有報資料

有価証券報告書(内国投資信託受益証券)-第14期(令和1年12月4日-令和2年6月3日)

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【提出】: 2020/09/03 9:09
【資料】: PDFをみる
【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12月 3日現在)	(2020年 6月 3日現在)
資産の部
流動資産
コール・ローン	266,693,178	125,387,665
投資証券	9,271,687,190	6,968,775,964
未収入金	-	84,484,206
未収配当金	38,864,639	29,113,363
流動資産合計	9,577,245,007	7,207,761,198
資産合計	9,577,245,007	7,207,761,198
負債の部
流動負債
派生商品評価勘定	-	826,969
未払解約金	67,653,650	12,375,342
未払利息	621	353
その他未払費用	-	2,560
流動負債合計	67,654,271	13,205,224
負債合計	67,654,271	13,205,224
純資産の部
元本等
元本	6,935,903,792	5,610,736,570
剰余金
剰余金又は欠損金(△)	2,573,686,944	1,583,819,404
元本等合計	9,509,590,736	7,194,555,974
純資産合計	9,509,590,736	7,194,555,974
負債純資産合計	9,577,245,007	7,207,761,198

(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12月 3日及び2020年 6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
1.有価証券の評価基準及び評価方法	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
2.デリバティブ等の評価基準及び評価方法	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12月 3日現在]	[2020年 6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	8,396,556,566円	6,935,903,792円
	期中追加設定元本額	140,503,613円	196,301,174円
	期中解約元本額	1,601,156,387円	1,521,468,396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)	5,057,323,335円	3,955,146,338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)	394,504,118円	359,192,272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)	1,098,483,611円	943,180,993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)	385,592,728円	353,216,967円
	計	6,935,903,792円	5,610,736,570円
2.	受益権の総数	6,935,903,792口	5,610,736,570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 2019年 6月 4日至 2019年12月 3日	自 2019年12月 4日至 2020年 6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12月 3日現在]	[2020年 6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。	「デリバティブ取引等に関する注記」に記載しております。
	(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。	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。また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額または計算上の想定元本であり、当該金額自体がデリバティブ取引のリスクの大きさを示すものではありません。

(有価証券に関する注記)

(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

(2020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	△386,766,053円
合計	△386,766,053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)

取引の時価等に関する事項
通貨関連

(2019年12月 3日現在)

該当事項はありません。

(2020年 6月 3日現在)

(単位:円)

区分	種類	契約額等		時価	評価損益
区分	種類	契約額等	うち1年超	時価	評価損益
市場取引以外の取引	為替予約取引
	売建	83,649,465	-	84,476,434	△826,969
	米ドル	83,649,465	-	84,476,434	△826,969
合計		83,649,465	-	84,476,434	△826,969

(注)時価の算定方法

1.計算期間末日に対顧客先物売買相場の仲値が発表されている外貨については、以下のように評価しております。

①計算期間末日において為替予約の受渡日(以下「当該日」という)の対顧客先物売買相場の仲値が発表されている場合は、当該為替予約は当該仲値で評価しております。

②計算期間末日において当該日の対顧客先物売買相場の仲値が発表されていない場合は以下の方法によって評価しております。

・計算期間末日に当該日を超える対顧客先物売買相場が発表されている場合には、発表されている先物相場のうち当該日に最も近い前後二つの先物相場の仲値をもとに計算したレートにより評価しております。

・計算期間末日に当該日を超える対顧客先物売買相場が発表されていない場合には、当該日に最も近い発表されている対顧客先物売買相場の仲値により評価しております。

2.計算期間末日に対顧客先物売買相場の仲値が発表されていない外貨については、計算期間末日の対顧客電信売買相場の仲値により評価しております。

3.換算において円未満の端数は切り捨てております。

(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12月 3日現在]	[2020年 6月 3日現在]
1口当たり純資産額	1.3711円	1.2823円
(1万口当たり純資産額)	(13,711円)	(12,823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 J	847,073.08	64,098,274.08
	米ドル	Schroder International Selection Fund US Dollar Liquidity Class I	0.90	106.76
	米ドル小計		847,073.98	64,098,380.84
	米ドル小計			(6,968,775,964)
合計				6,968,775,964
合計				(6,968,775,964)

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

「注記表(デリバティブ取引等に関する注記)」に記載しております。

(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(2019年1月1日から2019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の原文の一部を委託会社が翻訳したものであります。

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12月期報告書
2019年12月31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	2,620,022,065
未実現評価益/(損)	95,377,617
投資有価証券評価額	2,715,399,682
現金預金およびブローカーへの預託金	114,953,099
未収証拠金	3,076,844
未収追加金	15,567,315
有価証券未収金	44,276
未収配当金	2,127,556
未収利息	19,991,693
未収還付請求額	1,605,340
先物契約未実現評価益	3,767,999
外国為替先渡契約未実現評価益	14,670,663
その他資産	103,392

資産計	2,891,307,859

負債
当座借越	9,510
ブローカーへの債務	672,250
未払解約金	16,891,362
未払利息	4,687
未払配当金	9,080,410
未払運用報酬	2,784,851
オプション契約、公正価値	751,526
先物契約未実現評価損	5,075,006
外国為替先渡契約未実現評価損	6,685,117
その他負債	2,010,236

負債計	43,964,955

純資産総額	2,847,342,904

2019年12月31日現在の投資有価証券一覧表
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
通信サービス
Altice France SA, 144A 7.375% 01/05/2026	USD	6,120,000	6,597,329	0.23
AT&T, Inc. 3.4% 15/05/2025	USD	5,303,000	5,560,196	0.20
Bharti Airtel Ltd., Reg. S 4.375% 10/06/2025	USD	600,000	613,644	0.02
Empresa Nacional de Telecomunicaciones SA, Reg. S 4.75% 01/08/2026	USD	4,000,000	4,247,200	0.15
HKT Capital No. 4 Ltd., Reg. S 3% 14/07/2026	USD	1,200,000	1,187,796	0.04
Koninklijke KPN NV, FRN, 144A 7% 28/03/2073	USD	7,128,000	7,853,559	0.28
Koninklijke KPN NV, Reg. S, FRN 7% 28/03/2073	USD	4,137,000	4,569,441	0.16
SingTel Group Treasury Pte. Ltd., Reg. S 2.375% 28/08/2029	USD	1,500,000	1,472,825	0.05
Sprint Capital Corp. 6.875% 15/11/2028	USD	11,635,000	12,597,679	0.44
Sprint Corp. 7.125% 15/06/2024	USD	3,245,000	3,505,509	0.12
Telecom Italia SpA, 144A 5.303% 30/05/2024	USD	2,660,000	2,869,515	0.10
Virgin Media Secured Finance plc, 144A 5.5% 15/05/2029	USD	5,519,000	5,853,451	0.21
			56,928,144	2.00
一般消費財
American Axle & Manufacturing, Inc. 6.5% 01/04/2027	USD	2,855,000	2,967,558	0.10
Bright Scholar Education Holdings Ltd., Reg. S 7.45% 31/07/2022	USD	715,000	732,560	0.03
Geely Automobile Holdings Ltd., Reg. S 3.625% 25/01/2023	USD	3,000,000	3,043,514	0.11
International Game Technology plc, 144A 6.25% 15/01/2027	USD	655,000	737,370	0.03
L Brands, Inc. 7.5% 15/06/2029	USD	1,957,000	2,029,478	0.07
L Brands, Inc. 6.75% 01/07/2036	USD	5,930,000	5,218,993	0.18
Las Vegas Sands Corp. 3.2% 08/08/2024	USD	1,201,000	1,238,021	0.04
Li & Fung Ltd., Reg. S 4.375% 04/10/2024	USD	500,000	514,972	0.02
Melco Resorts Finance Ltd., Reg. S 5.375% 04/12/2029	USD	700,000	721,091	0.03
Men’s Wearhouse, Inc. (The) 7% 01/07/2022	USD	4,024,000	3,955,994	0.14
MGM China Holdings Ltd., 144A 5.875% 15/05/2026	USD	7,347,000	7,822,461	0.26
MGM Resorts International 4.625% 01/09/2026	USD	2,470,000	2,620,102	0.09
MGM Resorts International 5.5% 15/04/2027	USD	1,699,000	1,888,702	0.07
PB International BV, Reg. S 7.625% 26/01/2022	USD	1,000,000	1,027,498	0.04
Qatar Government Bond, Reg. S 4.817% 14/03/2049	USD	3,000,000	3,721,620	0.13
Sands China Ltd. 5.4% 08/08/2028	USD	1,000,000	1,130,430	0.04
Shinsegae, Inc., Reg. S, FRN 2.625% 08/05/2075	USD	1,190,000	1,188,540	0.04
Sri Rejeki Isman Tbk. PT, Reg. S 7.25% 16/01/2025	USD	1,282,000	1,337,562	0.05
Weichai International Hong Kong Energy Group Co. Ltd., Reg. S, FRN 3.75% Perpetual	USD	1,100,000	1,104,928	0.04
			43,001,394	1.51
生活必需品
Altria Group, Inc. 3.49% 14/02/2022	USD	2,877,000	2,960,907	0.11
Altria Group, Inc. 2.85% 09/08/2022	USD	2,000,000	2,037,530	0.07
Campbell Soup Co. 3.65% 15/03/2023	USD	1,500,000	1,562,408	0.05
Conagra Brands, Inc. 3.8% 22/10/2021	USD	1,755,000	1,810,265	0.06
Conagra Brands, Inc. 5.4% 01/11/2048	USD	2,177,000	2,681,400	0.09
JBS Investments II GmbH, 144A 7% 15/01/2026	USD	2,500,000	2,717,425	0.10
JBS Investments II GmbH, Reg. S 7% 15/01/2026	USD	825,000	896,998	0.03
Keurig Dr Pepper, Inc. 3.551% 25/05/2021	USD	2,000,000	2,042,410	0.07
Pyxus International, Inc. 9.875% 15/07/2021	USD	4,589,000	2,201,917	0.08
Tyson Foods, Inc. 4% 01/03/2026	USD	930,000	1,009,087	0.04
Tyson Foods, Inc. 4.35% 01/03/2029	USD	527,000	597,289	0.02
Tyson Foods, Inc. 5.1% 28/09/2048	USD	231,000	292,454	0.01
			20,810,090	0.73
エネルギー
ABM Investama Tbk. PT, Reg. S 7.125% 01/08/2022	USD	459,000	385,943	0.01
Anton Oilfield Services Group, Reg. S 7.5% 02/12/2022	USD	855,000	829,012	0.03
Azure Power Solar Energy Pvt Ltd., Reg. S 5.65% 24/12/2024	USD	320,000	327,926	0.01
Cenovus Energy, Inc. 3% 15/08/2022	USD	2,000,000	2,030,030	0.07
Chesapeake Energy Corp. 5.375% 15/06/2021	USD	8,712,000	7,723,189	0.28
CNOOC Finance 2013 Ltd. 3% 09/05/2023	USD	4,010,000	4,078,130	0.14
CNOOC Finance 2013 Ltd. 2.875% 30/09/2029	USD	1,018,000	1,017,913	0.04
CNOOC Finance 2013 Ltd. 3.3% 30/09/2049	USD	474,000	458,441	0.02
Crestwood Midstream Partners LP 6.25% 01/04/2023	USD	4,930,000	5,034,763	0.18
EnLink Midstream LLC 5.375% 01/06/2029	USD	3,087,000	2,908,602	0.10
Enterprise Products Operating LLC 3.5% 01/02/2022	USD	2,000,000	2,061,520	0.07
EQT Corp. 3% 01/10/2022	USD	3,000,000	2,947,860	0.10
Greenko Mauritius Ltd., Reg. S 6.25% 21/02/2023	USD	1,400,000	1,441,706	0.05
Hess Corp. 3.5% 15/07/2024	USD	364,000	375,888	0.01
Hess Corp. 4.3% 01/04/2027	USD	320,000	340,942	0.01
Kinder Morgan, Inc. 3.15% 15/01/2023	USD	1,000,000	1,023,865	0.04
Kosmos Energy Ltd., Reg. S 7.125% 04/04/2026	USD	2,400,000	2,455,896	0.09
Lukoil International Finance BV, Reg. S 4.563% 24/04/2023	USD	3,500,000	3,723,055	0.13
Medco Oak Tree Pte. Ltd., Reg. S 7.375% 14/05/2026	USD	1,251,000	1,279,748	0.04
Nabors Industries, Inc. 5.5% 15/01/2023	USD	370,000	356,576	0.01
Occidental Petroleum Corp. 2.6% 13/08/2021	USD	1,346,000	1,355,557	0.05
Oil India Ltd., Reg. S 5.125% 04/02/2029	USD	270,000	301,037	0.01
Pertamina Persero PT, Reg. S 4.7% 30/07/2049	USD	1,200,000	1,282,992	0.05
Petrobras Global Finance BV 5.999% 27/01/2028	USD	5,600,000	6,395,900	0.22
Petroleos Mexicanos 7.47% 12/11/2026	MXN	48,000,000	2,232,308	0.08
Petroleos Mexicanos 6.5% 23/01/2029	USD	370,000	389,197	0.01
Petroleos Mexicanos, Reg. S, FRN 1.992% 24/08/2023	EUR	3,700,000	4,167,894	0.15
Reliance Holding USA, Inc., Reg. S 6.25% 19/10/2040	USD	900,000	1,218,168	0.04
Reliance Industries Ltd., Reg. S 3.667% 30/11/2027	USD	500,000	517,643	0.02
ReNew Power Synthetic, Reg. S 6.67% 12/03/2024	USD	1,000,000	1,037,580	0.04
Santos Finance Ltd., Reg. S 4.125% 14/09/2027	USD	1,000,000	1,025,688	0.04
Southwestern Energy Co. 7.75% 01/10/2027	USD	5,028,000	4,667,015	0.16
Targa Resources Partners LP 6.75% 15/03/2024	USD	4,330,000	4,499,909	0.16
Whiting Petroleum Corp. 6.625% 15/01/2026	USD	4,665,000	3,204,995	0.11
Williams Cos., Inc. (The) 3.6% 15/03/2022	USD	2,500,000	2,569,950	0.09
			75,666,838	2.66
金融
Abu Dhabi Government Bond, Reg. S 3.125% 30/09/2049	USD	1,618,000	1,580,843	0.06
AIA Group Ltd., Reg. S 4.5% 16/03/2046	USD	1,100,000	1,284,311	0.05
AIB Group plc, Reg. S, FRN 5.25% Perpetual	EUR	6,500,000	7,948,682	0.28
Argentina Government Bond 5.875% 11/01/2028	USD	674,000	319,413	0.01
Argentina Government Bond 6.875% 11/01/2048	USD	1,570,000	755,317	0.03
Argentina Government Bond, FRN 0% 21/06/2020	ARS	11,020,000	102,563	-
Argentina Treasury Bill 0% 30/03/2020	ARS	18,309,000	228,235	0.01
AXA SA, Reg. S, FRN 2.1% Perpetual	USD	2,742,000	2,304,074	0.08
Bahrain Government Bond, Reg. S 7% 12/10/2028	USD	7,235,000	8,565,081	0.29
Banco Santander SA 3.125% 23/02/2023	USD	1,000,000	1,020,375	0.04
Banco Santander SA, Reg. S, FRN 7.5% Perpetual	USD	3,200,000	3,535,392	0.12
Bank of America Corp. 3.3% 11/01/2023	USD	919,000	951,252	0.03
Bank of Ireland Group plc, 144A 4.5% 25/11/2023	USD	1,786,000	1,905,725	0.07
Bank of Ireland Group plc, Reg. S, FRN 4.125% 19/09/2027	USD	2,119,000	2,149,609	0.08
Barclays Bank plc, 144A 10.179% 12/06/2021	USD	2,700,000	2,995,407	0.11
Beijing State-Owned Assets Management Hong Kong Co. Ltd., Reg. S 4.125% 26/05/2025	USD	1,500,000	1,573,042	0.06
BNP Paribas SA, Reg. S, FRN 6.625% Perpetual	USD	1,852,000	2,007,327	0.07
Bonos de la Tesoreria de la Republica en pesos 4.5% 01/03/2026	CLP	640,000,000	942,100	0.03
Bonos de la Tesoreria de la Republica en pesos 5% 01/03/2035	CLP	410,000,000	652,635	0.02
Brazil Notas do Tesouro Nacional 10% 01/01/2023	BRL	506,700	1,462,559	0.05
Brazil Notas do Tesouro Nacional 10% 01/01/2025	BRL	1,178,500	3,513,176	0.12
Burgan Bank SAK, Reg. S, FRN 5.749% Perpetual	USD	1,286,000	1,315,604	0.05
CaixaBank SA, Reg. S, FRN 5.25% Perpetual	EUR	4,000,000	4,603,534	0.16
CDBL Funding 2, Reg. S, FRN 3.153% 18/07/2021	USD	900,000	902,604	0.03
China Cinda Finance 2015 I Ltd., Reg. S 4.25% 23/04/2025	USD	1,000,000	1,066,510	0.04
China Cinda Finance 2017 I Ltd., Reg. S 4.375% 08/02/2025	USD	1,000,000	1,070,534	0.04
China Construction Bank Corp., Reg. S, FRN 4.25% 27/02/2029	USD	1,100,000	1,154,609	0.04
China Life Insurance Co. Ltd., Reg. S, FRN 4% 03/07/2135	USD	1,109,000	1,111,952	0.04
Colombia Government Bond 7.75% 14/04/2021	COP	1,789,000,000	566,186	0.02
Colombia Government Bond 4.375% 21/03/2023	COP	681,000,000	204,593	0.01
Comerica, Inc. 3.7% 31/07/2023	USD	1,075,000	1,131,169	0.04
Credit Agricole SA, Reg. S, FRN 7.875% Perpetual	USD	2,571,000	2,938,036	0.10
Credit Suisse Group AG, FRN, 144A 2.593% 11/09/2025	USD	250,000	250,946	0.01
Czech Republic Government Bond 0% 10/02/2020	CZK	104,880,000	4,630,363	0.16
Czech Republic Government Bond, Reg. S 2.4% 17/09/2025	CZK	23,960,000	1,108,811	0.04
Development Bank of Kazakhstan JSC, Reg. S 4.125% 10/12/2022	USD	2,972,000	3,091,786	0.11
Dominican Republic Government Bond, Reg. S 5.5% 27/01/2025	USD	5,000,000	5,384,250	0.19
Ecuador Government Bond, Reg. S 10.75% 31/01/2029	USD	5,751,000	5,631,724	0.20
Egypt Government Bond 16.1% 07/05/2029	EGP	16,000,000	1,134,960	0.04
Egypt Government Bond 14.4% 10/09/2029	EGP	8,250,000	535,946	0.02
Egypt Government Bond, Reg. S 4.55% 20/11/2023	USD	4,857,000	4,967,351	0.17
Egypt Government Bond, Reg. S 7.6% 01/03/2029	USD	3,600,000	3,944,754	0.14
Egypt Government Bond, Reg. S 5.625% 16/04/2030	EUR	5,250,000	6,094,206	0.21
Emirates NBD Bank PJSC, Reg. S, FRN 6.125% Perpetual	USD	7,619,000	8,032,787	0.28
Erste Group Bank AG, Reg. S, FRN 6.5% Perpetual	EUR	3,000,000	3,927,091	0.14
Ford Motor Credit Co. LLC 3.35% 01/11/2022	USD	499,000	504,671	0.02
Ford Motor Credit Co. LLC 3.096% 04/05/2023	USD	1,250,000	1,247,056	0.04
General Motors Financial Co., Inc. 4.15% 19/06/2023	USD	3,215,000	3,377,647	0.12
Ghana Government Bond 19% 02/11/2026	GHS	5,750,000	928,474	0.03
Haitong International Securities Group Ltd., Reg. S 3.125% 18/05/2025	USD	590,000	586,430	0.02
HSBC Bank plc, FRN 2.375% Perpetual	USD	7,240,000	5,639,960	0.20
HSBC Holdings plc 2.65% 05/01/2022	USD	1,250,000	1,264,488	0.04
HSBC Holdings plc, FRN 6.25% Perpetual	USD	5,469,000	5,816,117	0.20
Huarong Finance 2017 Co. Ltd., Reg. S 4.75% 27/04/2027	USD	600,000	641,480	0.02
Huarong Finance 2017 Co. Ltd., Reg. S, FRN 3.786% 27/04/2022	USD	700,000	709,965	0.02
Huarong Finance II Co. Ltd., Reg. S 5.5% 16/01/2025	USD	1,000,000	1,104,072	0.04
Hungary Government Bond 0.5% 21/04/2021	HUF	161,840,000	553,522	0.02
Hungary Government Bond 3% 27/10/2027	HUF	482,430,000	1,805,761	0.06
India Government Bond 7.17% 08/01/2028	INR	276,000,000	3,946,585	0.14
India Government Bond 7.26% 14/01/2029	INR	262,000,000	3,795,027	0.13
Indonesia Government Bond 3.4% 18/09/2029	USD	500,000	522,695	0.02
Indonesia Government Bond 5.35% 11/02/2049	USD	1,000,000	1,291,560	0.05
Indonesia Treasury 7% 15/05/2027	IDR	9,474,000,000	684,009	0.02
Indonesia Treasury 10% 15/02/2028	IDR	2,400,000,000	204,671	0.01
Indonesia Treasury 9% 15/03/2029	IDR	14,056,000,000	1,135,944	0.04
Indonesia Treasury 8.25% 15/05/2029	IDR	95,900,000,000	7,490,129	0.26
Indonesia Treasury 8.75% 15/05/2031	IDR	10,414,000,000	833,379	0.03
Indonesia Treasury 7.5% 15/08/2032	IDR	31,306,000,000	2,261,194	0.08
Indonesia Treasury 8.375% 15/03/2034	IDR	32,597,000,000	2,527,676	0.09
Indonesia Treasury 7.5% 15/06/2035	IDR	2,100,000,000	152,424	0.01
Indonesia Treasury 8.375% 15/04/2039	IDR	1,600,000,000	124,069	-
ING Groep NV, FRN 6% Perpetual	USD	5,282,000	5,332,945	0.19
Ivory Coast Government Bond, Reg. S 5.875% 17/10/2031	EUR	4,660,000	5,457,879	0.19
Kuwait Projects Co. SPC Ltd., Reg. S 4.229% 29/10/2026	USD	450,000	469,274	0.02
Lloyds Banking Group plc 4.05% 16/08/2023	USD	1,520,000	1,608,114	0.06
M&T Bank Corp. 3.55% 26/07/2023	USD	1,775,000	1,868,969	0.07
MDGH - GMTN BV, Reg. S 3.7% 07/11/2049	USD	1,000,000	1,040,350	0.04
Mexican Bonos 8% 07/12/2023	MXN	10,180,400	561,523	0.02
Mexican Bonos 10% 05/12/2024	MXN	44,400,000	2,668,417	0.09
Mexican Bonos 5.75% 05/03/2026	MXN	34,438,000	1,726,738	0.06
Mexican Bonos 7.5% 03/06/2027	MXN	88,601,800	4,872,126	0.17
Mexican Bonos 8.5% 31/05/2029	MXN	39,500,000	2,324,726	0.08
Mexican Bonos 7.75% 29/05/2031	MXN	55,556,400	3,134,707	0.11
Mexican Bonos 7.75% 13/11/2042	MXN	30,442,200	1,708,613	0.06
Mexico Cetes 0% 08/10/2020	MXN	383,000,000	1,919,309	0.07
NBK Tier 1 Financing Ltd., Reg. S, FRN 5.75% Perpetual	USD	3,055,000	3,139,104	0.11
Oman Government Bond, Reg. S 3.625% 15/06/2021	USD	7,333,000	7,380,005	0.26
Peru Government Bond 6.35% 12/08/2028	PEN	1,275,000	446,123	0.02
Peru Government Bond, Reg. S, 144A 6.15% 12/08/2032	PEN	1,860,000	636,096	0.02
Perusahaan Penerbit SBSN Indonesia III, Reg. S 4.45% 20/02/2029	USD	1,100,000	1,216,331	0.04
Philippine Government Bond 3.75% 14/01/2029	USD	625,000	690,900	0.02
Poland Government Bond 2% 25/04/2021	PLN	15,650,000	4,167,117	0.15
Poland Government Bond 2.25% 25/04/2022	PLN	10,430,000	2,797,867	0.10
Poland Government Bond 2.75% 25/04/2028	PLN	13,295,000	3,683,399	0.13
QBE Insurance Group Ltd., Reg. S, FRN 5.25% Perpetual	USD	4,724,000	4,877,522	0.17
Regions Financial Corp. 2.75% 14/08/2022	USD	2,500,000	2,543,938	0.09
Romania Government Bond 3.4% 08/03/2022	RON	1,170,000	273,226	0.01
Romania Government Bond 4.25% 28/06/2023	RON	2,320,000	552,231	0.02
Rongshi International Finance Ltd., Reg. S 3.625% 04/05/2027	USD	2,000,000	2,093,706	0.07
Royal Bank of Scotland Group plc 3.875% 12/09/2023	USD	3,500,000	3,666,180	0.13
Russian Federal Bond - OFZ 7% 25/01/2023	RUB	70,080,000	1,173,315	0.04
Russian Federal Bond - OFZ 7% 16/08/2023	RUB	166,500,000	2,793,243	0.10
Russian Federal Bond - OFZ 6.5% 28/02/2024	RUB	112,105,000	1,847,505	0.06
Russian Federal Bond - OFZ 7.75% 16/09/2026	RUB	235,834,000	4,144,642	0.15
Russian Federal Bond - OFZ 7.05% 19/01/2028	RUB	125,710,000	2,137,381	0.08
Russian Federal Bond - OFZ 6.9% 23/05/2029	RUB	137,507,000	2,333,046	0.08
Russian Federal Bond - OFZ 8.5% 17/09/2031	RUB	134,970,000	2,568,052	0.09
Russian Federal Bond - OFZ 7.7% 23/03/2033	RUB	68,900,000	1,238,848	0.04
Santander Holdings USA, Inc. 3.5% 07/06/2024	USD	2,026,000	2,086,527	0.07
Saudi Government Bond, Reg. S 5.25% 16/01/2050	USD	3,000,000	3,734,385	0.13
Shinhan Bank Co. Ltd., Reg. S 4.5% 26/03/2028	USD	600,000	650,196	0.02
Shinhan Bank Co. Ltd., Reg. S 4% 23/04/2029	USD	253,000	265,926	0.01
Shinhan Financial Group Co. Ltd., Reg. S, FRN 3.34% 05/02/2030	USD	417,000	423,297	0.01
SIHC International Capital Ltd., Reg. S 4.35% 26/09/2023	USD	1,500,000	1,570,738	0.06
South Africa Government Bond 5.5% 09/03/2020	USD	4,362,000	4,391,422	0.15
South Africa Government Bond 10.5% 21/12/2026	ZAR	32,100,000	2,559,124	0.09
South Africa Government Bond 8% 31/01/2030	ZAR	31,570,000	2,101,750	0.07
South Africa Government Bond 8.875% 28/02/2035	ZAR	38,960,000	2,593,598	0.09
South Africa Government Bond 8.5% 31/01/2037	ZAR	29,820,000	1,883,348	0.07
South Africa Government Bond 9% 31/01/2040	ZAR	6,715,000	436,728	0.02
South Africa Government Bond 6.5% 28/02/2041	ZAR	17,156,437	851,282	0.03
South Africa Government Bond 8.75% 31/01/2044	ZAR	24,470,000	1,533,148	0.05
Standard Chartered plc, FRN, 144A 3.445% Perpetual	USD	7,400,000	6,419,611	0.23
Standard Chartered plc, Reg. S, FRN 3.445% Perpetual	USD	2,000,000	1,733,960	0.06
Standard Chartered plc, Reg. S, FRN 7.5% Perpetual	USD	7,296,000	7,874,865	0.28
Synchrony Financial 2.85% 25/07/2022	USD	800,000	810,688	0.03
Synchrony Financial 4.375% 19/03/2024	USD	651,000	693,933	0.02
Thailand Government Bond 2.125% 17/12/2026	THB	32,030,000	1,132,941	0.04
Thailand Government Bond 3.775% 25/06/2032	THB	37,200,000	1,552,006	0.05
Thailand Government Bond 2.875% 17/06/2046	THB	27,160,000	1,080,185	0.04
Truist Financial Corp., FRN 4.8% Perpetual	USD	2,004,000	2,059,110	0.07
Turkey Government Bond 9.2% 22/09/2021	TRY	3,243,000	527,532	0.02
Turkey Government Bond 8.5% 14/09/2022	TRY	4,777,000	755,406	0.03
Turkey Government Bond 10.6% 11/02/2026	TRY	5,365,000	848,840	0.03
US Treasury 2.625% 15/02/2029	USD	1,886,000	2,002,402	0.07
US Treasury 2.375% 15/11/2049	USD	1,990,000	2,000,883	0.07
US Treasury Bill 0% 26/03/2020	USD	4,650,000	4,633,310	0.16
Volkswagen International Finance NV, Reg. S, FRN 4.625% Perpetual	EUR	5,594,000	7,180,129	0.25
Wells Fargo & Co. 3.75% 24/01/2024	USD	1,132,000	1,197,922	0.04
			318,425,088	11.17
ヘルスケア
AbbVie, Inc. 3.6% 14/05/2025	USD	436,000	460,475	0.02
Becton Dickinson and Co. 3.363% 06/06/2024	USD	750,000	781,819	0.03
Boston Scientific Corp. 3.45% 01/03/2024	USD	698,000	731,047	0.03
Community Health Systems, Inc. 6.25% 31/03/2023	USD	2,835,000	2,876,774	0.10
CVS Health Corp. 2.75% 01/12/2022	USD	1,000,000	1,016,595	0.04
DH Europe Finance II Sarl 2.2% 15/11/2024	USD	3,250,000	3,256,971	0.11
Encompass Health Corp. 5.125% 15/03/2023	USD	4,650,000	4,744,929	0.17
Encompass Health Corp. 4.5% 01/02/2028	USD	1,741,000	1,804,590	0.06
Encompass Health Corp. 4.75% 01/02/2030	USD	1,532,000	1,595,126	0.06
HCA, Inc. 5.875% 01/02/2029	USD	2,795,000	3,231,216	0.11
HCA, Inc. 5.5% 15/06/2047	USD	2,803,000	3,238,810	0.11
Shire Acquisitions Investments Ireland DAC 2.4% 23/09/2021	USD	2,681,000	2,696,590	0.09
			26,434,942	0.93
工業
AerCap Holdings NV, FRN 5.875% 10/10/2079	USD	2,978,000	3,178,062	0.11
BOC Aviation Ltd., Reg. S 3.875% 27/04/2026	USD	1,500,000	1,562,228	0.05
CRCC Chengan Ltd., Reg. S, FRN 3.97% Perpetual	USD	600,000	610,814	0.02
DP World Crescent Ltd., Reg. S 3.875% 18/07/2029	USD	2,360,000	2,424,062	0.09
eHi Car Services Ltd., Reg. S 5.875% 14/08/2022	USD	800,000	691,836	0.02
F-Brasile SpA, 144A 7.375% 15/08/2026	USD	472,000	500,320	0.02
Fly Leasing Ltd. 6.375% 15/10/2021	USD	1,950,000	1,986,572	0.07
Fly Leasing Ltd. 5.25% 15/10/2024	USD	1,885,000	1,972,276	0.07
Gol Finance SA, Reg. S 7% 31/01/2025	USD	5,600,000	5,822,068	0.21
Roper Technologies, Inc. 3.65% 15/09/2023	USD	830,000	871,670	0.03
Roper Technologies, Inc. 2.35% 15/09/2024	USD	115,000	115,520	-
Royal Capital BV, Reg. S, FRN 5.5% Perpetual	USD	1,000,000	1,026,250	0.04
Shanghai Electric Group Global Investment Ltd., Reg. S 2.65% 21/11/2024	USD	499,000	500,544	0.02
Shanghai Port Group BVI Development Co. Ltd., Reg. S 2.85% 11/09/2029	USD	1,200,000	1,172,095	0.04
United Rentals North America, Inc. 4.625% 15/10/2025	USD	1,250,000	1,289,100	0.05
United Rentals North America, Inc. 3.875% 15/11/2027	USD	3,304,000	3,375,779	0.12
Westinghouse Air Brake Technologies Corp. 4.4% 15/03/2024	USD	248,000	263,618	0.01
Zoomlion HK SPV Co. Ltd., Reg. S 6.125% 20/12/2022	USD	400,000	408,864	0.01
			27,771,678	0.98
情報技術
AAC Technologies Holdings, Inc., Reg. S 3% 27/11/2024	USD	1,650,000	1,641,095	0.05
Celestial Dynasty Ltd., Reg. S 4.25% 27/06/2029	USD	1,000,000	1,010,636	0.04
			2,651,731	0.09
素材
China Hongqiao Group Ltd., Reg. S 7.125% 22/07/2022	USD	764,000	680,892	0.02
CNAC HK Finbridge Co.- Ltd., Reg. S 4.125% 19/07/2027	USD	1,500,000	1,576,278	0.06
CNAC HK Finbridge Co. Ltd., Reg. S 3.875% 19/06/2029	USD	450,000	468,047	0.02
DuPont de Nemours, Inc. 4.205% 15/11/2023	USD	1,462,000	1,563,419	0.05
Freeport-McMoRan, Inc. 5.45% 15/03/2043	USD	3,150,000	3,260,250	0.12
			7,548,886	0.27
不動産
Boston Properties LP, REIT 3.8% 01/02/2024	USD	736,000	779,428	0.03
Boston Properties LP, REIT 3.4% 21/06/2029	USD	991,000	1,038,588	0.04
China Evergrande Group, Reg. S 8.25% 23/03/2022	USD	400,000	375,753	0.01
China Evergrande Group, Reg. S 7.5% 28/06/2023	USD	400,000	348,950	0.01
China Resources Land Ltd., Reg. S 4.125% 26/02/2029	USD	271,000	292,641	0.01
China Resources Land Ltd., Reg. S, FRN 3.75% Perpetual	USD	587,000	588,468	0.02
China SCE Group Holdings Ltd., Reg. S 7.25% 19/04/2023	USD	800,000	823,954	0.03
CMT MTN Pte. Ltd., REIT, Reg. S 3.609% 04/04/2029	USD	1,800,000	1,879,100	0.07
Emaar Sukuk Ltd., Reg. S 3.875% 17/09/2029	USD	867,000	864,789	0.03
Esic Sukuk Ltd., Reg. S 3.939% 30/07/2024	USD	1,095,000	1,093,319	0.04
Essex Portfolio LP, REIT 3% 15/01/2030	USD	156,000	158,031	0.01
Logan Property Holdings Co. Ltd., Reg. S 6.375% 07/03/2021	USD	1,000,000	1,018,711	0.04
Longfor Group Holdings Ltd., Reg. S 3.95% 16/09/2029	USD	1,000,000	1,002,597	0.04
MGM Growth Properties Operating Partnership LP, REIT 4.5% 01/09/2026	USD	1,700,000	1,792,914	0.06
Modernland Overseas Pte. Ltd., Reg. S 6.95% 13/04/2024	USD	1,000,000	901,951	0.03
MPT Operating Partnership LP, REIT 5% 15/10/2027	USD	3,725,000	3,967,814	0.13
MPT Operating Partnership LP, REIT 4.625% 01/08/2029	USD	2,549,000	2,630,415	0.09
Powerlong Real Estate Holdings Ltd., Reg. S 5.95% 19/07/2020	USD	1,000,000	1,002,500	0.04
Powerlong Real Estate Holdings Ltd., Reg. S 7.125% 08/11/2022	USD	313,000	318,625	0.01
Ronshine China Holdings Ltd., Reg. S 8.95% 22/01/2023	USD	6,100,000	6,381,930	0.21
Sunac China Holdings Ltd., Reg. S 7.5% 01/02/2024	USD	406,000	418,091	0.01
Times China Holdings Ltd., Reg. S 6.25% 17/01/2021	USD	1,000,000	1,011,722	0.04
Welltower, Inc., REIT 3.625% 15/03/2024	USD	1,791,000	1,883,353	0.07
Zhenro Properties Group Ltd., Reg. S 8.65% 21/01/2023	USD	1,000,000	1,015,964	0.04
			31,589,608	1.11
公益
Abu Dhabi National Energy Co. PJSC, Reg. S 4% 03/10/2049	USD	447,000	463,423	0.02
AC Energy Finance International Ltd., Reg. S 5.65% Perpetual	USD	509,000	515,336	0.02
Aegea Finance Sarl, Reg. S 5.75% 10/10/2024	USD	2,000,000	2,114,410	0.07
AES Corp. 4.5% 15/03/2023	USD	3,040,000	3,121,578	0.11
Beijing Gas Singapore Capital Corp., Reg. S 2.75% 31/05/2022	USD	1,600,000	1,605,541	0.06
Castle Peak Power Finance Co. Ltd., Reg. S 3.25% 25/07/2027	USD	2,000,000	2,045,375	0.07
China Oil & Gas Group Ltd., Reg. S 5.5% 25/01/2023	USD	1,144,000	1,178,599	0.04
Electricite de France SA, Reg. S, FRN 5.25% Perpetual	USD	5,431,000	5,700,758	0.20
Electricite de France SA, Reg. S, FRN 5.625% Perpetual	USD	5,683,000	6,047,906	0.21
Empresas Publicas de Medellin ESP, Reg. S 7.625% 10/09/2024	COP	3,484,000,000	1,110,450	0.04
LLPL Capital Pte. Ltd., Reg. S 6.875% 04/02/2039	USD	1,128,524	1,316,322	0.05
Mong Duong Finance Holdings BV, Reg. S 5.125% 07/05/2029	USD	275,000	282,367	0.01
Perusahaan Listrik Negara PT, Reg. S 4.875% 17/07/2049	USD	200,000	217,030	0.01
Perusahaan Listrik Negara PT, Reg. S 4.375% 05/02/2050	USD	296,000	301,045	0.01
Sempra Energy 2.9% 01/02/2023	USD	542,000	552,837	0.02
SMC Global Power Holdings Corp., Reg. S, FRN 6.5% Perpetual	USD	213,000	222,318	0.01
Three Gorges Finance I Cayman Islands Ltd., Reg. S 3.2% 16/10/2049	USD	1,300,000	1,269,088	0.04
			28,064,383	0.99
社債合計			638,892,782	22.44
転換社債
通信サービス
Cellnex Telecom SA, Reg. S 1.5% 16/01/2026	EUR	2,000,000	3,010,795	0.11
			3,010,795	0.11
一般消費財
Cie Generale des Etablissements Michelin SCA, Reg. S 0% 10/01/2022	USD	4,000,000	4,073,300	0.14
Geely Sweden Financials Holding AB, Reg. S 0% 19/06/2024	EUR	4,900,000	5,781,207	0.20
MercadoLibre, Inc. 2% 15/08/2028	USD	2,650,000	4,021,335	0.14
Ocado Group plc, Reg. S 0.875% 09/12/2025	GBP	5,100,000	6,801,809	0.25
Sony Corp. 0% 30/09/2022	JPY	260,000,000	3,591,348	0.13
Vinpearl JSC, Reg. S 3.5% 14/06/2023	USD	2,400,000	2,591,136	0.09
			26,860,135	0.95
エネルギー
BP Capital Markets plc, Reg. S 1% 28/04/2023	GBP	2,400,000	3,767,772	0.13
TOTAL SA, Reg. S 0.5% 02/12/2022	USD	3,000,000	3,190,680	0.11
			6,958,452	0.24
金融
JPMorgan Chase Bank NA, Reg. S 0% 30/12/2020	USD	2,600,000	3,075,432	0.11
SBI Holdings, Inc., Reg. S 0% 13/09/2023	JPY	200,000,000	1,923,603	0.07
			4,999,035	0.18
工業
Deutsche Post AG, Reg. S 0.05% 30/06/2025	EUR	1,400,000	1,611,276	0.06
Nagoya Railroad Co. Ltd., Reg. S 0% 11/12/2024	JPY	250,000,000	2,783,851	0.10
PB Issuer NO 5 Ltd., Reg. S 3% 10/12/2025	USD	3,571,000	3,589,445	0.12
Vinci SA, Reg. S 0.375% 16/02/2022	USD	1,400,000	1,699,782	0.06
			9,684,354	0.34
情報技術
SCREEN Holdings Co. Ltd., Reg. S 0% 11/06/2025	JPY	200,000,000	1,951,296	0.07
STMicroelectronics NV, Reg. S 0.25% 03/07/2024	USD	2,400,000	3,440,424	0.12
			5,391,720	0.19
素材
Kansai Paint Co. Ltd., Reg. S 0% 17/06/2022	JPY	170,000,000	1,668,244	0.06
Sika AG, Reg. S 3.75% 30/01/2022	CHF	6,600,000	9,411,687	0.32
Teijin Ltd., Reg. S 0% 10/12/2021	JPY	160,000,000	1,672,103	0.06
Toray Industries, Inc., Reg. S 0% 31/08/2021	JPY	160,000,000	1,591,367	0.06
			14,343,401	0.50
不動産
Smart Insight International Ltd., Reg. S 4.5% 05/12/2023	HKD	18,000,000	2,948,427	0.10
			2,948,427	0.10
転換社債合計			74,196,319	2.61
株式
通信サービス
Activision Blizzard, Inc.	USD	7,407	435,608	0.02
Advanced Info Service PCL, NVDR	THB	8,900	63,783	-
Alphabet, Inc. ‘A’	USD	5,468	7,314,075	0.25
Alphabet, Inc. ‘C’	USD	775	1,033,751	0.04
America Movil SAB de CV	MXN	506,386	405,831	0.01
AT&T, Inc.	USD	19,674	766,953	0.03
Baidu, Inc., ADR	USD	2,768	348,521	0.01
Cable One, Inc.	USD	241	360,218	0.01
Charter Communications, Inc. ‘A’	USD	580	280,083	0.01
China Mobile Ltd.	HKD	358,500	3,013,612	0.11
Comcast Corp. ‘A’	USD	21,107	952,733	0.03
Deutsche Telekom AG	EUR	14,437	236,388	0.01
Electronic Arts, Inc.	USD	1,299	138,829	-
Facebook, Inc. ‘A’	USD	27,626	5,641,674	0.20
Globe Telecom, Inc.	PHP	23,145	919,229	0.03
KDDI Corp.	JPY	7,400	220,038	0.01
Netflix, Inc.	USD	1,441	465,763	0.02
NetLink NBN Trust, Reg. S	SGD	5,909,400	4,150,959	0.15
Nintendo Co. Ltd.	JPY	500	198,515	0.01
Nippon Telegraph & Telephone Corp.	JPY	8,200	207,148	0.01
NTT DOCOMO, Inc.	JPY	7,900	220,185	0.01
Orange Belgium SA	EUR	158,121	3,678,315	0.13
Orange Polska SA	PLN	1,290,793	2,427,289	0.09
Orange SA	EUR	9,131	134,630	-
Pearson plc	GBP	501,501	4,221,709	0.15
Publicis Groupe SA	EUR	47,666	2,161,966	0.08
RTL Group SA	EUR	94,138	4,652,745	0.16
Singapore Telecommunications Ltd.	SGD	874,000	2,188,836	0.08
Sirius XM Holdings, Inc.	USD	36,669	259,695	0.01
Softbank Corp.	JPY	10,500	140,918	-
SoftBank Group Corp.	JPY	5,300	228,360	0.01
Spark New Zealand Ltd.	NZD	507,720	1,483,917	0.05
Telefonica SA	EUR	31,425	219,909	0.01
TELUS Corp.	CAD	160,224	6,199,508	0.21
Tencent Holdings Ltd.	HKD	118,100	5,676,840	0.20
T-Mobile US, Inc.	USD	2,483	193,659	0.01
Twitter, Inc.	USD	2,668	85,358	-
Verizon Communications, Inc.	USD	15,993	978,345	0.03
Vivendi SA	EUR	8,425	244,464	0.01
Vodafone Group plc	GBP	108,277	210,001	0.01
Walt Disney Co. (The)	USD	7,928	1,139,684	0.04
WPP plc	GBP	190,680	2,687,466	0.09
			66,587,510	2.34
一般消費財
adidas AG	EUR	14,058	4,578,371	0.16
Alibaba Group Holding Ltd., ADR	USD	6,315	1,339,997	0.05
Amazon.com, Inc.	USD	2,315	4,265,901	0.15
Aptiv plc	USD	1,886	179,018	0.01
AutoZone, Inc.	USD	142	167,893	0.01
Bayerische Motoren Werke AG	EUR	2,377	195,377	0.01
Booking Holdings, Inc.	USD	161	330,236	0.01
Bridgestone Corp.	JPY	6,200	229,524	0.01
Carnival Corp.	USD	3,257	165,717	0.01
Chipotle Mexican Grill, Inc.	USD	158	132,164	-
Cie Financiere Richemont SA	CHF	3,370	265,627	0.01
Compass Group plc	GBP	7,659	191,298	0.01
Continental AG	EUR	21,339	2,764,023	0.10
Cracker Barrel Old Country Store, Inc.	USD	673	105,111	-
Crown Resorts Ltd.	AUD	657,318	5,534,369	0.19
Daimler AG	EUR	5,023	278,686	0.01
Dollar General Corp.	USD	1,034	162,641	0.01
Dollar Tree, Inc.	USD	1,278	119,357	-
eBay, Inc.	USD	3,330	119,064	-
EssilorLuxottica SA	EUR	1,279	195,191	0.01
Fast Retailing Co. Ltd.	JPY	200	117,991	-
Ford Motor Co.	USD	12,318	113,706	-
Galaxy Entertainment Group Ltd.	HKD	620,000	4,551,783	0.16
General Motors Co.	USD	3,898	141,709	-
H&R Block, Inc.	USD	4,749	110,882	-
Harley-Davidson, Inc.	USD	3,071	114,890	-
Hermes International	EUR	235	175,939	0.01
Hilton Worldwide Holdings, Inc.	USD	2,156	239,652	0.01
Home Depot, Inc. (The)	USD	4,393	953,394	0.03
Honda Motor Co. Ltd.	JPY	9,100	255,448	0.01
Hyundai Motor Co. Preference	KRW	40,361	2,765,951	0.10
Industria de Diseno Textil SA	EUR	204,462	7,226,405	0.25
JD.com, Inc., ADR	USD	8,335	293,387	0.01
Kering SA	EUR	390	256,483	0.01
Las Vegas Sands Corp.	USD	97,484	6,738,097	0.24
Lowe’s Cos., Inc.	USD	4,263	511,078	0.02
Lululemon Athletica, Inc.	USD	682	157,329	0.01
LVMH Moet Hennessy Louis Vuitton SE	EUR	14,486	6,742,914	0.24
Marriott International, Inc. ‘A’	USD	1,844	279,373	0.01
McDonald’s Corp.	USD	2,845	560,395	0.02
MercadoLibre, Inc.	USD	166	96,833	-
Naspers Ltd. ‘N’	ZAR	3,613	590,449	0.02
NIKE, Inc. ‘B’	USD	5,407	544,326	0.02
O’Reilly Automotive, Inc.	USD	482	210,765	0.01
Oriental Land Co. Ltd.	JPY	1,600	218,772	0.01
Persimmon plc	GBP	127,339	4,535,208	0.16
Prosus NV	EUR	4,030	301,309	0.01
Ross Stores, Inc.	USD	1,947	226,586	0.01
Sands China Ltd.	HKD	356,800	1,902,054	0.07
Six Flags Entertainment Corp.	USD	1,800	81,572	-
Sony Corp.	JPY	4,800	323,386	0.01
Starbucks Corp.	USD	6,103	533,785	0.02
Tabcorp Holdings Ltd.	AUD	1,877,252	5,955,981	0.21
Tapestry, Inc.	USD	3,052	80,955	-
Target Corp.	USD	1,665	214,464	0.01
Tesla, Inc.	USD	518	214,531	0.01
TJX Cos., Inc. (The)	USD	5,514	336,860	0.01
Toyota Motor Corp.	JPY	5,700	399,963	0.01
VF Corp.	USD	1,858	184,625	0.01
Volkswagen AG Preference	EUR	1,610	318,874	0.01
Wesfarmers Ltd.	AUD	8,290	239,946	0.01
Wyndham Destinations, Inc.	USD	2,601	134,486	-
Yum! Brands, Inc.	USD	1,093	110,057	-
			71,382,158	2.51
生活必需品
Alimentation Couche-Tard, Inc. ‘B’	CAD	8,308	263,945	0.01
Altria Group, Inc.	USD	8,918	444,389	0.02
Ambev SA	BRL	23,002	106,840	-
Anheuser-Busch InBev SA/NV	EUR	3,072	251,018	0.01
Archer-Daniels-Midland Co.	USD	6,049	278,620	0.01
British American Tobacco plc	GBP	7,857	335,535	0.01
Brown-Forman Corp. ‘B’	USD	2,089	141,094	-
Coca-Cola Co. (The)	USD	125,987	6,964,087	0.24
Colgate-Palmolive Co.	USD	5,041	346,947	0.01
Constellation Brands, Inc. ‘A’	USD	698	131,381	-
Costco Wholesale Corp.	USD	1,258	371,111	0.01
CP ALL PCL, NVDR	THB	19,700	47,623	-
Danone SA	EUR	2,765	229,630	0.01
Diageo plc	GBP	158,113	6,687,479	0.23
Estee Lauder Cos., Inc. (The) ‘A’	USD	997	205,648	0.01
General Mills, Inc.	USD	6,155	324,887	0.01
Heineken NV	EUR	1,960	209,075	0.01
Hershey Co. (The)	USD	970	142,650	0.01
Imperial Brands plc	GBP	7,456	184,159	0.01
Japan Tobacco, Inc.	JPY	13,500	299,321	0.01
Kao Corp.	JPY	3,100	255,483	0.01
Kellogg Co.	USD	1,844	126,885	-
Kimberly-Clark Corp.	USD	2,544	348,339	0.01
Koninklijke Ahold Delhaize NV	EUR	6,306	157,998	0.01
L’Oreal SA	EUR	927	275,025	0.01
Mondelez International, Inc. ‘A’	USD	5,461	300,483	0.01
Monster Beverage Corp.	USD	2,528	160,033	0.01
Nestle SA	CHF	7,490	813,292	0.03
PepsiCo, Inc.	USD	3,291	450,278	0.02
Pernod Ricard SA	EUR	960	171,968	0.01
Philip Morris International, Inc.	USD	6,788	581,713	0.02
Procter & Gamble Co. (The)	USD	8,543	1,063,321	0.04
Reckitt Benckiser Group plc	GBP	3,134	253,843	0.01
Seven & i Holdings Co. Ltd.	JPY	5,300	193,881	0.01
Shiseido Co. Ltd.	JPY	2,000	141,778	-
Sysco Corp.	USD	2,000	171,605	0.01
Tesco plc	GBP	1,888,204	6,368,052	0.22
Tyson Foods, Inc. ‘A’	USD	1,315	118,765	-
Unilever NV	EUR	3,118	179,510	0.01
Unilever plc	GBP	105,350	6,056,905	0.21
Walgreens Boots Alliance, Inc.	USD	3,498	205,722	0.01
Walmart, Inc.	USD	3,158	376,740	0.01
Wm Morrison Supermarkets plc	GBP	2,573,218	6,794,367	0.24
Woolworths Group Ltd.	AUD	11,186	282,599	0.01
			43,814,024	1.54
エネルギー
BP plc	GBP	633,411	3,947,630	0.14
Canadian Natural Resources Ltd.	CAD	7,653	246,150	0.01
Chevron Corp.	USD	5,872	702,952	0.02
China Petroleum & Chemical Corp. ‘H’	HKD	2,528,000	1,519,414	0.05
CNOOC Ltd.	HKD	165,000	273,727	0.01
ConocoPhillips	USD	3,511	226,394	0.01
Enbridge, Inc.	CAD	167,862	6,631,183	0.22
Eni SpA	EUR	459,658	7,152,340	0.24
EOG Resources, Inc.	USD	3,361	276,143	0.01
Equinor ASA	NOK	9,670	193,598	0.01
Exxon Mobil Corp.	USD	13,367	927,182	0.03
Gazprom PJSC, ADR	USD	550,000	4,525,400	0.16
Kinder Morgan, Inc.	USD	10,533	221,410	0.01
LUKOIL PJSC, ADR	USD	51,575	5,115,209	0.18
Marathon Petroleum Corp.	USD	2,750	163,626	0.01
Occidental Petroleum Corp.	USD	6,485	263,654	0.01
ONEOK, Inc.	USD	3,974	299,519	0.01
Petroleo Brasileiro SA Preference	BRL	30,353	227,946	0.01
Phillips 66	USD	2,443	269,287	0.01
Pioneer Natural Resources Co.	USD	1,262	189,631	0.01
Reliance Industries Ltd.	INR	13,517	286,448	0.01
Repsol SA	EUR	309,457	4,844,405	0.17
Repsol SA Rights 07/01/2020	EUR	147,962	70,336	-
Royal Dutch Shell plc ‘A’	GBP	8,867	261,897	0.01
Royal Dutch Shell plc ‘B’	GBP	11,517	340,853	0.01
Schlumberger Ltd.	USD	6,889	277,479	0.01
SK Innovation Co. Ltd.	KRW	19,171	2,483,945	0.09
Societatea Nationala de Gaze Naturale ROMGAZ SA	RON	356,744	3,108,971	0.11
Suncor Energy, Inc.	CAD	9,028	294,766	0.01
TC Energy Corp.	CAD	5,539	292,131	0.01
TOTAL SA	EUR	4,032	222,933	0.01
Valero Energy Corp.	USD	2,670	247,352	0.01
Williams Cos., Inc. (The)	USD	11,529	267,313	0.01
Woodside Petroleum Ltd.	AUD	7,416	178,515	0.01
			46,549,739	1.63
金融
Aflac, Inc.	USD	4,613	243,187	0.01
AG Mortgage Investment Trust, Inc., REIT	USD	31,300	482,672	0.02
Ageas	EUR	27,813	1,646,579	0.06
AGNC Investment Corp., REIT	USD	247,463	4,381,449	0.15
AIA Group Ltd.	HKD	1,060,600	11,107,126	0.38
Allianz SE	EUR	37,725	9,259,146	0.32
Allstate Corp. (The)	USD	1,152	128,655	-
American Express Co.	USD	1,639	203,472	0.01
American Financial Group, Inc.	USD	1,238	135,418	-
American International Group, Inc.	USD	2,950	150,231	0.01
Ameriprise Financial, Inc.	USD	989	163,789	0.01
Annaly Capital Management, Inc., REIT	USD	434,475	4,090,814	0.14
Anworth Mortgage Asset Corp., REIT	USD	107,900	380,293	0.01
Aon plc	USD	1,029	213,621	0.01
Apollo Commercial Real Estate Finance, Inc., REIT	USD	140,567	2,564,195	0.09
Arbor Realty Trust, Inc., REIT	USD	75,780	1,093,545	0.04
ARMOUR Residential REIT, Inc.	USD	46,700	828,356	0.03
ASX Ltd.	AUD	48,799	2,672,946	0.09
Australia & New Zealand Banking Group Ltd.	AUD	214,339	3,695,132	0.13
AXA SA	EUR	4,908	138,497	-
B3 SA - Brasil Bolsa Balcao	BRL	353,112	3,775,112	0.13
Banco Bilbao Vizcaya Argentaria SA	EUR	50,812	284,542	0.01
Banco Bradesco SA Preference	BRL	23,384	210,446	0.01
Banco Santander SA	EUR	60,887	255,225	0.01
Bank Central Asia Tbk. PT	IDR	182,200	439,144	0.02
Bank of America Corp.	USD	21,547	755,176	0.03
Bank of America Corp. Preference 7.25%	USD	11,526	16,894,697	0.58
Bank of China Ltd. ‘H’	HKD	1,065,000	454,642	0.02
Bank of Montreal	CAD	3,601	278,293	0.01
Bank of New York Mellon Corp. (The)	USD	2,748	137,607	-
Bank of Nova Scotia (The)	CAD	3,536	199,151	0.01
Barclays plc	GBP	1,312,257	3,115,293	0.11
Berkshire Hathaway, Inc. ‘B’	USD	3,113	701,459	0.02
BlackRock, Inc.	USD	413	206,341	0.01
Blackstone Group, Inc. (The) ‘A’	USD	2,733	152,770	0.01
Blackstone Mortgage Trust, Inc., REIT ‘A’	USD	77,298	2,875,975	0.10
BNP Paribas SA	EUR	52,514	3,117,775	0.11
BOC Hong Kong Holdings Ltd.	HKD	849,000	2,941,979	0.10
Brookfield Asset Management, Inc. ‘A’	CAD	6,519	376,997	0.01
Canadian Imperial Bank of Commerce	CAD	2,167	179,818	0.01
Capital One Financial Corp.	USD	4,034	412,632	0.01
Capstead Mortgage Corp., REIT	USD	103,281	814,994	0.03
Charles Schwab Corp. (The)	USD	3,960	188,531	0.01
Chimera Investment Corp., REIT	USD	140,713	2,898,481	0.10
China Construction Bank Corp. ‘H’	HKD	7,117,000	6,138,904	0.22
Chubb Ltd.	USD	2,047	317,848	0.01
Cincinnati Financial Corp.	USD	1,508	157,462	0.01
Citigroup, Inc.	USD	5,951	471,736	0.02
CME Group, Inc.	USD	1,696	338,029	0.01
Coface SA	EUR	49,238	607,010	0.02
Commonwealth Bank of Australia	AUD	6,508	363,953	0.01
Credicorp Ltd.	USD	520	111,154	-
Credit Suisse Group AG	CHF	22,280	302,579	0.01
Dah Sing Banking Group Ltd.	HKD	738,800	986,565	0.03
DBS Group Holdings Ltd.	SGD	16,700	320,912	0.01
Deutsche Boerse AG	EUR	768	120,960	-
Discover Financial Services	USD	1,768	149,074	0.01
DNB ASA	NOK	416,150	7,785,577	0.27
Fifth Third Bancorp	USD	11,543	351,658	0.01
Goldman Sachs Group, Inc. (The)	USD	991	227,095	0.01
Granite Point Mortgage Trust, Inc., REIT	USD	49,316	906,266	0.03
Hartford Financial Services Group, Inc. (The)	USD	1,232	74,704	-
HDFC Bank Ltd., ADR	USD	24,790	1,558,435	0.05
HDFC Bank Ltd.	INR	25,320	450,976	0.02
Hong Kong Exchanges & Clearing Ltd.	HKD	203,300	6,587,323	0.23
Housing Development Finance Corp. Ltd.	INR	11,714	395,577	0.01
HSBC Holdings plc	HKD	117,600	917,074	0.03
HSBC Holdings plc	GBP	495,358	3,874,758	0.14
Huntington Bancshares, Inc.	USD	8,896	133,433	-
ICICI Bank Ltd.	INR	48,055	362,588	0.01
Industrial & Commercial Bank of China Ltd. ‘H’	HKD	563,000	432,917	0.02
ING Groep NV	EUR	427,246	5,131,726	0.18
Intercontinental Exchange, Inc.	USD	1,223	113,100	-
Intesa Sanpaolo SpA	EUR	1,157,495	3,054,912	0.11
Invesco Mortgage Capital, Inc., REIT	USD	128,071	2,132,925	0.07
Investor AB ‘B’	SEK	7,766	427,047	0.01
Itau Unibanco Holding SA Preference	BRL	22,080	203,828	0.01
JPMorgan Chase & Co.	USD	6,814	941,958	0.03
KeyCorp	USD	7,581	152,840	0.01
KeyCorp Preference, FRN	USD	95,200	2,715,891	0.10
KKR Real Estate Finance Trust, Inc., REIT	USD	23,900	488,214	0.02
Ladder Capital Corp., REIT	USD	106,054	1,922,619	0.07
Lloyds Banking Group plc	GBP	3,764,477	3,109,293	0.11
London Stock Exchange Group plc	GBP	1,549	158,646	0.01
M&G plc	GBP	13,452	42,168	-
M&T Bank Corp.	USD	964	162,862	0.01
Macquarie Group Ltd.	AUD	88,169	8,495,394	0.29
Manulife Financial Corp.	CAD	12,963	261,955	0.01
Marsh & McLennan Cos., Inc.	USD	2,172	242,828	0.01
Medibank Pvt Ltd.	AUD	1,780,629	3,937,012	0.14
Mega Financial Holding Co. Ltd.	TWD	2,420,000	2,472,046	0.09
MetLife, Inc.	USD	5,643	285,365	0.01
MFA Financial, Inc., REIT	USD	371,437	2,843,044	0.10
Mitsubishi UFJ Financial Group, Inc.	JPY	69,300	373,463	0.01
Mizuho Financial Group, Inc.	JPY	149,900	230,673	0.01
Moody’s Corp.	USD	857	203,496	0.01
Morgan Stanley	USD	3,259	165,573	0.01
National Australia Bank Ltd.	AUD	13,005	224,322	0.01
New Residential Investment Corp., REIT	USD	274,768	4,399,093	0.15
New York Mortgage Trust, Inc., REIT	USD	174,931	1,086,880	0.04
Nordea Bank Abp	SEK	12,525	101,910	-
ORIX Corp.	JPY	11,700	193,581	0.01
Oversea-Chinese Banking Corp. Ltd.	SGD	40,400	329,384	0.01
PennyMac Mortgage Investment Trust, REIT	USD	67,940	1,512,227	0.05
Ping An Insurance Group Co. of China Ltd. ‘H’	HKD	42,500	501,543	0.02
PNC Financial Services Group, Inc. (The)	USD	519	82,842	-
Principal Financial Group, Inc.	USD	2,417	131,721	-
Progressive Corp. (The)	USD	2,461	177,894	0.01
Prudential Financial, Inc.	USD	2,019	187,031	0.01
Prudential plc	GBP	12,238	234,345	0.01
Redwood Trust, Inc., REIT	USD	95,141	1,568,164	0.06
Royal Bank of Canada	CAD	2,149	169,840	0.01
Royal Bank of Scotland Group plc	GBP	2,123,406	6,743,166	0.24
S&P Global, Inc.	USD	781	212,267	0.01
Sberbank of Russia PJSC, ADR	USD	13,145	216,104	0.01
Societe Generale SA	EUR	4,922	171,555	0.01
Standard Chartered plc	GBP	621,613	5,852,225	0.21
Starwood Property Trust, Inc., REIT	USD	209,529	5,194,688	0.18
State Street Corp.	USD	2,086	166,107	0.01
Sumitomo Mitsui Financial Group, Inc.	JPY	9,200	338,976	0.01
Sun Life Financial, Inc.	CAD	6,772	307,151	0.01
Swiss Re AG	CHF	31,394	3,536,408	0.12
Synchrony Financial	USD	3,934	141,581	-
T Rowe Price Group, Inc.	USD	1,606	195,276	0.01
Tokio Marine Holdings, Inc.	JPY	4,500	251,023	0.01
Toronto-Dominion Bank (The)	CAD	4,157	233,209	0.01
TPG RE Finance Trust, Inc., REIT	USD	39,700	807,529	0.03
Travelers Cos., Inc. (The)	USD	1,947	265,629	0.01
Truist Financial Corp.	USD	3,126	219,226	0.01
Truist Financial Corp.	USD	13,083	736,562	0.03
Two Harbors Investment Corp., REIT	USD	184,483	2,691,016	0.09
UBS Group AG	CHF	25,727	325,930	0.01
UniCredit SpA	EUR	16,893	247,176	0.01
United Overseas Bank Ltd.	SGD	181,400	3,557,718	0.12
US Bancorp	USD	4,325	255,489	0.01
Wells Fargo & Co.	USD	9,346	500,051	0.02
Wells Fargo & Co. Preference 7.5%	USD	11,962	17,359,565	0.60
Western Asset Mortgage Capital Corp., REIT	USD	50,850	526,744	0.02
Westpac Banking Corp.	AUD	13,418	227,564	0.01
Willis Towers Watson plc	USD	1,082	218,069	0.01
Zurich Insurance Group AG	CHF	252	103,702	-
			222,462,131	7.80
ヘルスケア
Abbott Laboratories	USD	4,349	377,256	0.01
AbbVie, Inc.	USD	7,212	637,955	0.02
Agilent Technologies, Inc.	USD	3,717	315,187	0.01
Alcon, Inc.	CHF	4,236	240,560	0.01
Alexion Pharmaceuticals, Inc.	USD	1,593	170,619	0.01
Allergan plc	USD	1,148	218,506	0.01
Amgen, Inc.	USD	2,520	605,122	0.02
Anthem, Inc.	USD	770	234,894	0.01
Astellas Pharma, Inc.	JPY	15,200	257,245	0.01
AstraZeneca plc	GBP	3,998	401,914	0.01
Avantor, Inc. Preference 6.25%	USD	293,582	18,511,812	0.64
Baxter International, Inc.	USD	1,800	150,084	0.01
Bayer AG	EUR	3,381	276,647	0.01
Becton Dickinson and Co.	USD	1,047	283,260	0.01
Biogen, Inc.	USD	614	181,507	0.01
Bio-Techne Corp.	USD	592	128,623	-
Boston Scientific Corp.	USD	5,783	259,990	0.01
Bristol-Myers Squibb Co.	USD	7,436	473,310	0.02
Bruker Corp.	USD	2,894	145,821	0.01
Cerner Corp.	USD	1,938	141,611	-
Chemed Corp.	USD	337	148,663	0.01
Cigna Corp.	USD	1,469	297,899	0.01
CSL Ltd.	AUD	21,983	4,233,226	0.15
CVS Health Corp.	USD	4,203	309,279	0.01
Daiichi Sankyo Co. Ltd.	JPY	2,300	150,823	0.01
Danaher Corp.	USD	3,249	496,627	0.02
Danaher Corp. Preference 4.75%	USD	7,044	8,314,384	0.28
Edwards Lifesciences Corp.	USD	869	201,809	0.01
Eli Lilly & Co.	USD	4,295	564,174	0.02
Encompass Health Corp.	USD	1,543	106,839	-
Fresenius SE & Co. KGaA	EUR	3,340	188,350	0.01
Gilead Sciences, Inc.	USD	6,001	389,499	0.01
GlaxoSmithKline plc	GBP	16,524	388,480	0.01
HCA Healthcare, Inc.	USD	2,112	311,423	0.01
Hoya Corp.	JPY	2,300	218,820	0.01
Humana, Inc.	USD	477	175,206	0.01
IDEXX Laboratories, Inc.	USD	793	207,400	0.01
Illumina, Inc.	USD	612	200,498	0.01
Intuitive Surgical, Inc.	USD	528	311,870	0.01
IQVIA Holdings, Inc.	USD	1,267	194,384	0.01
Johnson & Johnson	USD	6,896	1,001,463	0.04
Koninklijke Philips NV	EUR	4,042	197,685	0.01
Lonza Group AG	CHF	586	214,489	0.01
McKesson Corp.	USD	956	130,966	-
Medtronic plc	USD	5,015	566,321	0.02
Merck & Co., Inc.	USD	58,218	5,301,987	0.18
Novartis AG	CHF	5,991	570,560	0.02
Novo Nordisk A/S ‘B’	DKK	7,475	434,702	0.02
Pfizer, Inc.	USD	131,385	5,110,569	0.17
Regeneron Pharmaceuticals, Inc.	USD	456	170,166	0.01
ResMed, Inc.	USD	1,116	172,536	0.01
Roche Holding AG	CHF	1,793	583,440	0.02
Sanofi	EUR	77,590	7,814,472	0.26
Smith & Nephew plc	GBP	7,092	171,747	0.01
Stryker Corp.	USD	1,034	215,875	0.01
Takeda Pharmaceutical Co. Ltd.	JPY	8,200	321,650	0.01
Teleflex, Inc.	USD	388	144,225	0.01
Thermo Fisher Scientific, Inc.	USD	1,319	428,646	0.02
UnitedHealth Group, Inc.	USD	18,256	5,357,190	0.18
Vertex Pharmaceuticals, Inc.	USD	1,189	260,354	0.01
Zimmer Biomet Holdings, Inc.	USD	855	127,144	-
Zoetis, Inc.	USD	3,632	480,118	0.02
			71,197,881	2.50
工業
3M Co.	USD	2,805	492,161	0.02
ABB Ltd.	CHF	11,172	270,568	0.01
Airbus SE	EUR	1,866	273,618	0.01
AMETEK, Inc.	USD	2,683	267,799	0.01
Assa Abloy AB ‘B’	SEK	3,470	81,745	-
Atlas Copco AB ‘A’	SEK	3,568	143,390	0.01
BAE Systems plc	GBP	17,756	132,531	-
Boeing Co. (The)	USD	2,104	685,414	0.02
Brambles Ltd.	AUD	406,548	3,333,880	0.12
BTS Rail Mass Transit Growth Infrastructure Fund ‘F’	THB	5,930,500	1,985,414	0.07
Canadian National Railway Co.	CAD	3,114	280,119	0.01
Canadian Pacific Railway Ltd.	CAD	944	239,776	0.01
Caterpillar, Inc.	USD	1,974	290,232	0.01
Central Japan Railway Co.	JPY	1,100	220,543	0.01
Cintas Corp.	USD	612	164,099	0.01
CK Hutchison Holdings Ltd.	HKD	44,000	419,027	0.01
Colfax Corp. Preference 5.75%	USD	39,750	6,230,813	0.22
CoStar Group, Inc.	USD	338	201,647	0.01
CSX Corp.	USD	3,066	221,347	0.01
Cummins, Inc.	USD	1,746	311,798	0.01
Daikin Industries Ltd.	JPY	1,500	210,014	0.01
Deere & Co.	USD	993	172,533	0.01
Deutsche Post AG	EUR	5,273	201,536	0.01
DSV PANALPINA A/S	DKK	2,495	288,125	0.01
East Japan Railway Co.	JPY	2,800	252,488	0.01
Eaton Corp. plc	USD	1,618	153,275	0.01
Emerson Electric Co.	USD	4,692	357,852	0.01
Experian plc	GBP	8,497	286,565	0.01
FANUC Corp.	JPY	1,200	219,810	0.01
Fastenal Co.	USD	3,566	131,470	-
FedEx Corp.	USD	1,254	187,680	0.01
Fortive Corp.	USD	2,373	180,660	0.01
Fortive Corp. Preference 5%	USD	4,911	4,780,097	0.17
General Dynamics Corp.	USD	973	171,059	0.01
General Electric Co.	USD	25,807	285,384	0.01
Honeywell International, Inc.	USD	2,073	365,386	0.01
Hubbell, Inc.	USD	891	131,706	-
IHS Markit Ltd.	USD	3,815	285,047	0.01
Illinois Tool Works, Inc.	USD	1,876	336,832	0.01
Ingersoll-Rand plc	USD	750	99,543	-
ITOCHU Corp.	JPY	5,200	120,397	-
Jardine Strategic Holdings Ltd.	USD	188,400	5,771,581	0.20
Johnson Controls International plc	USD	3,846	156,315	0.01
Komatsu Ltd.	JPY	10,800	257,683	0.01
L3Harris Technologies, Inc.	USD	1,011	202,417	0.01
Larsen & Toubro Ltd., Reg. S, GDR	USD	162,424	2,985,353	0.10
Lockheed Martin Corp.	USD	1,061	415,708	0.01
Mitsubishi Corp.	JPY	7,600	200,595	0.01
Mitsubishi Electric Corp.	JPY	13,100	177,229	0.01
Mitsui & Co. Ltd.	JPY	13,300	234,873	0.01
Nidec Corp.	JPY	1,800	245,110	0.01
Norfolk Southern Corp.	USD	1,090	210,643	0.01
Northrop Grumman Corp.	USD	533	186,102	0.01
PACCAR, Inc.	USD	1,590	125,227	-
Parker-Hannifin Corp.	USD	965	197,909	0.01
Pentair plc	USD	2,383	108,918	-
Qantas Airways Ltd.	AUD	858,601	4,267,336	0.15
Raytheon Co.	USD	1,748	384,720	0.01
Recruit Holdings Co. Ltd.	JPY	5,500	205,121	0.01
RELX plc	GBP	7,936	199,842	0.01
Roper Technologies, Inc.	USD	521	185,161	0.01
Safran SA	EUR	1,433	221,672	0.01
Schneider Electric SE	EUR	2,933	301,594	0.01
Siemens AG	EUR	2,129	278,830	0.01
SMC Corp.	JPY	300	136,163	-
Stanley Black & Decker, Inc.	USD	1,361	224,745	0.01
Stanley Black & Decker, Inc. Preference 5.25%	USD	100,000	10,899,999	0.37
TransDigm Group, Inc.	USD	323	181,384	0.01
Transurban Group	AUD	36,070	376,007	0.01
Union Pacific Corp.	USD	37,326	6,711,547	0.23
United Parcel Service, Inc. ‘B’	USD	2,050	238,353	0.01
United Technologies Corp.	USD	15,965	2,388,588	0.08
Verisk Analytics, Inc.	USD	1,141	168,321	0.01
Vinci SA	EUR	2,647	294,495	0.01
Volvo AB ‘B’	SEK	6,687	112,860	-
Waste Connections, Inc.	USD	3,376	305,851	0.01
Waste Management, Inc.	USD	957	108,934	-
Yangzijiang Shipbuilding Holdings Ltd.	SGD	61,700	51,305	-
			65,181,871	2.29
情報技術
Accenture plc ‘A’	USD	1,969	414,583	0.01
Adobe, Inc.	USD	15,577	5,107,626	0.17
Advanced Micro Devices, Inc.	USD	3,747	170,213	0.01
Amadeus IT Group SA	EUR	2,637	215,740	0.01
Amphenol Corp. ‘A’	USD	2,856	308,545	0.01
Analog Devices, Inc.	USD	1,966	233,107	0.01
Apple, Inc.	USD	15,319	4,458,896	0.16
Applied Materials, Inc.	USD	5,402	328,203	0.01
ASML Holding NV	EUR	16,208	4,803,177	0.17
Autodesk, Inc.	USD	1,211	221,699	0.01
Automatic Data Processing, Inc.	USD	1,983	336,120	0.01
Broadcom, Inc.	USD	14,320	4,478,374	0.16
Broadcom, Inc. Preference 8%	USD	12,704	14,838,527	0.51
Canon, Inc.	JPY	7,400	201,512	0.01
Cisco Systems, Inc.	USD	16,162	767,937	0.03
Cognizant Technology Solutions Corp. ‘A’	USD	4,538	279,479	0.01
Corning, Inc.	USD	5,884	170,289	0.01
Fidelity National Information Services, Inc.	USD	2,296	318,111	0.01
Fiserv, Inc.	USD	2,196	253,503	0.01
FleetCor Technologies, Inc.	USD	748	213,917	0.01
Getac Technology Corp.	TWD	1,424,000	2,221,878	0.08
Global Payments, Inc.	USD	1,745	316,270	0.01
Hitachi Ltd.	JPY	4,000	167,230	0.01
Hon Hai Precision Industry Co. Ltd.	TWD	1,087,000	3,291,811	0.12
HP, Inc.	USD	10,382	212,322	0.01
Infineon Technologies AG	EUR	6,404	146,167	0.01
Infosys Ltd., ADR	USD	18,338	186,305	0.01
Intel Corp.	USD	14,476	861,335	0.03
International Business Machines Corp.	USD	3,446	456,943	0.02
Intuit, Inc.	USD	16,842	4,422,617	0.16
Keyence Corp.	JPY	900	314,964	0.01
KLA Corp.	USD	1,468	261,379	0.01
Kyocera Corp.	JPY	2,900	196,915	0.01
Lam Research Corp.	USD	947	276,293	0.01
Lenovo Group Ltd.	HKD	2,558,000	1,713,848	0.06
Mastercard, Inc. ‘A’	USD	16,636	4,950,734	0.17
Maxim Integrated Products, Inc.	USD	1,091	67,080	-
Microchip Technology, Inc.	USD	1,760	184,221	0.01
Micron Technology, Inc.	USD	3,301	174,773	0.01
Microsoft Corp.	USD	50,923	8,015,399	0.27
Motorola Solutions, Inc.	USD	1,348	216,929	0.01
Murata Manufacturing Co. Ltd.	JPY	3,300	201,232	0.01
NetApp, Inc.	USD	938	57,493	-
Nokia OYJ	EUR	33,273	123,245	-
Novatek Microelectronics Corp.	TWD	188,000	1,371,750	0.05
NVIDIA Corp.	USD	1,686	390,580	0.01
NXP Semiconductors NV	USD	1,417	180,061	0.01
Oracle Corp.	USD	8,274	435,653	0.02
Paychex, Inc.	USD	2,738	232,365	0.01
PayPal Holdings, Inc.	USD	3,517	379,225	0.01
QUALCOMM, Inc.	USD	3,432	302,968	0.01
salesforce.com, Inc.	USD	2,777	450,391	0.02
Samsung Electronics Co. Ltd.	KRW	19,117	920,969	0.03
Samsung Electronics Co. Ltd. Preference	KRW	206,928	8,099,506	0.27
SAP SE	EUR	2,952	399,156	0.01
Seagate Technology plc	USD	1,255	74,251	-
ServiceNow, Inc.	USD	926	261,856	0.01
Shopify, Inc. ‘A’	CAD	635	252,466	0.01
SK Hynix, Inc.	KRW	5,879	474,997	0.02
Skyworks Solutions, Inc.	USD	772	93,148	-
Software AG	EUR	103,219	3,607,523	0.13
Synopsys, Inc.	USD	1,798	249,961	0.01
Taiwan Semiconductor Manufacturing Co. Ltd.	TWD	460,000	5,074,839	0.17
Tata Consultancy Services Ltd.	INR	4,730	143,235	0.01
TE Connectivity Ltd.	USD	1,699	162,037	0.01
Telefonaktiebolaget LM Ericsson ‘B’	SEK	15,436	135,425	-
Texas Instruments, Inc.	USD	53,821	6,857,547	0.23
Tokyo Electron Ltd.	JPY	600	130,061	-
Venture Corp. Ltd.	SGD	168,100	2,019,974	0.07
VeriSign, Inc.	USD	1,795	345,118	0.01
Visa, Inc. ‘A’	USD	4,422	830,187	0.03
Workday, Inc. ‘A’	USD	1,114	182,522	0.01
Xilinx, Inc.	USD	1,515	147,543	0.01
			101,362,255	3.56
素材
Air Liquide SA	EUR	1,517	215,146	0.01
Air Products & Chemicals, Inc.	USD	677	159,095	0.01
Anglo American plc	GBP	225,583	6,478,032	0.22
Ball Corp.	USD	2,592	167,244	0.01
Barrick Gold Corp.	CAD	13,573	253,753	0.01
BASF SE	EUR	5,250	397,362	0.01
BHP Group Ltd.	AUD	160,977	4,389,502	0.14
BHP Group plc	GBP	7,809	183,363	0.01
Corteva, Inc.	USD	5,526	159,230	0.01
CRH plc	EUR	8,950	358,769	0.01
Dow, Inc.	USD	3,319	179,777	0.01
DuPont de Nemours, Inc.	USD	3,272	203,129	0.01
Ecolab, Inc.	USD	882	168,985	0.01
Givaudan SA	CHF	103	323,526	0.01
Glencore plc	GBP	122,224	380,144	0.01
Incitec Pivot Ltd.	AUD	1,164,771	2,592,047	0.08
International Paper Co.	USD	3,174	145,363	0.01
Koninklijke DSM NV	EUR	1,448	188,925	0.01
LafargeHolcim Ltd.	CHF	4,701	261,608	0.01
Linde plc	USD	3,006	634,823	0.02
LyondellBasell Industries NV ‘A’	USD	2,123	199,122	0.01
Newmont Goldcorp Corp.	USD	6,648	291,496	0.01
Nutrien Ltd.	CAD	3,343	158,315	0.01
PPG Industries, Inc.	USD	1,686	223,732	0.01
Rio Tinto Ltd.	AUD	1,894	133,336	-
Rio Tinto plc	GBP	3,563	212,029	0.01
Sherwin-Williams Co. (The)	USD	328	189,721	0.01
Shin-Etsu Chemical Co. Ltd.	JPY	1,400	152,988	0.01
Siam Cement PCL (The), NVDR	THB	4,900	64,382	-
South32 Ltd.	GBP	3,829,896	7,136,464	0.24
Vale SA	BRL	20,733	274,978	0.01
Westrock Co.	USD	3,546	150,658	0.01
			27,027,044	0.95
不動産
Alexandria Real Estate Equities, Inc., REIT	USD	6,487	1,036,440	0.04
American Tower Corp., REIT	USD	26,614	6,102,585	0.20
Apartment Investment & Management Co., REIT ‘A’	USD	8,496	435,005	0.02
AvalonBay Communities, Inc., REIT	USD	9,609	1,996,441	0.07
Boston Properties, Inc., REIT	USD	8,892	1,215,283	0.04
CBRE Group, Inc. ‘A’	USD	17,887	1,090,586	0.04
Crown Castle International Corp., REIT	USD	25,344	3,588,830	0.13
Deutsche Wohnen SE	EUR	109,404	4,477,774	0.15
Digital Realty Trust, Inc., REIT	USD	13,546	1,604,183	0.06
Duke Realty Corp., REIT	USD	20,824	716,156	0.03
Equinix, Inc., REIT	USD	5,313	3,087,882	0.11
Equity Residential, REIT	USD	24,723	1,997,689	0.07
Essex Property Trust, Inc., REIT	USD	4,667	1,399,953	0.05
Extra Space Storage, Inc., REIT	USD	7,311	763,713	0.03
Federal Realty Investment Trust, REIT	USD	4,332	556,650	0.02
Fortune Real Estate Investment Trust	HKD	2,063,000	2,405,699	0.08
Gaming and Leisure Properties, Inc., REIT	USD	4,060	174,151	0.01
Hang Lung Properties Ltd.	HKD	1,797,000	3,938,179	0.14
Healthpeak Properties, Inc., REIT	USD	27,584	941,541	0.03
Hongkong Land Holdings Ltd.	USD	244,900	1,407,328	0.05
Host Hotels & Resorts, Inc., REIT	USD	42,479	790,192	0.03
Iron Mountain, Inc., REIT	USD	16,487	522,756	0.02
Kimco Realty Corp., REIT	USD	24,057	500,031	0.02
Link REIT	HKD	27,500	291,206	0.01
Macerich Co. (The), REIT	USD	5,804	152,346	0.01
Mapletree Commercial Trust, REIT	SGD	1,246,751	2,215,878	0.08
MGM Growth Properties LLC, REIT ‘A’	USD	189,454	5,819,380	0.19
Mid-America Apartment Communities, Inc., REIT	USD	6,624	865,928	0.03
Mitsubishi Estate Co. Ltd.	JPY	8,900	170,154	0.01
Mitsui Fudosan Co. Ltd.	JPY	6,000	146,449	0.01
Prologis, Inc., REIT	USD	40,684	3,616,697	0.13
Public Storage, REIT	USD	9,321	1,971,301	0.07
QTS Realty Trust, Inc., REIT Preference 6.5%	USD	64,061	8,221,588	0.28
Realty Income Corp., REIT	USD	21,289	1,561,551	0.05
Regency Centers Corp., REIT	USD	9,597	599,157	0.02
SBA Communications Corp., REIT	USD	7,194	1,718,895	0.06
Simon Property Group, Inc., REIT	USD	21,428	3,161,530	0.11
SL Green Realty Corp., REIT	USD	4,794	441,942	0.02
Spirit Realty Capital, Inc., REIT	USD	3,851	186,946	0.01
STORE Capital Corp., REIT	USD	102,329	3,778,261	0.13
Sun Hung Kai Properties Ltd.	HKD	16,000	244,666	0.01
Swire Properties Ltd.	HKD	1,512,200	5,015,089	0.17
UDR, Inc., REIT	USD	16,206	751,853	0.03
Ventas, Inc., REIT	USD	23,400	1,359,096	0.05
Vonovia SE	EUR	3,639	196,296	0.01
Vornado Realty Trust, REIT	USD	9,942	652,540	0.02
Weingarten Realty Investors, REIT	USD	5,290	163,729	0.01
Welltower, Inc., REIT	USD	25,810	2,094,323	0.07
Weyerhaeuser Co., REIT	USD	50,519	1,511,087	0.05
			87,656,935	3.08
公益
American Electric Power Co., Inc.	USD	1,721	161,986	0.01
American Water Works Co., Inc.	USD	1,565	192,880	0.01
CenterPoint Energy, Inc.	USD	4,034	108,498	-
Centrica plc	GBP	5,106,196	6,025,956	0.20
China Yangtze Power Co. Ltd. ‘A’	CNH	1,796,415	4,738,295	0.17
Consolidated Edison, Inc.	USD	3,212	290,042	0.01
Dominion Energy, Inc.	USD	2,939	241,350	0.01
DTE Energy Co.	USD	1,510	195,001	0.01
Duke Energy Corp.	USD	1,898	172,378	0.01
E.ON SE	EUR	16,155	172,908	0.01
Edison International	USD	1,640	122,493	-
Emera, Inc.	CAD	153,313	6,566,310	0.22
Enel SpA	EUR	28,104	223,357	0.01
Engie SA	EUR	9,491	153,590	0.01
Entergy Corp.	USD	2,275	271,623	0.01
Eversource Energy	USD	2,525	213,340	0.01
Exelon Corp.	USD	2,866	130,137	-
FirstEnergy Corp.	USD	3,540	171,780	0.01
Iberdrola SA	EUR	16,590	171,150	0.01
National Grid plc	GBP	367,173	4,582,028	0.16
NextEra Energy, Inc.	USD	1,968	475,399	0.02
PPL Corp.	USD	5,316	189,525	0.01
Public Service Enterprise Group, Inc.	USD	2,452	143,944	0.01
Sempra Energy	USD	1,515	228,941	0.01
Sempra Energy Preference 6.75%	USD	50,000	5,945,235	0.20
Snam SpA	EUR	1,188,467	6,258,618	0.21
Southern Co. (The)	USD	2,778	176,112	0.01
Tenaga Nasional Bhd.	MYR	20,300	65,773	-
WEC Energy Group, Inc.	USD	3,722	343,526	0.01
Xcel Energy, Inc.	USD	3,086	195,591	0.01
			38,927,766	1.37
株式合計			842,149,314	29.57
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			1,555,238,415	54.62

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
通信サービス
CCO Holdings LLC, 144A 5.375% 01/06/2029	USD	11,613,000	12,479,155	0.43
Comcast Corp. 3.125% 15/07/2022	USD	1,250,000	1,289,763	0.05
Entercom Media Corp., 144A 7.25% 01/11/2024	USD	1,329,000	1,402,647	0.05
Entercom Media Corp., 144A 6.5% 01/05/2027	USD	3,170,000	3,403,249	0.12
Intelsat Jackson Holdings SA, 144A 9.75% 15/07/2025	USD	3,820,000	3,566,085	0.13
Live Nation Entertainment, Inc., 144A 4.75% 15/10/2027	USD	4,180,000	4,334,033	0.15
Match Group, Inc., 144A 5.625% 15/02/2029	USD	6,258,000	6,695,762	0.24
Netflix, Inc., 144A 4.875% 15/06/2030	USD	9,958,000	10,160,346	0.35
Netflix, Inc. 4.875% 15/04/2028	USD	1,480,000	1,543,462	0.05
Qualitytech LP, 144A 4.75% 15/11/2025	USD	3,475,000	3,615,442	0.13
Radiate Holdco LLC, 144A 6.875% 15/02/2023	USD	2,107,000	2,154,408	0.08
Radiate Holdco LLC, 144A 6.625% 15/02/2025	USD	3,355,000	3,406,717	0.12
Scripps Escrow, Inc., 144A 5.875% 15/07/2027	USD	3,968,000	4,157,928	0.15
Telesat Canada, 144A 4.875% 01/06/2027	USD	1,357,000	1,382,444	0.05
Telesat Canada, 144A 6.5% 15/10/2027	USD	1,698,000	1,770,165	0.06
T-Mobile USA, Inc. 6.375% 01/03/2025	USD	6,000,000	6,215,610	0.22
T-Mobile USA, Inc. 6.5% 15/01/2026	USD	2,300,000	2,466,865	0.09
T-Mobile USA, Inc. 4.75% 01/02/2028	USD	1,475,000	1,551,184	0.05
Verizon Communications, Inc., FRN 2.449% 22/05/2020	USD	3,665,000	3,671,780	0.13
ViacomCBS, Inc. 4.25% 01/09/2023	USD	617,000	658,876	0.02
Vodafone Group plc, FRN 2.991% 16/01/2024	USD	1,755,000	1,776,806	0.06
			77,702,727	2.73
一般消費財
AmeriCredit Automobile Receivables Trust, Series 2017-3 ‘A3’ 1.9% 18/03/2022	USD	417,647	417,302	0.01
Boyd Gaming Corp., 144A 4.75% 01/12/2027	USD	4,070,000	4,233,044	0.15
Boyd Gaming Corp. 6% 15/08/2026	USD	3,280,000	3,527,197	0.12
Caesars Resort Collection LLC, 144A 5.25% 15/10/2025	USD	5,115,000	5,300,547	0.19
Cedar Fair LP, 144A 5.25% 15/07/2029	USD	3,733,000	4,026,787	0.14
Charter Communications Operating LLC 4.464% 23/07/2022	USD	330,000	346,926	0.01
CSC Holdings LLC, 144A 5.5% 15/04/2027	USD	3,575,000	3,844,072	0.14
CSC Holdings LLC, 144A 5.375% 01/02/2028	USD	1,980,000	2,118,353	0.07
CSC Holdings LLC, 144A 5.75% 15/01/2030	USD	4,423,000	4,724,273	0.17
DISH DBS Corp. 5% 15/03/2023	USD	6,855,000	7,037,137	0.25
eG Global Finance plc, 144A 6.75% 07/02/2025	USD	3,858,000	3,929,006	0.14
eG Global Finance plc, 144A 8.5% 30/10/2025	USD	1,381,000	1,481,123	0.05
Eldorado Resorts, Inc. 6% 01/04/2025	USD	3,500,000	3,682,963	0.13
Eldorado Resorts, Inc. 6% 15/09/2026	USD	1,321,000	1,458,133	0.05
Golden Entertainment, Inc., 144A 7.625% 15/04/2026	USD	4,597,000	4,883,726	0.17
Golden Nugget, Inc., 144A 6.75% 15/10/2024	USD	3,968,000	4,109,023	0.14
Golden Nugget, Inc., 144A 8.75% 01/10/2025	USD	1,555,000	1,669,666	0.06
Hanesbrands, Inc., 144A 4.875% 15/05/2026	USD	2,665,000	2,819,583	0.10
International Game Technology plc, 144A 6.5% 15/02/2025	USD	7,842,000	8,841,816	0.32
Jack Ohio Finance LLC, 144A 6.75% 15/11/2021	USD	329,000	336,090	0.01
JC Penney Corp., Inc., 144A 8.625% 15/03/2025	USD	3,510,000	2,098,682	0.07
Marriott International, Inc., FRN 2.507% 01/12/2020	USD	1,055,000	1,059,204	0.04
Michaels Stores, Inc., 144A 8% 15/07/2027	USD	7,544,000	7,242,051	0.25
Newell Brands, Inc. 4.2% 01/04/2026	USD	1,945,000	2,031,086	0.07
Newell Brands, Inc. 5.5% 01/04/2046	USD	5,605,000	6,070,019	0.21
Nexstar Broadcasting, Inc., 144A 5.625% 15/07/2027	USD	3,725,000	3,926,709	0.14
Panther BF Aggregator 2 LP, 144A 6.25% 15/05/2026	USD	3,149,000	3,403,140	0.12
Panther BF Aggregator 2 LP, 144A 8.5% 15/05/2027	USD	1,880,000	1,999,596	0.07
Party City Holdings, Inc., 144A 6.125% 15/08/2023	USD	3,275,000	2,880,641	0.10
Party City Holdings, Inc., 144A 6.625% 01/08/2026	USD	3,470,000	2,453,151	0.09
Scientific Games International, Inc., 144A 5% 15/10/2025	USD	4,265,000	4,468,568	0.16
Scientific Games International, Inc., 144A 8.25% 15/03/2026	USD	1,118,000	1,232,276	0.04
Scientific Games International, Inc., 144A 7% 15/05/2028	USD	1,067,000	1,145,184	0.04
Scientific Games International, Inc., 144A 7.25% 15/11/2029	USD	3,377,000	3,677,773	0.13
Sirius XM Radio, Inc., 144A 5.375% 15/07/2026	USD	905,000	962,902	0.03
Sirius XM Radio, Inc., 144A 5% 01/08/2027	USD	1,345,000	1,420,038	0.05
Sotheby’s, 144A 7.375% 15/10/2027	USD	5,939,000	6,042,042	0.21
Viking Cruises Ltd., 144A 5.875% 15/09/2027	USD	2,642,000	2,822,871	0.10
VOC Escrow Ltd., 144A 5% 15/02/2028	USD	5,715,000	5,997,035	0.21
Williams Scotsman International, Inc., 144A 6.875% 15/08/2023	USD	6,139,000	6,479,193	0.23
Wolverine Escrow LLC, 144A 9% 15/11/2026	USD	5,365,000	5,629,682	0.20
Wolverine Escrow LLC, 144A 13.125% 15/11/2027	USD	675,000	696,060	0.02
Wynn Las Vegas LLC, 144A 5.25% 15/05/2027	USD	7,661,000	8,133,377	0.29
			150,658,047	5.29
生活必需品
Albertsons Cos., Inc., 144A 7.5% 15/03/2026	USD	3,015,000	3,388,106	0.12
Albertsons Cos., Inc., 144A 4.625% 15/01/2027	USD	6,123,000	6,126,306	0.22
Albertsons Cos., Inc., 144A 5.875% 15/02/2028	USD	3,443,000	3,661,958	0.13
Constellation Brands, Inc. 3.2% 15/02/2023	USD	847,000	870,026	0.03
Constellation Brands, Inc., FRN 2.61% 15/11/2021	USD	949,000	949,660	0.03
Darling Ingredients, Inc., 144A 5.25% 15/04/2027	USD	3,030,000	3,222,072	0.11
Grupo Bimbo SAB de CV, FRN, 144A 5.95% Perpetual	USD	2,250,000	2,394,101	0.08
JBS USA LUX SA, 144A 6.5% 15/04/2029	USD	2,337,000	2,602,588	0.09
Lamb Weston Holdings, Inc., 144A 4.875% 01/11/2026	USD	6,055,000	6,459,777	0.23
Mondelez International Holdings Netherlands BV, 144A 2.25% 19/09/2024	USD	595,000	594,140	0.02
Post Holdings, Inc., 144A 5% 15/08/2026	USD	3,875,000	4,108,081	0.14
Post Holdings, Inc., 144A 5.5% 15/12/2029	USD	6,342,000	6,777,664	0.24
Pyxus International, Inc., 144A 8.5% 15/04/2021	USD	3,760,000	3,639,304	0.13
			44,793,783	1.57
エネルギー
Alta Mesa Holdings LP 7.875% 15/12/2024	USD	525,000	57,750	-
Archrock Partners LP, 144A 6.875% 01/04/2027	USD	935,000	993,746	0.03
Archrock Partners LP, 144A 6.25% 01/04/2028	USD	1,988,000	2,054,002	0.07
Cheniere Energy Partners LP 5.625% 01/10/2026	USD	13,834,000	14,655,946	0.52
Cosan Ltd., Reg. S 5.5% 20/09/2029	USD	5,900,000	6,169,070	0.22
CrownRock LP, 144A 5.625% 15/10/2025	USD	1,955,000	1,992,732	0.07
Enbridge, Inc., FRN 6% 15/01/2077	USD	3,375,000	3,578,445	0.13
Enbridge, Inc., FRN 6.25% 01/03/2078	USD	4,328,000	4,676,253	0.16
Energy Transfer Operating LP 4.2% 15/09/2023	USD	2,000,000	2,101,930	0.07
Energy Transfer Operating LP, FRN 6.25% Perpetual	USD	10,919,000	10,314,141	0.37
Energy Transfer Operating LP, FRN 6.625% Perpetual	USD	2,080,000	1,971,590	0.07
EnLink Midstream Partners LP, FRN 6% Perpetual	USD	13,606,000	9,364,533	0.33
Jagged Peak Energy LLC 5.875% 01/05/2026	USD	1,545,000	1,595,869	0.06
Nabors Industries, Inc. 5.75% 01/02/2025	USD	5,035,000	4,573,442	0.16
Oasis Petroleum, Inc., 144A 6.25% 01/05/2026	USD	4,159,000	3,475,468	0.12
Parkland Fuel Corp., 144A 6% 01/04/2026	USD	2,750,000	2,916,293	0.10
Parkland Fuel Corp., 144A 5.875% 15/07/2027	USD	1,640,000	1,763,738	0.06
Parsley Energy LLC, 144A 5.625% 15/10/2027	USD	967,000	1,026,446	0.04
Petroleos Mexicanos, Reg. S 6.49% 23/01/2027	USD	3,108,000	3,308,513	0.12
Sabine Pass Liquefaction LLC 5.625% 01/02/2021	USD	4,000,000	4,114,200	0.14
Targa Resources Partners LP, 144A 5.5% 01/03/2030	USD	4,232,000	4,355,278	0.15
Targa Resources Partners LP 5.125% 01/02/2025	USD	1,031,000	1,069,281	0.04
Targa Resources Partners LP 5.375% 01/02/2027	USD	520,000	542,204	0.02
TransCanada PipeLines Ltd., FRN 4.12% 15/05/2067	USD	7,207,000	6,098,924	0.21
Transcanada Trust, FRN 5.875% 15/08/2076	USD	4,000,000	4,338,300	0.15
Transocean, Inc., 144A 7.5% 15/01/2026	USD	4,851,000	4,803,873	0.17
Vine Oil & Gas LP, 144A 9.75% 15/04/2023	USD	4,288,000	2,165,440	0.08
			104,077,407	3.66
金融
A10 Bridge Asset Financing LLC, Series 2019-B ‘B’, 144A 3.483% 15/08/2040	USD	695,000	676,970	0.02
A10 Bridge Asset Financing LLC, Series 2019-B ‘C’, 144A 3.781% 15/08/2040	USD	888,000	848,814	0.03
A10 Bridge Asset Financing LLC, Series 2019-B ‘D’, 144A 4.523% 15/08/2040	USD	879,000	829,521	0.03
ACE Securities Corp. Home Equity Loan Trust, FRN, Series 2007-SL2 ‘A’ 2.873% 25/05/2037	USD	694,748	695,339	0.02
ACE Securities Corp. Home Equity Loan Trust, FRN, Series 2005-HE2 ‘M4’ 2.668% 25/04/2035	USD	212,853	213,108	0.01
Aegon NV, Reg. S, FRN 1.668% Perpetual	USD	4,490,000	3,661,011	0.13
AIG Global Funding, 144A 3.35% 25/06/2021	USD	1,500,000	1,531,718	0.05
Alba plc, Reg. S, FRN, Series 2007-1 ‘A3’ 0.953% 17/03/2039	GBP	1,597,232	2,014,158	0.07
Alba plc, Reg. S, FRN, Series 2006-2 ‘A3A’ 0.951% 15/12/2038	GBP	843,480	1,054,039	0.04
Alternative Loan Trust, FRN, Series 2004-J4 ‘2A1’ 2.372% 25/06/2034	USD	713,484	700,389	0.02
Alternative Loan Trust, FRN, Series 2007-8CB ‘A3’ 2.292% 25/05/2037	USD	637,003	387,846	0.01
Alternative Loan Trust, FRN, Series 2006-HY12 ‘A5’ 3.95% 25/08/2036	USD	644,606	672,120	0.02
Ambac LSNI LLC, FRN, 144A 6.945% 12/02/2023	USD	3,926,306	3,975,358	0.14
American Express Co., FRN 5.338% Perpetual	USD	5,409,000	5,443,320	0.19
AmeriCredit Automobile Receivables Trust, Series 2017-1 ‘B’ 2.3% 18/02/2022	USD	1,772,000	1,772,969	0.06
Ameriquest Mortgage Securities, Inc., FRN, Series 2005-R11 ‘M2’ 2.178% 25/01/2036	USD	526,000	523,475	0.02
Ameriquest Mortgage Securities, Inc., FRN, Series 2005-R5 ‘M4’ 2.653% 25/07/2035	USD	920,000	915,506	0.03
Avolon Holdings Funding Ltd., 144A 3.625% 01/05/2022	USD	1,956,000	2,008,000	0.07
AXA Equitable Holdings, Inc. 3.9% 20/04/2023	USD	4,000,000	4,197,760	0.15
Banco Santander SA, FRN 3.121% 12/04/2023	USD	2,600,000	2,623,439	0.09
Bangkok Bank PCL, Reg. S, FRN 3.733% 25/09/2034	USD	1,000,000	1,018,215	0.04
Bank of America Corp., FRN 2.881% 24/04/2023	USD	4,500,000	4,575,803	0.16
Bank of America Corp., FRN 5.875% Perpetual	USD	5,235,000	5,811,112	0.20
Bank of Nova Scotia (The) 2% 15/11/2022	USD	2,541,000	2,545,561	0.09
Bayview Commercial Asset Trust, FRN, Series 2005-3A ‘A1’, 144A 2.112% 25/11/2035	USD	1,350,183	1,297,741	0.05
Bayview Commercial Asset Trust, FRN, Series 2005-4A ‘A1’, 144A 2.092% 25/01/2036	USD	1,299,538	1,250,297	0.04
BBVA USA 3.5% 11/06/2021	USD	3,775,000	3,842,591	0.13
Bear Stearns ALT-A Trust, FRN, Series 2004-12 ‘1A3’ 2.492% 25/01/2035	USD	501,466	501,625	0.02
Bellemeade Re Ltd., FRN, Series 2019-2A ‘M1A’, 144A 2.792% 25/04/2029	USD	261,655	261,643	0.01
Bellemeade Re Ltd., FRN, Series 2019-3A ‘M1A’, 144A 2.892% 25/07/2029	USD	313,890	314,161	0.01
BF Mortgage Trust, FRN, Series 2019-NYT ‘D’, 144A 3.74% 15/11/2035	USD	2,082,000	2,089,087	0.07
BNC Mortgage Loan Trust, FRN, Series 2007-1 ‘A4’ 1.952% 25/03/2037	USD	750,605	718,009	0.03
BNP Paribas SA, FRN, 144A 2.819% 19/11/2025	USD	1,000,000	1,011,810	0.04
BPCE SA, 144A 3% 22/05/2022	USD	2,500,000	2,547,413	0.09
BX Commercial Mortgage Trust, FRN, Series 2018-IND ‘D’, 144A 3.065% 15/11/2035	USD	1,321,600	1,321,996	0.05
BX Commercial Mortgage Trust, FRN, Series 2018-BIOA ‘E’, 144A 3.716% 15/03/2037	USD	2,640,000	2,637,674	0.09
BX Trust, FRN, Series 2018-BILT ‘E’, 144A 4.185% 15/05/2030	USD	2,000,000	1,993,845	0.07
CAMB Commercial Mortgage Trust, FRN, Series 2019-LIFE ‘E’, 144A 3.915% 15/12/2037	USD	1,172,000	1,175,994	0.04
Capital One Financial Corp. 3.45% 30/04/2021	USD	2,500,000	2,545,125	0.09
Capital One Multi-Asset Execution Trust, Series 2017-A1 ‘A1’ 2% 17/01/2023	USD	1,643,000	1,643,290	0.06
Charles Schwab Corp. (The), FRN 4.625% Perpetual	USD	4,000,000	4,156,000	0.15
Citigroup Commercial Mortgage Trust, FRN, Series 2013-375P ‘E’, 144A 3.635% 10/05/2035	USD	2,500,000	2,487,736	0.09
Citigroup, Inc., FRN 2.93% 01/06/2024	USD	3,600,000	3,646,152	0.13
Citigroup, Inc., FRN 5.35% Perpetual	USD	1,985,000	2,063,735	0.07
Citigroup, Inc., FRN 5.875% Perpetual	USD	2,480,000	2,502,494	0.09
Citrus Re Ltd., FRN, 144A 2.033% 09/04/2020	USD	1,000,000	275,000	0.01
Citrus Re Ltd., FRN, 144A 1.633% 25/02/2021	USD	2,800,000	910,000	0.03
Comerica Bank 2.5% 23/07/2024	USD	595,000	602,634	0.02
COMM Mortgage Trust, FRN, Series 2019-521F ‘A’, 144A 2.665% 15/06/2034	USD	450,000	449,594	0.02
COMM Mortgage Trust, FRN, Series 2019-521F ‘E’, 144A 3.765% 15/06/2034	USD	717,000	715,837	0.03
COMM Mortgage Trust, FRN, Series 2019-521F ‘F’, 144A 4.159% 15/06/2034	USD	646,000	643,734	0.02
Conseco Finance Corp., FRN, Series 1996-10 ‘M1’ 7.24% 15/11/2028	USD	869,193	906,207	0.03
CORE Mortgage Trust, FRN, Series 2019-CORE ‘A’, 144A 2.645% 15/12/2031	USD	2,024,000	2,021,569	0.07
Countrywide Asset-Backed Certificates, FRN, Series 2006-13 ‘1AF3’ 4.278% 25/01/2037	USD	608,508	610,254	0.02
Countrywide Asset-Backed Certificates, FRN, Series 2006-13 ‘1AF4’ 4.278% 25/01/2037	USD	612,613	622,131	0.02
Countrywide Asset-Backed Certificates, Series 2007-4 ‘A4W’ 4.658% 25/04/2047	USD	2,150,969	2,246,680	0.08
Countrywide Asset-Backed Certificates, FRN, Series 2005-10 ‘MV4’ 2.692% 25/02/2036	USD	1,247,322	1,255,046	0.04
CWABS Revolving Home Equity Loan Trust, FRN, Series 2004-G ‘1A’ 1.985% 15/12/2029	USD	133,271	132,851	-
CWABS Revolving Home Equity Loan Trust, FRN, Series 2004-J ‘1A’ 2.055% 15/12/2033	USD	258,943	257,626	0.01
CWABS Revolving Home Equity Loan Trust, FRN, Series 2004-S ‘1A’ 2.005% 15/02/2030	USD	310,607	305,895	0.01
CWABS Revolving Home Equity Loan Trust, FRN, Series 2004-C ‘NOTE’ 1.985% 15/01/2034	USD	197,925	196,690	0.01
CWHEQ Revolving Home Equity Loan Resuritization Trust, FRN, Series 2006-RES ‘4L1A’, 144A 2.045% 15/02/2034	USD	1,152,451	1,142,627	0.04
CWHEQ Revolving Home Equity Loan Resuritization Trust, FRN, Series 2006-RES ‘4L1B’, 144A 2.045% 15/02/2034	USD	1,249,488	1,216,915	0.04
CWHEQ Revolving Home Equity Loan Resuritization Trust, FRN, Series 2006-RES ‘4M1B’, 144A 2.045% 15/02/2034	USD	1,427,649	1,388,599	0.05
CWHEQ Revolving Home Equity Loan Trust, FRN, Series 2006-I ‘1A’ 1.905% 15/01/2037	USD	414,062	395,653	0.01
CWHEQ Revolving Home Equity Loan Trust, FRN, Series 2005-C ‘2A’ 1.945% 15/07/2035	USD	745,520	722,857	0.03
CWHEQ Revolving Home Equity Loan Trust, FRN, Series 2005-G ‘2A’ 1.995% 15/12/2035	USD	1,630,079	1,603,649	0.06
CWHEQ Revolving Home Equity Loan Trust, FRN, Series 2006-B ‘2A’ 1.935% 15/05/2036	USD	619,133	613,894	0.02
DBGS Mortgage Trust, FRN, Series 2019-1735 ‘D’, 144A 4.334% 10/04/2037	USD	725,000	777,555	0.03
Discover Bank 3.35% 06/02/2023	USD	2,952,000	3,043,925	0.11
Discover Card Execution Note Trust, Series 2016-A3 ‘A3’ 1.85% 16/10/2023	USD	1,707,000	1,707,619	0.06
ECAF I Ltd., Series 2015-1A ‘A1’, 144A 3.473% 15/06/2040	USD	365,565	365,590	0.01
Ellington Loan Acquisition Trust, FRN, Series 2007-2 ‘A2C’, 144A 2.808% 25/05/2037	USD	499,083	499,601	0.02
Eurohome UK Mortgages plc, Reg. S, FRN, Series 2007-2 ‘A2’ 0.971% 15/09/2044	GBP	786,250	1,031,769	0.04
FHLMC, FRN, Series K034 ‘A2’ 3.531% 25/07/2023	USD	452,000	474,306	0.02
FHLMC Structured Agency Credit Risk Debt Notes, FRN, Series 2015-HQA2 ‘M2’ 4.508% 25/05/2028	USD	160,047	160,884	0.01
FHLMC Structured Agency Credit Risk Debt Notes, FRN, Series 2014-DN2 ‘M3’ 5.308% 25/04/2024	USD	2,775,000	2,948,865	0.10
FHLMC Structured Agency Credit Risk Debt Notes, FRN, Series 2014-HQ2 ‘M3’ 5.458% 25/09/2024	USD	1,900,000	2,052,100	0.07
FHLMC Structured Agency Credit Risk Debt Notes, FRN, Series 2015-DN1 ‘M3’ 5.942% 25/01/2025	USD	434,823	453,929	0.02
FHLMC Structured Agency Credit Risk Debt Notes, FRN, Series 2015-DNA3 ‘M3’ 6.408% 25/04/2028	USD	1,172,000	1,298,363	0.05
FHLMC Structured Agency Credit Risk Debt Notes, FRN, Series 2015-DNA3 ‘M3F’ 5.408% 25/04/2028	USD	638,000	678,164	0.02
Fifth Third Bancorp 3.65% 25/01/2024	USD	3,800,000	4,005,010	0.14
First Franklin Mortgage Loan Trust, FRN, Series 2007-FFC ‘A2A’ 2.008% 25/06/2027	USD	756,091	733,191	0.03
First Franklin Mortgage Loan Trust, FRN, Series 2005-FF5 ‘M2’ 2.527% 25/05/2035	USD	4,840	4,840	-
FNMA, FRN, Series 2016-C06 ‘1M1’ 3.092% 25/04/2029	USD	151,756	151,959	0.01
FNMA, FRN, Series 2014-C02 ‘1M2’ 4.392% 25/05/2024	USD	717,867	747,542	0.03
FNMA, FRN, Series 2014-C03 ‘1M2’ 4.792% 25/07/2024	USD	1,627,872	1,712,385	0.06
FNMA, FRN, Series 2014-C04 ‘1M2’ 6.692% 25/11/2024	USD	1,224,410	1,344,805	0.05
FNMA, FRN, Series 2017-C03 ‘1M2’ 4.792% 25/10/2029	USD	1,189,000	1,242,037	0.04
FNMA, FRN, Series 2016-C07 ‘2M2U’ 2.942% 25/05/2029	USD	216,983	216,145	0.01
FNMA CA4901 3.5% 01/12/2034	USD	400,000	416,295	0.01
Global Aircraft Leasing Co. Ltd., 144A 6.5% 15/09/2024	USD	3,890,000	4,065,128	0.14
Greenwood Park CLO Ltd., FRN, Series 2018-1A ‘A2’, 144A 3.313% 15/04/2031	USD	2,500,000	2,487,076	0.09
Hilton USA Trust, FRN, Series 2016-HHV ‘E’, 144A 4.333% 05/11/2038	USD	3,390,000	3,460,532	0.12
Home Equity Asset Trust, FRN, Series 2007-3 ‘2A3’ 1.948% 25/08/2037	USD	1,203,749	1,156,960	0.04
Home Equity Asset Trust, FRN, Series 2005-7 ‘M1’ 2.242% 25/01/2036	USD	1,066,469	1,069,212	0.04
HPLY Trust, FRN, Series 2019-HIT ‘A’, 144A 2.765% 15/11/2036	USD	1,136,381	1,133,207	0.04
Income Contingent Student Loans 2 2007-2009 plc, Reg. S, FRN, Series 2 ‘A1’ 1.858% 24/07/2058	GBP	207,233	272,783	0.01
IndyMac INDA Mortgage Loan Trust, FRN, Series 2005-AR1 ‘3A1’ 3.934% 25/03/2035	USD	856,249	872,487	0.03
Intesa Sanpaolo SpA, FRN, 144A 7.7% Perpetual	USD	9,000,000	9,787,814	0.34
J.P. Morgan Mortgage Acquisition Trust, STEP, Series 2007-CH1 ‘AF5’ 4.894% 25/11/2036	USD	530,000	562,376	0.02
JPMorgan Chase & Co., FRN 2.664% 23/04/2024	USD	3,500,000	3,520,178	0.12
JPMorgan Chase & Co., FRN 4.023% 05/12/2024	USD	645,000	688,583	0.02
JPMorgan Chase & Co., FRN 5.406% Perpetual	USD	3,486,000	3,521,435	0.12
LCM XXIII Ltd., FRN, Series 23A ‘A1’, 144A 3.366% 20/10/2029	USD	1,127,000	1,127,021	0.04
Madison Park Funding XVIII Ltd., FRN, Series 2015-18A ‘A1R’, 144A 3.156% 21/10/2030	USD	2,000,000	2,000,284	0.07
Malaysia Government Bond 3.478% 14/06/2024	MYR	5,890,000	1,456,621	0.05
Malaysia Government Bond 3.9% 30/11/2026	MYR	4,440,000	1,122,719	0.04
Malaysia Government Bond 3.892% 15/03/2027	MYR	3,125,000	790,454	0.03
Morgan Stanley, FRN 3.336% 24/10/2023	USD	1,400,000	1,430,492	0.05
Morgan Stanley Capital I Trust, FRN, Series 2018-BOP ‘E’, 144A 3.715% 15/06/2035	USD	2,362,000	2,362,002	0.08
Morgan Stanley Capital I Trust, FRN, Series 2018-SUN ‘E’, 144A 3.715% 15/07/2035	USD	2,394,000	2,398,021	0.08
Morgan Stanley Home Equity Loan Trust, FRN, Series 2006-2 ‘A4’ 1.988% 25/02/2036	USD	999,154	992,086	0.03
Morgan Stanley Mortgage Loan Trust, FRN, Series 2005-5AR ‘1M3’ 2.533% 25/09/2035	USD	526,000	520,148	0.02
MSCG Trust, FRN, Series 2018-SELF ‘E’, 144A 3.915% 15/10/2037	USD	1,742,000	1,741,993	0.06
MSSG Trust, Series 2017-237P ‘E’, 144A 3.865% 13/09/2039	USD	2,700,000	2,680,297	0.09
Navient Corp. 5% 26/10/2020	USD	2,485,000	2,531,171	0.09
Oakwood Mortgage Investors, Inc., FRN, Series 2002-B ‘A2’ 5.19% 15/06/2032	USD	181,974	187,705	0.01
Option One Mortgage Loan Trust, STEP, Series 2007-FXD1 ‘3A4’ 5.86% 25/01/2037	USD	663,903	663,166	0.02
Paragon Mortgages No. 10 plc, Reg. S, FRN, Series 10X ‘A2A’ 1.101% 15/06/2041	GBP	1,718,157	2,197,564	0.08
Progressive Corp. (The), FRN 5.375% Perpetual	USD	2,111,000	2,213,679	0.08
RAMP Trust, FRN, Series 2005-RS5 ‘M4’ 2.432% 25/05/2035	USD	931,000	931,024	0.03
Royal Bank of Canada 2.25% 01/11/2024	USD	921,000	924,624	0.03
Royal Bank of Scotland Group plc, FRN 8% Perpetual	USD	1,550,000	1,787,538	0.06
SACO I Trust, FRN, Series 2006-5 ‘2A3’ 2.068% 25/05/2036	USD	897,958	865,234	0.03
SACO I Trust, FRN, Series 2006-6 ‘A’ 1.968% 25/06/2036	USD	335,134	326,890	0.01
SACO I Trust, FRN, Series 2006-3 ‘A1’ 2.068% 25/04/2036	USD	209,025	206,413	0.01
Santander Drive Auto Receivables Trust, Series 2017-2 ‘C’ 2.79% 15/08/2022	USD	424,207	424,912	0.01
Scorpio European Loan Conduit No. 34 DAC, FRN, Series 34A ‘E’, 144A 3.915% 17/05/2029	GBP	502,918	663,180	0.02
Societe Generale SA, Reg. S, FRN 6% Perpetual	USD	3,393,000	3,402,110	0.12
State Street Corp., FRN 5.625% Perpetual	USD	3,500,000	3,710,525	0.13
Structured Adjustable Rate Mortgage Loan Trust, FRN, Series 2007-5 ‘1A1’ 1.928% 25/06/2037	USD	870,178	843,932	0.03
Structured Asset Securities Corp. Mortgage Loan Trust, FRN, Series 2005-WF2 ‘M1’ 2.362% 25/05/2035	USD	1,191,549	1,189,625	0.04
Textainer Marine Containers V Ltd., Series 2017-2A ‘A’, 144A 3.52% 20/06/2042	USD	1,423,969	1,420,281	0.05
Triton Container Finance V LLC, Series 2018-1A ‘A’, 144A 3.95% 20/03/2043	USD	687,225	690,444	0.02
Truist Financial Corp., FRN 5.125% Perpetual	USD	3,720,000	3,855,631	0.14
UMBS FM1140 3% 01/06/2049	USD	1,267,919	1,305,581	0.05
UMBS ZT0787 4% 01/10/2048	USD	961,939	999,938	0.04
US Treasury Bill 0% 16/01/2020	USD	2,750,000	2,748,248	0.10
US Treasury Bill 0% 21/01/2020	USD	11,300,000	11,290,127	0.40
US Treasury Bill 0% 23/01/2020	USD	2,200,000	2,197,946	0.08
US Treasury Bill 0% 28/01/2020	USD	3,100,000	3,096,462	0.11
US Treasury Bill 0% 30/01/2020	USD	3,120,000	3,116,120	0.11
US Treasury Bill 0% 06/02/2020	USD	6,800,000	6,789,517	0.24
US Treasury Bill 0% 13/02/2020	USD	1,950,000	1,946,412	0.07
US Treasury Bill 0% 27/02/2020	USD	7,570,000	7,551,767	0.27
US Treasury Bill 0% 05/03/2020	USD	3,250,000	3,241,187	0.11
US Treasury Bill 0% 19/03/2020	USD	12,700,000	12,659,135	0.45
US Treasury Bill 0% 02/04/2020	USD	1,050,000	1,045,860	0.04
US Treasury Bill 0% 09/04/2020	USD	2,100,000	2,091,104	0.07
US Treasury Bill 0% 16/04/2020	USD	3,750,000	3,733,196	0.13
US Treasury Bill 0% 30/04/2020	USD	2,610,000	2,596,600	0.09
Verizon Owner Trust, Series 2017-2A ‘A’, 144A 1.92% 20/12/2021	USD	1,074,282	1,074,219	0.04
Voya CLO Ltd., FRN, Series 2018-1A ‘A1’, 144A 2.916% 19/04/2031	USD	2,000,000	1,979,187	0.07
Voya CLO Ltd., FRN, Series 2017-3A ‘A1A’, 144A 3.508% 20/07/2030	USD	2,500,000	2,501,350	0.09
Voya Financial, Inc., FRN 4.7% 23/01/2048	USD	1,240,000	1,242,294	0.04
WaMu Mortgage Pass-Through Certificates Trust, FRN, Series 2005-AR11 ‘A1A’ 2.112% 25/08/2045	USD	974,950	970,471	0.03
WaMu Mortgage Pass-Through Certificates Trust, FRN, Series 2005-AR13 ‘A1A1’ 2.082% 25/10/2045	USD	2,287,438	2,250,380	0.08
WaMu Mortgage Pass-Through Certificates Trust, FRN, Series 2004-AR4 ‘A6’ 4.51% 25/06/2034	USD	598,484	601,007	0.02
Wells Fargo & Co., FRN 2.406% 30/10/2025	USD	2,891,000	2,898,112	0.10
Woodside Finance Ltd., Reg. S 3.7% 15/09/2026	USD	1,000,000	1,041,829	0.04
Zions Bancorp NA 3.5% 27/08/2021	USD	1,035,000	1,059,416	0.04
			296,289,812	10.41
ヘルスケア
AbbVie, Inc., 144A 2.6% 21/11/2024	USD	3,431,000	3,463,028	0.12
Acadia Healthcare Co., Inc. 5.625% 15/02/2023	USD	2,835,000	2,888,723	0.10
Bausch Health Cos., Inc., 144A 5.5% 01/11/2025	USD	2,044,000	2,139,506	0.08
Bausch Health Cos., Inc., 144A 5.75% 15/08/2027	USD	839,000	912,165	0.03
Bayer US Finance II LLC, 144A 4.25% 15/12/2025	USD	1,695,000	1,830,422	0.06
Bristol-Myers Squibb Co., 144A 2.6% 16/05/2022	USD	5,400,000	5,489,181	0.19
Centene Corp., 144A 4.625% 15/12/2029	USD	2,506,000	2,633,330	0.09
CommonSpirit Health 2.76% 01/10/2024	USD	515,000	520,817	0.02
Community Health Systems, Inc., 144A 8% 15/12/2027	USD	497,000	503,213	0.02
Community Health Systems, Inc., 144A 6.875% 01/04/2028	USD	1,207,000	706,095	0.02
CVS Health Corp. 3.35% 09/03/2021	USD	797,000	809,752	0.03
Eagle Holding Co. II LLC, 144A 7.75% 15/05/2022	USD	1,207,000	1,225,564	0.04
Hologic, Inc., 144A 4.375% 15/10/2025	USD	550,000	569,522	0.02
Hologic, Inc., 144A 4.625% 01/02/2028	USD	3,360,000	3,571,168	0.13
Horizon Therapeutics USA, Inc., 144A 5.5% 01/08/2027	USD	3,919,000	4,239,398	0.15
RegionalCare Hospital Partners Holdings, Inc., 144A 9.75% 01/12/2026	USD	2,680,000	3,038,973	0.11
Select Medical Corp., 144A 6.25% 15/08/2026	USD	4,464,000	4,851,832	0.17
Team Health Holdings, Inc., 144A 6.375% 01/02/2025	USD	2,830,000	1,897,274	0.07
Tenet Healthcare Corp., 144A 4.875% 01/01/2026	USD	12,850,000	13,490,315	0.47
			54,780,278	1.92
工業
Aramark Services, Inc., 144A 5% 01/02/2028	USD	4,138,000	4,365,280	0.15
Clean Harbors, Inc., 144A 5.125% 15/07/2029	USD	1,645,000	1,764,427	0.06
General Electric Co., FRN 5% Perpetual	USD	856,000	841,020	0.03
HD Supply, Inc., 144A 5.375% 15/10/2026	USD	3,189,000	3,387,746	0.12
James Hardie International Finance DAC, 144A 4.75% 15/01/2025	USD	630,000	655,461	0.02
James Hardie International Finance DAC, 144A 5% 15/01/2028	USD	1,745,000	1,837,219	0.06
JSL Europe SA, Reg. S 7.75% 26/07/2024	USD	4,000,000	4,329,020	0.15
L3Harris Technologies, Inc., 144A 3.85% 15/06/2023	USD	2,000,000	2,107,180	0.07
Pioneer Holdings LLC, 144A 9% 01/11/2022	USD	9,105,000	9,540,327	0.35
Sensata Technologies BV, 144A 5.625% 01/11/2024	USD	1,465,000	1,633,805	0.06
Sensata Technologies BV, 144A 5% 01/10/2025	USD	3,005,000	3,269,876	0.11
Signature Aviation US Holdings, Inc., 144A 4% 01/03/2028	USD	4,898,000	4,836,775	0.17
Standard Industries, Inc., 144A 5.5% 15/02/2023	USD	1,800,000	1,831,176	0.06
Standard Industries, Inc., 144A 6% 15/10/2025	USD	7,000,000	7,388,640	0.27
Titan Acquisition Ltd., 144A 7.75% 15/04/2026	USD	7,242,000	7,195,362	0.25
TransDigm, Inc., 144A 5.5% 15/11/2027	USD	6,801,000	6,921,718	0.24
Tutor Perini Corp., 144A 6.875% 01/05/2025	USD	6,515,000	6,319,550	0.22
Vertiv Group Corp., 144A 10% 15/05/2024	USD	2,905,000	3,114,160	0.11
Vertiv Group Corp., 144A 9.25% 15/10/2024	USD	473,000	509,461	0.02
Vertiv Intermediate Holding Corp., 144A 12% 15/02/2022	USD	4,864,000	5,060,078	0.18
Zekelman Industries, Inc., 144A 9.875% 15/06/2023	USD	900,000	948,938	0.03
			77,857,219	2.73
情報技術
CommScope Technologies LLC, 144A 6% 15/06/2025	USD	1,349,000	1,353,007	0.05
CommScope, Inc., 144A 6% 01/03/2026	USD	4,875,000	5,203,819	0.18
Dell International LLC, 144A 4% 15/07/2024	USD	2,000,000	2,098,410	0.07
Everi Payments, Inc., 144A 7.5% 15/12/2025	USD	4,135,000	4,436,504	0.16
Qorvo, Inc., 144A 4.375% 15/10/2029	USD	6,782,000	7,106,823	0.25
Sensata Technologies, Inc., 144A 4.375% 15/02/2030	USD	6,428,000	6,568,901	0.23
Tempo Acquisition LLC, 144A 6.75% 01/06/2025	USD	5,966,000	6,173,259	0.22
			32,940,723	1.16
素材
Compass Minerals International, Inc., 144A 6.75% 01/12/2027	USD	3,373,000	3,590,052	0.13
Constellium SE, 144A 5.875% 15/02/2026	USD	3,075,000	3,244,909	0.11
Mosaic Co. (The) 3.25% 15/11/2022	USD	3,427,000	3,513,840	0.12
Newcrest Finance Pty. Ltd., Reg. S 5.75% 15/11/2041	USD	1,000,000	1,176,615	0.04
SPCM SA, 144A 4.875% 15/09/2025	USD	3,380,000	3,538,860	0.12
Trident TPI Holdings, Inc., 144A 9.25% 01/08/2024	USD	2,116,000	2,143,328	0.08
Trident TPI Holdings, Inc., 144A 6.625% 01/11/2025	USD	1,179,000	1,064,537	0.04
			18,272,141	0.64
不動産
Alexandria Real Estate Equities, Inc., REIT 4% 15/01/2024	USD	699,000	746,043	0.03
Equinix, Inc., REIT 2.625% 18/11/2024	USD	1,787,000	1,799,572	0.06
MGM Growth Properties Operating Partnership LP, REIT, 144A 5.75% 01/02/2027	USD	1,446,000	1,618,031	0.06
MGM Growth Properties Operating Partnership LP, REIT 4.5% 15/01/2028	USD	4,400,000	4,598,286	0.16
Sabra Health Care LP, REIT 5.125% 15/08/2026	USD	1,690,000	1,835,737	0.06
VICI Properties LP, REIT, 144A 4.25% 01/12/2026	USD	3,257,000	3,365,523	0.12
VICI Properties LP, REIT, 144A 4.625% 01/12/2029	USD	5,397,000	5,655,300	0.20
			19,618,492	0.69
公益
Empresas Publicas de Medellin ESP, Reg. S 4.25% 18/07/2029	USD	1,490,000	1,556,320	0.05
Enel Finance International NV, 144A 2.875% 25/05/2022	USD	3,000,000	3,039,450	0.11
			4,595,770	0.16
社債合計			881,586,399	30.96
転換社債
通信サービス
JOYY, Inc., 144A 1.375% 15/06/2026	USD	5,400,000	4,902,579	0.17
Liberty Latin America Ltd., 144A 2% 15/07/2024	USD	3,400,000	3,636,062	0.13
Momo, Inc. 1.25% 01/07/2025	USD	4,061,000	3,802,233	0.13
Sea Ltd., 144A 1% 01/12/2024	USD	5,323,000	5,723,050	0.20
Zillow Group, Inc., 144A 1.375% 01/09/2026	USD	4,400,000	5,353,377	0.19
			23,417,301	0.82
一般消費財
Booking Holdings, Inc. 0.9% 15/09/2021	USD	2,531,000	2,926,469	0.10
Huazhu Group Ltd. 0.375% 01/11/2022	USD	2,845,000	3,229,715	0.11
Trip.com Group Ltd. 1.99% 01/07/2025	USD	2,931,000	3,095,107	0.11
			9,251,291	0.32
エネルギー
Cheniere Energy, Inc., 144A 4.875% 28/05/2021	USD	2,000,000	2,050,000	0.07
Cheniere Energy, Inc. 4.25% 15/03/2045	USD	3,060,000	2,394,450	0.09
			4,444,450	0.16
金融
JPMorgan Chase Financial Co. LLC, 144A 0.25% 01/05/2023	USD	2,800,000	3,031,809	0.11
Qudian, Inc., 144A 1% 01/07/2026	USD	3,153,000	2,333,220	0.08
			5,365,029	0.19
ヘルスケア
Illumina, Inc. 0% 15/08/2023	USD	2,375,000	2,626,631	0.09
Ship Healthcare Holdings, Inc., Reg. S 0% 13/12/2023	JPY	190,000,000	1,955,208	0.07
			4,581,839	0.16
工業
Dycom Industries, Inc. 0.75% 15/09/2021	USD	2,606,000	2,539,113	0.09
FTI Consulting, Inc. 2% 15/08/2023	USD	1,607,000	2,012,768	0.07
GOL Equity Finance SA, 144A 3.75% 15/07/2024	USD	1,850,000	2,151,476	0.08
Meritor, Inc. 3.25% 15/10/2037	USD	4,080,000	4,283,372	0.15
			10,986,729	0.39
情報技術
CyberArk Software Ltd., 144A 0% 15/11/2024	USD	4,571,000	4,724,585	0.17
Lumentum Holdings, Inc. 0.25% 15/03/2024	USD	2,906,000	4,255,692	0.15
Microchip Technology, Inc. 1.625% 15/02/2027	USD	2,600,000	3,721,302	0.13
Proofpoint, Inc., 144A 0.25% 15/08/2024	USD	3,400,000	3,520,734	0.12
			16,222,313	0.57
転換社債合計			74,268,952	2.61

株式
一般消費財
Midea Group Co. Ltd. ‘A’	CNH	375,900	3,136,718	0.11
			3,136,718	0.11
株式合計			3,136,718	0.11
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			958,992,069	33.68

その他の譲渡可能証券および短期金融市場証券
株式
素材
China Lumena New Materials Corp.	HKD	4,552,000	-	-
China Metal Recycling Holdings Ltd	HKD	62,400	-	-
			-	-
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合計			-	-

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
金融
Riverstone Credit Opportunities Income plc (The) Fund Reg. S	USD	3,460,750	3,305,016	0.12
			3,305,016	0.12
投資ファンド
Aquila European Renewables Income Fund plc (The) Fund	GBP	3,132,271	3,746,148	0.13
			3,746,148	0.13
集団投資スキーム-AIF合計			7,051,164	0.25

集団投資スキーム-UCITS
工業
Schroder ISF Euro Equity - Class I Acc	EUR	1,534,237	96,295,689	3.38
			96,295,689	3.38
投資ファンド
SchroderISFChinaAClass I Acc	USD	315,361	36,573,757	1.29
Schroder ISF EmergingMulti-Asset Income - Class I USD Dist	USD	339,597	31,934,709	1.12
Schroder ISF Multi-Asset Growth and Income - Class I EUR Hedged Acc	EUR	50,386	7,794,366	0.27
			76,302,832	2.68
集団投資スキーム-UCITS合計			172,598,521	6.06

上場投資信託(ETF)
投資ファンド
iShares USD High Yield Corp. Bond Fund	USD	207,918	21,519,513	0.76
			21,519,513	0.76
上場投資信託(ETF)合計			21,519,513	0.76
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			201,169,198	7.07
投資総額			2,715,399,682	95.37
現金			114,271,340	4.01
その他資産/(負債)			17,671,882	0.62
純資産総額			2,847,342,904	100.00

外国為替先渡契約明細表

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 (%)
GBP	1,675,000	USD	2,076,099	2020年1月7日	Deutsche Bank	137,725	0.01
GBP	10,289	USD	13,351	2020年1月9日	RBC	249	-
HUF	315,000,000	USD	1,051,648	2020年1月15日	BNP Paribas	19,653	-
PLN	4,100,000	USD	1,050,265	2020年1月15日	Bank of America	32,609	-
COP	3,650,000,000	USD	1,059,660	2020年1月16日	Morgan Stanley	59,068	-
USD	7,536,156	GBP	5,646,867	2020年1月22日	Barclays	69,446	-
MYR	4,040,000	USD	963,626	2020年1月29日	Morgan Stanley	22,983	-
PHP	52,805,000	USD	1,026,835	2020年1月29日	ANZ	13,934	-
THB	5,570,000	USD	184,534	2020年1月29日	BNP Paribas	2,975	-
THB	43,110,000	USD	1,425,605	2020年1月29日	Morgan Stanley	25,652	-
USD	1,039,478	INR	74,200,000	2020年1月30日	BNP Paribas	812	-
KRW	1,230,000,000	USD	1,055,839	2020年1月31日	Morgan Stanley	10,524	-
BRL	14,325,000	USD	3,414,035	2020年2月4日	BNP Paribas	145,605	0.01
BRL	8,160,000	USD	1,991,555	2020年2月4日	Goldman Sachs	36,135	-
EGP	5,260,000	USD	318,885	2020年2月12日	Goldman Sachs	7,107	-
RUB	136,000,000	USD	2,114,033	2020年2月14日	UBS	63,715	-
CZK	36,400,000	USD	1,583,350	2020年2月18日	Bank of America	26,694	-
MXN	20,880,000	USD	1,089,884	2020年2月18日	Bank of America	7,252	-
MXN	20,320,000	USD	1,055,270	2020年2月18日	BNP Paribas	12,442	-
PHP	64,070,000	USD	1,255,315	2020年2月24日	Morgan Stanley	6,214	-
HUF	162,675,000	USD	535,561	2020年2月28日	Citibank	18,917	-
BRL	4,425,000	USD	1,045,234	2020年3月3日	J.P. Morgan	53,067	-
CLP	2,133,688,000	USD	2,610,080	2020年3月3日	BNP Paribas	235,521	0.01
CLP	818,000,000	USD	1,044,566	2020年3月3日	Deutsche Bank	46,362	-
COP	6,270,215,000	USD	1,775,636	2020年3月3日	UBS	141,597	0.01
MYR	15,245,000	USD	3,644,949	2020年3月4日	Morgan Stanley	75,652	0.01
COP	3,580,125,000	USD	1,056,084	2020年3月9日	BNP Paribas	38,145	-
COP	3,634,465,000	USD	1,046,793	2020年3月9日	Goldman Sachs	64,045	-
IDR	16,128,390,000	USD	1,138,556	2020年3月9日	BNP Paribas	21,656	-
KRW	1,233,515,000	USD	1,038,662	2020年3月9日	State Street	31,660	-
PLN	8,025,000	USD	2,084,192	2020年3月9日	Citibank	35,600	-
COP	6,329,975,000	USD	1,838,132	2020年3月10日	BNP Paribas	96,429	0.01
HUF	1,086,488,000	USD	3,647,303	2020年3月10日	Citibank	58,035	-
KRW	2,462,165,000	USD	2,074,309	2020年3月10日	BNP Paribas	62,173	-
THB	47,215,000	USD	1,560,826	2020年3月13日	Deutsche Bank	29,172	-
EUR	935,000	USD	1,051,471	2020年3月16日	State Street	4,107	-
BRL	4,400,000	USD	1,055,662	2020年4月2日	State Street	34,715	-
外国為替先渡契約未実現評価益 - 資産						1,747,647	0.06
シェアクラスごとのヘッジ
AUD	123,752,660	USD	85,373,677	2020年1月31日	HSBC	1,617,484	0.06
CHF	2,751,398	USD	2,816,911	2020年1月31日	HSBC	40,197	-
CNH	21,200,073	USD	3,023,220	2020年1月31日	HSBC	18,909	-
EUR	692,200,081	USD	771,762,163	2020年1月31日	HSBC	7,540,651	0.27
GBP	129,281,682	USD	168,798,339	2020年1月31日	HSBC	2,193,393	0.08
NOK	88,121	USD	9,843	2020年1月31日	HSBC	211	-
PLN	18,088,545	USD	4,723,916	2020年1月31日	HSBC	53,750	-
SEK	301,109	USD	32,117	2020年1月31日	HSBC	320	-
SGD	257,335,526	USD	189,948,038	2020年1月31日	HSBC	1,458,101	0.05
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						12,923,016	0.46
外国為替先渡契約未実現評価益 - 資産合計						14,670,663	0.52
USD	2,160,649	GBP	1,675,000	2020年1月7日	State Street	(53,175)	-
JPY	2,134,117,000	USD	19,734,742	2020年1月9日	ANZ	(60,574)	-
USD	14,059,100	AUD	20,572,000	2020年1月9日	Canadian Imperial Bank of Commerce	(393,681)	(0.02)
USD	62,802,153	AUD	90,579,000	2020年1月9日	State Street	(833,782)	(0.03)
USD	29,103,007	CAD	38,308,000	2020年1月9日	BNP Paribas	(381,132)	(0.02)
USD	28,122,969	CAD	37,290,000	2020年1月9日	State Street	(577,655)	(0.02)
USD	143,962,574	EUR	128,332,337	2020年1月9日	Deutsche Bank	(310,926)	(0.01)
USD	70,345,804	EUR	63,655,000	2020年1月9日	J.P. Morgan	(1,216,281)	(0.04)
USD	70,051,373	GBP	53,987,625	2020年1月9日	RBC	(1,307,502)	(0.05)
USD	78,103,667	SGD	106,259,000	2020年1月9日	BNP Paribas	(920,165)	(0.03)
USD	487,844	PLN	1,900,000	2020年1月15日	BNP Paribas	(13,975)	-
INR	149,500,000	USD	2,097,804	2020年1月17日	ANZ	(2,254)	-
INR	80,715,000	USD	1,137,312	2020年1月17日	Deutsche Bank	(5,925)	-
USD	1,042,304	INR	74,900,000	2020年1月17日	Bank of America	(7,573)	-
USD	2,157,568	INR	155,315,000	2020年1月17日	Citibank	(19,491)	-
USD	1,052,884	KRW	1,230,000,000	2020年1月31日	Deutsche Bank	(13,479)	-
USD	311,704	BRL	1,333,000	2020年2月4日	Morgan Stanley	(19,536)	-
USD	2,095,272	BRL	8,920,000	2020年2月4日	UBS	(121,272)	(0.01)
USD	320,439	EGP	5,260,000	2020年2月12日	Goldman Sachs	(5,553)	-
USD	695,538	INR	50,400,000	2020年2月14日	BNP Paribas	(9,000)	-
USD	2,087,330	RUB	136,000,000	2020年2月14日	Barclays	(90,418)	-
USD	1,567,456	CZK	36,400,000	2020年2月18日	Goldman Sachs	(42,588)	-
USD	2,090,861	MXN	41,200,000	2020年2月18日	Bank of America	(73,986)	-
USD	2,059,990	INR	148,000,000	2020年3月6日	Bank of America	(4,722)	-
USD	1,042,892	ZAR	15,500,000	2020年3月11日	Goldman Sachs	(52,948)	-
外国為替先渡契約未実現評価損 - 負債						(6,537,593)	(0.23)
シェアクラスごとのヘッジ
USD	654,308	AUD	941,417	2020年1月31日	HSBC	(7,455)	-
USD	18,340	CHF	17,956	2020年1月31日	HSBC	(306)	-
USD	498,981	CNH	3,485,727	2020年1月31日	HSBC	(1,208)	-
USD	13,139,471	EUR	11,768,442	2020年1月31日	HSBC	(109,848)	(0.01)
USD	946,813	GBP	723,674	2020年1月31日	HSBC	(10,339)	-
USD	56	NOK	505	2020年1月31日	HSBC	(1)	-
USD	153,256	PLN	588,759	2020年1月31日	HSBC	(2,251)	-
USD	60	SEK	561	2020年1月31日	HSBC	(1)	-
USD	3,114,314	SGD	4,208,698	2020年1月31日	HSBC	(16,115)	-
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						(147,524)	(0.01)
外国為替先渡契約未実現評価損 - 負債合計						(6,685,117)	(0.24)
外国為替先渡契約未実現評価益 - 資産の純変動						7,985,546	0.28

金融先物契約明細表

銘柄	契約数	通貨	未実現評価益/(損) 米ドル	純資産構成比 (%)
Euro-Schatz, 06/03/2020	(1,038)	EUR	90,404	-
EURO STOXX 50 Index, 20/03/2020	(1,462)	EUR	153,202	0.01
Nikkei 225 Index, 12/03/2020	221	JPY	509,306	0.02
S&P 500 Emini Index, 20/03/2020	651	USD	2,291,360	0.08
US 2 Year Note, 31/03/2020	(3)	USD	750	-
US 5 Year Note, 31/03/2020	(666)	USD	309,477	0.01
US 10 Year Note, 20/03/2020	(285)	USD	290,024	0.01
US Long Bond, 20/03/2020	(44)	USD	123,476	-
金融先物契約未実現評価益 - 資産合計			3,767,999	0.13
MSCI Emerging Markets Index, 20/03/2020	(784)	USD	(1,862,000)	(0.07)
US 2 Year Note, 31/03/2020	3	USD	(844)	-
US 10 Year Note, 20/03/2020	133	USD	(152,266)	(0.01)
US Ultra Bond, 20/03/2020	696	USD	(2,999,232)	(0.10)
US Long Bond, 20/03/2020	20	USD	(60,664)	-
金融先物契約未実現評価損 - 負債合計			(5,075,006)	(0.18)
金融先物契約未実現評価損 - 負債の純変動			(1,307,007)	(0.05)

オプション契約

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 (%)

(6,258)	ABB Ltd., Call, 22.960, 12/02/2020	CHF	HSBC	(5,350)	-
(2,000)	Abbott Laboratories, Call, 89.440, 07/01/2020	USD	Goldman Sachs	(29)	-
(2,200)	AbbVie, Inc., Call, 92.170, 07/01/2020	USD	Goldman Sachs	(39)	-
(2,300)	AbbVie, Inc., Call, 94.470, 12/02/2020	USD	RBC	(1,497)	-
(700)	Adobe, Inc., Call, 324.070, 12/02/2020	USD	Morgan Stanley	(8,367)	-
(800)	Adobe, Inc., Call, 325.860, 07/01/2020	USD	Goldman Sachs	(3,485)	-
(31,400)	AIA Group Ltd., Call, 83.132, 07/01/2020	HKD	Goldman Sachs	(1,563)	-
(26,800)	AIA Group Ltd., Call, 85.070, 12/02/2020	HKD	RBC	(4,200)	-
(895)	Airbus SE, Call, 148.318, 12/02/2020	EUR	J.P. Morgan	(257)	-
(3,000)	Alibaba Group Holding Ltd., Call, 210.520, 07/01/2020	USD	RBC	(11,430)	-
(2,200)	Alibaba Group Holding Ltd., Call, 212.120, 12/02/2020	USD	Morgan Stanley	(19,032)	-
(500)	Amazon.com, Inc., Call, 1,866.160, 07/01/2020	USD	RBC	(5,530)	-
(500)	Amazon.com, Inc., Call, 1,929.530, 12/02/2020	USD	RBC	(17,373)	-
(1,400)	AMETEK, Inc., Call, 103.890, 12/02/2020	USD	Morgan Stanley	(1,513)	-
(700)	Amgen, Inc, Call, 232.680, 12/02/2020	USD	RBC	(8,555)	-
(500)	Amgen, Inc, Call, 245.570, 07/01/2020	USD	RBC	(145)	-
(1,300)	Amphenol Corp., Call, 108.310, 07/01/2020	USD	J.P. Morgan	(1,214)	-
(1,300)	Amphenol Corp., Call, 109.640, 12/02/2020	USD	Morgan Stanley	(3,141)	-
(4,829)	Anglo American plc, Call, 22.329, 07/01/2020	GBP	HSBC	(372)	-
(5,700)	Apple, Inc., Call, 278.310, 07/01/2020	USD	RBC	(77,523)	(0.01)
(5,200)	Apple, Inc., Call, 287.010, 12/02/2020	USD	Morgan Stanley	(67,731)	(0.01)
(3,100)	Archer-Daniels-Midland Co., Call, 45.820, 12/02/2020	USD	RBC	(4,537)	-
(555)	ASML Holding NV, Call, 260.349, 07/01/2020	EUR	Morgan Stanley	(2,878)	-
(487)	ASML Holding NV, Call, 266.339, 12/02/2020	EUR	UBS	(3,708)	-
(7,200)	Astellas Pharma, Inc., Call, 1,949.000, 07/01/2020	JPY	HSBC	(24)	-
(1,919)	AstraZeneca plc, Call, 77.701, 07/01/2020	GBP	Morgan Stanley	(375)	-
(1,679)	AstraZeneca plc, Call, 79.364, 12/02/2020	GBP	Morgan Stanley	(1,917)	-
(9,400)	AT&T, Inc., Call, 40.010, 07/01/2020	USD	Goldman Sachs	(185)	-
(8,300)	AT&T, Inc., Call, 40.900, 12/02/2020	USD	RBC	(2,400)	-
(400)	Avago Technologies Ltd., Call, 340.600, 07/01/2020	USD	Goldman Sachs	-	-
(400)	Avago Technologies Ltd., Call, 345.060, 12/02/2020	USD	RBC	(359)	-
(24,389)	Banco Bilbao Vizcaya Argentaria SA, Call, 5.059, 07/01/2020	EUR	Morgan Stanley	(645)	-
(10,300)	Bank of America Corp., Call, 34.810, 07/01/2020	USD	Goldman Sachs	(5,257)	-
(9,300)	Bank of America Corp., Call, 35.220, 12/02/2020	USD	Morgan Stanley	(9,425)	-
(383,000)	Bank of China Ltd., Call, 3.255, 07/01/2020	HKD	J.P. Morgan	(3,922)	-
(412,000)	Bank of China Ltd., Call, 3.405, 12/02/2020	HKD	HSBC	(2,077)	-
(1,890)	BASF SE, Call, 71.809, 07/01/2020	EUR	Goldman Sachs	(1)	-
(1,653)	BASF SE, Call, 75.160, 12/02/2020	EUR	J.P. Morgan	(91)	-
(500)	Becton Dickinson and Co., Call, 270.090, 07/01/2020	USD	Goldman Sachs	(1,062)	-
(6,270)	BHP Group Ltd., Call, 38.948, 07/01/2020	AUD	Goldman Sachs	(1,395)	-
(5,063)	BHP Group Ltd., Call, 39.655, 12/02/2020	AUD	Goldman Sachs	(2,162)	-
(500)	Boeing Co. (The), Call, 373.640, 07/01/2020	USD	Goldman Sachs	-	-
(400)	Boeing Co. (The), Call, 407.340, 12/02/2020	USD	Morgan Stanley	(98)	-
(21,238)	BP plc, Call, 5.000, 07/01/2020	GBP	Morgan Stanley	(3)	-
(3,500)	Bristol-Myers Squibb Co., Call, 61.850, 07/01/2020	USD	Goldman Sachs	(5,524)	-
(2,600)	Bristol-Myers Squibb Co., Call, 63.720, 12/02/2020	USD	RBC	(4,826)	-
(900)	Caterpillar, Inc., Call, 149.760, 07/01/2020	USD	Goldman Sachs	(459)	-
(800)	Caterpillar, Inc., Call, 158.290, 12/02/2020	USD	RBC	(929)	-
(1,900)	Chevron Corp., Call, 122.790, 07/01/2020	USD	RBC	(169)	-
(1,700)	Chevron Corp., Call, 128.060, 12/02/2020	USD	RBC	(597)	-
(164,000)	China Construction Bank Corp., Call, 6.574, 07/01/2020	HKD	J.P. Morgan	(3,589)	-
(158,000)	China Construction Bank Corp., Call, 6.681, 12/02/2020	HKD	RBC	(3,993)	-
(600)	Cigna Holding Co., Call, 211.200, 07/01/2020	USD	Goldman Sachs	(79)	-
(700)	Cigna Holding Co., Call, 212.080, 12/02/2020	USD	Morgan Stanley	(2,833)	-
(5,800)	Cisco Systems, Inc., Call, 46.080, 07/01/2020	USD	Goldman Sachs	(7,141)	-
(2,800)	Citigroup, Inc., Call, 78.330, 07/01/2020	USD	RBC	(4,097)	-
(2,500)	Citigroup, Inc., Call, 79.910, 12/02/2020	USD	Morgan Stanley	(4,895)	-
(15,500)	CK Hutchison Holdings Ltd., Call, 73.040, 07/01/2020	HKD	Goldman Sachs	(2,967)	-
(13,000)	CK Hutchison Holdings Ltd., Call, 77.389, 12/02/2020	HKD	RBC	(1,159)	-
(79,000)	CNOOC Ltd., Call, 13.922, 12/02/2020	HKD	Goldman Sachs	(1,268)	-
(4,600)	Coca-Cola Co., Call, 55.260, 12/02/2020	USD	Goldman Sachs	(4,944)	-
(600)	Costco Wholesale Corp., Call, 316.450, 07/01/2020	USD	Goldman Sachs	-	-
(10,694)	Credit Suisse Group AG, Call, 13.772, 07/01/2020	CHF	Goldman Sachs	(11)	-
(795)	CSL Ltd., Call, 286.470, 12/02/2020	AUD	J.P. Morgan	(1,722)	-
(909)	CSL Ltd., Call, 292.630, 07/01/2020	AUD	Morgan Stanley	(3)	-
(1,985)	Daimler AG, Call, 56.203, 12/02/2020	EUR	HSBC	(165)	-
(8,000)	DBS Group Holdings Ltd., Call, 26.166, 07/01/2020	SGD	Goldman Sachs	(496)	-
(3,644)	Diageo plc, Call, 32.377, 07/01/2020	GBP	UBS	(533)	-
(1,300)	Eli Lilly & Co., Call, 119.330, 12/02/2020	USD	Goldman Sachs	(16,548)	-
(1,300)	Eli Lilly & Co., Call, 124.890, 07/01/2020	USD	Goldman Sachs	(8,392)	-
(1,700)	Emerson Electric Co., Call, 78.100, 12/02/2020	USD	Morgan Stanley	(2,680)	-
(1,000)	Entergy Corp., Call, 124.020, 07/01/2020	USD	RBC	(5)	-
(400)	Essex Property Trust, Inc., Call, 331.530, 12/02/2020	USD	Morgan Stanley	(74)	-
(4,213)	Experian plc, Call, 26.185, 12/02/2020	GBP	UBS	(2,384)	-
(1,900)	Exxon Mobil Corp., Call, 71.930, 12/02/2020	USD	Morgan Stanley	(942)	-
(3,400)	Exxon Mobil Corp., Call, 72.080, 07/01/2020	USD	Goldman Sachs	(28)	-
(3,000)	Facebook, Inc., Call, 211.860, 07/01/2020	USD	Goldman Sachs	(559)	-
(2,700)	Facebook, Inc., Call, 219.090, 12/02/2020	USD	Morgan Stanley	(8,252)	-
(1,100)	Fidelity National Information Services, Inc., Call, 142.530, 07/01/2020	USD	Goldman Sachs	(155)	-
(900)	Fidelity National Information Services, Inc., Call, 147.570, 12/02/2020	USD	Morgan Stanley	(770)	-
(1,100)	Fiserv, Inc., Call, 125.820, 12/02/2020	USD	Morgan Stanley	(504)	-
(200)	Former Charter Communications Parent, Inc., Call, 532.290, 12/02/2020	USD	RBC	(357)	-
(7,931)	GlaxoSmithKline plc, Call, 17.934, 07/01/2020	GBP	Morgan Stanley	(825)	-
(6,940)	GlaxoSmithKline plc, Call, 18.160, 12/02/2020	GBP	Morgan Stanley	(1,704)	-
(800)	Global Payments, Inc., Call, 186.120, 07/01/2020	USD	Goldman Sachs	(219)	-
(700)	Global Payments, Inc., Call, 192.890, 12/02/2020	USD	Morgan Stanley	(1,066)	-
(300)	Google, Inc., Call, 1,384.890, 07/01/2020	USD	RBC	(54)	-
(300)	Google, Inc., Call, 1,422.520, 12/02/2020	USD	RBC	(3,023)	-
(300)	Google, Inc., Call, 1,422.800, 12/02/2020	USD	RBC	(2,873)	-
(300)	Google, Inc., Call, 1,386.570, 07/01/2020	USD	Goldman Sachs	(29)	-
(1,400)	Home Depot, Inc. (The), Call, 224.810, 07/01/2020	USD	Goldman Sachs	(73)	-
(1,300)	Home Depot, Inc. (The), Call, 249.840, 12/02/2020	USD	Morgan Stanley	(25)	-
(4,300)	Honda Motor Co. Ltd., Call, 3,386.000, 12/02/2020	JPY	UBS	(381)	-
(5,600)	Hong Kong Exchanges & Clearing Ltd., Call, 258.255, 07/01/2020	HKD	Goldman Sachs	(395)	-
(5,000)	Hong Kong Exchanges & Clearing Ltd., Call, 268.644, 12/02/2020	HKD	HSBC	(1,091)	-
(1,800)	IHS Markit Ltd., Call, 76.190, 07/01/2020	USD	J.P. Morgan	(598)	-
(202,000)	Industrial & Commercial Bank of China Ltd., Call, 5.815, 07/01/2020	HKD	J.P. Morgan	(5,044)	-
(177,000)	Industrial & Commercial Bank of China Ltd., Call, 6.025, 12/02/2020	HKD	UBS	(3,339)	-
(3,700)	Intel Corp., Call, 59.620, 07/01/2020	USD	Goldman Sachs	(2,064)	-
(3,500)	Intel Corp., Call, 63.130, 12/02/2020	USD	RBC	(2,429)	-
(1,100)	International Business Machines Corp., Call, 138.590, 07/01/2020	USD	RBC	(2)	-
(200)	Intuitive Surgical, Inc., Call, 612.770, 12/02/2020	USD	Morgan Stanley	(2,596)	-
(200)	Intuitive Surgical, Inc., Call, 620.300, 07/01/2020	USD	Morgan Stanley	(1)	-
(4,000)	JD.com, Inc., Call, 35.670, 07/01/2020	USD	Goldman Sachs	(1,377)	-
(1,600)	Johnson & Johnson, Call, 137.510, 12/02/2020	USD	Goldman Sachs	(14,688)	-
(2,900)	JPMorgan Chase & Co., Call, 135.580, 12/02/2020	USD	Morgan Stanley	(14,145)	-
(3,200)	JPMorgan Chase & Co., Call, 138.960, 07/01/2020	USD	Morgan Stanley	(1,352)	-
(800)	Linde plc, Call, 221.350, 12/02/2020	USD	Morgan Stanley	(1,353)	-
(13,000)	Link REIT, Call, 82.645, 07/01/2020	HKD	HSBC	(923)	-
(444)	L’Oreal SA, Call, 276.988, 12/02/2020	EUR	UBS	(831)	-
(1,200)	Lowe’s Cos., Inc., Call, 122.170, 07/01/2020	USD	Goldman Sachs	(340)	-
(1,200)	Lowe’s Cos., Inc., Call, 126.830, 12/02/2020	USD	J.P. Morgan	(752)	-
(454)	LVMH Moet Hennessy Louis Vuitton SE, Call, 417.582, 07/01/2020	EUR	UBS	(990)	-
(397)	LVMH Moet Hennessy Louis Vuitton SE, Call, 431.044, 12/02/2020	EUR	UBS	(2,414)	-
(1,000)	Marriott International, Inc., Call, 144.080, 12/02/2020	USD	Morgan Stanley	(9,759)	-
(600)	Mastercard, Inc., Call, 300.600, 12/02/2020	USD	Morgan Stanley	(4,356)	-
(1,300)	Medtronic, Inc., Call, 114.680, 12/02/2020	USD	Goldman Sachs	(2,393)	-
(1,400)	Medtronic, Inc., Call, 117.540, 07/01/2020	USD	RBC	(4)	-
(2,900)	Merck & Co., Inc., Call, 89.090, 12/02/2020	USD	Goldman Sachs	(10,063)	-
(3,300)	Merck & Co., Inc., Call, 93.100, 07/01/2020	USD	RBC	(105)	-
(7,400)	Microsoft Corp., Call, 157.640, 12/02/2020	USD	Morgan Stanley	(33,813)	(0.01)
(8,500)	Microsoft Corp., Call, 157.340, 07/01/2020	USD	Goldman Sachs	(10,758)	-
(24,900)	Mitsubishi UFJ Financial Group, Inc., Call, 608.000, 07/01/2020	JPY	Morgan Stanley	(50)	-
(23,300)	Mitsubishi UFJ Financial Group, Inc., Call, 617.000, 12/02/2020	JPY	RBC	(956)	-
(2,000)	Mondelez International, Inc., Call, 55.630, 12/02/2020	USD	Morgan Stanley	(2,121)	-
(600)	Netflix, Inc., Call, 335.210, 07/01/2020	USD	Goldman Sachs	(484)	-
(600)	Netflix, Inc., Call, 350.060, 12/02/2020	USD	Morgan Stanley	(4,774)	-
(3,100)	Newmont Corp., Call, 42.150, 07/01/2020	USD	Goldman Sachs	(5,081)	-
(800)	Nidec Corp., Call, 17,489.000, 12/02/2020	JPY	J.P. Morgan	(5)	-
(1,500)	Nike, Inc., Call, 99.480, 12/02/2020	USD	Morgan Stanley	(5,107)	-
(1,400)	Nike, Inc., Call, 100.720, 07/01/2020	USD	Goldman Sachs	(1,225)	-
(19,300)	Oversea-Chinese Banking Corp. Ltd., Call, 11.645, 12/02/2020	SGD	HSBC	(434)	-
(1,600)	Paypal Holdings, Inc., Call, 112.090, 07/01/2020	USD	Goldman Sachs	(74)	-
(1,500)	Paypal Holdings, Inc., Call, 116.550, 12/02/2020	USD	RBC	(1,608)	-
(1,500)	PepsiCo, Inc., Call, 140.000, 12/02/2020	USD	Morgan Stanley	(1,884)	-
(3,900)	Pfizer, Inc., Call, 38.380, 12/02/2020	USD	Morgan Stanley	(4,319)	-
(3,900)	Pfizer, Inc., Call, 40.050, 07/01/2020	USD	Morgan Stanley	(48)	-
(1,600)	Philip Morris International, Inc., Call, 86.210, 07/01/2020	USD	Goldman Sachs	(721)	-
(1,400)	Philip Morris International, Inc., Call, 90.250, 12/02/2020	USD	RBC	(1,117)	-
(20,000)	Ping An Insurance Group Co. of China Ltd., Call, 93.180, 07/01/2020	HKD	Goldman Sachs	(783)	-
(18,000)	Ping An Insurance Group Co. of China Ltd., Call, 97.883, 12/02/2020	HKD	RBC	(1,049)	-
(2,800)	Procter & Gamble Co. (The), Call, 130.760, 07/01/2020	USD	Morgan Stanley	-	-
(1,934)	Prosus NV, Call, 64.853, 07/01/2020	EUR	HSBC	(3,958)	-
(1,500)	Qualcomm, Inc., Call, 90.550, 07/01/2020	USD	Goldman Sachs	(351)	-
(1,600)	Qualcomm, Inc., Call, 101.840, 12/02/2020	USD	Morgan Stanley	(460)	-
(4,256)	Royal Dutch Shell plc, Call, 24.235, 12/02/2020	GBP	HSBC	(171)	-
(5,528)	Royal Dutch Shell plc, Call, 22.517, 07/01/2020	GBP	Goldman Sachs	(789)	-
(1,100)	salesforce.com, Inc., Call, 166.030, 07/01/2020	USD	Goldman Sachs	(282)	-
(1,400)	salesforce.com, Inc., Call, 180.940, 12/02/2020	USD	RBC	(267)	-
(7,638)	Samsung Electronics Co. Ltd., Call, 52,585.000, 07/01/2020	USD	Goldman Sachs	(21,459)	-
(10,140)	Samsung Electronics Co. Ltd., Call, 57,320.000, 12/02/2020	USD	Goldman Sachs	(9,605)	-
(1,263)	Sanofi, Call, 86.663, 12/02/2020	EUR	HSBC	(5,561)	-
(1,352)	Sanofi, Call, 89.301, 07/01/2020	EUR	Goldman Sachs	(1,252)	-
(1,416)	SAP SE, Call, 128.465, 07/01/2020	EUR	UBS	(3)	-
(1,240)	SAP SE, Call, 131.188, 12/02/2020	EUR	Goldman Sachs	(649)	-
(1,320)	Schneider Electric SE, Call, 92.526, 07/01/2020	EUR	Goldman Sachs	(464)	-
(1,407)	Schneider Electric SE, Call, 92.920, 12/02/2020	EUR	Credit Suisse	(2,628)	-
(1,109)	Siemens AG, Call, 120.498, 12/02/2020	EUR	HSBC	(978)	-
(700)	Simon Property Group, Inc., Call, 163.810, 12/02/2020	USD	Morgan Stanley	(49)	-
(2,821)	SK Hynix, Inc., Call, 84,965.000, 07/01/2020	USD	J.P. Morgan	(22,380)	-
(1,870)	SK Hynix, Inc., Call, 97,428.000, 12/02/2020	USD	Goldman Sachs	(4,448)	-
(2,300)	Sony Corp., Call, 7,545.000, 07/01/2020	JPY	HSBC	(384)	-
(2,000)	Sony Corp., Call, 7,606.000, 12/02/2020	JPY	RBC	(2,689)	-
(1,700)	Starbucks Corp., Call, 89.670, 07/01/2020	USD	Goldman Sachs	(84)	-
(4,400)	Sumitomo Mitsui Financial, Call, 4,197.000, 07/01/2020	JPY	HSBC	(2)	-
(3,800)	Sumitomo Mitsui Financial, Call, 4,218.000, 12/02/2020	JPY	UBS	(774)	-
(48,000)	Taiwan Semiconductor Manufacturing Co. Ltd., Call, 321.300, 07/01/2020	USD	UBS	(16,072)	-
(42,000)	Taiwan Semiconductor Manufacturing Co. Ltd., Call, 322.650, 12/02/2020	USD	J.P. Morgan	(17,819)	-
(7,400)	Tencent Holdings Ltd., Call, 349.598, 07/01/2020	HKD	Goldman Sachs	(24,886)	-
(6,600)	Tencent Holdings Ltd., Call, 356.385, 12/02/2020	HKD	Goldman Sachs	(19,937)	-
(500)	Thermo Fisher Scientific, Inc., Call, 325.480, 12/02/2020	USD	Morgan Stanley	(4,622)	-
(600)	Thermo Fisher Scientific, Inc., Call, 331.860, 07/01/2020	USD	J.P. Morgan	(326)	-
(2,400)	TJX Cos., Inc. (The), Call, 64.200, 12/02/2020	USD	Morgan Stanley	(865)	-
(2,325)	TOTAL SA, Call, 51.534, 12/02/2020	EUR	HSBC	(381)	-
(2,700)	Toyota Motor Corp., Call, 8,172.000, 07/01/2020	JPY	J.P. Morgan	-	-
(1,800)	Toyota Motor Corp., Call, 8,188.000, 12/02/2020	JPY	RBC	(263)	-
(1,000)	Union Pacific Corp., Call, 180.700, 07/01/2020	USD	Goldman Sachs	(1,292)	-
(900)	Union Pacific Corp., Call, 188.910, 12/02/2020	USD	Morgan Stanley	(1,885)	-
(7,500)	United Overseas Bank Ltd., Call, 26.649, 07/01/2020	SGD	Goldman Sachs	(584)	-
(7,900)	United Overseas Bank Ltd., Call, 27.899, 12/02/2020	SGD	Goldman Sachs	(567)	-
(1,100)	UnitedHealth Group, Inc., Call, 276.420, 12/02/2020	USD	Morgan Stanley	(23,265)	-
(1,100)	UnitedHealth Group, Inc., Call, 293.290, 07/01/2020	USD	Goldman Sachs	(2,933)	-
(800)	VeriSign, Inc., Call, 199.260, 07/01/2020	USD	Goldman Sachs	(103)	-
(800)	VeriSign, Inc., Call, 203.450, 12/02/2020	USD	Morgan Stanley	(1,551)	-
(500)	Vertex Pharmaceuticals, Inc., Call, 242.020, 07/01/2020	USD	HSBC	-	-
(1,270)	Vinci SA, Call, 103.005, 07/01/2020	EUR	UBS	(11)	-
(772)	Volkswagen AG, Call, 188.875, 07/01/2020	EUR	Goldman Sachs	(5)	-
(507)	Volkswagen AG, Call, 198.452, 12/02/2020	EUR	Morgan Stanley	(187)	-
(1,500)	Walmart, Inc., Call, 124.620, 07/01/2020	USD	Goldman Sachs	-	-
(2,400)	Walt Disney Co. (The), Call, 157.250, 07/01/2020	USD	Goldman Sachs	-	-
(2,200)	Walt Disney Co. (The), Call, 161.130, 12/02/2020	USD	HSBC	(1,211)	-
(1,600)	Waste Connections, Inc., Call, 94.750, 07/01/2020	USD	J.P. Morgan	(6)	-
(3,700)	Wells Fargo & Co., Call, 55.900, 07/01/2020	USD	RBC	(6)	-
(4,900)	Wells Fargo & Co., Call, 56.260, 12/02/2020	USD	Morgan Stanley	(1,564)	-
(5,279)	Woolworths Group Ltd., Call, 39.606, 07/01/2020	AUD	Goldman Sachs	-	-
(5,123)	Woolworths Group Ltd., Call, 40.656, 12/02/2020	AUD	Goldman Sachs	(42)	-
(1,000)	Zoetis, Inc., Call, 125.820, 07/01/2020	USD	Goldman Sachs	(6,453)	-
オプション契約市場価値-負債合計				(751,526)	(0.03)

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12月期報告書
2019年12月31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	424,189,589
未実現評価益/(損)	76,393
投資有価証券評価額	424,265,982
現金預金およびブローカーへの預託金	3,634,797
定期預金	38,105,137
未収追加金	519,396
未収利息	142,809
その他資産	69

資産計	466,668,190

負債
未払解約金	560
未払運用報酬	73,478
その他負債	139,336

負債計	213,374

純資産総額	466,454,816

*評価額は償却原価を表す。

2019年12月31日現在の投資有価証券一覧表
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
金融
US Treasury 1.375% 31/03/2020	USD	50,000	49,965	0.01
US Treasury 1.625% 30/06/2020	USD	50,000	49,998	0.01
US Treasury 1.375% 31/10/2020	USD	17,000,000	16,961,484	3.64
			17,061,447	3.66
債券合計			17,061,447	3.66

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			17,061,447	3.66

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
金融
Bank of Montreal, FRN 2.334% 15/06/2020	USD	10,000,000	10,016,298	2.15
Banque Federative du Credit Mutuel SA, FRN, 144A 2.456% 20/07/2020	USD	5,830,000	5,840,187	1.25
Citibank NA, FRN 2.387% 12/06/2020	USD	8,500,000	8,516,510	1.83
JPMorgan Chase & Co., FRN 3.133% 29/10/2020	USD	4,580,000	4,615,811	0.99
National Australia Bank Ltd., FRN, 144A 2.409% 22/05/2020	USD	5,000,000	5,008,788	1.07
Truist Financial Corp., FRN 2.127% 01/06/2020	USD	7,200,000	7,203,306	1.54
US Treasury Bill 0% 07/01/2020	USD	40,000,000	39,992,180	8.57
US Treasury Bill 0% 30/01/2020	USD	39,000,000	38,954,914	8.35
US Treasury Bill 0% 27/02/2020	USD	40,324,000	40,229,284	8.63
US Treasury Bill 0% 30/04/2020	USD	34,000,000	33,828,607	7.25
US Treasury Bill 0% 28/05/2020	USD	5,390,000	5,356,326	1.15
			199,562,211	42.78
社債合計			199,562,211	42.78

コマーシャルペーパー
エネルギー
Exxon Mobil Corp. 0% 05/03/2020	USD	25,000,000	24,922,452	5.34
			24,922,452	5.34
金融
Banco Santander SA 0% 09/03/2020	USD	19,000,000	18,928,915	4.06
Banco Santander SA 0% 11/05/2020	USD	19,500,000	19,368,440	4.15
Citigroup Global Markets, Inc. 0% 26/05/2020	USD	20,000,000	19,851,693	4.26
Credit Agricole Corporate and Investment Bank SA 0% 09/03/2020	USD	10,000,000	9,964,331	2.14
Credit Agricole Corporate and Investment Bank SA 0% 23/04/2020	USD	10,000,000	9,940,973	2.13
HSBC USA, Inc. 0% 24/01/2020	USD	15,000,000	14,982,790	3.21
HSBC USA, Inc. 0% 05/02/2020	USD	10,000,000	9,981,960	2.14
Royal Bank of Canada 0% 20/03/2020	USD	10,000,000	9,958,156	2.13
Royal Bank of Canada 0% 01/04/2020	USD	10,000,000	9,950,780	2.13
Royal Bank of Canada 0% 16/06/2020	USD	10,000,000	9,912,733	2.13
Standard Chartered Bank 0% 02/01/2020	USD	20,000,000	19,998,187	4.29
Toronto-Dominion Bank (The) 0% 15/04/2020	USD	10,000,000	9,944,026	2.13
Toronto-Dominion Bank (The) 0% 23/04/2020	USD	10,000,000	9,939,453	2.13
			172,722,437	37.03
情報技術
Apple, Inc., 144A 0% 06/01/2020	USD	10,000,000	9,997,435	2.14
			9,997,435	2.14
コマーシャルペーパー合計			207,642,324	44.51

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			407,204,535	87.29
投資総額			424,265,982	90.95
定期預金
金融
Banque nationale du Canada 1.53% 27/12/2019	USD	19,052,807	19,052,807	4.09
Barclays Bank plc 1.5% 27/12/2019	USD	19,052,330	19,052,330	4.08
			38,105,137	8.17
定期預金合計			38,105,137	8.17
現金			3,634,797	0.78
その他資産/(負債)			448,900	0.10
純資産総額			466,454,816	100.00

有価証券報告書(内国投資信託受益証券)-第14期(令和1年12月4日-令和2年6月3日)

開示資料

決算