半期報告書(内国投資信託受益証券)-第10期(2023/11/28-2024/11/25)

(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 2023年11月28日至 2024年5月27日
1.	有価証券の評価基準及び評価方法	投資信託受益証券移動平均法に基づき、原則として時価で評価しております。時価評価にあたっては、投資信託受益証券の基準価額に基づいて評価しております。
		親投資信託受益証券移動平均法に基づき、原則として時価で評価しております。時価評価にあたっては、親投資信託受益証券の基準価額に基づいて評価しております。
2.	収益及び費用の計上基準	受取配当金原則として、配当落ち日において、確定配当金額又は予想配当金額を計上しております。
3.	その他中間財務諸表作成のための重要な事項	計算期間末日の取扱い当ファンドは、原則として毎年11月25日を計算期間の末日としておりますが、該当日が休業日のため、前計算期間末日を2023年11月27日、当中間計算期間末日を2024年5月27日としております。

(中間貸借対照表に関する注記)

項目			第9期2023年11月27日現在	第10期中間計算期間末2024年5月27日現在
1.		期首元本額	3,868,518,260円	3,624,805,876円
		期中追加設定元本額	72,196,909円	-円
		期中一部解約元本額	315,909,293円	318,916,790円
2.		受益権の総数	3,624,805,876口	3,305,889,086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459,864,551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370,139,564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 2022年11月26日至 2023年5月25日	第10期中間計算期間自 2023年11月28日至 2024年5月27日
1.		委託費用	信託財産の運用の指図にかかわる権限の全部または一部を委託するために要する費用として委託者報酬の中から支弁している額11,216,915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10,102,206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2023年11月27日現在	第10期中間計算期間末2024年5月27日現在
1.	中間貸借対照表計上額、時価及びその差額	貸借対照表上の金融商品は原則としてすべて時価で評価しているため、貸借対照表計上額と時価との差額はありません。	中間貸借対照表上の金融商品は原則としてすべて時価で評価しているため、中間貸借対照表計上額と時価との差額はありません。
2.	時価の算定方法	(1)有価証券「(重要な会計方針に係る事項に関する注記)」にて記載しております。(2)デリバティブ取引該当事項はありません。(3)上記以外の金融商品上記以外の金融商品(コール・ローン等の金銭債権及び金銭債務)は短期間で決済されるため、帳簿価額は時価と近似していることから、当該帳簿価額を時価としております。	同左
3.	金融商品の時価等に関する事項についての補足説明	金融商品の時価の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。	同左

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

	第9期2023年11月27日現在	第10期中間計算期間末2024年5月27日現在
1口当たり純資産額	0.8731円	0.8880円
(1万口当たり純資産額)	(8,731円)	(8,880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)
	2024年5月27日現在
資産の部
流動資産
コール・ローン	163,939,703
国債証券	619,541,200
未収利息	1,586
前払費用	712
流動資産合計	783,483,201
資産合計	783,483,201
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	779,394,730
剰余金
剰余金又は欠損金(△)	4,088,471
元本等合計	783,483,201
純資産合計	783,483,201
負債純資産合計	783,483,201

注記表
(重要な会計方針に係る事項に関する注記)

項目		自 2023年11月28日 至 2024年5月27日
1.	有価証券の評価基準及び評価方法	国債証券 個別法に基づき、原則として時価で評価しております。時価評価にあたっては、金融商品取引業者、銀行等の提示する価額(但し、売気配相場は使用しない)、価格情報会社の提供する価額又は日本証券業協会発表の売買参考統計値(平均値)等で評価しております。

(貸借対照表に関する注記)

項目			2024年5月27日現在
1.		本報告書における開示対象ファンドの期首における当該親投資信託の元本額	484,219,525円
		同期中追加設定元本額	1,304,821,099円
		同期中一部解約元本額	1,009,645,894円
		元本の内訳
		ファンド名
		バンクローン・ファンド(ヘッジなし)	15,843,407円
		バンクローン・ファンド(ヘッジあり)	13,867,169円
		バンクローン・ファンド(ヘッジなし/年1回決算型)	1,088,285円
		バンクローン・ファンド(ヘッジあり/年1回決算型)	98,095円
		新光ピムコ・ストラテジック・インカム・ファンド10月号	3,959,763円
		新光ピムコ・ストラテジック・インカム・ファンド11月号	989,197円
		新光ピムコ・ストラテジック・インカム・ファンド12月号	494,102円
		新光ピムコ・ストラテジック・インカム・ファンド1月号	494,102円
		新光ピムコ・ストラテジック・インカム・ファンド2月号	48,517円
		新光ピムコ・ストラテジック・インカム・ファンド3月号	395,083円
		新光ピムコ・ストラテジック・インカム・ファンド4月号	11,377円
		新光ピムコ・ストラテジック・インカム・ファンド5月号	98,027円
		新光ピムコ・ストラテジック・インカム・ファンド6月号	989,197円
		新光ピムコ・ストラテジック・インカム・ファンド7月号	395,083円
		新光ピムコ・ストラテジック・インカム・ファンド8月号	494,102円
		新光ピムコ・ストラテジック・インカム・ファンド9月号	494,102円
		ダブルライン・シラー・ケープ米国株式プラス<為替ヘッジあり>	791,316円
		ダブルライン・シラー・ケープ米国株式プラス<為替ヘッジなし>	2,474,972円
		クルーズコントロール	592,406,269円
		DIAM新興国ソブリンオープン通貨選択シリーズ<円コース>	870,000円
		DIAM新興国ソブリンオープン通貨選択シリーズ<豪ドルコース>	530,000円
		DIAM新興国ソブリンオープン通貨選択シリーズ<南アフリカランドコース>	70,000円
		DIAM新興国ソブリンオープン通貨選択シリーズ<ブラジルレアルコース>	10,530,000円
		DIAM新興国ソブリンオープン通貨選択シリーズ<中国元コース>	149,716円
		DIAM新興国ソブリンオープン通貨選択シリーズ<米ドルコース>	5,972円
		USストラテジック・インカム・ファンド Aコース(為替ヘッジあり)	993,740円
		USストラテジック・インカム・ファンド Bコース(為替ヘッジなし)	1,987,479円
		DIAM-ジャナス グローバル債券コアプラス・ファンド	9,935円
		マシューズ・アジア株式ファンド	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	779,394,730円
2.		受益権の総数	779,394,730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		2024年5月27日現在
1.	貸借対照表計上額、時価及びその差額	貸借対照表上の金融商品は原則としてすべて時価で評価しているため、貸借対照表計上額と時価との差額はありません。
2.	時価の算定方法	(1)有価証券 「(重要な会計方針に係る事項に関する注記)」にて記載しております。 (2)デリバティブ取引 該当事項はありません。 (3)上記以外の金融商品 上記以外の金融商品(コール・ローン等の金銭債権及び金銭債務)は短期間で決済されるため、帳簿価額は時価と近似していることから、当該帳簿価額を時価としております。
3.	金融商品の時価等に関する事項についての補足説明	金融商品の時価の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。

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

	2024年5月27日現在
1口当たり純資産額	1.0052円
(1万口当たり純資産額)	(10,052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)

	2023年10月31日現在
資産:
投資-評価額
有価証券投資	348,778
関連当事者に係る投資	10,181,475
金融デリバティブ商品
店頭	34,654
現金	52
売却済投資に係る未収金	3
関連当事者に係る売却済投資に係る未収金	14,717
売却済ファンド受益証券に係る未収金	18,758
未収利息および未収配当金	6
	10,598,443
負債:
金融デリバティブ商品
店頭	158,549
購入済投資に係る未払金	53
関連当事者に係る購入済投資に係る未払金	14,565
未払利息	11
取引相手方からの預託金	61
償還済ファンド受益証券に係る未払金	18,935
運用手数料未払金	458
助言手数料未払金	11
管理手数料未払金	9
代理店手数料未払金	6
販売手数料未払金	94
	192,752
純資産	10,405,691
有価証券投資の取得原価	348,759
関連当事者に係る投資の取得原価	10,020,480

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
2023年10月31日現在

		額面 (千通貨)	時価 (千米ドル)
有価証券投資 3.4%
短期金融商品 3.4%
定期預金 0.0%
Bank of Nova Scotia
4.830% due 11/01/2023	USD	27	27
Brown Brothers Harriman & Co.
4.830% due 11/01/2023		2	2
Citibank N.A.
4.830% due 11/01/2023		113	113
DBS Bank Ltd.
4.830% due 11/01/2023		97	97
JPMorgan Chase Bank N.A.
4.830% due 11/01/2023		206	206
Sumitomo Mitsui Banking Corp.
(0.370%) due 11/01/2023	JPY	2	0
4.830% due 11/01/2023	USD	11	11
Sumitomo Mitsui Trust Bank Ltd.
(0.370%) due 11/01/2023	JPY	9	0
4.830% due 11/01/2023	USD	262	262
			718
米国短期国債 3.4%
5.334% due 11/14/2023 (a)		14,000	13,973
5.355% due 11/21/2023 (a)		21,261	21,199
5.365% due 12/12/2023 (a)		13,000	12,922
5.372% due 01/18/2024 (b)(d)		7,800	7,710
5.374% due 12/07/2023 (a)(d)		5,600	5,570
5.377% due 12/14/2023 (b)		26,200	26,035
5.385% due 01/25/2024 (a)		22,700	22,416
5.396% due 11/24/2023 (a)(d)		9,200	9,169
5.405% due 01/04/2024 (a)(d)		20,600	20,406
5.405% due 01/11/2024 (b)		154,700	153,085
5.414% due 01/23/2024 (a)		18,000	17,780
5.414% due 01/16/2024 (a)(d)		10,700	10,580
5.431% due 01/30/2024 (a)(d)		10,300	10,163
5.441% due 02/06/2024 (a)(d)		17,300	17,052
			348,060
短期金融商品合計			348,778
(取得原価 348,759千米ドル)
有価証券投資合計			348,778
(取得原価 348,759千米ドル)
		受益証券口数 (単位:千)
関連当事者に係る投資 97.8%
その他の投資会社 97.8%
PIMCO Bermuda Income Fund (M)
(取得原価 10,020,480千米ドル)		693,561	10,181,475
関連当事者に係る投資合計			10,181,475
(取得原価 10,020,480千米ドル)
投資合計 101.2%			10,530,253
(取得原価 10,369,239千米ドル)
金融デリバティブ商品(c) (1.2%)			(123,895)
(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)(0.0%)			(667)
純資産 100.0%			10,405,691

*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)利率は満期までの利回り(加重平均)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	11/2023	JPY	1,610,831	USD	10,811	175	0
BPS	11/2023	USD	1,754	JPY	262,091	0	(23)
BPS	11/2023		2,751		409,559	0	(44)
BPS	11/2023		2,470		367,656	0	(40)
JPM	11/2023	JPY	300,970	USD	2,012	25	0
JPM	11/2023	USD	778	JPY	116,391	0	(10)
JPM	11/2023		45		6,799	0	(1)
MYI	11/2023	JPY	141,586	USD	935	0	0
MYI	11/2023	USD	2,979	JPY	450,909	0	0
MYI	11/2023		125		18,978	0	0
						200	(118)

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

取引相手方	決済月	外貨引渡額(千通貨)		外貨受取額(千通貨)		未実現利益(損失)
						資産(千米ドル)	負債(千米ドル)
AZD	11/2023	USD	51,176	JPY	7,606,046	0	(953)
BOA	11/2023	JPY	1,030,945	USD	6,875	68	0
BOA	11/2023	USD	1,911	JPY	283,637	0	(38)
BPS	11/2023	JPY	1,144,916	USD	7,683	123	0
BPS	11/2023		3,767,140		25,167	292	0
BPS	11/2023	USD	7,597	JPY	1,144,916	0	(37)
CBK	11/2023	JPY	112,987,492	USD	751,417	5,354	0
CBK	12/2023	USD	635,353	JPY	95,219,229	0	(3,205)
DUB	11/2023	JPY	282,100,651	USD	1,869,628	6,901	0
DUB	11/2023	USD	1,291,052	JPY	191,043,295	0	(29,582)
DUB	12/2023		1,869,628		280,681,417	0	(6,221)
GLM	11/2023	JPY	3,566,356	USD	23,994	445	0
GLM	11/2023	USD	52,569	JPY	7,798,910	0	(1,072)
JPM	11/2023	JPY	6,555,452	USD	43,301	15	0
JPM	11/2023	USD	140,639	JPY	20,885,896	0	(2,728)
JPM	12/2023		43,301		6,522,486	1	0
MBC	11/2023	JPY	637,972	USD	4,277	64	0
MBC	11/2023	USD	3,679	JPY	546,680	0	(70)
MYI	11/2023	JPY	34,492,948	USD	228,170	411	0
MYI	11/2023	USD	34,144	JPY	5,073,696	0	(642)
MYI	12/2023		120,636		18,160,488	0	(71)
SCX	11/2023	JPY	1,185,857	USD	7,934	103	0
SSB	11/2023		60,546,400		400,000	209	0
SSB	12/2023	USD	400,000	JPY	60,242,184	0	(60)
TOR	11/2023	JPY	85,314,933	USD	568,577	5,237	0
TOR	11/2023	USD	4,749,153	JPY	704,953,574	0	(94,304)
TOR	12/2023		568,577		84,882,758	0	(5,051)
UAG	11/2023	JPY	357,791,315	USD	2,377,747	15,231	0
UAG	12/2023	USD	2,377,747	JPY	355,986,844	0	(14,397)
						34,454	(158,431)
為替予約契約合計						34,654	(158,549)

金融デリバティブ商品:店頭概要
以下は、2023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。
2023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27,347ドルの証券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)
AZD	0	0	0	0		(953)	0	0	(953)	(953)	564	(389)
BOA	68	0	0	68		(38)	0	0	(38)	30	0	30
BPS	590	0	0	590		(144)	0	0	(144)	446	0	446
CBK	5,354	0	0	5,354		(3,205)	0	0	(3,205)	2,149	(61)	2,088
DUB	6,901	0	0	6,901		(35,803)	0	0	(35,803)	(28,902)	9,070	(19,832)
GLM	445	0	0	445		(1,072)	0	0	(1,072)	(627)	261	(366)
JPM	41	0	0	41		(2,739)	0	0	(2,739)	(2,698)	447	(2,251)
MBC	64	0	0	64		(70)	0	0	(70)	(6)	0	(6)
MYI	411	0	0	411		(713)	0	0	(713)	(302)	0	(302)
SCX	103	0	0	103		0	0	0	0	103	0	103
SSB	209	0	0	209		(60)	0	0	(60)	149	0	149
TOR	5,237	0	0	5,237		(99,355)	0	0	(99,355)	(94,118)	17,005	(77,113)
UAG	15,231	0	0	15,231		(14,397)	0	0	(14,397)	834	0	834
店頭 合計	34,654	0	0	34,654		(158,549)	0	0	(158,549)

(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)
2023年10月31日現在

		額面 (千通貨)	時価 (千米ドル)
有価証券投資 148.7%
バンクローン債務証書 4.3%
AAdvantage Loyality IP Ltd.
10.427% due 04/20/2028	USD	9,453	9,600
AmSurg LLC
13.258% due 04/29/2027		78,267	91,831
16.695% due 04/28/2028 (b)		39,584	36,017
Azalea TopCo, Inc.
9.184% due 07/24/2026		818	778
Carnival Corp.
7.618% due 06/30/2025	EUR	11,263	11,919
8.689% due 10/18/2028	USD	2,290	2,252
Cengage Learning, Inc.
10.405% due 07/14/2026		11,893	11,783
Charter Communications Operating LLC
7.074-7.133% due 02/01/2027		3,069	3,065
DIRECTV Financing LLC
10.439% due 08/02/2027		7,101	6,923
Envalior Finance GmbH
9.448% due 03/29/2030	EUR	10,900	10,686
10.883% due 03/29/2030	USD	19,602	18,070
Envision Healthcare Corp.
13.250% due 07/10/2026		23,591	23,591
Finastra USA, Inc.
2.579% due 09/13/2029 (c)		614	603
12.582% due 09/13/2029		6,161	6,053
GTCR W Merger Sub LLC
8.334% due 09/20/2030		9,200	9,146
iHeartCommunications, Inc.
8.439% due 05/01/2026		49,324	42,248
Iqvia, Inc.
5.868% due 03/07/2024	EUR	3,900	4,123
Lealand Finance Co. BV
3.000-6.439% due 06/30/2025	USD	613	337
8.439% due 06/28/2024		261	190
Poseidon Bidco SAS
9.222% due 09/30/2028	EUR	39,600	42,014
Pug LLC
8.939% due 02/12/2027	USD	780	738
Sigma Holdco BV
7.413% due 07/02/2025	EUR	1,820	1,920
Sotera Health Holdings LLC
8.395% due 12/11/2026	USD	3,362	3,340
SS&C Technologies Holdings,Inc.
7.189% due 04/16/2025		2,824	2,825
SVF II Finco (Cayman) LP
5.000% due 12/21/2025		32,083	30,109
Syniverse Holdings LLC
12.390% due 05/13/2027		24,909	22,192
Team Health Holdings, Inc.
8.189% due 02/06/2024		1,685	1,650
TransDigm, Inc.
8.640% due 02/22/2027		786	787
8.640% due 08/24/2028		24,180	24,180
U.S. Renal Care, Inc.
10.446% due 06/20/2028		3,155	1,956
United AirLines, Inc.
9.189% due 04/21/2028		2,439	2,438
Westmoreland Coal Co.
8.000% due 03/15/2029		349	260
Windstream Services LLC
9.424% due 02/23/2027		4,920	4,846
11.674% due 09/21/2027		8,020	7,450
バンクローン債務証書合計			435,920
(取得原価 444,839千米ドル)
社債 15.6%
銀行および金融 7.4%
AGFC Capital Trust I
7.405% due 01/15/2067		2,200	1,157
		額面 (千通貨)	時価 (千米ドル)
AIB Group PLC
5.250% due 10/23/2031	EUR	4,060	4,326
6.608% due 09/13/2029	USD	5,200	5,088
Armor Holdco, Inc.
8.500% due 11/15/2029		200	175
Army Hawaii Family Housing Trust Certificates
5.849% due 06/15/2050		7,900	6,006
Aroundtown S.A.
5.375% due 03/21/2029		11,300	8,843
Avolon Holdings Funding Ltd.
2.528% due 11/18/2027		43,530	36,373
Banca Monte dei Paschi di Siena SpA
1.875% due 01/09/2026	EUR	7,100	6,735
2.625% due 04/28/2025		1,000	996
3.625% due 09/24/2024		900	929
6.750% due 03/02/2026		12,961	13,648
7.708% due 01/18/2028		1,200	1,111
8.000% due 01/22/2030		5,237	5,217
8.500% due 09/10/2030		2,000	1,992
Banco de Credito del Peru S.A.
4.650% due 09/17/2024	PEN	16,400	4,133
Banco Santander S.A. (d)
6.527% due 11/07/2027	USD	11,000	11,022
6.607% due 11/07/2028		8,400	8,413
Bank of Nova Scotia
4.900% due 06/04/2025 (e)(f)		1,124	1,029
Barclays PLC
4.972% due 05/16/2029		2,600	2,394
6.490% due 09/13/2029		8,500	8,290
6.692% due 09/13/2034		9,900	9,368
7.437% due 11/02/2033		400	399
BPCE S.A.
6.714% due 10/19/2029		19,000	18,741
7.003% due 10/19/2034		11,600	11,278
Brandywine Operating Partnership LP
3.950% due 11/15/2027		2,000	1,659
4.550% due 10/01/2029		1,500	1,149
CA Immobilien Anlagen AG
1.000% due 10/27/2025	EUR	3,400	3,214
CaixaBank S.A.
6.208% due 01/18/2029	USD	5,400	5,214
6.840% due 09/13/2034		7,800	7,376
CIFI Holdings Group Co. Ltd. (b)
4.375% due 04/12/2027		300	17
4.450% due 08/17/2026		500	32
5.950% due 10/20/2025		200	15
6.000% due 07/16/2025		200	14
6.450% due 11/07/2024		600	39
Corestate Capital Holding S.A. (g)
8.000% due 12/31/2026	EUR	8,491	6,066
10.000% due 12/31/2026		1,300	1,374
Corsair International Ltd.
8.802% due 01/28/2027		10,000	10,411
9.152% due 01/28/2029		4,100	4,247
Country Garden Holdings Co. Ltd. (b)
2.700% due 07/12/2026	USD	2,100	92
3.125% due 10/22/2025		3,400	147
3.875% due 10/22/2030		1,700	78
CPI Property Group S.A.
2.750% due 05/12/2026	EUR	2,100	1,850
Credit Suisse AG
0.495% due 02/02/2024	USD	5,200	5,116
5.500% due 08/20/2026	EUR	14,000	15,202
7.500% due 02/15/2028	USD	10,500	10,907
Credit Suisse Group AG AT1 Claim (b)
		9,046	995
Cromwell Ereit Lux Finco Sarl
2.125% due 11/19/2025	EUR	433	418
CTP NV
1.250% due 06/21/2029		7,500	5,937
		額面 (千通貨)	時価 (千米ドル)
1.500% due 09/27/2031	EUR	8,200	6,001
Deutsche Bank AG
1.375% due 02/17/2032		8,500	6,708
1.750% due 11/19/2030		6,200	5,286
2.129% due 11/24/2026	USD	1,200	1,084
3.035% due 05/28/2032		700	522
3.547% due 09/18/2031		7,400	5,815
3.961% due 11/26/2025		3,127	3,016
6.720% due 01/18/2029		2,900	2,848
EPR Properties
4.750% due 12/15/2026		256	234
4.950% due 04/15/2028		1,132	987
G City Europe Ltd.
4.250% due 09/11/2025	EUR	400	376
GLP Capital LP
5.250% due 06/01/2025	USD	650	635
5.300% due 01/15/2029		3,142	2,873
Goodman U.S. Finance Three LLC
3.700% due 03/15/2028		2,324	2,070
Highwoods Realty LP
3.050% due 02/15/2030		200	150
HSBC Holdings PLC
2.848% due 06/04/2031		3,300	2,591
3.973% due 05/22/2030		14,100	12,187
5.402% due 08/11/2033		400	360
6.254% due 03/09/2034		29,500	28,014
Hudson Pacific Properties LP
3.250% due 01/15/2030		100	64
3.950% due 11/01/2027		500	384
5.950% due 02/15/2028		2,200	1,733
InCaps Funding I Ltd.
7.671% due 06/01/2033		6,069	5,705
KBC Group NV
6.324% due 09/21/2034		5,500	5,211
Kennedy Wilson Europe Real Estate Ltd.
3.250% due 11/12/2025	EUR	1,400	1,322
Kilroy Realty LP
4.250% due 08/15/2029	USD	300	250
Lloyds Banking Group PLC
7.875% due 06/27/2029 (e)(f)	GBP	1,706	1,829
Nationwide Building Society
3.960% due 07/18/2030	USD	5,600	4,867
4.302% due 03/08/2029		12,500	11,366
4.500% due 11/01/2026 (d)	EUR	12,400	13,186
NatWest Group PLC
4.445% due 05/08/2030	USD	17,600	15,610
5.076% due 01/27/2030		16,500	15,150
6.016% due 03/02/2034		15,900	14,817
New Metro Global Ltd.
4.500% due 05/02/2026		1,000	173
4.625% due 10/15/2025		200	46
4.800% due 12/15/2024		1,400	441
Park Aerospace Holdings Ltd.
5.500% due 02/15/2024		575	571
Preferred Term Securities XVIII Ltd.
6.051% due 09/23/2035		68	67
Preferred Term Securities XXIV Ltd.
5.971% due 03/22/2037		763	686
6.051% due 03/22/2037		4,829	3,622
Preferred Term Securities XXV Ltd.
5.961% due 06/22/2037		18,320	15,939
Preferred Term Securities XXVI Ltd.
5.971% due 09/22/2037		27,065	22,734
Santander Holdings USA, Inc.
4.500% due 07/17/2025		1,007	968
Santander UK Group Holdings PLC
2.469% due 01/11/2028		1,000	864
3.823% due 11/03/2028		3,400	2,993
6.534% due 01/10/2029		9,900	9,690
6.750% due 06/24/2024 (e)(f)	GBP	16,610	19,749
		額面 (千通貨)	時価 (千米ドル)
7.482% due 08/29/2029	GBP	4,800	5,976
Seazen Group Ltd.
6.000% due 08/12/2024	USD	700	301
Societe Generale S.A.
6.446% due 01/10/2029		8,050	7,868
6.691% due 01/10/2034		15,100	14,150
Sunac China Holdings Ltd.
7.000% due 07/09/2025		800	128
SVB Financial Group
3.125% due 06/05/2030 (b)		100	57
U.S. Capital Funding VI Ltd.
5.948% due 07/10/2043		23,084	17,602
UBS Group AG
3.091% due 05/14/2032		2,850	2,193
3.750% due 03/26/2025		6,200	5,972
3.869% due 01/12/2029		31,650	28,346
4.194% due 04/01/2031		9,150	7,826
5.959% due 01/12/2034		15,900	14,830
6.301% due 09/22/2034		4,900	4,643
6.327% due 12/22/2027		10,000	9,902
6.442% due 08/11/2028		3,360	3,326
6.537% due 08/12/2033		22,110	21,257
7.750% due 03/01/2029	EUR	3,540	4,151
9.016% due 11/15/2033	USD	4,350	4,875
UniCredit SpA
7.830% due 12/04/2023		72,590	72,690
Unique Pub Finance Co. PLC
7.395% due 03/28/2024	GBP	344	414
Uniti Group LP
6.500% due 02/15/2029	USD	2,280	1,483
10.500% due 02/15/2028		6,545	6,307
VICI Properties LP
3.500% due 02/15/2025		4,784	4,567
3.750% due 02/15/2027		4,300	3,873
4.125% due 08/15/2030		5,684	4,694
4.250% due 12/01/2026		3,600	3,326
4.625% due 12/01/2029		3,600	3,117
Voyager Aviation Holdings LLC
8.500% due 05/09/2026 (b)		4,421	2,404
			757,304
工業 3.2%
Air Canada 2020-2 Class A Pass-Through Trust
5.250% due 04/01/2029		1,869	1,791
Alaska Airlines 2020-1 Class A Pass-Through Trust
4.800% due 08/15/2027		3,270	3,119
Amdocs Ltd.
2.538% due 06/15/2030		4,000	3,150
American Airlines 2013-1 Class A Pass-Through Trust
4.000% due 07/15/2025		78	73
American Airlines 2014-1 Class A Pass-Through Trust
3.700% due 10/01/2026		1,849	1,672
American Airlines 2015-1 Class A Pass-Through Trust
3.375% due 05/01/2027		1,381	1,221
American Airlines 2016-1 Class AA Pass-Through Trust
3.575% due 01/15/2028		1,467	1,340
American Airlines 2016-2 Class AA Pass-Through Trust
3.200% due 06/15/2028		767	678
American Airlines 2017-2 Class AA Pass-Through Trust
3.350% due 10/15/2029		337	297
BAT Capital Corp.
6.343% due 08/02/2030		1,200	1,165
6.421% due 08/02/2033		1,000	943
7.081% due 08/02/2053		1,100	982
Boeing Co.
5.705% due 05/01/2040		5,728	5,071
5.805% due 05/01/2050		4,500	3,878
5.930% due 05/01/2060		9,900	8,338
British Airways 2019-1 Class AA Pass-Through Trust
3.300% due 12/15/2032		85	72
		額面 (千通貨)	時価 (千米ドル)
Broadcom, Inc.
2.450% due 02/15/2031	USD	7,900	6,065
3.137% due 11/15/2035		4,435	3,130
3.469% due 04/15/2034		4,513	3,440
Carvana Co. (g)
12.000% due 12/01/2028		11,453	8,536
13.000% due 06/01/2030		17,180	12,729
14.000% due 06/01/2031		20,329	15,161
Community Health Systems, Inc.
5.625% due 03/15/2027		21,336	17,351
8.000% due 03/15/2026		8,401	7,691
CoStar Group, Inc.
2.800% due 07/15/2030		2,000	1,554
CVS Pass-Through Trust
5.773% due 01/10/2033		129	125
7.507% due 01/10/2032		515	525
8.353% due 07/10/2031		514	532
Energy Transfer LP
4.950% due 05/15/2028		424	401
Exela Intermediate LLC
11.500% due 04/15/2026 (g)		541	92
Ford Foundation
2.815% due 06/01/2070		1,940	989
Greene King Finance PLC
3.593% due 03/15/2035	GBP	1,956	2,016
4.064% due 03/15/2035		532	556
5.106% due 03/15/2034		131	147
7.139% due 12/15/2034		4,156	3,915
GTCR W-2 Merger Sub LLC
7.500% due 01/15/2031	USD	900	889
Imperial Brands Finance PLC
3.500% due 07/26/2026		1,900	1,771
JetBlue 2020-1 Class A Pass-Through Trust
4.000% due 11/15/2032		6,106	5,408
Market Bidco Finco PLC
4.750% due 11/04/2027	EUR	17,800	16,152
Massachusetts Institute of Technology
4.678% due 07/01/2114	USD	65	50
5.600% due 07/01/2111		103	96
Mitchells & Butlers Finance PLC
6.013% due 12/15/2028	GBP	820	922
6.022% due 12/15/2030	USD	373	346
Nissan Motor Co. Ltd.
3.522% due 09/17/2025		8,300	7,852
4.345% due 09/17/2027		8,700	7,869
4.810% due 09/17/2030		2,250	1,912
NMG Holding Co., Inc.
7.125% due 04/01/2026		11,900	11,142
ONEOK, Inc.
5.800% due 11/01/2030		800	770
6.050% due 09/01/2033		3,500	3,356
6.625% due 09/01/2053		2,900	2,713
Oracle Corp.
3.850% due 04/01/2060		899	540
PeaceHealth Obligated Group
3.218% due 11/15/2050		3,100	1,735
Roadster Finance DAC
2.375% due 12/08/2027	EUR	1,000	889
Rolls-Royce PLC
4.625% due 02/16/2026		3,514	3,672
5.750% due 10/15/2027	GBP	3,199	3,672
Royal Caribbean Cruises Ltd.
11.500% due 06/01/2025	USD	2,410	2,549
Russian Railways Via RZD Capital PLC
7.487% due 03/25/2049 (b)	GBP	6,300	4,969
Sands China Ltd.
4.300% due 01/08/2026	USD	1,800	1,671
5.375% due 08/08/2025		2,300	2,228
5.650% due 08/08/2028		2,400	2,222
		額面 (千通貨)	時価 (千米ドル)
Syngenta Finance NV
4.892% due 04/24/2025	USD	800	782
Times Square Hotel Trust
8.528% due 08/01/2026		823	813
U.S. Renal Care, Inc.
10.625% due 06/28/2028		2,342	1,446
United Airlines 2019-2 Class AA Pass-Through Trust
2.700% due 05/01/2032		1,288	1,049
United Airlines 2020-1 Class A Pass-Through Trust
5.875% due 10/15/2027		20,509	20,217
Venture Global Calcasieu Pass LLC
3.875% due 08/15/2029		7,400	6,165
3.875% due 11/01/2033		16,500	12,486
4.125% due 08/15/2031		5,000	4,025
Venture Global LNG, Inc.
8.125% due 06/01/2028		7,600	7,384
8.375% due 06/01/2031		8,400	8,022
9.500% due 02/01/2029		46,750	47,524
9.875% due 02/01/2032		15,550	15,777
Veritas U.S., Inc.
7.500% due 09/01/2025		1,950	1,598
			331,428
公益 5.0%
Altice Financing S.A.
5.750% due 08/15/2029		11,389	8,820
Altice France S.A.
8.125% due 02/01/2027		2,744	2,316
Charter Communications Operating LLC
3.900% due 06/01/2052		9,800	5,536
3.950% due 06/30/2062		2,600	1,389
4.400% due 12/01/2061		7,100	4,137
Constellation Oil Services Holding S.A.
3.000% due 12/31/2026 (g)		387	273
DISH DBS Corp.
5.250% due 12/01/2026		11,110	8,983
5.750% due 12/01/2028		11,110	8,089
Enel Finance America LLC
7.100% due 10/14/2027		1,000	1,023
Enel Finance International NV
7.500% due 10/14/2032		600	621
Gazprom PJSC Via Gaz Capital S.A.
2.250% due 11/22/2024	EUR	100	82
2.949% due 01/24/2024		450	381
4.950% due 03/23/2027	USD	1,800	1,251
4.950% due 02/06/2028		1,000	695
5.150% due 02/11/2026		5,700	4,275
7.288% due 08/16/2037		500	390
8.625% due 04/28/2034		2,372	2,163
Gazprom PJSC via Gaz Finance PLC
1.500% due 02/17/2027	EUR	31,800	20,504
2.950% due 04/15/2025		5,000	3,964
2.950% due 01/27/2029	USD	23,200	13,340
Intelsat Jackson Holdings S.A.
6.500% due 03/15/2030		70,143	61,763
Netflix, Inc.
3.875% due 11/15/2029	EUR	3,065	3,181
Noble Finance II LLC
8.000% due 04/15/2030	USD	2,072	2,073
NPC Ukrenergo
6.875% due 11/09/2028		1,200	324
Pacific Gas & Electric Co.
2.100% due 08/01/2027		1,910	1,618
2.500% due 02/01/2031		2,600	1,929
2.950% due 03/01/2026		8,508	7,813
3.000% due 06/15/2028		11,288	9,559
3.150% due 01/01/2026		15,753	14,585
3.250% due 06/01/2031		3,800	2,952
3.300% due 03/15/2027		3,838	3,443
		額面 (千通貨)	時価 (千米ドル)
3.300% due 12/01/2027	USD	14,666	12,779
3.400% due 08/15/2024		6,570	6,421
3.450% due 07/01/2025		12,102	11,478
3.500% due 06/15/2025		8,068	7,678
3.500% due 08/01/2050		4,660	2,597
3.750% due 02/15/2024		10,188	10,121
3.750% due 07/01/2028		13,613	11,944
3.750% due 08/15/2042		418	258
3.850% due 11/15/2023		1,830	1,828
3.950% due 12/01/2047		2,200	1,315
4.000% due 12/01/2046		3,144	1,904
4.200% due 03/01/2029		9,900	8,635
4.250% due 03/15/2046		5,219	3,299
4.300% due 03/15/2045		3,000	1,944
4.400% due 03/01/2032		7,300	6,003
4.450% due 04/15/2042		4,333	2,933
4.500% due 07/01/2040		36,242	25,754
4.500% due 12/15/2041		743	490
4.550% due 07/01/2030		50,195	43,469
4.600% due 06/15/2043		1,794	1,230
4.650% due 08/01/2028		100	90
4.750% due 02/15/2044		2,707	1,888
4.950% due 07/01/2050		25,950	18,136
5.250% due 03/01/2052		7,300	5,292
Petroleos de Venezuela S.A. (b)
5.375% due 04/12/2027		11,932	1,647
5.500% due 04/12/2037		10,372	1,365
6.000% due 05/16/2024		8,283	1,093
6.000% due 11/15/2026		13,183	1,691
9.000% due 11/17/2023		400	53
9.750% due 05/17/2035		4,730	700
Petroleos Mexicanos
5.950% due 01/28/2031		5,319	3,809
6.700% due 02/16/2032		58,087	42,867
6.950% due 01/28/2060		6,116	3,468
7.690% due 01/23/2050		1,570	971
PG&E Wildfire Recovery Funding LLC
4.263% due 06/01/2036		3,600	3,148
4.377% due 06/01/2039		3,990	3,407
4.451% due 12/01/2047		7,700	6,063
Prosus NV
1.985% due 07/13/2033	EUR	5,600	3,873
2.085% due 01/19/2030		4,200	3,382
3.061% due 07/13/2031	USD	9,600	6,919
4.193% due 01/19/2032		4,000	3,074
4.987% due 01/19/2052		1,300	803
Rio Oil Finance Trust Series 2014-1
9.250% due 07/06/2024		499	504
Rio Oil Finance Trust Series 2014-3
9.750% due 01/06/2027		443	459
Rio Oil Finance Trust Series 2018-1
8.200% due 04/06/2028		2,101	2,121
Sprint Capital Corp.
8.750% due 03/15/2032		2,200	2,479
Sprint LLC
7.125% due 06/15/2024		3,992	4,017
7.625% due 03/01/2026		839	862
Sprint Spectrum Co. LLC
5.152% due 03/20/2028		2,482	2,443
System Energy Resources, Inc.
2.140% due 12/09/2025		6,100	5,555
Topaz Solar Farms LLC
4.875% due 09/30/2039		5,109	4,602
5.750% due 09/30/2039		7,292	6,633
Valaris Ltd.
8.375% due 04/30/2030		1,666	1,636
Viasat, Inc.
6.500% due 07/15/2028		2,700	1,917
		額面 (千通貨)	時価 (千米ドル)
Windstream Escrow LLC
7.750% due 08/15/2028	USD	13,507	10,723
			517,242
社債合計			1,605,974
(取得原価 1,896,675千米ドル)
転換社債 0.4%
Multiplan Corp.
6.000% due 10/15/2027		5,700	3,802
Nationwide Building Society
10.250% due 06/20/2166	GBP	7,405	10,221
Stichting AK Rabobank Certificaten
6.500% due 03/29/2170 (f)	EUR	30,963	29,586
転換社債合計			43,609
(取得原価 67,905千米ドル)
地方債 0.1%
Chicago, Illinois, Build America Bonds, Series 2010
6.630% due 02/01/2035	USD	605	599
6.725% due 04/01/2035		286	283
7.350% due 07/01/2035		467	476
Commonwealth of Puerto Rico, General Obligation Bonds, Series 2022
0.000% due 11/01/2043		12,731	6,350
Golden State, California, Tobacco Securitization Corp. Revenue Bonds, Series 2021
2.246% due 06/01/2029		1,600	1,332
3.000% due 06/01/2046		635	560
Puerto Rico Electric Power Authority, Build America Bonds, Series 2010 (b)
6.050% due 07/01/2032		800	202
6.125% due 07/01/2040		3,000	757
地方債合計			10,559
(取得原価 12,129千米ドル)
米国政府関係機関 52.4%
Fannie Mae
0.765% due 05/25/2048 (h)		2,065	207
3.000% due 04/01/2037		611	546
3.000% due 09/01/2049		188	152
3.000% due 03/01/2050		16,878	13,664
3.000% due 10/01/2051		1,350	1,084
3.000% due 12/01/2051		204	164
3.000% due 01/01/2052		194	156
3.000% due 02/01/2052		10,310	8,273
3.000% due 03/01/2052		23,085	18,518
3.000% due 04/01/2052		25,731	20,639
3.000% due 05/01/2052		8,343	6,695
3.000% due 06/01/2052		9,332	7,485
3.000% due 07/01/2052		6,806	5,459
3.000% due 08/01/2052		10,442	8,379
3.000% due 09/01/2052		164	132
3.000% due 05/01/2053		111	89
3.500% due 08/01/2042		18	16
3.500% due 09/01/2047		166	142
3.500% due 03/01/2048		49	42
3.500% due 04/01/2051		676	578
3.500% due 02/01/2052		977	816
3.500% due 03/01/2052		1,590	1,330
3.500% due 04/01/2052		2,751	2,301
3.500% due 05/01/2052		2,950	2,467
3.500% due 07/01/2052		3,348	2,793
3.500% due 09/01/2052		981	819
4.000% due 07/01/2040		5	5
4.000% due 12/01/2041		46	40
4.000% due 07/01/2042		36	31
4.000% due 08/01/2042		541	476
4.000% due 09/01/2042		125	109
4.000% due 10/01/2042		20	18
		額面 (千通貨)	時価 (千米ドル)
4.000% due 01/01/2043	USD	5	4
4.000% due 11/01/2045		86	76
4.000% due 03/01/2047		27	24
4.000% due 04/01/2047		230	204
4.000% due 08/01/2047		3,707	3,278
4.000% due 10/01/2047		205	181
4.000% due 12/01/2047		80	71
4.000% due 01/01/2048		46	40
4.000% due 02/01/2048		514	454
4.000% due 07/01/2048		6,176	5,430
4.000% due 08/01/2048		3,627	3,190
4.000% due 09/01/2048		1,049	927
4.500% due 05/01/2033		13	12
4.500% due 02/01/2038		1	1
4.500% due 01/01/2041		156	138
4.750% due 06/01/2033		160	145
5.000% due 10/01/2035		60	59
5.000% due 12/01/2035		134	125
5.000% due 10/01/2036		5	5
5.000% due 05/01/2038		2	2
5.000% due 11/01/2039		6	6
5.500% due 07/01/2033		18	18
5.500% due 06/01/2035		657	624
5.500% due 04/01/2036		1	1
5.500% due 11/01/2036		1	1
5.500% due 03/01/2037		11	11
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 08/01/2031		20	19
6.000% due 06/01/2032		1	1
6.000% due 09/01/2039		358	345
6.000% due 10/01/2047		8	7
6.000% due 01/01/2053		26,626	26,056
6.500% due 01/01/2037		1	1
6.500% due 10/01/2037		3	3
6.500% due 10/01/2053		6,847	6,815
7.000% due 09/01/2031		27	27
Fannie Mae, TBA (d)
2.500% due 12/01/2053		146,000	112,203
3.000% due 11/01/2038		1,800	1,609
3.000% due 11/01/2053		0	0
3.000% due 12/01/2053		199,150	159,563
3.500% due 12/01/2053		652,683	544,157
4.000% due 12/01/2053		155,150	134,132
4.500% due 12/01/2053		101,800	90,950
5.000% due 12/01/2053		3,500	3,226
5.500% due 12/01/2053		286,200	271,420
6.000% due 12/01/2053		30,800	29,962
6.500% due 12/01/2053		35,100	34,867
Freddie Mac
1.115% due 06/15/2042 (h)		30	3
3.000% due 11/01/2046		57	47
3.000% due 12/01/2047		1,779	1,469
3.000% due 03/01/2048		101	84
3.000% due 12/01/2051		187	151
3.000% due 03/01/2052		89	71
3.000% due 04/01/2052		538	432
3.000% due 05/01/2052		7,575	6,075
3.000% due 06/01/2052		203	163
3.000% due 07/01/2052		158	127
3.000% due 09/01/2052		99	79
3.000% due 10/01/2052		396	317
3.000% due 01/01/2053		242	194
3.000% due 03/01/2053		260	209
3.500% due 10/01/2039		108	94
3.500% due 10/01/2047		1,937	1,657
3.500% due 12/01/2047		601	513
		額面 (千通貨)	時価 (千米ドル)
3.500% due 03/01/2048	USD	2,330	1,989
3.500% due 04/01/2048		836	714
3.500% due 10/01/2048		938	800
3.500% due 12/01/2048		2,300	1,966
3.500% due 03/01/2049		1,432	1,221
3.500% due 05/01/2051		75	63
3.500% due 04/01/2052		2,952	2,463
3.500% due 06/01/2052		2,323	1,939
3.500% due 07/01/2052		993	828
3.500% due 09/01/2052		33	27
3.500% due 11/01/2052		836	700
4.000% due 09/01/2033		1	1
4.000% due 08/01/2042		465	410
4.000% due 09/01/2042		656	578
4.000% due 12/01/2042		7	6
4.000% due 04/01/2047		296	262
4.000% due 05/01/2047		287	254
4.000% due 08/01/2047		522	462
4.000% due 08/01/2048		602	530
4.000% due 09/01/2048		245	216
4.000% due 12/01/2048		9,227	8,119
4.000% due 02/01/2049		3,684	3,241
4.000% due 03/01/2049		287	252
5.000% due 06/01/2034		65	64
5.000% due 08/01/2035		39	38
5.000% due 01/01/2037		2	2
5.000% due 01/01/2038		1	1
5.500% due 01/01/2035		257	252
5.500% due 05/01/2037		2	2
5.500% due 06/01/2037		90	88
5.750% due 05/01/2037		83	82
6.000% due 07/01/2037		40	40
6.000% due 01/01/2053		8,304	8,121
Ginnie Mae
4.000% due 06/20/2041		1	1
4.000% due 04/20/2047		1,441	1,290
4.000% due 05/20/2047		26,657	23,925
4.000% due 06/20/2047		12,651	11,325
4.000% due 07/20/2047		10,939	9,792
4.000% due 02/20/2048		7,567	6,768
4.000% due 05/20/2049		26,126	23,437
4.000% due 02/20/2050		318	287
4.000% due 07/20/2050		156	140
4.000% due 08/20/2050		24	22
4.000% due 09/20/2050		1,893	1,698
4.000% due 10/20/2050		59,971	53,798
4.000% due 11/20/2052		252	222
4.500% due 10/20/2035		416	380
4.500% due 01/20/2040		76	69
4.500% due 03/20/2040		7	7
4.500% due 07/15/2040		1,105	1,032
4.500% due 07/20/2040		1,207	1,122
4.500% due 08/15/2040		1,317	1,239
4.500% due 08/20/2040		871	810
4.500% due 09/20/2040		3,628	3,371
4.500% due 10/20/2040		987	918
4.500% due 01/20/2041		4,678	4,348
4.500% due 02/20/2041		2,268	2,096
4.500% due 03/20/2041		8,736	8,093
4.500% due 04/15/2041		1,054	991
4.500% due 04/20/2041		926	861
4.500% due 06/20/2041		7,991	7,428
4.500% due 07/20/2041		2,066	1,920
4.500% due 09/20/2041		206	191
4.500% due 10/20/2041		1,179	1,083
4.500% due 12/20/2041		1,847	1,718
4.500% due 05/20/2043		438	407
4.500% due 07/20/2043		292	272
		額面 (千通貨)	時価 (千米ドル)
4.500% due 07/20/2053	USD	103,767	93,851
4.500% due 08/20/2053		1,022	925
4.500% due 09/20/2053		299,110	270,538
5.000% due 08/20/2030		170	160
5.000% due 05/20/2040		262	246
5.000% due 04/20/2041		7	6
5.500% due 05/20/2038		7	7
5.500% due 06/20/2038		35	34
5.500% due 07/20/2038		34	32
5.500% due 08/20/2038		233	225
5.500% due 09/20/2038		72	69
5.500% due 10/20/2038		15	14
5.500% due 01/20/2039		10	10
5.500% due 02/20/2039		26	25
5.500% due 09/20/2039		50	48
5.500% due 10/20/2039		8	7
5.500% due 11/20/2039		212	204
5.500% due 12/20/2039		24	22
5.500% due 01/20/2040		187	176
5.500% due 06/20/2040		208	203
5.500% due 07/20/2040		470	443
5.500% due 07/20/2053		21,057	20,155
5.500% due 08/20/2053		18,417	17,627
Ginnie Mae, TBA (d)
2.000% due 11/01/2053		19,000	14,653
2.500% due 12/01/2053		46,200	36,816
3.000% due 11/01/2053		147,100	121,256
3.000% due 12/01/2053		494,900	408,181
3.500% due 10/01/2053		182,700	155,733
3.500% due 12/01/2053		99,000	84,418
4.000% due 11/01/2053		513,000	450,979
4.000% due 12/01/2053		944,000	830,204
4.500% due 11/01/2053		177,660	160,530
4.500% due 12/01/2053		496,000	448,368
5.000% due 11/01/2041		277,000	257,751
5.500% due 11/01/2053		22,000	21,039
5.500% due 12/01/2053		247,000	236,155
米国政府関係機関合計			5,383,620
(取得原価 5,497,999千米ドル)
米国長期国債 15.1%
Treasury Inflation Protected Securities (i)
0.125% due 07/15/2024		194,667	190,176
0.125% due 10/15/2024		141,986	137,773
0.125% due 04/15/2025		33,341	31,837
0.125% due 07/15/2030		54,737	46,922
0.125% due 01/15/2031		2,005	1,692
0.125% due 07/15/2031		7,606	6,371
0.250% due 01/15/2025		72,526	69,835
0.250% due 07/15/2029		148,070	131,114
0.250% due 02/15/2050		21,926	12,189
0.375% due 01/15/2027		5,903	5,486
0.375% due 07/15/2027		1,581	1,463
0.500% due 04/15/2024		96,682	95,057
0.625% due 01/15/2024		169,533	168,013
0.625% due 07/15/2032		91,088	78,043
0.625% due 02/15/2043		2,938	2,035
0.750% due 07/15/2028		34,682	32,098
0.750% due 02/15/2042		6,930	5,013
0.750% due 02/15/2045		18,905	13,052
0.875% due 01/15/2029		63,316	58,326
0.875% due 02/15/2047		22,131	15,330
1.000% due 02/15/2046		11,921	8,609
1.000% due 02/15/2048		25,897	18,280
1.000% due 02/15/2049		65,655	46,012
1.375% due 07/15/2033		117,671	106,538
1.375% due 02/15/2044		3,425	2,733
1.500% due 02/15/2053		26,958	21,153
		額面 (千通貨)	時価 (千米ドル)
2.125% due 02/15/2040	USD	3,551	3,322
2.125% due 02/15/2041		1,963	1,832
U.S. Treasury Bonds
2.250% due 08/15/2046		100	60
2.750% due 08/15/2047		2,830	1,865
3.000% due 08/15/2048		155	107
3.000% due 02/15/2049		77	53
3.125% due 05/15/2048		180	127
4.375% due 08/15/2043		33,800	30,151
U.S. Treasury Notes
1.625% due 02/15/2026		2,200	2,040
2.000% due 02/15/2025		11,021	10,572
2.000% due 08/15/2025		1,400	1,326
2.000% due 11/15/2026		800	735
2.250% due 11/15/2024		12,300	11,906
2.250% due 02/15/2027		28,000	25,789
2.375% due 05/15/2029		32,200	28,297
2.625% due 02/15/2029		5,000	4,478
2.750% due 08/15/2032		150,100	126,999
2.875% due 05/15/2032		290	249
米国長期国債合計			1,555,058
(取得原価 1,734,056千米ドル)
モーゲージバック証券 40.8%
Accredited Mortgage Loan Trust
6.384% due 07/25/2035		7,714	7,468
7.134% due 07/25/2035 (b)		2,206	1,765
ACE Securities Corporation Home Equity Loan Trust
5.749% due 08/25/2036		3,308	3,105
6.234% due 01/25/2035		841	763
6.264% due 02/25/2034		1,389	1,402
6.339% due 08/25/2035		4,516	4,289
6.369% due 11/25/2034		1,120	1,090
6.609% due 02/25/2035		6,632	6,153
Adjustable Rate Mortgage Trust
6.389% due 08/25/2035		3,175	2,764
AFC Home Equity Loan Trust
6.249% due 06/25/2029		1,587	926
Alternative Loan Trust
4.140% due 08/25/2035 (b)		420	385
4.158% due 08/25/2036		5,426	4,855
5.268% due 09/25/2034		772	686
5.500% due 04/25/2034		8,776	8,291
5.500% due 06/25/2035		4,396	3,424
5.500% due 08/25/2035 (b)		49	40
5.500% due 09/25/2035		2,541	1,568
5.500% due 02/25/2036 (b)		14	8
5.644% due 09/20/2046		542	541
5.799% due 07/25/2036		3,895	3,842
5.819% due 08/25/2046 (b)		8,382	6,782
5.839% due 05/25/2036		12,205	10,255
5.874% due 03/20/2046		4,994	3,948
5.939% due 12/25/2046		13,414	10,764
5.979% due 07/25/2036		18,309	15,296
6.000% due 11/25/2036		1,701	960
6.000% due 07/25/2037 (b)		24,518	11,622
6.039% due 01/25/2036		5,261	4,498
6.094% due 12/20/2035		5,133	4,495
6.150% due 08/25/2035 (b)		367	285
7.000% due 10/25/2037		29,361	10,459
7.089% due 10/25/2034		2,026	1,953
Ameriquest Mortgage Securities Trust
5.949% due 04/25/2036		656	652
6.054% due 03/25/2036		26,883	24,379
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass- Through Certificates
3.610% due 09/25/2032		104	106
6.459% due 01/25/2036		7,000	5,725
		額面 (千通貨)	時価 (千米ドル)
7.194% due 10/25/2034	USD	9,913	8,989
Angel Oak Mortgage Trust
6.500% due 12/25/2067		4,058	4,011
Argent Mortgage Loan Trust
5.919% due 05/25/2035		18,802	16,781
Argent Securities Trust
5.799% due 04/25/2036		7,677	2,458
Argent Securities, Inc. Asset-Backed Pass-Through Certificates
4.131% due 09/25/2033		2,584	2,441
6.204% due 10/25/2035		36,400	31,230
Asset-Backed Funding Certificates Trust
5.659% due 10/25/2036		10,129	8,252
6.099% due 03/25/2035		10,915	10,340
6.174% due 06/25/2035		6,550	6,181
6.414% due 06/25/2035 (b)		4,194	3,727
Asset-Backed Securities Corporation Home Equity Loan Trust
3.842% due 05/25/2036 (b)		46,467	41,083
Atrium Hotel Portfolio Trust
7.062% due 06/15/2035		18,395	17,797
Austin Fairmont Hotel Trust
7.182% due 09/15/2032		3,000	2,927
Avon Finance
0.000% due 12/28/2049	GBP	2,400	2,808
Banc of America Alternative Loan Trust (b)
3.986% due 01/24/2024	USD	52	42
6.000% due 07/25/2046		1,370	1,102
Banc of America Funding Trust
4.129% due 02/20/2035		1,283	1,066
4.156% due 06/20/2036		4,044	3,205
4.429% due 01/20/2047 (b)		78	70
6.299% due 04/25/2037		7,934	6,646
BCAP LLC Trust
4.229% due 04/26/2036		4,613	2,335
5.876% due 04/26/2037		2,725	1,250
Bear Stearns Adjustable Rate Mortgage Trust
4.703% due 11/25/2034		188	177
Bear Stearns Alternative-A Trust
5.779% due 04/25/2037		5,937	5,046
5.859% due 11/25/2046		6,882	4,968
6.159% due 08/25/2035 (b)		4,527	4,166
Bear Stearns Asset-Backed Securities I Trust
1.161% due 05/25/2036 (h)		8,516	158
4.845% due 11/25/2035 (b)		2,773	2,599
5.224% due 06/25/2034		3,406	3,272
5.387% due 12/25/2035		9,275	7,956
5.438% due 09/25/2034		4,736	4,517
5.462% due 04/25/2036		3,944	3,916
5.739% due 06/25/2047		6,300	6,037
5.839% due 05/25/2036 (b)		13,454	4,102
5.844% due 07/25/2036		7,785	7,044
5.919% due 02/25/2037		2,089	4,655
6.054% due 02/25/2036 (b)		9,845	9,469
6.489% due 08/25/2037		15,783	13,308
7.464% due 03/25/2035		3,262	3,074
Bear Stearns Asset-Backed Securities Trust
5.500% due 11/25/2033		3,513	3,056
Bear Stearns Mortgage Funding Trust
5.839% due 02/25/2037 (b)		4,876	4,369
Benchmark Mortgage Trust
3.509% due 09/15/2048		47,290	41,029
3.899% due 03/15/2062		9,775	6,555
BHP Trust
7.153% due 08/15/2036		10,500	10,283
7.950% due 08/15/2036		33,656	32,883
Bridgegate Funding PLC
7.442% due 10/16/2062	GBP	12,821	15,532
8.192% due 10/16/2062		18,993	22,788
9.192% due 10/16/2062		9,971	11,992
		額面 (千通貨)	時価 (千米ドル)
10.192% due 10/16/2062	GBP	7,217	8,654
BSST Mortgage Trust
8.185% due 02/15/2037	USD	11,000	8,810
8.835% due 02/15/2037		24,700	18,963
9.835% due 02/15/2037		7,500	5,591
BX Commercial Mortgage Trust
6.347% due 02/15/2039		6,805	6,614
BX Trust
7.094% due 10/15/2036		16,400	15,715
7.336% due 10/15/2036		7,150	6,730
7.344% due 10/15/2036		25,610	24,145
9.944% due 07/15/2034		6,800	6,692
Canterbury Finance No.4 PLC
6.042% due 05/16/2058	GBP	82,252	99,544
Carrington Mortgage Loan Trust
6.609% due 02/25/2035	USD	3,468	2,912
CBA Commercial Small Balance Commercial Mortgage
6.040% due 01/25/2039 (b)		504	447
Centex Home Equity Loan Trust
6.084% due 03/25/2035		1,952	1,925
Chase Home Lending Mortgage Trust
3.250% due 03/25/2063		21,203	17,664
Chase Mortgage Finance Trust
4.017% due 12/25/2035 (b)		3,694	3,154
ChaseFlex Trust
5.739% due 07/25/2037		853	700
Chevy Chase Funding LLC Mortgage-Backed Certificates
5.799% due 03/25/2035		298	281
CIM Trust
3.250% due 10/25/2058		17,962	15,283
6.639% due 12/25/2067		4,642	4,598
CIT Mortgage Loan Trust
6.789% due 10/25/2037		315	314
6.939% due 10/25/2037		28,585	27,688
Citigroup Commercial Mortgage Trust
0.280% due 03/11/2047 (h)		25,400	0
Citigroup Mortgage Loan Trust
4.313% due 08/25/2036		3,773	3,468
4.507% due 07/25/2037 (b)		2,291	1,957
5.714% due 08/25/2036		15,222	6,195
5.719% due 12/25/2036		2,337	2,198
5.759% due 12/25/2036		9,652	5,304
5.764% due 01/25/2037 (b)		2,205	954
6.259% due 09/25/2037		12,220	10,065
7.250% due 05/25/2036 (b)		8,567	4,259
Citigroup Mortgage Loan Trust, Inc.
6.474% due 05/25/2035		10,698	9,722
7.939% due 07/25/2037		3,507	3,193
Commercial Mortgage Trust
0.177% due 04/10/2047 (h)		33,000	5
3.633% due 02/10/2037		10,000	9,208
8.599% due 12/15/2038		8,575	7,709
Conseco Finance Corp.
6.920% due 12/01/2030		805	800
7.500% due 03/01/2030		45,434	16,682
7.600% due 04/15/2026		4,902	1,114
Countrywide Asset-Backed Certificates
5.939% due 08/26/2033		178	167
7.314% due 05/25/2035 (b)		4,282	4,123
Countrywide Home Loan Mortgage Pass-Through Trust
0.000% due 06/25/2034		1	1
3.765% due 03/25/2037 (b)		3,573	3,079
4.295% due 10/20/2035 (b)		4,097	3,698
4.371% due 11/25/2037		4,383	3,917
4.703% due 11/25/2034		7	6
5.500% due 11/25/2035 (b)		5,427	2,885
6.000% due 07/25/2036		17,226	8,805
6.000% due 11/25/2037		3,330	1,277
		額面 (千通貨)	時価 (千米ドル)
Credit Suisse First Boston Mortgage Securities Corp.
7.889% due 01/25/2033 $	USD	1,040	975
Credit Suisse Mortgage Capital
3.000% due 01/29/2036		321	305
3.000% due 06/27/2037		1,039	1,010
5.755% due 11/27/2036		10,152	12,301
6.199% due 10/26/2036		131	107
Credit Suisse Mortgage Capital Trust
0.000% due 01/25/2058		20	19
0.000% due 04/25/2058 (h)		1	1
3.431% due 11/10/2032		1,922	1,606
3.616% due 01/25/2058		17,606	13,598
4.390% due 06/25/2050		41,375	33,819
4.454% due 04/25/2058		27,655	24,088
5.556% due 06/01/2050		36,218	36,129
6.194% due 07/15/2032		2,303	2,194
6.444% due 07/15/2032		4,000	3,766
6.644% due 07/15/2032		2,400	2,238
Credit-Based Asset Servicing & Securitization LLC
7.480% due 03/25/2046		4,266	3,505
CWABS Asset-Backed Certificates Trust
4.341% due 12/25/2034		6,805	6,216
5.579% due 06/25/2035 (b)		1,473	1,240
5.579% due 06/25/2037		12,462	11,213
5.579% due 07/25/2037 (b)		3,130	3,072
5.619% due 11/25/2047		2,027	2,223
5.633% due 06/25/2035		8,644	6,664
5.659% due 08/25/2037		25,800	22,270
5.669% due 10/25/2047		5,333	5,203
5.689% due 02/25/2036		1,031	952
5.859% due 01/25/2045		765	759
5.899% due 05/25/2037 (b)		10,937	10,133
5.919% due 05/25/2036		9,196	7,407
5.919% due 03/25/2037		27,139	24,503
5.919% due 03/25/2047 (b)		26,535	21,424
5.959% due 09/25/2046		5,600	5,070
5.964% due 08/25/2036		2,303	2,197
6.039% due 06/25/2036		858	848
6.139% due 03/25/2036 (b)		1,451	1,237
6.519% due 05/25/2036 (b)		2,262	1,537
6.534% due 06/25/2035		8,400	7,947
7.014% due 11/25/2034		7,394	7,166
7.389% due 08/25/2035		3,000	2,790
CWABS, Inc. Asset-Backed Certificates Trust
6.789% due 08/25/2047		34,300	30,495
7.014% due 03/25/2035		16,905	16,185
7.839% due 02/25/2035 (b)		6,963	5,083
DBGS Mortgage Trust
8.099% due 10/15/2036		15,000	8,342
Deutsche Alternative-A Securities Mortgage Loan Trust
5.759% due 03/25/2037		9,093	4,898
5.769% due 08/25/2037 (b)		18,540	14,508
5.939% due 09/25/2047		11,350	9,410
Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust
4.460% due 10/25/2035 (b)		8,549	7,310
Deutsche Mortgage & Asset Receiving Corp.
4.240% due 11/27/2036		812	807
Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates
4.051% due 06/27/2037		11,382	9,780
Downey Savings & Loan Association Mortgage Loan Trust
5.638% due 10/19/2036 (b)		7,097	5,680
6.108% due 09/19/2045		4,847	2,527
Ellington Loan Acquisition Trust
6.539% due 05/25/2037		1,020	965
EMC Mortgage Loan Trust
6.489% due 04/25/2042 (b)		5,437	5,398
		額面 (千通貨)	時価 (千米ドル)
Encore Credit Receivables Trust
6.369% due 11/25/2035	USD	6,510	5,821
Eurosail-UK PLC
6.109% due 09/13/2045	GBP	3,605	4,173
6.289% due 06/13/2045		5,237	6,273
Extended Stay America Trust
8.298% due 07/15/2038	USD	15,158	14,849
FBR Securitization Trust
6.114% due 10/25/2035		19,109	15,937
6.204% due 09/25/2035		7,327	7,013
FFMLT Trust
6.369% due 11/25/2035		2,069	1,654
First Franklin Mortgage Loan Trust
4.330% due 04/25/2035		2,811	2,639
5.749% due 11/25/2036		59,328	45,737
5.759% due 04/25/2036		3,831	3,638
6.114% due 03/25/2034		2,412	2,313
6.129% due 01/25/2036		24,773	22,083
6.144% due 05/25/2036		56	55
First Horizon Alternative Mortgage Securities Trust
0.000% due 05/25/2035 (b)(h)		1,162	21
5.500% due 05/25/2035 (b)		1,162	686
Fontainebleau Miami Beach Trust
3.963% due 12/10/2036		33,098	31,391
Fremont Home Loan Trust
5.719% due 02/25/2037		6,602	4,955
5.729% due 05/25/2036		6,191	5,946
6.099% due 01/25/2036		6,000	5,597
6.459% due 01/25/2035		6,493	5,200
GE-WMC Asset-Backed Pass-Through Certificates
6.129% due 10/25/2035		9,882	8,187
Glen Securities Finance DAC
5.814% due 10/28/2038	EUR	4,383	4,565
6.814% due 10/28/2038		3,287	3,383
7.852% due 10/28/2038		1,607	1,656
GMAC Commercial Mortgage Asset Corp.
5.456% due 03/10/2051	USD	11,781	10,098
GreenPoint Mortgage Funding Trust
5.999% due 11/25/2045		32	21
Grifonas Finance No.1 PLC
4.212% due 08/28/2039	EUR	513	518
GS Mortgage Securities Corporation Trust
4.591% due 10/10/2032	USD	8,215	7,823
GSAA Home Equity Trust (b)
6.182% due 11/25/2036		2,934	662
6.500% due 11/25/2037		20	8
GSAMP Trust
5.579% due 03/25/2047		3,675	3,184
5.599% due 01/25/2037		16,585	9,373
5.959% due 06/25/2036		10,860	10,229
6.084% due 11/25/2035 (b)		5,636	4,885
6.414% due 08/25/2034		3,081	2,874
6.414% due 04/25/2035 (b)		5,325	4,827
7.239% due 06/25/2035		3,500	3,214
GSMSC Resecuritization Trust
2.122% due 04/26/2037		44,351	11,193
5.614% due 09/26/2036		3,694	2,285
GSR Mortgage Loan Trust
1.261% due 03/25/2037 (h)		7,490	549
5.739% due 03/25/2037		7,490	1,147
HarborView Mortgage Loan Trust
4.038% due 06/19/2036 (b)		6,049	3,060
5.928% due 12/19/2036 (b)		772	711
6.008% due 02/19/2036		9,501	5,852
6.088% due 08/19/2045		7,547	5,589
Hawaii Hotel Trust
7.032% due 05/15/2038		2,000	1,959
7.541% due 05/15/2038		12,500	12,225
		額面 (千通貨)	時価 (千米ドル)
Home Equity Asset Trust
5.919% due 10/25/2036	USD	23,475	13,588
Home Equity Mortgage Loan Asset-Backed Trust
5.579% due 11/25/2036		11,236	10,041
5.679% due 04/25/2037		12,380	7,821
5.799% due 06/25/2036		2,039	1,872
5.979% due 06/25/2036		16,717	11,398
6.429% due 08/25/2035		3,660	3,588
HPLY Trust
7.451% due 11/15/2036		4,675	4,528
7.801% due 11/15/2036		26,212	25,322
HSI Asset Securitization Corp. Trust
5.539% due 07/25/2036		2,197	913
5.739% due 07/25/2036		8,971	3,744
5.814% due 05/25/2037		7,197	6,772
Impac CMB Trust
6.119% due 01/25/2035		7,756	7,130
Impac Secured Assets Corp.
5.999% due 03/25/2036 (b)		8,132	6,351
Impac Secured Assets Trust
5.629% due 01/25/2037		1,986	1,567
IndyMac IMJA Mortgage Loan Trust
6.500% due 10/25/2037		8,467	4,234
IndyMac IMSC Mortgage Loan Trust
3.894% due 06/25/2037 (b)		8,206	4,916
IndyMac INDX Mortgage Loan Trust
3.285% due 07/25/2037		17,978	15,515
3.342% due 04/25/2037		13,319	11,321
3.473% due 04/25/2037 (b)		6,519	5,701
3.546% due 03/25/2036 (b)		3,949	2,796
4.157% due 11/25/2036 (b)		10,927	7,428
5.799% due 02/25/2037 (b)		20,856	19,365
5.819% due 10/25/2036		4,825	1,963
6.039% due 07/25/2035		5,676	4,413
INTOWN Mortgage Trust
9.019% due 08/15/2039		11,495	11,506
IXIS Real Estate Capital Trust
6.204% due 12/25/2035		686	721
Jefferies Resecuritization Trust
8.746% due 06/25/2047 (b)		431	348
JPMorgan Alternative Loan Trust
3.896% due 03/25/2036 (b)		270	192
4.036% due 09/25/2036		8,788	7,263
5.730% due 03/25/2036 (b)		56	52
5.999% due 04/25/2047		1,536	1,445
JPMorgan Chase Commercial Mortgage Securities Trust
4.128% due 07/05/2031		2,500	2,241
6.548% due 12/15/2036		3,700	2,794
7.235% due 10/05/2040		6,900	6,774
7.799% due 09/15/2029		1,740	1,193
7.964% due 11/15/2038		16,193	15,571
JPMorgan Mortgage Acquisition Corp.
6.369% due 12/25/2035		12,010	11,443
JPMorgan Mortgage Acquisition Trust
4.573% due 11/25/2036		1,976	1,824
5.589% due 12/25/2036		13,723	7,088
5.709% due 08/25/2036		8,600	7,511
5.709% due 06/25/2037		34,606	32,318
5.719% due 06/25/2037 (b)		22,826	18,699
5.844% due 05/25/2036		8,051	7,712
5.874% due 05/25/2036		16,179	14,897
JPMorgan Mortgage Trust
4.686% due 01/25/2037 (b)		375	319
5.250% due 11/25/2063		987	913
5.739% due 10/25/2035 (b)		3,510	2,473
6.000% due 06/25/2037 (b)		3,266	1,298
JPMorgan Resecuritization Trust
3.968% due 02/26/2037		1,850	1,657
		額面 (千通貨)	時価 (千米ドル)
Kentmere No.2 PLC
0.000% due 01/28/2042	GBP	11,939	4,273
5.987% due 01/28/2042		40,807	49,412
6.587% due 01/28/2042		5,693	6,702
6.937% due 01/28/2042		4,066	4,778
7.387% due 01/28/2042		2,439	2,862
8.187% due 01/28/2042		1,626	1,908
10.187% due 01/28/2042		3,252	3,729
Kinbane DAC
4.711% due 09/25/2062	EUR	53,317	55,976
Lansdowne Mortgage Securities No.1 PLC
4.145% due 06/15/2045		2,557	2,557
Legacy Mortgage Asset Trust
0.000% due 09/25/2059	USD	18,019	5,150
0.000% due 09/25/2059 (h)		582,847	2,313
3.000% due 09/25/2059		93,500	85,921
4.151% due 09/25/2059		129,610	83,697
5.750% due 03/25/2060		30,590	30,000
6.250% due 05/25/2060		9,950	9,873
7.191% due 01/28/2070		14,554	14,570
7.250% due 11/25/2059		8,626	8,596
Lehman XS Trust
5.639% due 02/25/2037 (b)		11,956	10,452
5.819% due 09/25/2036		4,609	3,649
5.819% due 12/25/2036		11,465	8,177
5.839% due 06/25/2046		9,022	7,373
5.959% due 02/25/2047		20,849	18,287
6.500% due 06/25/2046		4,527	3,527
7.139% due 10/25/2037		12,652	11,250
Long Beach Mortgage Loan Trust
5.819% due 02/25/2036		23,058	17,770
5.819% due 03/25/2046		32,775	11,617
LUXE Trust
7.204% due 10/15/2038		1,710	1,674
Madison Avenue Manufactured Housing Contract Trust
8.689% due 03/25/2032		303	303
MASTR Adjustable Rate Mortgages Trust
3.849% due 04/25/2034		1	1
6.000% due 12/25/2046		7,328	6,538
Mastr Asset-Backed Securities Trust
5.879% due 11/25/2036		24	14
5.994% due 01/25/2036		7,500	6,603
6.589% due 08/25/2037		14,253	11,589
Mastr Specialized Loan Trust
6.159% due 02/25/2036		5,379	3,995
Merrill Lynch First Franklin Mortgage Loan Trust
8.439% due 10/25/2037		13,130	12,180
Merrill Lynch Mortgage Investors Trust
4.926% due 02/25/2033		7	7
5.719% due 05/25/2037		18,801	9,287
5.719% due 10/25/2037		53,882	7,909
6.159% due 07/25/2034		4,729	4,058
6.234% due 09/25/2035		665	659
6.519% due 10/25/2035		518	508
MFA Trust
6.775% due 10/25/2058		5,073	5,048
Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust
5.689% due 07/25/2036		4,737	4,004
5.699% due 02/25/2037		7,251	3,360
5.739% due 07/25/2036		44,061	15,856
5.919% due 06/25/2036		19,511	16,327
5.939% due 07/25/2036		43,845	15,776
5.979% due 03/25/2036		4,101	3,866
6.174% due 07/25/2035		4,929	4,727
6.439% due 03/25/2033		65	63
6.439% due 07/25/2037		253	245
Morgan Stanley Bank of America Merrill Lynch Trust
0.771% due 11/15/2052 (h)		129,113	2,858
		額面 (千通貨)	時価 (千米ドル)
Morgan Stanley Capital I Trust
2.428% due 04/05/2042	USD	13,500	9,709
7.032% due 08/15/2033		2,619	1,506
7.827% due 12/15/2038		21,942	20,713
8.526% due 12/15/2038		40,574	37,466
Morgan Stanley Capital I, Inc. Trust
5.979% due 02/25/2036 (b)		18,224	15,765
Morgan Stanley Home Equity Loan Trust
5.949% due 02/25/2036		14,415	12,698
Morgan Stanley IXIS Real Estate Capital Trust
5.899% due 07/25/2036		9,969	3,961
Morgan Stanley Mortgage Loan Trust
3.275% due 11/25/2037		1,208	781
6.000% due 12/25/2035 (b)		480	184
Morgan Stanley Reremic Trust
5.754% due 11/26/2036		5,003	4,135
Mortgage Loan Trust
5.370% due 03/25/2034		3,310	2,981
MortgageIT Trust
7.014% due 08/25/2035		299	274
MTN Commercial Mortgage Trust
6.737% due 03/15/2039		1,120	1,097
Natixis Commercial Mortgage Securities Trust
3.790% due 11/15/2032		1,700	1,023
3.821% due 02/15/2039		2,900	2,531
New Century Home Equity Loan Trust
6.564% due 10/25/2033		157	153
New York Mortgage Trust
5.979% due 04/25/2035		565	522
Newgate Funding PLC
5.741% due 12/15/2050	GBP	15,345	17,740
Nomura Asset Acceptance Corporation Alternative Loan Trust
5.034% due 05/25/2035 (b)	USD	2,780	1,356
Nomura Home Equity Loan, Inc. Home Equity Loan Trust
6.204% due 05/25/2035		6,036	5,838
6.245% due 10/25/2036 (b)		21,460	4,846
Nomura Resecuritization Trust
1.952% due 03/26/2037		5,464	4,442
NovaStar Mortgage Funding Trust
5.639% due 09/25/2037		15,625	14,955
5.759% due 05/25/2036		4,708	4,565
5.759% due 10/25/2036		5,312	2,721
6.159% due 10/25/2035		848	835
NYO Commercial Mortgage Trust
7.444% due 11/15/2038		30,130	22,865
7.994% due 11/15/2038		14,400	9,491
OBX Trust
6.319% due 01/25/2062		10,517	10,413
6.520% due 07/25/2063		7,550	7,499
Opteum Mortgage Acceptance Corporation Asset-Backed Pass-Through Certificates
6.189% due 07/25/2035		5,051	5,036
Option One Mortgage Loan Trust
5.539% due 02/25/2037		17,611	8,665
5.559% due 03/25/2037		7,079	6,625
5.579% due 03/25/2037		33,857	27,990
5.719% due 07/25/2036		1,970	1,095
6.249% due 02/25/2035		3,416	2,606
Ownit Mortgage Loan Trust
5.699% due 10/25/2037		3,641	3,411
5.759% due 10/25/2037		2,501	2,351
5.819% due 07/25/2037		2,795	2,790
5.979% due 03/25/2037		6,225	5,807
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
6.174% due 09/25/2035		3,376	3,218
6.219% due 09/25/2035 (b)		25,075	21,014
6.909% due 01/25/2035 (b)		2,000	1,445
7.464% due 12/25/2034		25,974	22,618
		額面 (千通貨)	時価 (千米ドル)
People's Financial Realty Mortgage Securities Trust
5.599% due 09/25/2036	USD	26,232	4,993
Popular Asset-Backed Securities Mortgage Pass-Through Trust
3.437% due 11/25/2035		17,970	15,256
3.556% due 07/25/2035 (b)		9,601	6,979
5.749% due 11/25/2036 (b)		15,325	12,011
Precise Mortgage Funding PLC
0.000% due 12/12/2055	GBP	0	250
PRET LLC
1.843% due 09/25/2051	USD	36,709	33,071
8.232% due 09/25/2053		17,191	17,153
Pretium Mortgage Credit Partners LLC
8.497% due 10/25/2053 (d)		16,040	16,040
Prime Mortgage Trust
6.000% due 04/25/2037		3,713	2,807
PRKCM Trust
6.584% due 09/25/2058		9,307	9,248
PRPM LLC
1.793% due 07/25/2026		8,562	8,006
PRPM Trust
6.250% due 08/25/2068		8,200	8,072
Quest Trust
6.864% due 03/25/2035		1,327	1,314
RAAC Trust
6.144% due 02/25/2036 (b)		8,360	7,682
6.189% due 06/25/2047		21,346	14,966
RBSGC Mortgage Loan Trust
6.000% due 01/25/2037 (b)		2	1
Real Estate Asset Liquidity Trust
2.419% due 06/12/2054	CAD	1,194	854
Renaissance Home Equity Loan Trust
5.612% due 04/25/2037	USD	10,124	2,724
5.675% due 06/25/2037 (b)		3,910	1,006
6.159% due 11/25/2034		167	142
6.439% due 09/25/2037		33	27
Residential Accredit Securities Corporation Trust
5.268% due 04/25/2034		1,162	1,012
5.659% due 02/25/2037		20,256	19,003
5.739% due 01/25/2037		36,046	25,552
5.934% due 04/25/2036		5,478	5,341
6.054% due 03/25/2036		6,180	5,538
6.414% due 09/25/2035		5,649	5,444
6.474% due 08/25/2035		2,060	1,998
Residential Asset Mortgage Products Trust
5.789% due 10/25/2036		14,675	13,617
6.039% due 02/25/2036		1,063	1,048
6.114% due 11/25/2035		8,981	8,664
6.119% due 12/25/2035		9,964	8,431
6.189% due 09/25/2035		7,021	6,784
Residential Mortgage Acceptance Corporation No.3 PLC
0.000% due 02/15/2047	GBP	26,100	31,720
RESIMAC Bastille Trust
6.372% due 09/05/2057	USD	598	598
RMAC Securities No.1 PLC
4.230% due 06/12/2044	EUR	3,720	3,674
Saxon Asset Securities Trust
1.922% due 03/25/2035 (b)	USD	367	347
7.189% due 12/25/2037		2,648	2,411
Securitized Asset-Backed Receivables LLC Trust
5.979% due 03/25/2036		4,673	4,021
6.264% due 10/25/2035		10,136	9,109
6.489% due 03/25/2035		5,127	4,906
Sequoia Mortgage Trust
5.854% due 05/20/2035		1,008	859
5.974% due 06/20/2034		19	17
Sestante Finance Srl
4.222% due 07/23/2046	EUR	7,845	7,837
		額面 (千通貨)	時価 (千米ドル)
SFO Commercial Mortgage Trust
7.848% due 05/15/2038	USD	885	687
8.348% due 05/15/2038		22,000	16,501
SG Mortgage Securities Trust
5.799% due 02/25/2036		4,682	2,334
5.899% due 07/25/2036		8,095	1,698
Shamrock Residential DAC
4.713% due 01/24/2061	EUR	19,491	20,446
5.113% due 02/24/2071		24,604	25,942
Soundview Home Loan Trust
4.154% due 04/25/2035	USD	2,319	2,127
5.859% due 06/25/2036 (b)		7,815	6,085
5.904% due 06/25/2036 (b)		49,916	39,853
5.919% due 07/25/2036		24,020	20,383
6.414% due 03/25/2036		8,102	7,004
Specialty Underwriting & Residential Finance Trust
6.414% due 12/25/2035		567	553
SREIT Trust
6.893% due 10/15/2038		24,605	23,869
7.241% due 10/15/2038		20,425	19,743
Stratton Mortgage Funding PLC
7.299% due 09/25/2051	GBP	2,000	2,406
Structured Adjustable Rate Mortgage Loan Trust
4.097% due 06/25/2037	USD	1,507	1,352
5.041% due 07/25/2035 (b)		1,993	900
5.759% due 10/25/2035		5,328	4,757
6.200% due 05/25/2035 (b)		53	37
6.414% due 08/25/2035		8,667	7,332
Structured Asset Investment Loan Trust
5.739% due 06/25/2036		5,118	4,683
5.939% due 06/25/2036		25,000	8,293
6.159% due 04/25/2035		3,571	3,451
6.239% due 02/25/2034		12,178	11,773
6.639% due 12/25/2034		2,200	2,164
Structured Asset Mortgage Investments II Trust
5.859% due 09/25/2047 (b)		18,876	15,170
5.879% due 05/25/2036		9,371	7,179
6.123% due 04/19/2035		1,318	1,209
Structured Asset Mortgage Investments Trust
6.108% due 09/19/2032		12	12
Structured Asset Securities Corporation Mortgage Loan Trust
5.569% due 05/25/2036		5,123	4,851
5.689% due 05/25/2036		3,418	2,728
5.729% due 07/25/2036 (b)		9,526	8,821
5.749% due 07/25/2036		14,180	13,778
5.759% due 10/25/2036		8,263	5,536
5.939% due 04/25/2031		5,841	5,780
6.369% due 11/25/2035		3,185	3,175
Summerhill Residential
0.000% due 03/24/2059	EUR	5	3
4.713% due 03/24/2059		121,196	127,947
5.113% due 03/24/2059		22,011	23,224
5.663% due 03/24/2059		17,746	18,718
6.263% due 03/24/2059		14,202	14,946
6.500% due 03/24/2059		6,568	5,181
7.000% due 03/24/2059		35,506	29,385
7.513% due 03/24/2059		8,521	8,960
8.863% due 03/24/2059		4,256	4,475
9.863% due 03/24/2059		4,256	4,475
Temple Quay No.1 PLC
6.689% due 07/24/2085	GBP	58,277	70,553
7.189% due 07/24/2085		15,904	19,093
8.189% due 07/24/2085		14,681	17,627
Terwin Mortgage Trust
6.819% due 03/25/2035	USD	2,943	2,706
Tharaldson Hotel Portfolio Trust
7.750% due 11/11/2034		4,718	4,606
Towd Point Mortgage Funding Vantage2 PLC
8.261% due 02/20/2054	GBP	16,900	20,505
		額面 (千通貨)	時価 (千米ドル)
Towd Point Mortgage Trust
3.750% due 03/25/2058	USD	3,080	2,987
3.750% due 09/25/2062		91,538	81,578
Truman Capital Mortgage Loan Trust
5.699% due 03/25/2036		491	485
Verus Securitization Trust
4.474% due 04/25/2067		29,167	27,139
5.811% due 05/25/2068		14,703	14,434
5.999% due 02/25/2068		4,974	4,897
6.443% due 08/25/2068		7,096	7,038
6.665% due 09/25/2068		19,177	19,038
Visio Trust
6.598% due 10/25/2058		4,640	4,609
Wachovia Mortgage Loan Trust
6.129% due 10/25/2035		2,862	2,490
WaMu Mortgage Pass-Through Certificates Trust
6.159% due 01/25/2045		360	312
6.354% due 08/25/2045		3,143	2,557
Warwick Finance Residential Mortgages Number Three PLC
0.000% due 12/21/2049	GBP	1	3,768
6.151% due 12/21/2049		21,173	25,727
6.870% due 12/21/2049		4,921	5,914
7.370% due 12/21/2049		2,460	2,940
7.870% due 12/21/2049		1,406	1,675
8.370% due 12/21/2049		1,406	1,648
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust (b)
5.500% due 11/25/2035	USD	58	48
5.650% due 10/25/2046		9,705	7,646
Wells Fargo Home Equity Asset-Backed Securities Trust
5.859% due 03/25/2037		658	638
Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates
6.039% due 04/25/2034		3,311	3,150
Wells Fargo Mortgage-Backed Securities Trust
6.389% due 10/25/2036 (b)		145	122
WFRBS Commercial Mortgage Trust
0.481% due 03/15/2047 (h)		8,800	13
WSTN Trust
6.297% due 07/05/2037		6,000	5,772
モーゲージバック証券合計			4,187,952
(取得原価 4,663,284千米ドル)
アセットバック証券 7.5%
AASET Trust
3.967% due 05/16/2042		23	20
ACHV ABS TRUST
6.600% due 08/19/2030		525	525
AGL CLO 6 Ltd.
6.877% due 07/20/2034		3,000	2,979
ALESCO Preferred Funding XI Ltd.
6.112% due 12/23/2036		5,000	3,925
American Homes 4 Rent Trust
6.231% due 10/17/2036		1,150	1,141
Arbor Realty Commercial Real Estate Notes Ltd.
7.185% due 05/15/2037		3,146	3,095
AREIT LLC
7.447% due 02/17/2028		2,900	2,901
Auto Asset-Backed Securities Spanish Loans Fondo Titulizacion
5.683% due 02/28/2032	EUR	1,411	1,472
Barings CLO Ltd.
6.747% due 01/20/2032	USD	14,700	14,590
BlueMountain CLO XXII Ltd.
6.735% due 07/15/2031		3,863	3,855
BPCRE Ltd.
7.735% due 01/16/2037		13,800	13,706
8.435% due 01/16/2037		3,468	3,442
9.135% due 01/16/2037		13,516	13,433
		額面 (千通貨)	時価 (千米ドル)
Carlyle Global Market Strategies CLO Ltd.
6.699% due 07/27/2031	USD	5,612	5,590
6.757% due 01/20/2032		12,400	12,330
Carlyle U.S. CLO Ltd.
6.815% due 10/15/2035		19,200	19,095
Carvana Auto Receivables Trust
5.710% due 07/10/2029		2,500	2,455
6.090% due 11/10/2026		2,445	2,442
Castlelake Aircraft Securitization Trust
4.125% due 06/15/2043		1,112	1,012
Cedar Funding VII CLO Ltd.
6.677% due 01/20/2031		2,357	2,353
CIFC Funding I Ltd.
6.684% due 04/23/2029		5,130	5,109
CIFC Funding III Ltd.
6.795% due 07/15/2036		12,000	11,930
6.874% due 10/22/2031		2,640	2,639
Cologix Canadian Issuer LP
4.940% due 01/25/2052	CAD	1,800	1,174
CPS Auto Receivables Trust
5.380% due 01/18/2028	USD	1,000	982
6.040% due 07/16/2029		2,100	2,057
6.130% due 09/15/2026		13,341	13,381
Dewolf Park CLO Ltd.
6.575% due 10/15/2030		3,617	3,608
Diamond Infrastructure Funding LLC
1.760% due 04/15/2049		900	768
Elmwood CLO VIII Ltd.
6.917% due 01/20/2034		6,600	6,574
FAB CBO BV
4.941% due 08/20/2080 (b)	EUR	52	54
Finance of America Structured Securities Trust
2.000% due 04/25/2073	USD	5,198	5,016
3.000% due 09/25/2061		14,495	13,399
Galaxy Xxviii CLO Ltd.
6.755% due 07/15/2031		9,809	9,770
Gateway Casinos & Entertainment Ltd.
5.000% due 03/12/2038	CAD	8,182	4,981
Goldentree Loan Management U.S. CLO 6 Ltd.
6.736% due 04/20/2035	USD	1,700	1,685
Goodgreen
3.930% due 10/15/2053		4,058	3,693
Goodleap Sustainable Home Solutions Trust
6.500% due 07/20/2055		877	854
Harley Marine Financing LLC
6.682% due 05/15/2043		4,742	4,446
Humboldt Americas LLC
0.000% due 10/31/2031	COP	62,570,000	14,021
KKR CLO 18 Ltd.
6.597% due 07/18/2030	USD	1,335	1,331
LCM XVII LP
6.785% due 10/15/2031		33,700	33,579
LoanCore Issuer Ltd.
6.749% due 07/15/2036		2,350	2,321
6.749% due 11/15/2038		19,100	18,624
Lockwood Grove CLO Ltd.
6.810% due 01/25/2030		3,484	3,487
Magnetite XV Ltd.
6.650% due 07/25/2031		30,132	30,034
MAN Euro CLO DAC
TBD% due 10/15/2036 (d)	EUR	20,000	21,140
METAL LLC
4.581% due 10/15/2042	USD	10,563	6,510
MF1 LLC
7.484% due 06/19/2037		22,100	22,080
7.969% due 09/17/2037		9,600	9,660
7.984% due 06/19/2037		8,236	8,215
MKS CLO Ltd.
6.867% due 01/20/2031		13,039	13,047
		額面 (千通貨)	時価 (千米ドル)
MMcapS Funding XVII Ltd.
6.021% due 12/01/2035	USD	518	495
Nassau Ltd.
6.805% due 07/15/2031		3,836	3,821
National Collegiate Student Loan Trust
5.792% due 10/25/2033		2,336	2,301
Navient Private Education Loan Trust
6.349% due 11/15/2068		1,194	1,181
7.599% due 12/15/2045		2,087	2,098
Nelnet Student Loan Trust
6.235% due 09/25/2065		2,128	2,113
6.640% due 02/20/2041		6,296	6,230
Octagon Investment Partners 33 Ltd.
6.867% due 01/20/2031		9,874	9,864
Octagon Loan Funding Ltd.
6.821% due 11/18/2031		395	395
Pagaya AI Debt Trust
7.179% due 04/15/2031		13,040	13,051
7.600% due 12/16/2030		5,506	5,523
7.625% due 04/15/2031		3,300	3,297
Palmer Square CLO Ltd.
6.963% due 10/20/2033		23,100	23,096
Palmer Square European Loan Funding DAC
TBD% due 05/15/2033 (d)	EUR	9,200	9,724
Rad CLO 1 Ltd.
6.635% due 07/15/2031	USD	11,124	11,100
Rockford Tower Europe CLO DAC
4.933% due 12/20/2031	EUR	11,755	12,268
Sapphire Aviation Finance I Ltd.
4.250% due 03/15/2040	USD	9,365	7,822
Saranac CLO III Ltd.
7.258% due 06/22/2030		16,400	16,425
Saratoga Investment Corp. CLO Ltd.
7.238% due 04/20/2033		15,000	14,928
SMB Private Education Loan Trust
TBD% due 09/15/2053 (d)		20,504	20,585
0.000% due 02/16/2055		3	4,060
3.940% due 02/16/2055		20,138	18,587
4.550% due 02/16/2055		8,414	7,672
4.950% due 02/16/2055		2,185	1,944
5.950% due 02/16/2055		3,907	3,626
6.150% due 09/15/2053 (d)		12,645	12,695
6.770% due 02/16/2055		20,138	19,997
6.930% due 09/15/2053 (d)		5,933	5,956
7.540% due 09/15/2053 (d)		1,205	1,210
8.870% due 09/15/2053 (d)		2,505	2,513
Sound Point CLO XV Ltd.
6.574% due 01/23/2029		318	319
Sound Point CLO XVIII Ltd.
6.797% due 01/21/2031		5,111	5,082
Sound Point Euro CLO IV Funding DAC
5.065% due 01/15/2035	EUR	20,000	20,829
Symphony CLO 39 Ltd.
7.002% due 04/25/2034	USD	24,800	24,799
Taberna Preferred Funding I Ltd.
6.146% due 07/05/2035		3,045	2,771
Theorem Funding Trust
6.060% due 12/15/2028		4,304	4,268
Thunderbolt Aircraft Lease Ltd.
4.212% due 05/17/2032		326	302
TRESTLES CLO V Ltd.
6.847% due 10/20/2034		8,025	7,941
Tropic CDO V Ltd.
5.975% due 07/15/2036		10,163	9,400
TRTX Issuer Ltd.
6.971% due 02/15/2039		4,500	4,382
TruPS Financials Note Securitization Ltd.
6.826% due 03/30/2039		17,495	16,926
7.229% due 09/20/2039		2,626	2,540
		額面 (千通貨)	時価 (千米ドル)
Upstart Pass-Through Trust
3.800% due 04/20/2030	USD	15,609	15,014
Upstart Securitization Trust
5.500% due 06/20/2032		6,632	6,469
Venture 39 CLO Ltd.
6.935% due 04/15/2033		4,600	4,569
Venture XVII CLO Ltd.
6.535% due 04/15/2027		10,245	10,197
アセットバック証券合計			766,915
(取得原価 785,820千米ドル)
ソブリン発行体 6.6%
Argentina Government International Bond
0.750% due 07/09/2030		66,427	17,871
1.000% due 07/09/2029		4,943	1,330
3.500% due 07/09/2041		58,125	15,285
3.625% due 07/09/2035		51,459	12,427
3.625% due 07/09/2046		1,035	258
4.250% due 01/09/2038		25,740	7,786
Argentine Bonos del Tesoro
15.500% due 10/17/2026	ARS	49,200	12
Asian Development Bank
4.700% due 03/12/2024	MXN	18,100	976
Australia Government Bond
1.750% due 06/21/2051	AUD	38,100	11,753
Autonomous City of Buenos Aires Argentina
119.035% due 02/22/2028	ARS	76,810	103
126.571% due 03/29/2024		62,559	79
Israel Government International Bond
3.800% due 05/13/2060	USD	17,000	10,475
4.500% due 04/03/2120		3,800	2,513
5.000% due 10/30/2026	EUR	119,500	126,171
Mexico Government International Bond (i)
2.750% due 11/27/2031	MXN	1,229,193	56,573
3.000% due 12/03/2026		119,106	5,976
4.000% due 11/30/2028		685,870	35,408
Peru Government International Bond
5.400% due 08/12/2034	PEN	862	188
6.150% due 08/12/2032		674	161
6.950% due 08/12/2031		150	38
Provincia de Buenos Aires
128.738% due 04/12/2025	ARS	399,853	424
Romania Government International Bond
1.750% due 07/13/2030	EUR	12,200	9,855
2.125% due 03/07/2028		1,100	1,012
2.875% due 04/13/2042		7,300	4,552
5.500% due 09/18/2028		7,400	7,793
6.375% due 09/18/2033		14,800	15,436
Russia Government International Bond
4.250% due 06/23/2027	USD	28,400	15,336
4.375% due 03/21/2029		200	100
4.750% due 05/27/2026		23,800	16,145
5.100% due 03/28/2035		3,200	1,136
5.250% due 06/23/2047		82,400	30,076
5.625% due 04/04/2042		37,000	24,884
5.875% due 09/16/2043		13,200	8,307
7.150% due 11/12/2025	RUB	4,002,466	17,537
7.500% due 03/31/2030	USD	4,748	3,111
7.950% due 10/07/2026	RUB	1,564,954	6,146
South Africa Government International Bond
10.500% due 12/21/2026	ZAR	2,032,400	111,719
State Agency of Roads of Ukraine
6.250% due 06/24/2030	USD	1,200	312
Turkey Government International Bond
4.250% due 03/13/2025		17,980	17,229
5.250% due 03/13/2030		29,000	24,021
6.125% due 10/24/2028		10,100	9,169
7.625% due 04/26/2029		30,900	29,481
Turkiye Ihracat Kredi Bankasi A/S
8.250% due 01/24/2024		3,000	3,009
		額面 (千通貨)	時価 (千米ドル)
Ukraine Government International Bond
4.375% due 01/27/2032	EUR	1,658	402
7.750% due 09/01/2025	USD	4,390	1,358
Venezuela Government International Bond (b)
6.000% due 12/09/2049		3,367	523
7.000% due 03/31/2038		1,883	324
7.650% due 04/21/2025		5,349	947
7.750% due 04/13/2024		1,200	187
8.250% due 10/13/2024		5,991	1,053
9.000% due 05/07/2049		3,161	566
9.250% due 09/15/2027		4,274	813
9.250% due 05/07/2028		6,512	1,224
11.750% due 10/21/2026		680	134
11.950% due 08/05/2031		6,000	1,176
ソブリン発行体合計			670,880
(取得原価 866,448千米ドル)
		証券数
普通株式 0.7%
Cairo Mezz PLC		847,444	94
Clear Channel Outdoor Holdings, Inc.		5,292,182	5,821
Constellation Oil Services Holding S.A.		421,249	46
Corestate Capital Holding S.A.		2,742,788	0
Eurobank Ergasias Services & Holdings S.A.		5,318,911	8,685
iHeartMedia, Inc. Class A		1,246,745	2,930
iHeartMedia, Inc. Class B		967,427	2,046
Intelsat S.A.		966,065	26,837
National Bank of Greece S.A.		102,570	587
Neiman Marcus Group Ltd. LLC		151,112	19,868
Serta Simmons Bedding LLC		56	1
SSB Manufacturing Co.		56	1
Stearns Holdings LLC		110,747	0
UBS Group AG		26,741	628
Voyager Aviation Holdings LLC		616	0
WestMet Group Holdings LLC		8,915	42
Westmoreland Mining Holdings LLC		8,837	53
Windstream Holdings II LLC		226,019	4,705
普通株式合計			72,344
(取得原価 163,628千米ドル)
商業不動産証券 0.2%
CBL & Associates Properties, Inc.		6	124
Uniti Group, Inc.		81	374
VICI Properties, Inc.		760	21,217
商業不動産証券合計			21,715
(取得原価 6,172千米ドル)
エクイティリンク証券 0.0%
Intelsat Jackson Holdings S.A.
12/31/2049		211	1,963
エクイティリンク証券合計			1,963
(取得原価 0千米ドル)
		額面 (千通貨)	時価 (千米ドル)
ワラント 0.0%
Intelsat S.A.
02/17/2027		26	72
Stearns Holdings LLC
12/31/2049		1	0
ワラント合計			72
(取得原価 20,656千米ドル)
優先証券 0.0%
Cayenne Aviation LLC
9.500%		3,693	0
優先証券合計			0
(取得原価 1,210千米ドル)
		額面 (千通貨)
短期金融商品 5.0%
定期預金 0.5%
Australia and New Zealand Banking Group Ltd.
3.000% due 11/01/2023	AUD	764	484
3.850% due 11/01/2023	NZD	2	1
4.830% due 11/01/2023	USD	1	1
Bank of Nova Scotia
4.080% due 11/01/2023	CAD	543	391
4.830% due 11/01/2023	USD	593	593
BNP Paribas Bank
(0.370%) due 11/01/2023	JPY	68	1
0.550% due 11/01/2023	CHF	16	17
3.000% due 11/01/2023	AUD	501	317
3.330% due 11/01/2023	NOK	12	1
3.850% due 11/01/2023	NZD	1	0
4.420% due 11/01/2023	GBP	1	1
6.430% due 11/01/2023	ZAR	10,398	555
Brown Brothers Harriman & Co.
(0.370%) due 11/01/2023	JPY	3,630	24
2.750% due 11/01/2023	DKK	3	1
3.100% due 11/01/2023	EUR	1	1
4.420% due 11/01/2023	GBP	23	28
4.830% due 11/01/2023	USD	42	42
Citibank N.A.
4.830% due 11/01/2023		2,499	2,499
DBS Bank Ltd.
4.830% due 11/01/2023		2,137	2,137
DnB Bank ASA
2.990% due 11/01/2023	SEK	4	0
HSBC Bank PLC
3.100% due 11/01/2023	EUR	1,097	1,159
4.420% due 11/01/2023	GBP	66	80
JPMorgan Chase Bank N.A.
4.830% due 11/01/2023	USD	4,550	4,550
MUFG Bank Ltd.
(0.370%) due 11/01/2023	JPY	38,019	251
Royal Bank of Canada
4.830% due 11/01/2023	USD	1	1
Sumitomo Mitsui Banking Corp.
(0.370%) due 11/01/2023	JPY	234,359	1,548
3.100% due 11/01/2023	EUR	10,789	11,404
4.830% due 11/01/2023	USD	253	253
Sumitomo Mitsui Trust Bank Ltd.
(0.370%) due 11/01/2023	JPY	927,721	6,126
3.100% due 11/01/2023	EUR	4,002	4,230
4.420% due 11/01/2023	GBP	3,526	4,279
4.830% due 11/01/2023	USD	5,810	5,810
			46,785
		額面 (千通貨)	時価 (千米ドル)
アルゼンチン短期国債 0.1%
(32.511%) due 05/20/2024 (k)	ARS	551,156	797
(17.783%) due 11/23/2023 (j)		4,688,282	8,139
			8,936
日本短期国債(j) 4.4%
(0.234%) due 01/15/2024	JPY	34,990,000	231,136
(0.216%) due 01/22/2024		34,000,000	224,605
			455,741
短期金融商品合計			511,462
(取得原価 518,529千米ドル)
有価証券投資合計(a) 148.7%			15,268,043
(取得原価 16,679,350千米ドル)
金融デリバティブ商品 0.0%			1,772
(取得原価またはプレミアム(純額) 19,837千米ドル)
その他の資産および負債(純額) (48.7%)			(5,000,688)
純資産 100.0%			10,269,127

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)2023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112.9%、英国7.1%、その他28.7%です。
(b)当該証券は、デフォルト状態にあります。
(c)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。
(d)発行時決済証券です。
(e)偶発転換社債です。
(f)永久債の償還日は、コール日を記載しています。
(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)利率は満期までの利回り(加重平均)です。
(k)利率は満期までの利回りです。