半期報告書(内国投資信託受益証券)-第8期(令和3年11月26日-令和4年11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8期中間計算期間自 2021年11月26日至 2022年5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7期2021年11月25日現在	第8期中間計算期間末2022年5月25日現在
1.		期首元本額	7,143,301,984円	4,220,428,699円
		期中追加設定元本額	13,799,697円	717,220,756円
		期中一部解約元本額	2,936,672,982円	323,213,242円
2.		受益権の総数	4,220,428,699口	4,614,436,213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377,166,894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7期中間計算期間自 2020年11月26日至 2021年5月25日	第8期中間計算期間自 2021年11月26日至 2022年5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19,551,853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15,106,316円

(金融商品に関する注記)
金融商品の時価等に関する事項

項目		第7期2021年11月25日現在	第8期中間計算期間末2022年5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7期2021年11月25日現在	第8期中間計算期間末2022年5月25日現在
1口当たり純資産額	1.0004円	0.9183円
(1万口当たり純資産額)	(10,004円)	(9,183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5月25日現在
資産の部
流動資産
コール・ローン	281,941,644
国債証券	910,486,400
未収利息	263,828
前払費用	6,027
流動資産合計	1,192,697,899
資産合計	1,192,697,899
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(△)	8,398,126
元本等合計	1,192,697,899
純資産合計	1,192,697,899
負債純資産合計	1,192,697,899

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11月26日 至 2022年5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5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	1,085,044,189円
		同期中追加設定元本額	99,255,584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5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5月25日現在
1口当たり純資産額	1.0071円
(1万口当たり純資産額)	(10,071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)

	2021年10月31日現在
資産:
投資-評価額
有価証券投資	550,035
関連当事者に係る投資	12,389,610
金融デリバティブ商品
店頭	29,064
現金	2
取引相手方への預託金	129,229
関連当事者に係る売却済投資に係る未収金	4,156
売却済ファンド受益証券に係る未収金	28,634
	13,130,730
負債:
金融デリバティブ商品
店頭	221,560
関連当事者に係る購入済投資に係る未払金	21,812
償還済ファンド受益証券に係る未払金	10,946
運用手数料未払金	698
助言手数料未払金	18
管理手数料未払金	6
代理店手数料未払金	5
販売手数料未払金	86
	255,131
純資産	12,875,599
有価証券投資の取得原価	550,036
関連当事者に係る投資の取得原価	10,775,944

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
2021年10月31日現在

		額面 (千通貨)	時価 (千米ドル)
有価証券投資 4.3%
短期金融商品 4.3%
預金 4.0%
Australia and New Zealand Banking Group Ltd.
0.005% due 11/01/2021	USD	8,088	8,088
Bank of Nova Scotia
0.005% due 11/01/2021		708	708
BNP Paribas Bank
0.005% due 11/01/2021		55,641	55,641
Brown Brothers Harriman & Co.
0.005% due 11/01/2021		33	33
Citibank N.A.
0.005% due 11/01/2021		54,147	54,147
DBS Bank Ltd.
0.005% due 11/01/2021		22,743	22,743
DnB Bank ASA
0.005% due 11/01/2021		381	381
JPMorgan Chase Bank N.A.
0.005% due 11/01/2021		108,295	108,295
National Australia Bank Ltd.
0.005% due 11/01/2021		2,679	2,679
Royal Bank of Canada
0.005% due 11/01/2021		11,140	11,140
Sumitomo Mitsui Banking Corp.
0.005% due 11/01/2021		213,939	213,939
Sumitomo Mitsui Trust Bank Ltd.
0.005% due 11/01/2021		37,946	37,946
			515,740
米国短期国債(a)(c) 0.1%
0.050% due 02/24/2022		2,400	2,400
0.050% due 03/31/2022		7,200	7,198
			9,598
米国資金管理国債 0.2%
0.045% due 01/04/2022 (a)(c)		24,700	24,697
短期金融商品合計			550,035
(取得原価 550,036千米ドル)
有価証券投資合計			550,035
(取得原価 550,036千米ドル)
		受益証券口数 (単位:千)
関連当事者に係る投資 96.2%
その他の投資会社 96.2%
PIMCO Bermuda Income Fund (M)
(取得原価 10,775,944千米ドル)		793,189	12,389,610
関連当事者に係る投資合計			12,389,610
(取得原価 10,775,944) 千米ドル)
投資合計 100.5%			12,939,645
(取得原価 11,325,980千米ドル)
金融デリバティブ商品(b) 1.5%			(192,496)
(取得原価またはプレミアム(純額) 0千米ドル)
その他の資産および負債(純額)1.0%			128,450
純資産 100.0%			12,875,599

*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	11/2021	JPY	430,587	USD	3,786	10	0
BPS	11/2021	USD	73	JPY	8,275	0	0
HUS	11/2021	JPY	933,733	USD	8,234	45	0
HUS	11/2021		9,528		84	0	0
MYI	11/2021		706,818		6,199	0	0
MYI	11/2021		93,691		822	0	0
						55	0

クラスF(JPY)、クラスJ(JPY)、クラスM (JPY 助言)、クラスN(JPY)、クラスP(JPY)、クラスQ(JPY)、クラスR(JPY)、クラスS(JPY)、クラスT(JPY)、クラス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	11/2021	JPY	449,279	USD	3,951	11	0
BOA	11/2021		353,932,864		3,121,607	17,613	0
BOA	11/2021	USD	2,724,984	JPY	303,890,891	0	(59,859)
BOA	12/2021		3,100,468		351,519,862	0	(16,998)
BPS	11/2021	JPY	126,334,000	USD	1,107,953	3	0
BPS	11/2021	USD	1,617,513	JPY	180,682,260	0	(32,929)
BPS	12/2021		1,108,197		126,334,335	0	(14)
CBK	11/2021	JPY	56,264,468	USD	493,293	0	(147)
CBK	12/2021	USD	493,397	JPY	56,264,468	145	0
GLM	11/2021	JPY	116,169,300	USD	1,021,689	2,883	0
GLM	11/2021	USD	1,362,811	JPY	152,450,224	0	(25,822)
GLM	12/2021		1,014,223		115,301,288	0	(2,821)
HUS	11/2021		3,962		449,279	0	(22)
JPM	11/2021	JPY	16,452,997	USD	144,562	269	0
JPM	12/2021	USD	144,592	JPY	16,452,997	0	(270)
MYI	11/2021		1,021,621		113,758,660	0	(23,957)
RYL	11/2021		2,607		297,922	6	0
SCX	11/2021	JPY	66,200	USD	581	0	0
SCX	11/2021	USD	90,162	JPY	10,142,925	0	(1,208)
SCX	12/2021		581		66,200	0	0
SSB	11/2021		1,126,745		126,093,070	0	(20,908)
TOR	11/2021	JPY	238,236,267	USD	2,094,569	5,235	0
TOR	11/2021	USD	1,121,204	JPY	124,729,186	0	(27,329)
TOR	12/2021		2,094,996		238,236,267	0	(5,230)
UAG	11/2021	JPY	79,824,569	USD	702,906	2,844	0
UAG	11/2021	USD	53,821	JPY	6,000,000	0	(1,201)
UAG	12/2021		703,052		79,824,569	0	(2,845)
						29,009	(221,560)
為替予約契約合計						29,064	(221,560)

金融デリバティブ商品:店頭概要
以下は、2021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。
(c) 2021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、時価合計18,917ドルの証券及び129,229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	17,624	0	0	17,624		(76,857)	0	0	(76,857)	(59,233)	45,901	(13,332)
BPS	13	0	0	13		(32,943)	0	0	(32,943)	(32,930)	24,582	(8,348)
CBK	145	0	0	145		(147)	0	0	(147)	(2)	0	(2)
GLM	2,883	0	0	2,883		(28,643)	0	0	(28,643)	(25,760)	19,034	(6,726)
HUS	45	0	0	45		(22)	0	0	(22)	23	0	23
JPM	269	0	0	269		(270)	0	0	(270)	(1)	0	(1)
MYI	0	0	0	0		(23,957)	0	0	(23,957)	(23,957)	18,336	(5,621)
RYL	6	0	0	6		0	0	0	0	6	0	6
SCX	0	0	0	0		(1,208)	0	0	(1,208)	(1,208)	711	(497)
SSB	0	0	0	0		(20,908)	0	0	(20,908)	(20,908)	16,522	(4,386)
TOR	5,235	0	0	5,235		(32,559)	0	0	(32,559)	(27,324)	21,809	(5,515)
UAG	2,844	0	0	2,844		(4,046)	0	0	(4,046)	(1,202)	1,251	49
店頭 合計	29,064	0	0	29,064		(221,560)	0	0	(221,560)

(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)
2021年10月31日現在

		額面 (千通貨)	時価 (千米ドル)
有価証券投資 118.5%
バンクローン債務証書 4.8%
AAdvantage Loyality IP Ltd.
5.500% due 04/20/2028	USD	7,103	7,400
Air Canada
4.250% due 08/11/2028		4,800	4,856
Altica France S.A.
4.125% due 08/14/2026		4,669	4,660
Aramark Intermediate HoldCo Corp.
1.837% due 03/11/2025		933	911
Avantor Funding, Inc.
2.500% due 11/21/2024		126	126
Avolon TLB Borrower 1 (U.S.) LLC
2.250% due 02/12/2027		7,056	7,004
Axalta Coating Systems Dutch Holding B BV
1.882% due 06/01/2024		396	395
Azalea TopCo, Inc.
3.587-3.629% due 07/24/2026		2,269	2,255
Bausch Health Cos., Inc.
2.837% due 11/27/2025		1,164	1,163
3.087% due 06/02/2025		673	672
Boeing Co.
1.366% due 02/07/2022		2,315	2,315
Caesars Resort Collection LLC
2.837% due 12/23/2024		14,482	14,430
3.587% due 07/21/2025		9,837	9,860
Camelot U.S. Acquisition 1 Co.
3.087% due 10/30/2026		197	196
Carnival Corp.
3.750% due 06/30/2025	EUR	10,966	12,685
3.750% due 06/30/2025	USD	22,626	22,605
4.000% due 10/18/2028		8,009	8,010
Cengage Learning, Inc.
5.750% due 06/29/2026		18,461	18,591
Charter Communications Operating LLC
1.840% due 02/01/2027		5,443	5,411
Commscope, Inc.
3.337% due 04/06/2026		3,920	3,874
Cornerstone Building Brands, Inc.
3.750% due 04/12/2028		2,801	2,802
Dell International LLC
2.000% due 09/19/2025		1,773	1,774
DIRECTV Financing LLC
5.750% due 07/22/2027		7,500	7,514
Envision Healthcare Corp.
3.837% due 10/10/2025		16,422	13,630
Forest City Enterprises LP
3.587% due 12/08/2025		1,460	1,444
Golden Nugget, Inc.
3.250% due 10/04/2023		27	27
GreenSky Holdings LLC
3.375% due 03/31/2025		4,729	4,717
Hertz Corp.
4.000% due 06/30/2028		1,711	1,715
Hilton Worldwide Finance LLC
1.839% due 06/22/2026		9,745	9,682
Icon PLC
3.000% due 07/03/2028		9,377	9,387
iHeartCommunications, Inc.
3.087% due 05/01/2026		132,910	132,103
Intelsat Jackson Holdings S.A.
3.600-5.750% due 10/13/2022 (b)		23,345	23,601
8.000% due 11/27/2023		14,449	14,607
8.625% due 01/02/2024		10,100	10,247
Iqvia, Inc.
1.837% due 01/17/2025		3,641	3,642
Lealand Finance Co. BV
1.087-3.00% due 06/30/2025		576	272
3.087% due 06/30/2024		261	157
		額面 (千通貨)	時価 (千米ドル)
LifePoint Health, Inc.
3.837% due 11/16/2025	USD	1,038	1,037
Lumen Technologies, Inc.
2.337% due 03/15/2027		2,353	2,329
Marriott Ownership Resorts,
1.837% due 08/29/2025		1,133	1,114
Mauser Packaging Solutions Holding Co.
3.337% due 04/03/2024		373	364
Nielsen Finance LLC
2.086% due 10/04/2023		275	275
Nouryon Finance BV
2.839% due 10/01/2025		3,466	3,445
Pacific Gas & Electric Co.
2.375% due 01/03/2022		6,752	6,701
Parexel International Corp.
2.837% due 09/27/2024		1,943	1,942
PetSmart LLC
4.500% due 02/11/2028		2,693	2,700
Pug LLC
3.587% due 02/12/2027		796	782
Scientific Games International,
2.837% due 08/14/2024		3,690	3,680
Sequa Mezzanine Holdings LLC
0.000-11.750% due 04/28/2024		678	678
7.750% due 11/28/2023		12,268	12,391
10.000% due 07/23/2025		18,867	19,668
Serta Simmons Bedding LLC
4.500% due 11/08/2023		190	128
Sigma Holdco BV
3.500% due 07/02/2025	EUR	3,670	4,121
Sinclair Television Group, Inc.
2.590% due 09/30/2026	USD	1,171	1,157
SkyMiles IP Ltd.
4.750% due 10/20/2027		700	746
Sotera Health Holdings LLC
3.250% due 12/11/2026		3,362	3,354
SS&C Technologies Holdings, Inc.
1.837% due 04/16/2025		3,397	3,366
Sunshine Luxembourg VII Sarl
4.500% due 10/01/2026		4,061	4,062
Syniverse Holdings, Inc.
6.000% due 03/09/2023		35,487	35,513
TransDigm, Inc.
2.337% due 08/22/2024		299	297
2.337% due 05/30/2025		2,294	2,270
2.337% due 12/09/2025		10,130	10,016
U.S. Renal Care, Inc.
5.125% due 06/26/2026		2,173	2,164
Uber Technologies, Inc.
3.587% due 04/04/2025		1,300	1,302
3.587% due 02/25/2027		9,948	9,961
United AirLines, Inc.
4.500% due 04/21/2028		7,264	7,372
Univision Communications, Inc.
3.750% due 03/15/2024		46,017	46,021
Westmoreland Coal Co.
15.000% due 03/15/2029		756	227
WHLN FIRST MTG CO LEND 2 ASSET HOTEL
2.504% due 02/09/2022		45,000	44,962
Windstream Services II LLC
7.250% due 09/21/2027		1,116	1,122
Wyndham Hotels & Resorts, Inc.
1.837% due 05/30/2025		2,425	2,410
Zayo Group Holdings, Inc.
3.087% due 03/09/2027		9,264	9,133
バンクローン債務証書合計			611,550
(取得原価 603,943千米ドル)
		額面 (千通貨)	時価 (千米ドル)
社債 27.1%
銀行および金融 10.7%
AGFC Capital Trust I
1.874% due 01/15/2067	USD	2,200	1,299
AIB Group PLC
2.875% due 05/30/2031	EUR	6,600	8,063
4.263% due 04/10/2025	USD	1,960	2,085
6.250% due 06/23/2025 (c)(d)	EUR	2,461	3,183
Ally Financial, Inc.
8.000% due 11/01/2031	USD	2,889	4,135
Alpha Bank S.A.
2.500% due 02/05/2023	EUR	3,450	4,109
Army Hawaii Family Housing Trust Certificates
0.490% due 06/15/2050	USD	8,100	5,939
Aroundtown S.A.
5.375% due 03/21/2029		11,300	13,108
Atrium European Real Estate Ltd.
3.000% due 09/11/2025	EUR	3,300	3,948
3.625% due 10/17/2022		350	414
Avolon Holdings Funding Ltd.
2.528% due 11/18/2027	USD	47,992	47,146
Banca Monte dei Paschi di Siena SpA
1.875% due 01/09/2026	EUR	1,400	1,605
2.625% due 04/28/2025		400	469
3.625% due 09/24/2024		700	834
4.000% due 07/10/2022		200	234
Banco Bradesco S.A.
2.850% due 01/27/2023	USD	4,714	4,773
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	4,032
Banco Espirito Santo S.A.
2.625% due 05/08/2049 (e)	EUR	3,100	628
Banco Santander S.A.
4.750% due 03/19/2025 (c)(d)		4,200	5,031
Bank of Ireland Group PLC
7.500% due 05/19/2025 (c)(d)		15,057	20,326
Bank of Nova Scotia
4.900% due 06/04/2025 (c)(d)	USD	1,681	1,798
Barclays Bank PLC
7.625% due 11/21/2022 (c)		5,281	5,629
Barclays PLC
3.250% due 02/12/2027	GBP	13,583	19,710
4.375% due 03/15/2028 (c)(d)	USD	3,400	3,353
4.972% due 05/16/2029		2,600	3,006
5.875% due 09/15/2024 (c)(d)	GBP	4,000	5,729
6.125% due 12/15/2025 (c)(d)	USD	7,700	8,468
6.375% due 12/15/2025 (c)(d)	GBP	2,150	3,199
7.125% due 06/15/2025 (c)(d)		5,200	7,888
7.250% due 03/15/2023 (c)(d)		16,760	24,237
7.750% due 09/15/2023 (c)(d)	USD	14,570	15,860
7.875% due 03/15/2022 (c)(d)		1,200	1,228
7.875% due 09/15/2022 (c)(d)	GBP	8,053	11,611
8.000% due 06/15/2024 (c)(d)	USD	9,800	10,933
BGC Partners, Inc.
3.750% due 10/01/2024		1,464	1,545
4.375% due 12/15/2025		1,700	1,826
BOC Aviation Ltd.
1.257% due 09/26/2023		1,900	1,907
CA Immobilien Anlagen AG
1.000% due 10/27/2025	EUR	3,800	4,462
CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund
0.900% due 10/12/2029		13,300	15,125
CIFI Holdings Group Co. Ltd.
4.450% due 08/17/2026	USD	300	278
CIT Bank N.A.
2.969% due 09/27/2025		2,800	2,888
		額面 (千通貨)	時価 (千米ドル)
CIT Group, Inc.
5.000% due 08/15/2022	USD	8,006	8,266
5.000% due 08/01/2023		3,627	3,854
Cooperatieve Rabobank UA
3.250% due 12/29/2026 (c)(d)	EUR	600	708
Corestate Capital Holding S.A.
3.500% due 04/15/2023		39,300	38,486
Country Garden Holdings Co. Ltd.
3.125% due 10/22/2025	USD	1,800	1,679
3.875% due 10/22/2030		1,000	920
CPI Property Group S.A.
1.500% due 01/27/2031	EUR	7,900	8,770
2.750% due 05/12/2026		4,800	5,993
4.750% due 03/08/2023	USD	15,100	15,838
Credit Agricole S.A.
7.875% due 01/23/2024 (c)(d)		296	328
Credit Suisse AG
6.500% due 08/08/2023 (c)		10,885	11,873
Credit Suisse Group AG
3.091% due 05/14/2032		250	255
3.869% due 01/12/2029		31,650	34,258
4.194% due 04/01/2031		250	277
4.282% due 01/09/2028		1,500	1,645
6.375% due 08/21/2026 (c)(d)		546	596
7.250% due 09/12/2025 (c)(d)		1,100	1,221
7.500% due 07/17/2023 (c)(d)		6,700	7,139
7.500% due 12/11/2023 (c)(d)		400	437
Cromwell Ereit Lux Finco Sarl
2.125% due 11/19/2025	EUR	7,366	8,788
CTP NV
1.250% due 06/21/2029		7,500	8,592
1.500% due 09/27/2031		8,200	9,285
CyrusOne LP
1.450% due 01/22/2027		1,500	1,746
Deutsche Bank AG
0.750% due 02/17/2027		12,100	13,996
1.375% due 02/17/2032		20,300	23,469
1.750% due 11/19/2030		20,100	24,213
3.035% due 05/28/2032	USD	700	708
3.547% due 09/18/2031		7,400	7,836
3.961% due 11/26/2025		13,460	14,399
EPR Properties
4.500% due 06/01/2027		3,650	3,928
4.750% due 12/15/2026		256	278
4.950% due 04/15/2028		1,132	1,240
Fairfax Financial Holdings Ltd.
4.250% due 12/06/2027	CAD	4,500	3,855
4.625% due 04/29/2030	USD	1,556	1,746
4.850% due 04/17/2028		1,456	1,651
GE Capital Funding LLC
4.400% due 05/15/2030		16,400	19,179
GLP Capital LP
5.250% due 06/01/2025		650	722
5.300% due 01/15/2029		3,142	3,599
Goodman U.S. Finance Three LLC
3.700% due 03/15/2028		2,324	2,503
Growthpoint Properties International Pty Ltd.
5.872% due 05/02/2023		1,600	1,689
Horse Gallop Finance Ltd.
3.250% due 05/30/2022		10,200	10,321
Host Hotels & Resorts LP
4.000% due 06/15/2025		200	213
HSBC Holdings PLC
2.848% due 06/04/2031		3,300	3,355
3.000% due 05/29/2030	GBP	3,700	5,316
3.973% due 05/22/2030	USD	14,100	15,431
4.750% due 07/04/2029 (c)(d)	EUR	2,800	3,537
5.875% due 09/28/2026 (c)(d)	GBP	6,800	10,088
6.000% due 09/29/2023 (c)(d)	EUR	6,600	8,261
6.000% due 05/22/2027 (c)(d)	USD	700	762
		額面 (千通貨)	時価 (千米ドル)
6.500% due 03/23/2028 (c)(d)	USD	10,070	11,254
Huarong Finance 2017 Co. Ltd.
4.750% due 04/27/2027		600	586
4.950% due 11/07/2047		700	606
Huarong Finance 2019 Co. Ltd.
3.375% due 02/24/2030		700	623
3.625% due 09/30/2030		500	444
3.875% due 11/13/2029		500	464
IMMOFINANZ AG
2.500% due 10/15/2027	EUR	28,500	34,501
2.625% due 01/27/2023		9,600	11,376
InCaps Funding I Ltd.
2.120% due 06/01/2033	USD	11,315	10,636
ING Groep NV
5.750% due 11/16/2026 (c)(d)		7,600	8,257
International Lease Finance Corp.
8.625% due 01/15/2022		3,201	3,252
Kennedy Wilson Europe Real Estate Ltd.
3.250% due 11/12/2025	EUR	1,400	1,724
Legal & General Group PLC
5.625% due 03/24/2031 (c)(d)	GBP	1,910	2,877
Lloyds Banking Group PLC (c)(d)
4.947% due 06/27/2025	EUR	2,011	2,539
5.125% due 12/27/2024	GBP	1,400	1,996
7.500% due 06/27/2024	USD	2,700	2,990
7.500% due 09/27/2025		7,700	8,841
7.625% due 06/27/2023	GBP	10,711	15,728
7.875% due 06/27/2029		4,600	7,933
MDGH GMTN RSC Ltd.
3.950% due 05/21/2050	USD	3,500	3,990
MPT Operating Partnership LP
3.692% due 06/05/2028	GBP	2,400	3,483
Nationwide Building Society
3.960% due 07/18/2030	USD	5,600	6,189
4.302% due 03/08/2029		12,500	13,954
5.750% due 06/20/2027 (c)(d)	GBP	6,850	10,254
5.875% due 12/20/2024 (c)(d)		1,600	2,374
NatWest Group PLC
4.445% due 05/08/2030	USD	17,600	19,988
4.600% due 06/28/2031 (c)(d)		4,600	4,543
5.076% due 01/27/2030		16,500	19,327
6.000% due 12/29/2025 (c)(d)		17,700	19,610
8.000% due 08/10/2025 (c)(d)		12,660	14,860
Navient Corp.
5.625% due 08/01/2033		1,468	1,395
6.500% due 06/15/2022		4,990	5,140
Newmark Group, Inc.
6.125% due 11/15/2023		2,334	2,524
Omega Healthcare Investors, Inc.
3.625% due 10/01/2029		1,682	1,760
OneMain Finance Corp.
5.625% due 03/15/2023		29,772	31,349
6.125% due 05/15/2022		15,903	16,281
6.125% due 03/15/2024		2,832	3,016
6.875% due 03/15/2025		3,019	3,374
Park Aerospace Holdings Ltd.
4.500% due 03/15/2023		9,522	9,921
5.500% due 02/15/2024		575	623
Preferred Term Securities XVIII Ltd.
0.496% due 09/23/2035		145	141
Preferred Term Securities XXIV Ltd.
0.416% due 03/22/2037		917	825
0.496% due 03/22/2037		4,830	4,154
Preferred Term Securities XXV Ltd.
0.406% due 06/22/2037		25,155	22,262
Preferred Term Securities XXVI Ltd.
0.416% due 09/22/2037		28,337	26,070
QNB Finance Ltd.
1.274% due 02/12/2022		66,400	66,586
		額面 (千通貨)	時価 (千米ドル)
Sabra Health Care LP
3.900% due 10/15/2029	USD	410	430
Santander Holdings USA, Inc.
4.400% due 07/13/2027		1,284	1,429
4.500% due 07/17/2025		3,000	3,286
Santander UK Group Holdings PLC
3.823% due 11/03/2028		3,400	3,671
6.750% due 06/24/2024 (c)(d)	GBP	16,610	24,787
7.375% due 06/24/2022 (c)(d)		7,500	10,588
Sberbank of Russia Via SB Capital S.A.
6.125% due 02/07/2022	USD	10,400	10,547
Sitka Holdings LLC
5.250% due 07/06/2026		16,995	17,292
SL Green Realty Corp.
4.500% due 12/01/2022		1,350	1,390
Societe Generale S.A. (c)(d)
6.750% due 04/06/2028		1,511	1,689
7.375% due 10/04/2023		8,200	8,831
Starwood Property Trust, Inc.
5.000% due 12/15/2021		214	214
Summit Properties Ltd.
2.000% due 01/31/2025	EUR	1,100	1,247
Sunac China Holdings Ltd.
7.000% due 07/09/2025	USD	800	575
Svenska Handelsbanken AB (c)(d)
4.375% due 03/01/2027		4,200	4,400
4.750% due 03/01/2031		6,600	6,917
Tesco Property Finance 2 PLC
6.052% due 10/13/2039	GBP	4,511	8,067
Tesco Property Finance 3 PLC
5.744% due 04/13/2040		161	288
Tesco Property Finance 4 PLC
5.801% due 10/13/2040		392	706
Tesco Property Finance 6 PLC
5.411% due 07/13/2044		2,535	4,480
TP ICAP Ltd.
5.250% due 05/29/2026		3,300	5,138
U.S. Capital Funding VI Ltd.
0.401% due 07/10/2043	USD	25,621	22,674
UBS Group AG (c)(d)
5.750% due 02/19/2022	EUR	3,200	3,761
7.000% due 02/19/2025	USD	200	225
UniCredit SpA
7.830% due 12/04/2023		72,590	82,389
9.250% due 06/03/2022 (c)(d)	EUR	900	1,094
Unique Pub Finance Co. PLC
7.395% due 03/28/2024	GBP	1,599	2,319
Uniti Group LP
6.500% due 02/15/2029	USD	2,280	2,310
7.875% due 02/15/2025		19,582	20,619
VICI Properties LP
3.500% due 02/15/2025		4,784	4,874
3.750% due 02/15/2027		4,866	5,006
4.125% due 08/15/2030		5,684	5,975
4.250% due 12/01/2026		3,600	3,733
4.625% due 12/01/2029		3,600	3,845
Voyager Aviation Holdings LLC
8.500% due 05/09/2026		4,421	4,063
			1,359,246
工業 7.6%
AA Bond Co. Ltd.
2.875% due 01/31/2022	GBP	745	1,021
5.500% due 07/31/2027		855	1,325
Air Canada
3.875% due 08/15/2026	USD	2,500	2,534
Alaska Airlines 2020-1 Class A Pass-Through Trust
4.800% due 08/15/2027		3,940	4,383
Amdocs Ltd.
2.538% due 06/15/2030		5,300	5,296
		額面 (千通貨)	時価 (千米ドル)
American Airlines 2017-2 Class AA Pass-Through Trust
3.350% due 10/15/2029	USD	389	399
American Airlines, Inc.
5.750% due 04/20/2029		2,712	2,922
Arconic Corp.
6.000% due 05/15/2025		1,017	1,065
Atlantia SpA
1.875% due 02/12/2028	EUR	10,200	12,236
Boeing Co.
3.600% due 05/01/2034	USD	100	105
5.040% due 05/01/2027		6,299	7,155
5.150% due 05/01/2030		9,825	11,468
5.705% due 05/01/2040		15,535	19,971
5.805% due 05/01/2050		12,129	16,651
5.930% due 05/01/2060		18,015	25,389
Bombardier, Inc.
7.500% due 12/01/2024		6,008	6,263
7.500% due 03/15/2025		274	282
7.875% due 04/15/2027		6,256	6,512
British Airways 2019-1 Class AA Pass-Through Trust
3.300% due 12/15/2032		95	98
Broadcom, Inc.
2.450% due 02/15/2031		10,500	10,165
2.600% due 02/15/2033		300	289
3.137% due 11/15/2035		8,450	8,314
3.187% due 11/15/2036		1,183	1,164
3.419% due 04/15/2033		1,667	1,723
3.469% due 04/15/2034		8,092	8,355
4.110% due 09/15/2028		13,365	14,741
4.150% due 11/15/2030		12,521	13,773
4.300% due 11/15/2032		12,473	13,900
Caesars Entertainment, Inc.
6.250% due 07/01/2025		17,006	17,909
Caesars Resort Collection LLC
5.750% due 07/01/2025		2,700	2,840
Carnival Corp.
4.000% due 08/01/2028		14,100	14,118
Centene Corp.
4.250% due 12/15/2027		1,462	1,533
4.625% due 12/15/2029		1,880	2,030
Citrix Systems, Inc.
3.300% due 03/01/2030		1,586	1,610
Clear Channel International BV
6.625% due 08/01/2025		4,250	4,432
Community Health Systems, Inc.
4.750% due 02/15/2031		30,600	30,640
5.625% due 03/15/2027		37,147	38,919
6.000% due 01/15/2029		5,830	6,143
6.625% due 02/15/2025		28,950	30,144
8.000% due 03/15/2026		11,418	12,060
CoStar Group, Inc.
2.800% due 07/15/2030		2,000	2,028
CVS Pass-Through Trust
5.773% due 01/10/2033		148	177
7.507% due 01/10/2032		602	751
CVS Pass-Through Trust Series 2009
8.353% due 07/10/2031		602	775
Delta Air Lines, Inc.
3.625% due 03/15/2022		920	927
4.750% due 10/20/2028		100	111
7.000% due 05/01/2025		8,926	10,419
Enable Midstream Partners LP
4.950% due 05/15/2028	EUR	424	474
Energy Transfer LP
5.875% due 03/01/2022	USD	450	452
Exela Intermediate LLC
10.000% due 07/15/2023		880	738
Expedia Group, Inc.
4.625% due 08/01/2027		3,700	4,144
6.250% due 05/01/2025		2,939	3,358
		額面 (千通貨)	時価 (千米ドル)
Ford Foundation
2.415% due 06/01/2050	USD	1,285	1,262
2.815% due 06/01/2070		2,070	2,113
Ford Motor Credit Co. LLC
0.177% due 11/15/2023	EUR	200	230
1.198% due 08/03/2022	USD	200	200
1.360% due 02/15/2023		600	601
1.744% due 07/19/2024	EUR	10,300	12,128
2.330% due 11/25/2025		2,950	3,531
2.386% due 02/17/2026		1,000	1,200
2.700% due 08/10/2026	USD	1,600	1,600
2.979% due 08/03/2022		5,600	5,650
3.021% due 03/06/2024	EUR	9,400	11,372
3.087% due 01/09/2023	USD	11,400	11,610
3.096% due 05/04/2023		4,900	4,986
3.250% due 09/15/2025	EUR	29,099	35,994
3.264% due 01/07/2022	USD	4,920	4,932
3.339% due 03/28/2022		800	806
3.350% due 11/01/2022		12,100	12,299
3.370% due 11/17/2023		600	617
3.375% due 11/13/2025		4,100	4,218
3.550% due 10/07/2022		8,555	8,694
3.664% due 09/08/2024		1,500	1,554
3.810% due 01/09/2024		5,700	5,907
3.815% due 11/02/2027		2,600	2,701
4.063% due 11/01/2024		2,200	2,310
4.125% due 08/17/2027		700	744
4.140% due 02/15/2023		5,700	5,861
4.250% due 09/20/2022		4,200	4,301
4.389% due 01/08/2026		2,600	2,785
4.535% due 03/06/2025	GBP	18,765	27,140
4.542% due 08/01/2026	USD	1,400	1,509
4.687% due 06/09/2025		1,100	1,177
5.125% due 06/16/2025		4,100	4,454
5.584% due 03/18/2024		2,700	2,913
5.596% due 01/07/2022		7,400	7,463
Fortress Transportation & Infrastructure Investors LLC
6.500% due 10/01/2025		7,563	7,792
Fraport AG Frankfurt Airport Services Worldwide
1.875% due 03/31/2028	EUR	9,788	11,733
General Electric Co.
6.875% due 01/10/2039	USD	12	18
Greene King Finance PLC
1.870% due 12/15/2034	GBP	4,156	4,813
3.593% due 03/15/2035		2,125	3,061
4.064% due 03/15/2035		611	907
5.106% due 03/15/2034		149	233
Hilton Domestic Operating Co., Inc.
3.625% due 02/15/2032	USD	6,600	6,448
4.000% due 05/01/2031		1,100	1,107
IHO Verwaltungs GmbH (f)
3.625% due 05/15/2025	EUR	2,700	3,175
6.000% due 05/15/2027	USD	3,520	3,656
6.375% due 05/15/2029		2,159	2,337
IMCD NV
2.500% due 03/26/2025	EUR	1,500	1,823
Imperial Brands Finance PLC
3.500% due 07/26/2026	USD	2,400	2,549
Indian Railway Finance Corp. Ltd.
3.249% due 02/13/2030		1,900	1,921
InterContinental Hotels Group PLC
3.375% due 10/08/2028	GBP	5,500	7,953
IQVIA, Inc.
2.875% due 09/15/2025	EUR	400	467
JetBlue 2020-1 Class A Pass-Through Trust
4.000% due 11/15/2032	USD	7,061	7,773
Kraft Heinz Foods Co.
3.875% due 05/15/2027		5,592	6,066
4.250% due 03/01/2031		4,862	5,495
		額面 (千通貨)	時価 (千米ドル)
5.500% due 06/01/2050	USD	2,100	2,817
Marriott International, Inc.
4.625% due 06/15/2030		516	588
Marriott Ownership Resorts, Inc.
6.125% due 09/15/2025		650	683
Massachusetts Institute of Technology
4.678% due 07/01/2114		65	98
5.600% due 07/01/2111		103	185
Melco Resorts Finance Ltd.
4.875% due 06/06/2025		400	396
5.375% due 12/04/2029		5,200	5,122
Memorial Sloan-Kettering Cancer Center
2.955% due 01/01/2050		1,700	1,756
MGM China Holdings Ltd.
5.250% due 06/18/2025		4,500	4,456
Micron Technology, Inc.
4.663% due 02/15/2030		3,365	3,845
5.327% due 02/06/2029		2,532	2,990
Mitchells & Butlers Finance PLC
0.566% due 12/15/2030		494	466
6.013% due 12/15/2028	GBP	923	1,376
Nissan Motor Acceptance Co. LLC
1.012% due 01/13/2022	USD	200	200
Nissan Motor Co. Ltd.
2.652% due 03/17/2026	EUR	13,100	16,275
3.522% due 09/17/2025	USD	8,300	8,735
4.345% due 09/17/2027		8,700	9,440
4.810% due 09/17/2030		450	500
NMG Holding Co., Inc.
7.125% due 04/01/2026		11,900	12,513
Oracle Corp.
3.850% due 04/01/2060		1,835	1,920
4.000% due 07/15/2046		514	556
Ortho-Clinical Diagnostics, Inc.
7.250% due 02/01/2028		934	996
7.375% due 06/01/2025		382	402
PeaceHealth Obligated Group
3.218% due 11/15/2050		3,100	3,304
PetSmart, Inc.
4.750% due 02/15/2028		2,800	2,881
QVC, Inc.
5.950% due 03/15/2043		5,293	5,511
Roadster Finance DAC
2.375% due 12/08/2027	EUR	1,000	1,223
Rolls-Royce PLC
3.375% due 06/18/2026	GBP	448	619
4.625% due 02/16/2026	EUR	9,538	12,285
5.750% due 10/15/2027	GBP	7,299	11,145
5.750% due 10/15/2027	USD	1,168	1,294
Royal Caribbean Cruises Ltd.
9.125% due 06/15/2023		2,800	3,044
10.875% due 06/01/2023		7,622	8,537
11.500% due 06/01/2025		7,300	8,317
Russian Railways Via RZD Capital PLC
7.487% due 03/25/2031	GBP	6,300	11,514
Sabine Pass Liquefaction LLC
4.500% due 05/15/2030	USD	5,613	6,399
Sands China Ltd.
2.850% due 03/08/2029		2,500	2,349
3.250% due 08/08/2031		2,200	2,065
3.800% due 01/08/2026		2,800	2,821
4.375% due 06/18/2030		2,700	2,765
5.125% due 08/08/2025		4,500	4,789
5.400% due 08/08/2028		5,200	5,624
Six Flags Theme Parks, Inc.
7.000% due 07/01/2025		921	980
Surgery Center Holdings, Inc.
10.000% due 04/15/2027		400	430
Syngenta Finance NV
3.375% due 04/16/2026	EUR	25,000	31,414
		額面 (千通貨)	時価 (千米ドル)
4.441% due 04/24/2023	USD	5,300	5,521
4.892% due 04/24/2025		800	867
5.182% due 04/24/2028		1,800	2,013
Tenet Healthcare Corp.
4.625% due 07/15/2024		69	70
Teva Pharmaceutical Finance Co. BV
3.650% due 11/10/2021		900	901
Teva Pharmaceutical Finance IV BV
3.650% due 11/10/2021		418	419
Teva Pharmaceutical Finance Netherlands II BV
1.250% due 03/31/2023	EUR	1,800	2,078
3.250% due 04/15/2022		12,900	15,004
6.000% due 01/31/2025		2,700	3,364
Times Square Hotel Trust
8.528% due 08/01/2026	USD	1,296	1,393
Travel + Leisure Co.
4.250% due 03/01/2022		115	115
6.000% due 04/01/2027		1,464	1,594
Triumph Group, Inc.
6.250% due 09/15/2024		1,541	1,541
U.S. Renal Care, Inc.
10.625% due 07/15/2027		1,282	1,331
Uber Technologies, Inc.
4.500% due 08/15/2029		3,365	3,393
7.500% due 05/15/2025		571	609
United Airlines 2020-1 Class A Pass-Through Trust
5.875% due 10/15/2027		18,969	21,261
United Airlines, Inc.
4.375% due 04/15/2026		1,200	1,243
Vale Overseas Ltd.
3.750% due 07/08/2030		2,200	2,241
6.250% due 08/10/2026		3,616	4,198
6.875% due 11/21/2036		1,207	1,580
6.875% due 11/10/2039		951	1,255
Venture Global Calcasieu Pass LLC
3.875% due 08/15/2029		3,600	3,668
4.125% due 08/15/2031		3,500	3,627
VOC Escrow Ltd.
5.000% due 02/15/2028		1,100	1,093
Western Midstream Operating LP
2.222% due 01/13/2023		1,048	1,040
Wynn Las Vegas LLC
5.250% due 05/15/2027		1,700	1,726
Wynn Macau Ltd.
5.125% due 12/15/2029		2,800	2,528
5.500% due 01/15/2026		6,500	6,122
5.500% due 10/01/2027		1,000	933
5.625% due 08/26/2028		1,198	1,120
			957,893
公益 8.8%
Aker BP ASA
3.750% due 01/15/2030		1,300	1,390
Altice Financing S.A.
2.250% due 01/15/2025	EUR	1,340	1,498
3.000% due 01/15/2028		2,700	2,971
4.250% due 08/15/2029		3,510	3,993
5.750% due 08/15/2029	USD	12,389	12,203
Altice France S.A.
8.125% due 02/01/2027		2,744	2,953
AT&T, Inc.
2.250% due 02/01/2032		1,475	1,420
3.100% due 02/01/2043		12,371	11,966
3.300% due 02/01/2052		13,551	13,322
3.500% due 06/01/2041		14,544	15,028
3.500% due 02/01/2061		13,084	12,776
3.650% due 06/01/2051		13,724	14,296
3.850% due 06/01/2060		10,556	11,162
CCO Holdings LLC
4.500% due 08/15/2030		1,549	1,579
		額面 (千通貨)	時価 (千米ドル)
Charter Communications Operating LLC
3.900% due 06/01/2052	USD	10,000	10,133
3.950% due 06/30/2062		3,500	3,433
4.400% due 12/01/2061		9,500	10,102
4.800% due 03/01/2050		3,818	4,345
China Resources Gas Group Ltd.
4.500% due 04/05/2022		400	406
Constellation Oil Services Holding S.A.
10.000% due 11/09/2024 (f)		951	277
Corning, Inc.
5.450% due 11/15/2079		1,291	1,736
DIRECTV Holdings LLC
5.875% due 08/15/2027		6,000	6,227
FirstEnergy Corp.
3.400% due 03/01/2050		300	298
Gazprom Neft OAO Via GPN Capital S.A.
4.375% due 09/19/2022		11,935	12,285
6.000% due 11/27/2023		28,785	31,395
Gazprom PJSC Via Gaz Capital S.A.
2.250% due 11/22/2024	EUR	100	120
2.949% due 01/24/2024		450	548
4.950% due 03/23/2027	USD	1,800	1,983
4.950% due 02/06/2028		1,000	1,102
5.150% due 02/11/2026		5,700	6,274
6.510% due 03/07/2022		6,638	6,770
7.288% due 08/16/2037		500	676
8.625% due 04/28/2034		2,372	3,420
Gazprom PJSC Via Gaz Finance PLC
1.500% due 02/17/2027	EUR	31,800	36,674
2.950% due 04/15/2025		5,000	6,128
2.950% due 01/27/2029	USD	23,200	22,716
Helmerich & Payne, Inc.
2.900% due 09/29/2031		9,500	9,467
iHeartCommunications, Inc.
4.750% due 01/15/2028		60,140	60,596
6.375% due 05/01/2026		9,272	9,655
8.375% due 05/01/2027		8,256	8,803
Intelsat Connect Finance S.A.
9.500% due 02/15/2023 (e)		3,960	997
Intelsat Jackson Holdings S.A. (e)
5.500% due 08/01/2023		12,486	6,290
8.000% due 02/15/2024		7,115	7,284
8.500% due 10/15/2024		57,550	29,710
9.750% due 07/15/2025		29,732	14,978
Intelsat Luxembourg S.A.
7.750% due 06/01/2049 (e)		20,642	310
Level 3 Financing, Inc.
3.875% due 11/15/2029		2,218	2,332
Lumen Technologies, Inc.
4.000% due 02/15/2027		1,238	1,246
Netflix, Inc.
3.625% due 05/15/2027	EUR	3,900	5,196
3.625% due 06/15/2030		18,776	26,021
3.875% due 11/15/2029		8,217	11,512
4.625% due 05/15/2029		7,600	11,051
4.875% due 06/15/2030	USD	3,100	3,646
5.375% due 11/15/2029		980	1,183
Noble Finance Co.
11.000% due 02/15/2028 (f)		2,086	2,318
Odebrecht Offshore Drilling Finance Ltd.
6.720% due 12/01/2022		106	105
Oi Movel S.A.
8.750% due 07/30/2026		33,044	34,300
Pacific Gas & Electric Co.
2.100% due 08/01/2027		1,910	1,854
2.500% due 02/01/2031		2,600	2,486
2.950% due 03/01/2026		8,630	8,829
3.000% due 06/15/2028		11,288	11,383
3.150% due 01/01/2026		15,753	16,227
3.250% due 06/15/2023		8,640	8,821
		額面 (千通貨)	時価 (千米ドル)
3.300% due 03/15/2027	USD	3,838	3,946
3.300% due 12/01/2027		14,666	15,024
3.300% due 08/01/2040		1,542	1,457
3.400% due 08/15/2024		6,570	6,803
3.450% due 07/01/2025		12,102	12,620
3.500% due 06/15/2025		8,068	8,455
3.500% due 08/01/2050		7,200	6,854
3.750% due 02/15/2024		10,188	10,614
3.750% due 07/01/2028		13,613	14,280
3.750% due 08/15/2042		418	397
3.850% due 11/15/2023		1,830	1,896
3.950% due 12/01/2047		1,900	1,879
4.000% due 12/01/2046		3,144	3,129
4.250% due 08/01/2023		3,735	3,891
4.250% due 03/15/2046		5,219	5,316
4.300% due 03/15/2045		2,800	2,838
4.450% due 04/15/2042		4,333	4,419
4.500% due 07/01/2040		39,210	40,863
4.500% due 12/15/2041		743	745
4.550% due 07/01/2030		49,595	54,066
4.600% due 06/15/2043		1,794	1,839
4.650% due 08/01/2028		100	109
4.750% due 02/15/2044		2,707	2,803
4.950% due 07/01/2050		25,950	28,759
Petrobras Global Finance BV
6.250% due 12/14/2026	GBP	6,234	9,528
6.625% due 01/16/2034		2,900	4,494
Petroleos de Venezuela S.A. (e)
5.375% due 04/12/2027	USD	11,932	626
5.500% due 04/12/2037		10,372	545
6.000% due 05/16/2024		8,283	435
6.000% due 11/15/2026		13,183	692
9.000% due 11/17/2021		400	21
9.750% due 05/17/2035		4,730	248
Petroleos Mexicanos
2.750% due 04/21/2027	EUR	1,200	1,303
5.350% due 02/12/2028	USD	880	880
5.950% due 01/28/2031		23,330	22,999
6.490% due 01/23/2027		6,170	6,567
6.500% due 03/13/2027		9,282	9,907
6.500% due 01/23/2029		21,284	22,207
6.750% due 09/21/2047		390	346
6.840% due 01/23/2030		31,836	33,346
6.950% due 01/28/2060		7,790	6,925
7.690% due 01/23/2050		2,430	2,326
Prosus NV
1.985% due 07/13/2033	EUR	5,600	6,273
3.061% due 07/13/2031	USD	12,400	12,046
Qatar Petroleum
3.125% due 07/12/2041		2,450	2,478
Rio Oil Finance Trust Series 2014-1
9.250% due 07/06/2024		1,763	1,927
Rio Oil Finance Trust Series 2014-3
9.750% due 01/06/2027		656	768
Rio Oil Finance Trust Series 2018-1
8.200% due 04/06/2028		2,598	2,962
Southern California Edison Co.
4.875% due 03/01/2049		346	436
Sprint Communications, Inc.
6.000% due 11/15/2022		3,934	4,132
Sprint Corp.
7.125% due 06/15/2024		7,766	8,785
7.625% due 02/15/2025		1,000	1,164
7.625% due 03/01/2026		839	1,007
7.875% due 09/15/2023		25,749	28,581
Sprint Spectrum Co. LLC
4.738% due 03/20/2025		4,200	4,436
5.152% due 03/20/2028		3,163	3,574
		額面 (千通貨)	時価 (千米ドル)
State Grid Overseas Investment BVI Ltd.
2.750% due 05/04/2022	USD	1,700	1,716
Systems Energy Resources, Inc.
2.140% due 12/09/2025		6,100	6,245
Tencent Holdings Ltd.
3.680% due 04/22/2041		6,100	6,380
T-Mobile USA, Inc.
2.250% due 02/15/2026		6,600	6,641
3.375% due 04/15/2029		7,400	7,613
3.500% due 04/15/2031		7,400	7,668
Topaz Solar Farms LLC
4.875% due 09/30/2039		5,791	6,545
5.750% due 09/30/2039		8,164	9,927
Transocean Guardian Ltd.
5.875% due 01/15/2024		202	198
Transocean Phoenix 2 Ltd.
7.750% due 10/15/2024		1,050	1,069
Transocean Proteus Ltd.
6.250% due 12/01/2024		30	30
Transocean, Inc.
7.250% due 11/01/2025		2,595	2,146
7.500% due 01/15/2026		1,783	1,438
8.000% due 02/01/2027		3,062	2,343
United Group BV
3.125% due 02/15/2026	EUR	1,842	2,055
4.875% due 07/01/2024		565	662
Univision Communications, Inc.
5.125% due 02/15/2025	USD	14,429	14,663
6.625% due 06/01/2027		2,048	2,218
9.500% due 05/01/2025		1,646	1,784
Valaris Ltd.
8.250% due 04/30/2028 (f)		519	541
Verizon Communications, Inc.
3.400% due 03/22/2041		6,750	7,090
Viasat, Inc.
5.625% due 09/15/2025		3,363	3,416
6.500% due 07/15/2028		3,300	3,469
Windstream Escrow LLC
7.750% due 08/15/2028		11,607	12,292
Zayo Group Holdings, Inc.
4.000% due 03/01/2027		4,942	4,806
6.125% due 03/01/2028		1,762	1,722
			1,119,848
社債合計			3,436,987
(取得原価 3,364,296千米ドル)
転換社債 0.3%
CBL & Associates HoldCo II LLC
7.000% due 11/15/2028 (g)		82	82
Multiplan Corp.
6.000% due 10/15/2027 (c)		5,700	4,552
Nationwide Building Society
10.250% due 06/20/2166	GBP	7,405	19,792
Stichting AK Rabobank Certificaten
19.436% due 01/01/0001 (d)	EUR	2,946	4,744
転換社債合計			29,170
(取得原価 25,232千米ドル)
地方債 0.6%
Chicago, Illinois, Build America Bonds, Series 2010
6.630% due 02/01/2035	USD	655	811
6.725% due 04/01/2035		310	384
7.350% due 07/01/2035		545	693
Chicago, Illinois, General Obligation Bonds, Series 2003
5.100% due 06/01/2033		1,010	1,179
Chicago, Illinois, General Obligation Bonds, Series 2015
7.750% due 01/01/2042		130	148
Chicago, Illinois, General Obligation Bonds, Series 2017
7.045% due 01/01/2029		315	360
		額面 (千通貨)	時価 (千米ドル)
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2001
5.125% due 07/01/2031 (e)	USD	17,360	17,143
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2006 (e)
5.000% due 07/01/2031		420	409
5.250% due 07/01/2023		500	496
5.250% due 07/01/2026		1,000	990
5.250% due 07/01/2049		610	601
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2007 (e)
5.000% due 07/01/2027		700	691
5.000% due 07/01/2028		75	74
5.250% due 07/01/2032		400	396
5.250% due 07/01/2034		400	398
5.250% due 07/01/2037		410	407
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2008 (e)
5.000% due 07/01/2023		300	294
5.125% due 07/01/2028		130	127
5.500% due 07/01/2032		10,780	10,605
5.700% due 07/01/2023		685	657
6.000% due 07/01/2038		4,070	4,065
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2009 (e)
5.750% due 07/01/2038		550	534
6.000% due 07/01/2039		215	210
6.500% due 07/01/2037		400	402
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2011 (e)
5.375% due 07/01/2030		685	664
5.750% due 07/01/2041		1,900	1,850
6.500% due 07/01/2040		120	120
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2012 (e)
5.000% due 07/01/2023		1,010	929
5.000% due 07/01/2041		3,660	3,262
5.125% due 07/01/2037		800	734
5.500% due 07/01/2026		1,900	1,774
5.500% due 07/01/2039		4,215	3,941
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2014
8.000% due 07/01/2035 (e)		13,450	11,870
Golden State, California, Tobacco Securitization Corp. Revenue Bonds, Series 2021
2.246% due 06/01/2029		1,600	1,602
3.000% due 06/01/2046		800	822
Puerto Rico, Electric Power Authority, Build America Bonds, Series 2010 (e)
6.050% due 07/01/2032		800	769
6.125% due 07/01/2040		3,000	2,914
Salt Lake, Utah, Utah State Board of Regents Revenue Bonds, Series 2016
0.839% due 09/25/2056		783	784
Salt Lake, Utah, Utah State Board of Regents Revenue Bonds, Series 2017
0.839% due 01/25/2057		7,213	7,194
Travis, Texas, Texas Public Finance Authority Revenue Bonds, Series 2014
8.250% due 07/01/2024		400	403
地方債合計			81,706
(取得原価 32,299千米ドル)
米国政府関係機関 23.3%
Fannie Mae
2.500% due 10/01/2022		34	36
3.000% due 07/01/2023		23	24
3.000% due 11/01/2025		40	42
		額面 (千通貨)	時価 (千米ドル)
3.000% due 12/01/2025	USD	30	31
3.000% due 10/01/2026		28	29
3.000% due 11/01/2026		73	77
3.000% due 01/01/2027		289	303
3.000% due 02/01/2027		1,772	1,857
3.000% due 01/01/2034		96	101
3.000% due 01/01/2035		66	70
3.000% due 06/01/2035		253	267
3.000% due 07/01/2035		1,871	1,967
3.000% due 09/01/2035		533	558
3.000% due 09/01/2049		238	254
3.000% due 03/01/2050		23,295	24,555
3.500% due 08/01/2042		27	29
3.500% due 09/01/2047		242	257
3.500% due 03/01/2048		77	81
3.500% due 05/01/2049		107	113
3.500% due 06/01/2049		1	1
3.500% due 07/01/2049		33	35
3.500% due 08/01/2049		45	47
3.500% due 10/01/2049		14	15
3.500% due 12/01/2049		3	3
3.500% due 01/01/2050		21	22
3.500% due 02/01/2050		31	32
3.500% due 03/01/2050		220	233
3.500% due 05/01/2050		1,653	1,743
3.500% due 06/01/2050		430	455
3.500% due 07/01/2050		1,153	1,217
3.500% due 10/01/2050		238	251
3.500% due 12/01/2050		197	209
3.500% due 01/01/2051		10,499	11,078
3.500% due 04/01/2051		1,000	1,060
4.000% due 07/01/2040		9	9
4.000% due 12/01/2041		65	69
4.000% due 07/01/2042		77	81
4.000% due 08/01/2042		24	25
4.000% due 09/01/2042		101	109
4.000% due 11/01/2045		129	140
4.000% due 03/01/2047		49	53
4.000% due 04/01/2047		361	395
4.000% due 08/01/2047		5,828	6,283
4.000% due 10/01/2047		336	362
4.000% due 12/01/2047		84	90
4.000% due 01/01/2048		74	79
4.000% due 02/01/2048		780	840
4.000% due 07/01/2048		9,866	10,576
4.000% due 08/01/2048		6,049	6,475
4.000% due 09/01/2048		1,773	1,910
4.000% due 09/01/2049		16,999	18,176
4.000% due 03/01/2050		19,999	21,384
4.500% due 05/01/2033		16	17
4.500% due 07/01/2033		31	33
4.500% due 05/01/2035		6	7
4.500% due 02/01/2038		2	2
4.500% due 01/01/2041		202	214
4.750% due 06/01/2033		184	193
5.000% due 10/01/2035		68	70
5.000% due 12/01/2035		162	175
5.000% due 10/01/2036		6	7
5.000% due 05/01/2038		3	3
5.000% due 11/01/2039		7	7
5.500% due 07/01/2033		28	31
5.500% due 06/01/2035		738	813
5.500% due 04/01/2036		1	1
5.500% due 11/01/2036		4	4
5.500% due 03/01/2037		14	16
5.500% due 09/01/2037		5	5
5.500% due 02/01/2038		3	4
5.500% due 04/01/2038		17	19
		額面 (千通貨)	時価 (千米ドル)
6.000% due 08/01/2031	USD	25	25
6.000% due 06/01/2032		1	2
6.000% due 09/01/2039		388	427
6.000% due 10/01/2047		8	9
6.111% due 05/25/2048 (h)		2,815	632
6.500% due 01/01/2037		3	4
6.500% due 10/01/2037		5	5
7.000% due 09/01/2031		32	32
7.000% due 05/01/2037		1	1
7.500% due 09/01/2032		7	7
Fannie Mae, TBA (g)
2.000% due 12/01/2036		6,600	6,762
2.000% due 12/01/2051		55,100	54,989
2.500% due 12/01/2036		3,000	3,116
2.500% due 01/01/2052		72,900	74,545
3.000% due 01/01/2052		26,900	27,997
3.500% due 12/01/2051		744,350	786,336
4.000% due 12/01/2051		113,500	121,536
Freddie Mac
3.000% due 01/01/2026		792	831
3.000% due 09/01/2026		2,282	2,406
3.000% due 10/01/2026		39	41
3.000% due 11/01/2026		10	11
3.000% due 06/01/2034		142	149
3.000% due 07/01/2034		767	807
3.000% due 08/01/2035		32	33
3.000% due 11/01/2046		80	85
3.000% due 12/01/2047		2,548	2,668
3.000% due 03/01/2048		145	152
3.500% due 10/01/2039		187	199
3.500% due 10/01/2047		2,916	3,097
3.500% due 12/01/2047		946	1,006
3.500% due 03/01/2048		3,619	3,839
3.500% due 04/01/2048		1,555	1,654
3.500% due 10/01/2048		1,488	1,573
3.500% due 12/01/2048		3,458	3,664
3.500% due 03/01/2049		2,256	2,382
3.500% due 05/01/2049		128	136
3.500% due 06/01/2049		1	1
3.500% due 07/01/2049		1	1
3.500% due 10/01/2049		278	294
3.500% due 12/01/2049		35	37
3.500% due 01/01/2050		51	53
3.500% due 02/01/2050		1,819	1,919
3.500% due 04/01/2050		203	214
3.500% due 05/01/2050		100	105
3.500% due 07/01/2050		1,521	1,607
3.500% due 09/01/2050		17	18
3.500% due 05/01/2051		93	100
4.000% due 09/01/2033		1	1
4.000% due 04/01/2047		451	487
4.000% due 05/01/2047		441	476
4.000% due 08/01/2047		876	944
4.000% due 08/01/2048		1,013	1,086
4.000% due 09/01/2048		411	440
4.000% due 12/01/2048		15,327	16,564
4.000% due 02/01/2049		5,758	6,223
4.000% due 03/01/2049		440	475
5.000% due 06/01/2034		177	191
5.000% due 08/01/2035		44	46
5.000% due 01/01/2037		3	4
5.000% due 01/01/2038		2	2
5.500% due 01/01/2035		573	607
5.500% due 05/01/2037		2	3
5.500% due 06/01/2037		209	222
5.750% due 05/01/2037		223	251
6.000% due 07/01/2037		46	50
6.460% due 06/15/2042 (h)		40	8
		額面 (千通貨)	時価 (千米ドル)
Ginnie Mae
4.000% due 06/20/2041	USD	2	2
4.000% due 04/20/2047		2,442	2,617
4.000% due 05/20/2047		43,961	47,062
4.000% due 06/20/2047		20,833	22,322
4.000% due 07/20/2047		18,616	19,977
4.000% due 02/20/2048		13,086	14,042
4.000% due 05/20/2049		47,040	50,125
4.000% due 02/20/2050		574	609
4.000% due 07/20/2050		263	279
4.000% due 08/20/2050		41	44
4.000% due 09/20/2050		3,099	3,294
4.000% due 10/20/2050		99,793	106,077
4.500% due 01/20/2040		82	88
4.500% due 03/20/2040		8	8
5.000% due 08/20/2030		219	239
5.000% due 05/20/2040		363	395
5.000% due 11/20/2040		19	20
5.000% due 04/20/2041		7	8
5.500% due 05/20/2038		8	8
5.500% due 06/20/2038		70	78
5.500% due 07/20/2038		77	84
5.500% due 08/20/2038		378	423
5.500% due 09/20/2038		77	87
5.500% due 10/20/2038		16	18
5.500% due 01/20/2039		11	12
5.500% due 02/20/2039		44	49
5.500% due 09/20/2039		58	65
5.500% due 10/20/2039		11	12
5.500% due 11/20/2039		317	355
5.500% due 12/20/2039		26	28
5.500% due 01/20/2040		200	220
5.500% due 06/20/2040		274	317
5.500% due 07/20/2040		502	552
Ginnie Mae
2.000% due 12/01/2051		19,000	19,199
2.500% due 11/01/2051		5,400	5,551
2.500% due 12/01/2051		83,000	85,154
3.000% due 11/01/2051		7,740	8,038
3.000% due 12/01/2052		492,260	510,566
4.000% due 11/01/2051		65,423	69,341
4.000% due 12/01/2051		696,135	737,713
米国政府関係機関合計			2,954,394
(取得原価 2,953,245千米ドル)
米国長期国債 9.1%
Treasury Inflation Protected Securities (i)
0.125% due 10/15/2024		45,743	49,163
0.125% due 07/15/2030		60,498	67,371
0.250% due 07/15/2029		166,422	186,534
0.250% due 02/15/2050		25,325	29,563
0.375% due 01/15/2027		5,259	5,835
0.375% due 07/15/2027		1,409	1,576
0.625% due 02/15/2043		2,618	3,188
0.750% due 07/15/2028		102,114	117,490
0.750% due 02/15/2042		6,174	7,683
0.750% due 02/15/2045		20,098	25,285
0.875% due 01/15/2029		56,416	65,535
0.875% due 02/15/2047		24,252	31,929
1.000% due 02/15/2046		10,622	14,170
1.000% due 02/15/2048		23,075	31,465
1.000% due 02/15/2049		67,730	93,461
1.375% due 02/15/2044		3,052	4,264
2.125% due 02/15/2040		3,164	4,783
2.125% due 02/15/2041		1,749	2,679
U.S. Treasury Bonds
2.250% due 08/15/2046		100	106
2.375% due 05/15/2029		32,200	34,267
		額面 (千通貨)	時価 (千米ドル)
2.625% due 02/15/2029	USD	5,000	5,402
2.750% due 08/15/2047		2,830	3,291
3.000% due 08/15/2048		155	189
3.000% due 02/15/2049		77	94
3.125% due 05/15/2048		180	225
U.S. Treasury Notes
1.125% due 02/29/2028		318,900	313,936
1.125% due 02/15/2031		773	746
1.625% due 02/15/2026		2,200	2,250
2.000% due 02/15/2025		11,021	11,437
2.000% due 08/15/2025		1,400	1,453
2.000% due 11/15/2026		800	831
2.250% due 11/15/2024		12,300	12,848
2.250% due 02/15/2027		28,000	29,447
米国長期国債合計			1,158,496
(取得原価 1,093,770千米ドル)
モーゲージバック証券 31.5%
Accredited Mortgage Loan Trust
1.034% due 07/25/2035		9,806	9,811
1.784% due 07/25/2035 (e)		715	718
ACE Securities Corporation Home Equity Loan Trust
0.244% due 08/25/2036		5,423	5,330
0.884% due 01/25/2035		988	982
0.914% due 02/25/2034		5,384	5,415
0.989% due 08/25/2035		5,023	5,035
Adjustable Rate Mortgage Trust
1.039% due 08/25/2035		4,257	4,243
AFC Home Equity Loan Trust
0.899% due 06/25/2029		1,875	1,500
Alternative Loan Trust
0.276% due 09/20/2046		1,069	986
0.429% due 01/25/2037 (e)		2	121
0.449% due 07/25/2036		7,262	7,179
0.469% due 08/25/2046 (e)		10,715	9,957
0.489% due 05/25/2036		14,309	13,330
0.506% due 03/20/2046		6,753	5,755
0.589% due 12/25/2046		17,880	17,504
0.629% due 07/25/2036		22,397	20,997
0.689% due 01/25/2036		2,512	2,447
0.726% due 12/20/2035		6,616	6,356
1.437% due 08/25/2035 (e)		481	436
2.248% due 09/25/2034		1,126	1,106
3.070% due 08/25/2035 (e)		523	511
5.500% due 06/25/2035		5,688	5,441
5.500% due 08/25/2035 (e)		66	67
5.500% due 02/25/2036 (e)		17	13
6.000% due 07/25/2037 (e)		26,922	18,113
7.000% due 10/25/2037		31,416	15,978
Ameriquest Mortgage Securities Trust
0.599% due 04/25/2036		4,473	4,460
0.704% due 03/25/2036		27,500	27,108
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
1.157% due 09/25/2032		264	274
1.844% due 10/25/2034		9,913	10,095
Argent Mortgage Loan Trust
0.569% due 05/25/2035		22,537	21,476
Argent Securities Trust
0.449% due 04/25/2036		8,096	3,596
Argent Securities, Inc. Asset-Backed Pass-Through Certificates
0.854% due 10/25/2035		36,400	35,859
2.789% due 09/25/2033		1,288	1,296
Asset-Backed Funding Certificates Trust
0.749% due 03/25/2035		16,991	16,964
0.824% due 06/25/2035		10,728	10,697
		額面 (千通貨)	時価 (千米ドル)
Asset-Backed Securities Corporation Home Equity Loan Trust
0.554% due 05/25/2036 (e)	USD	37,657	39,141
Atrium Hotel Portfolio Trust
1.520% due 06/15/2035		18,395	18,343
Banc of America Alternative Loan Trust (e)
4.310% due 04/25/2022		71	70
6.000% due 07/25/2046		1,859	1,808
Banc of America Funding Trust
2.160% due 11/20/2034		367	393
2.408% due 06/20/2036		5,461	5,524
3.191% due 02/20/2035		1,635	1,710
3.413% due 01/20/2047 (e)		116	113
Bayview Opportunity Master Fund IVa Trust
3.475% due 06/28/2034		1,296	1,306
BCAP LLC Trust
0.483% due 07/26/2036		15	15
5.876% due 04/26/2037		3,224	2,280
6.000% due 04/26/2036		5,434	3,966
Bear Stearns Adjustable Rate Mortgage Trust
3.031% due 11/25/2034		222	224
Bear Stearns Alternative-A Trust
0.429% due 04/25/2037		7,174	7,061
0.509% due 11/25/2046		9,417	9,307
Bear Stearns Asset-Backed Securities I Trust
0.329% due 02/25/2037		4,140	6,911
0.489% due 05/25/2036 (e)		9,370	3,758
0.629% due 04/25/2036		7,329	7,304
0.689% due 02/25/2036 (e)		4,146	4,143
0.734% due 12/25/2035		2,531	2,533
1.109% due 06/25/2034		5,452	5,453
1.139% due 11/25/2035 (e)		3,537	3,515
1.139% due 08/25/2037		19,530	18,956
1.169% due 12/25/2035		9,268	7,971
6.511% due 05/25/2036 (h)		9,370	719
Bear Stearns Asset-Backed Securities Trust
2.114% due 06/25/2035		924	955
5.500% due 11/25/2033		4,915	5,134
Bear Stearns Mortgage Funding Trust
0.289% due 02/25/2037 (e)		6,265	6,056
BHP Trust
2.658% due 08/15/2036		27,720	27,646
Business Loan Express Business Loan Trust
0.379% due 09/25/2038		1,084	1,048
0.639% due 09/25/2038		525	477
1.189% due 09/25/2038		38	35
BX Trust
1.726% due 10/15/2036		16,400	16,363
1.975% due 10/15/2036		18,000	17,963
1.977% due 10/15/2036		6,000	5,949
Canterbury Finance No.1 PLC
1.400% due 05/16/2056	GBP	25,377	35,053
CBA Commercial Small Balance Commercial Mortgage
6.040% due 01/25/2039 (e)	USD	827	799
Centex Home Equity Loan Trust
0.734% due 03/25/2035		5,418	5,421
CGMS Commercial Mortgage Trust
1.190% due 07/15/2030		5,016	5,000
Chase Mortgage Finance Trust
2.993% due 12/25/2035 (e)		4,468	4,313
ChaseFlex Trust
0.389% due 07/25/2037		1,072	1,006
Chevy Chase Funding LLC Mortgage-Backed Certificates
0.449% due 03/25/2035		343	356
CIT Mortgage Loan Trust
1.439% due 10/25/2037		8,710	8,790
Citigroup Commercial Mortgage Trust
0.269% due 03/10/2047 (h)		25,400	177
2.441% due 02/15/2039		8,790	8,811
2.500% due 02/15/2039		9,766	9,725
		額面 (千通貨)	時価 (千米ドル)
Citigroup Mortgage Loan Trust
0.369% due 12/25/2036	USD	3,767	3,724
0.479% due 01/25/2037		645	648
0.689% due 03/25/2037		5,700	5,699
0.909% due 09/25/2037		17,435	15,931
1.561% due 08/25/2036		16,176	7,397
2.824% due 08/25/2036		5,347	5,477
2.995% due 07/25/2037 (e)		3,249	3,153
3.000% due 11/25/2038		98	98
7.250% due 05/25/2036 (e)		10,356	7,171
Citigroup Mortgage Loan Trust, Inc.
1.124% due 05/25/2035		6,300	6,283
Commercial Mortgage Trust
0.176% due 04/10/2047 (h)		33,000	139
Conseco Finance Corp.
6.870% due 04/01/2030		276	277
6.920% due 12/01/2030		1,621	1,751
7.500% due 03/01/2030		49,985	27,302
7.600% due 04/15/2026		5,067	1,671
Countrywide Asset-Backed Certificates
0.229% due 06/25/2035 (e)		1,851	1,797
0.229% due 06/25/2037		15,865	15,211
0.229% due 07/25/2037 (e)		10,725	10,573
0.239% due 04/25/2047 (e)		2,361	2,352
0.249% due 05/25/2037 (e)		2,275	2,273
0.269% due 11/25/2047		6,595	7,005
0.309% due 08/25/2037		25,800	24,586
0.319% due 05/25/2037 (e)		14,583	14,181
0.319% due 10/25/2047		13,709	13,621
0.339% due 02/25/2036		1,500	1,478
0.509% due 01/25/2045		3,128	3,117
0.569% due 05/25/2036		10,003	9,041
0.588% due 08/26/2033		261	258
0.689% due 06/25/2036		3,874	3,856
0.749% due 04/25/2036		3,433	3,436
0.789% due 03/25/2036 (e)		1,745	1,673
1.184% due 06/25/2035		7,000	7,038
Countrywide Home Loan Mortgage Pass-Through Trust
2.463% due 06/25/2034		1	1
2.685% due 11/25/2034		9	9
2.971% due 10/20/2035 (e)		5,359	5,309
3.041% due 11/25/2037		5,011	4,990
3.379% due 03/25/2037 (e)		5,776	5,817
5.500% due 11/25/2035 (e)		6,558	4,966
6.000% due 07/25/2036		20,665	15,160
6.000% due 11/25/2037		4,613	3,453
Credit Suisse First Boston Mortgage Securities Corp.
2.039% due 01/25/2033		1,359	1,374
Credit Suisse Mortgage Capital
0.256% due 11/27/2036		11,400	13,684
3.000% due 01/29/2036		814	823
3.000% due 06/27/2037		2,932	2,987
6.113% due 10/26/2036		167	164
Credit Suisse Mortgage Capital Trust
0.000% due 01/25/2058		25	25
0.000% due 04/25/2058 (h)		1	1
1.090% due 07/15/2032		5,200	5,188
1.340% due 07/15/2032		4,000	3,971
1.540% due 07/15/2032		2,400	2,371
2.868% due 06/01/2050		58,503	59,906
3.622% due 06/25/2050		46,826	42,650
3.623% due 01/25/2058		21,877	20,906
3.648% due 04/25/2058		38,825	40,235
Credit-Based Asset Servicing & Securitization LLC
6.980% due 03/25/2046		4,266	4,258
Credit-Based Asset Servicing & Securitization Trust
0.389% due 07/25/2036		704	704
		額面 (千通貨)	時価 (千米ドル)
CWABS Asset-Backed Certificates Trust
0.329% due 03/25/2037	USD	33,000	32,081
0.329% due 03/25/2047 (e)		26,535	25,070
0.349% due 09/25/2046		5,600	5,392
0.809% due 05/25/2036 (e)		2,106	1,730
1.214% due 12/25/2034		530	532
1.664% due 03/25/2035		5,500	5,621
5.633% due 06/25/2035		8,644	8,945
CWHEQ Revolving Home Equity Loan Resuritization Trust
0.340% due 03/15/2030		1,005	997
Deutsche Alternative-A Securities Mortgage Loan Trust
0.409% due 03/25/2037		10,515	6,490
0.419% due 08/25/2037 (e)		24,960	21,548
0.589% due 09/25/2047		14,982	14,267
Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust
2.716% due 10/25/2035 (e)		9,954	9,966
Deutsche Mortgage & Asset Receiving Corp.
0.606% due 11/27/2036		2,263	2,254
Downey Savings & Loan Association Mortgage Loan Trust
0.270% due 10/19/2036 (e)		8,652	7,796
0.680% due 10/19/2045 (e)		1,248	1,281
0.740% due 09/19/2045		5,927	4,519
Dragon Finance BV
1.074% due 07/13/2023	GBP	88	119
Ellington Loan Acquisition Trust
1.189% due 05/25/2037	USD	1,369	1,373
EMC Mortgage Loan Trust
1.139% due 04/25/2042 (e)		8,542	8,589
Encore Credit Receivables Trust
1.019% due 11/25/2035		6,510	6,532
Eurosail-UK PLC
0.837% due 09/13/2045	GBP	4,867	6,528
1.017% due 06/13/2045		9,559	13,106
FBR Securitization Trust
0.764% due 10/25/2035	USD	20,968	19,248
0.769% due 10/25/2035		3,391	3,393
0.854% due 09/25/2035		7,500	7,455
First Franklin Mortgage Loan Trust
0.399% due 11/25/2036		59,328	54,834
0.409% due 04/25/2036		4,604	4,533
0.779% due 01/25/2036		10,000	9,756
0.794% due 05/25/2036		3,142	3,140
0.944% due 04/25/2035		4,301	4,289
First Horizon Alternative Mortgage Securities Trust (e)
0.589% due 05/25/2035		1,502	1,002
4.911% due 05/25/2035 (h)		1,502	209
Fremont Home Loan Trust
0.369% due 02/25/2037		8,324	6,902
1.109% due 01/25/2035		6,493	6,488
Glen Securities Finance DAC
0.000% due 10/28/2038	EUR	12,700	14,692
GMAC Commercial Mortgage Asset Corp.
5.456% due 03/10/2051	USD	12,120	13,416
GreenPoint Mortgage Funding Trust
0.649% due 11/25/2045		54	44
Grifonas Finance No.1 PLC
0.000% due 08/28/2039	EUR	748	850
GS Mortgage Securities Corporation Trust
2.230% due 06/15/2038	USD	27,488	27,475
3.419% due 10/10/2032		3,300	3,363
4.591% due 10/10/2032		8,215	8,181
GSAA Home Equity Trust
6.500% due 11/25/2037 (e)		20	12
GSAMP Trust
0.229% due 03/25/2047		4,369	4,217
0.249% due 01/25/2037		19,186	14,222
0.409% due 05/25/2046		390	389
0.609% due 06/25/2036		16,307	16,150
0.734% due 11/25/2035 (e)		7,323	7,074
		額面 (千通貨)	時価 (千米ドル)
GSMSC Resecuritization Trust
0.266% due 09/26/2036	USD	4,534	3,512
7.218% due 04/26/2037		44,351	16,986
GSR Mortgage Loan Trust
0.389% due 03/25/2037		8,057	1,355
6.611% due 03/25/2037 (h)		8,057	1,866
HarborView Mortgage Loan Trust
0.320% due 12/19/2036 (e)		1,013	1,017
0.640% due 02/19/2036		11,678	9,287
0.720% due 08/19/2045		8,539	7,666
Hawaii Hotel Trust
1.740% due 05/15/2038		2,000	2,000
2.250% due 05/15/2038		12,500	12,475
Hawksmoor Mortgages
1.100% due 05/25/2053	GBP	60,606	83,396
Home Equity Asset Trust
0.569% due 10/25/2036	USD	23,475	16,962
Home Equity Mortgage Loan Asset-Backed Trust
0.229% due 11/25/2036		15,074	14,361
0.329% due 04/25/2037		14,677	11,791
0.449% due 06/25/2036		3,059	2,977
1.079% due 08/25/2035		5,750	5,744
HPLY Trust
2.440% due 11/15/2036		22,109	21,997
HSI Asset Securitization Corp. Trust
0.339% due 05/25/2037		7,197	7,113
Impac CMB Trust
0.769% due 01/25/2035		11,518	11,797
Impac Secured Assets Corp.
0.649% due 03/25/2036 (e)		12,210	10,904
Impac Secured Assets Trust
0.469% due 01/25/2037		2,794	2,658
IMT Trust
0.790% due 06/15/2034		1,690	1,691
1.040% due 06/15/2034		1,267	1,267
1.190% due 06/15/2034		775	775
IndyMac IMJA Mortgage Loan Trust
6.500% due 10/25/2037		9,152	6,900
IndyMac IMSC Mortgage Loan Trust
2.893% due 06/25/2037 (e)		9,778	7,970
IndyMac INDX Mortgage Loan Trust
0.269% due 02/25/2037 (e)		25,839	26,028
0.469% due 10/25/2036		5,659	3,110
2.856% due 07/25/2037		22,349	22,501
2.950% due 03/25/2036 (e)		4,919	4,352
3.098% due 04/25/2037 (e)		8,089	7,815
3.143% due 04/25/2037		16,308	15,690
3.216% due 11/25/2036 (e)		13,660	11,155
IXIS Real Estate Capital Trust
0.854% due 12/25/2035		3,868	3,912
Jefferies Resecuritization Trust
5.198% due 06/25/2047 (e)		627	576
JPMorgan Alternative Loan Trust
0.649% due 04/25/2047		2,227	2,224
2.796% due 03/25/2036 (e)		374	334
5.730% due 03/25/2036 (e)		114	118
JPMorgan Chase Commercial Mortgage Securities Trust
0.940% due 12/15/2036		3,700	3,702
1.190% due 10/15/2032		8,134	8,104
1.490% due 10/15/2032		7,200	7,158
2.230% due 10/15/2032		11,000	10,922
5.337% due 05/15/2047		227	210
JPMorgan Mortgage Acquisition Corp.
0.449% due 03/25/2036		5,201	5,196
JPMorgan Mortgage Acquisition Trust
0.339% due 07/25/2036		1,662	1,664
0.359% due 08/25/2036		8,600	8,264
0.359% due 06/25/2037		34,606	33,587
0.369% due 06/25/2037 (e)		22,826	20,976
		額面 (千通貨)	時価 (千米ドル)
0.494% due 05/25/2036	USD	12,851	12,733
JPMorgan Mortgage Trust (e)
0.389% due 10/25/2035		4,867	4,073
2.667% due 01/25/2037		525	472
JPMorgan Resecuritization Trust
3.064% due 02/26/2037		2,750	2,703
Kentmere No.2 PLC
0.000% due 01/28/2042	GBP	9,500	7,203
0.850% due 01/28/2042		67,365	92,579
0.870% due 01/28/2042		2,439	2,589
1.450% due 01/28/2042		5,693	7,806
1.800% due 01/28/2042		4,066	5,563
2.250% due 01/28/2042		2,439	3,330
3.050% due 01/28/2042		1,626	2,197
5.050% due 01/28/2042		3,252	4,087
Lansdowne Mortgage Securities No.1 PLC
0.000% due 06/15/2045	EUR	4,059	4,490
Legacy Mortgage Asset Trust
0.000% due 09/25/2059 (h)	USD	709,719	3,602
0.000% due 09/25/2059		18,390	9,772
0.791% due 09/25/2059		18,352	16,041
1.835% due 01/28/2070		67,698	68,368
3.000% due 06/25/2059		226	227
3.000% due 09/25/2059		139,923	144,660
3.438% due 05/25/2059		69	69
4.057% due 09/25/2059		111,258	112,682
Lehman XS Trust
0.289% due 02/25/2037 (e)		14,995	14,928
0.469% due 09/25/2036		7,053	6,443
0.469% due 12/25/2036		11,461	10,590
0.609% due 02/25/2047		25,310	24,932
0.939% due 10/25/2037		22,155	21,525
6.500% due 06/25/2046		5,473	5,489
Liberty
1.260% due 10/10/2049	AUD	3,799	2,861
Long Beach Mortgage Loan Trust
0.469% due 02/25/2036	USD	5,840	5,380
0.469% due 03/25/2046		35,411	17,044
Madison Avenue Manufactured Housing Contract Trust
3.339% due 03/25/2032		1,557	1,566
MASTR Adjustable Rate Mortgages Trust
2.206% due 04/25/2034		1	1
Mastr Asset-Backed Securities Trust
0.309% due 11/25/2036		28	21
0.459% due 01/25/2036		7,500	7,314
1.239% due 08/25/2037		13,649	13,431
Mastr Specialized Loan Trust
0.809% due 02/25/2036		5,336	4,637
MBRT
1.490% due 11/15/2036		6,435	6,428
Merrill Lynch First Franklin Mortgage Loan Trust
1.089% due 10/25/2037		4,857	4,890
1.589% due 10/25/2037		17,772	18,118
Merrill Lynch Mortgage Investors Trust
0.229% due 05/25/2037		21,464	14,308
0.809% due 07/25/2034		5,120	4,960
0.884% due 09/25/2035		1,806	1,807
1.169% due 10/25/2035		1,309	1,313
1.847% due 02/25/2033		12	12
Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust
0.339% due 07/25/2036		5,889	5,309
0.389% due 07/25/2036		48,361	25,174
0.569% due 06/25/2036		23,462	21,929
0.589% due 07/25/2036		48,124	25,591
0.629% due 03/25/2036		5,822	5,778
0.794% due 07/25/2035		263	272
0.824% due 07/25/2035		6,912	6,907
1.089% due 03/25/2033		91	90
1.089% due 07/25/2037		625	626
		額面 (千通貨)	時価 (千米ドル)
Morgan Stanley Bank of America Merrill Lynch Trust
0.780% due 11/15/2052 (h)	USD	134,258	5,066
Morgan Stanley Capital I Trust
1.740% due 08/15/2033		3,154	3,131
2.428% due 04/05/2042		13,500	13,756
Morgan Stanley Capital I, Inc. Trust
0.629% due 02/25/2036 (e)		18,203	19,413
Morgan Stanley Home Equity Loan Trust
0.599% due 02/25/2036		14,415	13,961
Morgan Stanley IXIS Real Estate Capital Trust
0.549% due 07/25/2036		11,004	6,029
Morgan Stanley Mortgage Loan Trust
2.817% due 11/25/2037		1,460	1,255
6.000% due 12/25/2035 (e)		525	296
Morgan Stanley Reremic Trust
0.406% due 11/26/2036		7,011	6,625
Mortgage Loan Trust
5.370% due 03/25/2034		3,310	3,430
Natixis Commercial Mortgage Securities Trust
0.840% due 02/15/2033		7,885	7,884
1.190% due 02/15/2033		8,265	8,247
2.140% due 02/15/2033		3,600	3,575
3.790% due 11/15/2032		1,400	1,409
3.821% due 02/15/2039		2,900	3,193
New York Mortgage Trust
0.629% due 04/25/2035		938	965
Newgate Funding PLC
0.230% due 12/15/2050	GBP	20,498	27,121
Nomura Asset Acceptance Corporation Alternative Loan Trust
5.034% due 05/25/2035 (e)	USD	3,342	2,158
Nomura Home Equity Loan, Inc. Home Equity Loan Trust
0.854% due 05/25/2035		7,400	7,380
5.745% due 10/25/2036 (e)		22,529	8,055
Nomura Resecuritization Trust
1.161% due 03/26/2037		6,759	6,190
NovaStar Mortgage Funding Trust
0.289% due 09/25/2037		25,129	24,790
0.409% due 05/25/2036		8,825	8,748
0.409% due 10/25/2036		5,866	4,836
0.809% due 10/25/2035		2,145	2,149
Option One Mortgage Loan Trust
0.189% due 02/25/2037		5,356	3,293
0.209% due 03/25/2037		11,015	10,780
0.229% due 03/25/2037		37,541	36,212
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
0.824% due 09/25/2035		4,510	4,514
0.869% due 09/25/2035 (e)		25,075	24,722
People's Financial Realty Mortgage Securities Trust
0.249% due 09/25/2036		27,128	7,534
Popular Asset-Backed Securities Mortgage Pass-Through Trust (e)
0.399% due 11/25/2036		14,837	13,361
3.695% due 07/25/2035		9,601	9,098
Precise Mortgage Funding PLC
0.000% due 12/12/2055	GBP	0	1,464
PRET LLC
1.843% due 09/25/2051	USD	50,417	50,198
Quest Trust
1.514% due 03/25/2035		5,550	5,572
RAAC Trust
0.794% due 02/25/2036 (e)		9,049	8,724
0.839% due 06/25/2047		21,323	19,969
RBSGC Mortgage Loan Trust
6.000% due 01/25/2037 (e)		2	2
RBSSP Resecuritization Trust
0.585% due 04/26/2037		32	32
Real Estate Asset Liquidity Trust
2.419% due 06/12/2054	CAD	7,512	6,134
		額面 (千通貨)	時価 (千米ドル)
Renaissance Home Equity Loan Trust
0.809% due 11/25/2034	USD	57	56
1.089% due 09/25/2037		43	41
5.612% due 04/25/2037		10,124	4,316
5.675% due 06/25/2037 (e)		3,910	1,586
Residential Accredit Securities Corporation Trust
0.239% due 01/25/2037		1,887	1,880
0.249% due 11/25/2036 (e)		156	254
0.309% due 02/25/2037		14,000	13,614
0.386% due 01/25/2037		35,802	29,833
0.584% due 04/25/2036		12,438	12,450
1.064% due 09/25/2035		7,400	7,404
1.664% due 04/25/2034		1,333	1,348
Residential Asset Mortgage Products Trust
0.689% due 02/25/2036		3,551	3,533
0.764% due 11/25/2035		13,000	12,945
0.769% due 12/25/2035		12,528	12,079
0.839% due 09/25/2035		12,591	12,562
RESIMAC Bastille Trust
1.005% due 09/05/2057		3,329	3,329
Saxon Asset Securities Trust
0.884% due 03/25/2035 (e)		597	586
1.839% due 12/25/2037		4,033	4,071
Securitized Asset-Backed Receivables LLC Trust
0.629% due 03/25/2036		5,909	5,713
0.914% due 10/25/2035		10,136	10,047
1.139% due 03/25/2035		8,849	8,858
Sequoia Mortgage Trust
0.486% due 05/20/2035		1,665	1,727
0.606% due 06/20/2034		31	31
Sestante Finance Srl
0.000% due 07/23/2046	EUR	10,331	11,034
SG Mortgage Securities Trust
0.449% due 02/25/2036	USD	5,071	3,379
Shamrock Residential DAC
0.291% due 12/24/2059	EUR	14,026	16,279
Soundview Home Loan Trust
0.329% due 07/25/2036	USD	24,020	23,015
0.399% due 06/25/2036 (e)		42,490	43,131
0.509% due 06/25/2036 (e)		5,089	5,206
1.064% due 03/25/2036		8,102	7,820
Specialty Underwriting & Residential Finance Trust
1.064% due 12/25/2035		1,306	1,308
SREIT Trust
1.545% due 10/15/2038		24,605	24,667
1.893% due 10/15/2038		20,425	20,476
Structured Adjustable Rate Mortgage Loan Trust
0.409% due 10/25/2035		5,478	5,492
1.064% due 08/25/2035		11,959	11,795
1.487% due 05/25/2035 (e)		68	58
2.631% due 06/25/2037		2,785	2,775
2.821% due 07/25/2035 (e)		2,425	1,532
Structured Asset Investment Loan Trust
0.239% due 06/25/2036		9,492	9,384
0.809% due 04/25/2035		6,857	6,865
0.889% due 02/25/2034		19,365	19,335
1.289% due 12/25/2034		4,664	4,696
Structured Asset Mortgage Investments II Trust
0.509% due 09/25/2047 (e)		24,315	27,209
0.755% due 04/19/2035		2,064	2,127
Structured Asset Mortgage Investments Trust
0.740% due 09/19/2032		25	25
Structured Asset Securities Corporation Mortgage Loan Trust
0.219% due 05/25/2036		7,869	7,783
0.339% due 05/25/2036		4,347	3,581
0.349% due 04/25/2036		351	351
0.399% due 07/25/2036		22,610	22,384
0.589% due 04/25/2031		8,945	8,890
1.019% due 11/25/2035		19,865	19,909
		額面 (千通貨)	時価 (千米ドル)
Summerhill Residential
0.000% due 03/24/2059	EUR	5	5
0.289% due 03/24/2059		170,916	197,912
0.689% due 03/24/2059		22,011	25,461
1.239% due 03/24/2059		17,746	20,499
1.839% due 03/24/2059		14,202	16,369
3.089% due 03/24/2059		8,521	9,790
4.439% due 03/24/2059		4,256	4,887
5.439% due 03/24/2059		4,256	4,891
6.500% due 03/24/2059		6,568	6,459
7.000% due 03/24/2059		35,506	43,311
Sutherland Commercial Mortgage Loans
3.192% due 05/25/2037	USD	353	352
Taurus UK DAC
1.175% due 06/22/2029	GBP	5,472	7,514
Terwin Mortgage Trust
1.469% due 03/25/2035	USD	2,943	2,952
Trinidad Mortgage Securities PLC
1.006% due 01/24/2059	GBP	8,897	12,222
Truman Capital Mortgage Loan Trust
0.349% due 03/25/2036	USD	1,407	1,401
WaMu Mortgage Pass-Through Certificates Trust
0.809% due 01/25/2045		502	493
Warwick Finance Residential Mortgages Number Three PLC
0.000% due 12/21/2049	GBP	0	584
1.000% due 12/21/2049		34,240	47,117
1.700% due 12/21/2049		4,921	6,781
2.200% due 12/21/2049		2,460	3,392
2.700% due 12/21/2049		1,406	1,937
3.200% due 12/21/2049		1,406	1,931
6.670% due 12/21/2049		0	962
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust (e)
0.937% due 10/25/2046	USD	12,208	10,273
5.500% due 11/25/2035		69	71
Wells Fargo Home Equity Asset-Backed Securities Trust
0.359% due 07/25/2036		2,296	2,294
0.509% due 03/25/2037		1,184	1,148
Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates
0.689% due 04/25/2034		4,740	4,677
Wells Fargo Mortgage-Backed Securities Trust
2.537% due 10/25/2036 (e)		199	196
WFRBS Commercial Mortgage Trust
0.415% due 03/15/2047 (h)		8,800	93
モーゲージバック証券合計			4,000,995
(取得原価 3,920,255千米ドル)
アセットバック証券 2.7%
AASET Trust
3.967% due 05/16/2042		193	178
ALESCO Preferred Funding XI Ltd.
0.578% due 12/23/2036		5,000	4,325
American Homes 4 Rent Trust
6.231% due 10/17/2036		1,150	1,252
BSPRT Issuer Ltd.
2.640% due 03/15/2028		8,960	8,980
3.540% due 03/15/2028		4,050	4,052
Cairn CLO III DAC
0.650% due 10/20/2028	EUR	6,335	7,344
Cairn CLO VI BV
0.790% due 07/25/2029		2,981	3,456
Capitalsource Real Estate Loan Trust
0.771% due 01/20/2037	USD	12,079	11,513
0.871% due 01/20/2037		4,800	4,340
0.971% due 01/20/2037		2,700	1,724
Castlelake Aircraft Securitization Trust
4.125% due 06/15/2043		2,567	2,546
Catamaran CLO Ltd.
0.985% due 01/27/2028		1,370	1,370
		額面 (千通貨)	時価 (千米ドル)
Cavendish Square Funding PLC
0.307% due 02/11/2055	EUR	8	9
FAB CBO BV
0.473% due 08/20/2080 (e)		106	113
Gateway Casinos & Entertainment Ltd.
5.000% due 03/12/2038	CAD	8,695	6,741
Goodgreen
3.930% due 10/15/2053	USD	5,834	6,133
Harley Marine Financing LLC
5.682% due 05/15/2043		5,263	5,118
Humboldt Americas LLC
0.000% due 07/31/2022	COP	62,570,000	14,850
7.078% due 11/30/2021	CLP	23,414,122	27,378
Jubilee CLO BV
0.293% due 07/12/2028	EUR	815	944
KKR CLO 18 Ltd.
1.062% due 07/18/2030	USD	1,900	1,900
LP Credit Card Asset-Backed Securities Master Trust
1.638% due 08/20/2024		3,857	3,857
Mackay Shields Euro CLO-2 DAC
1.550% due 08/15/2033	EUR	8,150	9,438
METAL LLC
4.581% due 10/15/2042	USD	12,209	11,064
MMcapS Funding XVII Ltd.
0.470% due 12/01/2035		545	526
National Collegiate Student Loan Trust
0.464% due 10/25/2033		7,216	7,132
Navient Private Education Loan Trust
2.240% due 12/15/2045		4,025	4,137
Navient Private Education Refi Loan Trust
0.990% due 11/15/2068		1,950	1,967
Nelnet Student Loan Trust
0.889% due 09/25/2065		3,582	3,581
OCP CLO Ltd.
0.945% due 10/26/2027		4,759	4,769
Palmer Square European Loan Funding DAC
1.150% due 01/15/2030	EUR	8,612	9,992
Penta CLO 2 BV
0.790% due 08/04/2028		7,335	8,495
Rockford Tower Europe CLO DAC
1.030% due 12/20/2031		12,800	14,852
Sapphire Aviation Finance
4.250% due 03/15/2040	USD	21,585	21,224
Saranac CLO III Ltd.
1.725% due 06/22/2030		26,970	26,984
Sound Point CLO XV Ltd.
1.024% due 01/23/2029		2,100	2,101
Springleaf Funding Trust
2.680% due 07/15/2030		2,557	2,560
Taberna Preferred Funding I Ltd.
0.603% due 07/05/2035		4,182	3,785
Telos CLO Ltd.
1.072% due 04/17/2028		4,785	4,791
Thunderbolt Aircraft Lease Ltd.
4.212% due 05/17/2032		524	522
TICP CLO III-2 Ltd.
0.972% due 04/20/2028		19,371	19,396
Tropic CDO V Ltd.
0.444% due 07/15/2036		11,082	10,251
TruPS Financials Note Securitization Ltd.
1.302% due 03/30/2039		21,491	20,739
1.692% due 09/20/2039		4,667	4,538
Venture XVII CLO Ltd.
1.004% due 04/15/2027		28,714	28,742
Venture XXI CLO Ltd.
1.004% due 07/15/2027		1,126	1,127
		額面 (千通貨)	時価 (千米ドル)
Z Capital Credit Partners CLO Ltd.
1.072% due 07/16/2027	USD	1,758	1,760
アセットバック証券合計			342,596
(取得原価 355,307千米ドル)
ソブリン発行体 7.6%
Abu Dhabi Government International Bond
3.875% due 04/16/2050		11,800	13,574
Argentina Bocon
34.163% due 10/04/2022	ARS	638	2
Argentina Government International Bond
0.500% due 07/09/2030	USD	78,827	26,421
1.000% due 07/09/2029		4,943	1,797
1.125% due 07/09/2035		51,459	15,604
1.125% due 07/09/2046		1,035	329
2.000% due 01/09/2038		25,740	9,472
2.500% due 07/09/2041		44,349	15,300
Argentina Treasury Bills
36.157% due 04/03/2022	ARS	853,764	4,156
Argentina Treasury Bond BONCER
1.200% due 03/18/2022 (i)		95,191	814
Argentine Bonos del Tesoro
15.500% due 10/17/2026		49,200	91
Asian Development Bank
4.700% due 03/12/2024	MXN	18,100	833
Australia Government Bond
1.750% due 06/21/2051	AUD	38,100	22,727
Autonomous City of Buenos Aires Argentina
37.406% due 03/29/2024	ARS	62,559	279
37.903% due 02/22/2028		76,810	338
39.158% due 01/23/2022		55,919	265
Autonomous Community of Catalonia
6.350% due 11/30/2041	EUR	700	1,384
China Development Bank
2.890% due 06/22/2025	CNY	240,200	37,372
3.300% due 02/01/2024		34,400	5,436
3.430% due 01/14/2027		41,400	6,542
3.680% due 02/26/2026		174,500	27,850
3.740% due 09/10/2025		228,400	36,541
4.150% due 10/26/2025		170,400	27,681
Colombia Government International
4.000% due 02/26/2024	USD	1,600	1,670
8.125% due 05/21/2024		400	462
Egypt Government International Bond
4.750% due 04/11/2025	EUR	2,130	2,477
Guatemala Government Bond
5.375% due 04/24/2032	USD	1,000	1,122
6.125% due 06/01/2050		1,600	1,885
International Finance Corp.
8.000% due 10/09/2023	IDR	12,600,000	943
Israel Government International Bond
3.800% due 05/13/2060	USD	17,000	19,005
4.500% due 04/03/2120		3,800	4,735
Peru Government International Bond
5.350% due 08/12/2040	PEN	12,295	2,611
5.400% due 08/12/2034		8,836	2,027
5.940% due 02/12/2029		56,722	14,704
6.150% due 08/12/2032		97,641	24,809
6.350% due 08/12/2028		50,656	13,480
6.950% due 08/12/2031		23,913	6,497
8.200% due 08/12/2026		83,704	23,894
Provincia de Buenos Aires
37.905% due 04/12/2025	ARS	399,853	1,630
Qatar Government International Bond
4.400% due 04/16/2050	USD	9,100	11,120
5.103% due 04/23/2048		2,400	3,191
Romania Government International Bond
1.750% due 07/13/2030	EUR	21,200	23,542
		額面 (千通貨)	時価 (千米ドル)
2.875% due 04/13/2042	EUR	15,000	16,030
Russia Government International Bond
6.460% due 04/24/2024	RUB	5,057,901	70,893
7.150% due 11/12/2025		4,002,466	54,384
7.950% due 10/07/2026		1,564,954	21,849
Saudi Government International Bond
4.000% due 04/17/2025	USD	12,800	13,946
Serbia Government International Bond
1.650% due 03/03/2033	EUR	4,900	5,332
3.125% due 05/15/2027		4,434	5,573
South Africa Government International Bond
4.850% due 09/30/2029	USD	8,200	8,425
5.750% due 09/30/2049		5,200	4,975
8.000% due 01/31/2030	ZAR	61,300	3,670
8.250% due 03/31/2032		73,300	4,233
8.750% due 02/28/2048		34,700	1,873
8.875% due 02/28/2035		52,400	3,043
10.500% due 12/21/2026		2,153,900	155,271
Turkey Government International Bond
4.250% due 03/13/2025	USD	35,000	33,816
4.625% due 03/31/2025	EUR	20,700	24,561
5.250% due 03/13/2030	USD	29,000	26,436
5.600% due 11/14/2024		24,900	25,131
5.750% due 03/22/2024		2,000	2,040
6.350% due 08/10/2024		5,869	6,051
7.625% due 04/26/2029		43,400	45,760
Turkiye Ihracat Kredi Bankasi A/S
8.250% due 01/24/2024		3,000	3,194
Ukraine Government International Bond
7.750% due 09/01/2023		4,390	4,685
Venezuela Government International Bond (e)
6.000% due 12/09/2049		3,367	341
7.000% due 03/31/2038		1,883	198
7.650% due 04/21/2025		5,349	528
7.750% due 04/13/2022		1,200	122
8.250% due 10/13/2024		5,991	607
9.000% due 05/07/2023		3,161	312
9.250% due 09/15/2027		4,274	422
9.250% due 05/07/2028		6,512	660
11.750% due 10/21/2026		680	69
11.950% due 08/05/2031		6,000	608
ソブリン発行体合計			959,650
(取得原価 1,091,882千米ドル)
普通株式 0.8%
Cairo Mezz PLC		847,444	130
Clear Channel Outdoor Holdings, Inc.		5,292,182	15,347
Eurobank Ergasias Services & Holdings S.A.		10,169,333	10,693
iHeartMedia, Inc. Class A		1,246,745	24,162
iHeartMedia, Inc. Class B		967,427	16,874
National Bank of Greece S.A.		102,570	324
Neiman Marcus Group Ltd. LLC		151,112	16,872
Noble Corp.		65,196	1,640
Noble Corp.		703,203	17,693
Stearns Holdings LLC		110,747	77
Valaris Ltd.		43,053	1,516
Westmoreland Mining Holdings LLC		8,912	0
普通株式合計			105,328
(取得原価 95,257千米ドル)
		証券数	時価 (千米ドル)
商業不動産証券 0.2%
Uniti Group, Inc.		110	1,567
VICI Properties, Inc.		760	22,320
商業不動産証券合計			23,887
(取得原価 6,268千米ドル)
ワラント 0.1%
Sequa Corp.
12/31/2049		42	26
Windstream Services LLC
09/21/2055		226	5,424
ワラント合計			5,450
(取得原価 2,037千米ドル)
優先証券 0.0%
Cayenne Aviation LLC
9.500%		3,693	1,168
Sequa Corp.
12.000%		1,224	1,339
優先証券合計			2,507
(取得原価 2,292千米ドル)
		額面 (千通貨)
短期金融商品 10.4%
買戻契約 1.0%
			126,600
短期転換社債 0.0%
Credit Suisse Group Guernsey VII Ltd.
2.976% due 11/12/2021 (c)(j)	CHF	5,200	6,271
短期地方債 0.0%
Commonwealth of Puerto Rico
227.808% due 07/01/2022 (j)	USD	500	456
定期預金 0.8%
Australia and New Zealand Banking Group Ltd.
0.210%) due 11/01/2021	AUD	2,356	1,770
0.005% due 11/01/2021	USD	1,113	1,113
Bank of Nova Scotia
0.005% due 11/01/2021		98	98
BNP Paribas Bank
1.410%) due 11/01/2021	CHF	56	61
0.790%) due 11/01/2021	EUR	898	1,040
0.280%) due 11/01/2021	JPY	86,127	755
0.210%) due 11/01/2021	AUD	3	2
0.005% due 11/01/2021	USD	7,660	7,660
0.005% due 11/01/2021	GBP	4,117	5,644
0.005% due 11/01/2021	NOK	1	0
0.200% due 11/01/2021	NZD	506	362
2.400% due 11/02/2021	ZAR	13	1
Brown Brothers Harriman & Co.
0.790%) due 11/01/2021	EUR	1	1
0.610%) due 11/01/2021	DKK	3	0
0.350%) due 11/01/2021	SEK	4	0
0.280%) due 11/01/2021	JPY	346	3
0.210%) due 11/01/2021	AUD	18	13
0.005% due 11/01/2021	USD	5	5
2.400% due 11/02/2021	ZAR	8,552	563
Citibank N.A.
0.005% due 11/01/2021	USD	7,455	7,455
Credit Suisse AG
1.410%) due 11/01/2021	CHF	5	5
DBS Bank Ltd.
0.005% due 11/01/2021	USD	3,131	3,131
DnB Bank ASA
0.790%) due 11/01/2021	EUR	396	458
		額面 (千通貨)	時価 (千米ドル)
0.005% due 11/01/2021	USD	52	52
HSBC Bank PLC
(0.790%) due 11/01/2021	EUR	1,984	2,296
JPMorgan Chase Bank N.A.
0.005% due 11/01/2021	USD	14,910	14,910
MUFG Bank Ltd.
(0.280%) due 11/01/2021	JPY	1,181,321	10,360
National Australia Bank Ltd.
0.005% due 11/01/2021	USD	369	369
Royal Bank of Canada
0.005% due 11/01/2021		1,534	1,534
0.005% due 11/01/2021	CAD	327	264
Sumitomo Mitsui Banking Corp.
(0.790%) due 11/01/2021	EUR	1,261	1,459
(0.280%) due 11/01/2021	JPY	5	0
0.005% due 11/01/2021	USD	29,455	29,455
0.005% due 11/01/2021	GBP	81	111
Sumitomo Mitsui Trust Bank Ltd.
(0.790%) due 11/01/2021	EUR	3,962	4,585
(0.280%) due 11/01/2021	JPY	141,497	1,241
0.005% due 11/01/2021	USD	5,224	5,224
0.005% due 11/01/2021	GBP	1,325	1,817
			103,817
アルゼンチン短期国債(j) 0.1%
(39.915%) due 02/28/2022	ARS	781,991	4,853
40.179% due 11/30/2021		2,934,810	13,826
			18,679
米国短期国債 2.4%
0.053% due 04/14/2022 (j)	USD	5,800	5,799
0.055% due 04/07/2022 (k)		292,800	292,733
			298,532
米国資金管理国債 6.1%
0.035% due 01/25/2022 (k)		218,100	218,073
0.042% due 01/11/2022 (k)		194,600	194,580
0.050% due 02/01/2022 (k)		356,500	356,450
0.057% due 02/08/2022 (j)		6,100	6,099
			775,202
短期金融商品合計			1,329,557
(取得原価 1,331,327千米ドル)
有価証券投資合計(a) 118.5%			15,042,273
(取得原価 14,877,410千米ドル)
金融デリバティブ商品 0.0%			(4,695)
(取得原価またはプレミアム(純額) (20,275)千米ドル)
その他の資産および負債(純額) (18.5%)			(2,346,715)
純資産 100.0%			12,690,863

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)2021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86.3%、英国7.0%、その他25.2%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)当該証券は、デフォルト状態にあります。
(f)ペイメント・イン・カインド債券です。当該債券は、利息支払いに現金ではなく現物債を充当できる債券です。
(g)発行時決済証券です。
(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)利率は満期までの利回りです。
(k)利率は満期までの利回り(加重平均)です。