- 有報資料
- 49項目
有価証券報告書(内国投資信託受益証券)-第30期(2022/06/23-2022/12/22)
(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
(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
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」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、2021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
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 | 93,490,811.591 | 113,123,882.02 | |
| ゴールドマン・サックス・ファンズ・ピーエルシー-ゴールドマン・サックス US$リキッド・リザーブズ・ファンド インスティテューショナル・アキュムレーション・シェアクラス | 254.606 | 3,365,389.74 | |||
| 小計 | 116,489,271.76 | ||||
| (15,410,365,761) | |||||
| 合計 | 15,410,365,761 | ||||
| (15,410,365,761) | |||||
(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 2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」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、2021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 2021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 | 1,485,990,849 |
| ノン・デリバラブル債券先渡取引にかかる未実現利益 | 39,875 |
| 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 | 42,124,621 |
| 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 | 832,545 |
| 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 | 20,664,500 |
| スワップ契約にかかる前払金 | 5,203,103 |
| 買建オプションの時価 | 3,088,185 |
| 現金 | 31,258,512 |
| 差入保証金 | 44,024,204 |
| 投資信託証券売却未収金 | 9,224,988 |
| スワップ契約および差金決済取引を除く未収配当金 | 5,460 |
| スワップ契約を除く未収利息 | 23,150,422 |
| スワップ契約にかかる未収利息 | 2,748,967 |
| 未収利息税還付金 | 457,140 |
| 未収投資顧問報酬調整額 | 22 |
| 資産合計 | 1,668,813,393 |
| 負債 | |
| 当座借越 | 1,771 |
| 受入保証金 | 8,650,001 |
| 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 | 53,826,918 |
| 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 | 1,248,757 |
| 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 | 18,699,393 |
| スワップ契約にかかる前受金 | 4,527,731 |
| 売建オプションの時価 | 2,773,886 |
| 投資信託証券買戻未払金 | 1,289,804 |
| スワップ契約にかかる未払利息 | 1,749,925 |
| 未払分配金 | 226,232 |
| 未払投資顧問報酬 | 771,532 |
| 未払管理事務代行報酬 | 128,259 |
| 未払保管費用 | 275,588 |
| 未払販売報酬およびサービシング報酬 | 3,622 |
| 未払名義書換事務代行報酬 | 40,122 |
| 未払年次税 | 28,642 |
| 未払キャピタル・ゲイン税 | 11,624 |
| 未払監査報酬 | 23,872 |
| 未払管理会社報酬 | 14,288 |
| 未払取締役報酬 | 3,661 |
| 未払弁護士報酬 | 34,971 |
| 未払保険料 | 3,122 |
| 未払印刷費 | 15,064 |
| 未払広告費 | 1,115 |
| 未払税務報告報酬 | 28,813 |
| 未払支払代理人報酬 | 14,125 |
| 未払規制報告報酬 | 20,417 |
| その他負債 | 38,915 |
| 負債合計 | 94,452,170 |
| 投資主資本 | 1,574,361,223 |
| 投資有価証券明細表 2021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 | ||||||
| 債券-81.24% | ||||||
| アルゼンチン | ||||||
| 76,493 | Argentina Government International Bond | USD | 0.500% | 09/07/2030 | 24,095 | 0.00 |
| 1,221,303 | Argentina Government International Bond | USD | 1.125% | 09/07/2035 | 347,461 | 0.02 |
| 371,556 | 0.02 | |||||
| ベナン | ||||||
| 250,000 | Benin Government International Bond | EUR | 4.875% | 19/01/2032 | 272,373 | 0.02 |
| 2,830,000 | Benin Government International Bond | EUR | 4.950% | 22/01/2035 | 3,046,561 | 0.19 |
| 110,000 | Benin Government International Bond | EUR | 6.875% | 19/01/2052 | 122,347 | 0.01 |
| 3,441,281 | 0.22 | |||||
| バミューダ | ||||||
| 260,000 | Tengizchevroil Finance Co. International Ltd. | USD | 2.625% | 15/08/2025 | 261,885 | 0.02 |
| 300,000 | Tengizchevroil Finance Co. International Ltd. | USD | 3.250% | 15/08/2030 | 296,700 | 0.02 |
| 558,585 | 0.04 | |||||
| ブラジル | ||||||
| 1,550,000 | Banco do Brasil S.A. | USD | 6.250% | Perp. | 1,491,798 | 0.10 |
| 496,618,000 | Brazil Letras do Tesouro Nacional | BRL | 8.791% | 01/01/2022 | 87,969,101 | 5.59 |
| 17,546,000 | Brazil Letras do Tesouro Nacional | BRL | 10.038% | 01/04/2022 | 3,034,595 | 0.19 |
| 100,664,000 | Brazil Notas do Tesouro Nacional-Series F | BRL | 10.000% | 01/01/2027 | 17,669,868 | 1.12 |
| 88,939,000 | Brazil Notas do Tesouro Nacional-Series F | BRL | 10.000% | 01/01/2029 | 15,411,693 | 0.98 |
| 207,000 | BRF S.A. | USD | 4.875% | 24/01/2030 | 203,591 | 0.01 |
| 400,000 | BRF S.A. | USD | 5.750% | 21/09/2050 | 377,023 | 0.02 |
| 126,157,669 | 8.01 | |||||
| 英領ヴァージン諸島 | ||||||
| 200,000 | FPC Resources Ltd. | USD | 4.375% | 11/09/2027 | 212,000 | 0.01 |
| 280,000 | Huarong Finance 2019 Co., Ltd. | USD | 3.375% | 24/02/2030 | 261,100 | 0.02 |
| 310,000 | Huarong Finance 2019 Co., Ltd. | USD | 3.625% | 30/09/2030 | 292,175 | 0.02 |
| 240,000 | Huarong Finance II Co., Ltd. | USD | 4.875% | 22/11/2026 | 244,200 | 0.02 |
| 200,000 | Kunzhi Ltd. | USD | 6.250% | 17/10/2020 | 30,000 | 0.00 |
| 1,039,475 | 0.07 | |||||
| カメルーン | ||||||
| 1,410,000 | Cameroon International Bond | EUR | 5.950% | 07/07/2032 | 1,491,061 | 0.09 |
| ケイマン諸島 | ||||||
| 210,000 | China Aoyuan Group Ltd. | USD | 5.880% | 01/03/2027 | 51,450 | 0.00 |
| 1,860,000 | DP World Salaam | USD | 6.000% | Perp. | 2,008,510 | 0.13 |
| 200,000 | IHS Holding Ltd. | USD | 5.625% | 29/11/2026 | 199,750 | 0.01 |
| 200,000 | IHS Holding Ltd. | USD | 6.250% | 29/11/2028 | 199,500 | 0.01 |
| 200,000 | KWG Group Holdings Ltd. | USD | 6.000% | 14/08/2026 | 147,000 | 0.01 |
| 340,000 | Meituan | USD | 2.125% | 28/10/2025 | 328,625 | 0.02 |
| 360,000 | Sunac China Holdings Ltd. | USD | 6.650% | 03/08/2024 | 250,200 | 0.02 |
| 300,000 | Zhenro Properties Group Ltd. | USD | 10.250% | Perp. | 249,000 | 0.02 |
| 3,434,035 | 0.22 | |||||
| チリ | ||||||
| 10,320,000,000 | Bonos de la Tesoreria de la Republica en pesos | CLP | 4.500% | 01/03/2026 | 12,026,001 | 0.76 |
| 15,975,000,000 | Bonos de la Tesoreria de la Republica en pesos | CLP | 5.000% | 01/03/2035 | 18,009,473 | 1.15 |
| 13,385,000,000 | Bonos de la Tesoreria de la Republica en pesos 144A | CLP | 4.000% | 01/03/2023 | 15,882,025 | 1.01 |
| 805,000,000 | Bonos de la Tesoreria de la Republica en pesos 144A | CLP | 4.700% | 01/09/2030 | 910,169 | 0.06 |
| 2,230,303,000 | Bonos del Banco Central de Chile en UF-Series 10YR | CLP | 3.000% | 01/03/2022 | 2,694,157 | 0.17 |
| 200,000 | Sociedad Quimica y Minera de Chile S.A. | USD | 4.250% | 22/01/2050 | 214,088 | 0.01 |
| 49,735,913 | 3.16 | |||||
| 中国 | ||||||
| 394,010,000 | Agricultural Development Bank of China-Series 2004 | CNY | 2.960% | 17/04/2030 | 60,615,472 | 3.85 |
| 347,480,000 | China Development Bank-Series 2010 | CNY | 3.090% | 18/06/2030 | 53,954,345 | 3.43 |
| 342,470,000 | China Development Bank-Series 2012 | CNY | 3.340% | 14/07/2025 | 54,689,216 | 3.47 |
| 275,570,000 | China Government Bond | CNY | 2.850% | 04/06/2027 | 43,377,962 | 2.75 |
| 93,540,000 | China Government Bond | CNY | 3.280% | 03/12/2027 | 15,092,573 | 0.96 |
| 227,729,568 | 14.46 | |||||
| コロンビア | ||||||
| 1,500,000 | Banco de Bogota S.A. | USD | 6.250% | 12/05/2026 | 1,633,125 | 0.10 |
| 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(%) |
| 債券 | ||||||
| コロンビア | ||||||
| 13,044,000,000 | Colombia Government International Bond | COP | 4.375% | 21/03/2023 | 3,245,222 | 0.21 |
| 200,000 | Colombia Government International Bond | USD | 5.000% | 15/06/2045 | 182,456 | 0.01 |
| 600,000 | Colombian TES-Series B | COP | 6.250% | 26/11/2025 | 145 | 0.00 |
| 21,552,600,000 | Colombian TES-Series B | COP | 7.500% | 26/08/2026 | 5,358,716 | 0.34 |
| 44,203,800,000 | Colombian TES-Series B | COP | 5.750% | 03/11/2027 | 9,924,640 | 0.63 |
| 46,361,200,000 | Colombian TES-Series B | COP | 6.000% | 28/04/2028 | 10,390,929 | 0.66 |
| 18,206,300,000 | Colombian TES-Series B | COP | 7.000% | 30/06/2032 | 4,066,367 | 0.26 |
| 28,903,000,000 | Colombian TES-Series B | COP | 7.250% | 26/10/2050 | 5,972,775 | 0.38 |
| 40,774,375 | 2.59 | |||||
| チェコ | ||||||
| 421,500,000 | Czech Republic Government Bond-Series 100 | CZK | 0.250% | 10/02/2027 | 16,623,498 | 1.06 |
| 240,080,000 | Czech Republic Government Bond-Series 103 | CZK | 2.000% | 13/10/2033 | 10,120,914 | 0.64 |
| 528,560,000 | Czech Republic Government Bond-Series 120 | CZK | 1.250% | 14/02/2025 | 22,564,342 | 1.43 |
| 79,920,000 | Czech Republic Government Bond-Series 121 | CZK | 1.200% | 13/03/2031 | 3,175,094 | 0.20 |
| 53,700,000 | Czech Republic Government Bond-Series 125 | CZK | 1.500% | 24/04/2040 | 1,997,111 | 0.13 |
| 117,430,000 | Czech Republic Government Bond-Series 49 | CZK | 4.200% | 04/12/2036 | 6,278,943 | 0.40 |
| 60,759,902 | 3.86 | |||||
| エクアドル | ||||||
| 230,000 | Ecuador Government International Bond | USD | 5.000% | 31/07/2030 | 190,325 | 0.01 |
| エジプト | ||||||
| 640,000 | Egypt Government International Bond | USD | 6.588% | 21/02/2028 | 602,400 | 0.04 |
| 860,000 | Egypt Government International Bond | USD | 8.150% | 20/11/2059 | 696,600 | 0.04 |
| 920,000 | Egypt Government International Bond | USD | 7.500% | 16/02/2061 | 714,150 | 0.05 |
| 2,013,150 | 0.13 | |||||
| 香港 | ||||||
| 280,000 | CNAC HK Finbridge Co., Ltd. | USD | 5.125% | 14/03/2028 | 320,268 | 0.02 |
| ハンガリー | ||||||
| 7,764,850,000 | Hungary Government Bond-Series 26/D | HUF | 2.750% | 22/12/2026 | 22,634,081 | 1.44 |
| 2,508,410,000 | Hungary Government Bond-Series 27/A | HUF | 3.000% | 27/10/2027 | 7,302,583 | 0.46 |
| 3,978,240,000 | Hungary Government Bond-Series 30/A | HUF | 3.000% | 21/08/2030 | 11,203,183 | 0.71 |
| 41,139,847 | 2.61 | |||||
| インド | ||||||
| 200,000 | Adani Ports & Special Economic Zone Ltd. | USD | 4.200% | 04/08/2027 | 208,162 | 0.01 |
| 200,000 | Adani Ports & Special Economic Zone Ltd. | USD | 4.375% | 03/07/2029 | 210,626 | 0.02 |
| 418,788 | 0.03 | |||||
| インドネシア | ||||||
| 400,000 | Bank Negara Indonesia Persero Tbk PT | USD | 4.300% | Perp. | 400,500 | 0.03 |
| 320,000 | Indofood CBP Sukses Makmur Tbk PT | USD | 3.541% | 27/04/2032 | 319,400 | 0.02 |
| 200,000 | Indofood CBP Sukses Makmur Tbk PT | USD | 4.745% | 09/06/2051 | 203,500 | 0.01 |
| 320,000 | Indofood CBP Sukses Makmur Tbk PT | USD | 4.805% | 27/04/2052 | 326,400 | 0.02 |
| 11,000,000 | Indonesia Treasury Bond-Series FR64 | IDR | 6.125% | 15/05/2028 | 784 | 0.00 |
| 107,345,000,000 | Indonesia Treasury Bond-Series FR70 | IDR | 8.375% | 15/03/2024 | 8,203,114 | 0.52 |
| 9,453,698 | 0.60 | |||||
| イスラエル | ||||||
| 87,375,000 | Bank of Israel Bill - Makam-Series 1112 | ILS | (0.100%) | 02/11/2022 | 27,781,944 | 1.76 |
| 27,150,000 | Bank of Israel Bill - Makam-Series 212 | ILS | (0.260%) | 02/02/2022 | 8,633,104 | 0.55 |
| 52,425,000 | Bank of Israel Bill - Makam-Series 912 | ILS | (0.500%) | 07/09/2022 | 16,669,167 | 1.06 |
| 710,000 | Leviathan Bond Ltd. 144A | USD | 5.750% | 30/06/2023 | 727,999 | 0.05 |
| 370,000 | Leviathan Bond Ltd. 144A | USD | 6.750% | 30/06/2030 | 389,640 | 0.02 |
| 54,201,854 | 3.44 | |||||
| コートジボワール | ||||||
| 4,400,000 | Ivory Coast Government International Bond | EUR | 5.250% | 22/03/2030 | 5,026,819 | 0.32 |
| 日本 | ||||||
| 290,000 | SoftBank Group Corp. | USD | 5.125% | 19/09/2027 | 288,912 | 0.02 |
| ルクセンブルク | ||||||
| 420,000 | Altice Financing S.A. | EUR | 4.250% | 15/08/2029 | 460,657 | 0.03 |
| マレーシア | ||||||
| 790,000 | Genm Capital Labuan Ltd. | USD | 3.882% | 19/04/2031 | 781,468 | 0.05 |
| モーリシャス | ||||||
| 330,000 | India Green Power Holdings | USD | 4.000% | 22/02/2027 | 331,650 | 0.02 |
| 1,440,000 | MTN Mauritius Investments Ltd. | USD | 4.755% | 11/11/2024 | 1,486,786 | 0.10 |
| 1,818,436 | 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(%) |
| 債券 | ||||||
| メキシコ | ||||||
| 220,000 | Banco Mercantil del Norte S.A. | USD | 5.875% | Perp. | 216,121 | 0.01 |
| 880,000 | Banco Mercantil del Norte S.A. | USD | 6.750% | Perp. | 910,228 | 0.06 |
| 700,000 | Banco Mercantil del Norte S.A. | USD | 7.625% | Perp. | 753,483 | 0.05 |
| 830,000 | Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santander | USD | 5.375% | 17/04/2025 | 905,737 | 0.06 |
| 490,000 | BBVA Bancomer S.A. | USD | 5.125% | 18/01/2033 | 499,065 | 0.03 |
| 650,000 | Cemex SAB de CV | USD | 5.200% | 17/09/2030 | 684,986 | 0.04 |
| 95,317,000 | Mexican Bonos-Series M | MXN | 5.750% | 05/03/2026 | 4,212,954 | 0.27 |
| 95,574,300 | Mexican Bonos-Series M | MXN | 7.750% | 29/05/2031 | 4,515,756 | 0.29 |
| 56,467,800 | Mexican Bonos-Series M | MXN | 7.750% | 23/11/2034 | 2,656,438 | 0.17 |
| 152,459,600 | Mexican Bonos-Series M | MXN | 8.000% | 07/11/2047 | 7,044,822 | 0.45 |
| 591,389,200 | Mexican Bonos-Series M 20 | MXN | 8.500% | 31/05/2029 | 29,251,457 | 1.86 |
| 218,272,100 | Mexican Bonos-Series M 30 | MXN | 10.000% | 20/11/2036 | 12,213,761 | 0.78 |
| 314,313,000 | Mexican Bonos-Series M 30 | MXN | 8.500% | 18/11/2038 | 15,339,287 | 0.97 |
| 2,720,000 | Mexico City Airport Trust | USD | 3.875% | 30/04/2028 | 2,796,466 | 0.18 |
| 1,190,000 | Mexico City Airport Trust | USD | 5.500% | 31/10/2046 | 1,151,563 | 0.07 |
| 370,000 | Mexico Government International Bond | EUR | 2.250% | 12/08/2036 | 400,744 | 0.02 |
| 380,000 | Petroleos Mexicanos | USD | 6.490% | 23/01/2027 | 390,222 | 0.02 |
| 480,000 | Petroleos Mexicanos | USD | 6.500% | 13/03/2027 | 492,605 | 0.03 |
| 84,435,695 | 5.36 | |||||
| モロッコ | ||||||
| 270,000 | OCP S.A. 144A | USD | 3.750% | 23/06/2031 | 261,225 | 0.02 |
| オランダ | ||||||
| 200,000 | Bharti Airtel International Netherlands BV | USD | 5.125% | 11/03/2023 | 208,745 | 0.01 |
| 206,850 | Greenko Dutch BV | USD | 3.850% | 29/03/2026 | 208,919 | 0.02 |
| 530,000 | Lukoil International Finance BV | USD | 4.750% | 02/11/2026 | 575,437 | 0.04 |
| 450,000 | Lukoil Securities BV | USD | 3.875% | 06/05/2030 | 461,587 | 0.03 |
| 320,000 | Metinvest BV | USD | 8.500% | 23/04/2026 | 322,395 | 0.02 |
| 350,000 | Minejesa Capital BV | USD | 4.625% | 10/08/2030 | 360,062 | 0.02 |
| 1,100,000 | Prosus NV | USD | 3.680% | 21/01/2030 | 1,122,509 | 0.07 |
| 200,000 | Prosus NV | USD | 4.027% | 03/08/2050 | 187,000 | 0.01 |
| 3,446,654 | 0.22 | |||||
| ナイジェリア | ||||||
| 4,060,000 | Nigeria Government International Bond | USD | 6.125% | 28/09/2028 | 3,823,982 | 0.24 |
| オマーン | ||||||
| 200,000 | Oman Government International Bond | USD | 6.250% | 25/01/2031 | 209,750 | 0.01 |
| 470,000 | Oman Sovereign Sukuk Co. | USD | 4.875% | 15/06/2030 | 495,262 | 0.03 |
| 705,012 | 0.04 | |||||
| パキスタン | ||||||
| 890,000 | Pakistan Government International Bond | USD | 6.000% | 08/04/2026 | 881,100 | 0.06 |
| パナマ | ||||||
| 390,000 | Aeropuerto Internacional de Tocumen S.A. | USD | 4.000% | 11/08/2041 | 395,752 | 0.02 |
| 860,000 | Banco Latinoamericano de Comercio Exterior S.A. | USD | 2.375% | 14/09/2025 | 871,034 | 0.06 |
| 1,266,786 | 0.08 | |||||
| ペルー | ||||||
| 22,150,000 | Peru Government Bond | PEN | 5.940% | 12/02/2029 | 5,602,669 | 0.36 |
| 10,525,000 | Peru Government Bond | PEN | 6.150% | 12/08/2032 | 2,613,282 | 0.17 |
| 51,170,000 | Peru Government Bond | PEN | 5.400% | 12/08/2034 | 11,512,017 | 0.73 |
| 15,875,000 | Peru Government Bond | PEN | 5.350% | 12/08/2040 | 3,315,863 | 0.21 |
| 4,949,000 | Peruvian Government International Bond | PEN | 6.950% | 12/08/2031 | 1,314,612 | 0.08 |
| 6,394,000 | Peruvian Government International Bond | PEN | 6.850% | 12/02/2042 | 1,576,109 | 0.10 |
| 25,934,552 | 1.65 | |||||
| フィリピン | ||||||
| 200,000 | International Container Terminal Services, Inc. | USD | 4.750% | 17/06/2030 | 219,482 | 0.02 |
| 35,890,000 | Philippine Government Bond-Series 1063 | PHP | 6.250% | 22/03/2028 | 788,709 | 0.05 |
| 76,580,000 | Philippine Government Bond-Series 1064 | PHP | 6.875% | 10/01/2029 | 1,737,687 | 0.11 |
| 10,000,000 | Philippine Government International Bond | PHP | 3.900% | 26/11/2022 | 199,515 | 0.01 |
| 35,000,000 | Philippine Government International Bond | PHP | 6.250% | 14/01/2036 | 794,488 | 0.05 |
| 3,739,881 | 0.24 | |||||
| ポーランド | ||||||
| 43,075,000 | Poland Government Bond-Series 1030 | PLN | 1.250% | 25/10/2030 | 9,072,065 | 0.57 |
| 189,500,000 | Poland Government Bond-Series 425 | PLN | 0.750% | 25/04/2025 | 42,946,996 | 2.73 |
| 78,310,000 | Poland Government Bond-Series 428 | PLN | 2.750% | 25/04/2028 | 18,699,882 | 1.19 |
| 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(%) |
| 債券 | ||||||
| ポーランド | ||||||
| 96,830,000 | Poland Government Bond-Series 727 | PLN | 2.500% | 25/07/2027 | 22,834,632 | 1.45 |
| 93,553,575 | 5.94 | |||||
| カタール | ||||||
| 1,160,000 | Qatar Energy | USD | 3.125% | 12/07/2041 | 1,165,220 | 0.07 |
| 1,050,000 | Qatar Energy | USD | 3.300% | 12/07/2051 | 1,078,219 | 0.07 |
| 2,243,439 | 0.14 | |||||
| ルーマニア | ||||||
| 50,670,000 | Romania Government Bond-Series 15Y | RON | 3.650% | 24/09/2031 | 10,027,434 | 0.64 |
| 13,710,000 | Romania Government Bond-Series 8Y | RON | 4.150% | 26/01/2028 | 2,957,042 | 0.19 |
| 2,770,000 | Romanian Government International Bond | EUR | 2.000% | 14/04/2033 | 2,872,120 | 0.18 |
| 15,856,596 | 1.01 | |||||
| ロシア | ||||||
| 437,100,000 | Russian Federal Bond - OFZ Bonds-Series 6221 | RUB | 7.700% | 23/03/2033 | 5,680,297 | 0.36 |
| 776,900,000 | Russian Federal Bond - OFZ Bonds-Series 6224 | RUB | 6.900% | 23/05/2029 | 9,677,212 | 0.62 |
| 2,531,540,000 | Russian Federal Bond - OFZ Bonds-Series 6226 | RUB | 7.950% | 07/10/2026 | 33,480,965 | 2.13 |
| 1,082,445,000 | Russian Federal Bond - OFZ Bonds-Series 6228 | RUB | 7.650% | 10/04/2030 | 14,060,403 | 0.89 |
| 417,320,000 | Russian Federal Bond - OFZ Bonds-Series 6230 | RUB | 7.700% | 16/03/2039 | 5,406,370 | 0.34 |
| 275,070,000 | Russian Federal Bond - OFZ Bonds-Series 6232 | RUB | 6.000% | 06/10/2027 | 3,304,214 | 0.21 |
| 1,251,040,000 | Russian Federal Bond - OFZ Bonds-Series 6235 | RUB | 5.900% | 12/03/2031 | 14,353,567 | 0.91 |
| 419,565,000 | Russian Federal Bond - OFZ Bonds-Series 6237 | RUB | 6.700% | 14/03/2029 | 5,158,308 | 0.33 |
| 81,045,000 | Russian Federal Bond - OFZ Bonds-Series 6239 | RUB | 6.900% | 23/07/2031 | 997,559 | 0.06 |
| 92,118,895 | 5.85 | |||||
| セネガル | ||||||
| 1,780,000 | Senegal Government International Bond | EUR | 5.375% | 08/06/2037 | 1,870,939 | 0.12 |
| 南アフリカ | ||||||
| 204,325,000 | South Africa Government Bond-Series 2030 | ZAR | 8.000% | 31/01/2030 | 11,577,989 | 0.74 |
| 421,595,000 | South Africa Government Bond-Series 2032 | ZAR | 8.250% | 31/03/2032 | 23,171,638 | 1.47 |
| 310,624,000 | South Africa Government Bond-Series 2035 | ZAR | 8.875% | 28/02/2035 | 17,082,539 | 1.08 |
| 409,810,000 | South Africa Government Bond-Series 2037 | ZAR | 8.500% | 31/01/2037 | 21,339,854 | 1.36 |
| 210,222,300 | South Africa Government Bond-Series 2040 | ZAR | 9.000% | 31/01/2040 | 11,262,270 | 0.72 |
| 134,590,000 | South Africa Government Bond-Series 2044 | ZAR | 8.750% | 31/01/2044 | 6,950,042 | 0.44 |
| 192,575,000 | South Africa Government Bond-Series 2048 | ZAR | 8.750% | 28/02/2048 | 9,927,292 | 0.63 |
| 435,715,000 | South Africa Government Bond-Series R186 | ZAR | 10.500% | 21/12/2026 | 30,108,055 | 1.91 |
| 178,440,000 | South Africa Government Bond-Series R213 | ZAR | 7.000% | 28/02/2031 | 9,188,361 | 0.58 |
| 140,608,040 | 8.93 | |||||
| 国際機関債 | ||||||
| 930,000 | African Export-Import Bank | USD | 2.634% | 17/05/2026 | 932,846 | 0.06 |
| 1,430,000 | African Export-Import Bank | USD | 3.798% | 17/05/2031 | 1,453,151 | 0.09 |
| 200,000 | African Export-Import Bank 144A | USD | 2.634% | 17/05/2026 | 200,612 | 0.01 |
| 6,400,000 | Eastern & Southern African Trade & Development Bank | USD | 4.875% | 23/05/2024 | 6,600,320 | 0.42 |
| 9,186,929 | 0.58 | |||||
| タイ | ||||||
| 200,000 | Bangkok Bank PCL | USD | 3.466% | 23/09/2036 | 201,480 | 0.01 |
| 540,000 | GC Treasury Center Co., Ltd. | USD | 2.980% | 18/03/2031 | 551,657 | 0.04 |
| 200,000 | GC Treasury Center Co., Ltd. | USD | 4.300% | 18/03/2051 | 226,385 | 0.02 |
| 980,000 | PTT Treasury Center Co., Ltd. | USD | 3.700% | 16/07/2070 | 1,013,095 | 0.07 |
| 636,580,000 | Thailand Government Bond | THB | 3.850% | 12/12/2025 | 20,987,414 | 1.33 |
| 298,880,000 | Thailand Government Bond | THB | 2.125% | 17/12/2026 | 9,272,619 | 0.59 |
| 206,270,000 | Thailand Government Bond | THB | 3.580% | 17/12/2027 | 6,903,916 | 0.44 |
| 757,397,302 | Thailand Government Bond | THB | 1.250% | 12/03/2028 | 22,545,139 | 1.43 |
| 2,120,000 | Thailand Government Bond | THB | 1.600% | 17/12/2029 | 62,626 | 0.00 |
| 46,150,000 | Thailand Government Bond | THB | 3.650% | 20/06/2031 | 1,583,696 | 0.10 |
| 716,220,000 | Thailand Government Bond | THB | 3.775% | 25/06/2032 | 24,785,367 | 1.57 |
| 168,260,000 | Thailand Government Bond | THB | 1.585% | 17/12/2035 | 4,578,172 | 0.29 |
| 267,190,000 | Thailand Government Bond | THB | 3.400% | 17/06/2036 | 8,938,605 | 0.57 |
| 648,530,000 | Thailand Government Bond | THB | 3.300% | 17/06/2038 | 21,238,006 | 1.35 |
| 19,670,000 | Thailand Government Bond | THB | 3.600% | 17/06/2067 | 657,115 | 0.04 |
| 123,545,292 | 7.85 | |||||
| トルコ | ||||||
| 117,375,000 | Turkey Government Bond | TRY | 12.200% | 18/01/2023 | 8,293,882 | 0.53 |
| 15,460,000 | Turkey Government Bond | TRY | 10.600% | 11/02/2026 | 848,812 | 0.05 |
| 87,290,000 | Turkey Government Bond | TRY | 11.000% | 24/02/2027 | 4,586,060 | 0.29 |
| 100,725,000 | Turkey Government Bond | TRY | 11.700% | 13/11/2030 | 5,030,582 | 0.32 |
| 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(%) |
| 債券 | ||||||
| トルコ | ||||||
| 1,760,000 | Turkiye Vakiflar Bankasi TAO | USD | 5.250% | 05/02/2025 | 1,683,554 | 0.11 |
| 2,080,000 | Yapi ve Kredi Bankasi AS | USD | 7.875% | 22/01/2031 | 2,048,800 | 0.13 |
| 22,491,690 | 1.43 | |||||
| ウクライナ | ||||||
| 280,000 | Ukraine Government International Bond | USD | 7.750% | 01/09/2027 | 278,600 | 0.02 |
| 2,530,000 | Ukraine Government International Bond | EUR | 4.375% | 27/01/2030 | 2,465,660 | 0.15 |
| 2,744,260 | 0.17 | |||||
| アラブ首長国連邦 | ||||||
| 440,000 | NBK Tier 1 Financing Ltd. | USD | 3.625% | Perp. | 435,875 | 0.03 |
| 英国 | ||||||
| 1,220,000 | Gazprom PJSC Via Gaz Finance Plc. | USD | 4.599% | Perp. | 1,245,925 | 0.08 |
| 300,000 | Vedanta Resources Finance II Plc. | USD | 8.950% | 11/03/2025 | 289,848 | 0.02 |
| 530,000 | Vedanta Resources Ltd. | USD | 6.125% | 09/08/2024 | 457,479 | 0.03 |
| 1,993,252 | 0.13 | |||||
| 米国 | ||||||
| 4,360,000,000 | Colombia-Citigroup, Inc. | COP | 11.000% | 25/07/2024 | 1,173,872 | 0.07 |
| 54,704,000,000 | JPMorgan Chase Bank NA | IDR | 10.500% | 19/08/2030 | 4,860,244 | 0.31 |
| 300,000 | Kosmos Energy Ltd. | USD | 7.750% | 01/05/2027 | 282,375 | 0.02 |
| 1,330,000 | Sasol Financing USA LLC | USD | 5.875% | 27/03/2024 | 1,378,212 | 0.09 |
| 7,694,703 | 0.49 | |||||
| ウルグアイ | ||||||
| 88,975,000 | Uruguay Government International Bond | UYU | 8.500% | 15/03/2028 | 1,998,324 | 0.13 |
| 59,443,479 | Uruguay Government International Bond | UYU | 4.375% | 15/12/2028 | 1,606,077 | 0.10 |
| 57,200,930 | Uruguay Government International Bond | UYU | 3.875% | 02/07/2040 | 1,463,517 | 0.09 |
| 5,067,918 | 0.32 | |||||
| ウズベキスタン | ||||||
| 390,000 | National Bank of Uzbekistan | USD | 4.850% | 21/10/2025 | 396,536 | 0.02 |
| ベネズエラ | ||||||
| 74,110,000 | Petroleos de Venezuela S.A. | USD | 6.000% | 28/10/2022 | 2,964,400 | 0.19 |
| 20,000 | Petroleos de Venezuela S.A. | USD | 6.000% | 15/11/2026 | 970 | 0.00 |
| 2,965,370 | 0.19 | |||||
| ザンビア | ||||||
| 260,000 | Zambia Government International Bond | USD | 5.375% | 20/09/2022 | 193,700 | 0.01 |
| 債券合計(取得原価 米ドル 1,438,783,319) | 1,279,069,538 | 81.24 | ||||
| 口数 | 銘柄名称 | 評価額 (米ドル) | 投資主 資本割合(%) | |||
| 投資信託証券-2.65% | ||||||
| アイルランド | ||||||
| 41,785,351 | Goldman Sachs US$ Treasury Liquid Reserves Fund (X Distribution Class) | 41,785,351 | 2.65 | |||
| 投資信託証券合計(取得原価 米ドル 41,785,351) | 41,785,351 | 2.65 | ||||
| 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 1,480,568,670) | 1,320,854,889 | 83.89 | ||||
| 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(%) |
| 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 | ||||||
| 債券-10.49% | ||||||
| ドイツ | ||||||
| 187,800,000,000 | Indonesia Treasury Bond-Deutsche Bank AG 144A | IDR | 8.375% | 19/03/2024 | 14,351,342 | 0.91 |
| 73,400,000,000 | Indonesia Treasury Bond-Deutsche Bank AG 144A | IDR | 8.250% | 19/05/2036 | 5,744,905 | 0.37 |
| 20,096,247 | 1.28 | |||||
| 英国 | ||||||
| 196,900,000 | Egypt Government International Bond-HSBC Bank Plc. 144A | EGP | 0.000% | 23/12/2021 | 12,449,507 | 0.79 |
| 472,920,000,000 | Indonesia Treasury Bond-Standard Chartered Bank 144A | IDR | 9.000% | 20/03/2029 | 38,566,630 | 2.45 |
| 124,000,000,000 | Indonesia Treasury Bond-Standard Chartered Bank 144A | IDR | 7.500% | 19/08/2032 | 9,255,089 | 0.59 |
| 60,271,226 | 3.83 |
| 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(%) |
| 債券 | ||||||
| 米国 | ||||||
| 108,401,000,000 | Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A | IDR | 8.375% | 15/03/2024 | 8,283,812 | 0.52 |
| 124,530,000,000 | Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A | IDR | 8.375% | 17/09/2026 | 9,859,802 | 0.63 |
| 109,298,000,000 | Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A | IDR | 7.000% | 17/05/2027 | 8,195,919 | 0.52 |
| 84,680,000,000 | Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A | IDR | 7.000% | 18/09/2030 | 6,178,433 | 0.39 |
| 171,863,000,000 | Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A | IDR | 6.500% | 15/02/2031 | 12,191,503 | 0.77 |
| 207,584,000,000 | Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A | IDR | 8.750% | 17/05/2031 | 16,812,529 | 1.07 |
| 305,892,000,000 | Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A | IDR | 7.500% | 17/06/2035 | 22,638,891 | 1.44 |
| 7,763,000,000 | Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A | IDR | 8.250% | 19/05/2036 | 607,598 | 0.04 |
| 84,768,487 | 5.38 | |||||
| 債券合計(取得原価 米ドル 161,040,471) | 165,135,960 | 10.49 | ||||
| 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 161,040,471) | 165,135,960 | 10.49 | ||||
| デリバティブ取引を除く評価額(取得原価 米ドル 1,641,609,141) | 1,485,990,849 | 94.38 | ||||
| 先物取引-(0.03%) | |||||
| 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 | |||||
| 247 | US Treasury Notes 5YR Futures 31/03/2022 | 買建 | 30,058,742 | 304,338 | 0.02 |
| 16 | US Treasury Ultra Long Bond Futures 22/03/2022 | 買建 | 3,196,000 | 84,995 | 0.00 |
| 146 | US Treasury Ultra Long Notes 10YR Futures 22/03/2022 | 買建 | 21,459,719 | 443,212 | 0.03 |
| 54,714,461 | 832,545 | 0.05 | |||
| 先物取引未実現利益 | 832,545 | 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 | |||||
| (118) | US Treasury Long Bond Futures 22/03/2022 | 売建 | (19,112,312) | (462,968) | (0.03) |
| (370) | US Treasury Notes 10YR Futures 22/03/2022 | 売建 | (48,493,125) | (762,198) | (0.05) |
| (36) | US Treasury Notes 2YR Futures 31/03/2022 | 売建 | (7,884,844) | (23,591) | (0.00) |
| (75,490,281) | (1,248,757) | (0.08) | |||
| 先物取引未実現損失 | (1,248,757) | (0.08) | |||
| ノン・デリバラブル債券先渡取引-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(%) | |
| コロンビアペソ | |||||
| 41,473,500,000 | BFS Finance COP Bond Forward 04/01/2022 | 買建 | 39,875 | 39,875 | 0.00 |
| ノン・デリバラブル債券先渡取引未実現利益 | 39,875 | 0.00 | |||
| 外国為替予約取引-(0.76%) | ||||||
| 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(%) |
| EUR | 5,545,710 | PLN | 25,569,368 | 06/12/2021 | 84,465 | 0.00 |
| USD | 34,335,322 | INR | 2,566,045,148 | 07/12/2021 | 162,394 | 0.00 |
| USD | 1,330,154 | TRY | 16,892,819 | 10/12/2021 | 45,671 | 0.00 |
| USD | 1,359,100 | ZAR | 20,710,374 | 13/12/2021 | 62,391 | 0.00 |
| USD | 7,127,000 | TRY | 67,478,436 | 14/12/2021 | 2,005,667 | 0.13 |
| CAD | 26,689,398 | EUR | 17,928,663 | 15/12/2021 | 493,886 | 0.03 |
| CHF | 53,779,735 | EUR | 50,178,489 | 15/12/2021 | 1,619,757 | 0.10 |
| CHF | 21,414,666 | USD | 23,367,923 | 15/12/2021 | 22,198 | 0.00 |
| CNH | 536,035,812 | USD | 82,927,250 | 15/12/2021 | 1,160,402 | 0.06 |
| EUR | 2,874,973 | CAD | 4,141,758 | 15/12/2021 | 28,926 | 0.00 |
| EUR | 8,866,984 | PLN | 40,773,524 | 15/12/2021 | 170,791 | 0.01 |
| EUR | 8,886,403 | SEK | 89,684,126 | 15/12/2021 | 164,217 | 0.02 |
| GBP | 15,159,766 | EUR | 17,755,898 | 15/12/2021 | 44,222 | 0.00 |
| ILS | 10,470,039 | EUR | 2,884,408 | 15/12/2021 | 46,613 | 0.00 |
| JPY | 1,522,191,513 | EUR | 11,831,333 | 15/12/2021 | 53,004 | 0.00 |
| USD | 6,902,047 | AUD | 9,397,316 | 15/12/2021 | 170,808 | 0.01 |
| USD | 47,210,770 | CAD | 59,756,829 | 15/12/2021 | 409,287 | 0.03 |
| USD | 15,544,187 | CZK | 343,073,067 | 15/12/2021 | 269,889 | 0.01 |
| USD | 175,010,326 | EUR | 151,811,068 | 15/12/2021 | 2,195,109 | 0.16 |
| USD | 44,855,819 | GBP | 32,727,411 | 15/12/2021 | 1,124,815 | 0.07 |
| USD | 7,881,331 | HUF | 2,469,331,063 | 15/12/2021 | 203,510 | 0.02 |
| USD | 55,023,861 | JPY | 6,144,506,612 | 15/12/2021 | 443,585 | 0.04 |
| USD | 18,677,053 | MXN | 382,550,293 | 15/12/2021 | 783,066 | 0.06 |
| USD | 20,540,479 | NOK | 178,102,700 | 15/12/2021 | 856,068 | 0.05 |
| USD | 20,983,215 | NZD | 29,903,473 | 15/12/2021 | 536,600 | 0.04 |
| USD | 20,234,457 | PLN | 80,496,930 | 15/12/2021 | 644,015 | 0.04 |
| USD | 20,270,275 | SEK | 175,692,467 | 15/12/2021 | 774,786 | 0.06 |
| USD | 6,875,770 | SGD | 9,352,767 | 15/12/2021 | 18,064 | 0.00 |
| USD | 40,773,467 | TRY | 370,623,802 | 15/12/2021 | 12,657,728 | 0.81 |
| USD | 62,159,279 | ZAR | 928,222,245 | 15/12/2021 | 4,058,717 | 0.26 |
| USD | 2,209,258 | TRY | 26,461,542 | 20/12/2021 | 206,521 | 0.01 |
| USD | 867,861 | ILS | 2,659,126 | 21/12/2021 | 21,780 | 0.00 |
| USD | 4,094,345 | ILS | 12,846,425 | 22/12/2021 | 6,611 | 0.00 |
| ILS | 29,480,542 | USD | 9,305,800 | 24/12/2021 | 76,095 | 0.00 |
| USD | 807,095 | ILS | 2,491,097 | 24/12/2021 | 14,327 | 0.00 |
| BRL | 572,876,847 | USD | 101,424,649 | 04/01/2022 | 153,612 | 0.01 |
| TWD | 120,110,598 | USD | 4,325,037 | 19/01/2022 | 30,268 | 0.00 |
| USD | 11,190,709 | COP | 43,632,574,391 | 21/01/2022 | 354,547 | 0.02 |
| USD | 8,764,006 | ILS | 27,154,073 | 02/02/2022 | 111,533 | 0.01 |
| USD | 8,381,793 | ILS | 26,250,000 | 03/02/2022 | 17,178 | 0.00 |
| USD | 27,871,745 | ILS | 87,361,894 | 04/02/2022 | 32,967 | 0.00 |
| USD | 25,196,843 | CLP | 20,764,970,642 | 07/02/2022 | 524,213 | 0.03 |
| USD | 3,537,141 | IDR | 50,920,675,160 | 10/02/2022 | 5,327 | 0.00 |
| USD | 18,444,997 | KRW | 21,854,972,151 | 10/02/2022 | 26,742 | 0.00 |
| USD | 10,001,281 | RUB | 750,983,435 | 10/02/2022 | 21,994 | 0.00 |
| USD | 7,009,067 | TRY | 68,110,607 | 23/02/2022 | 2,020,236 | 0.13 |
| USD | 7,932,544 | TRY | 77,642,945 | 06/04/2022 | 2,380,885 | 0.15 |
| USD | 14,253,000 | TRY | 137,534,323 | 14/06/2022 | 4,809,134 | 0.31 |
| 外国為替予約取引未実現利益 | 42,124,621 | 2.68 | ||||
| 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 | 592,017,106 | USD | 105,714,569 | 02/12/2021 | (4,780) | (0.00) |
| USD | 105,552,199 | BRL | 592,017,106 | 02/12/2021 | (157,591) | (0.01) |
| PLN | 5,313,111 | EUR | 1,155,200 | 06/12/2021 | (20,789) | (0.00) |
| INR | 2,630,370,040 | USD | 35,520,370 | 07/12/2021 | (490,805) | (0.02) |
| USD | 18,350,463 | ZAR | 293,122,388 | 09/12/2021 | (13,070) | (0.00) |
| ZAR | 344,633,430 | USD | 21,616,919 | 09/12/2021 | (26,321) | (0.01) |
| ZAR | 106,161,077 | USD | 6,925,501 | 13/12/2021 | (278,589) | (0.02) |
| TRY | 126,139,050 | USD | 14,253,000 | 14/12/2021 | (4,679,570) | (0.30) |
| AUD | 9,545,821 | NZD | 10,008,985 | 15/12/2021 | (6,070) | (0.00) |
| AUD | 31,018,800 | USD | 22,936,757 | 15/12/2021 | (718,184) | (0.05) |
| CAD | 46,695,807 | USD | 37,313,744 | 15/12/2021 | (741,638) | (0.05) |
| CZK | 221,603,378 | EUR | 8,730,627 | 15/12/2021 | (72,346) | (0.00) |
| CZK | 764,543,640 | USD | 35,286,571 | 15/12/2021 | (1,247,558) | (0.09) |
| EUR | 9,001,607 | AUD | 14,515,287 | 15/12/2021 | (150,166) | (0.01) |
| EUR | 5,987,652 | CHF | 6,478,879 | 15/12/2021 | (260,455) | (0.02) |
| EUR | 5,922,151 | CZK | 152,016,285 | 15/12/2021 | (26,546) | (0.00) |
| EUR | 2,916,661 | GBP | 2,503,137 | 15/12/2021 | (24,538) | (0.00) |
| EUR | 14,755,032 | HUF | 5,402,932,945 | 15/12/2021 | (2,690) | (0.01) |
| EUR | 11,821,328 | JPY | 1,552,932,894 | 15/12/2021 | (337,461) | (0.03) |
| EUR | 270,130,864 | USD | 311,861,159 | 15/12/2021 | (4,355,758) | (0.29) |
| GBP | 17,619,428 | USD | 23,873,441 | 15/12/2021 | (330,019) | (0.02) |
| HUF | 4,240,555,088 | EUR | 11,858,568 | 15/12/2021 | (314,247) | (0.01) |
| HUF | 7,545,034,353 | USD | 25,027,287 | 15/12/2021 | (1,567,726) | (0.10) |
| JPY | 5,404,442,775 | USD | 48,722,864 | 15/12/2021 | (716,411) | (0.03) |
| MXN | 1,697,281,853 | USD | 83,792,956 | 15/12/2021 | (4,401,723) | (0.29) |
| NOK | 184,095,951 | EUR | 17,975,431 | 15/12/2021 | (115,658) | (0.01) |
| NOK | 31,570,120 | USD | 3,654,435 | 15/12/2021 | (165,217) | (0.01) |
| NZD | 22,610,801 | USD | 16,087,228 | 15/12/2021 | (627,006) | (0.04) |
| PLN | 53,865,918 | EUR | 11,712,659 | 15/12/2021 | (223,905) | (0.00) |
| PLN | 210,655,066 | USD | 55,133,831 | 15/12/2021 | (3,866,959) | (0.25) |
| RON | 150,806,253 | USD | 35,815,008 | 15/12/2021 | (1,177,159) | (0.07) |
| SEK | 58,717,738 | EUR | 5,860,310 | 15/12/2021 | (155,587) | (0.01) |
| SEK | 119,770,281 | USD | 13,469,601 | 15/12/2021 | (179,447) | (0.01) |
| SGD | 9,221,545 | USD | 6,839,108 | 15/12/2021 | (77,617) | (0.01) |
| THB | 1,078,431,551 | USD | 32,502,036 | 15/12/2021 | (499,054) | (0.02) |
| TRY | 259,029,488 | USD | 26,664,201 | 15/12/2021 | (7,014,072) | (0.44) |
| USD | 42,845,693 | CHF | 39,369,277 | 15/12/2021 | (155,313) | (0.01) |
| USD | 124,215,537 | CNH | 806,105,272 | 15/12/2021 | (2,237,766) | (0.15) |
| USD | 4,884,590 | ILS | 15,648,024 | 15/12/2021 | (92,419) | (0.01) |
| USD | 11,562,122 | THB | 390,176,276 | 15/12/2021 | (16,549) | (0.00) |
| ZAR | 689,505,252 | USD | 46,080,676 | 15/12/2021 | (2,922,214) | (0.18) |
| ILS | 22,384,765 | USD | 7,157,795 | 22/12/2021 | (34,959) | (0.00) |
| INR | 321,326,217 | USD | 4,275,666 | 27/12/2021 | (3,039) | (0.00) |
| USD | 82,682,792 | BRL | 480,403,555 | 03/01/2022 | (2,517,804) | (0.16) |
| USD | 41,242,727 | TWD | 1,141,909,132 | 19/01/2022 | (163,797) | (0.01) |
| COP | 119,368,579,572 | USD | 31,457,989 | 21/01/2022 | (1,812,770) | (0.12) |
| CLP | 5,457,686,668 | USD | 6,762,279 | 07/02/2022 | (277,536) | (0.02) |
| MYR | 540,517,179 | USD | 129,316,814 | 09/02/2022 | (1,250,383) | (0.08) |
| PEN | 37,710,699 | USD | 9,345,898 | 10/02/2022 | (99,016) | (0.01) |
| RUB | 2,422,721,533 | USD | 33,524,265 | 10/02/2022 | (1,330,433) | (0.08) |
| TRY | 65,975,775 | USD | 6,429,988 | 23/02/2022 | (1,597,526) | (0.10) |
| TRY | 71,510,897 | USD | 7,141,591 | 06/04/2022 | (2,028,389) | (0.13) |
| TRY | 74,712,341 | USD | 7,127,000 | 14/06/2022 | (1,996,838) | (0.13) |
| USD | 8,138,701 | ILS | 26,174,346 | 07/09/2022 | (243,435) | (0.02) |
| 外国為替予約取引未実現損失 | (53,826,918) | (3.44) | ||||
| オプション-0.02% | ||||||
| 想定元本 | 銘柄名称 | 未実現 利益/損失 (米ドル) | 評価額 (米ドル) | 投資主 資本割合(%) | ||
| 買建オプション | ||||||
| ユーロ | ||||||
| 11,552,000 | Put EUR / Call PLN | Expires 02/12/2021 | Strike 4.56 | (30,169) | 13 | 0.00 |
| 11,552,000 | Put EUR / Call PLN | Expires 02/12/2021 | Strike 4.56 | (34,885) | 13 | 0.00 |
| 94,347,000 | Put EUR / Call USD | Expires 13/12/2021 | Strike 1.12 | (164,744) | 136,124 | 0.01 |
| 102,779,000 | Put EUR / Call USD | Expires 13/12/2021 | Strike 1.12 | (316,405) | 105,837 | 0.01 |
| 94,352,000 | Put EUR / Call USD | Expires 13/12/2021 | Strike 1.13 | (55,418) | 341,937 | 0.02 |
| 94,095,000 | Put EUR / Call USD | Expires 13/12/2021 | Strike 1.14 | 170,248 | 532,975 | 0.03 |
| (431,373) | 1,116,899 | 0.07 | ||||
| 米ドル | ||||||
| 26,715,000 | Call USD / Put ILS | Expires 17/12/2021 | Strike 3.11 | 452,525 | 550,329 | 0.04 |
| 26,672,000 | Call USD / Put ILS | Expires 20/12/2021 | Strike 3.13 | 274,988 | 380,076 | 0.02 |
| 26,587,000 | Call USD / Put ILS | Expires 22/12/2021 | Strike 3.14 | 256,352 | 362,434 | 0.02 |
| 52,457,000 | Call USD / Put INR | Expires 23/12/2021 | Strike 75.26 | 109,373 | 253,630 | 0.02 |
| 20,417,000 | Call USD / Put ZAR | Expires 07/12/2021 | Strike 15.90 | 59,822 | 230,916 | 0.02 |
| 39,881,000 | Call USD / Put ZAR | Expires 07/12/2021 | Strike 16.15 | (92,803) | 193,901 | 0.01 |
| 1,060,257 | 1,971,286 | 0.13 | ||||
| 買建オプション合計(取得原価 米ドル 2,459,301) | 3,088,185 | 0.20 | ||||
| 売建オプション | ||||||
| ユーロ | ||||||
| (47,174,000) | Put EUR / Call USD | Expires 13/12/2021 | Strike 1.13 | 122,688 | (170,961) | (0.01) |
| (46,984,000) | Put EUR / Call USD | Expires 13/12/2021 | Strike 1.13 | 274,472 | (170,273) | (0.01) |
| (47,176,000) | Put EUR / Call USD | Expires 13/12/2021 | Strike 1.14 | 11,802 | (267,215) | (0.02) |
| 408,962 | (608,449) | (0.04) | ||||
| 米ドル | ||||||
| (13,358,000) | Call USD / Put ILS | Expires 17/12/2021 | Strike 3.06 | (330,918) | (440,881) | (0.03) |
| (13,336,000) | Call USD / Put ILS | Expires 20/12/2021 | Strike 3.08 | (242,435) | (361,659) | (0.02) |
| (13,294,000) | Call USD / Put ILS | Expires 22/12/2021 | Strike 3.09 | (232,007) | (356,040) | (0.02) |
| (26,228,000) | Call USD / Put INR | Expires 23/12/2021 | Strike 74.72 | (95,522) | (231,173) | (0.02) |
| (6,651,000) | Call USD / Put TRY | Expires 17/12/2021 | Strike 12.30 | (475,387) | (550,151) | (0.04) |
| (19,941,000) | Call USD / Put ZAR | Expires 07/12/2021 | Strike 15.90 | 25,795 | (225,533) | (0.01) |
| (1,350,474) | (2,165,437) | (0.14) | ||||
| 売建オプション合計(取得原価 米ドル (1,832,374)) | (2,773,886) | (0.18) | ||||
| オプション合計(取得原価 米ドル 626,927) | 314,299 | 0.02 | ||||
| スワップ契約-0.13% | ||||||
| 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 | ||||||
| 165,790,000 | Fixed 5.800% | Floating (BRL 1 month BRCDI) | BRL | 02/01/2023 | 1,317,152 | 0.08 |
| 78,330,000 | Floating (BRL 1 month BRCDI) | Fixed 12.400% | BRL | 02/01/2023 | 117,528 | 0.01 |
| 252,250,000 | Floating (BRL 1 month BRCDI) | Fixed 12.300% | BRL | 02/01/2024 | 445,937 | 0.03 |
| 42,760,000 | Fixed 8.495% | Floating (BRL 1 month BRCDI) | BRL | 04/01/2027 | 606,719 | 0.04 |
| 183,350,000 | Floating (BRL 1 month CETIP) | Fixed 11.230% | BRL | 04/01/2027 | 265,264 | 0.02 |
| 75,536,913,334 | Fixed 4.300% | Floating (CLP 6 month CLOIS) | CLP | 15/12/2023 | 1,445,745 | 0.09 |
| 339,937,671 | Floating (CNY 3 month LIBOR) | Fixed 2.500% | CNY | 15/09/2023 | 147,612 | 0.01 |
| 138,915,420,000 | Fixed 4.900% | Floating (COP 3 month LIBOR) | COP | 15/12/2023 | 601,762 | 0.04 |
| 5,695,023,533 | Fixed 2.700% | Floating (CZK 6 month PRIBOR) | CZK | 15/12/2023 | 2,828,235 | 0.18 |
| 2,192,755,000 | Floating (CZK 6 month PRIBOR) | Fixed 3.600% | CZK | 15/12/2023 | 465,468 | 0.03 |
| 201,643,631 | Fixed 2.200% | Floating (CZK 6 month PRIBOR) | CZK | 15/12/2031 | 219,791 | 0.01 |
| 146,350,000 | Fixed 2.600% | Floating (CZK 6 month PRIBOR) | CZK | 15/12/2031 | 46,511 | 0.00 |
| 5,643,098 | Fixed 0.000% | Floating (EUR 6 month LIBOR) | EUR | 15/12/2026 | 49,829 | 0.00 |
| 26,620,000 | Floating (EUR 6 month EURIBOR) | Fixed 0.000% | EUR | 15/12/2031 | 495,032 | 0.03 |
| 3,220,000 | Fixed 0.250% | Floating (EUR 6 month EURIBOR) | EUR | 15/12/2036 | 24,705 | 0.00 |
| 81,714,540 | Floating (ILS 3 month TELBOR) | Fixed 1.300% | ILS | 15/12/2031 | 674,426 | 0.04 |
| 2,573,110,000 | Floating (INR 6 month LIBOR) | Fixed 5.500% | INR | 15/09/2026 | 468,877 | 0.03 |
| 174,675,860,000 | Fixed 1.500% | Floating (KRW 3 month LIBOR) | KRW | 16/03/2024 | 466,054 | 0.03 |
| 406,890,000 | Fixed 6.200% | Floating (MXN 1 month TIIE) | MXN | 13/12/2023 | 306,331 | 0.02 |
| 465,360,000 | Fixed 7.150% | Floating (MXN 1 month TIIE) | MXN | 03/12/2031 | 595,532 | 0.04 |
| 73,990,000 | Floating (MYR 3 month KLIBOR) | Fixed 2.250% | MYR | 17/06/2022 | 10,407 | 0.00 |
| 78,930,000 | Floating (MYR 3 month KLIBOR) | Fixed 2.250% | MYR | 17/06/2022 | 11,040 | 0.00 |
| 72,640,000 | Floating (MYR 3 month LIBOR) | Fixed 2.250% | MYR | 17/06/2022 | 14,633 | 0.00 |
| 126,910,000 | Floating (MYR 3 month KLIBOR) | Fixed 3.650% | MYR | 27/02/2024 | 782,973 | 0.05 |
| 191,640,000 | Floating (MYR 3 month KLIBOR) | Fixed 3.693% | MYR | 01/03/2024 | 1,227,552 | 0.08 |
| 202,350,000 | Floating (MYR 3 month KLIBOR) | Fixed 3.605% | MYR | 06/03/2024 | 1,206,917 | 0.08 |
| 31,000,000 | Floating (MYR 3 month KLIBOR) | Fixed 3.330% | MYR | 31/05/2024 | 142,971 | 0.01 |
| 11,670,000 | Floating (MYR 3 month KLIBOR) | Fixed 3.250% | MYR | 18/12/2024 | 47,714 | 0.00 |
| 26,240,000 | Floating (MYR 3 month KLIBOR) | Fixed 3.250% | MYR | 18/12/2024 | 107,630 | 0.01 |
| 40,600,000 | Floating (MYR 3 month KLIBOR) | Fixed 3.000% | MYR | 18/03/2025 | 78,238 | 0.01 |
| 20,350,000 | Floating (MYR 3 month KLIBOR) | Fixed 3.250% | MYR | 15/12/2031 | 59,551 | 0.00 |
| 7,756,030 | Floating (PLN 6 month WIBOR) | Fixed 1.750% | PLN | 15/12/2023 | 8,350 | 0.00 |
| 12,675,000 | Fixed 1.700% | Floating (PLN 6 month WIBOR) | PLN | 15/12/2026 | 168,874 | 0.01 |
| 金利スワップ未実現利益 | 15,455,360 | 0.98 | ||||
| クレジット・デフォルト・スワップ | ||||||
| 30,000 | Floating (Peruvian Government International Bond) | Fixed 1.000% | USD | 20/12/2024 | 2,728 | 0.00 |
| 7,570,000 | Floating (Philippine Government International Bond) | Fixed 1.000% | USD | 20/12/2024 | 1,437 | 0.00 |
| 4,080,000 | Floating (Qatar Government International Bond) | Fixed 1.000% | USD | 20/12/2024 | 21,061 | 0.00 |
| 4,680,000 | Floating (Saudi Government International Bond) | Fixed 1.000% | USD | 20/12/2024 | 57,604 | 0.01 |
| 1,570,000 | Floating (Russian Foreign Bond - Eurobond) | Fixed 1.000% | USD | 20/06/2025 | 8,859 | 0.00 |
| 3,920,000 | Floating (Russian Foreign Bond - Eurobond) | Fixed 1.000% | USD | 20/12/2025 | 43,900 | 0.00 |
| 3,610,000 | Floating (Saudi Government International Bond) | Fixed 1.000% | USD | 20/12/2026 | 244 | 0.00 |
| クレジット・デフォルト・スワップ未実現利益 | 135,833 | 0.01 | ||||
| 通貨スワップ | ||||||
| 12,094,613 | Fixed 21.400% | Floating (USD 3 month LIBOR) | USD | 16/03/2023 | 3,315,353 | 0.21 |
| 10,346,223 | Fixed 23.680% | Floating (USD 3 month LIBOR) | USD | 16/03/2023 | 1,757,954 | 0.11 |
| 通貨スワップ未実現利益 | 5,073,307 | 0.32 | ||||
| スワップ契約未実現利益合計 | 20,664,500 | 1.31 | ||||
| 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 | ||||||
| 37,750,000 | Floating (BRL 1 month BRCDI) | Fixed 10.565% | BRL | 02/01/2023 | (55,262) | (0.00) |
| 353,520,000 | Floating (BRL 1 month LIBOR) | Fixed 7.200% | BRL | 02/01/2023 | (2,394,056) | (0.15) |
| 16,325,000 | Fixed 11.814% | Floating (BRL 1 month BRCDI) | BRL | 02/01/2024 | (12,237) | (0.00) |
| 16,425,000 | Fixed 11.905% | Floating (BRL 1 month BRCDI) | BRL | 02/01/2024 | (13,837) | (0.00) |
| 22,000,000 | Fixed 12.185% | Floating (BRL 1 month BRCDI) | BRL | 02/01/2024 | (36,521) | (0.00) |
| 449,120,000 | Floating (BRL 1 month BRCDI) | Fixed 4.930% | BRL | 02/01/2024 | (7,178,195) | (0.46) |
| 133,895,399 | Floating (BRL 1 month CETIP) | Fixed 9.200% | BRL | 02/01/2024 | (278,415) | (0.02) |
| 9,019,550,000 | Floating (CLP 6 month LIBOR) | Fixed 5.100% | CLP | 15/12/2031 | (137,573) | (0.01) |
| 42,780,000 | Fixed 2.500% | Floating (CNY 3 month LIBOR) | CNY | 15/12/2026 | (40,658) | (0.00) |
| 4,727,010,000 | Floating (COP 3 month LIBOR) | Fixed 6.400% | COP | 15/12/2031 | (38,034) | (0.00) |
| 10,019,088 | Fixed 0.000% | Floating (EUR 6 month LIBOR) | EUR | 15/12/2023 | (11,834) | (0.00) |
| 206,260,000 | Floating (HKD 3 month HIBOR) | Fixed 1.500% | HKD | 15/09/2031 | (102,720) | (0.01) |
| 31,782,987,946 | Fixed 4.600% | Floating (HUF 6 month BUBOR) | HUF | 16/03/2024 | (27,751) | (0.00) |
| 5,382,624,594 | Fixed 4.300% | Floating (HUF 6 month BUBOR) | HUF | 16/03/2032 | (198,061) | (0.01) |
| 18,771,121 | Fixed 0.400% | Floating (ILS 3 month TELBOR) | ILS | 15/12/2023 | (34,187) | (0.00) |
| 4,404,870,000 | Fixed 4.750% | Floating (INR 6 month LIBOR) | INR | 16/03/2024 | (378,382) | (0.03) |
| 41,127,420,000 | Fixed 1.750% | Floating (KRW 3 month KWCDC) | KRW | 15/09/2031 | (348,256) | (0.02) |
| 19,680,000 | Floating (MYR 3 month LIBOR) | Fixed 2.250% | MYR | 17/06/2025 | (79,994) | (0.01) |
| 43,720,000 | Floating (MYR 3 month KLIBOR) | Fixed 2.131% | MYR | 02/02/2026 | (268,944) | (0.02) |
| 54,770,000 | Floating (MYR 3 month KLIBOR) | Fixed 2.000% | MYR | 16/06/2026 | (389,617) | (0.03) |
| 79,810,000 | Floating (MYR 3 month LIBOR) | Fixed 2.000% | MYR | 16/06/2026 | (39,665) | (0.00) |
| 72,530,000 | Floating (MYR 3 month KLIBOR) | Fixed 3.000% | MYR | 15/12/2031 | (329,803) | (0.02) |
| 599,410,000 | Fixed 0.250% | Floating (PLN 3 month WIBOR) | PLN | 16/12/2021 | (275,224) | (0.02) |
| 79,147,355 | Fixed 2.000% | Floating (PLN 6 month WIBOR) | PLN | 15/12/2031 | (9,923) | (0.00) |
| 1,373,630,000 | Floating (THB 6 month LIBOR) | Fixed 1.000% | THB | 15/09/2026 | (42,480) | (0.00) |
| 623,150,000 | Floating (THB 6 month LIBOR) | Fixed 1.000% | THB | 16/03/2027 | (63,107) | (0.00) |
| 16,770,000 | Fixed 1.750% | Floating (USD 3 month LIBOR) | USD | 15/12/2031 | (140,537) | (0.01) |
| 1,064,285,042 | Fixed 5.500% | Floating (ZAR 3 month JIBAR) | ZAR | 15/12/2023 | (190,578) | (0.01) |
| 85,699,867 | Floating (ZAR 3 month JIBAR) | Fixed 7.400% | ZAR | 15/12/2031 | (56,808) | (0.00) |
| 金利スワップ未実現損失 | (13,172,659) | (0.83) | ||||
| クレジット・デフォルト・スワップ | ||||||
| 4,080,000 | Fixed 0.000% | Fixed 1.000% | USD | 20/12/2021 | (584) | (0.00) |
| 7,410,000 | Fixed 1.000% | Floating (China Government International Bond) | USD | 20/06/2022 | (27,776) | (0.00) |
| 2,210,000 | Fixed 1.000% | Floating (China Government International Bond) | USD | 20/06/2022 | (7,273) | (0.00) |
| 1,830,000 | Floating (Colombia Government International Bond) | Fixed 1.000% | USD | 20/12/2024 | (50,822) | (0.01) |
| 590,000 | Floating (Ukraine Government International Bond) | Fixed 5.000% | USD | 20/12/2024 | (36,728) | (0.00) |
| 6,440,000 | Floating (Indonesia Government International Bond) | Fixed 1.000% | USD | 20/12/2026 | (43,511) | (0.00) |
| 8,480,000 | Floating (Markit CDX Emerging Markets 36 Version 1 Index) | Fixed 1.000% | USD | 20/12/2026 | (125,130) | (0.01) |
| 430,000 | Floating (Russian Foreign Bond - Eurobond) | Fixed 1.000% | USD | 20/12/2026 | (6,232) | (0.00) |
| クレジット・デフォルト・スワップ未実現損失 | (298,056) | (0.02) | ||||
| 通貨スワップ | ||||||
| 12,094,612 | Floating (USD 3 month LIBOR) | Fixed 21.400% | TRY | 16/03/2023 | (3,661,715) | (0.23) |
| 10,346,223 | Floating (USD 3 month LIBOR) | Fixed 23.680% | TRY | 16/03/2023 | (1,566,963) | (0.10) |
| 通貨スワップ未実現損失 | (5,228,678) | (0.33) | ||||
| スワップ契約未実現損失合計 | (18,699,393) | (1.18) | ||||
| 投資評価額(取得原価 米ドル 1,642,236,068) | 1,476,191,621 | 93.74 | ||||
| その他資産・負債 | 98,169,602 | 6.26 | ||||
| 投資主資本 | 1,574,361,223 | 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 1,641,609,141) | 1,485,990,849 | 94.38 |
| 先物取引未実現利益 | 832,545 | 0.05 |
| 先物取引未実現損失 | (1,248,757) | (0.08) |
| ノン・デリバラブル債券先渡取引未実現利益 | 39,875 | 0.00 |
| 外国為替予約取引未実現利益 | 42,124,621 | 2.68 |
| 外国為替予約取引未実現損失 | (53,826,918) | (3.44) |
| 買建オプション評価額(取得原価 米ドル 2,459,301) | 3,088,185 | 0.20 |
| 売建オプション評価額(取得原価 米ドル (1,832,374)) | (2,773,886) | (0.18) |
| スワップ契約未実現利益 | 20,664,500 | 1.31 |
| スワップ契約未実現損失 | (18,699,393) | (1.18) |
| その他資産・負債 | 98,169,602 | 6.26 |
| 投資主資本 | 1,574,361,223 | 100.00 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
