第16期

資料

Link

純資産

【資料】

有価証券報告書(内国投資信託受益証券)-第16期(2023/03/08-2023/09/07)

【閲覧】

有価証券報告書(内国投資信託受益証券)-第16期(2023/03/08-2023/09/07)で絞込み

個別

2023年3月7日: 15億4512万
2023年9月7日 -6.31%: 14億4758万

個別

2023年3月7日: 4億3185万
2023年9月7日 +78.5%: 7億7083万

有報情報

#1 ファンドの目的及び基本的性格（連結）

2.ダイワ・ディスカバリー・ファンド・シリーズ-ダイワ・コア・ボンド・ストラテジー・ファンド(ノンヘッジ・クラス)

形態/表示通貨	ケイマン籍の外国投資信託/円建
申込手数料	かかりません。
管理報酬等	(円ヘッジ・クラス) 純資産総額に対して年率0.645%程度(ノンヘッジ・クラス)純資産総額に対して年率0.615%程度ただし、この他に「ダイワ・ディスカバリー・ファンド・シリーズ-ダイワ・コア・ボンド・ストラテジー・ファンド」全体に対して、固定報酬として年額10,000米ドルがかかります。また、監査費用、弁護士費用、有価証券売買委託手数料等、ファンドの運営に必要な各種経費がかかります。
運用会社	グッゲンハイム・パートナーズ・インベストメント・マネジメントLLC

e border="1" style="width:462.3pt;margin-left:5.4pt;border-collapse:collapse;border:none">形態/表示通貨ケイマン籍の外国投資信託/円建運用の基本方針米ドル建ての複数種別の債券等に投資することで、トータルリターンの最大化をめざします。主要投資対象米ドル建ての複数種別の債券等(国債、政府機関債、地方債、投資適格社債、ハイ・イールド社債、新興国債券、資産担保証券、バンクローン、MBS、優先証券、劣後債、転換社債、債券ETF等)運用方針1.主として米ドル建ての複数種別の債券等に投資し、利子収入と値上がり益の適切と考えられる組み合わせによりトータルリターンの最大化をめざします。
2.運用にあたっては、以下の点に留意します。

2023/11/30 9:01

#2 事業の内容及び営業の概況、委託会社等の概況（連結）

2023年9月末日現在、委託会社が運用を行なっている投資信託(親投資信託を除きます。)は次のとおりです。

基本的性格	本数(本)	純資産額の合計額(百万円)
単位型株式投資信託	88	291,527
追加型株式投資信託	772	24,149,619
株式投資信託合計	860	24,441,146
単位型公社債投資信託	102	172,656
追加型公社債投資信託	14	1,534,905
公社債投資信託合計	116	1,707,562
総合計	976	26,148,708

e border="0" style="margin-left:12.25pt;border-collapse:collapse">基本的性格本数(本)純資産額の合計額(百万円)単位型株式投資信託88291,527追加型株式投資信託77224,149,619株式投資信託合計86024,441,146単位型公社債投資信託102172,656追加型公社債投資信託141,534,905公社債投資信託合計1161,707,562総合計97626,148,708

2023/11/30 9:01

#3 信託報酬等（連結）

(3)【信託報酬等】
① 信託報酬の総額は、計算期間を通じて毎日、信託財産の純資産総額に年率1.2375%(税抜1.125%)を乗じて得た額とします。信託報酬は、毎日計上され日々の基準価額に反映されます。信託報酬は、毎計算期末または信託終了のときに信託財産中から支弁します。
② 信託報酬にかかる消費税等に相当する金額を、信託報酬支弁のときに信託財産中から支弁します。

2023/11/30 9:01

#4 受益者の権利等（連結）

受益者の有する主な権利の内容、その行使の方法等は、次のとおりです。
<収益分配金および償還金にかかる請求権>受益者は、収益分配金(分配金額は、委託会社が決定します。)および償還金(信託終了時における信託財産の純資産総額を受益権口数で除した額をいいます。以下同じ。)を持分に応じて請求する権利を有します。
収益分配金は、決算日において振替機関等の振替口座簿に記載または記録されている受益者(当該収益分配金にかかる決算日以前において一部解約が行なわれた受益権にかかる受益者を除きます。また、当該収益分配金にかかる計算期間の末日以前に設定された受益権で取得申込代金支払前のため販売会社の名義で記載または記録されている受益権については原則として取得申込者とします。)に、原則として決算日から起算して5営業日までに支払います。

2023/11/30 9:01

#5 投資制限（連結）

④ 信用リスク集中回避(信託約款)
一般社団法人投資信託協会規則に定める一の者に対する株式等エクスポージャー、債券等エクスポージャーおよびデリバティブ等エクスポージャーの信託財産の純資産総額に対する比率は、原則として、それぞれ100分の10、合計で100分の20を超えないものとし、当該比率を超えることとなった場合には、委託会社は、一般社団法人投資信託協会規則にしたがい当該比率以内となるよう調整を行なうこととします。
⑤ 資金の借入れ(信託約款)

2023/11/30 9:01

#6 投資対象（連結）

③ (<為替ヘッジあり>と同規定)
<投資先ファンドについて>ファンドの純資産総額の10%を超えて投資する可能性がある投資先ファンドの内容は次のとおりです。
1.為替ヘッジあり

2023/11/30 9:01

#7 投資有価証券の主要銘柄-001

9960.9974
9960.00e border="0" style="width:495.0pt;border-collapse:collapse">(注)投資比率は、ファンドの純資産総額に対する当該銘柄の時価の比率です。e border="0" style="width:495.0pt;border-collapse:collapse">ロ.投資有価証券の種類別投資比率e border="0" style="width:273.0pt;border-collapse:collapse">投資有価証券の種類投資比率投資信託受益証券98.82%親投資信託受益証券0.00%合計98.82%e border="0" style="width:495.0pt;border-collapse:collapse">(注)投資比率は、ファンドの純資産総額に対する当該有価証券の時価の比率です。e border="0" style="width:495.0pt;border-collapse:collapse">ハ.投資株式の業種別投資比率e border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。

2023/11/30 9:01

#8 投資有価証券の主要銘柄-002

9960.9974
9960.00e border="0" style="width:495.0pt;border-collapse:collapse">(注)投資比率は、ファンドの純資産総額に対する当該銘柄の時価の比率です。e border="0" style="width:495.0pt;border-collapse:collapse">ロ.投資有価証券の種類別投資比率e border="0" style="width:273.0pt;border-collapse:collapse">投資有価証券の種類投資比率投資信託受益証券99.06%親投資信託受益証券0.00%合計99.06%e border="0" style="width:495.0pt;border-collapse:collapse">(注)投資比率は、ファンドの純資産総額に対する当該有価証券の時価の比率です。e border="0" style="width:495.0pt;border-collapse:collapse">ハ.投資株式の業種別投資比率e border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。

2023/11/30 9:01

#9 投資状況-001

e border="0" style="width:495.0pt;border-collapse:collapse">(1) 【投資状況】 (2023年9月29日現在)投資状況

投資資産の種類	時価(円)	投資比率(%)
コール・ローン、その他の資産(負債控除後)	18,957,192	1.18
純資産総額	1,609,979,675	100.00

e border="0" style="width:495.0pt;border-collapse:collapse">投資資産の種類時価(円)投資比率(%)投資信託受益証券1,591,021,48798.82内ケイマン諸島1,591,021,48798.82親投資信託受益証券9960.00内日本9960.00コール・ローン、その他の資産(負債控除後)18,957,1921.18純資産総額1,609,979,675100.00

(注1)	投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。
(注2)	投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。

e border="0" style="width:495.0pt;border-collapse:collapse">(注1)投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。(注2)投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。

2023/11/30 9:01

#10 投資状況-002

e border="0" style="width:495.0pt;border-collapse:collapse">(1) 【投資状況】 (2023年9月29日現在)投資状況

投資資産の種類	時価(円)	投資比率(%)
コール・ローン、その他の資産(負債控除後)	7,670,363	0.94
純資産総額	811,819,364	100.00

e border="0" style="width:495.0pt;border-collapse:collapse">投資資産の種類時価(円)投資比率(%)投資信託受益証券804,148,00599.06内ケイマン諸島804,148,00599.06親投資信託受益証券9960.00内日本9960.00コール・ローン、その他の資産(負債控除後)7,670,3630.94純資産総額811,819,364100.00

(注1)	投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。
(注2)	投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。

2023/11/30 9:01

#11 注記事項、委託会社等の経理状況（連結）

市場価格のない株式等以外のもの
決算日の市場価格等に基づく時価法(評価差額は全部純資産直入法により処理し、売却原価は移動平均法により算定)を採用しております。
市場価格のない株式等

2023/11/30 9:01

#12 注記表（連結）

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、配当落ち日において、その金額が確定している場合には当該金額を計上し、未だ確定していない場合には入金日基準で計上しております。(貸借対照表に関する注記)

区分			第15期 2023年3月7日現在	第16期 2023年9月7日現在

3.	※2	元本の欠損	貸借対照表上の純資産額が元本総額を下回っており、その差額は387,575,519円であります。	貸借対照表上の純資産額が元本総額を下回っており、その差額は434,800,211円であります。

e border="0" style="border-collapse:collapse">区分第15期 2023年3月7日現在第16期 2023年9月7日現在1.※1期首元本額1,959,007,163円1,932,695,750円期中追加設定元本額141,620,434円69,107,394円期中一部解約元本額167,931,847円119,422,247円2.計算期間末日における受益権の総数1,932,695,750口1,882,380,897口3.※2元本の欠損貸借対照表上の純資産額が元本総額を下回っており、その差額は387,575,519円であります。貸借対照表上の純資産額が元本総額を下回っており、その差額は434,800,211円であります。(損益及び剰余金計算書に関する注記)
e border="0" style="border-collapse:collapse">区分第15期自2022年9月8日至2023年3月7日第16期自2023年3月8日至2023年9月7日※1分配金の計算過程計算期間末における解約に伴う当期純利益金額分配後の配当等収益から費用を控除した額(17,662,674円)、解約に伴う当期純利益金額分配後の有価証券売買等損益から費用を控除し、繰越欠損金を補填した額(0円)、投資信託約款に規定される収益調整金(38,252,768円)及び分配準備積立金(68,515,116円)より分配対象額は124,430,558円(1万口当たり643.82円)であり、うち17,394,261円(1万口当たり90円)を分配金額としております。計算期間末における解約に伴う当期純利益金額分配後の配当等収益から費用を控除した額(4,613,334円)、解約に伴う当期純利益金額分配後の有価証券売買等損益から費用を控除し、繰越欠損金を補填した額(0円)、投資信託約款に規定される収益調整金(39,636,653円)及び分配準備積立金(64,617,507円)より分配対象額は108,867,494円(1万口当たり578.35円)であり、うち3,764,761円(1万口当たり20円)を分配金額としております。(金融商品に関する注記)

2023/11/30 9:01

#13 純資産の推移-001

(3) 【運用実績】

① 【純資産の推移】

e border="0" style="width:495.0pt;margin-left:.4pt;border-collapse:collapse">(3) 【運用実績】① 【純資産の推移】e border="0" style="width:418.0pt;border-collapse:collapse">純資産総額 (分配落) (円)純資産総額 (分配付) (円)1口当たりの純資産額 (分配落)(円)1口当たりの純資産額 (分配付)(円)第1計算期間末 (2016年3月7日)3,500,167,5073,546,688,6890.97810.9911第2計算期間末 (2016年9月7日)5,866,743,9395,935,914,6861.01781.0298第3計算期間末 (2017年3月7日)8,784,842,9958,865,051,8600.98570.9947第4計算期間末 (2017年9月7日)10,571,131,11310,666,039,6751.00241.0114第5計算期間末 (2018年3月7日)9,624,794,2829,654,221,2640.98120.9842第6計算期間末 (2018年9月7日)8,146,984,7318,176,287,1480.97310.9766第7計算期間末 (2019年3月7日)6,149,764,2856,149,764,2850.95870.9587第8計算期間末 (2019年9月9日)5,304,963,2815,304,963,2810.98780.9878第9計算期間末 (2020年3月9日)4,544,655,6594,544,655,6591.01451.0145第10計算期間末 (2020年9月7日)3,222,667,3293,233,549,2291.03651.0400第11計算期間末 (2021年3月8日)2,823,820,8562,834,914,7511.01821.0222第12計算期間末 (2021年9月7日)2,609,396,6662,633,201,4291.04141.0509第13計算期間末 (2022年3月7日)2,188,534,5542,204,240,3100.97540.9824第14計算期間末 (2022年9月7日)1,644,010,4711,677,313,5920.83920.85622022年9月末日1,583,171,966-0.8110-10月末日1,517,012,931-0.7931-11月末日1,522,289,973-0.8111-12月末日1,516,185,268-0.8068-2023年1月末日1,553,530,036-0.8293-2月末日1,565,251,366-0.8099-第15計算期間末 (2023年3月7日)1,545,120,2311,562,514,4920.79950.80853月末日1,541,250,838-0.8066-4月末日1,530,613,040-0.8063-5月末日1,540,136,108-0.7944-6月末日1,499,111,430-0.7885-7月末日1,485,235,866-0.7867-8月末日1,466,518,877-0.7791-第16計算期間末 (2023年9月7日)1,447,580,6861,451,345,4470.76900.77109月末日1,609,979,675-0.7541-

2023/11/30 9:01

#14 純資産の推移-002

(3) 【運用実績】

① 【純資産の推移】

e border="0" style="width:495.0pt;margin-left:.4pt;border-collapse:collapse">(3) 【運用実績】① 【純資産の推移】e border="0" style="width:406.0pt;border-collapse:collapse">純資産総額 (分配落) (円)純資産総額 (分配付) (円)1口当たりの純資産額 (分配落)(円)1口当たりの純資産額 (分配付)(円)第1計算期間末 (2016年3月7日)1,939,979,8611,967,243,1880.92500.9380第2計算期間末 (2016年9月7日)1,937,466,4091,959,639,0260.87380.8838第3計算期間末 (2017年3月7日)1,589,593,2211,609,748,4740.94640.9584第4計算期間末 (2017年9月7日)2,086,211,4402,104,179,1930.92890.9369第5計算期間末 (2018年3月7日)1,606,121,6851,619,654,7500.89010.8976第6計算期間末 (2018年9月7日)1,193,518,7921,210,932,2110.92530.9388第7計算期間末 (2019年3月7日)958,553,934966,846,8450.92470.9327第8計算期間末 (2019年9月9日)834,243,105838,774,3040.92060.9256第9計算期間末 (2020年3月9日)687,878,300693,008,5580.93860.9456第10計算期間末 (2020年9月7日)581,350,373587,668,0580.96620.9767第11計算期間末 (2021年3月8日)541,318,715544,113,4800.96850.9735第12計算期間末 (2021年9月7日)550,155,381555,631,9311.00461.0146第13計算期間末 (2022年3月7日)532,294,982536,066,8670.98790.9949第14計算期間末 (2022年9月7日)481,052,518490,949,0501.06941.09142022年9月末日477,031,221-1.0506-10月末日479,492,549-1.0524-11月末日474,387,578-1.0150-12月末日456,262,211-0.9781-2023年1月末日459,459,011-0.9888-2月末日442,347,867-1.0114-第15計算期間末 (2023年3月7日)431,852,400441,474,2630.98741.00943月末日475,437,641-0.9762-4月末日482,640,808-0.9903-5月末日496,344,497-1.0218-6月末日471,009,428-1.0544-7月末日451,862,953-1.0256-8月末日789,078,778-1.0533-第16計算期間末 (2023年9月7日)770,836,619791,439,3081.02891.05649月末日811,819,364-1.0241-

2023/11/30 9:01

#15 純資産額計算書（連結）

【純資産額計算書】
	2023年9月29日

e border="0" style="width:495.0pt;border-collapse:collapse">【純資産額計算書】2023年9月29日

Ⅰ 資産総額	1,614,812,971円
Ⅱ 負債総額	4,833,296円
Ⅲ 純資産総額(Ⅰ-Ⅱ)	1,609,979,675円
Ⅳ 発行済数量	2,135,095,605口
Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)	0.7541円

e border="0" style="width:338.0pt;border-collapse:collapse">Ⅰ 資産総額1,614,812,971円Ⅱ 負債総額4,833,296円Ⅲ 純資産総額(Ⅰ-Ⅱ)1,609,979,675円Ⅳ 発行済数量2,135,095,605口Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)0.7541円e border="0" style="width:495.0pt;border-collapse:collapse">(参考) ダイワ・マネーアセット・マザーファンド

純資産額計算書
	2023年9月29日

e border="0" style="width:495.0pt;border-collapse:collapse">純資産額計算書2023年9月29日

Ⅰ 資産総額	686,659,168円
Ⅱ 負債総額	0円
Ⅲ 純資産総額(Ⅰ-Ⅱ)	686,659,168円
Ⅳ 発行済数量	688,431,360口
Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)	0.9974円

e border="0" style="width:338.0pt;border-collapse:collapse">Ⅰ 資産総額686,659,168円Ⅱ 負債総額0円Ⅲ 純資産総額(Ⅰ-Ⅱ)686,659,168円Ⅳ 発行済数量688,431,360口Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)0.9974円e border="0" style="width:495.0pt;border-collapse:collapse">ダイワ債券コア戦略ファンド(為替ヘッジなし)

純資産額計算書
	2023年9月29日

e border="0" style="width:495.0pt;border-collapse:collapse">純資産額計算書2023年9月29日

Ⅰ 資産総額	812,419,624円
Ⅱ 負債総額	600,260円
Ⅲ 純資産総額(Ⅰ-Ⅱ)	811,819,364円
Ⅳ 発行済数量	792,734,741口
Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)	1.0241円

e border="0" style="width:338.0pt;border-collapse:collapse">Ⅰ 資産総額812,419,624円Ⅱ 負債総額600,260円Ⅲ 純資産総額(Ⅰ-Ⅱ)811,819,364円Ⅳ 発行済数量792,734,741口Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)1.0241円e border="0" style="width:495.0pt;border-collapse:collapse">(参考) ダイワ・マネーアセット・マザーファンド前記「ダイワ債券コア戦略ファンド(為替ヘッジあり)」の記載と同じ。

2023/11/30 9:01

#16 貸借対照表、委託会社等の経理状況（連結）

e border="0" style="border-collapse:collapse">(単位:百万円)前事業年度 (2022年3月31日)当事業年度
(2023年3月31日)資産の部流動資産現金・預金3,1681,982有価証券486346前払費用332393未収委託者報酬13,81112,525未収収益5247関係会社短期貸付金24,90022,100その他4559流動資産計42,79937,455固定資産有形固定資産※1203※1196建物43器具備品198193無形固定資産1,7701,482ソフトウェア1,7381,351ソフトウェア仮勘定31131投資その他の資産16,61713,824投資有価証券10,7558,260関係会社株式3,7053,475出資金177177長期差入保証金1,0671,066繰延税金資産885824その他2620固定資産計18,59115,503資産合計61,39052,959

(単位:百万円)

負債合計

19,449

13,874

純資産の部

株主資本

e border="0" style="border-collapse:collapse">(単位:百万円)前事業年度 (2022年3月31日)当事業年度
(2023年3月31日)負債の部流動負債預り金65101未払金9,8565,874未払収益分配金2638未払償還金1212未払手数料4,9174,525その他未払金※24,900※21,297未払費用4,2463,987未払法人税等980560未払消費税等1,016327賞与引当金866692その他22流動負債計17,03311,545固定負債退職給付引当金2,3992,276役員退職慰労引当金1351その他10固定負債計2,4152,329負債合計19,44913,874純資産の部株主資本資本金15,17415,174資本剰余金資本準備金11,49511,495資本剰余金合計11,49511,495利益剰余金利益準備金374374その他利益剰余金繰越利益剰余金13,92511,505利益剰余金合計14,29911,879株主資本合計40,96938,549評価・換算差額等その他有価証券評価差額金971534評価・換算差額等合計971534純資産合計41,94139,084負債・純資産合計61,39052,959

2023/11/30 9:01

#17 資産の評価（連結）

資産の評価】
基準価額とは、信託財産の純資産総額を計算日における受益権口数で除した1万口当たりの価額をいいます。
純資産総額とは、信託財産に属する資産を法令および一般社団法人投資信託協会規則にしたがって時価(注1、注2)により評価して得た信託財産の資産総額から負債総額を控除した金額をいいます。

2023/11/30 9:01

#18 運用体制（連結）

⑤ 受託会社に対する管理体制
受託会社に対しては、日々の純資産照合、月次の勘定残高照合などを行なっています。また、受託会社より内部統制の整備および運用状況の報告書を受け取っています。
※ 上記の運用体制は2023年9月末日現在のものであり、変更となる場合があります。

2023/11/30 9:01

#19 附属明細表（連結）

以下に記載した同ファンドの情報は、会計監査人により監査を受けた財務諸表を委託会社で抜粋・翻訳したものであります。
以下に記載した情報は監査の対象外であります。

貸借対照表
	負債合計		73,458,083
	純資産	$	329,346,666


	純資産
	豪ドル・クラス	$	3,985,764

e border="0" style="width:508.05pt;border-collapse:collapse">貸借対照表(2022年9月30日)資産投資資産の評価額 (簿価 $443,291,939)$378,854,420現金2,315外国為替先渡取引による評価益349,547未収:売却済投資資産の代金297,089受渡遅延の売却済投資資産の代金20,602,868配当1,929利息2,694,714その他の資産1,867資産合計402,804,749負債外国為替先渡取引による評価損646,967未拠出済ローン契約の評価損12,988売建オプションによる評価額 (受取プレミアム$411,325)547,360売建スワップションによる評価額 (受取プレミアム$48,675)167,830カウンターパーティーからの預託金910,000中央清算されるデリバティブ取引におけるブローカーからの預託金1,395ブローカーへの未払金 – 中央清算されるデリバティブ-スワップ取引の変動証拠金125,364買い現先取引の評価額27,781,736未払:購入済投資資産の代金5,860受渡遅延の購入済投資資産の代金42,413,718償還済受益証券の代金11,512会計および管理会社報酬448,990運用会社報酬157,490専門家報酬101,492保管会社報酬52,781販売会社報酬27,687管理会社報酬24,302代理人報酬4,258印刷費用1,879為替取引執行会社報酬1,702名義書換代理人報酬400その他負債12,372負債合計73,458,083純資産$329,346,666純資産豪ドル・クラス$3,985,764円ヘッジ・クラス10,780,015ノンヘッジ・クラス299,446,461NZドル・クラス2,278,091トルコ・リラ・クラス4,221,099米ドル・クラス5,126,836南アフリカ・ランド・クラス3,508,400$329,346,666発行済み受益証券豪ドル・クラス68,533円ヘッジ・クラス18,897,204ノンヘッジ・クラス407,387,036NZドル・クラス44,508トルコ・リラ・クラス662,065米ドル・クラス54,953南アフリカ・ランド・クラス66,878受益証券1口当り純資産額豪ドル・クラス$58.16円ヘッジ・クラス$0.570ノンヘッジ・クラス$0.735NZドル・クラス$51.18トルコ・リラ・クラス$6.38米ドル・クラス$93.29南アフリカ・ランド・クラス$52.46

損益計算書

	運用による純資産の純減	$	(75,147,390)

e border="0" style="border-collapse:collapse">損益計算書(2022年9月30日に終了した年度)投資収益受取利息(源泉徴収税 $84,858控除後)$14,985,437配当収益 (源泉徴収税 $98,095控除後)308,261投資収益合計15,293,698費用運用会社報酬1,884,545会計および管理会社報酬314,093保管会社報酬222,837販売会社報酬177,480支払利息169,882管理会社報酬167,358専門家報酬98,511名義書換代理人報酬38,296代理人報酬27,304印刷費21,746為替取引執行会社報酬11,215受託会社報酬9,999登録料6,454その他費用9,542費用合計3,159,262投資利益12,134,436実現損益および評価損益:実現損益:証券投資(6,056,755)スワップ取引(1,225,698)外国為替取引および外国為替先渡取引(10,376,712)売建オプション(696,463)売建スワップション55,205純実現損益(18,300,423)評価損益の純変動:証券投資(68,919,355)スワップ取引(650,996)外国為替換算および外国為替先渡取引910,465売建オプション(177,145)売建スワップション(119,155)未拠出ローン契約(12,988)信用売りの評価益(12,229)評価損益の純変動(68,981,403)実現損益および評価損益の純変動(87,281,826)運用による純資産の純減$(75,147,390)

投資明細表2022年9月30日

	元本	有価証券の明細	純資産に占める割合		評価額
		債券 (111.5%)
		現金および他の資産を超過する負債	(15.0)		(49,507,754)
		純資産	100.0%	$	329,346,666

e border="0" style="width:544.0pt;border-collapse:collapse">投資明細表
2022年9月30日元本有価証券の明細純資産に占める割合評価額債券 (111.5%)オーストラリア (1.2%)社債 (1.2%)Macquarie Bank Ltd. (a)USD1,610,0003.62% due 06/03/30$1,302,580Macquarie Group Ltd. (a),(b),(c)USD400,0002.69% due 06/23/32301,043USD500,0002.87% due 01/14/33375,549National Australia Bank Ltd. (a)USD750,0002.99% due 05/21/31576,829Newcrest Finance Pty Ltd. (a),(b)USD800,0003.25% due 05/13/30666,370Westpac Banking Corp.USD250,0002.96% due 11/16/40159,635USD250,0003.02% due 11/18/36 (a),(c)182,781社債合計3,564,787オーストラリア合計 (簿価 $4,599,032)3,564,787バミューダ (0.6%)資産担保証券 (0.4%)IP Lending V Ltd. Class SNR (a)USD550,0005.13% due 04/02/26520,590Textainer Marine Containers VII Ltd. Class A (a),(b)USD735,5202.73% due 08/21/45663,884資産担保証券合計1,184,474社債 (0.2%)Triton Container International Ltd. (a),(b)USD850,0003.15% due 06/15/31622,270社債合計622,270バミューダ合計 (簿価 $2,119,060)1,806,744カナダ (1.6%)バンクローン* (0.1%)Air CanadaUSD189,4336.42% due 08/11/28180,622バンクローン合計180,622社債 (1.5%)1011778 BC ULC / New Red Finance, Inc. (a),(b)USD950,0004.00% due 10/15/30748,201USD100,0005.75% due 04/15/2599,075Brookfield Finance, Inc. (b)USD600,0003.50% due 03/30/51378,590USD150,0004.70% due 09/20/47118,777CGI, Inc. (b)USD300,0002.30% due 09/14/31221,304Fairfax Financial Holdings Ltd. (b)USD880,0003.38% due 03/03/31710,305USD450,0005.63% due 08/16/32414,729Parkland Corp. (a),(b)USD100,0004.63% due 05/01/3080,909Rogers Communications, Inc. (a),(b)USD1,000,0003.80% due 03/15/32860,770Wilton RE Ltd. (a),(b),(c)USD1,450,0006.00% due1,262,269Yamana Gold, Inc. (b)USD250,0002.63% due 08/15/31184,812社債合計5,079,741カナダ合計 (簿価 $6,457,022)5,260,363ケイマン諸島 (13.3%)資産担保証券 (13.3%)ABPCI Direct Lending Fund CLO I LLC Class B12 (a),(c)USD1,000,0004.71% due 07/20/33953,328ABPCI Direct Lending Fund CLO II LLC Class A1R (a),(b),(c)USD1,250,0004.31% due 04/20/321,214,668ABPCI Direct Lending Fund CLO V Ltd. Class A1R (a),(b),(c)USD750,0004.21% due 04/20/31730,439ACRES Commercial Realty 2021-FL1 Ltd. Class C (a),(b),(c)USD1,000,0004.94% due 06/15/36942,171AMMC CLO XIV Ltd. Class A2R2 (a),(b),(c)USD700,0004.18% due 07/25/29681,979Anchorage Credit Funding 13 Ltd. Class A1 (a),(b)USD1,000,0002.88% due 07/27/39881,818Anchorage Credit Funding 3 Ltd. Class A1R (a),(b)USD750,0002.87% due 01/28/39665,168Anchorage Credit Funding 4 Ltd. Class AR (a),(b)USD700,0002.72% due 04/27/39623,713BCC Middle Market CLO 2019-1 LLC Class A1R (a),(b),(c)USD1,000,0004.01% due 10/15/33968,291BDS 2021-FL9 Ltd. Class D (a),(b),(c)USD1,000,0005.24% due 11/16/38923,859BXMT 2020-FL2 Ltd. Class C (a),(b),(c)USD2,350,0004.69% due 02/15/382,328,341BXMT 2020-FL2 Ltd. Class AS (a),(b),(c)USD2,000,0004.19% due 02/15/381,979,783BXMT 2020-FL3 Ltd. Class C (a),(b),(c)USD250,0004.95% due 11/15/37244,948Cerberus Loan Funding XXVI LP Class AR (a),(b),(c)USD750,0004.01% due 04/15/31730,125Cerberus Loan Funding XXX LP Class A (a),(c)USD1,500,0004.36% due 01/15/331,472,493Cerberus Loan Funding XXXI LP Class A (a),(c)USD1,000,0004.01% due 04/15/32990,445Cerberus Loan Funding XXXII LP Class A (a),(c)USD1,000,0004.13% due 04/22/33967,036Cerberus Loan Funding XXXIII LP Class B (a),(c)USD1,000,0004.36% due 07/23/33890,200Cerberus Loan Funding XXXV LP Class B (a),(c)USD2,000,0004.36% due 09/22/331,857,758Cerberus Loan Funding XXXVI LP Class A (a),(c)USD427,8623.91% due 11/22/33425,142CIFC Funding 2015-IV Ltd. Class A2R2 (a),(b),(c)USD1,000,0004.16% due 04/20/34930,318CIFC Funding 2022-III Ltd. Class A (a),(b),(c)USD950,0002.65% due 04/21/35920,227Denali Capital CLO XI Ltd. 2015-1A Class A2RR (a),(b),(c)USD500,0004.36% due 10/20/28494,913FINS 2020-1 A1USD1,517,9925.00% due 05/15/381,499,026Fortress Credit Opportunities IX CLO Ltd. Class BR (a),(c)USD1,750,0004.46% due 10/15/331,689,035Fortress Credit Opportunities XI CLO Ltd. 2018-11A Class A1T (a),(c)USD1,000,0003.81% due 04/15/31985,860Golub Capital Partners CLO 16 Ltd. Class A1R2 (a),(c)USD250,0004.39% due 07/25/33241,495Golub Capital Partners CLO 16 Ltd. Class A2R2 (a),(c)USD2,000,0004.58% due 07/25/331,951,014Golub Capital Partners CLO 16 Ltd. Class BR2 (a),(c)USD1,000,0004.68% due 07/25/33950,756Golub Capital Partners CLO 33M Ltd. Class AR2 (a),(c)USD1,250,0004.86% due 08/25/331,148,806Golub Capital Partners CLO 36M Ltd. 2018-36A Class A (a),(b),(c)USD1,000,0004.13% due 02/05/31977,248Golub Capital Partners CLO 49M Ltd. Class CR (a),(c)USD500,0005.31% due 08/26/33463,101Golub Capital Partners CLO 54M LP Class C (a),(c)USD1,000,0005.48% due 08/05/33934,450GPMT 2019-FL2 Ltd. Class C (a),(b),(c)USD480,0005.36% due 02/22/36479,602HGI CRE CLO 2021-FL2 Ltd. Class C (a),(b),(c)USD1,000,0004.74% due 09/17/36942,637KDAC Aviation Finance Ltd. 2017-1A Class A (a)USD863,6804.21% due 12/15/42661,076KKR CLO 16 Ltd. Class A2R2 (a),(b),(c)USD750,0004.46% due 10/20/34704,370LoanCore 2019-CRE2 Issuer Ltd. Class AS (a),(b),(c)USD1,015,1394.32% due 05/15/361,011,632LoanCore 2021-CRE6 Issuer Ltd. Class C (a),(b),(c)USD1,000,0005.12% due 11/15/38928,975Midocean Credit CLO VII 2017-7A Class A2R (a),(b),(c)USD1,000,0003.96% due 07/15/29967,151Owl Rock CLO IV Ltd. Class A2R (a),(b),(c)USD1,000,0004.88% due 08/20/33961,581Owl Rock CLO V Ltd. Class C1 (a),(b),(c)USD2,000,0005.63% due 04/20/341,859,719Palmer Square Loan Funding 2022-1 Ltd. Class A2 (a),(b),(c)USD1,000,0003.93% due 04/15/30957,203THL Credit Lake Shore MM CLO I Ltd. Class BR (a),(b),(c)USD1,000,0004.51% due 04/15/33957,491VENTURE XIII CLO Ltd. 2013-13A Class SUB (a),(b),(c),(d)USD500,0000.00% due 09/10/2966,263資産担保証券合計44,155,654ケイマン諸島合計 (簿価 $46,428,516)44,155,654フランス (0.3%)社債 (0.3%)Altice France S.A. (a),(b)USD250,0005.13% due 07/15/29186,777BNP Paribas S.A. (a),(b),(c)USD500,0002.16% due 09/15/29391,380Societe Generale S.A. (a),(b),(c)USD500,0002.89% due 06/09/32365,089社債合計943,246フランス合計 (簿価 $1,250,000)943,246ガーンジー (0.6%)社債 (0.6%)Pershing Square Holdings Ltd. (b)USD1,600,0003.25% due 11/15/301,243,534USD1,000,0003.25% due 10/01/31748,630社債合計1,992,164ガーンジー合計 (簿価 $2,596,984)1,992,164アイルランド (0.3%)資産担保証券(0.2%)Lunar 2021-1 Structured Aircraft Portfolio Notes Class A (a)USD889,9492.64% due 10/15/46735,229資産担保証券合計735,229社債 (0.1%)LCPR Senior Secured Financing DAC (a),(b)USD180,0006.75% due 10/15/27149,400社債合計149,400アイルランド合計 (簿価 $1,076,036)884,629日本 (0.4%)社債 (0.4%)Nippon Life Insurance Co. (a),(b),(c)USD1,110,0002.90% due 09/16/51857,685Sumitomo Life Insurance Co. (a),(b),(c)USD500,0003.38% due 04/15/81405,000Sumitomo Mitsui Financial Group, Inc.USD250,0002.22% due 09/17/31186,910社債合計1,449,595日本合計 (簿価 $1,860,000)1,449,595ジャージー、チャンネル諸島 (0.5%)社債 (0.5%)Galaxy Pipeline Assets Bidco Ltd. (a)USD773,2242.94% due 09/30/40586,832USD1,400,0003.25% due 09/30/401,023,425社債合計1,610,257ジャージー、チャンネル諸島合計 (簿価 $2,173,224)1,610,257ルクセンブルク (0.1%)バンクローン* (0.1%)Aston FinCo S.A R.L.USD244,3617.37% due 10/09/26230,513バンクローン合計230,513ルクセンブルク合計 (簿価 $237,823)230,513メキシコ (0.1%)社債 (0.1%)Becle SAB de CV (a),(b)USD600,0002.50% due 10/14/31464,400社債合計464,400メキシコ合計 (簿価 $594,382)464,400多国籍企業 (0.5%)社債 (0.5%)Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC (a),(b)USD450,0004.00% due 09/01/29330,750Delta Air Lines, Inc. / SkyMiles IP Ltd. (a)USD1,150,0004.50% due 10/20/251,116,356JBS USA LUX S.A. / JBS USA Food Co. / JBS USA Finance, Inc. (a),(b)USD400,0003.00% due 05/15/32295,400USD100,0004.38% due 02/02/5267,026社債合計1,809,532多国籍企業合計 (簿価 $2,094,195)1,809,532オランダ (0.9%)バンクローン* (0.3%)Diamond B.V.USD893,2505.56% due 09/29/28825,810バンクローン合計825,810社債 (0.6%)ABN AMRO Bank NV (a),(b),(c)USD600,0002.47% due 12/13/29476,470Alcoa Nederland Holding BV (a),(b)USD200,0004.13% due 03/31/29167,440USD200,0005.50% due 12/15/27186,530Dufry One BV (b)EUR100,0003.38% due 04/15/2874,774Enel Finance International NV (a),(b)USD250,0002.88% due 07/12/41142,646LeasePlan Corp. NV (a)USD350,0002.88% due 10/24/24328,479UPC Broadband Finco BV (a),(b)USD500,0004.88% due 07/15/31388,015Ziggo BV (a),(b)USD300,0004.88% due 01/15/30237,000社債合計2,001,354オランダ合計 (簿価 $3,414,517)2,827,164カタール (0.2%)社債 (0.2%)Qatar Energy (a),(b)USD500,0003.13% due 07/12/41364,643USD500,0003.30% due 07/12/51354,920社債合計719,563カタール合計 (簿価 $998,238)719,563スペイン (0.2%)社債 (0.2%)Cellnex Finance Co. S.A. (a),(b)USD950,0003.88% due 07/07/41593,921社債合計593,921スペイン合計 (簿価 $941,494)593,921英国 (2.5%)社債 (2.5%)Anglo American Capital PLC (a),(b)USD1,450,0002.63% due 09/10/301,115,655USD750,0003.95% due 09/10/50510,609USD200,0005.63% due 04/01/30189,157BP Capital Markets PLC (b),(c)USD1,480,0004.88% due1,268,750British Telecommunications PLCUSD750,0004.88% due 11/23/81608,977USD425,0009.63% due 12/15/30490,851Ferguson Finance PLC (a),(b)USD274,0003.25% due 06/02/30225,148USD150,0004.65% due 04/20/32131,974INEOS Quattro Finance 2 PLC (a),(b)USD300,0003.38% due 01/15/26249,750Royalty Pharma PLC (b)USD270,0002.20% due 09/02/30206,124USD520,0003.55% due 09/02/50324,104Standard Chartered PLC (a),(b),(c)USD1,400,0004.64% due 04/01/311,223,027Virgin Media Finance PLC (a),(b)USD400,0005.00% due 07/15/30300,188Virgin Media Secured Finance PLC (a),(b)USD400,0004.50% due 08/15/30312,180Vmed O2 UK Financing I PLC (a),(b)GBP650,0004.00% due 01/31/29546,010Vodafone Group PLC (b),(c)USD550,0004.13% due 06/04/81381,304Weir Group PLC (a),(b)USD200,0002.20% due 05/13/26168,093社債合計8,251,901英国合計 (簿価 $10,700,294)8,251,901米国 (88.2%)資産担保証券 (23.0%)AASET 2017-1 Trust Class A (a)USD299,5743.97% due 05/16/42237,562AASET 2018-2 US Ltd. Class A (a)USD1,838,8414.45% due 11/18/381,521,699Aaset 2021-1 Trust Class A (a)USD855,4822.95% due 11/16/41682,388ABPCI Direct Lending Fund CLO VII LP Class A2R (a),(c)USD1,000,0004.62% due 10/20/31960,699American Home Mortgage Investment Trust 2007-1 Class GIOPUSD2,758,2802.08% due 05/25/47 (j)394,735Applebee's Funding LLC / IHOP Funding LLC Class A2I (a),(b)USD346,5004.19% due 06/05/49328,522Arbys Funding LLC Class A2 (a),(b)USD1,568,0003.24% due 07/30/501,332,005Asset Backed Securities Corp. Home Equity Loan Trust Series AEG 2006-HE1 Class M1 (b),(c)USD905,4333.68% due 01/25/36877,634Bear Stearns Asset Backed Securities I Trust 2006-HE9 Class 2A (b),(c)USD297,7943.22% due 11/25/36286,032Benchmark 2018-B6 Mortgage Trust Class XA (b),(c)USD21,999,6400.57% due 10/10/51337,250BRAVO Residential Funding Trust 2021-C Class A1 (a),(b)USD2,941,1471.62% due 03/01/612,682,434BRAVO Residential Funding Trust 2022-NQM3 Class A (a),(b)USD974,8493.13% due 01/29/70861,587BX Commercial Mortgage Trust 2019-XL Class F (a),(c)USD850,0004.82% due 10/15/36815,813BX Commercial Mortgage Trust 2021-VOLT Class D (a),(c)USD1,000,0004.47% due 09/15/36928,311BX Commercial Mortgage Trust 2021-VOLT Class E (a),(c)USD800,0004.82% due 09/15/36737,639Capmark Military Housing Trust 2007-AET2 Class A (a)USD461,4156.06% due 10/10/52433,273CARS-DB4 LP 2020-1A Class A6 (a),(b)USD993,5423.81% due 02/15/50865,976CARS-DB4 LP Class A5 (a),(b)USD596,1253.48% due 02/15/50536,331CARS-DB5 LP Class A4 (a),(b)USD499,5832.76% due 08/15/51380,862Cascade Funding Mortgage Trust 2018-RM2 Class A (a),(b),(c)USD1,228,6774.00% due 10/25/681,185,479Castlelake Aircraft Securitization Trust 2018-1 Class A (a)USD776,0764.13% due 06/15/43679,036CD 2016-CD1 Mortgage Trust Class XA (b),(c)USD818,8671.50% due 08/10/4931,290CF Hippolyta Issuer LLC Class A2 (a)USD750,0006.11% due 08/15/62711,017CF Hippolyta Issuer LLC Class B1 (a),(b)USD1,494,9831.98% due 03/15/611,257,353USD230,1262.28% due 07/15/60201,288Citigroup Commercial Mortgage Trust 2016-C2 Class XA (b),(c)USD944,5741.88% due 08/10/4946,362Citigroup Commercial Mortgage Trust 2016-GC37 Class XA (b),(c)USD2,873,6801.84% due 04/10/49126,346Citigroup Commercial Mortgage Trust 2016-P5 Class XA (b),(c)USD1,589,5391.52% due 10/10/4966,617CMFT Net Lease Master Issuer LLC Class A6 (a),(b)USD700,0003.44% due 07/20/51545,972COMM 2015-CCRE26 Mortgage Trust Class XA (b),(c)USD5,575,5051.05% due 10/10/48115,124CSMC 2020-RPL5 Trust Class A1 (a),(b),(c)USD1,182,4673.02% due 08/25/601,133,148CSMC 2021-RPL4 Trust Class A1 (a),(b),(c)USD813,7411.80% due 12/27/60757,163CSMC 2021-RPL7 Trust Class A1 (a),(b),(c)USD842,4321.93% due 07/27/61771,249DB Master Finance LLC Class A23 (a),(b)USD1,091,7502.79% due 11/20/51861,170Diamond Issuer Class A (a),(b)USD1,100,0002.31% due 11/20/51929,850Domino's Pizza Master Issuer LLC Class A23 (a),(b)USD191,0004.12% due 07/25/47176,228Extended Stay America Trust 2021-ESH Class D (a),(c)USD248,4715.07% due 07/15/38237,886Falcon Aerospace Ltd. 2017-1 Class A (a)USD132,6304.58% due 02/15/42120,260FirstKey Homes 2020-SFR2 Trust Class F3 (a)USD250,0003.37% due 10/19/37220,702FirstKey Homes 2020-SFR2 Trust Class G1 (a)USD350,0004.00% due 10/19/37313,672FirstKey Homes 2020-SFR2 Trust Class G2 (a)USD350,0004.50% due 10/19/37317,540FirstKey Revolving Trust 2020-C2USD1,600,0003.25% due 12/25/231,521,805FNMA-Aces Class X1 (c)USD3,135,0431.61% due 03/25/35351,309Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1 Class A3 (a),(c)USD872,7334.44% due 11/25/52808,544Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1 Class B1 (a),(c)USD1,934,5024.66% due 11/25/551,783,006Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1 Class XA1 (a),(c)USD5,757,4470.70% due 11/25/55415,240Freddie Mac Multifamily Structured Pass Through Certificates Class X1 (b),(c)USD18,761,6610.46% due 03/25/25141,309GCAT 2022-NQM3 Trust Class A3 (a),(b),(c)USD1,742,9744.35% due 04/25/671,629,087GMAC Commercial Mortgage Asset Corp. 2006-NELL Class A (a)USD457,0835.36% due 05/10/51373,275GMAC Commercial Mortgage Asset Corp. 2007-HCKM Class A (a)USD926,2056.11% due 08/10/52874,620GS Mortgage Securities Corp. Trust 2020-DUNE Class D (a),(c)USD1,000,0004.72% due 12/15/36965,486GS Mortgage Securities Corp. Trust 2020-UPTN Class D (a),(b),(c)USD1,000,0003.35% due 02/10/37882,178GSRPM Mortgage Loan Trust 2006-1 Class M1 (a),(b),(c)USD453,5333.58% due 03/25/35444,446Home Equity Loan Trust 2007-FRE1 Class 1AV1 (b),(c)USD1,228,4743.27% due 04/25/371,143,762Home Partners of America 2021-2 Trust Class D (a)USD975,3302.65% due 12/17/26841,727Hotwire Funding LLC Class B (a),(b)USD450,0002.66% due 11/20/51371,500Imperial Fund Mortgage Trust 2022-NQM2 Class A2 (a),(b),(c)USD946,6554.02% due 03/25/67850,578Imperial Fund Mortgage Trust 2022-NQM2 Class A3 (a),(b),(c)USD946,6554.20% due 03/25/67846,186J.G. Wentworth XLI LLC Class B (a),(b)USD340,9204.70% due 10/15/74310,714LCCM 2021-FL3 Trust Class A (a),(b),(c)USD1,350,0004.27% due 11/15/381,325,692LCCM 2021-FL3 Trust Class AS (a),(b),(c)USD850,0004.62% due 11/15/38823,890Legacy Mortgage Asset Trust 2021-GS2 Class A1 (a),(b)USD800,6171.75% due 04/25/61742,998Legacy Mortgage Asset Trust 2021-GS3 Class A1 (a),(b)USD504,7121.75% due 07/25/61459,800Lehman XS Trust Series 2006-12N Class A32A (b),(c)USD1,237,4373.48% due 08/25/461,129,417Lehman XS Trust Series 2007-2N Class 2A (b),(c)USD520,9183.26% due 02/25/37473,278LoanCore 2021-CRE4 Issuer Ltd. Class C (a),(b),(c)USD1,000,0004.10% due 07/15/35970,140LSTAR Securities Investment Ltd. 2020-1 Class A (a),(b),(c)USD470,6624.36% due 02/01/26436,698LSTAR Securities Investment Ltd. 2021-2 Class A1 (a),(c)USD341,5124.26% due 03/02/26333,235Madison Avenue Secured Funding Trust Series 2021-1 Class A1 (a),(c)USD950,0004.58% due 01/17/23950,000Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 Class XA (b),(c)USD15,656,1390.91% due 11/15/52441,652Morgan Stanley Capital I Trust 2016-UB11 Class XA (b),(c)USD1,906,1421.58% due 08/15/4983,168MTN Commercial Mortgage Trust 2022-LPFL Class D (a),(c)USD2,200,0005.79% due 03/15/392,083,817Nassau 2019 CFO LLC Class A (a),(b)USD292,3443.98% due 08/15/34278,245Navigator Aircraft ABS Ltd. Class A (a)USD471,7262.77% due 11/15/46401,023NYMT Loan Trust 2022-SP1 Class A1 (a),(b)USD881,6855.25% due 07/25/62844,650OSAT 2021-RPL1 Trust Class A1 (a),(b)USD803,7662.12% due 05/25/65745,795Oxford Finance Funding 2020-1 LLC Class A2 (a),(b)USD291,9893.10% due 02/15/28288,494PRPM 2021-5 LLC Class A1 (a),(b)USD842,7611.79% due 06/25/26758,236PRPM 2021-8 LLC Class A1 (a),(b),(c)USD1,412,1201.74% due 09/25/261,289,779PRPM 2022-1 LLC Class A1 (a),(b)USD1,779,6163.72% due 02/25/271,656,985RALI Series 2006-QO2 Trust Class A1 (b),(c)USD101,9573.52% due 02/25/4622,340Raspro Trust 2005 Class B2 (a),(b),(c)USD3,742,7833.63% due 03/23/243,470,564Ready Capital Mortgage Financing 2019-FL3 LLC Class B (a),(b),(c)USD63,2804.73% due 03/25/3461,496Sabey Data Center Issuer LLC Class A2 (a),(b)USD615,0003.81% due 04/20/45583,627ServiceMaster Funding LLC Class A2II (a),(b)USD591,0003.34% due 01/30/51455,316SERVPRO Master Issuer LLC Class A2 (a),(b)USD972,5003.88% due 10/25/49861,912SG Residential Mortgage Trust 2022-1 Class A3 (a),(b),(c)USD1,152,1383.68% due 03/27/621,013,445Sprite 2021-1 Ltd. Class A (a),(b)USD462,1203.75% due 11/15/46390,200STORE Master Funding I LLC 2015-1A Class A2 (a),(b)USD192,5834.17% due 04/20/45181,633Store Master Funding I-VII Class A1 (a),(b)USD884,7983.96% due 10/20/46824,727Store Master Funding I-VII Class A2 (a),(b)USD939,5114.29% due 10/20/48887,509Strategic Partners VIII Fund (d)USD1,400,0000.00% due 03/10/251,399,042Structured Asset Securities Corp. Mortgage Loan Trust 2007-BC4 Class A1 (b),(c)USD1,933,3163.71% due 11/25/371,877,284Taco Bell Funding LLC 2016-1A Class A23 (a),(b)USD189,5004.97% due 05/25/46182,883TIF Funding II LLC Class A (a),(b)USD609,5831.65% due 02/20/46504,603Towd Point Revolving Trust 2022-A (d)USD2,000,0000.00% due 09/25/641,932,700UBS Commercial Mortgage Trust 2017-C2 Class XA (b),(c)USD4,117,4661.24% due 08/15/50162,169Vault DI Issuer LLC Class A2 (a),(b)USD1,000,0002.80% due 07/15/46855,708VB-S1 Issuer LLC - VBTEL Class D (a),(b)USD550,0004.29% due 02/15/52481,382Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust Class 1A (b),(c)USD603,4841.93% due 11/25/46500,493Wells Fargo Commercial Mortgage Trust 2015-NXS1 Class A2 (b)USD14,8802.63% due 05/15/4814,856Wells Fargo Commercial Mortgage Trust 2016-C37 Class XA (b),(c)USD7,392,2370.96% due 12/15/49178,675Wells Fargo Commercial Mortgage Trust 2016-NXS5 Class XA (b),(c)USD3,614,2561.58% due 01/15/59125,855Wingstop Funding LLC Class A2 (a),(b)USD248,1252.84% due 12/05/50211,651USD750,0003.73% due 03/05/52632,522Woodmont 2020-7 Trust Class A1A (a),(c)USD1,250,0004.41% due 01/15/321,221,567資産担保証券合計76,111,427バンクローン* (7.0%)AmWINS Group, Inc.USD50,9885.37% due 02/19/2848,900Anchor Packaging, LLCUSD1,120,5237.12% due 07/18/261,085,506Apro, LLCUSD198,4896.89% due 11/14/26189,557Apttus Corp.USD148,5007.12% due 05/08/28137,362Cambrex CorporationUSD481,3626.63% due 12/04/26462,409Citadel Securities LPUSD50,8325.65% due 02/02/2849,500Claros Mortgage Trust, Inc.USD99,2507.25% due 08/09/2695,528Confluent Health, LLCUSD26,2834.84% due 11/30/2823,261USD450,3927.12% due 11/30/28398,597CP Atlas Buyer, Inc.USD492,6316.62% due 11/23/27431,545Cushman & Wakefield U.S. Borrower, LLCUSD146,2435.87% due 08/21/25140,133Deerfield Dakota Holding, LLCUSD146,9926.78% due 04/09/27139,031Energizer Holdings, Inc.USD246,2505.31% due 12/22/27236,092Filtration Group CorporationUSD389,3936.12% due 03/31/25375,034Franchise Group, Inc.USD453,1687.56% due 03/10/26425,035Graftech International Ltd.USD167,9486.12% due 02/12/25157,451HAH Group Holding Co. LLCUSD246,3258.71% due 10/29/27235,240Hamilton Projects Acquiror, LLCUSD408,2878.17% due 06/17/27402,162Higginbotham Insurance Agency, Inc.USD22,8492.02% due 11/25/2622,282USD345,8648.37% due 11/25/26337,287HighTower Holding, LLCUSD247,5006.73% due 04/21/28230,640Imprivata, Inc.USD997,5007.28% due 12/01/27967,266ITT Holdings LLCUSD162,3605.87% due 07/10/28155,460Jane Street Group, LLCUSD308,5735.87% due 01/26/28296,583Mavis Tire Express Services Topco Corp.USD395,0007.25% due 05/04/28371,796Medical Solutions Holdings, Inc.USD385,9886.38% due 11/01/28368,425Midwest Veterinary Partners, LLCUSD1,237,5007.25% due 04/27/281,167,891Mileage Plus Holdings LLCUSD902,5008.78% due 06/21/27908,786NA Rail Hold Co. LLCUSD2,020,5667.67% due 10/19/261,965,000National Mentor Holdings, Inc.USD10,0007.43% due 03/02/287,206USD227,6967.18% due 03/02/28164,083OEConnection LLCUSD1,774,6847.56% due 09/25/261,712,570Orion Advisor Solutions, Inc.USD197,0006.56% due 09/24/27186,493Pacific Bells, LLCUSD297,7738.31% due 11/10/28278,790Park River Holdings, Inc.USD29,5335.53% due 12/28/2725,214Peraton Corp.USD427,0296.87% due 02/01/28405,837PetIQ, LLCUSD493,7507.07% due 04/13/28456,719PetVet Care Centers, LLCUSD890,8166.62% due 02/14/25827,346Planview Parent, Inc.USD393,0007.67% due 12/17/27374,332Quirch Foods Holdings, LLCUSD445,4667.93% due 10/27/27418,181Recorded Books Inc.USD141,1387.08% due 08/29/25136,155Ring Container Technologies Group, LLCUSD198,5006.87% due 08/12/28191,884Sotheby'sUSD248,7447.01% due 01/15/27241,281Southern Veterinary Partners, LLCUSD344,0847.12% due 10/05/27326,450SP PF Buyer LLCUSD343,7667.62% due 12/22/25284,982Trans Union LLCUSD123,1825.37% due 12/01/28119,564TransDigm Inc.USD879,6485.92% due 12/09/25844,928Upland Software, Inc.USD342,5596.87% due 08/06/26328,000Upstream Newco, Inc.USD989,9758.06% due 11/20/26921,503USI, Inc.USD81,7186.92% due 12/02/2678,994Valcour Packaging, LLCUSD598,5005.22% due 10/04/28553,987Waystar Technologies, Inc.USD1,176,1627.12% due 10/22/261,130,586Wrench Group LLCUSD1,326,1687.67% due 04/30/261,288,041バンクローン合計23,126,885社債 (31.8%)ADT Security Corp. (a),(b)USD1,000,0004.13% due 08/01/29830,000AES Corp. (a),(b)USD360,0003.95% due 07/15/30308,268Allison Transmission, Inc. (a),(b)USD200,0003.75% due 01/30/31153,318Altria Group, Inc. (b)USD490,0003.40% due 05/06/30396,616USD1,100,0003.70% due 02/04/51664,143USD90,0004.45% due 05/06/5060,134Amazon.com, Inc. (b)USD340,0002.70% due 06/03/60200,586Amcor Flexibles North America, Inc. (b)USD240,0002.63% due 06/19/30192,707American Equity Investment Life Holding Co. (b)USD1,700,0005.00% due 06/15/271,613,524American National Group, Inc. (a),(b)USD900,0006.14% due 06/13/32837,260Americo Life, Inc. (a)USD810,0003.45% due 04/15/31607,855Amsted Industries, Inc. (a),(b)USD200,0004.63% due 05/15/30165,540Apollo Management Holdings LP (a),(b)USD240,0002.65% due 06/05/30189,233AptarGroup, Inc. (b)USD450,0003.60% due 03/15/32368,357Aramark Services, Inc. (a),(b)USD70,0005.00% due 02/01/2861,745Ares Finance Co. II LLC (a),(b)USD700,0003.25% due 06/15/30572,384Ares Finance Co. LLC (a),(b)USD325,0004.00% due 10/08/24311,545Arizona Public Service Co. (b)USD280,0003.35% due 05/15/50183,091Assurant, Inc. (b)USD500,0002.65% due 01/15/32368,096Assured Guaranty US Holdings, Inc. (b)USD170,0003.15% due 06/15/31137,468USD150,0003.60% due 09/15/5197,889AT&T, Inc. (b)USD690,0002.75% due 06/01/31552,076Avantor Funding, Inc. (a),(b)USD63,0004.63% due 07/15/2855,777Bank of America Corp. (b),(c)USD1,400,0002.68% due 06/19/41904,341USD300,0004.38% due240,750USD350,0006.13% due330,750Bank of New York Mellon Corp. (b),(c)USD900,0003.75% due695,250USD230,0004.70% due220,225BAT Capital Corp. (b)USD1,700,0003.98% due 09/25/501,040,276Belrose Funding Trust (a),(b)USD550,0002.33% due 08/15/30414,568Bimbo Bakeries USA, Inc. (a),(b)USD200,0004.00% due 05/17/51146,655Blackstone Holdings Finance Co. LLC (a),(b)USD1,700,0002.80% due 09/30/501,017,403Block, Inc. (b)USD150,0002.75% due 06/01/26128,918Boeing Co. (b)USD1,000,0003.63% due 02/01/31829,702USD1,680,0005.15% due 05/01/301,552,131USD840,0005.71% due 05/01/40733,803USD840,0005.81% due 05/01/50731,661Boxer Parent Co., Inc. (a),(b)USD150,0007.13% due 10/02/25147,011British Airways 2020-1 Class A Pass Through Trust (a)USD846,9954.25% due 11/15/32762,282Broadcom, Inc. (b)USD200,0002.45% due 02/15/31150,649USD545,0003.19% due 11/15/36372,515USD359,0004.15% due 11/15/30310,606USD485,0004.93% due 05/15/37399,681Brookfield Finance LLC (b)USD100,0003.45% due 04/15/5063,142Brown & Brown, Inc. (b)USD800,0002.38% due 03/15/31597,234Bunge Ltd. Finance Corp. (b)USD150,0001.63% due 08/17/25134,953California Institute of Technology (b)USD425,0003.65% due 09/01/19265,489Carpenter Technology Corp. (b)USD440,0006.38% due 07/15/28408,056Catalent Pharma Solutions, Inc. (a),(b)USD136,0003.13% due 02/15/29104,890CCO Holdings LLC / CCO Holdings Capital Corp. (a),(b)USD50,0004.25% due 02/01/3138,267CDW LLC / CDW Finance Corp. (b)USD600,0003.57% due 12/01/31468,292Central Garden & Pet Co. (a),(b)USD250,0004.13% due 04/30/31196,562Charles Schwab Corp. (b),(c)USD1,050,0004.00% due771,285Charter Communications Operating LLC / Charter Communications Operating Capital (b)USD400,0002.25% due 01/15/29312,144USD1,050,0002.80% due 04/01/31793,399USD300,0003.90% due 06/01/52185,760Cheniere Corpus Christi Holdings LLC (b)USD100,0002.74% due 12/31/3972,067USD1,300,0003.52% due 12/31/391,018,224Choice Hotels International, Inc. (b)USD780,0003.70% due 01/15/31648,220Citigroup, Inc. (b),(c)USD1,000,0002.57% due 06/03/31786,200USD1,200,0003.88% due989,556USD400,0004.00% due336,056CNO Financial Group, Inc. (b)USD175,0005.25% due 05/30/29162,909Compass Minerals International, Inc. (a),(b)USD400,0006.75% due 12/01/27375,910Corebridge Financial, Inc. (a),(b),(c)USD300,0006.88% due 12/15/52273,632CoStar Group, Inc. (a),(b)USD1,140,0002.80% due 07/15/30898,847CSC Holdings LLC (a),(b)USD200,0003.38% due 02/15/31141,000USD400,0004.13% due 12/01/30298,880Cushman & Wakefield US Borrower LLC (a),(b)USD64,0006.75% due 05/15/2859,363Daddy Operating Co. LLC / GD Finance Co., Inc. (a),(b)USD350,0003.50% due 03/01/29286,258DaVita, Inc. (a),(b)USD530,0003.75% due 02/15/31377,625USD191,0004.63% due 06/01/30147,069DCP Midstream Operating LP (b)USD100,0003.25% due 02/15/3279,247Delta Air Lines, Inc. (a)USD615,0007.00% due 05/01/25619,051EnerSys (a),(b)USD1,000,0004.38% due 12/15/27882,500Equitable Holdings, Inc. (b),(c)USD950,0004.95% due890,625Everest Reinsurance Holdings, Inc. (b)USD620,0003.50% due 10/15/50409,922Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc. (a),(b)USD400,0004.63% due 01/15/29331,000Fidelity National Financial, Inc. (b)USD960,0002.45% due 03/15/31711,555USD680,0003.40% due 06/15/30554,119Fidelity National Information Services, Inc. (b)USD350,0005.10% due 07/15/32328,529USD200,0005.63% due 07/15/52177,192First American Financial Corp. (b)USD610,0004.00% due 05/15/30508,410Florida Gas Transmission Co. LLC (a),(b)USD500,0002.30% due 10/01/31376,745Flowserve Corp. (b)USD100,0002.80% due 01/15/3271,550USD860,0003.50% due 10/01/30708,574Fort Benning Family Communities LLC (a)USD449,0005.81% due 01/15/51407,802FS KKR Capital Corp. (b)USD450,0002.63% due 01/15/27363,510USD400,0003.25% due 07/15/27329,611GATX Corp. (b)USD570,0004.00% due 06/30/30493,775Global Atlantic Finance Co. (a),(b)USD575,0003.13% due 06/15/31420,898USD500,0004.70% due 10/15/51376,136Global Payments, Inc. (b)USD350,0002.90% due 05/15/30278,932USD370,0002.90% due 11/15/31282,797GLP Capital LP / GLP Financing II, Inc. (b)USD350,0003.25% due 01/15/32263,462USD580,0004.00% due 01/15/31474,645USD450,0005.30% due 01/15/29410,355Goldman Sachs Group, Inc. (b),(c)USD350,0003.80% due271,242Graphic Packaging International LLC (a),(b)USD23,0003.50% due 03/01/2918,920Great Lakes Dredge & Dock Corp. (a),(b)USD400,0005.25% due 06/01/29308,238GXO Logistics, Inc. (b)USD200,0002.65% due 07/15/31141,585HCA, Inc. (b)USD600,0003.50% due 07/15/51371,504Health Care Service Corp. A Mutual Legal Reserve Co. (a),(b)USD320,0003.20% due 06/01/50214,199Healthcare Realty Holdings LP (b)USD850,0002.00% due 03/15/31624,070Hilton Domestic Operating Co., Inc. (a),(b)USD550,0003.75% due 05/01/29455,125Hologic, Inc. (a),(b)USD850,0003.25% due 02/15/29695,147Home Point Capital, Inc. (a),(b)USD98,0005.00% due 02/01/2661,106Host Hotels & Resorts LP (b)USD300,0002.90% due 12/15/31220,063USD720,0003.50% due 09/15/30573,981Howmet Aerospace, Inc. (b)USD2,0006.88% due 05/01/252,015Hunt Cos, Inc. (a),(b)USD400,0005.25% due 04/15/29306,292Hunt MH Borrower LLC Fee IIUSD350,0005.25% due 12/21/48289,264Hyatt Hotels Corp. (b)USD390,0005.63% due 04/23/25385,686USD350,0006.00% due 04/23/30338,849Ingevity Corp. (a),(b)USD350,0003.88% due 11/01/28289,375Intercontinental Exchange, Inc. (b)USD410,0003.00% due 06/15/50268,069Iron Mountain, Inc. (a),(b)USD426,0004.50% due 02/15/31329,375USD324,0005.25% due 07/15/30268,100USD200,0005.63% due 07/15/32160,000ITT Holdings LLC (a),(b)USD500,0006.50% due 08/01/29387,878Jackson Financial, Inc. (b)USD650,0005.67% due 06/08/32594,114Jefferies Finance LLC / JFIN Co.-Issuer Corp. (a),(b)USD500,0005.00% due 08/15/28368,750Jefferies Group LLC (b)USD640,0002.75% due 10/15/32455,736Jefferies Group LLC / Jefferies Group Capital Finance, Inc. (b)USD300,0002.63% due 10/15/31217,538Johns Hopkins University (b)USD500,0002.81% due 01/01/60309,796JPMorgan Chase & Co. (b),(c)USD380,0002.96% due 05/13/31300,847USD500,0003.65% due404,880USD400,0004.49% due 03/24/31363,721USD900,0005.72% due 09/14/33850,494Kemper Corp. (b)USD1,700,0002.40% due 09/30/301,302,348Kennedy-Wilson, Inc. (b)USD700,0004.75% due 03/01/29534,240USD400,0004.75% due 02/01/30296,352USD400,0005.00% due 03/01/31290,024KKR Group Finance Co. III LLC (a),(b)USD350,0005.13% due 06/01/44302,625KKR Group Finance Co. VIII LLC (a),(b)USD460,0003.50% due 08/25/50315,808Kraft Heinz Foods Co.USD340,0004.38% due 06/01/46264,350USD125,0004.88% due 10/01/49103,037USD100,0005.00% due 06/04/4286,877Kuvare US Holdings, Inc. (a),(b),(c)USD200,0007.00% due 02/17/51201,500Lamar Media Corp. (b)USD200,0003.63% due 01/15/31157,302Leidos, Inc. (b)USD550,0002.30% due 02/15/31408,671USD50,0004.38% due 05/15/3043,617Level 3 Financing, Inc. (a),(b)USD700,0003.63% due 01/15/29518,273USD200,0003.75% due 07/15/29146,500USD150,0003.88% due 11/15/29118,371USD513,0004.25% due 07/01/28400,335Liberty Mutual Group, Inc. (a),(b)USD470,0003.95% due 05/15/60296,912USD1,350,0004.30% due 02/01/61847,452Liberty Utilities Finance GP 1 (a),(b)USD850,0002.05% due 09/15/30642,971Lincoln National Corp. (b)USD260,0004.38% due 06/15/50200,487Lowe's Cos, Inc. (b)USD100,0001.70% due 09/15/2881,693LPL Holdings, Inc. (a),(b)USD850,0004.38% due 05/15/31703,226Magellan Midstream Partners LP (b)USD330,0003.25% due 06/01/30280,870Maple Grove Funding Trust I (a),(b)USD1,050,0004.16% due 08/15/51711,166Markel Corp. (b),(c)USD1,120,0006.00% due1,087,195Marriott International, Inc. (b)USD500,0002.75% due 10/15/33362,750USD560,0002.85% due 04/15/31439,498USD570,0003.50% due 10/15/32458,183USD560,0004.63% due 06/15/30505,868USD440,0005.75% due 05/01/25444,400Match Group Holdings II LLC (a),(b)USD200,0004.63% due 06/01/28171,000McGraw-Hill Education, Inc. (a),(b)USD600,0005.75% due 08/01/28501,010Medline Borrower LP (a),(b)USD1,150,0003.88% due 04/01/29922,875MetLife, Inc. (b),(c)USD1,700,0003.85% due1,520,812USD900,0005.00% due 07/15/52820,525Midwest Connector Capital Co. LLC (a),(b)USD240,0004.63% due 04/01/29214,079Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. (a),(b)USD475,0006.50% due 06/20/27463,322Minerals Technologies, Inc. (a),(b)USD255,0005.00% due 07/01/28221,934Morgan Stanley (b),(c)USD1,000,0002.48% due 09/16/36716,260MSCI, Inc. (a),(b)USD242,0003.63% due 09/01/30199,117USD24,0003.88% due 02/15/3120,207Nasdaq, Inc. (b)USD190,0003.25% due 04/28/50124,640Nationwide Mutual Insurance Co. (a),(b)USD1,670,0004.35% due 04/30/501,242,555NCR Corp. (a),(b)USD300,0005.13% due 04/15/29225,006USD400,0006.13% due 09/01/29344,417NetApp, Inc. (b)USD1,126,0002.70% due 06/22/30914,612NFP Corp. (a),(b)USD400,0006.88% due 08/15/28312,000Nielsen Finance LLC / Nielsen Finance Co. (a),(b)USD100,0004.50% due 07/15/2999,558Norfolk Southern Corp. (b)USD100,0004.10% due 05/15/2166,336NRG Energy, Inc. (a),(b)USD400,0002.45% due 12/02/27327,626NuStar Logistics LP (b)USD250,0006.38% due 10/01/30213,840Occidental Petroleum Corp. (b)USD400,0004.63% due 06/15/45331,146OneAmerica Financial Partners, Inc. (a),(b)USD870,0004.25% due 10/15/50639,137Oracle Corp. (b)USD500,0003.95% due 03/25/51331,649Orlando Health Obligated GroupUSD1,000,0002.89% due 10/01/35785,091Owens Corning (b)USD100,0003.88% due 06/01/3087,522Papa John's International, Inc. (a),(b)USD1,000,0003.88% due 09/15/29799,491Paramount Global (b)USD1,085,0004.95% due 01/15/31956,113USD510,0004.95% due 05/19/50362,477PartnerRe Finance B LLC (b),(c)USD220,0004.50% due 10/01/50187,303Penn Mutual Life Insurance Co. (a)USD200,0003.80% due 04/29/61128,969PerkinElmer, Inc. (b)USD1,000,0002.25% due 09/15/31751,601PetSmart, Inc. / PetSmart Finance Corp. (a),(b)USD350,0004.75% due 02/15/28299,685PGT Innovations, Inc. (a),(b)USD400,0004.38% due 10/01/29327,979Post Holdings, Inc. (a),(b)USD125,0004.63% due 04/15/30102,241Presidio Holdings, Inc. (a),(b)USD75,0004.88% due 02/01/2766,320Prime Security Services Borrower LLC / Prime Finance, Inc. (a),(b)USD175,0003.38% due 08/31/27147,030Primerica, Inc. (b)USD400,0002.80% due 11/19/31313,932Providence St Joseph Health Obligated Group (b)USD1,000,0002.70% due 10/01/51600,319Prudential Financial, Inc. (b),(c)USD230,0003.70% due 10/01/50181,654Qorvo, Inc. (b)USD150,0003.38% due 04/01/31113,655USD290,0004.38% due 10/15/29248,423Quanta Services, Inc. (b)USD1,004,0002.90% due 10/01/30802,099Radiate Holdco LLC / Radiate Finance, Inc. (a),(b)USD850,0004.50% due 09/15/26697,195Raymond James Financial, Inc. (b)USD250,0003.75% due 04/01/51176,411Reinsurance Group of America, Inc. (b)USD1,360,0003.15% due 06/15/301,132,164Reliance Standard Life Global Funding II (a)USD1,380,0002.75% due 05/07/251,287,810Rocket Mortgage LLC / Rocket Mortgage Co.-Issuer, Inc. (a),(b)USD750,0003.88% due 03/01/31543,640Sabine Pass Liquefaction LLC (b)USD890,0004.50% due 05/15/30810,455Safehold Operating Partnership LP (b)USD404,0002.80% due 06/15/31302,350USD548,0002.85% due 01/15/32407,767SBA Communications Corp. (b)USD500,0003.13% due 02/01/29402,135USD75,0003.88% due 02/15/2766,986Scotts Miracle-Gro Co. (b)USD250,0004.00% due 04/01/31176,000Sealed Air Corp. (a),(b)USD1,050,0001.57% due 10/15/26879,445Service Corp. International (b)USD150,0003.38% due 08/15/30118,500Sirius XM Radio, Inc. (a),(b)USD300,0004.13% due 07/01/30243,852Six Flags Theme Parks, Inc. (a),(b)USD76,0007.00% due 07/01/2576,013Smithfield Foods, Inc. (a),(b)USD850,0002.63% due 09/13/31624,762USD490,0003.00% due 10/15/30378,193Standard Industries, Inc. (a),(b)USD200,0003.38% due 01/15/31140,910USD175,0004.38% due 07/15/30133,875USD90,0005.00% due 02/15/2779,675Station Casinos LLC (a),(b)USD400,0004.63% due 12/01/31302,114Stewart Information Services Corp. (b)USD500,0003.60% due 11/15/31385,220Suburban Propane Partners LP/Suburban Energy Finance Corp. (b)USD400,0005.00% due 06/01/31327,004USD400,0005.88% due 03/01/27377,360Syneos Health, Inc. (a),(b)USD100,0003.63% due 01/15/2979,628Targa Resources Partners LP / Targa Resources Partners Finance Corp. (b)USD600,0006.88% due 01/15/29592,206TD SYNNEX Corp. (b)USD700,0002.38% due 08/09/28564,815USD500,0002.65% due 08/09/31372,532Tenet Healthcare Corp. (a),(b)USD100,0004.63% due 06/15/2887,374Textron, Inc. (b)USD1,000,0002.45% due 03/15/31767,177USD60,0003.00% due 06/01/3049,388T-Mobile USA, Inc. (b)USD100,0002.88% due 02/15/3180,584TriNet Group, Inc. (a),(b)USD350,0003.50% due 03/01/29285,075Trustage Financial Group, Inc. (a),(b)USD450,0004.63% due 04/15/32388,328Twilio, Inc. (b)USD57,0003.63% due 03/15/2946,027United Airlines, Inc. (a),(b)USD600,0004.38% due 04/15/26535,500United Wholesale Mortgage LLC (a),(b)USD250,0005.50% due 11/15/25218,070USD550,0005.50% due 04/15/29418,000Universal Health Services, Inc. (a),(b)USD800,0002.65% due 10/15/30591,638US Foods, Inc. (a),(b)USD400,0004.63% due 06/01/30333,000USD148,0004.75% due 02/15/29126,310USD350,0006.25% due 04/15/25343,871Valero Energy Corp. (b)USD850,0002.15% due 09/15/27734,967Vontier Corp. (b)USD700,0002.95% due 04/01/31503,440W R Berkley Corp. (b)USD140,0004.00% due 05/12/50105,697Wabash National Corp. (a),(b)USD400,0004.50% due 10/15/28310,082Walgreens Boots Alliance, Inc. (b)USD283,0004.10% due 04/15/50201,360Warnermedia Holdings, Inc. (a),(b)USD900,0004.28% due 03/15/32740,273USD400,0005.14% due 03/15/52290,220Wells Fargo & Co. (b),(c)USD750,0003.90% due633,750Western & Southern Life Insurance Co. (a),(b)USD150,0003.75% due 04/28/61101,678Weyerhaeuser Co. (b)USD54,0004.00% due 04/15/3047,735WMG Acquisition Corp. (a),(b)USD125,0003.00% due 02/15/3194,887USD150,0003.75% due 12/01/29124,620WR Grace Holdings LLC (a),(b)USD400,0004.88% due 06/15/27343,852Xcel Energy, Inc. (b)USD150,0002.35% due 11/15/31115,935Yale-New Haven Health Services Corp. (b)USD1,000,0002.50% due 07/01/50590,851Zayo Group Holdings, Inc. (a),(b)USD400,0004.00% due 03/01/27320,980社債合計104,833,133国債 (25.2%)Federal Farm Credit Banks Funding Corp.USD1,400,0002.70% due 01/30/451,001,894FNMA PoolUSD961,8502.00% due 09/01/50669,323USD3,279,5242.07% due 10/01/502,298,531USD1,541,9702.16% due 10/01/501,097,405USD1,000,0002.27% due 10/01/41666,621USD22,270,0004.00% due 11/04/22 (g)20,649,345USD1,114,3474.00% due 05/01/521,038,743USD989,9294.00% due 06/01/52924,556USD2,570,4244.00% due 07/01/522,413,610USD200,0004.04% due 07/01/48176,186USD670,0364.27% due 09/01/48615,833Freddie Mac PoolUSD989,1824.00% due 05/01/52920,506USD1,398,6054.00% due 06/01/521,304,446Tennessee Valley AuthorityUSD1,700,0004.25% due 09/15/651,517,212USD250,0005.38% due 04/01/56270,552Tennessee Valley Authority Principal Strip (d)USD400,0000.00% due 09/15/39167,082USD1,000,0000.00% due 12/15/42375,448USD450,0000.00% due 01/15/48128,195USD5,000,0000.00% due 09/15/60745,517U.S. Treasury BondsUSD6,200,0002.00% due 08/15/51 (h)4,235,375USD12,300,0002.25% due 02/15/52 (i)8,934,797U.S. Treasury NotesUSD4,190,0002.63% due 05/31/27 (h),(i)3,935,490USD23,342,0002.75% due 08/15/32 (h)21,332,321U.S. Treasury Strip Principal (d)USD5,170,0000.00% due 05/15/442,126,852USD1,210,0000.00% due 11/15/44486,732USD5,980,0000.00% due 02/15/46 (h)2,316,180USD7,700,0000.00% due 02/15/522,629,452国債合計82,978,204地方債 (1.2%)Dallas Fort Worth International AirportUSD1,000,0002.92% due 11/01/50681,578Health Care Authority for Baptist HealthUSD700,0005.50% due 11/15/43646,614Illinois Finance AuthorityUSD895,0006.29% due 07/01/33954,960Medical Center Educational Building Corp. (b)USD1,000,0002.92% due 06/01/41699,872Oklahoma Development Finance AuthorityUSD350,0004.65% due 08/15/30307,722State of New York Mortgage Agency (b)USD200,0003.85% due 10/01/44167,417Westchester County Local Development Corp. (b)USD500,0003.85% due 11/01/50360,127地方債合計3,818,290米国合計 (簿価 $342,663,370)290,867,939債券合計 (簿価 $430,204,187)367,432,372株数優先株式 (2.0%)バミューダ (0.2%)Arch Capital Group Ltd.(b),(e)22,0004.55%412,720RenaissanceRe Holdings Ltd.(b),(e)16,0004.20%282,240バミューダ合計 (簿価 $950,000)694,960米国 (1.8%)American Financial Group, Inc.(b)43,1014.50% due 09/15/60852,969Assurant, Inc.(b)8,4005.25% due 01/15/61177,240Bank of America Corp.(b),(e)30,0004.13%516,60024,0004.38%438,720CNO Financial Group, Inc.(b)10,0005.13% due 11/25/60187,600Equitable Holdings, Inc.(b),(e)28,0004.30%469,000First Republic Bank(b),(e)26,0004.13%447,20036,0004.25%641,8806,4004.50%118,592JPMorgan Chase & Co.(b),(e)16,0004.63%311,680Public Storage(b),(e)4,0704.13%74,27721,5814.63%434,857Selective Insurance Group, Inc.(b),(e)8,0004.60%139,760Wells Fargo & Co.(b),(e)34,0004.70%630,020W R Berkley Corp.(b)20,7034.13% due 03/30/61362,3023,1454.25% due 09/30/6053,434米国合計 (簿価 $7,985,000)5,856,131優先株式合計 (簿価 $8,935,000)6,551,091契約数買建インデックスオプション (0.7%)米国 (0.7%)15S&P 500 Put, Strike Price 4000 Expiration date 04/21/23654,88544SPX Put, Strike Price 3600 Expiration date 12/16/22774,40040SPX Put, Strike Price 3800 Expiration date 11/18/22893,200米国合計2,322,485買建インデックスオプション合計 (支払プレミアム $1,604,280)2,322,485元本短期投資 (0.8%)スペイン (0.8%)定期預金 (0.8%)Banco Bilbao Vizcaya ArgentariaUSD2,548,4722.33% due 10/03/222,548,472定期預金合計2,548,472スペイン合計 (簿価 $2,548,472)2,548,472短期投資合計 (簿価 $2,548,472)2,548,472投資総額 (簿価 $443,291,939)115.0$378,854,420現金および他の資産を超過する負債(15.0)(49,507,754)純資産100.0%$329,346,666* バンクローンは変動利付債務です。記載されているクーポンレートは期末時点のものです。

2023/11/30 9:01

#20 （参考）マザーファンド-001

e border="0" style="width:495.0pt;border-collapse:collapse">(参考)マザーファンドダイワ・マネーアセット・マザーファンドe border="0" style="width:495.0pt;border-collapse:collapse">(1) 投資状況 (2023年9月29日現在)投資状況

投資資産の種類	時価(円)	投資比率(%)
コール・ローン、その他の資産(負債控除後)	686,659,168	100.00
純資産総額	686,659,168	100.00

e border="0" style="width:495.0pt;border-collapse:collapse">投資資産の種類時価(円)投資比率(%)コール・ローン、その他の資産(負債控除後)686,659,168100.00純資産総額686,659,168100.00

(注1)	投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。
(注2)	投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。

e border="0" style="width:495.0pt;border-collapse:collapse">(注1)投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。(注2)投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。e border="0" style="width:495.0pt;border-collapse:collapse">(2) 投資資産 (2023年9月29日現在)① 投資有価証券の主要銘柄イ.主要銘柄の明細e border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。e border="0" style="width:495.0pt;border-collapse:collapse">ロ.投資有価証券の種類別投資比率e border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。e border="0" style="width:495.0pt;border-collapse:collapse">ハ.投資株式の業種別投資比率e border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。e border="0" style="width:495.0pt;border-collapse:collapse">② 投資不動産物件e border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。e border="0" style="width:495.0pt;border-collapse:collapse">③ その他投資資産の主要なものe border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。

2023/11/30 9:01