有価証券報告書(内国投資信託受益証券)-第5期(平成31年1月26日-令和2年1月27日)

(4)【附属明細表】
第1 有価証券明細表
(1)株式
該当事項はありません。
(2)株式以外の有価証券

令和2年1月27日現在
種類	銘柄	券面総額 (円)	評価額 (円)	備考
投資信託受益証券	ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)	520,690	5,858,283,350
投資信託受益証券 合計		520,690	5,858,283,350
親投資信託受益証券	日本短期公社債マザーファンド	497,018	499,055
親投資信託受益証券 合計		497,018	499,055
合計			5,858,782,405

(注)投資信託受益証券及び親投資信託受益証券における券面総額欄の数値は、証券数を表示しております。
第2 信用取引契約残高明細表
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
該当事項はありません。
(参考)
当ファンドは、「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」投資信託証券及び「日本短期公社債マザーファンド」受益証券を主要投資対象としており、貸借対照表の資産の部に計上された「投資信託受益証券」及び「親投資信託受益証券」は、すべてこれらの証券であります。
同投資信託の状況は以下の通りであります。
なお、以下に記載した状況は監査の対象外となっております。
日本短期公社債マザーファンド
貸借対照表

(単位:円)
	令和2年1月27日現在
資産の部
流動資産
コール・ローン	19,269,939
地方債証券	30,071,645
未収利息	134,946
流動資産合計	49,476,530
資産合計	49,476,530
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	49,276,288
剰余金
剰余金又は欠損金(△)	200,242
元本等合計	49,476,530
純資産合計	49,476,530
負債純資産合計	49,476,530

注記表
(重要な会計方針に係る事項に関する注記)

項目		自 平成31年1月26日 至 令和2年1月27日
1.	有価証券の評価基準及び評価方法	地方債証券 個別法に基づき、原則として時価で評価しております。時価評価にあたっては、金融商品取引業者、銀行等の提示する価額(但し、売気配相場は使用しない)、価格情報会社の提供する価額又は日本証券業協会発表の売買参考統計値(平均値)等で評価しております。

(貸借対照表に関する注記)

項目			令和2年1月27日現在
1.		本報告書における開示対象ファンドの期首における当該親投資信託の元本額	49,276,288円
		同期中追加設定元本額	-円
		同期中一部解約元本額	-円
		元本の内訳
		ファンド名
		短期ハイイールド債券ファンド(ヘッジあり)	995,620円
		バンクローン・ファンド(ヘッジなし)	15,905,959円
		バンクローン・ファンド(ヘッジあり)	13,922,043円
		新光バンクローン・ファンド・ネオ(円ヘッジ型)	5,069,672円
		バンクローン・ファンド(ヘッジなし/年1回決算型)	1,093,509円
		バンクローン・ファンド(ヘッジあり/年1回決算型)	99,473円
		新光ピムコ・ストラテジック・インカム・ファンド10月号	3,976,144円
		新光ピムコ・ストラテジック・インカム・ファンド11月号	994,036円
		新光ピムコ・ストラテジック・インカム・ファンド12月号	497,018円
		新光ピムコ・ストラテジック・インカム・ファンド1月号	497,018円
		新光ピムコ・ストラテジック・インカム・ファンド2月号	49,702円
		新光ピムコ・ストラテジック・インカム・ファンド3月号	397,615円
		新光ピムコ・ストラテジック・インカム・ファンド4月号	12,417円
		新光ピムコ・ストラテジック・インカム・ファンド5月号	99,404円
		新光ピムコ・ストラテジック・インカム・ファンド6月号	994,036円
		新光ピムコ・ストラテジック・インカム・ファンド7月号	397,615円
		新光ピムコ・ストラテジック・インカム・ファンド8月号	497,018円
		新光ピムコ・ストラテジック・インカム・ファンド9月号	497,018円
		ダブルライン・シラー・ケープ米国株式プラス<為替ヘッジあり>	795,387円
		ダブルライン・シラー・ケープ米国株式プラス<為替ヘッジなし>	2,485,584円
		計	49,276,288円
2.		受益権の総数	49,276,288口

(金融商品に関する注記)
1.金融商品の状況に関する事項

項目		自 平成31年1月26日 至 令和2年1月27日
1.	金融商品に対する取組方針	当ファンドは、証券投資信託であり、信託約款に規定する「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。
2.	金融商品の内容及び当該金融商品に係るリスク	当ファンドが保有する金融商品の種類は、有価証券、コール・ローン等の金銭債権及び金銭債務であります。当ファンドが保有する有価証券の詳細は「附属明細表」に記載しております。これらは、市場リスク(価格変動リスク、為替変動リスク、金利変動リスク)、信用リスク、及び流動性リスクを有しております。
3.	金融商品に係るリスク管理体制	運用担当部署から独立したコンプライアンス・リスク管理担当部署が、運用リスクを把握、管理し、その結果に基づき運用担当部署へ対応の指示等を行うことにより、適切な管理を行います。リスク管理に関する委員会等はこれらの運用リスク管理状況の報告を受け、総合的な見地から運用状況全般の管理を行います。

2.金融商品の時価等に関する事項

項目		令和2年1月27日現在
1.	貸借対照表計上額、時価及びその差額	貸借対照表上の金融商品は原則としてすべて時価で評価しているため、貸借対照表計上額と時価との差額はありません。
2.	時価の算定方法	(1)有価証券 「(重要な会計方針に係る事項に関する注記)」にて記載しております。 (2)デリバティブ取引 該当事項はありません。 (3)上記以外の金融商品 上記以外の金融商品(コール・ローン等の金銭債権及び金銭債務)は短期間で決済されるため、帳簿価額は時価と近似していることから、当該帳簿価額を時価としております。
3.	金融商品の時価等に関する事項についての補足説明	金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額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よった場合、当該価額が異なることもあります。

(有価証券に関する注記)
売買目的有価証券

種類	令和2年1月27日現在
	当期の 損益に含まれた 評価差額(円)
地方債証券	-
合計	-

(注)「当期の損益に含まれた評価差額」は、当該親投資信託の計算期間開始日から開示対象ファンドの期末日までの期間(令和1年7月4日から令和2年1月27日まで)に対応する金額であります。
(デリバティブ取引等に関する注記)
該当事項はありません。
(関連当事者との取引に関する注記)
該当事項はありません。
(1口当たり情報に関する注記)

	令和2年1月27日現在
1口当たり純資産額	1.0041円
(1万口当たり純資産額)	(10,041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

令和2年1月27日現在
種類	銘柄	券面総額 (円)	評価額 (円)	備考
地方債証券	20年度9回 奈良県債	30,000,000	30,071,645
地方債証券 合計		30,000,000	30,071,645
合計			30,071,645

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)
「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」は、「ピムコ・バミューダ・インカム・ファンドA」の個別クラスとなっております。
「ピムコ・バミューダ・インカム・ファンドA」は、バミューダの法律に基づき設立された外国証券投資信託であります。同ファンドの2018年10月31日現在の財務書類は、米国で一般的に認められている会計基準に準拠して作成されており、独立監査人の監査を受けております。
同ファンドの「資産・負債計算書」及び「投資有価証券明細表」は、2018年10月31日現在の財務書類の原文の一部を翻訳・抜粋したものでありますが、あくまで参考和訳であり、正確性を保証するものではありません。
資産・負債計算書
(単位:受益証券数を除き、千米ドル)

	2018年10月31日現在
資産:
投資-評価額
有価証券投資	469,274
関連当事者に係る投資	11,369,772
金融デリバティブ商品
店頭	32,486
現金	738
取引相手方への預託金	0
外国為替-評価額	0
売却済投資に係る未収金	3,225
関連当事者に係る売却済投資に係る未収金	12,377
売却済ファンド受益証券に係る未収金	49,362
未収利息および未収配当金	69
	11,937,303
負債:
金融デリバティブ商品
店頭	44,572
購入済投資に係る未払金	3,967
関連当事者に係る購入済投資に係る未払金	28,903
未払利息	89
取引相手方からの預託金	7,667
償還済ファンド受益証券に係る未払金	32,760
運用手数料未払金	28
助言手数料未払金	178
管理手数料未払金	44
未払分配金	24
未払税	0
資産ベース販売手数料未払金	0
弁護士費用未払金	0
	118,232
純資産	11,819,071
有価証券投資の取得原価	469,269
関連当事者に係る投資の取得原価	11,245,387
外国為替の取得原価	0
金融デリバティブ商品の取得原価またはプレミアム-純額	0
クラスS(JPY)
純資産	992,208

0となっている金額は、千単位未満で四捨五入した数値を表示している場合があります。
投資有価証券明細表
ピムコ・バミューダ・インカム・ファンドA
2018年10月31日現在

		額面 (千通貨)	時価 (千米ドル)
有価証券投資 4.0%
短期金融商品 4.0%
預金 3.3%
Bank of Nova Scotia
1.690% due 11/01/2018	USD	11,799	11,799
Bank of Tokyo-Mitsubishi UFJ Ltd.
(0.300%) due 11/01/2018	JPY	9	0
Brown Brothers Harriman & Co.
1.690% due 11/01/2018	USD	61	61
Citibank N.A.
1.690% due 11/01/2018		49,184	49,184
DBS Bank Ltd.
1.690% due 11/01/2018		12,667	12,667
JPMorgan Chase & Co.
1.690% due 11/01/2018		104,599	104,599
Sumitomo Mitsui Banking Corp.
(0.300%) due 11/01/2018	JPY	2	0
1.690% due 11/01/2018	USD	120,371	120,371
Sumitomo Mitsui Trust Bank Ltd.
(0.300%) due 11/01/2018	JPY	8	0
1.690% due 11/01/2018	USD	93,517	93,517
			392,198
米国短期国債 0.7%
2.249% due 01/10/2019 (a)		23,255	23,155
2.299% due 01/24/2019 (b)		50,968	50,700
2.304% due 01/31/2019 (a)		3,240	3,221
			77,076
短期金融商品合計			469,274
(取得原価 469,269千米ドル)
有価証券投資合計			469,274
(取得原価 469,269千米ドル)
		受益証券口数 (単位:千)
関連当事者に係る投資 96.2%
投資信託 96.2%
PIMCO Bermuda Income Fund (M)
(取得原価 11,245,387千米ドル)		889,654	11,369,772
関連当事者に係る投資合計			11,369,772
(取得原価 11,245,387千米ドル)
投資合計 100.2%			11,839,046
(取得原価 11,714,656千米ドル)
金融デリバティブ商品(c) (0.1%)			(12,086)
(取得原価またはプレミアム(純額) 0千米ドル)
その他の資産および負債(純額)(0.1%)			(7,889)
純資産 100.0%			11,819,071

*額面及び時価が0となっている証券は、千単位未満で四捨五入した数値を表示しています。
(a)利率は満期までの利回りです。
(b)利率は加重平均レートです。
(c)金融デリバティブ商品:店頭
為替予約契約:

取引相手方	決済月	外貨引渡額(千通貨)		外貨受取額(千通貨)		未実現評価益(評価損)
						資産(千米ドル)	負債(千米ドル)
BPS	11/2018	JPY	294,413	USD	2,611	2	0
BPS	11/2018		322,025		2,854	0	0
BPS	11/2018	USD	1,689	JPY	190,231	0	(3)
BPS	11/2018		288		32,451	0	0
BPS	11/2018		25		2,802	0	0
BRC	11/2018	JPY	17,755	USD	157	0	0
BRC	11/2018	USD	158	JPY	17,755	0	0
HUS	11/2018	JPY	603,605	USD	5,365	16	0
HUS	11/2018	USD	372	JPY	41,843	0	(1)
						18	(4)

クラスF(JPY)、クラスJ(JPY)、クラスN(JPY)、クラスP(JPY)、クラスQ(JPY)、クラスR(JPY)、クラスS(JPY)、クラスT(JPY)、クラスX(JPY)、クラスY(JPY)
およびクラスZ(JPY)為替予約契約:

取引相手方	決済月	外貨引渡額(千通貨)		外貨受取額(千通貨)		未実現評価益(評価損)
						資産(千米ドル)	負債(千米ドル)
BOA	11/2018	JPY	348,824,702	USD	3,103,423	12,512	0
BOA	12/2018	USD	3,110,576	JPY	348,824,702	0	(12,182)
BPS	11/2018	JPY	1,184,807	USD	10,506	8	0
BPS	11/2018		5,950,394		52,725	0	(1)
BPS	11/2018	USD	281,621	JPY	31,728,853	0	(474)
BRC	11/2018	JPY	347,609,424	USD	3,081,644	1,502	0
BRC	11/2018	USD	898,534	JPY	101,682,385	2,466	0
BRC	12/2018		3,088,750		347,609,424	0	(1,149)
CBK	11/2018	JPY	7,057,996	USD	62,685	200	(55)
CBK	11/2018	USD	10,461	JPY	1,184,807	37	0
CBK	11/2018		949,631		106,972,444	0	(1,756)
CBK	12/2018	JPY	1,184,807	USD	10,486	0	(38)
GLM	11/2018		7,716,305		68,791	417	0
GLM	11/2018	USD	1,383,577	JPY	156,676,613	5,379	(656)
JPM	11/2018		3,166,935		356,539,156	0	(7,667)
MSC	11/2018	JPY	1,084,824	USD	9,586	0	(26)
MSC	12/2018	USD	9,608	JPY	1,084,824	28	0
RBC	11/2018	JPY	691,144	USD	6,191	67	0
RYL	11/2018	USD	9,181	JPY	1,033,044	0	(27)
SCX	11/2018	JPY	981,651	USD	8,711	14	(1)
SOG	11/2018		346,876,834		3,064,527	0	(9,124)
SOG	12/2018	USD	3,071,467	JPY	346,876,834	9,626	0
SSB	11/2018	JPY	7,831,742	USD	69,411	212	(197)
SSB	11/2018	USD	2,814,366	JPY	316,349,633	0	(11,215)
						32,468	(44,568)
為替予約契約合計						32,486	(44,572)

投資有価証券明細表-ピムコ・バミューダ・インカム・ファンド(M)
2018年10月31日現在

		額面 (千通貨)	時価 (千米ドル)
有価証券投資 110.5%
バンクローン債務証書 5.5%
Accudyne Industries Borrower S.C.A.
5.302% due 08/18/2024	USD	537	536
Air Medical Group Holdings, Inc.
6.530% due 03/14/2025		993	977
Alphabet Holding Co., Inc.
5.802% due 09/26/2024		495	474
Altica France S.A.
6.280% due 08/14/2026		5,400	5,335
Altran Technologies
2.750% due 03/20/2025	EUR	2,789	3,175
American Builders & Contractors Supply Co., Inc.
4.302% due 10/31/2023	USD	1,679	1,666
Ancestry.com Operations, Inc.
5.550% due 10/19/2023		1,177	1,181
Aramark Intermediate HoldCo Corp.
4.052% due 03/11/2025		933	935
Avantor, Inc.
6.302% due 11/21/2024		684	689
Avolon TLB Borrower 1 (U.S.) LLC
4.280% due 01/15/2025		42,148	42,087
AWAS Leasing 2011-I Ltd.
4.870% due 10/02/2021		633	632
Axalta Coating Systems Dutch Holding B BV
4.136% due 06/01/2024		468	467
Bausch Health Co., Inc.
5.274% due 06/01/2025		461	462
Beacon Roofing Supply, Inc.
4.527% due 01/02/2025		1,104	1,096
Bway Holdings Co.
5.658% due 04/03/2024		385	383
Caesars Resort Collection LLC
5.052% due 12/22/2024		5,344	5,352
Camelot U.S. Acquisition 1 Co.
5.552% due 10/03/2023		192	192
Castlelake Aircraft Structured Trust
3.967% due 07/12/2024		3,359	3,312
Ceasers Entertainment Operating Co. LLC
4.302% due 10/06/2024		2,303	2,294
CenturyLink, Inc.
5.052% due 01/31/2025		2,006	1,985
CH Hold Corp.
5.302% due 02/01/2024		294	295
Charter Communications Operating LLC
4.310% due 04/30/2025		5,610	5,617
CityCenter Holdings LLC
4.552% due 04/18/2024		296	296
Community Health Systems, Inc.
5.563% due 01/27/2021		26,707	26,217
Concordia International Corp.
7.781% due 09/06/2024		3,400	3,341
Crown Holdings, Inc.
4.283% due 04/03/2025		763	766
CSC Holdings LLC
4.780% due 01/25/2026		2,886	2,895
		額面 (千通貨)	時価 (千米ドル)
DaVita, Inc.
5.052% due 06/24/2021	USD	192	192
Dell International LLC
4.310% due 09/07/2023		2,814	2,813
Diamond Resorts International, Inc.
6.052% due 09/02/2023		3,942	3,848
Dubai World
2.000% due 09/30/2022		20,315	19,045
Energizer Holdings, Inc.
7.353% due 05/18/2019		2,700	2,703
Envision Healthcare Corp.
6.052% due 10/10/2025		9,100	8,930
FCA U.S. LLC
4.300% due 12/31/2018		758	759
Financial & Risk U.S. Holdings, Inc.
4.000% due 10/01/2025	EUR	15,000	17,096
6.052% due 10/01/2025	USD	11,300	11,215
First Data Corp.
4.287% due 07/08/2022		2,629	2,626
Forest City Enterprises LP
6.199% due 10/24/2025		2,200	2,212
Frontier Communications Corp.
6.060% due 06/15/2024		7,425	7,202
Genworth Holdings, Inc.
6.831% due 03/07/2023		398	407
Golden Nugget, Inc.
5.052% due 10/04/2023		1	1
5.186% due 10/04/2023		13	13
5.277% due 10/04/2023		15	16
GreenSky Holdings LLC
5.563% due 03/31/2025		4,876	4,900
HCA, Inc.
4.052% due 03/18/2023		826	831
4.302% due 03/13/2025		2,976	2,994
HD Supply Waterworks Ltd.
5.313% due 08/01/2024		317	317
Hilton Worldwide Finance LLC
4.031% due 10/25/2023		10,682	10,703
iHeartCommunications, Inc. (d)
8.443% due 01/30/2019		45,625	33,183
9.802% due 07/30/2019		6,200	4,499
Intelsat Jackson Holdings S.A.
6.045% due 11/27/2023		3,800	3,805
6.625% due 01/02/2024		10,100	10,388
Iqvia, Inc.
4.386% due 01/17/2025		10,098	10,128
IRB Holdings Corp.
5.460% due 02/05/2025		697	697
KFC Holding Co.
4.037% due 04/03/2025		1,078	1,080
Kinetic Concepts, Inc.
5.636% due 02/02/2024		9,381	9,427
Klockner Pentaplast of America, Inc.
4.750% due 06/30/2022	EUR	300	323
Las Vegas Sands LLC
4.052% due 03/27/2025	USD	2,574	2,568
Marriott Ownership Resorts, Inc.
4.552% due 08/29/2025		1,300	1,307
		額面 (千通貨)	時価 (千米ドル)
McDermott International, Inc.
7.302% due 05/10/2025	USD	2,832	2,812
Meredith Corp.
5.052% due 01/31/2025		975	975
Messer Industries LLC
4.834% due 10/01/2025		2,120	2,123
MGM Growth Properties Operating Partnership LP
4.302% due 03/21/2025		605	603
MH Sub I LLC
6.030% due 09/13/2024		1,000	1,005
Mission Broadcasting, Inc.
4.544% due 01/17/2024		63	64
Multi-Color Corp.
4.302% due 10/31/2024		174	175
Neiman Marcus Group Ltd. LLC
5.531% due 10/25/2020		11,822	10,786
Nexstar Broadcasting, Inc.
4.544% due 01/17/2024		396	397
Nielsen Finance LLC
4.281% due 10/04/2023		394	392
Ocean Rig UDW, Inc.
8.000% due 09/20/2024		6,693	7,044
Parexel International Corp.
5.052% due 09/27/2024		396	391
PetSmart, Inc.
5.280% due 03/11/2022		4,865	4,138
Pisces Midco, Inc.
6.175% due 04/12/2025		5,161	5,149
Post Holdings, Inc.
4.290% due 05/24/2024		876	876
Prestige Brands, Inc.
4.302% due 01/26/2024		60	60
Rebublic of Tanzania
7.839% due 12/10/2019		2,600	2,551
Reynolds Group Holdings, Inc.
5.052% due 02/05/2023		196	196
RPI Finance Trust
4.386% due 03/27/2023		7,018	7,033
SBA Senior Finance II LLC
4.310% due 04/11/2025		499	498
Sequa Mezzanine Holdings LLC
7.389% due 11/28/2021		31	31
7.408% due 11/28/2021		12,498	12,333
11.520% due 04/28/2022		650	644
Serta Simmons Bedding LLC
5.774% due 11/08/2023		197	179
Sigma Holdco BV
3.500% due 07/02/2025	EUR	5,300	6,013
Sprint Communications, Inc.
4.813% due 02/02/2024	USD	4,142	4,140
SS&C Technologies Holdings, Inc.
4.552% due 04/16/2025		8,567	8,535
Starfruit Finco BV
3.750% due 10/01/2025	EUR	3,800	4,347
5.506% due 10/01/2025	USD	4,900	4,898
State of Rio De Janeiro
6.024% due 12/20/2020		6,716	6,531
		額面 (千通貨)	時価 (千米ドル)
Syniverse Holdings, Inc.
7.280% due 03/09/2023	USD	746	750
TerraForm Power Operating LLC
4.302% due 11/08/2022		199	199
Traverse Midstream Partners LLC
6.600% due 09/27/2024		234	236
Tronox Blocked Borrower LLC
5.302% due 09/23/2024		135	135
Tronox Finance LLC
5.302% due 09/23/2024		361	361
Unitymedia Finance LLC
4.530% due 01/15/2026		1,000	1,000
Unitymedia Hessen GmbH & Co. KG
2.750% due 01/15/2027	EUR	2,900	3,306
Univision Communications, Inc.
5.052% due 03/15/2024	USD	26,641	25,603
Vertiv Group Corp.
6.313% due 11/30/2023		251	248
VICI Properties 1 LLC
4.280% due 12/20/2024		3,627	3,623
Vistra Operations Co. LLC
4.302% due 08/04/2023		425	427
4.552% due 12/14/2023		444	445
West Corp.
6.302% due 10/10/2024		1	1
6.527% due 10/10/2024		212	212
Westmoreland Coal Co.
10.562% due 05/21/2019		153	156
WHLN FIRST MTG CO LEND 2 ASSET HOTEL
4.246% due 07/21/2025		79,000	79,077
4.850% due 02/09/2021		45,000	45,079
WHOLE LOAN ST REGIS ASPEN
3.200% due 07/09/2020		99,000	99,158
Wyndham Hotels & Resorts, Inc.
4.052% due 05/30/2025		2,500	2,502
バンクローン債務証書合計			646,322
(取得原価 658,315千米ドル)
社債 33.0%
銀行および金融 20.4%
ABH Financial Ltd. Via Alfa Holding Issuance PLC
2.626% due 04/28/2020	EUR	3,028	3,432
ABN AMRO Bank NV
1.800% due 09/20/2019	USD	200	198
2.450% due 06/04/2020		5,900	5,828
ADLER Real Estate AG
1.875% due 04/27/2023	EUR	2,900	3,193
3.000% due 04/27/2026		2,900	3,188
AerCap Ireland Capital DAC
3.500% due 05/26/2022	USD	150	146
3.750% due 05/15/2019		1,850	1,854
4.250% due 07/01/2020		1,405	1,414
4.500% due 05/15/2021		650	657
4.625% due 10/30/2020		4,000	4,063
5.000% due 10/01/2021		1,300	1,335
AGFC Capital Trust I
4.186% due 01/15/2067		2,200	1,155
Air Lease Corp.
3.250% due 03/01/2025		37,900	35,227
		額面 (千通貨)	時価 (千米ドル)
Akelius Residential Property AB
1.500% due 01/23/2022	EUR	3,600	4,162
3.375% due 09/23/2020		2,900	3,480
Alliance Data Systems Corp.
4.500% due 03/15/2022		173	199
Ally Financial, Inc.
3.250% due 11/05/2018	USD	1,400	1,400
3.500% due 01/27/2019		5,240	5,240
3.750% due 11/18/2019		1,060	1,063
4.125% due 03/30/2020		5,800	5,822
4.250% due 04/15/2021		4,660	4,672
7.500% due 09/15/2020		556	591
8.000% due 12/31/2018		400	403
8.000% due 03/15/2020		550	580
8.000% due 11/01/2031		8,949	10,805
Alpha Bank AE
2.500% due 02/05/2023	EUR	3,900	4,473
Ambac LSNI LLC
7.396% due 02/12/2023	USD	12,727	12,918
American International Group, Inc.
5.750% due 04/01/2048		2,516	2,382
American Tower Corp.
3.000% due 06/15/2023		1,864	1,787
Annington Funding PLC
1.650% due 07/12/2024	EUR	1,600	1,786
2.646% due 07/12/2025	GBP	2,200	2,770
3.184% due 07/12/2029		900	1,136
Ardonagh Midco 3 PLC
8.375% due 07/15/2023		3,560	4,274
Army Hawaii Family Housing Trust Certificates
2.680% due 06/15/2050	USD	8,200	6,112
Aroundtown S.A.
1.000% due 01/07/2025	EUR	2,800	2,977
1.625% due 01/31/2028		2,100	2,149
1.875% due 01/19/2026		500	548
2.000% due 11/02/2026		2,500	2,733
3.000% due 10/16/2029	GBP	7,400	8,938
Assurant, Inc.
4.200% due 09/27/2023	USD	2,012	2,003
Athene Holding Ltd.
4.125% due 01/12/2028		894	821
Atrium European Real Estate Ltd.
3.000% due 09/11/2025	EUR	3,100	3,547
3.625% due 10/17/2022		350	426
AXA Equitable Holdings, Inc.
3.900% due 04/20/2023	USD	436	431
4.350% due 04/20/2028		2,610	2,499
5.000% due 04/20/2048		1,518	1,358
Axis Bank Ltd.
3.250% due 05/21/2020		2,200	2,171
Banco Bilbao Vizcaya Argentaria S.A. (b)(c)
6.750% due 02/18/2020	EUR	7,600	8,848
7.000% due 02/19/2019		31,200	35,738
8.875% due 04/14/2021		8,600	10,856
Banco de Galicia y Buenos Aires S.A.
25.980% due 04/26/2020	ARS	61,000	1,262
Banco do Brasil S.A.
6.000% due 01/22/2020	USD	1,000	1,026
		額面 (千通貨)	時価 (千米ドル)
Banco do Nordeste do Brasil S.A.
4.375% due 05/03/2019	USD	7,300	7,318
Banco Espirito Santo S.A.
2.625% due 05/08/2049 (d)	EUR	3,100	1,089
Banco Santander S.A.
3.545% due 04/12/2023	USD	800	803
3.848% due 04/12/2023		1,200	1,162
4.379% due 04/12/2028		800	744
4.750% due 03/19/2025 (b)(c)	EUR	10,200	10,138
6.250% due 09/11/2021 (b)(c)		21,400	24,926
Bank of America Corp.
3.106% due 03/05/2024	USD	4,136	4,109
3.419% due 12/20/2028		315	291
Bank of China Ltd.
0.182% due 04/17/2021	EUR	3,020	3,423
Bank of Ireland
7.375% due 06/18/2020 (b)(c)		500	604
Barclays Bank PLC
7.625% due 11/21/2022 (b)	USD	7,540	8,063
14.000% due 06/15/2019 (c)	GBP	9,970	13,659
Barclays PLC
1.375% due 01/24/2026	EUR	4,300	4,625
2.375% due 10/06/2023	GBP	7,350	9,233
3.125% due 01/17/2024		27,000	34,633
3.250% due 02/12/2027		17,530	21,849
3.250% due 01/17/2033		3,300	3,790
3.684% due 01/10/2023	USD	500	484
3.695% due 05/16/2024		8,400	8,335
4.039% due 01/10/2023		1,000	1,016
4.337% due 01/10/2028		700	652
4.338% due 05/16/2024		5,400	5,301
4.375% due 01/12/2026		2,900	2,786
4.972% due 05/16/2029		2,600	2,528
5.875% due 09/15/2024 (b)(c)	GBP	5,800	6,922
6.500% due 09/15/2019 (b)(c)	EUR	21,200	24,770
7.000% due 09/15/2019 (b)(c)	GBP	7,540	9,682
7.250% due 03/15/2023 (b)(c)		14,800	19,444
7.750% due 09/15/2023 (b)(c)	USD	11,100	11,102
7.875% due 03/15/2022 (b)(c)		1,200	1,239
7.875% due 09/15/2022 (b)(c)	GBP	8,053	10,761
8.000% due 12/15/2020 (b)(c)	EUR	4,160	5,166
8.250% due 12/15/2018 (b)(c)	USD	5,030	5,060
Bevco Lux Sarl
1.750% due 02/09/2023	EUR	5,100	5,732
BGC Partners, Inc.
5.125% due 05/27/2021	USD	400	409
5.375% due 12/09/2019		1,450	1,470
Blackstone CQP Holdco LP
6.000% due 08/18/2021		1,300	1,305
6.500% due 03/20/2021		7,400	7,454
Blackstone Property Partners Europe Holdings Sarl
1.400% due 07/06/2022	EUR	4,100	4,670
2.200% due 07/24/2025		2,900	3,220
		額面 (千通貨)	時価 (千米ドル)
BNP Paribas S.A.
3.375% due 01/09/2025	USD	54,443	50,961
4.400% due 08/14/2028		4,200	4,041
7.000% due 08/16/2028 (b)(c)		1,400	1,382
7.625% due 03/30/2021 (b)(c)		600	625
BOC Aviation Ltd.
2.375% due 09/15/2021		570	544
3.499% due 09/26/2023		3,500	3,507
3.500% due 01/31/2023		200	195
3.609% due 05/02/2021		3,380	3,403
Boston Properties LP
3.200% due 01/15/2025		991	943
BPCE S.A.
12.500% due 09/30/2019 (c)		700	753
Brighthouse Financial, Inc.
3.700% due 06/22/2027		2,400	2,069
Brixmor Operating Partnership LP
3.250% due 09/15/2023		300	287
Brookfield Finance, Inc.
3.900% due 01/25/2028		1,988	1,860
4.700% due 09/20/2047		4,240	3,923
Capital One Financial Corp.
3.450% due 04/30/2021		5,900	5,878
CBL & Associates LP
5.950% due 12/15/2026		1,384	1,156
China Construction Bank Corp.
0.281% due 09/24/2021	EUR	2,000	2,269
CIT Group, Inc.
4.125% due 03/09/2021	USD	1,216	1,216
5.000% due 08/15/2022		7,200	7,245
5.000% due 08/01/2023		4,136	4,157
5.250% due 03/07/2025		1,058	1,067
5.375% due 05/15/2020		1,330	1,369
Citigroup, Inc.
3.142% due 01/24/2023		2,500	2,442
Compass Bank
2.750% due 09/29/2019		700	697
Cooperatieve Rabobank UA
2.938% due 04/26/2021		1,750	1,755
3.125% due 04/26/2021		2,500	2,478
4.625% due 12/29/2025 (b)(c)	EUR	3,600	4,050
5.500% due 06/29/2020 (b)(c)		17,610	21,000
6.625% due 06/29/2021 (b)(c)		11,400	14,218
Co-operative Group Holdings 2011 Ltd.
6.875% due 07/08/2020	GBP	3,430	4,650
7.500% due 07/08/2026		600	895
Corestate Capital Holding S.A.
3.500% due 04/15/2023	EUR	39,300	43,747
CPI Property Group S.A.
1.450% due 04/14/2022		5,500	6,219
2.125% due 10/04/2024		4,800	5,369
Credit Agricole S.A.
3.507% due 04/24/2023	USD	1,000	998
3.750% due 04/24/2023		1,750	1,711
7.875% due 01/23/2024 (b)(c)		496	514
		額面 (千通貨)	時価 (千米ドル)
Credit Suisse AG
4.375% due 08/05/2020	USD	750	762
6.500% due 08/08/2023 (b)		10,885	11,526
Credit Suisse Group AG
2.997% due 12/14/2023		3,600	3,426
3.532% due 12/14/2023		3,000	3,025
3.574% due 06/12/2024		2,750	2,757
3.869% due 01/12/2029		33,900	31,519
4.207% due 06/12/2024		3,500	3,480
4.282% due 01/09/2028		6,700	6,428
7.250% due 09/12/2025 (b)(c)		1,800	1,784
7.500% due 07/17/2023 (b)(c)		5,800	5,916
Credit Suisse Group Funding Guernsey Ltd.
2.750% due 08/08/2025	GBP	600	757
3.750% due 03/26/2025	USD	1,800	1,725
Crown Castle International Corp.
3.200% due 09/01/2024		604	571
3.650% due 09/01/2027		2,678	2,481
4.000% due 03/01/2027		255	244
CTR Partnership LP
5.250% due 06/01/2025		504	493
Deutsche Bank AG
0.375% due 01/18/2021	EUR	73,700	82,269
2.700% due 07/13/2020	USD	4,272	4,176
3.150% due 01/22/2021		10,000	9,756
3.284% due 01/22/2021		12,700	12,569
3.406% due 07/13/2020		1,774	1,763
3.766% due 02/04/2021		5,310	5,298
3.950% due 02/27/2023		1,820	1,753
4.250% due 10/14/2021		15,940	15,820
4.251% due 05/10/2019		80	80
Digital Euro Finco LLC
2.625% due 04/15/2024	EUR	1,400	1,675
Digital Realty Trust LP
3.700% due 08/15/2027	USD	92	86
Digital Stout Holding LLC
2.750% due 07/19/2024	GBP	400	513
3.300% due 07/19/2029		400	508
Discover Bank
3.350% due 02/06/2023	USD	900	870
Emerald Bay S.A.
0.000% due 10/08/2020	EUR	3,425	3,682
EPR Properties
4.500% due 06/01/2027	USD	3,650	3,469
4.750% due 12/15/2026		372	360
4.950% due 04/15/2028		1,132	1,096
Equinix, Inc.
2.875% due 03/15/2024	EUR	5,700	6,551
2.875% due 10/01/2025		500	557
2.875% due 02/01/2026		16,550	18,346
ERP Operating LP
3.250% due 08/01/2027	USD	257	242
3.500% due 03/01/2028		792	757
Eurobank Ergasias S.A.
2.750% due 11/02/2020	EUR	1,000	1,157
		額面 (千通貨)	時価 (千米ドル)
Fairfax Financial Holdings Ltd.
2.750% due 03/29/2028	EUR	6,600	7,524
4.850% due 04/17/2028	USD	3,411	3,329
Fastighets AB Balder
1.125% due 03/14/2022	EUR	5,745	6,550
1.875% due 03/14/2025		1,100	1,234
1.875% due 01/23/2026		1,470	1,622
Franshion Brilliant Ltd.
5.750% due 03/19/2019	USD	1,593	1,605
Freedom Mortgage Corp.
8.250% due 04/15/2025		1,259	1,171
Globalworth Real Estate Investments Ltd.
2.875% due 06/20/2022	EUR	1,400	1,632
3.000% due 03/29/2025		400	454
GLP Capital LP
5.250% due 06/01/2025	USD	1,200	1,209
5.300% due 01/15/2029		3,424	3,377
Goldman Sachs Group, Inc.
0.131% due 12/16/2020	EUR	1,200	1,361
3.060% due 02/23/2023	USD	12,900	12,895
3.200% due 02/23/2023		12,900	12,540
3.814% due 04/23/2029		7,100	6,677
Goodman Australia Finance Pty Ltd.
1.375% due 09/27/2025	EUR	400	437
Goodman U.S. Finance Three LLC
3.700% due 03/15/2028	USD	2,324	2,164
Grainger PLC
3.375% due 04/24/2028	GBP	2,000	2,534
Growthpoint Properties International Pty Ltd.
5.872% due 05/02/2023	USD	1,600	1,591
High Street Funding Trust II
4.682% due 02/15/2048		300	291
Host Hotels & Resorts LP
4.000% due 06/15/2025		200	193
Howard Hughes Corp.
5.375% due 03/15/2025		3,600	3,474
HSBC Bank Argentina S.A.
25.250% due 09/27/2019	ARS	53,530	1,360
HSBC Holdings PLC
2.625% due 08/16/2028	GBP	360	444
2.922% due 05/18/2021	USD	7,000	7,009
3.033% due 11/22/2023		4,900	4,714
3.262% due 03/13/2023		800	782
3.322% due 05/18/2024		3,000	2,994
3.950% due 05/18/2024		2,800	2,773
4.041% due 03/13/2028		700	671
4.300% due 03/08/2026		500	493
4.750% due 07/04/2029 (b)(c)	EUR	2,800	2,991
5.250% due 09/16/2022 (b)(c)		7,500	8,868
5.875% due 09/28/2026 (b)(c)	GBP	4,500	5,721
6.000% due 09/29/2023 (b)(c)	EUR	7,210	8,935
6.250% due 03/23/2023 (b)(c)	USD	5,400	5,252
6.500% due 03/23/2028 (b)(c)		9,470	8,902
Hudson Pacific Properties LP
3.950% due 11/01/2027		363	336
		額面 (千通貨)	時価 (千米ドル)
Hunt Cos., Inc.
6.250% due 02/15/2026	USD	462	427
ICICI Bank Ltd.
3.125% due 08/12/2020		200	197
3.441% due 12/04/2018		25,600	25,597
InCaps Funding I Ltd.
4.321% due 06/01/2033		17,521	17,521
Industrial & Commercial Bank of China Ltd.
2.625% due 05/26/2020		1,600	1,574
3.093% due 11/08/2020		2,000	2,001
ING Bank NV
2.450% due 03/16/2020		3,200	3,159
2.500% due 10/01/2019		3,300	3,282
ING Groep NV
1.000% due 09/20/2023	EUR	1,100	1,239
3.398% due 10/02/2023	USD	4,100	4,101
4.100% due 10/02/2023		6,000	5,966
4.550% due 10/02/2028		4,300	4,233
Inmobiliaria Colonial Socimi S.A.
1.625% due 11/28/2025	EUR	3,000	3,282
2.000% due 04/17/2026		2,900	3,221
International Lease Finance Corp.
5.875% due 08/15/2022	USD	500	527
8.250% due 12/15/2020		7,970	8,648
8.625% due 01/15/2022		3,201	3,629
Intesa Sanpaolo SpA (b)(c)
7.000% due 01/19/2021	EUR	26,850	31,069
7.750% due 01/11/2027		660	768
Intrepid Aviation Group Holdings LLC
8.500% due 08/15/2021	USD	3,970	4,000
iStar, Inc.
4.625% due 09/15/2020		137	136
5.250% due 09/15/2022		515	500
Jefferies Finance LLC
6.875% due 04/15/2022		1,000	1,008
7.250% due 08/15/2024		600	590
7.375% due 04/01/2020		6,475	6,572
7.500% due 04/15/2021		1,380	1,394
JP Morgan Chase Bank N.A.
2.848% due 04/26/2021		12,400	12,405
3.086% due 04/26/2021		12,400	12,355
Kasikornbank PCL
3.500% due 10/25/2019		2,200	2,200
KBC Group NV
4.250% due 10/24/2025 (b)(c)	EUR	4,400	4,530
Kennedy Wilson Europe Real Estate Ltd.
3.250% due 11/12/2025		1,400	1,568
3.950% due 06/30/2022	GBP	800	1,051
Kennedy-Wilson, Inc.
5.875% due 04/01/2024	USD	1,320	1,274
Kojamo OYJ
1.500% due 06/19/2024	EUR	1,200	1,356
1.625% due 03/07/2025		2,400	2,684
Liberty Living Finance PLC
2.625% due 11/28/2024	GBP	1,250	1,586
3.375% due 11/28/2029		500	636
		額面 (千通貨)	時価 (千米ドル)
Lifestorage LP
3.500% due 07/01/2026	USD	1,200	1,105
LifeStorage LP
3.875% due 12/15/2027		1,010	940
Lincoln Finance Ltd.
6.875% due 04/15/2021	EUR	9,322	10,937
Lloyds Bank PLC
2.833% due 05/07/2021	USD	4,000	4,007
3.300% due 05/07/2021		9,600	9,526
12.000% due 12/16/2024 (c)		200	241
Lloyds Banking Group PLC
2.250% due 10/16/2024	GBP	6,600	8,187
2.907% due 11/07/2023	USD	3,500	3,330
3.574% due 11/07/2028		5,600	5,043
4.000% due 03/07/2025	AUD	4,700	3,327
4.050% due 08/16/2023	USD	5,800	5,750
4.375% due 03/22/2028		2,200	2,106
4.450% due 05/08/2025		3,400	3,387
4.550% due 08/16/2028		5,000	4,836
6.375% due 06/27/2020 (b)(c)	EUR	1,400	1,670
7.000% due 06/27/2019 (b)(c)	GBP	38,538	50,167
7.500% due 06/27/2024 (b)(c)	USD	2,700	2,730
7.500% due 09/27/2025 (b)(c)		7,700	7,758
7.625% due 06/27/2023 (b)(c)	GBP	8,311	11,296
7.875% due 06/27/2029 (b)(c)		4,600	6,570
LoanCore Capital Markets LLC
6.875% due 06/01/2020	USD	1,900	1,920
Meiji Yasuda Life Insurance Co.
5.100% due 04/26/2048		3,400	3,375
Merlin Properties Socimi S.A.
1.750% due 05/26/2025	EUR	1,710	1,902
1.875% due 11/02/2026		700	767
Mitsubishi UFJ Lease & Finance Co. Ltd.
2.652% due 09/19/2022	USD	1,100	1,048
Mizuho Bank Ltd.
2.400% due 03/26/2020		1,200	1,186
Mizuho Financial Group, Inc.
2.601% due 09/11/2022		4,700	4,491
3.211% due 09/11/2022		10,200	10,226
Morgan Stanley
2.891% due 02/10/2021		12,900	12,909
3.125% due 01/23/2023		12,900	12,496
3.772% due 01/24/2029		3,600	3,415
National Australia Bank Ltd.
1.375% due 07/12/2019		600	594
2.625% due 07/23/2020		250	247
National Bank of Greece S.A.
2.750% due 10/19/2020	EUR	800	932
Nationwide Building Society
3.766% due 03/08/2024	USD	5,600	5,452
4.302% due 03/08/2029		6,400	6,042
Natwest Markets PLC
0.581% due 09/27/2021	EUR	5,100	5,785
0.625% due 03/02/2022		300	335
		額面 (千通貨)	時価 (千米ドル)
Navient Corp.
4.875% due 06/17/2019	USD	10,490	10,542
5.000% due 10/26/2020		4,474	4,510
5.500% due 01/15/2019		17,552	17,640
5.625% due 08/01/2033		1,468	1,201
5.875% due 03/25/2021		14,633	14,834
6.500% due 06/15/2022		3,440	3,505
6.625% due 07/26/2021		3,990	4,115
7.250% due 01/25/2022		5,900	6,158
8.000% due 03/25/2020		21,896	22,909
Nordea Kredit Realkreditaktieselskab
2.000% due 10/01/2047	DKK	2,648	405
Nykredit Realkredit A/S
2.500% due 10/01/2047		9,787	1,553
Ontario Teachers' Cadillac Fairview Properties Trust
3.125% due 03/20/2022	USD	696	682
Oppenheimer Holdings, Inc.
6.750% due 07/01/2022		424	429
Physicians Realty LP
3.950% due 01/15/2028		1,828	1,685
4.300% due 03/15/2027		2,650	2,523
Preferred Term Securities XVIII Ltd.
2.714% due 09/23/2035		584	561
Preferred Term Securities XXIV Ltd.
2.634% due 03/22/2037		1,338	1,244
2.714% due 03/22/2037		4,918	4,033
Preferred Term Securities XXV Ltd.
2.624% due 06/22/2037		30,831	28,211
Preferred Term Securities XXVI Ltd.
2.634% due 09/22/2037		50,146	45,883
Prologis International Funding II S.A.
1.750% due 03/15/2028	EUR	900	1,003
Provident Funding Associates LP
6.375% due 06/15/2025	USD	172	170
Qatari Diar Finance Co.
5.000% due 07/21/2020		11,400	11,670
QNB Finance Ltd.
3.688% due 02/12/2020		79,800	80,290
3.693% due 02/07/2020		56,200	56,554
4.096% due 04/01/2019		600	604
Realkredit Danmark A/S
2.500% due 07/01/2047	DKK	8,514	1,351
Reckson Operating Partnership LP
7.750% due 03/15/2020	USD	500	526
Royal Bank of Scotland Group PLC
2.000% due 03/08/2023	EUR	1,900	2,200
2.000% due 03/04/2025		21,750	24,652
2.500% due 03/22/2023		25,700	30,357
3.498% due 05/15/2023	USD	4,414	4,249
3.784% due 05/15/2023		3,074	3,091
3.875% due 09/12/2023		7,700	7,416
4.800% due 04/05/2026		2,300	2,271
5.076% due 01/27/2030		10,700	10,501
7.500% due 08/10/2020 (b)(c)		2,900	2,955
8.000% due 08/10/2025 (b)(c)		6,760	6,992
8.625% due 08/15/2021 (b)(c)		4,200	4,426
		額面 (千通貨)	時価 (千米ドル)
Sagax AB
2.000% due 01/17/2024	EUR	1,600	1,822
Santander Holdings USA, Inc.
3.400% due 01/18/2023	USD	14,048	13,422
3.700% due 03/28/2022		412	405
4.400% due 07/13/2027	USD	1,284	1,200
4.500% due 07/17/2025		3,000	2,938
Santander UK Group Holdings PLC
0.531% due 03/27/2024	EUR	2,800	3,124
2.875% due 08/05/2021	USD	3,600	3,492
2.920% due 05/08/2026	GBP	1,220	1,535
3.373% due 01/05/2024	USD	55,550	53,065
3.571% due 01/10/2023		1,500	1,450
3.625% due 01/14/2026	GBP	1,900	2,498
3.823% due 11/03/2028	USD	3,400	3,067
6.750% due 06/24/2024 (b)(c)	GBP	16,360	21,397
7.375% due 06/24/2022 (b)(c)		4,100	5,456
Santander UK PLC
1.625% due 05/10/2021		6,300	8,021
2.941% due 06/01/2021	USD	2,200	2,210
3.400% due 06/01/2021		5,400	5,364
SBA Tower Trust
2.877% due 07/09/2021		1,500	1,467
Sberbank of Russia Via SB Capital S.A.
3.080% due 03/07/2019	EUR	5,200	5,923
3.352% due 11/15/2019		8,000	9,216
4.150% due 03/06/2019	USD	4,200	4,197
5.180% due 06/28/2019		7,200	7,237
5.717% due 06/16/2021		900	916
6.125% due 02/07/2022		10,400	10,685
SELP Finance Sarl
1.500% due 11/20/2025	EUR	1,500	1,647
SL Green Operating Partnership LP
3.250% due 10/15/2022	USD	234	226
SL Green Realty Corp.
4.500% due 12/01/2022		1,420	1,431
SMBC Trust Account
3.608% due 04/09/2021		5,000	5,008
Societe Generale S.A. (b)(c)
6.750% due 04/06/2028		2,200	1,944
7.375% due 10/04/2023		11,200	10,906
8.250% due 11/29/2018		800	803
Society of Lloyd's
4.750% due 10/30/2024	GBP	800	1,085
Springleaf Finance Corp.
5.250% due 12/15/2019	USD	10,070	10,196
5.625% due 03/15/2023		27,700	26,869
6.000% due 06/01/2020		6,232	6,388
6.125% due 05/15/2022		14,223	14,365
6.875% due 03/15/2025		3,161	3,035
7.750% due 10/01/2021		1,780	1,887
8.250% due 12/15/2020		23,219	24,902
Standard Chartered PLC
3.558% due 01/20/2023		2,470	2,474
4.247% due 01/20/2023		4,700	4,699
		額面 (千通貨)	時価 (千米ドル)
Starwood Property Trust, Inc.
3.625% due 02/01/2021	USD	8,000	7,790
4.750% due 03/15/2025		1,152	1,100
5.000% due 12/15/2021		500	499
State Bank of India
3.358% due 04/06/2020		14,500	14,546
Stearns Holdings LLC
9.375% due 08/15/2020		1,580	1,584
STORE Capital Corp.
4.500% due 03/15/2028		1,348	1,306
Sumitomo Mitsui Banking Corp.
2.514% due 01/17/2020		6,300	6,246
2.799% due 01/17/2020		6,300	6,307
Sumitomo Mitsui Financial Group, Inc.
3.102% due 01/17/2023		6,300	6,135
3.189% due 01/17/2023		5,670	5,673
Sumitomo Mitsui Trust Bank Ltd.
1.950% due 09/19/2019		2,490	2,465
2.779% due 09/19/2019		3,040	3,046
Summit Germany Ltd.
2.000% due 01/31/2025	EUR	1,100	1,190
Tesco Property Finance 2 PLC
6.052% due 10/13/2039	GBP	5,108	7,852
Tesco Property Finance 3 PLC
5.744% due 04/13/2040		166	251
Tesco Property Finance 4 PLC
5.801% due 10/13/2040		402	612
Tesco Property Finance 6 PLC
5.411% due 07/13/2044		2,637	3,854
TLG Immobilien AG
1.375% due 11/27/2024	EUR	1,500	1,663
TP ICAP PLC
5.250% due 01/26/2024	GBP	1,900	2,330
Tritax Big Box REIT PLC
2.625% due 12/14/2026		1,000	1,261
3.125% due 12/14/2031		800	1,000
Turkiye Garanti Bankasi A/S
3.588% due 02/11/2019	USD	5,800	5,753
U.S. Capital Funding VI Ltd.
2.694% due 07/10/2043		28,305	25,474
UBS AG (b)
5.125% due 05/15/2024		900	898
7.625% due 08/17/2022		6,000	6,585
UBS Group Funding Switzerland AG
2.650% due 02/01/2022		7,100	6,856
2.859% due 08/15/2023		1,000	959
3.491% due 05/23/2023		2,000	1,956
4.125% due 09/24/2025		2,870	2,826
4.125% due 04/15/2026		2,500	2,456
4.253% due 03/23/2028		1,800	1,766
5.750% due 02/19/2022 (b)(c)	EUR	3,200	3,948
7.000% due 02/19/2025 (b)(c)	USD	200	209
UDR, Inc.
3.500% due 01/15/2028		410	382
4.625% due 01/10/2022		103	105
		額面 (千通貨)	時価 (千米ドル)
Unique Pub Finance Co. PLC
5.659% due 06/30/2027	GBP	2,308	3,259
6.542% due 03/30/2021		736	988
7.395% due 03/28/2024		1,886	2,678
Ventas Realty LP
3.250% due 10/15/2026	USD	100	92
VEREIT Operating Partnership LP
3.950% due 08/15/2027		380	354
VICI Properties 1 LLC
8.000% due 10/15/2023		3,278	3,614
Virgin Money Holdings UK PLC
8.750% due 11/10/2021 (b)(c)	GBP	200	273
Vornado Realty LP
3.500% due 01/15/2025	USD	528	504
Wells Fargo & Co.
2.125% due 12/20/2023	GBP	2,100	2,670
3.000% due 10/23/2026	USD	2,810	2,573
3.268% due 02/11/2022		6,670	6,726
Wells Fargo Bank N.A.
2.977% due 07/23/2021		4,700	4,704
3.325% due 07/23/2021		10,600	10,566
Welltower, Inc.
3.950% due 09/01/2023		830	829
4.250% due 04/15/2028		1,256	1,228
Westfield America Management Ltd.
2.125% due 03/30/2025	GBP	500	629
WeWork Cos., Inc.
7.875% due 05/01/2025	USD	1,344	1,240
WPC Eurobond BV
2.125% due 04/15/2027	EUR	2,100	2,325
2.250% due 04/09/2026		3,400	3,837
			2,402,158
工業 9.9%
AA Bond Co. Ltd.
2.750% due 07/31/2023	GBP	400	472
2.875% due 01/31/2022		2,100	2,591
4.249% due 07/31/2020		506	665
4.875% due 07/31/2024		1,200	1,534
AbbVie, Inc.
3.375% due 11/14/2021	USD	5,824	5,797
3.750% due 11/14/2023		3,462	3,433
4.250% due 11/14/2028		4,992	4,822
Air Canada 2017-1 Class B Pass-Through Trust
3.700% due 01/15/2026		366	352
Allergan Funding SCS
0.031% due 06/01/2019	EUR	144	163
3.000% due 03/12/2020	USD	500	498
Altice Financing S.A.
5.250% due 02/15/2023	EUR	10,200	11,998
6.625% due 02/15/2023	USD	13,930	13,823
7.500% due 05/15/2026		1,000	942
Altice France S.A.
5.625% due 05/15/2024	EUR	13,920	16,312
5.875% due 02/01/2027		24,000	28,081
6.250% due 05/15/2024	USD	15,000	14,437
7.375% due 05/01/2026		14,133	13,581
8.125% due 02/01/2027		4,300	4,268
		額面 (千通貨)	時価 (千米ドル)
Altice Luxembourg S.A.
7.250% due 05/15/2022	EUR	11,224	12,480
American Airlines 2017-2 Class AA Pass-Through Trust
3.350% due 10/15/2029	USD	467	444
Andeavor Logistics LP
3.500% due 12/01/2022		144	141
4.250% due 12/01/2027		258	246
5.500% due 10/15/2019		200	204
AP Moller - Maersk A/S
1.750% due 03/16/2026	EUR	2,900	3,184
2.875% due 09/28/2020	USD	1,400	1,379
Arrow Electronics, Inc.
3.250% due 09/08/2024		479	449
Avolon Holdings Funding Ltd.
5.500% due 01/15/2023		3,604	3,595
Bacardi Ltd.
4.450% due 05/15/2025		2,000	1,969
4.700% due 05/15/2028		2,600	2,517
Baidu, Inc.
3.875% due 09/29/2023		4,100	4,052
4.375% due 03/29/2028		1,400	1,362
Banff Merger Sub, Inc.
9.750% due 09/01/2026		2,425	2,334
BAT Capital Corp.
2.297% due 08/14/2020		300	294
Bausch Health Cos., Inc.
5.500% due 11/01/2025		210	207
6.500% due 03/15/2022		3,835	3,979
7.000% due 03/15/2024		901	946
Baxalta, Inc.
2.875% due 06/23/2020		828	819
Bayer U.S. Finance II LLC
3.003% due 06/25/2021		1,600	1,601
Boral Finance Pty Ltd.
3.000% due 11/01/2022		1,996	1,922
Boston Scientific Corp.
3.375% due 05/15/2022		2,260	2,231
6.000% due 01/15/2020		300	309
Broadcom Corp.
2.200% due 01/15/2021		100	97
2.375% due 01/15/2020		100	99
2.650% due 01/15/2023		6,325	5,938
3.000% due 01/15/2022		6,026	5,838
3.625% due 01/15/2024		1,487	1,426
3.875% due 01/15/2027		8,690	7,993
Bureau Veritas S.A.
1.875% due 01/06/2025	EUR	3,200	3,671
Caesars Resort Collection LLC
5.250% due 10/15/2025	USD	86	80
Campbell Soup Co.
2.834% due 03/16/2020		2,490	2,486
2.964% due 03/15/2021		2,030	2,023
3.950% due 03/15/2025		1,539	1,464
Celgene Corp.
2.250% due 08/15/2021		3,660	3,535
		額面 (千通貨)	時価 (千米ドル)
Central Nippon Expressway Co. Ltd.
2.774% due 02/15/2022	USD	13,200	13,138
2.881% due 08/04/2020		7,800	7,816
Charles River Laboratories International, Inc.
5.500% due 04/01/2026		404	404
Charter Communications Operating LLC
3.579% due 07/23/2020		1,426	1,424
4.191% due 02/01/2024		4,202	4,273
4.200% due 03/15/2028		1,393	1,307
4.464% due 07/23/2022		1,687	1,708
4.500% due 02/01/2024		1,700	1,705
4.908% due 07/23/2025		992	998
Chesapeake Energy Corp.
5.686% due 04/15/2019		189	190
Christian Dior SE
0.750% due 06/24/2021	EUR	300	345
1.375% due 06/19/2019		100	114
Clear Channel Worldwide Holdings, Inc.
6.500% due 11/15/2022	USD	1,370	1,398
7.625% due 03/15/2020		2,300	2,303
Cleveland-Cliffs, Inc.
4.875% due 01/15/2024		520	498
CNH Industrial Capital LLC
4.375% due 11/06/2020		300	304
4.875% due 04/01/2021		80	82
Comcast Corp.
2.738% due 10/01/2020		4,008	4,011
2.848% due 10/01/2021		2,242	2,244
3.038% due 04/15/2024		3,632	3,614
3.700% due 04/15/2024		3,180	3,169
Community Health Systems, Inc.
5.125% due 08/01/2021		17,507	16,675
6.250% due 03/31/2023		26,200	24,194
8.625% due 01/15/2024		10,517	10,662
Conagra Brands, Inc.
2.908% due 10/09/2020		180	180
CSCEC Finance Cayman I Ltd.
2.950% due 11/19/2020		400	393
CVS Health Corp.
3.700% due 03/09/2023		4,063	4,013
4.300% due 03/25/2028		5,980	5,843
CVS Pass-Through Trust
7.507% due 01/10/2032		722	834
DAE Funding LLC
4.000% due 08/01/2020		2,670	2,653
4.500% due 08/01/2022		13,832	13,521
5.000% due 08/01/2024		9,446	9,233
Davide Campari-Milano SpA
2.750% due 09/30/2020	EUR	1,410	1,673
Dell International LLC
4.420% due 06/15/2021	USD	11,782	11,887
Delta Air Lines, Inc.
2.875% due 03/13/2020		1,720	1,705
3.625% due 03/15/2022		920	905
		額面 (千通貨)	時価 (千米ドル)
Diamond Resorts International, Inc.
7.750% due 09/01/2023	USD	8,334	8,574
10.750% due 09/01/2024		260	255
Discovery Communications LLC
2.750% due 11/15/2019		304	302
2.950% due 03/20/2023		362	344
3.950% due 03/20/2028		528	492
DISH DBS Corp.
5.125% due 05/01/2020		4,588	4,617
7.875% due 09/01/2019		17,565	18,132
DP World Ltd.
2.375% due 09/25/2026	EUR	2,200	2,484
4.250% due 09/25/2030	GBP	1,100	1,400
DR Horton, Inc.
4.000% due 02/15/2020	USD	290	291
DXC Technology Co.
3.271% due 03/01/2021		4,154	4,154
4.750% due 04/15/2027		310	308
Eastern Creation II Investment Holdings Ltd.
2.750% due 09/26/2020		2,300	2,251
Eastern Creation Investment Holdings Ltd.
3.625% due 03/20/2019		600	599
eBay, Inc.
3.800% due 03/09/2022		3,375	3,385
EI Group PLC
6.375% due 02/15/2022	GBP	5,600	7,401
6.500% due 12/06/2018		1,051	1,352
6.875% due 02/15/2021		950	1,320
EMC Corp.
2.650% due 06/01/2020	USD	31,268	30,432
Energy Transfer Operating LP
4.150% due 10/01/2020		100	101
4.200% due 09/15/2023		1,354	1,349
4.950% due 06/15/2028		1,962	1,942
6.000% due 06/15/2048		300	298
Energy Transfer Partners LP
5.750% due 09/01/2020		2,140	2,207
5.875% due 03/01/2022		450	474
EQT Corp.
3.166% due 10/01/2020		1,229	1,229
4.875% due 11/15/2021		200	205
Equifax, Inc.
3.184% due 08/15/2021		1,668	1,679
3.600% due 08/15/2021		586	581
Eurofins Scientific SE
2.125% due 07/25/2024	EUR	800	902
Exela Intermediate LLC
10.000% due 07/15/2023	USD	880	919
Ford Motor Credit Co. LLC
2.597% due 11/04/2019		1,300	1,285
5.875% due 08/02/2021		400	414
8.125% due 01/15/2020		1,600	1,677
Fortress Transportation & Infrastructure Investors LLC
6.500% due 10/01/2025		5,520	5,437
6.750% due 03/15/2022		9,064	9,302
		額面 (千通貨)	時価 (千米ドル)
Fresenius Medical Care U.S. Finance II, Inc.
4.125% due 10/15/2020	USD	16	16
5.625% due 07/31/2019		374	380
Fresenius U.S. Finance II, Inc.
4.250% due 02/01/2021		190	192
G4S International Finance PLC
1.500% due 01/09/2023	EUR	1,400	1,607
GATX Corp.
3.061% due 11/05/2021	USD	3,900	3,908
General Electric Co.
5.500% due 01/08/2020		950	969
5.550% due 05/04/2020		150	154
General Mills, Inc.
2.976% due 04/16/2021		2,524	2,523
3.200% due 04/16/2021		451	448
General Motors Financial Co., Inc.
3.150% due 01/15/2020		125	124
3.200% due 07/13/2020		800	793
3.550% due 04/09/2021		1,110	1,101
Gerdau Holdings, Inc.
7.000% due 01/20/2020		7,200	7,479
Greene King Finance PLC
4.064% due 03/15/2035	GBP	723	984
5.106% due 03/15/2034		150	220
5.702% due 12/15/2034		4,156	5,016
Halfmoon Parent, Inc.
3.326% due 07/15/2023	USD	10,860	10,858
3.750% due 07/15/2023		13,332	13,230
Harris Corp.
3.000% due 04/30/2020		5,600	5,598
Harvest Operations Corp.
2.330% due 04/14/2021		2,884	2,773
HCA, Inc.
4.250% due 10/15/2019		2,710	2,725
6.500% due 02/15/2020		200	207
Hilton Domestic Operating Co., Inc.
5.125% due 05/01/2026		2,766	2,711
HOCHTIEF AG
2.625% due 05/28/2019	EUR	653	750
3.875% due 03/20/2020		7,453	8,874
Hyatt Hotels Corp.
4.850% due 03/15/2026	USD	100	102
Hyundai Capital America
3.137% due 09/18/2020		3,198	3,200
iHeartCommunications, Inc. (d)
9.000% due 12/15/2019		34,080	24,708
9.000% due 03/01/2021		48,736	35,455
9.000% due 09/15/2022		9,018	6,538
10.625% due 03/15/2023		4,560	3,272
11.250% due 03/01/2021		11,268	7,993
IHO Verwaltungs GmbH
3.750% due 09/15/2026 (e)	EUR	100	113
IMCD NV
2.500% due 03/26/2025		1,700	1,908
Imperial Brands Finance PLC
2.950% due 07/21/2020	USD	1,300	1,284
		額面 (千通貨)	時価 (千米ドル)
Incitec Pivot Finance LLC
6.000% due 12/10/2019	USD	160	164
Intelsat Connect Finance S.A.
9.500% due 02/15/2023		3,960	3,807
Intelsat Jackson Holdings S.A.
5.500% due 08/01/2023		1,624	1,457
7.500% due 04/01/2021		12,789	12,949
8.000% due 02/15/2024		4,227	4,433
8.500% due 10/15/2024		12,393	12,192
9.750% due 07/15/2025		3,141	3,298
Intelsat Luxembourg S.A.
7.750% due 06/01/2021 (d)		15,908	15,113
International Flavors & Fragrances, Inc.
3.400% due 09/25/2020		1,750	1,750
InterXion Holding NV
4.750% due 06/15/2025	EUR	400	474
IQVIA, Inc.
2.875% due 09/15/2025		400	444
3.250% due 03/15/2025		500	574
JT International Financial Services BV
1.125% due 09/28/2025		1,100	1,254
Kinder Morgan, Inc.
7.750% due 01/15/2032	USD	2,500	3,075
Kraft Heinz Foods Co.
2.911% due 02/10/2021		1,690	1,694
Marriott Ownership Resorts, Inc.
6.500% due 09/15/2026		2,004	2,029
Martin Marietta Materials, Inc.
2.838% due 12/20/2019		680	682
2.960% due 05/22/2020		570	571
MGM Resorts International
6.625% due 12/15/2021		152	160
6.750% due 10/01/2020		6,108	6,379
Minmetals Bounteous Finance BVI Ltd.
3.500% due 07/30/2020		1,600	1,587
Mitchells & Butlers Finance PLC
2.784% due 12/15/2030		659	621
6.013% due 12/15/2028	GBP	192	281
Molnlycke Holding AB
1.875% due 02/28/2025	EUR	300	344
MPLX LP
3.375% due 03/15/2023	USD	316	308
NetApp, Inc.
3.300% due 09/29/2024		2,610	2,494
Netflix, Inc.
3.625% due 05/15/2027	EUR	7,727	8,704
4.625% due 05/15/2029		4,800	5,465
New Red Finance, Inc.
4.250% due 05/15/2024	USD	6,073	5,724
Nexi Capital SpA
4.125% due 11/01/2023	EUR	100	114
Nidec Corp.
0.487% due 09/27/2021		900	1,026
Nokia OYJ
4.375% due 06/12/2027	USD	175	165
		額面 (千通貨)	時価 (千米ドル)
Norwegian Air Shuttle ASA 2016-1 Class A Pass-Through Trust
4.875% due 05/10/2028	USD	464	455
Ooredoo Tamweel Ltd.
3.039% due 12/03/2018		200	200
Ortho-Clinical Diagnostics, Inc.
6.625% due 05/15/2022		5,091	4,918
Pacific National Finance Pty Ltd.
4.625% due 09/23/2020		530	535
Park Aerospace Holdings Ltd.
3.625% due 03/15/2021		18,709	18,007
4.500% due 03/15/2023		10,570	10,082
5.250% due 08/15/2022		48,447	48,265
5.500% due 02/15/2024		8,672	8,609
Pelabuhan Indonesia III Persero PT
4.500% due 05/02/2023		1,600	1,563
Petroleos de Venezuela S.A. (d)
5.375% due 04/12/2027		11,932	2,178
5.500% due 04/12/2037		10,372	1,919
6.000% due 05/16/2024		8,083	1,427
6.000% due 11/15/2026		13,183	2,323
9.000% due 11/17/2021		400	86
9.750% due 05/17/2035		4,730	1,029
Petroleos Mexicanos
6.500% due 03/13/2027		2,620	2,543
6.750% due 09/21/2047		390	336
Petronas Capital Ltd.
5.250% due 08/12/2019		2,800	2,847
PetSmart, Inc.
5.875% due 06/01/2025		674	529
Phillips 66
3.086% due 04/15/2019		1,000	1,000
3.186% due 04/15/2020		900	900
QGOG Constellation S.A.
9.500% due 11/09/2024 (d)(e)		753	365
QUALCOMM, Inc.
2.900% due 05/20/2024		140	133
QVC, Inc.
4.375% due 03/15/2023		900	885
4.450% due 02/15/2025		660	628
4.850% due 04/01/2024		2,190	2,162
5.125% due 07/02/2022		3,400	3,444
5.450% due 08/15/2034		50	44
5.950% due 03/15/2043		8,100	7,250
Radiate Holdco LLC
6.875% due 02/15/2023		3,210	3,098
RCI Banque S.A.
0.250% due 07/12/2021	EUR	1,300	1,460
Refinitiv U.S. Holdings, Inc.
4.500% due 05/15/2026		15,630	17,761
6.250% due 05/15/2026	USD	3,300	3,288
6.875% due 11/15/2026	EUR	600	678
8.250% due 11/15/2026	USD	850	829
Rite Aid Corp.
6.125% due 04/01/2023		4,940	4,221
		額面 (千通貨)	時価 (千米ドル)
Roadster Finance DAC
1.625% due 12/09/2024	EUR	700	770
2.375% due 12/08/2027		1,000	1,079
Rockwell Collins, Inc.
2.800% due 03/15/2022	USD	194	188
Russian Railways Via RZD Capital PLC
3.374% due 05/20/2021	EUR	7,700	9,130
7.487% due 03/25/2031	GBP	6,300	9,474
Sands China Ltd.
4.600% due 08/08/2023	USD	4,200	4,153
5.125% due 08/08/2025		5,200	5,106
5.400% due 08/08/2028		7,000	6,707
Scientific Games International, Inc.
3.375% due 02/15/2026	EUR	317	335
SF Holding Investment Ltd.
4.125% due 07/26/2023	USD	2,200	2,186
Shelf Drilling Holdings Ltd.
8.250% due 02/15/2025		473	476
Shire Acquisitions Investments Ireland DAC
2.400% due 09/23/2021		3,750	3,605
SMBC Aviation Capital Finance DAC
2.650% due 07/15/2021		400	386
3.000% due 07/15/2022		300	288
4.125% due 07/15/2023		200	199
SoftBank Group Corp.
3.125% due 09/19/2025	EUR	9,400	9,903
4.000% due 04/20/2023		35,726	42,108
4.000% due 09/19/2029		1,700	1,692
Spanish Broadcasting System, Inc.
12.500% due 04/15/2049 (d)	USD	818	832
Spectra Energy Partners LP
3.016% due 06/05/2020		500	501
Spirit Issuer PLC
3.500% due 12/28/2031	GBP	1,060	1,334
6.582% due 03/28/2025		248	320
Sprint Spectrum Co. LLC
3.360% due 09/20/2021	USD	3,750	3,722
4.738% due 03/20/2025		5,200	5,206
5.152% due 03/20/2028		8,270	8,291
Starfruit Finco BV
6.500% due 10/01/2026	EUR	900	1,000
8.000% due 10/01/2026	USD	900	875
Sunoco Logistics Partners Operations LP
5.950% due 12/01/2025		760	806
Sunoco LP
4.875% due 01/15/2023		1,110	1,072
Syngenta Finance NV
3.698% due 04/24/2020		600	598
3.933% due 04/23/2021		1,600	1,593
4.441% due 04/24/2023		5,300	5,220
4.892% due 04/24/2025		800	771
5.182% due 04/24/2028		1,800	1,706
Tech Data Corp.
3.700% due 02/15/2022		2,327	2,279
4.950% due 02/15/2027		910	880
		額面 (千通貨)	時価 (千米ドル)
Telefonica Emisiones SAU
5.134% due 04/27/2020	USD	230	236
Telenet Finance Luxembourg Notes Sarl
5.500% due 03/01/2028		1,600	1,492
Tencent Holdings Ltd.
3.375% due 05/02/2019		1,600	1,602
Tenet Healthcare Corp.
4.625% due 07/15/2024		1,702	1,645
Teva Pharmaceutical Finance IV BV
3.650% due 11/10/2021		418	401
Teva Pharmaceutical Finance IV LLC
2.250% due 03/18/2020		474	460
Teva Pharmaceutical Finance Netherlands II BV
0.375% due 07/25/2020	EUR	4,800	5,363
3.250% due 04/15/2022		11,200	13,102
Teva Pharmaceutical Finance Netherlands III BV
1.700% due 07/19/2019	USD	220	216
2.800% due 07/21/2023		208	184
Textron, Inc.
2.891% due 11/10/2020		3,770	3,766
Times Square Hotel Trust
8.528% due 08/01/2026		1,870	2,154
T-Mobile USA, Inc.
4.750% due 02/01/2028		728	337
Triumph Group, Inc.
4.875% due 04/01/2021		2,479	2,347
5.250% due 06/01/2022		486	452
Ubisoft Entertainment S.A.
1.289% due 01/30/2023	EUR	1,800	2,041
UCB S.A.
1.875% due 04/02/2022		1,500	1,766
3.750% due 03/27/2020		376	447
4.125% due 01/04/2021		150	184
United Airlines 2016-1 Class AA Pass-Through Trust
3.100% due 07/07/2028	USD	256	242
United Group BV
4.375% due 07/01/2022	EUR	1,100	1,287
4.875% due 07/01/2024		1,100	1,291
United Technologies Corp.
2.965% due 08/16/2021	USD	1,428	1,430
3.350% due 08/16/2021		292	291
3.650% due 08/16/2023		4,868	4,828
4.125% due 11/16/2028		3,448	3,393
4.450% due 11/16/2038		564	547
4.625% due 11/16/2048		1,028	993
Univision Communications, Inc.
5.125% due 05/15/2023		530	501
5.125% due 02/15/2025		14,170	12,987
UPCB Finance VII Ltd.
3.625% due 06/15/2029	EUR	8,151	9,146
ViaSat, Inc.
5.625% due 09/15/2025	USD	3,698	3,444
Virgin Media Secured Finance PLC
5.000% due 04/15/2027	GBP	3,760	4,748
5.500% due 01/15/2025		9,450	12,347
		額面 (千通貨)	時価 (千米ドル)
VMware, Inc.
2.300% due 08/21/2020	USD	654	639
2.950% due 08/21/2022		5,956	5,707
3.900% due 08/21/2027		540	494
Volkswagen Bank GmbH
0.101% due 06/15/2021	EUR	900	1,014
Volkswagen Financial Services AG
0.250% due 10/16/2020		7,960	9,010
Volkswagen Financial Services NV
1.875% due 09/07/2021	GBP	1,800	2,286
Volkswagen Leasing GmbH
0.132% due 07/06/2021	EUR	1,000	1,127
0.250% due 02/16/2021		4,688	5,293
1.000% due 02/16/2023		2,464	2,762
Warner Media LLC
3.800% due 02/15/2027	USD	246	231
Western Digital Corp.
4.750% due 02/15/2026		5,260	4,865
Westmoreland Coal Co.
8.750% due 01/01/2022 (d)		685	271
Wind Tre SpA
2.625% due 01/20/2023	EUR	2,400	2,535
2.750% due 01/20/2024		1,400	1,472
3.125% due 01/20/2025		1,200	1,241
5.000% due 01/20/2026	USD	1,000	856
Wyndham Destinations, Inc.
5.400% due 04/01/2024		172	166
5.750% due 04/01/2027		196	182
Wynn Macau Ltd.
4.875% due 10/01/2024		400	364
5.500% due 10/01/2027		600	543
Yara International ASA
4.750% due 06/01/2028		2,205	2,187
Zimmer Biomet Holdings, Inc.
3.375% due 11/30/2021		124	122
			1,165,963
公益 2.7%
AT&T, Inc.
3.386% due 07/15/2021		3,419	3,457
3.450% due 09/19/2023	AUD	3,630	2,565
3.514% due 06/12/2024	USD	6,982	7,007
4.100% due 01/19/2026	AUD	3,630	2,558
4.900% due 08/15/2037	USD	3,020	2,779
5.000% due 03/01/2021		61	63
5.300% due 08/15/2058		2,590	2,361
5.650% due 02/15/2047		44	43
BellSouth LLC
4.333% due 04/26/2021		28,100	28,285
China Resources Gas Group Ltd.
4.500% due 04/05/2022		400	404
CNOOC Finance 2015 Australia Pty Ltd.
2.625% due 05/05/2020		400	395
Dominion Energy, Inc.
2.914% due 05/15/2020		9,370	9,371
Duke Energy Corp.
2.819% due 05/14/2021		3,100	3,109
3.050% due 08/15/2022		600	587
		額面 (千通貨)	時価 (千米ドル)
Duquesne Light Holdings, Inc.
6.400% due 09/15/2020	USD	1,000	1,046
El Paso Natural Gas Co. LLC
8.625% due 01/15/2022		1,900	2,162
Enable Midstream Partners LP
4.950% due 05/15/2028		1,249	1,224
Enbridge, Inc.
2.814% due 01/10/2020		8,800	8,788
3.034% due 06/15/2020		4,400	4,406
Florida Gas Transmission Co. LLC
5.450% due 07/15/2020		790	813
Gazprom Neft OAO Via GPN Capital S.A.
4.375% due 09/19/2022		5,550	5,446
6.000% due 11/27/2023		11,200	11,574
Gazprom OAO Via Gaz Capital S.A.
3.375% due 11/30/2018	CHF	1,100	1,096
3.389% due 03/20/2020	EUR	4,900	5,761
3.600% due 02/26/2021		5,500	6,600
4.950% due 02/06/2028	USD	200	191
5.338% due 09/25/2020	GBP	1,230	1,644
5.999% due 01/23/2021	USD	2,322	2,385
6.510% due 03/07/2022		6,398	6,711
7.288% due 08/16/2037		500	553
8.625% due 04/28/2034		2,372	2,909
9.250% due 04/23/2019		20,950	21,456
Global Switch Holdings Ltd.
2.250% due 05/31/2027	EUR	100	112
Iberdrola Finance Ireland DAC
5.000% due 09/11/2019	USD	2,000	2,031
Israel Electric Corp. Ltd.
7.250% due 01/15/2019		557	562
Kinder Morgan Energy Partners LP
6.850% due 02/15/2020		2,750	2,869
Korea National Oil Corp.
2.125% due 04/14/2021		600	579
Odebrecht Drilling Norbe VIII/IX Ltd.
6.350% due 12/01/2021		491	485
Odebrecht Offshore Drilling Finance Ltd.
6.720% due 12/01/2022		232	223
ONEOK, Inc.
4.550% due 07/15/2028		1,446	1,418
5.200% due 07/15/2048		1,180	1,145
Petrobras Global Finance BV
5.299% due 01/27/2025		535	512
5.875% due 03/07/2022	EUR	800	1,021
5.999% due 01/27/2028	USD	11,921	11,337
6.125% due 01/17/2022		6,576	6,831
6.250% due 12/14/2026	GBP	2,831	3,771
6.625% due 01/16/2034		2,900	3,754
6.850% due 06/05/2115	USD	990	881
7.375% due 01/17/2027		18,022	18,713
8.375% due 12/10/2018		1,000	1,006
8.750% due 05/23/2026		2,340	2,618
Plains All American Pipeline LP
6.650% due 01/15/2037		416	446
		額面 (千通貨)	時価 (千米ドル)
Rio Oil Finance Trust Series 2014-1
9.250% due 07/06/2024	USD	2,992	3,205
Rio Oil Finance Trust Series 2014-3
9.750% due 01/06/2027		896	975
Rio Oil Finance Trust Series 2018-1
8.200% due 04/06/2028		2,800	2,918
Rockpoint Gas Storage Canada Ltd.
7.000% due 03/31/2023		150	150
Rosneft Finance S.A.
7.250% due 02/02/2020		750	775
Sabine Pass Liquefaction LLC
5.625% due 02/01/2021		664	687
Sempra Energy
2.784% due 03/15/2021		8,200	8,197
SGSP Australia Assets Pty Ltd.
3.300% due 04/09/2023		250	243
Sinopec Group Overseas Development 2015 Ltd.
2.500% due 04/28/2020		200	197
Sinopec Group Overseas Development 2016 Ltd.
1.750% due 09/29/2019		200	197
2.125% due 05/03/2019		200	199
Southern Co.
2.750% due 06/15/2020		396	392
Sprint Capital Corp.
6.900% due 05/01/2019		33,951	34,480
Sprint Communications, Inc.
7.000% due 08/15/2020		17,292	17,940
9.000% due 11/15/2018		1,349	1,353
Sprint Corp.
7.250% due 09/15/2021		24,594	25,762
7.625% due 03/01/2026		4,122	4,297
State Grid Overseas Investment 2014 Ltd.
2.750% due 05/07/2019		900	897
State Grid Overseas Investment 2016 Ltd.
2.250% due 05/04/2020		200	196
Transocean Phoenix 2 Ltd.
7.750% due 10/15/2024		1,680	1,743
Transocean Proteus Ltd.
6.250% due 12/01/2024		46	46
Verizon Communications, Inc.
2.875% due 01/15/2038	EUR	1,680	1,873
3.375% due 10/27/2036	GBP	680	853
5.250% due 03/16/2037	USD	1,690	1,743
			317,381
社債合計			3,885,502
(取得原価 4,003,507千米ドル)
転換社債 0.0%
Caesars Entertainment Corp.
5.000% due 10/01/2024		2,906	4,157
転換社債合計			4,157
(取得原価 4,695千米ドル)
		額面 (千通貨)	時価 (千米ドル)
地方債 0.5%
Chicago, Illinois, Build America Bonds, Series 2010
6.630% due 02/01/2035	USD	655	684
6.725% due 04/01/2035		280	294
7.350% due 07/01/2035		545	594
Chicago, Illinois, General Obligation Bonds, Series 2003
5.100% due 06/01/2033		1,740	1,645
Chicago, Illinois, General Obligation Bonds, Series 2014
6.314% due 01/01/2044		220	214
Chicago, Illinois, General Obligation Bonds, Series 2015
7.375% due 01/01/2033		440	476
7.750% due 01/01/2042		780	828
Chicago, Illinois, General Obligation Bonds, Series 2017
7.045% due 01/01/2029		370	391
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2001
5.125% due 07/01/2031 (d)		17,360	10,459
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2006 (d)
5.000% due 07/01/2031		420	253
5.250% due 07/01/2023		500	301
5.250% due 07/01/2026		1,000	603
5.250% due 07/01/2049		610	366
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2007 (d)
5.000% due 07/01/2027		700	422
5.000% due 07/01/2028		75	45
5.250% due 07/01/2032		400	241
5.250% due 07/01/2034		400	241
5.250% due 07/01/2037		410	247
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2008 (d)
5.000% due 07/01/2023		300	181
5.125% due 07/01/2028		130	78
5.500% due 07/01/2032		10,780	6,495
5.700% due 07/01/2023		685	385
6.000% due 07/01/2038		4,070	2,452
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2009 (d)
5.750% due 07/01/2038		550	331
6.000% due 07/01/2039		215	130
6.500% due 07/01/2037		400	241
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2011 (d)
5.375% due 07/01/2030		685	403
5.750% due 07/01/2041		1,900	1,116
6.500% due 07/01/2040		120	71
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2012 (d)
4.125% due 07/01/2022		500	276
5.000% due 07/01/2021		1,010	593
5.000% due 07/01/2041		3,660	2,150
5.125% due 07/01/2037		800	470
5.500% due 07/01/2026		1,900	1,116
5.500% due 07/01/2039		4,215	2,476
		額面 (千通貨)	時価 (千米ドル)
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2014
8.000% due 07/01/2035 (d)	USD	13,450	7,969
Puerto Rico Electric Power Authority, Build America Bonds, Series 2010
6.050% due 07/01/2032 (d)		800	499
Puerto Rico Electric Power Authority, General Obligation Bonds, Series 2010
6.125% due 07/01/2040 (d)		3,000	1,871
Salt Lake, Utah, Utah State Board of Regents Revenue Bonds, Series 2016
3.031% due 09/25/2056		1,245	1,246
Salt Lake, Utah, Utah State Board of Regents Revenue Bonds, Series 2017
3.031% due 01/25/2057		11,479	11,494
Travis, Texas, Texas Public Finance Authority Revenue Bonds, Series 2014
8.250% due 07/01/2024		400	408
地方債合計			60,755
(取得原価 37,558千米ドル)
米国政府関係機関 9.8%
Fannie Mae
2.500% due 10/01/2022		377	371
2.581% due 05/25/2048		5,795	5,776
3.000% due 05/25/2048		14,487	13,659
3.500% due 08/01/2042		63	62
3.500% due 09/01/2047		962	938
3.500% due 03/01/2048		250	243
3.500% due 04/01/2048		487	475
3.919% due 05/25/2048 (f)		5,795	1,086
4.000% due 07/01/2040		154	155
4.000% due 12/01/2041		195	194
4.000% due 07/01/2042		324	323
4.000% due 08/01/2042		88	88
4.000% due 09/01/2042		342	341
4.000% due 07/01/2045		2,839	2,852
4.000% due 11/01/2045		499	500
4.000% due 03/01/2047		288	289
4.000% due 04/01/2047		1,035	1,040
4.000% due 08/01/2047		24,296	24,321
4.000% due 12/01/2047		295	295
4.000% due 01/01/2048		250	250
4.000% due 08/01/2048		3,994	3,998
4.000% due 09/01/2048		30,204	30,233
4.500% due 05/01/2033		20	20
4.500% due 07/01/2033		37	38
4.500% due 05/01/2034		10	10
4.500% due 05/01/2035		7	7
4.500% due 09/01/2035		8	9
4.500% due 02/01/2038		2	2
4.500% due 01/01/2041		533	539
4.750% due 06/01/2033		216	218
5.000% due 10/01/2035		78	79
5.000% due 12/01/2035		312	319
5.000% due 10/01/2036		7	8
5.000% due 05/01/2038		4	4
5.000% due 11/01/2039		12	13
5.000% due 10/01/2051		458	471
		額面 (千通貨)	時価 (千米ドル)
5.500% due 07/01/2033	USD	45	47
5.500% due 06/01/2035		847	882
5.500% due 04/01/2036		2	2
5.500% due 11/01/2036		11	12
5.500% due 03/01/2037		20	20
5.500% due 09/01/2037		25	26
5.500% due 02/01/2038		4	4
5.500% due 04/01/2038		35	36
6.000% due 08/01/2031		31	31
6.000% due 06/01/2032		8	8
6.000% due 09/01/2039		425	446
6.000% due 10/01/2047		28	29
6.500% due 01/01/2037		5	6
6.500% due 10/01/2037		13	14
7.000% due 09/01/2031		38	38
7.000% due 05/01/2037		3	3
7.500% due 09/01/2032		12	12
Fannie Mae, TBA (g)
2.500% due 12/01/2033		3,000	2,869
3.000% due 12/01/2033		9,500	9,310
3.000% due 12/01/2048		107,600	101,649
3.000% due 01/01/2049		5,000	4,719
3.500% due 12/01/2048		251,000	244,012
3.500% due 01/01/2049		148,000	143,741
4.000% due 12/01/2048		209,825	209,566
4.000% due 01/01/2049		173,675	173,264
Freddie Mac
3.000% due 11/01/2046		227	215
3.000% due 12/01/2047		8,620	8,161
3.000% due 03/01/2048		500	473
3.000% due 06/01/2048		26,680	25,259
3.000% due 07/01/2048		60,396	57,180
3.000% due 09/01/2048		377	357
3.500% due 10/01/2047		9,419	9,178
3.500% due 12/01/2047		3,609	3,516
3.500% due 03/01/2048		11,542	11,246
3.500% due 04/01/2048		4,416	4,303
3.500% due 10/01/2048		9,969	9,712
4.000% due 09/01/2033		6	6
4.271% due 06/15/2042 (f)		88	16
4.500% due 12/01/2019		1	1
4.500% due 05/01/2036		6	6
5.000% due 06/01/2034		483	495
5.000% due 08/01/2035		99	101
5.000% due 01/01/2037		4	4
5.000% due 01/01/2038		4	4
5.500% due 01/01/2035		1,561	1,637
5.500% due 05/01/2037		7	7
5.500% due 06/01/2037		279	291
5.500% due 07/01/2037		41	42
5.750% due 05/01/2037		443	474
6.000% due 07/01/2037		52	54
		額面 (千通貨)	時価 (千米ドル)
Freddie Mac, TBA (g)
3.500% due 11/01/2048	USD	20,000	19,469
3.500% due 12/01/2048		15,000	14,585
Ginnie Mae
4.500% due 01/20/2040		250	256
4.500% due 03/20/2040		39	39
5.000% due 08/20/2030		849	892
5.000% due 05/20/2040		680	698
5.000% due 11/20/2040		39	40
5.000% due 04/20/2041		27	27
5.500% due 05/20/2038		14	14
5.500% due 06/20/2038		216	222
5.500% due 07/20/2038		86	87
5.500% due 08/20/2038		664	683
5.500% due 09/20/2038		406	417
5.500% due 10/20/2038		47	48
5.500% due 01/20/2039		12	12
5.500% due 02/20/2039		84	86
5.500% due 07/20/2039		65	67
5.500% due 09/20/2039		165	170
5.500% due 10/20/2039		288	295
5.500% due 11/20/2039		435	446
5.500% due 12/20/2039		28	29
5.500% due 01/20/2040		365	374
5.500% due 06/20/2040		573	607
5.500% due 07/20/2040		543	557
米国政府関係機関合計			1,152,830
(取得原価 1,158,405千米ドル)
米国長期国債 9.3%
Treasury Inflation Protected Securities (h)
0.125% due 04/15/2020		1,184	1,164
0.375% due 01/15/2027		5	5
0.625% due 07/15/2021		78	78
2.375% due 01/15/2025		26,513	28,587
U.S. Treasury Bonds
2.125% due 08/15/2021		65,100	63,710
2.250% due 08/15/2046		100	79
2.500% due 05/15/2024		98,000	95,410
2.750% due 08/15/2047		2,830	2,490
3.000% due 08/15/2048		230	213
3.125% due 05/15/2048		180	171
U.S. Treasury Notes
1.125% due 09/30/2021		37,390	35,515
1.375% due 08/31/2023		56,200	52,141
1.500% due 01/31/2022		200	191
1.625% due 02/15/2026		2,200	1,991
1.750% due 11/30/2021		26,400	25,482
1.750% due 03/31/2022		9,300	8,939
1.750% due 05/15/2022		5,400	5,182
1.750% due 09/30/2022		11,500	10,984
1.875% due 08/31/2022		24,200	23,245
2.000% due 10/31/2021		2,700	2,628
2.000% due 07/31/2022		7,400	7,149
2.000% due 05/31/2024		33,500	31,757
2.000% due 06/30/2024		142,800	135,225
2.000% due 02/15/2025		11,021	10,355
		額面 (千通貨)	時価 (千米ドル)
2.000% due 08/15/2025	USD	1,400	1,308
2.000% due 11/15/2026		800	737
2.125% due 12/31/2021		30,200	29,461
2.125% due 06/30/2022		19,600	19,035
2.125% due 07/31/2024		21,800	20,761
2.125% due 09/30/2024		117,000	111,237
2.250% due 12/31/2023		89,100	85,933
2.250% due 10/31/2024		203,550	194,756
2.250% due 11/15/2024		63,300	60,531
2.250% due 02/15/2027		28,000	26,220
2.375% due 05/15/2027		5,836	5,509
2.750% due 02/15/2024		2,800	2,765
米国長期国債合計			1,100,944
(取得原価 1,146,414千米ドル)
モーゲージバック証券 36.8%
Accredited Mortgage Loan Trust
3.226% due 07/25/2035		9,806	9,699
3.976% due 07/25/2035 (d)		715	626
ACE Securities Corporation Home Equity Loan Trust
2.436% due 08/25/2036		8,447	8,226
3.076% due 01/25/2035		1,336	1,325
3.106% due 02/25/2034		6,677	6,541
3.181% due 08/25/2035		5,023	4,848
Adjustable Rate Mortgage Trust
3.231% due 08/25/2035		7,287	7,079
AFC Home Equity Loan Trust
3.091% due 06/25/2029		2,523	2,231
ALESCO Preferred Funding XI Ltd.
2.816% due 12/23/2036		5,000	4,250
Alternative Loan Trust
2.451% due 01/25/2037 (d)		10,297	10,096
2.451% due 07/25/2046		9,685	9,317
2.461% due 07/25/2036		13,513	12,684
2.470% due 09/20/2046		2,554	2,192
2.471% due 08/25/2046 (d)		19,178	15,325
2.481% due 05/25/2036		23,118	20,769
2.490% due 03/20/2046		11,026	10,041
2.531% due 12/25/2046		26,525	24,008
2.551% due 07/25/2036		23,331	18,905
2.881% due 01/25/2036		3,845	3,738
3.296% due 08/25/2035 (d)		787	738
3.796% due 08/25/2035 (d)		857	816
4.358% due 09/25/2034		1,859	1,813
5.500% due 06/25/2035		9,338	9,336
5.500% due 08/25/2035 (d)		117	113
5.500% due 02/25/2036 (d)		27	24
6.000% due 07/25/2037 (d)		34,803	25,959
7.000% due 10/25/2037		41,809	26,317
Ameriquest Mortgage Securities Trust
2.621% due 04/25/2036		10,400	10,272
2.691% due 03/25/2036		27,500	25,953
Ameriquest Mortgage Securities, Inc. Asset-Backed
Pass-Through Certificates
3.287% due 09/25/2032		635	638
4.036% due 10/25/2034		9,000	7,776
Argent Mortgage Loan Trust
2.521% due 05/25/2035		35,304	33,657
		額面 (千通貨)	時価 (千米ドル)
Argent Securities Trust
2.461% due 04/25/2036	USD	8,935	3,829
Argent Securities, Inc. Asset-Backed Pass-Through
Certificates
2.791% due 10/25/2035		36,400	35,618
4.467% due 09/25/2033		2,189	2,207
Asset-Backed Funding Certificates Trust
2.941% due 03/25/2035		9,929	9,925
3.016% due 06/25/2035		12,354	12,118
Asset-Backed Pass-Through Certificates
3.331% due 04/25/2035		7,004	6,919
Asset-Backed Securities Corporation Home Equity Loan
Trust
2.591% due 05/25/2036		15,933	13,122
Atrium Hotel Portfolio Trust
3.710% due 06/15/2035		18,395	18,429
Banc of America Alternative Loan Trust (d)
5.586% due 04/25/2022		270	268
6.000% due 07/25/2046		3,203	2,847
Banc of America Commercial Mortgage Trust
6.041% due 09/10/2045 (d)		8,787	8,998
BCAP LLC Trust
2.365% due 07/26/2036		547	527
5.876% due 04/26/2037		5,375	4,421
6.183% due 04/26/2036		9,239	7,686
Bear Stearns Adjustable Rate Mortgage Trust
4.189% due 11/25/2034		376	368
Bear Stearns Alternative-A Trust
2.451% due 04/25/2037		12,799	10,113
2.491% due 11/25/2046		9,146	9,282
Bear Stearns Asset-Backed Securities I Trust
2.481% due 04/25/2037 (d)		4,996	6,669
2.521% due 02/25/2037		8,735	9,686
2.641% due 04/25/2036		12,900	12,812
2.681% due 02/25/2036 (d)		7,436	7,390
2.681% due 05/25/2036 (d)		14,013	7,741
2.711% due 12/25/2035		9,109	9,151
2.781% due 12/25/2035		3,782	3,785
2.981% due 11/25/2035 (d)		5,796	4,692
3.001% due 12/25/2035		10,390	8,141
3.331% due 08/25/2037		27,600	24,956
4.319% due 05/25/2036 (f)		14,013	706
Bear Stearns Asset-Backed Securities Trust
2.541% due 10/25/2036		6,408	6,420
4.241% due 06/25/2035		3,853	3,773
Bear Stearns Mortgage Funding Trust
2.481% due 02/25/2037 (d)		10,666	10,995
Bsprt Issuer Ltd.
3.630% due 06/15/2027		2,283	2,287
4.680% due 06/15/2027		1,300	1,310
		額面 (千通貨)	時価 (千米ドル)
BX Trust
3.160% due 07/15/2034	USD	8,592	8,593
3.200% due 07/15/2034		7,271	7,270
3.430% due 07/15/2034		2,261	2,262
Caesars Palace Las Vegas Trust
4.354% due 10/15/2034		9,700	9,593
CBA Commercial Small Balance Commercial Mortgage
5.540% due 01/25/2039 (d)		2,052	1,717
Centex Home Equity Loan Trust
2.926% due 03/25/2035		5,514	5,461
CGGS Commercial Mortgage Trust
3.180% due 02/15/2037		23,290	23,293
3.630% due 02/15/2037		9,280	9,310
4.580% due 02/15/2037		22,780	22,885
CGMS Commercial Mortgage Trust
3.380% due 07/15/2030		16,004	15,952
ChaseFlex Trust
2.581% due 07/25/2037		1,694	1,594
Chevy Chase Funding LLC Mortgage-Backed Certificates
2.641% due 03/25/2035		843	849
CIT Mortgage Loan Trust
3.631% due 10/25/2037		20,578	20,847
Citigroup Commercial Mortgage Trust
0.254% due 03/10/2047 (f)		25,400	405
Citigroup Mortgage Loan Trust
2.356% due 08/25/2036		15,558	7,459
2.421% due 12/25/2036		6,734	6,572
2.681% due 03/25/2037		15,986	15,916
2.791% due 01/25/2036		40	41
2.901% due 12/25/2035		3,641	3,656
3.841% due 08/25/2036		8,825	8,649
6.750% due 05/25/2036 (d)		14,014	10,601
Citigroup Mortgage Loan Trust, Inc.
2.541% due 01/25/2037		1,860	1,842
2.861% due 07/25/2035		3,174	3,198
3.316% due 05/25/2035		6,300	6,124
Civic Mortgage LLC
4.350% due 11/25/2022		1,800	1,800
COBALT CMBS Commercial Mortgage Trust
5.617% due 04/15/2047		17,300	17,457
Commercial Mortgage Trust
0.149% due 04/10/2047 (f)		33,000	307
Conseco Finance Corp.
6.870% due 04/01/2030		4,903	5,196
6.920% due 12/01/2030		3,071	3,383
7.500% due 03/01/2030		60,063	42,630
7.600% due 04/15/2026		5,036	4,065
7.700% due 09/15/2026		2,218	2,382
		額面 (千通貨)	時価 (千米ドル)
Countrywide Asset-Backed Certificates
2.421% due 06/25/2035 (d)	USD	2,718	2,488
2.421% due 06/25/2037		22,935	21,767
2.421% due 07/25/2037 (d)		3,183	2,819
2.431% due 04/25/2047 (d)		8,451	8,144
2.441% due 05/25/2037 (d)		24,425	24,082
2.451% due 06/25/2047		2,477	2,462
2.461% due 11/25/2047		16,875	15,141
2.501% due 08/25/2037		25,800	22,917
2.511% due 05/25/2037 (d)		12,783	11,726
2.511% due 10/25/2047		29,628	28,727
2.521% due 05/25/2036		10,519	7,593
2.631% due 03/25/2036 (d)		2,010	1,841
2.681% due 06/25/2036		6,300	6,215
2.701% due 01/25/2045		7,235	7,221
2.721% due 04/25/2036		10,000	10,006
2.794% due 08/26/2033		478	456
3.011% due 06/25/2035		7,000	6,458
3.031% due 02/25/2034 (d)		9,373	9,333
3.436% due 06/25/2033 (d)		831	797
3.886% due 01/25/2034 (d)		478	477
Countrywide Home Loan Mortgage Pass-Through Trust
3.935% due 06/25/2034		2	3
4.163% due 11/25/2034		20	20
5.500% due 11/25/2035 (d)		9,828	8,361
6.000% due 07/25/2036		39,450	33,487
6.000% due 11/25/2037		7,975	6,856
Credit Suisse Mortgage Capital
2.386% due 11/27/2036		8,096	8,380
3.000% due 01/29/2036		2,885	2,886
3.000% due 06/27/2037		7,757	7,704
3.000% due 07/25/2037		576	574
3.955% due 08/28/2036		2,320	2,327
6.419% due 10/26/2036		392	354
Credit Suisse Mortgage Capital Trust
0.000% due 01/25/2058		81	80
0.000% due 04/25/2058 (f)		3	3
3.030% due 07/15/2032		5,200	5,202
3.280% due 07/15/2032		4,000	4,002
3.480% due 07/15/2032		2,400	2,402
3.530% due 01/25/2058		28,029	25,108
3.703% due 04/25/2058		81,424	80,714
4.057% due 06/01/2050		174,245	179,311
4.195% due 06/25/2050		44,492	33,842
Credit-Based Asset Servicing & Securitization LLC
6.980% due 03/25/2046		4,266	4,298
Credit-Based Asset Servicing & Securitization Trust
2.431% due 07/25/2036		5,353	5,326
CS First Boston Mortgage Securities Corp.
4.731% due 01/25/2033		2,644	2,558
		額面 (千通貨)	時価 (千米ドル)
CWABS Asset-Backed Certificates Trust
2.521% due 03/25/2037	USD	33,000	30,769
2.521% due 03/25/2047 (d)		26,535	23,591
3.001% due 05/25/2036 (d)		3,028	1,201
3.331% due 03/25/2035		5,500	5,553
3.406% due 12/25/2034		2,294	2,338
4.561% due 06/25/2035		8,644	7,865
CWHEQ Revolving Home Equity Loan Resuritization Trust
2.530% due 03/15/2030		7,723	7,714
Deutsche Alternative-A Securities Mortgage Loan Trust
2.441% due 03/25/2037		15,112	10,568
2.611% due 08/25/2037 (d)		44,195	38,975
Deutsche Alternative-A Securities, Inc. Mortgage Loan
Trust
4.409% due 10/25/2035 (d)		17,707	17,204
Deutsche Mortgage & Asset Receiving Corp.
2.456% due 11/27/2036		6,595	6,435
Downey Savings & Loan Association Mortgage Loan
Trust
2.472% due 10/19/2036 (d)		14,386	12,837
2.582% due 10/19/2045 (d)		4,694	4,719
2.612% due 09/19/2045		9,020	7,573
Dragon Finance BV
1.911% due 07/13/2023	GBP	219	272
Dutch Property Finance BV
0.363% due 01/28/2048	EUR	22,500	25,576
EMC Mortgage Loan Trust
3.337% due 04/25/2042 (d)	USD	10,016	8,531
3.787% due 04/25/2042		345	345
Encore Credit Receivables Trust
3.211% due 11/25/2035		6,510	6,397
Eurosail PLC
0.972% due 09/10/2044	GBP	1,001	1,272
Eurosail-UK PLC
1.570% due 09/13/2045		6,707	8,346
1.750% due 06/13/2045		16,646	21,139
FBR Securitization Trust
2.956% due 10/25/2035	USD	20,968	15,112
2.961% due 10/25/2035		15,721	15,608
3.046% due 09/25/2035		7,500	7,016
Finsbury Square PLC
1.451% due 09/12/2065	GBP	35,762	45,588
First Franklin Mortgage Loan Trust
2.431% due 07/25/2036	USD	1,084	1,080
2.441% due 04/25/2036		7,476	7,305
2.741% due 01/25/2036		10,000	9,302
2.986% due 05/25/2036		6,259	6,331
3.136% due 04/25/2035		5,000	5,028
First Horizon Alternative Mortgage Securities Trust (d)
2.719% due 05/25/2035 (f)		2,655	209
2.781% due 05/25/2035		2,656	2,178
6.000% due 08/25/2036		7,764	6,315
		額面 (千通貨)	時価 (千米ドル)
Fremont Home Loan Trust
2.421% due 02/25/2037	USD	11,247	8,952
3.301% due 01/25/2035		6,493	6,113
GE Business Loan Trust
0.718% due 11/15/2034		2,979	2,929
GMAC Commercial Mortgage Asset Corp.
5.456% due 03/10/2051		12,562	11,993
Great Wolf Trust
3.280% due 09/15/2034		8,400	8,410
3.480% due 09/15/2034		13,900	13,895
GreenPoint Mortgage Funding Trust
2.841% due 11/25/2045		110	94
Grifonas Finance PLC
0.014% due 08/28/2039	EUR	1,124	1,159
GS Mortgage Securities Corp. II
3.419% due 10/10/2032	USD	3,300	3,265
4.591% due 10/10/2032		7,600	7,366
GSAA Home Equity Trust
6.500% due 11/25/2037 (d)		25	19
GSAMP Trust
2.431% due 06/25/2036		4,450	4,423
2.441% due 01/25/2037		24,439	16,597
2.441% due 05/25/2046		1,352	1,342
2.541% due 06/25/2036		20,000	19,072
2.926% due 11/25/2035 (d)		7,838	5,850
GSMSC Resecuritization Trust
2.396% due 09/26/2036		5,801	4,170
6.259% due 04/26/2037		37,656	13,057
GSR Mortgage Loan Trust
2.581% due 03/25/2037		11,057	4,391
4.419% due 03/25/2037 (f)		11,057	2,090
HarborView Mortgage Loan Trust
2.522% due 12/19/2036 (d)		1,718	1,599
2.842% due 02/19/2036		20,292	18,803
2.922% due 08/19/2045		13,914	13,563
Hawksmoor Mortgages PLC
2.206% due 05/25/2053	GBP	7,174	9,214
Home Equity Asset Trust
2.521% due 10/25/2036	USD	23,475	9,736
2.591% due 07/25/2036		415	417
Home Equity Mortgage Loan Asset-Backed Trust
2.421% due 11/25/2036		21,779	20,701
2.461% due 06/25/2036		5,268	5,115
2.521% due 04/25/2037		18,323	13,829
3.271% due 08/25/2035		5,750	5,687
HSI Asset Securitization Corp. Trust
2.531% due 05/25/2037		7,197	6,611
Hyatt Hotel Portfolio Trust
2.938% due 08/09/2032		2,900	2,895
4.134% due 08/09/2032		1,967	1,969
Impac CMB Trust
2.961% due 01/25/2035		22,388	22,063
		額面 (千通貨)	時価 (千米ドル)
Impac Secured Assets Trust
2.471% due 01/25/2037	USD	5,256	4,435
IMT Trust
2.980% due 06/15/2034		2,400	2,401
3.230% due 06/15/2034		1,800	1,801
3.380% due 06/15/2034		1,100	1,101
IndyMac IMJA Mortgage Loan Trust
6.500% due 10/25/2037		11,546	10,037
IndyMac IMSC Mortgage Loan Trust
3.700% due 06/25/2037 (d)		14,208	12,296
IndyMac INDX Mortgage Loan Trust
2.461% due 02/25/2037		42,870	40,500
2.471% due 10/25/2036		8,117	5,424
3.537% due 07/25/2037		33,248	31,543
3.566% due 04/25/2037 (d)		12,315	11,525
3.620% due 04/25/2037		24,087	22,386
3.736% due 03/25/2036 (d)		7,884	7,203
3.895% due 11/25/2036 (d)		21,936	18,987
IXIS Real Estate Capital Trust
3.046% due 12/25/2035		10,012	9,917
Jefferies Resecuritization Trust
7.511% due 06/25/2047		1,110	994
JP Morgan Alternative Loan Trust
2.561% due 04/25/2047		4,680	4,616
3.725% due 03/25/2036 (d)		727	682
5.730% due 03/25/2036 (d)		456	495
JP Morgan Chase Commercial Mortgage Securities Trust
3.130% due 10/15/2032		11,125	11,129
3.380% due 10/15/2032		7,000	7,006
3.680% due 10/15/2032		7,200	7,213
4.420% due 10/15/2032		11,000	11,042
5.337% due 05/15/2047		332	333
JP Morgan Mortgage Acquisition Corp.
2.461% due 03/25/2036		17,779	17,510
JP Morgan Mortgage Acquisition Trust
2.481% due 05/25/2036		6,835	6,828
2.531% due 07/25/2036		11,062	10,920
2.551% due 05/25/2036		12,851	12,381
2.551% due 08/25/2036		8,600	6,718
2.551% due 06/25/2037		34,606	32,386
2.561% due 06/25/2037 (d)		22,826	19,293
JP Morgan Mortgage Trust (d)
2.581% due 10/25/2035		8,776	7,388
4.090% due 01/25/2037		1,160	1,113
JP Morgan Resecuritization Trust
3.348% due 05/26/2037		13,440	11,135
3.710% due 02/26/2037		5,471	5,343
Lansdowne Mortgage Securities No.1 PLC
0.000% due 06/15/2045	EUR	6,200	6,604
LB-UBS Commercial Mortgage Trust
6.114% due 07/15/2040	USD	67	67
Legacy Mortgage Asset Trust
3.992% due 01/28/2070		188,992	193,571
		額面 (千通貨)	時価 (千米ドル)
Lehman XS Trust
2.471% due 09/25/2036	USD	11,916	10,418
2.471% due 12/25/2036		11,694	8,387
2.481% due 02/25/2037		24,317	23,213
2.541% due 02/25/2047		26,054	23,848
6.500% due 06/25/2046		7,979	7,366
Liberty Funding Pty Ltd.
2.510% due 10/10/2049	AUD	82	58
3.120% due 10/10/2049		16,500	11,674
Long Beach Mortgage Loan Trust
2.471% due 02/25/2036	USD	7,350	6,188
2.471% due 03/25/2046		39,228	19,069
2.761% due 01/25/2046		310	311
4.381% due 06/25/2034		1,252	1,249
Madison Avenue Manufactured Housing Contract Trust
5.531% due 03/25/2032		3,600	3,684
MASTR Adjustable Rate Mortgages Trust
3.742% due 04/25/2034		4	4
MASTR Asset-Backed Securities Trust
2.501% due 11/25/2036		37	26
2.651% due 01/25/2036		7,500	6,865
3.431% due 08/25/2037		18,185	15,756
MASTR Specialized Loan Trust
2.761% due 02/25/2036		5,799	5,103
Merrill Lynch First Franklin Mortgage Loan Trust
3.281% due 10/25/2037		17,806	18,018
3.781% due 10/25/2037		30,178	30,428
Merrill Lynch Mortgage Investors Trust
2.421% due 05/25/2037		24,827	15,229
2.661% due 08/25/2035		30	30
3.001% due 07/25/2034		5,835	5,703
3.076% due 09/25/2035		6,596	6,583
3.361% due 10/25/2035		2,353	2,338
4.101% due 02/25/2033		30	29
Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust
2.406% due 07/25/2036		8,517	7,536
2.431% due 07/25/2036		58,767	30,727
2.521% due 06/25/2036		32,000	26,847
2.531% due 07/25/2036		58,479	31,105
2.551% due 03/25/2036		9,601	9,471
2.986% due 07/25/2035		3,105	3,113
3.016% due 07/25/2035		6,912	6,745
3.196% due 11/25/2034		3,529	3,500
3.281% due 03/25/2033		131	129
3.281% due 07/25/2037		549	541
Morgan Stanley Bank of America Merrill Lynch Trust
0.827% due 11/15/2052 (f)		138,566	7,637
Morgan Stanley Capital I, Inc. Trust
2.641% due 02/25/2036 (d)		18,299	13,836
Morgan Stanley Dean Witter Capital I Trust
7.602% due 07/15/2033		4,175	4,384
Morgan Stanley Home Equity Loan Trust
2.621% due 02/25/2036		13,790	13,072
Morgan Stanley IXIS Real Estate Capital
2.511% due 07/25/2036		13,212	7,428
		額面 (千通貨)	時価 (千米ドル)
Morgan Stanley Mortgage Loan Trust
3.681% due 11/25/2037	USD	2,337	1,998
6.000% due 12/25/2035 (d)		974	770
Morgan Stanley Reremic Trust
2.376% due 11/26/2036		12,808	12,330
Mortgage Loan Trust
4.870% due 03/25/2034		3,310	3,238
Motel 6 Trust
3.200% due 08/15/2034		29,871	29,888
3.470% due 08/15/2034		26,197	26,213
4.430% due 08/15/2034		2,707	2,714
Nationslink Funding Corporation Commercial Loan Pass-Through Certificates
6.450% due 01/22/2026		195	198
Natixis Commercial Mortgage Securities Trust
3.030% due 02/15/2033		9,300	9,305
3.380% due 02/15/2033		8,265	8,269
3.790% due 11/15/2032		1,400	1,352
4.330% due 02/15/2033		3,600	3,607
New York Mortgage Trust
2.821% due 04/25/2035		1,766	1,713
Newgate Funding PLC
0.957% due 12/15/2050	GBP	22,200	26,022
Nomura Asset Acceptance Corporation Alternative Loan Trust
5.034% due 05/25/2035 (d)	USD	5,014	3,735
Nomura Home Equity Loan, Inc. Home Equity Loan Trust
2.791% due 05/25/2035		7,400	7,061
5.745% due 10/25/2036 (d)		25,528	10,394
Nomura Resecuritization Trust
1.535% due 03/26/2037		8,819	5,324
3.752% due 11/26/2036		3,892	3,900
NovaStar Mortgage Funding Trust
2.441% due 10/25/2036		7,084	4,473
2.481% due 09/25/2037		43,034	41,896
2.601% due 05/25/2036		17,302	17,126
3.001% due 10/25/2035		2,500	2,416
Oncilla Mortgage Funding PLC
2.201% due 12/12/2043	GBP	10,392	13,395
Option One Mortgage Loan Trust
2.381% due 02/25/2037	USD	6,524	4,128
2.401% due 03/25/2037		18,657	16,938
2.421% due 03/25/2037		53,319	48,047
Paragon Mortgages No.13 PLC
1.042% due 01/15/2039	GBP	3,995	4,877
Park Place Securities, Inc. Asset-Backed Pass-Through
Certificates
2.771% due 09/25/2035	USD	4,713	4,722
2.801% due 09/25/2035 (d)		25,075	21,813
People's Financial Realty Mortgage Securities Trust
2.441% due 09/25/2036		28,896	8,890
PFP Ltd.
3.160% due 07/14/2035		5,513	5,518
3.530% due 07/14/2035		3,139	3,144
Popular Asset-Backed Securities Mortgage Pass-Through Trust (d)
2.591% due 11/25/2036		11,582	8,407
5.250% due 07/25/2035		9,601	7,766
		額面 (千通貨)	時価 (千米ドル)
Precise Mortgage Funding PLC
1.451% due 12/12/2054	GBP	6,096	7,753
Quest Trust
3.706% due 03/25/2035	USD	6,060	5,761
RAAC Trust
2.751% due 02/25/2036 (d)		6,250	5,964
3.031% due 06/25/2047		23,049	16,106
RBSGC Mortgage Loan Trust
6.000% due 01/25/2037 (d)		9	8
RBSSP Resecuritization Trust
2.718% due 04/26/2037		177	177
Renaissance Home Equity Loan Trust
2.641% due 11/25/2034		63	59
3.281% due 09/25/2037		60	49
5.612% due 04/25/2037		10,165	4,854
5.675% due 06/25/2037 (d)		3,910	1,756
Renoir CDO BV
0.532% due 10/07/2095	EUR	3,624	4,108
1.582% due 10/07/2095		5,490	6,212
5.184% due 10/07/2095		5,159	5,898
Residential Accredit Securities Corporation Trust
2.431% due 01/25/2037	USD	2,188	2,172
2.441% due 11/25/2036 (d)		6,969	6,679
2.501% due 02/25/2037		14,000	13,029
2.581% due 01/25/2037		36,989	21,863
2.611% due 04/25/2036		17,500	17,420
2.931% due 09/25/2035		7,400	7,350
3.046% due 03/25/2034		4,110	4,125
3.856% due 04/25/2034		1,804	1,702
Residential Asset Mortgage Products Trust
2.501% due 10/25/2034		2,267	2,219
2.621% due 12/25/2035		17,489	14,949
2.781% due 09/25/2035		12,591	12,233
2.941% due 10/25/2035		4,024	4,047
2.956% due 11/25/2035		13,000	12,817
Residential Asset Securitization Trust
5.500% due 10/25/2035 (d)		4,618	4,387
Residential Mortgage Securities 29 PLC
1.754% due 12/20/2046	GBP	10,233	13,106
Residential Mortgage Securities 30 PLC
1.604% due 03/20/2050		12,593	16,069
Ripon Mortgages PLC
1.605% due 08/20/2056		21,413	27,382
Rochester Financing No.2 PLC
2.100% due 06/20/2045		8,048	10,357
Saxon Asset Securities Trust
3.076% due 03/25/2035 (d)	USD	2,192	2,147
3.331% due 06/25/2033		1,280	1,282
4.031% due 12/25/2037		6,794	6,811
Securitized Asset-Backed Receivables LLC Trust
2.551% due 03/25/2036		9,546	8,872
3.331% due 03/25/2035		8,650	8,065
Sequoia Mortgage Trust
2.480% due 05/20/2035		3,467	3,428
2.800% due 06/20/2034		55	53
		額面 (千通貨)	時価 (千米ドル)
Sestante Finance Srl
0.000% due 07/23/2046	EUR	13,850	13,458
SG Mortgage Securities Trust
2.461% due 02/25/2036	USD	6,272	4,232
Slate No.1 PLC
2.258% due 01/24/2051	GBP	7,819	10,036
2.658% due 01/24/2051		2,600	3,346
Slate No.2 PLC
0.000% due 10/24/2044		1	13,082
Soundview Home Loan Trust
2.521% due 07/25/2036	USD	24,020	21,948
2.561% due 06/25/2036 (d)		5,699	2,577
2.591% due 06/25/2036 (d)		44,153	24,112
2.931% due 03/25/2036		8,102	4,735
Specialty Underwriting & Residential Finance Trust
3.256% due 12/25/2035		2,649	2,649
3.261% due 10/25/2035		3,332	3,280
Stonemont Portfolio Trust
3.130% due 08/20/2030		26,145	26,152
3.380% due 08/20/2030		11,233	11,244
Structured Adjustable Rate Mortgage Loan Trust
2.601% due 10/25/2035		9,713	9,131
2.931% due 08/25/2035		15,092	13,022
3.346% due 05/25/2035 (d)		123	106
3.944% due 06/25/2037		9,836	9,625
4.997% due 07/25/2035 (d)		3,721	2,898
Structured Asset Investment Loan Trust
2.431% due 06/25/2036		13,010	12,660
3.001% due 04/25/2035		4,440	4,455
3.081% due 02/25/2034		33,062	33,127
3.481% due 12/25/2034		10,983	10,999
Structured Asset Mortgage Investments II Trust
2.491% due 09/25/2047 (d)		39,499	39,079
2.957% due 04/19/2035		4,262	4,146
Structured Asset Mortgage Investments Trust
2.942% due 09/19/2032		58	57
Structured Asset Securities Corporation Mortgage Loan
Trust
2.411% due 05/25/2036		15,978	15,254
2.531% due 05/25/2036		5,945	5,327
2.541% due 04/25/2036		999	994
2.591% due 07/25/2036		38,871	37,921
2.781% due 04/25/2031		8,945	8,833
3.211% due 11/25/2035		19,865	19,844
Sutherland Commercial Mortgage Loans
3.192% due 05/25/2037		1,992	1,998
Taurus CMBS UK DAC
2.202% due 05/01/2022	GBP	661	845
Taurus UK DAC
1.654% due 11/17/2027		11,540	14,728
Terwin Mortgage Trust
3.661% due 03/25/2035	USD	2,436	2,345
Theatre Hospitals No.1 PLC
3.813% due 10/15/2031	GBP	1,410	1,679
		額面 (千通貨)	時価 (千米ドル)
Theatre Hospitals No.2 PLC
3.813% due 10/15/2031	GBP	663	792
Trinidad Mortgage Securities PLC
1.608% due 01/24/2059		38,949	49,538
Trinity Square PLC
1.963% due 07/15/2051		596	766
Truman Capital Mortgage Loan Trust
2.541% due 03/25/2036	USD	3,171	3,120
Twin Bridges PLC
1.582% due 09/12/2044	GBP	17,572	22,433
VOLT LX LLC
3.250% due 06/25/2047	USD	18,745	18,642
VOLT LXIV LLC
3.375% due 10/25/2047		3,493	3,473
Waldorf Astoria Boca Raton Trust
3.630% due 06/15/2029		6,100	6,107
WaMu Mortgage Pass-Through Certificates Trust
3.001% due 01/25/2045		153	148
Warwick Finance Residential Mortgages Number Three
PLC
0.000% due 12/31/2049	GBP	1	571
0.000% due 12/31/2049		1	3,557
1.604% due 12/21/2049		50,326	63,924
2.304% due 12/21/2049		4,921	6,301
2.804% due 12/21/2049		2,460	3,156
3.304% due 12/21/2049		1,406	1,804
3.804% due 12/21/2049		1,406	1,807
Washington Mutual Mortgage Pass-Through Certificates
WMALT Trust (d)
2.796% due 10/25/2046	USD	19,587	13,981
5.500% due 11/25/2035		135	126
Wells Fargo Home Equity Asset-Backed Securities Trust
2.491% due 03/25/2037		2,671	2,548
2.551% due 07/25/2036		10,000	9,876
Wells Fargo Home Equity Trust Mortgage Pass-Through
Certificates
2.581% due 04/25/2034		7,703	7,547
Wells Fargo Mortgage-Backed Securities Trust
4.345% due 05/25/2036		24,548	24,941
4.737% due 10/25/2036 (d)		4,469	4,510
4.739% due 10/25/2036 (d)		515	495
WFCG Commercial Mortgage Trust
6.000% due 11/15/2029		3,455	3,451
WFRBS Commercial Mortgage Trust
0.431% due 03/15/2047 (f)		8,800	203
モーゲージバック証券合計			4,334,529
(取得原価 4,322,419千米ドル)
		額面 (千通貨)	時価 (千米ドル)
アセットバック証券 7.9%
AASET Trust
3.967% due 05/16/2042	USD	439	435
Aircraft Certificate Owner Trust
7.001% due 09/20/2022		564	578
American Homes 4 Rent Trust
6.231% due 10/17/2036		1,150	1,237
Arbor Realty Commercial Real Estate Notes Ltd.
3.270% due 08/15/2027		7,960	7,974
Avant Loans Funding Trust
2.290% due 06/15/2020		386	385
Avery Point III CLO Ltd.
3.565% due 01/18/2025		2,024	2,027
B&M CLO Ltd.
3.166% due 04/16/2026		14,726	14,716
BFNS
3.994% due 01/25/2029		55,050	55,028
Black Diamond CLO Ltd.
3.499% due 02/06/2026		6,329	6,335
BSPRT Issuer Ltd.
3.330% due 03/15/2028		17,350	17,392
4.830% due 03/15/2028		8,960	9,011
5.730% due 03/15/2028		4,050	4,085
Business Loan Express Business Loan Trust
2.571% due 09/25/2038		2,479	2,363
2.831% due 09/25/2038		1,202	1,119
3.381% due 09/25/2038		87	82
Cairn CLO III BV
0.650% due 10/20/2028	EUR	9,400	10,639
Cairn CLO VI BV
0.790% due 07/25/2029		5,520	6,261
Capitalsource Real Estate Loan Trust
2.859% due 01/20/2037	USD	7,962	7,962
2.981% due 01/20/2037		16,100	15,448
3.081% due 01/20/2037		4,800	4,534
Carlyle Global Market Strategies Euro CLO Ltd.
0.664% due 08/15/2027	EUR	7,400	8,394
Castlelake Aircraft Securitization Trust
4.125% due 06/15/2043	USD	3,710	3,693
Catamaran CLO Ltd.
3.359% due 01/27/2028		7,200	7,177
Cavendish Square Funding PLC
0.281% due 02/11/2055	EUR	1,143	1,288
0.621% due 02/11/2055		1,500	1,657
CPS Auto Receivables Trust
1.870% due 03/15/2021	USD	598	596
Crown Point CLO 5 Ltd.
3.389% due 07/17/2028		6,300	6,300
Denali Capital CLO X LLC
3.558% due 10/26/2027		11,000	11,004
Dryden 35 Euro CLO BV
0.679% due 05/17/2027	EUR	17,285	19,607
Emerson Park CLO Ltd.
3.636% due 07/15/2025	USD	13,030	13,042
		額面 (千通貨)	時価 (千米ドル)
Euromax VI ABS Ltd.
0.000% due 04/18/2097	EUR	65	73
FAB CBO BV
0.734% due 08/20/2080 (d)		500	521
FAB UK Ltd.
1.250% due 12/06/2045	GBP	2,104	2,571
Figueroa CLO Ltd.
3.188% due 06/20/2027	USD	19,900	19,906
Gateway Casinos & Entertainment Ltd.
5.000% due 03/12/2038	CAD	9,227	6,910
Goodgreen
3.930% due 10/15/2053	USD	10,618	10,546
Halcyon Loan Advisors Funding Ltd.
3.543% due 08/01/2025		2,538	2,542
3.569% due 10/22/2025		5,800	5,800
Harley Marine Financing LLC
5.682% due 05/15/2043		5,826	5,397
JMP Credit Advisors CLO IIIR Ltd.
3.299% due 01/17/2028		32,994	32,996
LP Credit Card Asset-Backed Securities Master Trust
3.830% due 08/20/2024		7,922	7,926
METAL LLC
4.581% due 10/15/2042		17,295	17,228
MMcapS Funding XVII Ltd.
2.671% due 12/01/2035		1,063	1,041
Monarch Grove CLO
3.370% due 01/25/2028		20,900	20,832
National Collegiate Student Loan Trust
2.456% due 07/25/2030		2,718	2,682
2.491% due 11/25/2027		791	790
2.557% due 03/26/2029		19,012	18,797
2.571% due 10/25/2033		19,278	18,657
2.753% due 06/25/2029		4,962	4,914
Navient Private Education Loan Trust
4.430% due 12/15/2045		8,205	8,569
Navient Student Loan Trust
3.437% due 03/25/2066		2,649	2,697
Nelnet Student Loan Trust
2.881% due 03/25/2030		7,815	7,863
3.081% due 09/25/2065		5,641	5,695
3.270% due 07/27/2048		4,293	4,335
OCP CLO Ltd.
3.299% due 04/17/2027		16,800	16,810
3.328% due 10/26/2027		25,200	25,207
Octagon Investment Partners XXIII Ltd.
3.286% due 07/15/2027		25,300	25,306
Pangaea ABS SPV
0.041% due 12/28/2096	EUR	79	90
0.151% due 12/28/2096		9,900	11,084
Penta CLO 2 BV
0.790% due 08/04/2028		16,600	18,825
Sapphire Aviation Finance
4.250% due 03/15/2040	USD	34,535	34,601
Saranac CLO III Ltd.
3.466% due 06/22/2030		27,300	27,327
		額面 (千通貨)	時価 (千米ドル)
SCF RC Funding II LLC
4.100% due 06/25/2047	USD	4,605	4,510
Securitized Term Auto Receivables Trust
1.775% due 01/27/2020		723	722
SLM Private Credit Student Loan Trust
2.534% due 06/15/2023		5,300	5,294
Sofi Consumer Loan Program LLC
2.770% due 05/25/2026		2,134	2,114
Sofi Professional Loan Program LLC
2.650% due 09/25/2040		3,200	3,099
Sorrento Park CLO DAC
0.631% due 11/16/2027	EUR	21,650	24,531
Spirit Master Funding LLC
4.360% due 12/20/2047	USD	20,143	19,997
SpringCastle America Funding LLC
3.050% due 04/25/2029		2,012	1,999
Springleaf Funding Trust
2.680% due 07/15/2030		22,700	22,234
St Paul's CLO VI DAC
0.850% due 08/20/2030	EUR	3,600	4,084
Starwood Waypoint Homes Trust
3.230% due 01/17/2035	USD	11,702	11,690
3.450% due 01/17/2035		1,400	1,400
3.680% due 01/17/2035		4,727	4,732
4.230% due 01/17/2035		8,600	8,643
Taberna Preferred Funding I Ltd.
2.807% due 07/05/2035		2,680	2,546
2.878% due 07/05/2035		6,641	6,309
Telos CLO Ltd.
3.399% due 04/17/2028		24,100	24,099
3.719% due 01/17/2027		17,200	17,220
Thunderbolt Aircraft Lease Ltd.
4.212% due 05/17/2032		800	800
TICP CLO III-2 Ltd.
3.309% due 04/20/2028		33,600	33,530
Tikehau CLO BV
0.600% due 08/04/2028	EUR	1,600	1,815
Tralee CLO V Ltd.
3.869% due 10/20/2028	USD	5,250	5,250
Tropic CDO V Ltd.
2.756% due 07/15/2036		13,458	12,382
TruPS Financials Note Securitization Ltd.
3.566% due 03/30/2039		25,178	24,926
3.908% due 09/20/2039		6,417	6,417
4.299% due 04/20/2038		5,814	5,872
Venture XVII CLO Ltd.
3.316% due 04/15/2027		36,720	36,545
Vertical Bridge CC LLC
5.193% due 10/15/2046		391	393
Z Capital Credit Partners CLO Ltd.
3.386% due 07/16/2027		35,115	35,061
アセットバック証券合計			937,121
(取得原価 934,287千米ドル)
		額面 (千通貨)	時価 (千米ドル)
ソブリン発行体 3.9%
Abu Dhabi Government International Bond
2.500% due 10/11/2022	USD	9,700	9,315
3.125% due 10/11/2027		30,800	28,667
4.125% due 10/11/2047		6,100	5,660
Argentina Bocon
41.328% due 10/04/2022	ARS	1,070	50
Argentina Government International Bond
2.260% due 12/31/2038	EUR	10,385	6,622
2.500% due 12/31/2038	USD	22,724	12,742
3.375% due 01/15/2023	EUR	7,700	7,327
3.875% due 01/15/2022		10,500	10,679
4.625% due 01/11/2023	USD	17,714	15,024
5.250% due 01/15/2028	EUR	1,200	1,049
5.625% due 01/26/2022	USD	15,410	13,888
5.875% due 01/11/2028		12,900	9,965
6.250% due 04/22/2019		1,650	1,663
6.250% due 11/09/2047	EUR	900	758
6.875% due 01/26/2027	USD	5,000	4,178
6.875% due 01/11/2048		900	664
7.125% due 07/06/2036		7,100	5,431
7.500% due 04/22/2026		4,750	4,156
7.820% due 12/31/2033	EUR	21,712	22,307
49.933% due 03/01/2020	ARS	28,000	841
50.575% due 03/11/2019		17,936	533
52.756% due 04/03/2022		772,656	22,080
Argentina POM Politica Monetaria
68.593% due 06/21/2020		903,382	30,280
Autonomous Community of Catalonia
4.900% due 09/15/2021	EUR	1,350	1,646
4.950% due 02/11/2020		250	297
6.350% due 11/30/2041		250	364
Corp. Andina de Fomento
3.950% due 10/15/2021 (h)	MXN	736	35
Corp. Financiera de Desarrollo S.A.
3.250% due 07/15/2019	USD	7,000	7,003
Croatia Government International Bond
6.750% due 11/05/2019		12,900	13,310
Export-Import Bank of India
2.750% due 08/12/2020		630	618
3.875% due 10/02/2019		200	201
Greece Government International Bond
4.750% due 04/17/2019	EUR	14,004	16,142
Indian Railway Finance Corp. Ltd.
3.917% due 02/26/2019	USD	470	471
KSA Sukuk Ltd.
2.894% due 04/20/2022		5,200	5,028
Kuwait International Government Bond
2.750% due 03/20/2022		4,460	4,343
3.500% due 03/20/2027		13,800	13,434
Peru Government International Bond
5.700% due 08/12/2024	PEN	13,000	3,988
6.150% due 08/12/2032		46,805	13,810
8.200% due 08/12/2026		12,400	4,307
		額面 (千通貨)	時価 (千米ドル)
Qatar Government International Bond
3.875% due 04/23/2023	USD	10,300	10,338
4.500% due 04/23/2028		3,200	3,272
5.103% due 04/23/2048		5,600	5,698
Russia Government International Bond
3.500% due 01/16/2019		1,400	1,401
5.000% due 04/29/2020		700	713
Saudi Government International Bond
2.375% due 10/26/2021		3,500	3,349
2.875% due 03/04/2023		8,200	7,807
4.000% due 04/17/2025		61,000	60,007
4.500% due 04/17/2030		21,500	21,233
4.500% due 10/26/2046		4,100	3,728
4.625% due 10/04/2047		6,400	5,888
5.000% due 04/17/2049		14,400	13,859
Serbia Government International Bond
4.875% due 02/25/2020		4,500	4,543
7.250% due 09/28/2021		4,300	4,645
Tanzania Government International Bond
8.544% due 03/09/2020		500	513
Turkey Government International Bond
5.625% due 03/30/2021		4,700	4,593
7.500% due 11/07/2019		900	912
Ukraine Government International Bond
7.750% due 09/01/2023		4,390	4,188
Venezuela Government International Bond (d)
6.000% due 12/09/2020		3,367	842
7.000% due 03/31/2038		1,883	467
7.650% due 04/21/2025		5,349	1,371
7.750% due 10/13/2019		1,200	302
8.250% due 10/13/2024		5,591	1,426
9.000% due 05/07/2023		3,161	814
9.250% due 09/15/2027		4,274	1,101
9.250% due 05/07/2028		6,512	1,661
11.750% due 10/21/2026		680	176
11.750% due 10/21/2026		500	129
ソブリン発行体合計			463,852
(取得原価 528,831千米ドル)
		証券数
普通株式 0.2%
Caesars Entertainment Corp.		1,078,632	9,265
Eurobank Ergasias S.A.		10,169,333	6,858
National Bank of Greece S.A.		102,570	178
Towergate Finance PLC		1,237,781	1,993
普通株式合計			18,294
(取得原価 22,559千米ドル)
商業不動産証券 0.1%
VICI Properties, Inc.		760,482	16,419
商業不動産証券合計			16,419
(取得原価 5,574千米ドル)
		証券数	時価 (千米ドル)
エクイティリンク債 0.0%
Sequa Corp.
04/28/2024	USD	42,000	4
エクイティリンク債合計			4
(取得原価 0千米ドル)
優先証券 0.2%
Nationwide Building Society
10.250%		75,650	14,257
Sequa Corp.
9.000%		862	636
Stichting AK Rabobank Certificaten
6.500% (c)		17,310	2,217
優先証券合計			17,110
(取得原価 19,068千米ドル)
		額面 (千通貨)
短期金融商品 3.3%
銀行引受手形 0.4%
Bank of Montreal
0.000% due 12/03/2018	CAD	3,820	2,904
1.735% due 11/01/2018		19,000	14,467
FirstBank
1.982% due 11/30/2018 (i)		4,580	3,482
HSBC Bank Canada
1.752% due 11/02/2018		9,800	7,462
2.017% due 11/28/2018 (i)		3,620	2,753
Royal Bank of Canada (i)
1.747% due 11/05/2018		3,800	2,893
1.991% due 11/30/2018		4,580	3,483
TD Bank (i)
1.727% due 11/05/2018		6,900	5,253
1.739% due 11/01/2018		6,400	4,873
1.957% due 11/30/2018		520	395
			47,965
コマーシャル・ペーパー 0.0%
Keurig Dr Pepper
2.486% due 11/02/2018 (i)	USD	1,500	1,500
短期債券 0.1%
Bonos de la Nacion Argentina con Ajuste por CER
3.750% due 02/08/2019 (h)	ARS	3,110	113
Harris Corp.
2.786% due 02/27/2019	USD	6,800	6,803
			6,916
レポ契約 1.3%
			157,400
定期預金 0.6%
Bank of Nova Scotia
1.690% due 11/01/2018		967	967
Bank of Tokyo-Mitsubishi UFJ Ltd.
(0.300%) due 11/01/2018	JPY	1,168,895	10,358
		額面 (千通貨)	時価 (千米ドル)
Brown Brothers Harriman & Co.
(0.800%) due 11/01/2018	DKK	4,634	704
(0.800%) due 11/01/2018	SEK	1	0
(0.570%) due 11/01/2018	EUR	30	34
(0.300%) due 11/01/2018	JPY	586	5
0.360% due 11/01/2018	GBP	36	46
0.770% due 11/01/2018	AUD	59	42
0.850% due 11/01/2018	CAD	1	1
1.690% due 11/01/2018	USD	5	5
5.190% due 11/01/2018	ZAR	6,355	430
Citibank N.A.
(0.570%) due 11/01/2018	EUR	333	378
0.360% due 11/01/2018	GBP	611	780
1.690% due 11/01/2018	USD	4,033	4,033
DBS Bank Ltd.
1.690% due 11/01/2018		1,039	1,039
HSBC Bank
(0.570%) due 11/01/2018	EUR	740	838
0.360% due 11/01/2018	GBP	653	834
JPMorgan Chase & Co.
1.690% due 11/01/2018	USD	8,577	8,577
National Australia Bank Ltd.
0.770% due 11/01/2018	AUD	8,679	6,151
Royal Bank of Canada
0.850% due 11/01/2018	CAD	12	9
Sumitomo Mitsui Banking Corp.
(0.570%) due 11/01/2018	EUR	684	775
(0.300%) due 11/01/2018	JPY	258,864	2,294
1.690% due 11/01/2018	USD	9,870	9,870
Sumitomo Mitsui Trust Bank Ltd.
(0.570%) due 11/01/2018	EUR	3,591	4,069
(0.300%) due 11/01/2018	JPY	1,098,902	9,737
1.690% due 11/01/2018	USD	7,668	7,668
			69,644
アルゼンチン短期国債 0.5%
54.730% due 12/28/2018	ARS	1,054,643	31,076
43.066% due 11/21/2018		41,672	1,125
50.008% due 03/29/2019 (i)		179,403	5,040
50.031% due 01/31/2019		266,914	7,794
51.669% due 04/30/2019		10,025	284
55.179% due 02/28/2019		533,901	15,559
			60,878
ギリシャ短期国債 0.3%
0.697% due 11/02/2018	EUR	8,630	9,778
1.250% due 03/15/2019		21,996	24,846
			34,624
ナイジェリアOMO 0.0%
13.096% due 01/10/2019 (i)	NGN	248,200	667
		額面 (千通貨)	時価 (千米ドル)
ナイジェリア短期国債 0.3%
12.708% due 11/01/2018	NGN	546,100	1,504
12.718% due 12/13/2018 (i)		591,100	1,605
13.096% due 01/17/2019 (i)		620,000	1,663
13.536% due 01/31/2019 (i)		625,950	1,672
15.662% due 11/29/2018 (i)		837,600	2,287
			8,731
短期金融商品合計			388,325
(取得原価 389,192千米ドル)
有価証券投資合計(a) 110.5%			13,026,164
(取得原価 13,230,824千米ドル)
金融デリバティブ商品 0.5%			61,940
(取得原価またはプレミアム(純額) (44,560千米ドル))
その他の資産および負債(純額) (11.0%)			(1,299,588)
純資産 100.0%			11,788,516

投資有価証券明細表に対する注記(単位:千米ドル*):
*額面及び時価が0となっている証券は、千単位未満で四捨五入した数値を表示しています。
(a)2018年10月31日現在の純資産に対する地域別投資割合は、米国72.0%、英国9.8%、ケイマン諸島8.1%、その他20.6%です。
(b)偶発転換社債です。
(c)永久債の償還日は、コール日を記載しています。
(d)当該証券は、デフォルト状態にあります。
(e)ペイメント・イン・カインド債券です。当該債券は、利息支払いに現金ではなく現物債を充当できる債券です。
(f)インタレスト・オンリー証券(IO証券)です。不動産担保証券のキャッシュフローを金利部分と元本部分に分離し、金利部分のキャッシュフローを証券化した商品をIO証券と言います。
(g)発行時決済証券です。
(h)当該証券の額面金額は、インフレ調整後のものです。
(i)利率は満期までの利回りです。