半期報告書(内国投資信託受益証券)-第7期(令和3年8月26日-令和4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7期中間計算期間自 2021年8月26日至 2022年2月25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。

(中間貸借対照表に関する注記)

項目			第6期2021年8月25日現在	第7期中間計算期間末2022年2月25日現在
1.		期首元本額	5,941,447,934円	3,937,267,876円
		期中追加設定元本額	176,284,808円	502,374,064円
		期中一部解約元本額	2,180,464,866円	392,355,308円
2.		受益権の総数	3,937,267,876口	4,047,286,632口
3.		元本の欠損	-	純資産額が元本総額を下回っており、その差額は138,505,856円であります。

(中間損益及び剰余金計算書に関する注記)

項目			第6期中間計算期間自 2020年8月26日至 2021年2月25日	第7期中間計算期間自 2021年8月26日至 2022年2月25日
1.		委託費用	信託財産の運用の指図にかかわる権限の全部または一部を委託するために要する費用として委託者報酬の中から支弁している額17,949,174円	信託財産の運用の指図にかかわる権限の全部または一部を委託するために要する費用として委託者報酬の中から支弁している額14,151,486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6期2021年8月25日現在	第7期中間計算期間末2022年2月25日現在
1.	中間貸借対照表計上額、時価及びその差額	貸借対照表上の金融商品は原則としてすべて時価で評価しているため、貸借対照表計上額と時価との差額はありません。	中間貸借対照表上の金融商品は原則としてすべて時価で評価しているため、中間貸借対照表計上額と時価との差額はありません。
2.	時価の算定方法	(1)有価証券「(重要な会計方針に係る事項に関する注記)」にて記載しております。(2)デリバティブ取引該当事項はありません。(3)上記以外の金融商品上記以外の金融商品(コール・ローン等の金銭債権及び金銭債務)は短期間で決済されるため、帳簿価額は時価と近似していることから、当該帳簿価額を時価としております。	同左
3.	金融商品の時価等に関する事項についての補足説明	金融商品の時価には、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。	同左

(デリバティブ取引等に関する注記)
該当事項はありません。
(1口当たり情報に関する注記)

	第6期2021年8月25日現在	第7期中間計算期間末2022年2月25日現在
1口当たり純資産額	1.0001円	0.9658円
(1万口当たり純資産額)	(10,001円)	(9,658円)

(参考)
当ファンドは、「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」投資信託証券及び「DIAMマネーマザーファンド」受益証券を主要投資対象としており、中間貸借対照表の資産の部に計上された「投資信託受益証券」及び「親投資信託受益証券」は、すべてこれらの証券であります。
同投資信託の状況は以下の通りであります。
なお、以下に記載した状況は監査の対象外となっております。
DIAMマネーマザーファンド
貸借対照表

(単位:円)
	2022年2月25日現在
資産の部
流動資産
コール・ローン	281,749,245
国債証券	910,807,500
未収利息	197,252
前払費用	49,040
流動資産合計	1,192,803,037
資産合計	1,192,803,037
負債の部
流動負債
流動負債合計	-
負債合計	-
純資産の部
元本等
元本	1,184,299,773
剰余金
剰余金又は欠損金(△)	8,503,264
元本等合計	1,192,803,037
純資産合計	1,192,803,037
負債純資産合計	1,192,803,037

注記表
(重要な会計方針に係る事項に関する注記)

項目		自 2021年8月26日 至 2022年2月25日
1.	有価証券の評価基準及び評価方法	国債証券 個別法に基づき、原則として時価で評価しております。時価評価にあたっては、金融商品取引業者、銀行等の提示する価額(但し、売気配相場は使用しない)、価格情報会社の提供する価額又は日本証券業協会発表の売買参考統計値(平均値)等で評価しております。

(貸借対照表に関する注記)

項目			2022年2月25日現在
1.		本報告書における開示対象ファンドの期首における当該親投資信託の元本額	1,035,978,459円
		同期中追加設定元本額	148,321,314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)	990,775円
		バンクローン・ファンド(ヘッジなし)	15,843,407円
		バンクローン・ファンド(ヘッジあり)	13,867,169円
		新光バンクローン・ファンド・ネオ(円ヘッジ型)	5,049,059円
		バンクローン・ファンド(ヘッジなし/年1回決算型)	1,088,285円
		バンクローン・ファンド(ヘッジあり/年1回決算型)	98,095円
		新光ピムコ・ストラテジック・インカム・ファンド10月号	3,959,763円
		新光ピムコ・ストラテジック・インカム・ファンド11月号	989,197円
		新光ピムコ・ストラテジック・インカム・ファンド12月号	494,102円
		新光ピムコ・ストラテジック・インカム・ファンド1月号	494,102円
		新光ピムコ・ストラテジック・インカム・ファンド2月号	48,517円
		新光ピムコ・ストラテジック・インカム・ファンド3月号	395,083円
		新光ピムコ・ストラテジック・インカム・ファンド4月号	11,377円
		新光ピムコ・ストラテジック・インカム・ファンド5月号	98,027円
		新光ピムコ・ストラテジック・インカム・ファンド6月号	989,197円
		新光ピムコ・ストラテジック・インカム・ファンド7月号	395,083円
		新光ピムコ・ストラテジック・インカム・ファンド8月号	494,102円
		新光ピムコ・ストラテジック・インカム・ファンド9月号	494,102円
		ダブルライン・シラー・ケープ米国株式プラス<為替ヘッジあり>	791,316円
		ダブルライン・シラー・ケープ米国株式プラス<為替ヘッジなし>	2,474,972円
		クルーズコントロール	990,000,991円
		DIAM新興国ソブリンオープン通貨選択シリーズ<円コース>	870,000円
		DIAM新興国ソブリンオープン通貨選択シリーズ<豪ドルコース>	530,000円
		DIAM新興国ソブリンオープン通貨選択シリーズ<南アフリカランドコース>	70,000円
		DIAM新興国ソブリンオープン通貨選択シリーズ<ブラジルレアルコース>	10,530,000円
		DIAM新興国ソブリンオープン通貨選択シリーズ<中国元コース>	149,716円
		DIAM新興国ソブリンオープン通貨選択シリーズ<米ドルコース>	5,972円
		USストラテジック・インカム・ファンド Aコース(為替ヘッジあり)	993,740円
		USストラテジック・インカム・ファンド Bコース(為替ヘッジなし)	1,987,479円
		DIAM-ジャナス グローバル債券コアプラス・ファンド	9,935円
		みずほジャパン・アクティブ・ストラテジー(通貨選択型)円コース	9,925円
		みずほジャパン・アクティブ・ストラテジー(通貨選択型)米ドルコース	9,925円
		みずほジャパン・アクティブ・ストラテジー(通貨選択型)豪ドルコース	9,925円
		みずほジャパン・アクティブ・ストラテジー(通貨選択型)メキシコペソコース	9,925円
		みずほジャパン・アクティブ・ストラテジー(通貨選択型)トルコリラコース	9,925円
		みずほジャパン・アクティブ・ストラテジー(通貨選択型)ブラジルレアルコース	9,925円
		USストラテジック・インカム・ファンド(年1回決算型)為替ヘッジあり	9,924円
		USストラテジック・インカム・ファンド(年1回決算型)為替ヘッジなし	9,924円
		マシューズ・アジア株式ファンド	29,641,137円
		One世界分散セレクト(Aコース)	99,040円
		One世界分散セレクト(Bコース)	99,040円
		One世界分散セレクト(Cコース)	99,040円
		世界8資産リスク分散バランスファンド(目標払出し型)	99,109円
		モルガン・スタンレーUSハイイールド債券ファンド(毎月決算型)(為替ヘッジあり)	188,380円
		モルガン・スタンレーUSハイイールド債券ファンド(毎月決算型)(為替ヘッジなし)	109,063円
		モルガン・スタンレーUSハイイールド債券ファンド(年1回決算型)(為替ヘッジあり)	297,442円
		モルガン・スタンレーUSハイイールド債券ファンド(年1回決算型)(為替ヘッジなし)	118,977円
		ファンドスミス・グローバル・エクイティ・ファンド	99,255,584円
		計	1,184,299,773円
2.		受益権の総数	1,184,299,773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		2022年2月25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)

	2022年2月25日現在
1口当たり純資産額	1.0072円
(1万口当たり純資産額)	(10,072円)

ピムコ・バミューダ・インカム・ファンドA
ピムコ・バミューダ・インカム・ファンド(M)
「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」は、「ピムコ・バミューダ・インカム・ファンドA」を構成する個別クラスであり、「ピムコ・バミューダ・インカム・ファンド(M)」に投資しております。
「ピムコ・バミューダ・インカム・ファンドA」及び「ピムコ・バミューダ・インカム・ファンド(M)」は、同ファンドの国籍において一般に公正妥当と認められる会計原則に準拠した財務諸表が作成され、現地監査人による監査を受けております。
なお、以下は入手しうる直近の現地監査済み財務諸表の原文の一部を委託会社が和訳したものでありますが、あくまで参考和訳であり正確性を保証するものではありません。
資産・負債計算書
(単位:受益証券数を除き、千米ドル)

	2020年10月31日現在
資産:
投資-評価額
有価証券投資	659,926
関連当事者に係る投資	11,889,885
金融デリバティブ商品
店頭	105,624
現金	5
売却済投資に係る未収金	8
関連当事者に係る売却済投資に係る未収金	20,759
売却済ファンド受益証券に係る未収金	8,167
	12,684,374
負債:
金融デリバティブ商品
店頭	18,438
関連当事者に係る購入済投資に係る未払金	2,432
未払利息	1
取引相手方からの預託金	79,049
償還済ファンド受益証券に係る未払金	26,592
運用手数料未払金	591
助言手数料未払金	12
管理手数料未払金	4
販売手数料未払金	26
	127,145
純資産	12,557,229
有価証券投資の取得原価	659,925
関連当事者に係る投資の取得原価	10,795,103

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
2020年10月31日現在

		額面 (千通貨)	時価 (千米ドル)
有価証券投資 5.2%
短期金融商品 5.2%
預金 4.9%
Australia and New Zealand Banking Group Ltd.
0.010% due 11/02/2020	USD	108,274	108,274
Bank of Nova Scotia
0.010% due 11/02/2020		6,852	6,852
BNP Paribas Bank
0.010% due 11/02/2020		113,545	113,545
Brown Brothers Harriman & Co.
0.010% due 11/02/2020		40	40
Citibank N.A.
0.010% due 11/02/2020		59,135	59,135
DBS Bank Ltd.
0.010% due 11/02/2020		157,790	157,790
JPMorgan Chase Bank N.A.
0.010% due 11/02/2020		118,343	118,343
Sumitomo Mitsui Banking Corp.
0.010% due 11/02/2020		6,598	6,598
Sumitomo Mitsui Trust Bank Ltd.
0.010% due 11/02/2020		38,452	38,452
			609,029
米国短期国債(a) 0.3%
0.095% due 11/17/2020		39,000	38,999
0.100% due 11/27/2020		2,400	2,400
0.100% due 01/28/2021		9,500	9,498
			50,897
短期金融商品合計			659,926
(取得原価 659,925千米ドル)
有価証券投資合計			659,926
(取得原価 659,925千米ドル)
		受益証券口数 (単位:千)
関連当事者に係る投資 94.7%
投資信託 94.7%
PIMCO Bermuda Income Fund (M)
(取得原価 10,795,103千米ドル)		819,992	11,889,885
関連当事者に係る投資合計			11,889,885
(取得原価 10,795,103千米ドル)
投資合計 99.9%			12,549,811
(取得原価 11,455,028千米ドル)
金融デリバティブ商品(b) 0.7%			87,186
(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)(0.6%)			(79,768)
純資産 100.0%			12,557,229

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

取引相手方	決済月	外貨引渡額(千通貨)		外貨受取額(千通貨)		未実現利益(損失)
						資産(千米ドル)	負債(千米ドル)
BPS	11/2020	JPY	208,083	USD	1,970	0	(21)
BPS	11/2020		5,827		56	0	0
BPS	11/2020	USD	560	JPY	59,097	5	0
BPS	11/2020		2,015		210,661	0	0
BPS	11/2020		283		29,570	0	0
HUS	11/2020		745		77,752	0	(2)
HUS	11/2020		4,457		465,031	0	(9)
MYI	11/2020	JPY	4,792	USD	46	0	0
MYI	11/2020	USD	5,374	JPY	562,629	8	0
MYI	11/2020		1,127		117,958	2	0
						15	(32)

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)		未実現利益(損失)
						資産(千米ドル)	負債(千米ドル)
BOA	11/2020	JPY	142,706,315	USD	1,366,474	1,368	0
BOA	12/2020	USD	1,366,917	JPY	142,706,315	0	(1,371)
BPS	11/2020	JPY	16,557,891	USD	158,113	17	(294)
BPS	11/2020	USD	1,893,865	JPY	200,044,715	19,731	0
BPS	12/2020		122,920		12,845,732	0	0
BRC	11/2020	JPY	901,810	USD	8,539	0	(88)
BRC	11/2020	USD	1,996,327	JPY	210,894,415	21,055	0
CBK	11/2020	JPY	198,902,432	USD	1,909,107	6,511	(73)
CBK	12/2020	USD	1,879,656	JPY	195,755,154	0	(6,489)
GLM	11/2020		508,511		53,731,850	5,479	0
HUS	11/2020	JPY	96,238,232	USD	922,584	1,985	0
HUS	12/2020	USD	922,863	JPY	96,238,232	0	(1,966)
MYI	11/2020	JPY	168,375,966	USD	1,614,424	3,993	(227)
MYI	11/2020		1,079,342		10,309	0	(15)
MYI	11/2020	USD	10,335	JPY	1,079,342	0	(10)
MYI	11/2020		1,039,665		109,581,195	8,571	0
MYI	12/2020	JPY	1,079,342	USD	10,338	10	0
MYI	12/2020	USD	1,583,713	JPY	165,090,722	0	(3,972)
RBC	11/2020	JPY	95,814,507	USD	917,159	613	0
RBC	12/2020	USD	917,442	JPY	95,814,507	0	(600)
SCX	11/2020	JPY	819,571	USD	7,833	0	(7)
SCX	11/2020	USD	6,137	JPY	650,152	83	0
SSB	11/2020		1,161,535		122,287,520	8,248	0
TOR	11/2020	JPY	182,332,105	USD	1,747,464	3,304	0
TOR	11/2020	USD	714,001	JPY	75,327,573	6,571	0
TOR	12/2020		1,748,016		182,332,105	0	(3,294)
UAG	11/2020	JPY	328,883	USD	3,158	12	0
UAG	11/2020	USD	1,762,161	JPY	186,101,688	18,058	0
						105,609	(18,406)
為替予約契約合計						105,624	(18,438)

金融デリバティブ商品:店頭概要
以下は、2020年10月31日現在の店頭金融デリバティブ商品の時価及び担保の相手方別の概要です。

取引相手方	金融デリバティブ資産					金融デリバティブ負債
	為替予約契約 (千米ドル)	買建オプション (千米ドル)	スワップ契約 (千米ドル)	店頭 合計 (千米ドル)		為替予約契約 (千米ドル)	売建オプション(千米ドル)	スワップ契約 (千米ドル)	店頭 合計 (千米ドル)	店頭金融デリバティブ商品の時価(千米ドル)	担保差入/(受入) (千米ドル)	純額エクスポージャー (1) (千米ドル)
BOA	1,368	0	0	1,368		(1,371)	0	0	(1,371)	(3)	0	(3)
BPS	19,753	0	0	19,753		(315)	0	0	(315)	19,438	(17,600)	1,838
BRC	21,055	0	0	21,055		(88)	0	0	(88)	20,967	(19,490)	1,477
CBK	6,511	0	0	6,511		(6,562)	0	0	(6,562)	(51)	0	(51)
GLM	5,479	0	0	5,479		0	0	0	0	5,479	(4,880)	599
HUS	1,985	0	0	1,985		(1,977)	0	0	(1,977)	8	0	8
MYI	12,584	0	0	12,584		(4,224)	0	0	(4,224)	8,360	(7,392)	968
RBC	613	0	0	613		(600)	0	0	(600)	13	0	13
SCX	83	0	0	83		(7)	0	0	(7)	76	0	76
SSB	8,248	0	0	8,248		0	0	0	0	8,248	(7,314)	934
TOR	9,875	0	0	9,875		(3,294)	0	0	(3,294)	6,581	(5,720)	861
UAG	18,070	0	0	18,070		0	0	0	0	18,070	(16,653)	1,417
店頭 合計	105,624	0	0	105,624		(18,438)	0	0	(18,438)

(1)純額エクスポージャーは、デフォルトが発生した場合に支払期限となる、取引相手方に対する正味受取債権/(支払債務)を表します。店頭金融デリバティブ商品からのエクスポージャーは、同一の法人との同一の基本契約に基づいて管理される取引間でのみネッティングが可能です。
投資有価証券明細表-ピムコ・バミューダ・インカム・ファンド(M)
2020年10月31日現在

		額面 (千通貨)	時価 (千米ドル)
有価証券投資 131.6%
バンクローン債務証書 6.4%
Advanz Pharma Corp.
6.500% due 09/06/2024	USD	41,828	40,713
AI Convoy (Luxembourg) Sarl
3.750% due 01/17/2027	EUR	1,000	1,145
4.500% due 01/17/2027	USD	644	634
Alphabet Holding Co., Inc.
3.648% due 09/26/2024		485	471
Altica France S.A.
4.237% due 08/14/2026		5,292	5,150
American Builders & Contractors Supply Co., Inc.
2.148% due 01/15/2027		1,485	1,444
Ancestry.com Operations, Inc.
4.400% due 08/27/2026		2,046	2,045
4.750% due 10/19/2023		396	396
APi Group DE, Inc.
2.648% due 10/01/2026		4,566	4,478
Aramark Intermediate HoldCo Corp.
1.898% due 03/11/2025		933	894
Avantor Funding, Inc.
3.250% due 11/21/2024		215	214
Avolon TLB Borrower 1 (U.S.) LLC
2.250% due 02/12/2027		7,127	6,831
AWAS Leasing 2011-I Ltd.
4.870% due 10/02/2021		510	514
Axalta Coating Systems Dutch Holding B BV
1.970% due 06/01/2024		400	389
Azalea TopCo, Inc.
3.648-3.714% due 07/24/2026		2,292	2,214
Banijay Entertainment SAS
3.890% due 03/01/2025		384	373
Bausch Health Cos., Inc.
2.899% due 11/27/2025		1,408	1,376
3.149% due 06/02/2025		834	816
Beacon Roofing Supply, Inc.
2.398% due 01/02/2025		1,082	1,050
Boeing Co.
1.500% due 02/07/2022		7,000	6,851
Bway Holdings Co.
3.480% due 04/03/2024		377	354
Caesars Resort Collection LLC
2.898% due 12/23/2024		12,218	11,490
4.648-4.651% due 07/21/2025		7,412	7,188
Camelot U.S. Acquisition 1 Co.
3.148% due 10/30/2026		199	194
Carnival Corp.
7.500% due 06/30/2025	EUR	10,574	11,998
8.500% due 06/30/2025	USD	21,845	22,009
Castlelake Aircraft Structured Trust
0.148% due 07/12/2024		2,310	2,147
CenturyLink, Inc.
2.398% due 03/15/2027		2,377	2,292
Charter Communications Operating LLC
1.900% due 02/01/2027		5,498	5,366
CityCenter Holdings LLC
3.000% due 04/18/2024		290	274
Commscope, Inc.
3.398% due 04/06/2026		3,960	3,828
Core & Main LP
3.750% due 08/01/2024		310	303
CSC Holdings LLC
2.648% due 04/15/2027		2,842	2,758
Dell International LLC
2.750% due 09/19/2025		2,666	2,643
Delta Air Lines, Inc.
5.750% due 04/29/2023		4,188	4,182
Diamond Resorts International, Inc.
4.750% due 09/02/2023		5,426	4,884
		額面 (千通貨)	時価 (千米ドル)
Elanco Animal Health, Inc.
1.899% due 08/01/2027	USD	2,878	2,820
Envision Healthcare Corp.
3.898% due 10/10/2025		15,080	10,854
EyeCare Partners LLC
3.750-3.898% due 02/18/2027		1,308	1,239
Forest City Enterprises LP
3.648% due 12/08/2025		2,162	2,101
Froneri International Ltd.
2.398% due 01/31/2027		2,456	2,374
2.648% due 01/31/2027	EUR	2,800	3,186
Frontier Communications Corp.
6.000% due 06/15/2024	USD	17,129	16,855
Genesee & Wyoming, Inc.
2.220% due 12/30/2026		1,519	1,489
Golden Nugget, Inc.
3.250% due 10/04/2023		27	24
Gray Television, Inc.
2.649% due 01/02/2026		1,444	1,416
GreenSky Holdings LLC
3.438% due 03/31/2025		4,778	4,551
HCA, Inc.
1.898% due 03/13/2025		2,917	2,908
1.898% due 03/18/2026		810	808
Hilton Worldwide Finance LLC
1.899% due 06/22/2026		9,745	9,263
iHeartCommunications, Inc.
3.148% due 05/01/2026		148,702	139,935
Ingersoll-Rand Services Co.
1.898% due 03/01/2027		2,263	2,192
Intelsat Jackson Holdings S.A.
3.600-6.500% due 07/13/2022		6,122	6,174
8.000% due 11/27/2023		14,449	14,573
8.625% due 01/02/2024		10,100	10,222
Iqvia, Inc.
1.898% due 01/17/2025		9,894	9,752
IRB Holding Corp.
3.750% due 02/05/2025		682	651
Jefferies Finance LLC
3.188% due 06/03/2026		925	900
KFC Holding Co.
1.897% due 04/03/2025		1,056	1,038
Lealand Finance Co. BV
3.148% due 06/30/2024		261	216
4.148% due 06/30/2025		559	367
Marriott Ownership Resorts, Inc.
1.898% due 08/29/2025		1,281	1,223
Meredith Corp.
2.648% due 01/31/2025		637	618
Messer Industries GmbH
2.720% due 03/01/2026		1,359	1,327
MH Sub I LLC
3.648% due 09/13/2024		980	950
NASCAR Holdings LLC
2.902% due 10/19/2026		2,965	2,894
Nexstar Broadcasting, Inc.
2.402% due 01/17/2024		243	237
Nielsen Finance LLC
2.147% due 10/04/2023		386	378
NMG Holding Co., Inc.
13.000% due 09/25/2025		11,958	12,481
Nouryon Finance BV
3.145% due 10/01/2025		4,180	4,062
Pacific Gas & Electric Co.
2.188% due 06/30/2021		2,800	2,796
2.438% due 01/03/2022		2,800	2,784
Pactiv Evergreen, Inc.
2.898% due 02/05/2023		68	67
Parexel International Corp.
2.898% due 09/27/2024		352	339
		額面 (千通貨)	時価 (千米ドル)
PetSmart, Inc.
4.500% due 03/11/2022	USD	5,215	5,179
Playtika Holding Corp.
7.000% due 12/10/2024		25,572	25,641
Ply Gem Midco, Inc.
3.895% due 04/12/2025		4,801	4,725
Prestige Brands, Inc.
2.148% due 01/26/2024		41	41
Pug LLC
3.648% due 02/12/2027		804	706
Refinitiv U.S. Holdings, Inc.
3.250% due 10/01/2025	EUR	15,879	18,248
3.398% due 10/01/2025	USD	13,136	12,967
Regionalcare Hospital Partners Holdings, Inc.
3.898% due 11/16/2025		1,200	1,167
Reynolds Consumer Products LLC
1.898% due 02/04/2027		1,241	1,220
RPI Intermediate Finance Trust
1.898% due 02/11/2027		1,725	1,719
SBA Senior Finance II LLC
1.900% due 04/11/2025		489	475
Sequa Mezzanine Holdings LLC
1.000% due 07/23/2025		19,198	18,286
5.000% due 04/28/2024		678	542
7.750% due 11/28/2023		12,817	12,229
Serta Simmons Bedding LLC
4.500% due 11/08/2023		193	101
Sigma Holdco BV
3.500% due 07/02/2025	EUR	3,670	4,148
Sinclair Television Group, Inc.
2.650% due 09/30/2026	USD	1,183	1,150
Sotera Health Holdings LLC
5.500% due 12/11/2026		3,204	3,201
SS&C Technologies Holdings, Inc.
1.898% due 04/16/2025		4,400	4,284
State of Rio De Janeiro
6.024% due 12/20/2020		6,716	6,745
Sunshine Luxembourg VII SARL
3.750% due 10/01/2026	EUR	1,630	1,861
5.250% due 10/01/2026	USD	4,092	4,056
Syniverse Holdings, Inc.
6.000% due 03/09/2023		35,855	28,116
U.S. Renal Care, Inc.
5.188% due 06/26/2026		2,195	2,112
Univision Communications, Inc.
3.750% due 03/15/2024		46,631	45,257
Valaris PLC
8.000% due 08/17/2021		652	649
VFH Parent LLC
3.145% due 03/01/2026		329	326
VICI Properties 1 LLC
1.896% due 12/20/2024		3,627	3,496
Westmoreland Coal Co.
15.000% due 03/15/2029		651	326
Westmoreland Mining Holdings LLC
9.250% due 03/15/2022		128	119
Whatabrands LLC
2.897% due 07/31/2026		477	466
WHLN FIRST MTG CO LEND 2 ASSET HOTEL
2.565% due 02/09/2021		45,000	44,579
3.890% due 08/01/2021		79,000	79,067
Windstream Services II LLC
7.250% due 09/21/2027		1,127	1,068
Wyndham Hotels & Resorts, Inc.
1.898% due 05/30/2025		2,450	2,339
Zayo Group Holdings, Inc.
3.148% due 03/09/2027		10,348	10,000
バンクローン債務証書合計			782,583
(取得原価 790,753千米ドル)
		額面 (千通貨)	時価 (千米ドル)
社債 36.7%
銀行および金融 18.7%
AerCap Ireland Capital DAC
3.500% due 05/26/2022	USD	150	152
AGFC Capital Trust I
1.987% due 01/15/2067		2,200	831
AIB Group PLC
2.875% due 05/30/2031	EUR	6,600	7,746
4.263% due 04/10/2025	USD	12,800	13,796
6.250% due 06/23/2025 (b)(c)	EUR	2,461	2,892
Ally Financial, Inc.
3.875% due 05/21/2024	USD	3,074	3,309
4.250% due 04/15/2021		4,660	4,733
8.000% due 11/01/2031		2,889	3,993
Alpha Bank AE
2.500% due 02/05/2023	EUR	3,450	4,205
Altarea S.C.A.
1.875% due 01/17/2028		7,400	8,315
Ambac LSNI LLC
6.000% due 02/12/2023	USD	10,706	10,666
Annington Funding PLC
2.646% due 07/12/2025	GBP	1,300	1,799
Army Hawaii Family Housing Trust Certificates
0.548% due 06/15/2050	USD	8,100	6,262
Aroundtown S.A.
0.375% due 09/23/2022	EUR	2,000	2,341
1.500% due 05/28/2026		6,200	7,497
5.375% due 03/21/2029	USD	11,300	13,177
Assurant, Inc.
4.200% due 09/27/2023		574	622
Atrium European Real Estate Ltd.
3.000% due 09/11/2025	EUR	3,800	4,335
3.625% due 10/17/2022		350	414
Avolon Holdings Funding Ltd.
2.875% due 02/15/2025	USD	3,894	3,677
3.250% due 02/15/2027		1,020	934
5.500% due 01/15/2023		3,146	3,217
Banca Carige SpA
0.913% due 02/25/2021	EUR	22,800	26,593
1.189% due 10/25/2021		44,700	52,379
Banca Monte dei Paschi di Siena SpA
0.875% due 10/08/2026		3,900	4,753
Banco Bilbao Vizcaya Argentaria S.A.
8.875% due 04/14/2021 (b)(c)		11,400	13,615
Banco Bradesco S.A.
2.850% due 01/27/2023	USD	4,714	4,788
3.200% due 01/27/2025		3,400	3,443
Banco BTG Pactual S.A.
4.500% due 01/10/2025		4,400	4,477
Banco de Credito del Peru
4.650% due 09/17/2024	PEN	16,400	4,801
Banco Espirito Santo S.A.
2.625% due 05/08/2049 (d)	EUR	3,100	560
Banco Santander S.A.
1.344% due 04/12/2023	USD	800	804
3.848% due 04/12/2023		1,200	1,284
4.750% due 03/19/2025 (b)(c)	EUR	4,200	4,317
6.250% due 09/11/2021 (b)(c)		17,400	19,926
Bank of China Ltd.
0.000% due 04/17/2021		3,020	3,519
Bank of Ireland Group PLC
7.500% due 05/19/2025 (b)(c)		15,057	18,526
Bank of Nova Scotia
4.900% due 06/04/2025 (b)(c)	USD	1,681	1,759
Barclays Bank PLC
7.625% due 11/21/2022 (b)		21,655	23,860
Barclays PLC
1.375% due 01/24/2026	EUR	800	953
1.660% due 05/16/2024	USD	8,400	8,451
1.710% due 02/15/2023		8,100	8,142
		額面 (千通貨)	時価 (千米ドル)
1.849% due 01/10/2023	USD	1,000	1,008
2.375% due 10/06/2023	GBP	7,350	9,710
3.125% due 01/17/2024		27,000	36,726
3.250% due 02/12/2027		17,530	24,432
3.250% due 01/17/2033		2,900	4,092
3.375% due 04/02/2025	EUR	700	887
3.684% due 01/10/2023	USD	1,300	1,344
4.337% due 01/10/2028		700	789
4.338% due 05/16/2024		5,400	5,810
4.375% due 01/12/2026		5,123	5,811
4.610% due 02/15/2023		6,400	6,705
4.972% due 05/16/2029		2,600	3,047
5.875% due 09/15/2024 (b)(c)	GBP	4,000	5,020
6.125% due 12/15/2025 (b)(c)	USD	7,700	7,853
6.375% due 12/15/2025 (b)(c)	GBP	2,150	2,792
7.125% due 06/15/2025 (b)(c)		5,200	7,068
7.250% due 03/15/2023 (b)(c)		16,760	22,346
7.750% due 09/15/2023 (b)(c)	USD	13,070	13,481
7.875% due 03/15/2022 (b)(c)		1,200	1,241
7.875% due 09/15/2022 (b)(c)	GBP	8,053	10,693
8.000% due 12/15/2020 (b)(c)	EUR	10,560	12,395
8.000% due 06/15/2024 (b)(c)	USD	9,800	10,515
Bevco Lux Sarl
1.750% due 02/09/2023	EUR	5,100	6,125
BGC Partners, Inc.
3.750% due 10/01/2024	USD	1,464	1,484
4.375% due 12/15/2025		1,700	1,748
5.125% due 05/27/2021		400	406
Blackstone Property Partners Europe Holdings Sarl
0.500% due 09/12/2023	EUR	2,200	2,568
1.400% due 07/06/2022		2,900	3,433
1.750% due 03/12/2029		2,200	2,593
BNP Paribas S.A.
4.400% due 08/14/2028	USD	1,200	1,405
7.625% due 03/30/2021 (b)(c)		600	608
BOC Aviation Ltd.
1.264% due 05/02/2021		3,380	3,371
1.358% due 09/26/2023		1,900	1,867
2.375% due 09/15/2021		570	574
Brighthouse Financial, Inc.
3.700% due 06/22/2027		1,288	1,359
Brookfield Finance, Inc.
4.700% due 09/20/2047		3,038	3,535
CA Immobilien Anlagen AG
1.000% due 10/27/2025	EUR	3,800	4,428
Cantor Fitzgerald LP
4.875% due 05/01/2024	USD	501	548
CBL & Associates LP
4.600% due 10/15/2024		77	28
5.950% due 12/15/2026		2,416	912
China Construction Bank Corp.
0.092% due 09/24/2021	EUR	2,000	2,332
CIT Bank N.A.
2.969% due 09/27/2025	USD	2,800	2,896
CIT Group, Inc.
4.125% due 03/09/2021		914	922
5.000% due 08/15/2022		8,665	9,165
5.000% due 08/01/2023		3,896	4,205
Cooperatieve Rabobank UA
6.625% due 06/29/2021 (b)(c)	EUR	12,800	15,354
Corestate Capital Holding S.A.
3.500% due 04/15/2023		39,300	34,792
CPI Property Group S.A.
1.625% due 04/23/2027		5,700	6,484
2.750% due 05/12/2026		4,800	5,817
2.750% due 01/22/2028	GBP	800	1,021
4.750% due 03/08/2023	USD	15,100	16,071
		額面 (千通貨)	時価 (千米ドル)
Credit Agricole S.A.
7.875% due 01/23/2024 (b)(c)	USD	296	327
Credit Suisse AG
6.500% due 08/08/2023 (b)		10,885	12,300
Credit Suisse Group AG
1.489% due 06/12/2024		2,250	2,272
2.593% due 09/11/2025		6,100	6,397
2.997% due 12/14/2023		2,600	2,711
3.869% due 01/12/2029		31,650	35,271
4.207% due 06/12/2024		3,000	3,245
4.282% due 01/09/2028		6,700	7,592
7.250% due 09/12/2025 (b)(c)		1,100	1,193
7.500% due 07/17/2023 (b)(c)		5,300	5,631
Credit Suisse Group Funding Guernsey Ltd.
3.750% due 03/26/2025		1,500	1,662
CTR Partnership LP
5.250% due 06/01/2025		504	521
CyrusOne LP
1.450% due 01/22/2027	EUR	1,500	1,752
Deutsche Bank AG
0.375% due 01/18/2021		74,100	86,399
1.031% due 01/22/2021	USD	12,700	12,700
1.375% due 09/03/2026	EUR	9,100	10,647
1.470% due 11/16/2022	USD	200	199
1.481% due 02/27/2023		2,100	2,076
1.539% due 02/04/2021		5,310	5,316
1.625% due 02/12/2021	EUR	12,800	14,980
1.625% due 01/20/2027		13,900	16,403
1.875% due 02/14/2022		9,500	11,276
2.625% due 12/16/2024	GBP	5,600	7,431
3.150% due 01/22/2021	USD	10,000	10,049
3.300% due 11/16/2022		100	104
3.547% due 09/18/2031		7,400	7,537
3.950% due 02/27/2023		1,920	2,023
3.961% due 11/26/2025		13,460	14,406
4.250% due 10/14/2021		17,440	17,940
EPR Properties
4.500% due 06/01/2027		3,650	3,268
4.750% due 12/15/2026		256	233
4.950% due 04/15/2028		1,132	1,019
Equinix, Inc.
2.875% due 02/01/2026	EUR	7,675	9,098
Equitable Holdings, Inc.
5.000% due 04/20/2048	USD	184	220
Eurobank S.A.
2.750% due 11/02/2020	EUR	1,000	1,165
Fairfax Financial Holdings Ltd.
4.625% due 04/29/2030	USD	1,456	1,560
4.850% due 04/17/2028		1,456	1,586
Fastighets AB Balder
1.125% due 03/14/2022	EUR	1,887	2,224
1.875% due 03/14/2025		1,100	1,332
1.875% due 01/23/2026		1,470	1,783
First Abu Dhabi Bank PJSC
1.180% due 04/16/2022	USD	11,184	11,221
GE Capital Funding LLC
4.400% due 05/15/2030		16,400	17,947
GE Capital International Funding Company Unlimited Co.
4.418% due 11/15/2035		1,800	1,949
GE Capital UK Funding Unlimited Co.
4.125% due 09/13/2023	GBP	200	278
Globalworth Real Estate Investments Ltd.
2.875% due 06/20/2022	EUR	1,100	1,302
3.000% due 03/29/2025		400	469
GLP Capital LP
5.250% due 06/01/2025	USD	650	712
5.300% due 01/15/2029		3,142	3,517
Goodman U.S. Finance Three LLC
3.700% due 03/15/2028		2,324	2,511
		額面 (千通貨)	時価 (千米ドル)
Grainger PLC
3.000% due 07/03/2030	GBP	2,800	3,821
3.375% due 04/24/2028		1,300	1,819
Growthpoint Properties International Pty Ltd.
5.872% due 05/02/2023	USD	1,600	1,670
Horse Gallop Finance Ltd.
3.250% due 05/30/2022		10,200	10,485
Host Hotels & Resorts LP
4.000% due 06/15/2025		200	208
Howard Hughes Corp.
5.375% due 03/15/2025		2,932	2,943
HSBC Holdings PLC
1.270% due 05/18/2024		2,000	2,003
1.480% due 03/11/2025		18,600	18,629
2.633% due 11/07/2025		28,173	29,538
2.848% due 06/04/2031		3,300	3,429
3.000% due 05/29/2030	GBP	3,900	5,451
3.973% due 05/22/2030	USD	14,100	15,826
4.041% due 03/13/2028		700	782
4.300% due 03/08/2026		500	569
4.750% due 07/04/2029 (b)(c)	EUR	2,800	3,290
5.875% due 09/28/2026 (b)(c)	GBP	6,800	9,106
6.000% due 09/29/2023 (b)(c)	EUR	6,600	8,162
6.000% due 05/22/2027 (b)(c)	USD	700	726
6.500% due 03/23/2028 (b)(c)		10,070	10,788
Hudson Pacific Properties LP
3.950% due 11/01/2027		363	391
Hunt Cos., Inc.
6.250% due 02/15/2026		462	445
IMMOFINANZ AG
2.500% due 10/15/2027	EUR	26,000	29,850
2.625% due 01/27/2023		9,600	11,356
InCaps Funding I Ltd.
2.241% due 06/01/2033	USD	11,447	10,417
2.246% due 06/01/2033		3,113	2,833
Industrial & Commercial Bank of China Ltd.
0.993% due 11/08/2020		2,000	2,000
ING Groep NV
5.750% due 11/16/2026 (b)(c)		5,400	5,631
International Lease Finance Corp.
8.625% due 01/15/2022		3,201	3,432
Intesa Sanpaolo SpA
7.000% due 01/19/2021 (b)(c)	EUR	2,600	3,041
KBC Group NV (b)
4.250% due 10/24/2025 (c)		600	674
4.750% due 09/05/2169		1,000	1,196
Kennedy Wilson Europe Real Estate Ltd.
3.250% due 11/12/2025		1,400	1,604
3.950% due 06/30/2022	GBP	800	1,042
Kennedy-Wilson, Inc.
5.875% due 04/01/2024	USD	1,395	1,348
Ladder Capital Finance Holdings LLLP
4.250% due 02/01/2027		803	696
LeasePlan Corp. NV
0.125% due 09/13/2023	EUR	6,600	7,595
Legal & General Group PLC
5.625% due 03/24/2031 (b)(c)	GBP	1,910	2,530
Life Storage LP
3.875% due 12/15/2027	USD	611	682
LifeStorage LP
3.500% due 07/01/2026		1,200	1,350
Lloyds Banking Group PLC
2.250% due 10/16/2024	GBP	600	807
3.500% due 04/01/2026	EUR	7,450	9,781
3.574% due 11/07/2028	USD	5,600	6,155
4.000% due 03/07/2025	AUD	3,500	2,692
4.375% due 03/22/2028	USD	2,200	2,554
4.550% due 08/16/2028		4,600	5,437
4.947% due 06/27/2025 (b)(c)	EUR	2,011	2,337
5.125% due 12/27/2024 (b)(c)	GBP	1,400	1,790
		額面 (千通貨)	時価 (千米ドル)
7.500% due 06/27/2024 (b)(c)	USD	2,700	2,854
7.500% due 09/27/2025 (b)(c)		7,700	8,303
7.625% due 06/27/2023 (b)(c)	GBP	10,711	14,499
7.875% due 06/27/2029 (b)(c)		4,600	6,874
Logicor Financing Sarl
0.750% due 07/15/2024	EUR	800	943
1.500% due 11/14/2022		3,240	3,870
1.625% due 07/15/2027		800	967
2.250% due 05/13/2025		2,400	2,986
2.750% due 01/15/2030	GBP	500	663
3.250% due 11/13/2028	EUR	586	788
MDGH-GMTN BV
3.950% due 05/21/2050	USD	3,500	4,025
Mitsubishi UFJ Lease & Finance Co. Ltd.
2.652% due 09/19/2022		1,100	1,135
MPT Operating Partnership LP
2.550% due 12/05/2023	GBP	2,400	3,110
3.692% due 06/05/2028		2,400	3,157
Nationwide Building Society
3.622% due 04/26/2023	USD	3,020	3,140
3.766% due 03/08/2024		5,200	5,521
3.960% due 07/18/2030		5,600	6,309
4.302% due 03/08/2029		12,500	14,157
5.750% due 06/20/2027 (b)(c)	GBP	6,850	9,134
5.875% due 12/20/2024 (b)(c)		1,600	2,135
Natwest Group PLC
1.750% due 05/15/2023	USD	3,674	3,699
1.775% due 06/25/2024		1,400	1,412
2.000% due 03/08/2023	EUR	4,000	4,768
2.000% due 03/04/2025		23,650	28,825
2.500% due 03/22/2023		27,000	33,133
3.125% due 03/28/2027	GBP	3,200	4,444
3.498% due 05/15/2023	USD	5,114	5,315
3.875% due 09/12/2023		8,100	8,748
4.269% due 03/22/2025		11,500	12,602
4.445% due 05/08/2030		17,600	20,320
4.519% due 06/25/2024		400	434
4.800% due 04/05/2026		2,300	2,673
5.076% due 01/27/2030		16,500	19,751
6.000% due 12/29/2025 (b)(c)		17,700	18,358
8.000% due 08/10/2025 (b)(c)		12,660	14,199
8.625% due 08/15/2021 (b)(c)		13,400	13,860
NatWest Markets PLC
0.625% due 03/02/2022	EUR	300	352
3.625% due 09/29/2022	USD	18,100	19,062
Navient Corp.
5.625% due 08/01/2033		1,468	1,261
5.875% due 03/25/2021		14,903	15,094
6.500% due 06/15/2022		4,990	5,102
6.625% due 07/26/2021		3,990	4,077
7.250% due 01/25/2022		6,298	6,514
NE Property BV
1.875% due 10/09/2026	EUR	7,600	8,186
2.625% due 05/22/2023		3,100	3,665
Newmark Group, Inc.
6.125% due 11/15/2023	USD	2,334	2,472
Omega Healthcare Investors, Inc.
3.625% due 10/01/2029		1,682	1,699
OneMain Finance Corp.
5.625% due 03/15/2023		29,772	31,093
6.125% due 05/15/2022		15,903	16,599
6.125% due 03/15/2024		2,832	2,981
6.875% due 03/15/2025		3,141	3,461
7.750% due 10/01/2021		2,948	3,095
Ontario Teachers' Cadillac Fairview Properties Trust
3.125% due 03/20/2022		696	714
Park Aerospace Holdings Ltd.
3.625% due 03/15/2021		18,709	18,727
4.500% due 03/15/2023		9,522	9,635
		額面 (千通貨)	時価 (千米ドル)
5.250% due 08/15/2022	USD	50,324	51,846
5.500% due 02/15/2024		2,055	2,126
Physicians Realty LP
3.950% due 01/15/2028		918	964
Preferred Term Securities XVIII Ltd.
0.617% due 09/23/2035		165	158
Preferred Term Securities XXIV Ltd.
0.550% due 03/22/2037		1,218	1,053
0.630% due 03/22/2037		4,830	3,574
Preferred Term Securities XXV Ltd.
0.540% due 06/22/2037		28,198	22,700
Preferred Term Securities XXVI Ltd.
0.550% due 09/22/2037		29,889	26,452
QNB Finance Ltd.
1.311% due 02/12/2022		66,400	66,521
3.500% due 03/28/2024		7,200	7,668
Regency Centers LP
3.700% due 06/15/2030		1,720	1,882
Sabra Health Care LP
3.900% due 10/15/2029		410	414
4.800% due 06/01/2024		564	595
Sagax AB
1.125% due 01/30/2027	EUR	3,600	4,199
2.000% due 01/17/2024		1,600	1,933
2.250% due 03/13/2025		6,800	8,359
Samhallsbyggnadsbolaget i Norden AB
1.000% due 08/12/2027		2,500	2,881
1.125% due 09/04/2026		2,410	2,845
Santander Holdings USA, Inc.
3.400% due 01/18/2023	USD	14,048	14,753
3.500% due 06/07/2024		2,000	2,155
4.400% due 07/13/2027		1,284	1,434
4.500% due 07/17/2025		3,000	3,331
Santander UK Group Holdings PLC
0.357% due 03/27/2024	EUR	1,500	1,735
2.920% due 05/08/2026	GBP	720	986
3.373% due 01/05/2024	USD	33,908	35,522
3.625% due 01/14/2026	GBP	1,900	2,698
3.823% due 11/03/2028	USD	3,400	3,764
6.750% due 06/24/2024 (b)(c)	GBP	16,610	22,617
7.375% due 06/24/2022 (b)(c)		7,500	10,072
SBA Communications Corp.
3.875% due 02/15/2027	USD	1,855	1,887
Sberbank of Russia Via SB Capital S.A.
5.717% due 06/16/2021		900	924
6.125% due 02/07/2022		10,400	10,952
SELP Finance Sarl
1.500% due 11/20/2025	EUR	700	855
SL Green Operating Partnership LP
3.250% due 10/15/2022	USD	234	239
SL Green Realty Corp.
4.500% due 12/01/2022		1,420	1,485
SMBC Trust Account
1.430% due 04/09/2021		5,000	4,998
Societe Generale S.A. (b)(c)
6.750% due 04/06/2028		1,511	1,590
7.375% due 10/04/2023		8,200	8,449
Society of Lloyd's
4.750% due 10/30/2024	GBP	500	707
Standard Chartered PLC
1.368% due 01/20/2023	USD	2,470	2,478
1.450% due 09/10/2022		8,100	8,127
4.247% due 01/20/2023		4,700	4,877
Starwood Property Trust, Inc.
3.625% due 02/01/2021		8,000	8,005
4.750% due 03/15/2025		691	672
5.000% due 12/15/2021		500	499
STORE Capital Corp.
4.500% due 03/15/2028		830	894
4.625% due 03/15/2029		187	203
		額面 (千通貨)	時価 (千米ドル)
Summit Properties Ltd.
2.000% due 01/31/2025	EUR	1,100	1,217
Svenska Handelsbanken AB (b)(c)
4.375% due 03/01/2027	USD	4,200	4,260
4.750% due 03/01/2031		6,600	6,827
Tesco Property Finance 2 PLC
6.052% due 10/13/2039	GBP	4,646	7,963
Tesco Property Finance 3 PLC
5.744% due 04/13/2040		164	281
Tesco Property Finance 4 PLC
5.801% due 10/13/2040		399	692
Tesco Property Finance 6 PLC
5.411% due 07/13/2044		2,571	4,327
TP ICAP PLC
5.250% due 01/26/2024		2,100	2,919
5.250% due 05/29/2026		3,300	4,766
U.S. Capital Funding VI Ltd.
0.504% due 07/10/2043	USD	26,609	23,017
UBS AG (b)
4.750% due 02/12/2026	EUR	6,800	8,004
5.125% due 05/15/2024	USD	900	991
7.625% due 08/17/2022		6,000	6,685
UBS Group AG
4.125% due 09/24/2025		2,670	3,038
4.125% due 04/15/2026		1,000	1,148
4.253% due 03/23/2028		1,400	1,620
5.750% due 02/19/2022 (b)(c)	EUR	3,200	3,863
7.000% due 02/19/2025 (b)(c)	USD	200	224
UniCredit SpA
7.830% due 12/04/2023		72,590	85,162
Unique Pub Finance Co. PLC
5.659% due 06/30/2027	GBP	1,823	2,453
7.395% due 03/28/2024		1,886	2,518
Uniti Group LP
6.000% due 04/15/2023	USD	2,500	2,537
7.875% due 02/15/2025		19,582	20,806
VICI Properties LP
3.500% due 02/15/2025		4,784	4,811
3.750% due 02/15/2027		4,866	4,887
4.125% due 08/15/2030		5,684	5,762
4.250% due 12/01/2026		3,600	3,666
4.625% due 12/01/2029		3,600	3,747
Voyager Aviation Holdings LLC
9.000% due 08/15/2021		3,693	1,819
Welltower, Inc.
4.250% due 04/15/2028		429	488
WP Carey, Inc.
3.850% due 07/15/2029		282	312
WPC Eurobond BV
1.350% due 04/15/2028	EUR	6,800	8,113
2.125% due 04/15/2027		2,100	2,626
2.250% due 04/09/2026		3,400	4,293
Yorkshire Building Society
3.000% due 04/18/2025	GBP	600	817
			2,294,981
工業 13.2%
AA Bond Co. Ltd.
2.875% due 01/31/2022		745	956
5.500% due 07/31/2027		855	1,133
Airbus SE
2.375% due 06/09/2040	EUR	2,500	3,043
Aker BP ASA
3.000% due 01/15/2025	USD	700	701
3.750% due 01/15/2030		1,300	1,251
Alaska Airlines 2020-1 Class A Pass Through Trust
4.800% due 08/15/2027		3,275	3,454
Albertsons Cos., Inc.
4.625% due 01/15/2027		214	221
4.875% due 02/15/2030		423	450
		額面 (千通貨)	時価 (千米ドル)
Altice Financing S.A.
2.250% due 01/15/2025	EUR	3,500	3,812
3.000% due 01/15/2028		4,700	4,996
5.000% due 01/15/2028	USD	6,200	6,022
7.500% due 05/15/2026		4,100	4,284
Altice France S.A.
5.500% due 01/15/2028		2,400	2,434
7.375% due 05/01/2026		13,900	14,522
8.125% due 02/01/2027		2,500	2,722
Amdocs Ltd.
2.538% due 06/15/2030		5,300	5,404
American Airlines 2017-2 Class AA Pass-Through Trust
3.350% due 10/15/2029		415	388
ArcelorMittal S.A.
1.000% due 05/19/2023	EUR	8,200	9,531
Arconic Corp.
6.000% due 05/15/2025	USD	1,017	1,079
Avon International Capital PLC
6.500% due 08/15/2022		464	473
Axiata SPV2 Bhd
3.466% due 11/19/2020		7,800	7,813
Bacardi Ltd.
4.450% due 05/15/2025		2,000	2,244
Baidu, Inc.
3.875% due 09/29/2023		2,100	2,259
Banner Health
2.338% due 01/01/2030		1,722	1,772
3.181% due 01/01/2050		1,197	1,249
Boeing Co.
4.875% due 05/01/2025		2,987	3,251
5.040% due 05/01/2027		6,299	6,931
5.150% due 05/01/2030		9,444	10,456
5.705% due 05/01/2040		15,535	18,075
5.805% due 05/01/2050		12,129	14,317
5.930% due 05/01/2060		18,015	21,432
Bombardier, Inc.
5.750% due 03/15/2022		268	255
6.000% due 10/15/2022		1,846	1,646
6.125% due 01/15/2023		1,027	887
7.500% due 03/15/2025		274	200
7.875% due 04/15/2027		6,056	4,421
Broadcom Corp.
3.875% due 01/15/2027		9,406	10,391
Broadcom, Inc.
3.150% due 11/15/2025		2,300	2,482
4.110% due 09/15/2028		17,245	19,238
4.150% due 11/15/2030		12,100	13,583
4.300% due 11/15/2032		11,188	12,785
5.000% due 04/15/2030		204	240
Caesars Entertainment, Inc.
6.250% due 07/01/2025		13,500	13,846
Camelot Finance S.A.
4.500% due 11/01/2026		182	190
CCO Holdings LLC
4.500% due 08/15/2030		3,718	3,869
4.750% due 03/01/2030		4,180	4,402
Centene Corp.
3.375% due 02/15/2030		2,240	2,330
4.250% due 12/15/2027		1,462	1,542
4.625% due 12/15/2029		1,880	2,049
4.750% due 01/15/2025		4,172	4,292
Chanel Ceres PLC
1.000% due 07/31/2031	EUR	3,700	4,438
Charter Communications Operating LLC
1.864% due 02/01/2024	USD	9,232	9,468
4.800% due 03/01/2050		3,818	4,364
Citrix Systems, Inc.
3.300% due 03/01/2030		1,586	1,677
Clear Channel International BV
6.625% due 08/01/2025		4,250	4,330
		額面 (千通貨)	時価 (千米ドル)
Clear Channel Worldwide Holdings, Inc.
9.250% due 02/15/2024	USD	3,472	3,014
CNH Industrial Capital LLC
4.375% due 11/06/2020		300	300
Community Health Systems, Inc.
6.250% due 03/31/2023		59,720	59,272
6.625% due 02/15/2025		28,447	27,810
8.000% due 03/15/2026		11,418	11,475
8.625% due 01/15/2024		42,256	42,969
Connect Finco SARL
6.750% due 10/01/2026		1,330	1,342
Constellation Oil Services Holding S.A.
10.000% due 11/09/2024 (e)		905	244
Corning, Inc.
5.450% due 11/15/2079		1,291	1,632
CoStar Group, Inc.
2.800% due 07/15/2030		2,000	2,058
CSC Holdings LLC
4.125% due 12/01/2030		800	814
4.625% due 12/01/2030		300	300
6.500% due 02/01/2029		1,000	1,111
CSCEC Finance Cayman I Ltd.
2.950% due 11/19/2020		400	400
CVS Pass-Through Trust
5.773% due 01/10/2033		158	180
7.507% due 01/10/2032		641	792
CVS Pass-Through Trust Series 2009
8.353% due 07/10/2031		641	842
DAE Funding LLC
4.500% due 08/01/2022		11,295	11,380
5.000% due 08/01/2024		6,465	6,544
5.250% due 11/15/2021		13,386	13,622
5.750% due 11/15/2023		6,316	6,403
Dell Bank International DAC
0.625% due 10/17/2022	EUR	2,300	2,693
Delta Air Lines, Inc.
3.625% due 03/15/2022	USD	920	902
7.000% due 05/01/2025		15,278	16,689
Diamond Resorts International, Inc.
7.750% due 09/01/2023		11,084	10,441
10.750% due 09/01/2024		180	164
eBay, Inc.
2.700% due 03/11/2030		2,400	2,518
Empresa de Transporte de Pasajeros Metro S.A.
3.650% due 05/07/2030		1,100	1,207
4.700% due 05/07/2050		2,800	3,390
Energy Transfer Operating LP
3.750% due 05/15/2030		1,832	1,800
5.000% due 05/15/2050		1,669	1,564
Energy Transfer Partners LP
5.875% due 03/01/2022		450	470
Eurofins Scientific SE
2.125% due 07/25/2024	EUR	800	988
Exela Intermediate LLC
10.000% due 07/15/2023	USD	880	264
Expedia Group, Inc.
3.600% due 12/15/2023		3,500	3,602
4.625% due 08/01/2027		3,700	3,885
6.250% due 05/01/2025		6,692	7,366
7.000% due 05/01/2025		2,805	3,006
F-Brasile SpA
7.375% due 08/15/2026		900	783
Flex Ltd.
4.875% due 06/15/2029		277	318
Ford Foundation
2.415% due 06/01/2050		1,285	1,262
2.815% due 06/01/2070		2,070	2,041
Ford Motor Credit Co. LLC
1.515% due 02/15/2023		600	565
1.744% due 07/19/2024	EUR	2,800	3,085
		額面 (千通貨)	時価 (千米ドル)
3.087% due 01/09/2023	USD	7,600	7,538
3.360% due 01/07/2022		4,920	4,892
3.550% due 10/07/2022		8,355	8,328
5.875% due 08/02/2021		400	409
Fortress Transportation & Infrastructure Investors LLC
6.500% due 10/01/2025		7,563	7,479
6.750% due 03/15/2022		12,084	12,020
Fresenius U.S. Finance II, Inc.
4.250% due 02/01/2021		190	192
G4S International Finance PLC
1.500% due 01/09/2023	EUR	1,400	1,647
Gap, Inc.
8.375% due 05/15/2023	USD	2,697	3,014
8.625% due 05/15/2025		11,906	13,085
8.875% due 05/15/2027		6,075	6,954
GATX Corp.
0.969% due 11/05/2021		1,955	1,954
General Electric Co.
4.250% due 05/01/2040		821	867
4.350% due 05/01/2050		27,887	29,761
5.550% due 01/05/2026		6,390	7,524
6.150% due 08/07/2037		257	318
6.875% due 01/10/2039		87	115
General Motors Co.
6.800% due 10/01/2027		1,138	1,399
Greene King Finance PLC
1.859% due 12/15/2034	GBP	4,156	3,576
3.593% due 03/15/2035		2,186	2,767
4.064% due 03/15/2035		649	845
5.106% due 03/15/2034		150	208
H Lundbeck A/S
0.875% due 10/14/2027	EUR	6,800	7,970
Hyatt Hotels Corp.
3.246% due 09/01/2022	USD	11,800	11,944
iHeartCommunications, Inc.
4.750% due 01/15/2028		69,940	66,911
6.375% due 05/01/2026		9,272	9,672
8.375% due 05/01/2027		8,364	8,130
IHO Verwaltungs GmbH (e)
3.625% due 05/15/2025	EUR	2,700	3,146
3.875% due 05/15/2027		1,500	1,748
6.000% due 05/15/2027	USD	3,520	3,680
6.375% due 05/15/2029		3,777	4,008
IMCD NV
2.500% due 03/26/2025	EUR	1,500	1,804
Imperial Brands Finance PLC
3.500% due 07/26/2026	USD	2,400	2,601
Indian Railway Finance Corp. Ltd.
3.249% due 02/13/2030		2,600	2,637
3.950% due 02/13/2050		1,000	933
Informa PLC
2.125% due 10/06/2025	EUR	18,000	21,071
Intelsat Connect Finance S.A.
9.500% due 02/15/2023 (d)	USD	3,960	1,161
Intelsat Jackson Holdings S.A. (d)
5.500% due 08/01/2023		12,486	7,351
8.000% due 02/15/2024		5,341	5,430
8.500% due 10/15/2024		57,550	35,681
9.750% due 07/15/2025		29,732	18,630
Intelsat Luxembourg S.A.
7.750% due 06/01/2021 (d)		20,642	980
InterContinental Hotels Group PLC
1.625% due 10/08/2024	EUR	9,600	11,160
3.375% due 10/08/2028	GBP	5,500	7,150
IQVIA, Inc.
2.875% due 09/15/2025	EUR	400	468
3.250% due 03/15/2025		500	586
JetBlue 2020-1 Class A Pass Through Trust
4.000% due 11/15/2032	USD	7,300	7,554
		額面 (千通貨)	時価 (千米ドル)
Kinder Morgan, Inc.
7.750% due 01/15/2032	USD	2,500	3,424
Kraft Heinz Foods Co.
3.000% due 06/01/2026		4,722	4,802
3.875% due 05/15/2027		5,592	5,924
3.950% due 07/15/2025		1,000	1,082
4.250% due 03/01/2031		4,862	5,285
5.500% due 06/01/2050		2,388	2,733
6.500% due 02/09/2040		300	382
7.125% due 08/01/2039		4,200	5,680
L Brands, Inc.
6.875% due 07/01/2025		1,100	1,181
Level 3 Financing, Inc.
3.400% due 03/01/2027		506	542
3.875% due 11/15/2029		2,218	2,401
Marriott International, Inc.
4.625% due 06/15/2030		516	551
Marriott Ownership Resorts, Inc.
6.125% due 09/15/2025		1,300	1,358
Melco Resorts Finance Ltd.
5.375% due 12/04/2029		3,700	3,572
5.625% due 07/17/2027		300	305
Memorial Sloan-Kettering Cancer Center
2.955% due 01/01/2050		1,700	1,750
MGM China Holdings Ltd.
5.250% due 06/18/2025		4,500	4,544
Micron Technology, Inc.
4.663% due 02/15/2030		3,365	3,941
5.327% due 02/06/2029		2,532	3,035
Mitchells & Butlers Finance PLC
0.700% due 12/15/2030		552	465
6.013% due 12/15/2028	GBP	965	1,271
NCL Corp. Ltd.
3.625% due 12/15/2024	USD	240	166
NetApp, Inc.
2.700% due 06/22/2030		5,400	5,536
Netflix, Inc.
3.625% due 05/15/2027	EUR	3,900	4,924
3.625% due 06/15/2030		18,776	23,914
3.875% due 11/15/2029		8,217	10,649
4.625% due 05/15/2029		7,600	10,313
4.875% due 06/15/2030	USD	3,100	3,544
5.375% due 11/15/2029		980	1,149
New Red Finance, Inc.
4.250% due 05/15/2024		4,823	4,927
4.375% due 01/15/2028		387	392
Nissan Motor Acceptance Corp.
1.114% due 01/13/2022		200	198
1.900% due 09/14/2021		371	373
3.875% due 09/21/2023		2,000	2,090
Nissan Motor Co. Ltd.
2.652% due 03/17/2026	EUR	13,100	15,462
3.522% due 09/17/2025	USD	8,300	8,369
4.345% due 09/17/2027		8,300	8,338
Noble Holding International Ltd.
7.875% due 02/01/2026 (d)		10,687	2,603
Nokia OYJ
2.375% due 05/15/2025	EUR	1,300	1,574
3.125% due 05/15/2028		2,500	3,143
Norwegian Air Shuttle ASA 2016-1 Class A Pass-Through Trust
4.875% due 05/10/2028	USD	417	379
NVR, Inc.
3.000% due 05/15/2030		1,161	1,246
NXP BV
3.400% due 05/01/2030		466	513
4.300% due 06/18/2029		2,200	2,556
Occidental Petroleum Corp.
1.730% due 08/15/2022		5,260	4,841
		額面 (千通貨)	時価 (千米ドル)
Oracle Corp.
3.850% due 04/01/2060	USD	1,835	2,091
4.000% due 07/15/2046		514	596
Ortho-Clinical Diagnostics, Inc.
7.250% due 02/01/2028		1,556	1,629
7.375% due 06/01/2025		638	674
Pacific Drilling S.A.
8.375% due 10/01/2023		8,217	1,012
Par Pharmaceutical, Inc.
7.500% due 04/01/2027		2,332	2,475
PayPal Holdings, Inc.
3.250% due 06/01/2050		1,107	1,199
PeaceHealth Obligated Group
3.218% due 11/15/2050		3,100	3,077
Pelabuhan Indonesia III Persero PT
4.500% due 05/02/2023		1,600	1,693
Petroleos de Venezuela S.A. (d)
5.375% due 04/12/2027		11,932	465
5.500% due 04/12/2037		10,372	405
6.000% due 05/16/2024		8,283	340
6.000% due 11/15/2026		13,183	514
9.000% due 11/17/2021		400	16
9.750% due 05/17/2035		4,730	184
Petroleos Mexicanos
5.350% due 02/12/2028		880	753
5.950% due 01/28/2031		13,650	11,442
6.490% due 01/23/2027		6,170	5,757
6.500% due 03/13/2027		9,282	8,633
6.500% due 01/23/2029		21,284	19,010
6.750% due 09/21/2047		390	303
6.840% due 01/23/2030		31,536	28,272
6.950% due 01/28/2060		7,790	6,102
7.690% due 01/23/2050		2,430	2,023
PetSmart, Inc.
5.875% due 06/01/2025		563	577
Post Holdings, Inc.
4.625% due 04/15/2030		1,377	1,417
QVC, Inc.
4.450% due 02/15/2025		1,910	1,958
4.850% due 04/01/2024		2,121	2,219
5.950% due 03/15/2043		5,338	5,151
Radiology Partners, Inc.
9.250% due 02/01/2028		979	1,046
Refinitiv U.S. Holdings, Inc.
4.500% due 05/15/2026	EUR	14,530	17,726
RELX Capital, Inc.
3.000% due 05/22/2030	USD	312	337
Rite Aid Corp.
7.500% due 07/01/2025		1,815	1,818
8.000% due 11/15/2026		1,540	1,546
Roadster Finance DAC
1.625% due 12/09/2024	EUR	200	232
2.375% due 12/08/2027		1,000	1,157
Rolls-Royce PLC
4.625% due 02/16/2026		6,600	7,707
5.750% due 10/15/2027	GBP	5,200	6,746
Royal Caribbean Cruises Ltd.
9.125% due 06/15/2023	USD	2,500	2,606
10.875% due 06/01/2023		7,622	8,326
11.500% due 06/01/2025		11,766	13,487
Russian Railways Via RZD Capital PLC
3.374% due 05/20/2021	EUR	7,700	9,122
7.487% due 03/25/2031	GBP	6,300	11,024
SABIC Capital I BV
3.000% due 09/14/2050	USD	5,300	5,179
Sands China Ltd.
3.800% due 01/08/2026		2,800	2,875
4.375% due 06/18/2030		2,700	2,776
4.600% due 08/08/2023		3,100	3,308
5.125% due 08/08/2025		4,500	4,856
		額面 (千通貨)	時価 (千米ドル)
5.400% due 08/08/2028	USD	5,200	5,666
Six Flags Theme Parks, Inc.
7.000% due 07/01/2025		921	977
SMBC Aviation Capital Finance DAC
2.650% due 07/15/2021		400	403
3.550% due 04/15/2024		1,000	1,056
4.125% due 07/15/2023		200	212
Southwest Airlines Co.
4.750% due 05/04/2023		1,339	1,435
5.125% due 06/15/2027		3,210	3,574
5.250% due 05/04/2025		1,134	1,259
Spanish Broadcasting System, Inc.
12.500% due 04/15/2049 (d)		818	756
Sprint Spectrum Co. LLC
3.360% due 09/20/2021		1,250	1,264
4.738% due 03/20/2025		5,200	5,672
5.152% due 03/20/2028		18,240	21,299
Staples, Inc.
7.500% due 04/15/2026		255	239
Syngenta Finance NV
3.375% due 04/16/2026	EUR	25,000	31,358
3.933% due 04/23/2021	USD	1,600	1,621
4.441% due 04/24/2023		5,300	5,607
4.892% due 04/24/2025		800	868
5.182% due 04/24/2028		1,800	1,971
TEGNA, Inc.
4.625% due 03/15/2028		1,603	1,585
Tenet Healthcare Corp.
4.625% due 07/15/2024		167	170
Teva Pharmaceutical Finance Co. BV
3.650% due 11/10/2021		900	893
Teva Pharmaceutical Finance IV BV
3.650% due 11/10/2021		418	415
Teva Pharmaceutical Finance Netherlands II BV
1.250% due 03/31/2023	EUR	1,800	1,956
3.250% due 04/15/2022		12,900	15,081
6.000% due 01/31/2025		2,700	3,275
Teva Pharmaceutical Finance Netherlands III BV
2.200% due 07/21/2021	USD	6,579	6,489
Textron, Inc.
0.793% due 11/10/2020		3,770	3,773
Times Square Hotel Trust
8.528% due 08/01/2026		1,504	1,638
Topaz Solar Farms LLC
4.875% due 09/30/2039		6,136	6,677
5.750% due 09/30/2039		8,598	9,775
TransDigm, Inc.
5.500% due 11/15/2027		900	880
Transocean Guardian Ltd.
5.875% due 01/15/2024		810	496
Transocean, Inc.
7.250% due 11/01/2025		2,595	869
7.500% due 01/15/2026		1,783	383
8.000% due 02/01/2027		3,062	850
Triumph Group, Inc.
5.250% due 06/01/2022		486	416
6.250% due 09/15/2024		1,541	1,334
U.S. Renal Care, Inc.
10.625% due 07/15/2027		1,282	1,369
United Airlines 2020-1 Class A Pass Through Trust
5.875% due 10/15/2027		19,900	20,013
United Group BV
3.125% due 02/15/2026	EUR	5,694	6,219
3.250% due 02/15/2026		1,900	2,083
3.625% due 02/15/2028		6,000	6,544
4.875% due 07/01/2024		565	660
Univision Communications, Inc.
5.125% due 02/15/2025	USD	14,429	14,204
6.625% due 06/01/2027		2,048	2,075
9.500% due 05/01/2025		1,646	1,790
		額面 (千通貨)	時価 (千米ドル)
Valaris PLC (d)
5.750% due 10/01/2044	USD	4,598	224
7.750% due 02/01/2026		864	42
Vale Overseas Ltd.
3.750% due 07/08/2030		2,200	2,319
6.250% due 08/10/2026		3,616	4,319
6.875% due 11/21/2036		1,207	1,624
6.875% due 11/10/2039		951	1,306
Vale S.A.
3.750% due 01/10/2023	EUR	1,500	1,854
ViaSat, Inc.
5.625% due 09/15/2025	USD	3,363	3,387
6.500% due 07/15/2028		3,300	3,412
VMware, Inc.
3.900% due 08/21/2027		540	597
4.700% due 05/15/2030		1,228	1,452
Volkswagen Bank GmbH
0.000% due 06/15/2021	EUR	900	1,049
Volkswagen Financial Services AG
0.319% due 02/15/2021		7,300	8,516
0.625% due 04/01/2022		5,349	6,297
Volkswagen Financial Services NV
1.125% due 09/18/2023	GBP	11,200	14,500
1.625% due 11/30/2022		3,300	4,326
1.875% due 09/07/2021		300	391
Volkswagen Leasing GmbH
0.000% due 07/06/2021	EUR	1,000	1,165
0.250% due 02/16/2021		4,688	5,469
0.500% due 06/20/2022		875	1,028
Walt Disney Co.
3.500% due 05/13/2040	USD	3,960	4,437
3.600% due 01/13/2051		7,014	7,840
3.800% due 05/13/2060		4,597	5,294
Western Digital Corp.
4.750% due 02/15/2026		4,492	4,844
Western Midstream Operating LP
2.074% due 01/13/2023		1,048	975
6.250% due 02/01/2050		786	723
Windstream Escrow LLC
7.750% due 08/15/2028		11,607	11,230
Wyndham Destinations, Inc.
3.900% due 03/01/2023		1,682	1,635
4.250% due 03/01/2022		115	116
4.625% due 03/01/2030		1,093	1,048
5.650% due 04/01/2024		5,058	5,188
6.000% due 04/01/2027		1,464	1,512
Wynn Macau Ltd.
5.125% due 12/15/2029		2,000	1,855
5.500% due 01/15/2026		6,300	6,122
5.500% due 10/01/2027		400	376
5.625% due 08/26/2028		400	385
Zayo Group Holdings, Inc.
4.000% due 03/01/2027		11,004	10,815
6.125% due 03/01/2028		1,762	1,780
Zimmer Biomet Holdings, Inc.
1.164% due 11/15/2027	EUR	900	1,076
			1,609,370
公益 4.8%
AT&T, Inc.
2.250% due 02/01/2032	USD	9,248	9,088
3.100% due 02/01/2043		12,371	11,870
3.300% due 02/01/2052		13,551	12,470
3.500% due 06/01/2041		14,544	14,784
3.500% due 02/01/2061		13,084	12,197
3.650% due 06/01/2051		13,724	13,442
3.850% due 06/01/2060		10,556	10,465
CenturyLink, Inc.
4.000% due 02/15/2027		1,462	1,497
		額面 (千通貨)	時価 (千米ドル)
China Resources Gas Group Ltd.
4.500% due 04/05/2022	USD	400	417
Edison International
2.400% due 09/15/2022		3,161	3,211
2.950% due 03/15/2023		118	122
3.125% due 11/15/2022		1,688	1,743
3.550% due 11/15/2024		1,887	1,994
5.750% due 06/15/2027		1,380	1,569
El Paso Natural Gas Co. LLC
8.625% due 01/15/2022		1,900	2,072
Enable Midstream Partners LP
4.950% due 05/15/2028		424	407
FirstEnergy Corp.
3.400% due 03/01/2050		300	277
Gazprom Neft OAO Via GPN Capital S.A.
4.375% due 09/19/2022		11,935	12,463
6.000% due 11/27/2023		28,785	32,012
Gazprom PJSC Via Gaz Capital S.A.
2.250% due 11/22/2024	EUR	100	118
2.949% due 01/24/2024		450	544
3.600% due 02/26/2021		3,624	4,272
4.950% due 03/23/2027	USD	1,200	1,337
4.950% due 02/06/2028		1,000	1,117
5.150% due 02/11/2026		5,700	6,357
5.999% due 01/23/2021		2,322	2,351
6.510% due 03/07/2022		6,638	7,055
7.288% due 08/16/2037		500	702
8.625% due 04/28/2034		2,372	3,549
Odebrecht Drilling Norbe VIII/IX Ltd.
6.350% due 12/01/2021		135	125
Odebrecht Offshore Drilling Finance Ltd.
6.720% due 12/01/2022		220	200
Pacific Gas & Electric Co.
2.100% due 08/01/2027		2,800	2,708
2.500% due 02/01/2031		2,600	2,464
2.950% due 03/01/2026 (d)		8,630	8,755
3.150% due 01/01/2026		25,440	26,055
3.250% due 06/15/2023 (d)		8,640	8,910
3.300% due 03/15/2027		3,838	3,890
3.300% due 12/01/2027 (d)		14,666	14,893
3.300% due 08/01/2040		1,642	1,500
3.400% due 08/15/2024 (d)		6,570	6,823
3.450% due 07/01/2025		12,102	12,620
3.500% due 06/15/2025		8,068	8,418
3.500% due 08/01/2050		7,200	6,536
3.750% due 02/15/2024 (d)		10,188	10,632
3.750% due 07/01/2028		13,613	14,061
3.750% due 08/15/2042		418	387
3.850% due 11/15/2023 (d)		1,830	1,924
3.950% due 12/01/2047		1,900	1,784
4.000% due 12/01/2046 (d)		3,144	2,957
4.250% due 08/01/2023		3,735	3,956
4.250% due 03/15/2046 (d)		5,219	5,038
4.300% due 03/15/2045 (d)		2,800	2,703
4.450% due 04/15/2042 (d)		4,333	4,344
4.500% due 07/01/2040		39,210	40,134
4.500% due 12/15/2041 (d)		743	733
4.550% due 07/01/2030		49,595	53,547
4.600% due 06/15/2043		1,794	1,810
4.650% due 08/01/2028		100	108
4.750% due 02/15/2044 (d)		2,707	2,765
4.950% due 07/01/2050		25,950	27,449
Pan American Energy LLC
30.125% due 11/20/2020	ARS	265,660	1,792
Petrobras Global Finance BV
5.093% due 01/15/2030	USD	27,941	29,296
6.250% due 12/14/2026	GBP	6,234	9,026
6.625% due 01/16/2034		2,900	4,191
6.850% due 06/05/2115	USD	216	233
		額面 (千通貨)	時価 (千米ドル)
Plains All American Pipeline LP
6.650% due 01/15/2037	USD	416	443
Rio Oil Finance Trust Series 2014-1
9.250% due 07/06/2024		2,244	2,468
Rio Oil Finance Trust Series 2014-3
9.750% due 01/06/2027		748	859
Rio Oil Finance Trust Series 2018-1
8.200% due 04/06/2028		2,744	3,056
Sabine Pass Liquefaction LLC
4.500% due 05/15/2030		6,588	7,381
San Diego Gas & Electric Co.
3.750% due 06/01/2047		62	71
Southern California Edison Co.
2.850% due 08/01/2029		294	310
3.650% due 03/01/2028		118	130
3.650% due 02/01/2050		783	820
4.125% due 03/01/2048		173	192
4.875% due 03/01/2049		346	412
5.750% due 04/01/2035		196	259
6.000% due 01/15/2034		54	72
6.650% due 04/01/2029		578	712
Southern California Gas Co.
5.125% due 11/15/2040		32	41
Sprint Communications, Inc.
6.000% due 11/15/2022		3,934	4,216
Sprint Corp.
7.125% due 06/15/2024		2,998	3,452
7.250% due 09/15/2021		33,826	35,275
7.625% due 02/15/2025		1,000	1,182
7.625% due 03/01/2026		839	1,022
7.875% due 09/15/2023		21,349	24,378
State Grid Overseas Investment 2016 Ltd.
2.750% due 05/04/2022		1,700	1,744
Talen Energy Supply LLC
6.625% due 01/15/2028		580	556
Transocean Phoenix 2 Ltd.
7.750% due 10/15/2024		1,260	1,153
Transocean Proteus Ltd.
6.250% due 12/01/2024		35	31
Transocean Sentry Ltd.
5.375% due 05/15/2023		1,200	774
YPF S.A.
37.001% due 03/04/2021	ARS	131,960	886
37.505% due 07/24/2021		34,399	192
			584,356
社債合計			4,488,707
(取得原価 4,459,308千米ドル)
転換社債 0.1%
Ensco Jersey Finance Ltd.
3.000% due 01/31/2024 (b)(d)	USD	262	29
Multiplan Corp.
6.000% due 10/15/2027 (b)		5,700	5,361
転換社債合計			5,390
(取得原価 5,747千米ドル)
地方債 0.5%
Chicago, Illinois, Build America Bonds, Series 2010
6.630% due 02/01/2035		655	722
6.725% due 04/01/2035		280	310
7.350% due 07/01/2035		545	618
Chicago, Illinois, General Obligation Bonds, Series 2003
5.100% due 06/01/2033		610	611
Chicago, Illinois, General Obligation Bonds, Series 2015
7.750% due 01/01/2042		130	139
Chicago, Illinois, General Obligation Bonds, Series 2017
7.045% due 01/01/2029		370	397
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2001
5.125% due 07/01/2031 (d)		17,360	11,761
		額面 (千通貨)	時価 (千米ドル)
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2006 (d)
5.000% due 07/01/2031	USD	420	282
5.250% due 07/01/2023		500	343
5.250% due 07/01/2026		1,000	685
5.250% due 07/01/2049		610	420
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2007 (d)
5.000% due 07/01/2027		700	477
5.000% due 07/01/2028		75	51
5.250% due 07/01/2032		400	275
5.250% due 07/01/2034		400	275
5.250% due 07/01/2037		410	281
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2008 (d)
5.000% due 07/01/2023		300	201
5.125% due 07/01/2028		130	87
5.500% due 07/01/2032		10,780	7,317
5.700% due 07/01/2023		685	462
6.000% due 07/01/2038		4,070	2,824
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2009 (d)
5.750% due 07/01/2038		550	372
6.000% due 07/01/2039		215	146
6.500% due 07/01/2037		400	279
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2011 (d)
5.375% due 07/01/2030		685	442
5.750% due 07/01/2041		1,900	1,226
6.500% due 07/01/2040		120	83
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2012 (d)
4.125% due 07/01/2022		500	282
5.000% due 07/01/2021		1,010	622
5.000% due 07/01/2041		3,660	2,201
5.125% due 07/01/2037		800	481
5.500% due 07/01/2026		1,900	1,185
5.500% due 07/01/2039		4,215	2,629
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2014
8.000% due 07/01/2035 (d)		13,450	8,070
Puerto Rico Electric Power Authority, Build America Bonds, Series 2010 (d)
6.050% due 07/01/2032		800	558
6.125% due 07/01/2040		3,000	2,096
Salt Lake, Utah, Utah State Board of Regents Revenue Bonds, Series 2016
0.899% due 09/25/2056		884	879
Salt Lake, Utah, Utah State Board of Regents Revenue Bonds, Series 2017
0.899% due 01/25/2057		8,132	8,102
Travis, Texas, Texas Public Finance Authority Revenue Bonds, Series 2014
8.250% due 07/01/2024		500	502
地方債合計			58,693
(取得原価 184,752千米ドル)
米国政府関係機関 32.9%
Fannie Mae
2.500% due 10/01/2022		110	115
3.000% due 09/01/2049		408	441
3.000% due 03/01/2050		36,923	39,103
3.500% due 08/01/2042		42	46
3.500% due 09/01/2047		505	535
3.500% due 03/01/2048		138	145
3.500% due 04/01/2048		243	258
4.000% due 07/01/2040		63	68
		額面 (千通貨)	時価 (千米ドル)
4.000% due 12/01/2041	USD	109	115
4.000% due 07/01/2042		213	224
4.000% due 08/01/2042		41	44
4.000% due 09/01/2042		278	293
4.000% due 11/01/2045		265	287
4.000% due 03/01/2047		114	123
4.000% due 04/01/2047		563	618
4.000% due 08/01/2047		11,786	12,663
4.000% due 10/01/2047		562	603
4.000% due 12/01/2047		134	143
4.000% due 01/01/2048		146	157
4.000% due 02/01/2048		1,556	1,669
4.000% due 07/01/2048		21,290	22,715
4.000% due 08/01/2048		13,914	14,846
4.000% due 09/01/2048		13,617	14,564
4.000% due 11/01/2048		44,579	47,575
4.000% due 12/01/2048		1,645	1,756
4.000% due 03/01/2049		16,998	18,141
4.000% due 08/01/2049		680	726
4.500% due 05/01/2033		17	18
4.500% due 07/01/2033		33	35
4.500% due 05/01/2035		7	7
4.500% due 02/01/2038		2	2
4.500% due 01/01/2041		371	395
4.750% due 06/01/2033		195	207
5.000% due 10/01/2035		71	74
5.000% due 12/01/2035		226	244
5.000% due 10/01/2036		6	7
5.000% due 05/01/2038		4	4
5.000% due 11/01/2039		7	8
5.000% due 10/01/2051		176	191
5.500% due 07/01/2033		30	34
5.500% due 06/01/2035		776	842
5.500% due 04/01/2036		2	2
5.500% due 11/01/2036		4	5
5.500% due 03/01/2037		15	16
5.500% due 09/01/2037		5	5
5.500% due 02/01/2038		4	4
5.500% due 04/01/2038		25	28
6.000% due 08/01/2031		27	28
6.000% due 06/01/2032		5	6
6.000% due 09/01/2039		401	438
6.000% due 10/01/2047		27	30
6.051% due 05/25/2048 (f)		4,158	804
6.500% due 01/01/2037		3	4
6.500% due 10/01/2037		6	6
7.000% due 09/01/2031		34	34
7.000% due 05/01/2037		1	1
7.500% due 09/01/2032		9	9
Fannie Mae, TBA (g)
2.000% due 01/01/2051		11,900	12,224
2.500% due 01/01/2036		3,000	3,119
2.500% due 01/01/2051		436,100	453,220
3.000% due 11/01/2035		9,500	9,947
3.000% due 12/01/2050		26,600	27,807
3.500% due 11/01/2050		300,000	316,822
3.500% due 12/01/2050		447,200	472,503
4.000% due 11/01/2050		55,000	58,753
4.000% due 12/01/2050		16,700	17,853
Freddie Mac
3.000% due 11/01/2046		144	152
3.000% due 12/01/2047		5,153	5,384
3.000% due 03/01/2048		297	310
3.500% due 10/01/2047		5,454	5,787
3.500% due 12/01/2047		1,829	1,937
3.500% due 03/01/2048		7,303	7,751
3.500% due 04/01/2048		3,239	3,440
3.500% due 10/01/2048		3,576	3,770
		額面 (千通貨)	時価 (千米ドル)
3.500% due 12/01/2048	USD	8,048	8,523
3.500% due 03/01/2049		5,338	5,630
4.000% due 09/01/2033		4	5
4.000% due 04/01/2047		884	951
4.000% due 05/01/2047		882	948
4.000% due 08/01/2047		1,460	1,566
4.000% due 08/01/2048		2,306	2,461
4.000% due 09/01/2048		955	1,019
4.000% due 10/01/2048		991	1,058
4.000% due 12/01/2048		29,027	31,263
4.000% due 01/01/2049		2,349	2,507
4.000% due 02/01/2049		12,190	13,126
4.000% due 03/01/2049		952	1,025
5.000% due 06/01/2034		191	208
5.000% due 08/01/2035		46	48
5.000% due 01/01/2037		4	4
5.000% due 01/01/2038		2	2
5.500% due 01/01/2035		1,207	1,342
5.500% due 05/01/2037		5	5
5.500% due 06/01/2037		209	224
5.500% due 07/01/2037		36	37
5.750% due 05/01/2037		410	470
6.000% due 07/01/2037		48	52
6.402% due 06/15/2042 (f)		59	12
Ginnie Mae
4.000% due 04/20/2047		4,651	5,040
4.000% due 05/20/2047		85,069	91,941
4.000% due 06/20/2047		39,860	43,082
4.000% due 07/20/2047		36,319	39,463
4.000% due 02/20/2048		26,749	28,860
4.500% due 01/20/2040		180	194
4.500% due 03/20/2040		24	26
5.000% due 08/20/2030		435	476
5.000% due 05/20/2040		509	555
5.000% due 11/20/2040		20	21
5.000% due 04/20/2041		8	8
5.500% due 05/20/2038		8	9
5.500% due 06/20/2038		174	193
5.500% due 07/20/2038		80	86
5.500% due 08/20/2038		446	495
5.500% due 09/20/2038		80	88
5.500% due 10/20/2038		17	18
5.500% due 01/20/2039		11	12
5.500% due 02/20/2039		62	68
5.500% due 09/20/2039		142	157
5.500% due 10/20/2039		11	12
5.500% due 11/20/2039		411	453
5.500% due 12/20/2039		27	29
5.500% due 01/20/2040		206	223
5.500% due 06/20/2040		386	441
5.500% due 07/20/2040		516	560
Ginnie Mae, TBA (g)
2.500% due 12/01/2050		203,775	212,961
2.500% due 01/01/2051		865,625	902,921
4.000% due 11/01/2050		217,384	231,268
4.000% due 12/01/2050		758,400	807,311
米国政府関係機関合計			4,021,697
(取得原価 4,004,134千米ドル)
米国長期国債 6.9%
Treasury Inflation Protected Securities (h)
0.125% due 10/15/2024		43,461	45,840
0.125% due 07/15/2030		34,062	37,425
0.250% due 07/15/2029		158,118	175,095
0.250% due 02/15/2050		24,061	27,696
0.375% due 01/15/2027		4,997	5,458
0.375% due 07/15/2027		1,339	1,476
0.625% due 07/15/2021		81	81
		額面 (千通貨)	時価 (千米ドル)
0.625% due 02/15/2043	USD	1,470	1,780
0.750% due 07/15/2028		97,018	110,733
0.750% due 02/15/2042		5,866	7,261
0.750% due 02/15/2045		4,857	6,072
0.875% due 01/15/2029		53,601	61,821
0.875% due 02/15/2047		15,936	20,774
1.000% due 02/15/2046		5,265	6,970
1.000% due 02/15/2048		19,816	26,750
1.000% due 02/15/2049		61,665	84,131
1.375% due 02/15/2044		669	937
2.125% due 02/15/2040		3,006	4,545
U.S. Treasury Bonds
2.250% due 08/15/2046		100	115
2.375% due 05/15/2029		134,400	152,350
2.625% due 02/15/2029		5,000	5,758
2.750% due 08/15/2047		2,830	3,562
3.000% due 08/15/2048		155	205
3.000% due 02/15/2049		77	102
3.125% due 05/15/2048		180	242
U.S. Treasury Notes
1.625% due 02/15/2026		2,200	2,338
2.000% due 02/15/2025		11,021	11,813
2.000% due 08/15/2025		1,400	1,509
2.000% due 11/15/2026		800	871
2.250% due 11/15/2024		12,300	13,268
2.250% due 02/15/2027		28,000	30,955
米国長期国債合計			847,933
(取得原価 778,623千米ドル)
モーゲージバック証券 34.4%
Accredited Mortgage Loan Trust
1.094% due 07/25/2035		9,806	9,658
1.844% due 07/25/2035 (d)		715	665
ACE Securities Corporation Home Equity Loan Trust
0.304% due 08/25/2036		6,540	6,344
0.944% due 01/25/2035		1,058	1,041
0.974% due 02/25/2034		6,677	6,624
1.049% due 08/25/2035		5,023	4,908
Adjustable Rate Mortgage Trust
1.099% due 08/25/2035		5,045	4,856
AFC Home Equity Loan Trust
0.959% due 06/25/2029		2,062	1,696
Alternative Loan Trust
0.319% due 01/25/2037 (d)		2,308	2,617
0.319% due 07/25/2046		2,591	3,013
0.329% due 07/25/2036		9,514	8,974
0.339% due 08/25/2046 (d)		13,003	12,483
0.341% due 09/20/2046		1,401	1,242
0.349% due 05/25/2036		17,628	15,093
0.361% due 03/20/2046		8,106	6,914
0.399% due 12/25/2046		21,968	20,573
0.419% due 07/25/2036		22,397	19,480
0.471% due 12/20/2035		7,845	7,303
0.749% due 01/25/2036		2,926	2,734
2.232% due 08/25/2035 (d)		548	494
2.737% due 09/25/2034		1,199	1,196
3.118% due 08/25/2035 (d)		636	608
5.500% due 06/25/2035		6,883	6,877
5.500% due 08/25/2035 (d)		82	81
5.500% due 02/25/2036 (d)		20	17
6.000% due 07/25/2037 (d)		30,770	22,087
7.000% due 10/25/2037		33,693	18,927
Ameriquest Mortgage Securities Trust
0.489% due 04/25/2036		7,675	7,593
0.559% due 03/25/2036		27,500	26,360
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass- Through Certificates
1.219% due 09/25/2032		360	364
		額面 (千通貨)	時価 (千米ドル)
1.904% due 10/25/2034	USD	9,000	8,932
Argent Mortgage Loan Trust
0.629% due 05/25/2035		27,798	25,467
Argent Securities Trust
0.329% due 04/25/2036		8,378	3,985
Argent Securities, Inc. Asset-Backed Pass-Through Certificates
0.659% due 10/25/2035		36,400	34,210
2.849% due 09/25/2033		1,641	1,646
Asset-Backed Funding Certificates Trust
0.809% due 03/25/2035		9,929	9,595
0.884% due 06/25/2035		12,354	12,092
Asset-Backed Securities Corporation Home Equity Loan Trust
0.459% due 05/25/2036 (d)		37,652	36,891
Atrium Hotel Portfolio Trust
1.578% due 06/15/2035		18,395	17,002
Banc of America Alternative Loan Trust (d)
4.581% due 04/25/2022		101	97
6.000% due 07/25/2046		2,270	2,189
Banc of America Funding Trust
2.751% due 11/20/2034		681	705
3.620% due 06/20/2036		6,169	5,987
3.882% due 02/20/2035		2,007	2,144
4.109% due 01/20/2047 (d)		151	148
Bayview Opportunity Master Fund IVa Trust
3.475% due 06/28/2034		2,615	2,625
BCAP LLC Trust
0.556% due 07/26/2036		137	136
5.876% due 04/26/2037		3,968	3,077
6.000% due 04/26/2036		7,024	5,675
Bear Stearns Adjustable Rate Mortgage Trust
3.117% due 11/25/2034		288	283
Bear Stearns Alternative-A Trust
0.319% due 04/25/2037		9,090	8,204
0.569% due 11/25/2046		11,283	10,577
Bear Stearns Asset-Backed Securities I Trust
0.389% due 02/25/2037		6,174	7,393
0.509% due 04/25/2036		10,208	10,106
0.549% due 02/25/2036 (d)		6,606	6,576
0.549% due 05/25/2036 (d)		10,287	4,355
0.579% due 12/25/2035		5,666	5,672
0.649% due 12/25/2035		911	902
0.849% due 11/25/2035 (d)		4,224	4,002
0.869% due 12/25/2035		9,268	6,880
1.169% due 06/25/2034		7,031	7,016
1.199% due 08/25/2037		23,537	21,413
6.451% due 05/25/2036 (f)		10,287	627
Bear Stearns Asset-Backed Securities Trust
0.409% due 10/25/2036		618	618
2.173% due 06/25/2035		3,368	3,368
5.500% due 11/25/2033		6,144	6,468
Bear Stearns Mortgage Funding Trust
0.349% due 02/25/2037 (d)		7,851	7,231
Business Loan Express Business Loan Trust
0.439% due 09/25/2038		1,848	1,534
0.699% due 09/25/2038		896	741
1.249% due 09/25/2038		65	53
Canada Square Funding PLC
1.156% due 10/17/2051	GBP	40,128	51,798
Canterbury Finance No.1 PLC
1.413% due 05/16/2056		26,220	33,812
CBA Commercial Small Balance Commercial Mortgage
6.040% due 01/25/2039 (d)	USD	1,262	967
Centex Home Equity Loan Trust
0.794% due 03/25/2035		5,514	5,415
CGMS Commercial Mortgage Trust
1.248% due 07/15/2030		9,749	9,342
Chase Mortgage Finance Trust
3.770% due 12/25/2035 (d)		6,417	6,206
		額面 (千通貨)	時価 (千米ドル)
ChaseFlex Trust
0.449% due 07/25/2037	USD	1,276	1,126
Chevy Chase Funding LLC Mortgage-Backed Certificates
0.509% due 03/25/2035		551	552
CIT Mortgage Loan Trust
1.499% due 10/25/2037		13,509	13,568
Citigroup Commercial Mortgage Trust
0.287% due 03/10/2047 (f)		25,400	259
Citigroup Mortgage Loan Trust
0.289% due 12/25/2036		4,657	4,528
0.409% due 01/25/2037		1,424	1,420
0.549% due 03/25/2037		13,335	13,258
0.969% due 09/25/2037		23,595	20,485
1.492% due 08/25/2036		15,972	7,458
3.404% due 07/25/2037 (d)		4,710	4,405
3.411% due 08/25/2036		7,010	6,324
3.763% due 11/25/2038		401	409
6.750% due 05/25/2036 (d)		11,652	8,341
Citigroup Mortgage Loan Trust, Inc.
0.729% due 07/25/2035		1,505	1,506
1.184% due 05/25/2035		6,300	6,036
Commercial Mortgage Trust
0.169% due 04/10/2047 (f)		33,000	184
Conseco Finance Corp.
6.870% due 04/01/2030		2,007	2,059
6.920% due 12/01/2030		2,126	2,255
7.500% due 03/01/2030		53,423	31,518
7.600% due 04/15/2026		5,343	2,430
7.700% due 09/15/2026		712	733
Countrywide Asset-Backed Certificates
0.289% due 06/25/2035 (d)		2,198	2,023
0.289% due 06/25/2037		19,079	17,604
0.289% due 07/25/2037 (d)		2,067	1,975
0.299% due 04/25/2047 (d)		4,682	4,553
0.309% due 05/25/2037 (d)		9,658	9,595
0.319% due 06/25/2047		539	539
0.329% due 11/25/2047		10,341	10,095
0.369% due 08/25/2037		25,800	22,510
0.379% due 05/25/2037 (d)		12,783	11,256
0.379% due 10/25/2047		20,727	20,087
0.389% due 05/25/2036		9,982	7,958
0.399% due 02/25/2036		1,500	1,393
0.499% due 03/25/2036 (d)		1,723	1,601
0.549% due 06/25/2036		6,300	6,182
0.569% due 01/25/2045		4,569	4,540
0.589% due 04/25/2036		7,620	7,605
0.649% due 08/26/2033		313	303
0.879% due 06/25/2035		7,000	6,620
Countrywide Home Loan Mortgage Pass-Through Trust
2.856% due 11/25/2034		12	11
3.099% due 10/20/2035 (d)		5,825	5,551
3.192% due 11/25/2037		6,368	6,165
3.556% due 06/25/2034		1	2
3.848% due 03/25/2037 (d)		7,897	7,874
5.500% due 11/25/2035 (d)		7,525	5,920
5.750% due 10/25/2022		351	342
6.000% due 07/25/2036		25,911	20,573
6.000% due 11/25/2037		5,992	4,785
Credit Suisse First Boston Mortgage Securities Corp.
2.598% due 01/25/2033		1,513	1,487
Credit Suisse Mortgage Capital
0.318% due 11/27/2036		7,393	7,989
3.000% due 01/29/2036		1,473	1,487
3.000% due 06/27/2037		4,369	4,361
6.012% due 10/26/2036		246	239
Credit Suisse Mortgage Capital Trust
0.000% due 01/25/2058		38	38
0.000% due 04/25/2058 (f)		1	1
		額面 (千通貨)	時価 (千米ドル)
0.898% due 07/15/2032	USD	5,200	5,033
1.148% due 07/15/2032		4,000	3,770
1.348% due 07/15/2032		2,400	2,196
3.370% due 06/25/2050		46,773	36,442
3.615% due 06/01/2050		86,927	88,322
3.625% due 01/25/2058		25,029	23,919
3.770% due 04/25/2058		54,263	55,246
Credit-Based Asset Servicing & Securitization LLC
6.980% due 03/25/2046		4,266	4,328
Credit-Based Asset Servicing & Securitization Trust
0.299% due 07/25/2036		2,772	2,749
CWABS Asset-Backed Certificates Trust
0.389% due 03/25/2037		33,000	30,684
0.389% due 03/25/2047 (d)		26,535	23,496
0.409% due 09/25/2046		5,600	5,135
0.869% due 05/25/2036 (d)		2,032	1,149
1.199% due 03/25/2035		5,500	5,488
1.274% due 12/25/2034		1,185	1,188
5.633% due 06/25/2035		8,644	8,885
CWHEQ Revolving Home Equity Loan Resuritization Trust
0.398% due 03/15/2030		2,980	2,874
Deutsche Alternative-A Securities Mortgage Loan Trust
0.309% due 03/25/2037		12,047	6,586
0.479% due 08/25/2037 (d)		30,662	25,678
0.649% due 09/25/2047		19,953	18,254
Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust
3.137% due 10/25/2035 (d)		12,672	12,412
Deutsche Mortgage & Asset Receiving Corp.
0.650% due 11/27/2036		3,541	3,419
Downey Savings & Loan Association Mortgage Loan Trust
0.337% due 10/19/2036 (d)		10,741	9,316
0.447% due 10/19/2045 (d)		2,415	2,455
0.477% due 09/19/2045		6,698	5,064
Dragon Finance BV
1.267% due 07/13/2023	GBP	136	171
Dutch Property Finance BV
0.171% due 01/28/2048	EUR	15,324	17,850
Ellington Loan Acquisition Trust
1.249% due 05/25/2037	USD	1,613	1,603
EMC Mortgage Loan Trust
1.199% due 04/25/2042 (d)		10,016	9,414
Encore Credit Receivables Trust
1.079% due 11/25/2035		6,510	6,298
European Residential Loan Securitisation DAC
0.297% due 03/24/2063	EUR	21,140	24,639
Eurosail PLC
0.230% due 09/10/2044	GBP	78	100
Eurosail-UK PLC
0.830% due 09/13/2045		5,419	6,799
1.010% due 06/13/2045		12,000	15,433
FBR Securitization Trust
0.824% due 10/25/2035	USD	20,968	16,695
0.829% due 10/25/2035		8,802	8,768
0.914% due 09/25/2035		7,500	7,168
Finsbury Square PLC
0.710% due 09/12/2065	GBP	11,251	14,538
First Franklin Mortgage Loan Trust
0.299% due 07/25/2036	USD	226	226
0.309% due 04/25/2036		4,953	4,795
0.459% due 11/25/2036		47,500	37,530
0.609% due 01/25/2036		10,000	8,838
0.854% due 05/25/2036		6,158	6,118
1.004% due 04/25/2035		5,000	4,888
First Horizon Alternative Mortgage Securities Trust (d)
0.649% due 05/25/2035		1,956	1,344
4.851% due 05/25/2035 (f)		1,955	315
		額面 (千通貨)	時価 (千米ドル)
Fremont Home Loan Trust
0.289% due 02/25/2037	USD	9,532	7,531
1.169% due 01/25/2035		6,493	6,119
GMAC Commercial Mortgage Asset Corp.
5.456% due 03/10/2051		12,276	12,887
GreenPoint Mortgage Funding Trust
0.709% due 11/25/2045		60	46
Grifonas Finance No.1 PLC
0.000% due 08/28/2039	EUR	868	967
GS Mortgage Securities Corporation
3.419% due 10/10/2032	USD	3,300	3,374
4.591% due 10/10/2032		7,600	7,125
GSAA Home Equity Trust
6.500% due 11/25/2037 (d)		22	13
GSAMP Trust
0.289% due 03/25/2047		5,322	5,041
0.299% due 06/25/2036		789	788
0.309% due 01/25/2037		21,382	15,776
0.309% due 05/25/2046		750	744
0.409% due 06/25/2036		20,000	19,229
0.794% due 11/25/2035 (d)		7,655	6,884
GSMSC Resecuritization Trust
0.328% due 09/26/2036		5,175	3,989
5.906% due 04/26/2037		42,208	15,739
GSR Mortgage Loan Trust
0.449% due 03/25/2037		9,414	1,949
6.551% due 03/25/2037 (f)		9,414	2,714
HarborView Mortgage Loan Trust
0.387% due 12/19/2036 (d)		1,251	1,158
0.707% due 02/19/2036		14,127	11,853
0.787% due 08/19/2045		10,908	9,797
Hawksmoor Mortgages
1.112% due 05/25/2053	GBP	70,219	90,821
Home Equity Asset Trust
0.389% due 10/25/2036	USD	23,475	14,632
0.459% due 07/25/2036		76	76
Home Equity Mortgage Loan Asset-Backed Trust
0.289% due 11/25/2036		18,087	16,513
0.329% due 06/25/2036		3,775	3,571
0.389% due 04/25/2037		16,009	11,836
1.139% due 08/25/2035		5,750	5,602
HSI Asset Securitization Corp. Trust
0.399% due 05/25/2037		7,197	6,825
Impac CMB Trust
0.829% due 01/25/2035		15,185	15,025
Impac Secured Assets Corp.
0.429% due 03/25/2036 (d)		16,199	13,996
Impac Secured Assets Trust
0.339% due 01/25/2037		3,551	3,163
IMT Trust
0.848% due 06/15/2034		2,169	2,161
1.098% due 06/15/2034		1,627	1,619
1.248% due 06/15/2034		994	990
IndyMac IMJA Mortgage Loan Trust
6.500% due 10/25/2037		9,950	7,879
IndyMac IMSC Mortgage Loan Trust
3.220% due 06/25/2037 (d)		10,910	8,897
IndyMac INDX Mortgage Loan Trust
0.329% due 02/25/2037 (d)		31,950	30,765
0.339% due 10/25/2036		6,503	3,715
3.079% due 07/25/2037		25,048	23,842
3.284% due 03/25/2036 (d)		6,101	5,405
3.348% due 04/25/2037		19,322	17,904
3.456% due 04/25/2037 (d)		9,330	8,726
3.463% due 11/25/2036 (d)		16,927	14,173
IXIS Real Estate Capital Trust
0.914% due 12/25/2035		5,539	5,562
Jefferies Resecuritization Trust
5.595% due 06/25/2047 (d)		778	685
		額面 (千通貨)	時価 (千米ドル)
JPMorgan Alternative Loan Trust
0.429% due 04/25/2047	USD	3,165	2,987
3.705% due 03/25/2036 (d)		474	417
5.730% due 03/25/2036 (d)		206	206
JPMorgan Chase Commercial Mortgage Securities Trust
0.998% due 10/15/2032		10,812	10,404
0.998% due 12/15/2036		3,700	3,581
1.248% due 10/15/2032		7,000	6,682
1.548% due 10/15/2032		7,200	6,742
2.288% due 10/15/2032		11,000	10,021
5.337% due 05/15/2047		250	226
JPMorgan Mortgage Acquisition Corp.
0.329% due 03/25/2036		13,719	13,611
JPMorgan Mortgage Acquisition Trust
0.349% due 05/25/2036		1,681	1,683
0.399% due 07/25/2036		6,225	6,226
0.419% due 05/25/2036		12,851	12,440
0.419% due 08/25/2036		8,600	7,729
0.419% due 06/25/2037		34,606	31,485
0.429% due 06/25/2037 (d)		22,826	17,457
JPMorgan Mortgage Trust (d)
0.449% due 10/25/2035		6,144	5,110
3.458% due 01/25/2037		766	697
JPMorgan Resecuritization Trust
2.724% due 05/26/2037		9,824	9,000
3.826% due 02/26/2037		3,604	3,421
Kentmere No.2 PLC
0.000% due 01/28/2042	GBP	11,939	11,180
0.865% due 01/28/2042		123,667	159,159
1.465% due 01/28/2042		5,693	7,268
1.815% due 01/28/2042		4,066	5,177
2.265% due 01/28/2042		2,439	3,088
3.065% due 01/28/2042		1,626	2,019
5.065% due 01/28/2042		3,252	3,648
Lansdowne Mortgage Securities No.1 PLC
0.000% due 06/15/2045	EUR	4,832	5,272
Legacy Mortgage Asset Trust
0.000% due 09/25/2059 (f)	USD	815,422	5,042
0.000% due 09/25/2059		36,942	14,685
1.902% due 01/28/2070		110,957	111,212
3.000% due 06/25/2059		273	274
3.000% due 09/25/2059		249,961	264,952
3.250% due 09/25/2059		30,968	32,811
3.438% due 05/25/2059		85	86
3.979% due 09/25/2059		111,258	104,790
Lehman XS Trust
0.339% due 12/25/2036		11,456	8,978
0.349% due 02/25/2037 (d)		18,391	17,170
0.409% due 02/25/2047		25,287	23,870
0.529% due 09/25/2036		8,702	7,537
0.999% due 10/25/2037		27,279	25,168
6.500% due 06/25/2046		6,694	6,637
Liberty
1.340% due 10/10/2049	AUD	5,757	4,040
Long Beach Mortgage Loan Trust
0.339% due 02/25/2036	USD	6,572	5,572
0.339% due 03/25/2046		36,885	17,700
Madison Avenue Manufactured Housing Contract Trust
3.399% due 03/25/2032		2,375	2,381
MASTR Adjustable Rate Mortgages Trust
2.714% due 04/25/2034		2	1
MASTR Asset-Backed Securities Trust
0.369% due 11/25/2036		32	24
0.519% due 01/25/2036		7,500	6,852
1.299% due 08/25/2037		15,749	14,678
MASTR Specialized Loan Trust
0.629% due 02/25/2036		5,305	4,396
Merrill Lynch First Franklin Mortgage Loan Trust
1.149% due 10/25/2037		10,319	10,347
		額面 (千通貨)	時価 (千米ドル)
1.649% due 10/25/2037	USD	22,308	22,447
Merrill Lynch Mortgage Investors Trust
0.289% due 05/25/2037		23,041	15,009
0.529% due 08/25/2035		7	7
0.869% due 07/25/2034		5,309	4,934
0.944% due 09/25/2035		2,736	2,729
1.229% due 10/25/2035		1,629	1,615
2.714% due 02/25/2033		14	13
Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust
0.274% due 07/25/2036		7,295	6,474
0.299% due 07/25/2036		52,899	28,453
0.389% due 06/25/2036		27,360	24,248
0.399% due 07/25/2036		52,640	29,080
0.419% due 03/25/2036		7,148	7,002
0.854% due 07/25/2035		1,438	1,449
0.884% due 07/25/2035		6,912	6,768
1.149% due 03/25/2033		109	107
1.149% due 07/25/2037		856	842
Morgan Stanley Bank of America Merrill Lynch Trust
0.806% due 11/15/2052 (f)		136,525	5,997
Morgan Stanley Capital I Trust
2.508% due 04/05/2042		13,500	14,038
Morgan Stanley Capital I, Inc. Trust
0.509% due 02/25/2036 (d)		18,144	16,982
Morgan Stanley Dean Witter Capital I Trust
7.683% due 07/15/2033		2,188	2,210
Morgan Stanley Home Equity Loan Trust
0.489% due 02/25/2036		13,790	12,466
Morgan Stanley IXIS Real Estate Capital Trust
0.379% due 07/25/2036		11,973	6,577
Morgan Stanley Mortgage Loan Trust
3.088% due 11/25/2037		1,740	1,481
6.000% due 12/25/2035 (d)		679	468
Morgan Stanley Reremic Trust
0.468% due 11/26/2036		8,793	7,882
Mortgage Loan Trust
4.870% due 03/25/2034		3,310	3,379
Motel 6 Trust
1.068% due 08/15/2034		2,129	2,095
1.338% due 08/15/2034		21,746	21,383
2.298% due 08/15/2034		2,247	2,198
Natixis Commercial Mortgage Securities Trust
0.898% due 02/15/2033		9,300	8,819
1.248% due 02/15/2033		8,265	7,635
2.198% due 02/15/2033		3,600	3,128
3.790% due 11/15/2032		1,400	1,393
3.821% due 02/15/2039		2,900	3,139
New York Mortgage Trust
0.689% due 04/25/2035		1,005	987
Newgate Funding PLC
0.219% due 12/15/2050	GBP	22,200	26,718
Nomura Asset Acceptance Corporation Alternative Loan Trust
5.034% due 05/25/2035 (d)	USD	3,916	2,644
Nomura Home Equity Loan, Inc. Home Equity Loan Trust
0.659% due 05/25/2035		7,400	6,710
5.745% due 10/25/2036 (d)		23,966	9,859
Nomura Resecuritization Trust
2.190% due 03/26/2037		7,797	6,522
NovaStar Mortgage Funding Trust
0.309% due 10/25/2036		6,493	4,986
0.349% due 09/25/2037		32,056	30,744
0.469% due 05/25/2036		11,709	11,513
0.869% due 10/25/2035		2,500	2,438
Oncilla Mortgage Funding PLC
1.460% due 12/12/2043	GBP	7,571	9,820
Option One Mortgage Loan Trust
0.249% due 02/25/2037	USD	5,829	3,697
		額面 (千通貨)	時価 (千米ドル)
0.269% due 03/25/2037	USD	14,254	13,366
0.289% due 03/25/2037		44,263	40,282
Paragon Mortgages No.13 PLC
0.286% due 01/15/2039	GBP	3,507	4,377
Paragon Mortgages No.26 PLC
1.113% due 05/15/2045		14,411	18,688
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
0.639% due 09/25/2035	USD	4,713	4,621
0.669% due 09/25/2035 (d)		25,075	23,114
People's Financial Realty Mortgage Securities Trust
0.309% due 09/25/2036		27,954	8,436
Popular Asset-Backed Securities Mortgage Pass-Through Trust (d)
0.459% due 11/25/2036		14,710	11,358
3.915% due 07/25/2035		9,601	8,024
Precise Mortgage Funding PLC
0.000% due 12/12/2055	GBP	0	1,658
0.710% due 12/12/2054		3,421	4,412
Quest Trust
1.574% due 03/25/2035	USD	6,060	5,975
RAAC Trust
0.619% due 02/25/2036 (d)		9,049	8,186
0.899% due 06/25/2047		21,161	16,067
RBSGC Mortgage Loan Trust
6.000% due 01/25/2037 (d)		5	4
RBSSP Resecuritization Trust
0.645% due 04/26/2037		82	81
Real Estate Asset Liquidity Trust
2.419% due 06/12/2054	CAD	7,960	6,047
Renaissance Home Equity Loan Trust
0.509% due 11/25/2034	USD	58	53
1.149% due 09/25/2037		46	41
5.612% due 04/25/2037		10,124	4,242
5.675% due 06/25/2037 (d)		3,910	1,459
Residential Accredit Securities Corporation Trust
0.299% due 01/25/2037		4,799	4,733
0.309% due 11/25/2036 (d)		2,912	2,917
0.369% due 02/25/2037		14,000	13,061
0.449% due 01/25/2037		35,751	25,130
0.479% due 04/25/2036		17,500	16,963
0.799% due 09/25/2035		7,400	7,291
1.724% due 04/25/2034		1,333	1,295
Residential Asset Mortgage Products Trust
0.549% due 02/25/2036		5,490	5,418
0.649% due 09/25/2035		12,591	12,271
0.809% due 10/25/2035		1,599	1,596
0.824% due 11/25/2035		13,000	12,623
0.829% due 12/25/2035		14,277	12,844
Residential Asset Securitization Trust
5.500% due 10/25/2035 (d)		3,353	3,134
Residential Mortgage Securities 29 PLC
1.007% due 12/20/2046	GBP	7,118	9,212
Residential Mortgage Securities 30 PLC
0.857% due 03/20/2050		9,179	11,859
RESIMAC Bastille Trust
1.070% due 09/05/2057	USD	6,474	6,472
Ripon Mortgages PLC
0.868% due 08/20/2056	GBP	16,610	21,450
Rochester Financing No.2 PLC
1.352% due 06/18/2045		5,777	7,478
Saxon Asset Securities Trust
0.944% due 03/25/2035 (d)	USD	1,181	1,157
1.899% due 12/25/2037		5,096	5,079
Securitized Asset-Backed Receivables LLC Trust
0.419% due 03/25/2036		7,167	6,736
0.699% due 10/25/2035		10,136	9,558
1.199% due 03/25/2035		9,450	8,334
		額面 (千通貨)	時価 (千米ドル)
Sequoia Mortgage Trust
0.351% due 05/20/2035	USD	2,108	2,093
0.671% due 06/20/2034		38	36
Sestante Finance Srl
0.000% due 07/23/2046	EUR	11,448	12,075
SG Mortgage Securities Trust
0.329% due 02/25/2036	USD	5,531	3,958
Shamrock Residential DAC
4.947% due 11/24/2057	EUR	7,410	7,150
6.500% due 11/24/2057		6,290	6,676
12.000% due 11/24/2057	USD	18,970	4,172
Soundview Home Loan Trust
0.389% due 07/25/2036		24,020	21,308
0.429% due 06/25/2036 (d)		4,074	3,791
0.459% due 06/25/2036 (d)		42,384	37,509
0.799% due 03/25/2036		8,102	6,869
Specialty Underwriting & Residential Finance Trust
1.124% due 12/25/2035		1,678	1,673
1.129% due 10/25/2035		2,854	2,788
Structured Adjustable Rate Mortgage Loan Trust
0.469% due 10/25/2035		6,583	6,338
0.799% due 08/25/2035		14,372	13,610
2.282% due 05/25/2035 (d)		86	72
3.227% due 07/25/2035 (d)		2,807	1,894
3.585% due 06/25/2037		4,899	4,837
Structured Asset Investment Loan Trust
0.299% due 06/25/2036		13,809	13,518
0.869% due 04/25/2035		4,440	4,444
0.949% due 02/25/2034		23,488	23,267
1.349% due 12/25/2034		7,110	7,103
Structured Asset Mortgage Investments II Trust
0.359% due 09/25/2047 (d)		28,502	29,664
0.822% due 04/19/2035		2,719	2,691
Structured Asset Mortgage Investments Trust
0.807% due 09/19/2032		35	34
Structured Asset Securities Corporation Mortgage Loan Trust
0.279% due 05/25/2036		10,775	9,960
0.399% due 05/25/2036		4,875	3,857
0.409% due 04/25/2036		601	594
0.459% due 07/25/2036		29,370	28,679
0.649% due 04/25/2031		8,945	8,771
1.079% due 11/25/2035		19,865	19,783
Sutherland Commercial Mortgage Loans
3.192% due 05/25/2037		638	635
Taurus UK DAC
1.166% due 06/22/2029	GBP	5,500	6,925
Terwin Mortgage Trust
1.529% due 03/25/2035	USD	2,943	2,659
Trinidad Mortgage Securities PLC
0.846% due 01/24/2059	GBP	14,578	18,793
Trinity Square PLC
1.196% due 07/15/2051		403	522
Truman Capital Mortgage Loan Trust
0.409% due 03/25/2036	USD	1,900	1,877
Twin Bridges PLC
0.840% due 09/12/2044	GBP	12,308	15,871
WaMu Mortgage Pass-Through Certificates Trust
0.869% due 01/25/2045	USD	97	95
Warwick Finance Residential Mortgages Number Three PLC
0.000% due 12/21/2049	GBP	1	1,824
0.982% due 12/21/2049		40,254	51,927
1.682% due 12/21/2049		4,921	6,336
2.182% due 12/21/2049		2,460	3,164
2.682% due 12/21/2049		1,406	1,800
3.182% due 12/21/2049		1,406	1,778
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust (d)
1.732% due 10/25/2046	USD	14,493	11,518
5.500% due 11/25/2035		90	91
		額面 (千通貨)	時価 (千米ドル)
Wells Fargo Commercial Mortgage Trust
1.288% due 01/15/2035	USD	2,800	2,736
Wells Fargo Home Equity Asset-Backed Securities Trust
0.359% due 03/25/2037		1,614	1,503
0.419% due 07/25/2036		7,091	7,039
Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates
0.449% due 04/25/2034		5,232	5,051
Wells Fargo Mortgage-Backed Securities Trust
2.772% due 10/25/2036 (d)		294	275
WFRBS Commercial Mortgage Trust
0.416% due 03/15/2047 (f)		8,800	132
モーゲージバック証券合計			4,216,917
(取得原価 4,274,824千米ドル)
アセットバック証券 5.4%
AASET Trust
3.967% due 05/16/2042		210	192
Aircraft Certificate Owner Trust
7.001% due 09/20/2022		104	103
ALESCO Preferred Funding XI Ltd.
2.378% due 12/23/2036		5,000	3,700
American Homes 4 Rent Trust
6.231% due 10/17/2036		1,150	1,297
BSPRT Issuer Ltd.
1.198% due 03/15/2028		10,667	10,616
2.698% due 03/15/2028		8,960	8,581
3.598% due 03/15/2028		4,050	3,803
Cairn CLO III BV
0.650% due 10/20/2028	EUR	7,912	9,164
Cairn CLO VI BV
0.790% due 07/25/2029		5,354	6,226
Capitalsource Real Estate Loan Trust
2.238% due 01/20/2037	USD	1,084	1,074
2.498% due 01/20/2037		13,400	12,895
2.598% due 01/20/2037		4,800	4,569
2.698% due 01/20/2037		2,700	2,572
Castlelake Aircraft Securitization Trust
4.125% due 06/15/2043		2,907	2,759
Catamaran CLO Ltd.
1.095% due 01/27/2028		5,720	5,658
Cavendish Square Funding PLC
0.072% due 02/11/2055	EUR	58	67
0.372% due 02/11/2055		1,500	1,727
Crown Point CLO 5 Ltd.
1.158% due 07/17/2028	USD	5,604	5,535
Denali Capital CLO X LLC
1.265% due 10/26/2027		9,336	9,297
FAB CBO BV
0.560% due 08/20/2080 (d)	EUR	253	221
FAB UK Ltd.
0.881% due 12/06/2045	GBP	587	757
Gateway Casinos & Entertainment Ltd.
5.000% due 03/12/2038	CAD	8,885	6,443
GLS Auto Receivables Issuer Trust
2.580% due 07/17/2023	USD	7,902	7,984
Goodgreen
3.930% due 10/15/2053		7,402	7,903
Halcyon Loan Advisors Funding Ltd.
1.316% due 10/22/2025		632	631
Harley Marine Financing LLC
5.682% due 05/15/2043		5,440	4,528
Humboldt Americas LLC
0.000% due 07/31/2022	COP	62,570,000	15,299
7.078% due 11/30/2021	CLP	23,414,122	28,558
JMP Credit Advisors CLO IIIR Ltd.
1.068% due 01/17/2028	USD	24,387	24,228
		額面 (千通貨)	時価 (千米ドル)
Jubilee CLO BV
0.334% due 07/12/2028	EUR	2,080	2,404
LP Credit Card Asset-Backed Securities Master Trust
1.740% due 08/20/2024	USD	5,794	5,944
Mackay Shields Euro CLO-2 DAC
1.550% due 08/15/2033	EUR	8,150	9,566
Marlette Funding Trust
3.710% due 12/15/2028	USD	282	283
METAL LLC
4.581% due 10/15/2042		12,209	9,395
MMcapS Funding XVII Ltd.
0.596% due 12/01/2035		562	532
Monarch Grove CLO
1.095% due 01/25/2028		16,028	15,862
National Collegiate Student Loan Trust
0.552% due 10/25/2033		10,694	10,312
Navient Private Education Loan Trust
2.298% due 12/15/2045		5,186	5,293
Navient Private Education Refi Loan Trust
1.048% due 11/15/2068		1,950	1,933
3.130% due 02/15/2068		1,920	1,974
Nelnet Student Loan Trust
0.749% due 03/25/2030		4,557	4,526
0.949% due 09/25/2065		4,033	4,002
OCP CLO Ltd.
1.035% due 10/26/2027		14,723	14,617
1.068% due 04/17/2027		3,435	3,433
Octagon Investment Partners XXIII Ltd.
1.087% due 07/15/2027		21,697	21,546
Palmer Square European Loan DAC
1.150% due 01/15/2030	EUR	13,400	15,615
Penta CLO 2 BV
0.790% due 08/04/2028		12,183	14,197
Renoir CDO BV
1.391% due 10/07/2095		3,090	3,606
5.184% due 10/07/2095		2,600	3,045
Rockford Tower Europe CLO DAC
1.030% due 12/20/2031		12,800	14,862
Sapphire Aviation Finance
4.250% due 03/15/2040	USD	25,182	23,258
Saranac CLO III Ltd.
1.825% due 06/22/2030		26,979	26,811
SCF RC Funding II LLC
4.100% due 06/25/2047		3,199	3,229
SMB Private Education Loan Trust
0.449% due 09/15/2054		15,841	15,812
2.840% due 06/15/2037		4,960	5,210
SoFi Consumer Loan Program LLC
2.770% due 05/25/2026		261	262
SoFi Professional Loan Program LLC
2.650% due 09/25/2040		1,902	1,954
Sorrento Park CLO DAC
0.469% due 11/16/2027	EUR	7,137	8,288
Springleaf Funding Trust
2.680% due 07/15/2030	USD	17,043	17,072
St Paul's CLO VI DAC
0.850% due 08/20/2030	EUR	3,600	4,198
Starwood Waypoint Homes Trust
1.098% due 01/17/2035	USD	10,688	10,708
1.318% due 01/17/2035		1,400	1,397
1.548% due 01/17/2035		4,727	4,722
2.098% due 01/17/2035		8,600	8,608
Taberna Preferred Funding I Ltd.
2.370% due 07/05/2035		3,542	3,046
2.807% due 07/05/2035		1,429	1,229
Telos CLO Ltd.
1.168% due 04/17/2028		17,491	17,321
1.488% due 01/17/2027		4,046	4,039
Thunderbolt Aircraft Lease Ltd.
4.212% due 05/17/2032		555	527
		額面 (千通貨)	時価 (千米ドル)
TICP CLO III-2 Ltd.
1.058% due 04/20/2028	USD	32,250	31,957
Tikehau CLO BV
0.600% due 08/04/2028	EUR	1,483	1,718
Tralee CLO V Ltd.
1.328% due 10/20/2028	USD	5,250	5,199
Tropic CDO V Ltd.
0.557% due 07/15/2036		11,704	10,592
TruPS Financials Note Securitization Ltd.
1.390% due 03/30/2039		22,002	20,242
1.797% due 09/20/2039		5,002	4,702
Vendome Funding CLO DAC
1.860% due 07/20/2031	EUR	16,522	19,361
Venture XVII CLO Ltd.
1.117% due 04/15/2027	USD	33,864	33,530
Z Capital Credit Partners CLO Ltd.
1.180% due 07/16/2027		23,838	23,676
アセットバック証券合計			658,002
(取得原価 675,114千米ドル)
ソブリン発行体 6.9%
Abu Dhabi Government International Bond
3.125% due 10/11/2027		2,700	3,007
3.875% due 04/16/2050		12,400	14,757
Argentina Bocon
29.722% due 10/04/2022	ARS	1,070	7
Argentina Government International Bond
0.125% due 07/09/2030	USD	62,915	23,043
0.125% due 07/09/2035		23,533	7,766
0.125% due 01/09/2038		25,740	9,620
0.125% due 07/09/2041		34,941	11,926
0.125% due 07/09/2046		1,035	340
1.000% due 07/09/2029		4,943	2,039
Argentina Treasury Bills
32.921% due 04/03/2022	ARS	853,764	5,088
Argentina Treasury Bond BONCER (h)
1.000% due 08/05/2021		95,075	743
2.500% due 07/22/2021		29,700	734
Argentine Bonos del Tesoro
15.500% due 10/17/2026		49,200	124
Australia Government Bond
1.750% due 06/21/2051	AUD	38,100	26,474
Autonomous City of Buenos Aires Argentina
33.891% due 02/22/2028	ARS	76,810	464
34.122% due 03/29/2024		208,213	1,273
36.420% due 01/23/2022		106,460	684
Autonomous Community of Catalonia
4.900% due 09/15/2021	EUR	1,350	1,638
6.350% due 11/30/2041		700	1,406
China Development Bank
2.890% due 06/22/2025	CNY	240,200	35,034
3.300% due 02/01/2024		34,400	5,128
3.430% due 01/14/2027		41,400	6,121
3.680% due 02/26/2026		174,500	26,277
3.740% due 09/10/2025		228,400	34,509
4.150% due 10/26/2025		170,400	26,234
Corp. Andina de Fomento
3.950% due 10/15/2021	MXN	788	38
Egypt Government International Bond
4.750% due 04/11/2025	EUR	2,130	2,447
Guatemala Government Bond
5.375% due 04/24/2032	USD	1,000	1,183
6.125% due 06/01/2050		1,600	1,983
Indonesia Government International Bond
4.200% due 10/15/2050		6,200	7,170
Israel Government International Bond
3.800% due 05/13/2060		17,000	19,569
4.500% due 04/03/2120		3,800	4,982
		額面 (千通貨)	時価 (千米ドル)
Kuwait International Government Bond
3.500% due 03/20/2027	USD	5,300	6,003
Mexico Government International Bond
4.750% due 04/27/2032		5,000	5,732
5.000% due 04/27/2051		5,000	5,725
Paraguay Government International Bond
4.950% due 04/28/2031		2,052	2,401
Peru Government International Bond
5.350% due 08/12/2040	PEN	16,810	4,551
5.400% due 08/12/2034		10,774	3,141
5.940% due 02/12/2029		56,722	18,705
6.150% due 08/12/2032		98,515	31,429
6.350% due 08/12/2028		50,656	17,131
6.950% due 08/12/2031		28,967	9,898
8.200% due 08/12/2026		83,704	31,158
Provincia de Buenos Aires
34.027% due 05/31/2022	ARS	169,088	968
34.850% due 04/12/2025		399,853	1,888
Qatar Government International Bond
4.400% due 04/16/2050	USD	9,100	11,615
5.103% due 04/23/2048		2,400	3,316
Russia Government International Bond
0.000% due 04/24/2024	RUB	5,057,901	62,696
7.150% due 11/12/2025		4,002,466	54,253
7.950% due 10/07/2026		1,564,954	22,086
Saudi Government International Bond
3.250% due 10/26/2026	USD	6,200	6,768
3.625% due 03/04/2028		1,800	2,000
4.000% due 04/17/2025		55,000	61,112
4.500% due 10/26/2046		1,300	1,545
4.625% due 10/04/2047		2,100	2,545
5.000% due 04/17/2049		7,300	9,343
Serbia Government International Bond
3.125% due 05/15/2027	EUR	4,434	5,628
South Africa Government International Bond
4.850% due 09/30/2029	USD	8,200	8,155
5.750% due 09/30/2049		5,200	4,704
Turkey Government International Bond
4.250% due 03/13/2025		34,200	31,290
4.625% due 03/31/2025	EUR	21,500	24,675
5.250% due 03/13/2030	USD	29,000	25,339
5.600% due 11/14/2024		24,900	23,983
5.625% due 03/30/2021		4,600	4,622
5.750% due 03/22/2024		2,000	1,950
6.350% due 08/10/2024		5,869	5,802
7.625% due 04/26/2029		43,400	43,851
Turkiye Ihracat Kredi Bankasi A/S
8.250% due 01/24/2024		3,000	3,050
Ukraine Government International Bond
7.750% due 09/01/2023		4,390	4,579
Venezuela Government International Bond (d)
6.000% due 12/09/2020		3,367	325
7.000% due 03/31/2038		1,883	182
7.650% due 04/21/2025		5,349	516
7.750% due 04/13/2022		1,200	116
8.250% due 10/13/2024		5,991	578
9.000% due 05/07/2023		3,161	305
9.250% due 09/15/2027		4,274	412
9.250% due 05/07/2028		6,512	628
11.750% due 10/21/2026		680	66
11.950% due 08/05/2031		6,000	579
ソブリン発行体合計			849,152
(取得原価 936,792千米ドル)
		証券数	時価 (千米ドル)
普通株式 0.1%
Cairo Mezz PLC (g)		847,444	103
Clear Channel Outdoor Holdings, Inc. (g)		5,292,182	4,731
Eurobank Ergasias Services and Holdings S.A. (g)		10,169,333	3,401
iHeartMedia, Inc. Class A (g)		294,195	2,418
iHeartMedia, Inc. Class B (g)		3,948	29
Mcdermott International Ltd. (g)		246,680	419
National Bank of Greece S.A. (g)		102,570	108
Neiman Marcus Group Ltd. LLC		151,112	12,571
Westmoreland Mining Holdings LLC		8,912	67
普通株式合計			23,847
(取得原価 48,283千米ドル)
商業不動産証券 0.1%
Uniti Group, Inc. (g)		109,504	966
VICI Properties, Inc. (g)		760,482	17,453
商業不動産証券合計			18,419
(取得原価 6,268千米ドル)
ワラント 0.2%
iHeart Media, Inc.
12/31/2049		1,916,029	14,175
Sequa Corp.
12/31/2049		42,000	0
Stearns Holdings LLC
11/05/2039		111,865	0
Windstream Services LLC
03/24/2021		218,781	3,995
ワラント合計			18,170
(取得原価 41,207千米ドル)
優先証券 0.2%
Nationwide Building Society
10.250%		74,050	16,074
Sequa Corp.
12.000%		1,074	974
Stichting AK Rabobank Certificaten
6.500% (c)		28,040	4,061
優先証券合計			21,109
(取得原価 20,444千米ドル)
		額面 (千通貨)
短期金融商品 0.8%
買戻契約 0.1%
			8,900
短期ノート 0.0%
Pan American Energy LLC
33.604% due 02/26/2021 (i)	ARS	67,691	440
定期預金 0.4%
Australia and New Zealand Banking Group Ltd.
(0.020%) due 11/02/2020	AUD	2,783	1,955
0.010% due 11/02/2020	USD	4,668	4,668
Bank of Nova Scotia
0.010% due 11/02/2020	CAD	99	74
0.010% due 11/02/2020	USD	295	295
BNP Paribas Bank
(0.700%) due 11/02/2020	EUR	665	775
(0.020%) due 11/02/2020	AUD	91	64
		額面 (千通貨)	時価 (千米ドル)
0.010% due 11/02/2020	USD	4,895	4,895
3.400% due 11/02/2020	ZAR	6,593	406
Brown Brothers Harriman & Co.
(1.420%) due 11/02/2020	CHF	3	3
(0.700%) due 11/02/2020	EUR	10	11
(0.650%) due 11/02/2020	DKK	2	0
(0.270%) due 11/02/2020	JPY	578	6
(0.260%) due 11/02/2020	SEK	1	0
(0.100%) due 11/02/2020	NOK	2	0
(0.020%) due 11/02/2020	AUD	16	11
0.010% due 11/02/2020	CAD	4	3
0.010% due 11/02/2020	GBP	30	39
0.010% due 11/02/2020	USD	2	2
3.400% due 11/02/2020	ZAR	691	43
Citibank N.A.
(0.700%) due 11/02/2020	EUR	6	7
0.010% due 11/02/2020	USD	2,549	2,549
Credit Suisse AG
(1.420%) due 11/02/2020	CHF	8	9
DBS Bank Ltd.
0.010% due 11/02/2020	USD	6,803	6,803
HSBC Bank PLC
(0.700%) due 11/02/2020	EUR	321	374
JPMorgan Chase Bank N.A.
0.010% due 11/02/2020	USD	5,102	5,102
MUFG Bank Ltd.
(0.270%) due 11/02/2020	JPY	829,044	7,930
National Australia Bank Ltd.
(0.020%) due 11/02/2020	AUD	60	42
Royal Bank of Canada
0.010% due 11/02/2020	CAD	74	55
Sumitomo Mitsui Banking Corp.
(0.700%) due 11/02/2020	EUR	373	434
(0.270%) due 11/02/2020	JPY	516	5
0.010% due 11/02/2020	USD	284	284
Sumitomo Mitsui Trust Bank Ltd.
(0.700%) due 11/02/2020	EUR	621	724
(0.270%) due 11/02/2020	JPY	139,376	1,333
0.010% due 11/02/2020	GBP	3,474	4,492
0.010% due 11/02/2020	USD	1,658	1,658
			45,051
アルゼンチン短期国債 0.3%
(140.624%) due 12/04/2020 (h)(i)	ARS	1,556,976	11,788
0.767% due 04/17/2021 (h)(i)		99,134	737
29.978% due 11/30/2020 (i)		944,272	6,002
31.106% due 12/30/2020 (j)		4,114,008	25,812
34.392% due 01/29/2021 (i)		392,546	2,340
			46,679
短期金融商品合計			101,070
(取得原価 103,586千米ドル)
有価証券投資合計(a) 131.6%			16,111,689
(取得原価 16,329,835千米ドル)
金融デリバティブ商品 0.1%			13,909
(取得原価またはプレミアム(純額) (28,133)千米ドル)
その他の資産および負債(純額) (31.7%)			(3,878,516)
純資産 100.0%			12,247,082

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)2020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90.5%、英国12.3%、その他28.7%です。
(b)偶発転換社債です。
(c)永久債の償還日は、コール日を記載しています。
(d)当該証券は、デフォルト状態にあります。
(e)ペイメント・イン・カインド債券です。当該債券は、利息支払いに現金ではなく現物債を充当できる債券です。
(f)インタレスト・オンリー証券(IO証券)です。不動産担保証券のキャッシュフローを金利部分と元本部分に分離し、金利部分のキャッシュフローを証券化した商品をIO証券と言います。
(g)発行時決済証券です。
(h)当該証券の額面金額は、インフレ調整後のものです。
(i)利率は満期までの利回りです。
(j)利率は満期までの利回り(加重平均)です。