半期報告書(内国投資信託受益証券)-第9期(2023/02/28-2024/02/26)

(3)【中間注記表】
(重要な会計方針に係る事項に関する注記)

項目		第9期中間計算期間自 2023年2月28日至 2023年8月27日
1.	有価証券の評価基準及び評価方法	投資信託受益証券移動平均法に基づき、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、投資信託受益証券の基準価額に基づいて評価しております。
		親投資信託受益証券移動平均法に基づき、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、親投資信託受益証券の基準価額に基づいて評価しております。
2.	収益及び費用の計上基準	受取配当金原則として、配当落ち日において、確定配当金額又は予想配当金額を計上しております。
3.	その他中間財務諸表作成のための重要な事項	計算期間末日の取扱い当ファンドは、原則として毎年2月25日を計算期間の末日としておりますが、該当日が休業日のため、前計算期間末日を2023年2月27日、当中間計算期間末日を2023年8月27日としております。

(中間貸借対照表に関する注記)

項目			第8期2023年2月27日現在	第9期中間計算期間末2023年8月27日現在
1.		期首元本額	5,657,542,519円	5,013,307,518円
		期中追加設定元本額	195,840,527円	13,925,743円
		期中一部解約元本額	840,075,528円	199,080,362円
2.		受益権の総数	5,013,307,518口	4,828,152,899口
3.		元本の欠損	純資産額が元本総額を下回っており、その差額は579,120,004円であります。	純資産額が元本総額を下回っており、その差額は573,421,255円であります。

(中間損益及び剰余金計算書に関する注記)

項目			第8期中間計算期間自 2022年2月26日至 2022年8月25日	第9期中間計算期間自 2023年2月28日至 2023年8月27日
1.		委託費用	信託財産の運用の指図にかかわる権限の全部または一部を委託するために要する費用として委託者報酬の中から支弁している額16,192,458円	信託財産の運用の指図にかかわる権限の全部または一部を委託するために要する費用として委託者報酬の中から支弁している額14,342,580円

(金融商品に関する注記)
金融商品の時価等に関する事項

項目		第8期2023年2月27日現在	第9期中間計算期間末2023年8月27日現在
1.	中間貸借対照表計上額、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。	中間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、中間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。	同左
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。	同左

(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。
(1口当たり情報に関する注記)

	第8期2023年2月27日現在	第9期中間計算期間末2023年8月27日現在
1口当たり純資産額	0.8845円	0.8812円
(1万口当たり純資産額)	(8,845円)	(8,812円)

(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「DIAMマネーマザーファンド」受益証券を主要投資対象としており、中間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。
DIAMマネーマザーファンド
貸借対照表

(単位:円)
	2023年8月27日現在
資産の部
流動資産
コール・ローン	186,955,316
国債証券	300,110,000
未収利息	4,979
前払費用	424
流動資産合計	487,070,719
資産合計	487,070,719
負債の部
流動負債
未払利息	798
流動負債合計	798
負債合計	798
純資産の部
元本等
元本	484,219,525
剰余金
剰余金又は欠損金(△)	2,850,396
元本等合計	487,069,921
純資産合計	487,069,921
負債純資産合計	487,070,719

注記表
(重要な会計方針に係る事項に関する注記)

項目		自 2023年2月28日 至 2023年8月27日
1.	有価証券の評価基準及び評価方法	国債証券 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			2023年8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	1,188,176,498円
		同期中追加設定元本額	59,276,989円
		同期中一部解約元本額	763,233,962円
		元本の内訳
		ファンド名
		バンクローン・ファンド(ヘッジなし)	15,843,407円
		バンクローン・ファンド(ヘッジあり)	13,867,169円
		バンクローン・ファンド(ヘッジなし/年1回決算型)	1,088,285円
		バンクローン・ファンド(ヘッジあり/年1回決算型)	98,095円
		新光ピムコ・ストラテジック・インカム・ファンド10月号	3,959,763円
		新光ピムコ・ストラテジック・インカム・ファンド11月号	989,197円
		新光ピムコ・ストラテジック・インカム・ファンド12月号	494,102円
		新光ピムコ・ストラテジック・インカム・ファンド1月号	494,102円
		新光ピムコ・ストラテジック・インカム・ファンド2月号	48,517円
		新光ピムコ・ストラテジック・インカム・ファンド3月号	395,083円
		新光ピムコ・ストラテジック・インカム・ファンド4月号	11,377円
		新光ピムコ・ストラテジック・インカム・ファンド5月号	98,027円
		新光ピムコ・ストラテジック・インカム・ファンド6月号	989,197円
		新光ピムコ・ストラテジック・インカム・ファンド7月号	395,083円
		新光ピムコ・ストラテジック・インカム・ファンド8月号	494,102円
		新光ピムコ・ストラテジック・インカム・ファンド9月号	494,102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>	791,316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>	2,474,972円
		クルーズコントロール	294,245,101円
		DIAM新興国ソブリンオープン通貨選択シリーズ<円コース>	870,000円
		DIAM新興国ソブリンオープン通貨選択シリーズ<豪ドルコース>	530,000円
		DIAM新興国ソブリンオープン通貨選択シリーズ<南アフリカランドコース>	70,000円
		DIAM新興国ソブリンオープン通貨選択シリーズ<ブラジルレアルコース>	10,530,000円
		DIAM新興国ソブリンオープン通貨選択シリーズ<中国元コース>	149,716円
		DIAM新興国ソブリンオープン通貨選択シリーズ<米ドルコース>	5,972円
		USストラテジック・インカム・ファンド Aコース(為替ヘッジあり)	993,740円
		USストラテジック・インカム・ファンド Bコース(為替ヘッジなし)	1,987,479円
		DIAM-ジャナス グローバル債券コアプラス・ファンド	9,935円
		マシューズ・アジア株式ファンド	29,641,137円
		One世界分散セレクト(Aコース)	99,040円
		One世界分散セレクト(Bコース)	99,040円
		One世界分散セレクト(Cコース)	99,040円
		世界8資産リスク分散バランスファンド(目標払出し型)	99,109円
		モルガン・スタンレーUSハイイールド債券ファンド(毎月決算型)(為替ヘッジあり)	188,380円
		モルガン・スタンレーUSハイイールド債券ファンド(毎月決算型)(為替ヘッジなし)	109,063円
		モルガン・スタンレーUSハイイールド債券ファンド(年1回決算型)(為替ヘッジあり)	297,442円
		モルガン・スタンレーUSハイイールド債券ファンド(年1回決算型)(為替ヘッジなし)	118,977円
		ファンドスミス・グローバル・エクイティ・ファンド	99,255,584円
		PIMCOストラテジック・インカム・ファンド(為替ヘッジあり)	301,134円
		PIMCOストラテジック・インカム・ファンド(為替ヘッジなし)	1,493,740円
		計	484,219,525円
2.		受益権の総数	484,219,525口

(金融商品に関する注記)
金融商品の時価等に関する事項

項目		2023年8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。

(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。
(1口当たり情報に関する注記)

	2023年8月27日現在
1口当たり純資産額	1.0059円
(1万口当たり純資産額)	(10,059円)

ピムコ・バミューダ・インカム・ファンドA
ピムコ・バミューダ・インカム・ファンド(M)
「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」を構成する個別クラスであり、「ピムコ・バミューダ・インカム・ファンド(M)」に投資しております。
「ピムコ・バミューダ・インカム・ファンドA」及び「ピムコ・バミューダ・インカム・ファンド(M)」は、同ファンドの国籍において一般に公正妥当と認められる会計原則に準拠した財務諸表が作成され、現地監査人による監査を受けております。
なお、以下は入手しうる直近の現地監査済み財務諸表の原文の一部を委託会社が和訳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)

	2022年10月31日現在
資産:
投資-評価額
有価証券投資	468,029
関連当事者に係る投資	9,497,093
金融デリバティブ商品
店頭	49,624
現金	643
取引相手方への預託金	149,552
売却済投資に係る未収金	438
関連当事者に係る売却済投資に係る未収金	8,280
売却済ファンド受益証券に係る未収金	28,378
未収利息および未収配当金	335
	10,202,372
負債:
金融デリバティブ商品
店頭	246,926
購入済投資に係る未払金	688
関連当事者に係る購入済投資に係る未払金	20,544
未払利息	655
取引相手方からの預託金	1,290
償還済ファンド受益証券に係る未払金	15,523
運用手数料未払金	450
助言手数料未払金	12
管理手数料未払金	7
代理店手数料未払金	4
販売手数料未払金	69
	286,168
純資産	9,916,204
有価証券投資の取得原価	468,031
関連当事者に係る投資の取得原価	9,636,026

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
2022年10月31日現在

		額面 (千通貨)	時価 (千米ドル)
有価証券投資 4.7%
短期金融商品 4.7%
定期預金 4.7%
Australia and New Zealand Banking Group Ltd.
2.580% due 11/01/2022	USD	72,714	72,714
Bank of Nova Scotia
2.580% due 11/01/2022		5,987	5,987
Brown Brothers Harriman & Co.
2.580% due 11/01/2022		39	39
Citibank N.A.
2.580% due 11/01/2022		60,870	60,870
DBS Bank Ltd.
2.580% due 11/01/2022		37,928	37,928
JPMorgan Chase Bank N.A.
2.580% due 11/01/2022		81,160	81,160
Royal Bank of Canada
2.580% due 11/01/2022		80,362	80,362
Sumitomo Mitsui Banking Corp.
2.580% due 11/01/2022		61,645	61,645
Sumitomo Mitsui Trust Bank Ltd.
2.580% due 11/01/2022		62,794	62,794
			463,499
米国短期国債 0.0%
2.552% due 11/10/2022 (a)		2,825	2,823
米国資金管理国債 0.0%
3.278% due 01/10/2023 (a)		1,720	1,707
短期金融商品合計			468,029
(取得原価 468,031千米ドル)
有価証券投資合計			468,029
(取得原価 468,031千米ドル)
		受益証券口数 (単位:千)
関連当事者に係る投資 95.8%
その他の投資会社 95.8%
PIMCO Bermuda Income Fund (M)
(取得原価 9,636,026千米ドル)		682,263	9,497,093
関連当事者に係る投資合計			9,497,093
(取得原価 9,636,026千米ドル)
投資合計 100.5%			9,965,122
(取得原価 10,104,057千米ドル)
金融デリバティブ商品(b) (2.0%)			(197,302)
(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)1.5%			148,384
純資産 100.0%			9,916,204

*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る場合があります。
(a) 利率は満期までの利回りです。
(b)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)		未実現利益(損失)
						資産(千米ドル)	負債(千米ドル)
BPS	11/2022	JPY	106,684	USD	728	10	0
BPS	11/2022		899,743		6,163	109	0
BPS	11/2022	USD	1,379	JPY	201,334	0	(25)
BPS	11/2022		0		0	0	0
BPS	11/2022		933		136,228	0	(16)
MBC	11/2022	JPY	844,346	USD	5,725	44	0
MBC	11/2022		38,092		258	2	0
MYI	11/2022		1,072,662		7,218	0	0
MYI	11/2022	USD	253	JPY	37,641	0	0
						165	(41)

クラスF(JPY)、クラスJ(JPY)、クラスM (JPY 助言)、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U2(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)		未実現利益(損失)
						資産(千米ドル)	負債(千米ドル)
BOA	11/2022	JPY	874,671	USD	5,984	99	0
BOA	11/2022	USD	2,687	JPY	399,465	1	0
CBK	11/2022	JPY	10,974,574	USD	75,552	1,716	0
CBK	11/2022	USD	11,727	JPY	1,750,671	52	0
JPM	11/2022	JPY	210,644,904	USD	1,435,595	18,400	0
JPM	12/2022	USD	1,435,595	JPY	209,941,463	0	(18,442)
MBC	11/2022	JPY	253,278,894	USD	1,723,284	19,251	0
MBC	11/2022	USD	2,456,288	JPY	354,314,651	0	(72,498)
MBC	12/2022		1,439,739		211,607,321	0	(11,341)
MYI	11/2022	JPY	93,706	USD	630	0	0
MYI	11/2022	USD	1,013,884	JPY	146,309,231	0	(29,532)
RBC	11/2022		398,620		57,546,962	0	(11,450)
RBC	12/2022	JPY	334,137	USD	2,275	20	0
SCX	11/2022		65,277,116		438,841	0	0
SCX	12/2022	USD	438,481	JPY	65,010,795	0	0
SOG	11/2022	JPY	221,942,790	USD	1,496,893	3,686	0
SOG	12/2022	USD	1,496,893	JPY	221,204,896	0	(3,709)
SSB	11/2022	JPY	57,631,197	USD	387,413	0	(323)
SSB	12/2022	USD	387,413	JPY	57,440,745	325	0
TOR	11/2022	JPY	134,818,267	USD	912,952	5,909	0
TOR	12/2022	USD	912,952	JPY	134,369,643	0	(5,926)
UAG	11/2022		2,901,337		417,318,500	0	(93,664)
						49,459	(246,885)
為替予約契約合計						49,624	(246,926)

金融デリバティブ商品:店頭概要
以下は、2022年10月31日現在の店頭金融デリバティブ商品の時価及び担保の相手方別の概要です。
2022年10月31日現在、国際スワップデリバティブ協会のマスター契約に準拠して、149,552ドルの現金を金融デリバティブ商品の担保として差し入れています。

	取引相手方	金融デリバティブ資産					金融デリバティブ負債
		為替予約契約 (千米ドル)	買建オプション (千米ドル)	スワップ契約 (千米ドル)	店頭 合計 (千米ドル)		為替予約契約 (千米ドル)	売建オプション(千米ドル)	スワップ契約 (千米ドル)	店頭 合計 (千米ドル)	店頭金融デリバティブ商品の時価(千米ドル)	担保差入/(受入) (千米ドル)	純額エクスポージャー (1) (千米ドル)
BOA		100	0	0	100		0	0	0	0	100	0	100
BPS		119	0	0	119		(41)	0	0	(41)	78	0	78
CBK		1,768	0	0	1,768		0	0	0	0	1,768	(1,290)	478
JPM		18,400	0	0	18,400		(18,442)	0	0	(18,442)	(42)	0	(42)
MBC		19,297	0	0	19,297		(83,839)	0	0	(83,839)	(64,542)	48,640	(15,902)
MYI		0	0	0	0		(29,532)	0	0	(29,532)	(29,532)	22,512	(7,020)
RBC		20	0	0	20		(11,450)	0	0	(11,450)	(11,430)	8,240	(3,190)
SCX		0	0	0	0		0	0	0	0	0	0	0
SOG		3,686	0	0	3,686		(3,709)	0	0	(3,709)	(23)	0	(23)
SSB		325	0	0	325		(323)	0	0	(323)	2	0	2
TOR		5,909	0	0	5,909		(5,926)	0	0	(5,926)	(17)	0	(17)
UAG		0	0	0	0		(93,664)	0	0	(93,664)	(93,664)	70,160	(23,504)
店頭 合計		49,624	0	0	49,624		(246,926)	0	0	(246,926)

(1)純額エクスポージャーは、デフォルトが発生した場合に支払期限となる、取引相手方に対する正味受取債権/(支払債務)を表します。店頭金融デリバティブ商品からのエクスポージャーは、同一の法人との同一の基本契約に基づいて管理される取引間でのみネッティングが可能です。
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(M)
2022年10月31日現在

		額面 (千通貨)	時価 (千米ドル)
有価証券投資 127.5%
バンクローン債務証書 6.0%
AAdvantage Loyality IP Ltd.
8.993% due 04/20/2028	USD	10,503	10,419
Air Canada
6.421% due 08/11/2028		1,435	1,404
AmSurg LLC
1.000% due 04/29/2027 (b)		2,415	2,376
12.119% due 04/29/2027		13,285	13,069
15.744% due 04/28/2028		34,672	31,378
Avolon TLB Borrower 1 (U.S.) LLC
4.989% due 02/12/2027		6,984	6,827
Axalta Coating Systems Dutch Holding B BV
5.424% due 06/01/2024		391	387
Azalea TopCo, Inc.
7.254% due 07/24/2026		827	774
Caesars Resort Collection LLC
6.504% due 12/23/2024		13,214	13,089
7.254% due 07/21/2025		4,578	4,544
Carnival Corp.
3.975% due 06/30/2025	EUR	11,380	10,746
5.877% due 06/30/2025	USD	24,287	22,861
6.127% due 10/18/2028		7,949	7,311
Cengage Learning, Inc.
7.814% due 07/14/2026		18,276	16,228
Charter Communications Operating LLC
5.510% due 02/01/2027		5,387	5,302
Coherent Corp.
5.878% due 07/02/2029		4,777	4,663
Commscope, Inc.
7.004% due 04/06/2026		3,880	3,710
DIRECTV Financing LLC
8.754% due 08/02/2027		7,881	7,530
Hilton Worldwide Finance LLC
5.336% due 06/22/2026		9,745	9,588
iHeartCommunications, Inc.
6.754% due 05/01/2026		132,910	125,863
Instant Brands Holdings, Inc.
7.076% due 04/12/2028	USD	2,663	1,819
Intelsat Jackson Holdings S.A.
7.445% due 02/01/2029		18,343	17,724
Iqvia, Inc.
3.193% due 03/07/2024	EUR	3,900	3,821
Lealand Finance Co. BV
3.000-4.754% due 06/30/2025	USD	594	318
6.754% due 06/28/2024		261	170
LifePoint Health, Inc.
8.165% due 11/16/2025		1,038	922
Lumen Technologies, Inc.
6.004% due 03/15/2027		1,158	1,081
Marriott Ownership Resorts, Inc.
5.504% due 08/29/2025		456	442
PetSmart LLC
7.500% due 02/11/2028		2,666	2,572
Poseidon Bidco
6.443% due 07/14/2028	EUR	39,600	37,182
Pug LLC
7.254% due 02/12/2027	USD	788	680
Redstone HoldCo 2 LP
9.108% due 04/27/2028		3,000	2,170
Sequa Mezzanine Holdings LLC
9.760% due 11/28/2023		4,900	4,900
Serta Simmons Bedding LLC
7.743-7.827% due 11/08/2023		188	20
Sigma Holdco BV
3.738% due 07/02/2025	EUR	3,670	3,053
SkyMiles IP Ltd.
7.993% due 10/20/2027	USD	15,150	15,311
		額面 (千通貨)	時価 (千米ドル)
Softbank vision Fund II
5.000% due 12/21/2025	USD	42,246	40,493
Sotera Health Holdings LLC
7.165% due 12/11/2026		3,362	3,068
SS&C Technologies Holdings, Inc.
5.504% due 04/16/2025		3,247	3,187
Sunshine Luxembourg VII Sarl
7.424% due 10/01/2026		4,021	3,836
Syniverse Holdings LLC
10.553% due 05/13/2027		23,288	20,039
TransDigm, Inc.
5.924% due 08/22/2024		792	781
5.924% due 05/30/2025		2,271	2,223
5.924% due 12/09/2025		26,146	25,576
U.S. Renal Care, Inc.
8.813-9.313% due 06/26/2026		3,750	2,349
Uber Technologies, Inc.
6.570% due 04/04/2025		5,546	5,507
6.570% due 02/25/2027		9,843	9,806
United AirLines, Inc.
8.108% due 04/21/2028		6,802	6,658
Univision Communications, Inc.
6.504% due 03/15/2024		7,074	7,052
Westmoreland Coal Co.
15.000% due 03/15/2029		839	598
WHLN FIRST MTG CO LEND 2 ASSET HOTEL
6.768% due 02/09/2023		40,918	40,899
Windstream Services II LLC
10.004% due 09/21/2027		8,104	7,309
Zayo Group Holdings, Inc.
6.754% due 03/09/2027		9,264	7,548
バンクローン債務証書合計			577,183
(取得原価 607,045千米ドル)
社債 21.1%
銀行および金融 7.4%
AGFC Capital Trust I
5.829% due 01/15/2067		2,200	1,185
AIB Group PLC
4.263% due 04/10/2025		1,960	1,870
Armor Holdco, Inc.
8.500% due 11/15/2029		200	149
Army Hawaii Family Housing Trust Certificates
3.812% due 06/15/2050		8,100	5,534
Aroundtown S.A.
5.375% due 03/21/2029		11,300	8,731
Avolon Holdings Funding Ltd.
2.528% due 11/18/2027		47,992	36,669
Banca Monte dei Paschi di Siena SpA
1.875% due 01/09/2026	EUR	5,000	4,231
2.625% due 04/28/2025		1,000	883
3.625% due 09/24/2024		700	650
5.375% due 01/18/2028		800	590
8.000% due 01/22/2030		4,937	3,683
8.500% due 09/10/2030		100	75
Banco Bradesco S.A.
2.850% due 01/27/2023	USD	2,100	2,089
Banco BTG Pactual S.A.
4.500% due 01/10/2025		1,200	1,148
Banco de Credito del Peru S.A.
4.650% due 09/17/2024	PEN	16,400	3,833
Banco Espirito Santo S.A.
2.625% due 05/08/2049 (c)	EUR	3,100	444
Bank of Ireland Group PLC
7.500% due 05/19/2025 (d)(e)		12,003	11,597
Bank of Nova Scotia
4.900% due 06/04/2025 (d)(e)	USD	1,124	1,044
		額面 (千通貨)	時価 (千米ドル)
Barclays Bank PLC
7.625% due 11/21/2022 (d)	USD	5,281	5,274
Barclays PLC
4.972% due 05/16/2029		2,600	2,305
5.875% due 09/15/2024 (d)(e)	GBP	4,000	4,042
6.125% due 12/15/2025 (d)(e)	USD	7,700	6,689
6.375% due 12/15/2025 (d)(e)	GBP	2,150	2,197
7.125% due 06/15/2025 (d)(e)		5,000	5,301
7.250% due 03/15/2023 (d)(e)		16,760	19,193
7.750% due 09/15/2023 (d)(e)	USD	14,570	13,750
8.000% due 06/15/2024 (d)(e)		9,600	9,057
BGC Partners, Inc.
3.750% due 10/01/2024		1,464	1,392
4.375% due 12/15/2025		1,400	1,300
CA Immobilien Anlagen AG
1.000% due 10/27/2025	EUR	3,400	2,841
CIFI Holdings Group Co. Ltd. (c)
4.375% due 04/12/2027	USD	300	21
4.450% due 08/17/2026		500	37
5.950% due 10/20/2025		200	15
6.000% due 07/16/2025		200	15
6.450% due 11/07/2024		600	53
Corestate Capital Holding S.A.
3.500% due 04/15/2023	EUR	39,300	7,244
Corsair International Ltd.
5.473% due 01/28/2027		10,000	9,463
5.823% due 01/28/2029		4,100	3,840
Country Garden Holdings Co. Ltd.
2.700% due 07/12/2026	USD	2,100	194
3.125% due 10/22/2025		3,400	337
3.875% due 10/22/2030		1,700	134
CPI Property Group S.A.
2.750% due 05/12/2026	EUR	2,100	1,598
Credit Agricole S.A.
7.875% due 01/23/2024 (d)(e)	USD	296	295
Credit Suisse AG
6.500% due 08/08/2023 (d)		10,885	10,566
Credit Suisse Group AG
0.625% due 01/18/2033	EUR	1,720	1,023
0.650% due 09/10/2029		270	189
3.091% due 05/14/2032	USD	2,300	1,580
3.869% due 01/12/2029		31,650	25,342
4.194% due 04/01/2031		250	193
6.375% due 08/21/2026 (d)(e)		546	408
6.442% due 08/11/2028		2,150	1,942
6.537% due 08/12/2033		20,900	18,219
7.250% due 09/12/2025 (d)(e)		1,100	861
7.500% due 07/17/2023 (d)(e)		6,700	5,955
7.500% due 12/11/2023 (d)(e)		700	637
Cromwell Ereit Lux Finco Sarl
2.125% due 11/19/2025	EUR	433	316
CTP NV
1.250% due 06/21/2029		7,500	4,481
1.500% due 09/27/2031		8,200	4,291
Deutsche Bank AG
1.375% due 02/17/2032		8,500	5,854
1.750% due 11/19/2030		6,200	4,620
3.035% due 05/28/2032	USD	700	493
3.547% due 09/18/2031		7,400	5,515
3.961% due 11/26/2025		3,756	3,469
EPR Properties
4.750% due 12/15/2026		256	221
4.950% due 04/15/2028		1,132	930
Fairfax Financial Holdings Ltd.
4.625% due 04/29/2030		1,142	1,007
4.850% due 04/17/2028		1,370	1,262
First-Citizens Bank & Trust Co.
2.969% due 09/27/2025		2,800	2,639
		額面 (千通貨)	時価 (千米ドル)
G City Europe Ltd.
4.250% due 09/11/2025	EUR	400	335
Gaci First Investment Co.
5.250% due 10/13/2032	USD	1,900	1,860
5.375% due 10/13/2122		1,900	1,588
GLP Capital LP
5.250% due 06/01/2025		650	628
5.300% due 01/15/2029		3,142	2,837
Goodman U.S. Finance Three LLC
3.700% due 03/15/2028		2,324	2,073
HSBC Holdings PLC
2.848% due 06/04/2031		3,300	2,454
3.973% due 05/22/2030		14,100	11,636
6.000% due 09/29/2023 (d)(e)	EUR	6,600	6,433
6.500% due 03/23/2028 (d)(e)	USD	4,400	3,583
Huarong Finance 2017 Co. Ltd.
4.750% due 04/27/2027		2,400	1,731
4.950% due 11/07/2047		700	357
Huarong Finance 2019 Co. Ltd.
3.375% due 02/24/2030		700	426
3.625% due 09/30/2030		2,000	1,230
3.875% due 11/13/2029		1,125	691
4.500% due 05/29/2029		3,300	2,199
Huarong Finance II Co. Ltd.
4.625% due 06/03/2026		517	391
InCaps Funding I Ltd.
5.082% due 06/01/2033		10,807	10,213
ING Groep NV
5.750% due 11/16/2026 (d)(e)		6,200	5,302
Intesa Sanpaolo SpA (d)(e)
5.500% due 03/01/2028	EUR	500	392
5.875% due 09/01/2031		500	382
Kennedy Wilson Europe Real Estate Ltd.
3.250% due 11/12/2025		1,400	1,034
Lloyds Banking Group PLC (d)(e)
4.947% due 06/27/2025		2,011	1,850
7.500% due 06/27/2024	USD	2,700	2,581
7.500% due 09/27/2025		7,200	6,696
7.875% due 06/27/2029	GBP	4,000	4,141
MPT Operating Partnership LP
3.692% due 06/05/2028		2,400	1,939
Nationwide Building Society
3.960% due 07/18/2030	USD	5,600	4,701
4.302% due 03/08/2029		12,500	10,899
NatWest Group PLC
4.445% due 05/08/2030		17,600	15,041
4.600% due 06/28/2031 (d)(e)		6,200	4,019
5.076% due 01/27/2030		16,500	14,713
6.000% due 12/29/2025 (d)(e)		14,000	12,494
8.000% due 08/10/2025 (d)(e)		12,660	11,962
New Metro Global Ltd.
4.500% due 05/02/2026		1,000	141
4.625% due 10/15/2025		200	31
4.800% due 12/15/2024		1,400	369
6.800% due 08/05/2023		600	281
Omega Healthcare Investors, Inc.
3.625% due 10/01/2029		1,682	1,340
OneMain Finance Corp.
5.625% due 03/15/2023		29,772	29,808
6.125% due 03/15/2024		2,027	1,983
Park Aerospace Holdings Ltd.
4.500% due 03/15/2023		9,522	9,479
5.500% due 02/15/2024		575	562
Preferred Term Securities XVIII Ltd.
3.673% due 09/23/2035		79	79
Preferred Term Securities XXIV Ltd.
3.593% due 03/22/2037		770	709
3.673% due 03/22/2037		4,830	4,160
Preferred Term Securities XXV Ltd.
3.583% due 06/22/2037		21,092	19,194
		額面 (千通貨)	時価 (千米ドル)
Preferred Term Securities XXVI Ltd.
3.593% due 09/22/2037	USD	27,451	24,982
Santander Holdings USA, Inc.
4.500% due 07/17/2025		2,124	2,032
Santander UK Group Holdings PLC
3.823% due 11/03/2028		3,400	2,889
6.750% due 06/24/2024 (d)(e)	GBP	16,610	18,371
Seazen Group Ltd.
6.000% due 08/12/2024	USD	700	168
Societe Generale S.A.
7.375% due 10/04/2023 (d)(e)		6,800	6,232
Sunac China Holdings Ltd.
7.000% due 07/09/2025 (c)		800	48
Svenska Handelsbanken AB
4.750% due 03/01/2031 (d)(e)		6,600	5,107
Tesco Property Finance 2 PLC
6.052% due 10/13/2039	GBP	3,544	3,873
Tesco Property Finance 6 PLC
5.411% due 07/13/2044		2,496	2,530
TP ICAP Finance PLC
5.250% due 05/29/2026		2,900	2,995
U.S. Capital Funding VI Ltd.
4.189% due 07/10/2043	USD	23,533	18,738
UniCredit SpA
7.830% due 12/04/2023		72,590	72,327
Unique Pub Finance Co. PLC
7.395% due 03/28/2024	GBP	994	1,146
Uniti Group LP
6.500% due 02/15/2029	USD	2,280	1,641
7.875% due 02/15/2025		19,582	19,415
VICI Properties LP
3.500% due 02/15/2025		4,784	4,454
3.750% due 02/15/2027		4,300	3,777
4.125% due 08/15/2030		5,684	4,702
4.250% due 12/01/2026		3,600	3,284
4.625% due 12/01/2029		3,600	3,139
Voyager Aviation Holdings LLC
8.500% due 05/09/2026		4,421	3,686
			705,488
工業 5.6%
AA Bond Co. Ltd.
5.500% due 07/31/2027	GBP	855	846
Alaska Airlines 2020-1 Class A Pass-Through Trust
4.800% due 08/15/2027	USD	3,605	3,377
Amdocs Ltd.
2.538% due 06/15/2030		5,300	4,161
American Airlines 2014-1 Class A Pass-Through Trust
3.700% due 10/01/2026		2,015	1,704
American Airlines 2015-1 Class A Pass-Through Trust
3.375% due 05/01/2027		1,497	1,241
American Airlines 2017-2 Class AA Pass-Through Trust
3.350% due 10/15/2029		363	308
American Airlines, Inc.
5.500% due 04/20/2026		3,982	3,799
5.750% due 04/20/2029		1,883	1,717
Atlantia SpA
1.875% due 02/12/2028	EUR	10,200	8,013
Boeing Co.
5.150% due 05/01/2030	USD	476	440
5.705% due 05/01/2040		15,535	13,506
5.805% due 05/01/2050		12,129	10,453
5.930% due 05/01/2060		18,015	15,271
British Airways 2019-1 Class AA Pass-Through Trust
3.300% due 12/15/2032		90	76
Broadcom, Inc.
2.450% due 02/15/2031		10,500	7,891
3.137% due 11/15/2035		8,450	5,874
3.187% due 11/15/2036		1,183	809
3.419% due 04/15/2033		1,667	1,269
3.469% due 04/15/2034		8,092	6,068
		額面 (千通貨)	時価 (千米ドル)
4.150% due 11/15/2030	USD	5,310	4,573
4.300% due 11/15/2032		12,473	10,507
4.926% due 05/15/2037		20,074	16,585
Caesars Entertainment, Inc.
6.250% due 07/01/2025		3,190	3,117
Carnival Corp.
4.000% due 08/01/2028		8,210	6,630
Carvana Co.
5.500% due 04/15/2027		21,762	10,400
10.250% due 05/01/2030		35,100	21,124
Community Health Systems, Inc.
4.750% due 02/15/2031		22,100	14,837
5.625% due 03/15/2027		37,147	29,677
8.000% due 03/15/2026		11,418	9,870
CoStar Group, Inc.
2.800% due 07/15/2030		2,000	1,579
CVS Pass-Through Trust
5.773% due 01/10/2033		139	133
7.507% due 01/10/2032		560	578
8.353% due 07/10/2031		560	597
Delta Air Lines, Inc.
7.000% due 05/01/2025		1,290	1,308
Energy Transfer LP
4.950% due 05/15/2028		424	393
Exela Intermediate LLC
11.500% due 07/15/2026		639	176
Expedia Group, Inc.
4.625% due 08/01/2027		1,500	1,405
6.250% due 05/01/2025		2,247	2,244
Ford Foundation
2.815% due 06/01/2070		2,070	1,132
Ford Motor Credit Co. LLC
1.051% due 11/15/2023	EUR	200	194
1.744% due 07/19/2024		10,300	9,664
2.330% due 11/25/2025		2,450	2,212
2.700% due 08/10/2026	USD	1,200	1,041
3.021% due 03/06/2024	EUR	9,400	9,093
3.250% due 09/15/2025		26,548	24,699
3.350% due 11/01/2022	USD	12,100	12,100
3.375% due 11/13/2025		5,500	5,000
4.389% due 01/08/2026		1,864	1,724
4.535% due 03/06/2025	GBP	18,765	20,001
4.687% due 06/09/2025	USD	1,700	1,614
5.125% due 06/16/2025		2,700	2,609
5.584% due 03/18/2024		1,639	1,617
Fortress Transportation & Infrastructure Investors LLC
6.500% due 10/01/2025		5,475	5,266
Fraport AG Frankfurt Airport Services Worldwide
1.875% due 03/31/2028	EUR	8,224	6,839
Greene King Finance PLC
3.593% due 03/15/2035	GBP	2,049	1,953
4.035% due 12/15/2034		4,156	3,933
4.064% due 03/15/2035		571	560
5.106% due 03/15/2034		140	142
IHO Verwaltungs GmbH (f)
3.625% due 05/15/2025	EUR	2,600	2,331
3.875% due 05/15/2027		900	711
6.000% due 05/15/2027	USD	3,520	3,028
6.375% due 05/15/2029		1,308	1,122
Imperial Brands Finance PLC
3.500% due 07/26/2026		2,400	2,157
JetBlue 2020-1 Class A Pass-Through Trust
4.000% due 11/15/2032		6,583	5,815
Market Bidco Finco PLC
4.750% due 11/04/2027	EUR	17,800	14,083
Marriott International, Inc.
4.625% due 06/15/2030	USD	516	463
Massachusetts Institute of Technology
4.678% due 07/01/2114		65	51
5.600% due 07/01/2111		103	98
		額面 (千通貨)	時価 (千米ドル)
Melco Resorts Finance Ltd.
4.875% due 06/06/2025	USD	400	286
5.375% due 12/04/2029		5,200	2,915
MGM China Holdings Ltd.
5.250% due 06/18/2025		4,500	3,586
Micron Technology, Inc.
4.663% due 02/15/2030		3,365	3,007
5.327% due 02/06/2029		1,333	1,237
Mitchells & Butlers Finance PLC
3.743% due 12/15/2030		435	403
6.013% due 12/15/2028	GBP	874	933
Nissan Motor Co. Ltd.
3.522% due 09/17/2025	USD	8,300	7,368
4.345% due 09/17/2027		8,700	7,338
4.810% due 09/17/2030		2,250	1,799
NMG Holding Co., Inc.
7.125% due 04/01/2026		11,900	11,333
Oracle Corp.
3.850% due 04/01/2060		1,835	1,112
PeaceHealth Obligated Group
3.218% due 11/15/2050		3,100	1,918
QVC, Inc.
5.950% due 03/15/2043		5,293	3,240
Roadster Finance DAC
2.375% due 12/08/2027	EUR	1,000	843
Rolls-Royce PLC
4.625% due 02/16/2026		13,860	13,124
5.750% due 10/15/2027	GBP	8,199	8,159
Royal Caribbean Cruises Ltd.
11.500% due 06/01/2025	USD	7,300	7,871
Russian Railways Via RZD Capital PLC
7.487% due 03/25/2031	GBP	6,300	2,539
Sands China Ltd.
3.350% due 03/08/2029	USD	2,500	1,679
3.750% due 08/08/2031		2,200	1,445
4.300% due 01/08/2026		3,000	2,462
4.875% due 06/18/2030		2,700	1,930
5.625% due 08/08/2025		4,500	3,984
5.900% due 08/08/2028		5,500	4,381
Studio City Co. Ltd.
7.000% due 02/15/2027		2,700	2,148
Syngenta Finance NV
3.375% due 04/16/2026	EUR	11,100	10,051
4.441% due 04/24/2023	USD	5,300	5,257
4.892% due 04/24/2025		800	766
Times Square Hotel Trust
8.528% due 08/01/2026		1,070	1,054
Triumph Group, Inc.
6.250% due 09/15/2024		1,541	1,427
U.S. Renal Care, Inc.
10.625% due 07/15/2027		1,282	519
Uber Technologies, Inc.
4.500% due 08/15/2029		2,865	2,461
7.500% due 05/15/2025		571	572
United Airlines 2019-2 Class AA Pass-Through Trust
2.700% due 05/01/2032		1,365	1,086
United Airlines 2020-1 Class A Pass-Through Trust
5.875% due 10/15/2027		24,502	23,679
Venture Global Calcasieu Pass LLC
3.875% due 08/15/2029		3,600	3,097
3.875% due 11/01/2033		15,900	12,790
4.125% due 08/15/2031		3,500	2,993
VOC Escrow Ltd.
5.000% due 02/15/2028		1,100	908
Western Midstream Operating LP
5.041% due 01/13/2023		1,048	1,043
Wynn Las Vegas LLC
5.250% due 05/15/2027		1,800	1,569
Wynn Macau Ltd.
5.125% due 12/15/2029		2,800	1,701
		額面 (千通貨)	時価 (千米ドル)
5.500% due 01/15/2026	USD	6,500	4,517
5.500% due 10/01/2027		1,000	647
5.625% due 08/26/2028		1,198	734
			537,719
公益 8.1%
Altice Financing S.A.
3.000% due 01/15/2028	EUR	1,200	910
4.250% due 08/15/2029		3,510	2,666
5.750% due 08/15/2029	USD	12,389	9,755
Altice France S.A.
8.125% due 02/01/2027		2,744	2,516
Charter Communications Operating LLC
3.900% due 06/01/2052		10,000	6,211
3.950% due 06/30/2062		3,500	2,055
4.400% due 12/01/2061		9,500	6,041
4.800% due 03/01/2050		3,818	2,709
Constellation Oil Services Holding S.A.
3.000% due 12/31/2026 (f)		377	282
Directv Financing LLC
5.875% due 08/15/2027		7,200	6,498
DISH DBS Corp.
5.250% due 12/01/2026		11,110	9,673
5.750% due 12/01/2028		11,110	8,978
Enel Finance America LLC
7.100% due 10/14/2027		6,000	5,986
Enel Finance International NV
7.500% due 10/14/2032		4,700	4,714
7.750% due 10/14/2052		3,000	2,881
Gazprom PJSC Via Gaz Capital S.A.
2.250% due 11/22/2024	EUR	100	62
2.949% due 01/24/2024		450	278
4.950% due 03/23/2027	USD	1,800	963
4.950% due 02/06/2028		1,000	545
5.150% due 02/11/2026		5,700	3,550
7.288% due 08/16/2037		500	282
8.625% due 04/28/2034		2,372	1,340
Gazprom PJSC via Gaz Finance PLC
1.500% due 02/17/2027	EUR	31,800	18,868
2.950% due 04/15/2025		5,000	2,842
2.950% due 01/27/2029	USD	23,200	13,579
iHeartCommunications, Inc.
4.750% due 01/15/2028		36,300	31,726
6.375% due 05/01/2026		6,808	6,503
8.375% due 05/01/2027		6,911	6,220
Intelsat Jackson Holdings S.A.
6.500% due 03/15/2030		70,143	64,550
Netflix, Inc.
3.625% due 05/15/2027	EUR	3,900	3,761
3.625% due 06/15/2030		18,776	16,893
3.875% due 11/15/2029		8,217	7,566
4.625% due 05/15/2029		7,600	7,343
4.875% due 04/15/2028	USD	200	190
4.875% due 06/15/2030		2,900	2,689
5.375% due 11/15/2029		1,280	1,219
5.875% due 11/15/2028		300	298
6.375% due 05/15/2029		1,500	1,532
Noble Finance Co.
11.000% due 02/15/2028 (f)		2,086	2,263
NPC Ukrenergo
6.875% due 11/09/2028 (h)		1,200	215
Odebrecht Offshore Drilling Finance Ltd.
6.720% due 12/01/2022		20	20
Pacific Gas & Electric Co.
2.100% due 08/01/2027		1,910	1,572
2.500% due 02/01/2031		2,600	1,946
2.950% due 03/01/2026		8,630	7,643
3.000% due 06/15/2028		11,288	9,298
3.150% due 01/01/2026		15,753	14,202
		額面 (千通貨)	時価 (千米ドル)
3.250% due 06/15/2023	USD	8,640	8,506
3.250% due 06/01/2031		3,800	2,962
3.300% due 03/15/2027		3,838	3,311
3.300% due 12/01/2027		14,666	12,450
3.300% due 08/01/2040		1,542	1,004
3.400% due 08/15/2024		6,570	6,251
3.450% due 07/01/2025		12,102	11,254
3.500% due 06/15/2025		8,068	7,510
3.500% due 08/01/2050		4,660	2,851
3.750% due 02/15/2024		10,188	9,882
3.750% due 07/01/2028		13,613	11,630
3.750% due 08/15/2042		418	266
3.850% due 11/15/2023		1,830	1,789
3.950% due 12/01/2047		2,500	1,617
4.000% due 12/01/2046		3,144	2,005
4.200% due 03/01/2029		9,900	8,600
4.250% due 08/01/2023		3,735	3,698
4.250% due 03/15/2046		5,219	3,483
4.300% due 03/15/2045		3,000	2,026
4.400% due 03/01/2032		7,300	6,119
4.450% due 04/15/2042		4,333	3,062
4.500% due 07/01/2040		39,210	29,308
4.500% due 12/15/2041		743	507
4.550% due 07/01/2030		50,195	44,022
4.600% due 06/15/2043		1,794	1,289
4.650% due 08/01/2028		100	88
4.750% due 02/15/2044		2,707	1,958
4.950% due 07/01/2050		25,950	19,397
5.250% due 03/01/2052		7,300	5,630
Petrobras Global Finance BV
6.250% due 12/14/2026	GBP	6,234	6,833
6.625% due 01/16/2034		2,900	2,801
Petroleos de Venezuela S.A. (c)
5.375% due 04/12/2027	USD	11,932	283
5.500% due 04/12/2037		10,372	236
6.000% due 05/16/2024		8,283	217
6.000% due 11/15/2026		13,183	300
9.000% due 11/17/2022		400	9
9.750% due 05/17/2035		4,730	112
Petroleos Mexicanos
2.750% due 04/21/2027	EUR	1,200	883
5.950% due 01/28/2031	USD	22,485	16,245
6.700% due 02/16/2032		79,356	60,145
6.950% due 01/28/2060		6,116	3,681
7.690% due 01/23/2050		1,570	1,026
PG&E Wildfire Recovery Funding LLC
4.263% due 06/01/2036		3,600	3,245
4.377% due 06/01/2039		3,990	3,479
4.451% due 12/01/2047		20,700	17,233
4.674% due 12/01/2051		3,600	3,096
Prosus NV
1.985% due 07/13/2033	EUR	5,600	3,340
2.085% due 01/19/2030		4,200	2,934
3.061% due 07/13/2031	USD	11,900	8,004
4.193% due 01/19/2032		5,600	3,989
4.987% due 01/19/2052		4,700	2,925
Rio Oil Finance Trust Series 2014-1
9.250% due 07/06/2024		1,184	1,199
Rio Oil Finance Trust Series 2014-3
9.750% due 01/06/2027		554	573
Rio Oil Finance Trust Series 2018-1
8.200% due 04/06/2028		2,383	2,398
Southern California Edison Co.
4.875% due 03/01/2049		346	279
Sprint Capital Corp.
8.750% due 03/15/2032		2,200	2,585
Sprint Communications LLC
6.000% due 11/15/2022		3,934	3,940
		額面 (千通貨)	時価 (千米ドル)
Sprint Corp.
7.125% due 06/15/2024	USD	8,766	8,874
7.625% due 02/15/2025		1,100	1,132
7.625% due 03/01/2026		839	877
7.875% due 09/15/2023		46,749	47,578
Sprint Spectrum Co. LLC
4.738% due 03/20/2025		2,425	2,392
5.152% due 03/20/2028		2,758	2,685
System Energy Resources, Inc.
2.140% due 12/09/2025		6,100	5,475
T-Mobile USA, Inc.
3.375% due 04/15/2029		5,983	5,188
3.500% due 04/15/2031		3,000	2,527
Topaz Solar Farms LLC
4.875% due 09/30/2039		5,450	4,610
5.750% due 09/30/2039		7,731	7,363
Transocean Phoenix 2 Ltd.
7.750% due 10/15/2024		840	836
Transocean, Inc.
7.500% due 01/15/2026		1,228	1,040
8.000% due 02/01/2027		2,983	2,423
United Group BV
4.875% due 07/01/2024	EUR	565	535
Valaris Ltd.
8.250% due 04/30/2028 (f)	USD	2,483	2,446
Viasat, Inc.
5.625% due 09/15/2025		3,363	3,109
6.500% due 07/15/2028		2,700	2,261
Windstream Escrow LLC
7.750% due 08/15/2028		11,607	10,076
			777,725
社債合計			2,020,932
(取得原価 2,522,029千米ドル)
転換社債 0.4%
Multiplan Corp.
6.000% due 10/15/2027 (d)		5,700	3,933
Nationwide Building Society
10.250% due 06/20/2166	GBP	7,405	9,571
Stichting AK Rabobank Certificaten
6.500% due 03/29/2170 (e)	EUR	30,963	28,971
転換社債合計			42,475
(取得原価 67,887千米ドル)
地方債 0.2%
Chicago, Illinois, Build America Bonds, Series 2010
6.630% due 02/01/2035	USD	655	654
6.725% due 04/01/2035		310	310
7.350% due 07/01/2035		506	519
Chicago, Illinois, General Obligation Bonds, Series 2015
7.750% due 01/01/2042		130	131
Chicago, Illinois, General Obligation Bonds, Series 2017
7.045% due 01/01/2029		275	274
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2021
4.000% due 07/01/2037		2,082	1,661
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2022
0.000% due 11/01/2043		13,426	6,142
Golden State, California, Tobacco Securitization Corp. Revenue Bonds, Series 2021
2.246% due 06/01/2029		1,600	1,305
3.000% due 06/01/2046		710	644
Puerto Rico Electric Power Authority, Build America Bonds, Series 2010 (c)
6.050% due 07/01/2032		800	604
		額面 (千通貨)	時価 (千米ドル)
6.125% due 07/01/2040	USD	3,000	2,265
地方債合計			14,509
(取得原価 14,672千米ドル)
米国政府関係機関 28.5%
Fannie Mae
2.614% due 05/25/2048 (g)	USD	2,241	281
3.000% due 04/01/2037		667	615
3.000% due 09/01/2049		194	167
3.000% due 03/01/2050		18,419	15,817
3.000% due 10/01/2051		1,378	1,174
3.000% due 12/01/2051		210	179
3.000% due 02/01/2052		10,966	9,361
3.000% due 03/01/2052		25,128	21,428
3.000% due 04/01/2052		27,202	23,152
3.000% due 05/01/2052		3,554	3,030
3.000% due 06/01/2052		9,382	8,001
3.000% due 07/01/2052		7,483	6,393
3.000% due 08/01/2052		3,667	3,126
3.500% due 08/01/2042		20	18
3.500% due 09/01/2047		182	165
3.500% due 03/01/2048		56	50
3.500% due 04/01/2051		729	653
4.000% due 07/01/2040		7	6
4.000% due 12/01/2041		55	50
4.000% due 07/01/2042		75	67
4.000% due 08/01/2042		8	7
4.000% due 09/01/2042		98	89
4.000% due 11/01/2045		98	92
4.000% due 03/01/2047		31	29
4.000% due 04/01/2047		242	227
4.000% due 08/01/2047		4,110	3,834
4.000% due 10/01/2047		257	239
4.000% due 12/01/2047		82	76
4.000% due 01/01/2048		52	48
4.000% due 02/01/2048		586	546
4.000% due 07/01/2048		6,869	6,338
4.000% due 08/01/2048		4,053	3,744
4.000% due 09/01/2048		1,153	1,075
4.500% due 05/01/2033		15	14
4.500% due 05/01/2035		6	6
4.500% due 02/01/2038		1	1
4.500% due 01/01/2041		177	164
4.750% due 06/01/2033		172	163
5.000% due 10/01/2035		64	63
5.000% due 12/01/2035		148	142
5.000% due 10/01/2036		6	6
5.000% due 05/01/2038		2	2
5.000% due 11/01/2039		7	7
5.500% due 07/01/2033		23	23
5.500% due 06/01/2035		699	682
5.500% due 04/01/2036		1	1
5.500% due 11/01/2036		2	2
5.500% due 03/01/2037		11	11
5.500% due 09/01/2037		5	4
5.500% due 02/01/2038		3	3
5.500% due 04/01/2038		13	13
6.000% due 08/01/2031		22	21
6.000% due 06/01/2032		1	1
6.000% due 09/01/2039		373	368
6.000% due 10/01/2047		8	8
6.500% due 01/01/2037		2	2
6.500% due 10/01/2037		3	3
7.000% due 09/01/2031		30	30
7.000% due 05/01/2037		1	1
		額面 (千通貨)	時価 (千米ドル)
Fannie Mae, TBA (h)
2.500% due 11/01/2052	USD	47,000	38,482
2.500% due 12/01/2052		99,000	81,061
3.000% due 12/01/2052		243,350	206,886
3.500% due 12/01/2052		862,411	757,936
4.000% due 11/01/2052		55,000	50,006
4.000% due 12/01/2052		107,150	97,375
4.500% due 12/01/2052		36,200	33,940
Freddie Mac
3.000% due 05/01/2037		1,902	1,753
3.000% due 11/01/2046		63	54
3.000% due 12/01/2047		1,956	1,692
3.000% due 03/01/2048		111	96
3.000% due 04/01/2052		154	132
3.000% due 07/01/2052		164	140
3.138% due 06/15/2042 (g)		33	4
3.500% due 10/01/2039		122	110
3.500% due 10/01/2047		2,126	1,914
3.500% due 12/01/2047		724	651
3.500% due 03/01/2048		2,588	2,325
3.500% due 04/01/2048		933	840
3.500% due 10/01/2048		1,039	931
3.500% due 12/01/2048		2,503	2,251
3.500% due 03/01/2049		1,595	1,427
3.500% due 05/01/2051		82	73
4.000% due 09/01/2033		1	1
4.000% due 04/01/2047		328	307
4.000% due 05/01/2047		319	298
4.000% due 08/01/2047		570	532
4.000% due 08/01/2048		673	624
4.000% due 09/01/2048		276	255
4.000% due 12/01/2048		10,622	9,840
4.000% due 02/01/2049		4,039	3,742
4.000% due 03/01/2049		315	292
5.000% due 06/01/2034		75	75
5.000% due 08/01/2035		42	41
5.000% due 01/01/2037		3	3
5.000% due 01/01/2038		1	1
5.500% due 01/01/2035		273	271
5.500% due 05/01/2037		2	2
5.500% due 06/01/2037		205	203
5.750% due 05/01/2037		186	186
6.000% due 07/01/2037		44	44
Ginnie Mae
4.000% due 06/20/2041		2	1
4.000% due 04/20/2047		1,622	1,520
4.000% due 05/20/2047		30,018	28,145
4.000% due 06/20/2047		14,337	13,442
4.000% due 07/20/2047		12,474	11,696
4.000% due 02/20/2048		8,496	7,981
4.000% due 05/20/2049		29,604	27,562
4.000% due 02/20/2050		360	337
4.000% due 07/20/2050		179	166
4.000% due 08/20/2050		27	25
4.000% due 09/20/2050		2,159	2,009
4.000% due 10/20/2050		67,643	62,916
4.500% due 01/20/2040		79	76
4.500% due 03/20/2040		8	7
5.000% due 08/20/2030		191	188
5.000% due 05/20/2040		276	270
5.000% due 04/20/2041		7	7
5.500% due 05/20/2038		7	7
5.500% due 06/20/2038		40	40
5.500% due 07/20/2038		35	34
5.500% due 08/20/2038		279	280
5.500% due 09/20/2038		75	75
5.500% due 10/20/2038		15	15
		額面 (千通貨)	時価 (千米ドル)
5.500% due 01/20/2039	USD	11	10
5.500% due 02/20/2039		43	43
5.500% due 09/20/2039		54	54
5.500% due 10/20/2039		9	9
5.500% due 11/20/2039		220	220
5.500% due 12/20/2039		25	24
5.500% due 01/20/2040		194	190
5.500% due 06/20/2040		245	252
5.500% due 07/20/2040		486	478
Ginnie Mae, TBA (h)
2.000% due 11/01/2052		19,000	15,613
2.500% due 11/01/2052		46,200	39,162
3.000% due 11/01/2052		133,720	116,451
3.000% due 12/01/2052		366,280	318,878
3.500% due 11/01/2052		85,700	76,721
4.000% due 11/01/2052		646,158	595,566
4.500% due 11/01/2052		4,000	3,792
米国政府関係機関合計			2,732,876
(取得原価 2,778,773千米ドル)
米国長期国債 9.9%
Treasury Inflation Protected Securities (i)
0.125% due 07/15/2024		64,736	63,127
0.125% due 10/15/2024		37,979	36,871
0.125% due 07/15/2030		52,802	47,150
0.125% due 01/15/2031		1,934	1,714
0.125% due 07/15/2031		7,337	6,471
0.250% due 07/15/2029		142,835	130,385
0.250% due 02/15/2050		21,151	14,090
0.375% due 07/15/2023		77,060	76,440
0.375% due 01/15/2027		5,694	5,383
0.375% due 07/15/2027		1,526	1,441
0.500% due 04/15/2024		26,903	26,344
0.625% due 01/15/2024		20,195	19,866
0.625% due 07/15/2032		87,868	80,541
0.625% due 02/15/2043		2,834	2,238
0.750% due 07/15/2028		33,456	31,853
0.750% due 02/15/2042		6,685	5,498
0.750% due 02/15/2045		18,237	14,515
0.875% due 01/15/2029		61,077	58,186
0.875% due 02/15/2047		21,349	17,173
1.000% due 02/15/2046		11,500	9,605
1.000% due 02/15/2048		24,981	20,566
1.000% due 02/15/2049		63,333	52,238
1.375% due 02/15/2044		3,304	3,014
2.125% due 02/15/2040		3,426	3,586
2.125% due 02/15/2041		1,893	1,978
U.S. Treasury Bonds
2.250% due 08/15/2046		100	68
2.750% due 08/15/2047		2,830	2,124
3.000% due 08/15/2048		155	123
3.000% due 02/15/2049		77	62
3.125% due 05/15/2048		180	146
U.S. Treasury Notes
1.625% due 02/15/2026		2,200	2,013
2.000% due 02/15/2025		11,021	10,430
2.000% due 08/15/2025		1,400	1,310
2.000% due 11/15/2026		800	731
2.250% due 11/15/2024		12,300	11,766
2.250% due 02/15/2027		28,000	25,740
2.375% due 05/15/2029		32,200	28,832
2.625% due 02/15/2029		5,000	4,555
2.750% due 08/15/2032		150,100	134,340
2.875% due 05/15/2032		290	263
		額面 (千通貨)	時価 (千米ドル)
米国長期国債合計			952,776
(取得原価 1,070,454千米ドル)
モーゲージバック証券 37.3%
Accredited Mortgage Loan Trust
4.531% due 07/25/2035	USD	9,806	9,553
5.281% due 07/25/2035 (c)		715	600
ACE Securities Corporation Home Equity Loan Trust
3.741% due 08/25/2036		3,949	3,723
4.381% due 01/25/2035		927	834
4.411% due 02/25/2034		3,077	3,003
4.486% due 08/25/2035		4,857	4,707
Adjustable Rate Mortgage Trust
4.536% due 08/25/2035		3,475	3,179
AFC Home Equity Loan Trust
4.396% due 06/25/2029		1,685	1,065
Alternative Loan Trust
2.721% due 08/25/2035 (c)		417	345
3.623% due 08/25/2035 (c)		466	418
3.679% due 09/20/2046		711	677
3.757% due 09/25/2034		992	896
3.909% due 03/20/2046		5,629	4,413
3.926% due 07/25/2046		59	276
3.946% due 07/25/2036		5,013	4,830
3.966% due 08/25/2046 (c)		9,125	7,337
3.986% due 05/25/2036		13,102	11,058
4.086% due 12/25/2046		14,983	12,123
4.126% due 07/25/2036		20,327	17,524
4.129% due 12/20/2035		5,472	4,796
4.186% due 01/25/2036		3,183	2,709
5.500% due 06/25/2035		4,775	3,851
5.500% due 08/25/2035 (c)		54	46
5.500% due 02/25/2036 (c)		15	10
6.000% due 07/25/2037 (c)		24,656	13,144
7.000% due 10/25/2037		29,569	11,237
Ameriquest Mortgage Securities Trust
4.096% due 04/25/2036		2,220	2,200
4.201% due 03/25/2036		27,500	24,984
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass- Through Certificates
4.058% due 09/25/2032		167	174
5.341% due 10/25/2034		9,913	9,213
Argent Mortgage Loan Trust
4.066% due 05/25/2035		20,545	18,224
Argent Securities Trust
3.946% due 04/25/2036		7,821	2,564
Argent Securities, Inc. Asset-Backed Pass-Through Certificates
4.258% due 09/25/2033		3,275	3,148
4.351% due 10/25/2035		36,400	31,894
Asset-Backed Funding Certificates Trust
3.806% due 10/25/2036		10,129	8,287
4.246% due 03/25/2035		13,129	12,529
4.321% due 06/25/2035		7,965	7,605
Asset-Backed Securities Corporation Home Equity Loan Trust
4.051% due 05/25/2036 (c)		37,847	34,858
Atrium Hotel Portfolio Trust
4.842% due 06/15/2035		18,395	17,329
Austin Fairmont Hotel Trust
5.212% due 09/15/2032		3,000	2,839
Banc of America Alternative Loan Trust
3.921% due 01/25/2023		58	48
6.000% due 07/25/2046 (c)		1,531	1,265
Banc of America Funding Trust
2.765% due 06/20/2036		4,196	3,366
3.104% due 02/20/2035		1,345	1,158
3.547% due 01/20/2047 (c)		86	79
BCAP LLC Trust
4.578% due 04/26/2037		2,854	1,551
		額面 (千通貨)	時価 (千米ドル)
5.468% due 04/26/2036	USD	4,966	2,780
Bear Stearns Adjustable Rate Mortgage Trust
3.889% due 11/25/2034		194	186
Bear Stearns Alternative-A Trust
3.926% due 04/25/2037		6,239	5,395
4.006% due 11/25/2046		7,446	5,656
Bear Stearns Asset-Backed Securities I Trust
3.014% due 05/25/2036 (g)		8,798	274
3.826% due 02/25/2037		2,728	5,322
3.886% due 06/25/2047		6,300	5,936
3.986% due 05/25/2036 (c)		8,798	3,108
4.126% due 04/25/2036		5,026	4,994
4.186% due 02/25/2036 (c)		2,543	2,532
4.231% due 12/25/2035		713	711
4.606% due 06/25/2034		4,740	4,599
4.636% due 11/25/2035 (c)		3,116	2,770
4.636% due 08/25/2037		16,968	15,068
4.666% due 12/25/2035		9,270	7,617
Bear Stearns Asset-Backed Securities Trust
5.500% due 11/25/2033		4,076	3,645
Bear Stearns Mortgage Funding Trust
3.986% due 02/25/2037 (c)		5,216	4,574
Benchmark Mortgage Trust
3.509% due 09/15/2048		47,290	42,964
3.899% due 03/15/2062		9,775	7,396
BHP Trust
5.183% due 08/15/2036		10,500	9,864
BHP Trust 2019-BXHP
5.980% due 08/15/2036		33,656	31,477
BSST Mortgage Trust
6.226% due 02/15/2037		11,000	10,209
6.876% due 02/15/2037		24,700	22,811
7.876% due 02/15/2037		7,500	6,886
BX Trust
5.058% due 10/15/2036		16,400	15,169
5.299% due 10/15/2036		7,150	6,647
5.307% due 10/15/2036		25,610	23,263
7.787% due 07/15/2034		6,800	6,551
Canterbury Finance No.1 PLC
2.465% due 05/16/2056	GBP	16,366	18,809
Capitalsource Real Estate Loan Trust
4.559% due 01/20/2037	USD	11,122	10,055
4.659% due 01/20/2037		4,800	4,026
4.759% due 01/20/2037		2,700	1,781
CBA Commercial Small Balance Commercial Mortgage
6.040% due 01/25/2039 (c)		657	600
Centex Home Equity Loan Trust
4.231% due 03/25/2035		3,661	3,593
Chase Mortgage Finance Trust
3.067% due 12/25/2035 (c)		4,087	3,494
ChaseFlex Trust
3.886% due 07/25/2037		906	849
Chevy Chase Funding LLC Mortgage-Backed Certificates
3.946% due 03/25/2035		275	261
CIT Mortgage Loan Trust
4.936% due 10/25/2037		3,488	3,464
5.086% due 10/25/2037		28,585	26,870
Citigroup Commercial Mortgage Trust
0.283% due 03/10/2047 (g)		25,400	85
Citigroup Mortgage Loan Trust
3.244% due 08/25/2036		15,928	6,599
3.291% due 08/25/2036		4,085	3,865
3.643% due 07/25/2037 (c)		2,752	2,387
3.746% due 12/25/2036		10,148	5,769
3.866% due 12/25/2036		2,870	2,792
4.406% due 09/25/2037		13,629	11,184
7.250% due 05/25/2036 (c)		9,326	4,866
Citigroup Mortgage Loan Trust, Inc.
4.621% due 05/25/2035		10,698	10,013
		額面 (千通貨)	時価 (千米ドル)
Commercial Mortgage Trust
0.177% due 04/10/2047 (g)	USD	33,000	71
3.633% due 02/10/2037		10,000	8,866
6.563% due 12/15/2038		8,575	8,021
Conseco Finance Corp.
6.920% due 12/01/2030		1,202	1,209
7.500% due 03/01/2030		47,279	20,106
7.600% due 04/15/2026		4,963	1,468
Countrywide Asset-Backed Certificates
4.076% due 08/26/2033		219	210
5.461% due 05/25/2035 (c)		4,282	4,166
Countrywide Home Loan Mortgage Pass-Through Trust
3.160% due 06/25/2034		1	1
3.411% due 03/25/2037 (c)		3,708	3,175
3.573% due 10/20/2035 (c)		4,532	4,091
3.638% due 11/25/2034		8	7
3.638% due 11/25/2037		4,696	4,243
5.500% due 11/25/2035 (c)		6,050	3,437
6.000% due 07/25/2036		17,730	10,084
6.000% due 11/25/2037		3,719	2,127
Credit Suisse First Boston Mortgage Securities Corp.
6.036% due 01/25/2033		1,206	1,094
Credit Suisse Mortgage Capital
3.000% due 01/29/2036		544	527
3.000% due 06/27/2037		1,462	1,441
3.254% due 11/27/2036		11,043	12,537
8.810% due 10/26/2036		142	119
Credit Suisse Mortgage Capital Trust
0.000% due 01/25/2058		22	22
0.000% due 04/25/2058 (g)		1	1
3.562% due 06/25/2050		45,723	38,011
3.592% due 01/25/2058		19,089	15,473
3.687% due 06/01/2050		43,560	43,645
3.951% due 04/25/2058		30,646	28,823
4.162% due 07/15/2032		5,200	4,902
4.412% due 07/15/2032		4,000	3,735
4.612% due 07/15/2032		2,400	2,217
Credit-Based Asset Servicing & Securitization LLC
7.480% due 03/25/2046		4,266	3,425
CWABS Asset-Backed Certificates Trust
3.726% due 06/25/2035 (c)		1,577	1,411
3.726% due 06/25/2037		13,597	12,372
3.726% due 07/25/2037 (c)		5,642	5,521
3.736% due 04/25/2047 (c)		591	590
3.766% due 11/25/2047		3,747	4,091
3.806% due 08/25/2037		25,800	21,540
3.816% due 05/25/2037 (c)		12,639	11,777
3.816% due 10/25/2047		8,007	7,871
3.836% due 02/25/2036		1,176	1,118
3.846% due 09/25/2046		5,600	5,278
4.006% due 01/25/2045		1,494	1,481
4.066% due 05/25/2036		9,800	8,062
4.066% due 03/25/2037		29,856	27,748
4.066% due 03/25/2047 (c)		26,535	22,676
4.090% due 12/25/2034		4	4
4.111% due 08/25/2036		2,400	2,275
4.186% due 06/25/2036		1,830	1,811
4.246% due 04/25/2036		134	134
4.286% due 03/25/2036 (c)		1,655	1,471
4.666% due 05/25/2036 (c)		2,182	1,598
4.681% due 06/25/2035		8,400	7,850
5.161% due 11/25/2034		6,720	6,632
5.536% due 08/25/2035		3,000	2,806
5.633% due 06/25/2035		8,644	7,015
CWABS, Inc. Asset-Backed Certificates Trust
5.161% due 03/25/2035		5,500	5,295
CWHEQ Revolving Home Equity Loan Resuritization Trust
3.662% due 03/15/2030		319	321
		額面 (千通貨)	時価 (千米ドル)
DBGS Mortgage Trust
6.063% due 10/15/2036	USD	15,000	13,494
Deutsche Alternative-A Securities Mortgage Loan Trust
3.906% due 03/25/2037		9,717	5,282
3.916% due 08/25/2037 (c)		20,298	17,099
4.086% due 09/25/2047		12,504	10,505
Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust
3.344% due 10/25/2035 (c)		9,297	8,166
Deutsche Mortgage & Asset Receiving Corp.
3.687% due 11/27/2036		1,560	1,538
Downey Savings & Loan Association Mortgage Loan Trust
3.670% due 10/19/2036 (c)		7,566	6,370
4.080% due 10/19/2045 (c)		524	540
4.140% due 09/19/2045		5,029	3,210
Dragon Finance BV
3.425% due 07/13/2023	GBP	42	47
Ellington Loan Acquisition Trust
4.686% due 05/25/2037	USD	1,199	1,148
EMC Mortgage Loan Trust
4.636% due 04/25/2042 (c)		6,336	6,234
Encore Credit Receivables Trust
4.516% due 11/25/2035		6,510	6,069
Eurosail-UK PLC
2.994% due 09/13/2045	GBP	4,277	4,522
3.174% due 06/13/2045		7,502	8,576
Extended Stay America Trust
6.263% due 07/15/2038	USD	15,619	14,772
FBR Securitization Trust
4.261% due 10/25/2035		20,476	16,975
4.351% due 09/25/2035		7,500	7,210
First Franklin Mortgage Loan Trust
3.896% due 11/25/2036		59,328	48,481
3.906% due 04/25/2036		4,548	4,382
4.276% due 01/25/2036	USD	24,773	22,503
4.291% due 05/25/2036		991	987
4.441% due 04/25/2035		3,265	3,094
First Horizon Alternative Mortgage Securities Trust (c)
1.414% due 05/25/2035 (g)		1,263	45
4.086% due 05/25/2035		1,263	778
Fontainebleau Miami Beach Trust
3.963% due 12/10/2036		33,098	30,218
Fremont Home Loan Trust
3.866% due 02/25/2037		7,291	5,564
4.606% due 01/25/2035		6,493	5,493
Glen Securities Finance DAC
2.312% due 10/28/2038	EUR	5,104	4,888
3.312% due 10/28/2038		3,828	3,609
4.112% due 10/28/2038		1,871	1,768
GMAC Commercial Mortgage Asset Corp.
5.456% due 03/10/2051	USD	11,955	10,197
GreenPoint Mortgage Funding Trust
4.146% due 11/25/2045		52	39
Grifonas Finance No.1 PLC
1.264% due 08/28/2039	EUR	629	577
GS Mortgage Securities Corporation Trust
3.419% due 10/10/2032	USD	3,300	3,294
4.591% due 10/10/2032		8,215	7,807
GSAA Home Equity Trust
6.500% due 11/25/2037 (c)		20	9
GSAMP Trust
3.726% due 03/25/2047		3,737	3,381
3.746% due 01/25/2037		17,397	10,437
3.906% due 05/25/2046		27	27
4.106% due 06/25/2036		12,650	12,077
4.231% due 11/25/2035 (c)		6,223	5,394
GSMSC Resecuritization Trust
3.264% due 09/26/2036		3,896	2,571
5.270% due 04/26/2037		44,351	12,702
		額面 (千通貨)	時価 (千米ドル)
GSR Mortgage Loan Trust
3.114% due 03/25/2037 (g)	USD	7,645	850
3.886% due 03/25/2037		7,645	1,066
HarborView Mortgage Loan Trust
3.720% due 12/19/2036 (c)		852	773
4.040% due 02/19/2036		10,220	6,832
4.120% due 08/19/2045		7,922	6,040
Hawaii Hotel Trust
5.062% due 05/15/2038		2,000	1,885
5.572% due 05/15/2038		12,500	11,663
Home Equity Asset Trust
4.066% due 10/25/2036		23,475	14,259
Home Equity Mortgage Loan Asset-Backed Trust
3.726% due 11/25/2036		12,718	11,271
3.826% due 04/25/2037		13,304	8,939
3.946% due 06/25/2036		2,268	2,173
4.576% due 08/25/2035		5,221	5,105
HPLY Trust
5.412% due 11/15/2036		4,675	4,393
5.762% due 11/15/2036		26,212	24,505
HSI Asset Securitization Corp. Trust
3.961% due 05/25/2037		7,197	6,783
Impac CMB Trust
4.266% due 01/25/2035		8,673	8,121
Impac Secured Assets Corp.
4.146% due 03/25/2036 (c)		9,496	7,723
Impac Secured Assets Trust
3.966% due 01/25/2037		2,319	1,979
IndyMac IMJA Mortgage Loan Trust
6.500% due 10/25/2037		8,443	4,701
IndyMac IMSC Mortgage Loan Trust
3.233% due 06/25/2037 (c)		8,451	5,879
IndyMac INDX Mortgage Loan Trust
3.028% due 07/25/2037		19,688	16,877
3.067% due 03/25/2036 (c)		4,133	3,166
3.119% due 04/25/2037 (c)		6,885	5,810
3.244% due 04/25/2037		13,614	11,244
3.694% due 11/25/2036 (c)		11,119	7,774
3.946% due 02/25/2037 (c)		22,247	20,193
3.966% due 10/25/2036		5,035	2,338
INTOWN Mortgage Trust
7.061% due 08/15/2039		11,495	11,212
IXIS Real Estate Capital Trust
4.351% due 12/25/2035		1,930	1,924
Jefferies Resecuritization Trust
7.981% due 06/25/2047 (c)		481	390
JPMorgan Alternative Loan Trust
2.905% due 03/25/2036 (c)		307	256
4.146% due 04/25/2047		1,683	1,595
5.730% due 03/25/2036 (c)		72	69
JPMorgan Chase Commercial Mortgage Securities Trust
4.262% due 12/15/2036		3,700	3,576
5.337% due 05/15/2047		197	182
5.512% due 09/15/2029		1,740	1,621
5.928% due 11/15/2038		16,193	14,801
JPMorgan Mortgage Acquisition Trust
3.856% due 08/25/2036		8,600	7,760
3.856% due 06/25/2037		34,606	32,426
3.866% due 06/25/2037 (c)		22,826	19,350
3.991% due 05/25/2036		9,836	9,490
4.021% due 05/25/2036		17,725	16,685
JPMorgan Mortgage Trust (c)
3.295% due 01/25/2037		438	357
3.886% due 10/25/2035		4,004	2,929
JPMorgan Resecuritization Trust
3.225% due 02/26/2037		2,174	1,987
Kentmere No.2 PLC
0.000% due 01/28/2042	GBP	9,500	3,409
0.870% due 01/28/2042		2,439	2,276
		額面 (千通貨)	時価 (千米ドル)
2.985% due 01/28/2042	GBP	54,421	59,356
3.585% due 01/28/2042		5,693	6,121
3.935% due 01/28/2042		4,066	4,360
4.385% due 01/28/2042		2,439	2,609
5.185% due 01/28/2042		1,626	1,741
7.185% due 01/28/2042		3,252	3,345
Lansdowne Mortgage Securities No.1 PLC
1.300% due 06/15/2045	EUR	3,120	2,944
Legacy Mortgage Asset Trust
0.000% due 09/25/2059 (g)	USD	621,026	3,092
0.000% due 09/25/2059		18,314	5,964
3.000% due 09/25/2059		107,358	100,159
4.040% due 09/25/2059		129,610	94,743
5.382% due 01/28/2070		33,490	33,407
Lehman XS Trust
3.786% due 02/25/2037 (c)		13,119	11,256
3.966% due 09/25/2036		5,858	4,627
3.966% due 12/25/2036		11,465	8,775
4.106% due 02/25/2047		22,721	20,159
5.286% due 10/25/2037		13,965	12,686
6.500% due 06/25/2046		4,809	3,783
Long Beach Mortgage Loan Trust
3.966% due 02/25/2036		5,414	4,396
3.966% due 03/25/2046		33,650	12,211
Madison Avenue Manufactured Housing Contract Trust
6.836% due 03/25/2032		861	862
MASTR Adjustable Rate Mortgages Trust
2.691% due 04/25/2034		1	1
Mastr Asset-Backed Securities Trust
3.806% due 11/25/2036		26	15
4.141% due 01/25/2036		7,500	6,672
4.736% due 08/25/2037		15,101	12,413
Mastr Specialized Loan Trust
4.306% due 02/25/2036		5,342	4,147
MBRT
5.062% due 11/15/2036		6,435	6,167
Merrill Lynch First Franklin Mortgage Loan Trust
6.586% due 10/25/2037		13,033	12,145
Merrill Lynch Mortgage Investors Trust
2.845% due 02/25/2033		8	8
3.866% due 05/25/2037		20,107	11,076
4.306% due 07/25/2034		4,854	4,221
4.381% due 09/25/2035		1,385	1,346
4.666% due 10/25/2035		830	812
Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust
3.836% due 07/25/2036		5,076	4,282
3.846% due 02/25/2037		7,620	3,644
3.886% due 07/25/2036		45,517	18,409
4.066% due 06/25/2036		20,749	18,302
4.086% due 07/25/2036		45,294	18,369
4.126% due 03/25/2036		4,555	4,367
4.321% due 07/25/2035		5,965	5,751
4.586% due 03/25/2033		75	73
4.586% due 07/25/2037		345	334
Morgan Stanley Bank of America Merrill Lynch Trust
0.774% due 11/15/2052 (g)		132,167	3,646
Morgan Stanley Capital I Trust
2.428% due 04/05/2042		13,500	10,198
5.062% due 08/15/2033		2,619	2,556
5.790% due 12/15/2023		21,942	20,312
6.489% due 12/15/2023		40,574	37,162
Morgan Stanley Capital I, Inc. Trust
4.126% due 02/25/2036 (c)		18,209	17,982
Morgan Stanley Home Equity Loan Trust
4.096% due 02/25/2036		14,415	13,278
Morgan Stanley IXIS Real Estate Capital Trust
4.046% due 07/25/2036		10,169	4,363
Morgan Stanley Mortgage Loan Trust
2.982% due 11/25/2037		1,247	923
		額面 (千通貨)	時価 (千米ドル)
6.000% due 12/25/2035 (c)	USD	481	199
Morgan Stanley Reremic Trust
3.404% due 11/26/2036		6,042	5,270
Mortgage Loan Trust
5.370% due 03/25/2034		3,310	2,983
Natixis Commercial Mortgage Securities Trust
3.790% due 11/15/2032		1,400	1,262
3.821% due 02/15/2039		2,900	2,542
5.471% due 02/15/2033		3,204	3,189
New York Mortgage Trust
4.126% due 04/25/2035		623	590
Newgate Funding PLC
2.903% due 12/15/2050	GBP	18,103	19,644
Nomura Asset Acceptance Corporation Alternative Loan Trust
5.034% due 05/25/2035 (c)	USD	2,890	1,462
Nomura Home Equity Loan, Inc. Home Equity Loan Trust
4.351% due 05/25/2035		7,329	7,116
5.745% due 10/25/2036 (c)		21,971	5,648
Nomura Resecuritization Trust
1.931% due 03/26/2037		5,987	5,348
NovaStar Mortgage Funding Trust
3.786% due 09/25/2037		18,680	17,949
3.906% due 05/25/2036		5,904	5,727
3.906% due 10/25/2036		5,502	3,076
4.306% due 10/25/2035		1,341	1,319
NYO Commercial Mortgage Trust
5.408% due 11/15/2038		30,000	27,559
5.958% due 11/15/2038		14,400	12,906
Opteum Mortgage Acceptance Corporation Asset-Backed Pass-Through Certificates
4.336% due 07/25/2035		7,965	7,845
Option One Mortgage Loan Trust
3.686% due 02/25/2037		15,375	7,894
3.706% due 03/25/2037		8,563	8,044
3.726% due 03/25/2037		36,689	31,460
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
4.321% due 09/25/2035		3,107	2,974
4.366% due 09/25/2035 (c)		25,075	21,044
P People's Financial Realty Mortgage Securities Trust
3.746% due 09/25/2036		26,527	5,363
Popular Asset-Backed Securities Mortgage Pass-Through Trust (c)
3.622% due 07/25/2035		9,601	6,963
3.896% due 11/25/2036		15,163	12,154
Precise Mortgage Funding PLC
0.000% due 12/12/2055	GBP	0	1,130
PRET LLC
1.843% due 09/25/2051	USD	42,432	38,399
Quest Trust
5.011% due 03/25/2035		2,667	2,644
RAAC Trust
4.291% due 02/25/2036 (c)		9,049	8,328
4.336% due 06/25/2047		21,346	16,791
RBSGC Mortgage Loan Trust
6.000% due 01/25/2037 (c)		2	2
Real Estate Asset Liquidity Trust
2.419% due 06/12/2054	CAD	5,647	4,040
Renaissance Home Equity Loan Trust
4.306% due 11/25/2034	USD	53	45
4.586% due 09/25/2037		37	31
5.612% due 04/25/2037		10,124	3,114
5.675% due 06/25/2037 (c)		3,910	1,207
Residential Accredit Securities Corporation Trust
3.806% due 02/25/2037		22,285	21,082
3.886% due 01/25/2037		35,930	26,406
4.081% due 04/25/2036		7,681	7,540
4.201% due 03/25/2036		5,500	5,037
4.561% due 09/25/2035		6,582	6,382
		額面 (千通貨)	時価 (千米ドル)
5.161% due 04/25/2034	USD	1,204	1,078
Residential Asset Mortgage Products Trust
3.936% due 10/25/2036		16,691	15,347
4.186% due 02/25/2036		1,793	1,767
4.261% due 11/25/2035		10,786	10,472
4.266% due 12/25/2035		10,537	9,485
4.336% due 09/25/2035		8,801	8,560
RESIMAC Bastille Trust
4.073% due 09/05/2057		1,612	1,612
Saxon Asset Securities Trust
2.472% due 03/25/2035 (c)		506	490
5.336% due 12/25/2037		3,000	2,779
Securitized Asset-Backed Receivables LLC Trust
4.126% due 03/25/2036		5,085	4,500
4.411% due 10/25/2035		10,136	8,950
4.636% due 03/25/2035		6,663	6,391
Sequoia Mortgage Trust
3.889% due 05/20/2035		1,334	1,144
4.009% due 06/20/2034		26	23
Sestante Finance Srl
1.722% due 07/23/2046	EUR	9,116	8,373
SFO Commercial Mortgage Trust
5.812% due 05/15/2038	USD	885	792
6.312% due 05/15/2038		22,000	19,666
SG Mortgage Securities Trust
3.946% due 02/25/2036		4,822	2,792
4.046% due 07/25/2036		8,218	1,900
Shamrock Residential DAC
1.793% due 12/24/2059	EUR	12,335	11,838
Soundview Home Loan Trust
4.006% due 06/25/2036 (c)	USD	7,737	6,348
4.051% due 06/25/2036 (c)		46,197	38,888
4.066% due 07/25/2036		24,020	20,998
4.561% due 03/25/2036		8,102	6,960
Specialty Underwriting & Residential Finance Trust
4.561% due 12/25/2035		830	804
SREIT Trust
4.857% due 10/15/2038		24,605	23,162
5.205% due 10/15/2038		20,425	18,843
Stratton Mortgage Funding PLC
3.546% due 09/25/2051	GBP	2,000	2,231
Structured Adjustable Rate Mortgage Loan Trust
2.771% due 05/25/2035 (c)	USD	56	43
3.133% due 06/25/2037		2,004	1,830
3.810% due 07/25/2035 (c)		2,194	1,162
3.906% due 10/25/2035		4,271	3,912
4.561% due 08/25/2035		9,770	8,747
Structured Asset Investment Loan Trust
3.736% due 06/25/2036		6,701	6,423
4.306% due 04/25/2035		4,464	4,381
4.386% due 02/25/2034		14,796	14,296
4.786% due 12/25/2034		2,867	2,823
Structured Asset Mortgage Investments II Trust
4.006% due 09/25/2047 (c)		21,264	22,853
4.026% due 05/25/2036		9,948	7,658
4.155% due 04/19/2035		1,655	1,548
Structured Asset Mortgage Investments Trust
4.140% due 09/19/2032		20	19
Structured Asset Securities Corporation Mortgage Loan Trust
3.716% due 05/25/2036		6,031	5,827
3.836% due 05/25/2036		3,750	3,064
3.846% due 04/25/2036		51	51
3.896% due 07/25/2036		17,559	17,049
3.906% due 10/25/2036		2,804	1,925
4.086% due 04/25/2031		8,945	8,768
4.516% due 11/25/2035		9,825	9,781
Summerhill Residential
0.000% due 03/24/2059	EUR	5	4
1.793% due 03/24/2059		147,216	144,290
		額面 (千通貨)	時価 (千米ドル)
2.193% due 03/24/2059	EUR	22,011	21,535
2.743% due 03/24/2059		17,746	17,350
3.343% due 03/24/2059		14,202	13,785
4.593% due 03/24/2059		8,521	8,256
5.943% due 03/24/2059		4,256	4,123
6.500% due 03/24/2059		6,568	5,512
6.943% due 03/24/2059		4,256	4,125
7.000% due 03/24/2059		35,506	27,651
Sutherland Commercial Mortgage Loans
3.192% due 05/25/2037	USD	50	50
Taurus UK DAC
2.637% due 06/22/2029	GBP	5,417	6,119
Terwin Mortgage Trust
4.966% due 03/25/2035	USD	2,943	2,712
Tharaldson Hotel Portfolio Trust
5.499% due 11/11/2034		4,718	4,428
Towd Point Mortgage Trust
3.750% due 09/25/2062		104,988	97,533
Trinidad Mortgage Securities PLC
3.110% due 01/24/2059	GBP	5,042	5,746
Truman Capital Mortgage Loan Trust
3.846% due 03/25/2036	USD	849	838
Verus Securitization Trust
4.474% due 04/25/2067		32,656	30,704
Wachovia Mortgage Loan Trust
4.276% due 10/25/2035		3,180	2,781
WaMu Mortgage Pass-Through Certificates Trust
4.306% due 01/25/2045		412	370
Warwick Finance Residential Mortgages Number Three PLC
0.000% due 12/21/2049	GBP	0	272
3.040% due 12/21/2049		27,586	31,734
3.798% due 12/21/2049		4,921	5,658
4.240% due 12/21/2049		2,460	2,827
4.740% due 12/21/2049		1,406	1,615
5.240% due 12/21/2049		1,406	1,614
6.670% due 12/21/2049		0	3,395
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust (c)
2.221% due 10/25/2046	USD	10,743	8,696
5.500% due 11/25/2035		62	54
Wells Fargo Home Equity Asset-Backed Securities Trust
4.006% due 03/25/2037		794	769
Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates
4.186% due 04/25/2034		3,873	3,657
Wells Fargo Mortgage-Backed Securities Trust
4.464% due 10/25/2036 (c)		174	159
WFRBS Commercial Mortgage Trust
0.423% due 03/15/2047 (g)		8,800	50
モーゲージバック証券合計			3,574,196
(取得原価 3,974,104千米ドル)
アセットバック証券 4.1%
AASET Trust
3.967% due 05/16/2042		153	118
ALESCO Preferred Funding XI Ltd.
4.054% due 12/23/2036		5,000	4,306
American Homes 4 Rent Trust
6.231% due 10/17/2036		1,150	1,131
Arbor Realty Commercial Real Estate Notes Ltd.
5.226% due 05/15/2037		3,146	3,061
Auto Asset-Backed Securities Spanish Loans Fondo Titulizacion
2.909% due 02/28/2032	EUR	2,000	1,928
BlueMountain CLO XXII Ltd.
5.159% due 07/15/2031	USD	3,900	3,779
BPCRE Ltd.
5.816% due 01/16/2037		13,800	13,672
6.516% due 01/16/2037		3,468	3,441
7.216% due 01/16/2037		13,516	13,133
		額面 (千通貨)	時価 (千米ドル)
Cairn CLO III DAC
2.688% due 10/20/2028	EUR	2,270	2,216
Cairn CLO VI DAC
0.935% due 07/25/2029		1,584	1,548
Castlelake Aircraft Securitization Trust
4.125% due 06/15/2043	USD	1,461	1,281
Cologix Canadian Issuer LP
4.940% due 01/25/2052	CAD	1,800	1,217
FAB CBO BV
1.826% due 08/20/2080 (c)	EUR	80	78
Gateway Casinos & Entertainment Ltd.
5.000% due 03/12/2038	CAD	8,464	5,402
Goodgreen
3.930% due 10/15/2053	USD	4,635	4,212
Harley Marine Financing LLC
6.682% due 05/15/2043		4,913	4,318
Humboldt Americas LLC
0.000% due 11/30/2022	COP	62,570,000	12,281
Jubilee CLO DAC
2.128% due 07/12/2028	EUR	87	86
KKR CLO 18 Ltd.
5.134% due 07/18/2030	USD	1,792	1,755
LoanCore Issuer Ltd.
4.712% due 07/15/2036		2,350	2,253
4.712% due 11/15/2038		19,100	18,319
METAL LLC
4.581% due 10/15/2042		11,855	5,958
MF1 LLC
5.617% due 06/19/2037		22,100	21,693
6.102% due 09/17/2037		9,600	9,503
6.117% due 06/19/2037		8,236	8,034
MMcapS Funding XVII Ltd.
3.432% due 12/01/2035		544	535
National Collegiate Student Loan Trust
2.824% due 10/25/2033		4,462	4,290
Navient Private Education Loan Trust
4.312% due 11/15/2068		1,550	1,487
5.562% due 12/15/2045		3,003	3,027
Nelnet Student Loan Trust
4.386% due 09/25/2065		2,798	2,760
Rockford Tower Europe CLO DAC
2.060% due 12/20/2031	EUR	12,800	12,324
Sapphire Aviation Finance I Ltd.
4.250% due 03/15/2040	USD	17,848	13,603
Saranac CLO III Ltd.
5.202% due 06/22/2030		26,301	25,876
SMB Private Education Loan Trust
0.000% due 02/16/2055		3	6,208
3.940% due 02/16/2055		25,092	23,095
4.241% due 02/16/2055		25,092	24,319
4.550% due 02/16/2055		8,414	7,696
4.950% due 02/16/2055		2,185	1,977
5.950% due 02/16/2055		3,907	3,591
Sound Point CLO XV Ltd.
5.225% due 01/23/2029		1,568	1,546
Taberna Preferred Funding I Ltd.
4.218% due 07/05/2035		3,362	3,064
Theorem Funding Trust
6.060% due 12/15/2028		8,372	8,224
Thunderbolt Aircraft Lease Ltd.
4.212% due 05/17/2032		472	399
TICP CLO III-2 Ltd.
5.083% due 04/20/2028		10,405	10,302
Tropic CDO V Ltd.
4.399% due 07/15/2036		10,258	9,745
TRTX Issuer Ltd.
4.441% due 02/15/2039		4,500	4,351
TruPS Financials Note Securitization Ltd.
4.844% due 03/30/2039		19,698	18,960
5.097% due 09/20/2039		3,631	3,440
		額面 (千通貨)	時価 (千米ドル)
Upstart Pass-Through Trust
3.800% due 04/20/2030	USD	27,081	25,314
Upstart Securitization Trust
5.500% due 06/20/2032		11,653	11,549
Venture XVII CLO Ltd.
4.959% due 04/15/2027		25,095	24,656
Venture XXI CLO Ltd.
4.959% due 07/15/2027		212	212
アセットバック証券合計			397,273
(取得原価 427,456千米ドル)
ソブリン発行体 6.2%
Abu Dhabi Government International Bond
3.875% due 04/16/2050		2,600	2,021
Argentina Government International Bond
0.500% due 07/09/2030		78,827	16,176
1.000% due 07/09/2029		4,943	1,023
1.500% due 07/09/2035		51,459	10,237
1.500% due 07/09/2046		1,035	212
3.500% due 07/09/2041		44,349	10,644
3.875% due 01/09/2038		25,740	6,696
Argentina Treasury Bond BONCER (i)
1.400% due 03/25/2023	ARS	591,348	6,042
1.450% due 08/13/2023		289,924	2,603
Argentine Bonos del Tesoro
15.500% due 10/17/2026		49,200	36
Asian Development Bank
4.700% due 03/12/2024	MXN	18,100	834
Australia Government Bond
1.750% due 06/21/2051	AUD	38,100	14,846
Autonomous City of Buenos Aires Argentina
69.966% due 02/22/2028	ARS	76,810	261
72.219% due 03/29/2024		62,559	211
Colombia Government International Bond
4.000% due 02/26/2024	USD	1,600	1,535
International Finance Corp.
8.000% due 10/09/2023	IDR	12,600,000	816
Israel Government International Bond
3.800% due 05/13/2060	USD	17,000	12,219
4.500% due 04/03/2120		3,800	2,906
Letras de la Nacion Argentina con Ajuste por CER
0.000% due 05/19/2023	ARS	2,281,600	10,433
Peru Government International Bond
5.350% due 08/12/2040	PEN	749	134
5.400% due 08/12/2034		862	168
5.940% due 02/12/2029		38,611	8,704
6.150% due 08/12/2032		32,985	7,080
6.350% due 08/12/2028		32,430	7,582
6.950% due 08/12/2031		327	76
8.200% due 08/12/2026		80,750	20,935
Provincia de Buenos Aires
72.723% due 04/12/2025	ARS	399,853	1,197
Romania Government International Bond
1.750% due 07/13/2030	EUR	21,200	14,151
2.125% due 03/07/2028		9,200	7,165
2.875% due 04/13/2042		15,000	7,852
Russia Government International Bond
4.250% due 06/23/2027	USD	28,400	14,200
4.375% due 03/21/2029		200	90
4.750% due 05/27/2026		23,800	11,900
4.875% due 09/16/2023		2,200	1,606
5.100% due 03/28/2035		3,200	1,408
5.250% due 06/23/2047		82,400	39,552
5.625% due 04/04/2042		37,000	18,500
5.875% due 09/16/2043		13,200	6,864
7.150% due 11/12/2025	RUB	4,002,466	32,435
7.500% due 03/31/2030	USD	4,748	3,466
7.950% due 10/07/2026	RUB	1,564,954	12,682
12.750% due 06/24/2028	USD	4,012	2,739
		額面 (千通貨)	時価 (千米ドル)
14.730% due 04/24/2024	RUB	5,057,901	40,988
Serbia Government International Bond
1.650% due 03/03/2033	EUR	4,900	2,877
3.125% due 05/15/2027		4,434	3,744
South Africa Government International Bond
8.000% due 01/31/2030	ZAR	61,300	2,865
8.250% due 03/31/2032		73,300	3,285
8.750% due 02/28/2048		34,700	1,427
8.875% due 02/28/2035		52,400	2,328
10.500% due 12/21/2026		2,153,900	122,824
State Agency of Roads of Ukraine
6.250% due 06/24/2030 (h)	USD	1,200	181
Turkey Government International Bond
4.250% due 03/13/2025		34,000	30,894
5.250% due 03/13/2030		29,000	21,743
6.125% due 10/24/2028		10,100	8,445
7.625% due 04/26/2029		30,900	27,407
Turkiye Ihracat Kredi Bankasi A/S
8.250% due 01/24/2024		3,000	2,959
Ukraine Government International Bond
4.375% due 01/27/2032 (h)	EUR	1,658	262
7.750% due 09/01/2025	USD	4,390	951
United Kingdom Gilt
1.250% due 07/31/2051	GBP	180	120
1.500% due 07/22/2047		80	59
1.750% due 01/22/2049		160	125
3.250% due 01/22/2044		150	158
3.500% due 01/22/2045		140	153
Venezuela Government International Bond (c)
6.000% due 12/09/2049	USD	3,367	219
7.000% due 03/31/2038		1,883	141
7.650% due 04/21/2025		5,349	401
7.750% due 04/13/2024		1,200	78
8.250% due 10/13/2024		5,991	434
9.000% due 05/07/2023		3,161	205
9.250% due 09/15/2027		4,274	321
9.250% due 05/07/2028		6,512	488
11.750% due 10/21/2026		680	51
11.950% due 08/05/2031		6,000	450
ソブリン発行体合計			596,820
(取得原価 860,427千米ドル)
		証券数
普通株式 1.3%
Cairo Mezz PLC		847,444	96
Clear Channel Outdoor Holdings, Inc.		5,292,182	7,568
Constellation Oil Services Holding S.A.		421,249	46
Credit Suisse Group AG		601,156	2,492
Eurobank Ergasias Services & Holdings S.A.		10,169,333	10,040
iHeartMedia, Inc. Class A		1,246,745	10,323
iHeartMedia, Inc. Class B		967,427	7,209
Intelsat S.A.		963,915	26,990
National Bank of Greece S.A.		102,570	372
Neiman Marcus Group Ltd. LLC		151,112	27,423
Noble Corp. PLC		768,399	27,693
Stearns Holdings LLC		110,747	0
Voyager Aviation Holdings LLC		616	0
		証券数	時価 (千米ドル)
Westmoreland Mining Holdings LLC		8,912	98
普通株式合計			120,350
(取得原価 176,368千米ドル)
商業不動産証券 0.3%
CBL & Associates Properties, Inc.		6	172
Uniti Group, Inc.		110	850
VICI Properties, Inc.		760	24,350
商業不動産証券合計			25,372
(取得原価 6,351千米ドル)
エクイティリンク証券 0.0%
Intelsat Jackson Holdings S.A.
12/31/2049		210	1,040
エクイティリンク証券合計			1,040
(取得原価 0千米ドル)
ワラント 0.0%
Intelsat S.A.
02/17/2027		26	91
Sequa Corp.
12/31/2049		10	8
Stearns Holdings LLC
12/31/2049		1	0
Windstream Services LLC
09/21/2055		226	3,732
ワラント合計			3,831
(取得原価 22,629千米ドル)
優先証券 0.0%
Cayenne Aviation LLC
9.500%		3,693	1,057
Sequa Corp.
15.000%		1,418	1,828
優先証券合計			2,885
(取得原価 2,292千米ドル)
		額面 (千通貨)
短期金融商品 11.0%
コマーシャルペーパー 4.0%
Federal Home Loan Bank
3.060% due 01/03/2023	USD	104,700	104,703
3.060% due 01/04/2023		77,700	77,702
3.070% due 01/06/2023		98,700	98,701
3.070% due 01/10/2023		98,600	98,607
			379,713
買戻契約 6.2%
			597,100
定期預金 0.6%
Australia and New Zealand Banking Group Ltd.
1.410% due 11/01/2022	GBP	276	318
1.620% due 11/01/2022	AUD	1,199	767
2.580% due 11/01/2022	USD	5,180	5,180
Bank of Nova Scotia
2.580% due 11/01/2022		427	427
2.810% due 11/01/2022	CAD	164	120
BNP Paribas Bank
(0.240%) due 11/01/2022	CHF	1	1
0.310% due 11/01/2022	EUR	1,602	1,583
0.420% due 11/01/2022	DKK	3	0
1.290% due 11/01/2022	NOK	562	54
1.620% due 11/01/2022	AUD	81	52
2.050% due 11/01/2022	NZD	509	296
5.150% due 11/01/2022	ZAR	8,091	440
		額面 (千通貨)	時価 (千米ドル)
Brown Brothers Harriman & Co.
(0.270%) due 11/01/2022	JPY	132	1
0.310% due 11/01/2022	EUR	1	1
0.850% due 11/01/2022	SEK	1	0
2.580% due 11/01/2022	USD	3	3
Citibank N.A.
2.580% due 11/01/2022		4,337	4,337
DBS Bank Ltd.
2.580% due 11/01/2022		2,702	2,702
HSBC Bank PLC
0.310% due 11/01/2022	EUR	558	551
JPMorgan Chase Bank N.A.
2.580% due 11/01/2022	USD	5,782	5,782
MUFG Bank Ltd.
(0.270%) due 11/01/2022	JPY	251,387	1,691
Royal Bank of Canada
2.580% due 11/01/2022	USD	5,725	5,725
2.810% due 11/01/2022	CAD	129	94
Sumitomo Mitsui Banking Corp.
(0.270%) due 11/01/2022	JPY	2	0
0.310% due 11/01/2022	EUR	12,088	11,947
1.410% due 11/01/2022	GBP	222	256
2.580% due 11/01/2022	USD	4,392	4,392
Sumitomo Mitsui Trust Bank Ltd.
(0.270%) due 11/01/2022	JPY	44,520	300
1.410% due 11/01/2022	GBP	1,469	1,691
2.580% due 11/01/2022	USD	4,474	4,474
			53,185
米国短期国債 0.3%
2.759% due 11/25/2022 (k)		13,900	13,870
2.901% due 12/01/2022 (j)		13,300	13,262
			27,132
短期金融商品合計			1,057,130
(取得原価 1,057,127千米ドル)
有価証券投資合計(a) 126.3%			12,119,648
(取得原価 13,587,614千米ドル)
金融デリバティブ商品 (1.5%)			(148,626)
(取得原価またはプレミアム(純額) (32,050)千米ドル)
その他の資産および負債(純額) (24.8%)			(2,376,583)
純資産 100.0%			9,594,439

投資有価証券明細表に対する注記:
*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る場合があります。
(a)2022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99.6%、英国5.2%、その他21.5%です。
(b)この金額の全部または一部は、未実行のローン・コミットメントです。未実行部分の利率は、実行時に決定されます。未実行のローン・コミットメントの詳細については、「財務諸表注記4証券およびその他の投資有価証券」をご参照ください。
(c)当該証券は、デフォルト状態にあります。
(d)偶発転換社債です。
(e)永久債の償還日は、コール日を記載しています。
(f)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。
(g)当該証券は、インタレスト・オンリー(「IO」)またはIOストリップです。
(h)発行時決済証券です。
(i)当該証券の額面金額は、インフレ調整後のものです。
(j)利率は満期までの利回りです。
(k)利率は満期までの利回り(加重平均)です。