- 有報資料
- 17項目
半期報告書(内国投資信託受益証券)-第1期(平成27年9月25日-平成28年9月26日)
(3)【中間注記表】
2 デリバティブ取引等関係
取引の時価等に関する事項
該当事項はありません。
(参考)
当ファンドは、「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」受益証券及び「日本短期公社債マザーファンド」受益証券を主要投資対象としており、中間貸借対照表の資産の部に計上された「投資信託受益証券」は、すべて「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」の受益証券であり、「親投資信託受益証券」は、すべて「日本短期公社債マザーファンド」の受益証券であります。
各ファンドの状況は次の通りであります。
なお、以下に記載した情報は監査の対象外であります。
「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」は、「ピムコ・バミューダ・インカム・ファンドA」の個別クラスとなっております。
「ピムコ・バミューダ・インカム・ファンドA」は、バミューダの法律に基づき設立された外国証券投資信託であります。同ファンドの平成27年10月31日現在の財務書類は、米国で一般的に認められている会計基準に準拠して作成されており、独立監査人の監査を受けております。
同ファンドの「資産・負債計算書」、「損益計算書」、「純資産変動計算書」及び「投資有価証券明細表」は、同ファンドの管理事務代行会社兼保管受託銀行であるブラウン・ブラザーズ・ハリマン・アンド・カンパニーから入手した財務書類の原文の一部を翻訳・抜粋したものであります。
(1)資産・負債計算書
(単位:受益証券数を除き、千米ドル)
合計額は、千未満を端数処理した金額を反映している場合もあります。
(2)損益計算書
(単位:千米ドル)
合計額は、千未満を端数処理した金額を反映している場合もあります。
(3)純資産変動計算書
(単位:千米ドル)
合計額は、千未満を端数処理した金額を反映している場合もあります。
(4)投資有価証券明細表
ピムコ・バミューダ・インカム・ファンドA
2015年10月31日現在
投資有価証券明細表に対する注記(単位:千米ドル*):
*合計額は、千未満を端数処理した金額を反映している場合もあります。
(a)金融デリバティブ商品:店頭
為替予約契約:
クラスF(JPY)、クラスJ(JPY)、クラスS(JPY)およびクラスY(JPY)為替予約契約:
金融デリバティブ商品:店頭(要約)
以下は、2015年10月31日現在の、店頭金融デリバティブ商品および(受入)/差入担保の評価額の取引相手方別の要約です。
(b)2015年10月31日現在、市場価額合計2,523千米ドルの有価証券と3,484千米ドルの現金が、国際スワップデリバティブ協会のマスター契約により規定された金融デリバティブ商品に対する担保として差し入れられました。
(1)エクスポージャー純額は、債務不履行の事象の際に、取引相手方からの債権/取引相手方への(債務)の純額を表します。店頭デリバティブ商品のエクスポージャーは、同一の法人格との同一のマスター契約のもとで規定された取引を通してのみ、ネッティングすることができます。
金融デリバティブ商品の公正価値
以下は、リスクエクスポージャーによって分類された、ファンドの金融デリバティブ商品の公正価値の要約です。
2015年10月31日現在の資産・負債計算書における、店頭金融デリバティブ商品の公正価値
2015年10月31日終了期間の損益計算書における、店頭金融デリバティブ商品の影響額
公正価値測定
以下は、2015年10月31日現在のファンドの資産・負債の評価において使用されたインプットに基づく公正価値評価の要約です。
2015年10月31日終了期間に、レベル1とレベル2の間の振替はありませんでした。
投資有価証券明細表-ピムコ・バミューダ・インカム・ファンド(M)
2015年10月31日現在
投資有価証券明細表に対する注記(単位:千米ドル*):
*合計額は、千未満を端数処理した金額を反映している場合もあります。
(a)満期が無期限であり、該当する場合、日付は次回の契約上の繰上償還日を示しています。
(b)ペイメント・イン・カインド債券です。当該債券は、利息支払いに現金ではなく現物債を充当できる債券です。
(c)当該証券は、デフォルト状態にあります。
(d)インタレスト・オンリー証券(IO証券)です。不動産担保証券のキャッシュフローを金利部分と元本部分に分離し、金利部分のキャッシュフローを証券化した商品をIO証券と言います。
(e)当該証券の額面金額は、インフレ調整後のものです。
| (重要な会計方針に係る事項に関する注記) |
| 区分 | 第1期中間計算期間 自 平成27年 9月25日 至 平成28年 3月24日 |
| 1.有価証券の評価基準及び評価方法 | 投資信託受益証券 |
| 移動平均法に基づき、時価で評価しております。 時価評価にあたっては、投資信託受益証券の基準価額に基づいて評価しております。 | |
| 親投資信託受益証券 | |
| 移動平均法に基づき、時価で評価しております。 時価評価にあたっては、親投資信託受益証券の基準価額に基づいて評価しております。 | |
| 2.収益及び費用の計上基準 | 受取配当金 |
| 原則として、投資信託受益証券の収益分配金落ち日において、当該収益分配金額を計上しております。 |
| (中間貸借対照表に関する注記) |
| 第1期中間計算期間末 平成28年 3月24日現在 | |||
| 1. | 中間計算期間末日における受益権の総数 | ||
| 127,839,000口 | |||
| 2. | 中間計算期間末日における1単位当たりの純資産の額 | ||
| 1口当たり純資産額 | 1.0026円 | ||
| (1万口当たり純資産額) | (10,026円) | ||
| (中間損益及び剰余金計算書に関する注記) |
| 区分 | 第1期中間計算期間 自 平成27年 9月25日 至 平成28年 3月24日 |
| 委託者報酬 | 当ファンドの信託財産の運用指図に関する権限を委託するための費用563,093円。 |
| (金融商品に関する注記) |
| 金融商品の時価等に関する事項 |
| 第1期中間計算期間末 平成28年 3月24日現在 |
| 1.中間貸借対照表計上額、時価及び差額 |
| 中間貸借対照表上の金融商品は、原則としてすべて時価評価されているため、中間貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 |
| 投資信託受益証券 「(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。 親投資信託受益証券 「(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。 コール・ローン等の金銭債権及び金銭債務 これらの科目は短期間で決済されるため、帳簿価額は時価に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。 |
| 3.金融商品の時価等に関する事項についての補足説明 |
| 市場価額がない、又は市場価格を時価と見なせない場合には、経営者により合理的に算定された価額で評価する場合があります。 |
| (その他の注記) |
| 1 元本の移動 |
| 区分 | 第1期中間計算期間末 平成28年 3月24日現在 |
| 期首元本額 | 187,849,000円 |
| 期中追加設定元本額 | -円 |
| 期中一部解約元本額 | 60,010,000円 |
2 デリバティブ取引等関係
取引の時価等に関する事項
該当事項はありません。
(参考)
当ファンドは、「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」受益証券及び「日本短期公社債マザーファンド」受益証券を主要投資対象としており、中間貸借対照表の資産の部に計上された「投資信託受益証券」は、すべて「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」の受益証券であり、「親投資信託受益証券」は、すべて「日本短期公社債マザーファンド」の受益証券であります。
各ファンドの状況は次の通りであります。
なお、以下に記載した情報は監査の対象外であります。
「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」は、「ピムコ・バミューダ・インカム・ファンドA」の個別クラスとなっております。
「ピムコ・バミューダ・インカム・ファンドA」は、バミューダの法律に基づき設立された外国証券投資信託であります。同ファンドの平成27年10月31日現在の財務書類は、米国で一般的に認められている会計基準に準拠して作成されており、独立監査人の監査を受けております。
同ファンドの「資産・負債計算書」、「損益計算書」、「純資産変動計算書」及び「投資有価証券明細表」は、同ファンドの管理事務代行会社兼保管受託銀行であるブラウン・ブラザーズ・ハリマン・アンド・カンパニーから入手した財務書類の原文の一部を翻訳・抜粋したものであります。
(1)資産・負債計算書
(単位:受益証券数を除き、千米ドル)
| 2015年10月31日現在 | |
| 資産: | |
| 投資-評価額 | |
| 有価証券投資 | 36,632 |
| 関連当事者に係る投資 | 1,515,503 |
| 金融デリバティブ商品 | |
| 店頭 | 652 |
| 現金 | 1 |
| 取引相手方への預託金 | 3,484 |
| 売却済投資に係る未収金 | 2 |
| 関連当事者に係る売却済投資に係る未収金 | 1,598 |
| 売却済ファンド受益証券に係る未収金 | 11,597 |
| 未収利息および未収配当金 | 3 |
| 1,569,472 | |
| 負債: | |
| 金融デリバティブ商品 | |
| 店頭 | 4,343 |
| 購入済投資に係る未払金 | 3,105 |
| 関連当事者に係る購入済投資に係る未払金 | 10,635 |
| 未払利息 | 8 |
| 取引相手方からの預託金 | 9 |
| 償還済ファンド受益証券に係る未払金 | 2,516 |
| 20,616 | |
| 純資産 | 1,548,856 |
| 有価証券投資の取得原価 | 36,632 |
| 関連当事者に係る投資の取得原価 | 1,478,897 |
| クラスS(JPY) | |
| 純資産 | 49,719 |
合計額は、千未満を端数処理した金額を反映している場合もあります。
(2)損益計算書
(単位:千米ドル)
| 2015年10月31日終了年度 | |
| 投資収益: | |
| 利息-外国税引後純額 | 86 |
| 雑収入 | 7 |
| 収益合計 | 93 |
| 費用: | |
| 支払利息 | 93 |
| 費用合計 | 93 |
| 純投資収益 | 0 |
| 実現純利益(損失): | |
| 関連当事者に係る投資 | 12,337 |
| 店頭金融デリバティブ商品 | (24,130) |
| 外国為替 | (142) |
| 実現純(損失) | (11,935) |
| 未実現利益(損失)純変動額: | |
| 関連当事者に係る投資 | 25,864 |
| 店頭金融デリバティブ商品 | 4,138 |
| 外貨資産および負債 | 78 |
| 未実現利益(損失)純変動額 | 30,080 |
| 純利益 | 18,145 |
| 営業による純資産の純増加額 | 18,145 |
合計額は、千未満を端数処理した金額を反映している場合もあります。
(3)純資産変動計算書
(単位:千米ドル)
| 2015年10月31日終了年度 | |
| 純資産の増加(減少)の要因: | |
| 営業: | |
| 純投資収益 | 0 |
| 実現純(損失) | (11,935) |
| 未実現利益(損失)純変動額 | 30,080 |
| 営業による純増加額 | 18,145 |
| 受益証券保有者への分配金額合計 | (79,044) |
| ファンド受益証券取引: | |
| ファンド受益証券取引による純増加額 | 708,844 |
| 純資産純増加額合計 | 647,945 |
| 純資産: | |
| 期首時点 | 900,911 |
| 期末時点 | 1,548,856 |
合計額は、千未満を端数処理した金額を反映している場合もあります。
(4)投資有価証券明細表
ピムコ・バミューダ・インカム・ファンドA
2015年10月31日現在
| 額面(千米ドル) | 時価(千米ドル) | |||
| 有価証券投資 2.4% | ||||
| 短期金融商品 2.4% | ||||
| 預金 2.2% | ||||
| ANZ National Bank | 0.030% due 11/02/2015 | 4,339 | 4,339 | |
| Bank of Tokyo-Mitsubishi UFJ Ltd. | 0.030% due 11/02/2015 | 2,430 | 2,430 | |
| Brown Brothers Harriman & Co. | 0.030% due 11/02/2015 | 8 | 8 | |
| Citibank N.A. | 0.030% due 11/02/2015 | 7,686 | 7,686 | |
| JPMorgan Chase & Co. | 0.030% due 11/02/2015 | 10,248 | 10,248 | |
| Nordea Bank AB | 0.030% due 11/02/2015 | 2,471 | 2,471 | |
| Sumitomo Mitsui Banking Corp. | 0.030% due 11/02/2015 | 3,323 | 3,323 | |
| Wells Fargo Bank | 0.030% due 11/02/2015 | 3,604 | 3,604 | |
| 34,109 | ||||
| 米国短期国債 0.2%(b) | ||||
| (0.005)% due 02/25/2016 | 465 | 465 | ||
| 0.003% due 01/28/2016 | 186 | 186 | ||
| 0.016% due 02/04/2016 | 1,081 | 1,081 | ||
| 0.050% due 01/07/2016 | 791 | 791 | ||
| 2,523 | ||||
| 短期金融商品合計 | 36,632 | |||
| (取得原価 36,632千米ドル) | ||||
| 有価証券投資合計 | 36,632 | |||
| (取得原価 36,632千米ドル) | ||||
| 受益証券口数 (単位:千) | ||||
| 関連当事者に係る投資 97.8% | ||||
| 投資信託 97.8% | ||||
| PIMCO Bermuda Income Fund (M) | ||||
| (取得原価 1,478,897千米ドル) | 138,909 | 1,515,503 | ||
| 関連当事者に係る投資合計 | 1,515,503 | |||
| (取得原価 1,478,897千米ドル) | ||||
| 投資合計 100.2% | 1,552,135 | |||
| (取得原価 1,515,529千米ドル) | ||||
| 金融デリバティブ商品(a) (0.2%) | (3,691) | |||
| (取得原価またはプレミアム(純額) 0千米ドル) | ||||
| その他の資産および負債(純額) 0.0% | 412 | |||
| 純資産 100.0% | 1,548,856 |
投資有価証券明細表に対する注記(単位:千米ドル*):
*合計額は、千未満を端数処理した金額を反映している場合もあります。
(a)金融デリバティブ商品:店頭
為替予約契約:
| 取引相手方 | 決済月 | 外貨引渡額(千通貨) | 外貨受取額(千通貨) | 未実現評価益(評価損) | |||
| 資産(千米ドル) | 負債(千米ドル) | ||||||
| BOA | 11/2015 | JPY | 150,695 | USD | 1,244 | 0 | (5) |
| BOA | 11/2015 | JPY | 92,145 | USD | 766 | 2 | 0 |
| CBK | 11/2015 | JPY | 186,100 | USD | 1,547 | 5 | 0 |
| CBK | 11/2015 | JPY | 14,384 | USD | 119 | 0 | 0 |
| CBK | 11/2015 | JPY | 61,100 | USD | 507 | 1 | 0 |
| CBK | 12/2015 | JPY | 3 | USD | 0 | 0 | 0 |
| DUB | 11/2015 | JPY | 340,992 | USD | 2,838 | 12 | 0 |
| FBF | 11/2015 | JPY | 47,395 | USD | 394 | 1 | 0 |
| GLM | 11/2015 | JPY | 6 | USD | 0 | 0 | 0 |
| JPM | 11/2015 | USD | 758 | JPY | 91,502 | 0 | 0 |
| JPM | 12/2015 | JPY | 91,502 | USD | 758 | 0 | 0 |
| MSB | 11/2015 | USD | 391 | JPY | 46,969 | 0 | (2) |
| UAG | 11/2015 | JPY | 3 | USD | 0 | 0 | 0 |
| UAG | 11/2015 | USD | 3,641 | JPY | 436,024 | 0 | (28) |
| 21 | (35) | ||||||
クラスF(JPY)、クラスJ(JPY)、クラスS(JPY)およびクラスY(JPY)為替予約契約:
| 取引相手方 | 決済月 | 外貨引渡額(千通貨) | 外貨受取額(千通貨) | 未実現評価益(評価損) | |||
| 資産(千米ドル) | 負債(千米ドル) | ||||||
| BOA | 11/2015 | JPY | 3,528 | USD | 29 | 0 | 0 |
| BOA | 11/2015 | USD | 2,785 | JPY | 333,988 | 0 | (17) |
| BOA | 11/2015 | USD | 2,603 | JPY | 315,282 | 10 | 0 |
| CBK | 11/2015 | JPY | 15,524,840 | USD | 128,644 | 0 | (7) |
| CBK | 11/2015 | USD | 180,666 | JPY | 21,691,017 | 1 | (918) |
| CBK | 12/2015 | USD | 129,646 | JPY | 15,641,790 | 8 | (1) |
| DUB | 11/2015 | USD | 3,710 | JPY | 441,609 | 0 | (51) |
| FBF | 11/2015 | JPY | 278,828 | USD | 2,312 | 2 | 0 |
| FBF | 11/2015 | USD | 398 | JPY | 47,672 | 0 | (3) |
| GLM | 11/2015 | USD | 142,150 | JPY | 17,059,349 | 0 | (782) |
| JPM | 11/2015 | JPY | 21,136,426 | USD | 175,113 | 27 | (67) |
| JPM | 11/2015 | USD | 174,431 | JPY | 20,913,664 | 0 | (1,124) |
| JPM | 12/2015 | USD | 171,648 | JPY | 20,715,710 | 61 | 0 |
| MSB | 11/2015 | JPY | 20,742,944 | USD | 171,784 | 0 | (108) |
| MSB | 11/2015 | USD | 166,340 | JPY | 19,969,155 | 0 | (859) |
| MSB | 12/2015 | USD | 171,828 | JPY | 20,742,944 | 106 | 0 |
| SCX | 11/2015 | JPY | 315,282 | USD | 2,613 | 1 | 0 |
| SCX | 11/2015 | USD | 523 | JPY | 62,949 | 0 | (2) |
| SCX | 12/2015 | USD | 2,614 | JPY | 315,282 | 0 | (1) |
| SOG | 11/2015 | JPY | 2,028 | USD | 17 | 0 | 0 |
| UAG | 11/2015 | JPY | 21,626,833 | USD | 179,632 | 415 | 0 |
| UAG | 11/2015 | USD | 3,393 | JPY | 406,805 | 0 | (21) |
| UAG | 12/2015 | USD | 171,211 | JPY | 20,613,840 | 0 | (347) |
| 631 | (4,308) | ||||||
| 為替予約契約合計 | 652 | (4,343) | |||||
金融デリバティブ商品:店頭(要約)
以下は、2015年10月31日現在の、店頭金融デリバティブ商品および(受入)/差入担保の評価額の取引相手方別の要約です。
(b)2015年10月31日現在、市場価額合計2,523千米ドルの有価証券と3,484千米ドルの現金が、国際スワップデリバティブ協会のマスター契約により規定された金融デリバティブ商品に対する担保として差し入れられました。
| 金融デリバティブ資産 | 金融デリバティブ負債 | ||||||||||
| 取引 相手方 | 為替予約 契約 (米ドル) | 買建 オプション (米ドル) | スワップ 契約 (米ドル) | 店頭 合計 (米ドル) | 為替予約 契約 (米ドル) | 売建 オプション (米ドル) | スワップ 契約 (米ドル) | 店頭 合計 (米ドル) | 店頭 デリバ ティブ の評価 純額 (米ドル) | (受入) /差入 担保 (米ドル) | エクス ポージャー 純額(1) (米ドル) |
| BOA | 12 | 0 | 0 | 12 | (22) | 0 | 0 | (22) | (10) | 0 | (10) |
| CBK | 15 | 0 | 0 | 15 | (926) | 0 | 0 | (926) | (911) | 1,551 | 640 |
| DUB | 12 | 0 | 0 | 12 | (51) | 0 | 0 | (51) | (39) | (9) | (48) |
| FBF | 3 | 0 | 0 | 3 | (3) | 0 | 0 | (3) | 0 | 0 | 0 |
| GLM | 0 | 0 | 0 | 0 | (782) | 0 | 0 | (782) | (782) | 1,311 | 529 |
| JPM | 88 | 0 | 0 | 88 | (1,191) | 0 | 0 | (1,191) | (1,103) | 1,714 | 611 |
| MSB | 106 | 0 | 0 | 106 | (969) | 0 | 0 | (969) | (863) | 1,431 | 568 |
| SCX | 1 | 0 | 0 | 1 | (3) | 0 | 0 | (3) | (2) | 0 | (2) |
| SOG | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| UAG | 415 | 0 | 0 | 415 | (396) | 0 | 0 | (396) | 19 | 0 | 19 |
| 店頭 合計 | 652 | 0 | 0 | 652 | (4,343) | 0 | 0 | (4,343) | |||
(1)エクスポージャー純額は、債務不履行の事象の際に、取引相手方からの債権/取引相手方への(債務)の純額を表します。店頭デリバティブ商品のエクスポージャーは、同一の法人格との同一のマスター契約のもとで規定された取引を通してのみ、ネッティングすることができます。
金融デリバティブ商品の公正価値
以下は、リスクエクスポージャーによって分類された、ファンドの金融デリバティブ商品の公正価値の要約です。
2015年10月31日現在の資産・負債計算書における、店頭金融デリバティブ商品の公正価値
| ヘッジ商品として計上されていないデリバティブ | ||||||
| 商品契約 (米ドル) | 信用契約 (米ドル) | 資本契約 (米ドル) | 外国為替 契約 (米ドル) | 金利契約 (米ドル) | 合計 (米ドル) | |
| 金融デリバティブ商品-資産 | ||||||
| 店頭 | ||||||
| 為替予約契約 | 0 | 0 | 0 | 652 | 0 | 652 |
| 金融デリバティブ商品-負債 | ||||||
| 店頭 | ||||||
| 為替予約契約 | 0 | 0 | 0 | (4,343) | 0 | (4,343) |
2015年10月31日終了期間の損益計算書における、店頭金融デリバティブ商品の影響額
| ヘッジ商品として計上されていないデリバティブ | ||||||
| 商品契約 (米ドル) | 信用契約 (米ドル) | 資本契約 (米ドル) | 外国為替 契約 (米ドル) | 金利契約 (米ドル) | 合計 (米ドル) | |
| 金融デリバティブ商品の実現純(損失) | ||||||
| 店頭 | ||||||
| 為替予約契約 | 0 | 0 | 0 | (24,130) | 0 | (24,130) |
| 金融デリバティブ商品の未実現利益(損失)純変動額 | ||||||
| 店頭 | ||||||
| 為替予約契約 | 0 | 0 | 0 | 4,138 | 0 | 4,138 |
公正価値測定
以下は、2015年10月31日現在のファンドの資産・負債の評価において使用されたインプットに基づく公正価値評価の要約です。
| 分類および副分類 | レベル1 (米ドル) | レベル2 (米ドル) | レベル3 (米ドル) | 2015年 10月31日現在 公正価値 (米ドル) |
| 有価証券投資-評価額 | ||||
| 短期金融商品 | 0 | 36,632 | 0 | 36,632 |
| 関連当事者に係る投資-評価額 | ||||
| 投資信託 | 1,515,503 | 0 | 0 | 1,515,503 |
| 投資合計 | 1,515,503 | 36,632 | 0 | 1,552,135 |
| 金融デリバティブ商品-資産 | ||||
| 店頭 | 0 | 652 | 0 | 652 |
| 金融デリバティブ商品-負債 | ||||
| 店頭 | 0 | (4,343) | 0 | (4,343) |
| 合計 | 1,515,503 | 32,941 | 0 | 1,548,444 |
2015年10月31日終了期間に、レベル1とレベル2の間の振替はありませんでした。
投資有価証券明細表-ピムコ・バミューダ・インカム・ファンド(M)
2015年10月31日現在
| 額面 (千通貨) | 時価 (千米ドル) | ||||
| 有価証券投資 98.4% | |||||
| バンクローン債務証書 4.9% | |||||
| Albertson's LLC | 5.000% due 08/25/2019 | USD | 16 | 16 | |
| Albertson's LLC | 5.500% due 08/25/2021 | USD | 913 | 915 | |
| AWAS Leasing 2011-I Ltd. | 4.870% due 10/02/2021 | USD | 930 | 948 | |
| Charter Communications Operating LLC | 3.000% due 07/01/2020 | USD | 672 | 666 | |
| CSC Holdings LLC | 2.688% due 04/17/2020 | USD | 897 | 896 | |
| DaVita HealthCare Partners, Inc. | 3.500% due 06/24/2021 | USD | 198 | 198 | |
| Energy Future Intermediate Holding Co. LLC | 4.250% due 06/19/2016 | USD | 34,598 | 34,619 | |
| FCA US LLC | 3.250% due 12/31/2018 | USD | 1,086 | 1,084 | |
| HCA, Inc. | 3.077% due 05/01/2018 | USD | 5,870 | 5,879 | |
| Hilton Worldwide Finance LLC | 3.500% due 10/26/2020 | USD | 4,598 | 4,613 | |
| iHeartCommunications, Inc. | 6.938% due 01/30/2019 | USD | 11,688 | 9,822 | |
| Intelsat Jackson Holdings S.A. | 3.750% due 06/30/2019 | USD | 9,300 | 9,031 | |
| MGM Resorts International | 3.500% due 12/20/2019 | USD | 2,546 | 2,545 | |
| NRG Energy, Inc. | 2.750% due 07/02/2018 | USD | 1,786 | 1,740 | |
| Seadrill Operating LP | 4.000% due 02/21/2021 | USD | 56 | 33 | |
| Sequa Corp. | 5.250% due 06/19/2017 | USD | 362 | 302 | |
| Univision Communications, Inc. | 4.000% due 03/01/2020 | USD | 7,085 | 7,046 | |
| Valeant Pharmaceuticals International, Inc. | 4.000% due 04/01/2022 | USD | 60 | 56 | |
| バンクローン債務証書合計 | 80,409 | ||||
| (取得原価 82,151千米ドル) |
| 額面 (千通貨) | 時価 (千米ドル) | ||||
| 社債 23.2% | |||||
| 銀行および金融 12.9% | |||||
| AGFC Capital Trust I | 6.000% due 01/15/2067 | USD | 2,200 | 1,430 | |
| Ally Financial, Inc. | 2.750% due 01/30/2017 | USD | 1,110 | 1,118 | |
| Ally Financial, Inc. | 3.125% due 01/15/2016 | USD | 200 | 200 | |
| Ally Financial, Inc. | 3.500% due 07/18/2016 | USD | 1,840 | 1,856 | |
| Ally Financial, Inc. | 3.500% due 01/27/2019 | USD | 300 | 303 | |
| Ally Financial, Inc. | 5.500% due 02/15/2017 | USD | 2,705 | 2,813 | |
| Ally Financial, Inc. | 6.250% due 12/01/2017 | USD | 5,090 | 5,446 | |
| Banco Bilbao Vizcaya Argentaria S.A. (a) | 6.750% due 02/18/2020 | EUR | 2,200 | 2,394 | |
| Banco Bilbao Vizcaya Argentaria S.A. (a) | 9.000% due 05/09/2018 | USD | 1,000 | 1,081 | |
| Banco Popular Espanol S.A. (a) | 8.250% due 04/10/2020 | EUR | 9,200 | 10,023 | |
| Banco Popular Espanol S.A. (a) | 11.500% due 10/10/2018 | EUR | 100 | 122 | |
| Banco Santander S.A. | 6.250% due 09/11/2021 (a) | EUR | 5,700 | 6,091 | |
| Bank of America Corp. | 3.875% due 08/01/2025 | USD | 1,220 | 1,244 | |
| Barclays Bank PLC | 7.625% due 11/21/2022 | USD | 2,800 | 3,202 | |
| Barclays Bank PLC | 7.750% due 04/10/2023 | USD | 1,700 | 1,849 | |
| Barclays Bank PLC | 14.000% due 06/15/2019 (a) | GBP | 500 | 1,003 | |
| Barclays PLC (a) | 6.500% due 09/15/2019 | EUR | 700 | 781 | |
| Barclays PLC (a) | 7.875% due 09/15/2022 | GBP | 2,800 | 4,394 | |
| Barclays PLC (a) | 8.000% due 12/15/2020 | EUR | 300 | 362 | |
| Barclays PLC (a) | 8.250% due 12/15/2018 | USD | 200 | 213 |
| 額面 (千通貨) | 時価 (千米ドル) | ||||
| BGC Partners, Inc. | 5.375% due 12/09/2019 | USD | 650 | 681 | |
| BPCE S.A. | 12.500% due 09/30/2019 (a) | USD | 800 | 1,040 | |
| CIT Group, Inc. | 4.250% due 08/15/2017 | USD | 40 | 41 | |
| CIT Group, Inc. | 5.000% due 05/15/2017 | USD | 6,025 | 6,224 | |
| CIT Group, Inc. | 5.250% due 03/15/2018 | USD | 8 | 8 | |
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA | 6.875% due 03/19/2020 | EUR | 100 | 131 | |
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA | 8.375% due 07/26/2016 (a) | USD | 4,680 | 4,879 | |
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA | 8.400% due 06/29/2017 (a) | USD | 600 | 651 | |
| Credit Agricole S.A. (a) | 6.500% due 06/23/2021 | EUR | 300 | 335 | |
| Credit Agricole S.A. (a) | 7.500% due 06/23/2026 | GBP | 1,000 | 1,521 | |
| Credit Agricole S.A. (a) | 7.875% due 01/23/2024 | USD | 4,346 | 4,466 | |
| Credit Suisse AG | 0.633% due 03/11/2016 | USD | 2,700 | 2,699 | |
| Credit Suisse AG | 6.500% due 08/08/2023 | USD | 3,000 | 3,292 | |
| Eksportfinans ASA | 2.375% due 05/25/2016 | USD | 500 | 502 | |
| Eksportfinans ASA | 5.500% due 05/25/2016 | USD | 800 | 816 | |
| ERB Hellas PLC | 4.250% due 06/26/2018 | EUR | 3,600 | 3,078 | |
| Goldman Sachs Group, Inc. | 2.750% due 09/15/2020 | USD | 300 | 302 | |
| Goldman Sachs Group, Inc. | 3.750% due 05/22/2025 | USD | 1,000 | 1,008 | |
| Goldman Sachs Group, Inc. | 4.750% due 10/21/2045 | USD | 500 | 508 | |
| HBOS PLC | 0.767% due 09/01/2016 | EUR | 400 | 442 | |
| HBOS PLC | 1.027% due 09/30/2016 | USD | 200 | 200 | |
| Host Hotels & Resorts LP | 4.000% due 06/15/2025 | USD | 400 | 387 | |
| HSBC Holdings PLC (a) | 5.250% due 09/16/2022 | EUR | 1,400 | 1,506 | |
| HSBC Holdings PLC (a) | 6.000% due 09/29/2023 | EUR | 8,210 | 9,133 | |
| HSBC Holdings PLC (a) | 6.375% due 03/30/2025 | USD | 400 | 396 | |
| International Lease Finance Corp. | 6.750% due 09/01/2016 | USD | 500 | 520 | |
| International Lease Finance Corp. | 8.750% due 03/15/2017 | USD | 1,100 | 1,189 | |
| Jefferies Finance LLC | 6.875% due 04/15/2022 | USD | 1,000 | 945 | |
| Jefferies LoanCore LLC | 6.875% due 06/01/2020 | USD | 2,400 | 2,364 | |
| KBC Bank NV | 8.000% due 01/25/2023 | USD | 800 | 885 | |
| LBG Capital No.2 PLC | 15.000% due 12/21/2019 | EUR | 1,640 | 2,658 | |
| LBG Capital No.2 PLC | 15.000% due 12/21/2019 | GBP | 1,700 | 3,681 | |
| Lloyds Bank PLC | 12.000% due 12/16/2024 (a) | USD | 300 | 434 | |
| Lloyds Banking Group PLC | 7.625% due 06/27/2023 (a) | GBP | 500 | 816 | |
| National Bank of Greece S.A. | 3.875% due 10/07/2016 | EUR | 100 | 106 | |
| Navient Corp. | 5.500% due 01/15/2019 | USD | 40 | 40 | |
| Navient Corp. | 5.625% due 08/01/2033 | USD | 5,353 | 3,948 | |
| Navient Corp. | 6.000% due 01/25/2017 | USD | 200 | 206 | |
| Navient Corp. | 6.250% due 01/25/2016 | USD | 1,080 | 1,091 | |
| Navient Corp. | 8.450% due 06/15/2018 | USD | 700 | 753 | |
| Nordea Kredit Realkreditaktieselskab | 2.000% due 10/01/2047 | DKK | 2,999 | 411 | |
| Novo Banco S.A. | 2.625% due 05/08/2017 | EUR | 3,100 | 3,189 | |
| Novo Banco S.A. | 5.000% due 04/04/2019 | EUR | 33 | 33 | |
| Novo Banco S.A. | 5.000% due 04/23/2019 | EUR | 4,528 | 4,600 | |
| Novo Banco S.A. | 5.000% due 05/14/2019 | EUR | 119 | 120 | |
| Novo Banco S.A. | 5.000% due 05/21/2019 | EUR | 202 | 204 | |
| Novo Banco S.A. | 5.875% due 11/09/2015 | EUR | 800 | 883 |
| 額面 (千通貨) | 時価 (千米ドル) | ||||
| Nykredit Realkredit A/S | 2.000% due 10/01/2047 | DKK | 11,097 | 1,518 | |
| Nykredit Realkredit A/S | 2.500% due 10/01/2047 | DKK | 31,338 | 4,461 | |
| Prologis LP | 3.750% due 11/01/2025 | USD | 250 | 248 | |
| Realkredit Danmark A/S | 2.500% due 10/01/2047 | DKK | 10,587 | 1,508 | |
| Rio Oil Finance Trust Series 2014-3 | 6.750% due 01/06/2027 | USD | 700 | 561 | |
| Royal Bank of Scotland Group PLC (a) | 7.500% due 08/10/2020 | USD | 500 | 519 | |
| Royal Bank of Scotland Group PLC (a) | 8.000% due 08/10/2025 | USD | 200 | 210 | |
| Royal Bank of Scotland PLC | 9.500% due 03/16/2022 | USD | 1,800 | 1,968 | |
| Royal Bank of Scotland PLC | 13.125% due 03/19/2022 | AUD | 3,700 | 2,923 | |
| Santander Holdings USA, Inc. | 4.500% due 07/17/2025 | USD | 4,100 | 4,174 | |
| Sberbank of Russia Via SB Capital S.A. | 3.352% due 11/15/2019 | EUR | 9,400 | 10,218 | |
| Sberbank of Russia Via SB Capital S.A. | 5.717% due 06/16/2021 | USD | 1,300 | 1,313 | |
| Sberbank of Russia Via SB Capital S.A. | 6.125% due 02/07/2022 | USD | 12,600 | 12,972 | |
| SL Green Realty Corp. | 7.750% due 03/15/2020 | USD | 500 | 592 | |
| Societe Generale S.A. | 8.000% due 09/29/2025 (a) | USD | 1,700 | 1,720 | |
| Springleaf Finance Corp. | 5.400% due 12/01/2015 | USD | 3,875 | 3,887 | |
| Springleaf Finance Corp. | 5.750% due 09/15/2016 | USD | 600 | 610 | |
| Springleaf Finance Corp. | 6.500% due 09/15/2017 | USD | 400 | 417 | |
| Springleaf Finance Corp. | 6.900% due 12/15/2017 | USD | 7,390 | 7,796 | |
| Tesco Property Finance 2 PLC | 6.052% due 10/13/2039 | GBP | 385 | 573 | |
| Tesco Property Finance 6 PLC | 5.411% due 07/13/2044 | GBP | 199 | 270 | |
| TIG FINCO PLC | 8.500% due 03/02/2020 | GBP | 336 | 544 | |
| TIG FINCO PLC | 8.750% due 04/02/2020 | GBP | 1,724 | 2,474 | |
| UBS AG | 5.125% due 05/15/2024 | USD | 5,500 | 5,618 | |
| UBS AG | 7.250% due 02/22/2022 | USD | 10,000 | 10,569 | |
| UBS AG | 7.625% due 08/17/2022 | USD | 1,000 | 1,158 | |
| UBS Group Funding Jersey Ltd. | 2.950% due 09/24/2020 | USD | 310 | 311 | |
| UBS Group Funding Jersey Ltd. | 4.125% due 09/24/2025 | USD | 2,470 | 2,486 | |
| Vnesheconombank Via VEB Finance PLC | 5.942% due 11/21/2023 | USD | 9,700 | 9,312 | |
| Vnesheconombank Via VEB Finance PLC | 6.902% due 07/09/2020 | USD | 1,600 | 1,640 | |
| 211,817 | |||||
| 工業 5.7% | |||||
| AbbVie, Inc. | 3.600% due 05/14/2025 | USD | 116 | 114 | |
| Actavis Funding SCS | 3.000% due 03/12/2020 | USD | 300 | 302 | |
| Altice Luxembourg S.A. | 7.250% due 05/15/2022 | EUR | 300 | 323 | |
| Amgen, Inc. | 3.125% due 05/01/2025 | USD | 200 | 192 | |
| Amgen, Inc. | 3.625% due 05/22/2024 | USD | 100 | 102 | |
| Boston Scientific Corp. | 3.850% due 05/15/2025 | USD | 200 | 199 | |
| Boxer Parent Co., Inc. | 9.000% due 10/15/2019 (b) | USD | 556 | 400 | |
| Caesars Entertainment Operating Co., Inc. (c) | 8.500% due 02/15/2020 | USD | 5,171 | 4,201 | |
| Caesars Entertainment Operating Co., Inc. (c) | 9.000% due 02/15/2020 | USD | 8,069 | 6,536 | |
| Caesars Entertainment Operating Co., Inc. (c) | 11.250% due 06/01/2017 | USD | 3,045 | 2,428 | |
| California Resources Corp. | 5.000% due 01/15/2020 | USD | 2,364 | 1,732 | |
| California Resources Corp. | 5.500% due 09/15/2021 | USD | 2,434 | 1,686 | |
| California Resources Corp. | 6.000% due 11/15/2024 | USD | 690 | 472 |
| 額面 (千通貨) | 時価 (千米ドル) | ||||
| CCO Safari II LLC | 3.579% due 07/23/2020 | USD | 441 | 443 | |
| CCO Safari II LLC | 4.464% due 07/23/2022 | USD | 661 | 671 | |
| CCO Safari II LLC | 4.908% due 07/23/2025 | USD | 992 | 1,010 | |
| CCO Safari II LLC | 6.384% due 10/23/2035 | USD | 441 | 455 | |
| Chesapeake Energy Corp. | 3.571% due 04/15/2019 | USD | 695 | 450 | |
| DISH DBS Corp. | 7.125% due 02/01/2016 | USD | 2,360 | 2,392 | |
| DR Horton, Inc. | 5.625% due 01/15/2016 | USD | 1,100 | 1,111 | |
| First Quantum Minerals Ltd. | 6.750% due 02/15/2020 | USD | 900 | 690 | |
| First Quantum Minerals Ltd. | 7.000% due 02/15/2021 | USD | 500 | 373 | |
| First Quantum Minerals Ltd. | 7.250% due 10/15/2019 | USD | 300 | 235 | |
| General Motors Financial Co., Inc. | 2.750% due 05/15/2016 | USD | 140 | 141 | |
| HCA, Inc. | 3.750% due 03/15/2019 | USD | 1,045 | 1,066 | |
| HCA, Inc. | 6.500% due 02/15/2016 | USD | 500 | 507 | |
| HCA, Inc. | 7.190% due 11/15/2015 | USD | 100 | 100 | |
| Hellenic Railways Organization S.A. | 4.028% due 03/17/2017 | EUR | 400 | 390 | |
| Hellenic Railways Organization S.A. | 4.500% due 12/06/2016 | JPY | 26,000 | 193 | |
| Hellenic Railways Organization S.A. | 5.014% due 12/27/2017 | EUR | 180 | 175 | |
| iHeartCommunications, Inc. | 9.000% due 03/01/2021 | USD | 789 | 652 | |
| iHeartCommunications, Inc. | 9.000% due 09/15/2022 | USD | 600 | 493 | |
| Imperial Tobacco Finance PLC | 3.500% due 02/11/2023 | USD | 555 | 548 | |
| Intrepid Aviation Group Holdings LLC | 6.875% due 02/15/2019 | USD | 2,406 | 2,102 | |
| Kraft Heinz Foods Co. | 3.950% due 07/15/2025 | USD | 155 | 159 | |
| MGM Resorts International | 7.500% due 06/01/2016 | USD | 2,000 | 2,062 | |
| MGM Resorts International | 10.000% due 11/01/2016 | USD | 920 | 992 | |
| North Westerly CLO IX BV | 1.850% due 06/03/2016 | EUR | 408 | 451 | |
| Numericable-SFR SAS | 4.875% due 05/15/2019 | EUR | 2,410 | 2,428 | |
| Numericable-SFR SAS | 5.625% due 05/15/2024 | EUR | 4,220 | 4,788 | |
| Perstorp Holding AB | 8.750% due 05/15/2017 | USD | 7,800 | 8,093 | |
| Perstorp Holding AB | 9.000% due 05/15/2017 | EUR | 6,750 | 7,643 | |
| Pertamina Persero PT | 6.450% due 05/30/2044 | USD | 200 | 186 | |
| QVC, Inc. | 5.450% due 08/15/2034 | USD | 50 | 45 | |
| Russian Railways via RZD Capital PLC | 3.374% due 05/20/2021 | EUR | 500 | 511 | |
| Russian Railways via RZD Capital PLC | 7.487% due 03/25/2031 | GBP | 6,300 | 9,174 | |
| Schaeffler Holding Finance BV | 6.875% due 08/15/2018 (b) | EUR | 2,500 | 2,876 | |
| Sequa Corp. | 7.000% due 12/15/2017 | USD | 399 | 202 | |
| Spanish Broadcasting System, Inc. | 12.500% due 04/15/2017 | USD | 900 | 923 | |
| Spirit Issuer PLC | 3.287% due 12/28/2031 | GBP | 760 | 1,115 | |
| Spirit Issuer PLC | 6.582% due 12/28/2027 | GBP | 300 | 495 | |
| Thermo Fisher Scientific, Inc. | 3.300% due 02/15/2022 | USD | 100 | 100 | |
| Thermo Fisher Scientific, Inc. | 4.150% due 02/01/2024 | USD | 300 | 314 | |
| Times Square Hotel Trust | 8.528% due 08/01/2026 | USD | 2,314 | 2,833 | |
| Tyson Foods, Inc. | 4.500% due 06/15/2022 | USD | 100 | 106 | |
| UAL 2009-1 Pass-Through Trust | 10.400% due 11/01/2016 | USD | 7,289 | 7,740 | |
| Unique Pub Finance Co. PLC | 5.659% due 06/30/2027 | GBP | 1,764 | 2,728 | |
| Unique Pub Finance Co. PLC | 6.542% due 03/30/2021 | GBP | 1,479 | 2,384 | |
| Univision Communications, Inc. | 5.125% due 02/15/2025 | USD | 200 | 197 | |
| Univision Communications, Inc. | 6.750% due 09/15/2022 | USD | 23 | 24 | |
| Valeant Pharmaceuticals International, Inc. | 4.500% due 05/15/2023 | EUR | 800 | 721 | |
| Volkswagen Bank GmbH | 0.377% due 11/27/2017 | EUR | 200 | 212 | |
| Westmoreland Coal Co. | 8.750% due 01/01/2022 | USD | 710 | 548 | |
| Wynn Las Vegas LLC | 5.500% due 03/01/2025 | USD | 1,043 | 983 | |
| 93,917 |
| 額面 (千通貨) | 時価 (千米ドル) | ||||
| 公益 4.6% | |||||
| AK Transneft OJSC Via TransCapitalInvest Ltd. | 8.700% due 08/07/2018 | USD | 200 | 222 | |
| AT&T, Inc. | 3.000% due 06/30/2022 | USD | 600 | 589 | |
| AT&T, Inc. | 3.400% due 05/15/2025 | USD | 178 | 173 | |
| EXCO Resources, Inc. | 7.500% due 09/15/2018 (c) | USD | 105 | 29 | |
| Gazprom Neft OAO Via GPN Capital S.A. | 4.375% due 09/19/2022 | USD | 5,950 | 5,311 | |
| Gazprom Neft OAO Via GPN Capital S.A. | 6.000% due 11/27/2023 | USD | 11,100 | 10,742 | |
| Gazprom OAO Via Gaz Capital S.A. | 4.300% due 11/12/2015 | USD | 1,400 | 1,401 | |
| Gazprom OAO Via Gaz Capital S.A. | 4.950% due 02/06/2028 | USD | 800 | 709 | |
| Gazprom OAO Via Gaz Capital S.A. | 5.092% due 11/29/2015 | USD | 400 | 401 | |
| Gazprom OAO Via Gaz Capital S.A. | 5.999% due 01/23/2021 | USD | 1,622 | 1,650 | |
| Gazprom OAO Via Gaz Capital S.A. | 6.510% due 03/07/2022 | USD | 6,398 | 6,683 | |
| Gazprom OAO Via Gaz Capital S.A. | 6.605% due 02/13/2018 | EUR | 100 | 118 | |
| Gazprom OAO Via Gaz Capital S.A. | 7.288% due 08/16/2037 | USD | 937 | 944 | |
| Gazprom OAO Via Gaz Capital S.A. | 8.146% due 04/11/2018 | USD | 300 | 326 | |
| Gazprom OAO Via Gaz Capital S.A. | 8.625% due 04/28/2034 | USD | 2,622 | 3,001 | |
| Gazprom OAO Via Gaz Capital S.A. | 9.250% due 04/23/2019 | USD | 7,200 | 8,114 | |
| Illinois Power Generating Co. | 6.300% due 04/01/2020 | USD | 35 | 28 | |
| Illinois Power Generating Co. | 7.000% due 04/15/2018 | USD | 5,000 | 4,275 | |
| Linn Energy LLC | 6.250% due 11/01/2019 | USD | 110 | 26 | |
| Linn Energy LLC | 6.500% due 05/15/2019 | USD | 320 | 85 | |
| Linn Energy LLC | 7.750% due 02/01/2021 | USD | 370 | 87 | |
| Linn Energy LLC | 8.625% due 04/15/2020 | USD | 460 | 122 | |
| Petrobras Global Finance BV | 1.953% due 05/20/2016 | USD | 5,091 | 4,994 | |
| Petrobras Global Finance BV | 2.000% due 05/20/2016 | USD | 57 | 56 | |
| Petrobras Global Finance BV | 2.461% due 01/15/2019 | USD | 3,200 | 2,583 | |
| Petrobras Global Finance BV | 2.694% due 03/17/2017 | USD | 999 | 945 | |
| Petrobras Global Finance BV | 3.000% due 01/15/2019 | USD | 160 | 133 | |
| Petrobras Global Finance BV | 3.214% due 03/17/2020 | USD | 333 | 256 | |
| Petrobras Global Finance BV | 3.250% due 03/17/2017 | USD | 759 | 725 | |
| Petrobras Global Finance BV | 3.250% due 04/01/2019 | EUR | 320 | 295 | |
| Petrobras Global Finance BV | 3.500% due 02/06/2017 | USD | 642 | 622 | |
| Petrobras Global Finance BV | 3.875% due 01/27/2016 | USD | 220 | 220 | |
| Petrobras Global Finance BV | 4.250% due 10/02/2023 | EUR | 1,400 | 1,165 | |
| Petrobras Global Finance BV | 4.375% due 05/20/2023 | USD | 1,330 | 973 | |
| Petrobras Global Finance BV | 4.875% due 03/17/2020 | USD | 1,769 | 1,451 | |
| Petrobras Global Finance BV | 5.375% due 01/27/2021 | USD | 2,800 | 2,285 | |
| Petrobras Global Finance BV | 5.625% due 05/20/2043 | USD | 75 | 50 | |
| Petrobras Global Finance BV | 5.750% due 01/20/2020 | USD | 825 | 706 | |
| Petrobras Global Finance BV | 5.875% due 03/07/2022 | EUR | 1,000 | 903 | |
| Petrobras Global Finance BV | 6.250% due 03/17/2024 | USD | 30 | 24 | |
| Petrobras Global Finance BV | 6.250% due 12/14/2026 | GBP | 1,400 | 1,512 | |
| Petrobras Global Finance BV | 6.625% due 01/16/2034 | GBP | 900 | 914 | |
| Petrobras Global Finance BV | 6.750% due 01/27/2041 | USD | 488 | 347 | |
| Petrobras Global Finance BV | 6.850% due 06/05/2115 | USD | 2,390 | 1,652 | |
| Petrobras Global Finance BV | 6.875% due 01/20/2040 | USD | 260 | 188 | |
| Petrobras Global Finance BV | 7.875% due 03/15/2019 | USD | 3,930 | 3,733 |
| 額面 (千通貨) | 時価 (千米ドル) | ||||
| Sprint Communications, Inc. | 6.000% due 12/01/2016 | USD | 305 | 309 | |
| Sprint Communications, Inc. | 9.125% due 03/01/2017 | USD | 1,400 | 1,459 | |
| Sprint Corp. | 7.125% due 06/15/2024 | USD | 270 | 238 | |
| Verizon Communications, Inc. | 5.150% due 09/15/2023 | USD | 1,490 | 1,663 | |
| 75,437 | |||||
| 社債合計 | 381,171 | ||||
| (取得原価 398,417千米ドル) | |||||
| 地方債 0.1% | |||||
| Chicago, Illinois, Build America Bonds, Series 2010 | 7.350% due 07/01/2035 | USD | 100 | 108 | |
| Chicago, Illinois, General Obligation Bonds, Series 2015 | 7.375% due 01/01/2033 | USD | 440 | 456 | |
| Chicago, Illinois, General Obligation Bonds, Series 2015 | 7.750% due 01/01/2042 | USD | 780 | 794 | |
| 地方債合計 | 1,358 | ||||
| (取得原価 1,307千米ドル) | |||||
| 米国政府関係機関 0.0% | |||||
| Fannie Mae | 4.197% due 05/25/2025 | USD | 180 | 171 | |
| Freddie Mac | 3.447% due 05/25/2025 | USD | 250 | 234 | |
| Freddie Mac | 6.354% due 06/15/2042 (d) | USD | 133 | 37 | |
| 米国政府関係機関合計 | 442 | ||||
| (取得原価 467千米ドル) | |||||
| 米国長期国債 4.1% | |||||
| Treasury Inflation Protected Securities (e) | 0.125% due 04/15/2020 | USD | 1,119 | 1,112 | |
| Treasury Inflation Protected Securities (e) | 0.250% due 01/15/2025 | USD | 111 | 107 | |
| Treasury Inflation Protected Securities (e) | 0.625% due 07/15/2021 | USD | 85 | 86 | |
| Treasury Inflation Protected Securities (e) | 2.375% due 01/15/2025 | USD | 25,058 | 28,849 | |
| U.S. Treasury Notes | 0.094% due 04/30/2017 | USD | 5,957 | 5,955 | |
| U.S. Treasury Notes | 2.125% due 05/15/2025 | USD | 30,840 | 30,780 | |
| 米国長期国債合計 | 66,889 | ||||
| (取得原価 67,106千米ドル) | |||||
| モーゲージ担保証券 39.9% | |||||
| ABFC Trust | 0.932% due 06/25/2035 | USD | 5,000 | 3,856 | |
| Accredited Mortgage Loan Trust | 0.457% due 09/25/2036 | USD | 1,600 | 1,361 | |
| Accredited Mortgage Loan Trust | 0.827% due 07/25/2035 | USD | 9,806 | 6,993 | |
| ACE Securities Corporation Home Equity Loan Trust | 0.352% due 08/25/2036 | USD | 7,122 | 5,983 | |
| ACE Securities Corporation Home Equity Loan Trust | 1.097% due 08/25/2035 | USD | 5,023 | 3,895 | |
| Aggregator of Loans Backed by Assets PLC | 2.838% due 12/16/2042 | GBP | 1,692 | 2,619 | |
| ALESCO Preferred Funding XI Ltd. | 0.776% due 12/23/2036 | USD | 5,000 | 2,900 | |
| Alternative Loan Trust | 0.367% due 07/25/2046 | USD | 8,336 | 8,586 |
| 額面 (千通貨) | 時価 (千米ドル) | ||||
| Alternative Loan Trust | 0.377% due 07/25/2036 | USD | 21,157 | 20,143 | |
| Alternative Loan Trust | 0.384% due 09/20/2046 | USD | 4,619 | 4,022 | |
| Alternative Loan Trust | 0.447% due 12/25/2046 | USD | 25,244 | 17,039 | |
| Alternative Loan Trust | 2.558% due 08/25/2035 (c) | USD | 1,616 | 1,381 | |
| Alternative Loan Trust | 2.673% due 09/25/2034 | USD | 3,713 | 3,656 | |
| Alternative Loan Trust | 5.500% due 08/25/2035 (c) | USD | 205 | 200 | |
| Alternative Loan Trust | 5.500% due 02/25/2036 (c) | USD | 48 | 43 | |
| Alternative Loan Trust | 6.000% due 07/25/2037 (c) | USD | 119 | 123 | |
| Ameriquest Mortgage Securities Trust | 0.607% due 03/25/2036 | USD | 24,915 | 17,743 | |
| Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates | 0.877% due 09/25/2033 | USD | 95 | 89 | |
| Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates | 1.265% due 09/25/2032 | USD | 978 | 896 | |
| Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates | 1.952% due 10/25/2034 | USD | 9,000 | 6,369 | |
| Argent Securities Trust | 0.377% due 04/25/2036 | USD | 10,133 | 4,013 | |
| Argent Securities, Inc. | 2.897% due 09/25/2033 | USD | 2,992 | 2,874 | |
| Asset-Backed Securities Corporation Home Equity Loan Trust | 0.947% due 03/25/2035 | USD | 3,317 | 3,211 | |
| BAMLL Commercial Mortgage Securities Trust | 0.996% due 06/15/2028 | USD | 5,000 | 4,988 | |
| Banc of America Alternative Loan Trust | 5.839% due 04/25/2022 | USD | 647 | 647 | |
| Banc of America Funding Ltd. | 0.413% due 11/03/2041 | USD | 1,782 | 1,759 | |
| BCAP LLC Trust | 0.022% due 11/26/2035 | USD | 1,482 | 1,453 | |
| BCAP LLC Trust | 0.335% due 09/26/2035 | USD | 304 | 302 | |
| BCAP LLC Trust | 0.354% due 03/26/2037 | USD | 2,271 | 2,235 | |
| BCAP LLC Trust | 0.416% due 07/26/2036 | USD | 1,467 | 1,400 | |
| BCAP LLC Trust | 0.934% due 01/26/2036 | USD | 1,445 | 1,433 | |
| Bear Stearns Adjustable Rate Mortgage Trust | 2.785% due 11/25/2034 | USD | 54 | 52 | |
| Bear Stearns Asset-Backed Securities I Trust | 0.397% due 04/25/2037 (c) | USD | 6,902 | 6,785 | |
| Bear Stearns Asset-Backed Securities I Trust | 0.437% due 02/25/2037 | USD | 13,868 | 12,006 | |
| Bear Stearns Asset-Backed Securities I Trust | 0.627% due 12/25/2035 | USD | 9,109 | 8,338 | |
| Bear Stearns Asset-Backed Securities I Trust | 0.697% due 12/25/2035 | USD | 6,400 | 5,868 | |
| Bear Stearns Asset-Backed Securities I Trust | 0.897% due 11/25/2035 (c) | USD | 8,393 | 7,215 | |
| Bear Stearns Asset-Backed Securities Trust | 0.457% due 10/25/2036 | USD | 10,873 | 10,417 | |
| Bear Stearns Asset-Backed Securities Trust | 2.219% due 06/25/2035 | USD | 3,853 | 3,447 | |
| Bear Stearns Deutsche Bank Trust | 5.116% due 09/15/2027 | USD | 2,405 | 2,470 | |
| Bear Stearns Deutsche Bank Trust | 5.156% due 09/15/2027 | USD | 1,580 | 1,610 | |
| Blackstone CQP Holdco LP | 2.324% due 03/19/2019 | USD | 5,262 | 5,315 | |
| CBA Commercial Small Balance Commercial Mortgage | 5.540% due 01/25/2039 (c) | USD | 3,863 | 3,358 |
| 額面 (千通貨) | 時価 (千米ドル) | ||||
| Celtic Residential Irish Mortgage Securitisation No.12 Ltd. | 0.163% due 03/18/2049 | EUR | 9,527 | 9,657 | |
| Centex Home Equity Loan Trust | 0.627% due 03/25/2035 | USD | 5,514 | 4,462 | |
| Chevy Chase Funding LLC Mortgage-Backed Certificates | 0.557% due 03/25/2035 | USD | 1,552 | 1,409 | |
| Citigroup Commercial Mortgage Trust | 0.095% due 03/10/2047 (d) | USD | 25,400 | 492 | |
| Citigroup Mortgage Loan Trust | 0.507% due 12/25/2035 | USD | 17,145 | 16,071 | |
| Citigroup Mortgage Loan Trust | 0.537% due 01/25/2036 | USD | 197 | 188 | |
| Citigroup Mortgage Loan Trust | 2.424% due 08/25/2036 | USD | 9,000 | 7,549 | |
| CNL Commercial Mortgage Loan Trust | 0.637% due 10/25/2030 | USD | 1,432 | 1,303 | |
| Commercial Mortgage Trust | 0.151% due 04/10/2047 (d) | USD | 33,000 | 445 | |
| Conseco Financial Corp. | 7.500% due 03/01/2030 | USD | 73,427 | 60,383 | |
| Conseco Financial Corp. | 7.700% due 09/15/2026 | USD | 4,921 | 5,436 | |
| Countrywide Asset-Backed Certificates | 0.367% due 06/25/2047 | USD | 10,071 | 9,553 | |
| Countrywide Asset-Backed Certificates | 0.697% due 08/26/2033 | USD | 36 | 31 | |
| Countrywide Asset-Backed Certificates | 1.802% due 01/25/2034 | USD | 2,054 | 1,945 | |
| Countrywide Asset-Backed Certificates Trust | 0.347% due 04/25/2046 (c) | USD | 6,647 | 6,565 | |
| Countrywide Home Loan Mortgage Pass-Through Trust | 2.511% due 06/25/2034 | USD | 5 | 5 | |
| Countrywide Home Loan Mortgage Pass-Through Trust | 2.605% due 11/25/2034 | USD | 37 | 35 | |
| Credit Suisse Mortgage Capital Trust | 0.320% due 03/27/2036 | USD | 2,247 | 2,204 | |
| Credit Suisse Mortgage Capital Trust | 1.686% due 04/15/2027 (d) | USD | 60,000 | 457 | |
| Credit Suisse Mortgage Capital Trust | 4.946% due 10/26/2036 | USD | 749 | 594 | |
| CWABS Asset-Backed Certificates Trust | 1.322% due 12/25/2034 | USD | 3,150 | 2,909 | |
| Deco 10 - Pan Europe 4 PLC | 0.139% due 10/27/2019 | EUR | 5,449 | 5,893 | |
| Deutsche Mortgage & Asset Receiving Corp. | 0.434% due 11/27/2036 | USD | 8,706 | 7,544 | |
| EMC Mortgage Loan Trust | 1.197% due 04/25/2042 | USD | 3,765 | 3,587 | |
| Eurosail-UK PLC | 1.359% due 09/13/2045 | GBP | 547 | 746 | |
| First Franklin Mortgage Loan Trust | 0.347% due 07/25/2036 | USD | 2,647 | 2,535 | |
| First Franklin Mortgage Loan Trust | 0.357% due 04/25/2036 | USD | 12,387 | 10,445 | |
| GE Business Loan Trust | 0.376% due 11/15/2034 | USD | 8,016 | 7,622 | |
| GreenPoint Mortgage Funding Trust | 0.477% due 11/25/2045 | USD | 152 | 111 | |
| Grifonas Finance PLC | 0.319% due 08/28/2039 | EUR | 1,580 | 1,278 | |
| GSAA Home Equity Trust | 6.500% due 11/25/2037 (c) | USD | 37 | 28 | |
| GSAMP Trust | 0.347% due 06/25/2036 | USD | 10,715 | 10,099 | |
| GSAMP Trust | 0.357% due 05/25/2046 | USD | 2,467 | 2,226 | |
| HarborView Mortgage Loan Trust | 0.437% due 12/19/2036 (c) | USD | 802 | 563 | |
| Hercules Eclipse PLC | 0.819% due 10/25/2018 | GBP | 1,136 | 1,717 | |
| Home Equity Asset Trust | 0.507% due 07/25/2036 | USD | 1,037 | 1,017 | |
| Home Equity Mortgage Loan Asset-Backed Trust | 0.857% due 08/25/2035 | USD | 5,750 | 4,639 | |
| Jefferies Resecuritization Trust | 6.121% due 06/25/2047 | USD | 1,685 | 1,644 | |
| JP Morgan Alternative Loan Trust (c) | 2.621% due 03/25/2036 | USD | 1,188 | 950 | |
| JP Morgan Alternative Loan Trust (c) | 5.730% due 03/25/2036 | USD | 2,198 | 2,020 |
| 額面 (千通貨) | 時価 (千米ドル) | ||||
| JP Morgan Chase Commercial Mortgage Securities Trust | 5.762% due 12/12/2034 | USD | 37 | 38 | |
| JP Morgan Mortgage Acquisition Trust | 0.257% due 03/25/2047 | USD | 6 | 6 | |
| JP Morgan Mortgage Acquisition Trust | 0.367% due 04/25/2036 | USD | 1,995 | 1,965 | |
| JP Morgan Mortgage Acquisition Trust | 0.397% due 05/25/2036 | USD | 20,379 | 18,821 | |
| JP Morgan Mortgage Acquisition Trust | 0.467% due 08/25/2036 | USD | 8,600 | 5,893 | |
| LB-UBS Commercial Mortgage Trust | 6.616% due 06/15/2036 | USD | 4,000 | 4,022 | |
| Lehman XS Trust | 0.347% due 07/25/2047 (c) | USD | 1,903 | 1,857 | |
| Lehman XS Trust | 0.467% due 02/25/2036 | USD | 272 | 219 | |
| Long Beach Mortgage Loan Trust | 0.437% due 01/25/2046 | USD | 1,875 | 1,771 | |
| Long Beach Mortgage Loan Trust | 2.297% due 06/25/2034 | USD | 2,695 | 2,580 | |
| MASTR Asset-Backed Securities Trust | 0.417% due 11/25/2036 | USD | 48 | 31 | |
| MASTR Adjustable Rate Mortgages Trust | 2.380% due 04/25/2034 | USD | 7 | 6 | |
| Merrill Lynch Mortgage Investors Trust | 0.577% due 08/25/2035 | USD | 89 | 81 | |
| Merrill Lynch Mortgage Investors Trust | 2.184% due 02/25/2033 | USD | 48 | 46 | |
| Morgan Stanley ABS Capital I, Inc. Trust | 1.197% due 03/25/2033 | USD | 197 | 188 | |
| Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust | 0.902% due 07/25/2035 | USD | 4,400 | 4,141 | |
| Morgan Stanley Dean Witter Capital I Trust | 7.507% due 07/15/2033 | USD | 8,019 | 8,947 | |
| Nationslink Funding Corporation Commercial Loan Pass-Through Certificates | 6.450% due 01/22/2026 | USD | 1,072 | 1,155 | |
| Nomura Home Equity Loan, Inc. Home Equity Loan Trust | 5.745% due 10/25/2036 (c) | USD | 29,274 | 15,938 | |
| Nomura Resecuritization Trust | 2.466% due 11/26/2036 | USD | 11,460 | 11,278 | |
| NovaStar Mortgage Funding Trust | 0.677% due 10/25/2035 | USD | 2,500 | 2,035 | |
| Option One Mortgage Loan Trust | 0.297% due 02/25/2037 | USD | 7,000 | 4,154 | |
| Quest Trust | 1.147% due 03/25/2035 | USD | 6,060 | 5,051 | |
| RAMP Trust | 0.647% due 11/25/2035 | USD | 13,000 | 9,951 | |
| RBSCF Trust | 5.509% due 04/16/2047 | USD | 25 | 26 | |
| RBSGC Mortgage Loan Trust | 6.000% due 01/25/2037 (c) | USD | 25 | 23 | |
| RBSSP Resecuritization Trust | 0.694% due 04/26/2037 | USD | 491 | 466 | |
| RBSSP Resecuritization Trust | 0.694% due 03/26/2036 | USD | 111 | 109 | |
| Renaissance Home Equity Loan Trust | 0.557% due 11/25/2034 | USD | 78 | 67 | |
| Renaissance Home Equity Loan Trust | 1.197% due 09/25/2037 | USD | 86 | 67 | |
| Renaissance Home Equity Loan Trust | 5.612% due 04/25/2037 | USD | 733 | 401 | |
| Renaissance Home Equity Loan Trust | 5.675% due 06/25/2037 | USD | 3,996 | 2,001 | |
| Residential Accredit Securities Corporation Trust | 0.347% due 01/25/2037 | USD | 4,234 | 3,915 | |
| Residential Accredit Securities Corporation Trust | 0.357% due 11/25/2036 (c) | USD | 13,465 | 11,586 | |
| Residential Accredit Securities Corporation Trust | 0.962% due 03/25/2034 | USD | 5,510 | 5,152 | |
| Residential Asset Mortgage Products Trust | 0.414% due 10/25/2034 | USD | 13,418 | 12,477 | |
| Residential Asset Mortgage Products Trust | 0.637% due 10/25/2035 | USD | 5,000 | 4,763 | |
| Residential Asset Mortgage Products Trust | 0.697% due 09/25/2035 | USD | 12,591 | 9,319 | |
| Saxon Asset Securities Trust | 0.992% due 03/25/2035 (c) | USD | 1,929 | 1,762 | |
| Saxon Asset Securities Trust | 1.247% due 06/25/2033 | USD | 2,161 | 2,020 |
| 額面 (千通貨) | 時価 (千米ドル) | ||||
| Securitized Asset-Backed Receivables LLC Trust | 0.467% due 03/25/2036 | USD | 13,800 | 11,196 | |
| Sequoia Mortgage Trust | 0.714% due 06/20/2034 | USD | 96 | 94 | |
| Specialty Underwriting & Residential Finance Trust | 1.172% due 12/25/2035 | USD | 4,639 | 4,147 | |
| SRERS Funding Ltd. | 0.446% due 05/09/2046 | USD | 11,370 | 11,000 | |
| Structured Adjustable Rate Mortgage Loan Trust | 0.517% due 10/25/2035 | USD | 16,935 | 15,276 | |
| Structured Adjustable Rate Mortgage Loan Trust | 1.622% due 05/25/2035 (c) | USD | 215 | 150 | |
| Structured Asset Investment Loan Trust | 0.347% due 06/25/2036 | USD | 18,387 | 15,754 | |
| Structured Asset Investment Loan Trust | 1.397% due 12/25/2034 | USD | 12,273 | 10,879 | |
| Structured Asset Mortgage Investments Trust | 0.857% due 09/19/2032 | USD | 118 | 116 | |
| Structured Asset Securities Corporation Mortgage Loan Trust | 0.457% due 04/25/2036 | USD | 1,700 | 1,597 | |
| Structured Asset Securities Corporation Mortgage Loan Trust | 0.697% due 04/25/2031 | USD | 8,945 | 7,563 | |
| Structured Asset Securities Corporation Mortgage Pass-Through Certificates | 5.500% due 07/25/2033 | USD | 33 | 33 | |
| Taurus CMBS UK Ltd. | 1.985% due 05/01/2022 | GBP | 2,656 | 4,060 | |
| Theatre Hospitals No.1 PLC | 3.579% due 10/15/2031 | GBP | 1,585 | 2,305 | |
| Theatre Hospitals No.2 PLC | 3.579% due 10/15/2031 | GBP | 747 | 1,086 | |
| Titan Europe Ltd. | 0.167% due 04/23/2017 | EUR | 719 | 775 | |
| Ulysses European Loan Conduit No.27 PLC | 0.739% due 07/25/2017 | GBP | 6,300 | 9,414 | |
| WaMu Mortgage Pass-Through Certificates Trust | 0.557% due 01/25/2045 | USD | 265 | 243 | |
| Wells Fargo Home Equity Asset-Backed Securities Trust | 0.467% due 07/25/2036 | USD | 10,000 | 8,438 | |
| Wells Fargo Mortgage-Backed Securities Trust | 2.741% due 10/25/2036 (c) | USD | 78 | 73 | |
| WFRBS Commercial Mortgage Trust | 0.431% due 03/15/2047 (d) | USD | 8,800 | 313 | |
| モーゲージ担保証券合計 | 654,290 | ||||
| (取得原価 653,654千米ドル) | |||||
| 資産担保証券 8.7% | |||||
| Ares European CLO II BV | 2.538% due 03/14/2025 | EUR | 5,000 | 5,434 | |
| Attentus CDO II Ltd. | 0.559% due 10/09/2041 | USD | 3,867 | 3,654 | |
| Business Loan Express Business Loan Trust | 0.487% due 09/25/2038 | USD | 4,493 | 3,915 | |
| Business Loan Express Business Loan Trust | 0.747% due 09/25/2038 | USD | 2,178 | 1,859 | |
| Business Loan Express Business Loan Trust | 1.297% due 09/25/2038 | USD | 158 | 140 | |
| Capitalsource Real Estate Loan Trust | 0.710% due 01/20/2037 | USD | 5,000 | 4,614 | |
| Dalradian European CLO IV BV | 0.847% due 08/08/2023 | EUR | 4,000 | 4,334 | |
| Duchess V CLO BV | 0.569% due 05/25/2021 | EUR | 2,229 | 2,441 | |
| Eaton Vance CDO VII PLC | 0.291% due 03/25/2026 | EUR | 5,441 | 5,985 | |
| Egret Funding CLO I PLC | 0.499% due 12/20/2022 | EUR | 660 | 720 | |
| Eurocredit CDO IV BV | 1.242% due 02/22/2020 | EUR | 439 | 485 | |
| Fairfield Street Solar Ltd. | 0.675% due 11/28/2039 | USD | 6,484 | 6,262 | |
| Ford Credit Auto Owner Trust | 0.350% due 06/15/2016 | USD | 474 | 474 |
| 額面 (千通貨) | 時価 (千米ドル) | ||||
| Gallatin CLO VII Ltd. | 1.591% due 07/15/2023 | USD | 2,936 | 2,933 | |
| Gramercy Real Estate CDO Ltd. | 0.770% due 07/25/2035 | USD | 1,990 | 1,972 | |
| Gramercy Real Estate CDO Ltd. | 1.020% due 07/25/2035 | USD | 24,500 | 23,961 | |
| Harbourmaster CLO 5 BV | 0.362% due 06/15/2020 | EUR | 674 | 746 | |
| ING IM CLO Ltd. | 1.536% due 03/14/2022 | USD | 10,750 | 10,733 | |
| Jubilee CDO IV BV | 0.776% due 10/15/2019 | EUR | 290 | 321 | |
| Jubilee CDO V BV | 0.402% due 08/21/2021 | EUR | 6,000 | 6,480 | |
| Leopard CLO II BV | 1.754% due 04/07/2019 | EUR | 213 | 235 | |
| LNR CDO Ltd. | 6.727% due 07/24/2037 | USD | 2,974 | 3,007 | |
| National Collegiate Student Loan Trust | 0.327% due 06/26/2028 | USD | 2,599 | 2,523 | |
| OHA Credit Partners VI Ltd. | 1.531% due 05/15/2023 | USD | 8,200 | 8,185 | |
| Pangaea ABS SPV | 0.220% due 12/28/2096 | EUR | 69 | 73 | |
| Panther CDO V BV | 0.312% due 10/15/2084 | EUR | 6,067 | 6,418 | |
| RAIT Preferred Funding II Ltd. | 0.487% due 06/25/2045 | USD | 10,272 | 9,568 | |
| RMF Euro CDO IV PLC | 0.438% due 09/11/2022 | EUR | 6,560 | 7,196 | |
| Skellig Rock BV | 0.599% due 11/30/2022 | EUR | 2,303 | 2,503 | |
| Sorin Real Estate CDO IV Ltd. | 0.623% due 10/28/2046 | USD | 11,350 | 11,208 | |
| SpringCastle America Funding LLC | 2.700% due 05/25/2023 | USD | 840 | 842 | |
| Wood Street CLO III BV | 0.441% due 08/27/2022 | EUR | 2,700 | 2,892 | |
| 資産担保証券合計 | 142,113 | ||||
| (取得原価 144,802千米ドル) | |||||
| ソブリン発行体 1.0% | |||||
| Athens Urban Transportation Organisation | 4.851% due 09/19/2016 | EUR | 1,000 | 997 | |
| Brazil Letras do Tesouro Nacional | 0.000% due 07/01/2016 | BRL | 9,900 | 2,349 | |
| Brazil Letras do Tesouro Nacional | 0.000% due 10/01/2016 | BRL | 9,900 | 2,260 | |
| Corp. Andina De Fomento | 3.950% due 10/15/2021 (e) | MXN | 640 | 39 | |
| Costa Rica Government International Bond | 7.000% due 04/04/2044 | USD | 200 | 181 | |
| Greece Government International Bond | 3.000% due 02/24/2023 | EUR | 121 | 100 | |
| Greece Government International Bond | 3.000% due 02/24/2024 | EUR | 265 | 215 | |
| Greece Government International Bond | 3.000% due 02/24/2025 | EUR | 121 | 97 | |
| Greece Government International Bond | 3.000% due 02/24/2026 | EUR | 271 | 212 | |
| Greece Government International Bond | 3.000% due 02/24/2027 | EUR | 661 | 506 | |
| Greece Government International Bond | 3.000% due 02/24/2028 | EUR | 121 | 91 | |
| Greece Government International Bond | 3.000% due 02/24/2029 | EUR | 121 | 89 | |
| Greece Government International Bond | 3.000% due 02/24/2030 | EUR | 121 | 88 | |
| Greece Government International Bond | 3.000% due 02/24/2031 | EUR | 121 | 86 | |
| Greece Government International Bond | 3.000% due 02/24/2032 | EUR | 121 | 84 | |
| Greece Government International Bond | 3.000% due 02/24/2033 | EUR | 121 | 83 | |
| Greece Government International Bond | 3.000% due 02/24/2034 | EUR | 1,068 | 725 | |
| Greece Government International Bond | 3.000% due 02/24/2035 | EUR | 231 | 155 | |
| Greece Government International Bond | 3.000% due 02/24/2036 | EUR | 251 | 167 | |
| Greece Government International Bond | 3.000% due 02/24/2037 | EUR | 121 | 80 | |
| Greece Government International Bond | 3.000% due 02/24/2038 | EUR | 121 | 80 | |
| Greece Government International Bond | 3.000% due 02/24/2039 | EUR | 191 | 126 | |
| Greece Government International Bond | 3.000% due 02/24/2040 | EUR | 121 | 80 | |
| Greece Government International Bond | 3.000% due 02/24/2041 | EUR | 121 | 80 |
| 額面 (千通貨) | 時価 (千米ドル) | ||||
| Greece Government International Bond | 3.000% due 02/24/2042 | EUR | 121 | 80 | |
| Greece Government International Bond | 3.800% due 08/08/2017 | JPY | 5,000 | 36 | |
| Greece Government International Bond | 4.500% due 11/08/2016 | JPY | 120,000 | 915 | |
| Greece Government International Bond | 4.500% due 07/03/2017 | JPY | 20,000 | 144 | |
| Greece Government International Bond | 4.750% due 04/17/2019 | EUR | 2,893 | 2,929 | |
| Greece Government International Bond | 5.000% due 08/22/2016 | JPY | 79,900 | 622 | |
| Greece Government International Bond | 5.250% due 02/01/2016 | JPY | 46,200 | 368 | |
| Jamaica Government International Bond | 6.750% due 04/28/2028 | USD | 200 | 204 | |
| Mexico Government International Bond | 4.000% due 03/15/2115 | EUR | 400 | 400 | |
| Russia Government International Bond | 5.625% due 04/04/2042 | USD | 2,000 | 2,000 | |
| ソブリン発行体合計 | 16,668 | ||||
| (取得原価 15,042千米ドル) | |||||
| 証券数 | |||||
| 普通株式 0.0% | |||||
| Towergate Finance PLC | USD | 296,778 | 396 | ||
| 普通株式合計 | 396 | ||||
| (取得原価 0千米ドル) | |||||
| 額面 (千通貨) | |||||
| 短期金融商品 16.5% | |||||
| コマーシャル・ペーパー 0.7% | |||||
| Hitachi Capital America Corp. | 0.450% due 11/09/2015 | USD | 12,000 | 11,999 | |
| 買戻契約 15.3% | USD | ||||
| 250,500 | |||||
| 定期預金 0.5% | |||||
| ANZ National Bank | 0.030% due 11/02/2015 | USD | 928 | 928 | |
| ANZ National Bank | 0.080% due 11/02/2015 | GBP | 167 | 259 | |
| ANZ National Bank | 1.104% due 11/02/2015 | AUD | 700 | 499 | |
| Bank of Tokyo-Mitsubishi UFJ Ltd. | 0.005% due 11/02/2015 | JPY | 55 | 0 | |
| Bank of Tokyo-Mitsubishi UFJ Ltd. | 0.030% due 11/02/2015 | USD | 519 | 519 | |
| Brown Brothers Harriman & Co. | (0.800%) due 11/02/2015 | DKK | 1,484 | 220 | |
| Brown Brothers Harriman & Co. | 0.030% due 11/02/2015 | USD | 2 | 2 | |
| Brown Brothers Harriman & Co. | 0.050% due 11/02/2015 | CAD | 1 | 1 | |
| Brown Brothers Harriman & Co. | 0.080% due 11/02/2015 | GBP | 2 | 4 | |
| Brown Brothers Harriman & Co. | 1.104% due 11/02/2015 | AUD | 4 | 3 | |
| Citibank N.A. | 0.030% due 11/02/2015 | USD | 1,643 | 1,643 | |
| Deutsche Bank AG | 0.050% due 11/02/2015 | CAD | 37 | 29 | |
| HSBC Bank | 0.080% due 11/02/2015 | GBP | 146 | 226 | |
| JPMorgan Chase & Co. | 0.030% due 11/02/2015 | USD | 2,191 | 2,191 | |
| National Australia Bank Ltd. | 1.104% due 11/02/2015 | AUD | 202 | 144 | |
| Nordea Bank AB | 0.030% due 11/02/2015 | USD | 528 | 528 | |
| Royal Bank of Canada | 0.050% due 11/02/2015 | CAD | 5 | 4 |
| 額面 (千通貨) | 時価 (千米ドル) | ||||
| Sumitomo Mitsui Banking Corp. | 0.005% due 11/02/2015 | JPY | 20 | 0 | |
| Sumitomo Mitsui Banking Corp. | 0.030% due 11/02/2015 | USD | 710 | 710 | |
| Sumitomo Mitsui Banking Corp. | 0.080% due 11/02/2015 | GBP | 91 | 141 | |
| Wells Fargo Bank | 0.030% due 11/02/2015 | USD | 770 | 770 | |
| 8,821 | |||||
| 短期金融商品合計 | 271,320 | ||||
| (取得原価 271,320千米ドル) | |||||
| 有価証券投資合計 98.4% | 1,615,056 | ||||
| (取得原価 1,634,266千米ドル) | |||||
| 金融デリバティブ商品 (1.6%) | (26,534) | ||||
| (取得原価またはプレミアム(純額) (7,315千米ドル)) | |||||
| その他の資産および負債(純額) 3.2% | 53,578 | ||||
| 純資産 100.0% | 1,642,100 |
投資有価証券明細表に対する注記(単位:千米ドル*):
*合計額は、千未満を端数処理した金額を反映している場合もあります。
(a)満期が無期限であり、該当する場合、日付は次回の契約上の繰上償還日を示しています。
(b)ペイメント・イン・カインド債券です。当該債券は、利息支払いに現金ではなく現物債を充当できる債券です。
(c)当該証券は、デフォルト状態にあります。
(d)インタレスト・オンリー証券(IO証券)です。不動産担保証券のキャッシュフローを金利部分と元本部分に分離し、金利部分のキャッシュフローを証券化した商品をIO証券と言います。
(e)当該証券の額面金額は、インフレ調整後のものです。
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
