半期報告書(内国投資信託受益証券)-第10期(2024/09/26-2025/09/25)

(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10期中間計算期間自 2024年9月26日至 2025年3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9期2024年9月25日現在	第10期中間計算期間末2025年3月25日現在
1.		期首元本額	6,133,827,999円	4,909,025,414円
		期中追加設定元本額	-円	-円
		期中一部解約元本額	1,224,802,585円	221,649,084円
2.		受益権の総数	4,909,025,414口	4,687,376,330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476,752,293円であります。	純資産額が元本総額を下回っており、その差額は509,244,271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9期中間計算期間自 2023年9月26日至 2024年3月25日	第10期中間計算期間自 2024年9月26日至 2025年3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15,798,999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13,992,607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9期2024年9月25日現在	第10期中間計算期間末2025年3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9期2024年9月25日現在	第10期中間計算期間末2025年3月25日現在
1口当たり純資産額	0.9029円	0.8914円
(1万口当たり純資産額)	(9,029円)	(8,914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)
	2025年3月25日現在
資産の部
流動資産
コール・ローン	729,235,190
国債証券	3,147,170,500
未収利息	14,769
前払費用	13,698
流動資産合計	3,876,434,157
資産合計	3,876,434,157
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	3,851,902,070
剰余金
剰余金又は欠損金(△)	24,532,087
元本等合計	3,876,434,157
純資産合計	3,876,434,157
負債純資産合計	3,876,434,157

注記表
(重要な会計方針に係る事項に関する注記)

項目		自 2024年9月26日 至 2025年3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			2025年3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	5,055,874,095円
		同期中追加設定元本額	3,785,939,315円
		同期中一部解約元本額	4,989,911,340円
		元本の内訳
		ファンド名
		バンクローン・ファンド(ヘッジなし)	15,843,407円
		バンクローン・ファンド(ヘッジあり)	13,867,169円
		バンクローン・ファンド(ヘッジなし/年1回決算型)	1,088,285円
		バンクローン・ファンド(ヘッジあり/年1回決算型)	98,095円
		新光ピムコ・ストラテジック・インカム・ファンド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
		One/フィデリティ・ブルーチップ・グロース株式ファンド(毎月決算・予想分配金提示型)	9,939円
		ウエリントン・トータル・リターン債券ファンド(年1回決算型)(為替ヘッジあり)	9,940円
		ウエリントン・トータル・リターン債券ファンド(年4回決算型)(為替ヘッジあり)	9,940円
		ウエリントン・トータル・リターン債券ファンド(年1回決算型)(為替ヘッジなし)	5,768,275円
		ウエリントン・トータル・リターン債券ファンド(年4回決算型)(為替ヘッジなし)	2,884,138円
		クルーズコントロール	3,674,777,764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
		マシューズ・アジア株式ファンド	14,723,185円
		One世界分散セレクト(Aコース)	99,040円
		One世界分散セレクト(Bコース)	99,040円
		One世界分散セレクト(Cコース)	99,040円
		世界8資産リスク分散バランスファンド(目標払出し型)	99,109円
		モルガン・スタンレーUSハイイールド債券ファンド(毎月決算型)(為替ヘッジあり)	188,380円
		モルガン・スタンレーUSハイイールド債券ファンド(毎月決算型)(為替ヘッジなし)	109,063円
		モルガン・スタンレーUSハイイールド債券ファンド(年1回決算型)(為替ヘッジあり)	297,442円
		モルガン・スタンレーUSハイイールド債券ファンド(年1回決算型)(為替ヘッジなし)	118,977円
		ファンドスミス・グローバル・エクイティ・ファンド	99,255,584円
		PIMCOストラテジック・インカム・ファンド(為替ヘッジあり)	301,134円
		PIMCOストラテジック・インカム・ファンド(為替ヘッジなし)	1,493,740円
		One/フィデリティ・ブルーチップ・グロース株式ファンド(成長型)	9,943,324円
		One/フィデリティ・ブルーチップ・グロース株式ファンド(隔月決算・予想分配金提示型)	1,988,665円
		計	3,851,902,070円
2.		受益権の総数	3,851,902,070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		2025年3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)

	2025年3月25日現在
1口当たり純資産額	1.0064円
(1万口当たり純資産額)	(10,064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)

	2024年10月31日現在
資産:
投資-評価額
有価証券投資	736,761
関連当事者に係る投資	11,605,071
金融デリバティブ商品
店頭	30,695
現金	53
取引相手方への預け金	37,629
売却済投資に係る未収金	7
関連当事者に係る売却済投資に係る未収金	3,214
売却済ファンド受益証券に係る未収金	13,571
未収利息および未収配当金	63
	12,427,064
負債:
金融デリバティブ商品
店頭	411,705
関連当事者に係る購入済投資に係る未払金	10,192
未払利息	3
取引相手方からの預託金	1,370
償還済ファンド受益証券に係る未払金	6,789
運用手数料未払金	637
助言手数料未払金	16
管理手数料未払金	13
代理店手数料未払金	8
販売手数料未払金	127
	430,860
純資産	11,996,204
有価証券投資の取得原価	736,691
関連当事者に係る投資の取得原価	10,463,660

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
2024年10月31日現在

		額面 (千通貨)	時価 (千米ドル)
有価証券投資 6.1%
短期金融商品 6.1%
定期預金 0.0%
Australia and New Zealand Banking Group Ltd.
4.330% due 11/01/2024	USD	16	16
Brown Brothers Harriman & Co.
4.330% due 11/01/2024		27	27
Citibank N.A.
4.330% due 11/01/2024		168	168
DBS Bank Ltd.
4.330% due 11/01/2024		104	104
DnB Bank ASA
4.330% due 11/01/2024		59	59
JPMorgan Chase Bank N.A.
4.330% due 11/01/2024		409	409
Royal Bank of Canada
4.330% due 11/01/2024		2	2
Sumitomo Mitsui Banking Corp.
0.010% due 11/01/2024	JPY	5	0
4.330% due 11/01/2024	USD	163	163
Sumitomo Mitsui Trust Bank Ltd.
0.010% due 11/01/2024	JPY	3	0
4.330% due 11/01/2024	USD	116	116
			1,064
米国短期国債 6.1%
4.537% due 12/24/2024 (a)(d)		20,700	20,561
4.565% due 01/23/2025 (a)(d)		179,200	177,369
4.573% due 01/16/2025 (a)(d)		59,279	58,722
4.620% due 11/29/2024 (b)(d)		17,700	17,637
4.640% due 12/17/2024 (a)(d)		63,585	63,214
4.662% due 12/10/2024 (b)(d)		9,800	9,751
4.688% due 12/03/2024 (a)(d)		248,226	247,218
4.689% due 11/26/2024 (a)(d)		141,094	140,644
4.874% due 11/12/2024 (b)		582	581
			735,697
短期金融商品合計			736,761
(取得原価 736,691千米ドル)
有価証券投資合計			736,761
(取得原価 736,691千米ドル)
		受益証券口数
関連当事者に係る投資 96.8%
その他の投資会社 96.8%
PIMCO Bermuda Income Fund (M)
(取得原価 10,463,660千米ドル)		699,522,038	11,605,071
関連当事者に係る投資合計			11,605,071
(取得原価 10,463,660千米ドル)
投資合計 102.9%			12,341,832
(取得原価 11,200,351千米ドル)
金融デリバティブ商品(c) (3.2%)			(381,010)
(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)0.3%			35,382
純資産 100.0%			11,996,204

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

取引相手方	決済月	外貨引渡額(千通貨)		外貨受取額(千通貨)		未実現利益(損失)
						資産(千米ドル)	負債(千米ドル)
BPS	11/2024	JPY	221,569	USD	1,444	0	(11)
BPS	11/2024		598,604		3,930	0	(1)
BPS	11/2024	USD	643	JPY	98,742	5	0
BPS	11/2024		111		16,961	0	0
BPS	11/2024		160		24,337	0	0
MYI	11/2024	JPY	162,725	USD	1,063	0	(5)
MYI	11/2024	USD	473	JPY	72,469	3	0
MYI	11/2024		63		9,713	0	0
						8	(17)

クラスF(JPY)、クラスJ(JPY)、クラスM (JPY 助言)、クラスN(JPY)、クラスP(JPY)、クラスQ(JPY)、クラスR(JPY)、クラスR2(JPY)、クラスS(JPY)、クラスT(JPY)、クラスU2(JPY)、クラスX(JPY)、クラスY(JPY)およびクラスZ(JPY)為替予約契約:

取引相手方	決済月	外貨引渡額(千通貨)		外貨受取額(千通貨)		未実現利益(損失)
						資産(千米ドル)	負債(千米ドル)
BOA	11/2024	JPY	1,611,847	USD	11,043	460	0
BOA	11/2024	USD	129,722	JPY	18,561,234	0	(7,854)
BPS	11/2024	JPY	410,969,456	USD	2,682,032	0	(16,294)
BPS	11/2024	USD	181,624	JPY	25,783,856	0	(12,333)
BPS	12/2024		2,610,617		398,647,647	16,250	0
BRC	11/2024	JPY	2,162,616	USD	14,751	552	0
BRC	11/2024	USD	51,508	JPY	7,365,379	0	(3,148)
CBK	11/2024		2,313		342,764	0	(63)
FAR	11/2024		2,140,940		307,001,865	0	(125,241)
GLM	11/2024	JPY	99,080,258	USD	647,837	0	(2,699)
GLM	12/2024	USD	647,837	JPY	98,722,004	2,686	0
JPM	11/2024	JPY	23,669,277	USD	154,746	0	(661)
JPM	12/2024	USD	154,746	JPY	23,584,189	661	0
MBC	11/2024	JPY	10,273,343	USD	68,241	789	0
MYI	11/2024		650,606		4,317	46	0
MYI	11/2024	USD	4,284	JPY	656,743	28	0
RBC	11/2024	JPY	37,293,684	USD	244,830	0	(32)
RBC	11/2024	USD	161,996	JPY	23,064,816	0	(10,558)
RBC	12/2024		244,830		37,159,346	30	0
SCX	11/2024	JPY	61,493,782	USD	403,376	0	(377)
SCX	11/2024	USD	152,508	JPY	21,713,851	0	(9,940)
SCX	12/2024		401,031		60,924,079	425	0
TOR	11/2024		1,444,555		207,880,202	0	(79,665)
UAG	11/2024	JPY	274,082,427	USD	1,790,773	0	(8,786)
UAG	11/2024	USD	2,090,682	JPY	298,007,447	0	(134,037)
UAG	12/2024		1,790,773		273,093,273	8,760	0
						30,687	(411,688)
為替予約契約合計						30,695	(411,705)

金融デリバティブ商品:店頭概要
以下は、2024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。
2024年10月31日現在、国際スワップデリバティブ協会のマスター契約に準拠して、時価総額379,746ドルの証券および37,629ドルの現金を金融デリバティブ商品の担保として差し入れています。

取引相手方		金融デリバティブ資産					金融デリバティブ負債
		為替予約契約 (千米ドル)	買建オプション (千米ドル)	スワップ契約 (千米ドル)	店頭 合計 (千米ドル)		為替予約契約 (千米ドル)	売建オプション(千米ドル)	スワップ契約 (千米ドル)	店頭 合計 (千米ドル)	店頭金融デリバティブ商品の時価(千米ドル)	担保差入/(受入) (千米ドル)	純額エクスポージャー (1) (千米ドル)
BOA		460	0	0	460		(7,854)	0	0	(7,854)	(7,394)	7,990	596
BPS		16,255	0	0	16,255		(28,639)	0	0	(28,639)	(12,384)	13,495	1,111
BRC		552	0	0	552		(3,148)	0	0	(3,148)	(2,596)	2,625	29
CBK		0	0	0	0		(63)	0	0	(63)	(63)	0	(63)
FAR		0	0	0	0		(125,241)	0	0	(125,241)	(125,241)	137,208	11,967
GLM		2,686	0	0	2,686		(2,699)	0	0	(2,699)	(13)	0	(13)
JPM		661	0	0	661		(661)	0	0	(661)	0	0	0
MBC		789	0	0	789		0	0	0	0	789	(1,360)	(571)
MYI		77	0	0	77		(5)	0	0	(5)	72	(10)	62
RBC		30	0	0	30		(10,590)	0	0	(10,590)	(10,560)	11,381	821
SCX		425	0	0	425		(10,317)	0	0	(10,317)	(9,892)	10,605	713
TOR		0	0	0	0		(79,665)	0	0	(79,665)	(79,665)	87,328	7,663
UAG		8,760	0	0	8,760		(142,823)	0	0	(142,823)	(134,063)	146,743	12,680
店頭 合計		30,695	0	0	30,695		(411,705)	0	0	(411,705)

(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)
2024年10月31日現在

		額面 (千通貨)	時価 (千米ドル)
有価証券投資 157.4%
バンクローン債務証書 3.2%
AAdvantage Loyality IP Ltd.
9.629% due 04/20/2028	USD	3,924	4,042
AI Silk Midco Ltd.
8.351% due 03/04/2031	EUR	3,100	3,363
Altice France S.A.
8.679% due 08/15/2028		298	261
10.156% due 08/15/2028	USD	6,670	5,360
AmSurg LLC
11.078% due 07/20/2026		27,118	27,118
13.203% due 11/03/2028		99,978	101,478
Carnival Corp.
7.435% due 10/18/2028		1,772	1,778
Charter Communications Operating LLC
6.343% due 02/01/2027		2,697	2,697
DIRECTV Financing LLC
9.847% due 08/02/2027		1,686	1,692
Envalior Finance GmbH
8.556% due 03/29/2030	EUR	10,900	11,544
10.085% due 03/29/2030	USD	19,406	18,557
Finastra USA, Inc.
0.500-12.181% due 09/13/2029 (b)		639	639
12.181% due 09/13/2029		6,130	6,194
iHeartCommunications, Inc.
7.800% due 05/01/2026		46,924	39,762
Lealand Finance Co. BV
5.800% due 12/31/2027		664	259
7.800% due 06/30/2027		261	147
Mediapro
TBD% due 08/14/2029	EUR	8,500	9,043
Poseidon Bidco SAS
8.345% due 03/13/2030		16,200	13,084
Sigma Holdco BV
8.145-8.180% due 01/03/2028		19,200	20,859
SVF II Finco (Cayman) LP
6.000% due 12/23/2025	USD	31,302	30,844
Syniverse Holdings LLC
11.604% due 05/13/2027		24,658	24,572
TransDigm, Inc.
7.104% due 02/28/2031		22,762	22,809
7.354% due 03/22/2030		781	783
U.S. Renal Care, Inc.
9.800% due 06/20/2028		3,124	2,892
Westmoreland Coal Co.
8.000% due 11/04/2030		276	180
Windstream Services LLC
9.707% due 10/01/2031		21,510	21,644
バンクローン債務証書合計			371,601
(取得原価 376,831千米ドル)
社債 17.3%
銀行および金融 8.8%
AGFC Capital Trust I
6.668% due 01/15/2067		2,200	1,457
AIB Group PLC
6.608% due 09/13/2029		3,500	3,681
Alamo Re Ltd.
12.326% due 06/07/2027		3,500	3,651
15.826% due 06/07/2026		3,600	3,824
American Assets Trust LP
6.150% due 10/01/2034		1,200	1,205
Armor Holdco, Inc.
8.500% due 11/15/2029		200	196
Armor RE II Ltd.
14.803% due 05/07/2027		1,300	1,364
		額面 (千通貨)	時価 (千米ドル)
Army Hawaii Family Housing Trust Certificates
5.318% due 06/15/2050	USD	7,800	6,043
Avolon Holdings Funding Ltd.
2.528% due 11/18/2027		34,030	31,501
Banca Monte dei Paschi di Siena SpA
1.875% due 01/09/2026	EUR	7,100	7,581
2.625% due 04/28/2025		800	865
6.750% due 03/02/2026		12,561	13,784
8.000% due 01/22/2030		5,237	5,736
Banco Bilbao Vizcaya Argentaria S.A.
6.033% due 03/13/2035	USD	5,800	5,967
Banco Santander S.A.
3.250% due 04/02/2029	EUR	19,500	21,098
3.500% due 10/02/2032		13,800	14,768
6.527% due 11/07/2027	USD	11,000	11,373
6.607% due 11/07/2028		8,400	8,921
Bank of Nova Scotia
4.900% due 06/04/2025 (c)(d)		1,124	1,116
Barclays PLC
3.941% due 01/31/2036 (e)	EUR	13,000	13,955
4.347% due 05/08/2035		3,600	4,012
4.972% due 05/16/2029	USD	2,600	2,589
5.335% due 09/10/2035		9,800	9,606
5.674% due 03/12/2028		2,200	2,234
5.690% due 03/12/2030		8,000	8,144
6.396% due 03/12/2028		5,200	5,266
6.490% due 09/13/2029		8,500	8,910
6.692% due 09/13/2034		9,900	10,699
7.437% due 11/02/2033		400	449
Bayou Re Ltd.
13.050% due 04/30/2027		600	639
23.050% due 04/30/2027		700	774
Blue Ridge Re Ltd.
9.826% due 01/08/2027		3,306	3,368
BNP Paribas S.A.
5.497% due 05/20/2030		3,700	3,754
5.738% due 02/20/2035		2,200	2,238
5.738% due 02/20/2035		7,000	7,120
BPCE S.A.
6.714% due 10/19/2029		19,000	19,993
7.003% due 10/19/2034		11,600	12,666
CA Immobilien Anlagen AG
1.000% due 10/27/2025	EUR	3,400	3,588
CaixaBank S.A.
6.208% due 01/18/2029	USD	5,400	5,564
6.840% due 09/13/2034		7,800	8,439
Cape Lookout Re Ltd.
12.576% due 04/05/2027		700	715
Charles River Re Ltd.
11.326% due 05/10/2027		250	257
CIFI Holdings Group Co. Ltd. (f)
4.375% due 04/12/2027		300	39
4.450% due 08/17/2026		500	64
5.950% due 10/20/2025		200	27
6.000% due 07/16/2025		200	27
6.450% due 11/07/2024		600	79
Corestate Capital Holding S.A. (g)
8.000% due 12/31/2026	EUR	9,205	4,047
10.000% due 12/31/2026		1,434	1,400
CoStar Group, Inc.
2.800% due 07/15/2030	USD	11,025	9,631
Country Garden Holdings Co. Ltd. (f)
2.700% due 07/12/2026		2,100	210
3.125% due 10/22/2025		3,400	338
3.875% due 10/22/2030		1,700	172
Credicorp Capital Sociedad Titulizadora S.A.
10.100% due 12/15/2043	PEN	3,000	830
Credit Suisse Group AG AT1 Claim (f)
	USD	9,046	1,153
		額面 (千通貨)	時価 (千米ドル)
Cromwell Ereit Lux Finco Sarl
2.125% due 11/19/2025	EUR	433	461
Deloitte LLP (e)
5.250% due 01/30/2030	USD	11,300	11,300
5.410% due 01/30/2032		11,100	11,100
Deutsche Bank AG
1.375% due 02/17/2032	EUR	8,500	7,984
1.750% due 11/19/2030		6,200	6,112
2.129% due 11/24/2026	USD	1,200	1,163
3.547% due 09/18/2031		7,400	6,723
3.961% due 11/26/2025		3,127	3,123
5.403% due 09/11/2035		1,400	1,360
6.720% due 01/18/2029		2,900	3,023
Digital Dutch Finco BV
3.875% due 09/13/2033	EUR	2,200	2,395
East Lane Re VII Ltd.
13.811% due 03/31/2026	USD	3,400	3,410
EPR Properties
4.750% due 12/15/2026		256	254
4.950% due 04/15/2028		1,132	1,113
Everglades Re II Ltd.
15.076% due 05/13/2027		2,800	2,933
16.076% due 05/13/2027		2,800	2,924
17.326% due 05/13/2027		2,800	2,935
GLP Capital LP
5.250% due 06/01/2025		650	649
5.300% due 01/15/2029		3,142	3,136
Goodman U.S. Finance Three LLC
3.700% due 03/15/2028		2,324	2,220
Hexagon IV RE Ltd.
11.719% due 01/21/2028	EUR	2,339	2,531
HSBC Holdings PLC
2.848% due 06/04/2031	USD	2,800	2,483
3.445% due 09/25/2030	EUR	9,200	9,967
3.973% due 05/22/2030	USD	3,300	3,144
5.290% due 09/16/2032	GBP	6,900	8,679
6.254% due 03/09/2034	USD	22,600	23,957
Hudson Pacific Properties LP
3.250% due 01/15/2030		100	73
3.950% due 11/01/2027		500	449
5.950% due 02/15/2028		2,200	1,953
InCaps Funding I Ltd.
7.277% due 06/01/2033		5,076	4,873
ING Groep NV
3.500% due 09/03/2030	EUR	3,800	4,128
3.750% due 09/03/2035		12,200	13,221
5.335% due 03/19/2030	USD	5,700	5,775
Integrity Re Ltd.
21.550% due 06/06/2026		1,200	984
27.550% due 06/06/2026		600	441
Intesa Sanpaolo SpA
7.200% due 11/28/2033		7,300	8,059
7.800% due 11/28/2053		1,700	1,958
Iridium Capital PLC
9.250% due 06/18/2029	EUR	10,600	12,011
Janus Henderson U.S. Holdings, Inc.
5.450% due 09/10/2034	USD	3,100	3,009
KBC Group NV
6.324% due 09/21/2034		4,000	4,238
Kennedy Wilson Europe Real Estate Ltd.
3.250% due 11/12/2025	EUR	1,400	1,485
Kizuna RE III Pte Ltd.
7.326% due 04/09/2029	USD	600	610
Lloyds Banking Group PLC
5.679% due 01/05/2035		5,500	5,575
Longleaf Pine Re Ltd.
22.061% due 05/25/2027		1,900	2,096
Marex Group PLC
6.404% due 11/04/2029 (e)		2,200	2,205
		額面 (千通貨)	時価 (千米ドル)
Morgan Stanley
3.790% due 03/21/2030	EUR	5,100	5,626
3.955% due 03/21/2035		4,100	4,514
5.042% due 07/19/2030	USD	14,200	14,248
Morgan Stanley Bank N.A.
4.447% due 10/15/2027		8,400	8,358
4.968% due 07/14/2028		2,800	2,816
5.527% due 10/15/2027		7,200	7,220
Mutual of Omaha Cos. Global Funding
4.750% due 10/15/2029		3,900	3,854
Nationwide Building Society
3.960% due 07/18/2030		5,600	5,325
4.302% due 03/08/2029		12,500	12,203
4.500% due 11/01/2026	EUR	12,200	13,645
Nature Coast Re Ltd.
14.576% due 12/07/2026	USD	2,400	2,478
NatWest Group PLC
4.445% due 05/08/2030		17,600	17,094
5.076% due 01/27/2030		16,500	16,457
5.778% due 03/01/2035		6,500	6,640
6.016% due 03/02/2034		13,100	13,704
Nykredit Realkredit A/S
3.500% due 07/10/2031	EUR	11,200	12,038
Orange Capital RE DAC
10.750% due 01/08/2027		2,100	2,270
Panama Infrastructure Receivable Purchaser PLC
0.000% due 04/05/2032	USD	15,040	10,387
Polestar Re Ltd.
15.053% due 01/07/2028		1,600	1,598
17.803% due 01/07/2027		5,500	5,678
Preferred Term Securities XVIII Ltd.
5.573% due 09/23/2035		19	19
Preferred Term Securities XXIV Ltd.
5.508% due 03/22/2037		632	575
5.588% due 03/22/2037		4,775	3,844
Preferred Term Securities XXV Ltd.
5.498% due 06/22/2037		16,368	14,813
Preferred Term Securities XXVI Ltd.
5.508% due 09/22/2037		25,461	22,660
Prime Property Fund LLC
5.440% due 09/30/2031		12,400	12,214
Prologis International Funding II S.A.
3.700% due 10/07/2034	EUR	7,800	8,424
Purple Re Ltd.
13.553% due 06/07/2027	USD	2,100	2,178
Quercus Re DAC
11.056% due 07/08/2027	EUR	300	323
Sabine Re Ltd.
12.813% due 04/07/2027	USD	700	731
Santander Holdings USA, Inc.
5.353% due 09/06/2030		5,000	4,951
Santander UK Group Holdings PLC
2.469% due 01/11/2028		1,000	943
3.823% due 11/03/2028		3,400	3,280
4.858% due 09/11/2030		5,700	5,617
6.534% due 01/10/2029		9,900	10,298
7.482% due 08/29/2029	GBP	4,200	5,753
Societe Generale S.A.
6.691% due 01/10/2034	USD	15,100	15,933
Suci Second Investment Co.
4.375% due 09/10/2027		22,300	22,015
Sunac China Holdings Ltd. (g)
6.000% due 09/30/2025		31	5
6.250% due 09/30/2026		31	5
6.500% due 09/30/2027		62	10
6.750% due 09/30/2028		93	14
7.000% due 09/30/2029		94	13
7.250% due 09/30/2030		44	6
SVB Financial Group
3.125% due 06/05/2030 (f)		100	59
		額面 (千通貨)	時価 (千米ドル)
Taranis Reinsurance DAC
9.219% due 01/21/2028	EUR	1,400	1,500
11.388% due 01/21/2028		2,000	2,196
Torrey Pines Re Ltd.
10.553% due 06/07/2027	USD	1,500	1,565
11.803% due 06/07/2027		900	931
13.553% due 06/05/2026		500	518
Turkiye Is Bankasi A/S
2.900% due 11/15/2034		8,400	8,400
U.S. Capital Funding VI Ltd.
5.218% due 07/10/2043		17,981	14,835
UBS AG
5.500% due 08/20/2026	EUR	14,000	15,871
7.500% due 02/15/2028	USD	10,500	11,320
UBS Group AG
3.091% due 05/14/2032		2,850	2,514
3.750% due 03/26/2025		6,200	6,175
3.869% due 01/12/2029		31,650	30,624
4.194% due 04/01/2031		9,150	8,739
4.988% due 08/05/2033		10,400	10,271
5.699% due 02/08/2035		1,500	1,537
5.959% due 01/12/2034		15,900	16,566
6.301% due 09/22/2034		4,900	5,235
6.327% due 12/22/2027		10,000	10,294
6.442% due 08/11/2028		3,360	3,489
6.537% due 08/12/2033		22,110	23,758
7.750% due 03/01/2029	EUR	3,540	4,365
9.016% due 11/15/2033	USD	4,350	5,366
Uniti Group LP
6.500% due 02/15/2029		2,280	1,965
10.500% due 02/15/2028		6,545	6,978
Ursa Re Ltd.
10.076% due 12/07/2026		4,200	4,385
13.326% due 12/07/2026		5,300	5,599
VICI Properties LP
3.500% due 02/15/2025		4,784	4,757
3.750% due 02/15/2027		4,300	4,160
4.125% due 08/15/2030		5,684	5,272
4.250% due 12/01/2026		3,600	3,534
4.625% due 12/01/2029		3,600	3,461
Voyager Aviation Holdings LLC
8.500% due 05/09/2026 (f)		2,029	0
Wells Fargo & Co.
2.393% due 06/02/2028		3,300	3,104
Winston RE Ltd.
16.300% due 02/26/2027		500	452
			1,025,921
工業 4.0%
Air Canada 2020-2 Class A Pass-Through Trust
5.250% due 04/01/2029		1,567	1,565
Alaska Airlines 2020-1 Class A Pass-Through Trust
4.800% due 08/15/2027		2,935	2,911
Amdocs Ltd.
2.538% due 06/15/2030		3,200	2,798
American Airlines 2013-1 Class A Pass-Through Trust
4.000% due 07/15/2025		69	68
American Airlines 2014-1 Class A Pass-Through Trust
3.700% due 10/01/2026		1,689	1,639
American Airlines 2015-1 Class A Pass-Through Trust
3.375% due 05/01/2027		1,265	1,219
American Airlines 2016-1 Class AA Pass-Through Trust
3.575% due 01/15/2028		1,363	1,315
American Airlines 2016-2 Class AA Pass-Through Trust
3.200% due 06/15/2028		717	676
American Airlines 2017-2 Class AA Pass-Through Trust
3.350% due 10/15/2029		311	293
BAT Capital Corp.
6.343% due 08/02/2030		1,200	1,267
6.421% due 08/02/2033		1,000	1,065
		額面 (千通貨)	時価 (千米ドル)
Boeing Co.
2.196% due 02/04/2026	USD	18,488	17,811
2.750% due 02/01/2026		25,140	24,382
6.259% due 05/01/2027		4,580	4,687
6.298% due 05/01/2029		1,900	1,969
6.528% due 05/01/2034		2,000	2,110
British Airways 2019-1 Class AA Pass-Through Trust
3.300% due 12/15/2032		79	73
Broadcom, Inc.
2.450% due 02/15/2031		7,400	6,393
3.469% due 04/15/2034		3,633	3,172
Burberry Group PLC
5.750% due 06/20/2030	GBP	300	368
Carvana Co. (g)
13.000% due 06/01/2030	USD	19,380	21,146
14.000% due 06/01/2031		23,139	27,609
CVS Pass-Through Trust
5.773% due 01/10/2033		118	117
7.507% due 01/10/2032		466	492
8.353% due 07/10/2031		464	498
Energy Transfer LP
4.950% due 05/15/2028		424	425
Exela Intermediate LLC
11.500% due 04/15/2026 (g)		572	96
Ford Motor Credit Co. LLC
2.700% due 08/10/2026		2,208	2,108
3.815% due 11/02/2027		13,078	12,485
4.125% due 08/17/2027		32,337	31,259
4.542% due 08/01/2026		25,740	25,391
5.800% due 03/08/2029		7,900	7,911
5.850% due 05/17/2027		1,610	1,626
Greene King Finance PLC
3.593% due 03/15/2035	GBP	1,833	2,129
4.064% due 03/15/2035		492	579
5.106% due 03/15/2034		121	151
6.899% due 12/15/2034		4,156	4,626
Haleon UK Capital PLC
4.625% due 09/18/2033		1,400	1,735
HCA, Inc.
5.450% due 04/01/2031	USD	6,200	6,271
IHG Finance LLC
3.625% due 09/27/2031	EUR	41,500	44,377
Imperial Brands Finance PLC
3.500% due 07/26/2026	USD	1,900	1,853
JDE Peet's NV
1.125% due 06/16/2033	EUR	2,900	2,552
4.500% due 01/23/2034		1,000	1,134
JetBlue 2020-1 Class A Pass-Through Trust
4.000% due 11/15/2032	USD	5,628	5,340
Market Bidco Finco PLC
4.750% due 11/04/2027	EUR	8,400	8,899
Mitchells & Butlers Finance PLC
5.607% due 12/15/2030	USD	308	290
6.013% due 12/15/2028	GBP	703	890
MTU Aero Engines AG
3.875% due 09/18/2031	EUR	1,700	1,882
Nissan Motor Co. Ltd.
3.522% due 09/17/2025	USD	8,300	8,145
4.345% due 09/17/2027		8,700	8,361
4.810% due 09/17/2030		2,250	2,079
NMG Holding Co., Inc.
8.500% due 10/01/2028		11,900	12,110
ONEOK, Inc.
4.750% due 10/15/2031		6,000	5,862
5.050% due 11/01/2034		3,400	3,300
5.700% due 11/01/2054		600	579
5.850% due 11/01/2064		1,100	1,062
Roadster Finance DAC
2.375% due 12/08/2027	EUR	1,000	1,027
		額面 (千通貨)	時価 (千米ドル)
Rolls-Royce PLC
4.625% due 02/16/2026	EUR	3,314	3,655
5.750% due 10/15/2027	GBP	3,199	4,156
Russian Railways Via RZD Capital PLC
7.487% due 03/25/2031 (f)		6,300	5,670
Syngenta Finance NV
4.892% due 04/24/2025	USD	800	798
Times Square Hotel Trust
8.528% due 08/01/2026		555	557
U.S. Renal Care, Inc.
10.625% due 06/28/2028		2,342	1,961
United Airlines 2019-2 Class AA Pass-Through Trust
2.700% due 05/01/2032		1,212	1,077
United Airlines 2020-1 Class A Pass-Through Trust
5.875% due 10/15/2027		14,421	14,759
Venture Global Calcasieu Pass LLC
3.875% due 08/15/2029		7,400	6,828
3.875% due 11/01/2033		11,200	9,738
Venture Global LNG, Inc.
8.125% due 06/01/2028		7,200	7,477
8.375% due 06/01/2031		2,200	2,287
9.500% due 02/01/2029		46,750	51,702
9.875% due 02/01/2032		15,550	16,983
Veritas U.S., Inc.
7.500% due 09/01/2025		1,950	1,858
			461,683
公益 4.5%
Altice France S.A.
3.375% due 01/15/2028	EUR	1,400	1,165
5.125% due 01/15/2029	USD	200	150
5.125% due 07/15/2029		2,100	1,573
5.500% due 01/15/2028		3,400	2,642
5.500% due 10/15/2029		1,500	1,125
5.875% due 02/01/2027	EUR	100	88
8.125% due 02/01/2027	USD	3,500	2,902
BP Capital Markets BV
3.360% due 09/12/2031	EUR	900	969
Chile Electricity Lux Mpc II Sarl
5.580% due 10/20/2035	USD	5,500	5,475
Constellation Oil Services Holding S.A.
3.000% due 12/31/2026 (g)		379	362
DISH DBS Corp.
5.250% due 12/01/2026		22,510	20,877
5.750% due 12/01/2028		14,510	12,705
Gazprom PJSC Via Gaz Capital S.A.
2.250% due 11/22/2024	EUR	100	95
4.950% due 03/23/2027	USD	1,800	1,161
4.950% due 02/06/2028		1,000	615
5.150% due 02/11/2026		5,700	3,990
7.288% due 08/16/2037		500	400
8.625% due 04/28/2034		2,372	1,838
Gazprom PJSC Via Gaz Finance PLC
1.500% due 02/17/2027	EUR	31,800	19,161
2.950% due 04/15/2025		5,000	4,207
2.950% due 01/27/2029	USD	23,200	11,948
Intelsat Jackson Holdings S.A.
6.500% due 03/15/2030		67,993	64,055
Netflix, Inc.
3.875% due 11/15/2029	EUR	1,145	1,286
NPC Ukrenergo
6.875% due 11/09/2028	USD	1,200	792
Pacific Gas & Electric Co.
2.100% due 08/01/2027		1,910	1,777
2.500% due 02/01/2031		2,600	2,232
2.950% due 03/01/2026		8,508	8,280
3.000% due 06/15/2028		11,288	10,578
3.150% due 01/01/2026		15,753	15,411
3.250% due 06/01/2031		3,800	3,393
3.300% due 03/15/2027		3,838	3,700
		額面 (千通貨)	時価 (千米ドル)
3.300% due 12/01/2027	USD	14,666	13,991
3.450% due 07/01/2025		12,102	11,978
3.500% due 06/15/2025		8,068	7,991
3.750% due 07/01/2028		13,613	13,080
4.200% due 03/01/2029		9,900	9,586
4.400% due 03/01/2032		7,300	6,923
4.500% due 07/01/2040		4,463	3,873
4.550% due 07/01/2030		50,195	48,754
4.650% due 08/01/2028		100	99
PacifiCorp
5.800% due 01/15/2055		2,800	2,804
Petroleos de Venezuela S.A.
5.375% due 04/12/2027		11,932	1,186
5.500% due 04/12/2037		10,372	1,027
6.000% due 11/15/2026		13,183	1,285
6.000% due 05/16/2034		8,283	799
9.000% due 11/17/2031		400	41
9.750% due 05/17/2035		4,730	537
Petroleos Mexicanos
5.950% due 01/28/2031		5,319	4,588
6.700% due 02/16/2032		58,087	51,696
6.950% due 01/28/2060		6,116	4,362
7.690% due 01/23/2050		1,570	1,219
Prosus NV
1.985% due 07/13/2033	EUR	5,600	5,130
2.085% due 01/19/2030		4,200	4,182
3.061% due 07/13/2031	USD	9,600	8,209
4.193% due 01/19/2032		4,000	3,638
Rio Oil Finance Trust Series 2014-3
9.750% due 01/06/2027		316	327
Rio Oil Finance Trust Series 2018-1
8.200% due 04/06/2028		1,749	1,797
Saudi Arabian Oil Co.
5.250% due 07/17/2034		5,200	5,210
5.750% due 07/17/2054		7,200	6,960
5.875% due 07/17/2064		8,800	8,476
Sprint Capital Corp.
8.750% due 03/15/2032		2,200	2,663
Sprint Spectrum Co. LLC
5.152% due 03/20/2028		1,931	1,944
Systems Energy Resources, Inc.
2.140% due 12/09/2025		6,100	5,902
Thames Water Utilities Finance PLC
0.875% due 01/31/2028	EUR	5,800	4,809
1.250% due 01/31/2032		1,800	1,475
1.604% due 12/23/2027	USD	1,400	1,022
2.625% due 01/24/2032	GBP	2,800	2,713
3.500% due 02/25/2028		1,000	1,002
4.000% due 06/19/2025		2,600	2,705
4.000% due 04/18/2027	EUR	1,800	1,518
4.375% due 01/18/2031		13,000	11,059
4.375% due 07/03/2034	GBP	2,500	2,496
5.125% due 09/28/2037		1,430	1,462
5.500% due 02/11/2041		2,400	2,470
6.500% due 02/09/2032		500	513
7.125% due 04/30/2031		1,500	1,557
7.750% due 04/30/2044		1,400	1,476
8.250% due 04/25/2040		1,775	1,897
Topaz Solar Farms LLC
4.875% due 09/30/2039	USD	4,765	4,360
5.750% due 09/30/2039		6,843	6,822
Valaris Ltd.
8.375% due 04/30/2030		1,166	1,184
Windstream Escrow LLC
7.750% due 08/15/2028		13,507	13,594
8.250% due 10/01/2031		11,640	11,794
Woodside Finance Ltd.
5.100% due 09/12/2034		6,600	6,398
		額面 (千通貨)	時価 (千米ドル)
Yorkshire Water Finance PLC
6.375% due 11/18/2034	GBP	2,000	2,536
			530,071
社債合計			2,017,675
(取得原価 2,102,578千米ドル)
転換社債 0.4%
Multiplan Corp.
6.000% due 10/15/2027 (c)	USD	5,700	3,562
Nationwide Building Society
10.250% due 06/20/2166	GBP	6,936	11,746
Stichting AK Rabobank Certificaten
6.500% due 03/29/2170 (d)	EUR	20,844	25,425
転換社債合計			40,733
(取得原価 51,952千米ドル)
地方債 0.0%
Chicago, Illinois, Build America Bonds, Series 2010
6.630% due 02/01/2035	USD	554	580
6.725% due 04/01/2035		262	276
7.350% due 07/01/2035		428	465
Golden State, California, Tobacco Securitization Corp. Revenue Bonds, Series 2021
3.000% due 06/01/2046		570	527
Puerto Rico Electric Power Authority, Build America Bonds, Series 2010 (f)
6.050% due 07/01/2032		800	344
6.125% due 07/01/2040		3,000	1,290
地方債合計			3,482
(取得原価 3,058千米ドル)
米国政府関係機関 63.3%
Fannie Mae
1.229% due 05/25/2048 (h)		1,876	243
3.000% due 04/01/2037		538	503
3.000% due 09/01/2049		180	156
3.000% due 03/01/2050		15,497	13,567
3.000% due 10/01/2051		1,292	1,114
3.000% due 12/01/2051		187	161
3.000% due 01/01/2052		101	88
3.000% due 02/01/2052		9,572	8,267
3.000% due 03/01/2052		21,665	18,705
3.000% due 04/01/2052		23,998	20,720
3.000% due 05/01/2052		7,467	6,448
3.000% due 06/01/2052		8,839	7,630
3.000% due 07/01/2052		6,659	5,746
3.000% due 08/01/2052		3,156	2,741
3.000% due 05/01/2053		104	90
3.500% due 08/01/2042		17	15
3.500% due 09/01/2047		151	137
3.500% due 03/01/2048		45	41
3.500% due 04/01/2051		599	545
4.000% due 12/01/2041		42	39
4.000% due 07/01/2042		35	32
4.000% due 08/01/2042		484	458
4.000% due 09/01/2042		118	111
4.000% due 10/01/2042		18	17
4.000% due 01/01/2043		5	4
4.000% due 11/01/2045		81	76
4.000% due 03/01/2047		26	24
4.000% due 04/01/2047		205	193
4.000% due 08/01/2047		3,339	3,128
4.000% due 10/01/2047		191	179
4.000% due 12/01/2047		78	73
4.000% due 01/01/2048		44	41
4.000% due 02/01/2048		446	418
4.000% due 07/01/2048		5,394	5,054
4.000% due 08/01/2048		3,269	3,062
4.000% due 09/01/2048		983	921
		額面 (千通貨)	時価 (千米ドル)
4.500% due 05/01/2033	USD	12	12
4.500% due 02/01/2038		1	1
4.500% due 01/01/2041		148	141
4.750% due 06/01/2033		147	145
5.000% due 10/01/2035		56	55
5.000% due 12/01/2035		120	120
5.000% due 10/01/2036		3	2
5.000% due 05/01/2038		2	2
5.000% due 11/01/2039		6	6
5.500% due 07/01/2033		15	15
5.500% due 06/01/2035		612	607
5.500% due 04/01/2036		1	1
5.500% due 11/01/2036		1	1
5.500% due 03/01/2037		10	10
5.500% due 09/01/2037		4	4
5.500% due 02/01/2038		3	3
5.500% due 04/01/2038		11	11
6.000% due 09/01/2029		773	778
6.000% due 08/01/2031		17	17
6.000% due 06/01/2032		1	1
6.000% due 09/01/2039		342	340
6.000% due 10/01/2047		7	7
6.000% due 01/01/2053		23,695	23,872
6.000% due 02/01/2054		281	283
6.000% due 06/01/2054		27,536	27,721
6.000% due 09/01/2054		187	189
6.500% due 01/01/2037		1	1
6.500% due 10/01/2037		2	3
6.500% due 10/01/2053		2,852	2,913
6.500% due 11/01/2053		3,568	3,643
7.000% due 09/01/2031		25	25
7.000% due 02/01/2054		1,282	1,333
7.000% due 03/01/2054		200	208
7.000% due 06/01/2054		200	208
Fannie Mae, TBA (e)
2.500% due 12/01/2054		146,000	120,849
3.000% due 11/01/2039		1,800	1,682
3.000% due 12/01/2054		85,150	73,343
3.500% due 12/01/2054		294,883	263,667
4.000% due 12/01/2054		60,650	56,042
4.500% due 12/01/2054		74,000	70,246
5.000% due 12/01/2054		95,900	93,161
5.500% due 11/01/2050		43,338	42,934
5.500% due 12/01/2054		306,962	303,925
6.000% due 12/01/2054		75,500	75,952
6.500% due 11/01/2041		185,957	189,818
6.500% due 12/01/2054		166,943	170,377
7.000% due 12/01/2054		5,316	5,505
Freddie Mac
1.426% due 06/15/2042 (h)		27	4
3.000% due 11/01/2046		53	46
3.000% due 12/01/2047		1,638	1,441
3.000% due 03/01/2048		93	82
3.000% due 12/01/2051		169	147
3.000% due 04/01/2052		506	436
3.000% due 05/01/2052		7,103	6,128
3.000% due 01/01/2053		174	150
3.000% due 03/01/2053		246	212
3.500% due 10/01/2039		101	94
3.500% due 10/01/2047		1,785	1,621
3.500% due 12/01/2047		531	483
3.500% due 03/01/2048		1,934	1,757
3.500% due 04/01/2048		808	734
3.500% due 10/01/2048		851	773
3.500% due 12/01/2048		2,091	1,904
3.500% due 03/01/2049		1,291	1,173
3.500% due 05/01/2051		64	58
4.000% due 09/01/2033		1	1
		額面 (千通貨)	時価 (千米ドル)
4.000% due 08/01/2042	USD	418	396
4.000% due 09/01/2042		592	560
4.000% due 12/01/2042		6	6
4.000% due 04/01/2047		271	254
4.000% due 05/01/2047		260	244
4.000% due 08/01/2047		427	401
4.000% due 08/01/2048		545	511
4.000% due 09/01/2048		223	209
4.000% due 12/01/2048		8,220	7,702
4.000% due 02/01/2049		3,469	3,250
4.000% due 03/01/2049		261	245
5.000% due 06/01/2034		56	56
5.000% due 08/01/2035		37	36
5.000% due 01/01/2037		2	2
5.000% due 01/01/2038		1	1
5.000% due 06/01/2054		199	194
5.500% due 01/01/2035		240	239
5.500% due 05/01/2037		1	1
5.500% due 06/01/2037		85	85
5.750% due 05/01/2037		77	80
6.000% due 07/01/2037		34	34
6.000% due 01/01/2053		7,534	7,586
6.000% due 03/01/2054		4,913	4,947
6.000% due 04/01/2054		1,034	1,041
6.000% due 06/01/2054		1,499	1,509
6.000% due 07/01/2054		79,177	79,711
6.000% due 09/01/2054		4,590	4,622
6.500% due 09/01/2054		100	102
7.000% due 02/01/2054		284	295
Ginnie Mae
3.000% due 04/20/2052		222,555	195,357
3.000% due 05/20/2052		86	75
3.000% due 06/20/2052		201,103	176,468
3.000% due 08/20/2052		338	296
3.500% due 05/20/2052		374	338
3.500% due 01/20/2053		409	370
4.000% due 06/20/2041		1	1
4.000% due 04/20/2047		1,303	1,230
4.000% due 05/20/2047		24,174	22,730
4.000% due 06/20/2047		11,454	10,811
4.000% due 07/20/2047		9,850	9,314
4.000% due 02/20/2048		6,834	6,437
4.000% due 05/20/2049		23,691	22,251
4.000% due 02/20/2050		285	267
4.000% due 07/20/2050		140	132
4.000% due 08/20/2050		22	20
4.000% due 09/20/2050		1,684	1,585
4.000% due 10/20/2050		53,923	50,769
4.000% due 11/20/2052		235	219
4.500% due 10/20/2035		344	331
4.500% due 01/20/2040		72	70
4.500% due 03/20/2040		6	5
4.500% due 07/15/2040		1,052	1,017
4.500% due 07/20/2040		1,082	1,060
4.500% due 08/15/2040		1,172	1,141
4.500% due 08/20/2040		782	766
4.500% due 09/20/2040		3,263	3,195
4.500% due 10/20/2040		879	861
4.500% due 01/20/2041		4,197	4,112
4.500% due 02/20/2041		2,084	2,031
4.500% due 03/20/2041		7,674	7,496
4.500% due 04/15/2041		1,008	981
4.500% due 04/20/2041		834	817
4.500% due 06/20/2041		7,208	7,063
4.500% due 07/20/2041		1,859	1,822
4.500% due 09/20/2041		185	182
4.500% due 10/20/2041		1,046	1,014
4.500% due 12/20/2041		1,661	1,628
		額面 (千通貨)	時価 (千米ドル)
4.500% due 05/20/2043	USD	373	365
4.500% due 07/20/2043		263	257
4.500% due 05/20/2053		24,731	23,637
4.500% due 06/20/2053		1,580	1,510
4.500% due 07/20/2053		98,948	94,537
4.500% due 08/20/2053		979	935
4.500% due 09/20/2053		287,806	274,947
4.500% due 10/20/2053		970	926
5.000% due 08/20/2030		137	137
5.000% due 05/20/2040		252	248
5.000% due 04/20/2041		6	6
5.500% due 05/20/2038		7	7
5.500% due 06/20/2038		31	31
5.500% due 07/20/2038		32	32
5.500% due 08/20/2038		223	223
5.500% due 09/20/2038		69	69
5.500% due 10/20/2038		14	14
5.500% due 01/20/2039		10	10
5.500% due 02/20/2039		25	25
5.500% due 09/20/2039		46	46
5.500% due 10/20/2039		6	6
5.500% due 11/20/2039		204	204
5.500% due 01/20/2040		179	175
5.500% due 06/20/2040		193	196
5.500% due 07/20/2040		452	444
5.500% due 07/20/2053		19,171	19,113
5.500% due 08/20/2053		16,850	16,779
Ginnie Mae, TBA (e)
2.000% due 12/01/2054		19,000	15,507
2.500% due 12/01/2054		46,200	39,160
3.000% due 12/01/2042		524,150	459,740
3.500% due 12/01/2054		567,000	512,538
4.000% due 11/01/2054		596,000	554,885
4.000% due 12/01/2054		946,800	881,708
4.500% due 12/01/2041		759,900	725,329
5.000% due 12/01/2054		867,800	847,048
5.500% due 12/01/2054		572,800	569,017
6.000% due 12/01/2054		64,900	65,286
米国政府関係機関合計			7,401,848
(取得原価 7,485,472千米ドル)
米国長期国債 13.9%
Treasury Inflation Protected Securities (i)
0.125% due 04/15/2025		50,779	50,082
0.125% due 07/15/2030		56,123	51,191
0.125% due 01/15/2031		2,056	1,849
0.125% due 07/15/2031		7,799	6,975
0.250% due 01/15/2025		141,150	140,113
0.250% due 07/15/2029		151,817	141,728
0.250% due 02/15/2050		22,481	14,072
0.375% due 07/15/2025		27,661	27,321
0.375% due 01/15/2027		6,052	5,855
0.375% due 07/15/2027		1,621	1,566
0.625% due 07/15/2032		93,394	85,140
0.625% due 02/15/2043		3,012	2,325
0.750% due 07/15/2028		35,559	34,363
0.750% due 02/15/2042		7,105	5,712
0.750% due 02/15/2045		19,384	14,841
0.875% due 01/15/2029		64,918	62,469
0.875% due 02/15/2047		22,691	17,423
1.000% due 02/15/2046		12,223	9,743
1.000% due 02/15/2048		26,552	20,794
1.000% due 02/15/2049		67,316	52,232
1.375% due 07/15/2033		221,606	212,113
1.375% due 02/15/2044		3,512	3,077
1.500% due 02/15/2053		27,640	23,745
1.750% due 01/15/2034		26,831	26,333
1.875% due 07/15/2034		207,568	206,175
		額面 (千通貨)	時価 (千米ドル)
2.125% due 02/15/2040	USD	3,641	3,662
2.125% due 02/15/2041		2,012	2,030
2.375% due 01/15/2025		22,004	21,933
U.S. Treasury Bonds
2.250% due 08/15/2046		100	67
2.750% due 08/15/2047		2,830	2,082
3.000% due 08/15/2048		155	119
3.000% due 02/15/2049		77	59
3.125% due 05/15/2048		180	141
4.375% due 08/15/2043		33,800	32,971
4.625% due 05/15/2054		116,900	119,658
U.S. Treasury Notes
1.625% due 02/15/2026		2,200	2,128
2.000% due 02/15/2025		11,021	10,940
2.000% due 08/15/2025		1,400	1,374
2.000% due 11/15/2026		800	767
2.250% due 11/15/2024		11,957	11,946
2.250% due 02/15/2027		28,000	26,852
2.375% due 05/15/2029		32,200	29,853
2.625% due 02/15/2029		5,000	4,701
2.750% due 08/15/2032		150,100	135,295
2.875% due 05/15/2032		290	265
米国長期国債合計			1,624,080
(取得原価 1,754,826千米ドル)
モーゲージバック証券 34.7%
Accredited Mortgage Loan Trust
5.797% due 07/25/2035		3,049	3,007
6.547% due 07/25/2035		2,206	1,934
ACE Securities Corporation Home Equity Loan Trust
5.162% due 08/25/2036		2,709	2,602
5.647% due 01/25/2035		774	725
5.677% due 02/25/2034		384	458
5.752% due 08/25/2035		3,875	3,805
5.782% due 11/25/2034		936	924
6.022% due 02/25/2035		5,965	5,706
Adjustable Rate Mortgage Trust
5.802% due 08/25/2035		2,259	1,985
AFC Home Equity Loan Trust
5.662% due 06/25/2029		1,474	1,155
Alternative Loan Trust
4.456% due 08/25/2036		4,432	4,082
4.542% due 08/25/2035		390	353
5.064% due 09/20/2046		397	399
5.212% due 07/25/2036		3,627	3,549
5.232% due 08/25/2046		7,919	6,710
5.252% due 05/25/2036		11,309	9,562
5.294% due 03/20/2046		4,869	4,128
5.302% due 09/25/2035		2,475	1,493
5.352% due 12/25/2046		11,895	9,736
5.392% due 07/25/2036		17,192	14,820
5.452% due 01/25/2036		5,235	4,782
5.500% due 04/25/2034		7,719	7,650
5.500% due 06/25/2035		3,958	3,172
5.500% due 08/25/2035		44	37
5.500% due 02/25/2036		14	8
5.514% due 12/20/2035		4,741	4,333
6.000% due 11/25/2036		1,652	949
6.000% due 07/25/2037		24,471	12,857
6.411% due 08/25/2035		331	273
6.502% due 10/25/2034		1,561	1,526
6.663% due 09/25/2034		532	488
7.000% due 10/25/2037		28,203	9,748
Ameriquest Mortgage Securities Trust
5.467% due 03/25/2036		21,835	20,571
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
3.566% due 09/25/2032		86	86
5.010% due 11/25/2033		1,380	1,373
		額面 (千通貨)	時価 (千米ドル)
5.632% due 09/25/2035	USD	1,539	1,526
5.872% due 01/25/2036		7,000	6,070
6.607% due 10/25/2034		9,913	9,284
Angel Oak Mortgage Trust
6.500% due 12/25/2067		3,333	3,367
Argent Mortgage Loan Trust
5.332% due 05/25/2035		16,813	15,007
Argent Securities Trust
5.212% due 04/25/2036		7,497	2,379
Argent Securities, Inc. Asset-Backed Pass-Through Certificates
4.109% due 09/25/2033		1,946	1,874
5.617% due 10/25/2035		36,400	33,301
Asset-Backed Funding Certificates Trust
5.292% due 10/25/2036		10,129	8,813
5.512% due 03/25/2035		8,913	8,676
5.587% due 06/25/2035		5,518	5,314
5.827% due 06/25/2035		3,938	3,607
Asset-Backed Securities Corporation Home Equity Loan Trust
3.849% due 05/25/2036		42,602	38,402
Avon Finance
7.960% due 12/28/2049	GBP	2,400	3,087
BAMLL Commercial Mortgage Securities Trust
2.847% due 04/20/2042	USD	10,620	7,930
Banc of America Alternative Loan Trust
3.987% due 11/25/2024		50	44
6.000% due 07/25/2046		1,247	1,057
Banc of America Funding Trust
5.007% due 01/20/2047		65	55
5.093% due 02/20/2035		999	861
5.557% due 06/20/2036		3,882	3,127
5.712% due 04/25/2037		7,329	6,167
BCAP LLC Trust
5.876% due 04/26/2037		2,725	1,270
5.900% due 04/26/2036		4,419	2,101
Bear Stearns Adjustable Rate Mortgage Trust
6.049% due 11/25/2034		125	114
Bear Stearns Alternative-A Trust
5.192% due 04/25/2037		5,591	4,917
5.272% due 11/25/2046		6,165	4,658
5.572% due 08/25/2035		3,689	3,530
Bear Stearns Asset-Backed Securities I Trust
1.748% due 05/25/2036 (h)		8,097	175
4.942% due 11/25/2035		2,583	2,579
5.091% due 06/25/2034		2,897	2,895
5.152% due 06/25/2047		2,725	2,683
5.252% due 05/25/2036		12,793	3,216
5.257% due 07/25/2036		7,785	7,502
5.332% due 02/25/2037		893	1,155
5.467% due 02/25/2036		7,677	7,597
5.491% due 12/25/2035		9,278	8,805
5.657% due 09/25/2034		3,662	3,664
5.902% due 08/25/2037		14,719	13,104
6.877% due 03/25/2035		3,262	3,199
Bear Stearns Asset-Backed Securities Trust
5.500% due 11/25/2033		3,183	2,870
Bear Stearns Mortgage Funding Trust
5.252% due 02/25/2037		4,503	4,233
Benchmark Mortgage Trust
3.509% due 09/15/2048		47,290	44,687
3.899% due 03/15/2062		9,775	6,809
BINOM Securitization Trust
4.441% due 08/25/2057		14,198	13,651
Bridgegate Funding PLC
7.204% due 10/16/2062	GBP	12,821	16,750
7.954% due 10/16/2062		18,993	24,870
8.954% due 10/16/2062		9,971	13,112
9.954% due 10/16/2062		7,217	9,447
		額面 (千通貨)	時価 (千米ドル)
BSST Mortgage Trust
7.654% due 02/15/2037	USD	11,000	5,382
8.304% due 02/15/2037		24,700	11,346
9.304% due 02/15/2037		7,500	3,146
BX Commercial Mortgage Trust
5.817% due 02/15/2039		6,343	6,325
BX Trust
6.564% due 10/15/2036		16,400	16,283
6.814% due 10/15/2036		25,610	25,477
Canterbury Finance No.4 PLC
5.804% due 05/16/2058	GBP	46,146	59,499
Carrington Mortgage Loan Trust
6.022% due 02/25/2035	USD	3,468	3,245
CBA Commercial Small Balance Commercial Mortgage
6.040% due 01/25/2039		404	380
Centex Home Equity Loan Trust
5.497% due 03/25/2035		910	908
Chase Home Lending Mortgage Trust
3.250% due 03/25/2063		19,934	17,744
Chase Mortgage Finance Trust
4.748% due 12/25/2035		3,028	2,644
ChaseFlex Trust
5.452% due 07/25/2037		826	699
Chevy Chase Funding LLC Mortgage-Backed Certificates
5.212% due 03/25/2035		256	248
CIM Trust
3.250% due 10/25/2058		16,023	14,365
6.639% due 12/25/2067		3,980	4,022
CIT Mortgage Loan Trust
6.352% due 10/25/2037		23,603	23,831
Citigroup Mortgage Loan Trust
0.000% due 11/01/2074 (e)		440	439
3.800% due 11/01/2074 (e)		137,300	117,284
4.540% due 05/25/2036		8,015	4,030
5.132% due 12/25/2036		2,003	1,927
5.156% due 08/25/2036		3,473	3,306
5.172% due 12/25/2036		9,204	4,988
5.233% due 07/25/2037		2,022	1,773
5.249% due 08/25/2036		14,781	6,065
5.672% due 09/25/2037		10,290	8,733
7.264% due 01/25/2037		2,112	846
Citigroup Mortgage Loan Trust, Inc.
5.887% due 05/25/2035		10,005	9,136
8.602% due 07/25/2037		3,507	3,374
Commercial Mortgage Trust
0.000% due 04/10/2047 (h)		5,171	0
3.633% due 02/10/2037		10,000	9,845
8.068% due 12/15/2038		8,575	7,643
Conseco Finance Corp.
6.920% due 12/01/2030		465	468
7.500% due 03/01/2030		44,220	13,240
7.600% due 04/15/2026		4,867	741
Countrywide Asset-Backed Certificates
5.332% due 08/26/2033		392	379
6.727% due 05/25/2035		7,735	7,720
Countrywide Home Loan Mortgage Pass-Through Trust
4.156% due 03/25/2037		2,988	2,706
4.812% due 11/25/2037		3,997	3,714
4.849% due 10/20/2035		3,890	3,634
5.178% due 11/25/2034		6	6
5.500% due 11/25/2035		4,978	2,700
5.573% due 06/25/2034		1	1
6.000% due 07/25/2036		16,740	8,310
6.000% due 11/25/2037		2,642	1,164
Credit Suisse First Boston Mortgage Securities Corp.
7.302% due 01/25/2033		937	912
Credit Suisse Mortgage Capital
3.000% due 01/29/2036		110	109
3.000% due 06/27/2037		507	500
		額面 (千通貨)	時価 (千米ドル)
6.007% due 10/26/2036	USD	118	102
9.700% due 11/27/2036		8,619	8,168
Credit Suisse Mortgage Capital Trust
0.000% due 01/25/2058		18	17
0.000% due 04/25/2058 (h)		1	1
3.431% due 11/10/2032		1,922	1,538
3.605% due 01/25/2058		16,245	13,199
4.891% due 04/25/2058		25,101	22,910
4.900% due 06/25/2050		37,779	33,368
5.694% due 07/15/2032		1,238	1,213
5.944% due 07/15/2032		4,000	3,920
6.144% due 07/15/2032		2,400	2,350
7.109% due 06/01/2050		29,490	29,418
Credit-Based Asset Servicing & Securitization LLC
7.480% due 03/25/2046		4,266	3,777
Cross Mortgage Trust
6.093% due 04/25/2069		7,168	7,215
CWABS Asset-Backed Certificates Trust
4.301% due 12/25/2034		9,093	8,707
4.992% due 06/25/2037		11,199	10,531
4.992% due 07/25/2037		1,358	1,343
5.072% due 08/25/2037		25,580	23,390
5.082% due 10/25/2047		2,575	2,546
5.102% due 02/25/2036		848	808
5.132% due 06/25/2035		1,343	1,210
5.212% due 11/25/2047		1,213	1,436
5.312% due 05/25/2037		9,888	9,505
5.332% due 05/25/2036		8,488	7,167
5.332% due 03/25/2037		15,646	14,737
5.332% due 03/25/2047		22,947	20,791
5.372% due 09/25/2046		5,479	5,216
5.377% due 08/25/2036		1,913	1,869
5.452% due 06/25/2036		255	255
5.552% due 03/25/2036		1,286	1,127
5.633% due 06/25/2035		8,644	7,510
5.932% due 05/25/2036		1,929	1,492
5.947% due 06/25/2035		8,400	8,209
6.427% due 11/25/2034		6,029	6,002
6.802% due 08/25/2035		3,000	2,902
CWABS, Inc. Asset-Backed Certificates
6.202% due 08/25/2047		33,009	30,640
CWABS, Inc. Asset-Backed Certificates Trust
6.427% due 03/25/2035		14,127	13,867
7.252% due 02/25/2035		6,808	5,552
DBGS Mortgage Trust
7.568% due 10/15/2036		15,000	11,450
Deutsche Alternative-A Securities Mortgage Loan Trust
5.172% due 03/25/2037		8,709	4,126
5.352% due 09/25/2047		10,264	8,711
5.512% due 08/25/2037		16,831	13,296
Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust
4.969% due 10/25/2035		7,697	5,964
Deutsche Mortgage & Asset Receiving Corp.
4.994% due 11/27/2036		553	551
Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates
4.490% due 06/27/2037		10,562	9,200
Downey Savings & Loan Association Mortgage Loan Trust
5.064% due 10/19/2036		6,541	5,702
5.534% due 09/19/2045		4,691	2,455
Ellington Loan Acquisition Trust
5.952% due 05/25/2037		857	834
EMC Mortgage Loan Trust
5.902% due 04/25/2042		4,056	4,084
Encore Credit Receivables Trust
5.782% due 11/25/2035		6,510	6,152
Eurosail-UK PLC
5.869% due 09/13/2045	GBP	3,080	3,802
6.049% due 06/13/2045		3,698	4,746
		額面 (千通貨)	時価 (千米ドル)
Extended Stay America Trust
7.768% due 07/15/2038	USD	14,222	14,273
FBR Securitization Trust
5.527% due 10/25/2035		17,384	14,930
5.617% due 09/25/2035		6,029	5,872
FFMLT Trust
5.782% due 11/25/2035		2,069	1,823
First Franklin Mortgage Loan Trust
4.426% due 04/25/2035		2,489	2,411
5.162% due 11/25/2036		59,328	49,061
5.172% due 04/25/2036		3,300	3,208
5.527% due 03/25/2034		1,916	1,903
5.542% due 01/25/2036		24,773	23,281
First Horizon Alternative Mortgage Securities Trust
0.148% due 05/25/2035 (h)		1,107	50
5.352% due 05/25/2035		1,107	650
Fontainebleau Miami Beach Trust
3.963% due 12/10/2036		33,098	32,654
Fremont Home Loan Trust
5.132% due 02/25/2037		6,111	4,535
5.142% due 05/25/2036		3,994	3,898
5.512% due 01/25/2036		4,856	4,644
5.872% due 01/25/2035		6,493	5,764
GE-WMC Asset-Backed Pass-Through Certificates
5.542% due 10/25/2035		9,964	8,510
Glen Securities Finance DAC
5.786% due 10/28/2038	EUR	3,803	4,118
6.786% due 10/28/2038		2,852	3,061
7.586% due 10/28/2038		1,394	1,487
GMAC Commercial Mortgage Asset Corp.
5.456% due 03/10/2051	USD	11,596	9,869
GreenPoint Mortgage Funding Trust
5.412% due 11/25/2045		32	23
Grifonas Finance No.1 PLC
3.681% due 08/28/2039	EUR	402	426
GSAA Home Equity Trust
6.182% due 11/25/2036	USD	2,873	697
6.500% due 11/25/2037		20	8
GSAMP Trust
5.012% due 01/25/2037		15,554	9,270
5.132% due 03/25/2047		3,629	3,328
5.372% due 06/25/2036		9,145	8,804
5.497% due 11/25/2035		5,189	4,733
5.827% due 08/25/2034		2,533	2,467
5.827% due 04/25/2035		4,705	4,387
6.652% due 06/25/2035		3,265	3,157
GSMSC Resecuritization Trust
1.805% due 04/26/2037		44,351	10,960
5.149% due 09/26/2036		3,541	2,262
GSR Mortgage Loan Trust
1.848% due 03/25/2037 (h)		7,398	682
5.152% due 03/25/2037		7,398	1,086
HarborView Mortgage Loan Trust
4.339% due 06/19/2036		6,019	3,036
5.354% due 12/19/2036		704	654
5.434% due 02/19/2036		9,221	5,601
5.514% due 08/19/2045		6,966	5,382
Hawaii Hotel Trust
6.751% due 05/15/2038		2,000	1,998
7.261% due 05/15/2038		12,500	12,450
Home Equity Asset Trust
5.332% due 10/25/2036		23,475	14,690
Home Equity Mortgage Loan Asset-Backed Trust
4.992% due 11/25/2036		10,229	9,503
5.092% due 04/25/2037		11,745	7,950
5.212% due 06/25/2036		1,514	1,456
5.392% due 06/25/2036		16,718	12,886
5.842% due 08/25/2035		2,185	2,161
		額面 (千通貨)	時価 (千米ドル)
Household Capital RMBS
6.630% due 07/20/2086	AUD	35,244	23,105
7.630% due 07/20/2086		7,470	4,884
HPLY Trust
6.965% due 11/15/2036	USD	4,580	4,552
7.315% due 11/15/2036		25,675	25,487
HSI Asset Securitization Corp. Trust
4.952% due 07/25/2036		2,144	925
5.152% due 07/25/2036		31,738	13,889
5.227% due 05/25/2037		6,844	6,746
Impac CMB Trust
5.532% due 01/25/2035		6,538	6,216
Impac Secured Assets Corp.
5.412% due 03/25/2036		6,929	5,556
Impac Secured Assets Trust
5.232% due 01/25/2037		1,753	1,459
IndyMac IMJA Mortgage Loan Trust
6.500% due 10/25/2037		8,163	3,944
IndyMac IMSC Mortgage Loan Trust
4.132% due 06/25/2037		7,871	4,965
IndyMac INDX Mortgage Loan Trust
3.274% due 07/25/2037		16,181	13,436
3.407% due 04/25/2037		13,074	11,560
3.749% due 04/25/2037		6,163	5,535
3.967% due 03/25/2036		3,561	2,450
4.647% due 11/25/2036		10,288	6,520
5.212% due 02/25/2037		19,956	18,548
5.232% due 10/25/2036		4,579	1,873
5.452% due 07/25/2035		5,305	4,233
INTOWN Mortgage Trust
8.489% due 08/15/2039		11,495	11,542
Jefferies Resecuritization Trust
9.123% due 06/25/2047		388	319
JPMorgan Alternative Loan Trust
4.412% due 09/25/2036		7,711	6,269
4.701% due 03/25/2036		237	166
5.412% due 04/25/2047		1,331	1,267
5.730% due 03/25/2036		42	41
JPMorgan Chase Commercial Mortgage Securities Trust
4.128% due 07/05/2031		2,500	2,311
4.248% due 07/05/2033		1,925	1,798
6.268% due 12/15/2036		3,700	2,836
7.235% due 10/05/2040		6,900	7,273
7.268% due 09/15/2029		1,740	1,294
7.433% due 11/15/2038		16,193	16,035
JPMorgan Mortgage Acquisition Corp.
5.782% due 12/25/2035		8,402	8,186
JPMorgan Mortgage Acquisition Trust
4.531% due 11/25/2036		1,976	1,963
5.002% due 12/25/2036		13,147	6,954
5.122% due 08/25/2036		8,600	8,036
5.122% due 06/25/2037		34,606	33,517
5.132% due 06/25/2037		22,826	20,107
5.257% due 05/25/2036		6,288	6,179
5.287% due 05/25/2036		14,067	13,362
JPMorgan Mortgage Trust
5.152% due 10/25/2035		3,127	2,217
5.250% due 11/25/2063		862	851
5.584% due 01/25/2037		329	278
6.000% due 06/25/2037		3,220	1,198
JPMorgan Resecuritization Trust
4.651% due 02/26/2037		1,637	1,506
Kentmere No.4 PLC
0.000% due 01/28/2039	GBP	76,592	88,844
Kinbane DAC
3.955% due 09/25/2062	EUR	43,737	47,301
Lansdowne Mortgage Securities No.1 PLC
3.781% due 06/15/2045		1,893	1,987
Legacy Mortgage Asset Trust
0.000% due 09/25/2059	USD	17,383	5,933
		額面 (千通貨)	時価 (千米ドル)
0.000% due 09/25/2059 (h)	USD	539,377	2,030
3.000% due 09/25/2059		77,845	73,947
3.838% due 09/25/2059		18,352	9,562
4.206% due 09/25/2059		111,258	87,724
Lehman XS Trust
5.052% due 02/25/2037		11,556	10,139
5.232% due 09/25/2036		3,880	3,196
5.232% due 12/25/2036		11,474	8,741
5.252% due 06/25/2046		8,196	6,728
5.372% due 02/25/2047		18,627	16,097
6.500% due 06/25/2046		4,342	3,651
6.552% due 10/25/2037		11,017	10,227
Long Beach Mortgage Loan Trust
5.232% due 02/25/2036		22,256	18,819
5.232% due 03/25/2046		31,802	11,365
MASTR Adjustable Rate Mortgages Trust
4.948% due 04/25/2034		1	1
6.261% due 12/25/2046		6,006	5,543
Mastr Asset-Backed Securities Trust
5.292% due 11/25/2036		23	14
5.407% due 01/25/2036		7,500	6,972
6.002% due 08/25/2037		13,003	11,195
Mastr Specialized Loan Trust
5.572% due 02/25/2036		5,137	4,128
Merrill Lynch First Franklin Mortgage Loan Trust
7.852% due 10/25/2037		11,234	10,770
Merrill Lynch Mortgage Investors Trust
5.132% due 05/25/2037		17,888	8,939
5.132% due 10/25/2037		53,302	7,466
5.572% due 07/25/2034		4,313	3,749
5.647% due 09/25/2035		45	42
5.932% due 10/25/2035		300	300
6.683% due 02/25/2033		16	14
MFA Trust
6.775% due 10/25/2058		4,685	4,747
Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust
5.102% due 07/25/2036		4,260	3,781
5.112% due 02/25/2037		6,911	3,028
5.152% due 07/25/2036		42,563	15,653
5.332% due 06/25/2036		18,173	15,522
5.352% due 07/25/2036		42,355	15,625
5.392% due 03/25/2036		3,738	3,635
5.587% due 07/25/2035		3,941	3,847
5.852% due 03/25/2033		58	57
5.852% due 07/25/2037		879	865
Morgan Stanley Bank of America Merrill Lynch Trust
0.766% due 11/15/2052 (h)		126,132	2,089
Morgan Stanley Capital I Trust
2.428% due 04/05/2042		13,500	11,329
6.501% due 08/15/2033		2,619	631
7.296% due 12/15/2038		21,942	19,200
7.995% due 12/15/2038		7,750	6,531
Morgan Stanley Capital I, Inc. Trust
5.392% due 02/25/2036		18,235	17,065
Morgan Stanley Home Equity Loan Trust
5.362% due 02/25/2036		14,415	13,525
Morgan Stanley IXIS Real Estate Capital Trust
5.312% due 07/25/2036		9,740	3,903
Morgan Stanley Mortgage Loan Trust
3.488% due 11/25/2037		1,178	825
6.000% due 12/25/2035		480	187
Morgan Stanley Reremic Trust
5.289% due 11/26/2036		4,588	3,908
Mortgage Loan Trust
5.370% due 03/25/2034		3,310	3,185
MortgageIT Trust
6.427% due 08/25/2035		255	248
Mortimer Btl PLC
6.150% due 12/22/2056	GBP	5,765	7,461
		額面 (千通貨)	時価 (千米ドル)
MTN Commercial Mortgage Trust
6.207% due 03/15/2039	USD	1,120	1,115
Natixis Commercial Mortgage Securities Trust
3.790% due 11/15/2032		1,100	922
3.821% due 02/15/2039		2,900	2,633
New Century Home Equity Loan Trust
5.977% due 10/25/2033		125	126
New York Mortgage Trust
5.392% due 04/25/2035		508	485
Newgate Funding PLC
5.259% due 12/15/2050	GBP	12,756	16,027
Nomura Asset Acceptance Corporation Alternative Loan Trust
5.034% due 05/25/2035	USD	2,747	1,322
Nomura Home Equity Loan, Inc. Home Equity Loan Trust
5.617% due 05/25/2035		5,226	5,178
6.245% due 10/25/2036		20,953	4,440
Nomura Resecuritization Trust
2.014% due 03/26/2037		5,092	3,999
NovaStar Mortgage Funding Trust
5.052% due 09/25/2037		13,082	12,732
5.172% due 05/25/2036		3,237	3,188
5.172% due 10/25/2036		5,176	2,214
5.572% due 10/25/2035		439	438
NYO Commercial Mortgage Trust
6.913% due 11/15/2038		30,130	28,455
7.463% due 11/15/2038		14,400	13,377
OBX Trust
3.623% due 04/25/2053		16,402	16,060
6.319% due 01/25/2062		9,084	9,130
6.520% due 07/25/2063		5,952	6,011
Opteum Mortgage Acceptance Corporation Asset-Backed Pass-Through Certificates
5.602% due 07/25/2035		1,136	1,162
Option One Mortgage Loan Trust
4.972% due 03/25/2037		5,795	5,577
4.992% due 03/25/2037		30,471	26,544
5.052% due 02/25/2037		16,874	7,922
5.132% due 07/25/2036		1,866	1,083
5.662% due 02/25/2035		3,416	2,837
Ownit Mortgage Loan Trust
5.112% due 10/25/2037		3,247	3,279
5.172% due 10/25/2037		2,231	2,260
5.232% due 07/25/2037		1,742	1,789
5.392% due 03/25/2037		4,589	4,387
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
5.587% due 09/25/2035		2,473	2,405
5.632% due 09/25/2035		25,075	22,469
6.322% due 01/25/2035		2,000	1,620
6.877% due 12/25/2034		25,974	24,979
People's Financial Realty Mortgage Securities Trust
5.012% due 09/25/2036		25,828	4,745
Popular Asset-Backed Securities Mortgage Pass-Through Trust
3.394% due 11/25/2035		17,818	16,399
3.467% due 07/25/2035		9,601	7,862
5.162% due 11/25/2036		14,585	12,556
PRET LLC
4.843% due 09/25/2051		31,530	31,233
5.925% due 10/25/2054 (e)		15,100	15,082
8.497% due 10/25/2053		13,901	14,073
PRET Trust
3.900% due 10/25/2063		4,855	4,604
Prime Mortgage Trust
6.000% due 04/25/2037		3,570	2,927
PRKCM Trust
6.584% due 09/25/2058		7,618	7,698
PRPM LLC
4.793% due 07/25/2026		6,635	6,571
		額面 (千通貨)	時価 (千米ドル)
PRPM Trust
6.250% due 08/25/2068	USD	7,189	7,233
RAAC Trust
5.557% due 02/25/2036		7,378	7,109
5.602% due 06/25/2047		21,367	16,319
RBSGC Mortgage Loan Trust
6.000% due 01/25/2037		1	1
Renaissance Home Equity Loan Trust
5.572% due 11/25/2034		136	117
5.612% due 04/25/2037		10,124	2,567
5.675% due 06/25/2037		3,910	957
5.852% due 09/25/2037		31	27
Residential Accredit Securities Corporation Trust
5.072% due 02/25/2037		18,558	17,984
5.347% due 04/25/2036		3,364	3,326
5.452% due 01/25/2037		36,202	27,067
5.467% due 03/25/2036		6,180	5,998
5.493% due 04/25/2034		1,053	1,001
5.827% due 09/25/2035		4,736	4,682
5.887% due 08/25/2035		1,533	1,523
Residential Asset Mortgage Products Trust
5.202% due 10/25/2036		12,363	11,938
5.452% due 02/25/2036		426	425
5.527% due 11/25/2035		6,840	6,720
5.532% due 12/25/2035		9,266	8,075
5.602% due 09/25/2035		4,786	4,748
Residential Mortgage Acceptance Corporation No.3 PLC
6.175% due 02/15/2047	GBP	20,863	27,012
RMAC Securities No.1 PLC
3.890% due 06/12/2044	EUR	3,206	3,366
Saxon Asset Securities Trust
2.055% due 03/25/2035	USD	272	242
6.602% due 12/25/2037		2,278	2,149
Securitized Asset-Backed Receivables LLC Trust
5.392% due 03/25/2036		4,274	3,922
5.677% due 10/25/2035		10,136	9,573
5.902% due 03/25/2035		4,220	4,159
Sequoia Mortgage Trust
4.502% due 11/25/2063		10,800	10,640
5.274% due 05/20/2035		882	800
5.394% due 06/20/2034		13	12
Sestante Finance Srl
3.358% due 07/23/2046	EUR	6,362	6,634
SFO Commercial Mortgage Trust
7.318% due 05/15/2038	USD	885	820
7.818% due 05/15/2038		22,000	19,224
SG Mortgage Securities Trust
5.212% due 02/25/2036		4,610	2,288
5.312% due 07/25/2036		7,972	1,691
Shamrock Residential DAC
4.381% due 02/24/2071	EUR	21,374	23,220
4.631% due 01/24/2061		16,471	17,854
Soundview Home Loan Trust
4.104% due 04/25/2035	USD	2,319	2,232
5.272% due 06/25/2036		7,821	6,515
5.317% due 06/25/2036		50,026	43,738
5.332% due 07/25/2036		23,429	21,019
5.827% due 03/25/2036		8,102	7,577
Specialty Underwriting & Residential Finance Trust
5.827% due 12/25/2035		414	410
SREIT Trust
6.363% due 10/15/2038		24,605	24,427
6.711% due 10/15/2038		20,425	20,243
Structured Adjustable Rate Mortgage Loan Trust
4.895% due 06/25/2037		1,399	1,282
5.172% due 10/25/2035		4,890	4,587
5.701% due 07/25/2035		1,943	871
5.827% due 08/25/2035		8,232	7,338
6.461% due 05/25/2035		49	38
		額面 (千通貨)	時価 (千米ドル)
Structured Asset Investment Loan Trust
5.152% due 06/25/2036	USD	3,977	3,776
5.352% due 06/25/2036		25,000	9,325
5.572% due 04/25/2035		2,177	2,143
5.652% due 02/25/2034		9,245	9,192
6.052% due 12/25/2034		1,442	1,437
Structured Asset Mortgage Investments II Trust
5.272% due 09/25/2047		15,941	13,564
5.292% due 05/25/2036		8,491	6,772
5.549% due 04/19/2035		1,121	1,058
Structured Asset Mortgage Investments Trust
5.534% due 09/19/2032		8	8
Structured Asset Securities Corporation Mortgage Loan Trust
5.102% due 05/25/2036		3,149	2,532
5.112% due 05/25/2036		4,333	4,216
5.172% due 10/25/2036		7,753	5,283
5.287% due 07/25/2036		9,596	9,459
5.352% due 04/25/2031		2,637	2,677
5.472% due 07/25/2036		12,030	11,933
Summerhill Residential DAC
0.000% due 12/28/2061	EUR	5	0
4.545% due 12/28/2061		136,087	147,923
5.145% due 12/28/2061		14,020	15,239
5.545% due 12/28/2061		9,706	10,557
6.345% due 12/28/2061		5,392	5,865
6.500% due 12/28/2061		5,015	4,719
7.000% due 12/28/2061		34,512	18,617
7.095% due 12/28/2061		4,313	4,693
7.845% due 12/28/2061		2,696	2,934
8.845% due 12/28/2061		4,852	5,279
Temple Quay No.1 PLC
6.452% due 07/24/2085	GBP	42,046	54,181
6.952% due 07/24/2085		15,904	20,587
7.952% due 07/24/2085		14,681	19,052
Terwin Mortgage Trust
6.232% due 03/25/2035	USD	2,943	2,938
Towd Point Mortgage Funding Granite 6 PLC
5.878% due 07/20/2053	GBP	34,195	44,077
Towd Point Mortgage Trust
3.750% due 03/25/2058	USD	1,902	1,877
3.750% due 09/25/2062		79,907	75,151
Tower Bridge Funding PLC
6.053% due 01/20/2066	GBP	13,311	17,195
Truman Capital Mortgage Loan Trust
5.372% due 03/25/2036	USD	157	157
Verus Securitization Trust
4.474% due 04/25/2067		26,269	26,062
5.811% due 05/25/2068		11,251	11,263
5.999% due 02/25/2068		4,175	4,192
6.218% due 06/25/2069		7,757	7,818
6.443% due 08/25/2068		5,858	5,907
6.665% due 09/25/2068		15,810	15,971
Visio Trust
6.598% due 10/25/2058		4,137	4,184
Wachovia Mortgage Loan Trust
5.542% due 10/25/2035		2,661	2,403
WaMu Mortgage Pass-Through Certificates Trust
5.572% due 01/25/2045		322	302
5.767% due 08/25/2045		13,274	11,311
Warwick Finance Residential Mortgages Number Three PLC
0.000% due 12/21/2049	GBP	0	4,346
5.912% due 12/21/2049		16,081	20,745
6.630% due 12/21/2049		4,921	6,370
7.130% due 12/21/2049		2,460	3,159
7.630% due 12/21/2049		1,406	1,798
8.130% due 12/21/2049		1,406	1,783
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
5.500% due 11/25/2035	USD	54	48
		額面 (千通貨)	時価 (千米ドル)
5.911% due 10/25/2046	USD	9,114	7,844
Wells Fargo Commercial Mortgage Trust
2.501% due 09/15/2031		15,000	14,293
Wells Fargo Home Equity Asset-Backed Securities Trust
5.272% due 03/25/2037		472	468
Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates
5.452% due 04/25/2034		2,914	2,862
Wells Fargo Mortgage-Backed Securities Trust
7.396% due 10/25/2036		114	101
WSTN Trust
6.297% due 07/05/2037		6,000	6,059
モーゲージバック証券合計			4,055,883
(取得原価 4,363,522千米ドル)
アセットバック証券 12.3%
AGL CLO 6 Ltd.
6.079% due 07/20/2034		3,000	3,007
ALESCO Preferred Funding XI Ltd.
5.465% due 12/23/2036		5,000	4,213
Ally Bank Auto Credit-Linked Notes (e)
4.970% due 09/15/2032		3,100	3,100
5.117% due 09/15/2032		1,600	1,601
5.215% due 09/15/2032		950	951
Arbor Realty Commercial Real Estate Notes Ltd.
6.654% due 05/15/2037		2,563	2,568
AREIT LLC
6.893% due 08/17/2041		2,859	2,876
Ascent Education Funding Trust
6.140% due 10/25/2050		2,925	2,953
Atlas Senior Loan Fund XV Ltd.
5.846% due 10/23/2032		12,900	12,951
Auto Asset-Backed Securities Spanish Loans Fondo Titulizacion
4.902% due 02/28/2032	EUR	849	917
Bain Capital Credit CLO Ltd.
5.857% due 07/19/2034	USD	12,615	12,647
BlueMountain CLO XXII Ltd.
5.998% due 07/15/2031		2,539	2,544
BMW Canada Auto Trust
4.844% due 07/20/2027	CAD	3,900	2,837
5.025% due 04/20/2026		2,056	1,493
BMW Vehicle Lease Trust
4.681% due 10/27/2025	USD	44,700	44,707
BPCRE Ltd.
7.159% due 01/16/2037		5,431	5,421
7.859% due 01/16/2037		3,468	3,469
8.559% due 01/16/2037		13,516	13,507
Bridgecrest Lending Auto Securitization Trust
4.908% due 11/17/2025		15,400	15,402
5.541% due 08/15/2025		3,176	3,177
Capital Street Master Trust
0.000% due 10/16/2028		16,900	16,900
Cardiff Auto Receivables Securitisation PLC
0.000% due 08/20/2031	GBP	3	2,719
6.352% due 08/20/2031		6,823	8,805
6.852% due 08/20/2031		7,375	9,517
7.552% due 08/20/2031		4,938	6,378
9.202% due 08/20/2031		5,263	6,865
11.702% due 08/20/2031		9,437	12,528
13.952% due 08/20/2031		12,349	14,637
Carlyle Global Market Strategies CLO Ltd.
5.929% due 07/27/2031	USD	2,528	2,531
Carlyle U.S. CLO Ltd.
6.078% due 10/15/2035		19,200	19,261
Carmax Select Receivables Trust
5.617% due 07/15/2025		13,176	13,182
Carvana Auto Receivables Trust
5.210% due 06/10/2030		6,600	6,678
5.330% due 07/10/2029		8,500	8,597
		額面 (千通貨)	時価 (千米ドル)
5.630% due 11/10/2027	USD	7,283	7,316
5.710% due 07/10/2029		2,500	2,553
6.090% due 11/10/2026		787	789
Castlelake Aircraft Securitization Trust
4.125% due 06/15/2043		547	516
Centerline Logistics Corp.
9.250% due 12/15/2027		2,142	2,163
9.750% due 12/15/2027		2,394	2,418
Chase Auto Owner Trust
5.495% due 07/25/2025		12,190	12,201
5.568% due 06/25/2025		6,651	6,654
CIFC Funding III Ltd.
6.058% due 07/15/2036		12,000	12,028
6.093% due 10/22/2031		2,237	2,245
Cologix Canadian Issuer LP
4.940% due 01/25/2052	CAD	1,800	1,298
CPS Auto Receivables Trust
5.380% due 01/18/2028	USD	1,000	1,003
6.040% due 07/16/2029		2,100	2,128
6.130% due 09/15/2026		3,633	3,640
Dell Equipment Finance Trust
4.751% due 10/22/2025		34,600	34,613
Dewolf Park CLO Ltd.
5.838% due 10/15/2030		2,166	2,173
Diamond Infrastructure Funding LLC
1.760% due 04/15/2049		900	834
DLLMT LLC
5.353% due 08/20/2025		5,993	6,003
Enterprise Fleet Financing LLC
4.724% due 10/21/2025		45,400	45,412
5.493% due 07/21/2025		25,280	25,345
Exeter Automobile Receivables Trust
5.589% due 08/15/2025		5,625	5,627
FAB CBO BV
4.367% due 08/20/2080	EUR	39	42
Finance of America Structured Securities Trust
3.000% due 09/25/2061	USD	13,947	13,504
6.500% due 04/25/2073		4,918	4,942
Ford Auto Securitization Trust II
3.724% due 11/15/2028	CAD	4,300	3,084
3.843% due 09/15/2030		3,400	2,510
3.945% due 10/15/2026		5,400	3,893
Galaxy Xxviii CLO Ltd.
6.018% due 07/15/2031	USD	4,174	4,187
Gateway Casinos & Entertainment Ltd.
5.000% due 03/12/2038	CAD	7,891	5,261
GLS Auto Receivables Issuer Trust
4.750% due 07/17/2028 (e)	USD	1,600	1,600
4.760% due 10/15/2027 (e)		4,600	4,601
4.857% due 11/17/2025 (e)		1,900	1,901
4.890% due 04/16/2029 (e)		5,300	5,301
5.020% due 04/17/2028		1,800	1,804
5.080% due 01/16/2029		3,000	3,008
5.350% due 08/16/2027		5,400	5,414
5.478% due 08/15/2025		255	255
GLS Auto Select Receivables Trust
4.845% due 10/15/2025		12,500	12,500
5.609% due 07/15/2025		1,522	1,523
GM Financial Automobile Leasing Trust
4.745% due 10/20/2025		31,484	31,495
GM Financial Consumer Automobile Receivables Trust
4.470% due 02/16/2028		4,900	4,893
4.737% due 10/16/2025		33,400	33,408
GMF Canada Leasing Trust
4.827% due 08/20/2029	CAD	5,300	3,866
4.883% due 12/21/2026		9,500	7,046
Goldentree Loan Management U.S. CLO 6 Ltd.
5.937% due 04/20/2035	USD	1,700	1,702
		額面 (千通貨)	時価 (千米ドル)
Goodgreen
3.930% due 10/15/2053	USD	3,597	3,263
Goodleap Sustainable Home Solutions Trust
6.500% due 07/20/2055		799	810
GreatAmerica Leasing Receivables Funding LLC
5.280% due 03/15/2027		3,800	3,825
5.458% due 08/15/2025		7,148	7,165
GreenSky Home Improvement Issuer Trust
5.150% due 10/27/2059		1,000	998
GreenSky Home Improvement Trust
5.550% due 06/25/2059		500	507
5.880% due 06/25/2059		2,253	2,268
Honda Auto Receivables Owner Trust
4.330% due 05/15/2029		4,000	3,985
4.560% due 03/15/2027		13,300	13,294
Hyundai Auto Lease Securitization Trust
4.620% due 04/17/2028		10,000	10,010
4.770% due 03/15/2027		5,900	5,910
5.304% due 09/15/2025		9,175	9,185
Hyundai Auto Receivables Trust
4.750% due 10/15/2025		26,000	26,007
5.150% due 06/15/2027		32,800	32,922
KKR CLO 18 Ltd.
5.834% due 07/18/2030		660	661
LAD Auto Receivables Trust
4.865% due 11/17/2025		13,300	13,304
5.460% due 07/16/2029		1,100	1,113
5.610% due 08/15/2028		3,300	3,336
5.700% due 03/15/2027		1,785	1,790
LCM XVII LP
6.048% due 10/15/2031		17,658	17,684
LoanCore Issuer Ltd.
6.218% due 07/15/2036		1,421	1,419
6.218% due 11/15/2038		8,794	8,768
M&T Equipment Notes
5.385% due 08/18/2025		10,046	10,063
Madison Park Funding XXIX Ltd.
5.812% due 10/18/2030		10,835	10,868
Magnetite XV Ltd.
5.897% due 07/25/2031		13,360	13,386
MAN Euro CLO DAC
4.929% due 10/15/2036	EUR	20,000	21,756
METAL LLC
4.581% due 10/15/2042	USD	9,466	6,058
MF1 LLC
6.909% due 06/19/2037		21,913	21,947
7.394% due 09/17/2037		8,765	8,792
7.409% due 06/19/2037		8,236	8,241
MMcapS Funding XVII Ltd.
5.627% due 12/01/2035		105	105
Nassau Ltd.
6.068% due 07/15/2031		1,760	1,761
National Collegiate Student Loan Trust
5.349% due 10/25/2033		396	394
Navient Private Education Loan Trust
5.818% due 11/15/2068		914	911
7.068% due 12/15/2045		1,052	1,058
Nelnet Student Loan Trust
5.771% due 09/25/2065		1,406	1,405
6.640% due 02/20/2041		4,664	4,738
Nissan Auto Receivables Owner Trust
4.703% due 10/15/2025		22,600	22,607
Ocean Trails CLO 8
5.946% due 07/15/2034		11,800	11,846
Octagon Loan Funding Ltd.
6.543% due 11/18/2031		301	302
Octane Receivables Trust
4.749% due 11/20/2025 (e)		15,500	15,500
OZLM XVII Ltd.
5.767% due 07/20/2030		1,949	1,950
		額面 (千通貨)	時価 (千米ドル)
Pagaya AI Debt Grantor Trust (e)
5.750% due 06/15/2032	USD	4,400	4,400
5.992% due 06/15/2032		1,300	1,300
Pagaya AI Debt Trust
7.179% due 04/15/2031		1,445	1,447
7.600% due 12/16/2030		1,770	1,780
7.625% due 04/15/2031		3,300	3,321
Palmer Square European Loan Funding DAC
5.042% due 05/15/2033	EUR	7,383	8,045
PenFed Auto Receivables Owner Trust
5.371% due 08/15/2025	USD	16,270	16,284
Porsche Innovative Lease Owner Trust
4.766% due 10/20/2025		38,600	38,606
5.316% due 08/20/2025		2,546	2,550
Prestige Auto Receivables Trust
4.720% due 02/15/2028		18,500	18,486
5.182% due 09/15/2025		6,915	6,918
Rad CLO 4 Ltd.
5.856% due 04/25/2032		7,868	7,892
Rockford Tower Europe CLO DAC
4.468% due 04/24/2037	EUR	12,900	14,041
Romark WM-R Ltd.
5.909% due 04/20/2031	USD	3,868	3,874
Santander Drive Auto Receivables Trust
5.630% due 01/16/2029		10,500	10,645
5.910% due 06/15/2027		9,400	9,438
Sapphire Aviation Finance I Ltd.
4.250% due 03/15/2040		5,199	5,083
Saranac CLO III Ltd.
6.615% due 06/22/2030		4,928	4,945
SCCU Auto Receivables Trust
5.660% due 07/15/2025		1,196	1,196
SFS Auto Receivables Securitization Trust
4.802% due 10/20/2025		10,400	10,403
5.710% due 10/20/2027		8,964	9,004
SMB Private Education Loan Trust
0.000% due 02/16/2055		3	3,279
3.940% due 02/16/2055		16,223	15,533
4.550% due 02/16/2055		7,867	7,531
4.950% due 02/16/2055		2,185	2,094
5.950% due 02/16/2055		3,140	3,035
6.150% due 09/15/2053		11,058	11,488
6.460% due 02/16/2055		16,223	16,334
6.660% due 09/15/2053		17,931	18,249
6.930% due 09/15/2053		5,933	6,281
7.540% due 09/15/2053		1,205	1,264
8.870% due 09/15/2053		2,505	2,665
Sound Point CLO XVIII Ltd.
5.999% due 01/21/2031		2,100	2,103
Sound Point Euro CLO IV Funding DAC
4.284% due 01/15/2035	EUR	19,992	21,715
Symphony CLO 39 Ltd.
6.216% due 04/25/2034	USD	24,800	24,879
Tesla Auto Lease Trust
4.827% due 10/20/2025		7,400	7,402
Theorem Funding Trust
6.060% due 12/15/2028		1,407	1,410
Toyota Auto Receivables Owner Trust
4.791% due 10/15/2025		54,800	54,814
TRESTLES CLO V Ltd.
6.049% due 10/20/2034		8,025	8,044
Trinitas CLO VIII Ltd.
5.979% due 07/20/2031		3,616	3,624
Tropic CDO V Ltd.
5.238% due 07/15/2036		10,076	9,572
TRTX Issuer Ltd.
6.431% due 02/15/2039		4,388	4,372
TruPS Financials Note Securitization Ltd.
6.035% due 03/30/2039		17,424	16,901
6.645% due 09/20/2039		2,365	2,317
		額面 (千通貨)	時価 (千米ドル)
Upstart Pass-Through Trust
3.800% due 04/20/2030	USD	6,369	6,277
Upstart Securitization Trust
5.500% due 06/20/2032		2,598	2,583
Veros Auto Receivables Trust
6.280% due 11/15/2027		1,961	1,973
Westlake Automobile Receivables Trust
4.919% due 10/15/2025		43,550	43,562
5.560% due 02/15/2028		3,900	3,938
5.670% due 08/16/2027		8,600	8,612
5.670% due 06/16/2025		4,028	4,031
アセットバック証券合計			1,431,090
(取得原価 1,428,267千米ドル)
ソブリン発行体 7.5%
Argentina Government International Bond
0.750% due 07/09/2030		63,770	41,910
1.000% due 07/09/2029		4,943	3,554
3.500% due 07/09/2041		58,125	29,934
4.125% due 07/09/2035		51,459	28,600
4.125% due 07/09/2046		1,035	595
5.000% due 01/09/2038		25,740	15,418
Australia Government Bond
1.750% due 06/21/2051	AUD	38,100	13,151
Bank Gospodarstwa Krajowego
3.875% due 03/13/2035	EUR	3,000	3,252
4.250% due 09/13/2044		3,300	3,562
4.375% due 03/13/2039		4,900	5,418
5.750% due 07/09/2034	USD	9,300	9,400
6.250% due 07/09/2054		2,500	2,555
Chile Government International Bond
3.875% due 07/09/2031	EUR	10,300	11,362
Israel Government Bond
1.750% due 08/31/2025	ILS	21,500	5,649
Israel Government International Bond
3.800% due 05/13/2060	USD	11,400	7,574
5.000% due 10/30/2026	EUR	73,600	81,524
Mexico Government International Bond
2.750% due 11/27/2031 (i)	MXN	1,493,352	63,858
3.000% due 12/03/2026 (i)		124,570	5,841
4.000% due 11/30/2028 (i)		717,331	34,320
4.000% due 08/24/2034 (i)		66,955	3,014
7.500% due 06/03/2027		344,300	16,265
7.750% due 05/29/2031		38,300	1,714
8.500% due 03/01/2029		233,800	11,083
8.500% due 05/31/2029		150,300	7,117
Peru Government International Bond
5.350% due 08/12/2040	PEN	2,600	571
5.400% due 08/12/2034		20,162	4,833
6.150% due 08/12/2032		112,964	29,509
6.900% due 08/12/2037		33,795	8,823
6.950% due 08/12/2031		102,250	28,269
7.300% due 08/12/2033		71,200	19,771
7.600% due 08/12/2039		48,900	13,381
Poland Government International Bond
4.625% due 03/18/2029	USD	2,100	2,101
Romania Government International Bond
1.750% due 07/13/2030	EUR	12,200	11,292
2.875% due 04/13/2042		7,300	5,239
5.125% due 09/24/2031		23,200	25,110
5.250% due 05/30/2032		10,300	11,168
5.375% due 03/22/2031		6,440	7,096
5.500% due 09/18/2028		6,500	7,373
5.625% due 02/22/2036		2,840	3,023
5.625% due 05/30/2037		13,200	13,952
6.375% due 09/18/2033		14,800	17,051
Russia Government International Bond
5.100% due 03/28/2035	USD	3,200	0
5.250% due 06/23/2047		82,400	0
		額面 (千通貨)	時価 (千米ドル)
5.625% due 04/04/2042	USD	11,400	7,809
5.875% due 09/16/2043		13,200	9,035
7.500% due 03/31/2030		2,590	1,722
South Africa Government International Bond
7.000% due 02/28/2031	ZAR	122,900	6,091
8.000% due 01/31/2030		63,100	3,381
8.500% due 01/31/2037		180,000	8,526
8.875% due 02/28/2035		182,800	9,265
9.000% due 01/31/2040		43,100	2,047
10.500% due 12/21/2026		1,567,500	92,269
Turkey Government International Bond
4.250% due 03/13/2025	USD	17,980	17,938
5.250% due 03/13/2030		29,000	27,413
6.125% due 10/24/2028		10,100	10,145
7.625% due 04/26/2029		30,900	32,384
Turkiye Government Bond
50.000% due 09/06/2028	TRY	54,700	1,558
52.191% due 05/17/2028		851,200	24,513
53.640% due 05/20/2026		5,400	159
53.640% due 08/19/2026		3,700	109
Ukraine Government International Bond
0.000% due 02/01/2030 (j)	USD	190	92
0.000% due 02/01/2034 (j)		711	263
0.000% due 02/01/2035 (j)		601	293
0.000% due 02/01/2036 (j)		500	243
1.750% due 02/01/2029		1,266	763
1.750% due 02/01/2034		1,214	573
1.750% due 02/01/2035		507	234
1.750% due 02/01/2036		494	224
Venezuela Government International Bond (f)
6.000% due 12/09/2049		3,367	416
7.000% due 03/31/2038		1,883	262
7.650% due 04/21/2025		5,349	748
7.750% due 10/13/2029		1,200	156
8.250% due 10/13/2034		5,991	834
9.000% due 05/07/2049		3,161	449
9.250% due 09/15/2027		4,274	660
9.250% due 05/07/2028		6,512	973
11.750% due 10/21/2026		680	110
11.950% due 08/05/2031		6,000	942
ソブリン発行体合計			877,831
(取得原価 967,483千米ドル)
		証券数
普通株式 1.1%
Amsurg Corp.		1,095,323	59,678
Cairo Mezz PLC		847,444	417
Clear Channel Outdoor Holdings, Inc.		5,292,182	7,779
Constellation Oil Services Holding S.A.		421,249	70
Corestate Capital Holding S.A.		2,742,788	0
Dreamwell Ltd.		56	0
Eurobank Ergasias Services & Holdings S.A.		1,489,122	3,075
iHeartMedia, Inc. Class A		1,246,745	2,469
iHeartMedia, Inc. Class B		967,427	1,724
Intelsat S.A.		966,065	29,045
National Bank of Greece S.A.		102,570	802
Neiman Marcus Group Ltd. LLC		151,112	19,846
SSB Manufacturing Co.		56	0
		証券数	時価 (千米ドル)
UBS Group AG		26,741	817
WestMet Group Holdings LLC		8,915	39
Westmoreland Mining Holdings LLC		8,837	11
Windstream Holdings II LLC		226,019	5,560
普通株式合計			131,332
(取得原価 196,429千米ドル)
商業不動産証券 0.2%
Uniti Group, Inc.		81	412
VICI Properties, Inc.		760	24,153
商業不動産証券合計			24,565
(取得原価 6,088千米ドル)
住宅および商業不動産ローン 0.0%
Project Alpha
5.355% due 07/16/2025	EUR	2,600	2,600
住宅および商業不動産ローン合計			2,600
(取得原価 2,830千米ドル)
ワラント 0.0%
Intelsat S.A.
02/17/2027		26	49
Windstream Services LLC
10/25/2059 (e)		149	1,933
ワラント合計			1,982
(取得原価 22,525千米ドル)
		額面 (千通貨)
短期金融商品 3.5%
コマーシャルペーパー 1.8%
AES Corp.
5.296% due 11/18/2024 (k)	USD	3,700	3,690
AutoNation, Inc.
5.235% due 11/04/2024 (k)		11,500	11,493
Bacardi-Martini BV (k)
5.171% due 11/27/2024		3,800	3,785
5.176% due 12/05/2024		2,600	2,587
5.221% due 11/21/2024		3,500	3,490
5.261% due 11/14/2024		1,500	1,497
5.277% due 11/07/2024		8,900	8,891
Constellation Brands, Inc. (k)
5.095% due 11/22/2024		1,000	997
5.121% due 11/05/2024		5,500	5,496
Crown Castle, Inc. (k)
5.211% due 12/10/2024		37,800	37,587
5.220% due 12/03/2024		2,700	2,687
Global Payments, Inc.
5.214% due 11/19/2024 (l)		6,100	6,082
Harley-Davidson Financial Services, Inc.
5.287% due 12/05/2024 (k)		3,200	3,184
5.348% due 12/03/2024 (l)		3,000	2,986
5.351% due 11/18/2024 (k)		900	898
5.992% due 11/04/2024 (k)		1,300	1,299
Huntington Ingalls Industries, Inc.
5.253% due 11/04/2024 (k)		3,750	3,748
5.283% due 11/05/2024 (l)		8,600	8,594
Jabil, Inc.
5.325% due 11/07/2024 (l)		17,900	17,881
5.328% due 11/01/2024 (k)		7,400	7,399
		額面 (千通貨)	時価 (千米ドル)
Jones Lang LaSalle Finance BV
5.020% due 11/20/2024 (k)	USD	4,500	4,488
5.020% due 11/21/2024 (k)		4,900	4,886
5.030% due 11/07/2024 (k)		3,900	3,896
5.040% due 11/14/2024 (k)		2,800	2,795
5.043% due 11/08/2024 (l)		21,500	21,477
Reckitt Benckiser Treasury Services PLC (k)
4.956% due 12/10/2024		7,900	7,856
4.958% due 12/13/2024		11,800	11,730
Southern California Edison Co. (k)
5.001% due 01/06/2025		11,500	11,392
5.048% due 01/07/2025		3,700	3,665
Targa Resources Corp.
5.060% due 11/14/2024 (k)		3,300	3,293
			209,749
レポ取引 0.6%
			71,739
短期債券 0.0%
Gateway Re Ltd.
16.695% due 12/23/2024 (k)		1,100	1,090
TER Finance Jersey Ltd.
7.081% due 01/02/2025 (k)		4,000	3,956
			5,046
定期預金 0.2%
Australia and New Zealand Banking Group Ltd.
2.990% due 11/01/2024	NZD	286	170
3.400% due 11/01/2024	AUD	484	317
4.330% due 11/01/2024	USD	60	60
Bank of Nova Scotia
2.850% due 11/01/2024	CAD	270	194
4.330% due 11/01/2024	USD	1	1
BNP Paribas Bank
2.250% due 11/01/2024	SGD	1	1
2.310% due 11/01/2024	SEK	3,666	343
2.940% due 11/01/2024	HKD	458	59
2.990% due 11/01/2024	NZD	176	105
3.490% due 11/01/2024	NOK	3,454	313
6.440% due 11/01/2024	ZAR	8,453	478
Brown Brothers Harriman & Co.
0.010% due 11/01/2024	JPY	17,230	113
0.250% due 11/01/2024	CHF	1	1
2.020% due 11/01/2024	DKK	3	0
2.310% due 11/01/2024	SEK	1	0
2.340% due 11/01/2024	EUR	1	1
2.850% due 11/01/2024	CAD	327	234
4.330% due 11/01/2024	USD	102	102
Citibank N.A.
2.340% due 11/01/2024	EUR	45	49
4.330% due 11/01/2024	USD	646	646
DBS Bank Ltd.
4.330% due 11/01/2024		400	400
DnB Bank ASA
2.310% due 11/01/2024	SEK	503	47
2.340% due 11/01/2024	EUR	1,058	1,148
3.400% due 11/01/2024	AUD	2,698	1,767
4.330% due 11/01/2024	USD	227	227
HSBC Bank
2.250% due 11/01/2024	SGD	1	1
2.940% due 11/01/2024	HKD	37	5
HSBC Bank PLC
2.340% due 11/01/2024	EUR	1,792	1,946
		額面 (千通貨)	時価 (千米ドル)
JPMorgan Chase Bank N.A.
4.330% due 11/01/2024	USD	1,570	1,570
MUFG Bank Ltd.
0.010% due 11/01/2024	JPY	32,503	213
Royal Bank of Canada
4.330% due 11/01/2024	USD	7	7
Sumitomo Mitsui Banking Corp.
0.010% due 11/01/2024	JPY	760,819	4,995
2.340% due 11/01/2024	EUR	3,832	4,160
4.330% due 11/01/2024	USD	625	625
Sumitomo Mitsui Trust Bank Ltd.
0.010% due 11/01/2024	JPY	441,580	2,899
2.340% due 11/01/2024	EUR	80	87
4.330% due 11/01/2024	USD	444	444
			23,728
米国短期国債 0.9%
4.568% due 01/16/2025 (l)		94,070	93,186
4.638% due 12/17/2024 (k)		5,257	5,226
4.688% due 12/03/2024 (k)		4,946	4,926
			103,338
短期金融商品合計			413,600
(取得原価 413,749千米ドル)
有価証券投資合計(a) 157.4%			18,398,302
(取得原価 19,175,610千米ドル)
金融デリバティブ商品 0.3%			38,262
(取得原価またはプレミアム(純額) (19,851)千米ドル)
その他の資産および負債(純額) (57.7%)			(6,745,686)
純資産 100.0%			11,690,878

投資有価証券明細表に対する注記:
*額面及び時価が0となっている証券は、千単位未満で四捨五入した数値を表示している場合があります。
(a)2024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126.3%、英国7.8%、その他23.3%です。
(b)この金額の全部または一部は、未実行のローン・コミットメントです。未実行部分の利率は、実行時に決定されます。未実行のローン・コミットメントの詳細については、「財務諸表注記4証券およびその他の投資有価証券」をご参照ください。
(c)偶発転換社債です。
(d)永久債の償還日は、コール日を記載しています。
(e)発行時決済証券です。
(f)当該証券は、デフォルト状態にあります。
(g)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。
(h)当該証券は、インタレスト・オンリー(「IO」)またはIOストリップです。
(i)当該証券の額面金額は、インフレ調整後のものです。
(j)当該証券は、将来において利息が発生します。
(k)利率は満期までの利回りです。
(l)利率は満期までの利回り(加重平均)です。