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】
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。
「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
損益計算書
2021年9月30日に終了した年度
投資明細表
2021年9月30日
* 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。
(金融商品に関する注記)
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 | |||
| 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 |
(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。 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
