有価証券報告書(内国投資信託受益証券)-第13期(令和1年6月4日-令和1年12月3日)

【提出】
2020/03/03 9:02
【資料】
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【項目】
66項目
シュローダー・インカムアセット・アロケーション・マザーファンド
貸借対照表
(単位:円)
(2019年 6月 3日現在)(2019年12月 3日現在)
資産の部
流動資産
コール・ローン222,181,884266,693,178
投資証券10,582,595,3379,271,687,190
未収配当金44,292,77738,864,639
流動資産合計10,849,069,9989,577,245,007
資産合計10,849,069,9989,577,245,007
負債の部
流動負債
未払解約金51,137,85467,653,650
未払利息596621
その他未払費用14,758-
流動負債合計51,153,20867,654,271
負債合計51,153,20867,654,271
純資産の部
元本等
元本8,396,556,5666,935,903,792
剰余金
剰余金又は欠損金(△)2,401,360,2242,573,686,944
元本等合計10,797,916,7909,509,590,736
純資産合計10,797,916,7909,509,590,736
負債純資産合計10,849,069,9989,577,245,007
(注) ｢シュローダー・インカムアセット・アロケーション・マザーファンド」の計算期間は原則として毎年6月4日から翌年6月3日までであり、当ファンドの計算期間と異なります。 上記の貸借対照表は、2019年 6月 3日及び2019年12月 3日における同ファンドの状況であります。

注記表
(重要な会計方針に係る事項に関する注記)

1.有価証券の評価基準及び評価方法投資証券
移動平均法に基づき、原則として時価で評価しております。時価評価にあたっては、投資証券の基準価額、金融商品取引所等における最終相場(最終相場のないものについては、それに準ずる価額)、又は金融商品取引業者等から提示される気配相場に基づいて評価しております。
2.デリバティブ等の評価基準及び評価方法為替予約取引
為替予約の評価は、原則として、わが国における計算期間末日の対顧客先物売買相場の仲値によって計算しております。
3.その他財務諸表作成の為の基本となる重要な事項外貨建取引等の処理基準
外貨建取引については、｢投資信託財産の計算に関する規則｣(平成12年総理府令第133号)第60条に基づき、取引発生時の外国通貨の額をもって記録する方法を採用しております。但し、同第61条に基づき、外国通貨の売却時において、当該外国通貨に加えて、外貨建資産等の外貨基金勘定及び外貨建各損益勘定の前日の外貨建純資産額に対する当該売却外国通貨の割合相当額を当該外国通貨の売却時の外国為替相場等で円換算し、前日の外貨基金勘定に対する円換算した外貨基金勘定の割合相当の邦貨建資産等の外国投資勘定と、円換算した外貨基金勘定を相殺した差額を為替差損益とする計理処理を採用しております。

(貸借対照表に関する注記)

[2019年 6月 3日現在][2019年12月 3日現在]
1.投資信託財産に係る元本の状況
期首元本額8,980,956,206円8,396,556,566円
期中追加設定元本額1,032,017,599円140,503,613円
期中解約元本額1,616,417,239円1,601,156,387円
元本の内訳
ファンド名
シュローダー・インカムアセット・アロケーション(毎月決算型) Aコース(為替ヘッジなし)6,254,846,243円5,057,323,335円
シュローダー・インカムアセット・アロケーション(毎月決算型) Bコース(為替ヘッジあり)444,881,325円394,504,118円
シュローダー・インカムアセット・アロケーション(1年決算型) Aコース(為替ヘッジなし)1,291,996,462円1,098,483,611円
シュローダー・インカムアセット・アロケーション(1年決算型) Bコース(為替ヘッジあり)404,832,536円385,592,728円
計8,396,556,566円6,935,903,792円
2.受益権の総数8,396,556,566口6,935,903,792口

(金融商品に関する注記)
Ⅰ金融商品の状況に関する事項

自 2018年12月 4日
至 2019年 6月 3日		自 2019年 6月 4日
至 2019年12月 3日
1.金融商品に対する取組方針当ファンドは、「投資信託及び投資法人に関する法律」(昭和26年法律第198号)第2条第4項に定める証券投資信託であり、信託約款に規定する「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。同左
2.金融商品の内容及び金融商品に係るリスク当ファンドが運用する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であり、有価証券の内容は「重要な会計方針に係る事項に関する注記」に記載しております。これらは、株価変動リスク、為替変動リスク、金利変動リスクなどの市場リスク、信用リスク、及び流動性リスクに晒されております。
当ファンドは為替変動リスクの低減を図ることを目的として、為替予約取引を行っております。		同左
3.金融商品に係るリスク管理体制運用部門におけるリサーチや投資判断において、運用リスクの管理に重点を置くプロセスを導入しています。さらに、これら運用プロセスから独立した部門が、運用制限・ガイドラインの遵守状況を含めたファンドの運用状況について随時モニタリングを行い、運用部門に対する牽制が機能する仕組みとしており、これらの体制によりファンド運用に関するリスクを管理しています。同左

Ⅱ金融商品の時価等に関する事項

[2019年 6月 3日現在][2019年12月 3日現在]
1.計上額、時価及び差額貸借対照表上の金融商品は原則としてすべて時価で評価しているため、貸借対照表計上額と時価との差額はありません。同左
2.時価の算定方法(1)有価証券(1)有価証券
「重要な会計方針に係る事項に関する注記」に記載しております。同左
(2)デリバティブ取引(2)デリバティブ取引
該当事項はありません。同左
(3)有価証券及びデリバティブ取引以外の金融商品(3)有価証券及びデリバティブ取引以外の金融商品
短期間で決済されるため、帳簿価額は時価と近似していることから、当該帳簿価額を時価としております。同左
3.金融商品の時価等に関する事項の補足説明金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。同左

(有価証券に関する注記)
(2019年 6月 3日現在)
売買目的有価証券

種類当計算期間の損益に含まれた評価差額
投資証券△276,969,254円
合計△276,969,254円

(2019年12月 3日現在)
売買目的有価証券

種類当計算期間の損益に含まれた評価差額
投資証券294,397,431円
合計294,397,431円

注)当計算期間の損益に含まれた評価差額は、親投資信託の期首日からシュローダー・インカムアセット・アロケーション(毎月決算型) Aコース(為替ヘッジなし)、シュローダー・インカムアセット・アロケーション(毎月決算型) Bコース(為替ヘッジあり)の期末日までの期間に対応する金額であります。
(デリバティブ取引等に関する注記)
該当事項はありません。

(関連当事者との取引に関する注記)

該当事項はありません。
(1口当たり情報に関する注記)

[2019年 6月 3日現在][2019年12月 3日現在]
1口当たり純資産額1.2860円1.3711円
(1万口当たり純資産額)(12,860円)(13,711円)

附属明細表
第1 有価証券明細表
(1)株式

該当事項はありません。
(2)株式以外の有価証券

種 類通貨銘 柄券面総額評価額備考
投資証券米ドルSchroder International Selection Fund Global Multi-Asset Income Class J1,027,481.6784,936,566.75
Schroder International Selection Fund US Dollar Liquidity Class I0.90105.94
米ドル 小計1,027,482.5784,936,672.69
(9,271,687,190)
合計9,271,687,190
(9,271,687,190)

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.合計欄の金額は円で表示しております。また( )内の金額は外貨建有価証券の邦貨換算額の合計額であり、内数で表示しております。
3.投資証券における券面総額の数値は証券数を表示しております。
4.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%

第2 信用取引契約残高明細表

該当事項はありません。
第3 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)
当ファンドは「シュローダー・インターナショナル・セレクション・ファンド・グローバル・マルチアセット・インカム クラスJ投資証券」および「シュローダー・インターナショナル・セレクション・ファンド・ドル・リクイディティ クラスI投資証券」を主要投資対象としており、貸借対照表の資産の部に計上された「投資証券」は、すべて同投資対象ファンドの投資証券です。投資対象ファンドの状況は以下の通りです。
なお、以下に記載した情報は監査の対象外であります。
投資対象ファンドの状況
投資対象ファンドはルクセンブルグ籍ドル建て外国投資法人であります。投資対象ファンドは、計算期間(2018年1月1日から2018年12月31日まで)が終了し、ルクセンブルグにおいて現地の法律に基づき財務書類が作成され、独立の監査人による監査を受けております。
以下に記載した情報は、現地において作成された直近入手可能な決算報告書(中間決算)の原文の一部を委託会社が翻訳したものであり、中間計算期間末のため独立の監査人による財務書類の監査は受けておりません。

シュローダー・インターナショナル・セレクション・ファンド・グローバル・マルチアセット・インカム 2019年6月期半期報告書
2019年6月30日現在の連結貸借対照表
シュローダー・インターナショナル・セレクション・ファンド・
グローバル・マルチアセット・インカム
(米ドル)
資産
投資有価証券取得価額2,957,308,311
未実現評価益/(損)23,836,702
投資有価証券評価額2,981,145,013
現金預金およびブローカーへの預託金122,100,953
未収追加金5,364,128
有価証券未収入金40,697,632
未収配当金2,794,849
未収利息20,973,745
未収還付請求額1,804,403
オプションおよびスワップション評価額2,562,625
先物契約未実現評価益5,792,924
外国為替先渡契約未実現評価益12,095,661
資産計3,195,331,933
負債
未払解約金9,956,924
投資有価証券購入未払金50,424,625
未払利息2,634
未払配当金12,465,980
未払運用報酬2,510,339
先物契約未実現評価損3,311,642
外国為替先渡契約未実現評価損5,282,222
その他負債1,949,687
負債計85,904,053
純資産総額3,109,427,880

2019年6月30日現在の投資有価証券明細表
シュローダー・インターナショナル・セレクション・ファンド・
グローバル・マルチアセット・インカム
投資通貨株数/額面金額評価額
(米ドル)		純資産構成比
(%)
公的取引所への上場承認を受けた譲渡可能証券および短期金融市場証券
社債
航空宇宙および防衛
United Technologies Corp. 2.8% 04/05/2024USD329,000334,0070.01
334,0070.01
自動車部品
American Axle & Manufacturing, Inc. 6.25% 01/04/2025USD1,025,0001,019,1630.03
American Axle & Manufacturing, Inc. 6.5% 01/04/2027USD2,855,0002,845,7360.09
Weichai International Hong Kong Energy Group Co. Ltd., Reg. S, FRN 3.75% PerpetualUSD1,100,0001,080,7080.04
4,945,6070.16
銀行
Banco Mercantil del Norte SA, Reg. S, FRN 6.75% PerpetualUSD1,600,0001,600,7840.05
Banco Mercantil del Norte SA, Reg. S, FRN 6.875% PerpetualUSD2,279,0002,314,4610.08
Banco Santander SA 3.125% 23/02/2023USD2,000,0002,029,7200.07
Banco Santander SA, FRN 1.277% PerpetualEUR930,000972,9760.03
Banco Santander SA, Reg. S, FRN 7.5% PerpetualUSD3,200,0003,426,7040.11
Bangkok Bank PCL, Reg. S 4.05% 19/03/2024USD1,300,0001,368,5030.04
Bank of America Corp. 3.3% 11/01/2023USD919,000946,1430.03
Bank of Baroda, Reg. S 3.5% 04/04/2022USD1,200,0001,212,5950.04
Bank of Ireland Group plc, 144A 4.5% 25/11/2023USD1,786,0001,862,6290.06
Bank of Ireland Group plc, Reg. S, FRN 4.125% 19/09/2027USD2,119,0002,063,1960.07
Bank of the Philippine Islands, Reg. S 4.25% 04/09/2023USD2,200,0002,313,3480.08
Barclays Bank plc, 144A 10.179% 12/06/2021USD2,700,0003,047,7870.10
BNP Paribas SA, Reg. S, FRN 6.625% PerpetualUSD1,852,0001,936,4600.06
Burgan Tier 1 Financing Ltd., Reg. S, FRN 7.25% PerpetualUSD1,250,0001,258,7120.04
CaixaBank SA, Reg. S, FRN 5.25% PerpetualEUR3,000,0003,216,7630.10
CaixaBank SA, Reg. S, FRN 6.75% PerpetualEUR2,000,0002,465,1590.08
China Construction Bank Corp., Reg. S, FRN 4.25% 27/02/2029USD1,100,0001,136,0570.04
Comerica, Inc. 3.7% 31/07/2023USD1,075,0001,123,8800.04
Cooperatieve Rabobank UA, FRN, 144A 11% PerpetualUSD4,000,0004,000,0000.13
Credit Agricole SA, Reg. S, FRN 7.875% PerpetualUSD4,971,0005,483,3610.18
Development Bank of Kazakhstan JSC, Reg. S 4.125% 10/12/2022USD8,972,0009,121,3840.29
Emirates NBD PJSC, Reg. S, FRN 6.125% PerpetualUSD6,619,0006,825,5790.22
HSBC Bank plc, FRN 2.937% PerpetualUSD7,240,0005,132,6170.16
HSBC Holdings plc 2.65% 05/01/2022USD1,750,0001,757,5600.06
HSBC Holdings plc, FRN 6.25% PerpetualUSD5,469,0005,645,6210.18
ING Groep NV, FRN 6% PerpetualUSD5,282,0005,344,9350.17
Lloyds Banking Group plc 4.05% 16/08/2023USD1,520,0001,585,2760.05
Lloyds Banking Group plc 3.9% 12/03/2024USD246,000256,1650.01
M&T Bank Corp. 3.55% 26/07/2023USD1,775,0001,860,7950.06
Mexican Bonos 10% 05/12/2024MXN38,700,0002,250,2630.07
Mexican Bonos 7.5% 03/06/2027MXN112,631,8005,867,1560.19
Mexican Bonos 8.5% 31/05/2029MXN28,000,0001,553,9070.05
Mexican Bonos 7.75% 29/05/2031MXN129,431,5006,826,8660.22
Mexican Bonos 7.75% 23/11/2034MXN44,000,0002,311,4820.08
Mexican Bonos 7.75% 13/11/2042MXN11,500,000596,4210.02
Mexican Bonos 8% 07/11/2047MXN41,800,0002,221,1870.07
Mexico Government Bond 3.75% 11/01/2028USD1,020,0001,038,8900.03
NBK Tier 1 Financing Ltd., Reg. S, FRN 5.75% PerpetualUSD5,055,0005,211,7810.17
Regions Financial Corp. 2.75% 14/08/2022USD2,500,0002,517,4880.08
Royal Bank of Scotland Group plc 3.875% 12/09/2023USD3,500,0003,590,1950.12
Santander Holdings USA, Inc. 3.5% 07/06/2024USD2,026,0002,057,2810.07
Shinhan Bank Co. Ltd., Reg. S 4.5% 26/03/2028USD600,000645,4920.02
Shinhan Bank Co. Ltd., Reg. S 4% 23/04/2029USD253,000262,0800.01
Siam Commercial Bank PCL, Reg. S 4.4% 11/02/2029USD1,700,0001,842,0250.06
Sri Lanka Government Bond, Reg. S 6.85% 14/03/2024USD352,000360,0360.01
Sri Lanka Government Bond, Reg. S 7.85% 14/03/2029USD1,625,0001,680,9650.06
Standard Chartered plc, FRN, 144A 4.093% PerpetualUSD7,400,0006,224,1030.20
Standard Chartered plc, Reg. S, FRN 7.5% PerpetualUSD7,296,0007,739,7060.25
SunTrust Banks, Inc. 2.7% 27/01/2022USD280,000281,9150.01
UBS Group Funding Switzerland AG, Reg. S, FRN 7% PerpetualUSD5,540,0005,894,3940.19
Wells Fargo & Co. 3.75% 24/01/2024USD1,132,0001,189,6640.04
143,472,4674.65
飲料
Keurig Dr Pepper, Inc. 3.551% 25/05/2021USD2,500,0002,551,7750.08
2,551,7750.08
資本市場
Beijing State-Owned Assets Management Hong Kong Co. Ltd., Reg. S 4.125% 26/05/2025USD1,500,0001,556,5580.05
China Cinda Finance 2017 I Ltd., Reg. S 4.375% 08/02/2025USD1,000,0001,048,9100.03
China Cinda Finance 2017 I Ltd., Reg. S 4.75% 21/02/2029USD250,000268,8010.01
Credit Suisse Group AG, Reg. S, FRN 7.5% PerpetualUSD6,368,0007,022,9490.22
Gemdale Ever Prosperity Investment Ltd., Reg. S 6% 06/09/2021USD1,036,0001,052,1090.03
Huarong Finance II Co. Ltd., Reg. S 5.5% 16/01/2025USD1,000,0001,091,2680.03
Rongshi International Finance Ltd., Reg. S 3.625% 04/05/2027USD2,000,0002,063,9440.07
SIHC International Capital Ltd., Reg. S 4.35% 26/09/2023USD1,500,0001,564,3630.05
15,668,9020.49
化学
CNAC HK Finbridge Co. Ltd., Reg. S 3.375% 19/06/2024USD255,000255,1230.01
CNAC HK Finbridge Co. Ltd., Reg. S 4.125% 19/07/2027USD1,500,0001,543,9130.05
CNAC HK Finbridge Co. Ltd., Reg. S 3.875% 19/06/2029USD450,000451,8860.01
DuPont de Nemours, Inc. 4.205% 15/11/2023USD1,462,0001,564,0110.05
Fufeng Group Ltd., Reg. S 5.875% 28/08/2021USD1,000,0001,042,6300.03
Mosaic Co. (The) 4.25% 15/11/2023USD229,000242,6150.01
5,100,1780.16
建設および土木
CCCI Treasure Ltd., Reg. S, FRN 3.5% PerpetualUSD1,200,0001,201,5740.04
China Minmetals Corp., Reg. S, FRN 3.75% PerpetualUSD1,000,000994,3510.03
Dianjian Haixing Ltd., Reg. S, FRN 4.05% PerpetualUSD1,500,0001,504,4950.05
3,700,4200.12
消費者金融
Ally Financial, Inc. 4.125% 30/03/2020USD1,754,0001,771,1190.06
Ally Financial, Inc. 4.25% 15/04/2021USD2,806,0002,866,9600.09
Ally Financial, Inc. 3.875% 21/05/2024USD8,112,0008,328,8740.27
Ally Financial, Inc. 5.75% 20/11/2025USD9,590,00010,625,7200.34
Ford Motor Credit Co. LLC 3.096% 04/05/2023USD1,250,0001,228,3750.04
General Motors Financial Co., Inc. 4.15% 19/06/2023USD3,215,0003,309,7460.11
Synchrony Financial 4.375% 19/03/2024USD297,000311,4420.01
Synchrony Financial 3.95% 01/12/2027USD449,000446,6020.01
Volkswagen International Finance NV, Reg. S, FRN 4.625% PerpetualEUR5,594,0006,994,2430.23
35,883,0811.16
容器および包装
ARD Securities Finance SARL, 144A 8.75% 31/01/2023USD4,629,2014,629,2010.15
4,629,2010.15
各種金融サービス
Arab Republic of Egypt 16.1% 07/05/2029EGP8,500,000522,9950.02
Argentina Government Bond 5.875% 11/01/2028USD900,000676,8360.02
Argentina Government Bond 6.875% 11/01/2048USD1,795,0001,320,8150.04
Argentina Government Bond, FRN 0% 21/06/2020ARS11,020,000256,6600.01
Argentina Treasury Bill 0% 30/09/2019ARS41,245,0001,289,2980.04
Bahrain Government Bond, Reg. S 7% 12/10/2028USD7,235,0007,811,2680.25
Blue Halo Re Ltd., FRN, 144A 10.685% 26/07/2019USD2,000,0002,003,3000.06
Bowline Re Ltd., FRN, 144A 6.876% 23/05/2025USD750,000724,6880.02
Brazil Government Bond 4.625% 13/01/2028USD920,000965,7650.03
Brazil Government Bond 5% 27/01/2045USD700,000691,3660.02
Brazil Notas do Tesouro Nacional 10% 01/01/2023BRL2,332,0006,984,1950.23
Brazil Notas do Tesouro Nacional 10% 01/01/2025BRL2,097,4006,433,4160.21
Brazil Notas do Tesouro Nacional 10% 01/01/2027BRL2,084,0006,482,8880.21
Brazil Notas do Tesouro Nacional 10% 01/01/2029BRL1,115,5003,511,6700.11
CK Hutchison International 16 Ltd., Reg. S 2.75% 03/10/2026USD1,000,000978,8700.03
Colombia Government Bond 7.75% 14/04/2021COP4,628,000,0001,515,5650.05
Colombia Government Bond 4.375% 21/03/2023COP8,290,000,0002,536,0970.08
Czech Republic Government Bond 0% 10/02/2020CZK140,880,0006,250,0460.20
Dominican Republic Government Bond, Reg. S 7.5% 06/05/2021USD4,051,3334,275,8580.14
Ecuador Government Bond, Reg. S 10.5% 24/03/2020USD627,000656,5880.02
Ecuador Government Bond, Reg. S 10.75% 31/01/2029USD3,151,0003,549,8850.11
Egypt Government Bond, Reg. S 5.577% 21/02/2023USD2,600,0002,646,7350.08
Egypt Government Bond, Reg. S 7.6% 01/03/2029USD200,000211,1240.01
Egypt Government Bond, Reg. S 5.625% 16/04/2030EUR4,000,0004,462,8000.14
Egypt Government Bond, Reg. S 8.5% 31/01/2047USD600,000636,4560.02
Egypt Government Bond, Reg. S 7.903% 21/02/2048USD300,000304,3080.01
Export-Import Bank of Korea 3.25% 12/08/2026USD1,000,0001,031,6350.03
Galilei Re Ltd., FRN, 144A 16.376% 08/01/2023USD500,000497,3750.02
Ghana Government Bond 19% 02/11/2026GHS5,750,0001,041,5700.03
Ghana Government Bond, Reg. S 8.125% 26/03/2032USD510,000519,0600.02
Hungary Government Bond 2% 30/10/2019HUF462,300,0001,638,4200.05
Hungary Government Bond 6.25% 29/01/2020USD5,619,0005,739,6680.19
Hungary Government Bond 3% 27/10/2027HUF1,284,680,0004,797,5370.15
India Government Bond 7.17% 08/01/2028INR312,000,0004,583,8710.15
India Government Bond 7.26% 14/01/2029INR115,000,0001,722,0210.05
Indonesia Treasury 7% 15/05/2027IDR36,608,000,0002,535,9440.08
Indonesia Treasury 10% 15/02/2028IDR2,400,000,000198,5520.01
Indonesia Treasury 6.125% 15/05/2028IDR25,570,000,0001,668,1070.05
Indonesia Treasury 9% 15/03/2029IDR18,047,000,0001,413,3290.05
Indonesia Treasury 8.25% 15/05/2029IDR75,300,000,0005,661,7540.18
Indonesia Treasury 8.75% 15/05/2031IDR27,166,000,0002,093,3610.07
Indonesia Treasury 7.5% 15/08/2032IDR37,015,000,0002,550,0160.08
Indonesia Treasury 8.375% 15/03/2034IDR46,187,000,0003,480,9390.11
International Bank for Reconstruction & Development, Reg. S, FRN, 144A 10.568% 14/03/2021USD900,000894,8250.03
International Bank for Reconstruction & Development, Reg. S, FRN, 144A 5.318% 15/03/2021USD750,000744,3380.02
International Bank for Reconstruction & Development, Reg. S, FRN, 144A 8.318% 15/03/2021USD700,000485,6250.02
Kilimanjaro II Re Ltd., FRN, 144A 9.481% 20/04/2021USD1,450,0001,435,8620.05
Kilimanjaro II Re Ltd., FRN, 144A 11.831% 20/04/2021USD600,000582,6900.02
Kilimanjaro II Re Ltd., FRN, 144A 9.501% 21/04/2022USD450,000445,6120.01
Kilimanjaro II Re Ltd., FRN, 144A 11.851% 21/04/2022USD1,150,0001,146,2620.04
Kilimanjaro Re Ltd., FRN, 144A 5.047% 25/11/2019USD500,000497,3750.02
Kilimanjaro Re Ltd., FRN, 144A 11.626% 06/12/2019USD2,750,0002,699,8120.09
Kilimanjaro Re Ltd., FRN, 144A 14.898% 05/05/2025USD800,000772,0400.02
Nakama Re Ltd., FRN, 144A 5.011% 16/01/2020USD250,000249,4380.01
Nakama Re Ltd., FRN, 144A 5.626% 14/01/2021USD2,000,0001,997,1000.06
Northshore Re II Ltd., FRN, 144A 9.586% 06/07/2020USD800,000794,3600.02
Northshore Re II Ltd., FRN, 144A 10.152% 08/07/2022USD1,050,0001,029,1570.03
Northshore Re II Ltd., FRN, 144A 9.636% 07/07/2026USD500,000500,0000.02
Oman Government Bond, Reg. S 3.625% 15/06/2021USD11,133,00010,996,1200.35
Peru Government Bond 6.35% 12/08/2028PEN7,615,0002,592,5330.08
Peru Government Bond, Reg. S, 144A 6.15% 12/08/2032PEN6,590,0002,198,7170.07
Perusahaan Penerbit SBSN Indonesia III, Reg. S 4.45% 20/02/2029USD1,100,0001,182,1760.04
Philippine Government Bond 3.75% 14/01/2029USD625,000682,6190.02
Poland Government Bond 5.5% 25/10/2019PLN11,330,0003,076,7860.10
Poland Government Bond 2.75% 25/04/2028PLN32,425,0008,979,3850.29
Provincia de Cordoba, Reg. S 7.125% 10/06/2021USD2,264,0001,975,3740.07
Riverfront Re Ltd., FRN, 144A 9.126% 15/01/2021USD700,000675,3250.02
Romania Government Bond 3.4% 08/03/2022RON8,080,0001,923,9610.06
Romania Government Bond 4.25% 28/06/2023RON4,380,0001,060,4100.04
Russian Federal Bond - OFZ 7% 15/12/2021RUB111,040,0001,761,9430.06
Russian Federal Bond - OFZ 7% 25/01/2023RUB160,570,0002,540,4520.08
Russian Federal Bond - OFZ 7% 16/08/2023RUB199,500,0003,147,7380.10
Russian Federal Bond - OFZ 6.5% 28/02/2024RUB42,285,000654,2000.02
Russian Federal Bond - OFZ 7.75% 16/09/2026RUB135,830,0002,216,6140.07
Russian Federal Bond - OFZ 7.05% 19/01/2028RUB59,710,000937,3560.03
Russian Federal Bond - OFZ 6.9% 23/05/2029RUB269,210,0004,164,9590.13
Russian Federal Bond - OFZ 8.5% 17/09/2031RUB105,970,0001,838,5310.06
Russian Federal Bond - OFZ 7.7% 23/03/2033RUB68,900,0001,123,5810.04
Russian Foreign Bond - Eurobond, Reg. S 4.25% 23/06/2027USD600,000620,1540.02
Sanders RE II Ltd., FRN, 144A 14.38% 07/04/2026USD500,000476,4250.01
Sanders Re Ltd., FRN, 144A 4.93% 05/06/2020USD510,000505,7410.02
Sanders Re Ltd., FRN, 144A 5.283% 06/12/2021USD575,000561,9190.02
Saudi Government Bond, Reg. S 5.25% 16/01/2050USD6,000,0006,829,0800.22
Serbia Government Bond, Reg. S 4.875% 25/02/2020USD3,411,0003,456,9630.11
Serbia Government Bond, Reg. S 7.25% 28/09/2021USD2,008,0002,202,9770.07
South Africa Government Bond 5.5% 09/03/2020USD4,362,0004,437,3320.14
South Africa Government Bond 10.5% 21/12/2026ZAR32,500,0002,601,3830.08
South Africa Government Bond 4.3% 12/10/2028USD650,000640,2500.02
South Africa Government Bond 8% 31/01/2030ZAR9,550,000636,3320.02
South Africa Government Bond 5.875% 22/06/2030USD5,000,0005,431,7500.18
South Africa Government Bond 8.875% 28/02/2035ZAR15,140,0001,019,2830.03
South Africa Government Bond 6.25% 31/03/2036ZAR82,827,3414,296,4620.14
South Africa Government Bond 8.5% 31/01/2037ZAR29,820,0001,917,7770.06
South Africa Government Bond 9% 31/01/2040ZAR20,885,0001,385,7860.05
South Africa Government Bond 6.5% 28/02/2041ZAR126,215,2646,350,4160.20
South Africa Government Bond 8.75% 31/01/2044ZAR28,540,0001,829,6940.06
Thailand Government Bond 1.875% 17/06/2022THB96,176,0003,145,5120.10
Thailand Government Bond 2% 17/12/2022THB131,800,0004,326,5770.14
Thailand Government Bond 2.125% 17/12/2026THB54,530,0001,795,2230.06
Turkey Government Bond 9.2% 22/09/2021TRY28,950,0004,266,7160.14
Turkey Government Bond 10.6% 11/02/2026TRY10,760,0001,445,6880.04
Turkey Government Bond 7.625% 26/04/2029USD500,000514,9770.02
US Treasury 2.25% 30/04/2024USD3,000,0003,064,4530.10
US Treasury 3.125% 15/11/2028USD1,920,0002,101,3500.07
US Treasury 2.625% 15/02/2029USD4,076,0004,288,7160.14
US Treasury 2.375% 15/05/2029USD2,990,0003,083,2040.10
US Treasury 3% 15/05/2042USD5,687,9006,217,5860.20
256,325,6538.23
各種電気通信サービス
Altice France SA, 144A 7.375% 01/05/2026USD6,120,0006,258,2510.20
AT&T, Inc. 2.45% 30/06/2020USD4,882,0004,881,1700.16
Empresa de Telecomunicaciones de Bogota, Reg. S 7% 17/01/2023COP10,282,000,0002,943,1140.09
HKT Capital No. 4 Ltd., Reg. S 3% 14/07/2026USD1,200,0001,180,1710.04
Koninklijke KPN NV, FRN, 144A 7% 28/03/2073USD7,128,0007,644,4950.25
Koninklijke KPN NV, Reg. S, FRN 7% 28/03/2073USD4,137,0004,420,0540.14
SingTel Group Treasury Pte. Ltd., Reg. S 3.875% 28/08/2028USD3,000,0003,229,5560.10
Sprint Capital Corp. 6.875% 15/11/2028USD11,635,00012,032,0440.39
Telecom Italia SpA, 144A 5.303% 30/05/2024USD2,660,0002,761,9450.09
Virgin Media Secured Finance plc, 144A 5.5% 15/05/2029USD12,478,00012,699,3600.41
58,050,1601.87
電力
Castle Peak Power Finance Co. Ltd., Reg. S 3.25% 25/07/2027USD2,000,0002,029,1760.07
China Clean Energy Development Ltd., Reg. S 4% 05/11/2025USD1,200,0001,260,4790.04
Electricite de France SA, Reg. S, FRN 5.25% PerpetualUSD5,431,0005,573,7540.18
Electricite de France SA, Reg. S, FRN 5.625% PerpetualUSD5,683,0005,852,9220.19
Huaneng Hong Kong Capital Ltd., Reg. S, FRN 3.6% PerpetualUSD1,500,0001,470,6930.05
LLPL Capital Pte. Ltd., Reg. S 6.875% 04/02/2039USD1,142,0001,304,7290.04
Minejesa Capital BV, Reg. S 4.625% 10/08/2030USD800,000811,2040.03
State Grid Overseas Investment 2016 Ltd., Reg. S 3.5% 04/05/2027USD2,200,0002,273,1830.07
TNB Global Ventures Capital Bhd., Reg. S 3.244% 19/10/2026USD1,500,0001,486,8990.05
22,063,0390.72
電子機器、装置および部品
Tsinghua Unic Ltd., Reg. S 4.75% 31/01/2021USD1,600,0001,579,6280.05
1,579,6280.05
エネルギー機器およびサービス
Ensco Rowan plc 5.2% 15/03/2025USD350,000258,7590.01
Hilong Holding Ltd., Reg. S 7.25% 22/06/2020USD1,500,0001,495,5000.05
Nabors Industries, Inc. 5.5% 15/01/2023USD485,000454,2000.01
2,208,4590.07
出資型不動産投資信託(エクイティ・リート)
Boston Properties LP, REIT 3.4% 21/06/2029USD991,0001,012,2520.03
CMT MTN Pte. Ltd., REIT, Reg. S 3.609% 04/04/2029USD2,800,0002,900,0670.09
MGM Growth Properties Operating Partnership LP, REIT 4.5% 01/09/2026USD1,700,0001,750,2180.06
MPT Operating Partnership LP, REIT 6.375% 01/03/2024USD2,640,0002,779,1940.09
MPT Operating Partnership LP, REIT 5.5% 01/05/2024USD870,000896,4050.03
MPT Operating Partnership LP, REIT 5% 15/10/2027USD3,725,0003,849,7690.12
Welltower, Inc., REIT 3.625% 15/03/2024USD760,000790,0920.03
13,977,9970.45
食品
Campbell Soup Co. 3.65% 15/03/2023USD1,500,0001,544,8800.05
China Mengniu Dairy Co. Ltd., Reg. S 4.25% 07/08/2023USD1,000,0001,047,5080.03
Conagra Brands, Inc. 3.8% 22/10/2021USD1,755,0001,804,0170.06
Conagra Brands, Inc. 4.3% 01/05/2024USD174,000184,7760.01
Conagra Brands, Inc. 5.4% 01/11/2048USD2,177,0002,395,3530.08
JBS Investments II GmbH, 144A 7% 15/01/2026USD2,500,0002,709,2250.09
JBS Investments II GmbH, Reg. S 7% 15/01/2026USD825,000894,3040.03
Kraft Heinz Foods Co. 3.5% 06/06/2022USD4,000,0004,106,7800.13
Tyson Foods, Inc. 4% 01/03/2026USD930,000988,1340.03
15,674,9770.51
公益ガス
Beijing Gas Singapore Capital Corp., Reg. S 2.75% 31/05/2022USD3,200,0003,183,8770.10
3,183,8770.10
ヘルスケア機器および用品
Becton Dickinson and Co. 3.363% 06/06/2024USD750,000773,4490.02
Boston Scientific Corp. 3.45% 01/03/2024USD698,000729,2150.02
1,502,6640.04
ヘルスケア事業およびサービス
Community Health Systems, Inc. 6.875% 01/02/2022USD1,705,0001,150,5250.04
Community Health Systems, Inc. 6.25% 31/03/2023USD2,835,0002,729,9350.09
CVS Health Corp. 2.75% 01/12/2022USD1,000,0001,003,3700.03
Encompass Health Corp. 5.125% 15/03/2023USD4,650,0004,753,2300.15
HCA, Inc. 5.875% 01/02/2029USD2,795,0003,057,5340.10
HCA, Inc. 5.5% 15/06/2047USD2,803,0002,996,0010.10
Select Medical Corp. 6.375% 01/06/2021USD2,940,0002,943,9690.09
Tenet Healthcare Corp. 5.125% 01/05/2025USD5,035,0005,103,8280.16
23,738,3920.76
ホテル、レストランおよびレジャー
International Game Technology plc, 144A 6.25% 15/01/2027USD655,000715,7050.02
MGM China Holdings Ltd., 144A 5.875% 15/05/2026USD7,347,0007,561,1650.24
MGM China Holdings Ltd., Reg. S 5.875% 15/05/2026USD725,000745,8840.02
MGM Resorts International 4.625% 01/09/2026USD2,470,0002,497,4050.08
MGM Resorts International 5.5% 15/04/2027USD1,699,0001,785,4280.06
Sands China Ltd. 5.4% 08/08/2028USD1,500,0001,638,5100.05
14,944,0970.47
家庭用品
Celestial Dynasty Ltd., Reg. S 4.25% 27/06/2029USD1,561,0001,574,0580.05
1,574,0580.05
独立系発電および再生エネルギー事業者
AES Corp. 4.5% 15/03/2023USD3,040,0003,137,0370.10
AES Gener SA, Reg. S, FRN 7.125% 26/03/2079USD5,330,0005,705,9510.18
GCL New Energy Holdings Ltd., Reg. S 7.1% 30/01/2021USD1,700,0001,660,2390.05
NTPC Ltd., Reg. S 3.75% 03/04/2024USD1,200,0001,221,4330.04
SMC Global Power Holdings Corp., Reg. S, FRN 6.5% PerpetualUSD991,0001,012,0390.03
12,736,6990.40
財閥
Roper Technologies, Inc. 3.65% 15/09/2023USD1,147,0001,194,6290.04
1,194,6290.04
保険
AIA Group Ltd., Reg. S 3.2% 11/03/2025USD927,000947,6580.03
AIA Group Ltd., Reg. S 4.5% 16/03/2046USD1,100,0001,257,3770.04
AXA SA, Reg. S, FRN 2.76% PerpetualUSD2,742,0001,987,8310.06
China Life Insurance Co. Ltd., Reg. S, FRN 4% 03/07/2135USD5,997,0006,008,9900.19
FloodSmart Re Ltd., FRN, 144A 16.837% 07/03/2025USD250,000247,9130.01
QBE Insurance Group Ltd., Reg. S, FRN 5.25% PerpetualUSD4,724,0004,656,0050.15
Residential Reinsurance 2019 Ltd., FRN, 144A 10.621% 06/06/2027USD500,000500,0750.02
Spectrum Capital Ltd., FRN, 144A 5.744% 08/06/2021USD1,450,0001,437,6030.05
Spectrum Capital Ltd., FRN, 144A 7.994% 08/06/2021USD1,600,0001,556,5600.05
Swiss Reinsurance Co. Ltd., Reg. S, FRN 7.5% 01/09/2045CHF200,000216,2740.01
Tailwind Re Ltd., FRN, 144A 9.346% 08/01/2025USD500,000496,9250.02
Tailwind Re Ltd., FRN, 144A 11.006% 08/01/2025USD650,000645,9380.02
Tailwind Re Ltd., FRN, 144A 12.966% 08/01/2025USD1,200,0001,180,3800.04
Torrey Pines Re Ltd., FRN, 144A 8.528% 09/06/2024USD1,450,0001,431,5120.05
22,571,0410.74
双方向メディアサービス
Tencent Holdings Ltd., Reg. S 3.8% 11/02/2025USD1,000,0001,040,6700.03
Tencent Holdings Ltd., Reg. S 3.975% 11/04/2029USD1,200,0001,251,6660.04
2,292,3360.07
ITサービス
21Vianet Group, Inc., Reg. S 7.875% 15/10/2021USD1,040,0001,072,8870.04
1,072,8870.04
機械
Meritor, Inc. 6.25% 15/02/2024USD1,645,0001,697,0720.05
1,697,0720.05
マスメディア
Altice Luxembourg SA, 144A 7.75% 15/05/2022USD2,924,0002,972,5090.09
Qatar Government Bond, Reg. S 4.817% 14/03/2049USD6,000,0006,884,5800.22
9,857,0890.31
金属および採鉱
Freeport-McMoRan, Inc. 5.45% 15/03/2043USD3,150,0002,894,3300.09
Indonesia Asahan Aluminium Persero PT, Reg. S 5.71% 15/11/2023USD400,000439,1140.01
Indonesia Asahan Aluminium Persero PT, Reg. S 6.53% 15/11/2028USD411,000486,2250.02
Press Metal Labuan Ltd., Reg. S 4.8% 30/10/2022USD1,500,0001,484,2000.05
Shougang Group Co. Ltd., Reg. S 4% 23/05/2024USD217,000222,1300.01
Vedanta Resources Finance II plc, Reg. S 9.25% 23/04/2026USD500,000507,6220.02
6,033,6210.20
各種光熱
Empresas Publicas de Medellin ESP, Reg. S 7.625% 10/09/2024COP3,484,000,0001,110,3540.04
Sempra Energy 2.9% 01/02/2023USD542,000545,8080.02
1,656,1620.06
石油、ガスおよび消耗燃料
ABM Investama Tbk. PT, Reg. S 7.125% 01/08/2022USD659,000626,7260.02
Bharat Petroleum Corp. Ltd., Reg. S 4.375% 24/01/2022USD456,000471,8140.01
Cenovus Energy, Inc. 3% 15/08/2022USD2,250,0002,260,2710.07
Chesapeake Energy Corp. 5.375% 15/06/2021USD8,712,0008,559,5400.28
CNOOC Curtis Funding No. 1 Pty. Ltd., Reg. S 4.5% 03/10/2023USD1,000,0001,068,4600.04
CNOOC Finance 2013 Ltd. 3% 09/05/2023USD8,010,0008,077,9650.26
Crestwood Midstream Partners LP 6.25% 01/04/2023USD4,930,0005,040,9250.16
Devon Energy Corp. 3.25% 15/05/2022USD4,000,0004,074,9800.13
Empresa Nacional del Petroleo, Reg. S 4.75% 06/12/2021USD6,564,0006,848,8450.22
Enterprise Products Operating LLC 3.5% 01/02/2022USD2,000,0002,052,9200.07
EQT Corp. 3% 01/10/2022USD4,000,0003,969,6400.13
Hess Corp. 3.5% 15/07/2024USD364,000366,7700.01
Hess Corp. 4.3% 01/04/2027USD320,000331,7360.01
HPCL-Mittal Energy Ltd., Reg. S 5.25% 28/04/2027USD500,000502,0080.02
Indian Oil Corp. Ltd., Reg. S 4.75% 16/01/2024USD2,000,0002,100,7300.07
Indika Energy Capital III Pte. Ltd., Reg. S 5.875% 09/11/2024USD1,300,0001,276,9450.04
Kinder Morgan, Inc. 3.15% 15/01/2023USD1,000,0001,015,7500.03
Lukoil International Finance BV, Reg. S 4.563% 24/04/2023USD3,500,0003,632,3170.12
Medco Oak Tree Pte. Ltd., Reg. S 7.375% 14/05/2026USD1,251,0001,260,3390.04
Medco Straits Services Pte. Ltd., Reg. S 8.5% 17/08/2022USD1,000,0001,075,9450.04
Neptune Energy Bondco plc, 144A 6.625% 15/05/2025USD985,0001,001,3120.03
Oasis Petroleum, Inc. 6.875% 15/01/2023USD870,000868,8730.03
Oil India Ltd., Reg. S 5.375% 17/04/2024USD2,000,0002,174,1600.07
Oil India Ltd., Reg. S 5.125% 04/02/2029USD270,000296,1500.01
Petrobras Global Finance BV 5.999% 27/01/2028USD5,600,0005,941,3760.19
Petroleos Mexicanos 7.47% 12/11/2026MXN48,000,0001,991,2590.06
Petroleos Mexicanos 6.5% 13/03/2027USD130,000127,7520.01
Petroleos Mexicanos 6.5% 23/01/2029USD370,000356,8340.01
Petroleos Mexicanos, Reg. S, FRN 0.089% 24/08/2023EUR3,300,0003,532,0340.11
Reliance Industries Ltd., Reg. S 3.667% 30/11/2027USD1,200,0001,211,0160.04
ReNew Power Synthetic, Reg. S 6.67% 12/03/2024USD1,000,0001,023,0300.03
Santos Finance Ltd., Reg. S 4.125% 14/09/2027USD1,000,000987,6640.03
SM Energy Co. 6.75% 15/09/2026USD802,000757,8900.02
Southwestern Energy Co. 7.75% 01/10/2027USD3,390,0003,254,2810.10
Targa Resources Partners LP 6.75% 15/03/2024USD4,330,0004,511,6870.15
Whiting Petroleum Corp. 6.625% 15/01/2026USD4,665,0004,511,8250.15
Williams Cos., Inc. (The) 3.6% 15/03/2022USD3,000,0003,075,9600.10
90,237,7292.91
製薬
Shire Acquisitions Investments Ireland DAC 2.4% 23/09/2021USD2,681,0002,676,8310.08
Teva Pharmaceutical Finance Netherlands III BV 2.2% 21/07/2021USD9,935,0009,448,2350.30
12,125,0660.38
不動産管理および開発
Beijing Capital Polaris Investment Co. Ltd., Reg. S 4.25% 26/03/2021USD834,000848,5410.03
Central Plaza Development Ltd., Reg. S 3.875% 30/01/2021USD1,500,0001,508,2380.05
China Resources Land Ltd., Reg. S 3.75% 26/08/2024USD216,000223,8870.01
China Resources Land Ltd., Reg. S 4.125% 26/02/2029USD271,000284,7830.01
CIFI Holdings Group Co. Ltd., Reg. S 7.75% 05/06/2020USD625,000639,0630.02
Country Garden Holdings Co. Ltd., Reg. S 4.75% 25/07/2022USD2,000,0001,984,4550.06
IFC Development Corporate Treasury Ltd., Reg. S 3.625% 17/04/2029USD1,200,0001,254,8880.04
Logan Property Holdings Co. Ltd., Reg. S 6.375% 07/03/2021USD1,000,0001,013,5220.03
Longfor Group Holdings Ltd., Reg. S 3.875% 13/07/2022USD2,000,0002,036,1720.07
MAF Sukuk Ltd., Reg. S 4.638% 14/05/2029USD1,100,0001,147,3660.04
Modernland Overseas Pte. Ltd., Reg. S 6.95% 13/04/2024USD1,000,000977,6310.03
Powerlong Real Estate Holdings Ltd., Reg. S 5.95% 19/07/2020USD1,500,0001,496,2520.05
Sun Hung Kai Properties Capital Market Ltd., Reg. S 3.75% 25/02/2029USD2,000,0002,107,8780.07
Swire Properties MTN Financing Ltd., Reg. S 3.625% 13/01/2026USD500,000517,0570.02
Swire Properties MTN Financing Ltd., Reg. S 3.5% 10/01/2028USD1,000,0001,027,9150.03
Times China Holdings Ltd., Reg. S 6.25% 17/01/2021USD1,000,0001,007,5160.03
Times China Holdings Ltd., Reg. S 7.625% 21/02/2022USD200,000206,5390.01
Wisdom Glory Group Ltd., Reg. S, FRN 5.25% PerpetualUSD2,000,0001,992,4300.06
Zhenro Properties Group Ltd., Reg. S 10.5% 28/06/2020USD200,000207,3000.01
20,481,4330.67
道路および鉄道
eHi Car Services Ltd., Reg. S 5.875% 14/08/2022USD800,000730,6360.02
730,6360.02
専門店および小売り
L Brands, Inc. 7.5% 15/06/2029USD1,957,0001,953,7220.06
L Brands, Inc. 6.75% 01/07/2036USD5,930,0005,188,7500.17
Men’s Wearhouse, Inc. (The) 7% 01/07/2022USD4,024,0004,054,6230.13
11,197,0950.36
繊維、衣料および高級品
Golden Legacy Pte. Ltd., Reg. S 6.875% 27/03/2024USD2,000,0002,066,4300.07
PB International BV, Reg. S 7.625% 26/01/2022USD1,000,0001,038,2110.03
3,104,6410.10
たばこ
Altria Group, Inc. 3.49% 14/02/2022USD2,877,0002,950,4070.09
Altria Group, Inc. 2.85% 09/08/2022USD2,000,0002,021,3300.06
Pyxus International, Inc. 9.875% 15/07/2021USD4,589,0003,952,3680.13
8,924,1050.28
商社および流通
BOC Aviation Ltd., Reg. S 3.875% 27/04/2026USD2,000,0002,045,8500.07
Fly Leasing Ltd. 6.375% 15/10/2021USD1,950,0001,984,1250.06
Fly Leasing Ltd. 5.25% 15/10/2024USD1,885,0001,927,4130.06
United Rentals North America, Inc. 4.625% 15/10/2025USD1,250,0001,268,7940.04
United Rentals North America, Inc. 4.875% 15/01/2028USD2,505,0002,554,6990.08
9,780,8810.31
交通インフラ
Royal Capital BV, Reg. S, FRN 5.5% PerpetualUSD1,000,0001,023,2200.03
1,023,2200.03
無線電気通信サービス
Empresa Nacional de Telecomunicaciones SA, Reg. S 4.75% 01/08/2026USD3,000,0003,153,6300.10
Millicom International Cellular SA, Reg. S 5.125% 15/01/2028USD3,654,0003,700,5340.12
SoftBank Group Corp., Reg. S, FRN 6% PerpetualUSD7,334,0007,027,6220.23
Sprint Corp. 7.125% 15/06/2024USD3,245,0003,434,4110.11
Vodafone Group plc, FRN 3.591% 16/01/2024USD3,500,0003,511,6030.11
Wind Tre SpA, 144A 5% 20/01/2026USD1,760,0001,700,4060.05
22,528,2060.72
社債合計870,353,18727.99
転換社債
航空運送および物流
Deutsche Post AG, Reg. S 0.05% 30/06/2025EUR1,400,0001,581,6650.05
1,581,6650.05
航空
ANA Holdings, Inc., Reg. S 0% 19/09/2024JPY270,000,0002,494,0890.08
2,494,0890.08
自動車部品
Cie Generale des Etablissements Michelin SCA, Reg. S 0% 10/01/2022USD3,000,0003,115,4700.10
3,115,4700.10
自動車
Geely Sweden Financials Holding AB, Reg. S 0% 19/06/2024EUR3,900,0004,486,6780.14
4,486,6780.14
資本市場
Cindai Capital Ltd., Reg. S 0% 08/02/2023USD2,613,0002,576,9010.08
SBI Holdings, Inc., Reg. S 0% 13/09/2023JPY290,000,0002,954,7900.10
5,531,6910.18
化学
BASF SE, Reg. S 0.925% 09/03/2023USD1,750,0001,668,0560.05
Kansai Paint Co. Ltd., Reg. S 0% 17/06/2022JPY170,000,0001,620,4460.05
Teijin Ltd., Reg. S 0% 10/12/2021JPY160,000,0001,617,3560.05
Toray Industries, Inc., Reg. S 0% 31/08/2021JPY160,000,0001,699,1120.05
6,604,9700.20
建設および土木
Larsen & Toubro Ltd., Reg. S 0.675% 22/10/2019USD2,499,0002,655,1880.09
Vinci SA, Reg. S 0.375% 16/02/2022USD1,400,0001,614,3540.05
4,269,5420.14
各種消費者サービス
China Education Group Holdings Ltd., Reg. S 2% 28/03/2024HKD18,000,0002,508,7810.08
2,508,7810.08
各種電気通信サービス
Cellnex Telecom SA, Reg. S 1.5% 16/01/2026EUR2,000,0002,688,1700.09
2,688,1700.09
エネルギー機器およびサービス
Transocean, Inc. 0.5% 30/01/2023USD2,500,0002,500,0000.08
2,500,0000.08
ホテル、レストランおよびレジャー
Vinpearl JSC, Reg. S 3.5% 14/06/2023USD2,400,0002,603,2800.08
2,603,2800.08
家庭用耐久財
Sony Corp. 0% 30/09/2022JPY260,000,0003,105,0900.10
3,105,0900.10
石油、ガスおよび消耗燃料
BP Capital Markets plc, Reg. S 1% 28/04/2023GBP2,000,0003,275,2850.11
TOTAL SA, Reg. S 0.5% 02/12/2022USD3,000,0003,229,0200.11
Tullow Oil Jersey Ltd., Reg. S 6.625% 12/07/2021USD2,800,0003,260,3480.10
9,764,6530.32
不動産管理および開発
China Overseas Finance Investment Cayman V Ltd., Reg. S 0% 05/01/2023USD1,600,0001,764,9280.06
Smart Insight International Ltd., Reg. S 4.5% 05/12/2023HKD18,000,0002,845,7730.09
4,610,7010.15
道路および鉄道
Nagoya Railroad Co. Ltd., Reg. S 0% 11/12/2024JPY250,000,0002,639,9110.09
2,639,9110.09
半導体および半導体装置
STMicroelectronics NV, Reg. S 0.25% 03/07/2024USD2,400,0002,755,0440.09
2,755,0440.09
交通インフラ
DP World plc, Reg. S 1.75% 19/06/2024USD3,400,0003,349,9860.11
3,349,9860.11
転換社債合計64,609,7212.08
株式
航空宇宙および防衛
Boeing Co. (The)USD9,6673,536,3660.11
Lockheed Martin Corp.USD5,0941,834,7530.06
Raytheon Co.USD8,0061,430,1370.05
Ultra Electronics Holdings plcGBP6,370132,727-
6,933,9830.22
航空運送および物流
United Parcel Service, Inc. ‘B’USD9,290948,7470.03
948,7470.03
航空
Delta Air Lines, Inc.USD14,030799,8780.03
Deutsche Lufthansa AGEUR38,764663,1010.02
Japan Airlines Co. Ltd.JPY13,500431,7810.01
Korean Air Lines Co. Ltd.KRW9,379235,0000.01
United Continental Holdings, Inc.USD8,873769,7500.02
2,899,5100.09
自動車部品
Continental AGEUR18,2462,646,5120.08
Gentex Corp.USD8,400210,3020.01
Nokian Renkaat OYJEUR19,836619,2390.02
Topre Corp.JPY4,20070,048-
Xinyi Glass Holdings Ltd.HKD380,000399,3580.01
3,945,4590.12
自動車
BAIC Motor Corp.Ltd., Reg. S ‘H’HKD146,00091,704-
Fiat Chrysler Automobiles NVEUR53,582744,7330.02
Ford Motor Co.USD88,508905,3280.03
Harley-Davidson, Inc.USD32,2521,152,6090.04
Hyundai Motor Co. PreferenceKRW44,6973,341,7790.11
Kia Motors Corp.KRW8,733332,6540.01
Nissan Motor Co. Ltd.JPY115,800830,6380.03
Peugeot SAEUR27,181666,8830.02
8,066,3280.26
銀行
Agricultural Bank of China Ltd. ‘H’HKD831,000348,1760.01
Akbank T.A.S.TRY486,624573,6600.02
Australia & New Zealand Banking Group Ltd.AUD178,5103,535,3160.11
Banco Bilbao Vizcaya Argentaria SAEUR159,876895,8140.03
Banco do Estado do Rio Grande do Sul SA Preference ‘B’BRL31,200191,2680.01
Bangkok Bank PCL, NVDRTHB20,300130,379-
Bank Leumi Le-Israel BMILS42,736308,1020.01
Bank of America Corp.USD15,043425,9870.01
Bank of America Corp. Preference 7.25%USD13,60118,954,4900.61
Bank of Communications Co. Ltd. ‘H’HKD281,000213,4770.01
Bank of MontrealCAD2,771208,3130.01
Barclays plcGBP1,017,8621,937,9800.06
BB&T Corp.USD29,9611,447,2490.05
BNP Paribas SAEUR53,3762,534,3760.08
BOC Hong Kong Holdings Ltd.HKD716,5002,823,1220.09
Canadian Imperial Bank of CommerceCAD9,990778,4600.03
China CITIC Bank Corp. Ltd. ‘H’HKD280,000159,6280.01
China Construction Bank Corp. ‘H’HKD7,625,0006,575,2060.21
Citigroup, Inc.USD4,600314,8660.01
Comerica, Inc.USD7,500536,8590.02
Credicorp Ltd.USD5,4651,265,2280.04
Dah Sing Banking Group Ltd.HKD931,6001,683,0110.05
Dah Sing Financial Holdings Ltd.HKD7,20033,675-
DNB ASANOK148,4982,757,1900.09
Fifth Third BancorpUSD63,7901,745,8720.06
HDFC Bank Ltd., ADRUSD10,9581,413,3840.04
HSBC Holdings plcHKD208,0001,726,8230.06
HSBC Holdings plcGBP561,8114,687,0420.15
Huntington Bancshares, Inc.USD93,4241,278,9430.04
Industrial & Commercial Bank of China Ltd. ‘H’HKD747,000545,5730.02
ING Groep NVEUR342,7273,993,2870.13
Intesa Sanpaolo SpAEUR1,387,4262,970,2770.10
Itausa - Investimentos Itau SA PreferenceBRL248,876840,0860.03
JPMorgan Chase & Co.USD16,8801,842,9800.06
KeyCorpUSD99,7171,735,0050.06
KeyCorp Preference, FRNUSD95,2002,696,6400.09
Lloyds Banking Group plcGBP5,257,0243,796,7050.12
Mediobanca Banca di Credito Finanziario SpAEUR60,449624,0760.02
Mega Financial Holding Co. Ltd.TWD2,140,0002,134,0490.07
National Bank of CanadaCAD9,750457,6760.01
PNC Financial Services Group, Inc. (The)USD11,9001,606,8840.05
Regions Financial Corp.USD48,066703,2720.02
Resona Holdings, Inc.JPY102,300426,7310.01
Royal Bank of Scotland Group plcGBP1,982,2405,526,7080.18
Sberbank of Russia PJSC, ADRUSD58,323911,0050.03
Seven Bank Ltd.JPY54,700143,3700.01
Skandinaviska Enskilda Banken AB ‘A’SEK57,288531,0610.02
Societe Generale SAEUR34,196862,9390.03
Spar Nord Bank A/SDKK12,099106,305-
Standard Bank Group Ltd.ZAR25,747359,1060.01
Standard Chartered plcGBP511,6344,636,0210.15
SunTrust Banks, Inc.USD23,5601,453,6950.05
Turkiye Is Bankasi A/S ‘C’TRY456,244479,3160.02
UniCredit SpAEUR72,983900,3840.03
United Overseas Bank Ltd.SGD159,3003,076,7680.10
US BancorpUSD35,1541,831,8280.06
Wells Fargo & Co.USD34,3531,594,5830.05
Wells Fargo & Co. Preference 7.5%USD13,36218,372,7500.59
124,642,9764.04
飲料
Britvic plcGBP12,735143,758-
Brown-Forman Corp. ‘B’USD21,9391,216,5620.04
Carlsberg A/S ‘B’DKK3,065405,7230.01
Cia Cervecerias Unidas SACLP22,874316,2180.01
Coca-Cola Co. (The)USD16,400838,8210.03
Molson Coors Brewing Co. ‘B’USD14,600809,6180.03
PepsiCo, Inc.USD17,4532,301,9130.07
6,032,6130.19
バイオ技術
AbbVie, Inc.USD60,5844,254,7760.14
Amgen, Inc.USD26,8944,965,7730.16
Biogen, Inc.USD3,835922,7550.03
CSL Ltd.AUD8,1801,235,3250.04
Gilead Sciences, Inc.USD40,2012,705,7540.09
14,084,3830.46
建材
AGC, Inc.JPY10,900377,8580.01
dormakaba Holding AGCHF486351,7770.01
Lennox International, Inc.USD2,754755,1080.02
1,484,7430.04
資本市場
3i Group plcGBP20,522289,7380.01
Ameriprise Financial, Inc.USD15,7412,278,8740.07
Ashmore Group plcGBP43,166278,0510.01
ASX Ltd.AUD58,2513,369,2970.11
BlackRock, Inc.USD300139,956-
Bolsas y Mercados Espanoles SHMSF SAEUR4,815117,642-
BT Investment Management Ltd.AUD9,62148,349-
China Cinda Asset Management Co. Ltd. ‘H’HKD406,00093,648-
CI Financial Corp.CAD8,055129,218-
Close Brothers Group plcGBP12,883231,4410.01
CME Group, Inc.USD8,8051,709,4950.05
Eaton Vance Corp.USD11,800507,3080.02
Federated Investors, Inc. ‘B’USD16,500535,7760.02
Franklin Resources, Inc.USD25,800898,9670.03
Goldman Sachs Group, Inc. (The) Preference, FRNUSD89,9011,815,1010.06
Greencoat Renewables plcEUR4,135,6985,320,6430.17
Hargreaves Lansdown plcGBP8,252199,0940.01
IG Group Holdings plcGBP33,892250,6080.01
Morgan StanleyUSD3,600157,2540.01
Morgan Stanley Preference, FRNUSD114,0252,346,6350.08
MSCI, Inc.USD21550,588-
Partners Group Holding AGCHF395307,4530.01
Riverstone Credit Opportunities Income plc (The) Fund, Reg. SUSD3,460,7503,460,7500.11
Singapore Exchange Ltd.SGD83,300487,6640.02
T Rowe Price Group, Inc.USD2,588282,2200.01
UBS Group AGCHF41,159488,6520.02
Yuanta Financial Holding Co. Ltd.TWD186,000112,013-
25,906,4350.84
化学
Braskem SA Preference ‘A’BRL17,742161,7030.01
Covestro AG, Reg. SEUR23,1831,172,9530.04
DuluxGroup Ltd.AUD523,2153,421,5320.11
Incitec Pivot Ltd.AUD976,2802,337,6020.08
Linde plcUSD12,4872,498,7350.08
LyondellBasell Industries NV ‘A’USD9,544830,0750.03
Methanex Corp.CAD2,753124,183-
Mitsubishi Chemical Holdings Corp.JPY72,400507,0780.02
Petronas Chemicals Group Bhd.MYR22,30045,334-
Sociedad Quimica y Minera de Chile SA, ADR PreferenceUSD1,70053,839-
Sumitomo Chemical Co. Ltd.JPY85,500398,0120.01
Victrex plcGBP17,562484,1820.02
12,035,2280.40
クローズドエンド型投資信託
Aquila European Renewables Income Fund plc (The) FundGBP3,132,2713,677,9000.12
3,677,9000.12
商業サービスおよび必需品
Brambles Ltd.AUD400,2173,617,7520.12
Deluxe Corp.USD8,900370,4010.01
Ennis, Inc.USD2,40048,913-
Park24 Co. Ltd.JPY10,800252,0330.01
SmartGroup Corp. Ltd.AUD21,066123,378-
Societe BIC SAEUR5,252400,3240.01
Transcontinental, Inc. ‘A’CAD9,100102,164-
Waste Management, Inc.USD4,421512,9350.02
5,427,9000.17
通信機器
Cisco Systems, Inc.USD99,6265,579,6060.18
F5 Networks, Inc.USD4,569656,5230.02
Ituran Location and Control Ltd.USD1,00030,066-
6,266,1950.20
建設および土木
ACS Actividades de Construccion y Servicios SAEUR7,212288,3680.01
Bouygues SAEUR10,426387,3220.01
CIMIC Group Ltd.AUD4,678147,0690.01
Daelim Industrial Co. Ltd.KRW1,176117,048-
Eiffage SAEUR3,274323,6200.01
HOCHTIEF AGEUR1,736209,1090.01
Larsen & Toubro Ltd., Reg. S, GDRUSD137,3853,070,5550.10
Skanska AB ‘B’SEK14,183254,5620.01
4,797,6530.16
建設資材
Adelaide Brighton Ltd.AUD33,15994,129-
Anhui Conch Cement Co. Ltd. ‘H’HKD7,50047,053-
China National Building Material Co. Ltd. ‘H’HKD298,000261,6420.01
402,8240.01
消費者金融
Capital One Financial Corp.USD17,9821,612,7430.05
Cembra Money Bank AGCHF98995,059-
1,707,8020.05
容器および包装
International Paper Co.USD33,3321,436,1920.05
Packaging Corp. of AmericaUSD17,6001,660,6590.05
Sonoco Products Co.USD2,945188,9340.01
Westrock Co.USD37,2451,337,9450.04
4,623,7300.15
流通
Jardine Cycle & Carriage Ltd.SGD3,70099,081-
99,081-
各種消費者サービス
H&R Block, Inc.USD118,7203,452,4920.11
3,452,4920.11
各種金融サービス
Berkshire Hathaway, Inc. ‘B’USD612130,193-
Chailease Holding Co. Ltd.TWD26,000107,960-
Haci Omer Sabanci Holding A/STRY95,760141,441-
ORIX Corp.JPY56,000837,1650.03
Remgro Ltd.ZAR11,943158,6720.01
RMB Holdings Ltd.ZAR72,227431,0580.01
1,806,4890.05
各種電気通信サービス
AT&T, Inc.USD2,33177,023-
CenturyLink, Inc.USD71,139830,9240.03
China Telecom Corp. Ltd. ‘H’HKD516,000259,7710.01
China Unicom Hong Kong Ltd.HKD350,000384,3370.01
Nippon Telegraph & Telephone Corp.JPY39,6001,845,9880.06
Orange Polska SAPLN1,364,4332,449,4140.08
Spark New Zealand Ltd.NZD29,89280,222-
Swisscom AGCHF1,443720,9230.02
Telecom Italia SpAEUR453,087247,8630.01
Telefonica SAEUR105,765870,5970.03
Telenor ASANOK73,0541,562,9750.05
Telstra Corp. Ltd.AUD290,211783,4200.03
Verizon Communications, Inc.USD94,2205,398,7790.17
15,512,2360.50
電力
Chubu Electric Power Co., Inc.JPY19,700276,6600.01
CLP Holdings Ltd.HKD28,500314,6260.01
EDP - Energias de Portugal SAEUR85,234323,7250.01
Electricite de France SAEUR27,770352,6810.01
Enel Chile SACLP1,250,786120,193-
Enel SpAEUR41,687290,6040.01
Exelon Corp.USD17,992856,4450.03
Kansai Electric Power Co., Inc. (The)JPY25,800295,8230.01
Korea Electric Power Corp.KRW15,284337,7880.01
Kyushu Electric Power Co., Inc.JPY23,400229,8900.01
NextEra Energy, Inc.USD9,9832,043,5830.07
OGE Energy Corp.USD7,208303,9400.01
Red Electrica Corp. SAEUR43,158905,3270.03
Tohoku Electric Power Co., Inc.JPY13,500136,573-
Tokyo Electric Power Co. Holdings, Inc.JPY98,400513,9130.02
Transmissora Alianca de Energia Eletrica SABRL13,40094,858-
7,396,6290.24
電気機器
Eaton Corp. plcUSD6,179513,1780.02
Emerson Electric Co.USD48,4253,214,6240.10
Hubbell, Inc.USD14,7551,903,1300.06
Rockwell Automation, Inc.USD4,550740,9670.02
Schneider Electric SEEUR20,9141,895,3390.06
8,267,2380.26
電子機器、装置および部品
AU Optronics Corp.TWD258,00077,497-
Daiwabo Holdings Co. Ltd.JPY1,60076,403-
Hon Hai Precision Industry Co. Ltd.TWD658,0001,644,3210.05
Innolux Corp.TWD501,000118,5080.01
LG Display Co. Ltd.KRW18,129280,1700.01
Test Research, Inc.TWD33,00052,207-
Tripod Technology Corp.TWD20,00071,040-
Venture Corp. Ltd.SGD86,7001,043,7880.03
Yageo Corp.TWD74,000631,4680.02
Zhen Ding Technology Holding Ltd.TWD91,000292,0550.01
4,287,4570.13
娯楽
Activision Blizzard, Inc.USD49,1122,333,0520.07
Daiichikosho Co. Ltd.JPY1,30060,544-
Walt Disney Co. (The)USD30,5074,261,5730.14
6,655,1690.21
出資型不動産投資信託(エクイティ・リート)
Alexandria Real Estate Equities, Inc., REITUSD10,4281,463,6130.05
American Campus Communities, Inc., REITUSD8,900409,6140.01
American Tower Corp., REITUSD723149,027-
Americold Realty Trust, REITUSD11,400370,2830.01
Apple Hospitality REIT, Inc.USD50,100789,7890.03
AvalonBay Communities, Inc., REITUSD9,0101,817,6230.06
Boston Properties, Inc., REITUSD14,2751,832,0080.06
Brandywine Realty Trust, REITUSD15,800226,6110.01
British Land Co. plc (The), REITGBP25,216171,846-
Brixmor Property Group, Inc., REITUSD22,300399,4370.01
Camden Property Trust, REITUSD6,200643,4730.02
City Office REIT, Inc.USD3,60043,080-
CoreCivic, Inc., REITUSD7,900165,0250.01
Crown Castle International Corp., REITUSD12015,682-
Digital Realty Trust, Inc., REITUSD13,9711,646,2090.05
Duke Realty Corp., REITUSD22,400700,6260.02
Equity Residential, REITUSD24,1951,831,6050.06
Essex Property Trust, Inc., REITUSD4,2001,212,6200.04
Extra Space Storage, Inc., REITUSD8,600909,1280.03
Fortune Real Estate Investment TrustHKD1,824,0002,508,9110.08
Gaming and Leisure Properties, Inc., REITUSD56,0352,172,5590.07
GEO Group, Inc. (The), REITUSD8,100168,6010.01
Global Net Lease, Inc., REITUSD9,600185,2040.01
Goodman Group, REITAUD20,338214,4220.01
Growthpoint Properties Ltd., REITZAR98,820169,4130.01
HCP, Inc., REITUSD32,0001,018,8320.03
Highwoods Properties, Inc., REITUSD9,300385,5390.01
Hospitality Properties Trust, REITUSD20,000496,9110.02
Host Hotels & Resorts, Inc., REITUSD114,5812,069,9890.07
Independence Realty Trust, Inc., REITUSD5,80066,761-
Iron Mountain, Inc., REITUSD19,300597,3550.02
Kimco Realty Corp., REITUSD31,600582,9490.02
LTC Properties, Inc., REITUSD2,20098,965-
Macerich Co. (The), REITUSD8,000268,2150.01
Mapletree Commercial Trust, REITSGD1,817,7002,807,9540.09
Medical Properties Trust, Inc., REITUSD25,300440,4310.01
Mid-America Apartment Communities, Inc., REITUSD7,400861,9650.03
Monmouth Real Estate Investment Corp., REITUSD5,60075,398-
New Senior Investment Group, Inc., REITUSD5,50037,252-
Nippon Building Fund, Inc., REITJPY25171,2530.01
Omega Healthcare Investors, Inc., REITUSD14,200519,3720.02
Park Hotels & Resorts, Inc., REITUSD14,200389,5270.01
Prologis, Inc., REITUSD40,0773,188,6650.10
Public Storage, REITUSD11,3602,694,1120.09
QTS Realty Trust, Inc., REIT Preference 6.5%USD64,0617,051,1940.23
Realty Income Corp., REITUSD22,7791,583,7460.05
Regency Centers Corp., REITUSD12,600844,5030.03
Retail Value, Inc., REITUSD1,10037,914-
RioCan Real Estate Investment TrustCAD8,004159,4360.01
RLJ Lodging Trust, REITUSD3,50062,437-
Schroder European Real Estate Investment Trust plcGBP5,859,9717,947,6370.26
Simon Property Group, Inc., REITUSD42,0166,732,3880.22
SL Green Realty Corp., REITUSD7,500598,3800.02
Spirit Realty Capital, Inc., REITUSD40,4441,712,7840.06
STAG Industrial, Inc., REITUSD7,700232,9560.01
Sun Communities, Inc., REITUSD5,600709,8980.02
Tanger Factory Outlet Centers, Inc., REITUSD23,300373,9720.01
Triple Point Social Housing Reit plc, Reg. SGBP6,930,0057,331,9190.24
UDR, Inc., REITUSD17,800794,6850.03
Ventas, Inc., REITUSD24,0941,674,4310.05
VEREIT, Inc., REITUSD108,700968,0930.03
VICI Properties, Inc., REITUSD24,100524,0440.02
Vornado Realty Trust, REITUSD15,600995,6440.03
Weingarten Realty Investors, REITUSD60,0581,639,9360.05
Welltower, Inc., REITUSD26,1192,134,9030.07
Whitestone REITUSD3,00037,732-
WP Carey, Inc., REITUSD19,2351,567,4300.05
82,703,9162.69
食品および必需品小売
Casino Guichard Perrachon SAEUR6,879240,9850.01
Koninklijke Ahold Delhaize NVEUR110,6572,502,0440.08
Tesco plcGBP1,757,0365,076,2830.16
Wm Morrison Supermarkets plcGBP2,196,5695,631,7150.18
13,451,0270.43
食品
AVI Ltd.ZAR29,858194,7440.01
General Mills, Inc.USD28,2981,479,2950.05
Hershey Co. (The)USD11,4341,543,7510.05
Hormel Foods Corp.USD16,841679,3230.02
Kellogg Co.USD19,3641,031,5540.03
Nestle SACHF12,1301,255,5570.04
Salmar ASANOK2,614113,999-
Tate & Lyle plcGBP22,939215,3160.01
Tiger Brands Ltd.ZAR22,791360,8810.01
Tyson Foods, Inc. ‘A’USD99079,017-
Uni-President Enterprises Corp.TWD105,000280,2820.01
Want Want China Holdings Ltd.HKD295,000240,0610.01
7,473,7800.24
公益ガス
Naturgy Energy Group SAEUR12,427345,7840.01
Petronas Gas Bhd.MYR15,60065,552-
411,3360.01
ヘルスケア機器および用品
Alcon, Inc.CHF4,231259,2700.01
Danaher Corp.USD13,5191,925,7910.06
Danaher Corp. Preference 4.75%USD7,0447,729,8040.25
Medtronic plcUSD20,7002,023,1230.07
ResMed, Inc.USD11,7211,418,3800.05
Teleflex, Inc.USD4,0791,341,6430.04
14,698,0110.48
ヘルスケア事業およびサービス
Amerisource Bergen Corp.USD3,271280,9650.01
Cardinal Health, Inc.USD18,079845,5540.03
Chemed Corp.USD3,5421,253,1010.04
CVS Health Corp.USD2,319127,317-
Encompass Health Corp.USD16,1991,006,8940.03
HCA Healthcare, Inc.USD16,3522,200,7670.07
McKesson Corp.USD6,302846,4880.03
Quest Diagnostics, Inc.USD4,500453,4390.01
UnitedHealth Group, Inc.USD30876,137-
7,090,6620.22
ホテル、レストランおよびレジャー
Carnival Corp.USD15,573717,5940.02
Cracker Barrel Old Country Store, Inc.USD7,0651,205,6160.04
Crown Resorts Ltd.AUD553,5224,834,9180.16
Galaxy Entertainment Group Ltd.HKD476,0003,212,5660.10
Las Vegas Sands Corp.USD34,9662,066,3670.07
McDonald’s Corp.USD12,9612,677,2940.09
Norwegian Cruise Line Holdings Ltd.USD14,599760,1160.02
Royal Caribbean Cruises Ltd.USD6,651796,4850.03
Sands China Ltd.HKD307,2001,470,7650.05
Six Flags Entertainment Corp.USD18,908932,1630.03
Starbucks Corp.USD25,1782,109,8720.07
Tabcorp Holdings Ltd.AUD1,490,6364,655,9870.15
Wyndham Destinations, Inc.USD27,3201,186,9140.04
26,626,6570.87
家庭用耐久財
Barratt Developments plcGBP77,794565,1240.02
Bellway plcGBP4,146145,277-
Berkeley Group Holdings plcGBP4,446207,8700.01
Countryside Properties plc, Reg. SGBP18,21968,840-
Garmin Ltd.USD9,700781,0680.02
LG Electronics, Inc.KRW1,547106,292-
Persimmon plcGBP12,730321,7330.01
PulteGroup, Inc.USD23,808752,9620.02
Sony Corp.JPY17,700930,7570.03
Taylor Wimpey plcGBP128,003256,7890.01
4,136,7120.12
家庭用品
Clorox Co. (The)USD11,0261,681,1140.05
Colgate-Palmolive Co.USD43,6553,154,7290.10
Essity AB ‘B’SEK17,653542,9430.02
Henkel AG & Co. KGaA PreferenceEUR8,490832,4320.03
Kimberly-Clark Corp.USD25,6553,439,2590.11
Procter & Gamble Co. (The)USD51,2855,639,5460.18
15,290,0230.49
独立系発電および再生エネルギー事業者
AES Corp.USD46,267767,0810.02
CGN Power Co. Ltd., Reg. S ‘H’HKD506,000139,365-
China Resources Power Holdings Co. Ltd.HKD142,000207,3550.01
China Yangtze Power Co. Ltd. ‘A’CNH584,2001,523,4030.05
TransAlta Renewables, Inc.CAD18,900198,5400.01
2,835,7440.09
財閥
3M Co.USD12,4282,139,8890.07
Alfa SAB de CV ‘A’MXN78,75577,520-
CITIC Ltd.HKD165,000238,0250.01
CK Hutchison Holdings Ltd.HKD70,500695,5470.02
Honeywell International, Inc.USD12,0472,101,1550.07
Jardine Strategic Holdings Ltd.USD133,6005,096,3050.16
NWS Holdings Ltd.HKD43,00088,460-
Reunert Ltd.ZAR7,92738,500-
SK Holdings Co. Ltd.KRW1,073215,5010.01
Smiths Group plcGBP27,106537,9240.02
11,228,8260.36
保険
Admiral Group plcGBP5,545155,270-
Aflac, Inc.USD35,1371,921,2690.06
AgeasEUR66,3513,448,4590.11
AIA Group Ltd.HKD364,6003,936,5240.13
Allianz SEEUR15,3973,687,3590.12
American Financial Group, Inc.USD13,0061,331,3450.04
American National Insurance Co.USD80091,185-
ASR Nederland NVEUR7,325295,1380.01
Assicurazioni Generali SpAEUR45,260852,0310.03
Aviva plcGBP251,6031,325,7970.04
BB Seguridade Participacoes SABRL48,098407,4490.01
Cathay Financial Holding Co. Ltd.TWD133,000184,6180.01
China Life Insurance Co. Ltd.TWD118,00094,669-
China Pacific Insurance Group Co. Ltd. ‘H’HKD647,0002,532,8440.08
Chubb Ltd.USD12,1941,798,0520.06
Cincinnati Financial Corp.USD15,8421,633,1140.05
CNP AssurancesEUR4,23195,377-
Coface SAEUR268,8602,696,7390.09
Direct Line Insurance Group plcGBP42,845180,1780.01
Fidelity National Financial, Inc.USD12,755509,4320.02
Legal & General Group plcGBP248,288850,4530.03
Lincoln National Corp.USD14,600924,1100.03
Manulife Financial Corp.CAD103,3071,877,3250.06
Medibank Pvt Ltd.AUD1,810,2964,434,8780.14
MetLife, Inc.USD37,4781,848,3310.06
MS&AD Insurance Group Holdings, Inc.JPY11,700371,8780.01
NN Group NVEUR21,122849,1210.03
Orange Life Insurance Ltd., Reg. SKRW5,687155,941-
Poste Italiane SpA, Reg. SEUR37,577394,0200.01
Power Corp. of CanadaCAD22,789485,3070.02
Powszechny Zaklad Ubezpieczen SAPLN33,129388,7030.01
Principal Financial Group, Inc.USD49,6882,833,4630.09
Progressive Corp. (The)USD11,112888,3790.03
Prudential Financial, Inc.USD13,6451,359,6100.04
Prudential plcGBP1,13124,600-
Sony Financial Holdings, Inc.JPY11,800284,0760.01
Sun Life Financial, Inc.CAD9,700400,0870.01
Swiss Re AGCHF37,0763,746,4480.12
Travelers Cos., Inc. (The)USD11,4471,711,9010.06
Unum GroupUSD19,600647,5460.02
Zurich Insurance Group AGCHF740256,3580.01
51,909,3841.66
双方向メディアサービス
Alphabet, Inc. ‘A’USD1,4311,548,2220.05
Auto Trader Group plc, Reg. SGBP30,487211,7960.01
carsales.com Ltd.AUD6,99966,520-
Facebook, Inc. ‘A’USD3,525671,2610.02
Tencent Holdings Ltd.HKD1,80081,354-
2,579,1530.08
インターネットおよびダイレクト・マーケティング販売
Amazon.com, Inc.USD9791,877,1360.06
1,877,1360.06
ITサービス
Accenture plc ‘A’USD13,4482,470,2800.08
Alliance Data Systems Corp.USD5,550765,7460.02
Automatic Data Processing, Inc.USD6,6471,094,6120.04
Cielo SABRL217,892392,1480.01
Cognizant Technology Solutions Corp. ‘A’USD11,048699,3290.02
Infosys Ltd., ADRUSD137,0791,459,8940.05
International Business Machines Corp.USD31,6474,400,1370.14
Mastercard, Inc. ‘A’USD8,7492,296,7620.07
Paychex, Inc.USD19,5521,610,5580.05
Sabre Corp.USD22,388503,0460.02
Tieto OYJEUR4,586136,065-
Visa, Inc. ‘A’USD16,9132,909,2980.09
Western Union Co. (The)USD38,961768,6030.02
Wipro Ltd., ADRUSD88,577384,3200.01
19,890,7980.62
レジャー用品
Thule Group AB, Reg. SSEK8,712215,3740.01
215,3740.01
ライフサイエンス機器およびサービス
Agilent Technologies, Inc.USD15,6441,149,9190.04
Avantor, Inc. Preference 6.25%USD105,7416,830,8690.22
Bio-Techne Corp.USD6,2181,289,3930.04
Bruker Corp.USD30,3891,494,5920.05
10,764,7730.35
機械
Atlas Copco AB ‘A’SEK22,255711,1050.02
Caterpillar, Inc.USD3,800517,8030.02
China Conch Venture Holdings Ltd.HKD86,000304,1820.01
Cummins, Inc.USD7,7581,310,3340.04
Fortive Corp. Preference 5%USD4,9114,991,0490.16
Illinois Tool Works, Inc.USD21,1553,166,9290.10
IMI plcGBP44,053583,4800.02
JTEKT Corp.JPY11,400138,6680.01
Kawasaki Heavy Industries Ltd.JPY8,900209,8420.01
Lincoln Electric Holdings, Inc.USD2,700217,8320.01
Mitsubishi Heavy Industries Ltd.JPY16,000697,4160.02
PACCAR, Inc.USD21,3071,511,4020.05
Parker-Hannifin Corp.USD50084,627-
Pentair plcUSD25,027916,5130.03
SKF AB ‘B’SEK53,510976,5660.03
Weichai Power Co. Ltd. ‘H’HKD112,000189,5400.01
Yangzijiang Shipbuilding Holdings Ltd.SGD61,70069,780-
Zardoya Otis SAEUR15,575116,944-
16,714,0120.54
海洋
AP Moller - Maersk A/S ‘B’DKK295365,3910.01
D/S Norden A/SDKK40,346578,5060.02
943,8970.03
マスメディア
Cable One, Inc.USD2,5302,899,3500.09
Comcast Corp. ‘A’USD110,2094,642,1540.15
Discovery, Inc. ‘A’USD16,332487,3970.02
Eutelsat Communications SAEUR6,836126,471-
Liberty Global plc ‘A’USD17,839479,0530.01
Metropole Television SAEUR24,441463,3080.02
Omnicom Group, Inc.USD9,699787,4980.03
Pearson plcGBP540,6155,644,5440.18
Publicis Groupe SAEUR60,7053,181,9740.10
Quebecor, Inc. ‘B’CAD8,887210,9380.01
RTL Group SAEUR80,3584,118,8070.13
Sirius XM Holdings, Inc.USD385,1052,152,5910.07
Telenet Group Holding NVEUR2,765153,6210.01
WPP plcGBP162,7692,039,0280.06
27,386,7340.88
金属および採鉱
Alumina Ltd.AUD148,759243,2840.01
Anglo American plcGBP261,9307,427,6960.24
BHP Group Ltd.AUD140,3814,055,3660.13
BHP Group plcGBP55,7021,427,0650.05
Boliden ABSEK16,767429,6840.01
Evraz plcGBP37,875317,1120.01
Glencore plcGBP256,771887,8190.03
Kumba Iron Ore Ltd.ZAR10,096356,4780.01
Maanshan Iron & Steel Co. Ltd. ‘H’HKD216,00085,804-
Mitsubishi Materials Corp.JPY6,900196,7120.01
MMC Norilsk Nickel PJSC, ADRUSD31,741723,6950.02
Novolipetsk Steel PJSC, Reg. S, GDRUSD2,97075,735-
Rio Tinto Ltd.AUD4,510328,3560.01
Rio Tinto plcGBP35,4852,207,0720.07
Severstal PJSC, Reg. S, GDRUSD7,382125,4940.01
South32 Ltd.AUD197,648441,1070.02
South32 Ltd.GBP2,581,8955,726,7440.18
25,055,2230.81
モーゲージ不動産投資信託(モーゲージREIT)
AG Mortgage Investment Trust, Inc., REITUSD31,300494,5180.02
AGNC Investment Corp., REITUSD248,2354,146,4010.13
Annaly Capital Management, Inc., REITUSD434,4103,956,3430.13
Anworth Mortgage Asset Corp., REITUSD107,900396,5240.01
Apollo Commercial Real Estate Finance, Inc., REITUSD141,0242,581,4960.08
Arbor Realty Trust, Inc., REITUSD75,400892,2270.03
ARMOUR Residential REIT, Inc.USD46,700869,2450.03
Blackstone Mortgage Trust, Inc., REIT ‘A’USD77,0422,727,1160.09
Capstead Mortgage Corp., REITUSD101,800844,0150.03
Chimera Investment Corp., REITUSD139,8092,628,4990.08
Granite Point Mortgage Trust, Inc., REITUSD48,100920,4130.03
Invesco Mortgage Capital, Inc., REITUSD127,4582,041,9550.07
KKR Real Estate Finance Trust, Inc., REITUSD23,900473,8290.02
Ladder Capital Corp., REITUSD104,9831,735,2090.06
MFA Financial, Inc., REITUSD373,5662,707,4500.09
New Residential Investment Corp., REITUSD275,3664,370,7140.14
New York Mortgage Trust, Inc., REITUSD174,2001,074,6550.03
PennyMac Mortgage Investment Trust, REITUSD67,1001,461,2340.05
Redwood Trust, Inc., REITUSD93,1381,516,0280.05
Starwood Property Trust, Inc., REITUSD209,8664,721,5280.15
TPG RE Finance Trust, Inc., REITUSD39,700758,4620.02
Two Harbors Investment Corp., REITUSD185,1632,386,5400.08
Western Asset Mortgage Capital Corp., REITUSD51,800522,2730.02
44,226,6741.44
マルチリテール
Kohl’s Corp.USD16,338767,5510.02
Lifestyle International Holdings Ltd.HKD101,000147,785-
Macy’s, Inc.USD31,719685,0750.02
Marks & Spencer Group plcGBP81,838219,0760.01
Next plcGBP8,644611,7090.02
Nordstrom, Inc.USD23,507741,3910.02
Target Corp.USD10,316888,2480.03
Wesfarmers Ltd.AUD28,523723,7190.02
4,784,5540.14
各種光熱
AGL Energy Ltd.AUD25,292355,0370.01
CenterPoint Energy, Inc.USD42,3631,209,0960.04
Centrica plcGBP3,953,1924,389,6920.14
Consolidated Edison, Inc.USD17,6271,538,6380.05
Sempra Energy Preference 6.75%USD50,0005,613,5000.18
WEC Energy Group, Inc.USD18,4831,536,1690.05
14,642,1320.47
石油、ガスおよび消耗燃料
Aker BP ASANOK6,164177,4760.01
Apache Corp.USD6,759194,5370.01
BP plcGBP503,7553,522,9110.11
Chevron Corp.USD22,6532,797,2550.09
China Petroleum & Chemical Corp. ‘H’HKD2,042,0001,389,4200.05
China Shenhua Energy Co. Ltd. ‘H’HKD178,500374,2190.01
CNOOC Ltd.HKD35,00059,937-
ConocoPhillipsUSD6,174379,7310.01
Eni SpAEUR511,9098,455,4580.27
EOG Resources, Inc.USD17716,378-
Exxon Mobil Corp.USD43,1773,283,6740.11
Galp Energia SGPS SAEUR54,160822,8750.03
Gazprom PJSC, ADRUSD452,2293,324,7870.11
Gaztransport Et Technigaz SAEUR73473,748-
LUKOIL PJSC, ADRUSD57,6224,905,9370.16
Occidental Petroleum Corp.USD18,918944,3770.03
OMV AGEUR9,920485,4170.02
ONEOK, Inc.USD14,038949,3690.03
Phillips 66USD10,179937,5140.03
Plains GP Holdings LP ‘A’USD15,575382,7540.01
PTT Exploration & Production PCL, NVDRTHB59,400261,4740.01
PTT PCL, NVDRTHB184,000292,4530.01
Repsol SAEUR280,2894,367,0450.14
Repsol SA Rights 04/07/2019EUR272,355151,474-
Royal Dutch Shell plc ‘A’EUR11,633381,0380.01
Royal Dutch Shell plc ‘A’GBP26,105855,3620.03
Royal Dutch Shell plc ‘B’GBP14,748484,7350.02
SK Innovation Co. Ltd.KRW16,9492,333,6420.08
Societatea Nationala de Gaze Naturale ROMGAZ SARON432,8463,357,3720.11
Statoil ASANOK99,1991,960,5630.06
Suncor Energy, Inc.CAD4,100127,314-
Tatneft PJSC, ADRUSD1,610119,140-
TOTAL SAEUR43,5542,437,1850.08
Valero Energy Corp.USD10,954923,2500.03
51,529,8211.67
パーソナルケア製品
Chlitina Holding Ltd.TWD13,000112,240-
Hengan International Group Co. Ltd.HKD71,000522,4880.02
Unilever NV, CVAEUR18,8991,144,0430.04
Unilever plcGBP6,155380,9480.01
2,159,7190.07
製薬
Allergan plcUSD7,6461,274,2810.04
Astellas Pharma, Inc.JPY191,0002,728,4050.09
Bausch Health Cos., Inc.CAD9,142227,8110.01
Bayer AGEUR58440,485-
Bristol-Myers Squibb Co.USD42,1171,905,2210.06
China Medical System Holdings Ltd.HKD211,000193,5640.01
Consun Pharmaceutical Group Ltd.HKD140,00095,996-
Eli Lilly & Co.USD15,0911,686,0270.05
GlaxoSmithKline plcGBP145,5622,912,0100.09
H Lundbeck A/SDKK3,139123,5830.01
Hypera SABRL18,040138,3070.01
Johnson & JohnsonUSD16,3012,298,1600.07
Merck & Co., Inc.USD68,8425,785,7630.19
Novartis AGCHF17,4631,593,9750.05
Novo Nordisk A/S ‘B’DKK42,9852,188,6830.07
Pfizer, Inc.USD144,8236,306,6780.20
Recordati SpAEUR8,236342,4400.01
Roche Holding AGCHF12,2393,418,6840.11
SanofiEUR90,4777,800,8690.25
Takeda Pharmaceutical Co. Ltd.JPY60021,333-
Zoetis, Inc.USD15,3461,736,9520.06
42,819,2271.38
専門サービス
Adecco Group AGCHF4,792286,7200.01
Bureau Veritas SAEUR18,299447,7140.02
McMillan Shakespeare Ltd.AUD14,105120,995-
RELX plcGBP49,0681,189,1530.04
Robert Half International, Inc.USD13,404760,5770.02
SGS SACHF231584,7350.02
3,389,8940.11
不動産管理および開発
CK Asset Holdings Ltd.HKD33,500262,4940.01
Daiwa House Industry Co. Ltd.JPY13,800403,1760.01
Hang Lung Properties Ltd.HKD1,383,0003,293,0100.11
Hongkong Land Holdings Ltd.USD216,5001,394,6180.05
Kerry Properties Ltd.HKD57,000239,5810.01
Land & Houses PCL, NVDRTHB417,500151,079-
Longfor Group Holdings Ltd.HKD67,000252,7390.01
SAMTY Co. Ltd.JPY5,60085,362-
Sino Land Co. Ltd.HKD138,000231,6220.01
Sun Hung Kai Properties Ltd.HKD14,500246,1560.01
Swire Pacific Ltd. ‘A’HKD14,500178,3300.01
Swire Properties Ltd.HKD1,260,8005,096,3610.16
Wheelock & Co. Ltd.HKD21,000150,694-
Yuexiu Property Co. Ltd.HKD356,00080,727-
12,065,9490.39
道路および鉄道
BTS Rail Mass Transit Growth Infrastructure Fund ‘F’THB5,243,0001,863,0380.06
ComfortDelGro Corp. Ltd.SGD96,300189,2730.01
Union Pacific Corp.USD11,4511,908,3170.06
3,960,6280.13
半導体および半導体装置
Analog Devices, Inc.USD7,679870,6470.03
Applied Materials, Inc.USD19,907894,9390.03
Broadcom, Inc.USD4,8131,381,7790.04
Globalwafers Co. Ltd.TWD46,000467,4000.02
Holtek Semiconductor, Inc.TWD44,000101,794-
Intel Corp.USD97,7764,662,7400.15
KLA-Tencor Corp.USD5,844692,0410.02
Lam Research Corp.USD4,213788,6710.03
Maxim Integrated Products, Inc.USD28,3601,714,1220.06
Micron Technology, Inc.USD26,8551,029,4700.03
Novatek Microelectronics Corp.TWD406,0002,268,6600.07
On-Bright Electronics, Inc.TWD29,000152,2200.01
Powertech Technology, Inc.TWD35,00085,922-
Radiant Opto-Electronics Corp.TWD41,000137,6610.01
Sigurd Microelectronics Corp.TWD88,00084,435-
SK Hynix, Inc.KRW15,973961,8350.03
Skyworks Solutions, Inc.USD8,112627,6380.02
Taiwan Semiconductor Manufacturing Co. Ltd., ADRUSD48,6001,931,5520.06
Taiwan Semiconductor Manufacturing Co. Ltd.TWD219,0001,692,2340.06
Texas Instruments, Inc.USD21,3372,484,3560.08
Xilinx, Inc.USD6,154731,5830.02
23,761,6990.77
ソフトウェア
Citrix Systems, Inc.USD7,611745,5550.02
Intuit, Inc.USD7,7412,007,8930.06
Microsoft Corp.USD76,63610,338,4730.33
Oracle Corp.USD49,2602,806,5010.09
Sage Group plc (The)GBP38,624392,2800.01
Trend Micro, Inc.JPY8,600384,7330.01
16,675,4350.52
専門店および小売り
ABC-Mart, Inc.JPY2,000130,464-
Best Buy Co., Inc.USD2,279156,7110.01
Card Factory plcGBP30,98069,825-
Dunelm Group plcGBP6,38374,243-
Gap, Inc. (The)USD13,273235,7810.01
Home Depot, Inc. (The)USD22,7044,715,6900.15
Industria de Diseno Textil SAEUR25,988782,8880.03
L Brands, Inc.USD21,505568,0690.02
Lowe’s Cos., Inc.USD17,3461,729,9130.06
Petrobras Distribuidora SABRL17,533114,497-
Ross Stores, Inc.USD8,681875,8000.03
Truworths International Ltd.ZAR24,828122,988-
9,576,8690.31
テクノロジー・ハードウェアおよび周辺機器
Apple, Inc.USD47,3819,517,7050.31
Catcher Technology Co. Ltd.TWD60,000431,3560.02
Hewlett Packard Enterprise Co.USD57,879870,6570.03
HP, Inc.USD76,9771,604,3630.05
Innodisk Corp.TWD21,00079,312-
Lite-On Technology Corp.TWD54,00079,316-
NetApp, Inc.USD11,085680,1680.02
Samsung Electronics Co. Ltd.KRW33,3601,358,7910.04
Samsung Electronics Co. Ltd. PreferenceKRW168,2105,576,7360.18
Seagate Technology plcUSD29,7221,396,0640.04
Western Digital Corp.USD16,256728,7480.02
22,323,2160.71
繊維、衣料および高級品
Burberry Group plcGBP6,702158,547-
China Lilang Ltd.HKD95,00087,396-
Kontoor Brands, Inc.USD2577,291-
NIKE, Inc. ‘B’USD23,3501,961,9550.06
Pandora A/SDKK12,764453,4570.02
Tapestry, Inc.USD32,048999,3290.03
VF Corp.USD1,800156,619-
3,824,5940.11
貯蓄および住宅ローン金融
Genworth MI Canada, Inc.CAD7,761244,0560.01
244,0560.01
たばこ
Altria Group, Inc.USD57,9352,780,3490.09
Imperial Brands plcGBP23,398547,2770.02
KT&G Corp.KRW3,645310,5680.01
Philip Morris International, Inc.USD43,0713,361,9610.11
Scandinavian Tobacco Group A/S, Reg. S ‘A’DKK5,83168,532-
Swedish Match ABSEK15,003637,6710.02
7,706,3580.25
商社および流通
AerCap Holdings NVUSD13,196675,1570.02
Fastenal Co.USD48,4491,566,9470.05
Marubeni Corp.JPY65,200432,8160.01
Mitsubishi Corp.JPY29,400776,4600.03
Mitsui & Co. Ltd.JPY26,900438,9780.01
MSC Industrial Direct Co., Inc. ‘A’USD7,200529,7270.02
United Rentals, Inc.USD6,374846,9300.03
WW Grainger, Inc.USD1,199320,1980.01
5,587,2130.18
交通インフラ
CCR SABRL86,585310,3110.01
Grupo Aeroportuario del Pacifico SAB de CV, ADRUSD2,300246,2410.01
Jiangsu Expressway Co. Ltd. ‘H’HKD82,000116,825-
SATS Ltd.SGD21,20081,799-
Taiwan High Speed Rail Corp.TWD97,000143,1020.01
Westshore Terminals Investment Corp.CAD3,10051,619-
Yuexiu Transport Infrastructure Ltd.HKD180,000147,1150.01
1,097,0120.04
公益水道
Aguas Andinas SA ‘A’CLP230,867136,8310.01
TTW PCL, NVDRTHB414,000191,6740.01
328,5050.02
無線電気通信サービス
China Mobile Ltd.HKD256,0002,333,2040.08
Globe Telecom, Inc.PHP21,895965,8720.03
KDDI Corp.JPY44,6001,136,6950.04
Mobile TeleSystems PJSC, ADRUSD11,155104,236-
NTT DOCOMO, Inc.JPY70,2001,638,6930.05
Orange Belgium SAEUR191,5563,812,1860.12
Sprint Corp.USD15,604103,187-
Vodacom Group Ltd.ZAR45,669387,9470.01
Vodafone Group plcGBP100,518164,922-
10,646,9420.33
株式合計905,994,87529.14
ワラント
資本市場
China Yantze Power Co. Ltd. 03/10/2019USD1,389,9673,624,3390.11
3,624,3390.11
ワラント合計3,624,3390.11
公的取引所への上場承認を受けた譲渡可能証券
および短期金融市場証券の合計		1,844,582,12259.32
その他の規制市場で取引される譲渡可能証券および短期金融市場証券
社債
航空宇宙および防衛
Pioneer Holdings LLC, 144A 9% 01/11/2022USD9,105,0009,381,3820.30
TransDigm, Inc., 144A 6.25% 15/03/2026USD3,947,0004,136,7130.13
TransDigm, Inc., 144A 7.5% 15/03/2027USD6,060,0006,320,7920.20
19,838,8870.63
自動車部品
Adient US LLC, 144A 7% 15/05/2026USD2,656,0002,729,5050.09
Panther BF Aggregator 2 LP, 144A 6.25% 15/05/2026USD749,000776,2600.03
3,505,7650.12
銀行
Banco Santander SA, FRN 3.724% 12/04/2023USD2,600,0002,595,3980.08
Bank of America Corp., FRN 2.881% 24/04/2023USD4,500,0004,548,1950.15
Bank of America Corp., FRN 3.366% 23/01/2026USD150,000154,349-
Bank of America Corp., FRN 5.875% PerpetualUSD5,235,0005,463,7960.18
Banque Federative du Credit Mutuel SA, 144A 3.75% 20/07/2023USD1,500,0001,564,4630.05
Citigroup, Inc., FRN 3.543% 01/06/2024USD3,600,0003,621,9960.12
Citigroup, Inc., FRN 5.35% PerpetualUSD1,985,0002,000,9690.06
Citigroup, Inc., FRN 5.875% PerpetualUSD4,784,0004,845,1160.16
Compass Bank 3.5% 11/06/2021USD3,775,0003,842,4400.12
Discover Bank 3.35% 06/02/2023USD3,456,0003,536,4900.11
Fifth Third Bancorp 3.65% 25/01/2024USD3,800,0003,988,8980.13
JPMorgan Chase & Co., FRN 3.322% 23/04/2024USD3,500,0003,480,7150.11
JPMorgan Chase & Co., FRN 4.023% 05/12/2024USD895,000949,3670.03
JPMorgan Chase & Co., FRN 5.3% PerpetualUSD4,216,0004,268,4260.14
JPMorgan Chase & Co., FRN 6.053% PerpetualUSD5,116,0005,117,7390.16
Lloyds Banking Group plc, FRN 7.5% PerpetualUSD4,214,0004,438,6690.14
Royal Bank of Scotland Group plc, FRN 8% PerpetualUSD1,550,0001,677,0150.05
Societe Generale SA, Reg. S, FRN 6% PerpetualUSD3,393,0003,398,9040.11
SunTrust Bank, FRN 3.502% 02/08/2022USD1,740,0001,779,9330.06
SunTrust Banks, Inc., FRN 5.125% PerpetualUSD3,720,0003,639,3320.12
Zions Bancorp NA 3.5% 27/08/2021USD1,035,0001,056,0470.03
65,968,2572.11
飲料
Constellation Brands, Inc. 3.2% 15/02/2023USD847,000864,9900.03
Constellation Brands, Inc., FRN 3.218% 15/11/2021USD949,000950,5610.03
1,815,5510.06
建材
James Hardie International Finance DAC, 144A 4.75% 15/01/2025USD630,000637,8750.02
James Hardie International Finance DAC, 144A 5% 15/01/2028USD1,745,0001,727,5500.06
Standard Industries, Inc., 144A 5.5% 15/02/2023USD1,800,0001,848,2220.06
Standard Industries, Inc., 144A 6% 15/10/2025USD7,000,0007,398,5450.24
11,612,1920.38
資本市場
Charles Schwab Corp. (The), FRN 4.625% PerpetualUSD4,000,0004,013,6400.13
Macquarie Group Ltd., Reg. S, FRN 3.763% 28/11/2028USD1,000,0001,017,3150.03
Morgan Stanley, FRN 3.981% 24/10/2023USD1,400,0001,426,2570.05
Morgan Stanley, FRN 5.55% PerpetualUSD4,211,0004,266,1640.14
State Street Corp., FRN 5.625% PerpetualUSD3,500,0003,547,1630.11
14,270,5390.46
化学
Mosaic Co. (The) 3.25% 15/11/2022USD4,652,0004,740,4810.15
SPCM SA, 144A 4.875% 15/09/2025USD3,380,0003,419,7320.11
8,160,2130.26
商業サービスおよび必需品
Aramark Services, Inc., 144A 5% 01/02/2028USD3,515,0003,612,2250.12
Clean Harbors, Inc., 144A 5.125% 15/07/2029USD1,645,0001,679,9560.05
Multi-Color Corp., 144A 4.875% 01/11/2025USD375,000394,7810.01
5,686,9620.18
通信機器
CommScope Technologies LLC, 144A 6% 15/06/2025USD1,349,0001,259,0490.04
CommScope, Inc., 144A 6% 01/03/2026USD9,145,0009,373,6250.30
10,632,6740.34
建設資材
Tutor Perini Corp., 144A 6.875% 01/05/2025USD6,515,0006,249,5790.20
Zekelman Industries, Inc., 144A 9.875% 15/06/2023USD2,250,0002,375,1560.08
8,624,7350.28
消費者金融
American Express Co., FRN 5.2% PerpetualUSD5,409,0005,409,7030.17
Capital One Financial Corp. 3.45% 30/04/2021USD3,500,0003,561,3370.11
Navient Corp. 5% 26/10/2020USD2,485,0002,538,3030.08
11,509,3430.36
容器および包装
BWAY Holding Co., 144A 7.25% 15/04/2025USD5,760,0005,592,1540.18
Trident Merger Sub, Inc., 144A 6.625% 01/11/2025USD1,314,0001,225,3050.04
6,817,4590.22
各種金融サービス
ACE Securities Corp. Home Equity Loan Trust, FRN, Series 2007-SL2 ‘A’ 3.527% 25/05/2037USD818,834820,3490.03
ACE Securities Corp. Home Equity Loan Trust, FRN, Series 2005-HE2 ‘M4’ 3.364% 25/04/2035USD344,192344,9310.01
AIG Global Funding, 144A 3.35% 25/06/2021USD1,500,0001,526,1650.05
Akibare Re Ltd., FRN, 144A 4.821% 07/04/2023USD1,650,00090,750-
Akibare Re Ltd., FRN, 144A 4.482% 07/04/2026USD650,000606,8730.02
Alternative Loan Trust, FRN, Series 2004-J4 ‘2A1’ 2.984% 25/06/2034USD713,484698,3940.02
Alternative Loan Trust, FRN, Series 2007-8CB ‘A3’ 2.904% 25/05/2037USD667,114445,4190.01
Alternative Loan Trust, FRN, Series 2006-HY12 ‘A5’ 3.895% 25/08/2036USD721,420749,7600.02
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates, FRN, Series 2005-R5 ‘M4’ 3.375% 25/07/2035USD920,000918,8770.03
Aozora Re Ltd., FRN, 144A 4.346% 07/04/2021USD600,000585,0300.02
AXA Equitable Holdings, Inc. 3.9% 20/04/2023USD4,000,0004,166,5000.13
Bayview Commercial Asset Trust, FRN, Series 2005-3A ‘A1’, 144A 2.724% 25/11/2035USD1,433,3961,381,3600.04
Bayview Commercial Asset Trust, FRN, Series 2005-4A ‘A1’, 144A 2.704% 25/01/2036USD1,425,6071,374,6640.04
Bear Stearns ALT-A Trust, FRN, Series 2004-12 ‘B’ 3.13% 25/01/2035USD826,858834,1940.03
Bellemeade Re Ltd., FRN, Series 2019-2A ‘M1A’, 144A 3.43% 25/04/2029USD916,000917,0530.03
BF Mortgage Trust, FRN, Series 2019-NYT ‘D’, 144A 4.394% 15/11/2035USD2,082,0002,096,2840.07
BNC Mortgage Loan Trust, FRN, Series 2007-1 ‘A4’ 2.564% 25/03/2037USD807,052771,4780.02
BX Commercial Mortgage Trust, FRN, Series 2018-IND ‘B’, 144A 3.74% 15/11/2035USD1,533,2901,532,8120.05
BX Commercial Mortgage Trust, FRN, Series 2018-BIOA ‘E’, 144A 4.391% 15/03/2037USD2,640,0002,649,9310.09
BX Trust, FRN, Series 2017-SLCT ‘B’, 144A 3.64% 15/07/2034USD1,402,5001,402,5310.05
BX Trust, FRN, Series 2018-BILT ‘E’, 144A 4.86% 15/05/2030USD2,000,0002,011,2170.06
Caelus Re IV Ltd., FRN, 144A 7.906% 06/03/2024USD2,250,0002,224,6880.07
Caelus Re V Ltd., FRN, 144A 6.888% 05/06/2024USD1,250,000375,0000.01
Caelus Re V Ltd., FRN, 144A 8.788% 05/06/2024USD1,400,00014,280-
Caelus Re V Ltd., FRN, 144A 11.528% 05/06/2024USD300,0003,060-
CAL Funding III Ltd., Series 2017-1A ‘A’, 144A 3.62% 25/06/2042USD1,406,4001,430,9370.05
CAMB Commercial Mortgage Trust, FRN, Series 2019-LIFE ‘E’, 144A 4.59% 15/12/2037USD1,172,0001,182,2360.04
Cape Lookout Re Ltd., FRN, 144A 2.708% 09/05/2022USD750,000752,7380.02
Citigroup Commercial Mortgage Trust, FRN, Series 2013-375P ‘E’, 144A 3.518% 10/05/2035USD2,500,0002,483,9540.08
Citrus Re Ltd., FRN, 144A 7.587% 18/03/2020USD1,100,000137,500-
Citrus Re Ltd., FRN, 144A 2.678% 09/04/2020USD1,000,000275,0000.01
Citrus Re Ltd., FRN, 144A 10.028% 25/02/2021USD2,800,000910,0000.03
CK Hutchison Capital Securities 17 Ltd., Reg. S, FRN 4% PerpetualUSD1,000,0001,000,6200.03
COMM Mortgage Trust, FRN, Series 2019-521F ‘E’, 144A 4.48% 15/06/2034USD717,000716,9820.02
COMM Mortgage Trust, FRN, Series 2019-521F ‘F’, 144A 4.874% 15/06/2034USD646,000644,6290.02
Countrywide Home Equity Loan Trust, FRN, Series 2004-A ‘A’ 2.66% 15/04/2030USD39,47839,448-
CWABS Asset-Backed Certificates Trust, FRN, Series 2006-11 ‘1AF3’ 6.05% 25/09/2046USD618,696616,7820.02
CWABS Revolving Home Equity Loan Trust, FRN, Series 2004-G ‘1A’ 2.66% 15/12/2029USD214,834213,9910.01
CWABS Revolving Home Equity Loan Trust, FRN, Series 2004-J ‘1A’ 2.73% 15/12/2033USD340,443339,1770.01
CWABS Revolving Home Equity Loan Trust, FRN, Series 2004-S ‘1A’ 2.68% 15/02/2030USD351,778346,4040.01
CWABS Revolving Home Equity Loan Trust, FRN, Series 2004-C ‘NOTE’ 2.66% 15/01/2034USD293,784291,7170.01
CWHEQ Revolving Home Equity Loan Resuritization Trust, FRN, Series 2006-RES ‘4L1A’, 144A 2.72% 15/02/2034USD1,656,8011,639,4340.05
CWHEQ Revolving Home Equity Loan Resuritization Trust, FRN, Series 2006-RES ‘4L1B’, 144A 2.72% 15/02/2034USD1,469,9361,429,3540.05
CWHEQ Revolving Home Equity Loan Resuritization Trust, FRN, Series 2006-RES ‘4M1B’, 144A 2.72% 15/02/2034USD1,515,1141,480,7360.05
CWHEQ Revolving Home Equity Loan Trust, FRN, Series 2006-I ‘1A’ 2.58% 15/01/2037USD456,946437,2610.01
CWHEQ Revolving Home Equity Loan Trust, FRN, Series 2005-C ‘2A’ 2.62% 15/07/2035USD866,063840,9660.03
CWHEQ Revolving Home Equity Loan Trust, FRN, Series 2005-G ‘2A’ 2.67% 15/12/2035USD1,996,1451,974,9490.06
CWHEQ Revolving Home Equity Loan Trust, FRN, Series 2006-B ‘2A’ 2.61% 15/05/2036USD774,442768,5020.02
DBGS Mortgage Trust, FRN, Series 2019-1735 ‘D’, 144A 4.195% 10/04/2037USD725,000773,0440.02
East Lane Re VI Ltd., FRN, 144A 5.662% 13/03/2023USD1,500,0001,499,0250.05
ECAF I Ltd., Series 2015-1A ‘A1’, 144A 3.473% 15/06/2040USD438,677441,1050.01
Ellington Loan Acquisition Trust, FRN, Series 2007-2 ‘A2C’, 144A 3.53% 25/05/2037USD609,757614,2250.02
Everglades Re II Ltd., FRN, 144A 7.26% 08/05/2023USD500,000495,8250.02
First Franklin Mortgage Loan Trust, FRN, Series 2007-FFC ‘A2A’ 2.554% 25/06/2027USD911,297873,9830.03
First Franklin Mortgage Loan Trust, FRN, Series 2005-FF5 ‘M2’ 3.139% 25/05/2035USD194,020194,3250.01
Fortius RE II Ltd., FRN, 144A 6.079% 07/07/2024USD1,300,0001,256,1250.04
Frontline Re Ltd., FRN, 144A 9.389% 06/07/2026USD250,000220,8120.01
Galilei Re Ltd., FRN, 144A 9.296% 08/01/2023USD900,000891,9000.03
Galilei Re Ltd., FRN, 144A 11.146% 08/01/2023USD500,000497,5250.02
Galilei Re Ltd., FRN, 144A 8.136% 08/01/2024USD1,750,0001,728,0380.05
Galilei Re Ltd., FRN, 144A 9.316% 08/01/2024USD500,000494,3750.02
Galilei Re Ltd., FRN, 144A 11.166% 08/01/2024USD1,000,000990,7500.03
Greenwood Park CLO Ltd., FRN, Series 2018-1A ‘A2’, 144A 3.797% 15/04/2031USD2,500,0002,472,1050.08
Hilton USA Trust, FRN, Series 2016-HHV ‘E’, 144A 4.194% 05/11/2038USD3,390,0003,433,6920.11
Home Equity Asset Trust, FRN, Series 2007-3 ‘2A3’ 2.644% 25/08/2037USD1,330,7181,277,1890.04
Home Equity Asset Trust, FRN, Series 2005-7 ‘B’ 2.854% 25/01/2036USD1,266,9321,272,0170.04
Horse Capital I DAC, FRN, 144A 4% 15/06/2020EUR900,0001,027,4770.03
Horse Capital I DAC, FRN, 144A 6.25% 15/06/2020EUR1,400,0001,598,5360.05
Income Contingent Student Loans 2007-2009 plc, Reg. S, FRN, Series 2 ‘A1’ 2.05% 24/07/2058GBP1,997,0002,518,0730.08
IndyMac INDX Mortgage Loan Trust, FRN, Series 2005-AR1 ‘3A1’ 4.147% 25/03/2035USD1,035,9221,053,7940.03
J.P. Morgan Mortgage Trust, FRN, Series 2018-4 ‘A15’, 144A 3.5% 25/10/2048USD563,344570,2420.02
LCM XXIII Ltd., FRN, Series 23A ‘A1’, 144A 3.992% 20/10/2029USD1,127,0001,131,6240.04
LIAS Administration Fee Issuer LLC, Series 2018-1A ‘A’ 5.956% 25/07/2048USD1,515,7831,594,3460.05
Lion II RE Dac, FRN, 144A 3.29% 15/07/2021EUR1,145,0001,301,1160.04
Loma Reinsurance Bermuda Ltd., FRN, 144A 2.912% 08/07/2019USD900,000382,5000.01
Madison Park Funding XVIII Ltd., FRN, Series 2015-18A ‘A1R’, 144A 3.782% 21/10/2030USD2,000,0002,000,6300.06
Malaysia Government Bond 3.418% 15/08/2022MYR9,945,0002,410,2160.08
Malaysia Government Bond 3.9% 30/11/2026MYR10,140,0002,500,1660.08
Malaysia Government Bond 3.892% 15/03/2027MYR6,125,0001,508,5220.05
Manatee Re II Ltd., FRN, 144A 6.556% 09/06/2025USD1,000,000981,4500.03
Market Re Ltd., 144A 3% 08/07/2021USD450,000450,1840.01
Matterhorn Re Ltd., 144A 0% 07/12/2022USD750,000692,8130.02
Morgan Stanley Capital I Trust, FRN, Series 2018-BOP ‘E’, 144A 4.39% 15/06/2035USD2,362,0002,361,9930.08
Morgan Stanley Capital I Trust, FRN, Series 2018-SUN ‘E’, 144A 4.39% 15/07/2035USD2,394,0002,410,9220.08
Morgan Stanley Home Equity Loan Trust, FRN, Series 2006-2 ‘A4’ 2.684% 25/02/2036USD1,082,3251,084,7860.03
MSCG Trust, FRN, Series 2018-SELF ‘B’, 144A 4.59% 15/10/2037USD1,742,0001,744,7520.06
MSSG Trust, Series 2017-237P ‘E’, 144A 3.865% 13/09/2039USD2,700,0002,665,7120.09
Nakama Re Ltd., FRN, 144A 5.251% 14/01/2021USD500,000497,9750.02
Nakama Re Ltd., FRN, 144A 4.475% 13/10/2021USD500,000498,1250.02
Nakama Re Ltd., FRN, 144A 5.91% 13/10/2021USD600,000598,6500.02
Nakama Re Ltd., FRN, 144A 5.432% 13/04/2023USD750,000739,0870.02
Oakwood Mortgage Investors, Inc., FRN, Series 2002-B ‘A2’ 5.19% 15/06/2032USD204,893212,4140.01
Option One Mortgage Loan Trust, STEP, Series 2007-FXD1 ‘3A4’ 5.86% 25/01/2037USD757,973760,7660.02
RAMP Trust, FRN, Series 2005-RS5 ‘M4’ 3.044% 25/05/2035USD931,000928,7980.03
Refinitiv US Holdings, Inc., 144A 6.25% 15/05/2026USD2,575,0002,651,4260.09
Refinitiv US Holdings, Inc., 144A 8.25% 15/11/2026USD1,400,0001,438,3880.05
Residential Reinsurance 2015 Ltd., FRN, 144A 9.117% 06/12/2021USD1,125,0001,102,7810.04
SACO I Trust, FRN, Series 2006-5 ‘2A3’ 2.764% 25/05/2036USD1,022,328986,0150.03
SACO I Trust, FRN, Series 2006-6 ‘A’ 2.664% 25/06/2036USD384,755374,4990.01
Scorpio European Loan Conduit No.34 DAC, Reg. S, FRN, Series 34A ‘E’, 144A 3.962% 17/05/2029GBP503,000638,6110.02
Skyline Re Ltd., FRN 14.376% 06/01/2022USD1,250,0001,243,3420.04
Sofi Professional Loan Program LLC, Series 2018-A ‘A2B’, 144A 2.95% 25/02/2042USD1,811,0001,841,3570.06
SoFi Professional Loan Program LLC, Series 2017-E ‘A2A’, 144A 1.86% 26/11/2040USD196,826195,7740.01
SOFI PROFESSIONAL LOAN PROGRAM LLC, Series 2017-F ‘A2FX’, 144A 2.84% 25/01/2041USD1,811,0001,831,1350.06
Sofi Professional Loan Program Trust, Series 2018-B ‘A1FX’, 144A 2.64% 25/08/2047USD483,775484,9440.02
Sound Point CLO IX Ltd., FRN, Series 2015-2A ‘AR’, 144A 3.472% 20/07/2027USD650,000650,5700.02
Sound Point Clo XVI Ltd., FRN, Series 2017-2A ‘A’, 144A 3.86% 25/07/2030USD1,895,0001,895,0130.06
Structured Adjustable Rate Mortgage Loan Trust, FRN, Series 2007-5 ‘1A1’ 2.624% 25/06/2037USD959,592923,4660.03
Structured Asset Securities Corp. Mortgage Loan Trust, FRN, Series 2005-S7 ‘M1’, 144A 3.094% 25/12/2035USD319,519319,6730.01
Structured Asset Securities Corp. Mortgage Loan Trust, FRN, Series 2005-WF2 ‘M1’ 2.974% 25/05/2035USD1,334,9821,334,3190.04
Textainer Marine Containers V Ltd., Series 2017-2A ‘A’, 144A 3.52% 20/06/2042USD1,511,6761,521,0590.05
Towd Point Mortgage Trust, FRN, Series 2017-1 ‘A1’, 144A 2.75% 25/10/2056USD731,601734,8200.02
Triton Container Finance V LLC, Series 2018-1A ‘A’, 144A 3.95% 20/03/2043USD728,875746,3690.02
Ursa Re Ltd., FRN, 144A 6% 27/06/2020USD900,000893,8350.03
Ursa Re Ltd., FRN, 144A 7.71% 10/12/2020USD1,550,0001,534,8880.05
Ursa Re Ltd., FRN, 144A 4% 10/12/2022USD1,750,0001,732,4120.06
Ursa Re Ltd., FRN, 144A 7.278% 24/09/2024USD2,000,0001,946,1000.06
US Treasury Bill 0% 06/08/2019USD5,476,0005,463,6650.18
US Treasury Bill 0% 29/08/2019USD700,000697,4700.02
US Treasury Bill 0% 05/09/2019USD2,700,0002,689,1020.09
US Treasury Bill 0% 26/09/2019USD1,500,0001,492,1440.05
US Treasury Bill 0% 10/10/2019USD4,000,0003,976,2970.13
US Treasury Bill 0% 17/10/2019USD8,000,0007,949,6180.26
US Treasury Bill 0% 24/10/2019USD1,750,0001,738,7000.06
Voya CLO Ltd., FRN, Series 2018-1A ‘A1’, 144A 3.711% 19/04/2031USD2,000,0001,976,0200.06
Voya CLO Ltd., FRN, Series 2017-3A ‘A1A’, 144A 3.991% 20/07/2030USD2,500,0002,502,4520.08
Voya Financial, Inc., FRN 4.7% 23/01/2048USD1,240,0001,133,8130.04
WaMu Mortgage Pass-Through Certificates Trust, FRN, Series 2005-AR11 ‘A1A’ 2.724% 25/08/2045USD1,094,0281,100,6230.04
WaMu Mortgage Pass-Through Certificates Trust, FRN, Series 2004-AR4 ‘A6’ 4.113% 25/06/2034USD741,933752,5000.02
WaMu Mortgage Pass-Through Certificates Trust, FRN, Series 2005-AR13 ‘B’ 2.694% 25/10/2045USD2,611,4702,606,8050.08
Woodside Finance Ltd., Reg. S 3.7% 15/09/2026USD1,000,0001,016,7990.03
166,263,4505.34
各種電気通信サービス
CCO Holdings LLC, 144A 5.125% 01/05/2023USD3,740,0003,829,1800.12
CCO Holdings LLC, 144A 5% 01/02/2028USD5,600,0005,706,9880.18
CCO Holdings LLC, 144A 5.375% 01/06/2029USD12,038,00012,430,5590.40
Qualitytech LP, 144A 4.75% 15/11/2025USD3,475,0003,440,2500.11
Verizon Communications, Inc., FRN 3.073% 22/05/2020USD5,000,0005,018,5250.16
Virgin Media Secured Finance plc, 144A 5.5% 15/08/2026USD3,030,0003,146,1700.10
33,571,6721.07
電力
Enel Finance International NV, 144A 2.875% 25/05/2022USD3,000,0003,015,4200.10
3,015,4200.10
電気機器
Sensata Technologies BV, 144A 5.625% 01/11/2024USD1,465,0001,585,8630.05
Sensata Technologies BV, 144A 5% 01/10/2025USD3,005,0003,140,2250.10
Vertiv Group Corp., 144A 10% 15/05/2024USD2,905,0002,941,3120.09
Vertiv Group Corp., 144A 9.25% 15/10/2024USD473,000456,4450.01
Vertiv Intermediate Holding Corp., 144A 12% 15/02/2022USD4,864,0004,669,4400.15
12,793,2850.40
エネルギー機器およびサービス
Archrock Partners LP, 144A 6.875% 01/04/2027USD935,000982,2920.03
Calfrac Holdings LP, 144A 8.5% 15/06/2026USD2,025,0001,427,6250.05
Nabors Industries, Inc. 5.75% 01/02/2025USD3,031,0002,701,0450.09
Transocean, Inc., 144A 7.5% 15/01/2026USD2,309,0002,211,6180.07
7,322,5800.24
娯楽
Netflix, Inc. 4.875% 15/04/2028USD1,480,0001,530,9050.05
1,530,9050.05
出資型不動産投資信託(エクイティ・リート)
Alexandria Real Estate Equities, Inc., REIT 4% 15/01/2024USD699,000739,1990.02
CyrusOne LP, REIT 5% 15/03/2024USD925,000954,0360.03
CyrusOne LP, REIT 5.375% 15/03/2027USD770,000811,0330.03
GLP Capital LP, REIT 5.375% 15/04/2026USD4,420,0004,769,6660.15
MGM Growth Properties Operating Partnership LP, REIT, 144A 5.75% 01/02/2027USD1,650,0001,777,0910.06
MGM Growth Properties Operating Partnership LP, REIT 4.5% 15/01/2028USD4,400,0004,377,8020.14
Sabra Health Care LP, REIT 5.375% 01/06/2023USD8,635,0008,807,7000.28
Sabra Health Care LP, REIT 5.125% 15/08/2026USD1,690,0001,754,9970.06
SBA Communications Corp., REIT 4.875% 01/09/2024USD3,730,0003,844,5670.12
27,836,0910.89
食品および必需品小売
Albertsons Cos. LLC, 144A 7.5% 15/03/2026USD5,770,0006,174,9670.20
6,174,9670.20
食品
Darling Ingredients, Inc., 144A 5.25% 15/04/2027USD2,325,0002,423,8130.08
Grupo Bimbo SAB de CV, FRN, 144A 5.95% PerpetualUSD2,250,0002,363,1860.08
Grupo Bimbo SAB de CV, Reg. S, FRN 5.95% PerpetualUSD4,000,0004,198,7600.13
JBS Investments GmbH, 144A 6.25% 05/02/2023USD610,000623,8100.02
JBS USA LUX SA, 144A 6.5% 15/04/2029USD2,337,0002,546,6170.08
Lamb Weston Holdings, Inc., 144A 4.875% 01/11/2026USD6,055,0006,312,3370.20
Post Holdings, Inc., 144A 5% 15/08/2026USD4,780,0004,859,2290.16
Post Holdings, Inc., 144A 5.5% 15/12/2029USD2,137,0002,147,3000.07
25,475,0520.82
ヘルスケア機器および用品
Hologic, Inc., 144A 4.375% 15/10/2025USD550,000557,5790.02
Hologic, Inc., 144A 4.625% 01/02/2028USD3,360,0003,419,3380.11
3,976,9170.13
ヘルスケア事業およびサービス
Acadia Healthcare Co., Inc. 5.625% 15/02/2023USD2,835,0002,893,7980.09
Cigna Corp., 144A 3.4% 17/09/2021USD462,000471,1220.02
CVS Health Corp. 3.35% 09/03/2021USD1,500,0001,521,2100.05
Eagle Holding Co. II LLC, 144A 7.75% 15/05/2022USD1,207,0001,222,9990.04
RegionalCare Hospital Partners Holdings, Inc., 144A 9.75% 01/12/2026USD2,680,0002,840,6260.09
Team Health Holdings, Inc., 144A 6.375% 01/02/2025USD2,830,0002,150,8000.07
11,100,5550.36
ホテル、レストランおよびレジャー
Boyd Gaming Corp. 6% 15/08/2026USD3,280,0003,457,4150.11
Caesars Resort Collection LLC, 144A 5.25% 15/10/2025USD5,115,0005,114,2330.16
Cedar Fair LP, 144A 5.25% 15/07/2029USD3,733,0003,812,5130.12
Eldorado Resorts, Inc. 6% 01/04/2025USD3,500,0003,687,6000.12
Eldorado Resorts, Inc. 6% 15/09/2026USD1,321,0001,443,0210.05
Golden Entertainment, Inc., 144A 7.625% 15/04/2026USD3,597,0003,695,9170.12
Golden Nugget, Inc., 144A 6.75% 15/10/2024USD3,968,0004,077,1200.13
Golden Nugget, Inc., 144A 8.75% 01/10/2025USD1,555,0001,628,8620.05
International Game Technology plc, 144A 6.5% 15/02/2025USD7,842,0008,537,9780.28
Jack Ohio Finance LLC, 144A 6.75% 15/11/2021USD3,985,0004,104,0120.13
Marriott International, Inc., FRN 3.12% 01/12/2020USD1,055,0001,057,8540.03
MGM China Holdings Ltd., Reg. S 5.375% 15/05/2024USD200,000204,6970.01
Scientific Games International, Inc., 144A 5% 15/10/2025USD4,265,0004,317,3960.14
Scientific Games International, Inc., 144A 8.25% 15/03/2026USD1,118,0001,174,8000.04
VOC Escrow Ltd., 144A 5% 15/02/2028USD5,715,0005,781,6080.19
Wynn Las Vegas LLC, 144A 5.25% 15/05/2027USD1,455,0001,459,9830.05
53,555,0091.73
家庭用耐久財
Newell Brands, Inc. 3.85% 01/04/2023USD1,000,0001,015,1700.03
Williams Scotsman International, Inc., 144A 6.875% 15/08/2023USD4,414,0004,584,7340.15
5,599,9040.18
独立系発電および再生エネルギー事業者
Calpine Corp., 144A 5.25% 01/06/2026USD1,945,0001,981,4690.06
1,981,4690.06
財閥
General Electric Co., FRN 5% PerpetualUSD6,724,0006,465,6300.21
6,465,6300.21
保険
Aegon NV, Reg. S, FRN 2.582% PerpetualUSD4,490,0002,941,9150.09
Ambac LSNI LLC, FRN, 144A 7.592% 12/02/2023USD3,958,3154,022,6380.13
Atlas Capital UK 2018 plc, FRN, 144A 8.36% 09/06/2025USD1,850,0001,831,9630.06
Atmos RE Dac, FRN, 144A 4.5% 10/11/2022EUR750,000853,1990.03
Bonanza RE Ltd., FRN, 144A 7.763% 30/12/2022USD250,000246,2370.01
Cal Phoenix Re Ltd., FRN, 144A 9.835% 13/08/2026USD1,000,00070,000-
FloodSmart Re Ltd., FRN, 144A 13.587% 06/08/2024USD1,350,0001,320,6370.04
FloodSmart Re Ltd., FRN, 144A 15.837% 06/08/2024USD800,000782,4400.02
Hexagon Reinsurance DAC, FRN, 144A 6.349% 17/01/2025EUR1,150,0001,298,2690.04
Hexagon Reinsurance DAC, FRN, 144A 7.909% 17/01/2025EUR1,250,0001,413,1710.05
Integrity Re Ltd., FRN, 144A 6.548% 10/06/2024USD1,650,0001,636,8820.05
MetroCat Re Ltd., FRN, 144A 6.122% 08/05/2020USD250,000249,9370.01
Progressive Corp. (The), FRN 5.375% PerpetualUSD2,235,0002,287,5450.07
Residential Reinsurance 2016 Ltd., FRN, 144A 5.587% 06/06/2023USD1,500,0001,487,0250.05
Residential Reinsurance 2016 Ltd., FRN, 144A 7.087% 06/06/2023USD1,750,0001,076,2500.04
Residential Reinsurance 2016 Ltd., FRN, 144A 7.537% 06/12/2023USD900,000873,9450.03
Residential Reinsurance 2017 Ltd., FRN, 144A 7.387% 06/06/2024USD750,000461,2500.02
Residential Reinsurance 2017 Ltd., FRN, 144A 15.057% 06/12/2024USD450,000436,9720.01
Residential Reinsurance 2018 Ltd., 144A 0% 06/06/2022USD1,350,000114,750-
Residential Reinsurance 2018 Ltd., 144A 0% 06/12/2022USD400,000330,7200.01
Residential Reinsurance 2018 Ltd., FRN, 144A 13.837% 06/12/2025USD688,000668,0140.02
SD Re Ltd., FRN, 144A 6.432% 19/10/2028USD1,000,000972,7500.03
Vitality Re VIII Ltd., FRN, 144A 4.126% 08/01/2022USD850,000852,7620.03
Vitality Re VIII Ltd., FRN, 144A 4.376% 08/01/2022USD600,000602,0700.02
Vitality Re X Ltd., FRN, 144A 4.126% 10/01/2024USD500,000502,5750.02
Vitality Re X Ltd., FRN, 144A 4.376% 10/01/2024USD250,000251,4630.01
27,585,3790.89
双方向メディアサービス
Match Group, Inc., 144A 5.625% 15/02/2029USD8,768,0009,250,2400.30
9,250,2400.30
インターネットおよびダイレクト・マーケティング販売
GrubHub Holdings, Inc., 144A 5.5% 01/07/2027USD2,381,0002,449,5730.08
2,449,5730.08
ITサービス
Tempo Acquisition LLC, 144A 6.75% 01/06/2025USD3,039,0003,130,1700.10
3,130,1700.10
機械
Titan Acquisition Ltd., 144A 7.75% 15/04/2026USD7,593,0006,871,5130.22
6,871,5130.22
マスメディア
Charter Communications Operating LLC 4.464% 23/07/2022USD330,000345,8230.01
Comcast Corp. 3.125% 15/07/2022USD1,250,0001,284,7560.04
CSC Holdings LLC, 144A 5.5% 15/04/2027USD3,575,0003,752,4450.12
CSC Holdings LLC, 144A 5.375% 01/02/2028USD1,980,0002,052,8340.07
CSC Holdings LLC, 144A 6.5% 01/02/2029USD4,423,0004,810,1230.15
CSC Holdings LLC 5.5% 15/05/2026USD1,998,0002,092,9050.07
DISH DBS Corp. 5% 15/03/2023USD6,855,0006,599,7200.21
DISH DBS Corp. 7.75% 01/07/2026USD1,479,0001,444,0660.05
Nexstar Escrow, Inc., 144A 5.625% 15/07/2027USD500,000512,8150.02
Radiate Holdco LLC, 144A 6.875% 15/02/2023USD2,107,0002,107,0000.07
Radiate Holdco LLC, 144A 6.625% 15/02/2025USD3,355,0003,245,9620.10
Sirius XM Radio, Inc., 144A 4.625% 15/07/2024USD2,668,0002,717,2510.09
Sirius XM Radio, Inc., 144A 5.375% 15/04/2025USD5,700,0005,887,9010.19
Sirius XM Radio, Inc., 144A 5.375% 15/07/2026USD905,000938,6480.03
Sirius XM Radio, Inc., 144A 5% 01/08/2027USD1,345,0001,367,0240.04
39,159,2731.26
金属および採鉱
BHP Billiton Finance USA Ltd., Reg. S, FRN 6.75% 19/10/2075USD1,761,0002,007,0380.07
Constellium NV, 144A 5.875% 15/02/2026USD6,043,0006,225,9520.20
Galileo Re Ltd., FRN, 144A 19.885% 06/11/2020USD500,000495,6750.02
Hudbay Minerals, Inc., 144A 7.25% 15/01/2023USD3,560,0003,673,9200.12
Newcrest Finance Pty. Ltd., Reg. S 5.75% 15/11/2041USD1,000,0001,114,5150.04
13,517,1000.45
マルチリテール
JC Penney Corp., Inc., 144A 8.625% 15/03/2025USD3,510,0001,726,5690.06
1,726,5690.06
石油、ガスおよび消耗燃料
Alta Mesa Holdings LP 7.875% 15/12/2024USD1,170,000455,8200.01
Cheniere Energy Partners LP, 144A 5.625% 01/10/2026USD11,874,00012,552,3620.40
CNOOC Finance 2015 USA LLC 3.75% 02/05/2023USD1,240,0001,284,1130.04
CrownRock LP, 144A 5.625% 15/10/2025USD1,955,0001,955,0000.06
Enbridge, Inc., FRN 6% 15/01/2077USD3,375,0003,398,3040.11
Enbridge, Inc., FRN 6.25% 01/03/2078USD4,328,0004,360,3520.14
Endeavor Energy Resources LP, 144A 5.5% 30/01/2026USD185,000191,9200.01
Endeavor Energy Resources LP, 144A 5.75% 30/01/2028USD1,495,0001,586,5690.05
Energy Transfer Operating LP 4.25% 15/03/2023USD3,550,0003,702,2770.12
Energy Transfer Operating LP 4.2% 15/09/2023USD2,000,0002,096,9300.07
Energy Transfer Operating LP, FRN 6.25% PerpetualUSD8,919,0008,344,6160.27
Energy Transfer Operating LP, FRN 6.625% PerpetualUSD2,080,0001,944,5500.06
EnLink Midstream Partners LP, FRN 6% PerpetualUSD8,546,0006,941,5310.22
Jagged Peak Energy LLC 5.875% 01/05/2026USD1,545,0001,510,2380.05
Oasis Petroleum, Inc., 144A 6.25% 01/05/2026USD2,769,0002,701,4500.09
Parkland Fuel Corp., 144A 5.875% 15/07/2027USD1,375,0001,392,1880.04
Parsley Energy LLC, 144A 5.625% 15/10/2027USD967,0001,012,9910.03
Sabine Pass Liquefaction LLC 5.625% 01/02/2021USD4,000,0004,155,2200.13
Sinopec Group Overseas Development 2018 Ltd., Reg. S 3.75% 12/09/2023USD1,200,0001,247,4960.04
Targa Resources Partners LP 5.125% 01/02/2025USD1,551,0001,602,7410.05
TransCanada PipeLines Ltd., FRN 4.728% 15/05/2067USD7,207,0005,598,2900.18
Vine Oil & Gas LP, 144A 9.75% 15/04/2023USD4,288,0002,744,3200.09
70,779,2782.26
製薬
Bausch Health Cos., Inc., 144A 7% 15/03/2024USD3,665,0003,899,1020.12
Bausch Health Cos., Inc., 144A 5.5% 01/11/2025USD2,044,0002,128,7540.07
Bausch Health Cos., Inc., 144A 5.75% 15/08/2027USD839,000880,9120.03
Bayer US Finance II LLC, 144A 4.25% 15/12/2025USD1,695,0001,790,7000.06
Bristol-Myers Squibb Co., 144A 2.6% 16/05/2022USD5,400,0005,466,4470.18
Catalent Pharma Solutions, Inc., 144A 5% 15/07/2027USD2,388,0002,423,8200.08
16,589,7350.54
道路および鉄道
Avolon Holdings Funding Ltd., 144A 3.625% 01/05/2022USD1,956,0001,981,7610.06
1,981,7610.06
半導体および半導体装置
Broadcom, Inc., 144A 3.125% 15/10/2022USD3,000,0003,016,1400.10
3,016,1400.10
ソフトウェア
CDK Global, Inc., 144A 5.25% 15/05/2029USD1,489,0001,540,0580.05
1,540,0580.05
専門店および小売り
eG Global Finance plc, 144A 6.75% 07/02/2025USD6,238,0006,238,0000.20
Party City Holdings, Inc., 144A 6.125% 15/08/2023USD3,275,0003,283,1870.11
9,521,1870.31
テクノロジー・ハードウェアおよび周辺機器
Dell International LLC, 144A 4% 15/07/2024USD3,000,0003,061,5150.10
Everi Payments, Inc., 144A 7.5% 15/12/2025USD4,135,0004,321,0750.14
7,382,5900.24
繊維、衣料および高級品
Hanesbrands, Inc., 144A 4.875% 15/05/2026USD2,665,0002,769,1480.09
2,769,1480.09
貯蓄および住宅ローン金融
Alba plc, Reg. S, FRN, Series 2007-1 ‘A3’ 1.016% 17/03/2039GBP1,685,2162,018,3280.07
Alba plc, Reg. S, FRN, Series 2006-2 ‘A3A’ 0.956% 15/12/2038GBP881,9101,054,5870.03
BPCE SA, 144A 3% 22/05/2022USD2,500,0002,525,0870.08
Conseco Finance Corp., FRN, Series 1996-10 ‘M1’ 7.24% 15/11/2028USD1,073,4701,130,1770.04
Countrywide Asset-Backed Certificates, FRN, Series 2006-13 ‘1AF3’ 4.323% 25/01/2037USD1,000,6321,004,0260.03
Countrywide Asset-Backed Certificates, FRN, Series 2006-13 ‘1AF4’ 4.323% 25/01/2037USD618,116630,5110.02
Countrywide Asset-Backed Certificates, Series 2007-4 ‘B’ 4.678% 25/04/2047USD2,168,2582,271,8700.07
Countrywide Asset-Backed Certificates, FRN, Series 2005-10 ‘MV4’ 3.304% 25/02/2036USD1,350,0001,360,4840.04
Eurohome UK Mortgages plc, Reg. S, FRN, Series 2007-2 ‘A2’ 1.035% 15/09/2044GBP949,7001,196,7910.04
FHLMC Structured Agency Credit Risk Debt Notes, FRN, Series 2015-HQA2 ‘M2’ 5.204% 25/05/2028USD324,147328,7090.01
FHLMC Structured Agency Credit Risk Debt Notes, FRN, Series 2014-DN2 ‘M3’ 6.004% 25/04/2024USD2,775,0002,951,3840.09
FHLMC Structured Agency Credit Risk Debt Notes, FRN, Series 2014-HQ2 ‘M3’ 6.154% 25/09/2024USD1,900,0002,071,0190.07
FHLMC Structured Agency Credit Risk Debt Notes, FRN, Series 2015-DNA3 ‘M3’ 7.104% 25/04/2028USD1,172,0001,302,6790.04
FHLMC Structured Agency Credit Risk Debt Notes, FRN, Series 2015-DNA3 ‘M3F’ 6.104% 25/04/2028USD638,000704,2850.02
FNMA, FRN, Series 2014-C02 ‘1M2’ 5.03% 25/05/2024USD779,475805,6260.03
FNMA, FRN, Series 2014-C03 ‘1M2’ 5.43% 25/07/2024USD1,451,6501,522,2220.05
FNMA, FRN, Series 2014-C04 ‘1M2’ 7.33% 25/11/2024USD1,347,4111,486,0790.05
FNMA, FRN, Series 2016-C07 ‘2M2U’ 3.58% 25/05/2029USD448,348447,4550.01
Morgan Stanley Mortgage Loan Trust, FRN, Series 2005-5AR ‘1M3’ 3.255% 25/09/2035USD526,000518,1870.02
Paragon Mortgages No. 10 plc, Reg. S, FRN, Series 10X ‘B’ 1.165% 15/06/2041GBP1,703,9992,089,2940.07
RMAC Securities No. 1 plc, Reg. S, FRN, Series 2006-NS4X ‘A3A’ 1.015% 12/06/2044GBP2,102,1872,529,9000.08
SACO I Trust, FRN, Series 2006-3 ‘A1’ 2.764% 25/04/2036USD243,077239,3670.01
30,188,0670.97
たばこ
BAT International Finance plc, 144A 2.75% 15/06/2020USD3,450,0003,457,0550.11
Pyxus International, Inc., 144A 8.5% 15/04/2021USD3,760,0003,835,2000.12
7,292,2550.23
商社および流通
H&E Equipment Services, Inc. 5.625% 01/09/2025USD3,225,0003,322,9270.11
HD Supply, Inc., 144A 5.375% 15/10/2026USD3,189,0003,364,7300.11
Herc Holdings, Inc., 144A 5.5% 15/07/2027USD3,286,0003,296,0060.11
9,983,6630.33
無線電気通信サービス
T-Mobile USA, Inc. 6.375% 01/03/2025USD6,000,0006,227,1900.20
T-Mobile USA, Inc. 6.5% 15/01/2026USD2,300,0002,480,2630.08
T-Mobile USA, Inc. 4.75% 01/02/2028USD1,475,0001,518,3500.05
10,225,8030.33
社債合計810,064,98526.05
転換社債
航空
GOL Equity Finance SA, 144A 3.75% 15/07/2024USD2,750,0002,856,5900.09
2,856,5900.09
資本市場
Ares Capital Corp. 3.75% 01/02/2022USD2,478,0002,499,0800.08
2,499,0800.08
通信機器
Lumentum Holdings, Inc. 0.25% 15/03/2024USD2,906,0003,319,9310.11
3,319,9310.11
建設および土木
Dycom Industries, Inc. 0.75% 15/09/2021USD2,606,0002,558,0140.08
RLCONS 1.5% 21/12/2021CNH10,000,0001,448,2440.05
Shimizu Corp., Reg. S 0% 16/10/2020JPY170,000,0001,583,5480.05
5,589,8060.18
消費者金融
Qudian, Inc., 144A 1% 01/07/2026USD1,153,0001,201,3220.04
1,201,3220.04
娯楽
Live Nation Entertainment, Inc. 2.5% 15/03/2023USD2,325,0002,760,3560.09
2,760,3560.09
ヘルスケア事業およびサービス
Ship Healthcare Holdings, Inc., Reg. S 0% 13/12/2023JPY190,000,0001,926,5610.06
1,926,5610.06
ホテル、レストランおよびレジャー
HIS Co. Ltd., Reg. S 0% 15/11/2024JPY290,000,0002,670,0910.09
Huazhu Group Ltd. 0.375% 01/11/2022USD2,145,0002,317,2760.07
4,987,3670.16
双方向メディアサービス
Momo, Inc., 144A 1.25% 01/07/2025USD3,861,0003,676,8500.12
YY, Inc., 144A 1.375% 15/06/2026USD4,200,0004,271,7360.14
7,948,5860.26
インターネットおよびダイレクト・マーケティング販売
Booking Holdings, Inc. 0.9% 15/09/2021USD2,531,0002,875,6720.09
Ctrip.com International Ltd. 1.99% 01/07/2025USD2,531,0002,763,5230.09
MercadoLibre, Inc., 144A 2% 15/08/2028USD2,850,0004,396,7950.14
10,035,9900.32
ライフサイエンス機器およびサービス
Illumina, Inc., 144A 0% 15/08/2023USD2,375,0002,711,7040.09
2,711,7040.09
機械
Meritor, Inc. 3.25% 15/10/2037USD3,080,0003,234,0000.10
3,234,0000.10
マスメディア
Liberty Latin America Ltd., 144A 2% 15/07/2024USD4,400,0004,421,0100.14
4,421,0100.14
石油、ガスおよび消耗燃料
Cheniere Energy, Inc. 4.25% 15/03/2045USD3,060,0002,395,4900.08
Oasis Petroleum, Inc. 2.625% 15/09/2023USD765,000696,0540.02
3,091,5440.10
製薬
Jazz Investments I Ltd. 1.5% 15/08/2024USD1,586,0001,548,6180.05
1,548,6180.05
専門サービス
FTI Consulting, Inc., 144A 2% 15/08/2023USD1,607,0001,721,4340.06
1,721,4340.06
半導体および半導体装置
Microchip Technology, Inc. 1.625% 15/02/2027USD2,600,0003,082,4300.10
NXP Semiconductors NV 1% 01/12/2019USD2,478,0002,637,4960.08
5,719,9260.18
転換社債合計65,573,8252.11
株式
家庭用耐久財
Midea Group Co. Ltd. ‘A’CNH301,8002,282,4460.07
2,282,4460.07
株式合計2,282,4460.07
その他の規制市場で取引される譲渡可能証券
および短期金融市場証券の合計		877,921,25628.23
その他の譲渡可能証券および短期金融市場証券
社債
各種金融サービス
Atlas IX Capital DAC, FRN, 144A 2.533% 08/07/2019*USD750,000555,4500.02
555,4500.02
社債合計555,4500.02
株式
化学
China Lumena New Materials Corp.*HKD4,552,000--
--
金属および採鉱
China Metal Recycling Holdings Ltd*HKD62,400--
--
株式合計--
その他の譲渡可能証券および
短期金融市場証券の合計		555,4500.02
認可された譲渡可能証券の集団投資事業またはその他の集団投資事業
集団投資スキーム-AIF
資本市場
BioPharma Credit plc (The) FundUSD6,400,1636,784,1730.22
6,784,1730.22
クローズド・エンド型投資信託
BBGI SICAV SAGBP6,434,56512,450,2910.40
Fair Oaks Income Ltd.USD2,997,7232,495,6040.08
GCP Infrastructure Investments Ltd.GBP6,079,2609,860,4610.32
HICL Infrastructure plcGBP665,9531,353,7490.04
International Public Partnerships Ltd.GBP2,771,2015,244,2300.17
Starwood European Real Estate Finance Ltd.GBP9,244,03012,038,1540.39
43,442,4891.40
株式ファンド
Sequoia Economic Infrastructure Income Fund Ltd.GBP1,574,6082,270,2120.07
2,270,2120.07
集団投資スキーム-AIF合計52,496,8741.69
集団投資スキーム-UCITS
アセットアロケーションファンド
Schroder ISF Multi-Asset Growth and Income - Class I EUR Hedged AccEUR50,3867,420,1640.24
7,420,1640.24
株式ファンド
Neuberger Berman CLO Income Fund - USD I2 Distributing ClassUSD336,8733,452,9450.11
Schroder ISF China A - Class I AccUSD315,36133,209,8311.07
Schroder ISF Emerging Multi-Asset Income - Class I DistUSD339,59731,167,8991.00
67,830,6752.18
集団投資スキーム-UCITS合計75,250,8392.42
上場投資信託(ETF)
デットファンド
iShares EUR High Yield Corp. Bond FundEUR1,089,886130,338,4724.19
130,338,4724.19
ETF合計130,338,4724.19
認可された譲渡可能証券の集団投資事業
またはその他の集団投資事業の合計		258,086,1858.30
投資総額2,981,145,01395.87
現金122,100,9533.93
その他資産/(負債)6,181,9140.20
純資産総額3,109,427,880100.00
*公正価値に基づき評価されております。

2019年6月30日現在の財務諸表注記
外国為替先渡契約明細表
未決済の外国為替先渡契約は、契約満期日に適用する先物為替相場を参照し、2019年6月28日に入手可能な直近価格で評価される。未実現評価益/(損)は連結貸借対照表の「未実現評価益/(損)―外国為替先渡契約」に記載されている。2019年6月30日時点で、当サブファンドは以下の未決済の外国為替先渡契約を保有していた。
買い
通貨		買建額売り
通貨		売建額満期日カウンター・パーティ未実現評価益/(損)
米ドル		純資産構成比
(%)
RUB61,800,000USD940,6142019年7月1日Standard Chartered41,962-
ZAR1,650,000USD113,8832019年7月1日Bank of America2,764-
ZAR32,850,000USD2,249,7532019年7月1日Goldman Sachs72,589-
THB21,500,000USD678,3082019年7月3日Nomura22,611-
USD1,989,348COP6,350,000,0002019年7月3日J.P. Morgan2,687-
CAD14,878,000USD11,311,9042019年7月11日HSBC57,670-
DKK97,770,000USD14,824,8852019年7月11日Bank of America100,800-
EUR31,411,000USD35,542,6742019年7月11日J.P. Morgan246,0490.01
JPY23,857,366,000USD220,465,1392019年7月11日J.P. Morgan1,081,9250.03
NOK152,150,000USD17,804,3012019年7月11日RBC52,419-
NZD3,420,000USD2,254,6102019年7月11日Goldman Sachs40,705-
USD192,629,958GBP151,259,6322019年7月11日Standard Chartered365,8240.01
USD80,601,196JPY8,670,826,0002019年7月11日Citibank81,157-
EUR1,068,707USD1,193,0522019年7月19日J.P. Morgan25,434-
EUR2,781,293USD3,113,5572019年7月19日Standard Chartered57,534-
CZK31,070,000USD1,353,2932019年7月30日BNP Paribas38,168-
MXN6,670,520USD346,3342019年7月30日Barclays142-
MXN6,570,960USD340,7662019年7月30日Deutsche Bank539-
MXN12,718,520USD659,6532019年7月30日State Street964-
RUB88,300,000USD1,355,3842019年7月30日Barclays42,791-
THB85,190,000USD2,665,0192019年7月30日HSBC114,450-
BRL1,970,000USD508,9122019年8月2日Barclays4,146-
BRL3,100,000USD777,7582019年8月2日BNP Paribas29,592-
BRL8,010,000USD2,049,7962019年8月2日Morgan Stanley36,293-
MYR8,280,000USD1,991,1032019年8月8日Morgan Stanley11,406-
PHP213,310,000USD4,055,3622019年8月8日HSBC100,560-
IDR11,400,000,000USD777,4672019年8月9日HSBC25,469-
MXN5,868,000USD304,0422019年8月9日State Street215-
RUB89,753,665USD1,401,9942019年8月9日Goldman Sachs17,026-
RUB30,261,335USD464,4302019年8月9日UBS14,006-
CZK17,265,000USD760,2552019年8月13日BNP Paribas13,126-
JPY110,300,000USD1,009,7952019年8月13日Citibank17,093-
PLN4,365,000USD1,144,8102019年8月13日BNP Paribas26,024-
USD6,671,006EUR5,790,0002019年8月22日Morgan Stanley51,085-
CLP667,200,000USD956,2032019年8月23日J.P. Morgan25,551-
EGP8,900,000USD512,0832019年8月28日Goldman Sachs11,866-
HUF178,000,000USD620,1872019年8月28日J.P. Morgan8,867-
MXN9,786,000USD503,7422019年8月28日J.P. Morgan1,956-
PLN3,430,000USD907,0832019年8月28日BNP Paribas13,239-
PLN7,870,000USD2,086,4162019年8月28日Citibank25,227-
PLN7,490,000USD1,971,6832019年8月28日Goldman Sachs38,000-
THB21,600,000USD689,1842019年8月28日HSBC15,965-
ZAR13,500,000USD924,4742019年9月3日Bank of America22,151-
ZAR31,860,000USD2,220,7202019年9月3日Barclays13,314-
JPY110,000,000USD1,018,4952019年9月4日HSBC7,235-
HUF117,000,000USD407,8932019年9月5日J.P. Morgan5,779-
MYR7,290,000USD1,757,5812019年9月6日Goldman Sachs4,566-
PHP63,970,000USD1,227,8312019年9月6日Standard Chartered16,613-
IDR23,100,000,000USD1,599,1692019年9月10日HSBC20,510-
CLP788,448,000USD1,136,6652019年9月13日J.P. Morgan23,537-
COP4,378,420,000USD1,341,2222019年9月13日BNP Paribas22,586-
BRL2,000,000USD514,9992019年9月16日Barclays3,575-
外国為替先渡契約未実現評価益 - 資産3,075,7620.05
シェアクラスごとのヘッジ
AUD145,465,599USD100,701,0682019年7月31日HSBC1,340,7240.04
CHF2,890,063USD2,953,1752019年7月31日HSBC18,230-
CNH3,078,392USD447,6602019年7月31日HSBC107-
EUR840,657,438USD953,035,5062019年7月31日HSBC6,423,9780.21
GBP246,823,108USD313,520,1422019年7月31日HSBC536,5970.02
NOK109,762USD12,8442019年7月31日HSBC47-
PLN17,762,370USD4,717,4302019年7月31日HSBC45,697-
SEK285,439USD30,4922019年7月31日HSBC338-
SGD320,615,052USD236,455,9742019年7月31日HSBC648,2700.02
USD10,243,098EUR8,970,2982019年7月31日HSBC5,114-
USD708,569GBP556,2522019年7月31日HSBC797-
USD150NOK1,2802019年7月31日HSBC--
USD1SEK112019年7月31日HSBC--
為替ヘッジ付きシェアクラスの純資産額における外国為替先渡契約に係る
未実現評価益-資産		9,019,8990.29
外国為替先渡契約未実現評価益- 資産合計12,095,6610.34
USD940,210RUB61,800,0002019年7月1日Bank of America(42,366)-
USD1,344,349ZAR19,900,0002019年7月1日Barclays(62,488)-
USD1,009,158ZAR14,600,0002019年7月1日State Street(22,994)-
COP6,350,000,000USD2,009,9392019年7月3日HSBC(23,278)-
USD9,195,836EUR8,112,0002019年7月10日J.P. Morgan(45,934)-
USD2,050,009EUR1,808,0002019年7月10日State Street(9,794)-
GBP8,945,111USD11,371,0072019年7月11日J.P. Morgan(994)-
USD31,911,692AUD45,651,0002019年7月11日BNP Paribas(88,532)-
USD11,149,090CAD14,878,0002019年7月11日J.P. Morgan(220,484)(0.01)
USD14,788,459DKK97,770,0002019年7月11日J.P. Morgan(137,226)(0.01)
USD30,577,342EUR27,216,0002019年7月11日Barclays(431,727)(0.01)
USD229,514,202EUR203,311,0652019年7月11日UBS(2,132,143)(0.07)
USD30,530,484JPY3,303,722,0002019年7月11日Standard Chartered(148,926)-
USD17,517,716NOK152,150,0002019年7月11日State Street(339,004)(0.01)
USD2,266,246NZD3,420,0002019年7月11日State Street(29,069)-
USD6,184RUB404,3632019年7月11日Standard Chartered(237)-
USD2,927SGD4,0002019年7月11日J.P. Morgan(30)-
USD217,726CHF220,0002019年7月19日State Street(8,199)-
USD11,856,241EUR10,500,0002019年7月19日State Street(115,330)-
USD12,378,199GBP9,801,3432019年7月24日State Street(88,499)-
USD1,345,534CZK31,070,0002019年7月30日HSBC(45,927)-
USD1,341,925INR95,800,0002019年7月30日Barclays(40,959)-
USD841,142INR59,200,0002019年7月30日BNP Paribas(13,416)-
USD1,334,293MXN25,960,0002019年7月30日UBS(14,105)-
USD1,342,353RUB88,300,0002019年7月30日Goldman Sachs(55,822)-
USD1,006,471THB31,980,0002019年7月30日HSBC(36,931)-
USD3,221,122BRL12,730,0002019年8月2日Goldman Sachs(94,223)-
USD85,148BRL350,0002019年8月2日J.P. Morgan(6,005)-
USD1,005,931MYR4,240,0002019年8月8日Morgan Stanley(19,508)-
USD3,039,991PHP160,505,0002019年8月8日HSBC(87,131)-
MXN33,172,000USD1,739,3722019年8月9日State Street(19,395)-
USD2,009,189IDR29,300,000,0002019年8月9日Standard Chartered(54,498)-
USD2,015,301MXN39,040,0002019年8月9日Goldman Sachs(8,934)-
USD1,014,647RUB67,300,0002019年8月9日Goldman Sachs(49,377)-
USD1,343,125RUB88,700,0002019年8月9日Morgan Stanley(59,235)-
MXN8,820,000USD462,1622019年8月13日State Street(5,167)-
USD753,042CZK17,265,0002019年8月13日Citibank(20,338)-
USD1,005,640IDR14,800,000,0002019年8月13日Standard Chartered(36,162)-
USD2,018,770MXN39,500,0002019年8月13日Citibank(27,864)-
USD916,194MXN18,350,0002019年8月13日Goldman Sachs(34,583)-
USD1,140,037PLN4,365,0002019年8月13日Citibank(30,797)-
USD1,006,088RUB66,100,0002019年8月26日Bank of America(36,217)-
USD513,768RUB33,865,0002019年8月26日Goldman Sachs(20,237)-
USD1,948,789CZK44,920,0002019年8月28日State Street(63,841)-
USD609,931HUF178,000,0002019年8月28日BNP Paribas(19,124)-
USD996,688MXN19,986,0002019年8月28日J.P. Morgan(36,101)-
USD1,011,325PLN3,900,0002019年8月28日BNP Paribas(35,106)-
USD3,897,811PLN14,890,0002019年8月28日State Street(97,406)-
USD720,515INR50,400,0002019年8月30日HSBC(3,879)-
USD1,185,037ZAR17,490,0002019年9月3日Bank of America(41,368)-
USD1,823,177ZAR27,870,0002019年9月3日Barclays(131,077)(0.01)
HUF293,290,000USD1,036,9832019年9月5日BNP Paribas(9)-
USD1,567,909IDR23,100,000,0002019年9月10日HSBC(51,771)-
COP6,350,000,000USD1,979,3032019年9月25日J.P. Morgan(2,942)-
外国為替先渡契約未実現評価損 - 負債(5,246,709)(0.12)
シェアクラスごとのヘッジ
CNH27,296USD3,9742019年7月31日HSBC(3)-
EUR1,666,529USD1,902,8842019年7月31日HSBC(842)-
GBP1,453,278USD1,853,2242019年7月31日HSBC(4,079)-
USD840,980AUD1,207,9022019年7月31日HSBC(6,344)-
USD45,114CHF43,9382019年7月31日HSBC(61)-
USD11,714,012EUR10,282,1262019年7月31日HSBC(21,189)-
USD299,712GBP236,2022019年7月31日HSBC(830)-
USD2,851NOK24,3452019年7月31日HSBC(8)-
USD108,124PLN404,1612019年7月31日HSBC(255)-
USD140SEK1,2922019年7月31日HSBC--
USD1,086,363SGD1,471,5642019年7月31日HSBC(1,902)-
為替ヘッジ付きシェアクラスの純資産額における外国為替先渡契約に係る
未実現評価損-負債		(35,513)-
外国為替先渡契約未実現評価損 - 負債合計(5,282,222)(0.12)
外国為替先渡契約未実現評価益 - 資産の純変動6,813,4390.22

金融先物契約明細表
先物契約は2019年6月28日に入手可能な直近価格で評価される。すべての未決済先物契約のカウンター・パーティはUBSである。未実現評価益/(損)は連結貸借対照表の「未実現評価益/(損)―金融先物契約」に記載されている。2019年6月30日時点で、当サブファンドは以下の先物契約を保有していた。
銘柄契約数通貨未実現評価益/(損)
米ドル		純資産
構成比
(%)
EURO STOXX 50 Index, 20/09/20196EUR5,422-
FTSE 100 Index, 20/09/20192GBP2,353-
S&P 500 Emini Index, 20/09/20199USD24,075-
US 2 Year Note, 30/09/201910USD11,875-
US 10 Year Note, 19/09/2019139USD272,1870.01
US Long Bond, 19/09/201920USD86,161-
US Ultra Bond, 19/09/20191,111USD5,390,8510.18
金融先物契約未実現評価益-資産合計5,792,9240.19
Euro-Schatz, 06/09/2019(1,263)EUR(280,398)(0.01)
MSCI Emerging Markets Index, 20/09/2019(838)USD(1,646,670)(0.05)
TOPIX Index, 12/09/20192JPY(329)-
US 2 Year Note, 30/09/2019(77)USD(60,231)-
US 5 Year Note, 30/09/2019(545)USD(811,614)(0.03)
US 10 Year Note, 19/09/2019(221)USD(486,074)(0.02)
US Long Bond, 19/09/2019(6)USD(26,326)-
金融先物契約未実現評価益-負債合計(3,311,642)(0.11)
金融先物契約未実現評価益- 資産の純変動2,481,2820.08

オプション契約
オプション契約は2019年6月28日に入手可能な直近価格で評価され、正味市場価額は連結貸借対照表の資産項目「オプションおよびスワップション評価額」および負債項目「オプションおよびスワップション評価額」に記載されている。 2019年6月30日時点で、当サブファンドは以下の未決済のオプション契約を保有していた。
数量銘柄通貨カウンター・
パーティ		市場価値
(米ドル)		純資産
構成比
(%)
オプション契約
1,577MSCI Emerging Markets Index, Call, 1,100.000, 20/09/2019USDMorgan Stanley2,562,6250.08
オプション契約の市場価値合計-資産2,562,6250.08

シュローダー・インターナショナル・セレクション・ファンド・ドル・リクイディティ 2019年6月期半期報告書
2019年6月30日現在の連結貸借対照表
シュローダー・インターナショナル・セレクション・ファンド・ドル・リクイディティ*
(米ドル)
資産
投資有価証券取得価額501,255,625
未実現評価益/(損)200,687
投資有価証券評価額501,456,312
現金預金およびブローカーへの預託金42,466,626
未収追加金615,450
未収利息844,986
資産計545,383,374
負債
未払運用報酬60,954
その他負債164,433
負債計225,387
純資産総額545,157,987
*評価額は償却原価を表す。

2019年6月30日現在の投資有価証券明細表
シュローダー・インターナショナル・セレクション・ファンド・
ドル・リクイディティ
投資通貨株数/額面金額評価額
(米ドル)		純資産構成比
(%)
公的取引所への上場承認を受けた譲渡可能証券および短期金融市場証券
債券
各種金融サービス
US Treasury 1.625% 30/06/2019USD32,500,00032,500,0005.96
US Treasury 1% 30/11/2019USD15,000,00014,929,1022.74
47,429,1028.70
債券合計47,429,1028.70
公的取引所への上場承認を受けた譲渡可能証券
および短期金融市場証券の合計		47,429,1028.70
その他の規制市場で取引される譲渡可能証券および短期金融市場証券
社債
銀行
Bank of Montreal, FRN 2.85% 15/06/2020USD10,000,00010,034,3431.84
Banque Federative du Credit Mutuel SA, FRN, 144A 3.081% 20/07/2020USD5,830,0005,846,2911.07
BB&T Corp., FRN 3.312% 15/01/2020USD10,000,00010,028,9181.84
Branch Banking & Trust Co., FRN 3.047% 15/01/2020USD5,000,0005,008,5970.92
Branch Banking & Trust Co., FRN 2.74% 01/06/2020USD7,200,0007,205,8641.32
Citibank NA 1.85% 18/09/2019USD8,000,0007,991,8431.47
Citibank NA, FRN 2.936% 12/06/2020USD8,500,0008,528,5611.56
JPMorgan Chase & Co., FRN 3.787% 29/10/2020USD4,580,0004,631,5430.85
National Australia Bank Ltd., FRN, 144A 3.033% 22/05/2020USD5,000,0005,020,7780.92
Toronto-Dominion Bank (The), FRN 2.731% 24/10/2019USD7,400,0007,403,0891.36
71,699,82713.15
資本市場
Morgan Stanley, FRN 3.332% 23/07/2019USD10,000,00010,004,7781.84
10,004,7781.84
消費者金融
John Deere Capital Corp., FRN 2.718% 05/07/2019USD10,000,00010,000,3251.83
10,000,3251.83
各種金融サービス
US Treasury Bill 0% 02/07/2019USD42,000,00041,997,7437.70
US Treasury Bill 0% 08/08/2019USD45,500,00045,401,6038.33
US Treasury Bill 0% 22/08/2019USD26,200,00026,120,6124.79
US Treasury Bill 0% 12/09/2019USD12,825,00012,770,5822.34
US Treasury Bill 0% 19/09/2019USD45,000,00044,791,8758.22
171,082,41531.38
食品および必需品小売
Walmart, Inc., FRN 2.562% 09/10/2019USD15,000,00014,999,0982.75
14,999,0982.75
財閥
Honeywell International, Inc., FRN 2.623% 30/10/2019USD7,500,0007,501,1701.38
7,501,1701.38
テクノロジー・ハードウェアおよび周辺機器
Apple, Inc. 1.8% 13/11/2019USD15,000,00014,978,8572.75
14,978,8572.75
社債合計300,266,47055.08
コマーシャルペーパー
銀行
Banco Santander SA 0% 12/11/2019USD10,000,0009,908,7051.82
Banco Santander SA 0% 10/12/2019USD10,000,0009,890,4581.81
Credit Agricole Corporate and Investment Bank 0% 10/09/2019USD10,000,0009,953,7501.82
Credit Agricole Corporate and Investment Bank 0% 26/11/2019USD10,000,0009,908,2251.82
HSBC USA. Inc. 0% 24/01/2020USD15,000,00014,801,6372.71
HSBC USA. Inc. 0% 05/02/2020USD10,000,0009,860,3251.81
Nordea Bank Abp 0% 18/09/2019USD20,000,00019,896,4983.65
Societe Generale SA 0% 16/12/2019USD20,000,00019,775,8003.63
Swedbank AB 0% 26/08/2019USD20,000,00019,924,2183.65
Toronto-Dominion Bank (The) 0% 16/08/2019USD10,000,0009,967,2791.83
133,886,89524.55
貯蓄および住宅ローン金融
BPCE SA 0% 04/09/2019USD10,000,0009,958,2931.83
BPCE SA 0% 13/11/2019USD10,000,0009,915,5521.82
19,873,8453.65
コマーシャルペーパー合計153,760,74028.20
その他の規制市場で取引される譲渡可能証券
および短期金融市場証券の合計		454,027,21083.28
投資総額501,456,31291.98
現金42,466,6267.79
その他資産/(負債)1,235,0490.23
純資産総額545,157,987100.00

IRBANK 採用情報

フルスタックエンジニア

  • 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。
  • UI からデータベースまで一貫して関われるポジションです。
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プロダクトMLエンジニア

  • MLとLLMを掛け合わせ、分析から予測までをスピーディかつ正確な投資体験に落とし込むポジションです。
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AI Agent エンジニア

  • 開示資料・決算・企業データを横断し、投資家の意思決定を支援するAI Agent機能を設計・実装するポジションです。
  • RAG・検索・ランキングを含む情報取得/推論パイプラインの設計から運用まで一気通貫で担います。
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UI/UXデザイナー

  • IRBANK初の一人目デザイナーとして、複雑な金融情報を美しく直感的に届ける体験をつくるポジションです。
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Webメディアディレクター

  • 月間500万PVを超える、大規模DBサイトを運営できます。
  • これから勢いよく伸びるであろうサービスの根幹部分を支えるポジションです。
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クラウドインフラ & セキュリティエンジニア

  • Google Cloud 上でマイクロサービス基盤の信頼性・可用性・セキュリティを担うポジションです。
  • 大規模金融データを安全かつ高速に処理するインフラを設計・構築できます。
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学生インターン

  • 月間500万PVを超える日本最大級のIRデータプラットフォームの運営に携わり、金融・データ・プロダクトの現場を学生のうちから体験できます。
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マーケティングマネージャー

  • IRBANKのブランドと文化の構築。
  • 百万人の現IRBANKユーザーとまだIRBANKを知らない数千万人に対してマーケティングをしてみたい方。
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