	29/01/2020	8,490	0.00
USD	1,380,111	JPY	149,532,000	05/02/2020	9,011	0.00
USD	2,181,161	CHF	2,164,000	06/02/2020	7,885	0.00
USD	23,781,034	EUR	21,487,264	20/02/2020	11,487	0.00
ヘッジ目的の外国為替予約取引未実現利益					26,591,912	0.35

通貨	元本(買)	通貨	元本(売)	償還年月日/満期日	未実現損失 (米ドル)	投資主資本割合(%)
USD	21,007,462	GBP	16,623,347	04/12/2019	(448,043)	(0.01)
PLN	30,842,207	USD	8,010,689	16/01/2020	(148,950)	(0.00)
HKD	63,182,540	USD	8,071,084	29/01/2020	(4,274)	(0.00)
SGD	106,650,799	USD	78,503,227	29/01/2020	(466,212)	(0.00)
JPY	12,128,764,659	USD	111,711,977	05/02/2020	(500,003)	(0.00)
CHF	198,000,974	USD	200,970,109	06/02/2020	(2,120,457)	(0.04)
EUR	3,205,706,410	USD	3,551,720,743	20/02/2020	(5,518,195)	(0.07)
ヘッジ目的の外国為替予約取引未実現損失					(9,206,134)	(0.12)

スワップ契約-(0.01%)
現地通貨建想定元本額	支払	受取	通貨	償還年月日/満期日	未実現利益 (米ドル)	投資主資本割合(%)
	金利スワップ
3,699,712	Floating (BRL 1 month LIBOR)	Fixed 7.250%	BRL	02/01/2020	12,517	0.00
521,900,000	Floating (BRL 1 month BRCDI)	Fixed 5.440%	BRL	03/01/2022	242,643	0.00
51,393,771	Floating (BRL 1 month LIBOR)	Fixed 6.660%	BRL	02/01/2023	161,290	0.00
162,780,000	Fixed 0.000%	Floating (EUR 6 month EURIBOR)	EUR	18/12/2022	1,162,147	0.02
222,690,000	Fixed 0.250%	Floating (EUR 6 month EURIBOR)	EUR	18/12/2024	2,369,799	0.03
160,180,000	Fixed 0.500%	Floating (EUR 6 month EURIBOR)	EUR	18/12/2026	2,569,333	0.04
149,760,000	Fixed 0.750%	Floating (EUR 6 month EURIBOR)	EUR	18/12/2029	2,545,957	0.03
31,050,000	Fixed 0.250%	Floating (EUR 6 month EURIBOR)	EUR	18/12/2039	980,047	0.01
5,240,000	Fixed 1.250%	Floating (EUR 6 month EURIBOR)	EUR	18/12/2049	256,335	0.00
92,487,200,000	Floating (KRW 3 month LIBOR)	Fixed 1.500%	KRW	18/03/2022	114,823	0.00
5,355,700,000	Floating (MXN 1 month TIIE)	Fixed 6.600%	MXN	16/03/2022	78,060	0.00
393,050,000	Fixed 1.750%	Floating (USD 3 month LIBOR)	USD	18/12/2021	641,642	0.01
金利スワップ未実現利益					11,134,593	0.14
	クレジット・デフォルト・スワップ
28,520,000	Floating (Colombia Government International Bond)	Fixed 1.000%	USD	20/12/2019	26,194	0.00
10,080,000	Floating (Brazilian Government International Bond)	Fixed 1.000%	USD	20/06/2020	5,135	0.00
7,830,000	Floating (Chile Government International Bond)	Fixed 1.000%	USD	20/12/2020	88,924	0.00
33,390,000	Floating (Chile Government International Bond)	Fixed 1.000%	USD	20/12/2020	383,565	0.01
6,230,000	Floating (Chile Government International Bond)	Fixed 1.000%	USD	20/12/2020	72,785	0.00
6,060,000	Floating (Colombia Government International Bond)	Fixed 1.000%	USD	20/12/2022	83,222	0.00
15,160,000	Floating (Colombia Government International Bond)	Fixed 1.000%	USD	20/12/2022	212,469	0.00
10,000,000	Floating (Colombia Government International Bond)	Fixed 1.000%	USD	20/12/2022	145,782	0.00
25,000,000	Floating (Mexico Government International Bond)	Fixed 1.000%	USD	20/12/2022	389,324	0.01
19,710,000	Floating (Mexico Government International Bond)	Fixed 1.000%	USD	20/12/2022	319,414	0.00
7,260,000	Floating (Mexico Government International Bond)	Fixed 1.000%	USD	20/12/2022	115,105	0.00
33,490,000	Floating (Colombia Government International Bond)	Fixed 1.000%	USD	20/06/2023	556,197	0.01
207,270,000	Floating (Colombia Government International Bond)	Fixed 1.000%	USD	20/12/2023	4,744,318	0.06
41,910,000	Floating (Philippine Government International Bond)	Fixed 1.000%	USD	20/12/2023	1,111,393	0.02
20,720,000	Floating (Ukraine Government International Bond)	Fixed 5.000%	USD	20/12/2023	2,215,615	0.03
83,730,000	Floating (Brazilian Government International Bond)	Fixed 1.000%	USD	20/06/2024	972,422	0.01
98,230,000	Floating (Colombia Government International Bond)	Fixed 1.000%	USD	20/06/2024	588,879	0.01
70,890,000	Floating (Indonesia Government International Bond)	Fixed 1.000%	USD	20/06/2024	760,223	0.01
24,600,000	Floating (Mexico Government International Bond)	Fixed 1.000%	USD	20/06/2024	452,839	0.01
84,210,000	Floating (Peruvian Government International Bond)	Fixed 1.000%	USD	20/06/2024	435,756	0.01
35,490,000	Floating (Qatar Government International Bond)	Fixed 1.000%	USD	20/06/2024	297,922	0.00
220,470,000	Floating (Saudi Government International Bond)	Fixed 1.000%	USD	20/06/2024	1,870,432	0.02

スワップ契約
現地通貨建想定元本額	支払	受取	通貨	償還年月日/満期日	未実現利益 (米ドル)	投資主資本割合(%)
	クレジット・デフォルト・スワップ
73,180,000	Floating (Indonesia Government International Bond)	Fixed 1.000%	USD	20/12/2024	804,642	0.01
78,540,000	Floating (Qatar Government International Bond)	Fixed 1.000%	USD	20/12/2024	265,723	0.00
39,450,000	Floating (Russian Foreign Bond - Eurobond)	Fixed 1.000%	USD	20/12/2024	460,642	0.01
クレジット・デフォルト・スワップ未実現利益					17,378,922	0.23
スワップ契約未実現利益合計					28,513,515	0.37

現地通貨建想定元本額	支払	受取	通貨	償還年月日/満期日	未実現損失 (米ドル)	投資主資本割合(%)
	金利スワップ
714,727,060,000	Floating (KRW 1 month LIBOR)	Fixed 1.250%	KRW	18/12/2021	(1,608,479)	(0.02)
987,947,250,000	Floating (KRW 3 month LIBOR)	Fixed 1.250%	KRW	18/12/2021	(4,532,716)	(0.06)
13,368,125,000	Fixed 8.360%	Floating (MXN 1 month TIIE)	MXN	18/03/2020	(1,649,924)	(0.02)
1,336,280,000	Fixed 1.860%	Floating (PLN 6 month WIBOR)	PLN	18/12/2024	(1,943,797)	(0.03)
金利スワップ未実現損失					(9,734,916)	(0.13)

スワップ契約
現地通貨建想定元本額	支払	受取	通貨	償還年月日/満期日	未実現損失 (米ドル)	投資主資本割合(%)
	クレジット・デフォルト・スワップ
11,850,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2019	(5,369)	(0.00)
25,000,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2019	(11,758)	(0.00)
10,000,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2019	(4,579)	(0.00)
14,030,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2020	(63,808)	(0.00)
14,030,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2020	(63,084)	(0.00)
10,000,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/09/2020	(91,457)	(0.00)
5,000,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/09/2020	(46,287)	(0.00)
11,300,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/09/2020	(101,215)	(0.00)
9,600,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/09/2020	(83,443)	(0.00)
10,350,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/09/2020	(86,865)	(0.00)
17,120,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(189,140)	(0.00)
10,470,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(130,580)	(0.00)
12,580,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(156,375)	(0.00)
4,750,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(60,674)	(0.00)
5,540,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(71,542)	(0.00)
11,640,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(147,583)	(0.00)
16,980,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(216,127)	(0.00)

スワップ契約
現地通貨建想定元本額	支払	受取	通貨	償還年月日/満期日	未実現損失 (米ドル)	投資主資本割合(%)
	クレジット・デフォルト・スワップ
25,350,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(336,586)	(0.01)
26,290,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(343,893)	(0.01)
13,880,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(177,479)	(0.00)
2,090,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(26,714)	(0.00)
6,480,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(81,660)	(0.00)
1,660,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(19,830)	(0.00)
20,370,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(245,342)	(0.00)
9,710,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(112,605)	(0.00)
6,470,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(73,113)	(0.00)
10,140,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(115,176)	(0.00)
21,100,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(232,753)	(0.00)
30,320,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(533,883)	(0.01)
24,530,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(424,873)	(0.01)
5,800,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(100,040)	(0.00)
18,110,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(313,238)	(0.00)
1,300,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(22,621)	(0.00)
8,950,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(154,996)	(0.00)

スワップ契約
現地通貨建想定元本額	支払	受取	通貨	償還年月日/満期日	未実現損失 (米ドル)	投資主資本割合(%)
	クレジット・デフォルト・スワップ
17,430,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(310,564)	(0.00)
32,790,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(591,786)	(0.01)
24,790,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(447,063)	(0.01)
30,740,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(545,507)	(0.01)
14,110,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(250,518)	(0.00)
7,140,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(123,666)	(0.00)
31,370,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(546,734)	(0.01)
13,010,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(228,690)	(0.00)
15,160,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(263,742)	(0.00)
21,570,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(339,330)	(0.01)
25,000,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(393,211)	(0.01)
27,910,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(441,016)	(0.01)
20,150,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(322,805)	(0.01)
7,340,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(117,588)	(0.00)
30,740,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(492,458)	(0.01)
13,070,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(203,678)	(0.00)

スワップ契約
現地通貨建想定元本額	支払	受取	通貨	償還年月日/満期日	未実現損失 (米ドル)	投資主資本割合(%)
	クレジット・デフォルト・スワップ
20,480,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(318,401)	(0.00)
8,860,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(132,192)	(0.00)
24,540,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(371,536)	(0.01)
7,470,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(112,831)	(0.00)
2,490,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(37,610)	(0.00)
25,860,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(372,548)	(0.01)
21,760,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(293,319)	(0.00)
11,550,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(163,825)	(0.00)
23,420,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(335,645)	(0.01)
4,410,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2021	(87,953)	(0.00)
6,570,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2021	(131,036)	(0.00)
25,870,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2021	(515,581)	(0.01)
32,470,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2021	(588,094)	(0.01)
60,640,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2021	(1,016,572)	(0.01)
15,200,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2021	(256,281)	(0.00)
25,140,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2022	(441,174)	(0.01)
8,430,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2022	(136,270)	(0.00)

スワップ契約
現地通貨建想定元本額	支払	受取	通貨	償還年月日/満期日	未実現損失 (米ドル)	投資主資本割合(%)
	クレジット・デフォルト・スワップ
58,890,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2022	(826,524)	(0.01)
33,860,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2022	(450,140)	(0.01)
12,730,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2022	(141,121)	(0.00)
35,800,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2022	(447,135)	(0.01)
4,350,000	Fixed 1.000%	Floating (Russian Foreign Bond - Eurobond)	USD	20/06/2023	(119,326)	(0.00)
30,550,000	Fixed 1.000%	Floating (South Africa Government International Bond)	USD	20/12/2023	(421,544)	(0.01)
17,830,000	Floating (Chile Government International Bond)	Fixed 1.000%	USD	20/06/2024	(102,611)	(0.00)
18,890,000	Floating (Brazilian Government International Bond)	Fixed 1.000%	USD	20/12/2024	(57,545)	(0.00)
57,760,000	Floating (Chile Government International Bond)	Fixed 1.000%	USD	20/12/2024	(248,769)	(0.00)
31,100,000	Floating (Peruvian Government International Bond)	Fixed 1.000%	USD	20/12/2024	(35,154)	(0.00)
59,860,000	Floating (Saudi Government International Bond)	Fixed 1.000%	USD	20/12/2024	(27,515)	(0.00)
222,870,000	Floating (The Markit CDX Emerging Markets)	Fixed 1.000%	USD	20/12/2024	(858,188)	(0.01)
クレジット・デフォルト・スワップ未実現損失					(19,509,484)	(0.25)
スワップ契約未実現損失合計					(29,244,400)	(0.38)
投資評価額(取得原価米ドル 7,580,138,783)					7,161,516,476	93.23
その他資産・負債					519,835,670	6.77
投資主資本					7,681,352,146	100.00

投資合計	評価額 (米ドル)	投資主資本割合 (%)
デリバティブ取引を除く投資合計(取得原価米ドル 7,580,138,783)	7,156,701,610	93.17
先物取引未実現利益	4,050,225	0.05
先物取引未実現損失	(3,694,899)	(0.05)
特定クラス投資信託証券の先物取引未実現利益	93,460	0.00
特定クラス投資信託証券の先物取引未実現損失	(8,359)	(0.00)
外国為替予約取引未実現利益	35,698,725	0.46
外国為替予約取引未実現損失	(47,979,179)	(0.62)
ヘッジ目的の外国為替予約取引未実現利益	26,591,912	0.35
ヘッジ目的の外国為替予約取引未実現損失	(9,206,134)	(0.12)
スワップ契約未実現利益	28,513,515	0.37
スワップ契約未実現損失	(29,244,400)	(0.38)
その他資産・負債	519,835,670	6.77
投資主資本	7,681,352,146	100.00

ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・エクイティ・ポートフォリオ IXシェアクラス

資産負債計算書 2019年11月30日現在
(単位:米ドル)
資産
デリバティブを除く投資有価証券時価評価額	2,797,778,408
現金	35,116,986
投資売却未収金	2,818,643
投資信託証券売却未収金	5,703,883
スワップ契約および差金決済取引を除く未収配当金	1,246,621
未収配当税還付金	89,178
有価証券貸付にかかる未収利息	75,972
その他資産	586
資産合計	2,842,830,277
負債
投資信託証券買戻未払金	2,967,629
スワップ契約を除く未払利息	44,724
有価証券貸付にかかる未払手数料	7,597
未払投資顧問報酬	2,340,824
未払管理事務代行報酬	201,183
未払保管費用	698,491
未払販売報酬およびサービシング報酬	53,120
未払名義書換事務代行報酬	197,675
未払年次税	112,632
未払キャピタル・ゲイン税	3,984,777
未払監査報酬	26,998
未払管理会社報酬	45,284
未払取締役報酬	9,402
未払弁護士報酬	28,156
未払保険料	32,010
未払印刷費	45,120
配当金および利息にかかる未払源泉税	93,520
未払税務報告報酬	28,433
未払支払代理人報酬	26,083
未払規制報告報酬	22,474
その他負債	87,574
負債合計	11,053,706
投資主資本	2,831,776,571

投資有価証券明細表
2019年11月30日現在

株数	銘柄名称	評価額 (米ドル)	投資主資本割合(%)
	公認の金融商品取引所に上場されている譲渡性有価証券
普通株式-96.80%
アルゼンチン
59,490	MercadoLibre, Inc.	34,766,551	1.23
ブラジル
3,819,700	Atacadao S.A.	16,917,139	0.60
519,100	Azul S.A.-Preferred	6,538,158	0.23
3,244,053	B3 S.A. - Brasil Bolsa Balcao	36,910,251	1.30
5,655,662	Banco Bradesco S.A.-Preferred	44,779,154	1.58
740,475	Banco Pan S.A.	1,566,094	0.05
740,475	Banco Pan S.A.-Preferred	1,573,109	0.06
2,961,600	IRB Brasil Resseguros S.A.	26,549,011	0.94
477,607	Pagseguro Digital Ltd. "A"	16,190,877	0.57
4,014,800	Sao Martinho S.A.	20,082,320	0.71
633,200	TOTVS S.A.	9,675,899	0.34
5,130,693	Wiz Solucoes e Corretagem de Seguros S.A.	15,517,544	0.55
		196,299,556	6.93
ケイマン諸島
301,957	58.com, Inc.-ADR	18,516,003	0.66
中国
816,552	Alibaba Group Holding Ltd.-ADR	163,000,110	5.76
3,108,500	Anhui Conch Cement Co., Ltd. "H"	19,903,566	0.70
2,434,000	ANTA Sports Products Ltd.	22,909,362	0.81
10,742,000	China Merchants Bank Co., Ltd. "H"	50,850,716	1.80
1,147,255	Contemporary Amperex Technology Co., Ltd. "A"	14,262,426	0.50
1,599,100	Gree Electric Appliances, Inc."A"	13,138,968	0.46
1,016,438	Huami Corp.-ADR	11,069,010	0.39
436,158	Kweichow Moutai Co., Ltd. "A"	70,073,826	2.47
1,185,294	LexinFintech Holdings Ltd.-ADR	13,903,498	0.49
2,310,600	Meituan Dianping "B"	30,460,304	1.08
5,672,000	Minth Group Ltd.	19,518,003	0.69
4,567,100	NARI Technology Co., Ltd. "A"	14,924,026	0.53
175,634	New Oriental Education & Technology Group, Inc.-ADR	21,558,195	0.76
6,635,500	Ping An Insurance Group Co. of China Ltd. "H"	75,316,979	2.66
1,401,971	Shanghai International Airport Co., Ltd. "A"	14,992,579	0.53
596,727	Silergy Corp.	17,420,917	0.62
1,649,800	Sunny Optical Technology Group Co., Ltd.	27,092,924	0.96
3,980,700	Tencent Holdings Ltd.	168,237,422	5.94
9,433,000	Topsports International Holdings Ltd. 144A	10,603,818	0.37
1,668,520	WuXi AppTec Co., Ltd. "H" 144A	19,380,602	0.68
		798,617,251	28.20
コロンビア
759,130	Banco Davivienda S.A.-Preferred	9,294,993	0.33
チェコ
5,123,642	Moneta Money Bank AS 144A	17,011,167	0.60
エジプト
2,249,366	Commercial International Bank Egypt SAE-GDR	10,808,204	0.38
ギリシャ
829,415	JUMBO S.A.	16,515,904	0.58
1,387,542	Sarantis S.A.	12,685,250	0.45
		29,201,154	1.03
香港
7,588,400	AIA Group Ltd.	76,175,065	2.69
3,158,000	China Mengniu Dairy Co., Ltd.	12,093,172	0.43
811,347	Hong Kong Exchanges & Clearing Ltd.	25,666,993	0.90
2,390,300	IMAX China Holding, Inc. 144A	5,111,374	0.18
15,139,000	Sino Biopharmaceutical Ltd.	19,565,511	0.69
1,945,500	Techtronic Industries Co., Ltd.	14,648,645	0.52
		153,260,760	5.41
インド
61,790	Abbott India Ltd.	10,834,213	0.38

株数	銘柄名称	評価額 (米ドル)	投資主資本割合(%)
普通株式
インド
2,912,550	Aditya Birla Fashion and Retail Ltd.	9,145,174	0.32
696,287	AIA Engineering Ltd.	15,959,155	0.56
683,316	Amber Enterprises India Ltd.	9,830,035	0.35
144,454	Atul Ltd.	8,147,820	0.29
3,933,518	Axis Bank Ltd.	40,523,666	1.43
272,027	Bajaj Finance Ltd.	15,449,275	0.55
2,961,394	Crompton Greaves Consumer Electricals Ltd.	10,512,200	0.37
909,960	Dalmia Bharat Ltd.	11,173,846	0.39
818,644	Divi's Laboratories Ltd.	20,383,508	0.72
36,376	Eicher Motors Ltd.	11,602,492	0.41
1,098,601	ICICI Lombard General Insurance Co., Ltd. 144A	20,871,696	0.74
574,180	Info Edge India Ltd.	21,080,280	0.74
2,374,634	Infosys Ltd.	23,210,000	0.82
500,317	Infosys Ltd.-ADR	4,893,100	0.17
451,386	Larsen & Toubro Infotech Ltd. 144A	10,631,599	0.38
350,096	Maruti Suzuki India Ltd.	35,352,448	1.25
9,681	MRF Ltd.	8,555,453	0.30
935,997	Navin Fluorine International Ltd.	11,376,792	0.40
2,610,575	Prestige Estates Projects Ltd.	11,055,483	0.39
52,624	Procter & Gamble Hygiene & Health Care Ltd.	8,366,949	0.30
908,877	SBI Life Insurance Co., Ltd. 144A	12,163,337	0.43
446,760	TeamLease Services Ltd.	15,563,658	0.55
571,350	Thermax Ltd.	8,177,105	0.29
		354,859,284	12.53
インドネシア
20,274,300	Bank Central Asia Tbk PT	45,145,635	1.59
217,160,000	BFI Finance Indonesia Tbk PT	8,775,696	0.31
20,367,600	Map Aktif Adiperkasa PT	7,941,992	0.28
18,747,900	Semen Indonesia Persero Tbk PT	15,225,156	0.54
		77,088,479	2.72
メキシコ
6,264,871	Bolsa Mexicana de Valores SAB de CV	13,540,112	0.48
3,658,000	Grupo Cementos de Chihuahua SAB de CV	19,447,951	0.69
6,260,800	Kimberly-Clark de Mexico SAB de CV "A"	12,292,441	0.43
3,784,213	Unifin Financiera SAB de CV	5,819,777	0.21
		51,100,281	1.81
ペルー
4,116,040	Alicorp SAA	10,607,413	0.37
9,652,707	BBVA Banco Continental S.A. Co.	9,523,921	0.34
51,523	Credicorp Ltd.	10,797,160	0.38
653,122	Intercorp Financial Services, Inc.	25,693,995	0.91
		56,622,489	2.00
フィリピン
4,065,910	Jollibee Foods Corp.	15,362,898	0.54
ポーランド
521,510	Dino Polska S.A. 144A	18,081,903	0.64
1,384,237	Powszechna Kasa Oszczednosci Bank Polski S.A.	12,736,201	0.45
		30,818,104	1.09
ロシア
474,289	LUKOIL PJSC	45,312,601	1.60
5,927,781	Moscow Exchange MICEX-RTS PJSC	9,747,635	0.35
9,883,138	Sberbank of Russia PJSC	35,923,858	1.27
396,072	Yandex NV "A"	16,462,733	0.58
		107,446,827	3.80
シンガポール
244,109	Sea Ltd.-ADR	9,163,852	0.33
18,273,700	Silverlake Axis Ltd.	5,679,627	0.20
		14,843,479	0.53
南アフリカ
1,671,403	Absa Group Ltd.	16,780,811	0.59
386,053	Bid Corp., Ltd.	8,476,212	0.30
820,343	Clicks Group Ltd.	14,022,842	0.50
1,450,265	JSE Ltd.	12,175,431	0.43

株数	銘柄名称	評価額 (米ドル)	投資主資本割合(%)
普通株式
南アフリカ
548,448	Santam Ltd.	10,792,531	0.38
10,887,123	Transaction Capital Ltd.	16,284,397	0.57
		78,532,224	2.77
韓国
539,097	Hankook Tire & Technology Co., Ltd.	15,218,010	0.54
211,377	Kolmar Korea Co., Ltd.	8,495,520	0.30
90,363	LG Chem Ltd.	23,504,596	0.83
265,162	LG Electronics, Inc.	15,722,643	0.55
220,297	NAVER Corp.	32,142,027	1.13
75,709	NCSoft Corp.	31,635,654	1.12
417,202	Orange Life Insurance Ltd. 144A	10,096,239	0.36
170,243	Orion Corp.	14,882,988	0.53
68,756	Pearl Abyss Corp.	10,803,984	0.38
148,298	Samsung Electro-Mechanics Co., Ltd.	13,975,534	0.49
3,137,839	Samsung Electronics Co., Ltd.	134,311,910	4.74
41,273	Samsung Fire & Marine Insurance Co., Ltd.	8,139,325	0.29
407,511	SK Hynix, Inc.	28,069,260	0.99
		346,997,690	12.25
台湾
37,764,000	FIT Hon Teng Ltd. 144A	11,829,565	0.42
1,468,791	Kingpak Technology, Inc.	7,923,723	0.28
196,000	Largan Precision Co., Ltd.	28,567,102	1.01
1,123,000	Nien Made Enterprise Co., Ltd.	10,310,041	0.36
1,970,000	Novatek Microelectronics Corp.	14,470,907	0.51
959,000	President Chain Store Corp.	9,609,080	0.34
15,063,444	Taiwan Semiconductor Manufacturing Co., Ltd.	151,518,170	5.35
		234,228,588	8.27
タイ
13,362,300	Airports of Thailand PCL	33,393,832	1.18
トルコ
5,411,606	Sok Marketler Ticaret AS	9,343,916	0.33
アラブ首長国連邦
2,214,932	Network International Holdings Plc. 144A	16,666,241	0.59
566,698	NMC Health Plc.	18,212,088	0.64
		34,878,329	1.23
米国
8,707,000	Nexteer Automotive Group Ltd.	7,303,637	0.26
ベトナム
3,896,270	Vietnam Dairy Products JSC	20,434,138	0.72
普通株式合計(取得原価米ドル 2,276,473,697)		2,741,029,834	96.80
投資信託証券-2.00%
アイルランド
2,013,789	iShares Core MSCI Emerging Markets IMI UCITS ETF	56,748,574	2.00
投資信託証券合計(取得原価米ドル 57,700,383)		56,748,574	2.00
公認の金融商品取引所に上場されている譲渡性有価証券合計(取得原価米ドル 2,334,174,080)		2,797,778,408	98.80
投資評価額(取得原価米ドル 2,334,174,080)		2,797,778,408	98.80
その他資産・負債		33,998,163	1.20
投資主資本		2,831,776,571	100.00
投資合計		評価額 (米ドル)	投資主資本割合(%)
投資合計(取得原価米ドル 2,334,174,080)		2,797,778,408	98.80
その他資産・負債		33,998,163	1.20
投資主資本		2,831,776,571	100.00

有価証券報告書(内国投資信託受益証券)-第26期(令和2年1月7日-令和2年7月6日)

開示資料

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