有価証券報告書(内国投資信託受益証券)-第4期(平成30年11月21日-令和1年11月20日)

キャピタル・グループ・グローバル・ボンド・ファンド(LUX)
「キャピタル・グローバル・ボンド・マザーファンド(限定為替ヘッジ)」は、円建ての「キャピタル・グループ・グローバル・ボンド・ファンド(LUX)(クラスCh‐JPY)」(ルクセンブルク籍外国投資法人(以下、当外国投資法人といいます。)の発行する外国投資証券)を主な投資対象としております。
当外国投資法人を含むアンブレラファンド (CIF) については、2018年12月31日付けで、ルクセンブルクにおいて一般に公正妥当と認められる会計原則に準拠した財務書類が作成されております。この財務書類は独立監査人であるプライスウォーターハウスクーパース・ソシエテ・コオペラティブの監査を受けております。以下の「投資明細表」および「損益および純資産変動計算書」は、原文の財務書類から委託会社が抜粋・翻訳したものでありますが、これらは監査意見の対象外であります。

キャピタル・グループ・グローバル・ボンド・ファンド(LUX)

投資明細表

2018年12月31日現在

投資銘柄	通貨		数量/額面	評価額 (USD)		投資比率 (%)
公的な市場に上場している譲渡可能な有価証券と短期金融商品
債券
Australia
Australia Government Bond, Reg. S 5.5% 21/04/2023		AUD	1,200,000	969,993		0.22
Australia Government Bond, Reg. S 5.75% 15/07/2022		AUD	3,300,000	2,634,833		0.59
				3,604,826		0.81
Canada
Canada Government Bond 2.25% 01/06/2025		CAD	2,390,000	1,786,093		0.40
Enbridge, Inc. 4.25% 01/12/2026		USD	55,000	54,504		0.01
Province of Quebec Canada 2.375% 31/01/2022		USD	289,000	285,671		0.07
				2,126,268		0.48
Chile
Banco del Estado de Chile, Reg. S 2.668% 08/01/2021		USD	1,500,000	1,467,955		0.33
Bonos de la Tesoreria de la Republica en pesos 4.5% 01/03/2026		CLP	690,000,000	1,013,809		0.23
Bonos de la Tesoreria de la Republica en pesos, Reg. S, 144A 4% 01/03/2023		CLP	1,215,000,000	1,759,423		0.39
Enel Americas SA 4% 25/10/2026		USD	75,000	70,242		0.02
				4,311,429		0.97
China
China Development Bank 4.69% 23/03/2023		CNY	20,000,000	3,056,554		0.69
China Development Bank 4.24% 24/08/2027		CNY	13,500,000	2,016,309		0.45
China Development Bank 4.04% 06/07/2028		CNY	5,800,000	862,314		0.19
State Grid Overseas Investment 2016 Ltd., 144A 3.5% 04/05/2027		USD	1,400,000	1,350,799		0.30
				7,285,976		1.63
Colombia
Colombian TES 6.25% 26/11/2025		COP	4,625,000,000	1,414,015		0.32
				1,414,015		0.32
Czech Republic
Czech Republic Government Bond, Reg. S 0.45% 25/10/2023		CZK	15,900,000	666,690		0.15
				666,690		0.15
Denmark
Nykredit Realkredit A/S 1.5% 01/10/2037		DKK	23,794,234	3,679,681		0.82
Nykredit Realkredit A/S, Reg. S 1.5% 01/10/2040		DKK	52,370,376	7,994,388		1.79
Nykredit Realkredit A/S 2% 01/10/2037		DKK	7,516,822	1,201,377		0.27
Nykredit Realkredit A/S, Reg. S 2.5% 01/10/2047		DKK	2,503,759	401,892		0.09
Realkredit Danmark A/S 2% 01/10/2037		DKK	1	―		―
				13,277,338		2.97
France
AXA SA, Reg. S, FRN 3.25% 28/05/2049		EUR	500,000	548,286		0.12
AXA SA, Reg. S, FRN 5.453% Perpetual		GBP	150,000	194,337		0.04
BPCE SA, Reg. S 4.625% 18/07/2023		EUR	200,000	260,221		0.06
BPCE SA, Reg. S, FRN 2.75% 08/07/2026		EUR	500,000	591,660		0.13
France Government Bond OAT, Reg. S 1% 25/11/2025		EUR	1,140,000	1,371,268		0.31
France Government Bond OAT, Reg. S, 144A 2% 25/05/2048		EUR	1,550,000	1,931,063		0.43
France Government Bond OAT, Reg. S 2.25% 25/05/2024		EUR	1,035,000	1,328,445		0.30
Orange SA, Reg. S, FRN 5% Perpetual		EUR	270,000	331,007		0.07
Sanofi, Reg. S 1% 21/03/2026		EUR	500,000	581,393		0.13
Veolia Environnement SA, Reg. S 0.314% 04/10/2023		EUR	300,000	337,706		0.08
				7,475,386		1.67
Germany
Allianz SE, Reg. S, FRN 4.75% Perpetual		EUR	800,000	1,008,960		0.23
Bundesrepublik Deutschland, Reg. S 1.75% 15/02/2024		EUR	4,110,000	5,202,586		1.17
Bundesrepublik Deutschland, Reg. S 0.5% 15/08/2027		EUR	5,445,000	6,449,230		1.44
Bundesrepublik Deutschland, Reg. S 0.5% 15/02/2028		EUR	2,880,000	3,397,440		0.76
Bundesrepublik Deutschland, Reg. S 2% 04/01/2022		EUR	200,000	246,950		0.06
Bundesrepublik Deutschland, Reg. S 0.5% 15/02/2026		EUR	825,000	982,840		0.22
Bundesrepublik Deutschland, Reg. S 2.5% 15/08/2046		EUR	1,230,000	1,985,766		0.44
Bundesrepublik Deutschland, Reg. S 1.25% 15/08/2048		EUR	1,125,000	1,416,323		0.32
Daimler International Finance BV, Reg. S 0.875% 09/04/2024		EUR	225,000	254,724		0.06
Kreditanstalt fuer Wiederaufbau 2.125% 07/03/2022		USD	383,000	377,270		0.08
Volkswagen International Finance NV, Reg. S 1.125% 02/10/2023		EUR	200,000	224,498		0.05
Volkswagen Leasing GmbH, Reg. S 1.125% 04/04/2024		EUR	200,000	221,521		0.05
				21,768,108		4.88
Hungary
Hungary Government Bond 5.375% 25/03/2024		USD	1,020,000	1,094,093		0.25
				1,094,093		0.25
India
India Government Bond 7.59% 11/01/2026		INR	49,600,000	718,584		0.16
India Government Bond 6.79% 15/05/2027		INR	153,800,000	2,118,812		0.47
India Government Bond 7.8% 11/04/2021		INR	65,000,000	945,090		0.21
India Government Bond 7.35% 22/06/2024		INR	110,000,000	1,574,962		0.35
India Government Bond 6.97% 06/09/2026		INR	160,000,000	2,236,377		0.50
State of Maharashtra India 8.54% 20/03/2023		INR	17,200,000	253,255		0.06
State of Maharashtra India 8.51% 09/03/2026		INR	24,300,000	355,580		0.08
State of Maharashtra India 9.63% 12/02/2024		INR	11,500,000	177,479		0.04
State of Maharashtra India 8.21% 09/12/2025		INR	20,000,000	289,693		0.07
				8,669,832		1.94
Indonesia
Indonesia Government Bond, Reg. S 4.75% 08/01/2026		USD	1,270,000	1,289,411		0.29
Indonesia Treasury 6.125% 15/05/2028		IDR	4,129,000,000	253,396		0.06
Indonesia Treasury 8.25% 15/05/2029		IDR	16,522,000,000	1,178,321		0.26
Indonesia Treasury 7.5% 15/08/2032		IDR	9,000,000,000	587,535		0.13
				3,308,663		0.74
Ireland
Abbott Ireland Financing DAC, Reg. S 0.875% 27/09/2023		EUR	630,000	721,990		0.16
Ireland Government Bond, Reg. S 0.9% 15/05/2028		EUR	3,115,000	3,571,245		0.80
Ireland Government Bond, Reg. S 2.4% 15/05/2030		EUR	140,000	182,134		0.04
				4,475,369		1.00
Israel
Israel Government Bond 2% 31/03/2027		ILS	9,625,000	2,556,762		0.57
Israel Government Bond 5.5% 31/01/2042		ILS	2,850,000	1,050,740		0.24
				3,607,502		0.81
Italy
Assicurazioni Generali SpA, Reg. S, FRN 7.75% 12/12/2042		EUR	200,000	267,396		0.06
Intesa Sanpaolo SpA, Reg. S 6.625% 13/09/2023		EUR	150,000	195,208		0.04
Italy Buoni Poliennali Del Tesoro 1.45% 15/05/2025		EUR	925,000	1,015,703		0.23
Italy Buoni Poliennali Del Tesoro 2.05% 01/08/2027		EUR	1,550,000	1,711,280		0.38
Italy Buoni Poliennali Del Tesoro 1.35% 15/04/2022		EUR	2,550,000	2,932,239		0.66
Italy Buoni Poliennali Del Tesoro 0.95% 15/03/2023		EUR	380,000	424,856		0.10
				6,546,682		1.47
Japan
Japan Government Five Year Bond 0.1% 20/12/2022		JPY	260,000,000	2,395,755		0.54
Japan Government Ten Year Bond 1.2% 20/06/2021		JPY	260,000,000	2,450,661		0.55
Japan Government Ten Year Bond 0.8% 20/09/2022		JPY	340,000,000	3,210,834		0.72
Japan Government Ten Year Bond 0.3% 20/12/2024		JPY	645,500,000	6,045,120		1.35
Japan Government Ten Year Bond 0.1% 20/09/2026		JPY	130,000,000	1,206,940		0.27
Japan Government Ten Year Bond 0.1% 20/03/2027		JPY	1,375,000,000	12,755,617		2.86
Japan Government Thirty Year Bond 0.8% 20/12/2047		JPY	186,700,000	1,743,422		0.39
Japan Government Thirty Year Bond 0.7% 20/06/2048		JPY	180,000,000	1,635,365		0.37
Japan Government Thirty Year Bond 1.7% 20/03/2044		JPY	15,000,000	170,796		0.04
Japan Government Thirty Year Bond 0.6% 20/12/2046		JPY	197,800,000	1,760,304		0.39
Japan Government Twenty Year Bond 2.2% 20/03/2030		JPY	50,000,000	563,695		0.13
Japan Government Twenty Year Bond 1.7% 20/06/2033		JPY	400,000,000	4,399,708		0.98
Japan Government Twenty Year Bond 0.6% 20/06/2037		JPY	80,000,000	748,861		0.17
Japan Government Two Year Bond 0.1% 01/11/2020		JPY	704,000,000	6,451,654		1.44
Japan Government Two Year Bond 0.1% 01/12/2020		JPY	1,155,600,000	10,590,707		2.37
Takeda Pharmaceutical Co. Ltd., Reg. S 2.25% 21/11/2026		EUR	525,000	615,201		0.14
				56,744,640		12.71
Kazakhstan
Kazakhstan Government Bond, Reg. S 1.55% 09/11/2023		EUR	225,000	259,595		0.06
				259,595		0.06
Kuwait
Kuwait Government Bond, 144A 2.75% 20/03/2022		USD	650,000	639,068		0.14
				639,068		0.14
Mexico
Mexican Bonos 8% 07/12/2023		MXN	71,700,000	3,563,702		0.80
Mexican Bonos 6.5% 10/06/2021		MXN	28,100,000	1,366,225		0.31
Mexican Bonos 6.5% 09/06/2022		MXN	33,000,000	1,577,612		0.35
Mexican Bonos 10% 05/12/2024		MXN	29,000,000	1,568,827		0.35
Mexican Bonos 5.75% 05/03/2026		MXN	128,100,000	5,512,764		1.24
Mexican Bonos 7.5% 03/06/2027		MXN	18,500,000	875,080		0.20
Mexican Bonos 10% 20/11/2036		MXN	5,200,000	291,481		0.07
Mexican Bonos 7.75% 13/11/2042		MXN	7,100,000	319,374		0.07
Mexico Government Bond 3.6% 30/01/2025		USD	485,000	463,660		0.10
Mexico Government Bond 4.15% 28/03/2027		USD	290,000	280,839		0.06
Petroleos Mexicanos 6.35% 12/02/2048		USD	445,000	356,676		0.08
Petroleos Mexicanos 7.47% 12/11/2026		MXN	12,000,000	450,494		0.10
				16,626,734		3.73
Morocco
Morocco Government Bond, Reg. S 4.25% 11/12/2022		USD	950,000	954,693		0.21
				954,693		0.21
Netherlands
Cooperatieve Rabobank UA, Reg. S 3.875% 25/07/2023		EUR	250,000	320,779		0.07
Cooperatieve Rabobank UA, Reg. S, FRN 2.5% 26/05/2026		EUR	550,000	652,844		0.15
Enel Finance International NV, Reg. S 1% 16/09/2024		EUR	100,000	113,308		0.03
NN Group NV, Reg. S, FRN 4.625% 08/04/2044		EUR	200,000	241,346		0.05
NN Group NV, Reg. S, FRN 4.5% Perpetual		EUR	150,000	171,843		0.04
				1,500,120		0.34
Norway
Equinor ASA 3.7% 01/03/2024		USD	100,000	101,929		0.02
Norway Government Bond, Reg. S, 144A 3.75% 25/05/2021		NOK	6,000,000	736,743		0.17
				838,672		0.19
Panama
Panama Government Bond 4.5% 16/04/2050		USD	675,000	648,000		0.15
				648,000		0.15
Peru
Peru Government Bond, Reg. S, 144A 6.15% 12/08/2032		PEN	7,100,000	2,148,161		0.48
				2,148,161		0.48
Poland
Poland Government Bond 2.5% 25/01/2023		PLN	2,000,000	544,631		0.12
Poland Government Bond 4% 22/01/2024		USD	170,000	174,289		0.04
Poland Government Bond 1.5% 25/04/2020		PLN	13,500,000	3,623,679		0.81
Poland Government Bond 5.25% 25/10/2020		PLN	1,200,000	343,119		0.08
Poland Government Bond 5.75% 25/10/2021		PLN	22,120,000	6,561,791		1.47
Poland Government Bond 5.75% 23/09/2022		PLN	4,900,000	1,488,874		0.33
Poland Government Bond 4% 25/10/2023		PLN	3,140,000	910,238		0.21
Poland Government Bond 3.25% 25/07/2025		PLN	12,960,000	3,625,309		0.81
Poland Government Bond 3.25% 06/04/2026		USD	785,000	770,058		0.17
				18,041,988		4.04
Portugal
Portugal Obrigacoes do Tesouro OT, Reg. S, 144A 2.875% 15/10/2025		EUR	1,600,000	2,042,073		0.46
				2,042,073		0.46
Qatar
Qatar Government Bond, Reg. S 4.5% 23/04/2028		USD	700,000	732,343		0.16
				732,343		0.16
Romania
Romania Government Bond, 144A 5.125% 15/06/2048		USD	400,000	386,504		0.09
Romania Government Bond 2.3% 26/10/2020		RON	5,210,000	1,249,470		0.28
Romania Government Bond 5.95% 11/06/2021		RON	5,840,000	1,505,245		0.34
Romania Government Bond 3.4% 08/03/2022		RON	1,500,000	361,904		0.08
Romania Government Bond, Reg. S 2.875% 11/03/2029		EUR	760,000	845,788		0.19
Romania Government Bond, Reg. S 3.875% 29/10/2035		EUR	510,000	570,395		0.13
Romania Government Bond, Reg. S 3.375% 08/02/2038		EUR	760,000	778,713		0.17
Romania Government Bond, Reg. S 5.125% 15/06/2048		USD	700,000	676,382		0.15
Romania Government Bond 3.25% 22/03/2021		RON	2,325,000	565,993		0.13
				6,940,394		1.56
Russian Federation
Russian Federal Bond - OFZ 7% 16/08/2023		RUB	76,300,000	1,043,046		0.23
				1,043,046		0.23
Saudi Arabia
Saudi Government Bond, Reg. S 4.5% 17/04/2030		USD	640,000	637,716		0.14
Saudi Government Bond, Reg. S 5% 17/04/2049		USD	600,000	579,595		0.13
				1,217,311		0.27
South Africa
South Africa Government Bond 7.75% 28/02/2023		ZAR	3,225,000	221,523		0.05
South Africa Government Bond 6.5% 28/02/2041		ZAR	36,800,000	1,785,962		0.40
South Africa Government Bond 8.75% 31/01/2044		ZAR	23,400,000	1,448,401		0.32
				3,455,886		0.77
South Korea
Hyundai Capital Services, Inc., 144A 3.75% 05/03/2023		USD	350,000	345,719		0.08
Korea Housing Finance Corp., Reg. S 2% 11/10/2021		USD	590,000	568,941		0.13
Korea Treasury 2% 10/09/2022		KRW	1,752,900,000	1,577,431		0.35
				2,492,091		0.56
Spain
Banco Bilbao Vizcaya Argentaria SA, Reg. S, FRN 3.5% 11/04/2024		EUR	600,000	691,773		0.15
CaixaBank SA, Reg. S, FRN 3.5% 15/02/2027		EUR	200,000	235,950		0.05
Spain Government Bond, Reg. S, 144A 1.5% 30/04/2027		EUR	2,050,000	2,402,713		0.54
Spain Government Bond, Reg. S, 144A 2.7% 31/10/2048		EUR	1,650,000	1,927,634		0.43
Spain Government Bond, Reg. S, 144A 1.45% 31/10/2027		EUR	3,715,000	4,319,082		0.97
Spain Government Bond, Reg. S, 144A 2.9% 31/10/2046		EUR	310,000	380,916		0.09
				9,958,068		2.23
Supra National
European Financial Stability Facility, Reg. S 0.4% 17/02/2025		EUR	1,100,000	1,268,701		0.29
European Financial Stability Facility, Reg. S 0.95% 14/02/2028		EUR	1,500,000	1,756,605		0.39
European Investment Bank 2.25% 15/03/2022		USD	413,000	408,261		0.09
				3,433,567		0.77
Sweden
Sweden Government Bond, Reg. S 1.125% 21/10/2019		USD	260,000	257,014		0.06
				257,014		0.06
Switzerland
Credit Suisse Group AG, Reg. S, FRN 2.125% 12/09/2025		GBP	360,000	436,172		0.10
				436,172		0.10
Thailand
Bank of Thailand 1.5% 21/03/2019		THB	27,770,000	852,698		0.19
Thailand Government Bond 3.775% 25/06/2032		THB	24,000,000	813,297		0.18
Thailand Government Bond 1.875% 17/06/2022		THB	22,500,000	688,202		0.15
Thailand Government Bond 3.85% 12/12/2025		THB	21,400,000	719,729		0.16
Thailand Government Bond 2.125% 17/12/2026		THB	112,250,000	3,374,512		0.76
				6,448,438		1.44
United Arab Emirates
Abu Dhabi Government Bond, 144A 2.5% 11/10/2022		USD	700,000	680,799		0.15
Abu Dhabi National Energy Co. PJSC, Reg. S 3.625% 12/01/2023		USD	810,000	795,266		0.18
				1,476,065		0.33
United Kingdom
AstraZeneca plc 3.5% 17/08/2023		USD	400,000	398,298		0.09
Aviva plc, Reg. S, FRN 6.125% 05/07/2043		EUR	325,000	414,970		0.09
Barclays Bank plc, Reg. S 10% 21/05/2021		GBP	225,000	330,448		0.07
BAT Capital Corp. 3.557% 15/08/2027		USD	550,000	489,420		0.11
HSBC Holdings plc, FRN 4.292% 12/09/2026		USD	1,250,000	1,235,485		0.28
HSBC Holdings plc, FRN 3.033% 22/11/2023		USD	500,000	484,193		0.11
Lloyds Bank plc, Reg. S 6.5% 24/03/2020		EUR	150,000	183,328		0.04
Shell International Finance BV 3.5% 13/11/2023		USD	886,000	896,413		0.20
Shell International Finance BV 1.375% 12/09/2019		USD	340,000	336,345		0.08
Shell International Finance BV 2.5% 12/09/2026		USD	400,000	371,878		0.08
Shire Acquisitions Investments Ireland DAC 2.4% 23/09/2021		USD	328,000	317,363		0.07
Shire Acquisitions Investments Ireland DAC 2.875% 23/09/2023		USD	20,000	18,926		―
Shire Acquisitions Investments Ireland DAC 3.2% 23/09/2026		USD	605,000	548,683		0.12
UK Treasury, Reg. S 1.25% 22/07/2027		GBP	1,075,000	1,377,261		0.31
UK Treasury, Reg. S 1.5% 22/07/2047		GBP	1,390,000	1,639,967		0.37
UK Treasury, Reg. S 1.75% 07/09/2022		GBP	1,000,000	1,316,872		0.30
UK Treasury, Reg. S 2.75% 07/09/2024		GBP	590,000	826,098		0.19
UK Treasury, Reg. S 4.25% 07/12/2027		GBP	1,450,000	2,330,790		0.52
UK Treasury, Reg. S 3.25% 22/01/2044		GBP	160,000	260,850		0.06
UK Treasury, Reg. S 3.5% 22/01/2045		GBP	285,000	486,425		0.11
UK Treasury, Reg. S 4.25% 07/12/2046		GBP	230,000	446,781		0.10
				14,710,794		3.30
United States of America
Abbott Laboratories 3.75% 30/11/2026		USD	395,000	390,969		0.09
AbbVie, Inc. 2.5% 14/05/2020		USD	190,000	188,232		0.04
AbbVie, Inc. 3.6% 14/05/2025		USD	200,000	192,190		0.04
Allergan Funding SCS 3.8% 15/03/2025		USD	441,000	431,287		0.10
Altria Group, Inc. 2.625% 14/01/2020		USD	350,000	346,847		0.08
American Campus Communities Operating Partnership LP, REIT 3.75% 15/04/2023		USD	400,000	397,477		0.09
Anheuser-Busch InBev Worldwide, Inc. 3.5% 12/01/2024		USD	225,000	220,074		0.05
Anheuser-Busch InBev Worldwide, Inc. 4% 13/04/2028		USD	600,000	575,360		0.13
Bank of America Corp. 2.625% 19/10/2020		USD	120,000	118,751		0.03
Becton Dickinson and Co. 3.734% 15/12/2024		USD	81,000	78,342		0.02
Berkshire Hathaway Finance Corp. 3% 15/05/2022		USD	125,000	124,767		0.03
Chubb INA Holdings, Inc. 2.875% 03/11/2022		USD	20,000	19,840		―
Chubb INA Holdings, Inc. 3.35% 03/05/2026		USD	20,000	19,593		―
Citigroup, Inc. 2.75% 25/04/2022		USD	700,000	679,218		0.15
Citigroup, Inc. 3.3% 27/04/2025		USD	100,000	95,141		0.02
CMS Energy Corp. 3% 15/05/2026		USD	300,000	282,694		0.06
CMS Energy Corp. 3.6% 15/11/2025		USD	175,000	172,382		0.04
Conagra Brands, Inc. 4.3% 01/05/2024		USD	540,000	537,336		0.12
CVS Health Corp. 3.7% 09/03/2023		USD	100,000	99,019		0.02
CVS Health Corp. 4.1% 25/03/2025		USD	95,000	94,294		0.02
CVS Health Corp. 4.3% 25/03/2028		USD	385,000	377,697		0.09
CVS Health Corp. 4.78% 25/03/2038		USD	50,000	48,113		0.01
CVS Health Corp. 5.05% 25/03/2048		USD	575,000	562,101		0.13
Duke Energy Corp. 3.75% 15/04/2024		USD	155,000	155,411		0.04
Duke Energy Corp. 2.65% 01/09/2026		USD	470,000	428,846		0.10
Duke Energy Progress LLC 3.7% 01/09/2028		USD	225,000	227,695		0.05
Enbridge Energy Partners LP 5.875% 15/10/2025		USD	155,000	168,233		0.04
Energy Transfer Operating LP 6% 15/06/2048		USD	50,000	48,915		0.01
Energy Transfer Operating LP 4.2% 15/04/2027		USD	30,000	28,044		0.01
Essex Portfolio LP, REIT 3.5% 01/04/2025		USD	120,000	116,842		0.03
Exelon Corp. 3.497% 01/06/2022		USD	610,000	596,534		0.13
Exelon Corp. 3.4% 15/04/2026		USD	60,000	57,163		0.01
FirstEnergy Corp. 3.9% 15/07/2027		USD	195,000	189,309		0.04
FirstEnergy Corp. 4.85% 15/07/2047		USD	210,000	211,212		0.05
Ford Motor Credit Co. LLC 3.339% 28/03/2022		USD	300,000	283,374		0.06
Goldman Sachs Group, Inc. (The) 2.875% 25/02/2021		USD	100,000	98,337		0.02
Goldman Sachs Group, Inc. (The) 3.85% 08/07/2024		USD	200,000	195,643		0.04
Goldman Sachs Group, Inc. (The) 3.75% 25/02/2026		USD	15,000	14,213		―
Halliburton Co. 3.8% 15/11/2025		USD	50,000	48,562		0.01
Honeywell International, Inc. 1.85% 01/11/2021		USD	450,000	435,051		0.10
JPMorgan Chase & Co. 2.55% 01/03/2021		USD	440,000	433,913		0.10
Kinder Morgan, Inc. 4.3% 01/03/2028		USD	240,000	236,061		0.05
Medtronic, Inc. 3.5% 15/03/2025		USD	470,000	468,734		0.11
Morgan Stanley 4% 23/07/2025		USD	70,000	69,149		0.02
Morgan Stanley 3.125% 27/07/2026		USD	260,000	240,214		0.05
Oracle Corp. 2.65% 15/07/2026		USD	443,000	411,186		0.09
Pacific Gas & Electric Co. 3.3% 01/12/2027		USD	450,000	369,685		0.08
Pacific Gas & Electric Co. 3.95% 01/12/2047		USD	140,000	107,176		0.02
Pacific Gas & Electric Co. 3.85% 15/11/2023		USD	110,000	98,990		0.02
Pfizer, Inc. 3.2% 15/09/2023		USD	700,000	703,167		0.16
Philip Morris International, Inc. 2% 21/02/2020		USD	280,000	276,518		0.06
PNC Financial Services Group, Inc. (The) 3.3% 08/03/2022		USD	70,000	69,874		0.02
Prologis LP, REIT 3.75% 01/11/2025		USD	70,000	70,485		0.02
Public Service Enterprise Group, Inc. 2% 15/11/2021		USD	500,000	480,461		0.11
Santander Holdings USA, Inc. 4.45% 03/12/2021		USD	700,000	712,568		0.16
Sunoco Logistics Partners Operations LP 4% 01/10/2027		USD	409,000	375,902		0.08
Union Pacific Corp. 4.5% 10/09/2048		USD	60,000	59,488		0.01
United Technologies Corp. 4.125% 16/11/2028		USD	450,000	447,733		0.10
US Treasury 2.375% 31/01/2023		USD	4,200,000	4,181,461		0.94
US Treasury 2.625% 28/02/2023		USD	2,500,000	2,513,281		0.56
US Treasury 2.5% 31/03/2023		USD	3,325,000	3,326,039		0.75
US Treasury 2.75% 30/04/2023		USD	1,750,000	1,768,389		0.40
US Treasury 1.75% 15/05/2023		USD	800,000	775,437		0.17
US Treasury 2.75% 30/06/2025		USD	6,670,000	6,738,263		1.51
US Treasury 2.75% 15/02/2028		USD	14,082,000	14,167,892		3.18
US Treasury 2.875% 15/08/2028		USD	9,150,000	9,300,791		2.08
US Treasury 2.75% 15/11/2047		USD	3,050,000	2,890,936		0.65
US Treasury 3% 15/02/2048		USD	1,950,000	1,942,536		0.44
US Treasury 3% 15/08/2048		USD	4,830,000	4,814,597		1.08
US Treasury 1.625% 30/06/2019		USD	674,400	671,423		0.15
US Treasury 1.625% 31/12/2019		USD	900,000	891,281		0.20
US Treasury 1.375% 31/01/2021		USD	890,000	869,927	0.20
US Treasury 2% 31/08/2021		USD	2,250,000	2,222,949	0.50
US Treasury 2% 31/12/2021		USD	1,700,000	1,677,685	0.38
US Treasury 1.875% 31/01/2022		USD	1,600,000	1,572,202	0.35
US Treasury 1.875% 30/09/2022		USD	11,370,000	11,129,232	2.49
US Treasury 2% 31/10/2022		USD	3,500,000	3,439,593	0.77
US Treasury 2.125% 31/12/2022		USD	4,855,000	4,789,134	1.07
US Treasury 1.375% 31/08/2023		USD	2,500,000	2,377,051	0.53
US Treasury 2.25% 31/01/2024		USD	1,600,000	1,579,688	0.35
US Treasury 2.125% 30/09/2024		USD	1,400,000	1,368,445	0.31
US Treasury 2% 15/11/2026		USD	1,000,000	954,688	0.21
US Treasury 2.375% 15/05/2027		USD	3,875,000	3,796,302	0.85
US Treasury 2.25% 15/11/2027		USD	7,900,000	7,638,617	1.71
US Treasury 3% 15/05/2047		USD	1,300,000	1,296,321	0.29
US Treasury Inflation Indexed 0.625% 15/04/2023		USD	1,400,000	1,403,007	0.31
US Treasury Inflation Indexed 0.625% 15/01/2024		USD	3,280,000	3,501,328	0.78
US Treasury Inflation Indexed 0.125% 15/07/2024		USD	2,410,000	2,462,947	0.55
US Treasury Inflation Indexed 0.25% 15/01/2025		USD	1,780,000	1,819,852	0.41
US Treasury Inflation Indexed 0.375% 15/01/2027		USD	3,300,000	3,282,159	0.74
US Treasury Inflation Indexed 1% 15/02/2046		USD	1,840,000	1,865,027	0.42
Verizon Communications, Inc. 4.5% 10/08/2033		USD	150,000	148,579	0.03
				128,163,471	28.72
Uruguay
Uruguay Government Bond, 144A 8.5% 15/03/2028		UYU	5,950,000	155,946	0.03
Uruguay Government Bond, Reg. S 9.875% 20/06/2022		UYU	5,490,000	168,011	0.04
				323,957	0.07
債券合計				371,164,538	83.17
公的な市場に上場している譲渡可能な有価証券と短期金融商品の合計				371,164,538	83.17
その他の規制のある市場で取引されている譲渡可能な有価証券と短期金融商品
債券
Australia
WEA Finance LLC, REIT, 144A 3.75% 17/09/2024		USD	200,000	198,784	0.04
WEA Finance LLC, REIT, Reg. S 3.15% 05/04/2022		USD	260,000	256,187	0.06
				454,971	0.10
Canada
Canada Government Bond 1% 01/09/2022		CAD	600,000	425,727	0.09
Enbridge, Inc. 3.7% 15/07/2027		USD	237,000	225,004	0.05
Province of Saskatchewan Canada 3.05% 02/12/2028		CAD	700,000	519,683	0.12
				1,170,414	0.26
Chile
Colbun SA, Reg. S 3.95% 11/10/2027		USD	400,000	369,750	0.08
				369,750	0.08
France
BPCE SA, 144A 5.15% 21/07/2024		USD	632,000	635,332	0.15
Pernod Ricard SA, 144A 4.45% 15/01/2022		USD	400,000	408,252	0.09
				1,043,584	0.24
Germany
Daimler Finance North America LLC, Reg. S 2.45% 18/05/2020		USD	500,000	494,083	0.11
Daimler Finance North America LLC, Reg. S 2% 06/07/2021		USD	460,000	442,734	0.10
EMD Finance LLC, 144A 3.25% 19/03/2025		USD	825,000	792,691	0.18
				1,729,508	0.39
Italy
Intesa Sanpaolo SpA, 144A 5.017% 26/06/2024		USD	1,000,000	905,911	0.21
UniCredit SpA, 144A 4.625% 12/04/2027		USD	450,000	412,670	0.09
				1,318,581	0.30
Japan
Japan Government CPI Linked Bond 0.1% 10/03/2024		JPY	300,000,000	2,920,509	0.65
Japan Government CPI Linked Bond 0.1% 10/09/2024		JPY	105,000,000	996,654	0.22
Japan Government CPI Linked Bond 0.1% 10/03/2025		JPY	50,000,000	476,692	0.11
Japan Government CPI Linked Bond 0.1% 10/03/2026		JPY	90,000,000	861,190	0.19
Japan Government CPI Linked Bond 0.1% 10/03/2027		JPY	165,000,000	1,585,751	0.36
Nissan Motor Acceptance Corp., 144A 2.6% 28/09/2022		USD	1,175,000	1,119,551	0.25
				7,960,347	1.78
Malaysia
Malaysia Government Bond 4.232% 30/06/2031		MYR	1,500,000	356,637	0.08
Malaysia Government Bond 3.882% 10/03/2022		MYR	1,800,000	438,041	0.10
Malaysia Government Bond 3.9% 30/11/2026		MYR	10,972,000	2,614,772	0.58
Malaysia Government Bond 4.498% 15/04/2030		MYR	2,500,000	611,067	0.14
				4,020,517	0.90
Netherlands
Enel Finance International NV, 144A 2.75% 06/04/2023		USD	600,000	554,055	0.12
Enel Finance International NV, 144A 3.625% 25/05/2027		USD	350,000	309,465	0.07
Enel Finance International NV, 144A 3.5% 06/04/2028		USD	200,000	171,888	0.04
				1,035,408	0.23
South Korea
Hyundai Capital America, 144A 3.25% 20/09/2022		USD	514,000	500,286	0.11
Hyundai Capital America, Reg. S 2.55% 03/04/2020		USD	365,000	360,448	0.08
				860,734	0.19
Switzerland
Roche Holdings, Inc., 144A 2.25% 30/09/2019		USD	200,000	198,707	0.05
Roche Holdings, Inc., 144A 3.35% 30/09/2024		USD	550,000	552,122	0.12
				750,829	0.17
United Kingdom
HSBC Holdings plc 4.3% 08/03/2026		USD	510,000	503,775	0.11
				503,775	0.11
United States of America
Amazon.com, Inc. 2.8% 22/08/2024		USD	400,000	389,054	0.09
Apple, Inc. 2.5% 09/02/2022		USD	170,000	167,385	0.04
Apple, Inc. 3.35% 09/02/2027		USD	145,000	142,005	0.03
Apple, Inc. 2.9% 12/09/2027		USD	570,000	537,596	0.12
Bank of America Corp., FRN 3.55% 05/03/2024		USD	400,000	395,367	0.09
Bank of America Corp., FRN 3.419% 20/12/2028		USD	347,000	324,711	0.07
Baxalta, Inc. 4% 23/06/2025		USD	6,000	5,877	―
Cleveland Electric Illuminating Co. (The), 144A 3.5% 01/04/2028		USD	60,000	57,305	0.01
Comcast Corp. 3.95% 15/10/2025		USD	205,000	207,701	0.05
Comcast Corp. 4.15% 15/10/2028		USD	415,000	422,159	0.09
CVS Health Corp. 3.125% 09/03/2020		USD	150,000	149,727	0.03
CVS Health Corp. 3.35% 09/03/2021		USD	75,000	74,788	0.02
Duke Energy Carolinas LLC 3.05% 15/03/2023		USD	705,000	699,201	0.16
FNMA MA3495 4% 01/10/2048		USD	1,125,215	1,148,504	0.26
General Mills, Inc. 3.2% 16/04/2021		USD	80,000	79,622	0.02
Goldman Sachs Group, Inc. (The), FRN 2.905% 24/07/2023		USD	900,000	857,865	0.19
Goldman Sachs Group, Inc. (The), FRN 3.691% 05/06/2028		USD	600,000	558,527	0.12
JPMorgan Chase & Co., FRN 3.54% 01/05/2028		USD	700,000	668,541	0.15
Kraft Heinz Foods Co. 3% 01/06/2026		USD	200,000	178,797	0.04
McDonald’s Corp. 3.35% 01/04/2023		USD	205,000	204,151	0.05
Microsoft Corp. 2.4% 06/02/2022		USD	300,000	296,662	0.07
Microsoft Corp. 2.4% 08/08/2026		USD	656,000	614,519	0.14
US Treasury 2.875% 30/11/2023		USD	1,000,000	1,017,617	0.23
US Treasury Inflation Indexed 0.375% 15/07/2025		USD	1,320,000	1,357,718	0.30
US Treasury Inflation Indexed 0.625% 15/01/2026		USD	880,000	912,560	0.20
Wells Fargo & Co., FRN 3.584% 22/05/2028		USD	550,000	528,904	0.12
				11,996,863	2.69
債券合計				33,215,281	7.44
その他の規制のある市場で取引されている譲渡可能な有価証券と短期金融商品の合計				33,215,281	7.44
新規発行証券
債券
France
BNP Paribas SA, 144A 3.375% 09/01/2025		USD	325,000	306,388	0.07
				306,388	0.07
Germany
Daimler Finance North America LLC, 144A 3% 22/02/2021		USD	875,000	865,693	0.19
Deutsche Telekom International Finance BV, 144A 4.375% 21/06/2028		USD	450,000	444,193	0.10
Volkswagen Group of America Finance LLC, 144A 3.875% 13/11/2020		USD	340,000	341,745	0.08
Volkswagen Group of America Finance LLC, 144A 4% 12/11/2021		USD	340,000	340,910	0.08
Volkswagen Group of America Finance LLC, 144A 4.25% 13/11/2023		USD	1,000,000	992,819	0.22
Volkswagen Group of America Finance LLC, 144A 4.625% 13/11/2025		USD	290,000	287,226	0.06
				3,272,586	0.73
Japan
Takeda Pharmaceutical Co. Ltd., 144A 3.8% 26/11/2020		USD	300,000	301,887	0.07
Takeda Pharmaceutical Co. Ltd., 144A 4.4% 26/11/2023		USD	645,000	652,724	0.14
				954,611	0.21
United States of America
Anheuser-Busch Cos. LLC, Reg. S 3.65% 01/02/2026		USD	260,000	245,989	0.06
Bayer US Finance II LLC, 144A 3.875% 15/12/2023		USD	250,000	245,721	0.05
Cigna Corp., 144A 3.4% 17/09/2021		USD	135,000	134,773	0.03
Cigna Corp., 144A 4.125% 15/11/2025		USD	295,000	295,159	0.07
Cigna Corp., 144A 4.375% 15/10/2028		USD	330,000	332,686	0.07
Keurig Dr Pepper, Inc., 144A 4.597% 25/05/2028		USD	450,000	447,714	0.10
Keurig Dr Pepper, Inc., 144A 5.085% 25/05/2048		USD	225,000	215,041	0.05
Pacific Gas & Electric Co., 144A 4.65% 01/08/2028		USD	128,000	113,328	0.03
				2,030,411	0.46
債券合計				6,563,996	1.47
新規発行証券合計				6,563,996	1.47
UCITS準拠ファンド、もしくは他の譲渡可能証券への集合投資事業
集団投資スキーム- UCITS
Luxembourg
JPMorgan US Dollar Treasury Liquidity Fund - JPM US Dollar Treasury Liquidity Institutional (dist.)		USD	15,040,461	15,040,461	3.37
				15,040,461	3.37
集団投資スキーム合計- UCITS				15,040,461	3.37
公的・私的集団投資スキーム合計				15,040,461	3.37
投資総額				425,984,276	95.45
銀行預金				11,393,711	2.55
その他の純資産/(負債)				8,901,980	2.00
純資産総額				446,279,967	100.00

TBA
国	銘柄	通貨	額面	評価額 (USD)	未実現利益 /(損失) (USD)	投資比率 (%)
United States of America	FNMA, 3.00%, 25/01/2034	USD	1,050,000	1,047,828	7,672	0.24
United States of America	FNMA, 4.50%, 25/01/2048	USD	2,750,000	2,849,404	40,492	0.64
United States of America	FNMA, 3.50%, 25/01/2049	USD	5,700,000	5,701,237	75,159	1.28
United States of America	FNMA, 4.00%, 25/01/2049	USD	4,044,783	4,124,814	75,406	0.92
TBA ロングポジションの合計				13,723,283	198,729	3.08
TBA 総額				13,723,283	198,729	3.08

金利スワップ
額面	通貨	カウンター・パーティ	銘柄	決済日	評価額 (USD)	未実現利益/(損失) (USD)	投資比率 (%)
12,200,000	EUR	Citigroup	Pay floating EONIA 1 day Receive fixed (0.025)%	03/12/2021	35,757	35,757	0.01
12,700,000	EUR	Citigroup	Pay floating EONIA 1 day Receive fixed (0.039)%	04/12/2021	32,937	32,937	0.01
500,000	USD	Citigroup	Pay fixed 2.521% Receive floating LIBOR 3 month	03/08/2047	32,105	32,105	―
金利スワップの未実現益合計					100,799	100,799	0.02
金利スワップの未実現損益総額					100,799	100,799	0.02

金融先物取引
銘柄	契約口数	通貨	グローバル・エクスポージャー(USD)	未実現利益/(損失) (USD)	投資比率 (%)
Euro-Bund, 07/03/2019	20	EUR	3,747,519	25,876	0.01
US 2 Year Note, 29/03/2019	2	USD	424,625	1,904	―
US 5 Year Note, 29/03/2019	303	USD	34,750,313	506,653	0.11
US 10 Year Note, 20/03/2019	19	USD	2,318,297	53,642	0.01
US 10 Year Ultra Bond, 20/03/2019	26	USD	3,382,031	62,014	0.02
金融先物取引の未実現益合計				650,089	0.15
3 Month Eurodollar, 16/09/2019	(56)	USD	(13,627,600)	(42,819)	(0.01)
US Ultra Bond, 20/03/2019	(3)	USD	(481,969)	(25,265)	(0.01)
金融先物取引の未実現損合計				(68,084)	(0.02)
金融先物取引の未実現損益総額				582,005	0.13

先物為替予約
買通貨	購入総額	売通貨	売却総額	決済日	カウンター ・パーティ	未実現利益 / (損失) (USD)	投資比率 (%)
EUR	4,420,559	DKK	33,000,000	07/01/2019	Morgan Stanley	655	―
EUR	1,551,000	USD	1,762,439	09/01/2019	Citibank	15,490	―
EUR	800,000	USD	912,319	11/01/2019	Bank of America	4,888	―
EUR	1,780,000	USD	2,038,075	11/01/2019	Citibank	2,711	―
JPY	88,000,000	USD	782,640	11/01/2019	Citibank	20,825	0.01
USD	1,335,604	AUD	1,810,000	11/01/2019	Citibank	60,513	0.01
USD	1,048,298	CAD	1,380,000	11/01/2019	Bank of America	37,233	0.01
EUR	2,130,000	USD	2,439,457	14/01/2019	Citibank	3,275	―
EUR	1,750,000	USD	2,000,140	14/01/2019	J.P. Morgan	6,799	―
USD	1,821,428	COP	5,794,000,000	14/01/2019	Goldman Sachs	38,342	0.01
JPY	247,000,000	AUD	3,050,390	15/01/2019	Morgan Stanley	106,798	0.03
USD	1,361,965	CLP	933,600,000	15/01/2019	Goldman Sachs	16,415	―
EUR	1,774,930	USD	2,020,000	17/01/2019	J.P. Morgan	16,085	―
JPY	234,132,417	USD	2,075,000	17/01/2019	J.P. Morgan	63,709	0.02
JPY	325,713,344	EUR	2,540,000	18/01/2019	Goldman Sachs	61,511	0.02
KRW	1,282,900,000	USD	1,144,731	18/01/2019	HSBC	5,576	―
USD	5,274,975	AUD	7,325,000	18/01/2019	J.P. Morgan	113,951	0.03
USD	656,925	CNH	4,500,000	18/01/2019	HSBC	1,747	―
USD	1,465,855	ZAR	21,100,000	22/01/2019	Citibank	2,761	―
GBP	730,000	EUR	810,265	24/01/2019	Bank of America	1,402	―
GBP	430,000	USD	545,457	24/01/2019	Bank of America	3,221	―
CHF	791,786	USD	800,000	25/01/2019	HSBC	7,269	―
EUR	238,220	USD	271,020	25/01/2019	HSBC	2,449	―
GBP	4,228,000	USD	5,348,378	25/01/2019	HSBC	46,827	0.01
JPY	141,772,400	EUR	1,100,000	25/01/2019	Goldman Sachs	33,088	0.01
JPY	4,980,000	USD	44,010	25/01/2019	Goldman Sachs	1,509	―
JPY	2,137,045,485	USD	18,885,000	25/01/2019	HSBC	648,431	0.15
USD	325,337	AUD	450,000	25/01/2019	HSBC	8,229	―
USD	709,728	AUD	990,000	25/01/2019	J.P. Morgan	12,092	―
EUR	4,400,000	USD	5,002,768	28/01/2019	HSBC	49,678	0.01
GBP	120,000	USD	152,237	29/01/2019	Citibank	923	―
USD	1,716,138	CNY	11,650,000	05/07/2019	Citibank	16,576	―
先物為替予約の未実現益						1,410,978	0.32
CHF Hedged Share Class
CHF	105,129	CAD	142,895	18/01/2019	J.P. Morgan	2,399	―
CHF	1,764,920	USD	1,791,106	18/01/2019	J.P. Morgan	7,104	―
EUR Hedged Share Class
EUR	56,256	CAD	85,878	18/01/2019	J.P. Morgan	1,608	―
EUR	944,433	USD	1,076,431	18/01/2019	J.P. Morgan	7,059	―
JPY Hedged Share Class
JPY	775,174,277	CAD	9,198,057	18/01/2019	J.P. Morgan	341,158	0.08
JPY	7,077,427,607	EUR	55,048,109	18/01/2019	J.P. Morgan	1,501,286	0.34
JPY	1,391,855,673	GBP	9,794,894	18/01/2019	J.P. Morgan	220,852	0.05
JPY	13,013,706,464	USD	115,346,800	18/01/2019	J.P. Morgan	3,537,755	0.79
USD Hedged Share Class
EUR	218,972	USD	249,479	18/01/2019	J.P. Morgan	1,734	―
GBP	38,709	USD	49,063	18/01/2019	J.P. Morgan	314	―
JPY	18,957,315	USD	169,028	18/01/2019	J.P. Morgan	4,153	―
USD	2,782,902	CAD	3,726,479	18/01/2019	J.P. Morgan	52,146	0.01
ヘッジ・シェアクラスの先物為替予約の未実現益						5,677,568	1.27
先物為替予約の未実現益合計						7,088,546	1.59
GBP	1,150,000	USD	1,477,244	04/01/2019	Bank of America	(11,383)	―
USD	648,808	CNH	4,500,000	04/01/2019	J.P. Morgan	(6,380)	―
USD	1,689,873	MYR	7,100,000	04/01/2019	J.P. Morgan	(28,184)	(0.01)
USD	3,310,882	CNH	23,000,000	08/01/2019	HSBC	(37,941)	(0.01)
USD	3,965,199	EUR	3,480,000	08/01/2019	Citibank	(23,639)	(0.01)
USD	1,245,757	THB	41,100,000	08/01/2019	HSBC	(16,501)	(0.01)
GBP	530,000	USD	677,878	09/01/2019	Citibank	(2,143)	―
USD	1,636,602	CNH	11,400,000	10/01/2019	Citibank	(23,269)	(0.01)
USD	795,841	CHF	790,000	11/01/2019	Bank of America	(8,513)	―
USD	2,945,643	EUR	2,580,000	11/01/2019	HSBC	(12,351)	―
USD	2,122,038	INR	151,000,000	11/01/2019	HSBC	(38,857)	(0.01)
USD	10,883,125	JPY	1,230,245,000	11/01/2019	Citibank	(349,354)	(0.08)
USD	1,317,607	PLN	4,960,000	11/01/2019	J.P. Morgan	(7,882)	―
COP	5,794,000,000	USD	1,784,081	14/01/2019	Citibank	(995)	―
GBP	440,000	USD	563,499	14/01/2019	Bank of America	(2,362)	―
USD	741,269	INR	52,000,000	14/01/2019	Citibank	(2,610)	―
USD	724,464	MYR	3,030,000	14/01/2019	J.P. Morgan	(8,611)	―
CLP	933,600,000	USD	1,400,267	15/01/2019	HSBC	(54,717)	(0.01)
USD	847,158	INR	60,000,000	15/01/2019	HSBC	(11,060)	―
NOK	7,685,832	USD	900,000	17/01/2019	Bank of America	(10,504)	―
USD	115,208	JPY	13,000,000	17/01/2019	Bank of America	(3,542)	―
USD	661,646	THB	21,700,000	17/01/2019	Bank of America	(4,886)	―
AUD	5,700,000	USD	4,197,395	18/01/2019	Citibank	(181,307)	(0.04)
GBP	520,000	USD	663,754	18/01/2019	HSBC	(450)	―
USD	1,142,285	KRW	1,282,900,000	18/01/2019	Goldman Sachs	(8,022)	―
USD	363,282	INR	26,100,000	22/01/2019	Citibank	(9,726)	―
EUR	2,416,588	PLN	10,400,000	25/01/2019	HSBC	(5,963)	―
NOK	8,555,700	USD	1,000,000	25/01/2019	HSBC	(9,439)	―
USD	1,544,566	ILS	5,800,000	25/01/2019	Citibank	(9,458)	―
USD	3,158,340	INR	223,800,000	25/01/2019	J.P. Morgan	(38,937)	(0.01)
USD	5,270,246	JPY	596,360,000	25/01/2019	Goldman Sachs	(180,717)	(0.04)
USD	681,653	CNH	4,700,000	29/01/2019	UBS	(2,593)	―
先物為替予約の未実現損						(1,112,296)	(0.24)
CHF Hedged Share Class
CHF	959,841	EUR	854,624	18/01/2019	J.P. Morgan	(2,513)	―
CHF	188,764	GBP	152,188	18/01/2019	J.P. Morgan	(1,804)	―
CHF	650,316	JPY	74,480,620	18/01/2019	J.P. Morgan	(17,823)	(0.01)
EUR Hedged Share Class
EUR	101,010	GBP	91,420	18/01/2019	J.P. Morgan	(731)	―
EUR	347,993	JPY	44,741,695	18/01/2019	J.P. Morgan	(9,499)	―
JPY Hedged Share Class
CAD	6,644	JPY	562,991	18/01/2019	J.P. Morgan	(274)	―
EUR	39,825	JPY	5,140,163	18/01/2019	J.P. Morgan	(1,268)	―
GBP	7,052	JPY	1,010,871	18/01/2019	J.P. Morgan	(239)	―
USD	83,651	JPY	9,451,537	18/01/2019	J.P. Morgan	(2,692)	―
USD Hedged Share Class
CAD	36,599	USD	27,325	18/01/2019	J.P. Morgan	(506)	―
USD	25,408,209	EUR	22,292,498	18/01/2019	J.P. Morgan	(166,632)	(0.04)
USD	4,996,810	GBP	3,968,383	18/01/2019	J.P. Morgan	(65,198)	(0.02)
USD	17,214,682	JPY	1,942,255,274	18/01/2019	J.P. Morgan	(528,469)	(0.12)
ヘッジ・シェアクラスの先物為替予約の未実現損						(797,648)	(0.19)
先物為替予約の未実現損合計						(1,909,944)	(0.43)
先物為替予約の未実現損益総額						5,178,602	1.16
添付の注記は、これらの財務書類の不可分の一部である

キャピタル・グループ・グローバル・ボンド・ファンド(LUX)

投資明細表

2018年12月31日現在

	(USD)
収益
受取配当金 (源泉徴収税額控除後)	―
債券および転換社債に係る利息 (源泉徴収税額控除後)	9,760,188
銀行預金利息	138,578
スワップ取引	―
収益小計	9,898,766
費用
運用報酬	94,989
管理手数料	371,128
専門家サービス	164,047
年次税	41,518
デポジタリー・カストディ費用およびファンド管理手数料	98,198
印刷費用	33,828
その他費用	21,303
当座貸越利息 *	―
スワップ取引	43,672
費用小計	868,683
費用の払戻し	345,436
投資純利益/(損失) (a)	9,375,519
実現純利益/(損失)
投資有価証券の売却取引	-4,362,594
スワップ取引	-121,304
金融先物取引	-223,735
為替取引	157,062
当期実現純利益/(損失) (b)	-4,550,571
未実現評価利益/(損失)の増減
投資有価証券	-8,173,072
スワップ取引	312,570
為替取引	5,875,569
金融先物取引	600,833
当期未実現評価利益/(損失)の増減 (c)	-1,384,100
当期損益 (a+b+c)	3,440,848
配当金の分配	-472,257
当期投資証券の差引増減額	174,761,591
期首純資産総額	268,549,785
期末純資産総額	446,279,967
添付の注記は、これらの財務書類の不可分の一部である。 *主に中央銀行が実施するマイナス金利政策によるものです。