オール・マーケット・インカム戦略(資産成長重視コ…

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【資料】
有価証券報告書(内国投資信託受益証券)-第7期(令和3年11月13日-令和4年5月12日)
【閲覧】

個別

2021年11月12日
16億9258万
2022年5月12日 -18.07%
13億8668万

個別

2021年11月12日
6億1661万
2022年5月12日 -20.85%
4億8804万

個別

2021年11月12日
21億9690万
2022年5月12日 -17.56%
18億1103万

個別

2021年11月12日
8948万
2022年5月12日 -22.65%
6921万

有報情報

#1 ファンドの目的及び基本的性格（連結）
<ファンドの特色><投資対象ファンドの概要>①「AB SICAV I」が発行する 「オール・マーケット・インカム・ポートフォリオ(クラスS1D)」
形態/表示通貨ルクセンブルク籍の外国投資証券/円建
主要投資対象世界の株式、債券および非伝統的資産など
運用方針1. 新興国を含む、世界の株式、債券および非伝統的資産など、さまざまな資産に投資を行ない、安定した高いインカム収入および長期的な資産成長を追求することにより、信託財産の着実な成長と安定した収益の確保をめざします。2. ポートフォリオの構築にあたっては、以下の方針を基本とします。・原則として、利回り水準や長期的な価格上昇期待を考慮して投資対象銘柄を選定します。・市場の状況に応じてポートフォリオを機動的に調整する「ダイナミック・アセット・アロケーション」戦略を活用することで、長期的な資産成長を追求しながら価格変動リスクを低く抑えることをめざします。3. さまざまな通貨建ての資産に投資することがあり、米ドル以外の通貨建て資産については当該通貨売り/米ドル買いの為替取引を行なうことがあります。また、原則としてオール・マーケット・インカム・ポートフォリオ(クラスS1D)の純資産総額とほぼ同程度の米ドル売り/円買いの為替取引を行ない、円に対する米ドルの為替変動リスクの低減をめざします。4. 当初設定日直後、大量の追加設定または解約が発生したとき、市況の急激な変化が予想されるとき、償還の準備に入ったとき等ならびに信託財産の規模によっては、上記の運用が行なわれないことがあります。
設定日2018年11月13日
収益分配原則として、毎月分配を行ないます。
管理報酬等純資産総額に下記の率(年率)を乗じた額投資顧問報酬:日々の平均純資産総額の年率0.70%管理会社報酬:50,000米ドルまたは日々の平均純資産総額の年率0.01%のうちいずれか低い金額その他費用:保管報酬、管理事務代行報酬、名義書換代行報酬、ファンドの資産および収益に課せられる税金、組入有価証券の売買時の売買手数料、監査費用、弁護士費用等、投資対象ファンドの運営に必要な各種経費がかかります。※なお、投資顧問報酬、管理会社報酬、その他費用(ルクセンブルク年次税以外の税金、仲介手数料および借入利息を除く)の総額は、平均純資産総額に対する年率0.85%を上限とします。今後、この数値は見直される場合があります。
申込手数料かかりません。
e border="1" style="width:97.7%;margin-left:5.4pt;border-collapse:collapse;border:none">形態/表示通貨ルクセンブルク籍の外国投資証券/円建運用の基本方針世界の株式、債券および非伝統的資産など、さまざまな資産に投資を行ない、安定した高いインカム収入および長期的な資産成長を追求することにより、信託財産の着実な成長と安定した収益の確保をめざします。主要投資対象世界の株式、債券および非伝統的資産など運用方針1. 新興国を含む、世界の株式、債券および非伝統的資産など、さまざまな資産に投資を行ない、安定した高いインカム収入および長期的な資産成長を追求することにより、信託財産の着実な成長と安定した収益の確保をめざします。
2. ポートフォリオの構築にあたっては、以下の方針を基本とします。
2022/08/05 9:08
#2 事業の内容及び営業の概況、委託会社等の概況（連結）
2022年5月末日現在、委託会社が運用を行なっている投資信託(親投資信託を除きます。)は次のとおりです。
基本的性格本数(本)純資産額の合計額(百万円)
単位型株式投資信託73249,927
追加型株式投資信託78320,962,804
株式投資信託 合計85621,212,731
単位型公社債投資信託82183,591
追加型公社債投資信託141,421,657
公社債投資信託 合計961,605,248
総合計95222,817,980
e border="0" style="margin-left:12.25pt;border-collapse:collapse">基本的性格本数(本)純資産額の合計額(百万円)単位型株式投資信託73249,927追加型株式投資信託78320,962,804株式投資信託 合計85621,212,731単位型公社債投資信託82183,591追加型公社債投資信託141,421,657公社債投資信託 合計961,605,248総合計95222,817,980
2022/08/05 9:08
#3 信託報酬等（連結）
(3)【信託報酬等】
① 信託報酬の総額は、計算期間を通じて毎日、信託財産の純資産総額に年率0.9075%(税抜0.825%)を乗じて得た額とします。信託報酬は、毎日計上され日々の基準価額に反映されます。信託報酬は、毎計算期末または信託終了のときに信託財産中から支弁します。
② 信託報酬にかかる消費税等に相当する金額を、信託報酬支弁のときに信託財産中から支弁します。
2022/08/05 9:08
#4 受益者の権利等（連結）
受益者の有する主な権利の内容、その行使の方法等は、次のとおりです。
<収益分配金および償還金にかかる請求権>受益者は、収益分配金(分配金額は、委託会社が決定します。)および償還金(信託終了時における信託財産の純資産総額を受益権口数で除した額をいいます。以下同じ。)を持分に応じて請求する権利を有します。
収益分配金は、決算日において振替機関等の振替口座簿に記載または記録されている受益者(当該収益分配金にかかる決算日以前において一部解約が行なわれた受益権にかかる受益者を除きます。また、当該収益分配金にかかる計算期間の末日以前に設定された受益権で取得申込代金支払前のため販売会社の名義で記載または記録されている受益権については原則として取得申込者とします。)に、原則として決算日から起算して5営業日までに支払います。
2022/08/05 9:08
#5 投資制限（連結）
④ 信用リスク集中回避(信託約款)
一般社団法人投資信託協会規則に定める一の者に対する株式等エクスポージャー、債券等エクスポージャーおよびデリバティブ等エクスポージャーの信託財産の純資産総額に対する比率は、原則として、それぞれ100分の10、合計で100分の20を超えないものとし、当該比率を超えることとなった場合には、委託会社は、一般社団法人投資信託協会規則にしたがい当該比率以内となるよう調整を行なうこととします。
⑤ 資金の借入れ(信託約款)
2022/08/05 9:08
#6 投資対象（連結）
④ 前②の規定にかかわらず、当ファンドの設定、解約、償還、投資環境の変動等への対応等、委託会社が運用上必要と認めるときには、委託会社は、信託金を、前③に掲げる金融商品により運用することを指図することができます。
<投資先ファンドについて>ファンドの純資産総額の10%を超えて投資する可能性がある投資先ファンドの内容は次のとおりです。
e border="0" style="width:443.9pt;margin-left:21.0pt;border-collapse:collapse">投資先ファンドの名称「AB SICAV I」が発行する「オール・マーケット・インカム・ポートフォリオ(クラスS1D)」運用の基本方針新興国を含む、世界の株式、債券および非伝統的資産など、さまざまな資産に投資を行ない、安定した高いインカム収入および長期的な資産成長を追求することにより、信託財産の着実な成長と安定した収益の確保をめざします。円に対する米ドルの為替変動リスクを低減するため、米ドル売り/円買いの為替取引を行ないます。主要な投資対象世界の株式、債券および非伝統的資産など委託会社等の名称投資顧問会社:
2022/08/05 9:08
#7 投資方針（連結）
ロ.当ファンドは、オール・マーケット・インカム(クラスS1D)とダイワ・マネーポートフォリオ・マザーファンドに投資するファンド・オブ・ファンズです。通常の状態で、オール・マーケット・インカム(クラスS1D)への投資割合を高位に維持することを基本とします。
ハ.オール・マーケット・インカム(クラスS1D)では、原則として純資産総額とほぼ同程度の米ドル売り/円買いの為替取引を行なうことにより、円に対する米ドルの為替変動リスクの低減をめざします。
ニ.当初設定日直後、大量の追加設定または解約が発生したとき、市況の急激な変化が予想されるとき、償還の準備に入ったとき等ならびに信託財産の規模によっては、上記の運用が行なわれないことがあります。
2022/08/05 9:08
#8 投資有価証券の主要銘柄-001
9,9821.0020
9,9820.00e border="0" style="width:495.0pt;border-collapse:collapse">(注)投資比率は、ファンドの純資産総額に対する当該銘柄の時価の比率です。e border="0" style="width:495.0pt;border-collapse:collapse">ロ.投資有価証券の種類別投資比率e border="0" style="width:273.0pt;border-collapse:collapse">投資有価証券の種類投資比率投資証券99.14%親投資信託受益証券0.00%合計99.14%e border="0" style="width:495.0pt;border-collapse:collapse">(注)投資比率は、ファンドの純資産総額に対する当該有価証券の時価の比率です。e border="0" style="width:495.0pt;border-collapse:collapse">ハ.投資株式の業種別投資比率e border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。
2022/08/05 9:08
#9 投資有価証券の主要銘柄-002
9,9821.0020
9,9820.00e border="0" style="width:495.0pt;border-collapse:collapse">(注)投資比率は、ファンドの純資産総額に対する当該銘柄の時価の比率です。e border="0" style="width:495.0pt;border-collapse:collapse">ロ.投資有価証券の種類別投資比率e border="0" style="width:273.0pt;border-collapse:collapse">投資有価証券の種類投資比率投資証券98.78%親投資信託受益証券0.00%合計98.78%e border="0" style="width:495.0pt;border-collapse:collapse">(注)投資比率は、ファンドの純資産総額に対する当該有価証券の時価の比率です。e border="0" style="width:495.0pt;border-collapse:collapse">ハ.投資株式の業種別投資比率e border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。
2022/08/05 9:08
#10 投資有価証券の主要銘柄-003
9,9821.0020
9,9820.00e border="0" style="width:495.0pt;border-collapse:collapse">(注)投資比率は、ファンドの純資産総額に対する当該銘柄の時価の比率です。e border="0" style="width:495.0pt;border-collapse:collapse">ロ.投資有価証券の種類別投資比率e border="0" style="width:273.0pt;border-collapse:collapse">投資有価証券の種類投資比率投資証券98.62%親投資信託受益証券0.00%合計98.62%e border="0" style="width:495.0pt;border-collapse:collapse">(注)投資比率は、ファンドの純資産総額に対する当該有価証券の時価の比率です。e border="0" style="width:495.0pt;border-collapse:collapse">ハ.投資株式の業種別投資比率e border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。
2022/08/05 9:08
#11 投資有価証券の主要銘柄-004
9,9821.0020
9,9820.01e border="0" style="width:495.0pt;border-collapse:collapse">(注)投資比率は、ファンドの純資産総額に対する当該銘柄の時価の比率です。e border="0" style="width:495.0pt;border-collapse:collapse">ロ.投資有価証券の種類別投資比率e border="0" style="width:273.0pt;border-collapse:collapse">投資有価証券の種類投資比率投資証券98.97%親投資信託受益証券0.01%合計98.98%e border="0" style="width:495.0pt;border-collapse:collapse">(注)投資比率は、ファンドの純資産総額に対する当該有価証券の時価の比率です。e border="0" style="width:495.0pt;border-collapse:collapse">ハ.投資株式の業種別投資比率e border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。
2022/08/05 9:08
#12 投資状況-001
e border="0" style="width:495.0pt;border-collapse:collapse">(1) 【投資状況】 (2022年5月31日現在)投資状況
投資資産の種類時価(円)投資比率(%)
コール・ローン、その他の資産(負債控除後)12,267,3490.86
純資産総額1,424,017,453100.00
e border="0" style="width:495.0pt;border-collapse:collapse">投資資産の種類時価(円)投資比率(%)投資証券1,411,740,12299.14内 ルクセンブルグ1,411,740,12299.14親投資信託受益証券9,9820.00内 日本9,9820.00コール・ローン、その他の資産(負債控除後)12,267,3490.86純資産総額1,424,017,453100.00
(注1)投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。
(注2)投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。
e border="0" style="width:495.0pt;border-collapse:collapse">(注1)投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。(注2)投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。
2022/08/05 9:08
#13 投資状況-002
e border="0" style="width:495.0pt;border-collapse:collapse">(1) 【投資状況】 (2022年5月31日現在)投資状況
投資資産の種類時価(円)投資比率(%)
コール・ローン、その他の資産(負債控除後)6,076,1101.22
純資産総額499,108,103100.00
e border="0" style="width:495.0pt;border-collapse:collapse">投資資産の種類時価(円)投資比率(%)投資証券493,022,01198.78内 ルクセンブルグ493,022,01198.78親投資信託受益証券9,9820.00内 日本9,9820.00コール・ローン、その他の資産(負債控除後)6,076,1101.22純資産総額499,108,103100.00
(注1)投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。
(注2)投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。
e border="0" style="width:495.0pt;border-collapse:collapse">(注1)投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。(注2)投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。
2022/08/05 9:08
#14 投資状況-003
e border="0" style="width:495.0pt;border-collapse:collapse">(1) 【投資状況】 (2022年5月31日現在)投資状況
投資資産の種類時価(円)投資比率(%)
コール・ローン、その他の資産(負債控除後)25,676,3171.38
純資産総額1,862,064,879100.00
e border="0" style="width:495.0pt;border-collapse:collapse">投資資産の種類時価(円)投資比率(%)投資証券1,836,378,58098.62内 ルクセンブルグ1,836,378,58098.62親投資信託受益証券9,9820.00内 日本9,9820.00コール・ローン、その他の資産(負債控除後)25,676,3171.38純資産総額1,862,064,879100.00
(注1)投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。
(注2)投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。
e border="0" style="width:495.0pt;border-collapse:collapse">(注1)投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。(注2)投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。
2022/08/05 9:08
#15 投資状況-004
e border="0" style="width:495.0pt;border-collapse:collapse">(1) 【投資状況】 (2022年5月31日現在)投資状況
投資資産の種類時価(円)投資比率(%)
コール・ローン、その他の資産(負債控除後)724,2931.02
純資産総額71,122,399100.00
e border="0" style="width:495.0pt;border-collapse:collapse">投資資産の種類時価(円)投資比率(%)投資証券70,388,12498.97内 ルクセンブルグ70,388,12498.97親投資信託受益証券9,9820.01内 日本9,9820.01コール・ローン、その他の資産(負債控除後)724,2931.02純資産総額71,122,399100.00
(注1)投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。
(注2)投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。
e border="0" style="width:495.0pt;border-collapse:collapse">(注1)投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。(注2)投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。
2022/08/05 9:08
#16 注記事項、委託会社等の経理状況（連結）
市場価格のない株式等以外のもの
決算日の市場価格等に基づく時価法(評価差額は全部純資産直入法により処理し、売却原価は移動平均法により算定)を採用しております。
市場価格のない株式等
2022/08/05 9:08
#17 注記表（連結）
e border="0" style="width:100.0%;border-collapse:collapse">(3) 【注記表】
(重要な会計方針に係る事項に関する注記)
1.有価証券の評価基準及び評価方法(1)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。
e border="0" style="width:100.0%;border-collapse:collapse">(重要な会計方針に係る事項に関する注記)区 分第7期 自 2021年11月13日 至 2022年5月12日1.有価証券の評価基準及び評価方法(1)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。(2)親投資信託受益証券移動平均法に基づき、時価で評価しております。 時価評価にあたっては、親投資信託受益証券の基準価額に基づいて評価しております。2.収益及び費用の計上基準受取配当金原則として、投資証券の配当落ち日において、確定配当金額を計上しております。
(貸借対照表に関する注記)
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56,970,035円であります。
e border="0" style="width:100.0%;border-collapse:collapse">(貸借対照表に関する注記)区 分第6期 2021年11月12日現在第7期 2022年5月12日現在1.※1期首元本額1,809,786,458円1,536,033,375円期中追加設定元本額199,955,404円38,613,441円期中一部解約元本額473,708,487円130,989,974円2.計算期間末日における受益権の総数1,536,033,375口1,443,656,842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56,970,035円であります。e border="0" style="width:100.0%;border-collapse:collapse">(損益及び剰余金計算書に関する注記)区 分第6期 自 2021年5月13日 至 2021年11月12日第7期 自 2021年11月13日 至 2022年5月12日※1分配金の計算過程計算期間末における解約に伴う当期純利益金額分配後の配当等収益から費用を控除した額(62,520,463円)、解約に伴う当期純利益金額分配後の有価証券売買等損益から費用を控除し、繰越欠損金を補填した額(0円)、投資信託約款に規定される収益調整金(107,616,032円)及び分配準備積立金(149,518,602円)より分配対象額は319,655,097円(1万口当たり2,081.04円)であり、分配を行っておりません。計算期間末における解約に伴う当期純利益金額分配後の配当等収益から費用を控除した額(65,297,120円)、解約に伴う当期純利益金額分配後の有価証券売買等損益から費用を控除し、繰越欠損金を補填した額(0円)、投資信託約款に規定される収益調整金(107,107,162円)及び分配準備積立金(194,103,079円)より分配対象額は366,507,361円(1万口当たり2,538.74円)であり、分配を行っておりません。(金融商品に関する注記)
e border="0" style="width:100.0%;border-collapse:collapse">Ⅰ 金融商品の状況に関する事項区 分第7期 自 2021年11月13日 至 2022年5月12日1.金融商品に対する取組方針当ファンドは、「投資信託及び投資法人に関する法律」第2条第4項に定める証券投資信託であり、投資信託約款に規定する「運用の基本方針」に従っております。2.金融商品の内容及びリスク当ファンドが保有する金融商品の種類は、有価証券、金銭債権及び金銭債務等であり、その詳細を附属明細表に記載しております。なお、当ファンドは、投資証券及び親投資信託受益証券を通じて有価証券、デリバティブ取引に投資しております。 これらの金融商品に係るリスクは、市場リスク(価格変動、為替変動、金利変動等)、信用リスク、流動性リスクであります。3.金融商品に係るリスク管理体制複数の部署と会議体が連携する組織的な体制によりリスク管理を行っております。信託財産全体としてのリスク管理を金融商品、リスクの種類毎に行っております。4.金融商品の時価等に関する事項についての補足説明金融商品の時価の算定においては、一定の前提条件等を採用しているため、異なる前提条件等に拠った場合、当該価額が異なることもあります。e border="0" style="width:100.0%;border-collapse:collapse">Ⅱ 金融商品の時価等に関する事項区 分第7期 2022年5月12日現在1.金融商品の時価及び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、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。e border="0" style="width:100.0%;border-collapse:collapse">(有価証券に関する注記)売買目的有価証券第6期 2021年11月12日現在第7期 2022年5月12日現在種 類当計算期間の損益に 含まれた評価差額(円)当計算期間の損益に 含まれた評価差額(円)投資証券△10,296,309△269,573,599親投資信託受益証券△1△2合計△10,296,310△269,573,601e border="0" style="width:100.0%;border-collapse:collapse">(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第6期 2021年11月12日現在第7期 2022年5月12日現在該当事項はありません。該当事項はありません。e border="0" style="width:100.0%;border-collapse:collapse">(関連当事者との取引に関する注記)第7期 自 2021年11月13日 至 2022年5月12日市場価格その他当該取引に係る価格を勘案して、一般の取引条件と異なる関連当事者との取引は行なわれていないため、該当事項はありません。
(1口当たり情報)
第6期 2021年11月12日現在第7期 2022年5月12日現在
1口当たり純資産額1.1019円0.9605円
(1万口当たり純資産額)(11,019円)(9,605円)
e border="0" style="width:100.0%;border-collapse:collapse">(1口当たり情報)第6期 2021年11月12日現在第7期 2022年5月12日現在1口当たり純資産額1.1019円0.9605円(1万口当たり純資産額)(11,019円)(9,605円)
2022/08/05 9:08
#18 純資産の推移-001
(3) 【運用実績】
① 【純資産の推移】
e border="0" style="width:495.0pt;margin-left:.4pt;border-collapse:collapse">(3) 【運用実績】① 【純資産の推移】e border="0" style="width:406.0pt;border-collapse:collapse">純資産総額 (分配落) (円)純資産総額 (分配付) (円)1口当たりの 純資産額 (分配落)(円)1口当たりの 純資産額 (分配付)(円)第1計算期間末 (2019年5月13日)319,269,672319,269,6721.02191.0219第2計算期間末 (2019年11月12日)1,497,264,3291,497,264,3291.06151.0615第3計算期間末 (2020年5月12日)1,810,676,6941,810,676,6940.89210.8921第4計算期間末 (2020年11月12日)2,112,795,1812,112,795,1811.00431.0043第5計算期間末 (2021年5月12日)1,927,676,6981,927,676,6981.06511.06512021年5月末日1,893,163,911-1.0735-6月末日1,859,677,581-1.0865-7月末日1,777,058,503-1.0964-8月末日1,787,460,137-1.1115-9月末日1,753,238,079-1.0848-10月末日1,713,037,760-1.0966-第6計算期間末 (2021年11月12日)1,692,582,7051,692,582,7051.10191.101911月末日1,642,529,693-1.0857-12月末日1,620,139,630-1.1040-2022年1月末日1,529,010,046-1.0618-2月末日1,490,866,752-1.0370-3月末日1,491,012,742-1.0356-4月末日1,430,067,558-0.9904-第7計算期間末 (2022年5月12日)1,386,686,8071,386,686,8070.96050.96055月末日1,424,017,453-0.9862-
2022/08/05 9:08
#19 純資産の推移-002
(3) 【運用実績】
① 【純資産の推移】
e border="0" style="width:495.0pt;margin-left:.4pt;border-collapse:collapse">(3) 【運用実績】① 【純資産の推移】e border="0" style="width:388.0pt;border-collapse:collapse">純資産総額 (分配落) (円)純資産総額 (分配付) (円)1口当たりの 純資産額 (分配落)(円)1口当たりの 純資産額 (分配付)(円)第1特定期間末 (2019年5月13日)129,426,742130,192,8091.01371.0197第2特定期間末 (2019年11月12日)496,116,743498,991,3751.03551.0415第3特定期間末 (2020年5月12日)556,962,476560,871,0770.85500.8610第4特定期間末 (2020年11月12日)630,747,529634,757,2650.94380.9498第5特定期間末 (2021年5月12日)632,918,333636,783,0520.98260.98862021年5月末日657,471,703-0.9901-6月末日648,983,821-1.0021-7月末日646,204,537-1.0052-8月末日646,721,156-1.0192-9月末日612,944,897-0.9887-10月末日615,141,614-0.9995-第6特定期間末 (2021年11月12日)616,619,190620,324,9520.99841.004411月末日605,330,913-0.9838-12月末日589,656,806-1.0003-2022年1月末日553,258,625-0.9563-2月末日546,675,731-0.9341-3月末日539,781,804-0.9268-4月末日506,615,589-0.8865-第7特定期間末 (2022年5月12日)488,047,950491,477,4470.85390.85995月末日499,108,103-0.8766-
2022/08/05 9:08
#20 純資産の推移-003
(3) 【運用実績】
① 【純資産の推移】
e border="0" style="width:495.0pt;margin-left:.4pt;border-collapse:collapse">(3) 【運用実績】① 【純資産の推移】e border="0" style="width:406.0pt;border-collapse:collapse">純資産総額 (分配落) (円)純資産総額 (分配付) (円)1口当たりの 純資産額 (分配落)(円)1口当たりの 純資産額 (分配付)(円)第1特定期間末 (2019年5月13日)317,125,223318,689,0091.01401.0190第2特定期間末 (2019年11月12日)1,522,868,4541,530,193,3771.03951.0445第3特定期間末 (2020年5月12日)2,152,630,8362,163,876,6680.86140.8659第4特定期間末 (2020年11月12日)2,387,305,3712,399,799,8110.95530.9603第5特定期間末 (2021年5月12日)2,453,572,4912,465,867,1520.99781.00282021年5月末日2,451,108,729-1.0056-6月末日2,391,658,770-1.0178-7月末日2,328,217,149-1.0219-8月末日2,312,890,591-1.0361-9月末日2,192,841,331-1.0062-10月末日2,208,632,375-1.0172-第6特定期間末 (2021年11月12日)2,196,905,7602,207,704,9601.01721.022211月末日2,094,423,705-1.0022-12月末日2,094,196,641-1.0190-2022年1月末日2,001,307,023-0.9753-2月末日1,964,778,964-0.9527-3月末日1,960,321,484-0.9467-4月末日1,873,024,291-0.9059-第7特定期間末 (2022年5月12日)1,811,032,1391,820,354,0930.87420.87875月末日1,862,064,879-0.8975-
2022/08/05 9:08
#21 純資産の推移-004
(3) 【運用実績】
① 【純資産の推移】
e border="0" style="width:495.0pt;margin-left:.4pt;border-collapse:collapse">(3) 【運用実績】① 【純資産の推移】e border="0" style="width:376.0pt;border-collapse:collapse">純資産総額 (分配落) (円)純資産総額 (分配付) (円)1口当たりの 純資産額 (分配落)(円)1口当たりの 純資産額 (分配付)(円)第1特定期間末 (2019年5月13日)37,869,55938,058,2221.00361.0086第2特定期間末 (2019年11月12日)91,842,28592,297,7471.00821.0132第3特定期間末 (2020年5月12日)94,135,22394,135,2230.83110.8311第4特定期間末 (2020年11月12日)97,765,61297,765,6120.93530.9353第5特定期間末 (2021年5月12日)94,693,92794,693,9270.99130.99132021年5月末日93,171,570-0.9990-6月末日94,324,456-1.0110-7月末日90,645,622-1.0151-8月末日91,454,521-1.0241-9月末日89,537,296-0.9946-10月末日90,698,810-1.0054-第6特定期間末 (2021年11月12日)89,486,22889,931,2871.00531.010311月末日87,335,168-0.9906-12月末日83,945,772-1.0073-2022年1月末日78,265,183-0.9694-2月末日75,854,742-0.9470-3月末日74,651,145-0.9455-4月末日71,431,373-0.9050-第7特定期間末 (2022年5月12日)69,214,05269,214,0520.87770.87775月末日71,122,399-0.9012-
2022/08/05 9:08
#22 純資産額計算書（連結）
【純資産額計算書】
2022年5月31日
e border="0" style="width:495.0pt;border-collapse:collapse">【純資産額計算書】2022年5月31日
Ⅰ 資産総額1,425,383,664円
Ⅱ 負債総額1,366,211円
Ⅲ 純資産総額(Ⅰ-Ⅱ)1,424,017,453円
Ⅳ 発行済数量1,443,896,891口
Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)0.9862円
e border="0" style="width:338.0pt;border-collapse:collapse">Ⅰ 資産総額1,425,383,664円Ⅱ 負債総額1,366,211円Ⅲ 純資産総額(Ⅰ-Ⅱ)1,424,017,453円Ⅳ 発行済数量1,443,896,891口Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)0.9862円e border="0" style="width:495.0pt;border-collapse:collapse">(参考) ダイワ・マネーポートフォリオ・マザーファンド
純資産額計算書
2022年5月31日
e border="0" style="width:495.0pt;border-collapse:collapse">純資産額計算書2022年5月31日
Ⅰ 資産総額47,920,197,835円
Ⅱ 負債総額0円
Ⅲ 純資産総額(Ⅰ-Ⅱ)47,920,197,835円
Ⅳ 発行済数量47,823,748,279口
Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)1.0020円
e border="0" style="width:338.0pt;border-collapse:collapse">Ⅰ 資産総額47,920,197,835円Ⅱ 負債総額0円Ⅲ 純資産総額(Ⅰ-Ⅱ)47,920,197,835円Ⅳ 発行済数量47,823,748,279口Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)1.0020円e border="0" style="width:495.0pt;border-collapse:collapse">オール・マーケット・インカム戦略(奇数月定額分配コース)
純資産額計算書
2022年5月31日
e border="0" style="width:495.0pt;border-collapse:collapse">純資産額計算書2022年5月31日
Ⅰ 資産総額500,173,843円
Ⅱ 負債総額1,065,740円
Ⅲ 純資産総額(Ⅰ-Ⅱ)499,108,103円
Ⅳ 発行済数量569,361,832口
Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)0.8766円
e border="0" style="width:338.0pt;border-collapse:collapse">Ⅰ 資産総額500,173,843円Ⅱ 負債総額1,065,740円Ⅲ 純資産総額(Ⅰ-Ⅱ)499,108,103円Ⅳ 発行済数量569,361,832口Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)0.8766円e border="0" style="width:495.0pt;border-collapse:collapse">(参考) ダイワ・マネーポートフォリオ・マザーファンド前記「オール・マーケット・インカム戦略(資産成長重視コース)」の記載と同じ。e border="0" style="width:495.0pt;border-collapse:collapse">オール・マーケット・インカム戦略(奇数月定率分配コース)
純資産額計算書
2022年5月31日
e border="0" style="width:495.0pt;border-collapse:collapse">純資産額計算書2022年5月31日
Ⅰ 資産総額1,863,189,196円
Ⅱ 負債総額1,124,317円
Ⅲ 純資産総額(Ⅰ-Ⅱ)1,862,064,879円
Ⅳ 発行済数量2,074,726,253口
Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)0.8975円
e border="0" style="width:338.0pt;border-collapse:collapse">Ⅰ 資産総額1,863,189,196円Ⅱ 負債総額1,124,317円Ⅲ 純資産総額(Ⅰ-Ⅱ)1,862,064,879円Ⅳ 発行済数量2,074,726,253口Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)0.8975円e border="0" style="width:495.0pt;border-collapse:collapse">(参考) ダイワ・マネーポートフォリオ・マザーファンド前記「オール・マーケット・インカム戦略(資産成長重視コース)」の記載と同じ。e border="0" style="width:495.0pt;border-collapse:collapse">オール・マーケット・インカム戦略(予想分配金提示型コース)
純資産額計算書
2022年5月31日
e border="0" style="width:495.0pt;border-collapse:collapse">純資産額計算書2022年5月31日
Ⅰ 資産総額71,155,562円
Ⅱ 負債総額33,163円
Ⅲ 純資産総額(Ⅰ-Ⅱ)71,122,399円
Ⅳ 発行済数量78,922,551口
Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)0.9012円
e border="0" style="width:338.0pt;border-collapse:collapse">Ⅰ 資産総額71,155,562円Ⅱ 負債総額33,163円Ⅲ 純資産総額(Ⅰ-Ⅱ)71,122,399円Ⅳ 発行済数量78,922,551口Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)0.9012円e border="0" style="width:495.0pt;border-collapse:collapse">(参考) ダイワ・マネーポートフォリオ・マザーファンド前記「オール・マーケット・インカム戦略(資産成長重視コース)」の記載と同じ。
2022/08/05 9:08
#23 貸借対照表、委託会社等の経理状況（連結）
(1) 【貸借対照表】
e border="0" style="border-collapse:collapse">(単位:百万円)前事業年度 (2021年3月31日)当事業年度 (2022年3月31日)資産の部流動資産現金・預金4,8603,168有価証券333486前払費用237332未収委託者報酬13,15013,811未収収益4952関係会社短期貸付金18,70024,900その他20745流動資産計37,53942,799固定資産有形固定資産※1224※1203建物64器具備品218198無形固定資産1,9371,770ソフトウェア1,8821,738ソフトウェア仮勘定5431投資その他の資産16,12116,617投資有価証券10,15910,755関係会社株式3,7053,705出資金183177長期差入保証金1,0681,067繰延税金資産973885その他3026固定資産計18,28318,591資産合計55,82261,390
(単位:百万円)
負債合計17,25619,449
純資産の部
株主資本
e border="0" style="border-collapse:collapse">(単位:百万円)前事業年度 (2021年3月31日)当事業年度 (2022年3月31日)負債の部流動負債預り金6865未払金8,4059,856未払収益分配金1326未払償還金3912未払手数料4,7344,917その他未払金※23,617※24,900未払費用3,7774,246未払法人税等804980未払消費税等6311,016賞与引当金950866その他882流動負債計14,72517,033固定負債退職給付引当金2,4522,399役員退職慰労引当金7413その他31固定負債計2,5302,415負債合計17,25619,449純資産の部株主資本資本金15,17415,174資本剰余金資本準備金11,49511,495資本剰余金合計11,49511,495利益剰余金利益準備金374374その他利益剰余金繰越利益剰余金10,57413,925利益剰余金合計10,94814,299株主資本合計37,61840,969評価・換算差額等その他有価証券評価差額金947971評価・換算差額等合計947971純資産合計38,56641,941負債・純資産合計55,82261,390
2022/08/05 9:08
#24 資産の評価（連結）
資産の評価】
基準価額とは、信託財産の純資産総額を計算日における受益権口数で除した1万口当たりの価額をいいます。
純資産総額とは、信託財産に属する資産を法令および一般社団法人投資信託協会規則にしたがって時価(注1、注2)により評価して得た信託財産の資産総額から負債総額を控除した金額をいいます。
2022/08/05 9:08
#25 運用体制（連結）
⑤ 受託会社に対する管理体制
受託会社に対しては、日々の純資産照合、月次の勘定残高照合などを行なっています。また、受託会社より内部統制の整備および運用状況の報告書を受け取っています。
※ 上記の運用体制は2022年5月末日現在のものであり、変更となる場合があります。
2022/08/05 9:08
#26 附属明細表（連結）
(米ドル建て)
貸借対照表
純資産$1,325,580,896
e border="0" style="width:338.0pt;border-collapse:collapse">貸借対照表2021年5月31日資産投資有価証券の評価額$1,137,322,767定期預金163,073,191売却済み有価証券からの未収金289,212,906元本売却の未収金15,921,359ブローカーおよび預託機関に預け入れている現金26,651,190未収配当金および未収利息8,860,495外国為替先渡取引による評価益4,451,026スワップ取引の評価益2,637,452スワップ取引における前払プレミアム11,235,046先物取引の評価益764,483スワップ取引の未収利息1,518,3991,661,648,314負債購入済み有価証券への未払金282,472,241ブローカーおよび預託機関への未払金3,961,896解約元本の未払金5,069,948外国為替先渡取引による評価損5,177,964スワップ取引の評価損16,317,865未払配当7,783,273スワップ取引における前受プレミアム9,739,943先物取引の評価損1,701,760スワップ取引の未払利息840,568オプション取引の売建玉の評価額523,321未払費用およびその他負債2,478,639336,067,418純資産$1,325,580,896
損益計算書及び純資産変動計算書
分配金(91,201,657)
純資産
期首純資産1,256,287,188
期末純資産$1,325,580,896
e border="0" style="width:473.0pt;margin-left:4.95pt;border-collapse:collapse">損益計算書及び純資産変動計算書2021年5月31日で終了する会計年度投資収益配当収益$13,705,446利息31,864,049スワップ取引の収益8,830,58854,400,083費用運用管理費用17,293,552スワップ取引に係る費用3,042,506運用会社報酬1,064,166名義書換代理人報酬752,338税金545,145専門家報酬418,259預託機関および保管会社報酬659,332会計および管理会社報酬171,999販売手数料593,798印刷料6,895雑費135,75024,683,740費用の払戻または免除(1,262)費用合計24,682,478投資利益合計29,717,605実現損益証券投資, 外国為替先渡取引, スワップ取引, 先物取引, オプション取引, 為替取引67,900,612資本源泉徴収税97評価損益の変動証券投資151,292,634先物取引(3,775,615)外国為替先渡取引(3,079,328)スワップ取引(4,569,590)オプション取引の売建玉991,988評価損益の変動合計238,478,403元本異動元本増減(77,983,038)分配金(91,201,657)純資産期首純資産1,256,287,188期末純資産$1,325,580,896
投資明細表
2021年5月31日現在
証券明細利率償還日株数(-)/元本(000)評価額 (USD)純資産に 占める割合 (%)
証券取引所または当局の規制の及ぶ市場で取引可能な有価証券
e border="0" style="width:514.0pt;border-collapse:collapse">投資明細表2021年5月31日現在証券明細利率償還日株数(-)/
元本(000)評価額 (USD)純資産に 占める割合 (%)証券取引所または当局の規制の及ぶ市場で取引可能な有価証券普通株資本財建設・土木Shimizu Corp979$8,0040.0%通信サービス各種電気通信サービスAT&T, Inc12,932380,5890.0BCE, Inc1286,3640.0Comcast Corp- Class A20,0961,152,3040.0Elisa Oyj25214,9440.0HKT Trust & HKT Ltd- Class SS6,7189,1760.0Lumen Technologies, Inc23,206321,1710.0Nippon Telegraph & Telephone Corp74,5832,016,7660.2Orange SA9,350119,4460.0Shaw Communications, Inc- Class B81624,3980.0Spark New Zealand Ltd326,6351,063,5810.1Swisscom AG4626,0200.0Telefonica SA347,3581,708,1090.1Telenor ASA33,946591,0010.1TELUS Corp75917,1270.0Verizon Communications, Inc7,504423,9010.1Washington H Soul Pattinson & Co., Ltd1914,3730.07,879,2700.6エンターテイメントActivision Blizzard, Inc13,9161,353,4280.0Electronic Arts, Inc14,5882,085,0630.2Netflix, Inc1,693851,2580.1Nintendo Co., Ltd899556,3350.1Take-Two Interactive Software, Inc1,320244,9390.0Ubisoft Entertainment SA6,504475,0840.05,566,1070.4インタラクティブメディア・サービスAlphabet, Inc- Class A6011,416,4670.1Alphabet, Inc- Class C1,8834,540,9670.4Auto Trader Group PLC159,6401,272,3050.1Facebook, Inc- Class A34,50811,343,8150.9Kakaku.com, Inc26,600794,3560.019,367,9101.5メディアFox Corp- Class B6,310228,9270.0iHeartMedia, Inc- Class A1,49534,6990.0Interpublic Group of Cos., Inc(The)45,0511,517,7680.1Omnicom Group, Inc39032,0740.0ViacomCBS, Inc- Class B1,02943,6500.01,857,1180.1無線通信サービスKDDI Corp2,86097,6210.0Rogers Communications, Inc- Class B62832,4230.0SoftBank Corp137,5941,769,4860.1Tele2 AB - Class B88812,1050.0Vodafone Group PLC463,073843,1490.12,754,7840.237,425,1892.8一般消費財自動車部品Aisin Corp33,3001,459,8210.1Aptiv PLC31,3894,721,5330.4Bridgestone Corp1,01245,0650.0Magna International, Inc- Class A (United States)50650,8830.06,277,3020.5自動車Bayerische Motoren Werke AG6,831726,4650.1Daimler AG15,3031,430,1980.1Porsche Automobil Holding SE (Preference Shares)27230,3030.0Tesla, Inc3,5662,229,5350.2Toyota Motor Corp3,762312,8860.04,729,3870.4卸売Genuine Parts Co26234,3530.0ホテル、レストラン・レジャーAristocrat Leisure Ltd51,9161,677,2600.1Chipotle Mexican Grill, Inc- Class A282386,8980.0Compass Group PLC63,1761,442,1200.0Darden Restaurants, Inc3,147450,7450.1McDonald’s Corp5,0771,187,4590.1Starbucks Corp15,8481,804,7700.26,949,2520.5家庭用耐久財Casio Computer Co., Ltd3446,0320.0Electrolux AB - Class B55,8491,591,2380.1Garmin Ltd6,880978,6120.0Husqvarna AB - Class B74110,9310.0Iida Group Holdings Co., Ltd2617,0550.0Lennar Corp- Class A2,130210,8910.0Persimmon PLC5,445244,1820.0PulteGroup, Inc7,940458,8530.1Sekisui Chemical Co., Ltd67611,8540.0Sekisui House Ltd1,09323,1070.0Sony Corp6,700669,1760.2Sony Group Corp6,700669,1760.0Whirlpool Corp11427,0280.04,908,1350.4インターネット販売・カタログ販売Amazon.com, Inc3,92512,650,5500.9eBay, Inc16,5561,007,9290.1HelloFresh SE10,333935,4670.1MercadoLibre, Inc694942,9170.1Zalando SE5,690608,7990.016,145,6621.2レジャー製品Hasbro, Inc6,499623,7090.0複合小売Canadian Tire Corp., Ltd- Class A10217,4580.0Dollar General Corp2,556518,9680.0Target Corp4,167945,5760.1Wesfarmers Ltd2,01186,0870.01,568,0890.1専門小売ABC-Mart, Inc583,3370.0AutoZone, Inc1,7282,429,2000.4Best Buy Co., Inc2,243260,7270.0Home Depot, Inc(The)13,0544,163,0510.3O’Reilly Automotive, Inc1,380738,4640.0Ross Stores, Inc7,716975,2240.0TJX Cos., Inc(The)59,4884,017,8200.3Tractor Supply Co2,625476,9630.0USS Co., Ltd3886,8570.013,071,6431.0繊維、アパレル・高級品Deckers Outdoor Corp5,0081,680,2190.1NIKE, Inc- Class B36,0964,925,6600.4Pandora A/S6,362861,9400.17,467,8190.661,775,3514.7生活必需品飲料Asahi Group Holdings Ltd80939,2590.0Coca-Cola Co(The)25,0021,382,3600.1Coca-Cola HBC AG35512,9430.0Kirin Holdings Co., Ltd1,45929,4630.0PepsiCo, Inc2,502370,1460.0Treasury Wine Estates Ltd1,27911,5750.01,845,7460.1食品・生活必需品小売Etablissements Franz Colruyt NV965,8490.0ICA Gruppen AB1788,7310.0Kesko Oyj - Class B48416,8330.0Koninklijke Ahold Delhaize NV61,5801,789,8590.1Seven & i Holdings Co., Ltd1,33658,9820.0Sysco Corp92574,9250.0Tesco PLC13,71443,4490.0Walmart, Inc13,4401,908,7400.2Wm Morrison Supermarkets PLC4,27410,7270.0Woolworths Group Ltd2,24472,5000.03,990,5950.3食品Bunge Ltd7,914687,0930.1Campbell Soup Co35717,3750.0Conagra Brands, Inc88533,7190.0Danone SA1,15782,4810.0General Mills, Inc1,10869,6490.0JM Smucker Co(The)19926,5250.0Kellogg Co3,142205,7700.0MEIJI Holdings Co., Ltd21613,4510.0Morinaga & Co., Ltd./Japan15,400479,5200.0Nestle SA12,9281,597,0640.1Orkla ASA1,33213,8950.0Salmar ASA27,6002,038,1600.2Tyson Foods, Inc- Class A53142,2150.0Wilmar International Ltd3,40712,3400.05,319,2570.4家庭用品Clorox Co.(The)22840,2940.0Essity AB - Class B1,07937,3690.0Henkel AG & CoKGaA18418,2760.0Kimberly-Clark Corp61480,2070.0Procter & Gamble Co(The)16,3522,205,0670.2Reckitt Benckiser Group PLC1,264114,2300.02,495,4430.2パーソナルケア製品Unilever PLC4,663279,6890.0タバコAltria Group, Inc43,1912,125,8610.2British American Tobacco PLC3,865148,8090.0Imperial Brands PLC77,6591,763,3560.1Japan Tobacco, Inc2,12842,3920.0Philip Morris International, Inc38,8733,748,5230.3Swedish Match AB216,7522,009,8080.29,838,7490.823,769,4791.8エネルギーエネルギー 機器・サービスBaker Hughes Co.- Class A1,32132,2330.0オイル、ガス・消耗燃料Bonanza Creek Energy, Inc31313,4460.0Denbury, Inc2,757184,7740.0Enagas SA44110,3630.0Exxon Mobil Corp21,1781,236,1600.1Galp Energia SGPS SA28,901362,4780.0Gulfport Energy Corp22,9191,432,4370.1Idemitsu Kosan Co., Ltd35,600847,5800.1Lundin Energy AB35512,1790.0Marathon Petroleum Corp1,18072,9240.0ONEOK, Inc3,780199,3570.0Parkland Corp./Canada5,499180,2120.0Pembina Pipeline Corp97531,5170.0Repsol SA83,3561,114,4740.1Royal Dutch Shell PLC - Class B82,6721,505,9350.1TC Energy Corp1,66785,1540.0Valero Energy Corp25,0872,016,9950.2Whiting Petroleum Corp1,26357,8330.09,363,8180.79,396,0510.7金融銀行Bank Leumi Le-Israel BM150,2721,205,7760.0Bank of America Corp12,496529,6200.0BOC Hong Kong Holdings Ltd6,56324,1860.0Chiba Bank Ltd.(The)9406,1190.0Citigroup, Inc17,6561,389,7040.1Citizens Financial Group, Inc77038,4230.0Concordia Financial Group Ltd1,9307,3270.0Credit Agricole SA63,292949,4860.1DBS Group Holdings Ltd47,1981,085,2860.1Fifth Third Bancorp46,8251,973,2060.2Hang Seng Bank Ltd1,35628,8640.0Huntington Bancshares, Inc./OH1,84429,2460.0JPMorgan Chase & Co8,6121,414,2720.0KBC Group NV8,712713,6280.0KeyCorp1,74240,1360.0Lloyds Banking Group PLC291,370206,2940.0M&T Bank Corp23237,2800.0Mitsubishi UFJ Financial Group, Inc122,400703,5200.0National Bank of Canada1,470114,7230.0Nordea Bank Abp168,8971,835,3790.2Oversea-Chinese Banking Corp., Ltd65,954623,3840.1PNC Financial Services Group, Inc(The)769149,7090.0Regions Financial Corp1,74240,7800.0Royal Bank of Canada20,1562,096,0400.4Sumitomo Mitsui Financial Group, Inc35,5001,301,5750.1Toronto-Dominion Bank (The)11,652839,6720.0Truist Financial Corp2,443150,9290.0United Overseas Bank Ltd2,09041,5310.0US Bancorp18,3911,117,8050.118,693,9001.4資本市場3i Group PLC1,72630,4470.0ASX Ltd34320,2100.0Bank of New York Mellon Corp.(The)1,51378,7970.0Charles Schwab Corp.(The)75,6525,586,9000.4CME Group, Inc- Class A9,9982,187,1630.2EQT AB3,320120,8200.0Franklin Resources, Inc48,3341,653,5060.1Goldman Sachs Group, Inc.(The)5,8972,193,8020.2Hargreaves Lansdown PLC63014,8150.0IGM Financial, Inc50,8421,871,5650.2Magellan Financial Group Ltd2449,0850.0Morgan Stanley7,722702,3160.1Northern Trust Corp35943,5070.0Partners Group Holding AG1,1731,773,5190.1S&P Global, Inc3,7721,430,6000.0Schroders PLC22011,1050.0Singapore Exchange Ltd86,825682,1260.1St.James’s Place PLC95418,9200.0State Street Corp63855,4930.0T.Rowe Price Group, Inc7,3331,403,1700.119,887,8661.5消費者金融Ally Financial, Inc7,360402,6650.1Capital One Financial Corp1,520244,3860.0Synchrony Financial1,05850,1600.0697,2110.1総合金融サービスIndustrivarden AB9,180374,5340.0Industrivarden AB - Class C9,640377,0490.0Kinnevik AB31,578870,6230.1M&G PLC538,0001,866,7640.13,488,9700.2保険Admiral Group PLC34214,2640.0Aflac, Inc1,18667,2230.0Allianz SE3,289873,3450.1Allstate Corp.(The)54974,9990.0American Financial Group, Inc./OH13317,6970.0Assicurazioni Generali SpA1,95640,1800.0Baloise Holding AG8213,6650.0CNP Assurances80,1761,474,8700.1Direct Line Insurance Group PLC2,42010,2100.0Fidelity National Financial, Inc13,031612,3270.1Gjensidige Forsikring ASA3547,9730.0Great-West Lifeco, Inc2,75384,6380.0Hartford Financial Services Group, Inc.(The)64442,0850.0iA Financial Corp., Inc15,252877,5850.1Japan Post Holdings Co., Ltd186,4001,575,2400.1Legal & General Group PLC317,0411,279,1470.1Lincoln National Corp33023,0310.0Manulife Financial Corp85,7321,791,2140.1Medibank Pvt Ltd31,45475,8960.0MetLife, Inc28,5671,867,1390.1MS&AD Insurance Group Holdings, Inc78924,2590.0NN Group NV33,0071,678,4410.1Power Corp.of Canada99332,3860.0Principal Financial Group, Inc49432,3030.0Progressive Corp.(The)6,147609,0450.1Prudential Financial, Inc17,9571,920,8600.2Reinsurance Group of America, Inc.- Class A12315,5020.0RenaissanceRe Holdings Ltd9714,9500.0Sampo Oyj - Class A15,816752,9560.0Sompo Holdings, Inc56222,6720.0Swiss Life Holding AG5729,7520.0Swiss Re AG53551,7930.0T&D Holdings, Inc95413,0370.0Tokio Marine Holdings, Inc1,12052,7290.0Travelers Cos., Inc.(The)45772,9830.0Tryg A/S63815,1650.0Zurich Insurance Group AG1,637689,1960.116,850,7571.3モーゲージ不動産投資信託AGNC Investment Corp96,2551,784,5680.2Annaly Capital Management, Inc190,3711,764,7390.13,549,3070.363,168,0114.8フードビバレッジ・タバコ農産物Archer-Daniels-Midland Co1,01267,3280.0ヘルスケアバイオテクノロジーAbbVie, Inc24,4052,762,6460.2Amgen, Inc7,8431,866,1630.1Gilead Sciences, Inc3,010198,9910.04,827,8000.3ヘルスケア機器・用品Abbott Laboratories51,4305,999,3100.5Align Technology, Inc278164,0620.0Baxter International, Inc20,6791,698,1590.1Coloplast A/S - Class B3,679584,9530.1Medtronic PLC14,7531,867,5820.110,314,0660.8ヘルスケア・プロバイダー/ヘルスケア・サービスAnthem, Inc4,3281,723,0990.2CVS Health Corp2,378205,5540.0Sonic Healthcare Ltd80521,6080.0UnitedHealth Group, Inc10,6954,405,4840.36,355,7450.5ヘルスケア テクノロジーVeeva Systems, Inc.- Class A1,640477,7980.0ライフサイエンス・ツール/サービスBio-Rad Laboratories, Inc.- Class A1,353815,0070.1IQVIA Holdings, Inc30,9387,430,0700.6Thermo Fisher Scientific, Inc1,288603,7770.08,848,8540.7医薬品Astellas Pharma, Inc3,30252,9260.0AstraZeneca PLC2,328265,8220.0Bristol-Myers Squibb Co14,391945,7760.1Eisai Co., Ltd42028,2780.0Eli Lilly & Co3,161631,3780.1GlaxoSmithKline PLC8,923170,2170.0Johnson & Johnson14,6262,475,4510.2Merck & Co., Inc20,0071,518,3310.1Novartis AG (REG)3,938348,4880.0Novo Nordisk A/S - Class B17,6761,398,9920.0Orion Oyj - Class B1888,3060.0Otsuka Holdings Co., Ltd69229,0190.0Pfizer, Inc10,114391,7150.0Recordati Industria Chimica e Farmaceutica SpA18510,3300.0Roche Holding AG10,1053,547,0150.3Sanofi2,010215,5980.0Takeda Pharmaceutical Co., Ltd53,2001,823,1420.2Zoetis, Inc27,2724,818,4170.418,679,2011.449,503,4643.7産業航空宇宙・防衛BAE Systems PLC5,71142,6800.0Huntington Ingalls Industries, Inc533115,2400.0L3Harris Technologies, Inc4,236923,4840.1Singapore Technologies Engineering Ltd2,7698,1450.01,089,5490.1航空貨物・物流サービスDeutsche Post AG1,758119,5160.0Kuehne & Nagel International AG4,9661,677,7850.11,797,3010.1建設資材AGC, Inc34215,0400.0Cie de Saint-Gobain13,874932,8940.1Lixil Corp9,700263,7950.0Masco Corp12,822773,2950.1Xinyi Glass Holdings Ltd161,224630,4870.02,615,5110.2商業サービス・用品Copart, Inc3,414440,4400.0Securitas AB - Class B5559,0960.0Stericycle, Inc61,0214,793,8100.4Toppan Printing Co., Ltd4658,1580.05,251,5040.4建設・土木Bouygues SA40516,4910.0Kajima Corp113,8971,586,5830.1Obayashi Corp1,1519,8300.0Taisei Corp33811,9860.01,624,8900.1電子部品ABB Ltd.(REG)39,6381,351,9660.1Eaton Corp.PLC722104,8700.0Emerson Electric Co1,088104,1110.0Generac Holdings, Inc1,980651,1960.0Mitsubishi Electric Corp3,23750,7350.0Regal Beloit Corp6,024856,7920.1Rockwell Automation, Inc990261,0830.1Schneider Electric SE7,2001,146,8490.14,527,6020.4産業コングロマリット3M Co6,8341,387,5750.1DCC PLC17514,8710.0Siemens AG (REG)1,357223,2320.01,625,6780.1機械Cummins, Inc6,3861,642,9900.1GEA Group AG27211,8450.0Kone Oyj - Class B60349,0760.0Mitsubishi Heavy Industries Ltd52,0001,606,3730.1PACCAR, Inc14,8691,361,4060.1SKF AB - Class B55,2231,496,2610.1Snap-on, Inc7,0841,803,7280.2Volvo AB54,4331,436,7850.19,408,4640.7海運Nippon Yusen KK45,7001,872,3540.1専門サービスAdecco Group AG4,918341,1710.0Booz Allen Hamilton Holding Corp13,7121,164,6440.0Randstad NV21216,5200.0RELX PLC70,6751,850,9440.2SGS SA126394,3190.0Verisk Analytics, Inc.- Class A17,5093,026,0810.4Wolters Kluwer NV12,9241,240,9560.08,034,6350.6陸運・鉄道Aurizon Holdings Ltd3,2899,2540.0Nippon Express Co., Ltd13611,0330.020,2870.0取引会社・販売代理店Bunzl PLC59719,3590.0Fastenal Co25,3271,343,3440.1Ferguson PLC39954,2690.0ITOCHU Corp2,10863,8340.0WW Grainger, Inc3,7501,733,1000.23,213,9060.341,081,6813.1情報テクノロジー通信機器Cisco Systems, Inc./Delaware7,655404,9490.0Juniper Networks, Inc59015,5350.0420,4840.0電子機器、機器・コンポーネントAmphenol Corp.- Class A68,4544,604,2160.3Arrow Electronics, Inc6,716808,1360.1CDW Corp./DE25,2514,177,0210.3Hitachi Ltd1,71690,8660.0Venture Corp., Ltd4907,1360.09,687,3750.7情報技術サービスAccenture PLC - Class A1,140321,6620.0Amadeus IT Group SA - Class A19,5401,477,2640.0Automatic Data Processing, Inc26,6895,231,5780.4Broadridge Financial Solutions, Inc9,4151,501,5040.1Capgemini SE8,6761,624,7400.4Computershare Ltd96111,9940.0Fidelity National Information Services, Inc7,9001,176,9400.0Genpact Ltd14,832678,3240.0International Business Machines Corp16,9802,440,7060.2Mastercard, Inc.- Class A23,4158,442,9810.7Nomura Research Institute Ltd18,000575,2280.0Paychex, Inc25,1912,547,8180.2SCSK Corp925,5030.0Visa, Inc.- Class A5,5801,268,3320.0Western Union Co.(The) - Class W26,827656,4570.127,961,0312.1半導体・半導体製造装置Applied Materials, Inc5,692786,2360.1ASM International NV430134,3950.0ASML Holding NV684460,6760.1Broadcom, Inc1,204567,7400.0Intel Corp26,9321,538,3560.1KLA Corp7,6692,430,2300.2QUALCOMM, Inc13,3651,798,1270.2Taiwan Semiconductor Manufacturing Co., Ltd.(Sponsored ADR)12,7761,499,5080.0Texas Instruments, Inc22,7384,316,1270.313,531,3951.0ソフトウェアAdobe, Inc5,5402,795,3730.2Autodesk, Inc1,321377,6210.0Avaya Holdings Corp45713,1070.0Cadence Design Systems, Inc12,2811,559,5640.1Citrix Systems, Inc13,6561,569,7800.0Constellation Software, Inc./Canada1,1121,594,5880.2Crowdstrike Holdings, Inc.- Class A3,592797,9630.1Microsoft Corp80,34220,059,7901.5NortonLifeLock, Inc23,660654,4360.0Oracle Corp32,9882,597,4760.4Oracle Corp. Japan6,600599,0980.0Sage Group PLC (The)1,94418,1140.0ServiceNow, Inc3,2751,551,9570.1Trade Desk, Inc.(The) - Class A9757,0490.0Trend Micro, Inc./Japan23712,0830.0Zoom Video Communications, Inc.- Class A586194,2760.034,452,2752.6テクノロジー ハードウェア・コンピュータ記憶装置・周辺機器Apple, Inc88,67911,050,2900.9Brother Industries Ltd4188,9590.0HP, Inc2,26066,0600.0Logitech International SA6,384786,1320.0NetApp, Inc18,6571,443,4920.1Seagate Technology Holdings PLC7,444712,7620.114,067,6951.1100,120,2557.5保険生命保険・健康保険Sun Life Financial, Inc1,03755,8570.0素材化学Akzo Nobel NV7,752988,9280.0Arkema SA10914,4550.0Asahi Kasei Corp2,22525,1400.0Celanese Corp- Class A8,2851,370,7530.1Covestro AG3,952276,1440.0Dow, Inc29,2842,003,6120.2Eastman Chemical Co24630,8480.0EMS-Chemie Holding AG1312,2120.0Evonik Industries AG10,975394,4110.1Fuchs Petrollub Sf (Preference Shares)1236,3210.0International Flavors & Fragrances, Inc27,1623,848,0400.3Johnson Matthey PLC20,180872,3280.0JSR Corp36011,0130.0LyondellBasell Industries NV - Class A8,382943,9810.1Mitsubishi Chemical Holdings Corp51,600419,3400.1Mitsubishi Gas Chemical Co., Inc2806,6130.0Mitsui Chemicals, Inc48,9261,665,9830.1Nitto Denko Corp26721,1730.0Nutrien Ltd1,00962,7510.0Sika AG2,098676,6310.1Tosoh Corp4618,2480.0Yara International ASA30916,4790.013,675,4041.1建設資材CRH PLC1,39272,9070.0Holcim Ltd92855,6280.0128,5350.0容器包装Amcor PLC123,4841,457,1110.1International Paper Co67742,7190.0Packaging Corp.of America17225,5680.01,525,3980.1多様金属・工業Anglo American PLC2,296102,1500.0金属・鉱業Antofagasta PLC69915,3210.0B2Gold Corp1,8659,5410.0BHP Billiton Ltd59,9082,224,1770.2Boliden AB48519,4840.0Evolution Mining Ltd3,03012,3330.0Evraz PLC183,1281,657,0340.1Fortescue Metals Group Ltd107,9461,840,7280.1Rio Tinto Ltd2,998284,3180.0Rio Tinto PLC18,3401,578,2900.1Steel Dynamics, Inc32,5932,034,7810.29,676,0070.7紙・林産物Mondi PLC86123,2950.0Oji Holdings Corp1,4398,6470.0UPM-Kymmene Oyj94636,1420.068,0840.025,175,5781.9不動産多様不動産活動Sun Hung Kai Properties Ltd2,31236,1060.0分散型不動産投資信託Armada Hoffler Properties, Inc20,803276,0560.0Daiwa House REIT Investment Corp83227,0810.0Essential Properties Realty Trust, Inc7,570193,7920.0Fibra Uno Administracion SA de CV113,680133,2680.0Growthpoint Properties Ltd147,190156,1480.0Hulic Reit, Inc117186,9490.0ICADE6,810612,8690.1Merlin Properties Socimi SA43,640503,5370.0NIPPON REIT Investment Corp36147,4940.0Nomura Real Estate Master Fund, Inc6094,5050.0One Liberty Properties, Inc15,458394,9520.0Stockland323,7631,163,0840.24,089,7350.3エクイティ不動産投資信託American Campus Communities, Inc25,6401,209,1830.1American Tower Corp16,2744,157,3560.3Iron Mountain, Inc43,4131,890,2020.2Nippon Building Fund, Inc104665,6520.0Omega Healthcare Investors, Inc66,8252,447,1320.2Orix JREIT, Inc8391,543,0240.1VICI Properties, Inc50,0531,558,1500.1WP Carey, Inc6,040455,7180.013,926,4171.0ヘルスケア不動産投資信託Arena REIT35,74094,5030.0Assura PLC246,500260,2660.0Medical Properties Trust, Inc36,730777,5740.1New Senior Investment Group, Inc50,460334,5500.0Physicians Realty Trust41,620754,5710.12,221,4640.2ホテル・リゾート不動産投資信託Apple Hospitality REIT, Inc49,770789,8500.1産業不動産投資信託Ascendas Real Estate Investment Trust122,500269,5460.0Centuria Industrial REIT57,160159,5140.0Dream Industrial Real Estate Investment Trust33,640382,8900.0ESR-REIT436,193130,2810.0GLP J-Reit61103,6890.0Industrial & Infrastructure Fund Investment Corp75134,4520.0Industrial Logistics Properties Trust31,090779,1150.1LaSalle Logiport REIT74119,9930.0STAG Industrial, Inc19,810707,4150.12,786,8950.2オフィス不動産投資信託Befimmo SA7,660332,5390.1Japan Prime Realty Investment Corp47184,0040.0True North Commercial Real Estate Investment Trust48,270299,6770.0816,2200.1不動産開発CK Asset Holdings Ltd4,25828,9690.0不動産管理・開発Daiwa House Industry Co., Ltd1,00429,4060.0Hang Lung Properties Ltd3,5909,2750.0Henderson Land Development Co., Ltd2,57612,4140.0Nomura Real Estate Holdings, Inc2055,3960.0Sino Land Co., Ltd5,8489,3280.0Vonovia SE9,352587,1960.0653,0150.0不動産管理会社Swire Properties Ltd2,0756,2560.0Wharf Real Estate Investment Co., Ltd2,96217,9380.024,1940.0住宅不動産投資信託Bluerock Residential Growth REIT, Inc41,633404,2560.0Comforia Residential REIT, Inc3195,3980.0Daiwa Securities Living Investments Corp6262,9400.0Independence Realty Trust, Inc21,170361,5840.0Killam Apartment Real Estate Investment Trust12,160190,7470.0Sun Communities, Inc2,510420,2240.1UDR, Inc15,740749,6960.12,284,8450.2リテール不動産投資信託Aventus Group42,42095,4890.0Brixmor Property Group, Inc34,703788,1050.1Kenedix Retail REIT Corp39100,9130.0Klepierre SA17,603511,9630.1Mercialys SA23,560302,8170.0NewRiver REIT PLC57,12079,5220.0Shopping Centres Australasia Property Group69,720133,2930.0Simon Property Group, Inc6,090782,5040.1SITE Centers Corp15,390230,3880.0Vicinity Centres293,391356,2260.03,381,2200.3特化型不動産投資信託Digital Realty Trust, Inc1,560236,4340.0Gaming and Leisure Properties, Inc17,535812,9220.1MGM Growth Properties LLC - Class A21,860784,1180.0National Storage Affiliates Trust4,510207,9110.02,041,3850.133,080,3152.5公益事業電力Alliant Energy Corp45325,8890.0American Electric Power Co., Inc90077,4000.0AusNet Services Ltd647,905876,5700.1CK Infrastructure Holdings Ltd1,1757,4790.0CLP Holdings Ltd2,91230,0360.0Duke Energy Corp1,394139,7070.0Edison International68738,3830.0Endesa SA43,5771,256,7600.1Enel SpA21,9001,589,3720.1Evergy, Inc27,0341,675,8380.1Eversource Energy62250,5000.0Fortis, Inc./Canada82737,7340.0Fortum Oyj14,953432,1560.1Hydro One Ltd58314,8350.0Iberdrola SA10,245141,2360.0Mercury NZ Ltd1,2085,7230.0NextEra Energy, Inc16,2081,186,6040.0NRG Energy, Inc11,600372,9400.0Pinnacle West Capital Corp20417,2540.0Power Assets Holdings Ltd2,46015,4360.0PPL Corp1,39440,5790.0Red Electrica Corp.SA32,048641,7090.1Terna SPA57,381438,7330.1Xcel Energy, Inc97569,1080.09,181,9810.7ガスAltaGas Ltd15,670311,0520.0Atmos Energy Corp23223,0070.0Hong Kong & China Gas Co., Ltd18,91333,2890.0Osaka Gas Co., Ltd66512,7450.0Snam SpA197,5541,163,5820.1Tokyo Gas Co., Ltd66713,2360.0UGI Corp24,6821,136,6060.12,693,5170.2独立電力・再生可能エネルギー生産Uniper SE20,852766,1450.1総合公益事業AGL Energy Ltd61,527392,2560.0Algonquin Power & Utilities Corp1,05916,1740.0Ameren Corp12,4481,048,1220.1Atco Ltd./Canada - Class I9,150329,6290.0CMS Energy Corp52432,8760.0Consolidated Edison, Inc62147,9660.0Dominion Energy, Inc10,215777,7700.1DTE Energy Co35148,4340.0National Grid PLC6,29583,9040.0Public Service Enterprise Group, Inc91756,9640.0RWE AG1,13943,3210.0Sempra Energy8,4521,145,1610.1WEC Energy Group, Inc57253,7160.04,076,2930.316,717,9361.3461,344,49934.8社債 - 非投資適格金融機関銀行Alliance Data Systems Corp4.75%12/15/2024USD833858,4970.1Alliance Data Systems Corp7.00%01/15/2026305327,4940.0Ally Financial, Inc., Series B(a)4.70%05/15/2026551566,0260.0Ally Financial, Inc., Series C(a)4.70%05/15/2028164165,4350.0Banco Bilbao Vizcaya Argentaria SA(a)5.88%05/24/2022EUR8001,017,0250.1Banco Bilbao Vizcaya Argentaria SA, Series 9(a)6.50%03/05/2025USD200217,1600.0Banco Santander SA(a)6.75%04/25/2022EUR600765,6660.1CaixaBank SA(a)5.88%10/09/2027600836,3260.1Citizens Financial Group, Inc., Series B(a)6.00%07/06/2023USD5052,0130.0Credit Suisse Group AG(a)7.25%09/12/20251,0001,117,1110.1Societe Generale SA(a)8.00%09/29/2025791928,9890.0UniCredit SpA(a)9.25%06/03/2022EUR230302,2770.07,154,0190.5証券仲買会社NFP Corp7.00%05/15/2025USD253277,3480.0ファイナンスCNG Holdings, Inc12.50%06/15/20248782,3950.0Compass Group Diversified Holdings LLC5.25%04/15/2029451465,1440.1Curo Group Holdings Corp8.25%09/01/2025184188,5530.0Enova International, Inc8.50%09/01/20241111,2680.0Enova International, Inc8.50%09/15/2025175181,9430.0Hightower Holding LLC6.75%04/15/20291,4951,516,9660.1Lincoln Financing SARL3.63%04/01/2024EUR100123,4820.0Navient Corp5.50%01/25/2023USD219229,7220.0Navient Corp6.50%06/15/2022507530,8550.1Navient Corp7.25%09/25/20231213,1660.0SLM Corp5.13%04/05/20222020,4310.03,363,9250.3保険Acrisure LLC/Acrisure Finance, Inc10.13%08/01/2026159179,1520.0Ardonagh Midco 2 PLC(b)11.50%01/15/2027890957,4700.1AssuredPartners, Inc5.63%01/15/20291,0421,038,9960.12,175,6180.2その他ファイナンスIntrum AB3.50%07/15/2026EUR662817,5310.1Intrum AB4.88%08/15/2025228292,6420.0Tempo Acquisition LLC/Tempo Acquisition Finance Corp6.75%06/01/2025USD516525,1900.01,635,3630.1不動産投資信託Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL5.75%05/15/20261,5821,661,1090.1Diversified Healthcare Trust4.75%02/15/20281,3801,333,1830.1Diversified Healthcare Trust6.75%12/15/20215050,0800.0Diversified Healthcare Trust9.75%06/15/2025531589,4820.0Iron Mountain, Inc4.88%09/15/2029645660,4510.1MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc5.63%05/01/20241,3081,407,8680.1MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc5.75%02/01/20276875,5180.0Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer4.88%05/15/2029280290,2730.0Realogy Group LLC/Realogy Co-Issuer 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Inc6.25%09/15/2024826842,0930.1Triumph Group, Inc7.75%08/15/2025143146,2180.0Triumph Group, Inc8.88%06/01/2024324358,6500.0Vertical Holdco GmbH7.63%07/15/2028227244,9340.013,856,6911.0通信 - メディアAdvantage Sales & Marketing, Inc6.50%11/15/2028687729,0760.1Altice Financing SA7.50%05/15/20269861,026,5740.1AMC Networks, Inc4.25%02/15/20291,0511,043,5920.1Arches Buyer, Inc6.13%12/01/2028219223,7730.0CCO Holdings LLC/CCO Holdings Capital Corp5.50%05/01/2026250258,4000.0CCO Holdings LLC/CCO Holdings Capital Corp5.75%02/15/2026160165,4320.0Clear Channel Worldwide Holdings, Inc5.13%08/15/2027159160,4180.0CSC Holdings LLC5.00%11/15/2031275274,2280.0CSC Holdings LLC7.50%04/01/2028440481,7840.0DISH DBS Corp5.00%03/15/20236163,4520.0DISH DBS Corp5.88%11/15/20249095,8140.0DISH DBS Corp6.75%06/01/20214040,0000.0DISH DBS Corp7.38%07/01/2028725778,0570.1DISH Network Corp3.38%08/15/2026473489,4550.0iHeartCommunications, Inc4.75%01/15/2028240244,5970.0iHeartCommunications, 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Ltd5.50%04/01/2028236248,0950.0Royal Caribbean Cruises Ltd10.88%06/01/2023738846,8550.1Royal Caribbean Cruises Ltd11.50%06/01/20251,3291,538,3170.1SeaWorld Parks & Entertainment, Inc8.75%05/01/2025479518,2880.1SeaWorld Parks & Entertainment, Inc9.50%08/01/2025432466,1230.0Silversea Cruise Finance Ltd7.25%02/01/20254445,5370.0Six Flags Entertainment Corp5.50%04/15/2027300311,2930.0Six Flags Theme Parks, Inc7.00%07/01/2025213229,5430.0Vail Resorts, Inc6.25%05/15/2025156166,3070.0Viking Cruises Ltd5.88%09/15/20271,6631,610,4780.1Viking Cruises Ltd7.00%02/15/2029195200,2750.0VOC Escrow Ltd5.00%02/15/2028950957,1280.112,848,4291.0景気連動型消費財 - その他Adams Homes, Inc7.50%02/15/2025342359,8880.0Bally’s Corp6.75%06/01/2027446474,1820.0Beazer Homes USA, Inc6.75%03/15/20251717,6070.0Brookfield Residential Properties, Inc./Brookfield Residential US LLC4.88%02/15/2030499491,1820.1Brookfield Residential Properties, Inc./Brookfield Residential US LLC6.25%09/15/2027460485,4020.0Caesars Entertainment, Inc6.25%07/01/2025600632,6680.1CP Atlas Buyer, Inc7.00%12/01/2028245253,3410.0Empire Communities Corp7.00%12/15/2025154163,3410.0Five Point Operating Co.LP/Five Point Capital Corp7.88%11/15/2025432456,6100.0Forterra Finance LLC/FRTA Finance Corp6.50%07/15/2025158170,2810.0Hilton Domestic Operating Co., Inc3.63%02/15/2032513503,0110.1Hilton Domestic Operating Co., Inc5.38%05/01/2025154161,9900.0Hilton Domestic Operating Co., Inc5.75%05/01/2028166178,8610.0Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Esc5.00%06/01/2029375379,0060.0Installed Building Products, Inc5.75%02/01/20283334,7330.0K.Hovnanian Enterprises, Inc10.00%07/15/20221313,0810.0KB Home4.80%11/15/20296569,8490.0Marriott Ownership Resorts, Inc6.13%09/15/2025164174,3990.0Marriott Ownership Resorts, Inc./ILG LLC6.50%09/15/20261,0011,042,8720.1Mattamy Group Corp4.63%03/01/2030410409,0840.0Scientific Games International, Inc5.00%10/15/20259801,009,6770.1Scientific Games International, Inc7.00%05/15/20282527,0430.0Shea Homes LP/Shea Homes Funding Corp4.75%02/15/2028238238,3720.0Shea Homes LP/Shea Homes Funding Corp4.75%04/01/2029484483,3770.0Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp5.88%05/15/20252423,6170.0Taylor Morrison Communities, Inc5.75%01/15/2028129143,4400.0Taylor Morrison Communities, Inc./Taylor Morrison Holdings II, Inc5.88%04/15/20235053,0000.0Travel + Leisure Co6.00%04/01/2027651720,2330.1Victors Merger Corp6.38%05/15/2029816810,0920.1Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp5.50%03/01/2025470501,0360.1Wynn Resorts Finance LLC/Wynn Resorts Capital Corp5.13%10/01/2029137142,7130.010,623,9880.8景気連動型消費財 - レストラン1011778 BC ULC/New Red Finance, Inc5.75%04/15/2025297314,7110.0IRB Holding Corp6.75%02/15/2026379392,2650.1706,9760.1景気連動型消費財 - 小売BCPE Ulysses Intermediate, Inc.(b)7.75%04/01/2027276286,4270.0Burlington Coat Factory Warehouse Corp6.25%04/15/20257176,6160.0Dufry One BV2.50%10/15/2024EUR8331,003,8340.1FirstCash, Inc4.63%09/01/2028USD132136,5170.0Foundation Building Materials, Inc6.00%03/01/2029132129,4220.0L Brands, Inc5.25%02/01/2028364395,5780.0L Brands, Inc6.63%10/01/2030178203,4970.0L Brands, Inc6.75%07/01/2036347413,6040.0L Brands, Inc7.50%06/15/2029117135,0350.0L Brands, Inc9.38%07/01/20256278,9350.0LBM Acquisition LLC6.25%01/15/2029174177,9060.0Magic Mergeco, Inc7.88%05/01/2029793808,6780.1Murphy Oil USA, Inc4.75%09/15/2029460480,4220.1Murphy Oil USA, Inc5.63%05/01/202744,2230.0NMG Holding Co., Inc./Neiman Marcus Group LLC7.13%04/01/2026328346,4160.0Penske Automotive Group, Inc5.50%05/15/2026USD1,0871,118,8950.1PetSmart, Inc./PetSmart Finance Corp4.75%02/15/2028361373,9360.0PetSmart, Inc./PetSmart Finance Corp7.75%02/15/2029816898,6960.1Rite Aid Corp7.50%07/01/2025733761,3870.1Sonic Automotive, Inc6.13%03/15/20272627,2950.0Specialty Building Products Holdings LLC/SBP Finance Corp6.38%09/30/20261,0211,064,4970.1SRS Distribution, Inc6.13%07/01/2029157160,1400.0Staples, 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Inc4.75%02/15/2031231226,7380.0CHS/Community Health Systems, Inc6.88%04/01/2028308295,4070.0CHS/Community Health Systems, Inc6.88%04/15/20291,7061,752,3500.1Emergent BioSolutions, Inc3.88%08/15/20286967,7520.0Endo Dac/Endo Finance LLC/Endo Finco, Inc6.00%06/30/2028188129,9930.0Endo Dac/Endo Finance LLC/Endo Finco, Inc9.50%07/31/2027461469,0670.0Endo Luxembourg Finance Co.I Sarl/Endo US, Inc6.13%04/01/2029122120,1630.0Global Medical Response, Inc6.50%10/01/2025795818,3910.1Kronos Acquisition Holdings, Inc./KIK Custom Products, Inc5.00%12/31/2026607617,2920.1Kronos Acquisition Holdings, Inc./KIK Custom Products, Inc7.00%12/31/2027777790,0190.1Lamb Weston Holdings, Inc4.63%11/01/20241414,4920.0Lamb Weston Holdings, Inc4.88%11/01/20261313,4560.0Legacy LifePoint Health LLC4.38%02/15/2027967964,5620.1Mallinckrodt International Finance SA/Mallinckrodt CB LLC(c)5.50%04/15/20252213,7030.0ModivCare, Inc5.88%11/15/202597102,3560.0Organon Finance 1 LLC5.13%04/30/2031431443,0720.0Post Holdings, 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Racer Finance Corp7.63%12/15/2025234253,0980.0Bonanza Creek Energy, Inc7.50%04/30/202633,3700.0Callon Petroleum, Co6.25%04/15/20231514,2070.0Callon Petroleum, Co8.25%07/15/2025109,4740.0Callon Petroleum, Co9.00%04/01/2025887929,6470.1Cheniere Energy Partners LP4.50%10/01/2029176186,4330.0Citgo Holding, Inc9.25%08/01/20246970,7310.0CITGO Petroleum Corp6.38%06/15/2026251258,1720.0CITGO Petroleum Corp7.00%06/15/2025USD888923,1820.1CNX Resources Corp6.00%01/15/2029379404,0980.0Comstock Resources, Inc6.75%03/01/20295759,4750.0Comstock Resources, Inc7.50%05/15/20251919,7030.0Comstock Resources, Inc9.75%08/15/20261,0801,171,3800.1Encino Acquisition Partners Holdings LLC8.50%05/01/2028697697,3420.1EnLink Midstream LLC5.63%01/15/2028597621,5130.1EnLink Midstream Partners LP4.40%04/01/20243738,3970.0EnLink Midstream Partners LP5.05%04/01/2045467393,4650.0EnLink Midstream Partners LP5.45%06/01/2047321281,2540.0EnLink Midstream Partners LP5.60%04/01/20446154,5140.0Genesis Energy LP/Genesis Energy Finance Corp5.63%06/15/20241818,0210.0Genesis Energy LP/Genesis Energy Finance Corp6.25%05/15/20267574,0200.0Genesis Energy LP/Genesis Energy Finance Corp6.50%10/01/2025493496,7420.0Genesis Energy LP/Genesis Energy Finance Corp7.75%02/01/20281,8871,897,0920.2Global Partners LP/GLP Finance Corp6.88%01/15/2029220237,6430.0Global Partners LP/GLP Finance Corp7.00%08/01/20277276,2860.0Gulfport Energy Corp8.00%05/17/2026610677,3520.1Hilcorp Energy I LP/Hilcorp Finance Co5.75%02/01/2029157161,1100.0Hilcorp Energy I LP/Hilcorp Finance Co6.00%02/01/2031158163,3310.0Independence Energy Finance LLC7.25%05/01/2026564571,6800.1Indigo Natural Resources LLC5.38%02/01/2029407409,0870.0Ithaca Energy North Sea PLC9.38%07/15/20241,9301,948,1410.2Moss Creek Resources Holdings, Inc7.50%01/15/2026543481,7270.0Moss Creek Resources Holdings, Inc10.50%05/15/2027330312,6570.0Nabors Industries Ltd7.25%01/15/2026152135,2450.0Nabors Industries Ltd7.50%01/15/2028679576,9480.1Nabors Industries, Inc5.75%02/01/2025600497,7510.1Neptune Energy Bondco PLC6.63%05/15/2025360367,8350.0New Fortress Energy, Inc6.75%09/15/2025924938,2850.1NGL Energy Operating LLC/NGL Energy Finance Corp7.50%02/01/20261,0791,122,0830.1NGL Energy Partners LP/NGL Energy Finance Corp7.50%11/01/2023531517,2840.1Occidental Petroleum Corp2.70%02/15/2023408410,6950.0Occidental Petroleum Corp2.90%08/15/2024232231,7380.0Occidental Petroleum Corp3.40%04/15/20263736,2060.0Occidental Petroleum Corp3.50%06/15/2025188188,2320.0Occidental Petroleum Corp5.50%12/01/20257782,9250.0Occidental Petroleum Corp5.88%09/01/2025130140,8190.0Occidental Petroleum Corp6.13%01/01/2031180199,6140.0Occidental Petroleum Corp6.95%07/01/20247077,8090.0Occidental Petroleum Corp8.00%07/15/2025205240,6350.0Occidental Petroleum Corp8.50%07/15/2027103125,3440.0Occidental Petroleum Corp8.88%07/15/2030103132,0670.0PBF Holding Co.LLC/PBF Finance Corp9.25%05/15/2025900926,0800.1PDC Energy, Inc5.75%05/15/20262222,9270.0PDC Energy, Inc6.13%09/15/20245152,1670.0Range Resources Corp8.25%01/15/2029218243,0780.0Renewable Energy Group, Inc5.88%06/01/2028110114,4360.0SM Energy Co5.63%06/01/2025703672,6940.1SM Energy Co6.75%09/15/20261514,9520.0Southwestern Energy Co8.38%09/15/2028229253,6830.0Sunoco LP/Sunoco Finance Corp5.88%03/15/20284042,1180.0Sunoco LP/Sunoco Finance Corp6.00%04/15/202733,1320.0Talos Production, Inc12.00%01/15/2026815831,3000.1Transocean Phoenix 2 Ltd7.75%10/15/20241919,4920.0Transocean Poseidon Ltd6.88%02/01/20274947,8390.0Transocean Sentry Ltd5.38%05/15/2023747716,3650.1Transocean, Inc7.25%11/01/20253326,3030.0Transocean, Inc7.50%01/15/20261914,9130.0Transocean, Inc8.00%02/01/2027328248,8510.0Transocean, Inc11.50%01/30/2027334332,1150.0Western Midstream Operating LP3.95%06/01/2025137142,3980.0Western Midstream Operating LP4.00%07/01/2022156159,5550.0Western Midstream Operating LP4.35%02/01/2025320334,8970.0Western Midstream Operating LP4.50%03/01/2028207219,6040.0Western Midstream Operating LP4.75%08/15/2028167179,4990.0Western Midstream Operating LP5.30%02/01/2030278306,4470.0Western Midstream Operating LP5.45%04/01/2044104107,7420.027,308,4302.0その他資本財・サービスAvient Corp5.75%05/15/2025202213,3510.0Interface, Inc5.50%12/01/2028130135,9810.0KAR Auction Services, Inc5.13%06/01/2025637650,6920.1Laureate Education, Inc8.25%05/01/20251616,6600.01,016,6840.1サービスADT Security Corp.(The)4.88%07/15/2032USD165170,1690.0Allied Universal Holdco LLC/Allied Universal Finance Corp6.63%07/15/20261,1661,238,0530.1Allied Universal Holdco LLC/Allied Universal Finance Corp9.75%07/15/20271,0621,170,9670.1ANGI Group LLC3.88%08/15/20281,2271,204,2970.1Aptim Corp7.75%06/15/2025295256,8300.0APX Group, Inc6.75%02/15/20277983,6600.0APX Group, Inc7.63%09/01/20238587,4780.0APX Group, Inc7.88%12/01/2022373374,7090.0Carriage Services, Inc6.63%06/01/20263536,7390.0Cars.com, Inc6.38%11/01/2028421447,1660.0Garda World Security Corp6.00%06/01/20291,2991,287,3240.1Gartner, Inc4.50%07/01/2028283297,6280.0ION Trading Technologies SARL5.75%05/15/2028275279,0110.0Korn Ferry4.63%12/15/2027163167,7400.0MPH Acquisition Holdings LLC5.75%11/01/20281,3771,369,9560.1Nielsen Co.Luxembourg SARL (The)5.00%02/01/20251,2761,310,5840.1Prime Security Services Borrower LLC/Prime Finance, Inc6.25%01/15/20281,0021,035,3910.1Ritchie Bros Auctioneers, Inc5.38%01/15/20251212,3610.0Sabre GLBL, Inc9.25%04/15/2025364426,1410.0Service Corp.International/US3.38%08/15/2030597579,6440.1TripAdvisor, Inc7.00%07/15/2025205220,8670.0Verisure Midholding AB5.25%02/15/2029EUR508638,0960.1Verscend Escrow Corp9.75%08/15/2026USD1,1881,260,0450.113,954,8561.0テクノロジーAhead DB Holdings LLC6.63%05/01/2028424429,7850.0Austin BidCo, Inc7.13%12/15/2028104103,9410.0Avaya, Inc6.13%09/15/20281,4021,487,2780.1Banff Merger Sub, Inc9.75%09/01/20261,6911,790,9210.1Boxer Parent Co., Inc7.13%10/02/2025204218,6100.0Cablevision Lightpath LLC5.63%09/15/2028560564,6770.1CommScope, Inc5.50%03/01/2024506521,3480.1CommScope, Inc6.00%03/01/20263132,5970.0Microchip Technology, Inc4.25%09/01/2025341357,8920.0NCR Corp5.75%09/01/20275456,8570.0NCR Corp6.13%09/01/2029908985,8940.1NCR Corp8.13%04/15/20255863,1940.0Presidio Holdings, Inc4.88%02/01/2027199204,4620.0Presidio Holdings, Inc8.25%02/01/2028403439,0320.0Science Applications International Corp4.88%04/01/20286466,4080.0Seagate HDD Cayman4.09%06/01/2029116116,9610.0Solera LLC/Solera Finance, Inc10.50%03/01/20246061,5990.0TTM Technologies, Inc4.00%03/01/2029502497,4640.1Veritas US, Inc./Veritas Bermuda Ltd7.50%09/01/20251,7491,810,9650.19,809,8850.7輸送-航空American Airlines, Inc./AAdvantage Loyalty IP Ltd5.50%04/20/2026563594,6870.1American Airlines, Inc./AAdvantage Loyalty IP Ltd5.75%04/20/2029494528,5580.0Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd5.75%01/20/2026271287,6920.0Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd8.00%09/20/2025535607,1120.1United Airlines, Inc4.63%04/15/2029162167,7740.02,185,8230.2運輸 - サービスAerCap Global Aviation Trust6.50%06/15/2045860917,2480.1Avis Budget Car Rental LLC/Avis Budget Finance, Inc5.38%03/01/2029364378,5500.0Avis Budget Car Rental LLC/Avis Budget Finance, Inc5.75%07/15/2027488513,2220.0Modulaire Global Finance PLC8.00%02/15/20231,9451,982,0200.2United Rentals North America, Inc5.50%05/15/20271819,0370.0United Rentals North America, Inc5.88%09/15/20266971,7830.03,881,8600.3172,761,57913.0公益事業電力Calpine Corp5.25%06/01/2026510524,8620.1NRG Energy, Inc6.63%01/15/202733,1130.0NRG Energy, Inc7.25%05/15/2026525545,0230.1Talen Energy Supply LLC6.50%06/01/2025205172,6030.0Talen Energy Supply LLC7.25%05/15/2027371379,2080.0Talen Energy Supply LLC10.50%01/15/2026322293,0200.0Vistra Operations Co.LLC5.63%02/15/20274849,8910.01,967,7200.2その他公益事業Solaris Midstream Holdings LLC7.63%04/01/2026USD183191,6980.02,159,4180.2197,605,49014.9国債コロンビアColombian TES, Series B6.25%11/26/2025COP6,765,5001,877,0430.1エジプトEgypt Treasury Bills, Series 364D0.00%06/29/2021EGP28,1251,777,4780.1インドネシアIndonesia Treasury Bond, Series FR708.38%03/15/2024IDR2,113,000160,7120.0Indonesia Treasury Bond, Series FR719.00%03/15/202931,042,0002,510,9580.22,671,6700.2メキシコMexican Bonos, Series M6.50%06/10/2021MXN2,100105,4960.0Mexican Bonos, Series M8.00%09/05/2024132,1877,074,1630.5Mexican Bonos, Series M8.00%11/07/20479,444493,8510.1Mexican Bonos, Series M 207.50%06/03/202731,8681,691,9570.1Mexican Bonos, Series M 2010.00%12/05/202437,0772,107,5470.211,473,0140.9ロシアRussian Federal Bond - OFZ, Series 62097.60%07/20/2022RUB1,15516,0640.0Russian Federal Bond - OFZ, Series 62127.05%01/19/202820,100278,4520.0Russian Federal Bond - OFZ, Series 62157.00%08/16/2023132,1811,839,1250.22,133,6410.2米国U.S.Treasury Bonds1.25%05/15/2050USD2,3331,813,7520.1U.S.Treasury Bonds6.25%05/15/2030250350,8590.0U.S.Treasury Notes(d)0.63%08/15/203022,43820,663,7191.6U.S.Treasury Notes(d)0.88%11/15/203021,91220,590,4331.6U.S.Treasury Notes1.63%08/15/202931,98732,486,6952.5U.S.Treasury Notes2.13%03/31/20243,0003,157,0320.2U.S.Treasury Notes2.25%02/15/20271,4001,499,3130.1U.S.Treasury Notes2.63%02/15/20297,4028,087,8410.6U.S.Treasury Notes3.13%11/15/20289201,037,8750.189,687,5196.8109,620,3658.3新興市場 - ソブリン債アンゴラAngolan Government International Bond8.00%11/26/20291,9361,968,4280.2Angolan Government International Bond9.13%11/26/20491,8561,888,8280.1Angolan Government International Bond9.38%05/08/2048202209,0450.0Angolan Government International Bond9.50%11/12/2025400439,4500.04,505,7510.3アルゼンチンArgentine Republic Government International Bond0.13%07/09/20303,9941,469,7480.1Argentine Republic Government International Bond0.13%07/09/20358,1862,692,6260.2Argentine Republic Government International Bond0.13%01/09/20382610,3960.0Argentine Republic Government International Bond0.13%07/09/204115356,8600.0Argentine Republic Government International Bond1.00%07/09/2029678263,1180.04,492,7480.3バーレーンBahrain Government International Bond5.63%09/30/2031490491,9290.0Bahrain Government International Bond6.75%09/20/2029400437,2000.0Bahrain Government International Bond7.00%10/12/20284,3474,861,8480.4CBB International Sukuk Programme CoWLL6.25%11/14/2024588646,5430.16,437,5200.5コスタリカCosta Rica Government International Bond4.38%04/30/2025400416,3250.1Costa Rica Government International Bond6.13%02/19/20312,3762,531,6280.2Costa Rica Government International Bond7.16%03/12/2045249261,9640.03,209,9170.3ドミニカ共和国Dominican Republic International Bond4.50%01/30/2030954977,4330.1Dominican Republic International Bond5.88%01/30/2060275270,5310.0Dominican Republic International Bond5.95%01/25/20271,5031,696,0420.1Dominican Republic International Bond6.00%07/19/2028150170,5780.0Dominican Republic International Bond6.40%06/05/20492,6962,887,7530.2Dominican Republic International Bond6.88%01/29/20261,7942,085,8610.2Dominican Republic International Bond7.45%04/30/2044USD200240,5370.08,328,7350.6エクアドルEcuador Government International Bond0.00%07/31/2030261146,7960.0Ecuador Government International Bond0.50%07/31/20301,118967,1950.1Ecuador Government International Bond0.50%07/31/20352,7271,905,2300.1Ecuador Government International Bond0.50%07/31/20401,172741,6150.13,760,8360.3エジプトEgypt Government International Bond7.60%03/01/20291,1001,224,3000.1Egypt Government International Bond7.63%05/29/2032613663,6870.1Egypt Government International Bond8.15%11/20/2059280284,9520.0Egypt Government International Bond8.50%01/31/20471,0561,119,8880.1Egypt Government International Bond8.70%03/01/20493,1603,397,5930.2Egypt Government International Bond8.88%05/29/20501,2101,328,2020.18,018,6220.6エルサルバドルEl Salvador Government International Bond5.88%01/30/20252423,2500.0El Salvador Government International Bond6.38%01/18/20272,7862,726,7970.2El Salvador Government International Bond7.12%01/20/20501,3581,278,2170.1El Salvador Government International Bond7.65%06/15/20351515,0380.0El Salvador Government International Bond7.75%01/24/20231111,2060.0El Salvador Government International Bond8.63%02/28/2029190203,0630.04,257,5710.3ガボンGabon Government International Bond6.38%12/12/2024397418,7040.0Gabon Government International Bond6.63%02/06/20312,2162,211,5680.22,630,2720.2ガーナGhana Government International Bond6.38%02/11/20272,8092,827,0830.2Ghana Government International Bond7.75%04/07/2029536554,0900.1Ghana Government International Bond8.13%01/18/2026466501,1830.0Ghana Government International Bond8.13%03/26/2032710727,4390.1Ghana Government International Bond8.63%06/16/2049201195,9500.0Ghana Government International Bond8.95%03/26/2051527524,4640.0Ghana Government International Bond10.75%10/14/2030370469,1600.05,799,3690.4グアテマラGuatemala Government Bond4.90%06/01/20301,1981,339,7380.1ホンジュラスHonduras Government International Bond5.63%06/24/2030183192,0700.0Honduras Government International Bond6.25%01/19/20272,9363,214,5530.33,406,6230.3イラクIraq International Bond5.80%01/15/2028236227,2130.0Iraq International Bond6.75%03/09/2023200204,9750.0432,1880.0コートジボワールIvory Coast Government International Bond4.88%01/30/2032EUR473583,7580.0Ivory Coast Government International Bond5.38%07/23/2024USD3,1673,414,0260.3Ivory Coast Government International Bond5.88%10/17/2031EUR645855,2700.1Ivory Coast Government International Bond6.13%06/15/2033USD2,3152,463,0150.2Ivory Coast Government International Bond6.38%03/03/2028518576,0480.07,892,1170.6ジャマイカJamaica Government International Bond6.75%04/28/20281,2531,483,0820.1Jamaica Government International Bond7.63%07/09/2025200232,7880.0Jamaica Government International Bond7.88%07/28/20457491,037,1310.12,753,0010.2ケニアKenya Government International Bond6.88%06/24/20241,6941,880,6580.2Kenya Government International Bond7.00%05/22/2027257282,8280.0Kenya Government International Bond7.25%02/28/20281,7831,977,7930.14,141,2790.3レバノンLebanon Government International Bond(c)6.65%04/22/2024253,2780.0Lebanon Government International Bond(c)6.85%03/23/2027699,0050.0Lebanon Government International Bond, Series G(c)1.00%11/27/2026817107,6390.0119,9220.0モンゴルMongolia Government International Bond5.13%12/05/2022USD1,1261,170,1960.1ナミビアNamibia International Bonds5.25%10/29/2025200213,2880.0ナイジェリアNigeria Government International Bond6.50%11/28/2027763811,5460.1Nigeria Government International Bond7.14%02/23/2030500532,2810.0Nigeria Government International Bond7.63%11/21/2025650738,6840.1Nigeria Government International Bond7.63%11/28/20471,5681,580,0540.1Nigeria Government International Bond8.75%01/21/20311,9402,214,3890.25,876,9540.5オマーンOman Government International Bond4.88%02/01/2025828865,4150.1Oman Government International Bond5.38%03/08/20271,3401,390,9200.1Oman Government International Bond6.25%01/25/2031878928,4850.13,184,8200.3パキスタンPakistan Government International Bond6.88%12/05/2027225235,1670.0セネガルSenegal Government International Bond4.75%03/13/2028EUR150191,3550.0Senegal Government International Bond6.25%05/23/2033USD1,4171,496,0860.1Senegal Government International Bond6.75%03/13/20483,2073,263,7240.34,951,1650.4南アフリカRepublic of South Africa Government International Bond4.85%09/30/20292,3922,530,7360.2Republic of South Africa Government International Bond5.75%09/30/20491,9071,918,6800.14,449,4160.3ウクライナUkraine Government International Bond7.38%09/25/20323,7784,008,9300.3Ukraine Government International Bond7.75%09/01/2022390410,5480.0Ukraine Government International Bond7.75%09/01/2023700756,4810.1Ukraine Government International Bond7.75%09/01/2024100109,9880.0Ukraine Government International Bond7.75%09/01/2025310343,6930.0Ukraine Government International Bond7.75%09/01/20272,3522,613,3660.3Ukraine Government International Bond9.75%11/01/2028352421,2560.08,664,2620.7ベネズエラVenezuela Government International Bond(c)9.00%05/07/202343500.0Venezuela Government International Bond(c)9.25%09/15/202721921,9000.022,2500.0100,293,7277.6優先株式金融機関分散型不動産投資信託Armada Hoffler Properties, IncSeries A6.75%124,4403,440,7660.3Colony Capital, Inc.Series G7.50%37,877954,5000.1Colony Capital, Inc.Series H7.13%75,0811,873,2710.1Colony Capital, Inc.Series I7.15%74,4011,856,3050.1Colony Capital, Inc.Series J7.13%96,0842,397,2960.2Gladstone Commercial Corp.Series D7.00%3,43786,2000.0Gladstone Commercial Corp.Series E6.63%44,7501,170,2120.1Global Net Lease, Inc.Series A7.25%72,0501,900,6790.1Global Net Lease, Inc.Series B6.88%36,703987,5860.1PS Business Parks, Inc.Series X5.25%17,650470,5490.0PS Business Parks, Inc.Series Y5.20%42,6131,133,5060.1PS Business Parks, Inc.Series Z4.88%73,3001,986,4300.2Vornado Realty Trust Series L5.40%24,093614,3720.018,871,6721.4ヘルスケア不動産投資信託Global Medical REIT, Inc.Series A7.50%16,474437,3850.0ホテル・リゾート不動産投資信託DiamondRock Hospitality Co8.25%105,5073,064,9780.2Hersha Hospitality Trust Series C6.88%37,190909,2950.1Hersha Hospitality Trust Series D6.50%29,342693,6450.1Hersha Hospitality Trust Series E6.50%14,874353,4060.0Pebblebrook Hotel Trust Series C(a)6.50%28,825735,9020.1Pebblebrook Hotel Trust Series D6.38%80,1962,032,9690.1Pebblebrook Hotel Trust Series E6.38%40,4821,028,6480.1Pebblebrook Hotel Trust Series F6.30%4,053104,0410.0Summit Hotel Properties, Inc.Series D6.45%18,109461,5980.0Summit Hotel Properties, Inc.Series E6.25%64,6471,723,4890.1Sunstone Hotel Investors, Inc.Series E6.95%26,808677,4380.1Sunstone Hotel Investors, Inc.Series F6.45%47,3981,208,6490.112,994,0581.0産業不動産投資信託Monmouth Real Estate Investment Corp.Series C6.13%109,3962,754,5910.2Plymouth Industrial REIT, Inc.Series A7.50%6,338167,7410.0Rexford Industrial Realty, Inc.Series A5.88%53,9471,370,7930.1Rexford Industrial Realty, Inc.Series B5.88%58,8701,554,1680.1Rexford Industrial Realty, Inc.Series C5.63%29,222810,3260.16,657,6190.5オフィス不動産投資信託City Office REIT, Inc.Series A6.63%66,5101,703,9860.1SL Green Realty Corp.Series I6.50%12,450322,3300.0Vornado Realty Trust Series M5.25%124,3583,293,0000.3Vornado Realty Trust Series N5.25%7,072188,2570.05,507,5730.4オイル、ガス・消耗燃料Gulfport Energy Corp0.00%56266,0000.0不動産開発American Finance Trust, Inc.Series C7.38%117,3003,015,7830.2Pebblebrook Hotel Trust Series G6.38%80,4812,079,6290.2Sunstone Hotel Investors, Inc.Series H6.13%68,5751,833,6960.16,929,1080.5不動産管理会社Brookfield Property Partners LP Series A5.75%8,864217,0800.0Brookfield Property Partners LP Series A26.38%34,597918,5500.11,135,6300.1住宅不動産投資信託American Homes 4 Rent Series D6.50%110,7642,801,2220.2American Homes 4 Rent Series E6.35%25,387643,8140.1American Homes 4 Rent Series F5.88%40,2441,050,7710.1American Homes 4 Rent Series G5.88%48,1291,274,4560.1American Homes 4 Rent Series H6.25%13,501371,5470.0Bluerock Residential Growth REIT, Inc.Series C7.63%24,474623,9520.0Bluerock Residential Growth REIT, Inc.Series D7.13%36,139914,3170.1UMH Properties, Inc.Series C6.75%12,275317,8000.0UMH Properties, Inc.Series D6.38%155,6454,032,7620.312,030,6410.9リテール不動産投資信託American Finance Trust, Inc.Series A7.50%12,673328,6110.0Brookfield Property REIT, Inc.Series A6.38%82,5062,087,4020.1Cedar Realty Trust, Inc.Series C6.50%45,0261,134,6550.1Federal Realty Investment Trust Series C5.00%12,671331,8530.0Kimco Realty Corp.Series L5.13%1915,0350.0Kimco Realty Corp.Series M5.25%3258,5180.0National Retail Properties, Inc.Series F5.20%12,168309,7970.0Saul Centers, Inc.Series D6.13%33,900897,3330.1Saul Centers, Inc.Series E6.00%56,0931,493,1960.1Seritage Growth Properties Series A7.00%38,147923,5390.1SITE Centers Corp.Series A6.38%114,0562,944,9260.2Spirit Realty Capital, Inc.Series A6.00%79,6842,157,0460.2Urstadt Biddle Properties, Inc.Series H6.25%80,4522,123,1280.2Urstadt Biddle Properties, Inc.Series K5.88%34,529890,8480.115,635,8871.2特化型不動産投資信託Digital Realty Trust, Inc.Series K5.85%39,3921,115,1880.1Digital Realty Trust, Inc.Series L5.20%148,7164,128,3560.3EPR Properties Series G5.75%18,353472,9570.0National Storage Affiliates Trust Series A6.00%121,4993,250,0980.3Public Storage Series G5.05%16,257429,8350.0Public Storage Series H5.60%12,649354,0460.0Public Storage Series K4.75%34,642960,2760.1Public Storage Series L4.63%4,600124,0620.0Public Storage Series M4.13%80,3482,089,0480.2QTS Realty Trust, Inc.Series A7.13%97,2292,649,4900.215,573,3561.296,038,9297.2産業住宅不動産投資信託Centerspace Series C6.63%29,361777,4800.196,816,4097.3社債 - 投資適格金融機関銀行Ally Financial, Inc8.00%11/01/2031USD649917,6640.1Banco Santander Mexico SA Institucion de Banca MultipleGrupo Financiero Santand5.38%04/17/2025511579,1230.0Banco Santander SA5.18%11/19/2025600687,8140.1Bank of America Corp., Series DD(a)6.30%03/10/2026144166,9110.0Bank of America Corp., Series JJ(a)5.13%06/20/20241,2741,360,7360.1Bank of America Corp., Series X(a)6.25%09/05/2024140155,3980.0Bank of America Corp., Series Z(a)6.50%10/23/2024445506,0530.0Barclays PLC(a)7.88%03/15/2022207216,1690.0BNP Paribas SA(a)6.75%03/14/2022200207,2810.0Citigroup, Inc.(a)3.88%02/18/2026666671,1870.1Citigroup, Inc.(a)5.95%01/30/20236770,5200.0Citigroup, Inc., Series T(a)6.25%08/15/202699115,1490.0Citigroup, Inc., Series U(a)5.00%09/12/2024945988,1760.1Citigroup, Inc., Series V(a)4.70%01/30/2025143146,8720.0Citigroup, Inc., Series W(a)4.00%12/10/2025665678,1070.1Credit Agricole SA(a)8.13%12/23/20251,0451,267,3920.1DNB Bank ASA(a)6.50%03/26/20221,0851,127,7520.1Erste Group Bank AG(a)6.50%04/15/2024EUR400547,5330.0Goldman Sachs Group, Inc.(The), Series O(a)5.30%11/10/2026USD99,9250.0Goldman Sachs Group, Inc.(The), Series P(a)5.00%11/10/2022792796,3710.1HSBC Holdings PLC(a)6.00%05/22/20271,0781,188,4040.1HSBC Holdings PLC(a)6.38%03/30/20259801,085,3500.1ING Groep NV(a)5.75%11/16/2026420462,4090.0ING Groep NV(a)6.75%04/16/2024200219,9900.0ING Groep NV(a)6.88%04/16/2022303315,6520.0JPMorgan Chase & Co., Series V(a) (e)3.52%07/01/20211716,9340.0JPMorgan Chase & Co., Series X(a)6.10%10/01/2024750813,9350.1KBC Group NV(a)4.25%10/24/2025EUR1,0001,289,4320.1Lloyds Banking Group PLC(a)6.66%05/21/2037USD76104,4660.0Lloyds Banking Group PLC(a)7.50%06/27/2024434490,1520.0Natwest Group PLC2.00%03/04/2025EUR115147,5640.0PNC Financial Services Group, Inc.(The), Series R(a)4.85%06/01/2023USD120125,7000.0Standard Chartered PLC(a)7.50%04/02/20221,2151,269,4560.1Standard Chartered PLC(a)7.75%04/02/2023730795,9590.1Swedbank AB(a)6.00%03/17/2022400412,5500.0Swedbank AB, Series NC5(a)5.63%09/17/2024200216,4860.0UBS Group AG(a)7.00%02/19/20251,8622,144,0650.222,314,6371.7証券仲買会社Charles Schwab Corp.(The), Series G(a)5.38%06/01/2025743821,9100.1ファイナンスAerCap Ireland Capital DAC/AerCap Global Aviation Trust3.30%01/23/2023238247,0430.0AerCap Ireland Capital DAC/AerCap Global Aviation Trust6.50%07/15/2025212247,6770.0Aircastle Ltd2.85%01/26/2028124121,9440.0Aircastle Ltd4.13%05/01/20246670,2750.0Aircastle Ltd4.25%06/15/20261516,2460.0Aircastle Ltd4.40%09/25/2023162173,6350.0Aircastle Ltd5.00%04/01/20231414,9950.0Aircastle Ltd5.25%08/11/20251,1231,251,1800.1Aviation Capital Group LLC1.95%01/30/20263938,8130.0Aviation Capital Group LLC2.88%01/20/2022513518,6790.1Aviation Capital Group LLC3.50%11/01/2027145151,8180.0Aviation Capital Group LLC3.88%05/01/2023354370,9990.1Aviation Capital Group LLC4.13%08/01/2025222238,7500.0Aviation Capital Group LLC4.38%01/30/2024135144,9940.0Aviation Capital Group LLC4.88%10/01/2025166183,3510.0Aviation Capital Group LLC5.50%12/15/2024380428,5600.1Huarong Finance 2017 Co., Ltd3.75%04/27/2022347261,9850.0Huarong Finance II Co., Ltd4.63%06/03/2026213141,6450.0Huarong Finance II Co., Ltd5.50%01/16/2025500346,2500.0Synchrony Financial4.25%08/15/2024142155,6530.0Synchrony Financial4.38%03/19/2024212232,2840.0Synchrony Financial4.50%07/23/2025247277,0630.05,633,8390.4保険Allstate Corp.(The)6.50%05/15/2057USD80103,2540.0Centene Corp5.38%08/15/20263738,7080.0Liberty Mutual Group, Inc3.63%05/23/2059EUR290363,8460.1MetLife Capital Trust IV7.88%12/15/2037USD100138,1220.0MetLife, Inc10.75%08/01/203960101,6990.0Nationwide Mutual Insurance Co9.38%08/15/20393050,6030.0Prudential Financial, Inc5.20%03/15/20442830,0810.0Prudential Financial, Inc5.63%06/15/20438187,5560.0Transatlantic Holdings, Inc8.00%11/30/20392030,4410.0944,3100.1その他ファイナンスAerCap Ireland Capital DAC/AerCap Global Aviation Trust4.45%04/03/2026243266,5310.0不動産投資信託GLP Capital LP/GLP Financing II, Inc5.25%06/01/20254651,9690.0GLP Capital LP/GLP Financing II, Inc5.38%04/15/20263540,0020.0MPT Operating Partnership LP/MPT Finance Corp4.63%08/01/2029376400,7010.0MPT Operating Partnership LP/MPT Finance Corp5.00%10/15/2027471496,4970.0Sabra Health Care LP4.80%06/01/20247481,1500.0Trust Fibra Uno4.87%01/15/2030795876,1400.1Weyerhaeuser Co7.38%03/15/20322028,7160.01,975,1750.131,956,4022.4資本財・サービスベーシックGlencore Finance Canada Ltd6.00%11/15/2041911,5940.0Glencore Funding LLC4.63%04/29/20241112,1320.0Gold Fields Orogen Holdings BVI Ltd5.13%05/15/2024250272,3120.0GUSAP III LP4.25%01/21/2030200216,9390.0Industrias Penoles SAB de CV5.65%09/12/2049282329,9930.1International Paper Co3.80%01/15/20263438,0340.0MEGlobal Canada ULC5.00%05/18/2025238268,2310.0Nexa Resources SA5.38%05/04/20271,1061,149,9470.1Vale Overseas Ltd3.75%07/08/2030104110,4090.0WestRock MWV LLC8.20%01/15/20301014,0360.02,423,6270.2資本財General Electric Co., Series D(a) (e)3.51%09/15/2021266254,9640.0通信 - メディアProsus NV3.68%01/21/2030509537,8220.1Prosus NV4.03%08/03/2050234220,9590.0TCI Communications, Inc7.88%02/15/20266077,9640.0836,7450.1通信 – 電気通信Hughes Satellite Systems Corp5.25%08/01/20264145,6160.0Qwest Corp6.75%12/01/2021460472,6510.0518,2670.0景気連動型消費財 - 自動車General Motors Co4.88%10/02/2023255278,9490.0General Motors Co6.13%10/01/202586102,2950.0General Motors Co6.80%10/01/2027121152,8190.0General Motors Financial Co., Inc3.25%01/05/2023105109,2470.0General Motors Financial Co., Inc3.50%11/07/20245761,5350.0General Motors Financial Co., Inc3.70%05/09/2023168176,9410.0General Motors Financial Co., Inc3.95%04/13/2024105113,6880.0General Motors Financial Co., Inc4.15%06/19/20236569,3450.0General Motors Financial Co., Inc4.25%05/15/20231414,9550.0General Motors Financial Co., Inc4.30%07/13/2025119132,1480.0General Motors Financial Co., Inc5.10%01/17/2024182201,4800.0General Motors Financial Co., Inc5.20%03/20/2023110118,9200.0General Motors Financial Co., Inc5.25%03/01/20266979,9430.0General Motors Financial Co., Inc5.65%01/17/2029423511,2820.1Harley-Davidson Financial Services, Inc3.35%06/08/2025489522,5920.1Lear Corp3.50%05/30/2030199211,9620.0Lear Corp3.80%09/15/2027213234,9370.0Lear Corp4.25%05/15/2029149166,7920.0Nissan Motor Acceptance Corp2.60%09/28/20223131,7210.0Nissan Motor Acceptance Corp2.80%01/13/20222727,3520.0Nissan Motor Acceptance Corp3.45%03/15/20234243,8980.0Nissan Motor Acceptance Corp3.88%09/21/2023145154,5650.0Nissan Motor Co., Ltd4.35%09/17/2027544594,3650.14,111,7310.3景気連動型消費財 - その他Lennar Corp4.75%11/29/2027USD33,4700.0Marriott International, Inc./MD, Series EE5.75%05/01/2025176204,2930.0MDC Holdings, Inc6.00%01/15/20432,0542,610,5620.2Owens Corning7.00%12/01/20361216,8550.0PulteGroup, Inc6.38%05/15/20331620,8530.0PulteGroup, Inc7.88%06/15/20323042,5750.02,898,6080.2生活必需品Sysco Corp5.95%04/01/20306177,8210.0エネルギーCenovus Energy, Inc6.75%11/15/203933,9540.0Continental Resources, Inc./OK5.75%01/15/2031487571,2350.1Ecopetrol SA5.88%05/28/20456264,0150.0Ecopetrol SA6.88%04/29/2030537634,3310.1Empresa Electrica Cochrane SpA5.50%05/14/2027382390,2640.0Enable Midstream Partners LP4.40%03/15/2027781863,6080.1Enable Midstream Partners LP4.95%05/15/2028129146,2970.0Energy Transfer LP3.90%07/15/20266065,6430.0Energy Transfer LP4.75%01/15/2026650730,6680.1Energy Transfer Partners LP/Regency Energy Finance Corp4.50%11/01/202394101,1210.0Hunt Oil Co.of Peru LLC Sucursal Del Peru6.38%06/01/2028251251,0000.0Kinder Morgan, Inc., Series G7.80%08/01/203180112,3080.0Marathon Petroleum Corp4.50%05/01/2023451482,7660.0Marathon Petroleum Corp4.70%05/01/2025391443,3420.0Marathon Petroleum Corp4.75%12/15/20236267,9570.0Oleoducto Central SA4.00%07/14/2027515531,5830.0ONEOK, Inc2.20%09/15/2025213219,5140.0ONEOK, Inc2.75%09/01/2024753796,2080.1ONEOK, Inc5.85%01/15/2026427507,4170.0Plains All American Pipeline LP/PAA Finance Corp4.50%12/15/2026206230,8480.0Plains All American Pipeline LP/PAA Finance Corp4.65%10/15/2025566632,8330.1Raizen Fuels Finance SA5.30%01/20/2027244275,4880.08,122,4000.6サービスExpedia Group, Inc6.25%05/01/202588102,6160.0Verisk Analytics, Inc5.50%06/15/20451924,9170.0127,5330.0テクノロジーCDW LLC/CDW Finance Corp4.13%05/01/2025382399,3060.1Dell International LLC/EMC Corp5.85%07/15/2025224262,9620.0Dell International LLC/EMC Corp6.02%06/15/202689106,2000.0Dell International LLC/EMC Corp8.35%07/15/2046914,1420.0Nokia Oyj6.63%05/15/20394051,8500.0834,4600.1運輸 - 航空Delta Air Lines, Inc7.00%05/01/2025719836,4860.1Delta Air Lines, Inc./SkyMiles IP Ltd4.75%10/20/2028475518,7620.0Mileage Plus Holdings LLC/Mileage PlusIntellectual Property Assets Ltd6.50%06/20/20271,6461,806,7080.13,161,9560.2運輸 - 鉄道Lima Metro Line 2 Finance Ltd4.35%04/05/2036200204,5000.023,572,6121.7公益事業電力Colbun SA3.15%03/06/2030404411,7770.1Consorcio Transmantaro SA4.38%05/07/2023200210,1840.0Enel Generacion Chile SA4.25%04/15/20247074,6940.0696,6550.156,225,6694.2新興市場 - 社債金融機関銀行Absa Group Ltd.(a)6.38%05/27/2026237241,6660.0保険Highlands Holdings Bond Issuer Ltd./Highlands Holdings BondCo-Issuer, Inc.(b)7.63%10/15/2025348369,2410.1610,9070.1資本財・サービスベーシックBraskem Finance Ltd6.45%02/03/2024USD602681,2280.1Braskem Idesa SAPI7.45%11/15/2029778819,8180.1Braskem Netherlands Finance BV4.50%01/31/2030441457,5380.0Consolidated Energy Finance SA6.50%05/15/2026205205,9220.0Consolidated Energy Finance SA6.88%06/15/20252,2652,281,8430.2CSN Inova Ventures6.75%01/28/2028252277,1930.0CSN Resources SA7.63%02/13/2023469486,9690.0CSN Resources SA7.63%04/17/20261,2201,311,3470.1Eldorado Gold Corp9.50%06/01/2024387421,8180.0First Quantum Minerals Ltd6.88%10/15/2027645705,1340.1First Quantum Minerals Ltd7.25%04/01/20232,0802,121,6000.1Indika Energy Capital IV Pte Ltd8.25%10/22/2025776828,0400.1OCP SA5.63%04/25/2024290316,1540.0Vedanta Resources Finance II PLC13.88%01/21/20249471,044,2700.1Volcan Cia Minera SAA4.38%02/11/2026119116,1590.012,075,0330.9資本財Cemex SAB de CV7.38%06/05/2027424478,4050.0Embraer Netherlands Finance BV5.40%02/01/2027509540,9760.1Embraer Netherlands Finance BV6.95%01/17/2028410466,5460.0Klabin Austria GmbH7.00%04/03/20498221,021,6750.12,507,6020.2通信 - メディアGlobo Comunicacao e Participacoes SA4.88%01/22/2030695707,2930.1VTR Finance NV6.38%07/15/2028212224,0630.0931,3560.1通信 – 電気通信C&W Senior Financing DAC6.88%09/15/2027426453,7130.0C&W Senior Financing DAC7.50%10/15/2026440463,3510.1Digicel International Finance Ltd./Digicel international Holdings Ltd8.75%05/25/202497100,3470.0MTN Mauritius Investments Ltd5.37%02/13/2022200204,9130.0Sable International Finance Ltd5.75%09/07/20271,1061,164,5320.1VTR Comunicaciones SpA5.13%01/15/2028212218,4130.02,605,2690.2景気連動型消費財 - その他MGM China Holdings Ltd5.25%06/18/2025261271,6670.0Studio City Finance Ltd5.00%01/15/2029767778,6960.1Wynn Macau Ltd5.50%10/01/2027470491,1500.01,541,5130.1生活必需品BRF GmbH4.35%09/29/2026412430,5370.0BRF SA4.88%01/24/20301,1481,192,7000.1Teva Pharmaceutical Finance Netherlands III BV7.13%01/31/2025260283,8920.0Ulker Biskuvi Sanayi AS6.95%10/30/2025232250,4590.02,157,5880.1エネルギーCosan Ltd5.50%09/20/2029225240,5810.0Gran Tierra Energy, Inc7.75%05/23/2027245209,7820.0Investment Energy Resources Ltd6.25%04/26/2029357384,9370.0Kosmos Energy Ltd7.50%03/01/2028266255,3590.0Leviathan Bond Ltd6.13%06/30/2025203222,9370.0Leviathan Bond Ltd6.50%06/30/2027371412,1060.1Medco Oak Tree Pte Ltd7.38%05/14/2026200218,2870.0MV24 Capital BV6.75%06/01/2034189202,9860.0Peru LNG Srl5.38%03/22/2030964757,5230.1Petrobras Global Finance BV5.60%01/03/2031393433,6630.1Petrobras Global Finance BV6.90%03/19/2049220255,8310.0Petrobras Global Finance BV8.75%05/23/20262532,0090.0SEPLAT Petroleum Development CoPLC7.75%04/01/2026288296,6400.03,922,6410.325,741,0021.9公益事業電力AES Gener SA6.35%10/07/2079210222,6040.0Cemig Geracao e Transmissao SA9.25%12/05/20241,4171,633,8010.2Light Servicos de Eletricidade SA/Light Energia SA7.25%05/03/2023429445,3020.0Star Energy Geothermal Wayang Windu Ltd6.75%04/24/2033177201,6470.02,503,3540.228,855,2632.2不動産抵当証券担保債券エージェンシー変動金利Federal Home Loan Mortgage Corp.REMICsSeries 3346, Class SC(e) (f)6.45%10/15/2033USD9,2791,902,4040.1Series 4954, Class SL(e) (f)5.96%02/25/205011,7392,212,4950.24,114,8990.3リスクシェア変動金利Bellemeade Re LtdSeries 2019-1A, Class M2(e)2.79%03/25/2029235235,7310.0Series 2019-2A, Class M1C(e)2.09%04/25/2029205206,1890.0Series 2019-3A, Class M1C(e)2.04%07/25/2029208208,0000.0Connecticut Avenue Securities TrustSeries 2018-R07, Class 1B1(e)4.44%04/25/20312424,7070.0Series 2018-R07, Class 1M2(e)2.49%04/25/2031274275,3330.0Series 2019-R02, Class 1M2(e)2.39%08/25/20317070,8890.0Series 2019-R07, Class 1M2(e)2.19%10/25/2039596599,1530.1Series 2020-SBT1, Class 1M2(e)3.74%02/25/2040598610,6910.1Series 2020-SBT1, Class 2M2(e)3.74%02/25/2040237243,7610.0Federal Home Loan Mortgage CorpStructured Agency Credit RiskDebt NotesSeries 2015-DNA3, Class B(e)9.44%04/25/2028246290,4860.0Series 2016-DNA3, Class B(e)11.34%12/25/2028247291,3230.0Series 2017-DNA1, Class B1(e)5.04%07/25/2029250268,2280.0Series 2017-DNA3, Class M2(e)2.59%03/25/2030250255,4010.0Series 2017-HQA1, Class M2(e)3.64%08/25/2029210216,7050.0Series 2017-HQA3, Class M2(e)2.44%04/25/2030180183,8660.0Series 2018-DNA1, Class B1(e)3.24%07/25/2030110110,4810.0Series 2018-DNA1, Class M2(e)1.89%07/25/2030213214,2620.0Series 2018-HQA2, Class B1(e)4.34%10/25/20482,0002,082,3070.2Series 2019-DNA1, Class M2(e)2.74%01/25/2049182185,0240.0Series 2019-DNA3, Class B1(e)3.34%07/25/20493,0003,033,7950.2Series 2019-DNA3, Class M2(e)2.14%07/25/20491919,5290.0Series 2019-HQA3, Class M2(e)1.94%09/25/2049511513,7560.1Series 2020-DNA1, Class M2(e)1.79%01/25/2050979983,0550.1Federal National Mortgage Association Connecticut AvenueSecuritiesSeries 2014-C02, Class 1M2(e)2.69%05/25/20243231,7060.0Series 2014-C04, Class 1M2(e)4.99%11/25/20241312,9690.0Series 2015-C02, Class 1M2(e)4.09%05/25/20251717,1210.0Series 2015-C02, Class 2M2(e)4.09%05/25/202566,5040.0Series 2015-C04, Class 2M2(e)5.64%04/25/20288286,9500.0Series 2016-C02, Class 1B(e)12.34%09/25/20282024,7860.0Series 2016-C03, Class 2M2(e)5.99%10/25/20284648,4400.0Series 2016-C05, Class 2B(e)10.84%01/25/20291,3771,629,0610.1Series 2016-C05, Class 2M2(e)4.54%01/25/20292425,3990.0Series 2016-C06, Class 1B(e)9.34%04/25/20293842,8840.0Series 2016-C06, Class 1M2(e)4.34%04/25/2029146152,5570.0Series 2016-C07, Class 2B(e)9.59%05/25/20294146,2550.0Series 2016-C07, Class 2M2(e)4.44%05/25/20296971,7790.0Series 2017-C01, Class 1B1(e)5.84%07/25/20293,1733,482,4970.3Series 2017-C02, Class 2M2(e)3.74%09/25/2029370383,4310.0Series 2017-C03, Class 1B1(e)4.94%10/25/2029423451,8840.1Series 2017-C05, Class 1B1(e)3.69%01/25/2030229238,5870.0Series 2017-C06, Class 1B1(e)4.24%02/25/2030921949,6890.1Series 2017-C06, Class 2M2(e)2.89%02/25/2030153156,4230.0Series 2017-C07, Class 1M2(e)2.49%05/25/2030173175,9880.0Series 2017-C07, Class 2M2(e)2.59%05/25/2030271275,4100.0Series 2018-C01, Class 1B1(e)3.64%07/25/2030248253,7690.0Home Re Ltd., Series 2018-1, Class M2(e)3.09%10/25/2028150151,6980.0Mortgage Insurance-Linked Notes, Series 2019-1, Class M2(e)2.99%11/26/2029850850,0000.1Radnor Re Ltd., Series 2020-1, Class M1B(e)1.54%01/25/2030397396,7630.1Triangle Re Ltd., Series 2020-1, Class M2(e)5.69%10/25/2030230237,7040.021,322,9261.625,437,8251.9投資会社ファンド・投資信託iShares JP Morgan USD Emerging Markets Bond ETF20,8412,319,3950.2iShares S&P 500 Energy Sector UCITS ETF1,837,7108,453,4660.6iShares S&P 500 Financials Sector UCITS ETF USD ACC785,9008,173,3600.6iShares S&P 500 Industrials Sector UCITS ETF642,0105,356,7710.424,302,9921.8準ソブリン準ソブリン債バーレーンOil and Gas Holding Co.BSCC (The)7.50%10/25/2027USD433485,9880.1Oil and Gas Holding Co.BSCC (The)8.38%11/07/2028200233,7250.0719,7130.1インドネシアIndonesia Asahan Aluminium Persero PT5.45%05/15/2030269310,1570.0メキシコPetroleos Mexicanos5.95%01/28/20312,7602,684,1000.2Petroleos Mexicanos6.49%01/23/2027855912,8410.1Petroleos Mexicanos6.50%01/23/2029346353,6980.0Petroleos Mexicanos6.75%09/21/20471,5181,341,4570.1Petroleos Mexicanos6.84%01/23/2030712736,1300.0Petroleos Mexicanos6.95%01/28/2060516453,3060.0Petroleos Mexicanos7.69%01/23/20502,2072,125,3410.28,606,8730.6南アフリカEskom Holdings SOC Ltd7.13%02/11/2025345365,4840.0トリニダードトバゴTrinidad Generation UnLtd5.25%11/04/2027260266,4680.0ウクライナNAK Naftogaz Ukraine via Kondor Finance PLC7.63%11/08/2026520526,5970.1State Savings Bank of Ukraine Via SSB #1 PLC9.63%03/20/2025183196,8830.0723,4800.1アラブ首長国連邦DP World Crescent Ltd3.88%07/18/2029209223,6380.0DP World PLC5.63%09/25/2048249303,9040.0DP World Salaam(a)6.00%10/01/2025311342,1000.1869,6420.1ベネズエラPetroleos de Venezuela SA(c)5.38%04/12/20271104,9500.011,866,7670.9新興市場-国債ブラジルBrazil Notas do Tesouro Nacional, Series F10.00%01/01/2023BRL4,364875,4580.1Brazil Notas do Tesouro Nacional, Series F10.00%01/01/20255,7851,177,5560.12,053,0140.2ドミニカ共和国Dominican Republic International Bond15.95%06/04/2021DOP6,500114,8590.0南アフリカRepublic of South Africa Government Bond, Series 20308.00%01/31/2030ZAR34,2072,345,0980.2Republic of South Africa Government Bond, Series 20328.25%03/31/203248,7923,205,7580.25,550,8560.47,718,7290.6貸付債権担保証券CLO - FLOATING RATEAGL CLO 11 Ltd., Series 2021-11A, Class E(e)0.00%04/15/2034USD250247,5000.0Ballyrock CLO Ltd., Series 2020-14A, Class D(e)7.20%01/20/2034250250,4860.0Invesco CLO 2021-1 Ltd., Series 2021-1A, Class E(e)6.63%04/15/2034400397,6230.1Jamestown CLO XI Ltd., Series 2018-11A, Class D(e)6.21%07/14/2031250239,7370.0Neuberger Berman Loan Advisers CLO 42 Ltd.,Series 2021-42A, Class E(e)6.09%07/16/2035250250,0000.0Neuberger Berman Loan Advisers CLO Ltd.,Series 2020-39A, Class E(e)7.39%01/20/2032250250,4430.0PPM CLO Ltd., Series 2018-1A, Class E(e)6.13%07/15/2031250237,5390.01,873,3280.1政府 - ソブリン債イスラエルIsrael Government International Bond2.75%07/03/2030494522,3710.0メキシコMexico Government International Bond4.75%04/27/2032297337,5220.1Mexico Government International Bond5.00%04/27/2051276308,4820.0646,0040.1フィリピンPhilippine Government International Bond9.50%02/02/20302031,5910.01,199,9660.1商業不動産担保証券ノン・エージェンシー固定金利商業不動産担保証券GS Mortgage Securities Trust, Series 2011-GC5, Class D5.30%08/10/2044USD493300,6870.1UBS Commercial Mortgage Trust, Series 2017-C1, Class XA(g)1.52%06/15/20501,978137,0780.0437,7650.1ノン・エージェンシー変動金利商業不動産担保証券DBWF Mortgage Trust, Series 2018-GLKS, Class E(e)3.12%12/19/203010099,3770.0Morgan Stanley Capital I Trust, Series 2019-BPR, Class E(e)4.85%05/15/20363421,7810.0121,1580.0558,9230.1資産担保証券OTHER ABS - FIXED RATETaco Bell Funding LLC, Series 2016-1A, Class A234.97%05/25/20463841,6960.0ワラント情報テクノロジーインターネットソフトウェア・サービスAvaya Holdings Corp., expiring 12/15/20221,1909,5200.01,123,771,16884.8その他の取引可能な証券不動産抵当証券担保債券リスクシェア変動金利Federal Home Loan Mortgage Corp., Series 2020-DNA2,Class B2(e)4.89%02/25/2050USD4,0003,799,7500.3PMT Credit Risk Transfer Trust, Series 2020-1R, Class A(e)2.44%02/27/2023477477,0680.04,276,8180.3社債 - 投資適格金融機関銀行Lloyds Banking Group PLC(a)6.00%06/07/20323344,2600.0Natwest Group PLC(a)8.63%08/15/20211,9081,934,4900.11,978,7500.1資本財・サービスベーシックSmurfit Kappa Treasury Funding DAC7.50%11/20/20253037,1800.0景気連動型消費財 - その他Standard Industries, Inc./NJ4.38%07/15/2030257260,0450.0運輸 - 航空Delta Air Lines, Inc./SkyMiles IP Ltd4.50%10/20/2025409440,3720.1737,5970.12,716,3470.2社債 - 非投資適格資本財・サービスベーシックKleopatra Finco SARL4.25%03/01/2026EUR567691,7800.1資本財Renk AG/Frankfurt am Main5.75%07/15/2025214270,8440.0通信 - メディアBanijay Entertainment SASU3.50%03/01/2025156191,7110.0Summer BC Holdco B SARL5.75%10/31/2026306389,1220.1580,8330.1エネルギーGulfport Energy Corp.(h)6.00%10/15/2024USD5800.0Gulfport Energy Corp.(h)6.38%05/15/20251,40100.0Gulfport Energy Corp.(h)6.38%01/15/202657100.0Gulfport Energy Corp.(h)6.63%05/01/20235700.0Vantage Drilling International(h)7.50%11/01/20194000.000.0サービスMonitronics International, Inc.(h) (i)9.13%04/01/20204000.0テクノロジーSensata Technologies, Inc3.75%02/15/2031590577,0770.02,120,5340.2新興市場 - 社債資本財・サービス通信 – 電気通信Digicel Group Holdings Ltd.(b)10.00%04/01/2024USD1,3031,280,3960.1公益事業電力Terraform Global Operating LLC6.13%03/01/2026117120,5460.01,400,9420.1普通株一般消費財自動車部品ATD New Holdings, Inc.(h)1,38466,4320.0生活必需品食品・生活必需品小売Southeastern Grocers, Inc.(h)4,73566,2900.0エネルギーエネルギー 機器・サービスDiamond Offshore Drilling, Inc.(h)12,71165,5680.0オイル、ガス・消耗燃料Battalion Oil Corp1130.0Keyera Corp45,2641,122,5610.1Paragon Offshore Ltd.- Class A (h)152150.0Paragon Offshore Ltd.- Class B (h)2282,2800.0Vantage Drilling International2134790.01,125,3480.11,190,9160.1産業建設・土木Willscot Corp55616,1240.0情報テクノロジーソフトウェアMonitronics International, Inc1,48912,7310.0素材金属・鉱業BIS Industries Holdings Ltd.(h)8,91200.01,352,4930.1優先株式金融機関不動産投資信託Cedar Realty Trust, Inc.Series B7.25%35,391898,2240.1貸付債権担保証券ローン担保証券 - 変動金利Bardot CLO Ltd., Series 2019-2A, Class C(e)2.93%10/22/2032USD250250,8600.0CIFC Funding Ltd., Series 2019-3A, Class B(e)2.83%07/16/2032250250,1630.0501,0230.0国債国債Russian Federal Bond - OFZ, Series 62177.50%08/18/2021RUB11,226154,0000.0商業不動産担保証券ノン・エージェンシー固定金利商業不動産担保証券JPMorgan Chase Commercial Mortgage Securities Trust,Series 2012-LC9, Class G4.42%12/15/2047USD171119,1450.0ワラント建設・土木産業Willscot Corp., expiring 11/29/2022 (h)86112,0730.0オイル、ガス・消耗燃料エネルギーBattalion Oil Corp., expiring 10/08/2022(h)2100.012,0730.013,551,5991.0投資合計(簿価$1,036,571,254)$1,137,322,76785.8%
定期預金利率評価額 (USD)純資産に 占める割合 (%)
ANZ, London(j)(0.13)%$91,8010.0%
BNP Paribas Bank(j)(0.53)%27,3230.0
BNP Paribas Bank(j)0.01%21,8570.0
BNP Paribas, Paris(j)0.00%35,6600.0
BNP Paribas, Paris(j)2.99%416,4260.0
Credit Suisse AG, Zurich(j)(1.44)%40,0140.0
Hong Kong & Shanghai Bank, Hong Kong(j)0.00%707,5890.1
Nordea Bank Abp, Oslo(j)(0.78)%4,432,5070.3
Nordea Bank Abp, Oslo(j)(0.13)%31,6970.0
Royal Bank of Canada, Toronto(j)0.01%51,6710.0
SEB, Stockholm(j)(0.28)%337,5750.0
Sumitomo, London(j)(0.29)%855,2840.1
Sumitomo, London(j)0.01%23,604,4071.8
Sumitomo, Tokyo(j)0.01%132,419,38010.0
定期預金合計163,073,19112.3
負債控除後のその他の資産25,184,9381.9
純資産$1,325,580,896100.0%
e border="0" style="width:389.1pt;margin-left:4.95pt;border-collapse:collapse">定期預金利率評価額 (USD)純資産に 占める割合 (%)ANZ, London(j)(0.13)%$91,8010.0%BNP Paribas Bank(j)(0.53)%27,3230.0BNP Paribas Bank(j)0.01%21,8570.0BNP Paribas, Paris(j)0.00%35,6600.0BNP Paribas, Paris(j)2.99%416,4260.0Credit Suisse AG, Zurich(j)(1.44)%40,0140.0Hong Kong & Shanghai Bank, Hong Kong(j)0.00%707,5890.1Nordea Bank Abp, Oslo(j)(0.78)%4,432,5070.3Nordea Bank Abp, Oslo(j)(0.13)%31,6970.0Royal Bank of Canada, Toronto(j)0.01%51,6710.0SEB, Stockholm(j)(0.28)%337,5750.0Sumitomo, London(j)(0.29)%855,2840.1Sumitomo, London(j)0.01%23,604,4071.8Sumitomo, Tokyo(j)0.01%132,419,38010.0定期預金合計163,073,19112.3負債控除後のその他の資産25,184,9381.9純資産$1,325,580,896100.0%e border="0" style="width:493.0pt;border-collapse:collapse">先物取引投資資産の明細満期日枚数簿価市場価値評価益/(損)買い10 Yr Australian Bond Futures06/15/2021125$13,388,127$13,507,495$119,368BIST 30 Futures06/30/20212,1293,812,6543,800,920(11,734)Canadian 10 Yr Bond Futures09/21/2021394,644,1294,656,88512,756Euro STOXX 50 Index Futures06/18/2021924,486,6374,561,62174,984FTSE 100 Index Futures06/18/20214399,696398,696(1,000)FTSE KLCI Futures06/30/20214278,143,0058,220,27977,274Hang Seng Index Futures06/29/2021295,369,0175,415,57046,553MSCI Singapore IX ETS Futures06/29/2021752,028,9602,050,09521,135SPI 200 Index Futures06/17/2021172,321,4382,350,76329,325TOPIX Index Futures06/10/2021101,753,3571,773,56920,212U.SLong Bond (CBT) Futures09/21/2021111,727,2581,721,844(5,414)U.ST-Note 5 Yr (CBT) Futures09/30/2021577,047,4927,059,53912,047U.SUltra Bond (CBT) Futures09/21/2021417,618,2197,595,250(22,969)WIG 20 Index Futures06/18/20212592,840,9773,147,591306,614売りEuro-Bund Futures06/08/202110221,171,74921,137,80033,949FTSE China A50 Futures06/29/202136653,545656,424(2,879)FTSE/JSE Top 40 Futures06/17/202111491,021491,076(55)Japan 10 Yr Bond (OSE) Futures06/14/20212433,038,23933,088,906(50,667)Long Gilt Futures09/28/20215910,640,38910,654,623(14,234)Mexican Bolsa Index Futures06/18/2021852,082,7042,142,923(60,219)OMXS 30 Index Futures06/18/2021641,728,3091,741,781(13,472)S&P 500 E-Mini Futures06/18/202120241,043,76842,445,250(1,401,482)S&P/TSX 60 Index Futures06/17/202171,348,4081,376,532(28,124)SGX Nifty 50 Futures06/24/20213049,329,9299,419,440(89,511)U.ST-Note 10 Yr (CBT) Futures09/21/202158677,325,64177,315,37510,266$(937,277)評価益合計$764,483評価損合計$(1,701,760)e border="0" style="width:488.0pt;border-collapse:collapse">外国為替先渡取引取引相手買契約金額 (000)売契約金額 (000)決済日評価益/(損)Australia and New Zealand Banking Group LtdAUD977USD75606/16/2021$2,931Bank of America, NAJPY115,559USD1,09406/16/202142,079Bank of America, NAUSD1,740JPY189,95506/16/2021(10,821)Bank of America, NAGBP1,456USD2,02206/17/2021(44,206)Bank of America, NAUSD2,020ZAR28,67106/17/202156,262Bank of America, NAZAR49,575USD3,38106/17/2021(209,541)Bank of America, NADKK10,786USD1,73307/15/2021(36,710)Bank of America, NASEK13,747USD1,63407/15/2021(21,687)Bank of America, NARUB494,094USD6,65007/28/2021(40,072)Bank of America, NAUSD15,711RUB1,167,28907/28/202194,671Barclays Bank PLCGBP4,669USD6,57506/15/2021(51,459)Barclays Bank PLCEUR2,933USD3,58606/16/20218,411Barclays Bank PLCNZD6,227USD4,47006/16/2021(40,725)Barclays Bank PLCUSD5,360MXN108,26706/18/202165,511Barclays Bank PLCKRW3,998,869USD3,58307/22/2021(6,818)Barclays Bank PLCUSD6,794PHP333,81707/22/2021168,590Barclays Bank PLCMYR29,314USD7,08209/23/202110,221Barclays Bank PLCUSD3,739MYR15,55509/23/202113,546Barclays Bank PLCUSD4,558MYR18,82109/23/2021(18,455)BNP Paribas SAAUD546USD42406/04/20213,162BNP Paribas SACHF6,339USD7,03006/16/2021(19,461)BNP Paribas SAUSD7,852EUR6,46306/16/202131,114BNP Paribas SAUSD9,900SEK82,66006/16/202155,530BNP Paribas SAUSD700ZAR9,77606/17/20217,529BNP Paribas SACZK147,427USD6,86306/24/2021(197,755)BNP Paribas SASEK26,751USD3,13907/15/2021(83,683)Brown Brothers Harriman & Co.AUD5,207USD3,96406/04/2021(49,973)Brown Brothers Harriman & Co.USD346AUD44706/04/2021(1,537)Brown Brothers Harriman & Co.AUD122USD9606/15/20212,123Brown Brothers Harriman & Co.CAD674USD55806/15/2021573Brown Brothers Harriman & Co.CAD876USD72406/15/2021(1,194)Brown Brothers Harriman & Co.EUR97USD11706/15/2021(1,110)Brown Brothers Harriman & Co.GBP229USD32206/15/2021(2,362)Brown Brothers Harriman & Co.MXN2,497USD12506/15/2021183Brown Brothers Harriman & Co.SGD528USD39606/15/2021(3,166)Brown Brothers Harriman & Co.USD60EUR4906/15/2021253Brown Brothers Harriman & Co.USD25SGD3306/15/2021254Brown Brothers Harriman & Co.ZAR1,702USD12006/15/2021(3,330)Brown Brothers Harriman & Co.AUD463USD35906/16/20211,691Brown Brothers Harriman & Co.CAD1,045USD82206/16/2021(42,618)Brown Brothers Harriman & Co.CHF530USD59706/16/20218,009Brown Brothers Harriman & Co.DKK4,211USD68806/16/2021(2,244)Brown Brothers Harriman & Co.EUR1,316USD1,59906/16/2021(6,570)Brown Brothers Harriman & Co.GBP475USD65106/16/2021(22,682)Brown Brothers Harriman & Co.HKD3,830USD49406/16/2021560Brown Brothers Harriman & Co.JPY64,321USD61406/16/202128,724Brown Brothers Harriman & Co.SEK9,925USD1,18406/16/2021(11,679)Brown Brothers Harriman & Co.USD682DKK4,21106/16/20218,614Brown Brothers Harriman & Co.USD4GBP306/16/202170Brown Brothers Harriman & Co.USD247HKD1,91406/16/2021(68)Brown Brothers Harriman & Co.USD281SEK2,34306/16/20211,114Brown Brothers Harriman & Co.USD122SEK1,01306/16/2021(164)Brown Brothers Harriman & Co.GBP3,764USD5,18706/17/2021(155,124)Brown Brothers Harriman & Co.ZAR399USD2706/17/2021(1,615)Brown Brothers Harriman & Co.NOK4,762USD57307/15/20213,824Brown Brothers Harriman & Co.SEK1,009USD12007/15/2021(1,603)Brown Brothers Harriman & Co.THB79,858USD2,54307/15/2021(12,243)Brown Brothers Harriman & Co.USD738DKK4,55107/15/20219,238Brown Brothers Harriman & Co.USD6,818THB212,49107/15/2021(19,091)Brown Brothers Harriman & Co.CAD5,335USD4,26307/16/2021(153,099)Brown Brothers Harriman & Co.CHF474USD52908/05/2021873Brown Brothers Harriman & Co.+USD6,887CNH44,69206/07/2021128,852Brown Brothers Harriman & Co.+USD31,405GBP22,49406/07/2021518,067Brown Brothers Harriman & Co.+USD51,603AUD66,69706/21/2021(182,096)Brown Brothers Harriman & Co.+USD14,020EUR11,47506/21/2021(21,814)Brown Brothers Harriman & Co.+USD31,404GBP22,18406/21/202179,187Brown Brothers Harriman & Co.+USD685SGD91306/21/20215,431Brown Brothers Harriman & Co.+USD10,645ZAR150,01906/21/2021213,489Brown Brothers Harriman & Co.+USD60,193AUD77,58306/30/2021(376,586)Brown Brothers Harriman & Co.+USD23,386CAD28,33106/30/202165,091Brown Brothers Harriman & Co.+USD36CHF3206/30/2021(109)Brown Brothers Harriman & Co.+USD13,667EUR11,17806/30/2021(28,947)Brown Brothers Harriman & Co.+USD46,158JPY5,027,15406/30/2021(378,041)Brown Brothers Harriman & Co.+USD19,258NZD26,38706/30/2021(144,088)Brown Brothers Harriman & Co.+USD769SGD1,01906/30/20211,250Brown Brothers Harriman & Co.+USD12,158ZAR168,74906/30/202141,390Citibank, NAAUD12,257USD9,49806/16/202148,149Citibank, NAEUR427USD50906/16/2021(11,967)Citibank, NAGBP3,189USD4,49606/16/2021(30,694)Citibank, NAJPY54,820USD52206/16/202123,326Citibank, NANZD1,314USD94606/16/2021(5,960)Citibank, NACOP61,749,436USD16,43707/15/2021(173,223)Citibank, NAPEN29,030USD7,94207/15/2021307,222Citibank, NAUSD5,856COP21,893,50007/15/202133,045Citibank, NANZD1,031USD74607/29/2021(511)Credit Suisse InternationalHUF167,868USD54106/24/2021(46,886)Credit Suisse InternationalUSD7,315CNH47,83006/24/2021194,884Credit Suisse InternationalUSD2,536PLN10,07006/24/2021203,465Deutsche Bank AGNOK14,588USD1,76006/15/202115,819Deutsche Bank AGSEK12,687USD1,51706/15/2021(10,518)Deutsche Bank AGAUD2,906USD2,25106/16/202110,178Deutsche Bank AGCAD4,078USD3,37206/16/2021(3,312)Deutsche Bank AGGBP3,595USD5,04106/16/2021(61,250)Deutsche Bank AGUSD8,587CAD10,40006/16/202121,516Deutsche Bank AGUSD549SEK4,58506/16/20212,882Deutsche Bank AGHUF2,177,706USD7,07506/24/2021(548,906)Deutsche Bank AGUSD8,572INR637,95307/15/2021172,348Deutsche Bank AGUSD3,348PEN12,23107/15/2021(131,273)Deutsche Bank AGUSD1,136RUB84,20607/28/20214,138Goldman Sachs InternationalBRL38,570USD7,26106/02/2021(139,738)Goldman Sachs InternationalUSD4,046BRL21,74006/02/2021125,453Goldman Sachs InternationalSGD2,246USD1,68406/15/2021(14,322)Goldman Sachs InternationalCHF3,703USD4,05906/16/2021(59,635)Goldman Sachs InternationalGBP1,524USD2,15606/16/2021(7,032)Goldman Sachs InternationalJPY59,384USD54706/16/20215,838Goldman Sachs InternationalUSD3,221EUR2,66306/16/202127,742Goldman Sachs InternationalUSD1,392JPY151,09906/16/2021(15,836)Goldman Sachs InternationalUSD4,447NOK36,77006/16/2021(50,418)Goldman Sachs InternationalUSD1,223SEK10,19806/16/20214,827Goldman Sachs InternationalGBP410USD57206/17/2021(9,587)Goldman Sachs InternationalHUF555,676USD1,85606/24/2021(89,692)Goldman Sachs InternationalUSD2,291CNH14,89106/24/202146,656Goldman Sachs InternationalUSD7,241BRL38,57007/02/2021138,395Goldman Sachs InternationalUSD1,261IDR18,483,14207/15/202125,574Goldman Sachs InternationalTWD38,402USD1,36907/22/2021(26,607)HSBC Bank USACAD4,753USD3,93106/15/2021(3,280)HSBC Bank USADKK7,551USD1,23106/15/2021(7,023)HSBC Bank USAILS2,866USD87506/15/2021(7,233)HSBC Bank USASEK10,913USD1,31406/16/2021(72)HSBC Bank USAZAR104,721USD7,13406/17/2021(449,334)HSBC Bank USAUSD2,528IDR37,378,91007/15/202174,314HSBC Bank USAEUR10,467USD12,84008/03/202160,457JPMorgan Chase Bank, NACHF5,826USD6,45406/15/2021(24,762)JPMorgan Chase Bank, NAAUD782USD60506/16/20212,482JPMorgan Chase Bank, NAGBP377USD52406/16/2021(11,570)JPMorgan Chase Bank, NAJPY158,029USD1,51206/16/202173,281JPMorgan Chase Bank, NAIDR9,542,233USD64607/15/2021(18,578)JPMorgan Chase Bank, NATWD396,611USD14,32807/22/2021(87,238)Morgan Stanley Capital Services LLCJPY92,035USD84306/15/20214,792Morgan Stanley Capital Services LLCEUR482USD58106/16/2021(6,575)Morgan Stanley Capital Services LLCMXN191,653USD9,48106/18/2021(122,866)Morgan Stanley Capital Services LLCCLP5,260,129USD7,40207/15/2021144,234Morgan Stanley Capital Services LLCSEK5,936USD71207/15/2021(2,939)Morgan Stanley Capital Services LLCCHF2,920USD3,20808/05/2021(43,749)Morgan Stanley Capital Services LLCJPY1,136,788USD10,44608/19/202189,725Morgan Stanley Capital Services LLCMYR15,908USD3,87309/23/202135,016Royal Bank of Scotland PLCCAD642USD50506/16/2021(26,810)Royal Bank of Scotland PLCCHF9,012USD9,99706/16/2021(25,305)Royal Bank of Scotland PLCEUR1,615USD1,96406/16/2021(5,515)Royal Bank of Scotland PLCJPY332,213USD3,17606/16/2021151,291Royal Bank of Scotland PLCUSD735GBP52706/16/202113,389Royal Bank of Scotland PLCPLN23,654USD6,24106/24/2021(193,460)Standard Chartered BankCLP1,317,923USD1,87207/15/202153,682Standard Chartered BankIDR28,297,128USD1,96607/15/2021(3,737)Standard Chartered BankUSD1,986COP7,336,80007/15/2021(12,567)Standard Chartered BankUSD11,337INR853,39107/15/2021361,147Standard Chartered BankKRW2,930,529USD2,60007/22/2021(30,691)Standard Chartered BankTWD138,592USD4,93707/22/2021(99,808)Standard Chartered BankUSD3,062PHP149,54407/22/202157,579UBS AGUSD3,183BRL16,83006/02/202145,905UBS AGAUD3,325USD2,58106/15/202118,008UBS AGEUR11,902USD14,42606/15/2021(91,248)UBS AGJPY781,249USD7,14906/15/202134,881UBS AGNZD2,412USD1,73306/16/2021(13,973)UBS AGUSD4,283SEK35,96906/16/202148,509UBS AGHUF434,074USD1,48106/24/2021(38,744)UBS AGUSD2,798PLN10,44506/24/202143,289UBS AGCAD657USD53507/16/2021(8,974)UBS AGUSD191TWD5,30607/22/20211,463UBS AGEUR9,106USD11,16608/03/202147,708$(726,938)評価益合計$4,451,026評価損合計$(5,177,964)e border="0" style="width:465.0pt;margin-left:4.95pt;border-collapse:collapse">コール・オプション買建玉取引明細行使価格満期日想定元本受取プレミアム評価額FTSE 100 Index (k)GBP 7,20006/18/2021500$28,239$(8,363)Nikkei 225 Index (k)JPY 29,75006/11/202131,00032,027(37,898)S&P 500 Index (k)EUR 4,15006/18/20212,28041,536(38,925)S&P 500 Index (k)USD 4,29506/18/202117,500315,000(175,984)$416,802$(261,170)プット・オプション売建玉取引明細行使価格満期日想定元本受取プレミアム評価額FTSE 100 Index (k)GBP 6,80006/18/2021500$49,418$(19,868)Nikkei 225 Index (k)JPY 27,12506/11/202131,000103,451(10,675)S&P 500 Index (k)EUR 3,75006/18/20212,28074,765(19,462)S&P 500 Index (k)USD 4,00006/18/202117,500687,750(212,146)$915,384$(262,151)e border="0" style="width:547.0pt;border-collapse:collapse">中央清算クレジット・デフォルト・スワップ取引相手(取引所)参照債権満期日想定元本 (000)評価額評価益 /(損)Buy ContractsMorgan Stanley & CoLLC/(INTRCONX)CDX-NAHY Series 36, 5 Year Index06/20/2026USD47,550$(4,598,243)$(46,000)Sale ContractsMorgan Stanley & CoLLC/(INTRCONX)CDX-NAHY Series 34, 5 Year Index06/20/20256,993669,041572,580Morgan Stanley & CoLLC/(INTRCONX)CDX-NAHY Series 35, 5 Year Index12/20/20256,479629,587299,621Morgan Stanley & CoLLC/(INTRCONX)CDX-NAHY Series 36, 5 Year Index06/20/202650,9734,929,258219,102Morgan Stanley & CoLLC/(INTRCONX)iTraxx-XOVER Series 33, 5 Year Index06/20/2026EUR14,7202,121,981202,132Total$3,751,624$1,247,435評価益合計$1,293,435評価損合計$(46,000)e border="0" style="width:513.0pt;border-collapse:collapse">中央清算金利スワップ取引相手(取引所)想定元本 (000)満期日支払対象支払受取利率評価益 /(損)Morgan Stanley & CoLLC/(LCH Group)CNY10,90002/17/2025China 7-Day2.547%$(8,009)Reverse Repo RateMorgan Stanley & CoLLC/(LCH Group)32,43902/20/2025China 7-Day2.598%(14,799)Reverse Repo RateMorgan Stanley & CoLLC/(LCH Group)32,92102/21/2025China 7-Day2.620%(10,907)Reverse Repo RateMorgan Stanley & CoLLC/(LCH Group)65,19002/26/2025China 7-Day2.496%(67,615)Reverse Repo RateMorgan Stanley & CoLLC/(LCH Group)JPY97,69001/07/20306 Month LIBOR0.132%3,336Morgan Stanley & CoLLC/(LCH Group)AUD75002/19/20306 Month BBSW1.169%(18,313)Morgan Stanley & CoLLC/(LCH Group)2,07006/09/20306 Month BBSW1.116%(64,902)Morgan Stanley & CoLLC/(LCH Group)GBP2,93006/10/20306 Month LIBOR0.487%(179,727)Morgan Stanley & CoLLC/(LCH Group)AUD2,86006/11/20306 Month BBSW0.992%(113,329)Morgan Stanley & CoLLC/(LCH Group)JPY603,38006/12/20306 Month LIBOR0.038%(30,877)Morgan Stanley & CoLLC/(LCH Group)GBP86008/03/20306 Month LIBOR0.294%(75,584)Morgan Stanley & CoLLC/(LCH Group)JPY342,85008/05/20306 Month LIBOR0.010%(26,881)Morgan Stanley & CoLLC/(LCH Group)GBP1,78010/20/20306 Month LIBOR0.363%(146,805)Morgan Stanley & CoLLC/(LCH Group)AUD8,73010/21/20306 Month BBSW0.718%(549,844)Morgan Stanley & CoLLC/(LCH Group)JPY857,33010/22/20306 Month LIBOR0.031%(57,754)Morgan Stanley & CoLLC/(LCH Group)CAD5011/09/20303 Month CDOR1.230%(2,405)Morgan Stanley & CoLLC/(LCH Group)GBP1,68011/10/20306 Month LIBOR0.567%(95,111)Morgan Stanley & CoLLC/(LCH Group)NOK28,92011/11/20306 Month NIBOR1.031%(217,296)Morgan Stanley & CoLLC/(LCH Group)AUD8,12011/11/20306 Month BBSW0.900%(415,284)Morgan Stanley & CoLLC/(LCH Group)JPY869,96011/12/20306 Month LIBOR0.058%(40,516)Morgan Stanley & CoLLC/(LCH Group)EUR2,43011/12/20306 Month EURIBOR(0.169)%(71,960)Morgan Stanley & CoLLC/(LCH Group)NZD2,15011/23/20303 Month BKBM0.841%(154,359)Morgan Stanley & CoLLC/(LCH Group)2,41001/05/20313 Month BKBM0.978%(155,570)Morgan Stanley & CoLLC/(LCH Group)1,69001/11/20313 Month BKBM1.058%(100,662)Morgan Stanley & CoLLC/(LCH Group)USD24,72001/13/20313 Month LIBOR1.150%(867,034)Morgan Stanley & CoLLC/(LCH Group)NOK15,51001/21/20316 Month NIBOR1.348%(68,512)Morgan Stanley & CoLLC/(LCH Group)20,28002/19/20316 Month NIBOR1.634%(28,866)Morgan Stanley & CoLLC/(LCH Group)NZD4,32002/19/20313 Month BKBM1.616%(105,505)Morgan Stanley & CoLLC/(LCH Group)CHF1,72002/19/2031(0.054)%6 Month LIBOR14,256Morgan Stanley & CoLLC/(LCH Group)CAD5,24002/26/20313 Month CDOR1.908%431Morgan Stanley & CoLLC/(LCH Group)AUD6,02003/01/20316 Month BBSW1.831%70,863Morgan Stanley & CoLLC/(LCH Group)CHF2,62003/01/20310.068%6 Month LIBOR(12,706)Morgan Stanley & CoLLC/(LCH Group)1,55004/06/20310.026%6 Month LIBOR696Morgan Stanley & CoLLC/(LCH Group)JPY2,306,84004/16/20316 Month LIBOR0.130%13,027Morgan Stanley & CoLLC/(LCH Group)EUR10,24004/16/20316 Month EURIBOR0.058%(70,533)Morgan Stanley & CoLLC/(LCH Group)SEK15004/21/20313 Month STIBOR0.786%(47)Morgan Stanley & CoLLC/(LCH Group)NOK68,21005/03/20316 Month NIBOR1.786%11,224Morgan Stanley & CoLLC/(LCH Group)NZD4,74005/03/20313 Month BKBM1.843%(52,795)Morgan Stanley & CoLLC/(LCH Group)CHF4,48005/03/20310.084%6 Month LIBOR(24,243)Morgan Stanley & CoLLC/(LCH Group)NZD9,66005/18/20313 Month BKBM1.985%(18,292)Morgan Stanley & CoLLC/(LCH Group)CHF3,52005/18/20310.079%6 Month LIBOR(16,339)Morgan Stanley & CoLLC/(LCH Group)AUD2,34005/26/20316 Month BBSW1.685%(812)Morgan Stanley & CoLLC/(LCH Group)USD1,27005/26/20313 Month LIBOR1.576%1,420Morgan Stanley & CoLLC/(LCH Group)JPY302,09005/27/20316 Month LIBOR0.119%(2,151)Morgan Stanley & CoLLC/(LCH Group)EUR1,42005/27/20316 Month EURIBOR0.144%3,932Morgan Stanley & CoLLC/(LCH Group)JPY397,01003/10/20406 Month LIBOR0.015%(234,571)Morgan Stanley & CoLLC/(LCH Group)CAD2011/14/20483 Month CDOR2.971%1,938Morgan Stanley & CoLLC/(LCH Group)36002/04/20493 Month CDOR2.696%17,625Morgan Stanley & CoLLC/(LCH Group)27003/15/20493 Month CDOR2.482%3,051Morgan Stanley & CoLLC/(LCH Group)AUD24003/19/20496 Month BBSW2.535%12,822Morgan Stanley & CoLLC/(LCH Group)EUR18003/10/20506 Month EURIBOR0.012%(31,037)Morgan Stanley & CoLLC/(LCH Group)10,64007/16/20506 Month EURIBOR(0.001)%(1,895,645)$(5,892,976)評価益合計$154,621評価損合計$(6,047,597)e border="0" style="width:519.0pt;border-collapse:collapse">クレジット・デフォルト・スワップ取引相手参照債権満期日想定元本評価額前払プレミアム 支払/(受取)評価益 /(損)Buy ContractsCitigroup Global Markets, Inc.CDX-CMBX.NA.BBB- Series 605/11/2063USD17,090$4,807,417$4,176,597$630,820Sale ContractsCitigroup Global Markets, IncCDX-CMBX.NA.BB Series 605/11/2063158(75,326)(77,373)2,047Citigroup Global Markets, Inc.CDX-CMBX.NA.BB Series 605/11/206343(20,333)(7,990)(12,343)Citigroup Global Markets, Inc.CDX-CMBX.NA.BB Series 605/11/206386(40,667)(16,106)(24,561)Citigroup Global Markets, Inc.CDX-CMBX.NA.BB Series 605/11/206386(40,667)(16,030)(24,637)Citigroup Global Markets, Inc.CDX-CMBX.NA.BB Series 605/11/206386(40,667)(15,702)(24,965)Citigroup Global Markets, Inc.CDX-CMBX.NA.BB Series 605/11/2063128(61,000)(24,803)(36,197)Citigroup Global Markets, Inc.CDX-CMBX.NA.BB Series 605/11/2063292(138,637)(66,612)(72,025)Citigroup Global Markets, Inc.CDX-CMBX.NA.BB Series 605/11/2063257(122,000)(49,446)(72,554)Citigroup Global Markets, Inc.CDX-CMBX.NA.BB Series 605/11/2063321(152,500)(62,736)(89,764)Citigroup Global Markets, Inc.CDX-CMBX.NA.BB Series 605/11/2063749(355,834)(105,116)(250,718)Citigroup Global Markets, Inc.CDX-CMBX.NA.BB Series 605/11/2063972(462,123)(134,981)(327,142)Citigroup Global Markets, Inc.CDX-CMBX.NA.BB Series 605/11/20631,167(554,547)(163,381)(391,166)Citigroup Global Markets, Inc.CDX-CMBX.NA.BB Series 605/11/20631,945(924,245)(292,822)(631,423)Citigroup Global Markets, Inc.CDX-CMBX.NA.BB Series 605/11/20632,383(1,132,662)(330,011)(802,651)Citigroup Global Markets, Inc.CDX-CMBX.NA.BB Series 605/11/20634,780(2,271,794)(657,520)(1,614,274)Citigroup Global Markets, Inc.CDX-CMBX.NA.BBB- Series 605/11/2063250(70,325)(30,456)(39,869)Citigroup Global Markets, Inc.CDX-CMBX.NA.BBB- Series 605/11/2063400(112,520)(52,996)(59,524)Citigroup Global Markets, Inc.CDX-CMBX.NA.BBB- Series 605/11/2063900(253,170)(139,259)(113,911)Citigroup Global Markets, Inc.CDX-CMBX.NA.BBB- Series 605/11/20631,800(506,340)(112,231)(394,109)Citigroup Global Markets, Inc.CDX-CMBX.NA.BBB- Series 605/11/20632,300(646,990)(141,116)(505,874)Citigroup Global Markets, Inc.CDX-CMBX.NA.BBB- Series 605/11/20637,000(1,969,100)(350,194)(1,618,906)Credit Suisse InternationalCDX-CMBX.NA.BBB- Series 605/11/2063850(239,105)(100,961)(138,144)Credit Suisse InternationalCDX-CMBX.NA.BBB- Series 605/11/20631,200(337,560)(165,337)(172,223)Goldman Sachs InternationalAvis Budget Group, Inc.12/20/2023302,8269871,839Goldman Sachs InternationalAvis Budget Group, Inc.12/20/2023201,8841,030854Goldman Sachs InternationalCDX-CMBX.NA.BB Series 605/11/206332(15,250)(15,644)394Goldman Sachs InternationalCDX-CMBX.NA.BB Series 605/11/206332(15,250)(15,644)394Goldman Sachs InternationalCDX-CMBX.NA.BB Series 605/11/206386(40,667)(16,285)(24,382)Goldman Sachs InternationalCDX-CMBX.NA.BB Series 605/11/2063486(231,061)(129,020)(102,041)Goldman Sachs InternationalCDX-CMBX.NA.BBB- Series 605/11/2063200(56,260)(23,455)(32,805)Goldman Sachs InternationalCDX-CMBX.NA.BBB- Series 605/11/2063450(126,585)(42,731)(83,854)Goldman Sachs InternationalCDX-CMBX.NA.BBB- Series 605/11/2063830(233,479)(112,038)(121,441)JPMorgan Securities, LLCCDX-CMBX.NA.BB Series 605/11/206335(16,636)(6,657)(9,979)JPMorgan Securities, LLCCDX-CMBX.NA.BB Series 605/11/206353(24,955)(9,922)(15,033)JPMorgan Securities, LLCCDX-CMBX.NA.BB Series 605/11/206385(40,205)(15,848)(24,357)JPMorgan Securities, LLCCDX-CMBX.NA.BB Series 605/11/206385(40,205)(15,785)(24,420)JPMorgan Securities, LLCCDX-CMBX.NA.BB Series 605/11/2063250(118,766)(47,785)(70,981)JPMorgan Securities, LLCCDX-CMBX.NA.BB Series 605/11/2063328(155,735)(60,635)(95,100)JPMorgan Securities, LLCCDX-CMBX.NA.BB Series 605/11/2063338(160,819)(62,201)(98,618)JPMorgan Securities, LLCCDX-CMBX.NA.BB Series 605/11/2063486(231,061)(114,842)(116,219)JPMorgan Securities, LLCCDX-CMBX.NA.BB Series 605/11/20632,328(1,106,321)(323,394)(782,927)JPMorgan Securities, LLCCDX-CMBX.NA.BBB- Series 605/11/2063150(42,195)(12,330)(29,865)JPMorgan Securities, LLCCDX-CMBX.NA.BBB- Series 605/11/2063300(84,390)(33,318)(51,072)JPMorgan Securities, LLCCDX-CMBX.NA.BBB- Series 605/11/2063460(129,398)(53,541)(75,857)Morgan Stanley & Co.International PLCCDX-CMBX.NA.BB Series 605/11/206364(30,500)(30,622)122Morgan Stanley & Co.International PLCCDX-CMBX.NA.BB Series 605/11/2063198(94,273)(89,326)(4,947)Morgan Stanley & Co.International PLCCDX-CMBX.NA.BB Series 605/11/2063198(94,273)(82,546)(11,727)Morgan Stanley & Co.International PLCCDX-CMBX.NA.BB Series 605/11/2063198(94,273)(82,063)(12,210)Morgan Stanley & Co.International PLCCDX-CMBX.NA.BB Series 605/11/2063198(94,273)(81,580)(12,693)Morgan Stanley & Co.International PLCCDX-CMBX.NA.BB Series 605/11/2063197(93,811)(80,700)(13,111)Morgan Stanley Capital Services LLCCDX-CMBX.NA.BB Series 605/11/2063972(462,123)(198,556)(263,567)Morgan Stanley Capital Services LLCCDX-CMBX.NA.BB Series 605/11/20631,945(924,245)(318,084)(606,161)Total$(10,472,994)$(1,009,117)$(9,463,877)評価益合計$636,470評価損合計$(10,100,347)e border="0" style="width:412.0pt;margin-left:4.95pt;border-collapse:collapse">インフレーションスワップ取引相手0想定元本 (000)満期日受取利率支払対象評価益 /(損)Bank of America, NAUSD6,51001/05/20232.163%CPI#$102,329#消費者物価指数(CPI)によって決められたインフレーション率に基づいた変動金利e border="0" style="width:450.0pt;margin-left:4.95pt;border-collapse:collapse">トータル・リターン・スワップ取引相手&参照債務株数/
2022/08/05 9:08
#27 （参考）マザーファンド-001
e border="0" style="width:495.0pt;border-collapse:collapse">(参考)マザーファンド ダイワ・マネーポートフォリオ・マザーファンドe border="0" style="width:495.0pt;border-collapse:collapse">(1) 投資状況 (2022年5月31日現在)投資状況
投資資産の種類時価(円)投資比率(%)
コール・ローン、その他の資産(負債控除後)47,920,197,835100.00
純資産総額47,920,197,835100.00
e border="0" style="width:495.0pt;border-collapse:collapse">投資資産の種類時価(円)投資比率(%)コール・ローン、その他の資産(負債控除後)47,920,197,835100.00純資産総額47,920,197,835100.00
(注1)投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。
(注2)投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。
e border="0" style="width:495.0pt;border-collapse:collapse">(注1)投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。(注2)投資資産の内書きの時価および投資比率は、当該資産の地域別の内訳です。e border="0" style="width:495.0pt;border-collapse:collapse">(2) 投資資産 (2022年5月31日現在)① 投資有価証券の主要銘柄イ.主要銘柄の明細e border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。e border="0" style="width:495.0pt;border-collapse:collapse">ロ.投資有価証券の種類別投資比率e border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。e border="0" style="width:495.0pt;border-collapse:collapse">ハ.投資株式の業種別投資比率e border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。e border="0" style="width:495.0pt;border-collapse:collapse">② 投資不動産物件e border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。e border="0" style="width:495.0pt;border-collapse:collapse">③ その他投資資産の主要なものe border="0" style="width:495.0pt;border-collapse:collapse">該当事項はありません。
2022/08/05 9:08

IRBANK 採用情報

フルスタックエンジニア

  • 10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
  • UI からデータベースまで一貫して関われるポジションです。
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  • 月間500万PVを超える、大規模DBサイトを運営できます。
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  • Google Cloud 上でマイクロサービス基盤の信頼性・可用性・セキュリティを担うポジションです。
  • 大規模金融データを安全かつ高速に処理するインフラを設計・構築できます。
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学生インターン

  • 月間500万PVを超える日本最大級のIRデータプラットフォームの運営に携わり、金融・データ・プロダクトの現場を学生のうちから体験できます。
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