有価証券報告書(内国投資信託受益証券)-第5期(平成30年6月23日-平成30年12月25日)

(4)【附属明細表】
① 有価証券明細表
(ア) 株式
該当事項はありません。
(イ) 株式以外の有価証券

通貨	種類	銘柄	券面総額	評価額	備考
米ドル	投資証券	ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・デット・ローカル・ポートフォリオ Ⅸシェアクラス	26,232,678.474	59,548,180.13
		ゴールドマン・サックス・ファンズ・ピーエルシー-ゴールドマン・サックス US$リキッド・リザーブズ・ファンド インスティテューショナル・アキュムレーション・シェアクラス	119.288	1,510,163.41
小計				61,058,343.54
				(6,720,691,873)
合計				6,720,691,873
				(6,720,691,873)

(注) 1.通貨種類毎の小計欄の( )内は、邦貨換算額であります。
2.合計金額欄の( )内は、外貨建有価証券に係るもので、内書きであります。
外貨建有価証券の内訳

通貨	銘柄数	組入投資証券時価比率	合計金額に対する比率
米ドル	投資証券 2銘柄	100.0%	100.0%

② 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
「 (デリバティブ取引等に関する注記)」の「取引の時価等に関する事項」に記載されております。
参考情報
本ファンドは「ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・デット・ローカル・ポートフォリオ Ⅸシェアクラス」を主要投資対象としております。
「ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・デット・ローカル・ポートフォリオ Ⅸシェアクラス」は、ルクセンブルク籍の会社型の外国投資信託です。同投資証券は、平成29年11月30日に計算期間が終了し、ルクセンブルクにおいて一般に公正妥当と認められる会計原則に準拠した財務書類が作成されております。
なお、この投資証券について、以下に記載する「資産負債計算書」及び「投資有価証券明細表」等の情報は、財務書類から抜粋・翻訳したものであり、全てのクラスが対象となっております。また、以下に記載する情報は監査対象外です。
ゴールドマン・サックス・ファンズ S.I.C.A.V.-ゴールドマン・サックス・エマージング・マーケッツ・デット・ローカル・ポートフォリオ Ⅸシェアクラス

資産負債計算書 平成29年11月30日現在

(単位:米ドル)

資産
デリバティブを除く投資有価証券時価評価額	2,328,943,751
ノン・デリバラブル債券先渡取引にかかる未実現利益	52,132
外国為替予約取引および特定クラス投資信託証券の外国為替予約取引にかかる未実現利益	55,263,256
先物およびデュレーション・ヘッジクラス投資証券の先物にかかる未実現利益	317,340
スワップ契約およびデュレーション・ヘッジクラス投資証券のスワップ契約にかかる未実現利益	12,776,862
スワップ契約にかかる前払金	6,905,096
買建オプションの時価	273,938
現金	56,140,394
差入保証金	45,428,736
投資信託証券売却未収金	36,091,428
未収配当金	207,578
スワップ契約にかかる利息を除く未収利息	34,075,295
スワップ契約にかかる未収利息	299,687
未収利息税還付金	212,492
未収投資顧問報酬調整額	437
その他資産	644
資産合計	2,576,989,066
負債
当座借越	387
受入保証金	12,300,000
外国為替予約取引および特定クラス投資信託証券の外国為替予約取引にかかる未実現損失	57,764,360
先物およびデュレーション・ヘッジクラス投資証券の先物にかかる未実現損失	1,669
スワップ契約およびデュレーション・ヘッジクラス投資証券のスワップ契約にかかる未実現損失	22,226,442
スワップ契約にかかる前受金	2,518,295
投資購入未払金	69,361,463
投資信託証券買戻未払金	1,119,817
スワップ契約にかかる未払利息	991,247
未払分配金	23
未払投資顧問報酬	1,307,743
未払管理事務代行報酬	63,817
未払保管費用	362,873
未払販売報酬およびサービシング報酬	5,479
未払名義書換事務代行報酬	37,454
未払年次税	26,713
未払キャピタル・ゲイン税	850,046
未払監査報酬	21,693
未払管理会社報酬	21,189
未払取締役報酬	5,285
未払弁護士報酬	21,080
未払保険料	69,847
未払印刷費	15,248
未払税務報告報酬	61,596
未払支払代理人報酬	8,390
未払規制報告報酬	19,482
その他負債	45,274
負債合計	169,226,912
投資主資本	2,407,762,154

投資有価証券明細表 平成29年11月30日現在

額面	銘柄名称	通貨	利率	償還年月日	評価額 (米ドル)	投資主 資本割合(%)
	公認の金融商品取引所に上場されている譲渡性有価証券
社債-1.79%
アルゼンチン
133,400,000	Banco Macro S.A.	ARS	17.500%	08/05/2022	7,285,394	0.30
ケイマン諸島
801,667	Mestenio Ltd.	USD	8.500%	02/01/2020	843,754	0.04
メキシコ
139,590,000	America Movil SAB de CV	MXN	6.000%	09/06/2019	7,325,377	0.30
ペルー
39,675,000	Banco de Credito del Peru	PEN	4.850%	30/10/2020	12,335,551	0.51
南アフリカ
204,000,000	Transnet SOC Ltd.	ZAR	10.000%	30/03/2029	13,651,183	0.57
米国
17,000,000	General Electric Co.	MXN	8.500%	06/04/2018	919,197	0.04
13,200,000	General Electric Co.	MXN	8.870%	02/06/2018	722,895	0.03
					1,642,092	0.07
社債合計(取得原価 米ドル 55,677,356)					43,083,351	1.79
国債-65.99%
アルゼンチン
48,170,000	Argentina Bonar Bonds	ARS	25.501%	01/03/2018	2,775,755	0.12
106,922,000	Argentina Bonar Bonds	ARS	24.226%	11/03/2019	6,537,217	0.27
94,075,000	Argentina Bonar Bonds	ARS	26.001%	01/03/2020	5,556,455	0.23
41,730,000	Argentina Bonar Bonds	ARS	24.216%	03/04/2022	2,508,767	0.10
813,665,000	Argentina POM Politica Monetaria	ARS	27.437%	21/06/2020	52,555,456	2.18
30,970,000	Argentina Treasury Bond BONCER	ARS	2.500%	22/07/2021	2,247,461	0.09
23,000,000	Argentine Bonos del Tesoro	ARS	22.750%	05/03/2018	1,384,604	0.06
42,950,000	Argentine Bonos del Tesoro	ARS	15.500%	17/10/2026	2,602,594	0.11
5,350,000	Argentine Republic Government International Bond	EUR	3.375%	15/01/2023	6,458,614	0.27
7,360,000	Argentine Republic Government International Bond	EUR	5.000%	15/01/2027	8,968,365	0.37
5,760,000	Argentine Republic Government International Bond	EUR	5.250%	15/01/2028	7,039,293	0.29
230,000	Argentine Republic Government International Bond	USD	7.125%	06/07/2036	250,125	0.01
1,100,000	Argentine Republic Government International Bond	EUR	2.260%/4.740%	31/12/2038	913,449	0.04
1,100,000	Argentine Republic Government International Bond	EUR	2.260%/4.740%	31/12/2038	937,677	0.04
810,000	Argentine Republic Government International Bond	EUR	6.250%	09/11/2047	961,935	0.04
6,690,000	Argentine Republic Government International Bond	USD	7.125%	28/06/2117	6,904,080	0.29
1,960,000	Argentine Republic Government International Bond-Series NY	USD	2.500%/5.250%	31/12/2038	1,440,600	0.06
162,920,000	City of Buenos Aires Argentina-Series 22	ARS	25.438%	29/03/2024	9,606,991	0.40
63,250,000	Provincia de Buenos Aires	ARS	26.768%	31/05/2022	3,681,202	0.15
					123,330,640	5.12
ブラジル
5,755,000	Brazil Letras do Tesouro Nacional	BRL	8.959%	01/07/2020	1,417,819	0.06
9,696,000	Brazil Notas do Tesouro Nacional-Series B	BRL	6.000%	15/08/2040	9,884,871	0.41
40,778,000	Brazil Notas do Tesouro Nacional-Series F	BRL	10.000%	01/01/2019	13,390,201	0.56
94,908,000	Brazil Notas do Tesouro Nacional-Series F	BRL	10.000%	01/01/2023	30,454,029	1.26
91,902,000	Brazil Notas do Tesouro Nacional-Series F	BRL	10.000%	01/01/2025	29,148,168	1.21
161,314,000	Brazil Notas do Tesouro Nacional-Series F	BRL	10.000%	01/01/2027	50,836,510	2.11
					135,131,598	5.61
チリ
2,020,000,000	Bonos de la Tesoreria de la Republica en pesos	CLP	4.500%	28/02/2021	3,239,488	0.14
13,875,000,000	Bonos de la Tesoreria de la Republica en pesos	CLP	4.500%	01/03/2021	22,250,278	0.92
6,310,000,000	Bonos de la Tesoreria de la Republica en pesos	CLP	4.500%	01/03/2026	9,852,848	0.41
14,595,000,000	Bonos de la Tesoreria de la Republica en pesos	CLP	5.000%	01/03/2035	22,877,445	0.95
1,938,006,200	Bonos del Banco Central de Chile en UF-Series 10YR	CLP	3.000%	01/03/2022	3,220,497	0.13
7,234,500,000	Chile Government International Bond	CLP	5.500%	05/08/2020	11,850,416	0.49
					73,290,972	3.04

額面	銘柄名称	通貨	利率	償還年月日	評価額 (米ドル)	投資主 資本割合(%)
国債
コロンビア
13,044,000,000	Colombia Government International Bond	COP	4.375%	21/03/2023	4,113,335	0.17
3,920,100,000	Colombian TES-Series B	COP	11.250%	24/10/2018	1,382,482	0.06
130,242,600,000	Colombian TES-Series B	COP	5.000%	21/11/2018	43,570,575	1.81
59,237,104,872	Colombian TES-Series B	COP	3.500%	10/03/2021	20,504,226	0.85
64,092,600,000	Colombian TES-Series B	COP	7.000%	04/05/2022	22,449,726	0.93
5,375,106,724	Colombian TES-Series B	COP	4.750%	23/02/2023	1,972,221	0.08
55,718,600,000	Colombian TES-Series B	COP	10.000%	24/07/2024	22,460,403	0.94
2,879,161,294	Colombian TES-Series B	COP	3.500%	07/05/2025	1,007,491	0.04
38,011,100,000	Colombian TES-Series B	COP	7.500%	26/08/2026	13,533,749	0.56
33,315,100,000	Colombian TES-Series B	COP	6.000%	28/04/2028	10,553,922	0.44
31,993,700,000	Colombian TES-Series B	COP	7.750%	18/09/2030	11,566,022	0.48
21,866,600,000	Colombian TES-Series B	COP	7.000%	30/06/2032	7,370,785	0.31
					160,484,937	6.67
チェコ
131,900,000	Czech Republic Government Bond-Series 100	CZK	0.250%	10/02/2027	5,485,593	0.23
117,430,000	Czech Republic Government Bond-Series 49	CZK	4.200%	04/12/2036	7,197,157	0.30
49,530,000	Czech Republic Government Bond-Series 76	CZK	1.500%	29/10/2019	2,379,544	0.10
324,240,000	Czech Republic Government Bond-Series 78	CZK	2.500%	25/08/2028	16,326,563	0.68
425,350,000	Czech Republic Government Bond-Series 98	CZK	0.061%	17/07/2019	19,852,479	0.82
					51,241,336	2.13
ドミニカ共和国
1,098,442	Dominican Republic International Bond	USD	9.040%	23/01/2018	1,109,865	0.05
2,570,000	Dominican Republic International Bond	USD	6.875%	29/01/2026	2,956,271	0.12
3,850,000	Dominican Republic International Bond	USD	6.850%	27/01/2045	4,329,922	0.18
					8,396,058	0.35
ハンガリー
1,936,580,000	Hungary Government Bond-Series 21/B	HUF	2.500%	27/10/2021	7,812,063	0.32
12,055,540,000	Hungary Government Bond-Series 24/B	HUF	3.000%	26/06/2024	49,981,032	2.08
2,756,200,000	Hungary Government Bond-Series 25/B	HUF	5.500%	24/06/2025	13,159,254	0.55
2,276,360,000	Hungary Government Bond-Series 26/D	HUF	2.750%	22/12/2026	9,173,027	0.38
52,240,000	Hungary Government Bond-Series 28/A	HUF	6.750%	22/10/2028	284,171	0.01
					80,409,547	3.34
インドネシア
5,450,000	Indonesia Government International Bond	USD	5.875%	15/01/2024	6,204,307	0.26
1,710,000	Indonesia Government International Bond	USD	6.750%	15/01/2044	2,265,382	0.09
175,056,000,000	Indonesia Treasury Bond-Series FR61	IDR	7.000%	15/05/2022	13,429,265	0.56
11,000,000	Indonesia Treasury Bond-Series FR64	IDR	6.125%	15/05/2028	779	0.00
107,345,000,000	Indonesia Treasury Bond-Series FR70	IDR	8.375%	15/03/2024	8,737,237	0.36
					30,636,970	1.27
メキシコ
14,109,200	Mexican Bonos-Series M	MXN	8.000%	11/06/2020	778,207	0.03
156,311,100	Mexican Bonos-Series M	MXN	6.500%	10/06/2021	8,289,799	0.35
567,467,100	Mexican Bonos-Series M	MXN	6.500%	09/06/2022	29,907,594	1.24
95,563,200	Mexican Bonos-Series M	MXN	8.000%	07/12/2023	5,377,762	0.22
11,201,700	Mexican Bonos-Series M	MXN	7.750%	23/11/2034	623,536	0.03
136,316,900	Mexican Bonos-Series M 20	MXN	10.000%	05/12/2024	8,513,743	0.35
40,914,000	Mexican Bonos-Series M 30	MXN	10.000%	20/11/2036	2,767,137	0.12
					56,257,778	2.34
ペルー
53,190,000	Peru Government Bond 144A	PEN	6.150%	12/08/2032	17,401,420	0.72
22,290,000	Peruvian Government International Bond	PEN	6.950%	12/08/2031	7,833,807	0.33
					25,235,227	1.05
ルーマニア
36,130,000	Romania Government Bond-Series 10Y	RON	5.850%	26/04/2023	10,035,437	0.41
38,140,000	Romania Government Bond-Series 10Y	RON	4.750%	24/02/2025	10,050,880	0.42
					20,086,317	0.83
ロシア
382,670,000	Russian Federal Bond - OFZ Bonds-Series 6209	RUB	7.600%	20/07/2022	6,646,016	0.28
516,500,000	Russian Federal Bond - OFZ Bonds-Series 6211	RUB	7.000%	25/01/2023	8,731,570	0.36
189,950,000	Russian Federal Bond - OFZ Bonds-Series 6212	RUB	7.050%	19/01/2028	3,154,249	0.13
825,510,000	Russian Federal Bond - OFZ Bonds-Series 6214	RUB	6.400%	27/05/2020	13,891,872	0.58
1,147,540,000	Russian Federal Bond - OFZ Bonds-Series 6215	RUB	7.000%	16/08/2023	19,399,469	0.81
3,113,780,000	Russian Federal Bond - OFZ Bonds-Series 6218	RUB	8.500%	17/09/2031	57,570,048	2.39

額面	銘柄名称	通貨	利率	償還年月日	評価額 (米ドル)	投資主 資本割合(%)
国債
ロシア
1,327,200,000	Russian Federal Bond - OFZ Bonds-Series 6219	RUB	7.750%	16/09/2026	23,175,091	0.96
548,520,000	Russian Federal Bond - OFZ Bonds-Series 6220	RUB	7.400%	07/12/2022	9,423,121	0.39
3,134,530,000	Russian Federal Bond - OFZ Bonds-Series 6221	RUB	7.700%	23/03/2033	53,714,566	2.23
1,753,980,000	Russian Federal Bond - OFZ Bonds-Series 6222	RUB	7.100%	16/10/2024	29,610,813	1.23
					225,316,815	9.36
南アフリカ
384,232,300	Republic of South Africa Government Bond-Series 2030	ZAR	8.000%	31/01/2030	24,734,410	1.03
413,710,000	Republic of South Africa Government Bond-Series 2032	ZAR	8.250%	31/03/2032	26,494,054	1.10
1,045,259,000	Republic of South Africa Government Bond-Series 2035	ZAR	8.875%	28/02/2035	69,180,992	2.87
1,154,430,000	Republic of South Africa Government Bond-Series 2037	ZAR	8.500%	31/01/2037	72,798,949	3.02
497,647,300	Republic of South Africa Government Bond-Series 2040	ZAR	9.000%	31/01/2040	32,465,470	1.35
321,964,600	Republic of South Africa Government Bond-Series 2044	ZAR	8.750%	31/01/2044	20,279,055	0.84
47,661,000	Republic of South Africa Government Bond-Series 2048 (traded in South Africa)	ZAR	8.750%	28/02/2048	3,004,228	0.13
13,186,600	Republic of South Africa Government Bond-Series 2048 (traded in United States)	ZAR	8.750%	28/02/2048	831,194	0.04
141,450,000	Republic of South Africa Government Bond-Series R186	ZAR	10.500%	21/12/2026	11,161,013	0.46
231,000,000	Republic of South Africa Government Bond-Series R209	ZAR	6.250%	31/03/2036	11,634,809	0.48
163,550,000	Republic of South Africa Government Bond-Series R214	ZAR	6.500%	28/02/2041	8,077,565	0.34
					280,661,739	11.66
タイ
149,050,000	Thailand Government Bond	THB	3.875%	13/06/2019	4,730,795	0.20
887,512,034	Thailand Government Bond	THB	1.200%	14/07/2021	27,091,604	1.13
1,471,750,000	Thailand Government Bond	THB	3.650%	17/12/2021	48,426,208	2.01
276,130,000	Thailand Government Bond	THB	1.875%	17/06/2022	8,473,835	0.35
942,430,000	Thailand Government Bond	THB	2.125%	17/12/2026	28,292,926	1.17
206,270,000	Thailand Government Bond	THB	3.580%	17/12/2027	6,885,029	0.29
1,277,217,410	Thailand Government Bond	THB	1.250%	12/03/2028	38,291,220	1.59
707,200,000	Thailand Government Bond	THB	3.650%	20/06/2031	23,714,565	0.98
86,900,000	Thailand Government Bond	THB	3.775%	25/06/2032	2,955,745	0.12
					188,861,927	7.84
トルコ
67,610,000	Turkey Government Bond	TRY	9.200%	22/09/2021	15,100,901	0.63
52,050,000	Turkey Government Bond	TRY	11.000%	02/03/2022	12,452,134	0.52
126,040,000	Turkey Government Bond	TRY	10.700%	17/08/2022	29,452,548	1.22
54,110,000	Turkey Government Bond	TRY	11.000%	24/02/2027	12,764,935	0.53
87,870,000	Turkey Government Bond	TRY	10.500%	11/08/2027	20,272,681	0.84
771,000	Turkey Government International Bond	USD	6.250%	26/09/2022	832,680	0.03
					90,875,879	3.77
米国
30,010,000	United States Treasury Note/Bond	USD	2.000%	30/11/2022	29,859,950	1.24
2,050,000	United States Treasury Note/Bond	USD	2.875%	15/11/2046	2,069,178	0.09
					31,929,128	1.33
ウルグアイ
88,975,000	Uruguay Government International Bond	UYU	8.500%	15/03/2028	3,075,365	0.13
82,262,472	Uruguay Government International Bond	UYU	4.375%	15/12/2028	3,295,102	0.14
					6,370,467	0.27
ベネズエラ
800,000	Venezuela Government International Bond	USD	9.250%	15/09/2027	196,001	0.01
国債合計(取得原価 米ドル 1,641,455,295)					1,588,713,336	65.99
投資信託証券-3.39%
アイルランド
81,628,477	Goldman Sachs US$ Liquid Reserves Fund (X Distribution Class)				81,628,477	3.39
投資信託証券合計(取得原価 米ドル 81,628,477)					81,628,477	3.39
公認の金融商品取引所に上場されている譲渡性有価証券合計(取得原価 米ドル 1,778,761,128)					1,713,425,164	71.17
	その他の規制ある市場で取引されている譲渡性有価証券
社債-0.09%
ベネズエラ
9,650,000	Petroleos de Venezuela S.A.	USD	6.000%	15/11/2026	2,235,133	0.09
社債合計(取得原価 米ドル 3,732,225)					2,235,133	0.09

額面	銘柄名称	通貨	利率	償還年月日	評価額 (米ドル)	投資主 資本割合(%)
国債-17.25%
コロンビア
16,914,000,000	Colombian TES-Citigroup, Inc. 144A	COP	11.250%	25/10/2018	5,964,977	0.25
27,653,000,000	Colombian TES-Citigroup, Inc. 144A	COP	11.250%	25/10/2018	9,752,248	0.40
					15,717,225	0.65
エジプト
97,320,000	Arab Republic of Egypt-Citigroup Global Markets Holdings, Inc. 144A	EGP	0.000%	03/05/2018	5,116,806	0.21
75,700,000	Arab Republic of Egypt-Citigroup Global Markets Holdings, Inc. 144A	EGP	0.000%	10/05/2018	3,977,284	0.17
135,000,000	Arab Republic of Egypt-Citigroup Global Markets Holdings, Inc. 144A	EGP	0.000%	01/11/2018	6,597,803	0.27
84,250,000	Arab Republic of Egypt-JPMorgan Chase Bank NA 144A	EGP	0.000%	17/05/2018	4,361,525	0.18
135,900,000	Arab Republic of Egypt-JPMorgan Chase Bank NA 144A	EGP	0.000%	15/02/2018	7,344,599	0.31
208,000,000	Egypt Treasury Bills-HSBC Bank Plc. 144A	EGP	0.000%	07/06/2018	10,754,391	0.45
123,900,000	Egypt Treasury Bills-JPMorgan Chase Bank NA 144A	EGP	0.000%	26/07/2018	6,294,709	0.26
					44,447,117	1.85
インドネシア
74,303,000,000	Indonesia Treasury Bond-Australia and New Zealand Banking Group Ltd.	IDR	9.000%	17/03/2029	6,375,797	0.26
70,600,000,000	Indonesia Treasury Bond-Deutsche Bank AG 144A	IDR	7.000%	17/05/2022	5,416,016	0.22
219,600,000,000	Indonesia Treasury Bond-Deutsche Bank AG 144A	IDR	8.250%	19/05/2036	17,901,751	0.74
54,704,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA	IDR	10.500%	19/08/2030	5,199,064	0.22
112,200,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA	IDR	6.625%	17/05/2033	7,903,937	0.33
104,500,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	7.875%	17/04/2019	7,968,956	0.33
108,900,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	7.000%	17/05/2022	8,354,167	0.35
124,530,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	8.375%	17/09/2026	10,304,300	0.43
79,164,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	9.000%	19/03/2029	6,792,910	0.28
108,401,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	8.375%	15/03/2024	8,823,189	0.37
83,307,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	10.500%	19/08/2030	7,917,491	0.33
10,792,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	6.625%	17/05/2033	760,243	0.03
272,208,000,000	Indonesia Treasury Bond-Standard Chartered Bank Ltd. 144A	IDR	8.750%	19/05/2031	23,193,828	0.96
745,444,000,000	Indonesia Treasury Bond-Standard Chartered Bank Ltd. 144A	IDR	9.000%	19/03/2029	63,965,113	2.66
					180,876,762	7.51
マレーシア
14,260,000	Malaysia Government Bond-Series 111	MYR	4.160%	15/07/2021	3,563,692	0.15
21,850,000	Malaysia Government Bond-Series 112	MYR	3.418%	15/08/2022	5,260,093	0.22
18,980,000	Malaysia Government Bond-Series 313	MYR	3.480%	15/03/2023	4,562,255	0.19
33,540,000	Malaysia Government Bond-Series 411	MYR	4.232%	30/06/2031	7,975,881	0.33
50,880,000	Malaysia Government Bond-Series 414	MYR	3.654%	31/10/2019	12,556,704	0.52
4,670,000	Malaysia Government Bond-Series 42798	MYR	5.734%	30/07/2019	1,189,274	0.05
53,520,000	Malaysia Government Bond-Series 511	MYR	3.580%	28/09/2018	13,198,461	0.55
1,830,000	Malaysia Government Bond-Series 515	MYR	3.759%	15/03/2019	452,068	0.02
5,070,000	Malaysia Government Bond-Series 613	MYR	3.889%	31/07/2020	1,258,047	0.05
56,100,000	Malaysia Government Bond-Series 902	MYR	4.378%	29/11/2019	14,040,440	0.58
8,140,000	Malaysia Government Investment Issue-Series 111	MYR	3.872%	30/08/2018	2,003,253	0.08
9,620,000	Malaysia Government Investment Issue-Series 313	MYR	3.399%	30/11/2018	2,360,389	0.10
73,350,000	Malaysia Government Investment Issue-Series 408	MYR	4.295%	31/10/2018	18,137,216	0.75
12,440,000	Malaysia Government Investment Issue-Series 515	MYR	3.508%	15/05/2018	3,049,646	0.13
					89,607,419	3.72
トルコ
46,830,000	Turkey Government Bond	TRY	8.300%	20/06/2018	11,617,651	0.48
75,300,000	Turkey Government Bond	TRY	10.400%	27/03/2019	18,536,536	0.77
4,900,000	Turkey Government Bond	TRY	7.400%	05/02/2020	1,109,406	0.05
17,750,000	Turkey Government Bond	TRY	8.000%	12/03/2025	3,640,875	0.15
118,620,000	Turkey Government Bond	TRY	10.600%	11/02/2026	27,915,214	1.16
					62,819,682	2.61
米国
22,120,000	United States Treasury Note/Bond	USD	2.125%	30/11/2024	21,900,525	0.91
国債合計(取得原価 米ドル 467,981,720)					415,368,730	17.25

額面	銘柄名称	通貨	利率	償還年月日	評価額 (米ドル)	投資主 資本割合(%)
地方債-0.14%
プエルトリコ
20,000	Commonwealth of Puerto Rico "A"	USD	5.500%	01/07/2026	4,600	0.00
30,000	Commonwealth of Puerto Rico "A"	USD	5.250%	01/07/2027	6,900	0.00
180,000	Commonwealth of Puerto Rico "A"	USD	5.750%	01/07/2028	41,400	0.00
95,000	Commonwealth of Puerto Rico "A"	USD	5.125%	01/07/2031	21,850	0.00
70,000	Commonwealth of Puerto Rico "A"	USD	5.500%	01/07/2032	16,100	0.00
20,000	Commonwealth of Puerto Rico "A"	USD	5.000%	01/07/2034	4,600	0.00
55,000	Commonwealth of Puerto Rico "A"	USD	6.000%	01/07/2034	12,650	0.00
540,000	Commonwealth of Puerto Rico "A"	USD	8.000%	01/07/2035	130,950	0.01
440,000	Commonwealth of Puerto Rico "A"	USD	5.250%	01/07/2037	101,200	0.01
100,000	Commonwealth of Puerto Rico "A"	USD	5.500%	01/07/2039	23,000	0.00
440,000	Commonwealth of Puerto Rico "A"	USD	5.000%	01/07/2041	100,650	0.01
100,000	Commonwealth of Puerto Rico "B"	USD	5.000%	01/07/2035	23,000	0.00
60,000	Commonwealth of Puerto Rico "B"	USD	5.875%	01/07/2036	13,800	0.00
195,000	Commonwealth of Puerto Rico "B"	USD	5.750%	01/07/2038	44,850	0.00
100,000	Commonwealth of Puerto Rico "B"	USD	6.000%	01/07/2039	23,000	0.00
125,000	Commonwealth of Puerto Rico "C"	USD	6.000%	01/07/2039	28,750	0.00
155,000	Commonwealth of Puerto Rico "D"	USD	5.750%	01/07/2041	35,650	0.00
55,000	Commonwealth of Puerto Rico "E"	USD	5.625%	01/07/2032	12,650	0.00
115,000	Puerto Rico Commonwealth Aqueduct & Sewer Authority "A"	USD	5.500%	01/07/2028	70,438	0.00
65,000	Puerto Rico Commonwealth Aqueduct & Sewer Authority "A"	USD	5.000%	01/07/2033	39,813	0.00
390,000	Puerto Rico Commonwealth Aqueduct & Sewer Authority "A"	USD	5.750%	01/07/2037	238,875	0.01
390,000	Puerto Rico Commonwealth Aqueduct & Sewer Authority "A"	USD	6.000%	01/07/2038	242,775	0.01
640,000	Puerto Rico Commonwealth Aqueduct & Sewer Authority "A"	USD	6.000%	01/07/2044	398,400	0.02
550,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue	USD	0.000%/6.250%	01/08/2033	44,000	0.00
100,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue	USD	25.980%	01/08/2035	3,220	0.00
1,580,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A"	USD	5.500%	01/08/2028	161,950	0.01
2,550,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A"	USD	0.000%/6.750%	01/08/2032	261,375	0.01
1,065,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A"	USD	5.500%	01/08/2037	109,162	0.01
1,660,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A"	USD	5.375%	01/08/2039	170,150	0.01
2,805,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A"	USD	5.500%	01/08/2042	287,512	0.01
705,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A1"	USD	5.000%	01/08/2043	72,262	0.00
230,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "A1"	USD	5.250%	01/08/2043	23,575	0.00
105,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "B"	USD	5.250%	01/08/2027	10,763	0.00
2,290,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "B"	USD	5.750%	01/08/2037	234,725	0.01
180,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "B"	USD	6.375%	01/08/2039	18,450	0.00
940,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "B"	USD	6.000%	01/08/2042	96,350	0.00
25,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "B"	USD	6.500%	01/08/2044	2,563	0.00
					3,131,958	0.13
米国
25,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "C"	USD	5.000%	01/08/2035	2,562	0.00
270,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "C"	USD	23.410%	01/08/2037	7,847	0.00
220,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "C"	USD	23.359%	01/08/2038	6,010	0.00

額面	銘柄名称	通貨	利率	償還年月日	評価額 (米ドル)	投資主 資本割合(%)
地方債
米国
315,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "C"	USD	5.375%	01/08/2038	32,287	0.00
1,800,000	Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue "C"	USD	5.250%	01/08/2041	184,500	0.01
					233,206	0.01
地方債合計(取得原価 米ドル 15,359,841)					3,365,164	0.14
その他の規制ある市場で取引されている譲渡性有価証券合計(取得原価 米ドル 487,073,786)					420,969,027	17.48
	その他譲渡性有価証券
社債-0.72%
ベネズエラ
76,000,000	Petroleos de Venezuela S.A.	USD	6.000%	28/10/2022	17,286,200	0.72
社債合計(取得原価 米ドル 28,753,906)					17,286,200	0.72
国債-7.06%
コロンビア
11,276,000,000	Colombian TES-Citigroup, Inc.	COP	11.000%	27/07/2020	4,281,450	0.18
4,360,000,000	Republic of Colombia-Citigroup, Inc.	COP	11.000%	25/07/2024	1,757,534	0.07
					6,038,984	0.25
ドミニカ共和国
273,000,000	Dominican Republic Bond	DOP	12.000%	05/03/2032	6,714,072	0.28
45,260,000	Dominican Republic Central Bank Notes	DOP	11.000%	15/09/2023	1,026,863	0.04
70,700,000	Dominican Republic International Bond	DOP	11.500%	10/05/2024	1,726,944	0.07
119,600,000	Dominican Republic International Bond	DOP	11.375%	06/07/2029	2,880,152	0.12
					12,348,031	0.51
インドネシア
44,000,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	8.375%	17/03/2034	3,597,812	0.15
55,900,000,000	Indonesia Treasury Bond-JPMorgan Chase Bank NA 144A	IDR	8.250%	19/05/2036	4,556,957	0.19
					8,154,769	0.34
マレーシア
42,610,000	Malaysia Government Bond-Series 116	MYR	3.800%	17/08/2023	10,382,899	0.43
1,720,000	Malaysia Government Bond-Series 216	MYR	4.736%	15/03/2046	412,824	0.02
25,270,000	Malaysia Government Bond-Series 415	MYR	4.254%	31/05/2035	5,885,726	0.24
18,210,000	Malaysia Government Investment Issue-Series 216	MYR	3.743%	26/08/2021	4,446,232	0.18
20,250,000	Malaysia Government Investment Issue-Series 217	MYR	4.045%	15/08/2024	4,941,928	0.20
17,250,000	Malaysia Government Investment Issue-Series 315	MYR	4.245%	30/09/2030	4,070,572	0.17
11,650,000	Malaysia Government Investment Issue-Series 415	MYR	3.990%	15/10/2025	2,803,249	0.12
19,260,000	Malaysia Government Investment Issue-Series 615	MYR	4.786%	31/10/2035	4,726,125	0.20
26,420,000	Malaysia Government Investment Issue-Series 713	MYR	3.558%	30/04/2019	6,487,165	0.27
					44,156,720	1.83
ペルー
10,105,000	Peruvian Government International Bond	PEN	7.840%	12/08/2020	3,460,116	0.14
10,502,000	Peruvian Government International Bond	PEN	5.200%	12/09/2023	3,387,985	0.14
57,549,000	Peruvian Government International Bond	PEN	5.700%	12/08/2024	18,998,932	0.79
101,560,000	Peruvian Government International Bond	PEN	6.350%	12/08/2028	34,120,852	1.42
18,731,000	Peruvian Government International Bond	PEN	6.900%	12/08/2037	6,477,529	0.27
34,454,000	Peruvian Government International Bond	PEN	6.850%	12/02/2042	11,479,619	0.48
3,994,000	Peruvian Government International Bond	PEN	6.714%	12/02/2055	1,304,062	0.05
4,800,000	Peruvian Government International Bond 144A	PEN	5.700%	12/08/2024	1,584,647	0.07
					80,813,742	3.36
ルーマニア
29,610,000	Romania Government Bond-Series 15YR	RON	5.800%	26/07/2027	8,331,289	0.35
41,930,000	Romania Government Bond-Series 7Y	RON	3.250%	29/04/2024	10,188,475	0.42
					18,519,764	0.77
国債合計(取得原価 米ドル 169,795,030)					170,032,010	7.06
その他譲渡性有価証券合計(取得原価 米ドル 198,548,936)					187,318,210	7.78

額面	銘柄名称	通貨	利率	満期日	評価額 (米ドル)	投資主 資本割合(%)
譲渡性預金証書-0.30%
アルゼンチン
73,250,000	Letras del Banco Central de Argentina	ARS	0.000%	18/07/2018	3,555,504	0.15
74,250,000	Letras del Banco Central de Argentina	ARS	0.000%	21/06/2018	3,675,846	0.15
					7,231,350	0.30
譲渡性預金証書合計(取得原価 米ドル 7,216,956)					7,231,350	0.30
デリバティブ取引を除く評価額(取得原価 米ドル 2,471,600,806)					2,328,943,751	96.73

先物取引-0.01%
枚数	銘柄名称		評価額 (米ドル)	未実現利益 (米ドル)	投資主資本割合(%)
	米ドル
(100)	US Treasury Long Bond Futures 20/03/2018	売建	(15,200,000)	125,216	0.00
(270)	US Treasury Notes 10YR Futures 20/03/2018	売建	(33,572,813)	161,238	0.01
(214)	US Treasury Notes 5YR Futures 29/03/2018	売建	(24,941,031)	30,886	0.00
			(73,713,844)	317,340	0.01
先物取引未実現利益				317,340	0.01

枚数	銘柄名称		評価額 (米ドル)	未実現損失 (米ドル)	投資主資本割合(%)
	米ドル
30	US Treasury Notes 2YR Futures 29/03/2018	買建	6,435,000	(1,669)	(0.00)
先物取引未実現損失				(1,669)	(0.00)

ノン・デリバラブル債券先渡取引
枚数	銘柄名称		評価額 (米ドル)	未実現利益 (米ドル)	投資主資本割合(%)
	コロンビアペソ
16,724,100,000	BFS Finance COP Bond Forward 05/01/2018	買建	28,522	28,522	0.00
5,628,100,000	BFS Finance COP Bond Forward 05/01/2018	買建	14,743	14,743	0.00
4,447,200,000	BFS Finance COP Bond Forward 05/01/2018	買建	8,867	8,867	0.00
				52,132	0.00
ノン・デリバラブル債券先渡取引未実現利益				52,132	0.00

外国為替予約取引-(0.10%)
通貨	元本(買)	通貨	元本(売)	満期日	未実現利益 (米ドル)	投資主資本割合(%)
KRW	78,525,603,636	USD	71,256,863	01/12/2017	900,824	0.04
BRL	881,960,149	USD	268,492,089	04/12/2017	2,193,140	0.09
COP	28,021,806,185	USD	9,321,958	04/12/2017	19,220	0.00
IDR	286,191,984,000	USD	21,091,939	04/12/2017	66,717	0.00
INR	856,978,536	USD	13,252,690	04/12/2017	37,920	0.00
USD	272,909,605	BRL	881,960,149	04/12/2017	2,224,375	0.09
USD	8,129,373	CLP	5,159,143,893	04/12/2017	124,681	0.01
USD	21,182,149	IDR	286,191,984,000	04/12/2017	23,492	0.00
MYR	97,896,242	USD	23,303,081	08/12/2017	635,357	0.03
ARS	91,727,300	USD	5,137,345	11/12/2017	116,072	0.00
IDR	108,587,825,000	USD	8,005,000	11/12/2017	16,261	0.00
INR	1,044,643,208	USD	16,030,000	11/12/2017	147,208	0.01
USD	13,869,880	CLP	8,746,554,530	11/12/2017	298,495	0.01
ARS	21,551,092	USD	1,194,628	13/12/2017	38,237	0.00
IDR	170,199,440,882	USD	12,558,991	13/12/2017	11,324	0.00
INR	610,285,777	USD	9,310,015	14/12/2017	137,956	0.01
PEN	98,266,908	USD	30,068,834	14/12/2017	320,663	0.01
RUB	23,079,283,728	USD	392,881,173	14/12/2017	1,586,647	0.07
INR	2,777,322,323	USD	42,538,925	15/12/2017	453,126	0.02
INR	250,614,202	USD	3,808,726	18/12/2017	69,537	0.00
EGP	24,592,503	USD	1,208,477	19/12/2017	181,738	0.01
CNH	889,776,648	USD	133,969,618	20/12/2017	444,964	0.02
CZK	7,514,379,800	EUR	289,829,705	20/12/2017	5,985,315	0.25
CZK	26,284,957	USD	1,208,448	20/12/2017	20,769	0.00
EUR	152,588,901	HUF	47,472,501,949	20/12/2017	1,219,724	0.05
EUR	21,151,611	RON	97,285,248	20/12/2017	272,165	0.01
IDR	998,994,870,065	USD	73,325,719	20/12/2017	412,744	0.02
INR	1,573,224,491	USD	24,018,927	20/12/2017	321,912	0.01

外国為替予約取引
通貨	元本(買)	通貨	元本(売)	満期日	未実現利益 (米ドル)	投資主資本割合(%)
PLN	1,054,294,162	EUR	246,876,613	20/12/2017	4,405,832	0.18
PLN	21,978,548	HUF	1,576,226,383	20/12/2017	227,884	0.01
PLN	764,487,703	USD	211,314,458	20/12/2017	5,233,592	0.22
RON	52,880,000	HUF	3,552,438,381	20/12/2017	37,054	0.00
SGD	226,614,125	USD	167,799,839	20/12/2017	410,578	0.02
USD	24,944,024	HKD	194,480,960	20/12/2017	34,419	0.00
USD	8,102,289	HUF	2,127,863,089	20/12/2017	5,504	0.00
USD	2,124,433	RON	8,284,225	20/12/2017	969	0.00
USD	19,428,952	RUB	1,137,264,000	20/12/2017	9,647	0.00
USD	306,074,537	TRY	1,155,215,973	20/12/2017	13,214,075	0.55
ZAR	3,507,693,170	USD	253,291,474	20/12/2017	4,503,220	0.19
PHP	1,654,298,299	USD	32,156,639	21/12/2017	681,671	0.03
ARS	86,362,125	USD	4,845,000	26/12/2017	59,013	0.00
INR	1,417,684,546	USD	21,799,237	26/12/2017	121,955	0.01
KRW	66,588,945,846	USD	61,242,391	26/12/2017	12,058	0.00
USD	22,328,770	TWD	666,846,907	26/12/2017	72,488	0.00
INR	2,043,921,129	USD	31,507,212	27/12/2017	94,115	0.00
PHP	414,424,818	USD	8,189,000	27/12/2017	34,802	0.00
ARS	26,463,190	USD	1,498,482	29/12/2017	1,656	0.00
INR	615,719,820	USD	9,500,344	29/12/2017	17,478	0.00
ARS	81,517,603	USD	4,592,978	02/01/2018	17,615	0.00
CZK	667,217,103	EUR	25,014,102	03/01/2018	1,428,979	0.06
ARS	78,051,161	USD	4,266,644	08/01/2018	132,030	0.01
IDR	445,840,868,961	USD	32,569,310	12/01/2018	273,480	0.01
IDR	644,646,160,308	USD	47,382,421	16/01/2018	87,841	0.00
THB	303,767,693	USD	9,192,487	19/01/2018	117,508	0.01
TWD	372,453,011	USD	12,360,303	23/01/2018	93,345	0.00
EGP	30,542,533	USD	1,489,880	24/01/2018	227,752	0.01
ARS	218,400,127	USD	11,939,000	25/01/2018	241,582	0.01
INR	2,767,268,139	USD	42,122,964	25/01/2018	534,990	0.02
ARS	53,681,507	USD	2,983,135	29/01/2018	3,496	0.00
EGP	34,000,559	USD	1,877,447	29/01/2018	32,389	0.00
EGP	25,583,895	USD	1,247,995	30/01/2018	188,731	0.01
ARS	107,987,055	USD	5,796,121	31/01/2018	204,556	0.01
EGP	24,211,101	USD	1,279,657	31/01/2018	79,654	0.00
ARS	173,130,717	USD	9,286,415	01/02/2018	328,353	0.01
INR	3,193,731,683	USD	48,916,335	02/02/2018	274,876	0.01
USD	8,367,163	INR	542,192,190	02/02/2018	16,089	0.00
EGP	24,995,995	USD	1,240,496	07/02/2018	160,492	0.01
ARS	110,251,022	USD	5,892,625	09/02/2018	201,309	0.01
ARS	75,090,578	USD	4,018,763	15/02/2018	117,532	0.01
INR	1,011,047,574	USD	15,338,099	15/02/2018	212,549	0.01
ARS	71,833,980	USD	3,854,788	20/02/2018	90,864	0.00
IDR	508,893,984,264	USD	37,123,868	20/02/2018	222,233	0.01
ARS	130,849,566	USD	6,976,783	21/02/2018	206,354	0.01
ARS	147,681,393	USD	7,932,009	27/02/2018	147,568	0.01
ARS	195,615,691	USD	10,674,216	28/02/2018	21,762	0.00
ARS	71,759,036	USD	3,828,169	15/03/2018	61,127	0.00
EUR	12,757,336	HUF	3,969,421,207	21/03/2018	102,560	0.00
MXN	4,188,096,923	USD	221,436,604	21/03/2018	461,082	0.02
PLN	718,932,738	EUR	169,895,550	21/03/2018	118,572	0.01
TRY	137,778,944	USD	33,522,857	21/03/2018	381,215	0.02
USD	8,339,000	CNH	55,446,011	21/03/2018	22,099	0.00
USD	3,315,000	TRY	13,429,198	21/03/2018	10,399	0.00
USD	114,097,944	HKD	884,169,083	27/03/2018	710,486	0.03
USD	27,076,000	HKD	209,735,164	11/05/2018	162,009	0.01
USD	40,358,000	HKD	313,102,842	19/09/2018	111,185	0.00
外国為替予約取引未実現利益					55,263,256	2.30

外国為替予約取引
通貨	元本(買)	通貨	元本(売)	満期日	未実現損失 (米ドル)	投資主資本割合(%)
USD	70,450,635	KRW	78,525,603,636	01/12/2017	(1,707,052)	(0.07)
CLP	5,049,989,620	USD	7,957,000	04/12/2017	(121,667)	(0.01)
USD	9,141,918	COP	28,021,806,185	04/12/2017	(199,260)	(0.01)
USD	13,236,831	INR	856,978,536	04/12/2017	(53,779)	(0.00)
USD	3,709,476	PHP	191,186,393	04/12/2017	(94,471)	(0.00)
USD	714,688	PHP	36,663,474	06/12/2017	(14,416)	(0.00)
USD	8,024,000	TWD	241,903,540	07/12/2017	(40,373)	(0.00)
USD	10,710,967	MYR	45,302,327	08/12/2017	(366,751)	(0.02)
CLP	5,043,555,000	USD	7,974,000	11/12/2017	(148,287)	(0.01)
USD	6,720,265	ARS	119,721,515	13/12/2017	(128,596)	(0.01)
CNY	331,474,287	USD	50,171,675	14/12/2017	(35,467)	(0.00)
USD	20,040,380	CNY	133,323,662	14/12/2017	(125,114)	(0.01)
USD	49,791,293	PEN	161,881,010	14/12/2017	(271,160)	(0.01)
USD	292,335,186	RUB	17,190,196,635	14/12/2017	(1,477,199)	(0.06)
USD	8,064,000	TWD	243,089,280	14/12/2017	(41,019)	(0.00)
USD	4,834,000	TWD	145,793,440	15/12/2017	(27,415)	(0.00)
USD	6,446,000	INR	422,619,098	18/12/2017	(94,045)	(0.00)
USD	32,583,983	KRW	35,983,388,752	18/12/2017	(515,732)	(0.02)
CNH	53,859,935	EUR	6,928,000	20/12/2017	(120,550)	(0.01)
EUR	261,666,322	CZK	6,705,966,692	20/12/2017	(1,745,538)	(0.07)
EUR	271,939,057	PLN	1,149,586,548	20/12/2017	(1,528,337)	(0.06)
EUR	64,812,754	USD	77,721,198	20/12/2017	(476,054)	(0.02)
HUF	38,957,768,963	EUR	125,129,064	20/12/2017	(892,160)	(0.04)
HUF	15,771,260,840	USD	61,512,138	20/12/2017	(1,500,521)	(0.06)
MXN	8,025,240,525	USD	435,547,888	20/12/2017	(3,608,733)	(0.15)
RON	116,938,489	USD	30,405,223	20/12/2017	(430,833)	(0.02)
TRY	1,155,215,973	USD	312,948,702	20/12/2017	(20,088,240)	(0.83)
USD	141,945,197	CNH	943,636,583	20/12/2017	(605,765)	(0.03)
USD	38,627,824	CZK	834,698,065	20/12/2017	(406,856)	(0.02)
USD	28,354,952	EUR	24,021,207	20/12/2017	(274,006)	(0.01)
USD	25,137,540	IDR	341,501,997,656	20/12/2017	(69,629)	(0.00)
USD	33,476,000	INR	2,180,232,962	20/12/2017	(256,439)	(0.01)
USD	429,822,682	MXN	8,025,240,525	20/12/2017	(2,116,473)	(0.09)
USD	166,993,183	SGD	226,614,125	20/12/2017	(1,217,234)	(0.05)
USD	29,903,491	TWD	900,543,624	20/12/2017	(137,348)	(0.01)
USD	251,313,890	ZAR	3,507,693,170	20/12/2017	(6,480,804)	(0.27)
USD	24,707,065	PHP	1,280,442,999	21/12/2017	(710,107)	(0.03)
TWD	979,316,196	USD	32,796,644	26/12/2017	(111,574)	(0.00)
USD	31,008,806	KRW	33,735,084,610	26/12/2017	(23,732)	(0.00)
PHP	334,514,836	USD	6,653,000	02/01/2018	(17,063)	(0.00)
BRL	36,199,000	USD	11,093,269	03/01/2018	(16,421)	(0.00)
USD	22,183,426	CZK	547,486,945	03/01/2018	(3,478,902)	(0.14)
USD	9,284,185	COP	28,021,806,185	19/01/2018	(20,162)	(0.00)
USD	52,742,370	TWD	1,586,047,210	23/01/2018	(290,022)	(0.01)
BRL	667,003,499	USD	205,443,611	02/02/2018	(2,043,345)	(0.09)
USD	64,225,536	TWD	1,931,583,008	08/02/2018	(426,175)	(0.02)
USD	16,193,425	PHP	833,625,410	09/02/2018	(300,245)	(0.01)
USD	7,999,402	PHP	408,673,441	22/02/2018	(77,490)	(0.00)
USD	35,604,625	TWD	1,066,892,582	08/03/2018	(194,599)	(0.01)
CNH	105,472,157	USD	15,856,183	21/03/2018	(35,360)	(0.00)
CZK	2,867,362,171	EUR	112,879,164	21/03/2018	(332,704)	(0.01)
EUR	6,996,000	PLN	29,596,018	21/03/2018	(2,511)	(0.00)
HUF	34,254,445,738	EUR	110,084,507	21/03/2018	(877,894)	(0.04)
HUF	7,651,815,348	USD	29,390,378	21/03/2018	(110,542)	(0.01)
USD	83,204,737	ZAR	1,166,171,316	22/03/2018	(1,245,449)	(0.05)
HKD	180,512,554	USD	23,182,000	27/03/2018	(32,740)	(0.00)
外国為替予約取引未実現損失					(57,764,360)	(2.40)

オプション-0.01%
想定元本	銘柄名称			未実現 利益/損失 (米ドル)	評価額 (米ドル)	投資主 資本割合(%)
	買建オプション
	米ドル
1,217,500	Put Eurodollar 1YR Mid-Curve	Expires 15/06/2018	Strike 98.00	140,013	273,938	0.01
買建オプション合計(取得原価 米ドル 133,925)					273,938	0.01

スワップ契約-(0.39%)
現地通貨建 想定元本額	支払	受取	通貨	満期日	未実現利益 (米ドル)	投資主 資本割合(%)
金利スワップ
103,920,000	Floating (BRL 1 month BRCDI)	Fixed 13.962%	BRL	02/01/2018	1,032,015	0.04
41,990,000	Floating (BRL 1 month BRCDI)	Fixed 14.460%	BRL	02/01/2018	542,795	0.02
11,870,000	Floating (BRL 1 month BRCDI)	Fixed 7.570%	BRL	02/01/2018	197	0.00
28,170,000	Floating (BRL 1 month BRCDI)	Fixed 14.080%	BRL	02/01/2019	759,805	0.03
55,890,000	Floating (BRL 1 month BRCDI)	Fixed 12.645%	BRL	02/01/2019	1,015,000	0.04
19,330,000	Floating (BRL 1 month BRCDI)	Fixed 11.340%	BRL	02/01/2019	244,379	0.01
121,910,000	Floating (BRL 1 month BRCDI)	Fixed 11.345%	BRL	02/01/2019	1,577,093	0.07
42,810,000	Floating (BRL 1 month BRCDI)	Fixed 10.010%	BRL	02/01/2020	368,980	0.02
45,090,000	Floating (BRL 1 month BRCDI)	Fixed 9.873%	BRL	02/01/2020	349,836	0.02
22,620,000	Floating (BRL 1 month BRCDI)	Fixed 9.853%	BRL	02/01/2020	172,511	0.01
37,360,000	Floating (BRL 1 month BRCDI)	Fixed 9.865%	BRL	02/01/2020	288,011	0.01
54,306,050	Floating (BRL 1 month BRCDI)	Fixed 10.200%	BRL	02/01/2020	580,483	0.02
122,620,000	Floating (BRL 1 month BRCDI)	Fixed 9.118%	BRL	02/01/2020	488,856	0.02
57,590,000	Floating (BRL 1 month BRCDI)	Fixed 9.115%	BRL	02/01/2020	228,696	0.01
4,970,000	Fixed 0.250%	Floating (EUR 6 month EURIBOR)	EUR	20/12/2022	3,640	0.00
25,077,720,000	Floating (KRW 3 month KSDA)	Fixed 2.000%	KRW	20/12/2019	39,436	0.00
41,704,790,000	Floating (KRW 3 month MKSDA)	Fixed 2.000%	KRW	20/12/2019	50,022	0.00
53,963,480,000	Floating (KRW 3 month MKSDA)	Fixed 2.000%	KRW	20/12/2019	62,633	0.00
34,626,640,000	Floating (KRW 3 month MKSDA)	Fixed 2.000%	KRW	20/12/2019	60,443	0.00
46,418,380,000	Floating (KRW 3 month MKSDA)	Fixed 2.000%	KRW	20/12/2019	85,297	0.00
101,710,000	Fixed 5.500%	Floating (MXN 1 month TIIE)	MXN	09/03/2022	79,869	0.00
136,190,000	Fixed 5.660%	Floating (MXN 1 month LIBOR)	MXN	24/01/2025	723,547	0.03
395,040,000	Floating (MXN 1 month TIIE)	Fixed 9.300%	MXN	22/04/2027	1,060,619	0.04
599,490,000	Floating (MXN 1 month TIIE)	Fixed 7.500%	MXN	09/06/2027	458,004	0.02
813,650,000	Floating (MXN 1 month TIIE)	Fixed 8.010%	MXN	29/06/2027	379,567	0.02
104,360,000	Floating (MXN 1 month TIIE)	Fixed 8.590%	MXN	03/09/2027	142,822	0.01
98,990,000	Fixed 2.570%	Floating (PLN 6 month WIBOR)	PLN	21/03/2023	118,677	0.01
345,470,000	Floating (THB 6 month THFX)	Fixed 1.750%	THB	20/12/2020	11,236	0.00
182,100,000	Fixed 1.750%	Floating (USD 3 month LIBOR)	USD	20/12/2019	370,399	0.02
金利スワップ未実現利益					11,294,868	0.47
トータル・リターン・スワップ
86,625,000	Fixed 0.000%	Floating (Egypt Treasury Bill)	EGP	08/02/2018	591,001	0.03
18,550,000	Fixed 0.000%	Floating (Egypt Treasury Bill)	EGP	08/03/2018	109,316	0.00
172,000,000	Fixed 0.000%	Floating (Egypt Treasury Bill)	EGP	12/07/2018	525,777	0.02
134,000,000	Fixed 0.000%	Floating (Egypt Treasury Bill)	EGP	09/08/2018	255,900	0.01
トータル・リターン・スワップ未実現利益					1,481,994	0.06
スワップ契約未実現利益合計					12,776,862	0.53

現地通貨建 想定元本額	支払	受取	通貨	満期日	未実現損失 (米ドル)	投資主 資本割合(%)
金利スワップ
33,090,000	Floating (BRL 1 month BZDIOR)	Fixed 11.450%	BRL	02/01/2018	(260,303)	(0.01)
8,190,000	Floating (BRL 1 month LIBOR)	Fixed 11.960%	BRL	02/01/2018	(35,039)	(0.00)
38,019,541	Fixed 11.350%	Floating (BRL 1 month BRCDI)	BRL	02/01/2019	(526,306)	(0.02)
176,980,000	Fixed 8.773%	Floating (BRL 1 month BRCDI)	BRL	02/01/2019	(779,614)	(0.03)
33,110,000	Fixed 11.410%	Floating (BRL 1 month BZDIOR)	BRL	04/01/2021	(248,532)	(0.01)
100,300,000	Fixed 13.927%	Floating (BRL 1 month BRCDI)	BRL	04/01/2021	(3,551,406)	(0.15)
13,390,000	Fixed 11.605%	Floating (BRL 1 month BRCDI)	BRL	04/01/2021	(236,569)	(0.01)
100,630,000	Fixed 10.950%	Floating (BRL 1 month BRCDI)	BRL	04/01/2021	(1,383,323)	(0.06)
20,510,000	Fixed 13.855%	Floating (BRL 1 month BRCDI)	BRL	02/01/2023	(759,080)	(0.03)
10,480,000	Fixed 13.602%	Floating (BRL 1 month BRCDI)	BRL	02/01/2023	(362,250)	(0.01)
24,229,380,000	Fixed 5.110%	Floating (COP 3 month DTF)	COP	15/04/2019	(102,959)	(0.00)
10,055,690,000	Fixed 5.190%	Floating (COP 3 month COOVI)	COP	22/04/2019	(46,837)	(0.00)
9,100,000	Fixed 1.000%	Floating (EUR 6 month EURIBOR)	EUR	20/12/2027	(18,723)	(0.00)
1,240,000	Fixed 1.500%	Floating (EUR 6 month EURIBOR)	EUR	20/12/2047	(12,830)	(0.00)
3,312,550,000	Fixed 0.248%	Floating (HUF 6 month BUBOR)	HUF	09/10/2019	(14,498)	(0.00)
1,004,225,000	Floating (MXN 1 month TIIE)	Fixed 6.850%	MXN	16/12/2020	(852,507)	(0.04)
4,112,625,000	Floating (MXN 1 month TIIE)	Fixed 6.750%	MXN	14/12/2022	(4,009,624)	(0.17)
604,025,000	Floating (MXN 1 month TIIE)	Fixed 6.900%	MXN	11/12/2024	(907,060)	(0.04)
253,025,000	Floating (MXN 1 month TIIE)	Fixed 7.050%	MXN	08/12/2027	(463,417)	(0.02)
160,500,000	Floating (MXN 1 month TIIE)	Fixed 5.720%	MXN	21/03/2028	(1,150,485)	(0.05)
金利スワップ未実現損失					(15,721,362)	(0.65)

スワップ契約
現地通貨建 想定元本額	支払	受取	通貨	満期日	未実現損失 (米ドル)	投資主 資本割合(%)
クレジット・デフォルト・スワップ
5,230,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(54,106)	(0.00)
1,060,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(10,731)	(0.00)
1,970,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(19,700)	(0.00)
480,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(4,740)	(0.00)
3,130,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(33,030)	(0.00)
4,260,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(43,902)	(0.00)
1,960,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(19,836)	(0.00)
3,080,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(31,118)	(0.00)
2,100,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(21,253)	(0.00)
1,400,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(13,909)	(0.00)
620,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(5,775)	(0.00)
2,870,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(27,445)	(0.00)
880,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(8,905)	(0.00)
2,550,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(23,905)	(0.00)
1,300,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(12,026)	(0.00)
5,010,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(45,119)	(0.00)
4,340,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(39,086)	(0.00)
4,340,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(38,534)	(0.00)
4,340,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/03/2019	(37,439)	(0.00)
13,470,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(171,010)	(0.01)
970,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(11,599)	(0.00)
3,890,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(45,784)	(0.00)
1,420,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(16,129)	(0.00)
1,340,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(14,350)	(0.00)
2,270,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(21,984)	(0.00)
1,950,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(18,270)	(0.00)
3,600,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(31,263)	(0.00)
7,380,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(58,577)	(0.00)
2,600,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(28,235)	(0.00)
4,340,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(46,159)	(0.00)
4,700,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(52,091)	(0.00)
290,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(3,191)	(0.00)

スワップ契約
現地通貨建 想定元本額	支払	受取	通貨	満期日	未実現損失 (米ドル)	投資主 資本割合(%)
クレジット・デフォルト・スワップ
2,260,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(24,294)	(0.00)
870,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(9,435)	(0.00)
410,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(4,422)	(0.00)
3,080,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(33,045)	(0.00)
6,260,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(66,571)	(0.00)
660,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(7,019)	(0.00)
1,560,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(16,474)	(0.00)
3,260,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/06/2019	(34,785)	(0.00)
2,170,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/12/2020	(52,218)	(0.00)
1,720,000	Fixed 1.000%	Floating (People’s Republic of China)	USD	20/12/2020	(40,160)	(0.00)
10,520,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(241,032)	(0.01)
6,470,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(165,840)	(0.01)
5,180,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(139,424)	(0.01)
14,910,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(416,124)	(0.02)
18,180,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(512,519)	(0.02)
13,210,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(357,450)	(0.02)
4,500,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(125,697)	(0.01)
7,250,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(198,448)	(0.01)
460,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(11,735)	(0.00)
2,720,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(66,644)	(0.00)
3,420,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2020	(80,858)	(0.00)
4,530,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(131,185)	(0.01)
370,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(10,909)	(0.00)
1,630,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(48,010)	(0.00)
770,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(21,295)	(0.00)
6,030,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(166,435)	(0.01)
630,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(17,630)	(0.00)
1,680,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(46,731)	(0.00)
5,620,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(161,938)	(0.01)
2,360,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(65,657)	(0.00)
10,310,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(289,389)	(0.01)
4,140,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(117,620)	(0.01)

スワップ契約
現地通貨建 想定元本額	支払	受取	通貨	満期日	未実現損失 (米ドル)	投資主 資本割合(%)
クレジット・デフォルト・スワップ
4,450,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(124,587)	(0.01)
3,560,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(88,455)	(0.01)
1,550,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(38,513)	(0.00)
2,730,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(65,107)	(0.00)
5,220,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(124,051)	(0.01)
2,250,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(50,244)	(0.00)
1,580,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(35,949)	(0.00)
2,840,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(64,618)	(0.00)
14,320,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(309,328)	(0.01)
4,070,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(86,093)	(0.01)
5,350,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(111,815)	(0.01)
5,430,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2021	(103,365)	(0.01)
390,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2021	(9,811)	(0.00)
7,760,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/12/2021	(167,143)	(0.01)
5,710,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2022	(72,743)	(0.00)
12,330,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2022	(169,996)	(0.01)
7,410,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2022	(83,769)	(0.01)
8,110,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2022	(60,999)	(0.00)
7,790,000	Fixed 1.000%	Floating (China Government International Bond)	USD	20/06/2022	(48,300)	(0.00)
クレジット・デフォルト・スワップ未実現損失					(6,505,080)	(0.27)
スワップ契約未実現損失合計					(22,226,442)	(0.92)
投資評価額(取得原価 米ドル 2,471,734,731)					2,317,634,808	96.26
その他資産・負債					90,127,346	3.74
投資主資本					2,407,762,154	100.00

投資合計	評価額 (米ドル)	投資主資本割合(%)
デリバティブ取引を除く投資合計(取得原価 米ドル 2,471,600,806)	2,328,943,751	96.73
先物取引未実現利益	317,340	0.01
先物取引未実現損失	(1,669)	(0.00)
ノン・デリバラブル債券先渡取引未実現利益	52,132	0.00
外国為替予約取引未実現利益	55,263,256	2.30
外国為替予約取引未実現損失	(57,764,360)	(2.40)
買建オプション評価額(取得原価 米ドル 133,925)	273,938	0.01
スワップ契約未実現利益	12,776,862	0.53
スワップ契約未実現損失	(22,226,442)	(0.92)
その他資産・負債	90,127,346	3.74
投資主資本	2,407,762,154	100.00