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

(3) 【中間注記表】

(重要な会計方針に係る事項に関する注記)
区 分		当中間計算期間 自 2022年6月16日 至 2022年12月15日
	有価証券の評価基準及び評価方法	投資証券
		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、投資法人が発行する投資証券の1口当たり純資産額に基づいて評価しております。 なお、適正な評価額を入手できなかった場合又は入手した評価額が時価と認定できない事由が認められた場合は、委託会社が忠実義務に基づいて合理的な事由をもって時価と認めた価額又は受託会社と協議のうえ両者が合理的事由をもって時価と認めた価額で評価しております。

(中間貸借対照表に関する注記)
区 分			前計算期間末 2022年6月15日現在	当中間計算期間末 2022年12月15日現在
1.	※1	期首元本額	1,247,236,837円	1,555,849,808円
		期中追加設定元本額	521,470,169円	278,844,463円
		期中一部解約元本額	212,857,198円	221,146,680円
2.		中間計算期間末日における受益権の総数	1,555,849,808口	1,613,547,591口
3.	※2	元本の欠損	貸借対照表上の純資産額が元本総額を下回っており、その差額は72,681,056円であります。	中間貸借対照表上の純資産額が元本総額を下回っており、その差額は92,016,657円であります。

(中間損益及び剰余金計算書に関する注記)
区 分			前中間計算期間 自 2021年6月16日 至 2021年12月15日	当中間計算期間 自 2022年6月16日 至 2022年12月15日
			該当事項はありません。	該当事項はありません。

(金融商品に関する注記)

金融商品の時価等に関する事項
区 分		当中間計算期間末 2022年12月15日現在
1.	金融商品の時価及び中間貸借対照表計上額との差額	金融商品はすべて時価で計上されているため、中間貸借対照表計上額と時価との差額はありません。
2.	金融商品の時価の算定方法	(1)有価証券
		重要な会計方針に係る事項に関する注記に記載しております。
		(2)コール・ローン等の金銭債権及び金銭債務等
		これらは短期間で決済されるため、時価は帳簿価額にほぼ等しいことから、当該帳簿価額を時価としております。

(デリバティブ取引に関する注記)
ヘッジ会計が適用されていないデリバティブ取引
前計算期間末 2022年6月15日現在	当中間計算期間末 2022年12月15日現在
該当事項はありません。	該当事項はありません。

(1口当たり情報)
	前計算期間末 2022年6月15日現在	当中間計算期間末 2022年12月15日現在
1口当たり純資産額	0.9533円	0.9430円
(1万口当たり純資産額)	(9,533円)	(9,430円)

(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、中間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
2021年6月30日現在

	(米ドル)
資産
取得原価	745,942,421
未実現利益/(損失)	34,140,565
投資有価証券-時価	780,082,986
現金預金およびブローカー預託金	82,404,332
申込みに係る未収金	72,380
売却済投資有価証券未収金	60,000
未収配当金	281,654
未収利息	3,856,380
未収還付税額	5,508
未収報酬免除額	46,702
金融先物取引未実現利益	304,833
先渡為替取引未実現利益	10,827,821
スワップ取引-適正価格	24,960,986
その他資産	3,393
資産合計	902,906,975
負債
当座借越	494
ブローカーへの預託金	12,403,839
解約に係る未払金	77,522
購入済投資有価証券購入未払金	4,794,687
未払利息	1,570
未払販売報酬	1,209
未払運用および顧問報酬	41,593
未払ファンドサービス報酬	67,839
金融先物取引未実現損失	914,807
先渡為替取引未実現損失	25,165,849
スワップ取引-適正価格	43,702,723
その他負債	85,969
負債合計	87,258,101
純資産合計	815,648,874

損益および純資産変動計算書
2021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	141,796,226
収益
受取配当金、源泉課税控除後	4,318,851
受取利息、源泉課税控除後	8,234,671
スワップ取引にかかる受取利息	1,090,603
受取銀行利息	296,652
収益合計	13,940,777
費用
運用および顧問報酬	141,820
ファンドサービス報酬	570,599
保管、支払代行、事務および所在地代行報酬	613,445
販売費用	15,849
登録および名義書換代行報酬	48,783
年次税	62,742
銀行その他支払利息	108,446
スワップ取引に係る利息	681,683
その他の費用	122,328
控除:手数料免除額	(554,830)
費用合計	1,810,865
投資純利益/(損失)	12,129,912
実現純利益(損失):
売却済投資証券	40,867,409
金融先物取引	10,304,344
先渡為替取引	38,433,335
スワップ取引	(94,219,907)
為替取引	518,898
当期実現純利益(損失)	(4,095,921)
未実現増価(減価)純増減:
投資証券	34,723,733
金融先物取引	(661,011)
先渡為替取引	(11,783,782)
スワップ取引	4,619,965
為替取引	(11,517,163)
当期未実現損益純増減	15,381,742
運用の結果による純資産の増減	23,415,733
設定	756,879,307
解約	(106,434,100)
資本の増減による純資産増減	650,445,207
支払配当金	(8,292)
当期末現在純資産	815,648,874

投資有価証券明細表
2021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
カナダ
Cenovus Energy, Inc. 3% 15/08/2022	USD	1,479,000		1,509,353		0.18
				1,509,353		0.18
フランス
France Treasury Bill BTF, Reg. S 0% 04/11/2021	EUR	3,774,000		4,492,302		0.55
France Treasury Bill BTF, Reg. S 0% 15/12/2021	EUR	5,970,000		7,111,865		0.87
				11,604,167		1.42
ドイツ
Bundesschatzanweisungen, Reg. S 0% 10/09/2021	EUR	4,700,000		5,587,487		0.69
Landwirtschaftliche Rentenbank 1.75% 24/09/2021	USD	4,821,000		4,838,839		0.59
				10,426,326		1.28
オランダ
Sigma Holdco BV, 144A 7.875% 15/05/2026	USD	800,000		815,028		0.10
				815,028		0.10
多国籍企業
Asian Development Bank 0.625% 07/04/2022	USD	9,956,000		9,993,504		1.23
European Investment Bank 2.75% 15/09/2021	EUR	3,371,000		4,030,412		0.49
European Investment Bank 2.875% 15/12/2021	USD	9,845,000		9,969,349		1.22
European Investment Bank 2.25% 15/03/2022	USD	3,652,000		3,706,837		0.46
European Investment Bank 2.625% 20/05/2022	USD	4,560,000		4,660,116		0.57
European Stability Mechanism, Reg. S 0% 17/01/2022	EUR	3,428,000		4,083,359		0.50
Inter-American Development Bank 1.75% 14/04/2022	USD	4,435,000		4,492,431		0.55
International Bank for Reconstruction & Development 1.625% 10/02/2022	USD	4,453,000		4,492,966		0.55
				45,428,974		5.57
米国
AmeriGas Partners LP 5.625% 20/05/2024	USD	1,171,000		1,282,608		0.16
AmeriGas Partners LP 5.5% 20/05/2025	USD	183,000		201,382		0.02
Ashland LLC 4.75% 15/08/2022	USD	44,000		45,635		0.01
CF Industries, Inc. 3.45% 01/06/2023	USD	3,926,000		4,102,670		0.50
CF Industries, Inc. 5.15% 15/03/2034	USD	184,000		223,351		0.03
Continental Resources, Inc. 4.5% 15/04/2023	USD	293,000		307,013		0.04
Continental Resources, Inc. 4.375% 15/01/2028	USD	3,520,000		3,892,979		0.48
Encompass Health Corp. 5.125% 15/03/2023	USD	57,000		57,369		0.01
Encompass Health Corp. 4.5% 01/02/2028	USD	300,000		311,678		0.04
Energy Transfer LP 4.25% 15/03/2023	USD	75,000		74,506		0.01
EQT Corp. 3% 01/10/2022	USD	192,000		196,320		0.02
Freeport-McMoRan, Inc. 3.875% 15/03/2023	USD	1,148,000		1,195,424		0.15
Freeport-McMoRan, Inc. 4.625% 01/08/2030	USD	1,952,000		2,137,665		0.26
Molina Healthcare, Inc. 5.375% 15/11/2022	USD	1,076,000		1,129,122		0.14
Murphy Oil USA, Inc. 5.625% 01/05/2027	USD	710,000		753,686		0.09
Nordstrom, Inc. 4% 15/03/2027	USD	1,739,000		1,807,288		0.22
NRG Energy, Inc. 7.25% 15/05/2026	USD	294,000		305,531		0.04
NRG Energy, Inc. 6.625% 15/01/2027	USD	200,000		207,250		0.02
NRG Energy, Inc. 5.75% 15/01/2028	USD	300,000		320,408		0.04
Owens & Minor, Inc. 4.375% 15/12/2024	USD	869,000		916,508		0.11
PBF Logistics LP 6.875% 15/05/2023	USD	4,029,000		3,973,601		0.49
PulteGroup, Inc. 5.5% 01/03/2026	USD	473,000		553,578		0.07
Radian Group, Inc. 6.625% 15/03/2025	USD	885,000		1,000,948		0.12
Range Resources Corp. 5% 15/08/2022	USD	482,000		492,720		0.06
Scotts Miracle-Gro Co. (The) 5.25% 15/12/2026	USD	1,065,000		1,111,551		0.14
Southwestern Energy Co. 6.45% 23/01/2025	USD	314,000		346,735		0.04
Teleflex, Inc. 4.625% 15/11/2027	USD	1,074,000		1,147,778		0.14
Under Armour, Inc. 3.25% 15/06/2026	USD	1,751,000		1,818,851		0.22
United States Cellular Corp. 6.7% 15/12/2033	USD	800,000		982,920		0.12
US Treasury Bill 0% 24/02/2022	USD	5,598,600		5,596,835		0.69
Yum! Brands, Inc. 3.75% 01/11/2021	USD	441,000		443,165		0.05
Yum! Brands, Inc. 3.875% 01/11/2023	USD	200,000		211,892		0.03
Yum! Brands, Inc. 4.625% 31/01/2032	USD	3,388,000		3,545,423		0.43
				40,694,390		4.99
債券合計				110,478,238		13.54
株式
オーストラリア
Ansell Ltd.	AUD	36,056		1,176,948		0.14
BlueScope Steel Ltd.	AUD	64,852		1,068,797		0.13
Coles Group Ltd.	AUD	85,442		1,095,926		0.14
CSR Ltd.	AUD	243,467		1,053,126		0.13
Fortescue Metals Group Ltd.	AUD	63,384		1,110,709		0.14
Harvey Norman Holdings Ltd.	AUD	228,710		939,529		0.12
Healius Ltd.	AUD	308,471		1,068,136		0.13
IGO Ltd.	AUD	189,822		1,085,993		0.13
JB Hi-Fi Ltd.	AUD	26,509		1,004,941		0.12
Reliance Worldwide Corp. Ltd.	AUD	269,617		1,065,090		0.13
Rio Tinto Ltd.	AUD	11,683		1,109,978		0.14
Santos Ltd.	AUD	188,592		1,003,960		0.12
Sonic Healthcare Ltd.	AUD	33,787		973,594		0.12
St Barbara Ltd.	AUD	725,756		927,083		0.11
Super Retail Group Ltd.	AUD	120,428		1,166,978		0.14
Technology One Ltd.	AUD	149,901		1,046,554		0.13
Woodside Petroleum Ltd.	AUD	60,487		1,007,752		0.12
				17,905,094		2.19
バミューダ諸島
Signet Jewelers Ltd.	USD	18,423		1,440,126		0.18
				1,440,126		0.18
カナダ
ARC Resources Ltd.	CAD	145,150		1,252,446		0.15
B2Gold Corp.	CAD	226,979		956,785		0.12
Canadian Imperial Bank of Commerce	CAD	9,312		1,058,510		0.13
Canadian Western Bank	CAD	37,819		1,061,516		0.13
Canfor Corp.	CAD	48,458		1,080,274		0.13
CGI, Inc.	CAD	12,523		1,148,586		0.14
Cogeco Communications, Inc.	CAD	11,475		1,111,224		0.14
Descartes Systems Group, Inc. (The)	CAD	17,157		1,193,693		0.15
Finning International, Inc.	CAD	43,965		1,149,446		0.14
Interfor Corp.	CAD	46,239		1,120,319		0.14
Magna International, Inc.	CAD	11,767		1,092,706		0.13
Masonite International Corp.	USD	9,450		1,052,399		0.13
Northland Power, Inc.	CAD	35,739		1,211,849		0.15
Parex Resources, Inc.	CAD	64,288		1,104,239		0.13
Pretium Resources, Inc.	CAD	103,981		976,639		0.12
Quebecor, Inc. ‘B’	CAD	39,471		1,047,106		0.13
Stantec, Inc.	CAD	25,061		1,117,369		0.14
Superior Plus Corp.	CAD	88,544		1,094,669		0.13
Torex Gold Resources, Inc.	CAD	79,389		908,011		0.11
TransAlta Renewables, Inc.	CAD	72,605		1,212,763		0.15
West Fraser Timber Co. Ltd.	CAD	12,532		879,811		0.11
Whitecap Resources, Inc.	CAD	217,491		1,099,620		0.13
				23,929,980		2.93
ドイツ
Amdocs Ltd.	USD	12,815		992,009		0.12
				992,009		0.12
アイルランド
Accenture plc ‘A’	USD	3,821		1,130,328		0.14
ICON plc	USD	4,579		971,755		0.12
Jazz Pharmaceuticals plc	USD	6,033		1,064,915		0.13
Pentair plc	USD	16,031		1,076,482		0.13
				4,243,480		0.52
イスラエル
Check Point Software Technologies Ltd.	USD	8,830		1,023,662		0.13
				1,023,662		0.13
日本
Adastria Co. Ltd.	JPY	65,400		1,200,629		0.15
Ajinomoto Co., Inc.	JPY	47,200		1,228,656		0.15
Amada Co. Ltd.	JPY	98,200		996,763		0.12
ASKUL Corp.	JPY	58,600		918,024		0.11
Brother Industries Ltd.	JPY	58,700		1,176,005		0.14
CKD Corp.	JPY	47,500		1,004,192		0.12
Cosmo Energy Holdings Co. Ltd.	JPY	49,700		1,144,098		0.14
DCM Holdings Co. Ltd.	JPY	97,100		928,576		0.11
Ebara Corp.	JPY	21,900		1,082,278		0.13
ENEOS Holdings, Inc.	JPY	285,300		1,199,082		0.15
Fuji Corp.	JPY	46,200		1,061,649		0.13
Fuji Oil Holdings, Inc.	JPY	40,100		958,428		0.12
FUJIFILM Holdings Corp.	JPY	16,100		1,198,271		0.15
Fujikura Ltd.	JPY	257,500		1,200,423		0.15
Fukuoka Financial Group, Inc.	JPY	60,900		1,067,123		0.13
GungHo Online Entertainment, Inc.	JPY	57,540		1,149,646		0.14
H.U. Group Holdings, Inc.	JPY	43,000		1,113,208		0.14
Hitachi Transport System Ltd.	JPY	32,700		1,360,457		0.17
Hitachi Zosen Corp.	JPY	161,400		1,045,514		0.13
House Foods Group, Inc.	JPY	33,100		1,016,002		0.12
Hoya Corp.	JPY	6,800		904,938		0.11
Iida Group Holdings Co. Ltd.	JPY	41,500		1,072,688		0.13
ITOCHU Corp.	JPY	36,300		1,049,783		0.13
Izumi Co. Ltd.	JPY	27,900		1,055,520		0.13
JSR Corp.	JPY	37,200		1,129,248		0.14
KDDI Corp.	JPY	33,300		1,042,599		0.13
Kewpie Corp.	JPY	47,500		1,070,709		0.13
Kikkoman Corp.	JPY	17,300		1,146,446		0.14
Kintetsu World Express, Inc.	JPY	51,400		1,085,016		0.13
Komeri Co. Ltd.	JPY	37,000		875,811		0.11
K’s Holdings Corp.	JPY	81,900		945,262		0.12
Kurita Water Industries Ltd.	JPY	23,400		1,124,695		0.14
Kyowa Kirin Co. Ltd.	JPY	24,800		881,665		0.11
Lawson, Inc.	JPY	27,400		1,271,154		0.16
Lixil Corp.	JPY	40,900		1,062,352		0.13
M3, Inc.	JPY	17,500		1,282,310		0.16
Mitsui Chemicals, Inc.	JPY	30,300		1,049,821		0.13
Mixi, Inc.	JPY	43,500		1,150,518		0.14
Nabtesco Corp.	JPY	24,200		917,727		0.11
NEC Networks & System Integration Corp.	JPY	58,300		923,858		0.11
Nextage Co. Ltd.	JPY	61,000		1,036,635		0.13
Nihon Unisys Ltd.	JPY	39,400		1,188,913		0.15
Nintendo Co. Ltd.	JPY	1,800		1,051,271		0.13
Nippon Electric Glass Co. Ltd.	JPY	48,600		1,146,218		0.14
Nippon Express Co. Ltd.	JPY	13,700		1,047,743		0.13
Nippon Telegraph & Telephone Corp.	JPY	42,200		1,103,553		0.13
Nishimatsuya Chain Co. Ltd.	JPY	81,900		1,116,186		0.14
Nitto Denko Corp.	JPY	14,200		1,063,531		0.13
Nomura Real Estate Holdings, Inc.	JPY	42,200		1,074,768		0.13
Nomura Research Institute Ltd.	JPY	30,900		1,026,641		0.13
Rinnai Corp.	JPY	9,800		934,969		0.11
Sanwa Holdings Corp.	JPY	89,200		1,099,628		0.13
SCREEN Holdings Co. Ltd.	JPY	11,400		1,130,875		0.14
SCSK Corp.	JPY	16,200		969,635		0.12
Secom Co. Ltd.	JPY	14,200		1,083,993		0.13
Seiko Epson Corp.	JPY	59,400		1,049,157		0.13
Shimadzu Corp.	JPY	31,300		1,214,548		0.15
Shimamura Co. Ltd.	JPY	9,500		914,931		0.11
Shimano, Inc.	JPY	4,000		951,521		0.12
Shionogi & Co. Ltd.	JPY	21,800		1,141,050		0.14
Sony Group Corp.	JPY	9,300		908,482		0.11
Sumitomo Chemical Co. Ltd.	JPY	198,100		1,055,056		0.13
Sumitomo Dainippon Pharma Co. Ltd.	JPY	56,700		1,193,566		0.15
Sumitomo Rubber Industries Ltd.	JPY	72,700		1,006,566		0.12
Takeuchi Manufacturing Co. Ltd.	JPY	41,500		1,037,444		0.13
TechnoPro Holdings, Inc.	JPY	47,400		1,124,982		0.14
Teijin Ltd.	JPY	74,800		1,144,105		0.14
Tokai Carbon Co. Ltd.	JPY	71,200		985,476		0.12
Tosoh Corp.	JPY	53,200		920,424		0.11
Toyo Suisan Kaisha Ltd.	JPY	26,100		1,008,054		0.12
Toyo Tire Corp.	JPY	53,900		1,142,902		0.14
Trend Micro, Inc.	JPY	22,100		1,163,042		0.14
Ulvac, Inc.	JPY	22,700		1,154,627		0.14
Unicharm Corp.	JPY	23,800		961,581		0.12
USS Co. Ltd.	JPY	52,600		920,498		0.11
Yamato Holdings Co. Ltd.	JPY	41,300		1,178,150		0.14
Yokohama Rubber Co. Ltd. (The)	JPY	52,900		1,136,992		0.14
Zeon Corp.	JPY	76,100		1,057,078		0.13
ZOZO, Inc.	JPY	34,900		1,187,917		0.15
				84,723,852		10.39
ルクセンブルク
Trinseo SA	USD	16,648		987,060		0.12
				987,060		0.12
マーシャル諸島
DHT Holdings, Inc.	USD	172,846		1,131,277		0.14
				1,131,277		0.14
プエルトリコ
Popular, Inc.	USD	13,632		1,023,082		0.13
				1,023,082		0.13
スイス
Adecco Group AG	CHF	2,020		137,842		0.02
TE Connectivity Ltd.	USD	8,133		1,091,611		0.13
				1,229,453		0.15
英国
Liberty Global plc ‘A’	USD	43,333		1,183,207		0.14
				1,183,207		0.14
米国
1-800-Flowers.com, Inc. ‘A’	USD	29,249		964,340		0.12
A O Smith Corp.	USD	16,203		1,157,461		0.14
Abbott Laboratories	USD	8,415		973,952		0.12
Abercrombie & Fitch Co. ‘A’	USD	27,348		1,257,188		0.15
ABM Industries, Inc.	USD	22,594		994,136		0.12
Acadia Healthcare Co., Inc.	USD	17,155		1,080,593		0.13
Activision Blizzard, Inc.	USD	11,742		1,120,187		0.14
Adobe, Inc.	USD	2,175		1,282,293		0.16
Advanced Energy Industries, Inc.	USD	10,648		1,191,564		0.15
AGCO Corp.	USD	8,200		1,048,862		0.13
Agilent Technologies, Inc.	USD	5,589		824,098		0.10
Albertsons Cos., Inc. ‘A’	USD	55,623		1,115,519		0.14
Allison Transmission Holdings, Inc.	USD	26,434		1,044,672		0.13
Alphabet, Inc. ‘A’	USD	475		1,157,748		0.14
Alphabet, Inc. ‘C’	USD	464		1,163,199		0.14
American Woodmark Corp.	USD	13,058		1,082,051		0.13
AmerisourceBergen Corp.	USD	9,548		1,090,954		0.13
Antero Resources Corp.	USD	85,394		1,277,494		0.16
Applied Materials, Inc.	USD	7,527		1,058,785		0.13
ArcBest Corp.	USD	14,508		849,153		0.10
Archrock, Inc.	USD	114,895		1,028,310		0.13
Arrow Electronics, Inc.	USD	9,243		1,055,458		0.13
Artisan Partners Asset Management, Inc. ‘A’	USD	20,357		1,034,034		0.13
Astec Industries, Inc.	USD	16,271		1,014,171		0.12
Atkore, Inc.	USD	14,472		1,023,243		0.13
Automatic Data Processing, Inc.	USD	5,684		1,125,489		0.14
AutoNation, Inc.	USD	10,847		1,021,028		0.13
B Riley Financial, Inc.	USD	15,966		1,178,850		0.14
Badger Meter, Inc.	USD	10,860		1,068,407		0.13
Best Buy Co., Inc.	USD	8,784		1,017,846		0.13
Big Lots, Inc.	USD	16,583		1,095,141		0.13
Boise Cascade Co.	USD	17,118		990,276		0.12
Brady Corp. ‘A’	USD	19,406		1,090,035		0.13
Broadcom, Inc.	USD	2,399		1,137,294		0.14
Brunswick Corp.	USD	8,335		818,705		0.10
Buckle, Inc. (The)	USD	25,225		1,201,214		0.15
Cactus, Inc. ‘A’	USD	27,680		1,035,647		0.13
Cadence Design Systems, Inc.	USD	7,229		992,831		0.12
Campbell Soup Co.	USD	21,306		976,774		0.12
Cardinal Health, Inc.	USD	19,791		1,122,842		0.14
Carter’s, Inc.	USD	10,105		1,040,562		0.13
Celanese Corp.	USD	6,673		992,342		0.12
Century Communities, Inc.	USD	14,628		977,882		0.12
Cerner Corp.	USD	13,191		1,031,140		0.13
CF Industries Holdings, Inc.	USD	20,270		1,007,520		0.12
Chemed Corp.	USD	2,056		986,551		0.12
Chemours Co. (The)	USD	29,980		1,051,548		0.13
Cirrus Logic, Inc.	USD	14,291		1,227,097		0.15
Cognizant Technology Solutions Corp. ‘A’	USD	13,267		913,499		0.11
Commercial Metals Co.	USD	34,678		1,065,482		0.13
CommVault Systems, Inc.	USD	14,678		1,147,086		0.14
Corcept Therapeutics, Inc.	USD	51,299		1,135,760		0.14
Cowen, Inc. ‘A’	USD	24,622		990,543		0.12
CSG Systems International, Inc.	USD	21,129		1,000,036		0.12
CSX Corp.	USD	28,461		904,633		0.11
Cummins, Inc.	USD	4,273		1,030,989		0.13
CVS Health Corp.	USD	9,910		824,116		0.10
Danaher Corp.	USD	4,627		1,240,846		0.15
DaVita, Inc.	USD	8,473		1,017,480		0.12
Deckers Outdoor Corp.	USD	2,826		1,075,307		0.13
Dell Technologies, Inc. ‘C’	USD	10,970		1,105,008		0.14
Deluxe Corp.	USD	24,160		1,141,922		0.14
DENTSPLY SIRONA, Inc.	USD	16,753		1,050,832		0.13
Dick’s Sporting Goods, Inc.	USD	11,645		1,177,368		0.14
Dillard’s, Inc. ‘A’	USD	7,140		1,263,673		0.16
DMC Global, Inc.	USD	23,034		1,318,351		0.16
Dolby Laboratories, Inc. ‘A’	USD	12,148		1,202,531		0.15
Dow, Inc.	USD	15,794		999,286		0.12
Eastman Chemical Co.	USD	8,647		1,007,159		0.12
Electronic Arts, Inc.	USD	7,737		1,113,470		0.14
EMCOR Group, Inc.	USD	8,869		1,082,550		0.13
Ensign Group, Inc. (The)	USD	13,525		1,161,324		0.14
EQT Corp.	USD	52,090		1,139,469		0.14
Estee Lauder Cos., Inc. (The) ‘A’	USD	3,912		1,240,495		0.15
Ethan Allen Interiors, Inc.	USD	38,956		1,058,629		0.13
EW Scripps Co. (The) ‘A’	USD	55,339		1,107,057		0.14
ExlService Holdings, Inc.	USD	10,953		1,170,328		0.14
Flowers Foods, Inc.	USD	41,953		1,016,311		0.12
Foot Locker, Inc.	USD	18,491		1,129,800		0.14
Fox Corp. ‘A’	USD	27,964		1,024,601		0.13
Franklin Electric Co., Inc.	USD	11,355		909,706		0.11
Gartner, Inc.	USD	4,567		1,106,173		0.14
General Mills, Inc.	USD	16,614		1,012,540		0.12
Gentex Corp.	USD	31,539		1,050,091		0.13
Greif, Inc. ‘A’	USD	18,391		1,100,242		0.14
Group 1 Automotive, Inc.	USD	6,699		1,013,056		0.12
Hain Celestial Group, Inc. (The)	USD	29,879		1,199,791		0.15
Helmerich & Payne, Inc.	USD	46,997		1,543,851		0.19
Herc Holdings, Inc.	USD	10,108		1,104,754		0.14
Hershey Co. (The)	USD	6,390		1,106,780		0.14
Hillenbrand, Inc.	USD	24,559		1,072,369		0.13
Hill-Rom Holdings, Inc.	USD	10,143		1,152,448		0.14
Hilltop Holdings, Inc.	USD	29,708		1,084,342		0.13
HNI Corp.	USD	24,452		1,067,452		0.13
Hologic, Inc.	USD	18,289		1,228,381		0.15
Hostess Brands, Inc.	USD	68,044		1,099,251		0.13
HP, Inc.	USD	37,262		1,115,065		0.14
Hubbell, Inc.	USD	5,836		1,080,506		0.13
Humana, Inc.	USD	2,590		1,143,861		0.14
Insight Enterprises, Inc.	USD	9,866		988,228		0.12
Intel Corp.	USD	16,279		905,031		0.11
International Paper Co.	USD	17,374		1,053,994		0.13
Interpublic Group of Cos., Inc. (The)	USD	32,792		1,043,114		0.13
Intuit, Inc.	USD	2,450		1,199,030		0.15
ITT, Inc.	USD	11,878		1,079,829		0.13
J M Smucker Co. (The)	USD	8,089		1,060,630		0.13
Jack Henry & Associates, Inc.	USD	6,603		1,091,245		0.13
Jefferies Financial Group, Inc.	USD	37,781		1,263,963		0.16
Johnson & Johnson	USD	6,717		1,101,386		0.14
KLA Corp.	USD	3,174		1,021,949		0.13
Knowles Corp.	USD	54,965		1,087,208		0.13
Kontoor Brands, Inc.	USD	13,194		726,594		0.09
Korn Ferry	USD	16,831		1,210,570		0.15
Kroger Co. (The)	USD	28,975		1,126,113		0.14
Kulicke & Soffa Industries, Inc.	USD	21,699		1,303,242		0.16
La-Z-Boy, Inc.	USD	23,988		893,193		0.11
LHC Group, Inc.	USD	5,736		1,164,207		0.14
Louisiana-Pacific Corp.	USD	17,173		1,004,964		0.12
Lowe’s Cos., Inc.	USD	4,564		887,470		0.11
Lumen Technologies, Inc.	USD	74,399		1,014,430		0.12
ManpowerGroup, Inc.	USD	8,822		1,041,569		0.13
MarineMax, Inc.	USD	19,520		953,845		0.12
Maximus, Inc.	USD	11,898		1,042,324		0.13
McKesson Corp.	USD	5,753		1,101,556		0.14
MDU Resources Group, Inc.	USD	32,830		1,020,192		0.13
Medifast, Inc.	USD	3,521		988,644		0.12
Medpace Holdings, Inc.	USD	6,611		1,163,404		0.14
Merit Medical Systems, Inc.	USD	18,656		1,194,730		0.15
Meritage Homes Corp.	USD	10,420		979,324		0.12
Microchip Technology, Inc.	USD	7,351		1,115,441		0.14
Microsoft Corp.	USD	4,268		1,153,235		0.14
Minerals Technologies, Inc.	USD	13,162		1,029,597		0.13
MKS Instruments, Inc.	USD	6,137		1,082,935		0.13
ModivCare, Inc.	USD	7,730		1,325,193		0.16
Moelis & Co. ‘A’	USD	18,611		1,060,362		0.13
Molina Healthcare, Inc.	USD	4,454		1,133,966		0.14
Mr Cooper Group, Inc.	USD	33,341		1,111,756		0.14
MSC Industrial Direct Co., Inc. ‘A’	USD	10,128		907,925		0.11
Mueller Water Products, Inc. ‘A’	USD	77,394		1,113,313		0.14
MYR Group, Inc.	USD	12,816		1,147,481		0.14
National Fuel Gas Co.	USD	20,795		1,084,667		0.13
Neenah, Inc.	USD	21,275		1,050,985		0.13
NetApp, Inc.	USD	14,174		1,169,497		0.14
NETGEAR, Inc.	USD	27,986		1,070,325		0.13
NetScout Systems, Inc.	USD	34,254		976,582		0.12
Nexstar Media Group, Inc. ‘A’	USD	7,502		1,087,415		0.13
NextGen Healthcare, Inc.	USD	65,719		1,088,307		0.13
Norfolk Southern Corp.	USD	3,350		884,450		0.11
Nu Skin Enterprises, Inc. ‘A’	USD	18,467		1,041,262		0.13
NVR, Inc.	USD	222		1,107,780		0.14
Old Dominion Freight Line, Inc.	USD	4,222		1,075,723		0.13
Omnicom Group, Inc.	USD	13,579		1,071,247		0.13
OneMain Holdings, Inc.	USD	18,800		1,126,966		0.14
Onto Innovation, Inc.	USD	16,021		1,167,130		0.14
Oracle Corp.	USD	14,672		1,140,895		0.14
Oshkosh Corp.	USD	8,615		1,056,845		0.13
Ovintiv, Inc.	USD	36,410		1,163,300		0.14
Owens Corning	USD	10,639		1,032,196		0.13
Parker-Hannifin Corp.	USD	3,051		930,524		0.11
PDC Energy, Inc.	USD	24,072		1,112,006		0.14
Perficient, Inc.	USD	15,642		1,247,684		0.15
PerkinElmer, Inc.	USD	5,863		905,833		0.11
PetMed Express, Inc.	USD	32,593		1,100,177		0.14
Prestige Consumer Healthcare, Inc.	USD	22,597		1,180,241		0.14
Primoris Services Corp.	USD	34,624		1,004,615		0.12
Procter & Gamble Co. (The)	USD	7,787		1,048,753		0.13
Progress Software Corp.	USD	25,447		1,176,542		0.14
Public Service Enterprise Group, Inc.	USD	19,208		1,141,627		0.14
PulteGroup, Inc.	USD	18,749		1,029,133		0.13
Qorvo, Inc.	USD	6,374		1,237,162		0.15
Qualys, Inc.	USD	8,828		895,292		0.11
Quanta Services, Inc.	USD	11,933		1,078,206		0.13
Quest Diagnostics, Inc.	USD	8,703		1,150,493		0.14
Quidel Corp.	USD	7,625		974,856		0.12
QuinStreet, Inc.	USD	53,029		998,006		0.12
Rambus, Inc.	USD	57,331		1,354,732		0.17
Realogy Holdings Corp.	USD	62,866		1,123,101		0.14
Regal Beloit Corp.	USD	7,942		1,058,788		0.13
Reliance Steel & Aluminum Co.	USD	6,580		990,060		0.12
Renewable Energy Group, Inc.	USD	15,828		972,156		0.12
Resolute Forest Products, Inc.	USD	77,663		921,472		0.11
Robert Half International, Inc.	USD	12,382		1,088,316		0.13
Rush Enterprises, Inc. ‘A’	USD	23,734		1,018,189		0.13
Ryder System, Inc.	USD	13,458		999,593		0.12
Schneider National, Inc. ‘B’	USD	45,740		1,003,993		0.12
Select Medical Holdings Corp.	USD	26,097		1,085,374		0.13
Shenandoah Telecommunications Co.	USD	21,727		1,047,459		0.13
Shutterstock, Inc.	USD	10,067		1,006,549		0.12
Sinclair Broadcast Group, Inc. ‘A’	USD	33,074		1,086,977		0.13
Skyworks Solutions, Inc.	USD	6,391		1,208,091		0.15
Snap-on, Inc.	USD	4,398		976,202		0.12
Sonoco Products Co.	USD	16,606		1,101,725		0.14
SpartanNash Co.	USD	55,265		1,063,851		0.13
Sprouts Farmers Market, Inc.	USD	40,466		1,006,389		0.12
SPS Commerce, Inc.	USD	9,442		952,698		0.12
Stamps.com, Inc.	USD	5,282		1,104,598		0.14
Stewart Information Services Corp.	USD	18,622		1,044,787		0.13
Synopsys, Inc.	USD	4,298		1,181,692		0.15
Target Corp.	USD	5,333		1,290,266		0.16
Terex Corp.	USD	21,218		993,321		0.12
Texas Instruments, Inc.	USD	5,676		1,089,537		0.13
Thermo Fisher Scientific, Inc.	USD	2,504		1,265,421		0.16
Timken Co. (The)	USD	10,554		834,188		0.10
TimkenSteel Corp.	USD	75,151		1,053,993		0.13
Tivity Health, Inc.	USD	40,649		1,061,549		0.13
TopBuild Corp.	USD	5,789		1,148,885		0.14
Tri Pointe Homes, Inc.	USD	46,188		987,499		0.12
TTEC Holdings, Inc.	USD	10,731		1,094,186		0.13
TTM Technologies, Inc.	USD	66,448		949,210		0.12
UniFirst Corp.	USD	5,051		1,222,771		0.15
Union Pacific Corp.	USD	4,070		892,388		0.11
UnitedHealth Group, Inc.	USD	2,734		1,087,804		0.13
USANA Health Sciences, Inc.	USD	10,597		1,087,358		0.13
Verizon Communications, Inc.	USD	19,573		1,094,816		0.13
Virtus Investment Partners, Inc.	USD	3,740		1,016,813		0.12
Visa, Inc. ‘A’	USD	4,737		1,114,119		0.14
Vista Outdoor, Inc.	USD	25,912		1,198,300		0.15
Vontier Corp.	USD	32,801		1,070,461		0.13
Wabash National Corp.	USD	59,338		952,375		0.12
Walmart, Inc.	USD	7,876		1,117,801		0.14
Watts Water Technologies, Inc. ‘A’	USD	7,986		1,155,414		0.14
West Pharmaceutical Services, Inc.	USD	2,340		839,615		0.10
Western Union Co. (The)	USD	34,389		788,712		0.10
Williams-Sonoma, Inc.	USD	5,932		965,166		0.12
Winnebago Industries, Inc.	USD	11,718		789,735		0.10
World Fuel Services Corp.	USD	31,892		1,006,352		0.12
Worthington Industries, Inc.	USD	16,603		1,001,825		0.12
Zumiez, Inc.	USD	24,144		1,158,188		0.14
				244,347,850		29.96
英領ヴァージン諸島
Nomad Foods Ltd.	USD	34,136		966,219		0.12
				966,219		0.12
株式合計				385,126,351		47.22
Pノート
米国
Nelnet, Inc. ‘A’ 0%	USD	13,772		1,049,633		0.13
				1,049,633		0.13
Pノート合計				1,049,633		0.13
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				496,654,222		60.89
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	3,969,000		4,326,210		0.53
Mineral Resources Ltd., 144A 8.125% 01/05/2027	USD	2,417,000		2,663,752		0.33
				6,989,962		0.86
バミューダ諸島
Weatherford International Ltd., 144A 8.75% 01/09/2024	USD	1,651,000		1,729,423		0.21
				1,729,423		0.21
カナダ
ATS Automation Tooling Systems, Inc., 144A 4.125% 15/12/2028	USD	4,079,000		4,174,958		0.51
Masonite International Corp., 144A 5.75% 15/09/2026	USD	100,000		103,819		0.01
Masonite International Corp., 144A 5.375% 01/02/2028	USD	2,500,000		2,664,463		0.33
MDC Partners, Inc., STEP, 144A 7.5% 01/05/2024	USD	4,224,000		4,282,080		0.52
Open Text Corp., 144A 5.875% 01/06/2026	USD	800,000		827,304		0.10
Open Text Corp., 144A 3.875% 15/02/2028	USD	618,000		625,416		0.08
Parkland Corp., 144A 5.875% 15/07/2027	USD	672,000		718,015		0.09
Ritchie Bros Auctioneers, Inc., 144A 5.375% 15/01/2025	USD	500,000		515,855		0.06
Videotron Ltd. 5% 15/07/2022	USD	1,092,000		1,139,060		0.14
				15,050,970		1.84
ケイマン諸島
Seagate HDD Cayman 4.75% 01/06/2023	USD	3,811,000		4,073,559		0.50
				4,073,559		0.50
アイルランド
James Hardie International Finance DAC, 144A 5% 15/01/2028	USD	1,565,000		1,656,419		0.20
Jazz Securities DAC, 144A 4.375% 15/01/2029	USD	4,156,000		4,311,850		0.53
				5,968,269		0.73
ルクセンブルク
Telenet Finance Luxembourg Notes Sarl,144A 5.5% 01/03/2028	USD	400,000		421,500		0.05
Trinseo Materials Operating SCA, 144A 5.375% 01/09/2025	USD	1,470,000		1,509,440		0.19
				1,930,940		0.24
オランダ
Alcoa Nederland Holding BV, 144A 6.125% 15/05/2028	USD	1,350,000		1,473,187		0.18
				1,473,187		0.18
多国籍企業
Herbalife Nutrition Ltd., 144A 7.875% 01/09/2025	USD	192,000		209,040		0.03
				209,040		0.03
スウェーデン
Telefonaktiebolaget LM Ericsson 4.125% 15/05/2022	USD	577,000		594,180		0.07
				594,180		0.07
米国
AdaptHealth LLC, 144A 6.125% 01/08/2028	USD	62,000		66,016		0.01
Advanced Micro Devices, Inc. 7.5% 15/08/2022	USD	717,000		771,177		0.10
Alliance Resource Operating Partners LP, 144A 7.5% 01/05/2025	USD	167,000		163,642		0.02
Allison Transmission, Inc., 144A 4.75% 01/10/2027	USD	791,000		821,956		0.10
AMC Networks, Inc. 5% 01/04/2024	USD	93,000		94,449		0.01
AMC Networks, Inc. 4.75% 01/08/2025	USD	500,000		512,405		0.06
Amkor Technology, Inc., 144A 6.625% 15/09/2027	USD	3,810,000		4,112,895		0.50
AMN Healthcare, Inc., 144A 4% 15/04/2029	USD	1,702,000		1,716,697		0.21
ASGN, Inc., 144A 4.625% 15/05/2028	USD	3,905,000		4,100,894		0.50
Avient Corp., 144A 5.75% 15/05/2025	USD	751,000		793,105		0.10
Bed Bath & Beyond, Inc. 3.749% 01/08/2024	USD	1,606,000		1,663,270		0.20
Berry Petroleum Co. LLC, 144A 7% 15/02/2026	USD	649,000		660,046		0.08
Black Knight InfoServ LLC, 144A 3.625% 01/09/2028	USD	1,446,000		1,440,549		0.18
Boise Cascade Co., 144A 4.875% 01/07/2030	USD	1,369,000		1,453,878		0.18
Builders FirstSource, Inc., 144A 6.75% 01/06/2027	USD	3,600,000		3,866,508		0.47
Builders FirstSource, Inc., 144A 5% 01/03/2030	USD	259,000		271,020		0.03
BWX Technologies, Inc., 144A 4.125% 30/06/2028	USD	1,418,000		1,446,665		0.18
Cable One, Inc., 144A 4% 15/11/2030	USD	1,705,000		1,715,656		0.21
California Resources Corp., 144A 7.125% 01/02/2026	USD	4,007,000		4,237,683		0.52
Central Garden & Pet Co. 5.125% 01/02/2028	USD	3,881,000		4,112,463		0.50
Community Health Systems, Inc., 144A 8% 15/03/2026	USD	783,000		842,715		0.10
Compass Group Diversified Holdings LLC, 144A 5.25% 15/04/2029	USD	4,100,000		4,279,375		0.53
CONSOL Energy, Inc., 144A 11% 15/11/2025	USD	600,000		594,750		0.07
Credit Acceptance Corp., 144A 5.125% 31/12/2024	USD	600,000		623,580		0.08
Credit Acceptance Corp. 6.625% 15/03/2026	USD	805,000		848,269		0.10
CVR Energy, Inc., 144A 5.25% 15/02/2025	USD	1,564,000		1,571,038		0.19
DaVita, Inc., 144A 4.625% 01/06/2030	USD	1,634,000		1,670,765		0.21
Diebold Nixdorf, Inc., 144A 9.375% 15/07/2025	USD	1,373,000		1,521,167		0.19
DISH DBS Corp. 5.875% 15/07/2022	USD	3,596,000		3,748,830		0.46
DISH DBS Corp. 5.875% 15/11/2024	USD	421,000		450,996		0.06
Donnelley Financial Solutions, Inc. 8.25% 15/10/2024	USD	700,000		727,300		0.09
Element Solutions, Inc., 144A 3.875% 01/09/2028	USD	1,723,000		1,751,369		0.22
Emergent BioSolutions, Inc., 144A 3.875% 15/08/2028	USD	4,500,000		4,405,455		0.54
EnerSys, 144A 5% 30/04/2023	USD	1,151,000		1,204,159		0.15
Enova International, Inc., 144A 8.5% 01/09/2024	USD	100,000		102,874		0.01
Entegris, Inc., 144A 4.375% 15/04/2028	USD	2,966,000		3,101,695		0.38
ESH Hospitality, Inc., REIT, 144A 5.25% 01/05/2025	USD	854,000		870,525		0.11
Fair Isaac Corp., 144A 5.25% 15/05/2026	USD	700,000		789,600		0.10
Fair Isaac Corp., 144A 4% 15/06/2028	USD	570,000		589,474		0.07
Fortress Transportation and Infrastructure Investors LLC, 144A 6.5% 01/10/2025	USD	1,667,000		1,731,605		0.21
Gap, Inc. (The), 144A 8.625% 15/05/2025	USD	1,334,000		1,465,139		0.18
Gartner, Inc., 144A 4.5% 01/07/2028	USD	3,172,000		3,354,184		0.41
GrafTech Finance, Inc., 144A 4.625% 15/12/2028	USD	3,977,000		4,095,097		0.50
Graham Holdings Co., 144A 5.75% 01/06/2026	USD	800,000		834,444		0.10
GrubHub Holdings, Inc., 144A 5.5% 01/07/2027	USD	1,417,000		1,491,392		0.18
Hill-Rom Holdings, Inc., 144A 4.375% 15/09/2027	USD	768,000		797,503		0.10
Hologic, Inc., 144A 4.625% 01/02/2028	USD	1,389,000		1,458,394		0.18
Horizon Therapeutics USA, Inc., 144A 5.5% 01/08/2027	USD	3,859,000		4,098,258		0.50
Houghton Mifflin Harcourt Publishers, Inc., 144A 9% 15/02/2025	USD	1,610,000		1,716,663		0.21
Icahn Enterprises LP 6.25% 15/05/2026	USD	4,058,000		4,307,851		0.53
J2 Global, Inc., 144A 4.625% 15/10/2030	USD	4,059,000		4,195,991		0.51
Kaiser Aluminum Corp., 144A 4.625% 01/03/2028	USD	800,000		826,032		0.10
Kennedy-Wilson, Inc. 4.75% 01/03/2029	USD	3,989,000		4,114,414		0.50
KFC Holding Co., 144A 4.75% 01/06/2027	USD	200,000		209,500		0.03
Korn Ferry, 144A 4.625% 15/12/2027	USD	3,945,000		4,103,885		0.50
L Brands, Inc., 144A 9.375% 01/07/2025	USD	2,816,000		3,629,641		0.45
L Brands, Inc., 144A 6.625% 01/10/2030	USD	444,000		514,485		0.06
Louisiana-Pacific Corp., 144A 3.625% 15/03/2029	USD	4,119,000		4,144,785		0.51
LPL Holdings, Inc., 144A 4.625% 15/11/2027	USD	3,891,000		4,043,508		0.50
LPL Holdings, Inc., 144A 4% 15/03/2029	USD	273,000		275,120		0.03
Macy’s, Inc., 144A 8.375% 15/06/2025	USD	1,616,000		1,783,668		0.22
Magellan Health, Inc. 4.9% 22/09/2024	USD	519,000		578,392		0.07
Magnolia Oil & Gas Operating LLC, 144A 6% 01/08/2026	USD	850,000		878,348		0.11
Manitowoc Co., Inc. (The), 144A 9% 01/04/2026	USD	816,000		884,360		0.11
Matador Resources Co. 5.875% 15/09/2026	USD	50,000		51,557		0.01
Match Group Holdings II LLC, 144A 5% 15/12/2027	USD	1,341,000		1,414,239		0.17
ModivCare, Inc., 144A 5.875% 15/11/2025	USD	1,637,000		1,746,687		0.21
MSCI, Inc., 144A 5.375% 15/05/2027	USD	854,000		909,907		0.11
NESCO Holdings II, Inc., 144A 5.5% 15/04/2029	USD	1,600,000		1,666,000		0.20
Netflix, Inc. 5.5% 15/02/2022	USD	300,000		308,309		0.04
Netflix, Inc. 5.75% 01/03/2024	USD	817,000		918,614		0.11
Netflix, Inc. 4.875% 15/04/2028	USD	100,000		116,375		0.01
Netflix, Inc. 5.875% 15/11/2028	USD	86,000		105,676		0.01
News Corp., 144A 3.875% 15/05/2029	USD	4,246,000		4,293,768		0.53
NMI Holdings, Inc., 144A 7.375% 01/06/2025	USD	3,527,000		4,041,695		0.50
Nuance Communications, Inc. 5.625% 15/12/2026	USD	761,000		796,676		0.10
Patterson-UTI Energy, Inc. 3.95% 01/02/2028	USD	2,898,000		2,930,829		0.36
PDC Energy, Inc. 6.125% 15/09/2024	USD	1,416,000		1,447,697		0.18
PGT Innovations, Inc., 144A 6.75% 01/08/2026	USD	650,000		686,748		0.08
PRA Group, Inc., 144A 7.375% 01/09/2025	USD	947,000		1,019,209		0.13
Prime Healthcare Services, Inc., 144A 7.25% 01/11/2025	USD	3,976,000		4,289,349		0.53
PTC, Inc., 144A 3.625% 15/02/2025	USD	1,442,000		1,488,158		0.18
Qorvo, Inc. 4.375% 15/10/2029	USD	3,846,000		4,189,140		0.51
Rent-A-Center, Inc., 144A 6.375% 15/02/2029	USD	3,802,000		4,090,002		0.50
RR Donnelley & Sons Co. 8.25% 01/07/2027	USD	905,000		1,021,876		0.13
Schweitzer-Mauduit International, Inc., 144A 6.875% 01/10/2026	USD	1,356,000		1,440,330		0.18
Scotts Miracle-Gro Co. (The) 4.5% 15/10/2029	USD	309,000		322,721		0.04
Sinclair Television Group, Inc., 144A 5.125% 15/02/2027	USD	4,179,000		4,203,029		0.52
Sirius XM Radio, Inc., 144A 3.875% 01/08/2022	USD	400,000		401,220		0.05
Sirius XM Radio, Inc., 144A 5.375% 15/07/2026	USD	524,000		542,012		0.07
Sirius XM Radio, Inc., 144A 5% 01/08/2027	USD	504,000		529,767		0.07
Sotheby’s, 144A 7.375% 15/10/2027	USD	1,461,000		1,581,474		0.19
Spirit AeroSystems, Inc., 144A 7.5% 15/04/2025	USD	1,611,000		1,724,390		0.21
Talos Production, Inc. 12% 15/01/2026	USD	1,777,000		1,889,653		0.23
TEGNA, Inc., 144A 4.75% 15/03/2026	USD	1,635,000		1,743,319		0.21
TEGNA, Inc. 4.625% 15/03/2028	USD	2,345,000		2,435,869		0.30
Terex Corp., 144A 5% 15/05/2029	USD	4,004,000		4,174,170		0.51
T-Mobile USA, Inc. 4% 15/04/2022	USD	565,000		576,647		0.07
TripAdvisor, Inc., 144A 7% 15/07/2025	USD	3,774,000		4,082,411		0.50
Triumph Group, Inc., 144A 8.875% 01/06/2024	USD	84,000		93,555		0.01
TTM Technologies, Inc., 144A 4% 01/03/2029	USD	4,132,000		4,126,835		0.51
Twitter, Inc., 144A 3.875% 15/12/2027	USD	1,400,000		1,487,451		0.18
United Wholesale Mortgage LLC, 144A 5.5% 15/11/2025	USD	931,000		966,317		0.12
Urban One, Inc., 144A 7.375% 01/02/2028	USD	1,083,000		1,171,010		0.14
US Treasury Bill 0% 27/01/2022	USD	6,863,300		6,861,490		0.84
US Treasury Bill 0% 24/03/2022	USD	6,864,000		6,861,836		0.84
US Treasury Bill 0% 21/04/2022	USD	7,248,100		7,245,279		0.89
Vail Resorts, Inc., 144A 6.25% 15/05/2025	USD	1,094,000		1,175,098		0.14
Valvoline, Inc., 144A 4.25% 15/02/2030	USD	776,000		802,213		0.10
Valvoline, Inc., 144A 3.625% 15/06/2031	USD	3,395,000		3,399,227		0.42
VeriSign, Inc. 4.75% 15/07/2027	USD	512,000		544,000		0.07
Warrior Met Coal, Inc., 144A 8% 01/11/2024	USD	1,375,000		1,397,344		0.17
William Carter Co. (The), 144A 5.5% 15/05/2025	USD	263,000		279,056		0.03
William Carter Co. (The), 144A 5.625% 15/03/2027	USD	964,000		1,011,872		0.12
Xerox Holdings Corp., 144A 5% 15/08/2025	USD	3,898,000		4,119,679		0.51
Yum! Brands, Inc., 144A 7.75% 01/04/2025	USD	292,000		318,423		0.04
				224,287,777		27.50
債券合計				262,307,307		32.16
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				262,307,307		32.16
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	21,121,457		21,121,457		2.59
				21,121,457		2.59
集団投資スキーム - UCITS合計				21,121,457		2.59
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				21,121,457		2.59
投資有価証券合計				780,082,986		95.64
現金				69,999,999		8.58
その他の資産/(負債)				(34,434,111)		(4.22)
純資産				815,648,874		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 (%)
BRL	75,282,385	USD	14,827,189	15/07/2021	Citibank	213,204		0.03
EUR	2,434,712	USD	2,890,080	12/07/2021	HSBC	1,553		-
JPY	41,493,152	USD	374,270	12/07/2021	Toronto-Dominion Bank	633		-
JPY	211,544,906	USD	1,905,887	15/07/2021	Toronto-Dominion Bank	5,534		-
NOK	8,868,028	USD	1,030,941	15/07/2021	State Street	3,291		-
RUB	1,092,075,960	USD	14,912,226	15/07/2021	Goldman Sachs	40,073		0.01
SEK	7,183,022	USD	840,832	15/07/2021	RBC	2,662		-
USD	874,063	AUD	1,154,186	15/07/2021	Barclays	8,009		-
USD	59,338,829	AUD	76,626,544	15/07/2021	RBC	1,841,438		0.23
USD	23,177,229	CAD	28,014,254	15/07/2021	Merrill Lynch	533,436		0.07
USD	139,494	CAD	168,648	15/07/2021	RBC	3,177		-
USD	1,739	CHF	1,596	12/07/2021	Barclays	11		-
USD	1,245	CHF	1,125	12/07/2021	RBC	27		-
USD	2,921	CHF	2,673	12/07/2021	Toronto-Dominion Bank	27		-
USD	1,115,520	CHF	1,023,403	15/07/2021	Goldman Sachs	7,332		-
USD	1,249,386	CHF	1,153,381	15/07/2021	RBC	453		-
USD	126,803,579	CHF	113,983,256	15/07/2021	State Street	3,377,318		0.41
USD	14,744,131	CZK	308,366,416	15/07/2021	HSBC	393,052		0.05
USD	61,169	EUR	51,433	02/07/2021	HSBC	96		-
USD	1,473,500	EUR	1,229,608	12/07/2021	Barclays	13,132		-
USD	781,239	EUR	641,623	12/07/2021	BNP Paribas	19,203		-
USD	83,563	EUR	70,018	12/07/2021	Goldman Sachs	405		-
USD	14,059	EUR	11,586	12/07/2021	RBC	299		-
USD	158,240	EUR	130,189	12/07/2021	State Street	3,618		-
USD	34,077,880	EUR	28,019,689	15/07/2021	Barclays	797,656		0.10
USD	595,771	EUR	500,000	15/07/2021	BNP Paribas	1,899		-
USD	1,196,654	EUR	1,005,412	16/08/2021	RBC	1,688		-
USD	6,302,140	GBP	4,544,184	12/07/2021	Barclays	12,637		-
USD	3,391,014	GBP	2,403,908	12/07/2021	HSBC	63,819		0.01
USD	5,104,110	GBP	3,617,356	12/07/2021	Toronto-Dominion Bank	97,408		0.01
USD	897,388	GBP	644,372	15/07/2021	BNP Paribas	5,520		-
USD	838,066	GBP	592,987	15/07/2021	Goldman Sachs	17,318		-
USD	14,827,098	ILS	48,163,960	15/07/2021	HSBC	46,460		0.01
USD	602,041	JPY	66,179,276	12/07/2021	Barclays	4,092		-
USD	474,769	JPY	51,962,500	12/07/2021	State Street	5,273		-
USD	855,122	JPY	94,122,529	12/07/2021	Toronto-Dominion Bank	4,697		-
USD	2,485,417	JPY	272,952,309	15/07/2021	Barclays	19,149		-
USD	7,738,317	JPY	846,413,174	15/07/2021	HSBC	90,525		0.01
USD	202,705,995	JPY	22,186,601,421	15/07/2021	State Street	2,238,292		0.27
USD	14,787,770	KRW	16,431,282,330	15/07/2021	Goldman Sachs	239,923		0.03
USD	14,771,288	PLN	54,148,426	15/07/2021	BNP Paribas	550,224		0.07
USD	89,204	SEK	740,561	12/07/2021	Barclays	2,243		-
USD	14,045	SEK	116,467	12/07/2021	BNP Paribas	369		-
USD	6,629	SEK	56,150	12/07/2021	Goldman Sachs	36		-
USD	2,056	SEK	16,988	12/07/2021	HSBC	61		-
USD	26,290	SEK	219,132	12/07/2021	Merrill Lynch	558		-
USD	43,433	SEK	359,203	12/07/2021	State Street	1,253		-
USD	6,104	SEK	50,420	12/07/2021	Toronto-Dominion Bank	184		-
USD	14,883,122	TWD	410,614,915	15/07/2021	J.P. Morgan	158,554		0.02
為替先渡取引評価益合計						10,827,821		1.33
AUD	1,076,352	EUR	685,404	15/07/2021	State Street	(6,435)		-
AUD	587,000	USD	453,994	15/07/2021	RBC	(13,533)		-
AUD	71,013	USD	54,964	15/07/2021	Toronto-Dominion Bank	(1,678)		-
CAD	1,351,614	USD	1,121,248	15/07/2021	Barclays	(28,745)		-
CAD	1021761	USD	826414	15/07/2021	Goldman Sachs	(529)		-
CAD	106,143,376	USD	87,816,343	15/07/2021	Merrill Lynch	(2,021,140)		(0.25)
CAD	1,305,387	USD	1,080,001	15/07/2021	RBC	(24,863)		-
CHF	1,160	USD	1,263	12/07/2021	Barclays	(7)		-
CHF	159,050	USD	176,975	12/07/2021	Standard Chartered	(4,763)		-
CHF	308,951	USD	343,795	15/07/2021	Standard Chartered	(9,249)		-
CHF	590,337	USD	640,178	16/08/2021	Standard Chartered	(383)		-
EUR	50,270	USD	59,966	01/07/2021	Goldman Sachs	(274)		-
EUR	592,157	USD	706,355	12/07/2021	Barclays	(3,068)		-
EUR	784,129	USD	937,752	12/07/2021	BNP Paribas	(6,466)		-
EUR	1,994,247	USD	2,388,741	12/07/2021	HSBC	(20,235)		-
EUR	44,763	USD	54,370	12/07/2021	Merrill Lynch	(1,207)		-
EUR	25,339	USD	30,799	12/07/2021	RBC	(705)		-
EUR	109,392	USD	130,281	12/07/2021	Standard Chartered	(359)		-
EUR	74,514,443	USD	90,690,127	12/07/2021	Toronto-Dominion Bank	(2,191,608)		(0.27)
EUR	23,520,883	USD	28,626,142	15/07/2021	Barclays	(689,350)		(0.09)
EUR	4,002,323	USD	4,869,245	15/07/2021	BNP Paribas	(115,509)		(0.02)
EUR	1,104,055	USD	1,347,195	15/07/2021	Goldman Sachs	(35,861)		(0.01)
EUR	1,296,037	USD	1,542,237	16/08/2021	RBC	(1,855)		-
GBP	426,230,200	USD	602,331,656	12/07/2021	BNP Paribas	(12,395,917)		(1.52)
GBP	2,383,325	USD	3,368,744	12/07/2021	RBC	(70,037)		(0.01)
GBP	19,796,290	USD	27,977,978	15/07/2021	Goldman Sachs	(578,150)		(0.07)
GBP	1,150,140	USD	1,626,746	15/07/2021	RBC	(34,850)		(0.01)
GBP	87,220	USD	123,818	15/07/2021	State Street	(3,098)		-
INR	1,083,105,946	USD	14,811,908	15/07/2021	Barclays	(259,310)		(0.03)
JPY	5,727,289,972	USD	52,329,748	12/07/2021	Merrill Lynch	(582,005)		(0.07)
JPY	31,503,238	USD	287,750	12/07/2021	Toronto-Dominion Bank	(3,109)		-
JPY	280,651,798	USD	2,553,613	15/07/2021	Barclays	(17,776)		-
JPY	395,868,231	USD	3,594,924	15/07/2021	State Street	(18,044)		-
JPY	128,717,788	USD	1,173,864	15/07/2021	Toronto-Dominion Bank	(10,831)		-
MXN	295193310	USD	14,874,410	15/07/2021	Merrill Lynch	(24,908)		-
NOK	7,396,319	USD	888,895	15/07/2021	Barclays	(26,301)		-
NOK	687,721,265	USD	82,789,817	15/07/2021	Merrill Lynch	(2,584,493)		(0.32)
NZD	8,807,374	USD	6,344,885	15/07/2021	RBC	(196,448)		(0.03)
SEK	56,150	USD	6,628	01/07/2021	Goldman Sachs	(36)		-
SEK	44,160,345	USD	5,330,749	12/07/2021	BNP Paribas	(145,204)		(0.02)
SEK	314,308	USD	37,051	12/07/2021	Citibank	(143)		-
SEK	687,586,550	USD	82,988,047	15/07/2021	State Street	(2,245,579)		(0.28)
USD	398,179	AUD	530,598	16/08/2021	Citibank	(15)		-
USD	856,353	CAD	1,059,836	15/07/2021	BNP Paribas	(307)		-
USD	1,080,883	EUR	911,121	12/07/2021	State Street	(1,227)		-
USD	6,924,483	GBP	5,014,197	12/07/2021	HSBC	(15,556)		-
USD	1,667,928	JPY	184,943,181	15/07/2021	Barclays	(3,132)		-
USD	4,095,285	JPY	453,351,326	15/07/2021	RBC	(985)		-
USD	2,433,016	JPY	270,053,859	15/07/2021	Toronto-Dominion Bank	(7,064)		-
USD	59,827	SEK	516,424	12/07/2021	Barclays	(814)		-
USD	20,592	SEK	176,313	12/07/2021	HSBC	(112)		-
USD	55,034	SEK	470,993	12/07/2021	RBC	(272)		-
ZAR	204,388,542	USD	15,099,142	15/07/2021	Citibank	(762,304)		(0.09)
為替先渡取引評価損合計						(25,165,849)		(3.09)
為替先渡取引純評価損益						(14,338,028)		(1.76)

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(%)
Australia 10 Year Bond, 15/09/2021	119	AUD	12,606,325	10,108		-
Canada 10 Year Bond, 21/09/2021	75	CAD	8,815,452	11,821		-
Hang Seng China Enterprises Index, 29/07/2021	(50)	HKD	(3,402,869)	33,156		-
MSCI Singapore Index, 29/07/2021	41	SGD	1,084,173	15,861		-
Russell 2000 Emini Index, 17/09/2021	(169)	USD	(19,424,860)	49,010		0.01
S&P 500 Emini Index, 17/09/2021	50	USD	10,701,562	988		-
S&P Midcap 400 Emini Index, 17/09/2021	25	USD	6,722,375	348		-
S&P/TSX 60 Index, 16/09/2021	57	CAD	11,093,060	12		-
US 10 Year Note, 21/09/2021	768	USD	101,730,000	149,998		0.02
US Long Bond, 21/09/2021	58	USD	9,318,969	33,531		0.01
先物取引評価益合計				304,833		0.04
	0
CAC 40 10 Euro Index, 16/07/2021	149	EUR	11,578,010	(36,270)		-
DAX Index, 17/09/2021	20	EUR	9,236,940	(77,360)		(0.01)
Euro-Bobl, 08/09/2021	(349)	EUR	(55,574,395)	(55,331)		(0.01)
Euro-Bund, 08/09/2021	(294)	EUR	(60,207,785)	(137,895)		(0.02)
Euro-Buxl 30 Year Bond, 08/09/2021	(33)	EUR	(7,951,784)	(120,867)		(0.01)
Euro-Schatz, 08/09/2021	(3,677)	EUR	(489,608,386)	(32,746)		-
EURO STOXX 50 Index, 17/09/2021	233	EUR	11,273,564	(62,942)		(0.01)
FTSE 100 Index, 17/09/2021	102	GBP	9,887,339	(24,311)		-
FTSE/MIB Index, 17/09/2021	63	EUR	9,393,011	(49,453)		(0.01)
Hang Seng Index, 29/07/2021	46	HKD	8,478,878	(63,969)		(0.01)
IBEX 35 Index, 16/07/2021	89	EUR	9,318,367	(62,774)		(0.01)
Long Gilt, 28/09/2021	(16)	GBP	(2,836,839)	(6,201)		-
MSCI EAFE Index, 17/09/2021	86	USD	9,923,110	(41,418)		(0.01)
MSCI Emerging Markets Index, 17/09/2021	88	USD	6,012,380	(35,860)		-
NASDAQ 100 Emini Index, 17/09/2021	28	USD	8,139,740	(15,540)		-
OMXS30 Index, 16/07/2021	341	SEK	9,086,144	(46,679)		(0.01)
SPI 200 Index, 16/09/2021	81	AUD	10,974,465	(2,795)		-
TOPIX Index, 09/09/2021	35	JPY	6,143,957	(35,009)		-
US 2 Year Note, 30/09/2021	(279)	USD	(61,466,098)	(3,301)		-
US 5 Year Note, 30/09/2021	100	USD	12,341,797	(4,086)		-
先物取引評価損合計				(914,807)		(0.11)
先物取引純評価損益				(609,974)		(0.07)

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 (%)
8,917,720	USD	Merrill Lynch	Receive BCOM Index Excess Return Pay Spread of 0.10% on Notional	26/07/2021	353,998		353,998		0.04
9,374,300	USD	Societe Generale	Receive BCOM Index Excess Return Pay Spread of 0.08% on Notional	22/09/2021	82,572		82,572		0.01
3,770,740	USD	Societe Generale	Receive BCOM Index Excess Return Pay Spread of 0.08% on Notional	06/08/2021	7,442		7,442		-
220,905,818	USD	Goldman Sachs	Receive S&P GSCI Roll Weight Select Excess Return Index Pay Spread of 0.05% on Notional	22/09/2021	2,609,976		2,609,976		0.32
34,244,489	USD	Goldman Sachs	Receive S&P GSCI Roll Weight Select Excess Return Index Pay Spread of 0.05% on Notional	26/07/2021	742,721		742,721		0.09
商品指数スワップ取引評価益合計					3,796,709		3,796,709		0.46
2,222,978	USD	Societe Generale	Receive BCOM Index Excess Return Pay Spread of 0.08% on Notional	02/09/2021	(32,636)		(32,636)		-
220,170,370	USD	Goldman Sachs	Receive Spread of 0.00% on Notional Pay S&P GSCI EqualWgtSelctER	22/09/2021	(2,444,367)		(2,444,367)		(0.30)
34,974,821	USD	Goldman Sachs	Receive Spread of 0.00% on Notional Pay S&P GSCI EqualWgtSelctER	26/07/2021	(1,120,630)		(1,120,630)		(0.14)
商品指数スワップ取引評価損合計					(3,597,633)		(3,597,633)		(0.44)
商品指数スワップ取引純評価損益					199,076		199,076		0.02

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 (%)
75,711,136	GBP	Citigroup	Pay fixed 0.563% Receive floating LIBOR 6 month	12/11/2030	3,687,140		3,687,140		0.45
611,690,390	DKK	Citigroup	Pay fixed 0.044% Receive floating CIBOR 6 month	16/11/2030	3,236,657		3,236,657		0.40
81,659,388	EUR	Citigroup	Pay fixed (0.189)% Receive floating EURIBOR 6 month	16/11/2030	2,609,804		2,609,804		0.32
55,656,524	USD	Citigroup	Pay floating LIBOR 3 month Receive fixed 1.712%	15/04/2031	1,588,251		1,588,251		0.19
72,135,616	AUD	Citigroup	Pay floating BBR 6 month Receive fixed 1.778%	05/03/2031	1,433,571		1,433,571		0.18
60,206,257	NZD	Citigroup	Pay floating BBR 3 month Receive fixed 1.967%	08/03/2031	658,430		658,430		0.08
249,749,750	DKK	Citigroup	Pay fixed 0.273% Receive floating CIBOR 6 month	08/03/2031	504,612		504,612		0.06
51,777,000	AUD	Citigroup	Pay floating BBR 6 month Receive fixed 1.678%	07/05/2031	492,384		492,384		0.06
32,940,432	EUR	Citigroup	Pay fixed (0.003)% Receive floating EURIBOR 6 month	08/03/2031	367,629		367,629		0.05
56,661,662	CAD	Citigroup	Pay floating BA 3 month Receive fixed 1.878%	04/03/2031	355,311		355,311		0.04
7,012,003	CHF	Citigroup	Pay fixed (0.321)% Receive floating LIBOR 6 month	13/12/2030	250,508		250,508		0.03
44,447,677	CAD	Citigroup	Pay floating BA 3 month Receive fixed 1.9%	07/05/2031	227,746		227,746		0.03
235,776,234	DKK	Citigroup	Pay fixed 0.364% Receive floating CIBOR 6 month	11/05/2031	200,346		200,346		0.02
31,603,000	EUR	Citigroup	Pay fixed 0.091% Receive floating EURIBOR 6 month	11/05/2031	81,035		81,035		0.01
9,561,610	USD	Citigroup	Pay floating LIBOR 3 month Receive fixed 1.514%	11/05/2031	79,049		79,049		0.01
56,549,557	NZD	Citigroup	Pay floating BBR 3 month Receive fixed 1.87%	11/05/2031	66,157		66,157		0.01
543,263,865	SEK	Citigroup	Pay floating STIBOR 3 month Receive fixed 0.774%	11/05/2031	52,227		52,227		0.01
14,006,126	CHF	Citigroup	Pay fixed 0.01% Receive floating LIBOR 6 month	11/05/2031	14,481		14,481		-
金利スワップ取引評価益合計					15,905,338		15,905,338		1.95
146,646,291	NZD	Citigroup	Pay floating BBR 3 month Receive fixed 0.796%	16/11/2030	(9,344,861)		(9,344,861)		(1.14)
135,518,732	CAD	Citigroup	Pay floating BA 3 month Receive fixed 1.228%	12/11/2030	(5,671,014)		(5,671,014)		(0.69)
118,886,005	AUD	Citigroup	Pay floating BBR 6 month Receive fixed 0.874%	13/11/2030	(5,049,911)		(5,049,911)		(0.62)
5,414,865,110	JPY	Citigroup	Pay fixed 0.145% Receive floating LIBOR 6 month	15/04/2031	(323,332)		(323,332)		(0.04)
29,575,734	GBP	Citigroup	Pay fixed 0.995% Receive floating LIBOR 6 month	07/05/2031	(137,251)		(137,251)		(0.02)
1,416,401,275	JPY	Citigroup	Pay fixed 0.122% Receive floating LIBOR 6 month	11/05/2031	(50,740)		(50,740)		(0.01)
28,286,073	GBP	Citigroup	Pay fixed 0.951% Receive floating LIBOR 6 month	04/03/2031	(48,061)		(48,061)		(0.01)
34,462,318	CHF	Citigroup	Pay fixed (0.002)% Receive floating LIBOR 6 month	08/03/2031	(7,095)		(7,095)		-
金利スワップ取引評価損合計					(20,632,265)		(20,632,265)		(2.53)
金利スワップ取引純評価損益					(4,726,927)		(4,726,927)		(0.58)

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 Performance of the underlying equity basket of 10 Securities Pay 1 D LIBOR -0.80%	CHF	13/12/2021	Barclays	10,316,345	845,993	0.10
Receive CHF-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 2 Securities	CHF	23/01/2023	UBS	(392,956)
Receive Performance of the underlying equity basket of 1 Security Pay CHF-1M-LIBOR-BBA +0.15%	CHF	23/01/2023	UBS	249,750	22,490	-
Receive 1 D EIBOR -0.55% Pay Performance of the underlying equity basket of 8 Securities	EUR	13/12/2021	Barclays	(2,105,678)
Receive Performance of the underlying equity basket of 51 Securities Pay 1 D EIBOR -0.55%	EUR	13/12/2021	Barclays	44,826,923	1,491,190	0.18
Receive 1 D LIBOR +0.06% Pay Performance of the underlying equity basket of 1 Security	GBP	13/12/2021	Barclays	(361,858)
Receive Performance of the underlying equity basket of 27 Securities Pay 1 D LIBOR +0.06%	GBP	13/12/2021	Barclays	27,408,749	142,837	0.02
Receive GBP-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 25 Securities	GBP	23/01/2023	UBS	(19,801,014)
Receive Performance of the underlying equity basket of 6 Securities Pay GBP-1M-LIBOR-BBA +0.18%	GBP	23/01/2023	UBS	1,240,185	476,591	0.06
Receive 1 D LIBOR -0.08% Pay Performance of the underlying equity basket of 4 Securities	JPY	01/11/2021	Barclays	(753,336)
Receive Performance of the underlying equity basket of 28 Securities Pay 1 D LIBOR -0.08%	JPY	01/11/2021	Barclays	3,384,824	122,090	0.02
Receive JPY-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 77 Securities	JPY	23/01/2023	UBS	(63,355,907)
Receive Performance of the underlying equity basket of 7 Securities Pay PY-1M-LIBOR-BBA +0.18%	JPY	23/01/2023	UBS	924,257	2,157,748	0.26
トータル・リターン・スワップ取引評価益合計					5,258,939	0.64
Receive 1M BBR -0.35% Pay Performance of the underlying equity basket of 5 Securities	AUD	17/01/2022	Bank of America Merrill Lynch	(2,931,736)
Receive Performance of the underlying equity basket of 1 Security Pay 1M BBR +0.35%	AUD	23/05/2022	Bank of America Merrill Lynch	136,967	(584,334)	(0.07)
Receive 1 D BBSW +0.01% Pay Performance of the underlying equity basket of 14 Securities	AUD	01/11/2021	Barclays	(7,171,483)
Receive Performance of the underlying equity basket of 3 Securities Pay 1 D BBSW +0.01%	AUD	01/11/2021	Barclays	440,459	(458,275)	(0.06)
Receive AUD-1M-BBSW-REUTR Pay Performance of the underlying equity basket of 12 Securities	AUD	23/01/2023	UBS	(7,050,269)
Receive Performance of the underlying equity basket of 1 Security Pay AUD-1M-BBSW-REUTR +0.18%	AUD	23/01/2023	UBS	91,992	(15,211)	-
Receive 1M BA +0.00% Pay Performance of the underlying equity basket of 9 Securities	CAD	31/01/2022	Bank of America Merrill Lynch	(4,159,174)	(119,797)	(0.01)
Receive CAD-1M-CDOR-BANKS Pay Performance of the underlying equity basket of 19 Securities	CAD	01/06/2026	UBS	(14,469,013)
Receive Performance of the underlying equity basket of 3 Securities Pay CAD-1M-CDOR-BANKS +0.18%	CAD	01/06/2026	UBS	239,002	(33,131)	-
Receive 1M LIBOR +0.00% Pay Performance of the underlying equity basket of 8 Securities	CHF	29/04/2022	Bank of America Merrill Lynch	(6,823,277)
Receive Performance of the underlying equity basket of 3 Securities Pay 1M LIBOR +0.15%	CHF	29/04/2022	Bank of America Merrill Lynch	652,587	(224,129)	(0.03)
Receive 1M EURIBOR +0.00% Pay Performance of the underlying equity basket of 55 Securities	EUR	29/04/2022	Bank of America Merrill Lynch	(37,991,724)
Receive Performance of the underlying equity basket of 16 Securities Pay 1M EURIBOR +0.15%	EUR	30/11/2021	Bank of America Merrill Lynch	3,081,679	(597,623)	(0.07)
Receive EUR-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 21 Securities	EUR	23/01/2023	UBS	(7,615,364)
Receive Performance of the underlying equity basket of 21 Securities Pay EUR-1M-LIBOR-BBA +0.15%	EUR	23/01/2023	UBS	9,472,979	(37,460)	-
Receive Performance of the underlying equity basket of 4 Securities Pay 1M LIBOR +0.00%	GBP	29/04/2022	Bank of America Merrill Lynch	803,637	(7,873)	-
Receive 1M LIBOR +0.00% Pay Performance of the underlying equity basket of 12 Securities	JPY	15/03/2022	Bank of America Merrill Lynch	(3,070,222)	(231,762)	(0.03)
Receive 1M LIBOR +0.00% Pay Performance of the underlying equity basket of 66 Securities	USD	18/01/2022	Bank of America Merrill Lynch	(22,659,057)
Receive Performance of the underlying equity basket of 16 Securities Pay 1M LIBOR +0.15%	USD	15/06/2022	Bank of America Merrill Lynch	1,581,549	(3,337,262)	(0.41)
Receive 1 D LIBOR +0.10% Pay Performance of the underlying equity basket of 212 Securities	USD	28/03/2022	Barclays	(134,348,829)
Receive Performance of the underlying equity basket of 50 Securities Pay 1 D LIBOR +0.10%	USD	28/03/2022	Barclays	6,054,001	(12,546,765)	(1.54)
Receive Performance of the underlying equity basket of 19 Securities Pay USD-1M-LIBOR-BBA +0.18%	USD	23/01/2023	UBS	1,982,980	(1,279,203)	(0.16)
Receive USD-1M-LIBOR-BBA Pay Performance of the underlying equity basket of 139 Securities	USD	23/01/2023	UBS	(65,577,327)
トータル・リターン・スワップ取引評価損合計					(19,472,825)	(2.38)
トータル・リターン・スワップ取引純評価損益					(14,213,886)	(1.74)

「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)