半期報告書(内国投資信託受益証券)-第5期(令和1年8月27日-令和2年8月25日)

(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5期中間計算期間 自 令和1年8月27日 至 令和2年2月26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.	その他財務諸表作成のための基本となる重要な事項	計算期間末日の取扱い 当ファンドは、原則として毎年8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、前計算期間末日を令和1年8月26日、当中間計算期間末日を令和2年2月26日としております。

(中間貸借対照表に関する注記)

項目			第4期 令和1年8月26日現在	第5期中間計算期間末 令和2年2月26日現在
1.		期首元本額	10,167,428,226円	7,504,748,968円
		期中追加設定元本額	1,005,763,055円	1,474,262,021円
		期中一部解約元本額	3,668,442,313円	1,156,995,296円
2.		受益権の総数	7,504,748,968口	7,822,015,693口

(中間損益及び剰余金計算書に関する注記)

項目			第4期中間計算期間 自 平成30年8月28日 至 平成31年2月27日	第5期中間計算期間 自 令和1年8月27日 至 令和2年2月26日
1.		委託費用	当ファンドの信託財産の運用指図に関する権限を委託するための費用30,564,522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 27,595,316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4期 令和1年8月26日現在	第5期中間計算期間末 令和2年2月26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評価されているため、貸借対照表計上額と時価との差額はありません。	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	投資信託受益証券 「(重要な会計方針に係る事項に関する注記)」に記載しております。 親投資信託受益証券 「(重要な会計方針に係る事項に関する注記)」に記載しております。 コール・ローン等の金銭債権及び金銭債務 これらの科目は短期間で決済されるため、帳簿価額は時価に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。	(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	市場価額がない、又は市場価格を時価と見なせない場合には、経営者により合理的に算定された価額で評価する場合があります。	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。

(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4期 令和1年8月26日現在	第5期中間計算期間末 令和2年2月26日現在
1口当たり純資産額	1.0001円	1.0142円
(1万口当たり純資産額)	(10,001円)	(10,142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「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、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。
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2月26日現在
資産の部
流動資産
コール・ローン	19,269,538
地方債証券	30,038,195
未収利息	168,966
流動資産合計	49,476,699
資産合計	49,476,699
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(△)	200,411
元本等合計	49,476,699
純資産合計	49,476,699
負債純資産合計	49,476,699

注記表
(重要な会計方針に係る事項に関する注記)

項目		自 令和1年8月27日 至 令和2年2月26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2月26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)
金融商品の時価等に関する事項

項目		令和2年2月26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。

(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)

	令和2年2月26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)

(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2019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、2019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)

	2019年10月31日現在
資産:
投資-評価額
有価証券投資	505,704
関連当事者に係る投資	12,374,161
金融デリバティブ商品
店頭	41,569
現金	552
取引相手方への預託金	62,501
売却済投資に係る未収金	49
関連当事者に係る売却済投資に係る未収金	51,463
売却済ファンド受益証券に係る未収金	33,046
未収利息および未収配当金	97
	13,069,142
負債:
金融デリバティブ商品
店頭	86,396
購入済投資に係る未払金	552
関連当事者に係る購入済投資に係る未払金	21,604
未払利息	71
取引相手方からの預託金	310
償還済ファンド受益証券に係る未払金	20,562
運用手数料未払金	30
助言手数料未払金	371
管理手数料未払金	89
未払分配金	25
	130,010
純資産	12,939,132
有価証券投資の取得原価	505,693
関連当事者に係る投資の取得原価	11,401,730

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
2019年10月31日現在

		額面 (千通貨)	時価 (千米ドル)
有価証券投資 3.9%
短期金融商品 3.9%
預金 3.5%
Bank of Nova Scotia
1.330% due 11/01/2019	USD	20,912	20,912
BNP Paribas Bank
1.330% due 11/01/2019		10,505	10,505
Brown Brothers Harriman & Co.
1.330% due 11/01/2019		83	83
Citibank N.A.
1.330% due 11/01/2019		57,787	57,787
DBS Bank Ltd.
1.330% due 11/01/2019		115,575	115,575
JPMorgan Chase Bank N.A.
1.330% due 11/01/2019		115,575	115,575
MUFG Bank Ltd.
(0.270%) due 11/01/2019	JPY	7	0
Sumitomo Mitsui Banking Corp.
1.330% due 11/01/2019	USD	1,754	1,754
Sumitomo Mitsui Trust Bank Ltd.
(0.270%) due 11/01/2019	JPY	3	0
1.330% due 11/01/2019	USD	132,145	132,145
			454,336
米国短期国債 0.4%
1.559% due 01/23/2020 (a)		5,822	5,802
1.635% due 01/16/2020 (a)		1,482	1,477
1.656% due 01/02/2020 (a)		22,624	22,564
1.697% due 11/12/2019 (b)		8,787	8,783
1.845% due 12/26/2019 (a)		10,207	10,183
1.919% due 11/21/2019 (b)		2,561	2,559
			51,368
短期金融商品合計			505,704
(取得原価 505,693千米ドル)
有価証券投資合計			505,704
(取得原価 505,693千米ドル)
		受益証券口数 (単位:千)
関連当事者に係る投資 95.6%
投資信託 95.6%
PIMCO Bermuda Income Fund (M)
(取得原価 11,401,730千米ドル)		885,766	12,374,161
関連当事者に係る投資合計			12,374,161
(取得原価 11,401,730千米ドル)
投資合計 99.5%			12,879,865
(取得原価 11,907,423千米ドル)
金融デリバティブ商品(c) (0.3%)			(44,827)
(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)0.8%			104,094
純資産 100.0%			12,939,132

*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(加重平均)です。
(b)利率は満期までの利回りです。
(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	11/2019	JPY	305,615	USD	2,808	0	(19)
BPS	11/2019		1,288,096		11,916	0	(1)
BPS	11/2019		164,371		1,510	0	(10)
BPS	11/2019		35,460		328	0	0
BPS	11/2019	USD	24	JPY	2,621	0	0
MYI	11/2019	JPY	372,537	USD	3,423	0	(23)
MYI	11/2019	USD	706	JPY	76,876	5	0
MYI	11/2019		1,294		140,739	8	0
						13	(53)

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	11/2019	USD	2,417,131	JPY	259,780,116	40	(13,997)
BPS	11/2019	JPY	400,468,919	USD	3,679,501	0	(25,157)
BPS	11/2019	USD	774,398	JPY	83,371,837	2	(3,144)
BPS	12/2019		3,685,385		400,449,937	25,022	0
BRC	11/2019	JPY	106,302,266	USD	978,752	0	(4,629)
BRC	12/2019	USD	980,346	JPY	106,302,266	4,608	0
CBK	11/2019	JPY	18,566,411	USD	171,034	118	(838)
CBK	11/2019	USD	1,836,861	JPY	198,000,716	74	(5,270)
CBK	12/2019		117,944		12,811,321	760	0
GLM	11/2019	JPY	53,278,522	USD	489,625	0	(3,244)
GLM	12/2019	USD	490,424	JPY	53,278,522	3,233	0
JPM	11/2019	JPY	156,659,564	USD	1,447,108	0	(2,118)
JPM	11/2019	USD	2,132,006	JPY	229,060,506	0	(13,013)
JPM	12/2019		1,449,453		156,659,564	2,091	0
MYI	11/2019	JPY	20,462,620	USD	187,886	0	(1,410)
MYI	11/2019	USD	6,076	JPY	659,122	21	0
MYI	12/2019		188,194		20,462,620	1,405	0
RYL	11/2019	JPY	2,588,775	USD	24,122	174	0
SCX	11/2019	USD	82,895	JPY	8,933,364	0	(254)
SSB	11/2019	JPY	297,104,509	USD	2,744,361	0	(4,094)
SSB	12/2019	USD	2,748,842	JPY	297,104,509	4,008	0
TOR	11/2019	JPY	649,321	USD	5,976	0	(31)
TOR	11/2019	USD	1,690,495	JPY	181,998,080	0	(6,867)
UAG	11/2019		915,974		98,769,455	0	(2,277)
						41,556	(86,343)
為替予約契約合計						41,569	(86,396)

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)
2019年10月31日現在

		額面 (千通貨)	時価 (千米ドル)
有価証券投資 125.6%
バンクローン債務証書 5.2%
Advanz Pharma Corp.
7.251% due 09/06/2024	USD	4,699	4,417
Alphabet Holding Co., Inc.
5.286% due 09/26/2024		490	449
Altica France S.A.
5.921% due 08/14/2026		5,346	5,279
American Builders & Contractors Supply Co., Inc.
3.823% due 01/15/2027		1,500	1,500
Ancestry.com Operations, Inc.
6.040% due 08/27/2026		2,067	1,850
APi Group DE, Inc.
4.541% due 10/01/2026		4,600	4,624
Aramark Intermediate HoldCo Corp.
3.536% due 03/11/2025		933	936
Avantor Funding, Inc.
4.786% due 11/21/2024		262	264
Avolon TLB Borrower 1 (U.S.) LLC
3.596% due 01/15/2025		26,724	26,859
AWAS Leasing 2011-I Ltd.
4.870% due 10/02/2021		572	586
Axalta Coating Systems Dutch Holding B BV
3.854% due 06/01/2024		463	463
Azalea TopCo, Inc.
5.286% due 07/24/2026		2,315	2,282
Bausch Health Cos., Inc.
4.671% due 11/27/2025		1,540	1,543
4.921% due 06/02/2025		937	942
Beacon Roofing Supply, Inc.
4.036% due 01/02/2025		1,093	1,086
Bway Holdings Co.
5.234% due 04/03/2024		381	372
Caesars Resort Collection LLC
4.536% due 12/23/2024		5,290	5,219
Camelot U.S. Acquisition 1 Co.
5.073% due 10/25/2026		200	201
Castlelake Aircraft Structured Trust
5.891% due 07/15/2042		2,807	2,850
CenturyLink, Inc.
4.536% due 01/31/2025		3,049	3,027
CEOC LLC
3.786% due 10/07/2024		1,893	1,893
CityCenter Holdings LLC
4.036% due 04/18/2024		293	294
Commscope, Inc.
5.036% due 04/06/2026		4,000	3,941
Core & Main LP
4.761% due 08/01/2024		191	188
4.882% due 08/01/2024		123	120
Crown Holdings, Inc.
3.997% due 04/03/2025		429	433
CSC Holdings LLC
4.327% due 04/15/2027		2,864	2,864
Dell International LLC
3.790% due 09/19/2025		2,700	2,713
Diamond Resorts International, Inc.
5.536% due 09/02/2023		5,482	5,285
Dubai World
2.500% due 09/30/2022		20,199	18,836
Envision Healthcare Corp.
5.536% due 10/10/2025		12,422	10,093
Fleet Midco I Ltd.
5.235% due 10/07/2026		290	291
		額面 (千通貨)	時価 (千米ドル)
Forest City Enterprises LP
5.786% due 12/07/2025	USD	2,184	2,200
Frontier Communications Corp.
5.540% due 06/15/2024		7,350	7,334
Genworth Holdings, Inc.
6.323% due 03/07/2023		394	395
Golden Nugget, Inc.
4.536% due 10/04/2023		1	1
4.677% due 10/04/2023		14	14
4.716% due 10/04/2023		13	13
Gray Television, Inc.
4.511% due 01/02/2026		1,687	1,694
GreenSky Holdings LLC
5.063% due 03/31/2025		4,827	4,760
HCA, Inc.
3.536% due 03/17/2023		818	822
3.536% due 03/13/2025		2,946	2,962
Hilton Worldwide Finance LLC
3.573% due 06/22/2026		9,745	9,796
iHeartCommunications, Inc.
6.032% due 05/01/2026		43,445	43,644
Intelsat Jackson Holdings S.A.
5.682% due 11/27/2023		12,449	12,442
6.625% due 01/02/2024		10,100	10,363
Iqvia, Inc.
4.104% due 01/17/2025		9,996	10,036
IRB Holding Corp.
5.193% due 02/05/2025		2	2
5.216% due 02/05/2025		688	683
Jefferies Finance LLC
5.750% due 06/03/2026		934	919
KFC Holding Co.
3.628% due 04/03/2025		1,067	1,071
Lake Road Generating Co. LP
7.500% due 02/22/2049		11,856	11,174
Marriott Ownership Resorts, Inc.
4.036% due 08/29/2025		1,290	1,298
McDermott International, Inc.
7.104% due 05/09/2025		3,427	2,100
11.823% due 10/21/2021		1,915	1,963
Meredith Corp.
4.536% due 01/31/2025		637	639
Messer Industries GmbH
4.604% due 03/01/2026		1,373	1,363
MGM Growth Properties Operating Partnership LP
3.786% due 03/21/2025		598	601
MH Sub I LLC
5.536% due 09/13/2024		990	967
Mission Broadcasting, Inc.
4.282% due 01/17/2024		63	63
Nascar Holdings LLC
5.275% due 10/19/2026		3,183	3,203
Neiman Marcus Group Ltd. LLC
7.990% due 10/25/2023		1,658	1,226
8.490% due 10/25/2023		28,765	21,142
Nexstar Broadcasting, Inc.
4.050% due 01/17/2024		316	317
Nielsen Finance LLC
3.940% due 10/04/2023		390	389
Nouryon Finance BV
5.190% due 10/01/2025		4,223	4,132
Pacific Gas & Electric Co.
2.250% due 12/31/2020		11,824	11,868
4.240% due 12/31/2020		34,991	35,123
5.989% due 02/22/2049		500	471
		額面 (千通貨)	時価 (千米ドル)
Parexel International Corp.
4.536% due 09/27/2024	USD	353	338
PetSmart, Inc.
5.930% due 03/11/2022		4,054	3,958
PG&E Corp.
3.801% due 04/16/2020		5,859	5,881
Ply Gem Midco, Inc.
5.664% due 04/12/2025		4,850	4,703
Post Holdings, Inc.
3.830% due 05/24/2024		57	57
Prestige Brands, Inc.
3.786% due 01/26/2024		54	54
Rebublic of Tanzania
8.612% due 12/10/2019		1,300	1,313
Refinitiv U.S. Holdings, Inc.
5.536% due 10/01/2025		13,270	13,354
Reynolds Group Holdings, Inc.
4.536% due 02/05/2023		194	194
RPI Finance Trust
3.786% due 03/27/2023		6,784	6,822
SBA Senior Finance II LLC
3.790% due 04/11/2025		494	496
Sequa Mezzanine Holdings LLC
7.187% due 11/28/2021		12,501	12,365
10.936% due 04/28/2022		650	634
Serta Simmons Bedding LLC
5.346% due 11/08/2023		43	25
5.421% due 11/08/2023		152	90
Sigma Holdco BV
3.500% due 07/02/2025	EUR	3,670	4,045
Sinclair Television Group, Inc.
4.430% due 09/30/2026	USD	1,195	1,198
Sprint Communications, Inc.
4.313% due 02/02/2024		4,100	4,061
SS&C Technologies Holdings, Inc.
4.036% due 04/16/2025		5,064	5,079
State of Rio De Janeiro
6.024% due 12/20/2020		6,716	6,762
Sunshine Luxembourg VII SARL
3.750% due 10/01/2026	EUR	1,630	1,824
6.349% due 10/01/2026	USD	4,123	4,131
Syniverse Holdings, Inc.
6.921% due 03/09/2023		2,914	2,647
Tronox Finance LLC
4.536% due 09/23/2024		271	269
4.854% due 09/23/2024		174	173
U.S. Renal Care, Inc.
6.786% due 06/26/2026		2,217	2,054
Univision Communications, Inc.
4.536% due 03/15/2024		27,979	27,029
VFH Parent LLC
6.044% due 03/01/2026		400	400
VICI Properties 1 LLC
3.850% due 12/20/2024		3,627	3,644
Vistra Operations Co. LLC
3.786% due 08/04/2023		288	288
West Corp.
5.786% due 10/10/2024		1	1
5.927% due 10/10/2024		210	176
Westmoreland Coal Co.
15.000% due 03/15/2029		553	419
Westmoreland Mining Holdings LLC
10.389% due 03/15/2022		214	216
Whatabrands LLC
5.516% due 08/02/2026		482	484
		額面 (千通貨)	時価 (千米ドル)
WHLN FIRST MTG CO LEND 2 ASSET HOTEL
3.906% due 08/01/2023	USD	79,000	79,306
4.332% due 03/30/2021		45,000	45,064
WHOLE LOAN ST REGIS ASPEN
4.184% due 07/09/2020		99,000	99,205
Windstream Services LLC
4.750% due 03/29/2021		1,800	1,826
9.000% due 02/17/2024		2,700	2,709
Wyndham Hotels & Resorts, Inc.
3.536% due 05/30/2025		2,475	2,487
バンクローン債務証書合計			664,671
(取得原価 678,036千米ドル)
社債 33.9%
銀行および金融 21.0%
ABH Financial Ltd. Via Alfa Holding Issuance PLC
2.626% due 04/28/2020	EUR	3,028	3,416
ABN AMRO Bank NV
2.450% due 06/04/2020	USD	5,900	5,917
AerCap Ireland Capital DAC
3.500% due 05/26/2022		150	154
4.250% due 07/01/2020		1,405	1,424
4.500% due 05/15/2021		650	673
4.625% due 10/30/2020		4,000	4,100
5.000% due 10/01/2021		1,300	1,366
AGFC Capital Trust I
3.751% due 01/15/2067		2,200	1,166
AIB Group PLC
4.263% due 04/10/2025		12,800	13,489
Akelius Residential Property AB
3.375% due 09/23/2020	EUR	2,900	3,332
Ally Financial, Inc.
3.750% due 11/18/2019	USD	1,356	1,357
3.875% due 05/21/2024		3,074	3,218
4.125% due 03/30/2020		6,300	6,357
4.250% due 04/15/2021		4,660	4,784
4.625% due 05/19/2022		824	865
7.500% due 09/15/2020		1,293	1,351
8.000% due 03/15/2020		1,150	1,175
8.000% due 11/01/2031		1,889	2,635
Alpha Bank AE
2.500% due 02/05/2023	EUR	7,050	8,357
Altarea S.C.A.
1.875% due 01/17/2028		7,400	8,302
Ambac LSNI LLC
7.104% due 02/12/2023	USD	12,420	12,544
American International Group, Inc.
5.750% due 04/01/2048		564	611
American Tower Corp.
3.000% due 06/15/2023		1,360	1,398
Annington Funding PLC
1.650% due 07/12/2024	EUR	1,600	1,851
2.646% due 07/12/2025	GBP	1,900	2,546
Ardonagh Midco 3 PLC
8.375% due 07/15/2023		5,430	6,601
8.625% due 07/15/2023	USD	400	374
Army Hawaii Family Housing Trust Certificates
2.314% due 06/15/2050		8,200	6,642
Aroundtown S.A.
5.375% due 03/21/2029		11,300	12,732
Assurant, Inc.
4.200% due 09/27/2023		1,532	1,602
Athene Holding Ltd.
4.125% due 01/12/2028		415	432
Atrium European Real Estate Ltd.
3.625% due 10/17/2022	EUR	350	421
		額面 (千通貨)	時価 (千米ドル)
Avolon Holdings Funding Ltd.
5.250% due 05/15/2024	USD	6,654	7,273
5.500% due 01/15/2023		3,146	3,403
AXA Equitable Holdings, Inc.
3.900% due 04/20/2023		436	457
4.350% due 04/20/2028		801	864
5.000% due 04/20/2048		1,332	1,438
Axis Bank Ltd.
3.250% due 05/21/2020		2,200	2,207
Banca Carige SpA
0.982% due 02/25/2021	EUR	22,800	25,557
1.298% due 10/25/2021		44,700	50,564
Banca Monte dei Paschi di Siena SpA
0.875% due 10/08/2026	USD	7,800	8,754
2.000% due 01/29/2024		6,700	7,909
Banco Bilbao Vizcaya Argentaria S.A. (c)(d)
6.750% due 02/18/2020	EUR	16,600	18,803
8.875% due 04/14/2021		11,400	14,024
Banco de Credito del Peru
4.650% due 09/17/2024	PEN	16,400	4,964
Banco Espirito Santo S.A.
2.625% due 05/08/2049 (b)	EUR	3,100	744
Banco Santander S.A.
3.121% due 04/12/2023	USD	800	803
3.848% due 04/12/2023		1,200	1,255
4.750% due 03/19/2025 (c)(d)	EUR	5,400	6,016
6.250% due 09/11/2021 (c)(d)		21,900	25,981
Bank of America Corp.
2.917% due 03/05/2024	USD	1,394	1,404
Bank of China Ltd.
0.082% due 04/17/2021	EUR	3,020	3,373
Bank of Ireland
7.375% due 06/18/2020 (c)(d)		11,700	13,547
Barclays Bank PLC
7.625% due 11/21/2022 (c)	USD	10,340	11,573
Barclays PLC
1.375% due 01/24/2026	EUR	4,300	4,984
1.500% due 09/03/2023		300	351
2.375% due 10/06/2023	GBP	7,350	9,652
3.125% due 01/17/2024		27,000	36,703
3.250% due 02/12/2027		17,530	24,202
3.250% due 01/17/2033		3,300	4,528
3.548% due 05/16/2024	USD	8,400	8,474
3.588% due 02/15/2023		8,100	8,165
3.635% due 01/10/2023		1,000	1,010
3.684% due 01/10/2023		1,300	1,330
4.337% due 01/10/2028		700	758
4.338% due 05/16/2024		5,400	5,694
4.375% due 01/12/2026		2,900	3,124
4.610% due 02/15/2023		6,900	7,211
4.972% due 05/16/2029		2,600	2,931
5.875% due 09/15/2024 (c)(d)	GBP	4,400	5,745
6.375% due 12/15/2025 (c)(d)		1,600	2,164
7.125% due 06/15/2025 (c)(d)		4,800	6,811
7.250% due 03/15/2023 (c)(d)		16,760	23,301
7.750% due 09/15/2023 (c)(d)	USD	14,570	15,527
7.875% due 03/15/2022 (c)(d)		1,200	1,283
7.875% due 09/15/2022 (c)(d)	GBP	8,053	11,264
8.000% due 12/15/2020 (c)(d)	EUR	10,560	12,638
8.000% due 06/15/2024 (c)(d)	USD	10,200	11,138
Bevco Lux Sarl
1.750% due 02/09/2023	EUR	5,100	5,937
BGC Partners, Inc.
3.750% due 10/01/2024	USD	1,464	1,457
5.125% due 05/27/2021		400	416
		額面 (千通貨)	時価 (千米ドル)
Blackstone Property Partners Europe Holdings Sarl
0.500% due 09/12/2023	EUR	2,200	2,449
1.400% due 07/06/2022		4,100	4,688
1.750% due 03/12/2029		2,200	2,459
BNP Paribas S.A.
3.375% due 01/09/2025	USD	10,401	10,801
4.400% due 08/14/2028		1,200	1,338
7.000% due 08/16/2028 (c)(d)		300	338
7.625% due 03/30/2021 (c)(d)		600	630
BOC Aviation Ltd.
2.375% due 09/15/2021		570	566
2.952% due 05/02/2021		3,380	3,394
3.238% due 09/26/2023		2,300	2,316
3.500% due 01/31/2023		200	205
3.500% due 10/10/2024		600	618
Brighthouse Financial, Inc.
3.700% due 06/22/2027		1,966	1,933
Brookfield Finance, Inc.
3.900% due 01/25/2028		1,802	1,906
4.700% due 09/20/2047		4,020	4,519
Cantor Fitzgerald LP
4.875% due 05/01/2024		501	532
Capital One Financial Corp.
3.450% due 04/30/2021		5,291	5,402
Castellum AB
2.125% due 11/20/2023	EUR	1,300	1,547
CBL & Associates LP
4.600% due 10/15/2024	USD	77	49
5.950% due 12/15/2026		2,416	1,619
China Construction Bank Corp.
0.207% due 09/24/2021	EUR	2,000	2,234
CIT Bank N.A.
2.969% due 09/27/2025	USD	2,800	2,828
CIT Group, Inc.
4.125% due 03/09/2021		1,216	1,246
5.000% due 08/15/2022		8,665	9,233
5.000% due 08/01/2023		3,896	4,213
Cooperatieve Rabobank UA (c)(d)
5.500% due 06/29/2020	EUR	18,410	21,161
6.625% due 06/29/2021		12,600	15,336
Corestate Capital Holding S.A.
3.500% due 04/15/2023		39,300	41,507
CPI Property Group S.A.
1.450% due 04/14/2022		5,500	6,294
1.625% due 04/23/2027		5,700	6,285
2.125% due 10/04/2024		4,800	5,620
4.750% due 03/08/2023	USD	15,100	15,953
Credit Agricole S.A.
2.956% due 04/24/2023		1,000	1,006
3.750% due 04/24/2023		1,750	1,830
7.875% due 01/23/2024 (c)(d)		296	334
Credit Suisse AG
4.375% due 08/05/2020		750	764
6.500% due 08/08/2023 (c)		10,885	12,136
Credit Suisse Group AG
2.593% due 09/11/2025		6,100	6,083
2.997% due 12/14/2023		3,600	3,654
3.372% due 06/12/2024		2,250	2,275
3.869% due 01/12/2029		33,900	36,252
4.207% due 06/12/2024		3,000	3,169
4.282% due 01/09/2028		6,700	7,288
7.250% due 09/12/2025 (c)(d)		1,100	1,197
7.500% due 07/17/2023 (c)(d)		5,300	5,719
Credit Suisse Group Funding Guernsey Ltd.
3.750% due 03/26/2025		1,800	1,900
		額面 (千通貨)	時価 (千米ドル)
CTR Partnership LP
5.250% due 06/01/2025	USD	504	525
Deutsche Bank AG
0.375% due 01/18/2021	EUR	74,100	82,411
1.625% due 02/12/2021		12,800	14,454
1.875% due 02/28/2020	GBP	600	776
1.875% due 02/14/2022	EUR	9,500	10,813
2.700% due 07/13/2020	USD	4,272	4,274
2.768% due 01/22/2021		12,700	12,639
2.971% due 07/13/2020		1,774	1,773
3.150% due 01/22/2021		10,000	10,043
3.192% due 02/04/2021		5,310	5,295
3.300% due 11/16/2022		100	100
3.358% due 11/16/2022		200	195
3.362% due 02/27/2023		2,100	2,032
3.950% due 02/27/2023		1,820	1,861
4.250% due 10/14/2021		17,440	17,931
Digital Euro Finco LLC
1.125% due 04/09/2028	EUR	1,400	1,541
2.625% due 04/15/2024		1,400	1,703
Digital Realty Trust LP
3.600% due 07/01/2029	USD	3,095	3,253
Discover Bank
3.350% due 02/06/2023		900	930
Dream Global Funding I Sarl
1.750% due 06/28/2026	EUR	1,600	1,812
Emerald Bay S.A.
0.000% due 10/08/2020		3,425	3,740
EPR Properties
4.500% due 06/01/2027	USD	3,650	3,912
4.750% due 12/15/2026		256	279
4.950% due 04/15/2028		1,132	1,244
Equinix, Inc.
2.875% due 03/15/2024	EUR	4,800	5,547
2.875% due 02/01/2026		15,350	17,831
ESH Hospitality, Inc.
4.625% due 10/01/2027	USD	924	929
Eurobank Ergasias S.A.
2.750% due 11/02/2020	EUR	1,000	1,145
Fairfax Financial Holdings Ltd.
4.850% due 04/17/2028	USD	2,062	2,248
Fairstone Financial, Inc.
7.875% due 07/15/2024		600	634
Fastighets AB Balder
1.125% due 03/14/2022	EUR	5,745	6,542
1.875% due 03/14/2025		1,100	1,290
1.875% due 01/23/2026		1,470	1,708
First Abu Dhabi Bank PJSC
2.951% due 04/16/2022	USD	11,184	11,254
GE Capital European Funding Unlimited Co.
0.000% due 01/21/2020	EUR	350	390
0.000% due 05/17/2021		375	417
0.800% due 01/21/2022		4,610	5,199
2.250% due 07/20/2020		732	829
2.625% due 03/15/2023		200	239
4.350% due 11/03/2021		400	483
GE Capital International Funding Company Unlimited Co.
2.342% due 11/15/2020	USD	900	900
4.418% due 11/15/2035		2,400	2,537
GE Capital UK Funding Unlimited Co.
4.125% due 09/13/2023	GBP	200	279
5.125% due 05/24/2023		600	857
5.875% due 11/04/2020		1,140	1,539
Globalworth Real Estate Investments Ltd.
2.875% due 06/20/2022	EUR	1,100	1,307
3.000% due 03/29/2025		400	487
		額面 (千通貨)	時価 (千米ドル)
GLP Capital LP
5.250% due 06/01/2025	USD	650	714
5.300% due 01/15/2029		3,142	3,486
Goldman Sachs Group, Inc.
2.898% due 02/23/2023		12,900	12,940
3.200% due 02/23/2023		10,300	10,628
Goodman U.S. Finance Three LLC
3.700% due 03/15/2028		2,324	2,421
Grainger PLC
3.375% due 04/24/2028	GBP	1,300	1,775
Growthpoint Properties International Pty Ltd.
5.872% due 05/02/2023	USD	1,600	1,719
Horse Gallop Finance Ltd.
3.250% due 05/30/2022		10,200	10,340
Host Hotels & Resorts LP
4.000% due 06/15/2025		200	213
Howard Hughes Corp.
5.375% due 03/15/2025		2,932	3,060
HSBC Holdings PLC
2.633% due 11/07/2025		28,173	28,173
2.724% due 05/18/2021		7,000	7,009
3.000% due 07/22/2028	GBP	8,700	12,085
3.000% due 05/29/2030	USD	3,900	5,390
3.033% due 11/22/2023		4,900	5,012
3.124% due 05/18/2024		2,000	2,015
3.262% due 03/13/2023		800	818
3.368% due 03/11/2025		18,600	18,737
3.950% due 05/18/2024		200	210
3.973% due 05/22/2030		6,000	6,484
4.041% due 03/13/2028		700	751
4.300% due 03/08/2026		500	546
4.750% due 07/04/2029 (c)(d)	EUR	2,800	3,336
5.875% due 09/28/2026 (c)(d)	GBP	6,800	9,426
6.000% due 09/29/2023 (c)(d)	EUR	9,000	11,436
6.500% due 03/23/2028 (c)(d)	USD	10,070	10,671
Hudson Pacific Properties LP
3.950% due 11/01/2027		363	383
Hunt Cos., Inc.
6.250% due 02/15/2026		462	455
ICICI Bank Ltd.
3.125% due 08/12/2020		200	201
IMMOFINANZ AG
2.625% due 01/27/2023	EUR	9,600	11,341
InCaps Funding I Ltd.
4.132% due 06/01/2033	USD	13,282	12,797
4.138% due 06/01/2033		3,612	3,477
Industrial & Commercial Bank of China Ltd.
2.625% due 05/26/2020		1,600	1,602
2.937% due 11/08/2020		2,000	2,003
ING Groep NV
3.085% due 10/02/2023		3,500	3,532
4.100% due 10/02/2023		6,000	6,397
5.750% due 11/16/2026 (c)(d)		6,600	6,769
International Lease Finance Corp.
5.875% due 08/15/2022		500	548
8.250% due 12/15/2020		7,970	8,509
8.625% due 01/15/2022		3,201	3,635
iStar, Inc.
5.250% due 09/15/2022		206	211
JPMorgan Chase Bank N.A.
2.276% due 04/26/2021		10,700	10,707
3.086% due 04/26/2021		7,800	7,840
KBC Group NV (c)(d)
4.250% due 10/24/2025	EUR	600	668
4.750% due 03/05/2024		1,000	1,185
		額面 (千通貨)	時価 (千米ドル)
Kennedy Wilson Europe Real Estate Ltd.
3.250% due 11/12/2025	EUR	1,400	1,646
3.950% due 06/30/2022	GBP	800	1,069
Kennedy-Wilson, Inc.
5.875% due 04/01/2024	USD	1,395	1,451
La Mondiale SAM
4.375% due 04/24/2029 (c)(d)	EUR	1,800	2,074
LeasePlan Corp. NV
0.125% due 09/13/2023		6,600	7,283
Life Storage LP
4.000% due 06/15/2029	USD	558	599
LifeStorage LP
3.500% due 07/01/2026		1,200	1,241
3.875% due 12/15/2027		611	649
Lloyds Bank PLC
2.699% due 05/07/2021		4,000	4,007
3.300% due 05/07/2021		9,600	9,776
12.000% due 12/16/2024 (d)		100	122
Lloyds Banking Group PLC
2.250% due 10/16/2024	GBP	600	798
2.858% due 03/17/2023	USD	25,200	25,476
2.907% due 11/07/2023		1,700	1,725
3.574% due 11/07/2028		5,600	5,838
4.000% due 03/07/2025	AUD	3,500	2,566
4.050% due 08/16/2023	USD	5,800	6,138
4.375% due 03/22/2028		2,200	2,432
4.450% due 05/08/2025		3,400	3,715
4.550% due 08/16/2028		4,600	5,173
6.375% due 06/27/2020 (c)(d)	EUR	2,011	2,315
7.500% due 06/27/2024 (c)(d)	USD	2,700	2,963
7.500% due 09/27/2025 (c)(d)		7,700	8,478
7.625% due 06/27/2023 (c)(d)	GBP	10,711	15,521
7.875% due 06/27/2029 (c)(d)		4,600	7,248
LoanCore Capital Markets LLC
6.875% due 06/01/2020	USD	1,900	1,901
Logicor 2019-1 UK PLC
1.875% due 11/17/2026	GBP	2,140	2,796
Logicor Financing Sarl
0.750% due 07/15/2024	EUR	800	898
1.500% due 11/14/2022		3,240	3,736
1.625% due 07/15/2027		800	912
2.250% due 05/13/2025		2,400	2,886
3.250% due 11/13/2028		586	742
Mitsubishi UFJ Lease & Finance Co. Ltd.
2.652% due 09/19/2022	USD	1,100	1,106
Mizuho Bank Ltd.
2.400% due 03/26/2020		1,200	1,202
Mizuho Financial Group, Inc.
2.601% due 09/11/2022		4,200	4,251
3.018% due 09/11/2022		10,200	10,285
Morgan Stanley
2.731% due 02/10/2021		12,900	12,912
3.125% due 01/23/2023		4,020	4,139
National Australia Bank Ltd.
2.625% due 07/23/2020		250	251
National Bank of Greece S.A.
2.750% due 10/19/2020	EUR	800	915
Nationwide Building Society
3.622% due 04/26/2023	USD	4,920	5,060
3.766% due 03/08/2024		5,600	5,823
3.960% due 07/18/2030		5,600	6,019
4.302% due 03/08/2029		12,500	13,701
5.875% due 12/20/2024 (c)(d)	GBP	1,600	2,188
NatWest Markets PLC
0.490% due 09/27/2021	EUR	5,100	5,740
0.625% due 03/02/2022		300	339
		額面 (千通貨)	時価 (千米ドル)
3.625% due 09/29/2022	USD	22,700	23,535
Navient Corp.
5.000% due 10/26/2020		5,030	5,135
5.625% due 08/01/2033		1,468	1,285
5.875% due 03/25/2021		14,903	15,518
6.500% due 06/15/2022		4,990	5,352
6.625% due 07/26/2021		3,990	4,224
7.250% due 01/25/2022		6,298	6,855
8.000% due 03/25/2020		32,814	33,593
NE Property BV
1.875% due 10/09/2026	EUR	7,600	8,475
2.625% due 05/22/2023		3,100	3,626
Newmark Group, Inc.
6.125% due 11/15/2023	USD	2,334	2,547
Omega Healthcare Investors, Inc.
3.625% due 10/01/2029		1,682	1,699
Ontario Teachers' Cadillac Fairview Properties Trust
3.125% due 03/20/2022		696	712
Oppenheimer Holdings, Inc.
6.750% due 07/01/2022		318	330
Park Aerospace Holdings Ltd.
3.625% due 03/15/2021		18,709	19,001
4.500% due 03/15/2023		9,522	10,027
5.250% due 08/15/2022		56,975	60,818
5.500% due 02/15/2024		4,384	4,825
Physicians Realty LP
3.950% due 01/15/2028		918	967
Preferred Term Securities XVIII Ltd.
2.499% due 09/23/2035		384	372
Preferred Term Securities XXIV Ltd.
2.419% due 03/22/2037		1,253	1,118
2.499% due 03/22/2037		4,830	3,610
Preferred Term Securities XXV Ltd.
2.409% due 06/22/2037		29,752	26,145
Preferred Term Securities XXVI Ltd.
2.419% due 09/22/2037		36,456	32,811
Qatari Diar Finance QSC
5.000% due 07/21/2020		11,400	11,621
QNB Finance Ltd.
3.500% due 03/28/2024		7,200	7,450
3.531% due 02/12/2020		79,800	80,106
3.559% due 02/07/2020		56,200	56,341
Reckson Operating Partnership LP
7.750% due 03/15/2020		500	510
Royal Bank of Scotland Group PLC
2.000% due 03/08/2023	EUR	4,000	4,643
2.000% due 03/04/2025		23,650	27,955
2.500% due 03/22/2023		28,300	33,911
3.125% due 03/28/2027	GBP	3,200	4,367
3.498% due 05/15/2023	USD	5,114	5,227
3.628% due 05/15/2023		3,674	3,705
3.656% due 06/25/2024		1,400	1,410
3.875% due 09/12/2023		8,100	8,451
4.269% due 03/22/2025		11,500	12,208
4.445% due 05/08/2030		17,600	19,329
4.519% due 06/25/2024		400	425
4.800% due 04/05/2026		2,300	2,554
5.076% due 01/27/2030		16,500	18,924
7.500% due 08/10/2020 (c)(d)		8,300	8,476
8.000% due 08/10/2025 (c)(d)		12,260	14,053
8.625% due 08/15/2021 (c)(d)		10,400	11,232
Sabra Health Care LP
3.900% due 10/15/2029		410	408
4.800% due 06/01/2024		564	595
		額面 (千通貨)	時価 (千米ドル)
Sagax AB
2.000% due 01/17/2024	EUR	1,600	1,864
2.250% due 03/13/2025		6,800	8,038
Samhallsbyggnadsbolaget i Norden AB
1.125% due 09/04/2026		2,410	2,667
Santander Holdings USA, Inc.
3.244% due 10/05/2026	USD	160	161
3.400% due 01/18/2023		14,048	14,450
3.500% due 06/07/2024		2,100	2,161
4.400% due 07/13/2027		1,284	1,383
4.500% due 07/17/2025		3,000	3,235
Santander UK Group Holdings PLC
0.440% due 03/27/2024	EUR	2,800	3,131
2.875% due 08/05/2021	USD	3,600	3,639
2.920% due 05/08/2026	GBP	720	970
3.373% due 01/05/2024	USD	55,550	56,750
3.571% due 01/10/2023		1,500	1,533
3.625% due 01/14/2026	GBP	1,900	2,685
3.823% due 11/03/2028	USD	3,400	3,589
6.750% due 06/24/2024 (c)(d)	GBP	16,610	23,011
7.375% due 06/24/2022 (c)(d)		7,500	10,439
Santander UK PLC
1.625% due 05/10/2021		4,200	5,467
2.758% due 06/01/2021	USD	1,200	1,204
3.400% due 06/01/2021		4,800	4,904
SBA Tower Trust
2.877% due 07/09/2021		1,500	1,509
Sberbank of Russia Via SB Capital S.A.
3.352% due 11/15/2019	EUR	8,000	8,936
5.717% due 06/16/2021	USD	900	945
6.125% due 02/07/2022		10,400	11,185
SELP Finance Sarl
1.500% due 11/20/2025	EUR	700	813
SL Green Operating Partnership LP
3.250% due 10/15/2022	USD	234	240
SL Green Realty Corp.
4.500% due 12/01/2022		1,420	1,497
SMBC Trust Account
3.212% due 04/09/2021		5,000	4,986
Societe Generale S.A. (c)(d)
6.750% due 04/06/2028		1,511	1,595
7.375% due 10/04/2023		8,200	8,770
Society of Lloyd's
4.750% due 10/30/2024	GBP	500	720
Springleaf Finance Corp.
5.625% due 03/15/2023	USD	27,700	29,778
6.125% due 05/15/2022		16,277	17,579
6.125% due 03/15/2024		2,294	2,515
6.625% due 01/15/2028		761	845
6.875% due 03/15/2025		3,161	3,588
7.750% due 10/01/2021		2,948	3,224
8.250% due 12/15/2020		23,219	24,757
Standard Chartered PLC
3.116% due 01/20/2023		2,470	2,486
3.334% due 09/10/2022		8,100	8,157
4.247% due 01/20/2023		4,700	4,875
Starwood Property Trust, Inc.
3.625% due 02/01/2021		8,000	8,080
4.750% due 03/15/2025		691	719
5.000% due 12/15/2021		500	519
State Bank of India
2.993% due 04/06/2020		14,500	14,526
Stearns Holdings LLC
9.375% due 08/15/2020 (b)		1,520	752
		額面 (千通貨)	時価 (千米ドル)
STORE Capital Corp.
4.500% due 03/15/2028	USD	830	912
4.625% due 03/15/2029		187	207
Sumitomo Mitsui Banking Corp.
2.352% due 01/17/2020		6,300	6,306
2.514% due 01/17/2020		6,300	6,307
Sumitomo Mitsui Financial Group, Inc.
2.742% due 01/17/2023		4,410	4,419
3.102% due 01/17/2023		1,196	1,229
Summit Properties Ltd.
2.000% due 01/31/2025	EUR	1,100	1,181
Tesco Property Finance 2 PLC
6.052% due 10/13/2039	GBP	4,773	8,105
Tesco Property Finance 3 PLC
5.744% due 04/13/2040		165	278
Tesco Property Finance 4 PLC
5.801% due 10/13/2040		401	679
Tesco Property Finance 6 PLC
5.411% due 07/13/2044		2,605	4,298
TLG Immobilien AG
0.375% due 09/23/2022	EUR	2,000	2,243
1.375% due 11/27/2024		1,500	1,741
1.500% due 05/28/2026		6,200	7,145
TP ICAP PLC
5.250% due 01/26/2024	GBP	2,100	2,943
5.250% due 05/29/2026		3,300	4,563
U.S. Capital Funding VI Ltd.
2.290% due 07/10/2043	USD	27,123	23,834
UBS AG (c)
4.750% due 02/12/2026	EUR	6,800	8,001
5.125% due 05/15/2024	USD	900	971
7.625% due 08/17/2022		6,000	6,764
UBS Group AG
2.650% due 02/01/2022		2,500	2,531
2.859% due 08/15/2023		1,000	1,015
3.491% due 05/23/2023		2,000	2,062
4.125% due 09/24/2025		2,870	3,130
4.125% due 04/15/2026		2,500	2,735
4.253% due 03/23/2028		1,800	1,986
5.750% due 02/19/2022 (c)(d)	EUR	3,200	3,913
7.000% due 02/19/2025 (c)(d)	USD	200	224
UDR, Inc.
3.500% due 01/15/2028		410	434
4.625% due 01/10/2022		103	108
UniCredit SpA
7.830% due 12/04/2023		72,590	85,634
Unique Pub Finance Co. PLC
5.659% due 06/30/2027	GBP	1,981	2,925
7.395% due 03/28/2024		1,886	2,814
Vesteda Finance BV
1.500% due 05/24/2027	EUR	1,100	1,300
VICI Properties 1 LLC
8.000% due 10/15/2023	USD	3,278	3,585
Voyager Aviation Holdings LLC
8.500% due 08/15/2021		3,970	4,125
Wells Fargo & Co.
3.111% due 02/11/2022		6,670	6,715
Wells Fargo Bank N.A.
2.434% due 07/23/2021		4,700	4,708
3.325% due 07/23/2021		7,650	7,720
Welltower, Inc.
4.250% due 04/15/2028		429	475
WP Carey, Inc.
3.850% due 07/15/2029		282	301
		額面 (千通貨)	時価 (千米ドル)
WPC Eurobond BV
1.350% due 04/15/2028	EUR	6,800	7,518
2.125% due 04/15/2027		2,100	2,488
2.250% due 04/09/2026		3,400	4,081
Yorkshire Building Society
3.000% due 04/18/2025	GBP	600	799
			2,686,426
工業 10.0%
AA Bond Co. Ltd.
2.750% due 07/31/2023		400	483
2.875% due 01/31/2022		2,100	2,632
4.249% due 07/31/2020		506	662
4.875% due 07/31/2024		900	1,160
AbbVie, Inc.
3.375% due 11/14/2021	USD	4,219	4,332
Allergan Funding SCS
3.000% due 03/12/2020		500	501
Altice Financing S.A.
5.250% due 02/15/2023	EUR	16,920	19,425
6.625% due 02/15/2023	USD	24,030	24,744
7.500% due 05/15/2026		4,100	4,366
Altice France S.A.
3.375% due 01/15/2028	EUR	2,300	2,576
5.500% due 01/15/2028	USD	4,400	4,493
7.375% due 05/01/2026		20,230	21,714
8.125% due 02/01/2027		4,300	4,778
American Airlines 2017-2 Class AA Pass-Through Trust
3.350% due 10/15/2029		441	458
Avon International Capital PLC
6.500% due 08/15/2022		464	483
Axiata SPV2 Bhd
3.466% due 11/19/2020		7,800	7,878
Bacardi Ltd.
4.450% due 05/15/2025		2,000	2,153
4.700% due 05/15/2028		2,600	2,848
Baidu, Inc.
3.875% due 09/29/2023		2,100	2,183
Bausch Health Cos., Inc.
6.500% due 03/15/2022		3,835	3,950
Bayer U.S. Finance II LLC
2.736% due 06/25/2021		1,600	1,605
BCPE Cycle Merger Sub II, Inc.
10.625% due 07/15/2027		1,282	1,202
BMW Finance NV
2.250% due 08/12/2022		33,500	33,644
Bombardier, Inc.
7.500% due 03/15/2025		274	263
7.875% due 04/15/2027		6,056	5,723
Boston Scientific Corp.
3.375% due 05/15/2022		2,260	2,336
Broadcom Corp.
2.200% due 01/15/2021		100	100
2.375% due 01/15/2020		100	100
2.650% due 01/15/2023		7,325	7,356
3.000% due 01/15/2022		6,026	6,106
3.625% due 01/15/2024		16,387	16,881
3.875% due 01/15/2027		12,106	12,235
Camelot Finance S.A.
4.500% due 11/01/2026		732	741
Campbell Soup Co.
2.619% due 03/16/2020		2,490	2,492
2.749% due 03/15/2021		2,030	2,035
Celgene Corp.
2.250% due 08/15/2021		3,660	3,679
		額面 (千通貨)	時価 (千米ドル)
Central Nippon Expressway Co. Ltd.
2.618% due 02/15/2022	USD	8,600	8,588
2.827% due 08/04/2020		7,800	7,814
Charles River Laboratories International, Inc.
4.250% due 05/01/2028		568	580
Charter Communications Operating LLC
3.559% due 02/01/2024		9,800	10,090
3.579% due 07/23/2020		26,426	26,655
4.464% due 07/23/2022		8,814	9,269
4.908% due 07/23/2025		806	889
Cigna Corp.
2.891% due 07/15/2023		6,926	6,955
CK Hutchison International 17 Ltd.
2.875% due 04/05/2022		2,000	2,023
Clear Channel Worldwide Holdings, Inc.
9.250% due 02/15/2024		6,678	7,358
Cleveland-Cliffs, Inc.
4.875% due 01/15/2024		1,040	1,071
CNH Industrial Capital LLC
4.375% due 11/06/2020		300	307
4.875% due 04/01/2021		80	83
Community Health Systems, Inc.
5.125% due 08/01/2021		30,443	30,481
6.250% due 03/31/2023		45,770	44,769
8.000% due 03/15/2026		11,418	11,190
8.625% due 01/15/2024		19,101	19,483
Conagra Brands, Inc.
2.512% due 10/09/2020		180	180
Connect Finco SARL
6.750% due 10/01/2026		1,330	1,383
Constellation Oil Services Holding S.A.
9.500% due 11/09/2024 (b)		754	381
Core & Main Holdings LP
8.625% due 09/15/2024 (e)		893	892
CSC Holdings LLC
6.500% due 02/01/2029		1,000	1,119
CSCEC Finance Cayman I Ltd.
2.950% due 11/19/2020		400	402
CVS Pass-Through Trust
7.507% due 01/10/2032		677	839
DAE Funding LLC
4.000% due 08/01/2020		5,348	5,395
4.500% due 08/01/2022		11,295	11,529
5.000% due 08/01/2024		6,465	6,764
5.250% due 11/15/2021		13,386	13,921
5.750% due 11/15/2023		6,316	6,632
Daimler Finance North America LLC
2.550% due 08/15/2022		10,050	10,127
2.700% due 06/14/2024		4,600	4,655
3.058% due 02/15/2022		16,750	16,863
3.100% due 08/15/2029		1,600	1,635
Danone S.A.
2.077% due 11/02/2021		408	408
Davide Campari-Milano SpA
2.750% due 09/30/2020	EUR	1,410	1,610
Dell Bank International DAC
0.625% due 10/17/2022		2,300	2,574
Dell International LLC
4.420% due 06/15/2021	USD	12,612	13,028
Delta Air Lines, Inc.
2.875% due 03/13/2020		1,720	1,724
3.625% due 03/15/2022		920	944
Diamond Resorts International, Inc.
7.750% due 09/01/2023		11,084	11,511
10.750% due 09/01/2024		260	270
		額面 (千通貨)	時価 (千米ドル)
DISH DBS Corp.
5.125% due 05/01/2020	USD	4,588	4,645
5.875% due 07/15/2022		270	283
DP World PLC
2.375% due 09/25/2026	EUR	990	1,190
4.250% due 09/25/2030	GBP	800	1,147
DR Horton, Inc.
4.000% due 02/15/2020	USD	290	292
DXC Technology Co.
3.082% due 03/01/2021		4,154	4,154
4.750% due 04/15/2027		254	269
Eagle Holding Co. II LLC
7.750% due 05/15/2022 (e)		292	297
Eastern Creation II Investment Holdings Ltd.
2.750% due 09/26/2020		2,300	2,304
eBay, Inc.
2.875% due 08/01/2021		248	252
3.800% due 03/09/2022		3,375	3,490
EI Group PLC
6.375% due 02/15/2022	GBP	5,600	7,390
6.875% due 02/15/2021		950	1,260
EMC Corp.
2.650% due 06/01/2020	USD	31,268	31,307
Energy Transfer Operating LP
4.150% due 10/01/2020		100	101
Energy Transfer Partners LP
5.750% due 09/01/2020		2,140	2,184
5.875% due 03/01/2022		450	481
EQT Corp.
2.869% due 10/01/2020		1,100	1,098
4.875% due 11/15/2021		150	154
Equifax, Inc.
3.028% due 08/15/2021		1,668	1,671
3.600% due 08/15/2021		586	601
Eurofins Scientific SE
2.125% due 07/25/2024	EUR	800	910
Exela Intermediate LLC
10.000% due 07/15/2023	USD	880	425
F-Brasile SpA
7.375% due 08/15/2026		900	945
Flex Ltd.
4.875% due 06/15/2029		1,851	2,004
FMG Resources August 2006 Pty Ltd.
4.500% due 09/15/2027		1,000	992
Ford Motor Credit Co. LLC
2.597% due 11/04/2019		1,300	1,300
3.550% due 10/07/2022		8,355	8,384
5.875% due 08/02/2021		400	420
8.125% due 01/15/2020		1,600	1,617
Fortress Transportation & Infrastructure Investors LLC
6.500% due 10/01/2025		8,426	8,531
6.750% due 03/15/2022		12,084	12,613
Fresenius Medical Care U.S. Finance II, Inc.
4.125% due 10/15/2020		16	16
Fresenius U.S. Finance II, Inc.
4.250% due 02/01/2021		190	194
G4S International Finance PLC
1.500% due 01/09/2023	EUR	1,400	1,600
GATX Corp.
3.007% due 11/05/2021	USD	3,900	3,918
General Electric Co.
0.000% due 05/28/2020	EUR	200	223
0.375% due 05/17/2022		1,500	1,672
2.200% due 01/09/2020	USD	405	405
3.100% due 01/09/2023		431	439
3.150% due 09/07/2022		126	128
		額面 (千通貨)	時価 (千米ドル)
4.375% due 09/16/2020	USD	46	47
5.500% due 01/08/2020		950	956
5.550% due 05/04/2020		567	576
5.550% due 01/05/2026		6,390	7,269
6.150% due 08/07/2037		257	317
6.875% due 01/10/2039		87	115
General Mills, Inc.
2.541% due 04/16/2021		2,524	2,532
General Motors Financial Co., Inc.
3.150% due 01/15/2020		125	125
3.200% due 07/13/2020		772	777
Global Payments, Inc.
2.650% due 02/15/2025		720	730
Greene King Finance PLC
3.593% due 03/15/2035	GBP	2,200	3,067
4.064% due 03/15/2035		686	990
5.106% due 03/15/2034		150	232
5.702% due 12/15/2034		4,156	5,001
Harvest Operations Corp.
2.330% due 04/14/2021	USD	2,884	2,895
Hilton Domestic Operating Co., Inc.
4.875% due 01/15/2030		572	609
Horizon Pharma USA, Inc.
5.500% due 08/01/2027		1,000	1,046
Hyundai Capital America
2.945% due 09/18/2020		3,198	3,205
iHeartCommunications, Inc.
6.375% due 05/01/2026		11,605	12,504
8.375% due 05/01/2027		21,507	23,173
IHO Verwaltungs GmbH (e)
3.625% due 05/15/2025	EUR	2,700	3,086
3.875% due 05/15/2027		1,500	1,687
6.000% due 05/15/2027	USD	3,520	3,648
6.375% due 05/15/2029		3,777	3,886
IMCD NV
2.500% due 03/26/2025	EUR	1,700	1,963
Imperial Brands Finance PLC
2.950% due 07/21/2020	USD	1,300	1,306
Incitec Pivot Finance LLC
6.000% due 12/10/2019		370	371
Indonesia Asahan Aluminium Persero PT
5.230% due 11/15/2021		8,350	8,755
5.710% due 11/15/2023		1,550	1,705
Intelsat Connect Finance S.A.
9.500% due 02/15/2023		3,960	3,693
Intelsat Jackson Holdings S.A.
5.500% due 08/01/2023		1,624	1,527
8.000% due 02/15/2024		4,321	4,449
8.500% due 10/15/2024		12,393	12,519
9.750% due 07/15/2025		5,841	6,090
Intelsat Luxembourg S.A.
7.750% due 06/01/2021		20,642	19,662
International Flavors & Fragrances, Inc.
3.400% due 09/25/2020		1,750	1,770
IQVIA, Inc.
2.875% due 09/15/2025	EUR	400	460
3.250% due 03/15/2025		500	572
Kinder Morgan, Inc.
7.750% due 01/15/2032	USD	2,500	3,445
Kraft Heinz Foods Co.
2.751% due 02/10/2021		1,690	1,689
6.500% due 02/09/2040		300	370
7.125% due 08/01/2039		4,200	5,417
L3Harris Technologies, Inc.
2.416% due 04/30/2020		5,600	5,602
		額面 (千通貨)	時価 (千米ドル)
Lear Corp.
5.250% due 01/15/2025	USD	16,138	16,641
Live Nation Entertainment, Inc.
4.750% due 10/15/2027		140	146
Martin Marietta Materials, Inc.
2.656% due 12/20/2019		680	680
2.800% due 05/22/2020		570	571
MGM Resorts International
6.625% due 12/15/2021		152	165
6.750% due 10/01/2020		6,108	6,352
Micron Technology, Inc.
4.185% due 02/15/2027		1,388	1,451
4.663% due 02/15/2030		3,470	3,649
5.327% due 02/06/2029		2,532	2,806
5.500% due 02/01/2025		794	817
Minmetals Bounteous Finance BVI Ltd.
3.500% due 07/30/2020		1,600	1,611
Mitchells & Butlers Finance PLC
2.569% due 12/15/2030		606	564
6.013% due 12/15/2028	GBP	1,013	1,496
Motion Bondco DAC
6.625% due 11/15/2027 (f)	USD	400	408
NCR Corp.
5.750% due 09/01/2027		56	58
Netflix, Inc.
3.625% due 05/15/2027	EUR	3,900	4,590
3.625% due 06/15/2030		4,200	4,690
3.875% due 11/15/2029		7,478	8,560
4.625% due 05/15/2029		7,600	9,296
4.875% due 06/15/2030	USD	3,100	3,142
5.375% due 11/15/2029		980	1,034
New Red Finance, Inc.
4.250% due 05/15/2024		4,823	4,962
Noble Holding International Ltd.
7.875% due 02/01/2026		6,875	4,572
Norwegian Air Shuttle ASA 2016-1 Class A Pass-Through Trust
4.875% due 05/10/2028		441	426
NXP BV
4.300% due 06/18/2029		2,200	2,350
Occidental Petroleum Corp.
2.600% due 08/13/2021		687	692
3.137% due 02/08/2021		857	863
3.437% due 08/13/2021		412	415
Ortho-Clinical Diagnostics, Inc.
6.625% due 05/15/2022		5,091	4,926
Pacific Drilling S.A.
8.375% due 10/01/2023		6,753	5,415
Pacific National Finance Pty Ltd.
4.625% due 09/23/2020		530	540
Pan American Energy LLC
56.635% due 11/20/2020	ARS	265,660	3,526
Panasonic Corp.
2.536% due 07/19/2022	USD	200	202
Par Pharmaceutical, Inc.
7.500% due 04/01/2027		2,604	2,480
Pelabuhan Indonesia III Persero PT
4.500% due 05/02/2023		1,600	1,692
Performance Food Group, Inc.
5.500% due 10/15/2027		508	540
Petroleos de Venezuela S.A. (b)
5.375% due 04/12/2027		11,932	805
5.500% due 04/12/2037		10,372	700
6.000% due 05/16/2024		8,283	559
6.000% due 11/15/2026		13,183	890
9.000% due 11/17/2021		400	27
9.750% due 05/17/2035		4,730	319
		額面 (千通貨)	時価 (千米ドル)
Petroleos Mexicanos
5.350% due 02/12/2028	USD	880	871
6.490% due 01/23/2027		6,170	6,594
6.500% due 03/13/2027		3,970	4,218
6.750% due 09/21/2047		390	389
6.840% due 01/23/2030		4,720	5,047
7.690% due 01/23/2050		2,430	2,647
PetSmart, Inc.
5.875% due 06/01/2025		563	557
Phillips 66
2.751% due 04/15/2020		900	900
Prime Security Services Borrower LLC
9.250% due 05/15/2023		653	688
QVC, Inc.
4.375% due 03/15/2023		1,376	1,430
4.450% due 02/15/2025		2,379	2,500
4.850% due 04/01/2024		2,983	3,157
5.125% due 07/02/2022		4,484	4,731
5.450% due 08/15/2034		39	39
5.950% due 03/15/2043		7,642	7,663
Radiate Holdco LLC
6.875% due 02/15/2023		2,806	2,883
RCI Banque S.A.
0.250% due 07/12/2021	EUR	1,300	1,455
0.250% due 03/08/2023		2,350	2,591
Refinitiv U.S. Holdings, Inc.
4.500% due 05/15/2026		14,530	17,611
Rite Aid Corp.
6.125% due 04/01/2023	USD	4,940	4,224
Roadster Finance DAC
1.625% due 12/09/2024	EUR	200	229
2.375% due 12/08/2027		1,000	1,170
Rockwell Collins, Inc.
2.800% due 03/15/2022	USD	194	198
Russian Railways Via RZD Capital PLC
3.374% due 05/20/2021	EUR	7,700	9,037
7.487% due 03/25/2031	GBP	6,300	10,926
Sands China Ltd.
4.600% due 08/08/2023	USD	3,100	3,286
5.125% due 08/08/2025		4,000	4,421
5.400% due 08/08/2028		5,200	5,896
Scotts Miracle-Gro Co.
4.500% due 10/15/2029		159	160
Sensata Technologies, Inc.
4.375% due 02/15/2030		564	569
Shire Acquisitions Investments Ireland DAC
2.400% due 09/23/2021		3,750	3,774
SMBC Aviation Capital Finance DAC
2.650% due 07/15/2021		400	403
3.000% due 07/15/2022		300	306
3.550% due 04/15/2024		1,000	1,040
4.125% due 07/15/2023		200	211
SoftBank Group Corp.
4.000% due 04/20/2023	EUR	12,281	14,657
Spanish Broadcasting System, Inc.
12.500% due 04/15/2049 (b)	USD	818	849
Spectra Energy Partners LP
2.827% due 06/05/2020		500	501
Spirit Issuer PLC
3.458% due 12/28/2031	GBP	1,060	1,353
Sprint Spectrum Co. LLC
3.360% due 09/20/2021	USD	2,500	2,522
4.738% due 03/20/2025		5,200	5,558
5.152% due 03/20/2028		18,240	19,903
		額面 (千通貨)	時価 (千米ドル)
Staples, Inc.
7.500% due 04/15/2026	USD	1,275	1,329
Syngenta Finance NV
3.698% due 04/24/2020		600	603
3.933% due 04/23/2021		1,600	1,627
4.441% due 04/24/2023		5,300	5,536
4.892% due 04/24/2025		800	848
5.182% due 04/24/2028		1,800	1,910
Tech Data Corp.
3.700% due 02/15/2022		1,572	1,613
Telefonica Emisiones S.A.
5.134% due 04/27/2020		230	233
Telesat Canada
6.500% due 10/15/2027		884	925
Tenet Healthcare Corp.
4.625% due 07/15/2024		447	462
4.625% due 09/01/2024		1,718	1,764
Teva Pharmaceutical Finance Co. BV
3.650% due 11/10/2021		900	867
Teva Pharmaceutical Finance IV BV
3.650% due 11/10/2021		418	403
Teva Pharmaceutical Finance IV LLC
2.250% due 03/18/2020		21,174	20,962
Teva Pharmaceutical Finance Netherlands II BV
0.375% due 07/25/2020	EUR	19,350	21,270
1.250% due 03/31/2023		1,800	1,769
3.250% due 04/15/2022		12,900	14,266
Teva Pharmaceutical Finance Netherlands III BV
2.200% due 07/21/2021	USD	25,398	24,173
2.800% due 07/21/2023		208	180
Textron, Inc.
2.731% due 11/10/2020		3,770	3,770
Thermo Fisher Scientific, Inc.
1.500% due 10/01/2039	EUR	2,000	2,169
Times Square Hotel Trust
8.528% due 08/01/2026	USD	1,694	1,987
T-Mobile USA, Inc.
4.750% due 02/01/2028		364	0
Topaz Solar Farms LLC
4.875% due 09/30/2039		1,111	1,169
5.750% due 09/30/2039		8,516	9,544
TransDigm, Inc.
5.500% due 11/15/2027 (f)		1,330	1,329
Transocean, Inc.
7.250% due 11/01/2025		2,595	2,303
7.500% due 01/15/2026		1,783	1,596
Trident TPI Holdings, Inc.
9.250% due 08/01/2024		869	845
Triumph Group, Inc.
5.250% due 06/01/2022		486	480
6.250% due 09/15/2024		1,541	1,622
Trivium Packaging Finance BV
5.500% due 08/15/2026		1,000	1,050
8.500% due 08/15/2027		600	641
UCB S.A.
3.750% due 03/27/2020	EUR	376	426
4.125% due 01/04/2021		150	175
United Group BV
4.375% due 07/01/2022		1,500	1,710
4.875% due 07/01/2024		565	653
United Rentals North America, Inc.
3.875% due 11/15/2027 (f)	USD	600	608
United Technologies Corp.
2.818% due 08/16/2021		983	983
Univision Communications, Inc.
5.125% due 05/15/2023		530	533
		額面 (千通貨)	時価 (千米ドル)
5.125% due 02/15/2025	USD	14,429	14,158
Valaris PLC
5.750% due 10/01/2044		2,116	868
7.750% due 02/01/2026		864	458
Vale Overseas Ltd.
6.250% due 08/10/2026		3,616	4,225
6.875% due 11/21/2036		1,207	1,541
6.875% due 11/10/2039		951	1,221
Vale S.A.
3.750% due 01/10/2023	EUR	1,500	1,819
ViaSat, Inc.
5.625% due 09/15/2025	USD	3,804	3,874
5.625% due 04/15/2027		403	426
Virgin Media Secured Finance PLC
5.000% due 04/15/2027	GBP	1,220	1,668
VMware, Inc.
2.300% due 08/21/2020	USD	568	569
2.950% due 08/21/2022		5,956	6,055
3.900% due 08/21/2027		540	558
Volkswagen Bank GmbH
0.000% due 06/15/2021	EUR	900	1,005
Volkswagen Financial Services AG
0.250% due 10/16/2020		5,577	6,243
0.398% due 02/15/2021		7,300	8,189
0.625% due 04/01/2022		5,349	6,038
Volkswagen Financial Services NV
1.625% due 11/30/2022	GBP	3,300	4,254
1.875% due 09/07/2021		300	391
Volkswagen Leasing GmbH
0.025% due 07/06/2021	EUR	1,000	1,117
0.250% due 02/16/2021		4,688	5,250
0.500% due 06/20/2022		875	985
Western Digital Corp.
4.750% due 02/15/2026	USD	5,260	5,385
Woodside Finance Ltd.
4.500% due 03/04/2029		3,510	3,830
Worldline S.A.
0.250% due 09/18/2024	EUR	3,600	3,981
Wyndham Destinations, Inc.
3.900% due 03/01/2023	USD	1,682	1,698
4.250% due 03/01/2022		115	118
5.400% due 04/01/2024		5,058	5,387
5.750% due 04/01/2027		1,464	1,605
YPF S.A.
54.567% due 09/24/2020	ARS	169,450	2,177
Zimmer Biomet Holdings, Inc.
3.375% due 11/30/2021	USD	124	127
			1,274,197
公益 2.9%
AT&T, Inc.
2.951% due 07/15/2021		1,383	1,398
China Resources Gas Group Ltd.
4.500% due 04/05/2022		400	417
CNOOC Finance 2015 Australia Pty Ltd.
2.625% due 05/05/2020		400	401
Duke Energy Corp.
2.675% due 05/14/2021		2,064	2,072
Duquesne Light Holdings, Inc.
6.400% due 09/15/2020		1,000	1,034
Edison International
2.400% due 09/15/2022		3,161	3,090
2.950% due 03/15/2023		118	117
5.750% due 06/15/2027		1,380	1,498
El Paso Natural Gas Co. LLC
8.625% due 01/15/2022		1,900	2,148
		額面 (千通貨)	時価 (千米ドル)
Enable Midstream Partners LP
4.950% due 05/15/2028	USD	424	435
Enbridge, Inc.
2.410% due 01/10/2020		8,800	8,805
2.819% due 06/15/2020		4,400	4,407
Florida Gas Transmission Co. LLC
5.450% due 07/15/2020		790	807
Frontier Communications Corp.
8.000% due 04/01/2027		2,154	2,267
Gazprom Neft OAO Via GPN Capital S.A.
4.375% due 09/19/2022		11,935	12,392
6.000% due 11/27/2023		28,785	32,009
Gazprom OAO Via Gaz Capital S.A.
2.250% due 11/22/2024	EUR	100	119
2.949% due 01/24/2024		450	546
3.600% due 02/26/2021		3,624	4,232
4.950% due 03/23/2027	USD	1,200	1,300
4.950% due 02/06/2028		1,000	1,092
5.150% due 02/11/2026		5,700	6,231
5.338% due 09/25/2020	GBP	1,018	1,364
5.999% due 01/23/2021	USD	2,322	2,426
6.510% due 03/07/2022		6,638	7,222
7.288% due 08/16/2037		500	676
8.625% due 04/28/2034		2,372	3,405
Global Switch Holdings Ltd.
2.250% due 05/31/2027	EUR	100	121
Kinder Morgan Energy Partners LP
6.850% due 02/15/2020	USD	2,750	2,786
Korea National Oil Corp.
2.125% due 04/14/2021		600	600
Odebrecht Drilling Norbe VIII/IX Ltd.
6.350% due 12/01/2021		331	331
Odebrecht Offshore Drilling Finance Ltd.
6.720% due 12/01/2022		307	302
Pacific Gas & Electric Co. (b)
2.450% due 08/15/2022		4,250	3,953
2.950% due 03/01/2026		7,492	6,986
3.250% due 09/15/2021		3,713	3,509
3.250% due 06/15/2023		7,001	6,546
3.300% due 03/15/2027		3,838	3,598
3.300% due 12/01/2027		11,095	10,471
3.400% due 08/15/2024		5,770	5,467
3.500% due 10/01/2020		9,206	8,769
3.500% due 06/15/2025		4,937	4,690
3.750% due 02/15/2024		3,579	3,391
3.750% due 08/15/2042		418	382
3.850% due 11/15/2023		2,049	1,936
4.000% due 12/01/2046		197	180
4.250% due 05/15/2021		3,093	2,954
4.250% due 08/01/2023		2,300	2,208
4.250% due 03/15/2046		982	906
4.300% due 03/15/2045		1,196	1,106
4.450% due 04/15/2042		2,186	2,038
4.500% due 12/15/2041		743	687
4.600% due 06/15/2043		334	316
4.650% due 08/01/2028		100	97
4.750% due 02/15/2044		1,085	1,047
5.125% due 11/15/2043		3,393	3,289
5.400% due 01/15/2040		8,388	8,304
5.800% due 03/01/2037		6,765	6,765
6.050% due 03/01/2034		19,770	19,918
6.250% due 03/01/2039		3,287	3,361
6.350% due 02/15/2038		5,896	6,014
Petrobras Global Finance BV
5.093% due 01/15/2030		28,821	30,579
5.875% due 03/07/2022	EUR	800	1,010
		額面 (千通貨)	時価 (千米ドル)
6.125% due 01/17/2022	USD	13,441	14,463
6.250% due 12/14/2026	GBP	6,234	9,568
6.625% due 01/16/2034		2,900	4,480
6.850% due 06/05/2115	USD	316	364
Plains All American Pipeline LP
6.650% due 01/15/2037		416	481
Rio Oil Finance Trust Series 2014-1
9.250% due 07/06/2024		2,653	2,965
Rio Oil Finance Trust Series 2014-3
9.750% due 01/06/2027		830	972
Rio Oil Finance Trust Series 2018-1
8.200% due 04/06/2028		2,800	3,213
Rosneft Finance S.A.
7.250% due 02/02/2020		750	760
Sabine Pass Liquefaction LLC
5.625% due 02/01/2021		664	685
San Diego Gas & Electric Co.
3.750% due 06/01/2047		62	65
Sempra Energy
2.569% due 03/15/2021		8,200	8,179
SGSP Australia Assets Pty Ltd.
3.300% due 04/09/2023		250	257
Sinopec Group Overseas Development 2015 Ltd.
2.500% due 04/28/2020		200	200
Southern California Edison Co.
3.650% due 03/01/2028		118	125
5.750% due 04/01/2035		196	235
6.000% due 01/15/2034		54	66
6.650% due 04/01/2029		578	678
Southern California Gas Co.
5.125% due 11/15/2040		32	40
Southern Co.
2.750% due 06/15/2020		396	398
Sprint Communications, Inc.
6.000% due 11/15/2022		2,712	2,875
7.000% due 08/15/2020		17,292	17,857
Sprint Corp.
7.125% due 06/15/2024		488	531
7.250% due 09/15/2021		30,046	32,136
7.625% due 03/01/2026		839	930
7.875% due 09/15/2023		6,029	6,670
State Grid Overseas Investment 2016 Ltd.
2.250% due 05/04/2020		200	200
2.750% due 05/04/2022		1,700	1,718
Talen Energy Supply LLC
6.625% due 01/15/2028		580	563
Transocean Phoenix 2 Ltd.
7.750% due 10/15/2024		1,470	1,525
Transocean Proteus Ltd.
6.250% due 12/01/2024		41	41
Transocean Sentry Ltd.
5.375% due 05/15/2023		1,200	1,193
Verizon Communications, Inc.
5.250% due 03/16/2037		387	488
			371,448
社債合計			4,332,071
(取得原価 4,244,317千米ドル)
転換社債 0.0%
Caesars Entertainment Corp.
5.000% due 10/01/2024		2,906	5,152
Ensco Jersey Finance Ltd.
3.000% due 01/31/2024		262	170
転換社債合計			5,322
(取得原価 4,540千米ドル)
		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	771
6.725% due 04/01/2035		280	328
7.350% due 07/01/2035		545	660
Chicago, Illinois, General Obligation Bonds, Series 2003
5.100% due 06/01/2033		1,740	1,883
Chicago, Illinois, General Obligation Bonds, Series 2015
7.750% due 01/01/2042		130	149
Chicago, Illinois, General Obligation Bonds, Series 2017
7.045% due 01/01/2029		370	411
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2001
5.125% due 07/01/2031 (b)		17,360	13,345
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2006 (b)
5.000% due 07/01/2031		420	323
5.250% due 07/01/2023		500	385
5.250% due 07/01/2026		1,000	770
5.250% due 07/01/2049		610	462
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2007 (b)
5.000% due 07/01/2027		700	538
5.000% due 07/01/2028		75	58
5.250% due 07/01/2032		400	308
5.250% due 07/01/2034		400	308
5.250% due 07/01/2037		410	316
Commonwealth of Puerto Rico, General ObligationBonds, Series 2008 (b)
5.000% due 07/01/2023		300	230
5.125% due 07/01/2028		130	100
5.500% due 07/01/2032		10,780	8,274
5.700% due 07/01/2023		685	512
6.000% due 07/01/2038		4,070	3,164
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2009 (b)
5.750% due 07/01/2038		550	415
6.000% due 07/01/2039		215	164
6.500% due 07/01/2037		400	313
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2011 (b)
5.375% due 07/01/2030		685	494
5.750% due 07/01/2041		1,900	1,377
6.500% due 07/01/2040		120	91
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2012 (b)
4.125% due 07/01/2022		500	327
5.000% due 07/01/2021		1,010	677
5.000% due 07/01/2041		3,660	2,351
5.125% due 07/01/2037		800	528
5.500% due 07/01/2026		1,900	1,278
5.500% due 07/01/2039		4,215	2,835
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2014
8.000% due 07/01/2035 (b)		13,450	8,171
Puerto Rico Electric Power Authority, Build America Bonds, Series 2010 (b)
6.050% due 07/01/2032		800	609
6.125% due 07/01/2040		3,000	2,284
Salt Lake, Utah, Utah State Board of Regents Revenue Bonds, Series 2016
2.573% due 09/25/2056		1,025	1,023
Salt Lake, Utah, Utah State Board of Regents Revenue Bonds, Series 2017
2.573% due 01/25/2057		9,489	9,472
		額面 (千通貨)	時価 (千米ドル)
Travis, Texas, Texas Public Finance Authority Revenue Bonds, Series 2014
8.250% due 07/01/2024	USD	700	706
地方債合計			66,410
(取得原価 47,609千米ドル)
米国政府関係機関 34.7%
Fannie Mae
2.123% due 05/25/2048		5,318	5,272
2.500% due 10/01/2022		233	236
3.000% due 08/01/2049		16,240	16,522
3.000% due 09/01/2049		81,801	83,235
3.500% due 08/01/2042		55	58
3.500% due 09/01/2047		850	881
3.500% due 03/01/2048		222	229
3.500% due 04/01/2048		451	466
3.500% due 06/01/2049		3,328	3,415
4.000% due 07/01/2040		132	137
4.000% due 12/01/2041		164	170
4.000% due 07/01/2042		272	281
4.000% due 08/01/2042		56	58
4.000% due 09/01/2042		312	323
4.000% due 11/01/2045		412	436
4.000% due 03/01/2047		231	242
4.000% due 04/01/2047		880	943
4.000% due 08/01/2047		20,382	21,394
4.000% due 10/01/2047		954	1,001
4.000% due 12/01/2047		137	142
4.000% due 01/01/2048		204	215
4.000% due 02/01/2048		2,465	2,587
4.000% due 07/01/2048		43,468	45,239
4.000% due 08/01/2048		29,483	30,595
4.000% due 09/01/2048		24,883	25,944
4.000% due 11/01/2048		94,859	98,521
4.000% due 12/01/2048		3,515	3,648
4.000% due 03/01/2049		39,914	41,422
4.000% due 08/01/2049		614	638
4.377% due 05/25/2048 (g)		5,318	1,203
4.500% due 05/01/2033		18	19
4.500% due 07/01/2033		35	37
4.500% due 05/01/2034		1	1
4.500% due 05/01/2035		7	7
4.500% due 02/01/2038		2	2
4.500% due 01/01/2041		476	494
4.750% due 06/01/2033		206	213
5.000% due 10/01/2035		75	77
5.000% due 12/01/2035		241	253
5.000% due 10/01/2036		7	7
5.000% due 05/01/2038		4	4
5.000% due 11/01/2039		8	8
5.000% due 10/01/2051		453	477
5.500% due 07/01/2033		41	45
5.500% due 06/01/2035		814	860
5.500% due 04/01/2036		2	2
5.500% due 11/01/2036		7	8
5.500% due 03/01/2037		16	17
5.500% due 09/01/2037		10	11
5.500% due 02/01/2038		4	4
5.500% due 04/01/2038		26	28
6.000% due 08/01/2031		29	30
6.000% due 06/01/2032		6	6
6.000% due 09/01/2039		413	447
6.000% due 10/01/2047		28	30
6.500% due 01/01/2037		4	5
6.500% due 10/01/2037		9	10
7.000% due 09/01/2031		36	36
7.000% due 05/01/2037		2	2
		額面 (千通貨)	時価 (千米ドル)
7.500% due 09/01/2032	USD	11	11
Fannie Mae, TBA (f)
2.500% due 12/01/2034		3,000	3,031
3.000% due 12/01/2033		9,500	9,725
3.000% due 12/01/2049		134,200	136,236
3.500% due 12/01/2048		570,200	585,546
4.000% due 11/01/2048		101,825	105,675
4.000% due 12/01/2048		221,500	230,049
Freddie Mac
3.000% due 11/01/2046		202	207
3.000% due 12/01/2047		7,858	8,037
3.000% due 03/01/2048		459	469
3.000% due 06/01/2048		24,993	25,523
3.000% due 07/01/2048		55,061	56,209
3.000% due 09/01/2048		343	350
3.000% due 09/01/2049		41,768	42,499
3.500% due 10/01/2047		8,069	8,362
3.500% due 12/01/2047		3,343	3,462
3.500% due 03/01/2048		9,878	10,209
3.500% due 04/01/2048		4,101	4,240
3.500% due 10/01/2048		8,076	8,311
3.500% due 12/01/2048		16,820	17,304
3.500% due 03/01/2049		12,292	12,630
3.500% due 05/01/2049		109,290	112,309
3.500% due 08/01/2049		22,634	23,259
3.500% due 09/01/2049		109,625	112,629
4.000% due 09/01/2033		5	5
4.000% due 04/01/2047		1,500	1,575
4.000% due 05/01/2047		1,505	1,580
4.000% due 08/01/2047		2,391	2,512
4.000% due 08/01/2048		4,950	5,144
4.000% due 09/01/2048		2,077	2,158
4.000% due 10/01/2048		2,151	2,236
4.000% due 12/01/2048		55,577	58,484
4.000% due 01/01/2049		5,322	5,520
4.000% due 02/01/2049		24,943	26,183
4.000% due 03/01/2049		1,783	1,881
4.000% due 08/01/2049		363	377
4.500% due 05/01/2036		6	6
4.629% due 06/15/2042 (g)		77	15
5.000% due 06/01/2034		451	480
5.000% due 08/01/2035		72	75
5.000% due 01/01/2037		4	4
5.000% due 01/01/2038		2	2
5.500% due 01/01/2035		1,488	1,624
5.500% due 05/01/2037		5	6
5.500% due 06/01/2037		209	218
5.500% due 07/01/2037		38	40
5.750% due 05/01/2037		427	476
6.000% due 07/01/2037		50	53
Ginnie Mae
4.000% due 04/20/2047		7,290	7,671
4.000% due 05/20/2047		134,889	141,603
4.000% due 06/20/2047		63,229	66,366
4.000% due 07/20/2047		57,397	60,253
4.000% due 02/20/2048		43,247	45,312
4.000% due 09/20/2049		127,814	133,887
4.500% due 01/20/2040		242	256
4.500% due 03/20/2040		36	38
5.000% due 08/20/2030		785	837
5.000% due 05/20/2040		599	633
5.000% due 11/20/2040		20	21
5.000% due 04/20/2041		26	27
5.500% due 05/20/2038		8	9
5.500% due 06/20/2038		208	223
5.500% due 07/20/2038		83	86
		額面 (千通貨)	時価 (千米ドル)
5.500% due 08/20/2038	USD	598	639
5.500% due 09/20/2038		312	333
5.500% due 10/20/2038		30	31
5.500% due 01/20/2039		12	12
5.500% due 02/20/2039		64	68
5.500% due 07/20/2039		64	67
5.500% due 09/20/2039		149	159
5.500% due 10/20/2039		12	13
5.500% due 11/20/2039		423	451
5.500% due 12/20/2039		27	29
5.500% due 01/20/2040		355	372
5.500% due 06/20/2040		507	563
5.500% due 07/20/2040		530	555
Ginnie Mae, TBA (f)
4.000% due 11/01/2048		648,250	674,129
4.000% due 12/15/2049		1,232,550	1,281,178
米国政府関係機関合計			4,431,350
(取得原価 4,419,133千米ドル)
米国長期国債 4.7%
Treasury Inflation Protected Securities (h)
0.125% due 04/15/2020		1,205	1,199
0.250% due 07/15/2029		153,357	155,098
0.375% due 01/15/2027		5	5
0.375% due 07/15/2027		1,322	1,346
0.625% due 07/15/2021		80	80
0.625% due 02/15/2043		781	801
0.750% due 07/15/2028		95,765	100,851
0.875% due 01/15/2029		59,419	63,228
1.000% due 02/15/2048		1,977	2,213
1.000% due 02/15/2049		31,300	35,255
2.375% due 01/15/2025		26,976	30,026
U.S. Treasury Bonds
2.250% due 08/15/2046		100	101
2.375% due 05/15/2029		134,400	142,538
2.625% due 02/15/2029		5,000	5,407
2.750% due 08/15/2047		2,830	3,167
3.000% due 08/15/2048		155	182
3.000% due 02/15/2049		77	91
3.125% due 05/15/2048		180	216
U.S. Treasury Notes
1.625% due 02/15/2026		2,200	2,204
2.000% due 02/15/2025		11,021	11,270
2.000% due 08/15/2025		1,400	1,433
2.000% due 11/15/2026		800	821
2.250% due 11/15/2024		12,300	12,719
2.250% due 02/15/2027		28,000	29,241
米国長期国債合計			599,492
(取得原価 579,629千米ドル)
モーゲージバック証券 34.5%
Accredited Mortgage Loan Trust
2.768% due 07/25/2035		9,806	9,779
3.518% due 07/25/2035 (b)		715	632
ACE Securities Corporation Home Equity Loan Trust
1.978% due 08/25/2036		7,210	7,087
2.618% due 01/25/2035		1,168	1,173
2.648% due 02/25/2034		6,677	6,648
2.723% due 08/25/2035		5,023	5,012
Adjustable Rate Mortgage Trust
2.773% due 08/25/2035		5,961	5,957
AFC Home Equity Loan Trust
2.633% due 06/25/2029		2,323	2,020
Alternative Loan Trust
1.993% due 01/25/2037 (b)		6,182	6,084
1.993% due 07/25/2046		5,587	5,588
2.003% due 07/25/2036		11,852	11,403
2.013% due 08/25/2046 (b)		16,392	13,481
		額面 (千通貨)	時価 (千米ドル)
2.023% due 05/25/2036	USD	21,089	19,177
2.036% due 09/20/2046		1,867	1,646
2.056% due 03/20/2046		9,783	9,176
2.073% due 12/25/2046		25,897	24,355
2.093% due 07/25/2036		22,690	19,143
2.423% due 01/25/2036		3,342	3,298
3.740% due 08/25/2035 (b)		665	611
3.766% due 08/25/2035 (b)		757	734
4.277% due 09/25/2034		1,405	1,391
5.500% due 06/25/2035		8,125	8,158
5.500% due 08/25/2035 (b)		97	98
5.500% due 02/25/2036 (b)		24	21
6.000% due 07/25/2037 (b)		31,280	23,024
7.000% due 10/25/2037		37,167	22,542
Ameriquest Mortgage Securities Trust
2.163% due 04/25/2036		9,785	9,770
2.233% due 03/25/2036		27,500	27,159
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
3.089% due 09/25/2032		515	529
3.578% due 10/25/2034		9,000	8,825
Argent Mortgage Loan Trust
2.303% due 05/25/2035		31,701	30,599
Argent Securities Trust
2.003% due 04/25/2036		8,656	3,715
Argent Securities, Inc. Asset-Backed Pass-Through Certificates
2.333% due 10/25/2035		36,400	35,553
4.353% due 09/25/2033		1,933	1,946
Asset-Backed Funding Certificates Trust
2.483% due 03/25/2035		9,929	9,863
2.558% due 06/25/2035		12,354	12,201
Asset-Backed Pass-Through Certificates
2.873% due 04/25/2035		7,004	7,011
Asset-Backed Securities Corporation Home Equity Loan Trust
2.133% due 05/25/2036 (b)		27,532	25,324
Atrium Hotel Portfolio Trust
3.344% due 06/15/2035		18,395	18,436
Banc of America Alternative Loan Trust (b)
5.326% due 04/25/2022		182	182
6.000% due 07/25/2046		2,811	2,747
Bayview Opportunity Master Fund IVa Trust
3.475% due 06/28/2034		4,273	4,284
BCAP LLC Trust
2.244% due 07/26/2036		317	311
5.876% due 04/26/2037		4,621	3,830
6.000% due 04/26/2036		8,686	7,281
Bear Stearns Adjustable Rate Mortgage Trust
3.963% due 11/25/2034		314	314
Bear Stearns Alternative-A Trust
1.993% due 04/25/2037		10,054	8,110
2.243% due 11/25/2046		7,840	8,534
Bear Stearns Asset-Backed Securities I Trust
2.023% due 04/25/2037 (b)		2,274	3,819
2.063% due 02/25/2037		7,304	8,405
2.183% due 04/25/2036		12,325	12,293
2.223% due 02/25/2036 (b)		7,436	7,431
2.223% due 05/25/2036 (b)		12,848	6,590
2.253% due 12/25/2035		8,426	8,458
2.323% due 12/25/2035		2,088	2,086
2.523% due 11/25/2035 (b)		4,919	4,588
2.543% due 12/25/2035		9,463	7,838
2.843% due 06/25/2034		7,780	7,828
2.873% due 08/25/2037		25,563	22,510
4.777% due 05/25/2036 (g)		12,848	573
		額面 (千通貨)	時価 (千米ドル)
Bear Stearns Asset-Backed Securities Trust
2.083% due 10/25/2036	USD	1,919	1,922
4.043% due 06/25/2035		3,853	3,811
Bear Stearns Mortgage Funding Trust
2.023% due 02/25/2037 (b)		9,164	10,087
Business Loan Express Business Loan Trust
2.113% due 09/25/2038		2,284	2,142
2.373% due 09/25/2038		1,107	1,025
2.923% due 09/25/2038		80	75
BX Trust
3.064% due 07/15/2034		1,685	1,688
Caesars Palace Las Vegas Trust
4.354% due 10/15/2034		9,700	10,129
Canada Square Funding PLC
0.000% due 10/17/2051	GBP	49,957	64,774
CBA Commercial Small Balance Commercial Mortgage
5.540% due 01/25/2039 (b)	USD	1,442	1,197
Centex Home Equity Loan Trust
2.468% due 03/25/2035		5,514	5,495
CGGS Commercial Mortgage Trust
2.821% due 02/15/2037		23,290	23,257
3.271% due 02/15/2037		9,280	9,273
4.221% due 02/15/2037		22,780	22,913
CGMS Commercial Mortgage Trust
3.014% due 07/15/2030		12,796	12,707
ChaseFlex Trust
2.123% due 07/25/2037		1,450	1,295
Chevy Chase Funding LLC Mortgage-Backed Certificates
2.183% due 03/25/2035		703	705
CIT Mortgage Loan Trust
3.173% due 10/25/2037		17,085	17,313
Citigroup Commercial Mortgage Trust
0.287% due 03/10/2047 (g)		25,400	347
Citigroup Mortgage Loan Trust
1.963% due 12/25/2036		5,791	5,670
2.083% due 01/25/2037		1,860	1,858
2.158% due 08/25/2036		15,784	7,789
2.223% due 03/25/2037		15,986	16,010
2.443% due 12/25/2035		1,166	1,170
2.643% due 09/25/2037		28,262	25,764
4.212% due 08/25/2036		8,659	8,734
4.442% due 07/25/2037 (b)		6,129	5,976
4.524% due 11/25/2038		963	982
6.750% due 05/25/2036 (b)		12,920	9,451
Citigroup Mortgage Loan Trust, Inc.
2.403% due 07/25/2035		2,330	2,346
2.858% due 05/25/2035		6,300	6,290
Civic Mortgage LLC
4.349% due 11/25/2022		737	739
Commercial Mortgage Trust
0.170% due 04/10/2047 (g)		33,000	260
Conseco Finance Corp.
6.870% due 04/01/2030		3,332	3,483
6.920% due 12/01/2030		2,584	2,847
7.500% due 03/01/2030		56,572	38,307
7.600% due 04/15/2026		5,661	3,416
7.700% due 09/15/2026		1,470	1,552
Countrywide Asset-Backed Certificates
1.963% due 06/25/2035 (b)		2,486	2,277
1.963% due 06/25/2037		21,218	20,185
1.963% due 07/25/2037 (b)		2,605	2,387
1.973% due 04/25/2047 (b)		6,842	6,612
1.983% due 05/25/2037 (b)		16,734	16,613
1.993% due 06/25/2047		1,529	1,526
2.003% due 11/25/2047		13,343	12,727
2.043% due 08/25/2037		25,800	23,483
		額面 (千通貨)	時価 (千米ドル)
2.053% due 05/25/2037 (b)	USD	12,783	12,021
2.053% due 10/25/2047		25,934	25,131
2.063% due 05/25/2036		10,447	8,318
2.073% due 02/25/2036		1,500	1,429
2.173% due 03/25/2036 (b)		1,857	1,716
2.223% due 06/25/2036		6,300	6,269
2.243% due 01/25/2045		5,681	5,683
2.263% due 04/25/2036		10,000	10,056
2.304% due 08/26/2033		386	373
2.553% due 06/25/2035		7,000	6,565
2.573% due 02/25/2034 (b)		8,405	8,418
2.978% due 06/25/2033 (b)		831	822
3.428% due 01/25/2034 (b)		189	191
Countrywide Home Loan Mortgage Pass-Through Trust
3.955% due 11/25/2034		16	16
4.590% due 06/25/2034		2	2
5.500% due 11/25/2035 (b)		9,226	7,849
6.000% due 07/25/2036		33,648	28,193
6.000% due 11/25/2037		6,752	5,761
Credit Suisse Mortgage Capital
1.571% due 06/27/2037		6,036	6,134
2.188% due 11/27/2036		7,567	8,247
3.000% due 01/29/2036		2,321	2,337
3.000% due 07/25/2037		226	226
5.874% due 10/26/2036		308	297
Credit Suisse Mortgage Capital Trust
0.000% due 01/25/2058		49	49
0.000% due 04/25/2058 (g)		1	1
2.664% due 07/15/2032		5,200	5,195
2.914% due 07/15/2032		4,000	3,997
3.114% due 07/15/2032		2,400	2,399
3.550% due 01/25/2058		26,693	26,492
3.864% due 04/25/2058		68,022	69,391
3.904% due 06/25/2050		47,273	38,791
4.517% due 06/01/2050		122,065	126,153
Credit-Based Asset Servicing & Securitization LLC
6.980% due 03/25/2046		4,266	4,504
Credit-Based Asset Servicing & Securitization Trust
1.973% due 07/25/2036		4,096	4,068
CS First Boston Mortgage Securities Corp.
4.273% due 01/25/2033		2,047	2,035
CWABS Asset-Backed Certificates Trust
2.063% due 03/25/2037		33,000	31,614
2.063% due 03/25/2047 (b)		26,535	24,398
2.083% due 09/25/2046		5,600	5,393
2.543% due 05/25/2036 (b)		2,232	860
2.873% due 03/25/2035		5,500	5,622
2.948% due 12/25/2034		1,786	1,803
5.633% due 06/25/2035		8,644	9,217
CWHEQ Revolving Home Equity Loan Resuritization Trust
2.164% due 03/15/2030		4,868	4,749
Deutsche Alternative-A Securities Mortgage Loan Trust
1.983% due 03/25/2037		13,510	8,232
2.153% due 08/25/2037 (b)		36,916	31,279
2.323% due 09/25/2047		24,235	22,856
Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust
4.156% due 10/25/2035 (b)		15,061	14,910
Deutsche Mortgage & Asset Receiving Corp.
2.117% due 11/27/2036		4,206	4,150
Downey Savings & Loan Association Mortgage Loan Trust
2.036% due 10/19/2036 (b)		12,476	11,299
2.146% due 10/19/2045 (b)		3,153	3,168
2.176% due 09/19/2045		7,541	6,265
Dragon Finance BV
1.794% due 07/13/2023	GBP	180	226
		額面 (千通貨)	時価 (千米ドル)
Dutch Property Finance BV
0.276% due 01/28/2048	EUR	19,587	21,921
Ellington Loan Acquisition Trust
2.923% due 05/25/2037	USD	1,813	1,820
EMC Mortgage Loan Trust
2.873% due 04/25/2042 (b)		10,016	9,293
3.323% due 04/25/2042		67	67
Encore Credit Receivables Trust
2.753% due 11/25/2035		6,510	6,539
European Residential Loan Securitisation DAC
0.399% due 03/24/2063	EUR	21,700	24,140
Eurosail PLC
0.942% due 09/10/2044	GBP	458	591
Eurosail-UK PLC
1.555% due 09/13/2045		5,947	7,335
1.735% due 06/13/2045		14,134	18,182
FBR Securitization Trust
2.498% due 10/25/2035	USD	20,968	15,614
2.503% due 10/25/2035		13,229	13,223
2.588% due 09/25/2035		7,500	7,306
Finsbury Square PLC
1.430% due 09/12/2065	GBP	31,959	41,282
First Franklin Mortgage Loan Trust
1.973% due 07/25/2036	USD	650	650
1.983% due 04/25/2036		6,248	6,112
2.283% due 01/25/2036		10,000	9,678
2.528% due 05/25/2036		6,259	6,254
2.678% due 04/25/2035		5,000	5,031
First Horizon Alternative Mortgage Securities Trust (b)
2.323% due 05/25/2035		2,257	1,789
3.177% due 05/25/2035 (g)		2,256	298
Fremont Home Loan Trust
1.963% due 02/25/2037		10,272	7,824
2.843% due 01/25/2035		6,493	6,367
GMAC Commercial Mortgage Asset Corp.
5.456% due 03/10/2051		12,423	13,521
Great Wolf Trust
0.000% due 09/15/2034 (b)(g)		104,500	1
2.764% due 09/15/2034		8,400	8,403
3.014% due 09/15/2034		13,900	13,906
GreenPoint Mortgage Funding Trust
2.383% due 11/25/2045		78	65
Grifonas Finance PLC
0.000% due 08/28/2039	EUR	993	1,023
GS Mortgage Securities Corporation Trust
3.419% due 10/10/2032	USD	3,300	3,412
4.591% due 10/10/2032		7,600	7,720
GSAA Home Equity Trust
6.500% due 11/25/2037 (b)		24	17
GSAMP Trust
1.963% due 03/25/2047		5,809	5,618
1.973% due 06/25/2036		2,550	2,546
1.983% due 01/25/2037		23,210	15,892
1.983% due 05/25/2046		1,052	1,044
2.083% due 06/25/2036		20,000	19,568
2.468% due 11/25/2035 (b)		7,684	6,259
GSMSC Resecuritization Trust
2.198% due 09/26/2036		5,613	4,336
6.359% due 04/26/2037		40,011	14,610
GSR Mortgage Loan Trust
2.123% due 03/25/2037		10,177	3,363
4.877% due 03/25/2037 (g)		10,177	2,789
HarborView Mortgage Loan Trust
2.086% due 12/19/2036 (b)		1,477	1,423
2.406% due 02/19/2036		17,021	15,802
2.486% due 08/19/2045		12,297	12,380
		額面 (千通貨)	時価 (千米ドル)
Hawksmoor Mortgages
0.000% due 05/25/2053	GBP	80,500	104,416
Home Equity Asset Trust
2.063% due 10/25/2036	USD	23,475	9,575
2.133% due 07/25/2036		238	239
Home Equity Mortgage Loan Asset-Backed Trust
1.963% due 11/25/2036		20,014	19,206
2.003% due 06/25/2036		4,562	4,476
2.063% due 04/25/2037		17,152	12,965
2.813% due 08/25/2035		5,750	5,795
HSI Asset Securitization Corp. Trust
2.073% due 05/25/2037		7,197	6,829
Impac CMB Trust
2.503% due 01/25/2035		19,049	19,320
Impac Secured Assets Corp.
2.103% due 03/25/2036 (b)		19,475	17,028
Impac Secured Assets Trust
2.013% due 01/25/2037		4,352	3,973
IMT Trust
2.614% due 06/15/2034		2,400	2,397
2.864% due 06/15/2034		1,800	1,799
3.014% due 06/15/2034		1,100	1,100
IndyMac IMJA Mortgage Loan Trust
6.500% due 10/25/2037		10,987	9,748
IndyMac IMSC Mortgage Loan Trust
3.692% due 06/25/2037 (b)		12,125	10,386
IndyMac INDX Mortgage Loan Trust
2.003% due 02/25/2037 (b)		37,062	35,781
2.013% due 10/25/2036		7,317	4,584
3.459% due 07/25/2037		28,148	26,940
3.618% due 04/25/2037		21,083	19,884
3.799% due 04/25/2037 (b)		10,975	10,497
3.871% due 03/25/2036 (b)		6,762	6,240
3.998% due 11/25/2036 (b)		19,512	17,005
IXIS Real Estate Capital Trust
2.588% due 12/25/2035		7,393	7,441
Jefferies Resecuritization Trust
7.366% due 06/25/2047 (b)		918	847
JPMorgan Alternative Loan Trust
2.103% due 04/25/2047		4,045	3,908
4.267% due 03/25/2036 (b)		593	543
5.730% due 03/25/2036 (b)		309	309
JPMorgan Chase Commercial Mortgage Securities Trust
2.764% due 10/15/2032		11,125	11,114
3.014% due 10/15/2032		7,000	6,993
3.314% due 10/15/2032		7,200	7,195
4.054% due 10/15/2032		11,000	11,025
5.337% due 05/15/2047		263	246
JPMorgan Mortgage Acquisition Corp.
2.003% due 03/25/2036		14,768	14,649
JPMorgan Mortgage Acquisition Trust
2.023% due 05/25/2036		4,202	4,210
2.073% due 07/25/2036		9,839	9,800
2.093% due 05/25/2036		12,851	12,456
2.093% due 08/25/2036		8,600	7,977
2.093% due 06/25/2037		34,606	33,004
2.103% due 06/25/2037 (b)		22,826	19,304
JPMorgan Mortgage Trust (b)
2.123% due 10/25/2035		7,089	5,984
4.288% due 01/25/2037		917	887
JPMorgan Resecuritization Trust
3.216% due 05/26/2037		11,175	10,913
4.359% due 02/26/2037		4,428	4,391
Kentmere No.2 PLC
0.000% due 01/28/2042	GBP	159,405	206,536
0.000% due 01/28/2042		15,191	19,856
		額面 (千通貨)	時価 (千米ドル)
Lansdowne Mortgage Securities No.1 PLC
0.000% due 06/15/2045	EUR	5,314	5,584
Legacy Mortgage Asset Trust
3.000% due 06/25/2059	USD	295	296
3.438% due 05/25/2059		96	97
3.794% due 01/28/2070		148,874	151,815
Lehman XS Trust
2.013% due 12/25/2036		11,431	8,743
2.023% due 02/25/2037 (b)		21,012	20,586
2.083% due 02/25/2047		25,236	24,315
2.203% due 09/25/2036		9,916	8,830
6.500% due 06/25/2046		7,246	7,268
Liberty
2.140% due 10/10/2049	AUD	10,056	6,927
Long Beach Mortgage Loan Trust
2.013% due 02/25/2036	USD	7,035	6,299
2.013% due 03/25/2046		38,279	17,942
3.923% due 06/25/2034		827	826
Madison Avenue Manufactured Housing Contract Trust
5.073% due 03/25/2032		3,162	3,221
MASTR Adjustable Rate Mortgages Trust
3.926% due 04/25/2034		2	2
MASTR Asset-Backed Securities Trust
2.043% due 11/25/2036		34	24
2.193% due 01/25/2036		7,500	7,104
2.973% due 08/25/2037		17,208	15,389
MASTR Specialized Loan Trust
2.303% due 02/25/2036		5,708	4,594
Merrill Lynch First Franklin Mortgage Loan Trust
2.823% due 10/25/2037		13,841	14,087
3.323% due 10/25/2037		26,000	26,379
Merrill Lynch Mortgage Investors Trust
1.963% due 05/25/2037		23,895	14,225
2.203% due 08/25/2035		17	18
2.543% due 07/25/2034		5,581	5,512
2.618% due 09/25/2035		4,283	4,285
2.903% due 10/25/2035		1,849	1,846
4.437% due 02/25/2033		17	17
Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust
1.948% due 07/25/2036		7,734	6,787
1.973% due 07/25/2036		56,241	28,099
2.063% due 06/25/2036		30,463	26,691
2.073% due 07/25/2036		55,965	28,821
2.093% due 03/25/2036		8,388	8,371
2.528% due 07/25/2035		2,009	2,021
2.558% due 07/25/2035		6,912	6,897
2.823% due 03/25/2033		122	122
2.823% due 07/25/2037		488	486
Morgan Stanley Bank of America Merrill Lynch Trust
0.817% due 11/15/2052 (g)		137,608	7,059
Morgan Stanley Capital I, Inc. Trust
2.183% due 02/25/2036 (b)		18,272	16,224
Morgan Stanley Dean Witter Capital I Trust
7.635% due 07/15/2033		3,163	3,302
Morgan Stanley Home Equity Loan Trust
2.163% due 02/25/2036		13,790	13,248
Morgan Stanley IXIS Real Estate Capital Trust
2.053% due 07/25/2036		12,554	6,700
Morgan Stanley Mortgage Loan Trust
3.622% due 11/25/2037		2,063	1,854
6.000% due 12/25/2035 (b)		838	660
Morgan Stanley Reremic Trust
2.178% due 11/26/2036		9,745	8,730
Mortgage Loan Trust
4.870% due 03/25/2034		3,310	3,372
		額面 (千通貨)	時価 (千米ドル)
Motel 6 Trust
2.834% due 08/15/2034	USD	25,492	25,533
3.104% due 08/15/2034		22,568	22,605
4.064% due 08/15/2034		2,332	2,341
Natixis Commercial Mortgage Securities Trust
2.664% due 02/15/2033		9,300	9,267
3.014% due 02/15/2033		8,265	8,235
3.790% due 11/15/2032		1,400	1,430
3.821% due 02/15/2039		2,900	3,189
3.964% due 02/15/2033		3,600	3,590
New York Mortgage Trust
2.363% due 04/25/2035		1,245	1,239
Newgate Funding PLC
0.941% due 12/15/2050	GBP	22,200	26,471
Nomura Asset Acceptance Corporation Alternative Loan Trust
5.034% due 05/25/2035 (b)	USD	4,648	3,572
Nomura Home Equity Loan, Inc. Home Equity Loan Trust
2.333% due 05/25/2035		7,400	7,214
5.745% due 10/25/2036 (b)		24,442	9,537
Nomura Resecuritization Trust
2.146% due 03/26/2037		8,026	5,135
4.225% due 11/26/2036		1,686	1,704
NovaStar Mortgage Funding Trust
1.983% due 10/25/2036		6,830	4,002
2.023% due 09/25/2037		37,872	37,020
2.143% due 05/25/2036		14,381	14,220
2.543% due 10/25/2035		2,500	2,484
Oncilla Mortgage Funding PLC
2.180% due 12/12/2043	GBP	8,708	11,325
Option One Mortgage Loan Trust
1.923% due 02/25/2037	USD	6,110	4,019
1.943% due 03/25/2037		17,082	15,589
1.963% due 03/25/2037		48,494	44,607
Paragon Mortgages No.13 PLC
1.007% due 01/15/2039	GBP	3,715	4,578
Paragon Mortgages No.26 PLC
0.000% due 05/15/2045		22,700	29,331
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
2.313% due 09/25/2035	USD	4,713	4,721
2.343% due 09/25/2035 (b)		25,075	22,718
People's Financial Realty Mortgage Securities Trust
1.983% due 09/25/2036		28,208	7,936
PFP Ltd.
3.164% due 07/14/2035		281	282
Popular Asset-Backed Securities Mortgage Pass-Through Trust (b)
2.133% due 11/25/2036		14,843	11,487
5.250% due 07/25/2035		9,601	8,373
Precise Mortgage Funding PLC
0.000% due 12/12/2055	GBP	0	1,896
1.430% due 12/12/2054		4,801	6,183
Quest Trust
3.248% due 03/25/2035	USD	6,060	5,849
RAAC Trust
2.293% due 02/25/2036 (b)		6,250	6,087
2.573% due 06/25/2047		22,817	17,640
RBSGC Mortgage Loan Trust
6.000% due 01/25/2037 (b)		6	5
RBSSP Resecuritization Trust
2.546% due 04/26/2037		127	127
Real Estate Asset Liquidity Trust
2.419% due 06/12/2054	CAD	9,254	7,027
Renaissance Home Equity Loan Trust
2.183% due 11/25/2034	USD	60	57
2.823% due 09/25/2037		49	40
		額面 (千通貨)	時価 (千米ドル)
5.612% due 04/25/2037	USD	10,135	4,601
5.675% due 06/25/2037 (b)		3,910	1,684
Residential Accredit Securities Corporation Trust
1.973% due 01/25/2037		1,700	1,694
1.983% due 11/25/2036 (b)		5,115	4,948
2.043% due 02/25/2037		14,000	13,417
2.123% due 01/25/2037		36,488	23,343
2.153% due 04/25/2036		17,500	17,514
2.473% due 09/25/2035		7,400	7,449
3.398% due 04/25/2034		1,548	1,484
Residential Asset Mortgage Products Trust
2.223% due 02/25/2036		5,490	5,463
2.323% due 09/25/2035		12,591	12,410
2.483% due 10/25/2035		2,873	2,890
2.498% due 11/25/2035		13,000	12,846
2.503% due 12/25/2035		16,946	15,483
Residential Asset Securitization Trust
5.500% due 10/25/2035 (b)		4,000	3,869
Residential Mortgage Securities 29 PLC
1.726% due 12/20/2046	GBP	8,558	11,083
Residential Mortgage Securities 30 PLC
1.576% due 03/20/2050		10,750	13,877
RESIMAC Bastille Trust
2.773% due 09/05/2057	USD	10,100	10,103
Ripon Mortgages PLC
1.561% due 08/20/2056	GBP	18,737	24,257
Rochester Financing No.2 PLC
2.076% due 06/18/2045		6,782	8,806
Saxon Asset Securities Trust
2.618% due 03/25/2035 (b)	USD	1,734	1,698
3.573% due 12/25/2037		5,725	5,762
Securitized Asset-Backed Receivables LLC Trust
2.093% due 03/25/2036		8,239	7,759
2.373% due 10/25/2035		10,136	9,959
2.873% due 03/25/2035		9,450	8,896
Sequoia Mortgage Trust
2.046% due 05/20/2035		2,977	2,985
2.366% due 06/20/2034		46	45
Sestante Finance Srl
0.000% due 07/23/2046	EUR	12,546	12,724
SG Mortgage Securities Trust
2.003% due 02/25/2036	USD	5,947	3,931
Shamrock Residential DAC
5.056% due 11/24/2057	EUR	7,410	8,283
6.500% due 11/24/2057		6,290	7,019
12.000% due 11/24/2057		18,970	14,723
Soundview Home Loan Trust
2.063% due 07/25/2036	USD	24,020	22,713
2.103% due 06/25/2036 (b)		4,109	3,153
2.133% due 06/25/2036 (b)		43,418	34,010
2.473% due 03/25/2036		8,102	4,749
Specialty Underwriting & Residential Finance Trust
2.798% due 12/25/2035		2,154	2,163
2.803% due 10/25/2035		3,053	3,067
Stonemont Portfolio Trust
2.696% due 08/20/2030		22,995	23,001
2.946% due 08/20/2030		9,880	9,883
Structured Adjustable Rate Mortgage Loan Trust
2.143% due 10/25/2035		8,004	7,834
2.473% due 08/25/2035		14,580	13,244
3.790% due 05/25/2035 (b)		102	90
4.414% due 06/25/2037		6,566	6,533
5.170% due 07/25/2035 (b)		3,340	2,556
Structured Asset Investment Loan Trust
1.973% due 06/25/2036		10,720	10,516
		額面 (千通貨)	時価 (千米ドル)
2.543% due 04/25/2035	USD	4,440	4,473
2.623% due 02/25/2034		28,755	28,974
3.023% due 12/25/2034		9,152	9,209
Structured Asset Mortgage Investments II Trust
2.033% due 09/25/2047 (b)		33,302	34,907
2.521% due 04/19/2035		3,414	3,417
Structured Asset Mortgage Investments Trust
2.506% due 09/19/2032		43	43
Structured Asset Securities Corporation Mortgage Loan Trust
1.953% due 05/25/2036		13,624	13,136
2.073% due 05/25/2036		5,426	4,735
2.083% due 04/25/2036		808	807
2.133% due 07/25/2036		35,849	35,620
2.323% due 04/25/2031		8,945	8,896
2.753% due 11/25/2035		19,865	19,998
Sutherland Commercial Mortgage Loans
3.192% due 05/25/2037		1,202	1,195
Taurus UK DAC
0.000% due 06/22/2029	GBP	5,500	7,122
Terwin Mortgage Trust
3.203% due 03/25/2035	USD	2,943	2,783
Theatre Hospitals No.1 PLC
3.785% due 10/15/2031	GBP	1,382	1,667
Theatre Hospitals No.2 PLC
3.785% due 10/15/2031		651	788
Towd Point Mortgage Funding Granite4 PLC
1.820% due 10/20/2051		30,624	39,812
Towd Point Mortgage Funding PLC
1.820% due 10/20/2051		7,423	9,650
Trinidad Mortgage Securities PLC
1.599% due 01/24/2059		26,020	33,489
Trinity Square PLC
1.935% due 07/15/2051		487	633
Truman Capital Mortgage Loan Trust
2.083% due 03/25/2036	USD	2,650	2,626
Twin Bridges PLC
1.560% due 09/12/2044	GBP	14,319	18,458
VOLT LXIV LLC
3.375% due 10/25/2047	USD	1,783	1,791
WaMu Mortgage Pass-Through Certificates Trust
2.543% due 01/25/2045		130	129
Warwick Finance Residential Mortgages Number Three PLC
0.000% due 12/21/2049	GBP	0	684
0.000% due 12/21/2049		0	2,681
1.565% due 12/21/2049		44,345	57,384
2.265% due 12/21/2049		4,921	6,378
2.765% due 12/21/2049		2,460	3,203
3.265% due 12/21/2049		1,406	1,836
3.765% due 12/21/2049		1,406	1,811
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust (b)
3.240% due 10/25/2046	USD	16,759	12,215
5.500% due 11/25/2035		111	111
Wells Fargo Home Equity Asset-Backed Securities Trust
2.033% due 03/25/2037		2,100	2,011
2.093% due 07/25/2036		10,000	9,963
Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates
2.123% due 04/25/2034		6,375	6,284
Wells Fargo Mortgage-Backed Securities Trust
4.563% due 10/25/2036 (b)		381	384
WFRBS Commercial Mortgage Trust
0.416% due 03/15/2047 (g)		8,800	170
モーゲージバック証券合計			4,414,075
(取得原価 4,352,148千米ドル)
		額面 (千通貨)	時価 (千米ドル)
アセットバック証券 7.1%
AASET Trust
3.967% due 05/16/2042	USD	232	235
Aircraft Certificate Owner Trust
7.001% due 09/20/2022		177	185
ALESCO Preferred Funding XI Ltd.
2.609% due 12/23/2036		5,000	3,925
American Homes 4 Rent Trust
6.231% due 10/17/2036		1,150	1,283
Arbor Realty Commercial Real Estate Notes Ltd.
2.904% due 08/15/2027		7,960	7,966
Avery Point III CLO Ltd.
3.123% due 01/18/2025		903	903
B&M CLO Ltd.
2.731% due 04/16/2026		5,824	5,820
BFNS
3.994% due 01/25/2029		55,050	55,033
Black Diamond CLO Ltd.
3.052% due 02/06/2026		2,305	2,306
BSPRT Issuer Ltd.
2.964% due 03/15/2028		17,350	17,366
4.464% due 03/15/2028		8,960	8,987
5.364% due 03/15/2028		4,050	4,068
Cairn CLO III BV
0.650% due 10/20/2028	EUR	9,400	10,496
Cairn CLO VI BV
0.790% due 07/25/2029		5,520	6,160
Capitalsource Real Estate Loan Trust
2.668% due 01/20/2037	USD	3,907	3,818
2.928% due 01/20/2037		13,400	12,709
3.028% due 01/20/2037		4,800	4,432
3.128% due 01/20/2037		2,700	2,092
Castlelake Aircraft Securitization Trust
4.125% due 06/15/2043		3,244	3,320
Catamaran CLO Ltd.
2.786% due 01/27/2028		7,200	7,161
Cavendish Square Funding PLC
0.202% due 02/11/2055	EUR	549	613
0.542% due 02/11/2055		1,500	1,677
Compartment VCL 28
0.000% due 01/21/2025		4,841	5,423
Crecera Americas LLC
0.000% due 07/31/2022	COP	62,570,000	18,512
7.078% due 11/30/2021	CLP	23,414,122	31,597
Crown Point CLO 5 Ltd.
2.942% due 07/17/2028	USD	6,300	6,284
Denali Capital CLO X LLC
2.986% due 10/26/2027		11,000	10,996
Dryden 35 Euro CLO BV
0.718% due 05/17/2027	EUR	17,244	19,227
Euromax VI ABS Ltd.
0.000% due 04/18/2097		1	1
FAB CBO BV
0.573% due 08/20/2080 (b)		342	310
FAB UK Ltd.
1.365% due 12/06/2045	GBP	1,622	1,971
Figueroa CLO Ltd.
3.006% due 06/20/2027	USD	18,508	18,514
Gateway Casinos & Entertainment Ltd.
5.000% due 03/12/2038	CAD	9,082	7,369
GLS Auto Receivables Issuer Trust
2.580% due 07/17/2023	USD	20,066	20,110
Goodgreen
3.930% due 10/15/2053		9,003	9,522
		額面 (千通貨)	時価 (千米ドル)
Halcyon Loan Advisors Funding Ltd.
3.053% due 10/22/2025	USD	2,524	2,524
3.453% due 08/01/2025		18	18
Harley Marine Financing LLC
5.682% due 05/15/2043		5,617	4,739
JMP Credit Advisors CLO IIIR Ltd.
2.852% due 01/17/2028		32,994	32,868
Jubilee CLO BV
0.422% due 07/12/2028	EUR	2,120	2,365
LP Credit Card Asset-Backed Securities Master Trust
3.822% due 08/20/2024	USD	7,428	7,392
Marlette Funding Trust
3.710% due 12/15/2028		1,129	1,141
METAL LLC
4.581% due 10/15/2042		16,085	16,345
MMcapS Funding XVII Ltd.
2.488% due 12/01/2035		586	556
Monarch Grove CLO
2.820% due 01/25/2028		20,900	20,824
National Collegiate Student Loan Trust
2.063% due 07/25/2030		997	991
2.093% due 03/26/2029		1,391	1,390
2.435% due 10/25/2033		15,035	14,380
2.486% due 06/25/2029		2,264	2,246
Navient Private Education Loan Trust
4.071% due 12/15/2045		6,518	6,748
Nelnet Student Loan Trust
2.423% due 03/25/2030		5,955	5,955
2.623% due 09/25/2065		4,714	4,730
OCP CLO Ltd.
2.756% due 10/26/2027		25,200	25,144
2.852% due 04/17/2027		12,191	12,181
Octagon Investment Partners XXIII Ltd.
2.851% due 07/15/2027		25,300	25,258
Pangaea ABS SPV
0.057% due 12/28/2096	EUR	2,438	2,702
Penta CLO 2 BV
0.790% due 08/04/2028		16,600	18,554
Renoir CDO BV
0.425% due 10/07/2095		2,196	2,451
1.475% due 10/07/2095		5,568	6,239
5.184% due 10/07/2095		5,405	6,079
RMF Buyout Issuance Trust
3.436% due 11/25/2028	USD	1,864	1,867
Sapphire Aviation Finance
4.250% due 03/15/2040		29,514	30,283
Saranac CLO III Ltd.
3.259% due 06/22/2030		27,300	27,285
SCF RC Funding II LLC
4.100% due 06/25/2047		4,531	4,620
Silver Arrow Canada
2.129% due 03/15/2021	CAD	8,700	6,628
SLM Private Credit Student Loan Trust
2.319% due 06/15/2023	USD	2,194	2,191
SoFi Consumer Loan Program LLC
2.770% due 05/25/2026		1,115	1,120
SoFi Professional Loan Program LLC
2.650% due 09/25/2040		3,173	3,202
Sorrento Park CLO DAC
0.544% due 11/16/2027	EUR	18,365	20,500
SpringCastle Funding Asset-Backed Notes
3.200% due 05/27/2036	USD	21,705	21,978
Springleaf Funding Trust
2.680% due 07/15/2030		22,700	22,783
St Paul's CLO VI DAC
0.850% due 08/20/2030	EUR	3,600	4,002
		額面 (千通貨)	時価 (千米ドル)
Starwood Waypoint Homes Trust
2.864% due 01/17/2035	USD	11,279	11,277
3.084% due 01/17/2035		1,400	1,400
3.314% due 01/17/2035		4,727	4,727
3.864% due 01/17/2035		8,600	8,613
Taberna Preferred Funding I Ltd.
2.513% due 07/05/2035		5,320	4,842
2.807% due 07/05/2035		2,147	1,953
Telos CLO Ltd.
2.952% due 04/17/2028		24,100	24,063
3.272% due 01/17/2027		14,727	14,769
Theatre Hospitals PLC
4.190% due 12/15/2024	GBP	43	0
Thunderbolt Aircraft Lease Ltd.
4.212% due 05/17/2032	USD	632	648
TICP CLO III-2 Ltd.
2.806% due 04/20/2028		33,600	33,599
Tikehau CLO BV
0.600% due 08/04/2028	EUR	1,600	1,783
Tralee CLO V Ltd.
3.076% due 10/20/2028	USD	5,250	5,217
Tropic CDO V Ltd.
2.321% due 07/15/2036		13,346	11,928
TruPS Financials Note Securitization Ltd.
3.274% due 03/30/2039		23,134	22,555
3.726% due 09/20/2039		5,634	5,578
Venture XVII CLO Ltd.
2.881% due 04/15/2027		36,720	36,596
Vertical Bridge CC LLC
5.193% due 10/15/2046		387	398
Z Capital Credit Partners CLO Ltd.
2.951% due 07/16/2027		35,115	35,035
アセットバック証券合計			905,651
(取得原価 909,149千米ドル)
ソブリン発行体 3.9%
Abu Dhabi Government International Bond
2.500% due 10/11/2022		2,300	2,328
3.125% due 10/11/2027		16,500	17,254
Argentina Bocon
59.928% due 10/04/2022	ARS	1,017	9
Argentina Government International Bond
3.375% due 01/15/2023	EUR	8,600	3,705
3.380% due 12/31/2038		10,385	4,570
3.750% due 12/31/2038	USD	22,274	8,971
3.875% due 01/15/2022	EUR	10,500	4,658
4.625% due 01/11/2023	USD	16,261	6,586
5.000% due 01/15/2027	EUR	1,100	469
5.250% due 01/15/2028		2,500	1,065
5.625% due 01/26/2022	USD	15,410	6,549
5.875% due 01/11/2028		12,190	4,678
6.250% due 11/09/2047	EUR	500	216
6.625% due 07/06/2028	USD	150	59
6.875% due 01/26/2027		5,000	1,988
6.875% due 01/11/2048		670	264
7.125% due 07/06/2036		9,180	3,626
7.500% due 04/22/2026		3,350	1,437
7.820% due 12/31/2033	EUR	21,712	11,719
56.700% due 04/03/2022	ARS	836,910	4,926
60.517% due 03/01/2020		62,336	511
Argentina POM Politica Monetaria
72.606% due 06/21/2020		4,233,891	28,530
Argentina Treasury Bills
0.000% due 04/28/2020		45,067	482
0.000% due 10/29/2020		85,900	608
Argentina Treasury Bond BONCER
2.500% due 07/22/2021 (h)		29,700	375
		額面 (千通貨)	時価 (千米ドル)
Autonomous Community of Catalonia
4.900% due 09/15/2021	EUR	1,350	1,628
4.950% due 02/11/2020		250	283
6.350% due 11/30/2041		250	441
Bonos de la Nacion Argentina con Ajuste por CER
4.000% due 03/06/2020 (h)	ARS	68,350	675
Corp. Andina de Fomento
3.950% due 10/15/2021 (h)	MXN	758	39
Croatia Government International Bond
6.750% due 11/05/2019	USD	12,900	12,914
Export Credit Bank of Turkey
8.250% due 01/24/2024		3,000	3,210
Export-Import Bank of India
2.750% due 08/12/2020		630	632
KSA Sukuk Ltd.
2.894% due 04/20/2022		5,200	5,287
Kuwait International Government Bond
2.750% due 03/20/2022		2,460	2,500
3.500% due 03/20/2027		6,500	7,009
Peru Government International Bond
5.400% due 08/12/2034	PEN	74	24
5.700% due 08/12/2024		6,797	2,262
5.940% due 02/12/2029		56,722	19,134
6.150% due 08/12/2032		98,515	33,573
6.350% due 08/12/2028		50,656	17,531
6.950% due 08/12/2031		28,967	10,508
8.200% due 08/12/2026		1,866	704
8.200% due 08/12/2026		81,838	30,876
Provincia de Buenos Aires
57.612% due 04/12/2025	ARS	373,969	1,750
61.097% due 05/31/2022		60,600	319
Qatar Government International Bond
3.875% due 04/23/2023	USD	10,300	10,878
5.103% due 04/23/2048		2,400	3,065
Russia Government International Bond
5.000% due 04/29/2020		700	711
Saudi Government International Bond
2.375% due 10/26/2021		3,500	3,511
2.875% due 03/04/2023		6,800	6,952
3.250% due 10/26/2026		9,800	10,151
3.625% due 03/04/2028		2,200	2,319
4.000% due 04/17/2025		61,900	66,590
4.375% due 04/16/2029		3,600	4,027
4.500% due 10/26/2046		1,300	1,433
4.625% due 10/04/2047		2,100	2,357
5.000% due 04/17/2049		7,300	8,666
Serbia Government International Bond
7.250% due 09/28/2021		2,103	2,298
South Africa Government International Bond
4.850% due 09/30/2029		8,200	8,143
5.750% due 09/30/2049		8,200	7,956
Tanzania Government International Bond
7.989% due 03/09/2020		111	113
Turkey Government International Bond
4.625% due 03/31/2025	EUR	21,500	24,814
5.200% due 02/16/2026		2,982	3,500
5.625% due 03/30/2021	USD	4,600	4,710
5.750% due 03/22/2024		2,000	2,020
6.350% due 08/10/2024		5,869	6,059
7.500% due 11/07/2019		900	901
7.625% due 04/26/2029		43,400	46,655
Ukraine Government International Bond
7.750% due 09/01/2023		4,390	4,705
Venezuela Government International Bond (b)
6.000% due 12/09/2020		3,367	362
7.000% due 03/31/2038		1,883	205
		額面 (千通貨)	時価 (千米ドル)
7.650% due 04/21/2025	USD	5,349	582
7.750% due 04/13/2020		1,200	130
8.250% due 10/13/2024		5,991	652
9.000% due 05/07/2023		3,161	344
9.250% due 09/15/2027		4,274	465
9.250% due 05/07/2028		6,512	708
11.750% due 10/21/2026		680	74
11.950% due 08/05/2031		6,000	653
ソブリン発行体合計			503,591
(取得原価 694,662千米ドル)
		証券数
普通株式 0.3%
Caesars Entertainment Corp.		1,078,632	13,246
Clear Channel Outdoor Holdings, Inc.		5,292,182	12,331
Eurobank Ergasias S.A.		10,169,333	10,312
iHeartMedia, Inc. Class A		294,195	4,219
iHeartMedia, Inc. Class B		3,948	57
National Bank of Greece S.A.		102,570	348
Westmoreland Mining Holdings LLC		8,912	111
普通株式合計			40,624
(取得原価 50,317千米ドル)
商業不動産証券 0.1%
VICI Properties, Inc.		760,482	17,909
商業不動産証券合計			17,909
(取得原価 5,574千米ドル)
ワラント 0.2%
iHeart Media, Inc.
12/31/2049		1,916,029	27,476
Sequa Corp.
04/28/2024		42,000	51
ワラント合計			27,527
(取得原価 39,333千米ドル)
優先証券 0.2%
Nationwide Building Society
10.250%		74,050	15,571
Sequa Corp.
9.000%		955	995
Stichting AK Rabobank Certificaten
6.500% (d)		21,310	3,042
優先証券合計			19,608
(取得原価 19,400千米ドル)
		額面 (千通貨)
短期金融商品 0.3%
定期預金 0.2%
Australia and New Zealand Banking Group Ltd.
0.350% due 11/01/2019	AUD	796	549
Bank of Nova Scotia
0.920% due 11/01/2019	CAD	13	10
1.330% due 11/01/2019	USD	434	434
BNP Paribas Bank
1.330% due 11/01/2019		218	218
5.290% due 11/01/2019	ZAR	6,289	417
Brown Brothers Harriman & Co.
(1.570%) due 11/01/2019	CHF	2	2
(0.950%) due 11/01/2019	DKK	237	35
(0.670%) due 11/01/2019	EUR	10	12
(0.370%) due 11/01/2019	SEK	457	47
(0.270%) due 11/01/2019	JPY	273	3
0.350% due 11/01/2019	AUD	21	15
0.380% due 11/01/2019	GBP	66	85
0.920% due 11/01/2019	CAD	1	1
1.330% due 11/01/2019	USD	2	2
5.290% due 11/01/2019	ZAR	575	38
Citibank N.A.
1.330% due 11/01/2019	USD	1,200	1,200
Credit Suisse AG
(1.570%) due 11/01/2019	CHF	9	9
DBS Bank Ltd.
1.330% due 11/01/2019	USD	2,399	2,399
HSBC Bank PLC
(0.670%) due 11/01/2019	EUR	929	1,036
0.380% due 11/01/2019	GBP	274	354
JPMorgan Chase Bank N.A.
1.330% due 11/01/2019	USD	2,399	2,399
MUFG Bank Ltd.
(0.270%) due 11/01/2019	JPY	554,262	5,127
National Australia Bank Ltd.
0.350% due 11/01/2019	AUD	211	145
Sumitomo Mitsui Banking Corp.
(0.670%) due 11/01/2019	EUR	525	586
1.330% due 11/01/2019	USD	36	36
Sumitomo Mitsui Trust Bank Ltd.
(0.670%) due 11/01/2019	EUR	135	150
(0.270%) due 11/01/2019	JPY	254,036	2,350
0.380% due 11/01/2019	GBP	6,855	8,871
1.330% due 11/01/2019	USD	2,743	2,743
			29,273
アルゼンチン短期国債 0.1%
61.136% due 05/29/2020 (i)	ARS	78,409	553
81.834% due 05/15/2020 (j)		224,010	2,244
			2,797
短期金融商品合計			32,070
(取得原価 35,317千米ドル)

			時価 (千米ドル)
有価証券投資合計(a) 125.6%			16,060,371
(取得原価 16,079,164千米ドル)
金融デリバティブ商品 (0.3%)			(46,349)
(取得原価またはプレミアム(純額) (35,984)千米ドル)
その他の資産および負債(純額) (25.3%)			(3,229,810)
純資産 100.0%			12,784,212

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る場合があります。
(a)2019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85.2%、英国13.2%、ケイマン諸島6.8%、その他20.4%です。
(b)当該証券は、デフォルト状態にあります。
(c)偶発転換社債です。
(d)永久債の償還日は、コール日を記載しています。
(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)発行時決済証券です。
(g)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。
(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。
(j)利率は満期までの利回り(加重平均)です。