有価証券報告書(内国投資信託受益証券)-第7期(2022/06/16-2023/06/15)

(4)【附属明細表】

第1 有価証券明細表

(1) 株式

該当事項はありません。

(2) 株式以外の有価証券

種類	通貨	銘柄	券面総額	評価額	備考
投資証券	国外・円	JPMORGAN FUNDS DIVERSIFIED RISK FUND JPY HEDGED SHARE CLASS	94,075.174	1,074,714,787.770
		JPM GLOBAL MACRO OPPORTUNITIES I (ACC) - JPY (HEDGED) FUND	46,492.469	521,180,577.490
	国外・円 小計			1,595,895,365.260
				(1,595,895,365)
投資証券 合計				1,595,895,365
				[1,595,895,365]
合計				1,595,895,365
				[1,595,895,365]

投資証券における券面総額欄の数値は、証券数を表示しております。

第2 信用取引契約残高明細表 該当事項はありません。 第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表 該当事項はありません。

(参考)

当ファンドは、「ダイバーシファイド・リスク・ファンド-JPMダイバーシファイド・リスク(Iクラス)(円ヘッジ)」の投資証券(円建)及び「グローバル・マクロ・オポチュニティーズ・ファンド-JPMグローバル・マクロ・オポチュニティーズ(Iクラス)(円ヘッジ)」の投資証券(円建)を主要投資対象としており、貸借対照表の資産の部に計上された「投資証券」は、すべて同ファンドの投資証券であります。 なお、同ファンドの状況は次のとおりであります。 「ダイバーシファイド・リスク・ファンド-JPMダイバーシファイド・リスク(Iクラス)(円ヘッジ)」の状況 以下に記載した同ファンドの情報は、会計監査人により監査を受けた財務諸表を委託会社で抜粋・翻訳したものであります。 以下に記載した情報は監査の対象外であります。

純資産計算書
2022年6月30日現在
	(米ドル)
資産
取得原価	724,331,796
未実現利益/(損失)	(34,240,462)
投資有価証券-時価	690,091,334
現金預金およびブローカー預託金	240,676,879
申込みに係る未収金	156,921
未収配当金	316,484
未収利息	2,670,709
未収還付税額	179
未収報酬免除額	26,702
金融先物取引未実現利益	2,652,366
先渡為替取引未実現利益	11,424,640
スワップ取引-適正価格	60,301,853
その他資産	16,726
資産合計	1,008,334,793
負債
ブローカーへの預託金	38,900,466
解約に係る未払金	80,211
未払販売報酬	2,026
未払運用および顧問報酬	40,007
未払ファンドサービス報酬	71,033
金融先物取引未実現損失	2,682,836
先渡為替取引未実現損失	33,633,993
スワップ取引-適正価格	81,512,771
その他負債	73,897
負債合計	156,997,240
純資産合計	851,337,553

損益および純資産変動計算書
2022年6月30日をもって終了する年度
	(米ドル)
期首現在純資産	815,648,874
収益
受取配当金、源泉課税控除後	6,371,871
受取利息、源泉課税控除後	13,070,675
スワップ取引にかかる受取利息	2,558,204
受取銀行利息	1,105
その他収益	118
収益合計	22,001,973
費用
運用および顧問報酬	533,290
ファンドサービス報酬	852,650
保管、支払代行、事務および所在地代行報酬	452,787
販売費用	16,842
登録および名義書換代行報酬	46,177
年次税	86,627
銀行その他支払利息	150,665
スワップ取引にかかる受取利息	263,955
その他の費用	153,842
控除:手数料免除額	(339,090)
費用合計	2,217,745
投資純利益/(損失)	19,784,228
実現純利益(損失):
売却済投資証券	(1,188,089)
金融先物取引	18,477,491
先渡為替取引	(89,320,877)
スワップ取引	155,516,698
為替取引	(782,041)
当期実現純利益(損失)	82,703,182
未実現増価(減価)純増減:
投資証券	(68,381,027)
金融先物取引	579,504
先渡為替取引	(7,871,325)
スワップ取引	(2,469,181)
為替取引	(32,089,594)
当期未実現損益純増減	(110,231,623)
運用の結果による純資産の増減	(7,744,213)
設定	187,826,294
解約	(144,347,946)
資本の増減による純資産増減	43,478,348
支払配当金	(45,456)
当期末現在純資産	851,337,553

投資有価証券明細表
2022年6月30日現在
投資対象	通貨	株数/額面		評価額 (USD)		純資産比 (%)
証券取引所に上場を承認されている譲渡性有価証券および短期金融市場商品
債券
多国籍企業
European Investment Bank 2.5% 15/03/2023	USD	50,000,000		49,894,284		5.86
European Investment Bank 1.375% 15/05/2023	USD	50,000,000		49,344,640		5.80
				99,238,924		11.66
英国
Marks & Spencer plc, 144A 7.125% 01/12/2037	USD	500,000		483,352		0.05
				483,352		0.05
米国
AmeriGas Partners LP 5.625% 20/05/2024	USD	1,171,000		1,140,958		0.14
AmeriGas Partners LP 5.5% 20/05/2025	USD	183,000		172,649		0.02
Bath & Body Works, Inc. 7.5% 15/06/2029	USD	100,000		92,247		0.01
Commercial Metals Co. 4.875% 15/05/2023	USD	500,000		496,610		0.06
Genworth Holdings, Inc. 4.8% 15/02/2024	USD	200,000		198,390		0.02
Hecla Mining Co. 7.25% 15/02/2028	USD	500,000		474,898		0.06
Murphy Oil USA, Inc. 5.625% 01/05/2027	USD	710,000		698,732		0.08
Murphy Oil USA, Inc. 4.75% 15/09/2029	USD	200,000		179,369		0.02
PBF Logistics LP 6.875% 15/05/2023	USD	2,853,000		2,813,400		0.33
Radian Group, Inc. 6.625% 15/03/2025	USD	400,000		391,144		0.05
Tri Pointe Homes, Inc. 5.25% 01/06/2027	USD	200,000		175,168		0.02
Under Armour, Inc. 3.25% 15/06/2026	USD	100,000		86,588		0.01
United States Cellular Corp. 6.7% 15/12/2033	USD	100,000		96,892		0.01
US Treasury Bill 0% 25/08/2022	USD	33,615,900		33,541,515		3.94
US Treasury Bill 0% 15/09/2022	USD	24,391,100		24,307,824		2.86
US Treasury Bill 0% 29/12/2022	USD	33,713,000		33,295,836		3.91
US Treasury Bill 0% 23/02/2023	USD	33,766,400		33,231,477		3.90
US Treasury Bill 0% 20/04/2023	USD	5,740,000		5,620,230		0.66
Yum! Brands, Inc. 3.875% 01/11/2023	USD	100,000		99,415		0.01
Yum! Brands, Inc. 4.625% 31/01/2032	USD	2,543,000		2,225,875		0.26
				139,339,217		16.37
債券合計				239,061,493		28.08
株式
オーストラリア
BlueScope Steel Ltd.	AUD	94,455		1,036,937		0.12
Coles Group Ltd.	AUD	47,317		581,994		0.07
CSR Ltd.	AUD	256,966		720,991		0.08
Downer EDI Ltd.	AUD	467,548		1,631,328		0.19
Healius Ltd.	AUD	305,133		773,999		0.09
Iluka Resources Ltd.	AUD	231,743		1,509,185		0.18
Incitec Pivot Ltd.	AUD	493,497		1,129,177		0.13
JB Hi-Fi Ltd.	AUD	44,663		1,185,789		0.14
Link Administration Holdings Ltd.	AUD	184,946		483,175		0.06
Nufarm Ltd.	AUD	157,484		552,740		0.07
Orora Ltd.	AUD	211,021		530,905		0.06
Perseus Mining Ltd.	AUD	506,712		553,476		0.07
Sonic Healthcare Ltd.	AUD	41,919		955,392		0.11
Technology One Ltd.	AUD	126,466		935,319		0.11
Telstra Corp. Ltd.	AUD	623,069		1,657,885		0.19
				14,238,292		1.67
バミューダ諸島
Signet Jewelers Ltd.	USD	20,468		1,097,801		0.13
				1,097,801		0.13
カナダ
ARC Resources Ltd.	CAD	76,653		978,592		0.12
Atco Ltd. ‘I’	CAD	15,820		534,978		0.06
B2Gold Corp.	CAD	290,081		1,000,078		0.12
Birchcliff Energy Ltd.	CAD	213,940		1,501,700		0.18
Canadian Natural Resources Ltd.	CAD	17,366		936,717		0.11
Canfor Corp.	CAD	96,147		1,620,832		0.19
Capstone Copper Corp.	CAD	454,570		1,126,456		0.13
CGI, Inc.	CAD	8,192		642,590		0.08
Descartes Systems Group, Inc. (The)	CAD	7,887		482,924		0.06
George Weston Ltd.	CAD	10,536		1,228,796		0.14
Gildan Activewear, Inc.	CAD	53,329		1,478,087		0.17
Hydro One Ltd., Reg. S	CAD	20,653		553,364		0.07
Interfor Corp.	CAD	83,341		1,616,970		0.19
Labrador Iron Ore Royalty Corp.	CAD	19,433		427,001		0.05
Loblaw Cos. Ltd.	CAD	12,295		1,097,844		0.13
Metro, Inc.	CAD	9,585		511,659		0.06
Parex Resources, Inc.	CAD	83,121		1,397,374		0.16
Russel Metals, Inc.	CAD	68,381		1,351,645		0.16
Toromont Industries Ltd.	CAD	6,686		533,273		0.06
West Fraser Timber Co. Ltd.	CAD	21,148		1,573,827		0.18
Whitecap Resources, Inc.	CAD	88,663		610,658		0.07
				21,205,365		2.49
ドイツ
Amdocs Ltd.	USD	16,894		1,397,556		0.17
				1,397,556		0.17
アイルランド
Accenture plc ‘A’	USD	4,456		1,230,814		0.14
James Hardie Industries plc, CDI	AUD	29,772		652,961		0.08
Pentair plc	USD	22,277		995,782		0.12
				2,879,557		0.34
日本
Ajinomoto Co., Inc.	JPY	16,400		398,481		0.05
Amada Co. Ltd.	JPY	173,400		1,272,129		0.15
Astellas Pharma, Inc.	JPY	46,800		727,752		0.09
BIPROGY, Inc.	JPY	38,400		763,773		0.09
Brother Industries Ltd.	JPY	56,500		991,155		0.12
CKD Corp.	JPY	79,200		1,006,187		0.12
Cosmo Energy Holdings Co. Ltd.	JPY	19,900		551,322		0.06
Ebara Corp.	JPY	14,400		537,226		0.06
Fujikura Ltd.	JPY	266,200		1,506,334		0.18
GungHo Online Entertainment, Inc.	JPY	51,700		911,896		0.11
H.U. Group Holdings, Inc.	JPY	30,100		653,727		0.08
Hitachi Transport System Ltd.	JPY	10,200		642,857		0.08
Hitachi Zosen Corp.	JPY	166,000		1,041,943		0.12
Hoya Corp.	JPY	4,100		349,365		0.04
KDDI Corp.	JPY	47,800		1,508,237		0.18
Kewpie Corp.	JPY	51,200		865,402		0.10
Kureha Corp.	JPY	21,600		1,519,493		0.18
Kyowa Kirin Co. Ltd.	JPY	32,100		721,611		0.08
Lawson, Inc.	JPY	28,000		929,741		0.11
Lixil Corp.	JPY	46,300		864,688		0.10
NEC Networks & System Integration Corp.	JPY	57,800		780,248		0.09
Nippon Electric Glass Co. Ltd.	JPY	50,900		973,444		0.11
Nippon Suisan Kaisha Ltd.	JPY	269,100		1,134,633		0.13
Nippon Telegraph & Telephone Corp.	JPY	44,900		1,289,036		0.15
Nishimatsuya Chain Co. Ltd.	JPY	106,500		1,121,832		0.13
Nisshinbo Holdings, Inc.	JPY	111,500		837,698		0.10
SCREEN Holdings Co. Ltd.	JPY	15,300		1,031,274		0.12
SCSK Corp.	JPY	60,000		1,014,585		0.12
Secom Co. Ltd.	JPY	7,500		462,038		0.05
Seiko Epson Corp.	JPY	42,300		598,092		0.07
Shimadzu Corp.	JPY	16,000		505,085		0.06
Shimano, Inc.	JPY	2,700		455,669		0.05
Shionogi & Co. Ltd.	JPY	9,200		463,798		0.05
Suntory Beverage & Food Ltd.	JPY	18,300		689,458		0.08
Takeuchi Manufacturing Co. Ltd.	JPY	56,800		969,877		0.11
Tama Home Co. Ltd.	JPY	68,300		1,233,338		0.15
TechnoPro Holdings, Inc.	JPY	42,600		853,110		0.10
Tokyo Tatemono Co. Ltd.	JPY	67,800		934,197		0.11
Toridoll Holdings Corp.	JPY	20,900		354,413		0.04
Toyo Suisan Kaisha Ltd.	JPY	12,100		470,563		0.06
Trend Micro, Inc.	JPY	18,400		895,642		0.11
Ulvac, Inc.	JPY	23,500		798,043		0.09
USS Co. Ltd.	JPY	63,900		1,103,102		0.13
ZOZO, Inc.	JPY	40,500		728,355		0.09
				37,460,849		4.40
プエルトリコ
EVERTEC, Inc.	USD	35,800		1,275,017		0.15
Popular, Inc.	USD	7,942		605,141		0.07
				1,880,158		0.22
スイス
TE Connectivity Ltd.	USD	9,500		1,050,985		0.12
				1,050,985		0.12
米国
3M Co.	USD	3,138		399,750		0.05
A O Smith Corp.	USD	17,036		914,748		0.11
Abbott Laboratories	USD	6,841		739,033		0.09
Abercrombie & Fitch Co. ‘A’	USD	45,179		772,109		0.09
Academy Sports & Outdoors, Inc.	USD	38,419		1,349,852		0.16
Acadia Healthcare Co., Inc.	USD	17,948		1,229,707		0.14
Acushnet Holdings Corp.	USD	11,187		453,857		0.05
Adobe, Inc.	USD	2,175		780,357		0.09
AdvanSix, Inc.	USD	18,647		601,832		0.07
Agilent Technologies, Inc.	USD	7,069		827,285		0.10
Allison Transmission Holdings, Inc.	USD	25,182		952,635		0.11
Alphabet, Inc. ‘A’	USD	439		946,881		0.11
Alphabet, Inc. ‘C’	USD	407		882,449		0.10
AMN Healthcare Services, Inc.	USD	6,389		712,661		0.08
Antero Resources Corp.	USD	46,476		1,537,194		0.18
Anywhere Real Estate, Inc.	USD	111,759		1,058,917		0.12
Apogee Enterprises, Inc.	USD	18,967		720,082		0.08
Applied Materials, Inc.	USD	10,302		921,308		0.11
ArcBest Corp.	USD	16,529		1,120,584		0.13
Archrock, Inc.	USD	70,703		586,835		0.07
Atkore, Inc.	USD	14,412		1,186,540		0.14
Automatic Data Processing, Inc.	USD	4,652		977,804		0.11
AutoNation, Inc.	USD	13,838		1,528,545		0.18
Boise Cascade Co.	USD	21,248		1,225,903		0.14
Bristol-Myers Squibb Co.	USD	13,633		1,046,265		0.12
Broadcom, Inc.	USD	2,625		1,264,974		0.15
Buckle, Inc. (The)	USD	36,855		1,009,643		0.12
Cadence Design Systems, Inc.	USD	8,302		1,238,326		0.15
Cardinal Health, Inc.	USD	23,971		1,261,114		0.15
Cars.com, Inc.	USD	85,037		772,986		0.09
Celanese Corp.	USD	5,746		667,800		0.08
CF Industries Holdings, Inc.	USD	16,484		1,396,277		0.16
Chemed Corp.	USD	1,407		666,960		0.08
Chemours Co. (The)	USD	42,271		1,303,004		0.15
Cisco Systems, Inc.	USD	12,393		523,542		0.06
Cognizant Technology Solutions Corp. ‘A’	USD	9,561		641,495		0.08
CommVault Systems, Inc.	USD	25,442		1,597,249		0.19
Constellation Brands, Inc. ‘A’	USD	6,455		1,502,304		0.18
Corcept Therapeutics, Inc.	USD	29,639		716,671		0.08
Cowen, Inc. ‘A’	USD	28,543		683,605		0.08
Crane Holdings Co.	USD	10,321		877,956		0.10
CSG Systems International, Inc.	USD	23,660		1,399,844		0.16
CSX Corp.	USD	15,760		453,021		0.05
CVS Health Corp.	USD	11,533		1,071,473		0.13
Danaher Corp.	USD	1,791		448,287		0.05
DaVita, Inc.	USD	9,693		769,624		0.09
Dell Technologies, Inc. ‘C’	USD	16,167		745,056		0.09
Dick’s Sporting Goods, Inc.	USD	14,409		1,074,911		0.13
Dolby Laboratories, Inc. ‘A’	USD	16,754		1,197,911		0.14
EMCOR Group, Inc.	USD	6,571		661,371		0.08
Ensign Group, Inc. (The)	USD	13,554		1,001,234		0.12
Ethan Allen Interiors, Inc.	USD	63,641		1,264,547		0.15
ExlService Holdings, Inc.	USD	12,085		1,783,686		0.21
First Commonwealth Financial Corp.	USD	36,380		479,306		0.06
Flowers Foods, Inc.	USD	17,434		459,299		0.05
Gartner, Inc.	USD	5,497		1,298,831		0.15
Gentex Corp.	USD	24,891		683,009		0.08
Greif, Inc. ‘A’	USD	20,762		1,280,081		0.15
Group 1 Automotive, Inc.	USD	8,935		1,490,179		0.17
H&R Block, Inc.	USD	35,439		1,232,746		0.14
Hershey Co. (The)	USD	2,741		594,920		0.07
Hibbett, Inc.	USD	15,881		681,930		0.08
Hillenbrand, Inc.	USD	32,884		1,310,427		0.15
Hologic, Inc.	USD	8,398		583,829		0.07
HomeStreet, Inc.	USD	10,462		361,305		0.04
Hostess Brands, Inc.	USD	77,553		1,620,470		0.19
Innoviva, Inc.	USD	28,617		421,528		0.05
International Paper Co.	USD	13,417		560,428		0.07
Interpublic Group of Cos., Inc. (The)	USD	46,240		1,254,954		0.15
Intuit, Inc.	USD	2,477		937,990		0.11
J M Smucker Co. (The)	USD	3,772		492,850		0.06
Jack Henry & Associates, Inc.	USD	7,525		1,362,815		0.16
Jefferies Financial Group, Inc.	USD	22,337		598,632		0.07
John Wiley & Sons, Inc. ‘A’	USD	11,522		549,542		0.06
Johnson & Johnson	USD	4,256		750,290		0.09
Kadant, Inc.	USD	2,395		428,406		0.05
Kforce, Inc.	USD	20,749		1,252,202		0.15
KLA Corp.	USD	3,212		1,008,150		0.12
Knowles Corp.	USD	33,595		575,986		0.07
Kontoor Brands, Inc.	USD	24,967		827,157		0.10
Korn Ferry	USD	18,788		1,059,831		0.12
Kroger Co. (The)	USD	12,678		602,268		0.07
Kulicke & Soffa Industries, Inc.	USD	27,981		1,190,032		0.14
Laboratory Corp. of America Holdings	USD	6,057		1,427,605		0.17
La-Z-Boy, Inc.	USD	37,749		884,648		0.10
LeMaitre Vascular, Inc.	USD	13,235		597,494		0.07
Louisiana-Pacific Corp.	USD	22,748		1,164,015		0.14
Lumen Technologies, Inc.	USD	105,157		1,162,511		0.14
Marathon Oil Corp.	USD	60,487		1,377,894		0.16
MarineMax, Inc.	USD	29,282		1,033,801		0.12
McKesson Corp.	USD	5,389		1,756,194		0.21
Medpace Holdings, Inc.	USD	7,716		1,145,826		0.13
Merit Medical Systems, Inc.	USD	21,718		1,173,858		0.14
Methode Electronics, Inc.	USD	23,056		843,158		0.10
Microchip Technology, Inc.	USD	12,209		691,701		0.08
Microsoft Corp.	USD	4,245		1,081,286		0.13
Moelis & Co. ‘A’	USD	11,589		447,451		0.05
Molina Healthcare, Inc.	USD	5,120		1,429,376		0.17
Mr Cooper Group, Inc.	USD	30,980		1,128,756		0.13
Murphy Oil Corp.	USD	37,581		1,157,307		0.14
MYR Group, Inc.	USD	15,355		1,317,536		0.15
National Fuel Gas Co.	USD	23,754		1,573,109		0.18
Navient Corp.	USD	38,858		534,492		0.06
NetApp, Inc.	USD	17,834		1,154,395		0.14
NetScout Systems, Inc.	USD	34,743		1,172,229		0.14
Nexstar Media Group, Inc. ‘A’	USD	9,069		1,492,395		0.18
NextGen Healthcare, Inc.	USD	87,344		1,511,051		0.18
Norfolk Southern Corp.	USD	1,928		433,125		0.05
NVR, Inc.	USD	217		851,084		0.10
Oasis Petroleum, Inc.	USD	10,915		1,396,411		0.16
Old Dominion Freight Line, Inc.	USD	1,749		437,775		0.05
Onto Innovation, Inc.	USD	16,696		1,142,340		0.13
Oshkosh Corp.	USD	13,909		1,119,327		0.13
Ovintiv, Inc.	USD	31,339		1,411,509		0.17
Owens Corning	USD	17,544		1,292,466		0.15
Parker-Hannifin Corp.	USD	2,294		553,106		0.06
PDC Energy, Inc.	USD	22,074		1,375,431		0.16
Perficient, Inc.	USD	13,247		1,174,148		0.14
PerkinElmer, Inc.	USD	2,763		390,315		0.05
Prestige Consumer Healthcare, Inc.	USD	25,811		1,466,710		0.17
Procter & Gamble Co. (The)	USD	3,520		499,594		0.06
Progress Software Corp.	USD	35,475		1,628,657		0.19
Qualys, Inc.	USD	9,544		1,195,768		0.14
Quest Diagnostics, Inc.	USD	9,924		1,342,568		0.16
QuidelOrtho Corp.	USD	7,641		743,355		0.09
Rambus, Inc.	USD	50,478		1,065,591		0.13
Redwood Trust, Inc., REIT	USD	109,270		826,628		0.10
Resolute Forest Products, Inc.	USD	119,735		1,429,636		0.17
Robert Half International, Inc.	USD	9,617		707,763		0.08
Rush Enterprises, Inc. ‘A’	USD	28,821		1,366,404		0.16
Ryder System, Inc.	USD	20,325		1,403,238		0.16
Sandy Spring Bancorp, Inc.	USD	23,789		910,524		0.11
Shoe Carnival, Inc.	USD	47,457		1,020,800		0.12
Snap-on, Inc.	USD	6,343		1,240,088		0.15
Sprouts Farmers Market, Inc.	USD	22,144		557,254		0.07
SPS Commerce, Inc.	USD	5,533		623,099		0.07
Stewart Information Services Corp.	USD	19,317		939,289		0.11
Synopsys, Inc.	USD	4,848		1,463,854		0.17
Texas Instruments, Inc.	USD	2,589		391,664		0.05
Thermo Fisher Scientific, Inc.	USD	969		515,963		0.06
TimkenSteel Corp.	USD	76,220		1,355,954		0.16
Titan Machinery, Inc.	USD	17,542		386,275		0.05
Tri Pointe Homes, Inc.	USD	65,956		1,080,689		0.13
TTM Technologies, Inc.	USD	33,920		413,994		0.05
Tyson Foods, Inc. ‘A’	USD	16,124		1,383,117		0.16
Union Pacific Corp.	USD	2,277		478,648		0.06
UnitedHealth Group, Inc.	USD	3,436		1,763,183		0.21
USANA Health Sciences, Inc.	USD	16,217		1,164,786		0.14
Virtus Investment Partners, Inc.	USD	4,575		772,374		0.09
Visa, Inc. ‘A’	USD	7,863		1,522,513		0.18
Vista Outdoor, Inc.	USD	21,405		598,698		0.07
Watts Water Technologies, Inc. ‘A’	USD	7,966		954,685		0.11
West Pharmaceutical Services, Inc.	USD	1,356		401,118		0.05
Western Union Co. (The)	USD	28,356		462,628		0.05
Whiting Petroleum Corp.	USD	19,334		1,383,058		0.16
Williams-Sonoma, Inc.	USD	9,838		1,066,046		0.13
Zumiez, Inc.	USD	34,702		893,750		0.10
				153,672,485		18.05
株式合計				234,883,048		27.59
証券取引所に上場を承認されている譲渡性有価証券および短期金融市場商品合計				473,944,541		55.67
その他の規制市場で取引される譲渡性有価証券および短期金融市場商品
債券
オーストラリア
FMG Resources August 2006 Pty. Ltd., 144A 5.125% 15/05/2024	USD	2,756,000		2,654,661		0.31
Mineral Resources Ltd., 144A 8.125% 01/05/2027	USD	2,717,000		2,707,017		0.32
				5,361,678		0.63
カナダ
Baytex Energy Corp., 144A 8.75% 01/04/2027	USD	200,000		200,842		0.02
Brookfield Residential Properties, Inc., 144A 6.25% 15/09/2027	USD	200,000		166,046		0.02
Masonite International Corp., 144A 5.375% 01/02/2028	USD	2,500,000		2,267,213		0.27
Open Text Corp., 144A 3.875% 15/02/2028	USD	618,000		543,005		0.06
Precision Drilling Corp., 144A 7.125% 15/01/2026	USD	100,000		94,132		0.01
Ritchie Bros Auctioneers, Inc., 144A 5.375% 15/01/2025	USD	500,000		489,577		0.06
Taseko Mines Ltd., 144A 7% 15/02/2026	USD	440,000		375,184		0.05
				4,135,999		0.49
アイルランド
James Hardie International Finance DAC, 144A 5% 15/01/2028	USD	1,565,000		1,395,690		0.17
Jazz Securities DAC, 144A 4.375% 15/01/2029	USD	200,000		177,137		0.02
				1,572,827		0.19
ルクセンブルク
Telenet Finance Luxembourg Notes Sarl, 144A 5.5% 01/03/2028	USD	400,000		353,620		0.04
				353,620		0.04
オランダ
Alcoa Nederland Holding BV, 144A 5.5% 15/12/2027	USD	300,000		285,827		0.03
Alcoa Nederland Holding BV, 144A 6.125% 15/05/2028	USD	1,850,000		1,796,366		0.21
				2,082,193		0.24
多国籍企業
Herbalife Nutrition Ltd., 144A 7.875% 01/09/2025	USD	192,000		173,180		0.02
				173,180		0.02
英国
Jaguar Land Rover Automotive plc, 144A 7.75% 15/10/2025	USD	200,000		185,220		0.02
				185,220		0.02
米国
Advanced Drainage Systems, Inc., 144A 5% 30/09/2027	USD	200,000		185,798		0.02
Alliance Resource Operating Partners LP, 144A 7.5% 01/05/2025	USD	1,147,000		1,134,458		0.13
Allison Transmission, Inc., 144A 4.75% 01/10/2027	USD	791,000		723,056		0.09
AMC Networks, Inc. 5% 01/04/2024	USD	93,000		90,232		0.01
AMC Networks, Inc. 4.75% 01/08/2025	USD	500,000		465,813		0.05
Amkor Technology, Inc., 144A 6.625% 15/09/2027	USD	2,769,000		2,620,622		0.31
AMN Healthcare, Inc., 144A 4.625% 01/10/2027	USD	200,000		182,966		0.02
AMN Healthcare, Inc., 144A 4% 15/04/2029	USD	1,702,000		1,441,296		0.17
ASGN, Inc., 144A 4.625% 15/05/2028	USD	2,984,000		2,575,744		0.30
Ashland LLC, 144A 3.375% 01/09/2031	USD	500,000		408,386		0.05
Atkore, Inc., 144A 4.25% 01/06/2031	USD	500,000		416,000		0.05
Bath & Body Works, Inc., 144A 9.375% 01/07/2025	USD	2,006,000		2,042,258		0.24
Bath & Body Works, Inc., 144A 6.625% 01/10/2030	USD	444,000		383,891		0.05
Bed Bath & Beyond, Inc. 3.749% 01/08/2024	USD	100,000		58,378		0.01
Berry Petroleum Co. LLC, 144A 7% 15/02/2026	USD	649,000		581,233		0.07
Black Knight InfoServ LLC, 144A 3.625% 01/09/2028	USD	1,446,000		1,263,218		0.15
BlueLinx Holdings, Inc., 144A 6% 15/11/2029	USD	200,000		156,273		0.02
Boise Cascade Co., 144A 4.875% 01/07/2030	USD	1,369,000		1,198,116		0.14
Cable One, Inc., 144A 4% 15/11/2030	USD	3,105,000		2,550,323		0.30
California Resources Corp., 144A 7.125% 01/02/2026	USD	2,693,000		2,638,076		0.31
Central Garden & Pet Co. 5.125% 01/02/2028	USD	2,843,000		2,546,271		0.30
Cheniere Energy, Inc. 4.625% 15/10/2028	USD	300,000		271,311		0.03
Chesapeake Energy Corp., 144A 5.5% 01/02/2026	USD	1,000,000		949,958		0.11
Civitas Resources, Inc., 144A 5% 15/10/2026	USD	2,500,000		2,224,693		0.26
Coinbase Global, Inc., 144A 3.375% 01/10/2028	USD	200,000		125,569		0.01
Compass Group Diversified Holdings LLC, 144A 5.25% 15/04/2029	USD	100,000		82,216		0.01
Consensus Cloud Solutions, Inc., 144A 6% 15/10/2026	USD	200,000		171,627		0.02
CoreCivic, Inc. 8.25% 15/04/2026	USD	200,000		195,378		0.02
CoreLogic, Inc., 144A 4.5% 01/05/2028	USD	200,000		157,090		0.02
Credit Acceptance Corp., 144A 5.125% 31/12/2024	USD	600,000		565,986		0.07
Credit Acceptance Corp. 6.625% 15/03/2026	USD	805,000		755,183		0.09
Crocs, Inc., 144A 4.125% 15/08/2031	USD	499,000		355,119		0.04
CVR Energy, Inc., 144A 5.25% 15/02/2025	USD	100,000		91,607		0.01
DaVita, Inc., 144A 4.625% 01/06/2030	USD	1,634,000		1,273,556		0.15
Delek Logistics Partners LP, 144A 7.125% 01/06/2028	USD	500,000		456,328		0.05
Deluxe Corp., 144A 8% 01/06/2029	USD	200,000		164,556		0.02
DISH DBS Corp. 5.875% 15/11/2024	USD	421,000		357,185		0.04
DT Midstream, Inc., 144A 4.125% 15/06/2029	USD	500,000		423,948		0.05
Edgewell Personal Care Co., 144A 5.5% 01/06/2028	USD	200,000		179,384		0.02
Element Solutions, Inc., 144A 3.875% 01/09/2028	USD	3,103,000		2,572,899		0.30
Emergent BioSolutions, Inc., 144A 3.875% 15/08/2028	USD	3,298,000		2,355,184		0.28
Enact Holdings, Inc., 144A 6.5% 15/08/2025	USD	876,000		823,627		0.10
EnerSys, 144A 5% 30/04/2023	USD	1,151,000		1,136,002		0.13
Enova International, Inc., 144A 8.5% 01/09/2024	USD	100,000		93,267		0.01
EnPro Industries, Inc. 5.75% 15/10/2026	USD	200,000		193,373		0.02
Entegris, Inc., 144A 4.375% 15/04/2028	USD	2,973,000		2,627,329		0.31
Fair Isaac Corp., 144A 5.25% 15/05/2026	USD	700,000		696,773		0.08
Fair Isaac Corp., 144A 4% 15/06/2028	USD	570,000		505,502		0.06
FirstCash, Inc., 144A 4.625% 01/09/2028	USD	100,000		85,123		0.01
Frontier Communications Holdings LLC, 144A 5.875% 15/10/2027	USD	2,300,000		2,073,541		0.24
Gartner, Inc., 144A 4.5% 01/07/2028	USD	2,882,000		2,622,587		0.31
GrafTech Finance, Inc., 144A 4.625% 15/12/2028	USD	1,486,000		1,197,713		0.14
Graham Holdings Co., 144A 5.75% 01/06/2026	USD	2,700,000		2,679,628		0.31
GYP Holdings III Corp., 144A 4.625% 01/05/2029	USD	500,000		390,630		0.05
Hologic, Inc., 144A 4.625% 01/02/2028	USD	1,389,000		1,302,049		0.15
Horizon Therapeutics USA, Inc., 144A 5.5% 01/08/2027	USD	2,645,000		2,547,452		0.30
Hughes Satellite Systems Corp. 6.625% 01/08/2026	USD	200,000		177,135		0.02
Icahn Enterprises LP 6.25% 15/05/2026	USD	2,836,000		2,632,529		0.31
II-VI, Inc., 144A 5% 15/12/2029	USD	200,000		174,977		0.02
Ingevity Corp., 144A 3.875% 01/11/2028	USD	100,000		84,282		0.01
ITT Holdings LLC, 144A 6.5% 01/08/2029	USD	500,000		406,837		0.05
Joseph T Ryerson & Son, Inc., 144A 8.5% 01/08/2028	USD	22,000		22,727		0.00
Kennedy-Wilson, Inc. 4.75% 01/03/2029	USD	3,063,000		2,485,533		0.29
KFC Holding Co., 144A 4.75% 01/06/2027	USD	100,000		95,046		0.01
Korn Ferry, 144A 4.625% 15/12/2027	USD	2,898,000		2,616,575		0.31
Louisiana-Pacific Corp., 144A 3.625% 15/03/2029	USD	3,100,000		2,465,957		0.29
LPL Holdings, Inc., 144A 4.625% 15/11/2027	USD	2,622,000		2,446,264		0.29
LPL Holdings, Inc., 144A 4% 15/03/2029	USD	273,000		233,819		0.03
Magnolia Oil & Gas Operating LLC, 144A 6% 01/08/2026	USD	850,000		802,141		0.09
Manitowoc Co., Inc. (The), 144A 9% 01/04/2026	USD	100,000		93,389		0.01
Matador Resources Co. 5.875% 15/09/2026	USD	50,000		47,763		0.01
Match Group Holdings II LLC, 144A 5% 15/12/2027	USD	1,341,000		1,249,787		0.15
Meritor, Inc., 144A 4.5% 15/12/2028	USD	200,000		193,414		0.02
Molina Healthcare, Inc., 144A 4.375% 15/06/2028	USD	200,000		178,385		0.02
Netflix, Inc. 5.75% 01/03/2024	USD	817,000		834,393		0.10
Netflix, Inc. 4.875% 15/04/2028	USD	100,000		93,687		0.01
Netflix, Inc. 5.875% 15/11/2028	USD	86,000		84,280		0.01
News Corp., 144A 3.875% 15/05/2029	USD	3,040,000		2,622,790		0.31
NMI Holdings, Inc., 144A 7.375% 01/06/2025	USD	2,605,000		2,557,550		0.30
Northern Oil and Gas, Inc., 144A 8.125% 01/03/2028	USD	200,000		188,795		0.02
NortonLifeLock, Inc., 144A 5% 15/04/2025	USD	200,000		195,584		0.02
Oasis Petroleum, Inc., 144A 6.375% 01/06/2026	USD	2,721,000		2,568,597		0.30
Open Text Holdings, Inc., 144A 4.125% 15/02/2030	USD	500,000		425,751		0.05
Organon & Co., 144A 4.125% 30/04/2028	USD	200,000		176,245		0.02
Papa John’s International, Inc., 144A 3.875% 15/09/2029	USD	500,000		411,690		0.05
Patterson-UTI Energy, Inc. 3.95% 01/02/2028	USD	2,898,000		2,426,105		0.29
PDC Energy, Inc. 6.125% 15/09/2024	USD	696,000		685,495		0.08
PRA Group, Inc., 144A 7.375% 01/09/2025	USD	947,000		927,895		0.11
Presidio Holdings, Inc., 144A 4.875% 01/02/2027	USD	200,000		183,814		0.02
Prestige Brands, Inc., 144A 5.125% 15/01/2028	USD	200,000		186,101		0.02
PROG Holdings, Inc., 144A 6% 15/11/2029	USD	200,000		152,613		0.02
PTC, Inc., 144A 3.625% 15/02/2025	USD	513,000		485,984		0.06
Rent-A-Center, Inc., 144A 6.375% 15/02/2029	USD	3,200,000		2,504,000		0.29
Resolute Forest Products, Inc., 144A 4.875% 01/03/2026	USD	290,000		262,895		0.03
RR Donnelley & Sons Co. 8.25% 01/07/2027	USD	905,000		888,031		0.10
Sirius XM Radio, Inc., 144A 5% 01/08/2027	USD	2,804,000		2,604,848		0.31
Synaptics, Inc., 144A 4% 15/06/2029	USD	200,000		161,894		0.02
Talos Production, Inc. 12% 15/01/2026	USD	1,279,000		1,335,334		0.16
TEGNA, Inc., 144A 4.75% 15/03/2026	USD	1,535,000		1,475,371		0.17
TEGNA, Inc. 4.625% 15/03/2028	USD	1,295,000		1,218,817		0.14
Tempur Sealy International, Inc., 144A 4% 15/04/2029	USD	316,000		252,253		0.03
Terex Corp., 144A 5% 15/05/2029	USD	3,015,000		2,567,212		0.30
TriMas Corp., 144A 4.125% 15/04/2029	USD	200,000		169,383		0.02
TriNet Group, Inc., 144A 3.5% 01/03/2029	USD	500,000		411,945		0.05
TripAdvisor, Inc., 144A 7% 15/07/2025	USD	1,742,000		1,692,092		0.20
Triumph Group, Inc., 144A 8.875% 01/06/2024	USD	80,000		79,896		0.01
TTM Technologies, Inc., 144A 4% 01/03/2029	USD	3,150,000		2,655,040		0.31
Urban One, Inc., 144A 7.375% 01/02/2028	USD	100,000		87,254		0.01
Vail Resorts, Inc., 144A 6.25% 15/05/2025	USD	100,000		100,059		0.01
Valvoline, Inc., 144A 3.625% 15/06/2031	USD	3,268,000		2,575,478		0.30
Viavi Solutions, Inc., 144A 3.75% 01/10/2029	USD	2,778,000		2,331,945		0.27
Vista Outdoor, Inc., 144A 4.5% 15/03/2029	USD	200,000		153,287		0.02
Wabash National Corp., 144A 4.5% 15/10/2028	USD	743,000		569,324		0.07
Warrior Met Coal, Inc., 144A 7.875% 01/12/2028	USD	499,000		479,116		0.06
William Carter Co. (The), 144A 5.625% 15/03/2027	USD	964,000		910,455		0.11
Windstream Escrow LLC, 144A 7.75% 15/08/2028	USD	200,000		163,554		0.02
Winnebago Industries, Inc., 144A 6.25% 15/07/2028	USD	200,000		183,770		0.02
World Acceptance Corp., 144A 7% 01/11/2026	USD	200,000		142,334		0.02
Xerox Holdings Corp., 144A 5% 15/08/2025	USD	2,544,000		2,372,861		0.28
Ziff Davis, Inc., 144A 4.625% 15/10/2030	USD	3,013,000		2,596,106		0.31
ZipRecruiter, Inc., 144A 5% 15/01/2030	USD	991,000		838,644		0.10
				119,762,908		14.07
債券合計				133,627,625		15.70
その他の規制市場で取引される譲渡性有価証券および短期金融市場商品合計				133,627,625		15.70
UCITSと認められたユニットまたはその他の集団投資事業
集団投資スキーム - UCITS
ルクセンブルク
JPMorgan USD Liquidity LVNAV Fund - JPM USD Liquidity LVNAV X (dist.)†	USD	82,519,168		82,519,168		9.69
				82,519,168		9.69
集団投資スキーム - UCITS合計				82,519,168		9.69
UCITSと認められたユニットまたはその他の集団投資事業合計				82,519,168		9.69
投資有価証券合計				690,091,334		81.06
現金				201,776,413		23.70
その他の資産/(負債)				(40,530,194)		(4.76)
純資産				851,337,553		100.00
† 利害関係人のファンド

為替先渡取引

買建 通貨	買建額	売建 通貨	売建額	決済日	取引相手	評価益(損) (米ドル)		純資産比 (%)
AUD	2,326,696	EUR	1,534,253	19/07/2022	State Street	6,327		-
AUD	1,489,705	JPY	139,605,652	19/07/2022	BNP Paribas	140		-
AUD	1,681,294	USD	1,156,437	15/08/2022	HSBC	4,434		-
CAD	9,594,380	JPY	1,010,256,510	19/07/2022	Goldman Sachs	1,005		-
CAD	1,077,377	USD	831,683	15/07/2022	RBC	3,962		-
CAD	2,256,298	USD	1,736,411	15/07/2022	State Street	13,639		-
CAD	1,368,288	USD	1,058,325	19/07/2022	RBC	2,942		-
CHF	2,187,941	GBP	1,858,608	19/07/2022	Barclays	31,373		-
CHF	1,047	USD	1,072	12/07/2022	Barclays	24		-
CHF	175,025	USD	179,581	12/07/2022	BNP Paribas	3,678		-
CHF	1,545	USD	1,565	12/07/2022	Goldman Sachs	52		-
CHF	1,119	USD	1,129	12/07/2022	HSBC	43		-
CHF	948	USD	990	12/07/2022	RBC	3		-
CHF	733,952	USD	766,746	15/07/2022	State Street	1,887		-
CHF	3,197,716	USD	3,282,210	19/07/2022	BNP Paribas	67,493		0.01
GBP	25,786,379	NOK	306,458,556	19/07/2022	Goldman Sachs	449,177		0.05
GBP	828,875	NZD	1,607,607	19/07/2022	Barclays	4,913		-
GBP	1,216,979	SEK	14,918,701	19/07/2022	Barclays	28,537		-
GBP	631,176	USD	764,232	15/08/2022	RBC	3,874		-
JPY	140,174,946	AUD	1,493,008	19/07/2022	Barclays	1,773		-
JPY	73,714,214	USD	541,651	12/07/2022	BNP Paribas	1,012		-
USD	2,613,535	AUD	3,767,509	15/07/2022	Merrill Lynch	12,924		-
USD	13,261,520	AUD	18,418,088	15/07/2022	Standard Chartered	548,002		0.07
USD	869,778	AUD	1,248,905	19/07/2022	Barclays	7,664		-
USD	21,613,704	CAD	27,237,535	15/07/2022	HSBC	487,478		0.06
USD	6,170	EUR	5,871	01/07/2022	RBC	55		-
USD	67,858	EUR	64,748	05/07/2022	Merrill Lynch	408		-
USD	1,094,348	EUR	1,033,011	12/07/2022	BNP Paribas	17,743		-
USD	594,367	EUR	563,500	12/07/2022	Citibank	7,088		-
USD	3,947,658	EUR	3,741,456	12/07/2022	HSBC	48,312		0.01
USD	152,898	EUR	145,595	12/07/2022	RBC	1,159		-
USD	7,334	EUR	6,844	12/07/2022	Standard Chartered	201		-
USD	1,968,285	EUR	1,830,168	12/07/2022	State Street	60,882		0.01
USD	67,882,756	EUR	63,376,911	19/07/2022	Barclays	1,798,957		0.21
USD	1,008,588	EUR	957,632	19/07/2022	BNP Paribas	10,054		-
USD	11,264,886	GBP	9,158,486	12/07/2022	Barclays	127,305		0.02
USD	22,707,881	GBP	18,573,440	12/07/2022	Goldman Sachs	120,831		0.02
USD	4,043,592	GBP	3,228,562	12/07/2022	HSBC	117,357		0.01
USD	9,998,548	IDR	144,655,986,501	19/07/2022	Citibank	338,999		0.04
USD	2,452,628	ILS	8,167,403	19/07/2022	Goldman Sachs	118,193		0.01
USD	7,512,804	ILS	25,033,956	19/07/2022	HSBC	357,515		0.04
USD	499,387	JPY	67,348,503	12/07/2022	Barclays	3,586		-
USD	1,888,909	JPY	254,131,095	12/07/2022	Merrill Lynch	18,068		-
USD	49,633,760	JPY	6,576,120,040	15/07/2022	HSBC	1,212,927		0.14
USD	48,103,788	JPY	6,369,080,583	19/07/2022	Barclays	1,195,414		0.14
USD	1,352,303	JPY	180,653,740	19/07/2022	Merrill Lynch	21,785		-
USD	1,328,168	JPY	178,258,381	19/07/2022	Standard Chartered	15,293		-
USD	2,369,192	KRW	2,975,917,917	19/07/2022	Citibank	77,485		0.01
USD	7,531,359	KRW	9,464,206,606	19/07/2022	J.P. Morgan	243,125		0.03
USD	5,053,650	NOK	48,001,365	19/07/2022	Goldman Sachs	211,527		0.03
USD	22,729,906	NZD	35,235,291	19/07/2022	Standard Chartered	741,506		0.09
USD	19,948	SEK	203,237	05/07/2022	Barclays	182		-
USD	56,846	SEK	571,006	12/07/2022	BNP Paribas	1,299		-
USD	86,945	SEK	882,937	12/07/2022	Citibank	1,055		-
USD	33,824	SEK	340,716	12/07/2022	Goldman Sachs	679		-
USD	101,508	SEK	1,036,794	12/07/2022	HSBC	650		-
USD	385,653	SEK	3,927,912	12/07/2022	Merrill Lynch	3,555		-
USD	50,288	SEK	508,479	12/07/2022	Standard Chartered	825		-
USD	1,426,841	SEK	14,182,802	19/07/2022	Barclays	46,812		0.01
USD	5,007,475	SEK	49,151,274	19/07/2022	BNP Paribas	224,911		0.03
USD	896,265	SEK	9,079,485	19/07/2022	HSBC	12,804		-
USD	50,108,448	SEK	492,061,751	19/07/2022	RBC	2,229,389		0.26
USD	7,475,214	THB	257,592,150	19/07/2022	BNP Paribas	179,289		0.02
USD	2,489,988	THB	85,792,523	19/07/2022	Goldman Sachs	60,038		0.01
USD	7,496,841	TWD	220,429,602	19/07/2022	Citibank	86,591		0.01
USD	2,516,359	TWD	74,007,365	19/07/2022	J.P. Morgan	28,430		-
為替先渡取引評価益合計						11,424,640		1.34
AUD	1,634,042	EUR	1,098,265	19/07/2022	Citibank	(17,200)		-
AUD	6,664,583	NZD	7,433,323	19/07/2022	Goldman Sachs	(38,190)		(0.01)
AUD	20,083,934	USD	14,446,695	19/07/2022	Goldman Sachs	(582,833)		(0.07)
AUD	1,994,992	USD	1,389,128	19/07/2022	HSBC	(11,992)		-
AUD	66,434,736	USD	47,832,080	19/07/2022	Standard Chartered	(1,972,437)		(0.23)
BRL	47,965,749	USD	9,781,823	19/07/2022	Citibank	(692,007)		(0.08)
CAD	799,829	USD	635,480	15/07/2022	RBC	(15,110)		-
CAD	22,420,514	USD	17,821,201	19/07/2022	Goldman Sachs	(431,479)		(0.05)
CAD	81,164,475	USD	64,355,021	19/07/2022	RBC	(1,402,513)		(0.17)
CHF	1,896	USD	1,986	12/07/2022	BNP Paribas	(1)		-
CLP	6,400,610,636	USD	7,672,753	19/07/2022	Citibank	(845,401)		(0.10)
CLP	1,770,853,524	USD	2,132,582	19/07/2022	Goldman Sachs	(243,662)		(0.03)
CLP	921,847,770	USD	1,020,929	19/07/2022	Standard Chartered	(37,620)		(0.01)
CZK	230,904,547	USD	9,919,253	19/07/2022	Goldman Sachs	(216,058)		(0.03)
EUR	867,169	CAD	1,185,814	19/07/2022	Standard Chartered	(15,530)		-
EUR	8,491,452	CHF	8,849,681	19/07/2022	Goldman Sachs	(416,175)		(0.05)
EUR	4,515,022	USD	4,749,819	12/07/2022	BNP Paribas	(44,261)		(0.01)
EUR	1,147,502	USD	1,206,997	12/07/2022	Citibank	(11,071)		-
EUR	823,508	USD	878,902	12/07/2022	HSBC	(20,641)		-
EUR	798,535	USD	838,293	12/07/2022	Merrill Lynch	(6,060)		-
EUR	36,268	USD	38,058	12/07/2022	RBC	(260)		-
EUR	177,417	USD	187,881	12/07/2022	Standard Chartered	(2,977)		-
EUR	860,896	USD	902,943	12/07/2022	State Street	(5,717)		-
EUR	97,565,131	USD	104,444,517	12/07/2022	Toronto-Dominion Bank	(2,762,099)		(0.33)
EUR	2,419,128	USD	2,590,134	15/07/2022	Toronto-Dominion Bank	(68,388)		(0.01)
EUR	1,745,668	USD	1,838,459	19/07/2022	Barclays	(18,232)		-
GBP	817,029	JPY	135,484,927	19/07/2022	Barclays	(4,124)		-
GBP	6,462,661	USD	7,868,969	12/07/2022	BNP Paribas	(9,765)		-
GBP	3,625,627	USD	4,429,730	12/07/2022	Citibank	(20,626)		-
GBP	565,494,061	USD	705,585,209	12/07/2022	HSBC	(17,891,266)		(2.10)
GBP	13,120,914	USD	16,283,584	12/07/2022	RBC	(327,319)		(0.04)
GBP	3,000,000	USD	3,683,977	12/07/2022	Standard Chartered	(35,695)		-
GBP	10,674,362	USD	13,313,985	19/07/2022	Standard Chartered	(331,123)		(0.04)
HKD	10,977,940	USD	1,400,766	15/07/2022	RBC	(1,171)		-
HUF	3,619,030,218	USD	9,853,257	19/07/2022	Citibank	(366,758)		(0.04)
JPY	182,025,539	CAD	1,750,198	19/07/2022	Merrill Lynch	(16,862)		-
JPY	6,507,395,115	USD	49,133,265	12/07/2022	HSBC	(1,227,657)		(0.15)
JPY	98,427,833	USD	733,532	12/07/2022	Merrill Lynch	(8,934)		-
JPY	11,600,000	USD	86,555	12/07/2022	Standard Chartered	(1,159)		-
JPY	42,019,681	USD	324,015	12/07/2022	State Street	(14,678)		-
JPY	900,339,887	USD	6,708,649	15/07/2022	Barclays	(79,329)		(0.01)
JPY	374,499,732	USD	2,770,190	15/07/2022	Citibank	(12,699)		-
JPY	475,827,388	USD	3,551,821	15/07/2022	RBC	(48,242)		(0.01)
MXN	195,758,292	USD	9,938,759	19/07/2022	BNP Paribas	(284,252)		(0.03)
NOK	504,950,707	USD	53,178,259	19/07/2022	Barclays	(2,241,509)		(0.26)
SEK	323,923	USD	31,967	01/07/2022	Standard Chartered	(465)		-
SEK	569,086	USD	57,304	12/07/2022	Barclays	(1,944)		-
SEK	1,856,251	USD	187,446	12/07/2022	BNP Paribas	(6,874)		-
SEK	1,355,563	USD	137,838	12/07/2022	Citibank	(5,971)		-
SEK	33,083,510	USD	3,362,811	12/07/2022	HSBC	(144,519)		(0.02)
SEK	2,014,989	USD	203,179	12/07/2022	Merrill Lynch	(7,165)		-
SEK	25,128,841	USD	2,479,577	19/07/2022	Barclays	(34,467)		-
SGD	2,453,055	USD	1,771,225	15/07/2022	HSBC	(10,002)		-
USD	3,905,484	CAD	5,052,557	15/07/2022	HSBC	(13,426)		-
USD	1,885,442	CAD	2,449,948	15/07/2022	State Street	(14,810)		-
USD	7,817	CHF	7,530	12/07/2022	HSBC	(67)		-
USD	1,815	CHF	1,754	12/07/2022	State Street	(22)		-
USD	171	CHF	164	15/07/2022	RBC	(1)		-
USD	25,973,077	CHF	25,336,674	19/07/2022	Goldman Sachs	(567,846)		(0.07)
USD	3,239,179	EUR	3,107,522	15/08/2022	State Street	(7,579)		-
USD	237,925	JPY	32,379,998	12/07/2022	Standard Chartered	(447)		-
USD	1,939,733	JPY	264,763,324	15/07/2022	Citibank	(9,754)		-
USD	1,255,829	JPY	170,794,132	15/08/2022	State Street	(4,450)		-
USD	1,179,493	SEK	12,153,745	19/07/2022	BNP Paribas	(3,102)		-
為替先渡取引評価損合計						(33,633,993)		(3.95)
為替先渡取引純評価損益						(22,209,353)		(2.61)

先物取引

銘柄	取引数	通貨	ｴｸｽﾎﾟｰｼﾞｬｰ (米ドル)	評価益(損) (米ドル)		純資産比 (%)
CAC 40 10 Euro Index, 15/07/2022	(91)	EUR	(5,552,913)	107,826		0.01
DAX Index, 16/09/2022	(25)	EUR	(8,210,963)	248,048		0.03
EURO STOXX 50 Index, 16/09/2022	(206)	EUR	(7,307,659)	200,636		0.02
FTSE 100 Index, 16/09/2022	(33)	GBP	(2,834,495)	78,549		0.01
FTSE/MIB Index, 16/09/2022	(56)	EUR	(6,142,519)	196,876		0.02
Hang Seng Index, 29/09/2022	(4)	HKD	(551,983)	12,907		-
IBEX 35 Index, 15/07/2022	(45)	EUR	(3,725,637)	82,630		0.01
MSCI EAFE Index, 16/09/2022	(101)	USD	(9,228,118)	194,172		0.02
MSCI Emerging Markets Index, 16/09/2022	(168)	USD	(8,302,560)	160,280		0.02
MSCI Singapore Index, 28/07/2022	(473)	SGD	(9,527,581)	138,963		0.02
NASDAQ 100 Emini Index, 16/09/2022	(27)	USD	(6,154,785)	165,759		0.02
OMXS30 Index, 15/07/2022	(488)	SEK	(8,833,917)	214,768		0.02
Russell 2000 Emini Index, 16/09/2022	(198)	USD	(16,669,620)	333,728		0.04
S&P 500 Emini Index, 16/09/2022	(44)	USD	(8,248,625)	158,125		0.02
S&P Midcap 400 Emini Index, 16/09/2022	(31)	USD	(6,948,805)	144,713		0.02
S&P/TSX 60 Index, 15/09/2022	(44)	CAD	(7,732,787)	159,168		0.02
SPI 200 Index, 15/09/2022	(64)	AUD	(7,135,321)	55,218		0.01
先物取引評価益合計				2,652,366		0.31
Australia 10 Year Bond, 15/09/2022	(443)	AUD	(36,354,731)	(23,558)		-
Canada 10 Year Bond, 20/09/2022	(410)	CAD	(39,299,974)	(70,039)		(0.01)
Euro-Bobl, 08/09/2022	(417)	EUR	(53,916,968)	(412,354)		(0.05)
Euro-Bund, 08/09/2022	(209)	EUR	(32,354,826)	(353,383)		(0.04)
Euro-Buxl 30 Year Bond, 08/09/2022	(103)	EUR	(17,525,076)	(269,685)		(0.03)
Euro-Schatz, 08/09/2022	(1,244)	EUR	(141,456,854)	(415,890)		(0.05)
Hang Seng China Enterprises Index, 28/07/2022	(8)	HKD	(386,867)	(7,196)		-
Long Gilt, 28/09/2022	(255)	GBP	(35,244,663)	(232,968)		(0.03)
TOPIX Index, 08/09/2022	(21)	JPY	(2,890,440)	(18,985)		-
US 2 Year Note, 30/09/2022	(697)	USD	(146,214,809)	(263,222)		(0.03)
US 5 Year Note, 30/09/2022	(553)	USD	(61,912,239)	(251,503)		(0.03)
US 10 Year Note, 21/09/2022	(365)	USD	(43,107,070)	(230,720)		(0.03)
US Long Bond, 21/09/2022	(178)	USD	(24,555,656)	(133,333)		(0.01)
先物取引評価損合計				(2,682,836)		(0.31)
先物取引純評価損益				(30,470)		-

商品指数スワップ取引

想定元本	通貨	取引相手	銘柄	満期日	評価額 (米ドル)		評価益(損) (米ドル)		純資産比 (%)
128,775,326	USD	Goldman Sachs	Receive Spread of 0.00% on Notional Pay S&P GSCI EqualWgtSelctER	22/09/2022	4,760,814		4,760,814		0.56
商品指数スワップ取引評価益合計					4,760,814		4,760,814		0.56
128,474,389	USD	Goldman Sachs	Receive S&P GSCI Roll Weight Select Excess Return Index Pay Spread of 0.05% on Notional	22/09/2022	(4,998,937)		(4,998,937)		(0.59)
1,518,896	USD	Societe Generale	Receive BCOM Index Excess Return Pay Spread of 0.07% on Notional	09/09/2022	(165,330)		(165,330)		(0.02)
3,415,145	USD	Societe Generale	Receive BCOM Index Excess Return Pay Spread of 0.07% on Notional	20/07/2022	(269,746)		(269,746)		(0.03)
9,360,952	USD	Merrill Lynch	Receive BCOM Index Excess Return Pay Spread of 0.07% on Notional	11/08/2022	(494,148)		(494,148)		(0.06)
商品指数スワップ取引評価損合計					(5,928,161)		(5,928,161)		(0.70)
商品指数スワップ取引純評価損益					(1,167,347)		(1,167,347)		(0.14)

金利スワップ取引

想定元本	通貨	取引相手	銘柄	満期日	評価額 (米ドル)		評価益(損) (米ドル)		純資産比 (%)
101,360,783	GBP	Citigroup	Pay fixed 0.569% Receive floating SONIA 1 day	12/08/2031	19,088,102		19,088,102		2.24
48,200,000	GBP	Citigroup	Pay fixed 0.74% Receive floating SONIA 1 day	20/12/2031	8,602,247		8,602,247		1.01
67,000,000	USD	Citigroup	Pay fixed 1.822% Receive floating SOFR 1 day	14/03/2032	5,819,551		5,819,551		0.68
21,500,000,000	JPY	Citigroup	Pay fixed 0.232% Receive floating TONAR 1 day	15/03/2032	3,271,860		3,271,860		0.39
金利スワップ取引評価益合計					36,781,760		36,781,760		4.32
188,026,748	AUD	Citigroup	Pay floating BBR 6 month Receive fixed 1.3%	11/08/2031	(27,677,379)		(27,677,379)		(3.25)
1,330,000,000	SEK	Citigroup	Pay floating STIBOR 3 month Receive fixed 1.51%	15/03/2032	(15,081,911)		(15,081,911)		(1.77)
90,136,251	AUD	Citigroup	Pay floating BBR 6 month Receive fixed 1.758%	14/10/2031	(11,300,392)		(11,300,392)		(1.33)
569,000,000	SEK	Citigroup	Pay floating STIBOR 3 month Receive fixed 1.088%	18/01/2032	(8,288,414)		(8,288,414)		(0.97)
444,000,000	DKK	Citigroup	Pay floating CIBOR 6 month Receive fixed 1.995%	30/05/2032	(3,555,305)		(3,555,305)		(0.42)
金利スワップ取引評価損合計					(65,903,401)		(65,903,401)		(7.74)
金利スワップ取引純評価損益					(29,121,641)		(29,121,641)		(3.42)

トータル・リターン・スワップ取引

取引内容	通貨	満期日	取引相手	ｴｸｽﾎﾟｰｼﾞｬｰ (米ドル)	評価益(損) (米ドル)		純資産比 (%)
Receive 1 D BBSW -+0.10% Pay Performance of the underlying equity basket of 13 Securities	AUD	11/01/2023	Barclays	(7,700,209)	766,990		0.09
Receive AUD-1M-BBSW-REUTR +0.00% Pay Performance of the underlying equity basket of 9 Securities	AUD	23/01/2023	UBS	(3,222,417)	506,474		0.06
Receive 1M BA +0.00% Pay Performance of the underlying equity basket of 8 Securities	CAD	15/03/2023	Bank of America	(3,929,379)	255,545		0.03
Receive CAD-1M-CDOR-BANKS +0.00% Pay Performance of the underlying equity basket of 20 Securities	CAD	23/01/2023	UBS	(21,173,899)	1,136,116		0.13
Receive Performance of the underlying equity basket of 1 Security Pay 1D SARON +0.00%	CHF	31/05/2023	Bank of America	168,063	795,651		0.09
Receive 1D SARON +0.00% Pay Performance of the underlying equity basket of 11 Securities	CHF	31/05/2023	Bank of America	(13,197,532)
Receive Performance of the underlying equity basket of 1 Security Pay CHF-1D-SARON-REUTR +0.00%	CHF	23/01/2023	UBS	234,293	27,068		-
Receive CHF-1D-SARON-REUTR +0.00% Pay Performance of the underlying equity basket of 1 Security	CHF	23/01/2023	UBS	(43,585)
Receive Performance of the underlying equity basket of 6 Securities Pay 1D ESTER +0.00%	EUR	31/05/2023	Bank of America	857,650	2,901,410		0.34
Receive 1D ESTER +0.00% Pay Performance of the underlying equity basket of 47 Securities	EUR	31/05/2023	Bank of America	(49,181,749)
Receive Performance of the underlying equity basket of 1 Security Pay 1D SONIA +0.00%	GBP	31/05/2023	Bank of America	190,292	201,141		0.02
Receive 1D SONIA +0.00% Pay Performance of the underlying equity basket of 4 Securities	GBP	31/05/2023	Bank of America	(905,269)
Receive Performance of the underlying equity basket of 1 Security Pay GBP-1D-SONIA-REUTR +0.00%	GBP	23/01/2023	UBS	108,707	2,224,238		0.26
Receive GBP-1D-SONIA-REUTR +0.00% Pay Performance of the underlying equity basket of 23 Securities	GBP	23/01/2023	UBS	(17,249,831)
Receive Performance of the underlying equity basket of 2 Securities Pay 1D USONBFR +0.00%	USD	15/11/2022	Bank of America	395,942	389,030		0.05
Receive 1D USONBFR +0.00% Pay Performance of the underlying equity basket of 58 Securities	USD	15/11/2022	Bank of America	(10,189,323)
Receive Performance of the underlying equity basket of 240 Securities Pay 1 D USONBFR +0.17%	USD	28/03/2023	Barclays	156,381,128	7,304,723		0.87
Receive 1 D USONBFR -+0.07% Pay Performance of the underlying equity basket of 224 Securities	USD	28/03/2023	Barclays	(177,116,930)
Receive Performance of the underlying equity basket of 2 Securities Pay USD-1D-ON-OBFR +0.00%	USD	23/01/2023	UBS	400,574	2,250,893		0.26
Receive USD-1D-ON-OBFR +0.00% Pay Performance of the underlying equity basket of 126 Securities	USD	23/01/2023	UBS	(42,316,964)
トータル・リターン・スワップ取引評価益合計					18,759,279		2.20
Receive 1M BBR -+0.35% Pay Performance of the underlying equity basket of 6 Securities	AUD	17/02/2023	Bank of America	(2,246,276)	(154,658)		(0.02)
Receive Performance of the underlying equity basket of 8 Securities Pay 1 D SARON +0.12%	CHF	13/01/2023	Barclays	8,997,108	(419,811)		(0.05)
Receive Performance of the underlying equity basket of 27 Securities Pay 1 D EIBOR +0.12%	EUR	13/01/2023	Barclays	16,979,842	(1,257,801)		(0.15)
Receive 1 D EIBOR -+0.15% Pay Performance of the underlying equity basket of 8 Securities	EUR	13/01/2023	Barclays	(2,750,291)
Receive Performance of the underlying equity basket of 44 Securities Pay EUR-1D-ESTR-REUTR +0.00%	EUR	23/01/2023	UBS	35,184,448	(3,336,387)		(0.39)
Receive EUR-1D-ESTR-REUTR +0.00% Pay Performance of the underlying equity basket of 13 Securities	EUR	23/01/2023	UBS	(2,327,578)
Receive Performance of the underlying equity basket of 23 Securities Pay 1 D SONIA +0.14%	GBP	13/01/2023	Barclays	20,753,974	(740,086)		(0.09)
Receive 1 D SONIA -+0.15% Pay Performance of the underlying equity basket of 4 Securities	GBP	13/01/2023	Barclays	(1,462,161)
Receive 1D TONAR +0.00% Pay Performance of the underlying equity basket of 20 Securities	JPY	15/11/2022	Bank of America	(3,108,734)	(196,185)		(0.02)
Receive Performance of the underlying equity basket of 65 Securities Pay 1 D JPTONAT +0.10%	JPY	11/01/2023	Barclays	35,914,383	(240,362)		(0.03)
Receive 1 D JPTONAT -+2.00% Pay Performance of the underlying equity basket of 4 Securities	JPY	11/01/2023	Barclays	(2,022,833)
Receive Performance of the underlying equity basket of 2 Securities Pay JPY-1D-TONAR-REUTR +0.00%	JPY	23/01/2023	UBS	163,368	(3,335,919)		(0.39)
Receive JPY-1D-TONAR-REUTR +0.00% Pay Performance of the underlying equity basket of 62 Securities	JPY	23/01/2023	UBS	(81,524,045)
トータル・リターン・スワップ取引評価損合計					(9,681,209)		(1.14)
トータル・リターン・スワップ取引純評価損益					9,078,070		1.06

「グローバル・マクロ・オポチュニティーズ・ファンド-JPMグローバル・マクロ・オポチュニティーズ(Iクラス)(円ヘッジ)」の状況 以下に記載した同ファンドの情報は、会計監査人により監査を受けた財務諸表を委託会社で抜粋・翻訳したものであります。 以下に記載した情報は監査の対象外であります。

純資産計算書
2021年12月31日現在

	ユーロ
資産
取得原価	5,496,744,470
未実現利益/(損失)	566,392,288
投資有価証券-時価	6,063,136,758
現金預金およびブローカー預託金	208,550,414
証券発行未収金	11,790,997
未収配当金	456,561
未収利息	1,826,312
未収還付税額	1,242,303
未収報酬免除額	124,171
買建オプション契約公正価値	11,468,575
金融先物契約未実現利益	691,561
先渡為替契約未実現利益	70,128,515
その他資産	2,523
資 産 合 計	6,369,418,690
負債
当座借越	961
ブローカー未払金	1,097,769
証券買戻未払金	3,637,184
未払販売報酬	455,832
未払運用および顧問報酬	4,477,645
未払ファンド・サービス報酬	473,726
売建オプション契約公正価値	4,009,111
金融先物契約未実現損失	911,959
先渡為替契約未実現損失	88,291,149
その他負	1,594,880
負 債 合 計	104,950,216
純 資 産 額 合 計	6,264,468,474

*その他負債は主に取締役報酬、監査および税務関連報酬、登録、発行、発送、印刷、法務ならびにマーケッティング費用から構成されている。
損益および純資産変動計算書
2021年12月31日をもって終了する会計年度

	ユーロ
期首現在純資産額	4,838,544,364
収益
受取配当金、源泉課税控除後	36,117,396
受取利息、源泉徴収税控除後	(23,228,225)
証券貸付取引収益	181,883
受取銀行利息	884
収益合計	13,071,938
費用
運用および顧問報酬	48,525,094
ファンド・サービス報酬	5,128,752
保管、支払代行、事務および所在地代行報酬	1,578,948
販売報酬	4,775,624
登録および名義書換代行報酬	427,904
税金	1,988,404
銀行その他支払利息	2,109,295
その他の費	1,373,117
控除:報酬免除額	(1,751,217)
費用合計	64,155,921
投資純利益(損失)	(51,083,983)
実現純利益(損失):
売却投資証券	682,523,465
オプション契約	(71,520,712)
金融先物契約	(181,762,950)
先渡為替契約	(58,710,982)
通貨取引	(3,150,197)
当期実現純利益(損失)	367,378,624
未実現増価(減価)純増減:
投資有価証券	56,334,979
オプション契約	(52,228,416)
金融先物契約	(576,161)
先渡為替契約	(39,235,402)
通貨取引	18,636,992
当期未実現増価(減価)純増減	(17,068,008)
事業活動による純資産増減	299,226,633
設定	2,513,787,808
解約	(1,387,030,931)
資本の増減による純資産増減	1,126,756,877
支払配当金	(59,400)
期末現在純資産額	6,264,468,474

*その他の費用は主に取締役報酬、監査および税務関連報酬、登録、発行、発送、印刷、法務ならびにマーケッティング費用から構成されている。
投資有価証券明細表
2021年12月31日現在

投資対象

通貨

株数/額面金額

時価(ユーロ)

純資産に 占める 割合(%)

証券取引所に上場を承認されている譲渡性有価証券および短期金融市場商品
債券
フランス
France Treasury Bill BTF, Reg. S 0% 02/03/2022	EUR	299,795,384		300,180,621		4.79
France Treasury Bill BTF, Reg. S 0% 09/03/2022	EUR	301,127,697		301,565,838		4.81
France Treasury Bill BTF, Reg. S 0% 16/03/2022	EUR	304,267,250		304,764,727		4.87
				906,511,186		14.47
ドイツ
Germany Treasury Bill, Reg. S 0% 23/03/2022	EUR	37,134,538		37,194,325		0.59
Germany Treasury Bill, Reg. S 0% 21/04/2022	EUR	297,834,774		298,436,400		4.77
				335,630,725		5.36
インド
India Government Bond 7.27% 08/04/2026	INR	4,973,350,000		62,017,584		0.99
				62,017,584		0.99
ルーマニア
Romania Government Bond, Reg. S 2.75% 26/02/2026	EUR	19,359,000		20,840,680		0.33
Romania Government Bond, Reg. S 3.624% 26/05/2030	EUR	18,491,000		20,088,141		0.32
				40,928,821		0.65
債券合計				1,345,088,316		21.47
株式
デンマーク
Orsted A/S, Reg. S	DKK	762,300		85,646,573		1.37
				85,646,573		1.37
フランス
LVMH Moet Hennessy Louis Vuitton SE	EUR	139,693		101,521,888		1.62
				101,521,888		1.62
香港
AIA Group Ltd.	HKD	8,834,200		78,515,010		1.25
				78,515,010		1.25
インド
Axis Bank Ltd.	INR	6,120,470		49,267,386		0.79
HDFC Bank Ltd.	INR	4,513,043		79,117,450		1.26
				128,384,836		2.05
インドネシア
Bank Rakyat Indonesia Persero Tbk. PT	IDR	168,279,400		42,696,159		0.68
				42,696,159		0.68
アイルランド
Allegion plc	USD	542,839		62,876,931		1.00
				62,876,931		1.00
イタリア
UniCredit SpA	EUR	4,610,539		62,482,025		1.00
				62,482,025		1.00
日本
Keyence Corp.	JPY	93,900		52,028,868		0.83
				52,028,868		0.83
ロシア
Sberbank of Russia PJSC, ADR	USD	3,332,168		47,072,404		0.75
				47,072,404		0.75
スウェーデン
Volvo AB ‘B’	SEK	3,641,871		74,175,989		1.19
				74,175,989		1.19
イギリス
AstraZeneca plc	GBP	1,013,906		104,803,245		1.67
Atlassian Corp. plc ‘A’	USD	173,469		58,819,783		0.94
				163,623,028		2.61
アメリカ
Adobe, Inc.	USD	176,731		88,411,462		1.41
Alphabet, Inc. ‘A’	USD	49,829		127,930,881		2.04
Amazon.com, Inc.	USD	41,445		123,001,645		1.96
Arthur J Gallagher & Co.	USD	211,112		31,407,745		0.50
Burlington Stores, Inc.	USD	201,405		51,834,651		0.83
DR Horton, Inc.	USD	466,963		44,165,502		0.71
East West Bancorp, Inc.	USD	546,223		38,140,945		0.61
Eli Lilly & Co.	USD	292,023		71,521,670		1.14
Estee Lauder Cos., Inc. (The) ‘A’	USD	268,285		87,064,088		1.39
Huntington Bancshares, Inc.	USD	2,942,831		40,119,610		0.64
Lennar Corp. ‘A’	USD	408,603		41,430,137		0.66
Lululemon Athletica, Inc.	USD	228,607		80,115,634		1.28
Mastercard, Inc. ‘A’	USD	283,350		90,329,399		1.44
Microsoft Corp.	USD	470,688		139,986,926		2.24
Netflix, Inc.	USD	170,564		91,496,331		1.46
NIKE, Inc. ‘B’	USD	693,981		102,012,848		1.63
NVIDIA Corp.	USD	119,373		31,288,085		0.50
PayPal Holdings, Inc.	USD	517,973		87,235,974		1.39
salesforce.com, Inc.	USD	370,765		83,317,374		1.33
ServiceNow, Inc.	USD	161,278		93,204,947		1.49
Signature Bank	USD	253,472		72,043,270		1.15
Thermo Fisher Scientific, Inc.	USD	237,596		139,656,092		2.23
TJX Cos., Inc. (The)	USD	769,291		51,285,842		0.82
Walt Disney Co. (The)	USD	690,339		94,704,207		1.51
				1,901,705,265		30.36
株式合計				2,800,728,976		44.71
証券取引所に上場を承認されている譲渡性有価証券および短期金融市場商品合計				4,145,817,292		66.18
その他の規制市場で取引される譲渡性有価証券および短期金融市場商品
債券
日本
Japan Treasury Bill 0% 06/01/2022	JPY	37,241,750,000		285,274,351		4.55
Japan Treasury Bill 0% 21/02/2022	JPY	27,985,900,000		214,404,477		3.42
Japan Treasury Bill 0% 28/02/2022	JPY	35,674,100,000		273,311,243		4.36
Japan Treasury Bill 0% 07/03/2022	JPY	38,412,300,000		294,296,220		4.70
Japan Treasury Bill 0% 28/03/2022	JPY	39,035,700,000		299,093,216		4.78
				1,366,379,507		21.81
債券合計				1,366,379,507		21.81
その他の規制市場で取引される譲渡性有価証券および短期金融市場商品合計				1,366,379,507		21.81
他の譲渡性有価証券および短期金融市場商品
株式
バミューダ
China Hongxing Sports*	SGD	7,500,000		0		0.00
				0		0.00
株式合計				0		0.00
他の譲渡性有価証券および短期金融市場商品合計				0		0.00
UCITSと認められたユニットまたは他の集団投資事業
集団投資スキーム - UCITS
ルクセンブルク
JPMorgan EUR Liquidity LVNAV Fund - JPM EUR Liquidity LVNAV X (flex dist.) X†	EUR	55,888		550,939,959		8.80
				550,939,959		8.80
集団投資スキーム - UCITS合計				550,939,959		8.80
UCITSと認められたユニットまたは他の集団投資事業合計				550,939,959		8.80
投資有価証券合計				6,063,136,758		96.79
現金				207,451,684		3.31
その他の資産/(負債)				(6,119,968)		(0.10)
純資産合計				6,264,468,474		100.00

*有価証券は取締役会の指示により公正価値で評価されている。
†利害関係人のファンド
先渡為替契約明細表

買建通貨	買建額	売建通貨	売建額	満期日	カウンターパーティー			未実現損益(ユーロ)					純資産に 占める割合(%)
AUD	80,956	EUR	51,701	19/01/2022	BNP Paribas			109					-
AUD	662,535	EUR	419,763	19/01/2022	Goldman Sachs			4,249					-
AUD	2,449	EUR	1,567	19/01/2022	HSBC			1					-
AUD	151,861	EUR	96,016	19/01/2022	RBC			1,172					-
AUD	10,794,812	EUR	6,798,609	19/01/2022	Standard Chartered			109,903					-
AUD	95,279,414	USD	68,002,509	24/01/2022	Merrill Lynch			1,050,026					0.02
BRL	1,371,266,225	USD	243,237,540	03/01/2022	Citibank			2,589,109					0.04
BRL	9,566,954	USD	1,699,330	03/01/2022	HSBC			16,012					-
BRL	176,447,506	USD	30,980,705	24/01/2022	HSBC			475,784					0.01
BRL	332,700,904	USD	58,433,461	24/01/2022	Standard Chartered			881,485					0.01
BRL	1,349,988,414	USD	232,946,976	02/02/2022	Citibank			6,733,280					0.11
CHF	254,334	EUR	244,096	19/01/2022	Barclays			1,283					-
CHF	41,218	EUR	39,608	19/01/2022	HSBC			158					-
CHF	364,143	EUR	349,737	19/01/2022	RBC			1,583					-
CHF	36,747,121	EUR	35,314,313	19/01/2022	Standard Chartered			138,890					-
CHF	699,087	EUR	670,937	19/01/2022	State Street			3,535					-
CNH	7,996,674	EUR	1,106,020	19/01/2022	HSBC			1,332					-
CNH	1,758,999,160	USD	272,761,257	22/02/2022	BNP Paribas			2,650,503					0.04
CZK	7,993,935	EUR	318,148	19/01/2022	Barclays			2,861					-
CZK	514,228	EUR	20,544	19/01/2022	BNP Paribas			105					-
CZK	707,208	EUR	28,052	19/01/2022	Citibank			347					-
CZK	1,124,752,251	EUR	44,323,330	19/01/2022	HSBC			842,852					0.01
EUR	982	AUD	1,531	19/01/2022	RBC			3					-
EUR	14,011	CHF	14,500	04/01/2022	BNP Paribas			22					-
EUR	10,409	CNH	75,123	19/01/2022	HSBC			6					-
EUR	39,401	HUF	14,502,780	19/01/2022	Barclays			232					-
EUR	73,289	HUF	26,895,521	19/01/2022	BNP Paribas			651					-
EUR	18,816	JPY	2,420,000	19/01/2022	BNP Paribas			282					-
EUR	42,842	JPY	5,500,000	19/01/2022	RBC			720					-
EUR	154,472	JPY	20,000,000	19/01/2022	Standard Chartered			1,301					-
EUR	4,348,793	JPY	556,602,677	19/01/2022	State Street			86,008					-
EUR	167,672,101	JPY	21,543,685,281	24/01/2022	BNP Paribas			2,688,307					0.04
EUR	41,629,521	JPY	5,335,996,248	24/01/2022	State Street			765,904					0.01
EUR	113,677	SEK	1,168,270	19/01/2022	BNP Paribas			174					-
EUR	9,079	SEK	92,911	19/01/2022	RBC			52					-
EUR	140,834	SEK	1,446,397	19/01/2022	Standard Chartered			308					-
EUR	13,591,053	SEK	137,169,646	24/01/2022	HSBC			265,142					-
EUR	1,396,000	USD	1,578,427	03/01/2022	Citibank			4,555					-
EUR	205,117,506	USD	231,245,476	03/01/2022	Deutsche Bank			1,265,637					0.02
EUR	4,417,195	USD	4,988,600	03/01/2022	HSBC			19,550					-
EUR	13,721	USD	15,496	03/01/2022	State Street			61					-
EUR	387,994	USD	439,176	04/01/2022	Merrill Lynch			844					-
EUR	8,128	USD	9,200	05/01/2022	Merrill Lynch			18					-
EUR	4,292,224	USD	4,841,020	19/01/2022	HSBC			25,992					-
EUR	75,672	USD	85,490	19/01/2022	RBC			333					-
EUR	4,602,851	USD	5,190,209	19/01/2022	Standard Chartered			28,891					-
EUR	314,520,129	USD	355,824,909	24/01/2022	BNP Paribas			976,156					0.02
EUR	25,658,936	USD	29,039,014	24/01/2022	Goldman Sachs			70,487					-
EUR	5,506,319	USD	6,193,606	24/01/2022	HSBC			48,669					-
EUR	15,537,818	USD	17,598,460	24/01/2022	RBC			30,498					-
EUR	60,136,104	USD	68,000,000	24/01/2022	Standard Chartered			216,212					-
EUR	29,194,833	USD	33,000,000	24/01/2022	State Street			116,062					-
EUR	2,679,051	USD	3,030,341	02/02/2022	HSBC			9,293					-
GBP	307,831	EUR	361,108	19/01/2022	Barclays			5,516					-
GBP	897,787	EUR	1,050,140	19/01/2022	BNP Paribas			19,118					-
GBP	383,779	EUR	454,745	19/01/2022	HSBC			2,334					-
GBP	4,108,119	EUR	4,835,257	19/01/2022	RBC			57,483					-
GBP	892,847	EUR	1,045,313	19/01/2022	Standard Chartered			18,061					-
GBP	224,481,630	EUR	262,667,311	19/01/2022	State Street			4,688,704					0.08
GBP	2,218,087	EUR	2,586,943	24/01/2022	RBC			54,472					-
HUF	54,425,886	EUR	146,549	19/01/2022	Barclays			442					-
HUF	6,217,988	EUR	16,762	19/01/2022	Citibank			31					-
HUF	5,859,403	EUR	15,801	19/01/2022	Standard Chartered			24					-
INR	4,074,191,076	USD	53,546,614	24/01/2022	Goldman Sachs			946,810					0.02
INR	5,601,476,632	USD	74,373,549	24/01/2022	Standard Chartered			637,333					0.01
PLN	5,833	EUR	1,258	19/01/2022	Citibank			12					-
PLN	874,031	EUR	188,076	19/01/2022	HSBC			2,244					-
SEK	11,204	EUR	1,087	19/01/2022	Barclays			2					-
SEK	1,511,153	EUR	146,387	19/01/2022	HSBC			430					-
SGD	52,627	EUR	34,267	03/01/2022	HSBC			131					-
SGD	2,000	EUR	1,292	19/01/2022	Goldman Sachs			14					-
SGD	31,024,066	EUR	20,020,177	19/01/2022	HSBC			248,501					-
SGD	10,700	EUR	6,927	19/01/2022	Merrill Lynch			63					-
SGD	247,972	EUR	160,894	19/01/2022	RBC			1,111					-
USD	523,186,155	AUD	716,781,733	24/01/2022	BNP Paribas			2,328,565					0.04
USD	92,788,382	BRL	509,148,410	24/01/2022	Goldman Sachs			1,616,005					0.03
USD	107,641,299	DKK	698,428,957	24/01/2022	Goldman Sachs			928,797					0.02
USD	3,061,987	EUR	2,693,998	19/01/2022	RBC			4,431					-
USD	18,726,160	EUR	16,320,317	24/01/2022	Goldman Sachs			180,705					-
USD	269,170,903	EUR	236,468,876	24/01/2022	State Street			717,764					0.01
USD	99,548,953	HKD	775,597,841	24/01/2022	HSBC			81,110					-
USD	1,642,523,991	JPY	187,221,257,459	24/01/2022	HSBC			13,590,923					0.22
USD	82,257,796	RUB	6,017,486,782	24/01/2022	Goldman Sachs			2,039,014					0.03
USD	84,820,944	SEK	740,286,496	24/01/2022	Citibank				2,823,896		0.05
USD	230,632,870	ZAR	3,560,095,105	24/01/2022	Barclays				7,500,531		0.12
USD	175,227,330	ZAR	2,689,672,304	24/01/2022	Citibank				6,532,776		0.11
USD	59,983,626	ZAR	954,309,491	24/01/2022	Goldman Sachs				389,916		0.01
USD	9,951,293	ZAR	157,992,698	24/01/2022	HSBC				82,687		-
ZAR	1,706,149,404	USD	104,806,555	24/01/2022	Goldman Sachs				1,447,995		0.02
ZAR	2,688,102,201	USD	166,519,964	24/01/2022	Toronto-Dominion Bank				1,053,615		0.02
先渡為替契約未実現利益合計 - 資産								70,128,515					1.12
AUD	335,085,540	USD	245,932,759	24/01/2022	BNP Paribas				(2,278,574)		(0.04)
AUD	95,629,923	USD	69,784,502	24/01/2022	Citibank				(295,920)		(0.01)
AUD	191,476,200	USD	140,076,616	24/01/2022	Goldman Sachs				(900,685)		(0.02)
CHF	14,500	EUR	14,012	19/01/2022	BNP Paribas				(22)		-
EUR	2,215	AUD	3,518	19/01/2022	BNP Paribas				(36)		-
EUR	35,834	AUD	56,698	19/01/2022	Merrill Lynch				(452)		-
EUR	42,144	AUD	66,856	19/01/2022	Standard Chartered				(643)		-
EUR	2,649,077	AUD	4,189,344	24/01/2022	Merrill Lynch				(31,808)		-
EUR	96,284	CHF	99,871	03/01/2022	RBC				(62)		-
EUR	1,624	CHF	1,691	19/01/2022	Goldman Sachs				(8)		-
EUR	1,569	CHF	1,632	19/01/2022	RBC				(6)		-
EUR	429,643	CHF	447,295	19/01/2022	Standard Chartered				(1,902)		-
EUR	15,781	CZK	393,526	03/01/2022	Citibank				(49)		-
EUR	11,221	CZK	279,703	04/01/2022	BNP Paribas				(30)		-
EUR	334,896	CZK	8,470,779	19/01/2022	Barclays				(5,261)		-
EUR	68,924	CZK	1,742,471	19/01/2022	HSBC				(1,048)		-
EUR	147,739	GBP	124,382	04/01/2022	RBC				(450)		-
EUR	2,587	GBP	2,202	19/01/2022	RBC				(36)		-
EUR	1,590,842	GBP	1,352,923	19/01/2022	Standard Chartered				(20,480)		-
EUR	1,563,381	GBP	1,335,935	19/01/2022	State Street				(27,708)		-
EUR	18,075,291	GBP	15,420,975	24/01/2022	State Street				(288,826)		(0.01)
EUR	146,797	HUF	54,425,886	03/01/2022	Barclays				(462)		-
EUR	5,814	HUF	2,151,325	03/01/2022	Standard Chartered				(7)		-
EUR	1,857	PLN	8,645	19/01/2022	HSBC				(26)		-
EUR	1,418	SEK	14,650	19/01/2022	HSBC				(5)		-
EUR	1,110	SGD	1,700	04/01/2022	HSBC				(1)		-
EUR	85,278	SGD	131,639	19/01/2022	Citibank				(724)		-
EUR	2,006	SGD	3,097	19/01/2022	Goldman Sachs				(18)		-
EUR	1,926,527	SGD	2,972,056	19/01/2022	HSBC				(15,180)		-
EUR	1,939,154	USD	2,200,652	03/01/2022	HSBC				(807)		-
EUR	2,694,925	USD	3,061,987	03/01/2022	RBC				(4,336)		-
EUR	4,495,400,163	USD	5,154,688,808	24/01/2022	Citibank				(46,782,154)		(0.75)
GBP	184,049	EUR	219,472	19/01/2022	HSBC				(271)		-
HUF	1,531,564,403	EUR	4,172,826	19/01/2022	Citibank				(36,443)		-
HUF	10,910,214	EUR	29,562	19/01/2022	HSBC				(97)		-
HUF	26,781,471	EUR	72,569	19/01/2022	Merrill Lynch				(238)		-
JPY	352,515,124	EUR	2,722,715	19/01/2022	BNP Paribas				(22,951)		-
JPY	51,577,207,657	EUR	401,116,839	19/01/2022	Goldman Sachs				(6,108,783)		(0.10)
JPY	370,000,000	EUR	2,884,675	19/01/2022	HSBC				(51,001)		-
JPY	10,872,080	EUR	84,851	19/01/2022	Merrill Lynch				(1,586)		-
JPY	2,111,835	EUR	16,468	19/01/2022	RBC				(294)		-
JPY	208,968,375	EUR	1,613,716	19/01/2022	State Street				(13,315)		-
JPY	18,376,823,148	EUR	141,434,941	24/01/2022	Barclays				(703,308)		(0.01)
JPY	11,587,100,000	USD	102,125,302	24/01/2022	Barclays				(1,255,028)		(0.02)
JPY	39,109,819,415	USD	343,680,584	24/01/2022	HSBC				(3,335,613)		(0.05)
RUB	1,439,088,317	USD	19,373,833	24/01/2022	HSBC				(224,861)		-
SEK	92,911	EUR	9,081	03/01/2022	RBC				(52)		-
SEK	223,410,645	EUR	21,741,192	19/01/2022	Goldman Sachs				(35,624)		-
SEK	15,000	EUR	1,463	19/01/2022	Standard Chartered				(6)		-
SEK	83,049,132	EUR	8,230,706	24/01/2022	BNP Paribas				(162,555)		-
SEK	38,909,359	EUR	3,834,010	24/01/2022	Standard Chartered				(54,000)		-
USD	348,020,913	AUD	488,235,924	24/01/2022	Citibank				(5,769,391)		(0.09)
USD	234,702,748	BRL	1,350,936,479	03/01/2022	Citibank				(6,895,535)		(0.11)
USD	5,287,265	BRL	29,896,700	03/01/2022	HSBC				(70,432)		-
USD	1,388,188	BRL	7,978,068	02/02/2022	Citibank				(29,630)		-
USD	1,615,000	BRL	9,329,936	02/02/2022	HSBC				(42,064)		-
USD	244,960,012	EUR	217,952,649	03/01/2022	HSBC				(2,010,884)		(0.03)
USD	7,443,557	EUR	6,569,031	19/01/2022	BNP Paribas				(9,269)		-
USD	630,401	EUR	557,135	19/01/2022	Merrill Lynch				(1,584)		-
USD	2,305,852	EUR	2,039,911	19/01/2022	RBC				(7,839)		-
USD	880,787,076	EUR	777,416,355	19/01/2022	Standard Chartered				(1,207,725)		(0.02)
USD	7,008,927	EUR	6,201,564	19/01/2022	State Street				(24,827)		-
USD	115,497,706	EUR	101,952,613	24/01/2022	Barclays				(178,935)		-
USD	30,845,278	EUR	27,249,608	24/01/2022	BNP Paribas				(69,523)		-
USD	22,687,905	EUR	20,062,346	24/01/2022	Goldman Sachs				(70,334)		-
USD	40,668,483	EUR	36,045,076	24/01/2022	HSBC				(209,031)		-
USD	75,714,421	EUR	66,992,612	24/01/2022	Merrill Lynch				(274,966)		(0.01)
USD	52,081,963	EUR	46,166,242	24/01/2022	RBC				(272,924)		-
USD	14,652,129	EUR	12,959,347	24/01/2022	Standard Chartered				(48,259)		-
USD	67,000,000	EUR	59,292,421	24/01/2022	State Street				(253,704)		-
USD	231,245,476	EUR	205,000,548	02/02/2022	Deutsche Bank				(1,271,206)		(0.02)
USD	1,733,636	EUR	1,532,981	02/02/2022	HSBC				(5,632)		-
USD	100,053,317	GBP	74,637,134	24/01/2022	Standard Chartered				(717,403)		(0.01)
USD	22,937,533	IDR	329,272,877,760	24/01/2022	BNP Paribas			(145,024)					-
USD	20,892,022	IDR	300,218,359,627	24/01/2022	Standard Chartered			(151,207)					-
USD	343,866,584	INR	25,782,841,408	24/01/2022	BNP Paribas			(1,580,804)					(0.03)
USD	271,715,236	TWD	7,539,554,356	22/02/2022	Goldman Sachs			(1,092,558)					(0.02)
USD	109,349,232	ZAR	1,764,367,716	24/01/2022	Citibank			(645,836)					(0.01)
USD	44,996,362	ZAR	726,293,394	24/01/2022	Goldman Sachs			(280,586)					(0.01)
ZAR	414,871,451	EUR	23,123,571	24/01/2022	Citibank			(314,715)					(0.01)
ZAR	1,645,898,842	USD	104,932,639	24/01/2022	Goldman Sachs			(1,975,570)					(0.03)
先渡為替契約未実現損失合計 - 負債								(88,291,149)					(1.41)
先渡為替契約未実現純損失 - 負債								(18,162,634)					(0.29)

金融先物契約

証券名	契約数	通貨	グローバルエクスポージャー (ユーロ)		未実現損益 (ユーロ)		純資産に 占める割合(%)
S&P 500 Emini Index, 18/03/2022	(2,723)	USD	(572,157,556)		615,107		0.01
XAV Health Care Index, 18/03/2022	627	USD	79,042,418		76,454		-
金融先物契約未実現利益合計					691,561		0.01
Australia 3 Year Bond, 15/03/2022	9,705	AUD	709,181,792		(593,749)		(0.01)
EURO STOXX 50 Index, 18/03/2022	(5,748)	EUR	(246,445,500)		-		-
MSCI Emerging Markets Index, 18/03/2022	(2,556)	USD	(139,068,323)		(123,927)		-
STOXX 600 Utilities Index, 18/03/2022	8,757	EUR	176,716,260		-		-
US 5 Year Note, 31/03/2022	(4,249)	USD	(453,063,737)		(190,201)		-
US 10 Year Note, 22/03/2022	(593)	USD	(68,174,281)		(4,082)		-
金融先物契約未実現損失合計					(911,959)		(0.01)
金融先物契約未実現純損失					(220,398)		-

買建オプション契約

数量	証券名	通貨	カウンターパーティー	グローバルエクスポージャー (ユーロ)		時価 (ユーロ)		純資産に 占める割合(%)
2,696	Advanced Micro Devices, Inc., Put, 130.000, 21/01/2022	USD	Goldman Sachs	34,114,887		325,598		-
1,089	Boeing Co. (The), Call, 300.000, 21/01/2022	USD	Goldman Sachs	790,427		2,400		-
1,228	Compass Group plc, Call, 1,700.000, 18/03/2022	GBP	Goldman Sachs	4,274,103		720,547		0.01
21,162	Ford Motor Co., Put, 18.000, 21/01/2022	USD	Goldman Sachs	38,650,619		195,879		-
487,103,000	Foreign Exchange AUD/USD, Call, 0.720, 07/01/2022	AUD	Citibank	517,063,926		2,909,430		0.05
2,453	Heineken NV, Call, 95.000, 18/03/2022	EUR	Goldman Sachs	10,864,160		1,508,595		0.02
4,170	Las Vegas Sands Corp., Call, 72.500, 21/01/2022	USD	Goldman Sachs	262,242		3,676		-
1,730	Marriott International, Inc., Call, 170.000, 21/01/2022	USD	Goldman Sachs	7,448,190		366,777		0.01
1,365	Nvidia Corp., Put, 275.000, 21/01/2022	USD	Goldman Sachs	35,688,421		553,518		0.01
3,237	Planet Fitness, Inc., Call, 95.000, 21/01/2022	USD	Goldman Sachs	4,537,858		442,299		0.01
1,891	S&P 500 Index, Put, 4,625.000, 05/01/2022	USD	Goldman Sachs	769,071,142		312,561		-
1,820	Safran SA, Call, 140.000, 18/03/2022	EUR	Goldman Sachs	1,802,659		41,860		-
4,304	Standard Chartered plc, Call, 520.000, 20/05/2022	GBP	Goldman Sachs	9,378,304		384,584		0.01
206	Tesla, Inc., Put, 1,150.000, 21/01/2022	USD	Goldman Sachs	19,143,223		1,996,659		0.03
2,450	Vinci SA, Call, 100.000, 18/03/2022	EUR	Goldman Sachs	6,214,285		360,150		0.01
7,158	Wells Fargo & Co., Call, 52.500, 17/06/2022	USD	Goldman Sachs	14,586,877		1,344,042		0.02
買建オプション契約時価合計						11,468,575		0.18

売建オプション契約

数量	証券名	通貨	カウンターパーティー	グローバルエクスポージャー (ユーロ)		時価 (ユーロ)		純資産に 占める割合(%)
(1,891)	S&P 500 Index, Call, 4,775.000, 05/01/2022	USD	Goldman Sachs	794,013,989		(4,009,111)		(0.06)
売建オプション契約時価合計						(4,009,111)		(0.06)