有価証券報告書(内国投資信託受益証券)-第14期(令和4年3月8日-令和4年9月7日)

(4) 【附属明細表】

第1 有価証券明細表

(1) 株式

該当事項はありません。

(2) 株式以外の有価証券
種 類	銘 柄	券面総額	評価額 (円)	備考
投資信託受益証券	DAIWA CORE BOND STRATEGY FUND - THE JPY HEDGED CLASS UNIT	18,897,204.030	1,617,241,618
投資信託受益証券 合計			1,617,241,618
親投資信託受益証券	ダイワ・マネーアセット・マザーファンド	999	997
親投資信託受益証券 合計			997
合計			1,617,242,615

投資信託受益証券及び親投資信託受益証券における券面総額欄の数値は、証券数を表示しております。

第2 信用取引契約残高明細表

該当事項はありません。

第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表

該当事項はありません。

(参考)

当ファンドは、ケイマン籍の外国投資信託「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(円ヘッジ・クラス)」の受益証券(円建)を主要投資対象としており、貸借対照表の資産の部に計上された「投資信託受益証券」は、すべて同ファンドの受益証券であります。 また、当ファンドは、「ダイワ・マネーアセット・マザーファンド」受益証券を主要投資対象としており、貸借対照表の資産の部に計上された「親投資信託受益証券」は、すべて同マザーファンドの受益証券であります。 なお、同ファンドの状況及び当ファンドの計算期間末日(以下、「期末日」)における同マザーファンドの状況は次のとおりであります。

「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(円ヘッジ・クラス)」の状況
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。

(米ドル建て)
貸借対照表
2021年9月30日

資産
投資資産の評価額 (簿価 $405,239,082)	$	409,720,918
現金		63
中央清算されるデリバティブ取引におけるブローカーへの預託金		12,780
外国為替先渡取引による評価益		566,188
ブローカーからの未収金 – 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		22,004
拠出済ローン契約の評価益		1
未収:
売却済投資資産の代金		92,355
受渡遅延の売却済投資資産の代金		32,920,848
発行済受益証券の代金		22,538
配当		16,923
利息		1,981,392
資産合計		445,356,010
負債
外国為替先渡取引による評価損		1,774,211
売建オプションによる評価額 (受取プレミアム$144,135)		103,025
信用売り評価益(売却代金 $11,923,386)		11,911,157
店頭デリバティブ取引におけるブローカーからの預託金		595,000
買い現先取引の評価額		19,526,058
未払:
購入済投資資産の代金		9,232,280
受渡遅延の購入済投資資産の代金		32,647,299
償還済受益証券の代金		278,807
会計および管理会社報酬		357,626
運用会社報酬		305,532
専門家報酬		61,799
保管会社報酬		29,772
販売会社報酬		20,688
管理会社報酬		17,089
名義書換代理人報酬		6,934
代理人報酬		3,181
為替取引執行会社報酬		2,806
印刷費用		1,244
その他負債		165,475
負債合計		77,039,983
純資産	$	368,316,027
純資産
豪ドル・クラス	$	7,185,592
円ヘッジ・クラス		22,498,993
ノンヘッジ・クラス		309,217,155
NZドル・クラス		3,789,133
トルコ・リラ・クラス		11,778,122
米ドル・クラス		7,703,894
南アフリカ・ランド・クラス		6,143,138
	$	368,316,027
発行済み受益証券
豪ドル・クラス		88,076
円ヘッジ・クラス		23,780,045
ノンヘッジ・クラス		337,502,763
NZドル・クラス		48,427
トルコ・リラ・クラス		835,216
米ドル・クラス		66,483
南アフリカ・ランド・クラス		79,305
受益証券1口当り純資産額
豪ドル・クラス	$	81.58
円ヘッジ・クラス	$	0.946
ノンヘッジ・クラス	$	0.916
NZドル・クラス	$	78.24
トルコ・リラ・クラス	$	14.10
米ドル・クラス	$	115.88
南アフリカ・ランド・クラス	$	77.46

損益計算書
2021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 $71,613控除後)	$	10,859,903
配当収益 (源泉徴収税 $77,097控除後)		178,513
投資収益合計		11,038,416
費用
管理会社報酬		1,785,903
会計および管理会社報酬		308,698
販売会社報酬		269,328
運用会社報酬		217,418
保管会社報酬		190,377
専門家報酬		103,307
名義書換代理人報酬		46,616
代理人報酬		40,648
印刷費用		22,522
受託会社報酬		10,000
登録料		6,431
為替取引執行会社報酬		5,944
支払利息		477
その他費用		69
費用合計		3,007,738
投資利益		8,030,678
実現損益および評価損益:
実現益:
証券投資		3,458,642
スワップ取引		796,649
外国為替取引および外国為替先渡取引		1,222,841
実現利益		5,478,132
評価損益の変動:
証券投資		(3,606,915)
スワップ取引		(1,519,137)
外国為替換算および外国為替先渡取引		(1,461,112)
売建オプション		41,110
未拠出ローン契約		1
信用売りの評価益		12,229
評価損益の純変動		(6,533,824)
実現利益および評価損益の純変動		(1,055,692)
運用による純資産の純増	$	6,974,986

投資明細表
2021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 (101.6%)
	オーストラリア (1.1%)
	社債 (1.1%)
	Macquarie Bank Ltd. (a)
USD 1,610,000	3.62% due 06/03/30			$	1,688,221
	Macquarie Group Ltd. (a),(b),(c)
USD 400,000	2.69% due 06/23/32				398,932
	National Australia Bank Ltd. (a)
USD 750,000	2.99% due 05/21/31				758,094
	Newcrest Finance Pty Ltd. (a),(b)
USD 800,000	3.25% due 05/13/30				849,324
	Westpac Banking Corp.
USD 250,000	2.96% due 11/16/40				247,038
	社債合計				3,941,609
	オーストラリア合計 (簿価 $3,853,226)				3,941,609
	バミューダ (0.3%)
	資産担保証券 (0.2%)
	Textainer Marine Containers VII, Ltd. Class A (a),(b)
USD 843,215	2.73% due 08/21/45				854,449
	資産担保証券合計				854,449
	社債 (0.1%)
	Triton Container International Ltd. (a),(b)
USD 450,000	3.15% due 06/15/31				453,706
	社債合計				453,706
	バミューダ合計 (簿価 $1,292,588)				1,308,155
	カナダ (1.4%)
	バンクローン* (0.1%)
	Air Canada
USD 300,000	4.25% due 08/11/28				301,624
	バンクローン合計				301,624
	社債 (1.3%)
	1011778 BC ULC / New Red Finance, Inc. (a),(b)
USD 950,000	4.00% due 10/15/30				940,500
USD 100,000	5.75% due 04/15/25				104,985
	Brookfield Finance, Inc. (b)
USD 600,000	3.50% due 03/30/51				625,322
USD 150,000	4.70% due 09/20/47				181,231
	CGI, Inc. (a),(b)
USD 300,000	2.30% due 09/14/31				291,109
	Fairfax Financial Holdings Ltd. (a),(b)
USD 880,000	3.38% due 03/03/31				911,468
	Wilton RE Ltd. (a),(b),(c),(d)
USD 1,450,000	6.00%				1,581,443
	Yamana Gold, Inc. (a),(b)
USD 250,000	2.63% due 08/15/31				243,944
	社債合計				4,880,002
	カナダ合計 (簿価 $5,021,409)				5,181,626
	ケイマン諸島 (12.7%)
	資産担保証券 (12.7%)
	ABPCI Direct Lending Fund CLO I LLC Class B12 (a),(c)
USD 1,000,000	2.18% due 07/20/33				1,000,264
	ABPCI Direct Lending Fund CLO II LLC Class A1R (a),(b),(c)
USD 1,250,000	1.73% due 04/20/32				1,249,074
	ABPCI Direct Lending Fund CLO V Ltd. Class A1R (a),(b),(c)
USD 750,000	1.63% due 04/20/31				749,998
	ABPCI Direct Lending Fund IX LLC Class A1 (a),(c)
USD 1,000,000	2.08% due 11/18/31				1,000,892
	ACRES Commercial Realty 2021-FL1 Ltd. Class C (a),(b),(c)
USD 1,000,000	2.08% due 06/15/36				989,972
	AIM Aviation Finance, Ltd., 2015-1A Class A1 (a),(b)
USD 447,149	4.21% due 02/15/40				379,674
	AMMC CLO XIV Ltd. Class A2R2 (a),(b),(c)
USD 200,000	1.53% due 07/25/29				199,307
	Anchorage Credit Funding 13 Ltd. Class A1 (a),(b)
USD 1,000,000	2.88% due 07/27/39				990,959
	Anchorage Credit Funding 3 Ltd. Class A1R (a),(b)
USD 750,000	2.87% due 01/28/39				775,367
	Anchorage Credit Funding 4 Ltd. Class AR (a),(b)
USD 2,000,000	2.72% due 04/27/39				2,024,894
	BXMT 2020-FL2, Ltd. Class AS (a),(b),(c)
USD 2,000,000	1.31% due 02/15/38				1,996,200
	BXMT 2020-FL2, Ltd. Class C (a),(b),(c)
USD 2,350,000	1.81% due 02/15/38				2,344,125
	BXMT 2020-FL3 Ltd. Class C (a),(b),(c)
USD 250,000	2.71% due 03/15/37				251,551
	Cerberus Loan Funding XVII, Ltd. 2021-2A Class A Class A (a),(c)
USD 1,000,000	1.75% due 04/22/33				998,553
	Cerberus Loan Funding XXVI LP Class AR (a),(c)
USD 750,000	1.63% due 04/15/31				749,999
	Cerberus Loan Funding XXX LP Class A (a),(c)
USD 1,500,000	1.98% due 01/15/33				1,498,076
	Cerberus Loan Funding XXXI LP Class A (a),(c)
USD 1,000,000	1.63% due 04/15/32				1,000,198
	Cerberus Loan Funding XXXIII LP Class B (a),(c)
USD 1,000,000	1.98% due 07/23/33				996,428
	Cerberus Loan Funding XXXV LP Class B (a),(c)
USD 2,000,000	1.98% due 09/22/33				2,000,000
	Denali Capital CLO XI, Ltd. 2015-1A Class A1RR (a),(b),(c)
USD 1,613,518	1.26% due 10/20/28				1,613,697
	Dryden 33 Senior Loan Fund Class BR3 (a),(b),(c)
USD 1,500,000	1.53% due 04/15/29				1,500,020
	FINS 2020-1 A1 (e)
USD 1,750,000	0.00% due 05/15/38				1,776,722
	Fortress Credit Opportunities IX CLO, Ltd. 2017-9A (e)
USD 1,750,000	0.00% due 10/15/33				1,750,000
	Fortress Credit Opportunities XI CLO, Ltd. 2018-11A Class A1T (a),(c)
USD 1,000,000	1.43% due 04/15/31				992,530
	Golub Capital Partners CLO 16 Ltd. Class A1R2 (a),(c)
USD 250,000	1.70% due 07/25/33				250,377
	Golub Capital Partners CLO 16 Ltd. Class A2R2 (a),(c)
USD 2,000,000	1.89% due 07/25/33				2,010,022
	Golub Capital Partners CLO 16 Ltd. Class BR2 (a),(c)
USD 1,000,000	1.99% due 07/25/33				998,320
	Golub Capital Partners CLO 33M Ltd. Class AR2 (a),(c)
USD 1,250,000	1.98% due 08/25/33				1,244,310
	Golub Capital Partners CLO 36M, Ltd. 2018-36A Class A (a),(b),(c)
USD 1,000,000	1.42% due 02/05/31				996,783
	Golub Capital Partners CLO 49M Ltd. Class CR (a),(c)
USD 500,000	2.70% due 08/26/33				498,793
	Golub Capital Partners CLO 54M L.P Class C (a),(c)
USD 1,000,000	2.77% due 08/05/33				996,877
	GPMT 2019-FL2 Ltd. Class C (a),(b),(c)
USD 480,000	2.43% due 02/22/36				478,799
	HGI CRE CLO 2021-FL2 Ltd. Class C (a),(b),(c)
USD 1,000,000	1.90% due 09/19/26				1,000,000
	KDAC Aviation Finance, Ltd. 2017-1A Class A (a)
USD 1,047,948	4.21% due 12/15/42				1,044,017
	LoanCore 2018-CRE1 Issuer, Ltd. Class AS (a),(b),(c)
USD 1,000,000	1.58% due 05/15/28				1,000,000
	LoanCore 2019-CRE2 Issuer, Ltd. Class AS (a),(b),(c)
USD 1,150,000	1.58% due 05/15/36				1,150,000
	Midocean Credit Clo VII 2017-7A Class A2R (a),(b),(c)
USD 1,000,000	1.58% due 07/15/29				1,001,320
	Monroe Capital CLO 2014-1, Ltd. Class BR (a),(c)
USD 241,980	1.84% due 10/22/26				241,973
	Owl Rock CLO IV Ltd. Class A2R (a),(b),(c)
USD 1,000,000	2.04% due 08/20/33				996,241
	Palmer Square Loan Funding 2018-4, Ltd. Class A1 (a),(b),(c)
USD 997,339	1.02% due 11/15/26				996,691
	Shackleton 2015-VIII CLO, Ltd. 2015-8A Class A1R (a),(b),(c)
USD 2,118,159	1.05% due 10/20/27				2,118,189
	THL Credit Lake Shore MM CLO I LTD Class BR (a),(b),(c)
USD 1,000,000	2.13% due 04/15/33				998,312
	VENTURE XIII CLO, Ltd. 2013-13A Class SUB (a),(b),(c)
USD 500,000	0.00% due 09/10/29				131,043
	資産担保証券合計				46,980,567
	ケイマン諸島合計 (簿価 $47,159,534)				46,980,567
	フランス (0.3%)
	社債 (0.3%)
	Altice France S.A. (a),(b)
USD 250,000	5.13% due 07/15/29				245,508
	BNP Paribas S.A. (a),(b),(c)
USD 500,000	2.16% due 09/15/29				496,206
	Societe Generale S.A. (a),(b),(c)
USD 500,000	2.89% due 06/09/32				502,244
	社債合計				1,243,958
	フランス合計 (簿価 $1,250,000)				1,243,958
	ガーンジー (1.0%)
	社債 (1.0%)
	Pershing Square Holdings, Ltd. (b)
USD 1,600,000	3.25% due 11/15/30				1,617,451
USD 1,000,000	3.25% due 10/01/31				1,001,150
USD 1,000,000	5.50% due 07/15/22				1,030,776
	社債合計				3,649,377
	ガーンジー合計 (簿価 $3,614,171)				3,649,377
	アイルランド (0.1%)
	社債 (0.1%)
	LCPR Senior Secured Financing DAC (a),(b)
USD 200,000	6.75% due 10/15/27				212,000
	社債合計				212,000
	アイルランド合計 (簿価 $211,242)				212,000
	日本 (0.7%)
	社債 (0.7%)
	Nippon Life Insurance Co. (a),(b),(c)
USD 1,850,000	2.90% due 09/16/51				1,821,979
	Sumitomo Life Insurance Co. (a),(b),(c)
USD 500,000	3.38% due 04/15/81				519,065
	Sumitomo Mitsui Financial Group, Inc.
USD 250,000	2.22% due 09/17/31				245,737
	社債合計				2,586,781
	日本合計 (簿価 $2,600,000)				2,586,781
	ジャージー、チャンネル諸島 (0.6%)
	社債 (0.6%)
	Galaxy Pipeline Assets Bidco Ltd. (a)
USD 800,000	2.94% due 09/30/40				798,332
USD 1,400,000	3.25% due 09/30/40				1,411,332
	社債合計				2,209,664
	ジャージー、チャンネル諸島合計 (Cost $2,200,000)				2,209,664
	ルクセンブルク (0.1%)
	バンクローン* (0.1%)
	Aston FinCo S.A.R.L.
USD 246,867	4.33% due 10/09/26				246,122
	Endo Luxembourg Finance Company I S.A.R.L.
USD 149,250	5.75% due 03/27/28				146,296
	バンクローン合計				392,418
	社債 (0.0%)
	Endo Luxembourg Finance Co. I S.A.R.L. / Endo US, Inc. (a),(b)
USD 100,000	6.13% due 04/01/29				100,000
	社債合計				100,000
	ルクセンブルク合計 (簿価 $486,493)				492,418
	メキシコ (0.2%)
	社債 (0.2%)
	Becle SAB de CV (a),(b)
USD 600,000	2.50% due 10/14/31				593,856
	社債合計				593,856
	メキシコ合計 (簿価 $593,856)				593,856
	多国籍企業 (0.5%)
	社債 (0.5%)
	Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC (a),(b)
USD 450,000	4.00% due 09/01/29				455,062
	Delta Air Lines, Inc. / SkyMiles IP, Ltd. (a)
USD 1,150,000	4.50% due 10/20/25				1,230,449
	社債合計				1,685,511
	多国籍企業合計 (簿価 $1,598,922)				1,685,511
	オランダ (0.7%)
	バンクローン* (0.3%)
	Diamond (BC) B.V.
USD 900,000	0.00% due 09/29/28				901,809
	バンクローン合計				901,809
	社債 (0.4%)
	Alcoa Nederland Holding BV (a),(b)
USD 200,000	4.13% due 03/31/29				208,500
USD 200,000	5.50% due 12/15/27				214,686
	Dufry One BV (b)
EUR 100,000	3.38% due 04/15/28				115,026
	Enel Finance International NV (a),(b)
USD 250,000	2.88% due 07/12/41				243,024
	UPC Broadband Finco BV (a),(b)
USD 500,000	4.88% due 07/15/31				511,930
	Ziggo BV (a),(b)
USD 300,000	4.88% due 01/15/30				308,340
	社債合計				1,601,506
	オランダ合計 (簿価 $2,473,864)				2,503,315
	カタール (0.3%)
	社債 (0.3%)
	Qatar Petroleum (a),(b)
USD 500,000	3.13% due 07/12/41				499,760
USD 500,000	3.30% due 07/12/51				505,000
	社債合計				1,004,760
	カタール合計 (簿価 $998,170)				1,004,760
	スペイン (0.2%)
	社債 (0.2%)
	Cellnex Finance Co. S.A. (a),(b)
USD 650,000	3.88% due 07/07/41				638,437
	社債合計				638,437
	スペイン合計 (簿価 $643,406)				638,437
	英国 (2.6%)
	社債 (2.6%)
	Anglo American Capital PLC (a),(b)
USD 1,450,000	2.63% due 09/10/30				1,438,720
USD 750,000	3.95% due 09/10/50				800,213
USD 200,000	5.63% due 04/01/30				241,158
	BP Capital Markets PLC (b),(c),(d)
USD 1,480,000	4.88%				1,626,905
	Ferguson Finance PLC (a),(b)
USD 510,000	3.25% due 06/02/30				544,360
	INEOS Quattro Finance 2 PLC (a),(b)
USD 300,000	3.38% due 01/15/26				303,000
	Standard Chartered PLC (a),(b),(c)
USD 1,400,000	4.64% due 04/01/31				1,613,303
	Virgin Media Finance PLC (a),(b)
USD 200,000	5.00% due 07/15/30				204,272
	Virgin Media Secured Finance PLC (a),(b)
USD 400,000	4.50% due 08/15/30				406,500
	Vmed O2 UK Financing I PLC (a),(b)
GBP 650,000	4.00% due 01/31/29				883,001
	British Telecommunications PLC
USD 100,000	9.63% due 12/15/30				152,906
	Royalty Pharma PLC (b)
USD 270,000	2.20% due 09/02/30				263,646
USD 520,000	3.55% due 09/02/50				509,569
	Vodafone Group PLC (b),(c)
USD 550,000	4.13% due 06/04/81				$ 556,897
	Weir Group PLC (a),(b)
USD 200,000	2.20% due 05/13/26				201,901
	社債合計				9,746,351
	英国合計 (簿価 $9,444,858)				9,746,351
	米国 (78.8%)
	資産担保証券 (18.2%)
	AASET 2017-1 Trust Class A (a)
USD 354,809	3.97% due 05/16/42				325,340
	AASET 2018-2 US, Ltd. Class A (a)
USD 2,343,147	4.45% due 11/18/38				2,275,904
	ABPCI Direct Lending Fund CLO VII LP Class A1A (a),(c)
USD 300,000	1.94% due 10/20/31				300,007
	American Home Mortgage Investment Trust 2007-1 Class GIOP
USD 3,105,779	2.08% due 05/25/47				504,762
	Applebee's Funding LLC / IHOP Funding LLC Class A2I (a),(b)
USD 346,500	4.19% due 06/07/49				352,540
	Arbys Funding LLC Class A2 (a),(b)
USD 1,584,000	3.24% due 07/30/50				1,642,085
	Asset Backed Securities Corp. Home Equity Loan Trust Series AEG 2006-HE1 Class M1 (b),(c)
USD 1,000,000	0.69% due 01/25/36				991,715
	Bear Stearns Asset Backed Securities I Trust 2006-HE9 Class 2A (b),(c)
USD 422,380	0.23% due 11/25/36				417,254
	Benchmark 2018-B6 Mortgage Trust Class XA (b),(c)
USD 22,131,437	0.57% due 10/10/51				484,984
	BRAVO Residential Funding Trust 2021-C Class A1 (a)
USD 3,750,000	1.62% due 03/01/61				3,748,321
	BX Commercial Mortgage Trust 2019-XL Class F (a),(c)
USD 883,669	2.08% due 10/15/36				884,733
	BX Commercial Mortgage Trust 2021-VOLT Class D (a),(c)
USD 1,000,000	1.75% due 09/15/36				1,000,627
	BX Commercial Mortgage Trust 2021-VOLT Class E (a),(c)
USD 800,000	2.10% due 09/15/36				801,002
	Capital Automotive LLC 2017-1A Class A1 (a),(b)
USD 795,598	3.87% due 04/15/47				797,563
	Capmark Military Housing Trust 2007-AET2 Class A (a)
USD 466,471	6.06% due 10/10/52				524,791
	CARS-DB4 LP 2020-1A Class A6 (a),(b)
USD 997,708	3.81% due 02/15/50				1,070,800
	CARS-DB4 LP Class A5 (a),(b)
USD 598,625	3.48% due 02/15/50				615,840
	CARS-DB5 LP Class A4 (a),(b)
USD 500,000	2.76% due 08/15/51				497,998
	Cascade Funding Mortgage Trust 2018-RM2 Class A (a),(b),(c)
USD 1,690,118	4.00% due 10/25/68				1,753,514
	Castlelake Aircraft Securitization Trust 2018-1 Class A (a)
USD 1,353,063	4.13% due 06/15/43				1,349,350
	CD 2016-CD1 Mortgage Trust Class XA (b),(c)
USD 873,630	1.52% due 08/10/49				47,164
	CF Hippolyta LLC 2020-1 Class B1 (a),(b)
USD 237,197	2.28% due 07/15/60				240,604
	Citigroup Commercial Mortgage Trust 2016-C2 Class XA (b),(c)
USD 959,636	1.89% due 08/10/49				66,037
	Citigroup Commercial Mortgage Trust 2016-GC37 Class XA (b),(c)
USD 3,234,452	1.85% due 04/10/49				201,414
	Citigroup Commercial Mortgage Trust 2016-P5 Class XA (b),(c)
USD 1,784,051	1.60% due 10/10/49				97,503
	CMFT Net Lease Master Issuer LLC Class A2 (a),(b)
USD 99,648	2.57% due 07/20/51				99,290
	CMFT Net Lease Master Issuer LLC Class A6 (a),(b)
USD 700,000	3.44% due 07/20/51				698,674
	COMM 2015-CCRE26 Mortgage Trust Class XA (b),(c)
USD 5,910,427	1.08% due 10/10/48				184,100
	CSMC 2020-RPL5 Trust Class A1 (a),(b),(c)
USD 1,474,760	3.02% due 08/25/60				1,494,952
	CSMC 2021-RPL4 Trust Class A1 (a),(b),(c)
USD 948,358	1.80% due 12/27/60				951,335
	CSMC 2021-RPL7 Trust Class A1 (a)
USD 1,000,000	1.93% due 07/27/61				1,000,420
	Domino's Pizza Master Issuer LLC Class A23 (a),(b)
USD 241,250	4.12% due 07/25/47				258,920
	Extended Stay America Trust 2021-ESH Class D (a),(c)
USD 248,706	2.33% due 07/15/38				251,789
	Falcon Aerospace, Ltd. 2017-1 Class A (a)
USD 146,627	4.58% due 02/15/42				146,090
	FirstKey Revolving Trust 2020-C2 (a)
USD 1,167,077	3.25% due 12/25/23				1,167,077
	FirstKey Revolving Trust 2021-A (a)
USD 1,600,000	2.21% due 11/30/58				1,600,432
	FNMA-Aces Class X1 (c)
USD 3,956,979	1.58% due 03/25/35				502,138
	Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1 Class A3 (a),(c)
USD 892,961	4.44% due 11/25/52				1,012,299
	Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1 Class B1 (a),(c)
USD 1,962,848	4.66% due 11/25/55				2,305,039
	Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1 Class XA1 (a),(c)
USD 5,841,810	0.70% due 11/25/55				388,135
	Freddie Mac Multifamily Structured Pass Through Certificates Class X1 (b),(c)
USD 19,451,801	0.48% due 03/25/25				222,359
	GMAC Commercial Mortgage Asset Corp. 2006-NELL Class A (a)
USD 463,349	5.36% due 05/10/51				504,143
	GMAC Commercial Mortgage Asset Corp. 2007-HCKM Class A (a)
USD 936,512	6.11% due 08/10/52				1,084,446
	GS Mortgage Securities Corp. Trust 2020-DUNE Class D (a),(c)
USD 1,000,000	1.98% due 12/15/36				996,729
	GS Mortgage Securities Corp. Trust 2020-UPTN Class D (a),(c)
USD 1,000,000	3.35% due 02/10/37				1,025,314
	Home Equity Loan Trust 2007-FRE1 Class 1AV1 (b),(c)
USD 1,551,601	0.28% due 04/25/37				1,482,667
	J.G. Wentworth XLI LLC Class B (a),(b)
USD 350,000	4.70% due 10/15/74				408,399
	Legacy Mortgage Asset Trust 2021-GS2 Class A1 (a),(b)
USD 947,301	1.75% due 04/25/61				948,220
	Legacy Mortgage Asset Trust 2021-GS3 Class A1 (a),(b)
USD 573,038	1.75% due 07/25/61				573,503
	Lehman XS Trust Series 2006-12N Class A32A (b),(c)
USD 1,591,223	0.49% due 08/25/46				1,583,615
	Lehman XS Trust Series 2007-2N Class 2A (b),(c)
USD 587,722	0.27% due 02/25/37				589,385
	LoanCore 2021-CRE4 Issuer Ltd. Class C (a),(c)
USD 1,000,000	1.86% due 07/15/35				997,800
	LSTAR Securities Investment Ltd. 2020-1 Class A (a),(b),(c)
USD 739,838	1.89% due 02/01/26				742,091
	LSTAR Securities Investment Ltd. 2021-2 Class A1 (a),(c)
USD 450,552	1.79% due 03/02/26				450,737
	Madison Avenue Secured Funding Trust Series 2020-1 Class A (a),(c)
USD 300,000	1.71% due 12/13/21				300,000
	Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 Class XA (b),(c)
USD 15,896,914	0.92% due 11/15/52				615,427
	Morgan Stanley Capital I Trust 2016-UB11 Class XA (b),(c)
USD 2,159,831	1.63% due 08/15/49				119,433
	Nassau 2019 CFO LLC Class A (a),(b)
USD 366,276	3.98% due 08/15/34				370,168
	OSAT 2021-RPL1 Trust Class A1 (a),(b)
USD 958,026	2.12% due 05/25/65				957,947
	Oxford Finance Funding 2020-1 LLC Class A2 (a),(b)
USD 500,000	3.10% due 02/15/28				512,651
	PRPM 2021-5 LLC Class A1 (a),(b)
USD 965,318	1.79% due 06/25/26				966,150
	PRPM 2021-8 LLC Class A1 (a),(b),(c)
USD 1,900,000	1.74% due 09/25/26				1,897,616
	RALI Series 2006-QO2 Trust Class A1 (b),(c)
USD 107,377	0.53% due 02/25/46				31,102
	Raspro Trust 2005-1A Class B (a),(c)
USD 565,244	1.06% due 03/23/24				565,243
	Ready Captial Mortgage Financing 2019-FL3 LLC Class B (a),(c)
USD 75,000	1.74% due 03/25/34				75,000
	Sabey Data Center Issuer LLC Class A2 (a),(b)
USD 615,000	3.81% due 04/20/45				647,081
	ServiceMaster Funding LLC Class A2II (a),(b)
USD 597,000	3.34% due 01/30/51				617,802
	Station Place Securitization Trust 2021-WL1 Class E (a),(c)
USD 1,000,000	2.09% due 01/26/54				997,479
	Station Place Securitization Trust 2021-WL2 Class E (a),(b),(c)
USD 2,600,000	1.59% due 03/25/54				2,599,934
	STORE Master Funding I LLC 2015-1A Class A2 (a),(b)
USD 193,583	4.17% due 04/20/45				201,650
	STORE Master Funding I-VII Class A1 (a),(b)
USD 906,229	3.96% due 10/20/46				951,851
	STORE Master Funding I-VII Class A2 (a),(b)
USD 949,511	4.29% due 10/20/48				1,012,516
	Strategic Partners VIII Fund (e)
USD 1,400,000	0.00% due 03/10/25				1,414,000
	Taco Bell Funding LLC 2016-1A Class A23 (a),(b)
USD 191,500	4.97% due 05/25/46				205,084
	Taco Bell Funding LLC Class A2II (a),(b)
USD 500,000	2.29% due 08/25/51				497,701
	TCP Waterman CLO, Ltd. 2016-1A Class A1ST (a),(c)
USD 165,794	2.17% due 12/15/28				165,809
	UBS Commercial Mortgage Trust 2017-C2 Class XA (b),(c)
USD 5,150,366	1.20% due 08/15/50				242,727
	Vault DI Issuer LLC Class A2 (a),(b)
	Vault DI Issuer LLC Class A2 (a),(b)
USD 1,000,000	2.80% due 07/15/46				1,001,260
	VB-S1 Issuer LLC Class C2 (a),(b)
USD 500,000	3.03% due 06/15/50				521,105
	Wachovia Asset Securitization Issuance II LLC 2007-HE2 Trust Class A (a),(c)
USD 419,419	0.22% due 07/25/37				402,577
	Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust Class 1A (b),(c)
USD 693,740	0.92% due 11/25/46				637,491
	Wells Fargo Commercial Mortgage Trust 2015-NXS1 Class A2 (b)
USD 157,424	2.63% due 05/15/48				157,386
	Wells Fargo Commercial Mortgage Trust 2016-C37 Class XA (b),(c)
USD 8,680,326	1.06% due 12/15/49				266,474
	Wells Fargo Commercial Mortgage Trust 2016-NXS5 Class XA (b),(c)
USD 3,782,005	1.59% due 01/15/59				190,225
	Wingstop Funding LLC Class A2 (a),(b)
USD 248,750	2.84% due 12/05/50				255,761
	Woodmont 2020-7 Trust Class A1A (a),(c)
USD 1,250,000	2.03% due 01/15/32				1,256,250
	ZH Trust 2021-1 Class A (a)
USD 500,000	2.25% due 02/18/27				500,551
	ZH Trust 2021-2 Class A (a)
USD 1,000,000	2.35% due 10/17/27				999,420
	資産担保証券合計				66,814,821
	バンクローン* (4.0%)
	Alterra Mountain Company
USD 494,872	4.00% due 08/17/28				494,409
	AmWINS Group, Inc.
USD 198,500	3.00% due 02/19/28				197,509
	Apttus Corporation
USD 150,000	5.00% due 05/08/28				150,969
	Ascend Learning, LLC
USD 346,500	4.75% due 07/12/24				347,366
	Cambrex Corp.
USD 495,627	4.25% due 12/04/26				496,952
	Citadel Securities LP
USD 895,500	2.58% due 02/02/28				888,466
	CP Atlas Buyer, Inc.
USD 497,500	4.25% due 11/23/27				496,624
	Cushman & Wakefield U.S. Borrower, LLC
USD 147,743	2.83% due 08/21/25				146,654
	Deerfield Dakota Holding, LLC
USD 148,496	4.75% due 04/09/27				149,111
	DiversiTech Holdings, Inc.
USD 641,681	4.25% due 12/02/24				642,284
	Energizer Holdings, Inc.
USD 248,750	2.75% due 12/22/27				249,009
	Filtration Group Corp.
USD 393,636	3.08% due 03/31/25				392,191
	Graftech International Ltd.
USD 342,641	3.50% due 02/12/25				343,528
	Hamilton Holdco LLC
USD 574,006	2.14% due 01/02/27				572,302
	Hamilton Projects Acquiror, LLC
USD 791,980	5.75% due 06/17/27				796,067
	Help at Home, LLC
USD 248,895	6.00% due 10/29/27				249,517
	Higginbotham Insurance Agency, Inc.
USD 62,560	5.28% due 11/25/26 (f)				61,622
USD 271,756	6.25% due 11/25/26				267,679
	HighTower Holding, LLC
USD 200,000	4.75% due 04/21/28				200,281
	ITT Holdings LLC (f)
USD 200,000	3.25% due 07/10/28				200,125
	Jane Street Group, LLC
USD 545,376	2.83% due 01/26/28				540,672
	Mavis Tire Express Services Topco Corp.
USD 399,000	4.75% due 05/04/28				400,428
	Midwest Veterinary Partners, LLC
USD 250,000	4.75% due 04/27/28				250,313
	Mileage Plus Holdings LLC
USD 400,000	6.25% due 06/21/27				425,376
	National Mentor Holdings, Inc.
USD 239,978	4.50% due 03/02/28				240,278
	Orion Advisor Solutions, Inc.
USD 199,000	4.50% due 09/24/27				199,394
	Park River Holdings, Inc.
USD 29,832	4.00% due 12/28/27				29,748
	Peraton Corp.
USD 447,750	4.50% due 02/01/28				448,800
	PetIQ, LLC
USD 498,750	4.75% due 04/13/28				496,880
	Planview Parent, Inc.
USD 397,000	4.75% due 12/17/27				398,739
	ProQuest LLC
USD 267,631	3.33% due 10/23/26				267,691
	Recorded Books Inc.
USD 141,138	4.08% due 08/29/25				141,469
	Southern Veterinary Partners, LLC
USD 347,587	5.00% due 10/05/27				349,325
	SP PF Buyer LLC
USD 347,328	4.58% due 12/22/25				342,118
	TransDigm Inc.
USD 888,693	2.33% due 12/09/25				878,927
	Upland Software, Inc.
USD 346,091	3.83% due 08/06/26				346,480
	USI, Inc.
USD 247,489	3.38% due 12/02/26				246,310
	Waystar Technologies, Inc.
USD 1,188,225	4.08% due 10/22/26				1,190,453
	Xplornet Communications Inc.
USD 246,875	4.84% due 06/10/27				247,051
	バンクローン合計				14,783,117
	社債 (32.5%)
	Acadia Healthcare Co., Inc. (a),(b)
USD 350,000	5.00% due 04/15/29				364,437
	AES Corp. (a),(b)
USD 360,000	3.95% due 07/15/30				395,863
	Allison Transmission, Inc. (a),(b)
USD 200,000	3.75% due 01/30/31				194,500
	Altria Group, Inc. (b)
USD 490,000	3.40% due 05/06/30				517,991
USD 1,100,000	3.70% due 02/04/51				1,038,969
USD 90,000	4.45% due 05/06/50				94,367
	Amazon.com, Inc. (b)
USD 340,000	2.70% due 06/03/60				318,847
	Amcor Flexibles North America, Inc. (b)
USD 240,000	2.63% due 06/19/30				244,796
	American International Group, Inc. (b)
USD 950,000	4.38% due 06/30/50				1,166,840
	Americo Life, Inc. (a)
USD 410,000	3.45% due 04/15/31				412,483
	Amsted Industries, Inc. (a),(b)
USD 200,000	4.63% due 05/15/30				205,500
	Apollo Management Holdings LP (a),(b)
USD 240,000	2.65% due 06/05/30				242,105
	Aramark Services, Inc. (a),(b)
USD 20,000	5.00% due 02/01/28				20,550
	Ares Finance Co. II LLC (a),(b)
USD 700,000	3.25% due 06/15/30				730,142
	Arizona Public Service Co. (b)
USD 280,000	3.35% due 05/15/50				291,268
	Assurant, Inc. (b)
USD 500,000	2.65% due 01/15/32				494,990
	Assured Guaranty US Holdings, Inc. (b)
USD 300,000	3.15% due 06/15/31				314,227
USD 150,000	3.60% due 09/15/51				152,115
	AT&T, Inc. (b)
USD 690,000	2.75% due 06/01/31				706,894
	Avantor Funding, Inc. (a),(b)
USD 200,000	4.63% due 07/15/28				210,510
	Baker Hughes a GE Co. LLC / Baker Hughes Co.-Obligor, Inc. (b)
USD 90,000	4.49% due 05/01/30				105,182
	Bank of America Corp. (b),(c)
USD 1,400,000	2.68% due 06/19/41				1,348,578
	Bank of New York Mellon Corp. (b),(c),(d)
USD 230,000	4.70%				252,425
	BAT Capital Corp. (b)
USD 1,700,000	3.98% due 09/25/50				1,644,239
	Belrose Funding Trust (a),(b)
USD 550,000	2.33% due 08/15/30				541,943
	Bimbo Bakeries USA, Inc. (a),(b)
USD 200,000	4.00% due 05/17/51				216,171
	Blackstone Holdings Finance Co. LLC (a),(b)
USD 1,700,000	2.80% due 09/30/50				1,626,400
	Boeing Co. (b)
USD 1,000,000	3.63% due 02/01/31				1,070,051
USD 1,680,000	5.15% due 05/01/30				1,967,616
USD 840,000	5.71% due 05/01/40				1,069,908
USD 840,000	5.81% due 05/01/50				1,115,714
	Boxer Parent Co., Inc. (a),(b)
USD 150,000	7.13% due 10/02/25				160,125
	British Airways 2020-1 Class A Pass Through Trust (a)
USD 904,325	4.25% due 05/15/34				974,367
	Broadcom, Inc. (b)
USD 200,000	2.45% due 02/15/31				193,754
USD 545,000	3.19% due 11/15/36 (a),(b)				542,520
USD 845,000	4.15% due 11/15/30				935,736
	Brookfield Finance LLC (b)
USD 100,000	3.45% due 04/15/50				102,893
	Brown & Brown, Inc. (b)
USD 800,000	2.38% due 03/15/31				796,599
	Bunge Ltd. Finance Corp. (b)
USD 150,000	1.63% due 08/17/25				151,507
	California Institute of Technology (b)
USD 425,000	3.65% due 09/01/19				478,746
	Carpenter Technology Corp. (b)
USD 440,000	6.38% due 07/15/28				473,194
	CCO Holdings LLC / CCO Holdings Capital Corp. (a),(b)
USD 50,000	4.25% due 02/01/31				50,750
	Central Garden & Pet Co. (a),(b)
USD 250,000	4.13% due 04/30/31				253,881
	Charles Schwab Corp. (b),(c),(d)
USD 1,050,000	4.00%				1,079,883
	Charter Communications Operating LLC / Charter Communications Operating Capital (b)
USD 400,000	2.25% due 01/15/29				399,315
USD 1,050,000	2.80% due 04/01/31				1,051,157
USD 300,000	3.90% due 06/01/52				297,515
	Cheniere Corpus Christi Holdings LLC (a),(b)
USD 100,000	2.74% due 12/31/39				98,905
USD 1,300,000	3.52% due 12/31/39				1,312,337
	Chevron USA, Inc. (b)
USD 350,000	2.34% due 08/12/50				314,570
	Choice Hotels International, Inc. (b)
USD 780,000	3.70% due 01/15/31				841,082
	Citigroup, Inc. (b),(c)
USD 1,000,000	2.57% due 06/03/31				1,018,210
USD 1,200,000	3.88% (d)				1,226,760
USD 400,000	4.00% (d)				414,480
	CoStar Group, Inc. (a),(b)
USD 1,140,000	2.80% due 07/15/30				1,158,246
	CSC Holdings LLC (a),(b)
USD 200,000	3.38% due 02/15/31				186,000
USD 400,000	4.13% due 12/01/30				392,500
	Cushman & Wakefield US Borrower LLC (a),(b)
USD 293,000	6.75% due 05/15/28				317,905
	CyrusOne LP / CyrusOne Finance Corp. (b)
USD 850,000	2.15% due 11/01/30				798,728
	Daddy Operating Co. LLC / GD Finance Co., Inc. (a),(b)
USD 300,000	3.50% due 03/01/29				297,375
	DaVita, Inc. (a),(b)
USD 530,000	3.75% due 02/15/31				516,087
USD 191,000	4.63% due 06/01/30				196,465
	Delta Air Lines, Inc. (a)
USD 1,795,000	7.00% due 05/01/25				2,093,308
	EnerSys (a),(b)
USD 50,000	4.38% due 12/15/27				52,625
	Equitable Holdings, Inc. (b),(c),(d)
USD 950,000	4.95%				1,030,750
	Everest Reinsurance Holdings, Inc. (b)
USD 620,000	3.50% due 10/15/50				657,878
	Fidelity National Financial, Inc. (b)
USD 960,000	2.45% due 03/15/31				953,732
USD 680,000	3.40% due 06/15/30				729,515
	First American Financial Corp. (b)
USD 610,000	4.00% due 05/15/30				673,432
	Florida Gas Transmission Co. LLC (a),(b)
USD 500,000	2.30% due 10/01/31				490,335
USD 200,000	2.55% due 07/01/30				202,069
	Flowserve Corp. (b)
USD 100,000	2.80% due 01/15/32				98,838
USD 860,000	3.50% due 10/01/30				897,065
	Fort Benning Family Communities LLC (a)
USD 449,000	5.81% due 01/15/51				581,101
	FS KKR Capital Corp. (b)
USD 450,000	2.63% due 01/15/27				450,885
	Gartner, Inc. (a),(b)
USD 800,000	3.75% due 10/01/30				823,360
	GATX Corp. (b)
USD 570,000	4.00% due 06/30/30				635,317
	Global Atlantic Finance Co. (a),(b)
USD 350,000	3.13% due 06/15/31				354,490
USD 500,000	4.70% due 10/15/51				516,916
	Global Payments, Inc. (b)
USD 350,000	2.90% due 05/15/30				360,751
	GLP Capital LP / GLP Financing II, Inc. (b)
USD 580,000	4.00% due 01/15/31				625,826
USD 450,000	5.30% due 01/15/29				526,122
	Goldman Sachs Group, Inc. (b),(c),(d)
USD 350,000	3.80%				358,312
	Graphic Packaging International LLC (a),(b)
USD 65,000	3.50% due 03/01/29				64,675
	GXO Logistics, Inc. (a),(b)
USD 200,000	2.65% due 07/15/31				198,628
	Hanesbrands, Inc. (a),(b)
USD 100,000	5.38% due 05/15/25				104,688
	Health Care Service Corp. A Mutual Legal Reserve Co. (a),(b)
USD 320,000	3.20% due 06/01/50				328,225
	Healthcare Trust of America Holdings LP (b)
USD 850,000	2.00% due 03/15/31				813,972
	Hilton Domestic Operating Co., Inc. (a),(b)
USD 550,000	3.75% due 05/01/29				555,500
	Hologic, Inc. (a),(b)
USD 850,000	3.25% due 02/15/29				853,204
	Home Point Capital, Inc. (a),(b)
USD 100,000	5.00% due 02/01/26				90,652
	Host Hotels & Resorts LP (b)
USD 720,000	3.50% due 09/15/30				747,160
	Howmet Aerospace, Inc.
USD 48,000	6.75% due 01/15/28				58,440
USD 2,000	6.88% due 05/01/25				2,340
	Hunt Cos, Inc. (a),(b)
USD 400,000	5.25% due 04/15/29				392,000
	Hunt MH Borrower LLC Fee II
USD 350,000	5.25% due 12/21/48				361,725
	Hyatt Hotels Corp. (b)
USD 390,000	5.38% due 04/23/25				435,467
USD 350,000	5.75% due 04/23/30				419,757
	Intercontinental Exchange, Inc. (b)
USD 410,000	3.00% due 06/15/50				404,206
	Iron Mountain, Inc. (a),(b)
USD 175,000	4.50% due 02/15/31				177,503
USD 575,000	5.25% due 07/15/30				610,207
USD 200,000	5.63% due 07/15/32				214,500
	ITT Holdings LLC (a),(b)
USD 500,000	6.50% due 08/01/29				504,375
	Jaguar Holding Co. II / PPD Development LP (a),(b)
USD 475,000	4.63% due 06/15/25				493,406
	Jefferies Finance LLC / JFIN Co.-Issuer Corp. (a),(b)
USD 500,000	5.00% due 08/15/28				507,500
	Jefferies Group LLC (b)
USD 640,000	2.75% due 10/15/32				640,454
	Johns Hopkins University (b)
USD 500,000	2.81% due 01/01/60				507,249
	JPMorgan Chase & Co. (b),(c)
USD 380,000	2.96% due 05/13/31				394,681
USD 500,000	3.65% (d)				500,625
USD 400,000	4.49% due 03/24/31				466,286
	Kemper Corp. (b)
USD 1,700,000	2.40% due 09/30/30				1,681,409
	Kennedy-Wilson, Inc. (b)
USD 300,000	4.75% due 03/01/29				305,250
USD 100,000	4.75% due 02/01/30				101,750
	KKR Group Finance Co. III LLC (a),(b)
USD 350,000	5.13% due 06/01/44				451,496
	KKR Group Finance Co. VIII LLC (a),(b)
USD 460,000	3.50% due 08/25/50				484,043
	Kraft Heinz Foods Co.
USD 340,000	4.38% due 06/01/46				386,817
USD 125,000	4.88% due 10/01/49				152,120
USD 100,000	5.00% due 06/04/42				122,601
USD 125,000	5.50% due 06/01/50				164,560
	Kuvare US Holdings, Inc. (a),(b),(c)
USD 200,000	7.00% due 02/17/51				215,688
	Lamar Media Corp. (b)
USD 200,000	3.63% due 01/15/31				200,000
	Lamb Weston Holdings, Inc. (a),(b)
USD 400,000	4.88% due 11/01/26				409,808
	Leidos, Inc. (b)
USD 550,000	2.30% due 02/15/31				537,377
USD 50,000	4.38% due 05/15/30				56,703
	Level 3 Financing, Inc. (a),(b)
USD 700,000	3.63% due 01/15/29				678,804
USD 200,000	3.75% due 07/15/29				193,296
USD 150,000	3.88% due 11/15/29				160,395
USD 513,000	4.25% due 07/01/28				516,965
	Liberty Mutual Group, Inc. (a),(b)
USD 470,000	3.95% due 05/15/60				520,428
USD 1,350,000	4.30% due 02/01/61				1,286,037
	Liberty Utilities Finance GP 1 (a),(b)
USD 850,000	2.05% due 09/15/30				821,482
	Lincoln National Corp. (b)
USD 260,000	4.38% due 06/15/50				314,225
	Lowe's Cos, Inc. (b)
USD 100,000	1.70% due 09/15/28				99,027
	Magellan Midstream Partners LP (b)
USD 330,000	3.25% due 06/01/30				352,392
	Markel Corp. (b),(c),(d)
USD 1,120,000	6.00%				1,240,960
	Marriott International, Inc. (b)
USD 560,000	2.85% due 04/15/31				566,519
USD 570,000	3.50% due 10/15/32				604,837
USD 560,000	4.63% due 06/15/30				639,150
USD 440,000	5.75% due 05/01/25				503,017
	Marriott International, Inc./MDMarriott International, Inc. (b)
USD 500,000	2.75% due 10/15/33				488,392
	Match Group Holdings II LLC (a),(b)
USD 200,000	4.63% due 06/01/28				208,500
	Mav Acquisition Corp. (a),(b)
USD 600,000	5.75% due 08/01/28				589,500
	MetLife, Inc. (b),(c),(d)
USD 1,700,000	3.85%				1,782,875
	Midwest Connector Capital Co. LLC (a),(b)
USD 210,000	4.63% due 04/01/29				225,539
	Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. (a),(b)
USD 500,000	6.50% due 06/20/27				543,574
	Minerals Technologies, Inc. (a),(b)
USD 255,000	5.00% due 07/01/28				264,562
	Morgan Stanley (b),(c)
USD 1,000,000	2.48% due 09/16/36				977,963
	Mozart Debt Merger Sub, Inc. (a),(b)
USD 1,150,000	3.88% due 04/01/29				1,150,000
	MSCI, Inc. (a),(b)
USD 242,000	3.63% due 09/01/30				250,167
USD 24,000	3.88% due 02/15/31				25,170
	Nasdaq, Inc. (b)
USD 190,000	3.25% due 04/28/50				190,967
	Nationwide Mutual Insurance Co. (a),(b)
USD 1,670,000	4.35% due 04/30/50				1,897,552
	NetApp, Inc. (b)
USD 1,126,000	2.70% due 06/22/30				1,155,927
	New Enterprise Stone & Lime Co., Inc. (a),(b)
USD 150,000	6.25% due 03/15/26				155,100
	NFP Corp. (a),(b)
USD 400,000	6.88% due 08/15/28				408,420
	Nielsen Finance LLC / Nielsen Finance Co. (a),(b)
USD 100,000	4.50% due 07/15/29				97,780
	Norfolk Southern Corp. (b)
USD 100,000	4.10% due 05/15/21				111,936
	NRG Energy, Inc. (a),(b)
USD 400,000	2.45% due 12/02/27				405,618
	NuStar Logistics LP (b)
USD 250,000	6.38% due 10/01/30				275,000
	Occidental Petroleum Corp. (b)
USD 140,000	3.00% due 02/15/27				139,892
USD 400,000	4.63% due 06/15/45				409,000
	OneAmerica Financial Partners, Inc. (a),(b)
USD 870,000	4.25% due 10/15/50				923,834
	Oracle Corp. (b)
USD 500,000	3.95% due 03/25/51				529,842
	Orlando Health Obligated Group
USD 1,000,000	2.89% due 10/01/35				1,040,212
	Oshkosh Corp. (b)
USD 70,000	3.10% due 03/01/30				73,502
	Owens Corning (b)
USD 100,000	3.88% due 06/01/30				110,139
	Papa John's International, Inc. (a),(b)
USD 1,000,000	3.88% due 09/15/29				992,380
	PartnerRe Finance B LLC (b),(c)
USD 220,000	4.50% due 10/01/50				231,750
	Penn Mutual Life Insurance Co. (a)
USD 200,000	3.80% due 04/29/61				207,465
	PerkinElmer, Inc. (b)
USD 1,000,000	2.25% due 09/15/31				985,276
	PetSmart, Inc. / PetSmart Finance Corp. (a),(b)
USD 350,000	4.75% due 02/15/28				360,719
	Post Holdings, Inc. (a),(b)
USD 350,000	4.50% due 09/15/31				345,846
USD 125,000	4.63% due 04/15/30				125,966
	Presidio Holdings, Inc. (a),(b)
USD 75,000	4.88% due 02/01/27				77,437
	Prime Security Services Borrower LLC / Prime Finance, Inc. (a),(b)
USD 175,000	3.38% due 08/31/27				168,263
	Providence St Joseph Health Obligated Group (b)
USD 1,000,000	2.70% due 10/01/51				952,278
	Prudential Financial, Inc. (b),(c)
USD 230,000	3.70% due 10/01/50				239,457
	Qorvo, Inc. (b)
USD 150,000	3.38% due 04/01/31				158,160
USD 290,000	4.38% due 10/15/29				316,100
	Quanta Services, Inc. (b)
USD 1,004,000	2.90% due 10/01/30				1,037,453
	Radiate Holdco LLC / Radiate Finance, Inc. (a),(b)
USD 850,000	4.50% due 09/15/26				877,625
	Raymond James Financial, Inc. (b)
USD 250,000	3.75% due 04/01/51				277,632
	Reinsurance Group of America, Inc. (b)
USD 1,360,000	3.15% due 06/15/30				1,444,302
	Reliance Standard Life Global Funding II (a)
USD 1,380,000	2.75% due 05/07/25				1,446,203
	Rocket Mortgage LLC / Rocket Mortgage Co.-Issuer, Inc. (a),(b)
USD 750,000	3.88% due 03/01/31				756,563
	Sabine Pass Liquefaction LLC (b)
USD 890,000	4.50% due 05/15/30				1,024,841
	Safehold Operating Partnership LP (b)
USD 450,000	2.80% due 06/15/31				450,721
	SBA Communications Corp. (b)
USD 500,000	3.13% due 02/01/29				483,125
USD 75,000	3.88% due 02/15/27				77,719
	Scotts Miracle-Gro Co. (a),(b)
USD 250,000	4.00% due 04/01/31				249,530
	Sealed Air Corp. (a),(b)
USD 1,050,000	1.57% due 10/15/26				1,043,577
	Service Corp. International (b)
USD 150,000	3.38% due 08/15/30				149,813
	Sirius XM Radio, Inc. (a),(b)
USD 300,000	4.13% due 07/01/30				301,391
	Six Flags Theme Parks, Inc. (a),(b)
USD 150,000	7.00% due 07/01/25				159,750
	Smithfield Foods, Inc. (a),(b)
USD 850,000	2.63% due 09/13/31				825,343
USD 490,000	3.00% due 10/15/30				492,682
	Snap-on, Inc. (b)
USD 197,000	3.10% due 05/01/50				206,023
	Square, Inc. (a),(b)
USD 150,000	2.75% due 06/01/26				152,048
	Standard Industries, Inc. (a),(b)
USD 200,000	3.38% due 01/15/31				190,340
USD 175,000	4.38% due 07/15/30				178,500
USD 90,000	5.00% due 02/15/27				92,813
	Suburban Propane Partners LP/Suburban Energy Finance Corp. (b)
USD 250,000	5.88% due 03/01/27				260,625
	Syneos Health, Inc. (a),(b)
USD 100,000	3.63% due 01/15/29				99,720
	SYNNEX Corp. (a),(b)
USD 300,000	2.38% due 08/09/28				296,782
USD 500,000	2.65% due 08/09/31				488,430
	Sysco Corp. (b)
USD 746,000	5.95% due 04/01/30				948,016
	Tenet Healthcare Corp. (a),(b)
USD 100,000	4.63% due 06/15/28				103,616
	Textron, Inc. (b)
USD 1,000,000	2.45% due 03/15/31				1,000,875
USD 60,000	3.00% due 06/01/30				62,983
	T-Mobile USA, Inc. (b)
USD 1,000,000	2.55% due 02/15/31				1,002,438
USD 100,000	2.88% due 02/15/31				100,850
	TriNet Group, Inc. (a),(b)
USD 350,000	3.50% due 03/01/29				350,875
	Twilio, Inc. (b)
USD 57,000	3.63% due 03/15/29				58,311
	United Airlines, Inc. (a),(b)
USD 600,000	4.38% due 04/15/26				615,750
	United Wholesale Mortgage LLC (a),(b)
USD 250,000	5.50% due 11/15/25				251,875
USD 550,000	5.50% due 04/15/29				533,997
	Universal Health Services, Inc. (a),(b)
USD 800,000	2.65% due 10/15/30				803,632
	University of Chicago (b)
USD 150,000	2.76% due 04/01/45				152,652
	US Foods, Inc. (a),(b)
USD 148,000	4.75% due 02/15/29				151,885
USD 350,000	6.25% due 04/15/25				367,133
	Valero Energy Corp. (b)
USD 850,000	2.15% due 09/15/27				855,502
	ViacomCBS, Inc. (b)
USD 1,085,000	4.95% due 01/15/31				1,294,763
USD 510,000	4.95% due 05/19/50				637,065
	Vontier Corp. (a),(b)
USD 700,000	2.95% due 04/01/31				695,597
	W R Berkley Corp. (b)
USD 140,000	4.00% due 05/12/50				160,862
	Walgreens Boots Alliance, Inc. (b)
USD 283,000	4.10% due 04/15/50				312,359
	Wells Fargo & Co. (b),(c),(d)
USD 650,000	3.90%				670,313
	Western & Southern Life Insurance Co. (a),(b)
USD 150,000	3.75% due 04/28/61				161,381
	Weyerhaeuser Co. (b)
USD 68,000	4.00% due 04/15/30				76,737
	WMG Acquisition Corp. (a),(b)
USD 125,000	3.00% due 02/15/31				122,031
	Yale-New Haven Health Services Corp. (b)
USD 1,000,000	2.50% due 07/01/50				924,496
	Zayo Group Holdings, Inc. (a),(b)
USD 400,000	4.00% due 03/01/27				398,092
	Zimmer Biomet Holdings, Inc. (b)
USD 460,000	3.55% due 03/20/30				502,623
	社債合計				119,806,741
	国債 (22.1%)
	Federal Farm Credit Banks Funding Corp.
USD 1,400,000	2.70% due 01/30/45				1,474,431
USD 100,000	2.88% due 10/01/40				109,033
	Federal Home Loan Mortgage Corp. (e)
USD 1,500,000	0.00% due 09/15/36				1,086,229
USD 250,000	0.00% due 11/15/38				169,001
	FNMA (j)
USD 11,250,000	2.50% due 11/01/51				11,570,801
	FNMA Pool
USD 981,262	2.00% due 09/01/50				928,232
USD 3,343,521	2.07% due 10/01/50				3,192,040
USD 1,572,775	2.16% due 10/01/50				1,521,207
USD 353,664	2.56% due 07/01/29				376,507
USD 892,720	3.19% due 09/01/32				961,482
USD 1,634,902	3.24% due 11/01/32				1,790,465
USD 500,000	3.89% due 06/01/31				553,829
USD 716,508	3.99% due 09/01/33				814,825
USD 200,000	4.04% due 07/01/48				233,251
USD 2,000,000	4.17% due 02/01/49				2,383,715
USD 958,437	4.27% due 12/01/33				1,117,900
USD 680,585	4.27% due 09/01/48				725,698
	FNMA Principal Strip (e)
USD 4,500,000	0.00% due 07/15/37				3,161,234
	Tennessee Valley Authority
USD 1,700,000	4.25% due 09/15/65				2,365,329
USD 250,000	5.38% due 04/01/56				400,639
	Tennessee Valley Authority Principal Strip (e)
USD 400,000	0.00% due 09/15/39				252,902
USD 450,000	0.00% due 01/15/48				223,422
USD 4,750,000	0.00% due 09/15/60				1,634,627
	U.S. Treasury Bond (g)
USD 13,000,000	2.00% due 08/15/51				12,737,969
	U.S. Treasury Note
USD 5,000,000	0.75% due 08/31/26				4,944,141
USD 27,400,000	1.25% due 08/15/31 (h),(i)				26,702,156
	国債合計				81,431,065
	地方債 (2.0%)
	Cypress School District (e)
USD 1,000,000	0.00% due 08/01/48				406,424
	Dallas Fort Worth International Airport
USD 1,000,000	2.92% due 11/01/50				1,002,458
	Health Care Authority for Baptist Health
USD 700,000	5.50% due 11/15/43				911,644
	Illinois State Finanace Authroity
USD 950,000	6.29% due 07/01/33				1,187,908
	Medical Center Educational Building Corp. (b)
USD 1,000,000	2.92% due 06/01/41				988,492
	Mississippi Development Bank (b)
USD 400,000	6.50% due 10/01/31				401,246
	Oklahoma Development Finance Authority
USD 350,000	4.65% due 08/15/30				410,264
	State of New York Mortgage Agency (b)
USD 200,000	3.85% due 10/01/44				205,581
	Westchester County Local Development Corp. (b)
USD 500,000	3.85% due 11/01/50				524,676
	Wylie Independent School District (b),(e)
USD 2,665,000	0.00% due 08/15/43				1,217,281
	地方債合計				7,255,974
	米国合計 (簿価 $287,022,789)				290,091,718
	債券合計 (簿価 $370,464,528)				374,070,103
株数
	優先株 (2.5%)
	バミューダ (0.3%)
	Arch Capital Group Ltd.(b),(d)
22,000	4.55%				576,400
	RenaissanceRe Holdings Ltd.(b),(d)
16,000	4.20%				398,400
	バミューダ合計 (簿価 $950,000)				974,800
	米国 (2.2%)
	American Financial Group, Inc.(b)
43,252	4.50% due 09/15/60				1,180,347
	Assurant, Inc.(b)
8,400	5.25% due 01/15/61				225,876
	Bank of America Corp.(b),(d)
30,000	4.13%				771,300
24,000	4.38%				632,400
	CNO Financial Group, Inc.
10,000	5.13% due 11/25/60				262,310
	Equitable Holdings, Inc.(b),(d)
28,000	4.30%				700,000
	First Republic Bank(b),(d)
26,000	4.13%				649,740
36,000	4.25%				903,600
	JPMorgan Chase & Co.(b),(d)
16,000	4.63%				422,400
	Public Storage(b),(d)
4,070	4.13%				106,227
23,076	4.63%				629,513
	Selective Insurance Group, Inc.(b),(d)
8,000	4.60%				208,240
	W R Berkley Corp.(b)
20,851	4.13% due 03/30/61				554,637
3,537	4.25% due 09/30/60				95,923
	Wells Fargo & Co.(b),(d)
34,000	4.70%				893,520
	米国合計 (簿価 $7,879,650)				8,236,033
	優先株 (Cost $8,829,650)				9,210,833
契約数
	金利キャップオプション (0.2%)
	米国 (0.2%)
700,000	CMS Swap 2 Year, Put, Strike Price 0.395				3,969
	Expiration date 07/29/22
111,300,000	CMS Swap 2 Year, Put, Strike Price 0.395				631,071
	Expiration date 07/29/22
37,000,000	CMS Swap 2 Year, Put, Strike Price 0.605				146,520
	Expiration date 07/29/22
	米国合計				781,560
	金利キャップオプション合計 (支払プレミアム $307,357)				781,560
	インデックスオプション (0.1%)
	米国 (0.1%)
25	SPX Put, Strike Price 4340				328,250
	Expiration date 11/19/21
	米国合計				328,250
	インデックスオプション合計 (支払プレミアム $307,375)				328,250
元本
	短期投資 (6.9%)
	ケイマン諸島 (0.0%) (k)
	定期預金 (0.0%) (k)
	Brown Brothers Harriman & Co.
JPY 85	-0.41% due 10/01/21				1
	定期預金合計				1
	ケイマン諸島合計 (簿価 $1)				1
	スウェーデン (5.1%)
	定期預金 (5.1%)
	Skandinaviska Enskilda Banken
USD 18,730,171	0.01% due 10/01/21				18,730,171
	定期預金合計				18,730,171
	スウェーデン合計 (簿価 $18,730,171)				18,730,171
	米国 (1.8%)
	コマーシャル・ペーパー (1.8%)
	Amphenol Corp.(a)
USD 3,300,000	0.08% due 10/01/21				3,300,000
	Societe Generale S.A.(a)
USD 3,300,000	0.04% due 10/01/21				3,300,000
	コマーシャル・ペーパー合計				6,600,000
	米国合計 (簿価 $6,600,000)				6,600,000
	短期投資合計 (簿価 $25,330,172)				25,330,172
	投資総額 (簿価 $405,239,082)	111.2		$	409,720,918
	現金および他の資産を超過する負債	(11.2)			(41,404,891)
	純資産	100.0%			$368,316,027

* 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。
(a) 144A 証券 - 1933年証券取引法の規則144A の下でSECへの登録の適用除外になっている証券。これらの証券は、適格機関投資家に対することで登録せずに転売が可能です。他に記載がない限り、これらの証券は非流動性資産とはみなされません。
(b) 期前償還条項付き証券
(c) 2021年9月30日時点レートでの変動金利証券
(d) 永久債
(e)ゼロクーポン債
(f)当該残高の全てもしくは一部が期末時点における未決済の貸出予約を表しています。未決済の貸出予約のクーポンレートを含む詳細について、受渡日前に入手することはできません。
(g)この証券の776,049ドルは、中央清算されたスワップ取引のために、バンクオブアメリカとの非現金担保として保有されています。
(h)この有価証券の全部または一部は、2021年9月30日時点において、買い現先取引の相手方との担保として差し入れられています。
(i)この有価証券の全部または一部は、2021年9月30日時点において、外国為替先渡取引の相手方との担保として差し入れられています。
(j)TBA証券を指します。元本の近似値と満期日をもとに先渡ベーシスで取引されています。
(k)比率は、純資産の0.05%未満です。

インデックスオプション取引の売建 2021年9月30日現在(純資産の-0.0%)
取引相手		証券の明細	満期日	通貨	想定元本	支払(受取) プレミアム		評価額
Citibank N.A.		CBOE, Put, Strike Price 3980	11/19/2021	USD	(25)	$	(144,135)	$	(103,025)
						$	(144,135)	$	(103,025)

ダイワ・コア・ボンド・ストラテジー・ファンドの外国為替先渡取引 2021年9月30日現在(純資産の0.1%)
買い	取引相手	契約金額	決済日	売り	契約金額		評価益		評価(損)		評価益(損)
ILS	Goldman Sachs Group, Inc.	100,250	11/30/2021	USD	26,733	$	4,358	$	–	$	4,358
ILS	Goldman Sachs Group, Inc.	8,120,250	11/30/2022	USD	2,172,352		362,231		–		362,231
JPY	Barclays Bank PLC	101,050,500	12/20/2021	USD	963,211		–		(56,843)		(56,843)
JPY	Morgan Stanley Capital Service	7,734	12/20/2021	USD	74		–		(5)		(5)
USD	Bank of America N.A.	910,861	10/18/2021	GBP	660,000		20,935		–		20,935
USD	Morgan Stanley Capital Service	118,115	10/18/2021	EUR	100,000		2,188		–		2,188
USD	Goldman Sachs Group, Inc.	29,923	11/30/2021	ILS	100,250		–		(1,168)		(1,168)
USD	Goldman Sachs Group, Inc.	998,424	12/20/2021	JPY	101,050,500		92,056		–		92,056
USD	JP Morgan Chase N.A.	73	12/20/2021	JPY	7,734		3		–		3
USD	Goldman Sachs Group, Inc.	2,462,921	11/30/2022	ILS	8,120,250		–		(71,662)		(71,662)
						$	481,771	$	(129,678)	$	352,093
豪ドル・クラスの外国為替先渡取引残高 2021年9月30日現在(純資産の-0.0%)
買い	取引相手	契約金額	決済日	売り	契約金額		評価益		評価(損)		評価益(損)
AUD	Citibank N.A.	11,918,288	10/13/2021	USD	8,823,544	$	–	$	(214,054)	$	(214,054)
USD	Citibank N.A.	1,401,745	10/13/2021	AUD	1,897,176		31,270		–		31,270
						$	31,270	$	(214,054)	$	(182,784)
円ヘッジ・クラスの外国為替先渡取引残高 2021年9月30日現在(純資産の-0.1%)
買い	取引相手	契約金額	決済日	売り	契約金額		評価益		評価(損)		評価益(損)
JPY	Citibank N.A.	2,589,161,597	10/13/2021	USD	23,527,140	$	–	$	(320,099)	$	(320,099)
USD	Citibank N.A.	411,292	10/13/2021	JPY	45,647,410		2,148		–		2,148
USD	Citibank N.A.	298,156	10/13/2021	JPY	33,262,903		16		–		16
						$	2,164	$	(320,099)	$	(317,935)
NZドル・クラスの外国為替先渡取引残高 2021年9月30日現在(純資産の-0.0%)
買い	取引相手	契約金額	決済日	売り	契約金額		評価益		評価(損)		評価益(損)
NZD	Citibank N.A.	5,885,432	10/13/2021	USD	4,192,118	$	–	$	(132,225)	$	(132,225)
NZD	Citibank N.A.	70,095	10/13/2021	USD	49,773		–		(1,420)		(1,420)
USD	Citibank N.A.	278,264	10/13/2021	NZD	394,031		6,452		–		6,452
USD	Citibank N.A.	47,335	10/13/2021	NZD	68,796		–		(122)		(122)
						$	6,452	$	(133,767)	$	(127,315)
トルコ・リラ・クラスの外国為替先渡取引残高 2021年9月30日現在(純資産の-0.2%)
買い	取引相手	契約金額	決済日	売り	契約金額		評価益		評価(損)		評価益(損)
TRY	Citibank N.A.	47,033	10/13/2021	USD	5,446	$	–	$	(176)	$	(176)
TRY	Citibank N.A.	112,264,324	10/13/2021	USD	13,228,543		–		(650,232)		(650,232)
TRY	Citibank N.A.	2,309,413	10/13/2021	USD	272,075		–		(13,324)		(13,324)
TRY	Citibank N.A.	127,593	10/13/2021	USD	14,826		–		(530)		(530)
TRY	Citibank N.A.	388,775	10/13/2021	USD	45,457		–		(1,898)		(1,898)
TRY	Citibank N.A.	186,102	10/13/2021	USD	21,745		–		(893)		(893)
TRY	Citibank N.A.	244,869	10/13/2021	USD	28,647		–		(1,211)		(1,211)
USD	Citibank N.A.	1,099,215	10/13/2021	TRY	9,476,822		37,414		–		37,414
USD	Citibank N.A.	15,259	10/13/2021	TRY	130,784		606		–		606
						$	38,020	$	(668,264)	$	(630,244)
南アフリカ・ランド・クラスの外国為替先渡取引残高 2021年9月30日現在(純資産の-0.1%)
買い	取引相手	契約金額	決済日	売り	契約金額		評価益		評価(損)		評価益(損)
USD	Citibank N.A.	133,947	10/13/2021	ZAR	1,919,787	$	6,511	$	–	$	6,511
ZAR	Citibank N.A.	94,035,818	10/13/2021	USD	6,546,317		–		(304,195)		(304,195)
ZAR	Citibank N.A.	618,942	10/13/2021	USD	43,144		–		(2,058)		(2,058)
ZAR	Citibank N.A.	780,026	10/13/2021	USD	53,874		–		(2,096)		(2,096)
						$	6,511	$	(308,349)	$	(301,838)

中央清算される金利スワップ取引残高 2021年 9月30日現在( 純資産の-0.3%)
通貨	取引相手	想定元本	変動金利	固定金利 受取(支払)	終了日		支払(受取) プレミアム		評価益(損)		評価額
USD	Bank of America N.A.	4,000,000	3-Month USD-LIBOR	(1.976%)	05/28/2051		$	(59,064)	$	(103,510)	$	(162,574)
USD	BNP Paribas S.A.	3,000,000	1 Day Overnight Federal Funds Effective Rate	0.150%	08/17/2025			314		(62,405)		(62,091)
USD	Citibank N.A.	5,000,000	1 Day Overnight Federal Funds Effective Rate	0.683%	11/03/2030			340		(224,704)		(224,364)
USD	Wells Fargo & Co.	7,500,000	1 Day Overnight Federal Funds Effective Rate	0.762%	12/04/2030			360		(289,642)		(289,282)
USD	Wells Fargo & Co.	7,500,000	1 Day Overnight Federal Funds Effective Rate	0.757%	01/05/2031			361		(304,280)		(303,919)
							$	(57,689)	$	(984,541)	$	(1,042,230)

中央清算されるクレジット・デフォルト・インデックス・スワップ取引残高 2021年9月30日現在( 純資産の-0.0%)
通貨	取引相手	想定元本	プロテクション	参照対象	固定金利 受取(支払)	終了日		支払(受取) プレミアム		評価益(損)	評価額
USD	Bank of America NA	3,650,000	Buy protection	Markit CDX North America	(5.000%)	06/20/2026	$	(344,573)	$	2,698	$	(341,875)
							$	(344,573)	$	2,698	$	(341,875)

信用売り 2021年9月30日現在( 純資産の-3.2%)
証券の明細	元本	通貨	金利	満期日	売却代金		評価額
FNCL	(11,250,000)	USD	3.50%	11/01/2051	$	(11,923,386)	$	(11,911,157)
					$	(11,923,386)	$	(11,911,157)

買い現先取引残高 2021年9月30日現在 (純資産の-5.3%)
取引相手	元本	通貨	利率	受渡日	満期日		借入金額		未払 買い現先取引
Bank of America N.A.	(9,762,500)	USD	0.06%	9/30/2021	10/1/2021	$	(9,762,500)	$	(9,763,034)
JP Morgan Chase N.A.	(9,763,000)	USD	0.09%	9/30/2021	10/1/2021		(9,763,000)		(9,763,024)
						$	(19,525,500)	$	(19,526,058)

通貨の略称

AUD - 豪ドル

EUR - ユーロ

GBP - 英ポンド

ILS - イスラエル・シュケル

JPY - 日本円

NZD - ニュージーランド・ドル

TRY - トルコ・リラ

USD - 米ドル

ZAR - 南アフリカ・ランド

「ダイワ・マネーアセット・マザーファンド」の状況

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
		2022年3月7日現在	2022年9月7日現在
		金 額(円)	金 額(円)
資産の部
流動資産
コール・ローン		124,751,566	88,125,878
流動資産合計		124,751,566	88,125,878
資産合計		124,751,566	88,125,878
負債の部
流動負債
流動負債合計		-	-
負債合計		-	-
純資産の部
元本等
元本	※1	124,972,405	88,294,563
剰余金
期末剰余金又は期末欠損金(△)	※2	△220,839	△168,685
元本等合計		124,751,566	88,125,878
純資産合計		124,751,566	88,125,878
負債純資産合計		124,751,566	88,125,878

注記表

(重要な会計方針に係る事項に関する注記)

自 2022年3月8日 至 2022年9月7日

該当事項はありません。

(貸借対照表に関する注記)
区 分			2022年3月7日現在	2022年9月7日現在
1.	※1	期首	2021年9月8日	2022年3月8日
		期首元本額	694,638,042円	124,972,405円
		期中追加設定元本額	24,998,871円	-円
		期中一部解約元本額	594,664,508円	36,677,842円
		期末元本額の内訳
	ファンド名
		ダイワ債券コア戦略ファンド(為替ヘッジあり)	999円	999円
		ダイワ債券コア戦略ファンド(為替ヘッジなし)	999円	999円
		通貨選択型ダイワ米国株主還元株αクワトロプレミアム(毎月分配型)	219,583円	219,583円
		通貨選択型ダイワ米国株主還元株αクワトロプレミアム(年2回決算型)	24,953円	24,953円
		ダイワ米国株主還元株ツインαプレミアム(毎月分配型)	848,389円	848,389円
		ダイワ米国株主還元株ツインαプレミアム(年2回決算型)	66,873円	66,873円
		ダイワ米国株主還元株ファンド	36,730,213円	64,214円
		ダイワDBモメンタム戦略ファンド(為替ヘッジあり)	6,592,748円	6,592,748円
		ダイワDBモメンタム戦略ファンド(為替ヘッジなし)	10,288,683円	10,288,683円
		ダイワ/バリュー・パートナーズ・チャイナ・イノベーター・ファンド	10,000円	10,000円
		世界M&A戦略株ファンド	1,001,302円	1,001,302円
		ダイワ/NB・米国債券戦略ファンド 為替ヘッジあり(年1回決算型)	487円	-円
		ダイワ/NB・米国債券戦略ファンド 為替ヘッジなし(年1回決算型)	4,995円	-円
		ダイワ・ブラジル・レアル債α(毎月分配型)-スーパー・ハイインカム- α50コース	49,911円	49,911円
		ダイワ・ブラジル・レアル債α(毎月分配型)-スーパー・ハイインカム- α100コース	49,911円	49,911円
		S&P500(マルチアイ搭載)	66,079,892円	66,079,892円
		ダイワ・スイス高配当株ツインα(毎月分配型)	2,996,106円	2,996,106円
		ダイワ/NB・米国債券戦略ファンド 為替ヘッジあり(毎月分配型)	1,235円	-円
		ダイワ/NB・米国債券戦略ファンド 為替ヘッジなし(毎月分配型)	1,598円	-円
		通貨選択型 ダイワ/NB・米国債券戦略ファンド 日本円コース(毎月分配型)	1,544円	-円
		通貨選択型 ダイワ/NB・米国債券戦略ファンド 通貨セレクトコース(毎月分配型)	1,984円	-円
	計		124,972,405円	88,294,563円
2.		期末日における受益権の総数	124,972,405口	88,294,563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220,839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168,685円であります。

(金融商品に関する注記)

Ⅰ 金融商品の状況に関する事項
区 分		自 2022年3月8日 至 2022年9月7日
1.	金融商品に対する取組方針	当ファンドは、「投資信託及び投資法人に関する法律」第2条第4項に定める証券投資信託であり、投資信託約款に規定する「運用の基本方針」に従っております。
2.	金融商品の内容及びリスク	当ファンドが保有する金融商品の種類は、金銭債権及び金銭債務等であり、その詳細を附属明細表に記載しております。 これらの金融商品に係るリスクは、信用リスクであります。
3.	金融商品に係るリスク管理体制	複数の部署と会議体が連携する組織的な体制によりリスク管理を行っております。信託財産全体としてのリスク管理を金融商品、リスクの種類毎に行っております。
4.	金融商品の時価等に関する事項についての補足説明	金融商品の時価の算定においては、一定の前提条件等を採用しているため、異なる前提条件等に拠った場合、当該価額が異なることもあります。

Ⅱ 金融商品の時価等に関する事項
区 分		2022年9月7日現在
1.	金融商品の時価及び貸借対照表計上額との差額	金融商品はすべて時価で計上されているため、貸借対照表計上額と時価との差額はありません。
2.	金融商品の時価の算定方法	コール・ローン等の金銭債権及び金銭債務等
		これらは短期間で決済されるため、時価は帳簿価額にほぼ等しいことから、当該帳簿価額を時価としております。

(有価証券に関する注記)
2022年3月7日現在	2022年9月7日現在
該当事項はありません。	該当事項はありません。

(デリバティブ取引に関する注記)
ヘッジ会計が適用されていないデリバティブ取引
2022年3月7日現在	2022年9月7日現在
該当事項はありません。	該当事項はありません。

(1口当たり情報)
	2022年3月7日現在	2022年9月7日現在
1口当たり純資産額	0.9982円	0.9981円
(1万口当たり純資産額)	(9,982円)	(9,981円)

附属明細表

第1 有価証券明細表

(1) 株式

該当事項はありません。

(2) 株式以外の有価証券

該当事項はありません。

第2 信用取引契約残高明細表

該当事項はありません。

第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表

該当事項はありません。