新光ピムコ・ストラテジック・インカム・ファンド11月号 半期報告書(内国投資信託受益証券) 第5期(平成30年11月27日-令和1年11月25日)

提出書類 半期報告書(内国投資信託受益証券)-第5期(平成30年11月27日-令和1年11月25日)
提出日
提出者 新光ピムコ・ストラテジック・インカム・ファンド11月号
カテゴリ 半期報告書(内国投資信託受益証券)

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                                               アセットマネジメントOne株式会社(E10677)
                                                   半期報告書(内国投資信託受益証券)
     【表紙】

      【提出書類】                      半期報告書

      【提出先】                      関東財務局長殿
      【提出日】                      2019年8月26日       提出
      【計算期間】                      第5期中(自      2018年11月27日至         2019年5月26日)
      【ファンド名】                      新光ピムコ・ストラテジック・インカム・ファンド11月号
      【発行者名】                      アセットマネジメントOne株式会社
      【代表者の役職氏名】                      取締役社長      菅野 暁
      【本店の所在の場所】                      東京都千代田区丸の内一丁目8番2号
      【事務連絡者氏名】                      酒井 隆
      【連絡場所】                      東京都千代田区丸の内一丁目8番2号
      【電話番号】                      03-6774-5100
      【縦覧に供する場所】                      該当事項はありません。
                                  1/93














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                                                   半期報告書(内国投資信託受益証券)
     1【ファンドの運用状況】

     (1)【投資状況】

     新光ピムコ・ストラテジック・インカム・ファンド11月号

                                                  (令和   1年  5月31日現在)

              資産の種類                 国/地域          時価合計(円)            投資比率(%)

     投資信託受益証券                       バミューダ諸島                 9,205,248,133              97.31
     親投資信託受益証券                       日本                    998,111           0.01
     現金・預金・その他の資産(負債控除後)                        ―                  252,830,780             2.67
                  純資産総額                           9,459,077,024             100.00
     (注)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。なお、投資比率は小数第3位以下を切り捨て

       ているため、合計と一致しない場合があります。
     (参考)日本短期公社債マザーファンド

                                                  (令和   1年  5月31日現在)

              資産の種類                 国/地域          時価合計(円)            投資比率(%)

     地方債証券                       日本                   30,340,360            61.31
     現金・預金・その他の資産(負債控除後)                        ―                  19,139,973            38.68
                  純資産総額                            49,480,333            100.00
     (注)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。なお、投資比率は小数第3位以下を切り捨て

       ているため、合計と一致しない場合があります。
     (2)【運用実績】

     ①【純資産の推移】

     新光ピムコ・ストラテジック・インカム・ファンド11月号

                              純資産総額(百万円)                 1口当たり純資産額(円)

              期別
                            (分配落)         (分配付)         (分配落)         (分配付)
       第1計算期間末         (平成27年11月25日)                 797         804       1.0001         1.0091
       第2計算期間末         (平成28年11月25日)                 276         285       1.0004         1.0329
       第3計算期間末         (平成29年11月27日)                 248         260       1.0003         1.0498
       第4計算期間末         (平成30年11月26日)                11,894         11,894         0.9638         0.9638
                 平成30年     5月末日           13,496           ―      0.9799           ―
                     6月末日           12,893           ―      0.9751           ―
                     7月末日           12,747           ―      0.9790           ―
                     8月末日           12,440           ―      0.9719           ―
                                  2/93


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                     9月末日           12,320           ―      0.9740           ―
                     10月末日               12,225           ―      0.9696           ―
                     11月末日               11,812           ―      0.9646           ―
                     12月末日               10,974           ―      0.9648           ―
                 平成31年     1月末日           10,642           ―      0.9798           ―
                     2月末日           10,258           ―      0.9857           ―
                     3月末日           9,962           ―      0.9911           ―
                     4月末日           9,763           ―      0.9954           ―
                 令和   1年  5月末日           9,459           ―      0.9979           ―
     ②【分配の推移】

     新光ピムコ・ストラテジック・インカム・ファンド11月号

          期                   計算期間                  1口当たりの分配金(円)

        第1計算期間         平成26年11月25日~平成27年11月25日                                         0.0090
        第2計算期間         平成27年11月26日~平成28年11月25日                                         0.0325
        第3計算期間         平成28年11月26日~平成29年11月27日                                         0.0495
        第4計算期間         平成29年11月28日~平成30年11月26日                                         0.0000
     ③【収益率の推移】

     新光ピムコ・ストラテジック・インカム・ファンド11月号

          期                   計算期間                     収益率(%)

        第1計算期間         平成26年11月25日~平成27年11月25日                                           0.9
        第2計算期間         平成27年11月26日~平成28年11月25日                                           3.3
        第3計算期間         平成28年11月26日~平成29年11月27日                                           4.9
        第4計算期間         平成29年11月28日~平成30年11月26日                                          △3.6
       第5中間計算期間          平成30年11月27日~令和            1年  5月26日                             3.5
     (注)収益率は各計算期間における騰落率を表示しており、当該計算期間の分配金額を加算して計算しています。

                                  3/93






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     2【設定及び解約の実績】

     新光ピムコ・ストラテジック・インカム・ファンド11月号

          期               計算期間               設定口数(口)            解約口数(口)

        第1計算期間         平成26年11月25日~平成27年11月25日                          1,055,987,794             258,315,584
        第2計算期間         平成27年11月26日~平成28年11月25日                           54,978,963           576,370,473
        第3計算期間         平成28年11月26日~平成29年11月27日                           147,557,660            175,726,018
        第4計算期間         平成29年11月28日~平成30年11月26日                         13,814,330,576            1,721,121,027
       第5中間計算期間          平成30年11月27日~令和            1年  5月26日             119,700,657           2,865,383,427
     (注)第1計算期間の設定口数には、当初設定口数を含みます。

                                  4/93















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     3【ファンドの経理状況】

     (1) 当ファンドの中間財務諸表は、「中間財務諸表等の用語、様式及び作成方法に関する規則」

        (昭和52年大蔵省令第38号)並びに同規則第38条の3及び第57条の2の規定により、「投資信託
        財産の計算に関する規則」(平成12年総理府令第133号)(以下「投資信託財産計算規則」とい
        う。)に基づいて作成しております。
         なお、中間財務諸表に記載している金額は、円単位で表示しております。
     (2) 当ファンドは、金融商品取引法第193条の2第1項の規定に基づき、第5期中間計算期間(平成

        30年11月27日から令和             1年   5月26日まで)の中間財務諸表について、EY新日本有限責任監査法
        人による中間監査を受けております。
                                  5/93
















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     【新光ピムコ・ストラテジック・インカム・ファンド11月号】

     (1)【中間貸借対照表】

                                                      (単位:円)
                                                第5期中間計算期間末
                                  第4期計算期間末
                                                令和   1年  5月26日現在
                                 平成30年11月26日現在
      資産の部
       流動資産
                                        280,031,874               321,428,161
        コール・ローン
                                      11,752,091,712                9,382,872,970
        投資信託受益証券
                                          998,608               998,111
        親投資信託受益証券
                                      12,033,122,194                9,705,299,242
        流動資産合計
                                      12,033,122,194                9,705,299,242
       資産合計
      負債の部
       流動負債
                                        30,703,666               40,874,358
        未払解約金
                                         2,041,352               1,682,666
        未払受託者報酬
                                        105,469,591                86,937,656
        未払委託者報酬
        未払利息                                   651              1,620
                                          200,878               159,797
        その他未払費用
                                        138,416,138               129,656,097
        流動負債合計
                                        138,416,138               129,656,097
       負債合計
      純資産の部
       元本等
                                      12,341,321,891                9,595,639,121
        元本
        剰余金
          中間剰余金又は中間欠損金(△)                             △ 446,615,835               △ 19,995,976
                                          28,740               22,131
          (分配準備積立金)
                                      11,894,706,056                9,575,643,145
        元本等合計
                                      11,894,706,056                9,575,643,145
       純資産合計
                                      12,033,122,194                9,705,299,242
      負債純資産合計
                                  6/93










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     (2)【中間損益及び剰余金計算書】

                                                      (単位:円)
                                 第4期中間計算期間               第5期中間計算期間
                                 自 平成29年11月28日               自 平成30年11月27日
                                 至 平成30年       5月27日         至 令和     1年  5月26日
      営業収益
                                        112,001,193                84,750,072
       受取配当金
       有価証券売買等損益                                △ 305,969,879               370,780,761
                                          85,465
                                                            -
       その他収益
                                                       455,530,833
                                       △ 193,883,221
       営業収益合計
      営業費用
                                          158,396               125,295
       支払利息
                                         2,211,307               1,682,666
       受託者報酬
                                        114,250,911                86,937,656
       委託者報酬
                                          221,066               159,797
       その他費用
                                        116,841,680                88,905,414
       営業費用合計
                                                       366,625,419
                                       △ 310,724,901
      営業利益
                                                       366,625,419
                                       △ 310,724,901
      経常利益
                                                       366,625,419
                                       △ 310,724,901
      中間純利益
      一部解約に伴う中間純利益金額の分配額                                                  39,366,841
                                        △ 2,383,646
                                          68,365
      期首剰余金又は期首欠損金(△)                                                △ 446,615,835
                                         4,144,299              103,694,446
      剰余金増加額又は欠損金減少額
       中間一部解約に伴う剰余金増加額又は欠損金減少
                                                       103,694,446
                                             -
       額
       中間追加信託に伴う剰余金増加額又は欠損金減少
                                         4,144,299
                                                            -
       額
                                          56,443              4,333,165
      剰余金減少額又は欠損金増加額
       中間一部解約に伴う剰余金減少額又は欠損金増加
                                          56,443
                                                            -
       額
       中間追加信託に伴う剰余金減少額又は欠損金増加
                                                        4,333,165
                                             -
       額
                                             -               -
      分配金
                                       △ 304,185,034               △ 19,995,976
      中間剰余金又は中間欠損金(△)
                                  7/93










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     (3)【中間注記表】

     (重要な会計方針に係る事項に関する注記)

                                      第5期中間計算期間

                     区分                自  平成30年11月27日
                                     至  令和   1年  5月26日
     1.有価証券の評価基準及び評価方法                  投資信託受益証券
                       移動平均法に基づき、時価で評価しております。
                       時価評価にあたっては、投資信託受益証券の基準価額に基づいて評価しておりま
                       す。
                       親投資信託受益証券
                       移動平均法に基づき、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、投資信託受益証券の収益分配金落ち日において、当該収益分配金額を
                       計上しております。
     3.その他中間財務諸表作成のための基
                       計算期間に関する事項
      本となる重要な事項
                       前計算期間終了日に該当する日が休業日のため、当中間計算期間は平成30年11月27
                       日から令和      1年  5月26日までとなっております。
     (中間貸借対照表に関する注記)

                                          第5期中間計算期間末

               第4期計算期間末
                                          令和   1年  5月26日現在
              平成30年11月26日現在
     1.   計算期間末日における受益権の総数                          1.   中間計算期間末日における受益権の総数
                         12,341,321,891口                             9,595,639,121口
     2.   投資信託財産計算規則第55条の6第1項第10号に規定す                          2.   投資信託財産計算規則第55条の6第1項第10号に規定す
       る額                            る額
        元本の欠損 446,615,835円                            元本の欠損 19,995,976円
     3.   計算期間末日における1単位当たりの純資産の額                          3.   中間計算期間末日における1単位当たりの純資産の額
        1口当たり純資産額                     0.9638円        1口当たり純資産額                     0.9979円
        (1万口当たり純資産額)                    (9,638円)        (1万口当たり純資産額)                    (9,979円)
     (中間損益及び剰余金計算書に関する注記)

                         第4期中間計算期間                     第5期中間計算期間

          区分              自  平成29年11月28日                    自  平成30年11月27日
                        至  平成30年     5月27日               至  令和   1年  5月26日
     委託者報酬              当ファンドの信託財産の運用指図に関する権                     当ファンドの信託財産の運用指図に関する権
                  限を委託するための費用44,226,178円。                     限を委託するための費用33,653,298円。
     (金融商品に関する注記)

     金融商品の時価等に関する事項
                                  8/93


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                                          第5期中間計算期間末

               第4期計算期間末
                                          令和   1年  5月26日現在
              平成30年11月26日現在
     1.貸借対照表計上額、時価及び差額                            1.中間貸借対照表計上額、時価及び差額
     貸借対照表上の金融商品は、原則としてすべて時価評価され                            中間貸借対照表上の金融商品は、原則としてすべて時価評価
     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                            されているため、中間貸借対照表計上額と時価との差額はあ
     ん。                            りません。
     2.時価の算定方法                            2.時価の算定方法
                                 同左
     投資信託受益証券
     「(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。
     親投資信託受益証券
     「(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。
     コール・ローン等の金銭債権及び金銭債務
     これらの科目は短期間で決済されるため、帳簿価額は時価に
     近似していることから、当該帳簿価額を時価としておりま
     す。
     3.金融商品の時価等に関する事項についての補足説明                            3.金融商品の時価等に関する事項についての補足説明
     市場価額がない、又は市場価格を時価と見なせない場合に                            同左
     は、経営者により合理的に算定された価額で評価する場合が
     あります。
     (その他の注記)

     1 元本の移動
                                                第5期中間計算期間末

                                第4期計算期間末
               区分
                                                令和   1年  5月26日現在
                               平成30年11月26日現在
     期首元本額                                 248,112,342円               12,341,321,891円
     期中追加設定元本額                               13,814,330,576円                   119,700,657円
     期中一部解約元本額                                1,721,121,027円                 2,865,383,427円
     2 デリバティブ取引等関係

     取引の時価等に関する事項
     該当事項はありません。

     (参考)


      当ファンドは、「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」受益証券及び「日本
     短期公社債マザーファンド」受益証券を主要投資対象としており、中間貸借対照表の資産の部に計上された
     「投資信託受益証券」は、すべて「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」の受
     益証券であり、「親投資信託受益証券」は、すべて「日本短期公社債マザーファンド」の受益証券でありま
     す。
      各ファンドの状況は次の通りであります。
      なお、以下に記載した情報は監査の対象外であります。
                                  9/93


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      「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」は、「ピムコ・バミューダ・インカ

     ム・ファンドA」の個別クラスとなっております。
      「ピムコ・バミューダ・インカム・ファンドA」は、バミューダの法律に基づき設立された外国証券投資信

     託であります。同ファンドの平成30年10月31日現在の財務書類は、米国で一般的に認められている会計基準に
     準拠して作成されており、独立監査人の監査を受けております。
      同ファンドの「資産・負債計算書」及び「投資有価証券明細表」は、同ファンドの管理事務代行会社兼保管

     受託銀行であるブラウン・ブラザーズ・ハリマン・アンド・カンパニーから入手した財務書類の原文の一部を
     翻訳・抜粋したものでありますが、あくまで参考和訳であり、正確性を保証するものではありません。
     資産・負債計算書

     (単位:受益証券数を除き、千米ドル)
                                                 2018年10月31日現在
     資産:
     投資-評価額
      有価証券投資                                                 469,274
      関連当事者に係る投資                                               11,369,772
     金融デリバティブ商品
      店頭                                                  32,486
     現金                                                     738
     取引相手方への預託金                                                      0
     外国為替-評価額                                                      0
     売却済投資に係る未収金                                                   3,225
     関連当事者に係る売却済投資に係る未収金                                                   12,377
     売却済ファンド受益証券に係る未収金                                                   49,362
     未収利息および未収配当金                                                     69
                                                     11,937,303
     負債:

     金融デリバティブ商品
      店頭                                                  44,572
     購入済投資に係る未払金                                                   3,967
     関連当事者に係る購入済投資に係る未払金                                                   28,903
     未払利息                                                     89
     取引相手方からの預託金                                                   7,667
     償還済ファンド受益証券に係る未払金                                                   32,760
     運用手数料未払金                                                     28
     助言手数料未払金                                                     178
     管理手数料未払金                                                     44
     未払分配金                                                     24
     未払税                                                      0
     資産ベース販売手数料未払金                                                      0
     弁護士費用未払金                                                      0
                                                       118,232
     純資産                                                 11,819,071

     有価証券投資の取得原価                                                  469,269
     関連当事者に係る投資の取得原価                                                 11,245,387
     外国為替の取得原価                                                      0
                                 10/93


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     金融デリバティブ商品の取得原価またはプレミアム-純額                                                      0
     クラスS(JPY)

     純資産                                                  992,208
     0となっている金額は、千単位未満で四捨五入した数値を表示している場合があります。

     投資有価証券明細表

     ピムコ・バミューダ・インカム・ファンドA
     2018年10月31日現在
                                             額面         時価
                                            (千通貨)         (千米ドル)
     有価証券投資 4.0%
     短期金融商品 4.0%
     預金 3.3%
     Bank   of  Nova   Scotia
     1.690%    due  11/01/2018
                                      USD          11,799        11,799
     Bank   of  Tokyo-Mitsubishi         UFJ  Ltd.
     (0.300%)     due  11/01/2018
                                      JPY             9        0
     Brown   Brothers     Harriman     & Co.
     1.690%    due  11/01/2018
                                      USD            61        61
     Citibank     N.A.
     1.690%    due  11/01/2018
                                                 49,184        49,184
     DBS  Bank   Ltd.
     1.690%    due  11/01/2018
                                                 12,667        12,667
     JPMorgan     Chase   & Co.
     1.690%    due  11/01/2018
                                                104,599        104,599
     Sumitomo     Mitsui    Banking    Corp.
     (0.300%)     due  11/01/2018
                                      JPY             2        0
     1.690%    due  11/01/2018
                                      USD          120,371        120,371
     Sumitomo     Mitsui    Trust   Bank   Ltd.
     (0.300%)     due  11/01/2018
                                      JPY             8        0
     1.690%    due  11/01/2018
                                                        93,517
                                      USD          93,517
                                                        392,198
     米国短期国債 0.7%
     2.249%    due  01/10/2019      (a)
                                                 23,255        23,155
     2.299%    due  01/24/2019      (b)
                                                 50,968        50,700
     2.304%    due  01/31/2019      (a)
                                                         3,221
                                                 3,240
                                                        77,076
     短期金融商品合計                                                   469,274
     (取得原価 469,269千米ドル)
                                                        469,274
     有価証券投資合計
     (取得原価 469,269千米ドル)
                                           受益証券口数
                                           (単位:千)
     関連当事者に係る投資 96.2%
     投資信託 96.2%
     PIMCO   Bermuda    Income    Fund   (M)
                                                      11,369,772
     (取得原価 11,245,387千米ドル)                                           889,654
                                                      11,369,772
     関連当事者に係る投資合計
     (取得原価 11,245,387千米ドル)
     投資合計 100.2%                                                  11,839,046
                                 11/93


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     (取得原価 11,714,656千米ドル)
     金融デリバティブ商品(c) (0.1%)                                                   (12,086)
     (取得原価またはプレミアム(純額) 0千米ドル)
                                                        (7,889)
     その他の資産および負債(純額)(0.1%)
                                                      11,819,071
     純資産 100.0%
     *額面及び時価が0となっている証券は、千単位未満で四捨五入した数値を表示しています。

     (a)利率は満期までの利回りです。
     (b)利率は加重平均レートです。
     (c)金融デリバティブ商品:店頭

     為替予約契約:
                                             未実現評価益(評価損)
     取引相手方       決済月     外貨引渡額(千通貨)             外貨受取額(千通貨)            資産(千米ドル)         負債(千米ドル)
     BPS       11/2018      JPY       294,413     USD         2,611           2         0
     BPS       11/2018             322,025              2,854           0         0
     BPS       11/2018      USD         1,689    JPY        190,231             0        (3)
     BPS       11/2018               288           32,451            0         0
     BPS       11/2018                25           2,802           0         0
     BRC       11/2018      JPY        17,755    USD          157          0         0
     BRC       11/2018      USD          158   JPY        17,755            0         0
     HUS       11/2018      JPY       603,605     USD         5,365           16          0
                 USD            JPY                    0        (1)
     HUS       11/2018
                           372           41,843
                                                 18         (4)
     クラスF(JPY)、クラスJ(JPY)、クラスN(JPY)、クラスP(JPY)、クラスQ(JP

     Y)、
     クラスR(JPY)、クラスS(JPY)、クラスT(JPY)、クラスX(JPY)、クラスY(JPY)
     およびクラスZ(JPY)為替予約契約:
                                             未実現評価益(評価損)
     取引相手方       決済月     外貨引渡額(千通貨)             外貨受取額(千通貨)            資産(千米ドル)         負債(千米ドル)
     BOA      11/2018      JPY     348,824,702       USD       3,103,423           12,512            0
     BOA      12/2018      USD      3,110,576      JPY      348,824,702               0      (12,182)
     BPS      11/2018      JPY      1,184,807      USD        10,506            8         0
     BPS      11/2018            5,950,394              52,725            0        (1)
     BPS      11/2018      USD        281,621     JPY      31,728,853              0       (474)
     BRC      11/2018      JPY     347,609,424       USD       3,081,644           1,502           0
     BRC      11/2018      USD        898,534     JPY      101,682,385            2,466           0
     BRC      12/2018            3,088,750            347,609,424               0      (1,149)
     CBK      11/2018      JPY      7,057,996      USD        62,685           200         (55)
     CBK      11/2018      USD        10,461    JPY       1,184,807             37          0
     CBK      11/2018             949,631           106,972,444               0      (1,756)
     CBK      12/2018      JPY      1,184,807      USD        10,486            0        (38)
     GLM      11/2018            7,716,305              68,791           417          0
     GLM      11/2018      USD      1,383,577      JPY      156,676,613            5,379         (656)
     JPM      11/2018            3,166,935            356,539,156               0      (7,667)
     MSC      11/2018      JPY      1,084,824      USD         9,586           0        (26)
     MSC      12/2018      USD         9,608    JPY       1,084,824             28          0
     RBC      11/2018      JPY        691,144     USD         6,191           67          0
     RYL      11/2018      USD         9,181    JPY       1,033,044              0        (27)
     SCX      11/2018      JPY        981,651     USD         8,711           14         (1)
     SOG      11/2018           346,876,834              3,064,527              0      (9,124)
     SOG      12/2018      USD      3,071,467      JPY      346,876,834            9,626           0
                                 12/93

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     SSB      11/2018      JPY      7,831,742      USD        69,411           212        (197)
     SSB            USD            JPY                    0      (11,215)
           11/2018
                        2,814,366            316,349,633
                                               32,468        (44,568)
     為替予約契約合計
                                               32,486        (44,572)
     投資有価証券明細表-ピムコ・バミューダ・インカム・ファンド(M)

     2018年10月31日現在
                                             額面         時価
                                            (千通貨)         (千米ドル)
     有価証券投資 110.5%
     バンクローン債務証書 5.5%
     Accudyne     Industries      Borrower     S.C.A.
     5.302%    due  08/18/2024
                                      USD            537        536
     Air  Medical    Group   Holdings,     Inc.
     6.530%    due  03/14/2025
                                                  993        977
     Alphabet     Holding    Co.,   Inc.
     5.802%    due  09/26/2024
                                                  495        474
     Altica    France    S.A.
     6.280%    due  08/14/2026
                                                 5,400        5,335
     Altran    Technologies
     2.750%    due  03/20/2025
                                      EUR           2,789        3,175
     American     Builders     & Contractors      Supply    Co.,   Inc.
     4.302%    due  10/31/2023
                                      USD           1,679        1,666
     Ancestry.com       Operations,      Inc.
     5.550%    due  10/19/2023
                                                 1,177        1,181
     Aramark    Intermediate       HoldCo    Corp.
     4.052%    due  03/11/2025
                                                  933        935
     Avantor,     Inc.
     6.302%    due  11/21/2024
                                                  684        689
     Avolon    TLB  Borrower     1 (U.S.)    LLC
     4.280%    due  01/15/2025
                                                 42,148        42,087
     AWAS   Leasing    2011-I    Ltd.
     4.870%    due  10/02/2021
                                                  633        632
     Axalta    Coating    Systems    Dutch   Holding    B BV
     4.136%    due  06/01/2024
                                                  468        467
     Bausch    Health    Co.,   Inc.
     5.274%    due  06/01/2025
                                                  461        462
     Beacon    Roofing    Supply,    Inc.
     4.527%    due  01/02/2025
                                                 1,104        1,096
     Bway   Holdings     Co.
     5.658%    due  04/03/2024
                                                  385        383
     Caesars    Resort    Collection      LLC
     5.052%    due  12/22/2024
                                                 5,344        5,352
     Camelot    U.S.   Acquisition      1 Co.
     5.552%    due  10/03/2023
                                                  192        192
     Castlelake      Aircraft     Structured      Trust
     3.967%    due  07/12/2024
                                                 3,359        3,312
     Ceasers    Entertainment       Operating     Co.  LLC
     4.302%    due  10/06/2024
                                                 2,303        2,294
     CenturyLink,       Inc.
     5.052%    due  01/31/2025
                                                 2,006        1,985
     CH  Hold   Corp.
                                 13/93

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     5.302%    due  02/01/2024
                                                  294        295
     Charter    Communications        Operating     LLC
     4.310%    due  04/30/2025
                                                 5,610        5,617
     CityCenter      Holdings     LLC
     4.552%    due  04/18/2024
                                                  296        296
     Community     Health    Systems,     Inc.
     5.563%    due  01/27/2021
                                                 26,707        26,217
     Concordia     International       Corp.
     7.781%    due  09/06/2024
                                                 3,400        3,341
     Crown   Holdings,     Inc.
     4.283%    due  04/03/2025
                                                  763        766
     CSC  Holdings     LLC
     4.780%    due  01/25/2026
                                                 2,886        2,895
                                             額面         時価

                                            (千通貨)         (千米ドル)
     DaVita,    Inc.
     5.052%    due  06/24/2021
                                      USD
                                                  192        192
     Dell   International       LLC
     4.310%    due  09/07/2023
                                                 2,814        2,813
     Diamond    Resorts    International,        Inc.
     6.052%    due  09/02/2023
                                                 3,942        3,848
     Dubai   World
     2.000%    due  09/30/2022
                                                 20,315        19,045
     Energizer     Holdings,     Inc.
     7.353%    due  05/18/2019
                                                 2,700        2,703
     Envision     Healthcare      Corp.
     6.052%    due  10/10/2025
                                                 9,100        8,930
     FCA  U.S.   LLC
     4.300%    due  12/31/2018
                                                  758        759
     Financial     & Risk   U.S.   Holdings,     Inc.
     4.000%    due  10/01/2025
                                      EUR          15,000        17,096
     6.052%    due  10/01/2025
                                      USD          11,300        11,215
     First   Data   Corp.
     4.287%    due  07/08/2022
                                                 2,629        2,626
     Forest    City   Enterprises      LP
     6.199%    due  10/24/2025
                                                 2,200        2,212
     Frontier     Communications        Corp.
     6.060%    due  06/15/2024
                                                 7,425        7,202
     Genworth     Holdings,     Inc.
     6.831%    due  03/07/2023
                                                  398        407
     Golden    Nugget,    Inc.
     5.052%    due  10/04/2023
                                                   1        1
     5.186%    due  10/04/2023
                                                   13        13
     5.277%    due  10/04/2023
                                                   15        16
     GreenSky     Holdings     LLC
     5.563%    due  03/31/2025
                                                 4,876        4,900
     HCA,   Inc.
     4.052%    due  03/18/2023
                                                  826        831
     4.302%    due  03/13/2025
                                                 2,976        2,994
     HD  Supply    Waterworks      Ltd.
                                 14/93


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     5.313%    due  08/01/2024
                                                  317        317
     Hilton    Worldwide     Finance    LLC
     4.031%    due  10/25/2023
                                                 10,682        10,703
     iHeartCommunications,           Inc.   (d)
     8.443%    due  01/30/2019
                                                 45,625        33,183
     9.802%    due  07/30/2019
                                                 6,200        4,499
     Intelsat     Jackson    Holdings     S.A.
     6.045%    due  11/27/2023
                                                 3,800        3,805
     6.625%    due  01/02/2024
                                                 10,100        10,388
     Iqvia,    Inc.
     4.386%    due  01/17/2025
                                                 10,098        10,128
     IRB  Holdings     Corp.
     5.460%    due  02/05/2025
                                                  697        697
     KFC  Holding    Co.
     4.037%    due  04/03/2025
                                                 1,078        1,080
     Kinetic    Concepts,     Inc.
     5.636%    due  02/02/2024
                                                 9,381        9,427
     Klockner     Pentaplast      of  America,     Inc.
     4.750%    due  06/30/2022
                                      EUR            300        323
     Las  Vegas   Sands   LLC
     4.052%    due  03/27/2025
                                      USD           2,574        2,568
     Marriott     Ownership     Resorts,     Inc.
     4.552%    due  08/29/2025
                                                 1,300        1,307
                                             額面         時価

                                            (千通貨)         (千米ドル)
     McDermott     International,        Inc.
     7.302%    due  05/10/2025
                                      USD           2,832        2,812
     Meredith     Corp.
     5.052%    due  01/31/2025
                                                  975        975
     Messer    Industries      LLC
     4.834%    due  10/01/2025
                                                 2,120        2,123
     MGM  Growth    Properties      Operating     Partnership      LP
     4.302%    due  03/21/2025
                                                  605        603
     MH  Sub  I LLC
     6.030%    due  09/13/2024
                                                 1,000        1,005
     Mission    Broadcasting,       Inc.
     4.544%    due  01/17/2024
                                                   63        64
     Multi-Color      Corp.
     4.302%    due  10/31/2024
                                                  174        175
     Neiman    Marcus    Group   Ltd.   LLC
     5.531%    due  10/25/2020
                                                 11,822        10,786
     Nexstar    Broadcasting,       Inc.
     4.544%    due  01/17/2024
                                                  396        397
     Nielsen    Finance    LLC
     4.281%    due  10/04/2023
                                                  394        392
     Ocean   Rig  UDW,   Inc.
     8.000%    due  09/20/2024
                                                 6,693        7,044
     Parexel    International       Corp.
     5.052%    due  09/27/2024
                                                  396        391
     PetSmart,     Inc.
                                 15/93


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     5.280%    due  03/11/2022
                                                 4,865        4,138
     Pisces    Midco,    Inc.
     6.175%    due  04/12/2025
                                                 5,161        5,149
     Post   Holdings,     Inc.
     4.290%    due  05/24/2024
                                                  876        876
     Prestige     Brands,    Inc.
     4.302%    due  01/26/2024
                                                   60        60
     Rebublic     of  Tanzania
     7.839%    due  12/10/2019
                                                 2,600        2,551
     Reynolds     Group   Holdings,     Inc.
     5.052%    due  02/05/2023
                                                  196        196
     RPI  Finance    Trust
     4.386%    due  03/27/2023
                                                 7,018        7,033
     SBA  Senior    Finance    II  LLC
     4.310%    due  04/11/2025
                                                  499        498
     Sequa   Mezzanine     Holdings     LLC
     7.389%    due  11/28/2021
                                                   31        31
     7.408%    due  11/28/2021
                                                 12,498        12,333
     11.520%    due  04/28/2022
                                                  650        644
     Serta   Simmons    Bedding    LLC
     5.774%    due  11/08/2023
                                                  197        179
     Sigma   Holdco    BV
     3.500%    due  07/02/2025
                                      EUR           5,300        6,013
     Sprint    Communications,        Inc.
     4.813%    due  02/02/2024
                                      USD           4,142        4,140
     SS&C   Technologies       Holdings,     Inc.
     4.552%    due  04/16/2025
                                                 8,567        8,535
     Starfruit     Finco   BV
     3.750%    due  10/01/2025
                                      EUR           3,800        4,347
     5.506%    due  10/01/2025
                                      USD           4,900        4,898
     State   of  Rio  De  Janeiro
     6.024%    due  12/20/2020
                                                 6,716        6,531
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Syniverse     Holdings,     Inc.
     7.280%    due  03/09/2023
                                      USD            746        750
     TerraForm     Power   Operating     LLC
     4.302%    due  11/08/2022
                                                  199        199
     Traverse     Midstream     Partners     LLC
     6.600%    due  09/27/2024
                                                  234        236
     Tronox    Blocked    Borrower     LLC
     5.302%    due  09/23/2024
                                                  135        135
     Tronox    Finance    LLC
     5.302%    due  09/23/2024
                                                  361        361
     Unitymedia      Finance    LLC
     4.530%    due  01/15/2026
                                                 1,000        1,000
     Unitymedia      Hessen    GmbH   & Co.  KG
     2.750%    due  01/15/2027
                                      EUR           2,900        3,306
     Univision     Communications,        Inc.
     5.052%    due  03/15/2024
                                      USD          26,641        25,603
                                 16/93


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     Vertiv    Group   Corp.
     6.313%    due  11/30/2023
                                                  251        248
     VICI   Properties      1 LLC
     4.280%    due  12/20/2024
                                                 3,627        3,623
     Vistra    Operations      Co.  LLC
     4.302%    due  08/04/2023
                                                  425        427
     4.552%    due  12/14/2023
                                                  444        445
     West   Corp.
     6.302%    due  10/10/2024
                                                   1        1
     6.527%    due  10/10/2024
                                                  212        212
     Westmoreland       Coal   Co.
     10.562%    due  05/21/2019
                                                  153        156
     WHLN   FIRST   MTG  CO  LEND   2 ASSET   HOTEL
     4.246%    due  07/21/2025
                                                 79,000        79,077
     4.850%    due  02/09/2021
                                                 45,000        45,079
     WHOLE   LOAN   ST  REGIS   ASPEN
     3.200%    due  07/09/2020
                                                 99,000        99,158
     Wyndham    Hotels    & Resorts,     Inc.
     4.052%    due  05/30/2025
                                                         2,502
                                                 2,500
     バンクローン債務証書合計                                                   646,322
     (取得原価 658,315千米ドル)
     社債 33.0%
     銀行および金融 20.4%
     ABH  Financial     Ltd.   Via  Alfa   Holding    Issuance     PLC
     2.626%    due  04/28/2020
                                      EUR           3,028        3,432
     ABN  AMRO   Bank   NV
     1.800%    due  09/20/2019
                                      USD            200        198
     2.450%    due  06/04/2020
                                                 5,900        5,828
     ADLER   Real   Estate    AG
     1.875%    due  04/27/2023
                                      EUR           2,900        3,193
     3.000%    due  04/27/2026
                                                 2,900        3,188
     AerCap    Ireland    Capital    DAC
     3.500%    due  05/26/2022
                                      USD            150        146
     3.750%    due  05/15/2019
                                                 1,850        1,854
     4.250%    due  07/01/2020
                                                 1,405        1,414
     4.500%    due  05/15/2021
                                                  650        657
     4.625%    due  10/30/2020
                                                 4,000        4,063
     5.000%    due  10/01/2021
                                                 1,300        1,335
     AGFC   Capital    Trust   I
     4.186%    due  01/15/2067
                                                 2,200        1,155
     Air  Lease   Corp.
     3.250%    due  03/01/2025
                                                 37,900        35,227
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Akelius    Residential      Property     AB
     1.500%    due  01/23/2022
                                      EUR           3,600        4,162
     3.375%    due  09/23/2020
                                                 2,900        3,480
     Alliance     Data   Systems    Corp.
     4.500%    due  03/15/2022
                                                  173        199
     Ally   Financial,      Inc.
     3.250%    due  11/05/2018
                                      USD           1,400        1,400
                                 17/93

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                                                   半期報告書(内国投資信託受益証券)
     3.500%    due  01/27/2019
                                                 5,240        5,240
     3.750%    due  11/18/2019
                                                 1,060        1,063
     4.125%    due  03/30/2020
                                                 5,800        5,822
     4.250%    due  04/15/2021
                                                 4,660        4,672
     7.500%    due  09/15/2020
                                                  556        591
     8.000%    due  12/31/2018
                                                  400        403
     8.000%    due  03/15/2020
                                                  550        580
     8.000%    due  11/01/2031
                                                 8,949       10,805
     Alpha   Bank   AE
     2.500%    due  02/05/2023
                                      EUR           3,900        4,473
     Ambac   LSNI   LLC
     7.396%    due  02/12/2023
                                      USD          12,727        12,918
     American     International       Group,    Inc.
     5.750%    due  04/01/2048
                                                 2,516        2,382
     American     Tower   Corp.
     3.000%    due  06/15/2023
                                                 1,864        1,787
     Annington     Funding    PLC
     1.650%    due  07/12/2024
                                      EUR           1,600        1,786
     2.646%    due  07/12/2025
                                      GBP           2,200        2,770
     3.184%    due  07/12/2029
                                                  900       1,136
     Ardonagh     Midco   3 PLC
     8.375%    due  07/15/2023
                                                 3,560        4,274
     Army   Hawaii    Family    Housing    Trust   Certificates
     2.680%    due  06/15/2050
                                      USD           8,200        6,112
     Aroundtown      S.A.
     1.000%    due  01/07/2025
                                      EUR           2,800        2,977
     1.625%    due  01/31/2028
                                                 2,100        2,149
     1.875%    due  01/19/2026
                                                  500        548
     2.000%    due  11/02/2026
                                                 2,500        2,733
     3.000%    due  10/16/2029
                                      GBP           7,400        8,938
     Assurant,     Inc.
     4.200%    due  09/27/2023
                                      USD           2,012        2,003
     Athene    Holding    Ltd.
     4.125%    due  01/12/2028
                                                  894        821
     Atrium    European     Real   Estate    Ltd.
     3.000%    due  09/11/2025
                                      EUR           3,100        3,547
     3.625%    due  10/17/2022
                                                  350        426
     AXA  Equitable     Holdings,     Inc.
     3.900%    due  04/20/2023
                                      USD            436        431
     4.350%    due  04/20/2028
                                                 2,610        2,499
     5.000%    due  04/20/2048
                                                 1,518        1,358
     Axis   Bank   Ltd.
     3.250%    due  05/21/2020
                                                 2,200        2,171
     Banco   Bilbao    Vizcaya    Argentaria      S.A.   (b)(c)
     6.750%    due  02/18/2020
                                      EUR           7,600        8,848
     7.000%    due  02/19/2019
                                                 31,200        35,738
     8.875%    due  04/14/2021
                                                 8,600       10,856
     Banco   de  Galicia    y Buenos    Aires   S.A.
     25.980%    due  04/26/2020
                                      ARS          61,000        1,262
     Banco   do  Brasil    S.A.
     6.000%    due  01/22/2020
                                      USD           1,000        1,026
                                 18/93


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                                             額面         時価

                                            (千通貨)         (千米ドル)
     Banco   do  Nordeste     do  Brasil    S.A.
     4.375%    due  05/03/2019
                                      USD           7,300        7,318
     Banco   Espirito     Santo   S.A.
     2.625%    due  05/08/2049      (d)
                                      EUR           3,100        1,089
     Banco   Santander     S.A.
     3.545%    due  04/12/2023
                                      USD            800        803
     3.848%    due  04/12/2023
                                                 1,200        1,162
     4.379%    due  04/12/2028
                                                  800        744
     4.750%    due  03/19/2025      (b)(c)
                                      EUR          10,200        10,138
     6.250%    due  09/11/2021      (b)(c)
                                                 21,400        24,926
     Bank   of  America    Corp.
     3.106%    due  03/05/2024
                                      USD           4,136        4,109
     3.419%    due  12/20/2028
                                                  315        291
     Bank   of  China   Ltd.
     0.182%    due  04/17/2021
                                      EUR           3,020        3,423
     Bank   of  Ireland
     7.375%    due  06/18/2020      (b)(c)
                                                  500        604
     Barclays     Bank   PLC
     7.625%    due  11/21/2022      (b)
                                      USD           7,540        8,063
     14.000%    due  06/15/2019      (c)
                                      GBP           9,970       13,659
     Barclays     PLC
     1.375%    due  01/24/2026
                                      EUR           4,300        4,625
     2.375%    due  10/06/2023
                                      GBP           7,350        9,233
     3.125%    due  01/17/2024
                                                 27,000        34,633
     3.250%    due  02/12/2027
                                                 17,530        21,849
     3.250%    due  01/17/2033
                                                 3,300        3,790
     3.684%    due  01/10/2023
                                      USD            500        484
     3.695%    due  05/16/2024
                                                 8,400        8,335
     4.039%    due  01/10/2023
                                                 1,000        1,016
     4.337%    due  01/10/2028
                                                  700        652
     4.338%    due  05/16/2024
                                                 5,400        5,301
     4.375%    due  01/12/2026
                                                 2,900        2,786
     4.972%    due  05/16/2029
                                                 2,600        2,528
     5.875%    due  09/15/2024      (b)(c)
                                      GBP           5,800        6,922
     6.500%    due  09/15/2019      (b)(c)
                                      EUR          21,200        24,770
     7.000%    due  09/15/2019      (b)(c)
                                      GBP           7,540        9,682
     7.250%    due  03/15/2023      (b)(c)
                                                 14,800        19,444
     7.750%    due  09/15/2023      (b)(c)
                                      USD          11,100        11,102
     7.875%    due  03/15/2022      (b)(c)
                                                 1,200        1,239
     7.875%    due  09/15/2022      (b)(c)
                                      GBP           8,053       10,761
     8.000%    due  12/15/2020      (b)(c)
                                      EUR           4,160        5,166
     8.250%    due  12/15/2018      (b)(c)
                                      USD           5,030        5,060
     Bevco   Lux  Sarl
     1.750%    due  02/09/2023
                                      EUR           5,100        5,732
     BGC  Partners,     Inc.
     5.125%    due  05/27/2021
                                      USD            400        409
     5.375%    due  12/09/2019
                                                 1,450        1,470
     Blackstone      CQP  Holdco    LP
                                 19/93


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     6.000%    due  08/18/2021
                                                 1,300        1,305
     6.500%    due  03/20/2021
                                                 7,400        7,454
     Blackstone      Property     Partners     Europe    Holdings     Sarl
     1.400%    due  07/06/2022
                                      EUR           4,100        4,670
     2.200%    due  07/24/2025
                                                 2,900        3,220
                                             額面         時価

                                            (千通貨)         (千米ドル)
     BNP  Paribas    S.A.
     3.375%    due  01/09/2025
                                      USD          54,443        50,961
     4.400%    due  08/14/2028
                                                 4,200        4,041
     7.000%    due  08/16/2028      (b)(c)
                                                 1,400        1,382
     7.625%    due  03/30/2021      (b)(c)
                                                  600        625
     BOC  Aviation     Ltd.
     2.375%    due  09/15/2021
                                                  570        544
     3.499%    due  09/26/2023
                                                 3,500        3,507
     3.500%    due  01/31/2023
                                                  200        195
     3.609%    due  05/02/2021
                                                 3,380        3,403
     Boston    Properties      LP
     3.200%    due  01/15/2025
                                                  991        943
     BPCE   S.A.
     12.500%    due  09/30/2019      (c)
                                                  700        753
     Brighthouse      Financial,      Inc.
     3.700%    due  06/22/2027
                                                 2,400        2,069
     Brixmor    Operating     Partnership      LP
     3.250%    due  09/15/2023
                                                  300        287
     Brookfield      Finance,     Inc.
     3.900%    due  01/25/2028
                                                 1,988        1,860
     4.700%    due  09/20/2047
                                                 4,240        3,923
     Capital    One  Financial     Corp.
     3.450%    due  04/30/2021
                                                 5,900        5,878
     CBL  & Associates      LP
     5.950%    due  12/15/2026
                                                 1,384        1,156
     China   Construction       Bank   Corp.
     0.281%    due  09/24/2021
                                      EUR           2,000        2,269
     CIT  Group,    Inc.
     4.125%    due  03/09/2021
                                      USD           1,216        1,216
     5.000%    due  08/15/2022
                                                 7,200        7,245
     5.000%    due  08/01/2023
                                                 4,136        4,157
     5.250%    due  03/07/2025
                                                 1,058        1,067
     5.375%    due  05/15/2020
                                                 1,330        1,369
     Citigroup,      Inc.
     3.142%    due  01/24/2023
                                                 2,500        2,442
     Compass    Bank
     2.750%    due  09/29/2019
                                                  700        697
     Cooperatieve       Rabobank     UA
     2.938%    due  04/26/2021
                                                 1,750        1,755
     3.125%    due  04/26/2021
                                                 2,500        2,478
     4.625%    due  12/29/2025      (b)(c)
                                      EUR           3,600        4,050
     5.500%    due  06/29/2020      (b)(c)
                                                 17,610        21,000
     6.625%    due  06/29/2021      (b)(c)
                                                 11,400        14,218
                                 20/93


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     Co-operative       Group   Holdings     2011   Ltd.
     6.875%    due  07/08/2020
                                      GBP           3,430        4,650
     7.500%    due  07/08/2026
                                                  600        895
     Corestate     Capital    Holding    S.A.
     3.500%    due  04/15/2023
                                      EUR          39,300        43,747
     CPI  Property     Group   S.A.
     1.450%    due  04/14/2022
                                                 5,500        6,219
     2.125%    due  10/04/2024
                                                 4,800        5,369
     Credit    Agricole     S.A.
     3.507%    due  04/24/2023
                                      USD           1,000         998
     3.750%    due  04/24/2023
                                                 1,750        1,711
     7.875%    due  01/23/2024      (b)(c)
                                                  496        514
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Credit    Suisse    AG
     4.375%    due  08/05/2020
                                      USD            750        762
     6.500%    due  08/08/2023      (b)
                                                 10,885        11,526
     Credit    Suisse    Group   AG
     2.997%    due  12/14/2023
                                                 3,600        3,426
     3.532%    due  12/14/2023
                                                 3,000        3,025
     3.574%    due  06/12/2024
                                                 2,750        2,757
     3.869%    due  01/12/2029
                                                 33,900        31,519
     4.207%    due  06/12/2024
                                                 3,500        3,480
     4.282%    due  01/09/2028
                                                 6,700        6,428
     7.250%    due  09/12/2025      (b)(c)
                                                 1,800        1,784
     7.500%    due  07/17/2023      (b)(c)
                                                 5,800        5,916
     Credit    Suisse    Group   Funding    Guernsey     Ltd.
     2.750%    due  08/08/2025
                                      GBP            600        757
     3.750%    due  03/26/2025
                                      USD           1,800        1,725
     Crown   Castle    International       Corp.
     3.200%    due  09/01/2024
                                                  604        571
     3.650%    due  09/01/2027
                                                 2,678        2,481
     4.000%    due  03/01/2027
                                                  255        244
     CTR  Partnership      LP
     5.250%    due  06/01/2025
                                                  504        493
     Deutsche     Bank   AG
     0.375%    due  01/18/2021
                                      EUR          73,700        82,269
     2.700%    due  07/13/2020
                                      USD           4,272        4,176
     3.150%    due  01/22/2021
                                                 10,000        9,756
     3.284%    due  01/22/2021
                                                 12,700        12,569
     3.406%    due  07/13/2020
                                                 1,774        1,763
     3.766%    due  02/04/2021
                                                 5,310        5,298
     3.950%    due  02/27/2023
                                                 1,820        1,753
     4.250%    due  10/14/2021
                                                 15,940        15,820
     4.251%    due  05/10/2019
                                                   80        80
     Digital    Euro   Finco   LLC
     2.625%    due  04/15/2024
                                      EUR           1,400        1,675
     Digital    Realty    Trust   LP
     3.700%    due  08/15/2027
                                      USD            92        86
     Digital    Stout   Holding    LLC
                                 21/93


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     2.750%    due  07/19/2024
                                      GBP            400        513
     3.300%    due  07/19/2029
                                                  400        508
     Discover     Bank
     3.350%    due  02/06/2023
                                      USD            900        870
     Emerald    Bay  S.A.
     0.000%    due  10/08/2020
                                      EUR           3,425        3,682
     EPR  Properties
     4.500%    due  06/01/2027
                                      USD           3,650        3,469
     4.750%    due  12/15/2026
                                                  372        360
     4.950%    due  04/15/2028
                                                 1,132        1,096
     Equinix,     Inc.
     2.875%    due  03/15/2024
                                      EUR           5,700        6,551
     2.875%    due  10/01/2025
                                                  500        557
     2.875%    due  02/01/2026
                                                 16,550        18,346
     ERP  Operating     LP
     3.250%    due  08/01/2027
                                      USD            257        242
     3.500%    due  03/01/2028
                                                  792        757
     Eurobank     Ergasias     S.A.
     2.750%    due  11/02/2020
                                      EUR           1,000        1,157
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Fairfax    Financial     Holdings     Ltd.
     2.750%    due  03/29/2028
                                      EUR           6,600        7,524
     4.850%    due  04/17/2028
                                      USD           3,411        3,329
     Fastighets      AB  Balder
     1.125%    due  03/14/2022
                                      EUR           5,745        6,550
     1.875%    due  03/14/2025
                                                 1,100        1,234
     1.875%    due  01/23/2026
                                                 1,470        1,622
     Franshion     Brilliant     Ltd.
     5.750%    due  03/19/2019
                                      USD           1,593        1,605
     Freedom    Mortgage     Corp.
     8.250%    due  04/15/2025
                                                 1,259        1,171
     Globalworth      Real   Estate    Investments      Ltd.
     2.875%    due  06/20/2022
                                      EUR           1,400        1,632
     3.000%    due  03/29/2025
                                                  400        454
     GLP  Capital    LP
     5.250%    due  06/01/2025
                                      USD           1,200        1,209
     5.300%    due  01/15/2029
                                                 3,424        3,377
     Goldman    Sachs   Group,    Inc.
     0.131%    due  12/16/2020
                                      EUR           1,200        1,361
     3.060%    due  02/23/2023
                                      USD          12,900        12,895
     3.200%    due  02/23/2023
                                                 12,900        12,540
     3.814%    due  04/23/2029
                                                 7,100        6,677
     Goodman    Australia     Finance    Pty  Ltd.
     1.375%    due  09/27/2025
                                      EUR            400        437
     Goodman    U.S.   Finance    Three   LLC
     3.700%    due  03/15/2028
                                      USD           2,324        2,164
     Grainger     PLC
     3.375%    due  04/24/2028
                                      GBP           2,000        2,534
     Growthpoint      Properties      International       Pty  Ltd.
                                 22/93


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     5.872%    due  05/02/2023
                                      USD           1,600        1,591
     High   Street    Funding    Trust   II
     4.682%    due  02/15/2048
                                                  300        291
     Host   Hotels    & Resorts    LP
     4.000%    due  06/15/2025
                                                  200        193
     Howard    Hughes    Corp.
     5.375%    due  03/15/2025
                                                 3,600        3,474
     HSBC   Bank   Argentina     S.A.
     25.250%    due  09/27/2019
                                      ARS          53,530        1,360
     HSBC   Holdings     PLC
     2.625%    due  08/16/2028
                                      GBP            360        444
     2.922%    due  05/18/2021
                                      USD           7,000        7,009
     3.033%    due  11/22/2023
                                                 4,900        4,714
     3.262%    due  03/13/2023
                                                  800        782
     3.322%    due  05/18/2024
                                                 3,000        2,994
     3.950%    due  05/18/2024
                                                 2,800        2,773
     4.041%    due  03/13/2028
                                                  700        671
     4.300%    due  03/08/2026
                                                  500        493
     4.750%    due  07/04/2029      (b)(c)
                                      EUR           2,800        2,991
     5.250%    due  09/16/2022      (b)(c)
                                                 7,500        8,868
     5.875%    due  09/28/2026      (b)(c)
                                      GBP           4,500        5,721
     6.000%    due  09/29/2023      (b)(c)
                                      EUR           7,210        8,935
     6.250%    due  03/23/2023      (b)(c)
                                      USD           5,400        5,252
     6.500%    due  03/23/2028      (b)(c)
                                                 9,470        8,902
     Hudson    Pacific    Properties      LP
     3.950%    due  11/01/2027
                                                  363        336
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Hunt   Cos.,   Inc.
     6.250%    due  02/15/2026
                                      USD            462        427
     ICICI   Bank   Ltd.
     3.125%    due  08/12/2020
                                                  200        197
     3.441%    due  12/04/2018
                                                 25,600        25,597
     InCaps    Funding    I Ltd.
     4.321%    due  06/01/2033
                                                 17,521        17,521
     Industrial      & Commercial      Bank   of  China   Ltd.
     2.625%    due  05/26/2020
                                                 1,600        1,574
     3.093%    due  11/08/2020
                                                 2,000        2,001
     ING  Bank   NV
     2.450%    due  03/16/2020
                                                 3,200        3,159
     2.500%    due  10/01/2019
                                                 3,300        3,282
     ING  Groep   NV
     1.000%    due  09/20/2023
                                      EUR           1,100        1,239
     3.398%    due  10/02/2023
                                      USD           4,100        4,101
     4.100%    due  10/02/2023
                                                 6,000        5,966
     4.550%    due  10/02/2028
                                                 4,300        4,233
     Inmobiliaria       Colonial     Socimi    S.A.
     1.625%    due  11/28/2025
                                      EUR           3,000        3,282
     2.000%    due  04/17/2026
                                                 2,900        3,221
     International       Lease   Finance    Corp.
                                 23/93


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     5.875%    due  08/15/2022
                                      USD            500        527
     8.250%    due  12/15/2020
                                                 7,970        8,648
     8.625%    due  01/15/2022
                                                 3,201        3,629
     Intesa    Sanpaolo     SpA  (b)(c)
     7.000%    due  01/19/2021
                                      EUR          26,850        31,069
     7.750%    due  01/11/2027
                                                  660        768
     Intrepid     Aviation     Group   Holdings     LLC
     8.500%    due  08/15/2021
                                      USD           3,970        4,000
     iStar,    Inc.
     4.625%    due  09/15/2020
                                                  137        136
     5.250%    due  09/15/2022
                                                  515        500
     Jefferies     Finance    LLC
     6.875%    due  04/15/2022
                                                 1,000        1,008
     7.250%    due  08/15/2024
                                                  600        590
     7.375%    due  04/01/2020
                                                 6,475        6,572
     7.500%    due  04/15/2021
                                                 1,380        1,394
     JP  Morgan    Chase   Bank   N.A.
     2.848%    due  04/26/2021
                                                 12,400        12,405
     3.086%    due  04/26/2021
                                                 12,400        12,355
     Kasikornbank       PCL
     3.500%    due  10/25/2019
                                                 2,200        2,200
     KBC  Group   NV
     4.250%    due  10/24/2025      (b)(c)
                                      EUR           4,400        4,530
     Kennedy    Wilson    Europe    Real   Estate    Ltd.
     3.250%    due  11/12/2025
                                                 1,400        1,568
     3.950%    due  06/30/2022
                                      GBP            800       1,051
     Kennedy-Wilson,        Inc.
     5.875%    due  04/01/2024
                                      USD           1,320        1,274
     Kojamo    OYJ
     1.500%    due  06/19/2024
                                      EUR           1,200        1,356
     1.625%    due  03/07/2025
                                                 2,400        2,684
     Liberty    Living    Finance    PLC
     2.625%    due  11/28/2024
                                      GBP           1,250        1,586
     3.375%    due  11/28/2029
                                                  500        636
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Lifestorage      LP
     3.500%    due  07/01/2026
                                      USD           1,200        1,105
     LifeStorage      LP
     3.875%    due  12/15/2027
                                                 1,010         940
     Lincoln    Finance    Ltd.
     6.875%    due  04/15/2021
                                      EUR           9,322       10,937
     Lloyds    Bank   PLC
     2.833%    due  05/07/2021
                                      USD           4,000        4,007
     3.300%    due  05/07/2021
                                                 9,600        9,526
     12.000%    due  12/16/2024      (c)
                                                  200        241
     Lloyds    Banking    Group   PLC
     2.250%    due  10/16/2024
                                      GBP           6,600        8,187
     2.907%    due  11/07/2023
                                      USD           3,500        3,330
     3.574%    due  11/07/2028
                                                 5,600        5,043
                                 24/93


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     4.000%    due  03/07/2025
                                      AUD           4,700        3,327
     4.050%    due  08/16/2023
                                      USD           5,800        5,750
     4.375%    due  03/22/2028
                                                 2,200        2,106
     4.450%    due  05/08/2025
                                                 3,400        3,387
     4.550%    due  08/16/2028
                                                 5,000        4,836
     6.375%    due  06/27/2020      (b)(c)
                                      EUR           1,400        1,670
     7.000%    due  06/27/2019      (b)(c)
                                      GBP          38,538        50,167
     7.500%    due  06/27/2024      (b)(c)
                                      USD           2,700        2,730
     7.500%    due  09/27/2025      (b)(c)
                                                 7,700        7,758
     7.625%    due  06/27/2023      (b)(c)
                                      GBP           8,311       11,296
     7.875%    due  06/27/2029      (b)(c)
                                                 4,600        6,570
     LoanCore     Capital    Markets    LLC
     6.875%    due  06/01/2020
                                      USD           1,900        1,920
     Meiji   Yasuda    Life   Insurance     Co.
     5.100%    due  04/26/2048
                                                 3,400        3,375
     Merlin    Properties      Socimi    S.A.
     1.750%    due  05/26/2025
                                      EUR           1,710        1,902
     1.875%    due  11/02/2026
                                                  700        767
     Mitsubishi      UFJ  Lease   & Finance    Co.  Ltd.
     2.652%    due  09/19/2022
                                      USD           1,100        1,048
     Mizuho    Bank   Ltd.
     2.400%    due  03/26/2020
                                                 1,200        1,186
     Mizuho    Financial     Group,    Inc.
     2.601%    due  09/11/2022
                                                 4,700        4,491
     3.211%    due  09/11/2022
                                                 10,200        10,226
     Morgan    Stanley
     2.891%    due  02/10/2021
                                                 12,900        12,909
     3.125%    due  01/23/2023
                                                 12,900        12,496
     3.772%    due  01/24/2029
                                                 3,600        3,415
     National     Australia     Bank   Ltd.
     1.375%    due  07/12/2019
                                                  600        594
     2.625%    due  07/23/2020
                                                  250        247
     National     Bank   of  Greece    S.A.
     2.750%    due  10/19/2020
                                      EUR            800        932
     Nationwide      Building     Society
     3.766%    due  03/08/2024
                                      USD           5,600        5,452
     4.302%    due  03/08/2029
                                                 6,400        6,042
     Natwest    Markets    PLC
     0.581%    due  09/27/2021
                                      EUR           5,100        5,785
     0.625%    due  03/02/2022
                                                  300        335
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Navient    Corp.
     4.875%    due  06/17/2019
                                      USD          10,490        10,542
     5.000%    due  10/26/2020
                                                 4,474        4,510
     5.500%    due  01/15/2019
                                                 17,552        17,640
     5.625%    due  08/01/2033
                                                 1,468        1,201
     5.875%    due  03/25/2021
                                                 14,633        14,834
     6.500%    due  06/15/2022
                                                 3,440        3,505
     6.625%    due  07/26/2021
                                                 3,990        4,115
                                 25/93


                                                           EDINET提出書類
                                               アセットマネジメントOne株式会社(E10677)
                                                   半期報告書(内国投資信託受益証券)
     7.250%    due  01/25/2022
                                                 5,900        6,158
     8.000%    due  03/25/2020
                                                 21,896        22,909
     Nordea    Kredit    Realkreditaktieselskab
     2.000%    due  10/01/2047
                                      DKK           2,648         405
     Nykredit     Realkredit      A/S
     2.500%    due  10/01/2047
                                                 9,787        1,553
     Ontario    Teachers'     Cadillac     Fairview     Properties      Trust
     3.125%    due  03/20/2022
                                      USD            696        682
     Oppenheimer      Holdings,     Inc.
     6.750%    due  07/01/2022
                                                  424        429
     Physicians      Realty    LP
     3.950%    due  01/15/2028
                                                 1,828        1,685
     4.300%    due  03/15/2027
                                                 2,650        2,523
     Preferred     Term   Securities      XVIII   Ltd.
     2.714%    due  09/23/2035
                                                  584        561
     Preferred     Term   Securities      XXIV   Ltd.
     2.634%    due  03/22/2037
                                                 1,338        1,244
     2.714%    due  03/22/2037
                                                 4,918        4,033
     Preferred     Term   Securities      XXV  Ltd.
     2.624%    due  06/22/2037
                                                 30,831        28,211
     Preferred     Term   Securities      XXVI   Ltd.
     2.634%    due  09/22/2037
                                                 50,146        45,883
     Prologis     International       Funding    II  S.A.
     1.750%    due  03/15/2028
                                      EUR            900       1,003
     Provident     Funding    Associates      LP
     6.375%    due  06/15/2025
                                      USD            172        170
     Qatari    Diar   Finance    Co.
     5.000%    due  07/21/2020
                                                 11,400        11,670
     QNB  Finance    Ltd.
     3.688%    due  02/12/2020
                                                 79,800        80,290
     3.693%    due  02/07/2020
                                                 56,200        56,554
     4.096%    due  04/01/2019
                                                  600        604
     Realkredit      Danmark    A/S
     2.500%    due  07/01/2047
                                      DKK           8,514        1,351
     Reckson    Operating     Partnership      LP
     7.750%    due  03/15/2020
                                      USD            500        526
     Royal   Bank   of  Scotland     Group   PLC
     2.000%    due  03/08/2023
                                      EUR           1,900        2,200
     2.000%    due  03/04/2025
                                                 21,750        24,652
     2.500%    due  03/22/2023
                                                 25,700        30,357
     3.498%    due  05/15/2023
                                      USD           4,414        4,249
     3.784%    due  05/15/2023
                                                 3,074        3,091
     3.875%    due  09/12/2023
                                                 7,700        7,416
     4.800%    due  04/05/2026
                                                 2,300        2,271
     5.076%    due  01/27/2030
                                                 10,700        10,501
     7.500%    due  08/10/2020      (b)(c)
                                                 2,900        2,955
     8.000%    due  08/10/2025      (b)(c)
                                                 6,760        6,992
     8.625%    due  08/15/2021      (b)(c)
                                                 4,200        4,426
                                             額面         時価

                                            (千通貨)         (千米ドル)
                                 26/93


                                                           EDINET提出書類
                                               アセットマネジメントOne株式会社(E10677)
                                                   半期報告書(内国投資信託受益証券)
     Sagax   AB
     2.000%    due  01/17/2024
                                      EUR           1,600        1,822
     Santander     Holdings     USA,   Inc.
     3.400%    due  01/18/2023
                                      USD          14,048        13,422
     3.700%    due  03/28/2022
                                                  412        405
     4.400%    due  07/13/2027
                                      USD           1,284        1,200
     4.500%    due  07/17/2025
                                                 3,000        2,938
     Santander     UK  Group   Holdings     PLC
     0.531%    due  03/27/2024
                                      EUR           2,800        3,124
     2.875%    due  08/05/2021
                                      USD           3,600        3,492
     2.920%    due  05/08/2026
                                      GBP           1,220        1,535
     3.373%    due  01/05/2024
                                      USD          55,550        53,065
     3.571%    due  01/10/2023
                                                 1,500        1,450
     3.625%    due  01/14/2026
                                      GBP           1,900        2,498
     3.823%    due  11/03/2028
                                      USD           3,400        3,067
     6.750%    due  06/24/2024      (b)(c)
                                      GBP          16,360        21,397
     7.375%    due  06/24/2022      (b)(c)
                                                 4,100        5,456
     Santander     UK  PLC
     1.625%    due  05/10/2021
                                                 6,300        8,021
     2.941%    due  06/01/2021
                                      USD           2,200        2,210
     3.400%    due  06/01/2021
                                                 5,400        5,364
     SBA  Tower   Trust
     2.877%    due  07/09/2021
                                                 1,500        1,467
     Sberbank     of  Russia    Via  SB  Capital    S.A.
     3.080%    due  03/07/2019
                                      EUR           5,200        5,923
     3.352%    due  11/15/2019
                                                 8,000        9,216
     4.150%    due  03/06/2019
                                      USD           4,200        4,197
     5.180%    due  06/28/2019
                                                 7,200        7,237
     5.717%    due  06/16/2021
                                                  900        916
     6.125%    due  02/07/2022
                                                 10,400        10,685
     SELP   Finance    Sarl
     1.500%    due  11/20/2025
                                      EUR           1,500        1,647
     SL  Green   Operating     Partnership      LP
     3.250%    due  10/15/2022
                                      USD            234        226
     SL  Green   Realty    Corp.
     4.500%    due  12/01/2022
                                                 1,420        1,431
     SMBC   Trust   Account
     3.608%    due  04/09/2021
                                                 5,000        5,008
     Societe    Generale     S.A.   (b)(c)
     6.750%    due  04/06/2028
                                                 2,200        1,944
     7.375%    due  10/04/2023
                                                 11,200        10,906
     8.250%    due  11/29/2018
                                                  800        803
     Society    of  Lloyd's
     4.750%    due  10/30/2024
                                      GBP            800       1,085
     Springleaf      Finance    Corp.
     5.250%    due  12/15/2019
                                      USD          10,070        10,196
     5.625%    due  03/15/2023
                                                 27,700        26,869
     6.000%    due  06/01/2020
                                                 6,232        6,388
     6.125%    due  05/15/2022
                                                 14,223        14,365
     6.875%    due  03/15/2025
                                                 3,161        3,035
     7.750%    due  10/01/2021
                                                 1,780        1,887
                                 27/93


                                                           EDINET提出書類
                                               アセットマネジメントOne株式会社(E10677)
                                                   半期報告書(内国投資信託受益証券)
     8.250%    due  12/15/2020
                                                 23,219        24,902
     Standard     Chartered     PLC
     3.558%    due  01/20/2023
                                                 2,470        2,474
     4.247%    due  01/20/2023
                                                 4,700        4,699
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Starwood     Property     Trust,    Inc.
     3.625%    due  02/01/2021
                                      USD           8,000        7,790
     4.750%    due  03/15/2025
                                                 1,152        1,100
     5.000%    due  12/15/2021
                                                  500        499
     State   Bank   of  India
     3.358%    due  04/06/2020
                                                 14,500        14,546
     Stearns    Holdings     LLC
     9.375%    due  08/15/2020
                                                 1,580        1,584
     STORE   Capital    Corp.
     4.500%    due  03/15/2028
                                                 1,348        1,306
     Sumitomo     Mitsui    Banking    Corp.
     2.514%    due  01/17/2020
                                                 6,300        6,246
     2.799%    due  01/17/2020
                                                 6,300        6,307
     Sumitomo     Mitsui    Financial     Group,    Inc.
     3.102%    due  01/17/2023
                                                 6,300        6,135
     3.189%    due  01/17/2023
                                                 5,670        5,673
     Sumitomo     Mitsui    Trust   Bank   Ltd.
     1.950%    due  09/19/2019
                                                 2,490        2,465
     2.779%    due  09/19/2019
                                                 3,040        3,046
     Summit    Germany    Ltd.
     2.000%    due  01/31/2025
                                      EUR           1,100        1,190
     Tesco   Property     Finance    2 PLC
     6.052%    due  10/13/2039
                                      GBP           5,108        7,852
     Tesco   Property     Finance    3 PLC
     5.744%    due  04/13/2040
                                                  166        251
     Tesco   Property     Finance    ▶ PLC
     5.801%    due  10/13/2040
                                                  402        612
     Tesco   Property     Finance    6 PLC
     5.411%    due  07/13/2044
                                                 2,637        3,854
     TLG  Immobilien      AG
     1.375%    due  11/27/2024
                                      EUR           1,500        1,663
     TP  ICAP   PLC
     5.250%    due  01/26/2024
                                      GBP           1,900        2,330
     Tritax    Big  Box  REIT   PLC
     2.625%    due  12/14/2026
                                                 1,000        1,261
     3.125%    due  12/14/2031
                                                  800       1,000
     Turkiye    Garanti    Bankasi    A/S
     3.588%    due  02/11/2019
                                      USD           5,800        5,753
     U.S.   Capital    Funding    VI  Ltd.
     2.694%    due  07/10/2043
                                                 28,305        25,474
     UBS  AG  (b)
     5.125%    due  05/15/2024
                                                  900        898
     7.625%    due  08/17/2022
                                                 6,000        6,585
     UBS  Group   Funding    Switzerland      AG
                                 28/93


                                                           EDINET提出書類
                                               アセットマネジメントOne株式会社(E10677)
                                                   半期報告書(内国投資信託受益証券)
     2.650%    due  02/01/2022
                                                 7,100        6,856
     2.859%    due  08/15/2023
                                                 1,000         959
     3.491%    due  05/23/2023
                                                 2,000        1,956
     4.125%    due  09/24/2025
                                                 2,870        2,826
     4.125%    due  04/15/2026
                                                 2,500        2,456
     4.253%    due  03/23/2028
                                                 1,800        1,766
     5.750%    due  02/19/2022      (b)(c)
                                      EUR           3,200        3,948
     7.000%    due  02/19/2025      (b)(c)
                                      USD            200        209
     UDR,   Inc.
     3.500%    due  01/15/2028
                                                  410        382
     4.625%    due  01/10/2022
                                                  103        105
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Unique    Pub  Finance    Co.  PLC
     5.659%    due  06/30/2027
                                      GBP           2,308        3,259
     6.542%    due  03/30/2021
                                                  736        988
     7.395%    due  03/28/2024
                                                 1,886        2,678
     Ventas    Realty    LP
     3.250%    due  10/15/2026
                                      USD            100        92
     VEREIT    Operating     Partnership      LP
     3.950%    due  08/15/2027
                                                  380        354
     VICI   Properties      1 LLC
     8.000%    due  10/15/2023
                                                 3,278        3,614
     Virgin    Money   Holdings     UK  PLC
     8.750%    due  11/10/2021      (b)(c)
                                      GBP            200        273
     Vornado    Realty    LP
     3.500%    due  01/15/2025
                                      USD            528        504
     Wells   Fargo   & Co.
     2.125%    due  12/20/2023
                                      GBP           2,100        2,670
     3.000%    due  10/23/2026
                                      USD           2,810        2,573
     3.268%    due  02/11/2022
                                                 6,670        6,726
     Wells   Fargo   Bank   N.A.
     2.977%    due  07/23/2021
                                                 4,700        4,704
     3.325%    due  07/23/2021
                                                 10,600        10,566
     Welltower,      Inc.
     3.950%    due  09/01/2023
                                                  830        829
     4.250%    due  04/15/2028
                                                 1,256        1,228
     Westfield     America    Management      Ltd.
     2.125%    due  03/30/2025
                                      GBP            500        629
     WeWork    Cos.,   Inc.
     7.875%    due  05/01/2025
                                      USD           1,344        1,240
     WPC  Eurobond     BV
     2.125%    due  04/15/2027
                                      EUR           2,100        2,325
     2.250%    due  04/09/2026
                                                         3,837
                                                 3,400
                                                       2,402,158
     工業 9.9%
     AA  Bond   Co.  Ltd.
     2.750%    due  07/31/2023
                                      GBP            400        472
     2.875%    due  01/31/2022
                                                 2,100        2,591
     4.249%    due  07/31/2020
                                                  506        665
                                 29/93


                                                           EDINET提出書類
                                               アセットマネジメントOne株式会社(E10677)
                                                   半期報告書(内国投資信託受益証券)
     4.875%    due  07/31/2024
                                                 1,200        1,534
     AbbVie,    Inc.
     3.375%    due  11/14/2021
                                      USD           5,824        5,797
     3.750%    due  11/14/2023
                                                 3,462        3,433
     4.250%    due  11/14/2028
                                                 4,992        4,822
     Air  Canada    2017-1    Class   B Pass-Through       Trust
     3.700%    due  01/15/2026
                                                  366        352
     Allergan     Funding    SCS
     0.031%    due  06/01/2019
                                      EUR            144        163
     3.000%    due  03/12/2020
                                      USD            500        498
     Altice    Financing     S.A.
     5.250%    due  02/15/2023
                                      EUR          10,200        11,998
     6.625%    due  02/15/2023
                                      USD          13,930        13,823
     7.500%    due  05/15/2026
                                                 1,000         942
     Altice    France    S.A.
     5.625%    due  05/15/2024
                                      EUR          13,920        16,312
     5.875%    due  02/01/2027
                                                 24,000        28,081
     6.250%    due  05/15/2024
                                      USD          15,000        14,437
     7.375%    due  05/01/2026
                                                 14,133        13,581
     8.125%    due  02/01/2027
                                                 4,300        4,268
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Altice    Luxembourg      S.A.
     7.250%    due  05/15/2022
                                      EUR          11,224        12,480
     American     Airlines     2017-2    Class   AA  Pass-Through       Trust
     3.350%    due  10/15/2029
                                      USD            467        444
     Andeavor     Logistics     LP
     3.500%    due  12/01/2022
                                                  144        141
     4.250%    due  12/01/2027
                                                  258        246
     5.500%    due  10/15/2019
                                                  200        204
     AP  Moller    - Maersk    A/S
     1.750%    due  03/16/2026
                                      EUR           2,900        3,184
     2.875%    due  09/28/2020
                                      USD           1,400        1,379
     Arrow   Electronics,       Inc.
     3.250%    due  09/08/2024
                                                  479        449
     Avolon    Holdings     Funding    Ltd.
     5.500%    due  01/15/2023
                                                 3,604        3,595
     Bacardi    Ltd.
     4.450%    due  05/15/2025
                                                 2,000        1,969
     4.700%    due  05/15/2028
                                                 2,600        2,517
     Baidu,    Inc.
     3.875%    due  09/29/2023
                                                 4,100        4,052
     4.375%    due  03/29/2028
                                                 1,400        1,362
     Banff   Merger    Sub,   Inc.
     9.750%    due  09/01/2026
                                                 2,425        2,334
     BAT  Capital    Corp.
     2.297%    due  08/14/2020
                                                  300        294
     Bausch    Health    Cos.,   Inc.
     5.500%    due  11/01/2025
                                                  210        207
     6.500%    due  03/15/2022
                                                 3,835        3,979
                                 30/93


                                                           EDINET提出書類
                                               アセットマネジメントOne株式会社(E10677)
                                                   半期報告書(内国投資信託受益証券)
     7.000%    due  03/15/2024
                                                  901        946
     Baxalta,     Inc.
     2.875%    due  06/23/2020
                                                  828        819
     Bayer   U.S.   Finance    II  LLC
     3.003%    due  06/25/2021
                                                 1,600        1,601
     Boral   Finance    Pty  Ltd.
     3.000%    due  11/01/2022
                                                 1,996        1,922
     Boston    Scientific      Corp.
     3.375%    due  05/15/2022
                                                 2,260        2,231
     6.000%    due  01/15/2020
                                                  300        309
     Broadcom     Corp.
     2.200%    due  01/15/2021
                                                  100        97
     2.375%    due  01/15/2020
                                                  100        99
     2.650%    due  01/15/2023
                                                 6,325        5,938
     3.000%    due  01/15/2022
                                                 6,026        5,838
     3.625%    due  01/15/2024
                                                 1,487        1,426
     3.875%    due  01/15/2027
                                                 8,690        7,993
     Bureau    Veritas    S.A.
     1.875%    due  01/06/2025
                                      EUR           3,200        3,671
     Caesars    Resort    Collection      LLC
     5.250%    due  10/15/2025
                                      USD            86        80
     Campbell     Soup   Co.
     2.834%    due  03/16/2020
                                                 2,490        2,486
     2.964%    due  03/15/2021
                                                 2,030        2,023
     3.950%    due  03/15/2025
                                                 1,539        1,464
     Celgene    Corp.
     2.250%    due  08/15/2021
                                                 3,660        3,535
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Central    Nippon    Expressway      Co.  Ltd.
     2.774%    due  02/15/2022
                                      USD          13,200        13,138
     2.881%    due  08/04/2020
                                                 7,800        7,816
     Charles    River   Laboratories       International,        Inc.
     5.500%    due  04/01/2026
                                                  404        404
     Charter    Communications        Operating     LLC
     3.579%    due  07/23/2020
                                                 1,426        1,424
     4.191%    due  02/01/2024
                                                 4,202        4,273
     4.200%    due  03/15/2028
                                                 1,393        1,307
     4.464%    due  07/23/2022
                                                 1,687        1,708
     4.500%    due  02/01/2024
                                                 1,700        1,705
     4.908%    due  07/23/2025
                                                  992        998
     Chesapeake      Energy    Corp.
     5.686%    due  04/15/2019
                                                  189        190
     Christian     Dior   SE
     0.750%    due  06/24/2021
                                      EUR            300        345
     1.375%    due  06/19/2019
                                                  100        114
     Clear   Channel    Worldwide     Holdings,     Inc.
     6.500%    due  11/15/2022
                                      USD           1,370        1,398
     7.625%    due  03/15/2020
                                                 2,300        2,303
     Cleveland-Cliffs,         Inc.
                                 31/93


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     4.875%    due  01/15/2024
                                                  520        498
     CNH  Industrial      Capital    LLC
     4.375%    due  11/06/2020
                                                  300        304
     4.875%    due  04/01/2021
                                                   80        82
     Comcast    Corp.
     2.738%    due  10/01/2020
                                                 4,008        4,011
     2.848%    due  10/01/2021
                                                 2,242        2,244
     3.038%    due  04/15/2024
                                                 3,632        3,614
     3.700%    due  04/15/2024
                                                 3,180        3,169
     Community     Health    Systems,     Inc.
     5.125%    due  08/01/2021
                                                 17,507        16,675
     6.250%    due  03/31/2023
                                                 26,200        24,194
     8.625%    due  01/15/2024
                                                 10,517        10,662
     Conagra    Brands,    Inc.
     2.908%    due  10/09/2020
                                                  180        180
     CSCEC   Finance    Cayman    I Ltd.
     2.950%    due  11/19/2020
                                                  400        393
     CVS  Health    Corp.
     3.700%    due  03/09/2023
                                                 4,063        4,013
     4.300%    due  03/25/2028
                                                 5,980        5,843
     CVS  Pass-Through       Trust
     7.507%    due  01/10/2032
                                                  722        834
     DAE  Funding    LLC
     4.000%    due  08/01/2020
                                                 2,670        2,653
     4.500%    due  08/01/2022
                                                 13,832        13,521
     5.000%    due  08/01/2024
                                                 9,446        9,233
     Davide    Campari-Milano        SpA
     2.750%    due  09/30/2020
                                      EUR           1,410        1,673
     Dell   International       LLC
     4.420%    due  06/15/2021
                                      USD          11,782        11,887
     Delta   Air  Lines,    Inc.
     2.875%    due  03/13/2020
                                                 1,720        1,705
     3.625%    due  03/15/2022
                                                  920        905
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Diamond    Resorts    International,        Inc.
     7.750%    due  09/01/2023
                                      USD           8,334        8,574
     10.750%    due  09/01/2024
                                                  260        255
     Discovery     Communications        LLC
     2.750%    due  11/15/2019
                                                  304        302
     2.950%    due  03/20/2023
                                                  362        344
     3.950%    due  03/20/2028
                                                  528        492
     DISH   DBS  Corp.
     5.125%    due  05/01/2020
                                                 4,588        4,617
     7.875%    due  09/01/2019
                                                 17,565        18,132
     DP  World   Ltd.
     2.375%    due  09/25/2026
                                      EUR           2,200        2,484
     4.250%    due  09/25/2030
                                      GBP           1,100        1,400
     DR  Horton,    Inc.
     4.000%    due  02/15/2020
                                      USD            290        291
                                 32/93


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     DXC  Technology      Co.
     3.271%    due  03/01/2021
                                                 4,154        4,154
     4.750%    due  04/15/2027
                                                  310        308
     Eastern    Creation     II  Investment      Holdings     Ltd.
     2.750%    due  09/26/2020
                                                 2,300        2,251
     Eastern    Creation     Investment      Holdings     Ltd.
     3.625%    due  03/20/2019
                                                  600        599
     eBay,   Inc.
     3.800%    due  03/09/2022
                                                 3,375        3,385
     EI  Group   PLC
     6.375%    due  02/15/2022
                                      GBP           5,600        7,401
     6.500%    due  12/06/2018
                                                 1,051        1,352
     6.875%    due  02/15/2021
                                                  950       1,320
     EMC  Corp.
     2.650%    due  06/01/2020
                                      USD          31,268        30,432
     Energy    Transfer     Operating     LP
     4.150%    due  10/01/2020
                                                  100        101
     4.200%    due  09/15/2023
                                                 1,354        1,349
     4.950%    due  06/15/2028
                                                 1,962        1,942
     6.000%    due  06/15/2048
                                                  300        298
     Energy    Transfer     Partners     LP
     5.750%    due  09/01/2020
                                                 2,140        2,207
     5.875%    due  03/01/2022
                                                  450        474
     EQT  Corp.
     3.166%    due  10/01/2020
                                                 1,229        1,229
     4.875%    due  11/15/2021
                                                  200        205
     Equifax,     Inc.
     3.184%    due  08/15/2021
                                                 1,668        1,679
     3.600%    due  08/15/2021
                                                  586        581
     Eurofins     Scientific      SE
     2.125%    due  07/25/2024
                                      EUR            800        902
     Exela   Intermediate       LLC
     10.000%    due  07/15/2023
                                      USD            880        919
     Ford   Motor   Credit    Co.  LLC
     2.597%    due  11/04/2019
                                                 1,300        1,285
     5.875%    due  08/02/2021
                                                  400        414
     8.125%    due  01/15/2020
                                                 1,600        1,677
     Fortress     Transportation        & Infrastructure        Investors     LLC
     6.500%    due  10/01/2025
                                                 5,520        5,437
     6.750%    due  03/15/2022
                                                 9,064        9,302
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Fresenius     Medical    Care   U.S.   Finance    II,  Inc.
     4.125%    due  10/15/2020
                                      USD            16        16
     5.625%    due  07/31/2019
                                                  374        380
     Fresenius     U.S.   Finance    II,  Inc.
     4.250%    due  02/01/2021
                                                  190        192
     G4S  International       Finance    PLC
     1.500%    due  01/09/2023
                                      EUR           1,400        1,607
     GATX   Corp.
                                 33/93


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     3.061%    due  11/05/2021
                                      USD           3,900        3,908
     General    Electric     Co.
     5.500%    due  01/08/2020
                                                  950        969
     5.550%    due  05/04/2020
                                                  150        154
     General    Mills,    Inc.
     2.976%    due  04/16/2021
                                                 2,524        2,523
     3.200%    due  04/16/2021
                                                  451        448
     General    Motors    Financial     Co.,   Inc.
     3.150%    due  01/15/2020
                                                  125        124
     3.200%    due  07/13/2020
                                                  800        793
     3.550%    due  04/09/2021
                                                 1,110        1,101
     Gerdau    Holdings,     Inc.
     7.000%    due  01/20/2020
                                                 7,200        7,479
     Greene    King   Finance    PLC
     4.064%    due  03/15/2035
                                      GBP            723        984
     5.106%    due  03/15/2034
                                                  150        220
     5.702%    due  12/15/2034
                                                 4,156        5,016
     Halfmoon     Parent,    Inc.
     3.326%    due  07/15/2023
                                      USD          10,860        10,858
     3.750%    due  07/15/2023
                                                 13,332        13,230
     Harris    Corp.
     3.000%    due  04/30/2020
                                                 5,600        5,598
     Harvest    Operations      Corp.
     2.330%    due  04/14/2021
                                                 2,884        2,773
     HCA,   Inc.
     4.250%    due  10/15/2019
                                                 2,710        2,725
     6.500%    due  02/15/2020
                                                  200        207
     Hilton    Domestic     Operating     Co.,   Inc.
     5.125%    due  05/01/2026
                                                 2,766        2,711
     HOCHTIEF     AG
     2.625%    due  05/28/2019
                                      EUR            653        750
     3.875%    due  03/20/2020
                                                 7,453        8,874
     Hyatt   Hotels    Corp.
     4.850%    due  03/15/2026
                                      USD            100        102
     Hyundai    Capital    America
     3.137%    due  09/18/2020
                                                 3,198        3,200
     iHeartCommunications,           Inc.   (d)
     9.000%    due  12/15/2019
                                                 34,080        24,708
     9.000%    due  03/01/2021
                                                 48,736        35,455
     9.000%    due  09/15/2022
                                                 9,018        6,538
     10.625%    due  03/15/2023
                                                 4,560        3,272
     11.250%    due  03/01/2021
                                                 11,268        7,993
     IHO  Verwaltungs      GmbH
     3.750%    due  09/15/2026      (e)
                                      EUR            100        113
     IMCD   NV
     2.500%    due  03/26/2025
                                                 1,700        1,908
     Imperial     Brands    Finance    PLC
     2.950%    due  07/21/2020
                                      USD           1,300        1,284
                                             額面         時価

                                            (千通貨)         (千米ドル)
                                 34/93


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     Incitec    Pivot   Finance    LLC
     6.000%    due  12/10/2019
                                      USD            160        164
     Intelsat     Connect    Finance    S.A.
     9.500%    due  02/15/2023
                                                 3,960        3,807
     Intelsat     Jackson    Holdings     S.A.
     5.500%    due  08/01/2023
                                                 1,624        1,457
     7.500%    due  04/01/2021
                                                 12,789        12,949
     8.000%    due  02/15/2024
                                                 4,227        4,433
     8.500%    due  10/15/2024
                                                 12,393        12,192
     9.750%    due  07/15/2025
                                                 3,141        3,298
     Intelsat     Luxembourg      S.A.
     7.750%    due  06/01/2021      (d)
                                                 15,908        15,113
     International       Flavors    & Fragrances,      Inc.
     3.400%    due  09/25/2020
                                                 1,750        1,750
     InterXion     Holding    NV
     4.750%    due  06/15/2025
                                      EUR            400        474
     IQVIA,    Inc.
     2.875%    due  09/15/2025
                                                  400        444
     3.250%    due  03/15/2025
                                                  500        574
     JT  International       Financial     Services     BV
     1.125%    due  09/28/2025
                                                 1,100        1,254
     Kinder    Morgan,    Inc.
     7.750%    due  01/15/2032
                                      USD           2,500        3,075
     Kraft   Heinz   Foods   Co.
     2.911%    due  02/10/2021
                                                 1,690        1,694
     Marriott     Ownership     Resorts,     Inc.
     6.500%    due  09/15/2026
                                                 2,004        2,029
     Martin    Marietta     Materials,      Inc.
     2.838%    due  12/20/2019
                                                  680        682
     2.960%    due  05/22/2020
                                                  570        571
     MGM  Resorts    International
     6.625%    due  12/15/2021
                                                  152        160
     6.750%    due  10/01/2020
                                                 6,108        6,379
     Minmetals     Bounteous     Finance    BVI  Ltd.
     3.500%    due  07/30/2020
                                                 1,600        1,587
     Mitchells     & Butlers    Finance    PLC
     2.784%    due  12/15/2030
                                                  659        621
     6.013%    due  12/15/2028
                                      GBP            192        281
     Molnlycke     Holding    AB
     1.875%    due  02/28/2025
                                      EUR            300        344
     MPLX   LP
     3.375%    due  03/15/2023
                                      USD            316        308
     NetApp,    Inc.
     3.300%    due  09/29/2024
                                                 2,610        2,494
     Netflix,     Inc.
     3.625%    due  05/15/2027
                                      EUR           7,727        8,704
     4.625%    due  05/15/2029
                                                 4,800        5,465
     New  Red  Finance,     Inc.
     4.250%    due  05/15/2024
                                      USD           6,073        5,724
     Nexi   Capital    SpA
     4.125%    due  11/01/2023
                                      EUR            100        114
                                 35/93


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     Nidec   Corp.
     0.487%    due  09/27/2021
                                                  900       1,026
     Nokia   OYJ
     4.375%    due  06/12/2027
                                      USD            175        165
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Norwegian     Air  Shuttle    ASA  2016-1    Class   A Pass-Through       Trust
     4.875%    due  05/10/2028
                                      USD            464        455
     Ooredoo    Tamweel    Ltd.
     3.039%    due  12/03/2018
                                                  200        200
     Ortho-Clinical        Diagnostics,       Inc.
     6.625%    due  05/15/2022
                                                 5,091        4,918
     Pacific    National     Finance    Pty  Ltd.
     4.625%    due  09/23/2020
                                                  530        535
     Park   Aerospace     Holdings     Ltd.
     3.625%    due  03/15/2021
                                                 18,709        18,007
     4.500%    due  03/15/2023
                                                 10,570        10,082
     5.250%    due  08/15/2022
                                                 48,447        48,265
     5.500%    due  02/15/2024
                                                 8,672        8,609
     Pelabuhan     Indonesia     III  Persero    PT
     4.500%    due  05/02/2023
                                                 1,600        1,563
     Petroleos     de  Venezuela     S.A.   (d)
     5.375%    due  04/12/2027
                                                 11,932        2,178
     5.500%    due  04/12/2037
                                                 10,372        1,919
     6.000%    due  05/16/2024
                                                 8,083        1,427
     6.000%    due  11/15/2026
                                                 13,183        2,323
     9.000%    due  11/17/2021
                                                  400        86
     9.750%    due  05/17/2035
                                                 4,730        1,029
     Petroleos     Mexicanos
     6.500%    due  03/13/2027
                                                 2,620        2,543
     6.750%    due  09/21/2047
                                                  390        336
     Petronas     Capital    Ltd.
     5.250%    due  08/12/2019
                                                 2,800        2,847
     PetSmart,     Inc.
     5.875%    due  06/01/2025
                                                  674        529
     Phillips     66
     3.086%    due  04/15/2019
                                                 1,000        1,000
     3.186%    due  04/15/2020
                                                  900        900
     QGOG   Constellation       S.A.
     9.500%    due  11/09/2024      (d)(e)
                                                  753        365
     QUALCOMM,     Inc.
     2.900%    due  05/20/2024
                                                  140        133
     QVC,   Inc.
     4.375%    due  03/15/2023
                                                  900        885
     4.450%    due  02/15/2025
                                                  660        628
     4.850%    due  04/01/2024
                                                 2,190        2,162
     5.125%    due  07/02/2022
                                                 3,400        3,444
     5.450%    due  08/15/2034
                                                   50        44
     5.950%    due  03/15/2043
                                                 8,100        7,250
     Radiate    Holdco    LLC
                                 36/93


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     6.875%    due  02/15/2023
                                                 3,210        3,098
     RCI  Banque    S.A.
     0.250%    due  07/12/2021
                                      EUR           1,300        1,460
     Refinitiv     U.S.   Holdings,     Inc.
     4.500%    due  05/15/2026
                                                 15,630        17,761
     6.250%    due  05/15/2026
                                      USD           3,300        3,288
     6.875%    due  11/15/2026
                                      EUR            600        678
     8.250%    due  11/15/2026
                                      USD            850        829
     Rite   Aid  Corp.
     6.125%    due  04/01/2023
                                                 4,940        4,221
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Roadster     Finance    DAC
     1.625%    due  12/09/2024
                                      EUR            700        770
     2.375%    due  12/08/2027
                                                 1,000        1,079
     Rockwell     Collins,     Inc.
     2.800%    due  03/15/2022
                                      USD            194        188
     Russian    Railways     Via  RZD  Capital    PLC
     3.374%    due  05/20/2021
                                      EUR           7,700        9,130
     7.487%    due  03/25/2031
                                      GBP           6,300        9,474
     Sands   China   Ltd.
     4.600%    due  08/08/2023
                                      USD           4,200        4,153
     5.125%    due  08/08/2025
                                                 5,200        5,106
     5.400%    due  08/08/2028
                                                 7,000        6,707
     Scientific      Games   International,        Inc.
     3.375%    due  02/15/2026
                                      EUR            317        335
     SF  Holding    Investment      Ltd.
     4.125%    due  07/26/2023
                                      USD           2,200        2,186
     Shelf   Drilling     Holdings     Ltd.
     8.250%    due  02/15/2025
                                                  473        476
     Shire   Acquisitions       Investments      Ireland    DAC
     2.400%    due  09/23/2021
                                                 3,750        3,605
     SMBC   Aviation     Capital    Finance    DAC
     2.650%    due  07/15/2021
                                                  400        386
     3.000%    due  07/15/2022
                                                  300        288
     4.125%    due  07/15/2023
                                                  200        199
     SoftBank     Group   Corp.
     3.125%    due  09/19/2025
                                      EUR           9,400        9,903
     4.000%    due  04/20/2023
                                                 35,726        42,108
     4.000%    due  09/19/2029
                                                 1,700        1,692
     Spanish    Broadcasting       System,    Inc.
     12.500%    due  04/15/2049      (d)
                                      USD            818        832
     Spectra    Energy    Partners     LP
     3.016%    due  06/05/2020
                                                  500        501
     Spirit    Issuer    PLC
     3.500%    due  12/28/2031
                                      GBP           1,060        1,334
     6.582%    due  03/28/2025
                                                  248        320
     Sprint    Spectrum     Co.  LLC
     3.360%    due  09/20/2021
                                      USD           3,750        3,722
     4.738%    due  03/20/2025
                                                 5,200        5,206
                                 37/93


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                                                   半期報告書(内国投資信託受益証券)
     5.152%    due  03/20/2028
                                                 8,270        8,291
     Starfruit     Finco   BV
     6.500%    due  10/01/2026
                                      EUR            900       1,000
     8.000%    due  10/01/2026
                                      USD            900        875
     Sunoco    Logistics     Partners     Operations      LP
     5.950%    due  12/01/2025
                                                  760        806
     Sunoco    LP
     4.875%    due  01/15/2023
                                                 1,110        1,072
     Syngenta     Finance    NV
     3.698%    due  04/24/2020
                                                  600        598
     3.933%    due  04/23/2021
                                                 1,600        1,593
     4.441%    due  04/24/2023
                                                 5,300        5,220
     4.892%    due  04/24/2025
                                                  800        771
     5.182%    due  04/24/2028
                                                 1,800        1,706
     Tech   Data   Corp.
     3.700%    due  02/15/2022
                                                 2,327        2,279
     4.950%    due  02/15/2027
                                                  910        880
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Telefonica      Emisiones     SAU
     5.134%    due  04/27/2020
                                      USD            230        236
     Telenet    Finance    Luxembourg      Notes   Sarl
     5.500%    due  03/01/2028
                                                 1,600        1,492
     Tencent    Holdings     Ltd.
     3.375%    due  05/02/2019
                                                 1,600        1,602
     Tenet   Healthcare      Corp.
     4.625%    due  07/15/2024
                                                 1,702        1,645
     Teva   Pharmaceutical        Finance    IV  BV
     3.650%    due  11/10/2021
                                                  418        401
     Teva   Pharmaceutical        Finance    IV  LLC
     2.250%    due  03/18/2020
                                                  474        460
     Teva   Pharmaceutical        Finance    Netherlands      II  BV
     0.375%    due  07/25/2020
                                      EUR           4,800        5,363
     3.250%    due  04/15/2022
                                                 11,200        13,102
     Teva   Pharmaceutical        Finance    Netherlands      III  BV
     1.700%    due  07/19/2019
                                      USD            220        216
     2.800%    due  07/21/2023
                                                  208        184
     Textron,     Inc.
     2.891%    due  11/10/2020
                                                 3,770        3,766
     Times   Square    Hotel   Trust
     8.528%    due  08/01/2026
                                                 1,870        2,154
     T-Mobile     USA,   Inc.
     4.750%    due  02/01/2028
                                                  728        337
     Triumph    Group,    Inc.
     4.875%    due  04/01/2021
                                                 2,479        2,347
     5.250%    due  06/01/2022
                                                  486        452
     Ubisoft    Entertainment       S.A.
     1.289%    due  01/30/2023
                                      EUR           1,800        2,041
     UCB  S.A.
     1.875%    due  04/02/2022
                                                 1,500        1,766
                                 38/93


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                                                   半期報告書(内国投資信託受益証券)
     3.750%    due  03/27/2020
                                                  376        447
     4.125%    due  01/04/2021
                                                  150        184
     United    Airlines     2016-1    Class   AA  Pass-Through       Trust
     3.100%    due  07/07/2028
                                      USD            256        242
     United    Group   BV
     4.375%    due  07/01/2022
                                      EUR           1,100        1,287
     4.875%    due  07/01/2024
                                                 1,100        1,291
     United    Technologies       Corp.
     2.965%    due  08/16/2021
                                      USD           1,428        1,430
     3.350%    due  08/16/2021
                                                  292        291
     3.650%    due  08/16/2023
                                                 4,868        4,828
     4.125%    due  11/16/2028
                                                 3,448        3,393
     4.450%    due  11/16/2038
                                                  564        547
     4.625%    due  11/16/2048
                                                 1,028         993
     Univision     Communications,        Inc.
     5.125%    due  05/15/2023
                                                  530        501
     5.125%    due  02/15/2025
                                                 14,170        12,987
     UPCB   Finance    VII  Ltd.
     3.625%    due  06/15/2029
                                      EUR           8,151        9,146
     ViaSat,    Inc.
     5.625%    due  09/15/2025
                                      USD           3,698        3,444
     Virgin    Media   Secured    Finance    PLC
     5.000%    due  04/15/2027
                                      GBP           3,760        4,748
     5.500%    due  01/15/2025
                                                 9,450       12,347
                                             額面         時価

                                            (千通貨)         (千米ドル)
     VMware,    Inc.
     2.300%    due  08/21/2020
                                      USD            654        639
     2.950%    due  08/21/2022
                                                 5,956        5,707
     3.900%    due  08/21/2027
                                                  540        494
     Volkswagen      Bank   GmbH
     0.101%    due  06/15/2021
                                      EUR            900       1,014
     Volkswagen      Financial     Services     AG
     0.250%    due  10/16/2020
                                                 7,960        9,010
     Volkswagen      Financial     Services     NV
     1.875%    due  09/07/2021
                                      GBP           1,800        2,286
     Volkswagen      Leasing    GmbH
     0.132%    due  07/06/2021
                                      EUR           1,000        1,127
     0.250%    due  02/16/2021
                                                 4,688        5,293
     1.000%    due  02/16/2023
                                                 2,464        2,762
     Warner    Media   LLC
     3.800%    due  02/15/2027
                                      USD            246        231
     Western    Digital    Corp.
     4.750%    due  02/15/2026
                                                 5,260        4,865
     Westmoreland       Coal   Co.
     8.750%    due  01/01/2022      (d)
                                                  685        271
     Wind   Tre  SpA
     2.625%    due  01/20/2023
                                      EUR           2,400        2,535
     2.750%    due  01/20/2024
                                                 1,400        1,472
     3.125%    due  01/20/2025
                                                 1,200        1,241
                                 39/93


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                                                   半期報告書(内国投資信託受益証券)
     5.000%    due  01/20/2026
                                      USD           1,000         856
     Wyndham    Destinations,       Inc.
     5.400%    due  04/01/2024
                                                  172        166
     5.750%    due  04/01/2027
                                                  196        182
     Wynn   Macau   Ltd.
     4.875%    due  10/01/2024
                                                  400        364
     5.500%    due  10/01/2027
                                                  600        543
     Yara   International       ASA
     4.750%    due  06/01/2028
                                                 2,205        2,187
     Zimmer    Biomet    Holdings,     Inc.
     3.375%    due  11/30/2021
                                                          122
                                                  124
                                                       1,165,963
     公益 2.7%
     AT&T,   Inc.
     3.386%    due  07/15/2021
                                                 3,419        3,457
     3.450%    due  09/19/2023
                                      AUD           3,630        2,565
     3.514%    due  06/12/2024
                                      USD           6,982        7,007
     4.100%    due  01/19/2026
                                      AUD           3,630        2,558
     4.900%    due  08/15/2037
                                      USD           3,020        2,779
     5.000%    due  03/01/2021
                                                   61        63
     5.300%    due  08/15/2058
                                                 2,590        2,361
     5.650%    due  02/15/2047
                                                   44        43
     BellSouth     LLC
     4.333%    due  04/26/2021
                                                 28,100        28,285
     China   Resources     Gas  Group   Ltd.
     4.500%    due  04/05/2022
                                                  400        404
     CNOOC   Finance    2015   Australia     Pty  Ltd.
     2.625%    due  05/05/2020
                                                  400        395
     Dominion     Energy,    Inc.
     2.914%    due  05/15/2020
                                                 9,370        9,371
     Duke   Energy    Corp.
     2.819%    due  05/14/2021
                                                 3,100        3,109
     3.050%    due  08/15/2022
                                                  600        587
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Duquesne     Light   Holdings,     Inc.
     6.400%    due  09/15/2020
                                      USD           1,000        1,046
     El  Paso   Natural    Gas  Co.  LLC
     8.625%    due  01/15/2022
                                                 1,900        2,162
     Enable    Midstream     Partners     LP
     4.950%    due  05/15/2028
                                                 1,249        1,224
     Enbridge,     Inc.
     2.814%    due  01/10/2020
                                                 8,800        8,788
     3.034%    due  06/15/2020
                                                 4,400        4,406
     Florida    Gas  Transmission       Co.  LLC
     5.450%    due  07/15/2020
                                                  790        813
     Gazprom    Neft   OAO  Via  GPN  Capital    S.A.
     4.375%    due  09/19/2022
                                                 5,550        5,446
     6.000%    due  11/27/2023
                                                 11,200        11,574
     Gazprom    OAO  Via  Gaz  Capital    S.A.
                                 40/93


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     3.375%    due  11/30/2018
                                      CHF           1,100        1,096
     3.389%    due  03/20/2020
                                      EUR           4,900        5,761
     3.600%    due  02/26/2021
                                                 5,500        6,600
     4.950%    due  02/06/2028
                                      USD            200        191
     5.338%    due  09/25/2020
                                      GBP           1,230        1,644
     5.999%    due  01/23/2021
                                      USD           2,322        2,385
     6.510%    due  03/07/2022
                                                 6,398        6,711
     7.288%    due  08/16/2037
                                                  500        553
     8.625%    due  04/28/2034
                                                 2,372        2,909
     9.250%    due  04/23/2019
                                                 20,950        21,456
     Global    Switch    Holdings     Ltd.
     2.250%    due  05/31/2027
                                      EUR            100        112
     Iberdrola     Finance    Ireland    DAC
     5.000%    due  09/11/2019
                                      USD           2,000        2,031
     Israel    Electric     Corp.   Ltd.
     7.250%    due  01/15/2019
                                                  557        562
     Kinder    Morgan    Energy    Partners     LP
     6.850%    due  02/15/2020
                                                 2,750        2,869
     Korea   National     Oil  Corp.
     2.125%    due  04/14/2021
                                                  600        579
     Odebrecht     Drilling     Norbe   VIII/IX    Ltd.
     6.350%    due  12/01/2021
                                                  491        485
     Odebrecht     Offshore     Drilling     Finance    Ltd.
     6.720%    due  12/01/2022
                                                  232        223
     ONEOK,    Inc.
     4.550%    due  07/15/2028
                                                 1,446        1,418
     5.200%    due  07/15/2048
                                                 1,180        1,145
     Petrobras     Global    Finance    BV
     5.299%    due  01/27/2025
                                                  535        512
     5.875%    due  03/07/2022
                                      EUR            800       1,021
     5.999%    due  01/27/2028
                                      USD          11,921        11,337
     6.125%    due  01/17/2022
                                                 6,576        6,831
     6.250%    due  12/14/2026
                                      GBP           2,831        3,771
     6.625%    due  01/16/2034
                                                 2,900        3,754
     6.850%    due  06/05/2115
                                      USD            990        881
     7.375%    due  01/17/2027
                                                 18,022        18,713
     8.375%    due  12/10/2018
                                                 1,000        1,006
     8.750%    due  05/23/2026
                                                 2,340        2,618
     Plains    All  American     Pipeline     LP
     6.650%    due  01/15/2037
                                                  416        446
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Rio  Oil  Finance    Trust   Series    2014-1
     9.250%    due  07/06/2024
                                      USD           2,992        3,205
     Rio  Oil  Finance    Trust   Series    2014-3
     9.750%    due  01/06/2027
                                                  896        975
     Rio  Oil  Finance    Trust   Series    2018-1
     8.200%    due  04/06/2028
                                                 2,800        2,918
     Rockpoint     Gas  Storage    Canada    Ltd.
     7.000%    due  03/31/2023
                                                  150        150
                                 41/93


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     Rosneft    Finance    S.A.
     7.250%    due  02/02/2020
                                                  750        775
     Sabine    Pass   Liquefaction       LLC
     5.625%    due  02/01/2021
                                                  664        687
     Sempra    Energy
     2.784%    due  03/15/2021
                                                 8,200        8,197
     SGSP   Australia     Assets    Pty  Ltd.
     3.300%    due  04/09/2023
                                                  250        243
     Sinopec    Group   Overseas     Development      2015   Ltd.
     2.500%    due  04/28/2020
                                                  200        197
     Sinopec    Group   Overseas     Development      2016   Ltd.
     1.750%    due  09/29/2019
                                                  200        197
     2.125%    due  05/03/2019
                                                  200        199
     Southern     Co.
     2.750%    due  06/15/2020
                                                  396        392
     Sprint    Capital    Corp.
     6.900%    due  05/01/2019
                                                 33,951        34,480
     Sprint    Communications,        Inc.
     7.000%    due  08/15/2020
                                                 17,292        17,940
     9.000%    due  11/15/2018
                                                 1,349        1,353
     Sprint    Corp.
     7.250%    due  09/15/2021
                                                 24,594        25,762
     7.625%    due  03/01/2026
                                                 4,122        4,297
     State   Grid   Overseas     Investment      2014   Ltd.
     2.750%    due  05/07/2019
                                                  900        897
     State   Grid   Overseas     Investment      2016   Ltd.
     2.250%    due  05/04/2020
                                                  200        196
     Transocean      Phoenix    2 Ltd.
     7.750%    due  10/15/2024
                                                 1,680        1,743
     Transocean      Proteus    Ltd.
     6.250%    due  12/01/2024
                                                   46        46
     Verizon    Communications,        Inc.
     2.875%    due  01/15/2038
                                      EUR           1,680        1,873
     3.375%    due  10/27/2036
                                      GBP            680        853
     5.250%    due  03/16/2037                                               1,743
                                      USD           1,690
                                                        317,381
     社債合計                                                  3,885,502
     (取得原価 4,003,507千米ドル)
     転換社債 0.0%
     Caesars    Entertainment       Corp.
     5.000%    due  10/01/2024
                                                         4,157
                                                 2,906
     転換社債合計                                                    4,157
     (取得原価 4,695千米ドル)
                                             額面         時価

                                            (千通貨)         (千米ドル)
     地方債 0.5%
     Chicago,     Illinois,     Build   America    Bonds,    Series    2010
     6.630%    due  02/01/2035
                                      USD            655        684
     6.725%    due  04/01/2035
                                                  280        294
     7.350%    due  07/01/2035
                                                  545        594
     Chicago,     Illinois,     General    Obligation      Bonds,    Series    2003
                                 42/93

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     5.100%    due  06/01/2033
                                                 1,740        1,645
     Chicago,     Illinois,     General    Obligation      Bonds,    Series    2014
     6.314%    due  01/01/2044
                                                  220        214
     Chicago,     Illinois,     General    Obligation      Bonds,    Series    2015
     7.375%    due  01/01/2033
                                                  440        476
     7.750%    due  01/01/2042
                                                  780        828
     Chicago,     Illinois,     General    Obligation      Bonds,    Series    2017
     7.045%    due  01/01/2029
                                                  370        391
     Commonwealth       of  Puerto    Rico,   General    Obligation      Bonds,
     Series    2001
     5.125%    due  07/01/2031      (d)
                                                 17,360        10,459
     Commonwealth       of  Puerto    Rico,   General    Obligation      Bonds,
     Series    2006   (d)
     5.000%    due  07/01/2031
                                                  420        253
     5.250%    due  07/01/2023
                                                  500        301
     5.250%    due  07/01/2026
                                                 1,000         603
     5.250%    due  07/01/2049
                                                  610        366
     Commonwealth       of  Puerto    Rico,   General    Obligation      Bonds,
     Series    2007   (d)
     5.000%    due  07/01/2027
                                                  700        422
     5.000%    due  07/01/2028
                                                   75        45
     5.250%    due  07/01/2032
                                                  400        241
     5.250%    due  07/01/2034
                                                  400        241
     5.250%    due  07/01/2037
                                                  410        247
     Commonwealth       of  Puerto    Rico,   General    Obligation      Bonds,
     Series    2008   (d)
     5.000%    due  07/01/2023
                                                  300        181
     5.125%    due  07/01/2028
                                                  130        78
     5.500%    due  07/01/2032
                                                 10,780        6,495
     5.700%    due  07/01/2023
                                                  685        385
     6.000%    due  07/01/2038
                                                 4,070        2,452
     Commonwealth       of  Puerto    Rico,   General    Obligation      Bonds,
     Series    2009   (d)
     5.750%    due  07/01/2038
                                                  550        331
     6.000%    due  07/01/2039
                                                  215        130
     6.500%    due  07/01/2037
                                                  400        241
     Commonwealth       of  Puerto    Rico,   General    Obligation      Bonds,
     Series    2011   (d)
     5.375%    due  07/01/2030
                                                  685        403
     5.750%    due  07/01/2041
                                                 1,900        1,116
     6.500%    due  07/01/2040
                                                  120        71
     Commonwealth       of  Puerto    Rico,   General    Obligation      Bonds,
     Series    2012   (d)
     4.125%    due  07/01/2022
                                                  500        276
     5.000%    due  07/01/2021
                                                 1,010         593
     5.000%    due  07/01/2041
                                                 3,660        2,150
     5.125%    due  07/01/2037
                                                  800        470
     5.500%    due  07/01/2026
                                                 1,900        1,116
     5.500%    due  07/01/2039
                                                 4,215        2,476
                                 43/93


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                                             額面         時価
                                            (千通貨)         (千米ドル)
     Commonwealth       of  Puerto    Rico,   General    Obligation      Bonds,
     Series    2014
     8.000%    due  07/01/2035      (d)
                                      USD
                                                 13,450        7,969
     Puerto    Rico   Electric     Power   Authority,      Build   America    Bonds,
     Series    2010
     6.050%    due  07/01/2032      (d)
                                                  800        499
     Puerto    Rico   Electric     Power   Authority,      General    Obligation
     Bonds,    Series    2010
     6.125%    due  07/01/2040      (d)
                                                 3,000        1,871
     Salt   Lake,   Utah,   Utah   State   Board   of  Regents    Revenue    Bonds,
     Series    2016
     3.031%    due  09/25/2056
                                                 1,245        1,246
     Salt   Lake,   Utah,   Utah   State   Board   of  Regents    Revenue    Bonds,
     Series    2017
     3.031%    due  01/25/2057
                                                 11,479        11,494
     Travis,    Texas,    Texas   Public    Finance    Authority     Revenue    Bonds,
     Series    2014
     8.250%    due  07/01/2024
                                                          408
                                                  400
     地方債合計                                                    60,755
     (取得原価 37,558千米ドル)
     米国政府関係機関 9.8%
     Fannie    Mae
     2.500%    due  10/01/2022
                                                  377        371
     2.581%    due  05/25/2048
                                                 5,795        5,776
     3.000%    due  05/25/2048
                                                 14,487        13,659
     3.500%    due  08/01/2042
                                                   63        62
     3.500%    due  09/01/2047
                                                  962        938
     3.500%    due  03/01/2048
                                                  250        243
     3.500%    due  04/01/2048
                                                  487        475
     3.919%    due  05/25/2048      (f)
                                                 5,795        1,086
     4.000%    due  07/01/2040
                                                  154        155
     4.000%    due  12/01/2041
                                                  195        194
     4.000%    due  07/01/2042
                                                  324        323
     4.000%    due  08/01/2042
                                                   88        88
     4.000%    due  09/01/2042
                                                  342        341
     4.000%    due  07/01/2045
                                                 2,839        2,852
     4.000%    due  11/01/2045
                                                  499        500
     4.000%    due  03/01/2047
                                                  288        289
     4.000%    due  04/01/2047
                                                 1,035        1,040
     4.000%    due  08/01/2047
                                                 24,296        24,321
     4.000%    due  12/01/2047
                                                  295        295
     4.000%    due  01/01/2048
                                                  250        250
     4.000%    due  08/01/2048
                                                 3,994        3,998
     4.000%    due  09/01/2048
                                                 30,204        30,233
     4.500%    due  05/01/2033
                                                   20        20
     4.500%    due  07/01/2033
                                                   37        38
     4.500%    due  05/01/2034
                                                   10        10
     4.500%    due  05/01/2035
                                                   7        7
     4.500%    due  09/01/2035
                                                   8        9
                                 44/93


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     4.500%    due  02/01/2038
                                                   2        2
     4.500%    due  01/01/2041
                                                  533        539
     4.750%    due  06/01/2033
                                                  216        218
     5.000%    due  10/01/2035
                                                   78        79
     5.000%    due  12/01/2035
                                                  312        319
     5.000%    due  10/01/2036
                                                   7        8
     5.000%    due  05/01/2038
                                                   ▶        ▶
     5.000%    due  11/01/2039
                                                   12        13
     5.000%    due  10/01/2051
                                                  458        471
                                             額面         時価

                                            (千通貨)         (千米ドル)
     5.500%    due  07/01/2033
                                      USD            45        47
     5.500%    due  06/01/2035
                                                  847        882
     5.500%    due  04/01/2036
                                                   2        2
     5.500%    due  11/01/2036
                                                   11        12
     5.500%    due  03/01/2037
                                                   20        20
     5.500%    due  09/01/2037
                                                   25        26
     5.500%    due  02/01/2038
                                                   ▶        ▶
     5.500%    due  04/01/2038
                                                   35        36
     6.000%    due  08/01/2031
                                                   31        31
     6.000%    due  06/01/2032
                                                   8        8
     6.000%    due  09/01/2039
                                                  425        446
     6.000%    due  10/01/2047
                                                   28        29
     6.500%    due  01/01/2037
                                                   5        6
     6.500%    due  10/01/2037
                                                   13        14
     7.000%    due  09/01/2031
                                                   38        38
     7.000%    due  05/01/2037
                                                   3        3
     7.500%    due  09/01/2032
                                                   12        12
     Fannie    Mae,   TBA  (g)
     2.500%    due  12/01/2033
                                                 3,000        2,869
     3.000%    due  12/01/2033
                                                 9,500        9,310
     3.000%    due  12/01/2048
                                                107,600        101,649
     3.000%    due  01/01/2049
                                                 5,000        4,719
     3.500%    due  12/01/2048
                                                251,000        244,012
     3.500%    due  01/01/2049
                                                148,000        143,741
     4.000%    due  12/01/2048
                                                209,825        209,566
     4.000%    due  01/01/2049
                                                173,675        173,264
     Freddie    Mac
     3.000%    due  11/01/2046
                                                  227        215
     3.000%    due  12/01/2047
                                                 8,620        8,161
     3.000%    due  03/01/2048
                                                  500        473
     3.000%    due  06/01/2048
                                                 26,680        25,259
     3.000%    due  07/01/2048
                                                 60,396        57,180
     3.000%    due  09/01/2048
                                                  377        357
     3.500%    due  10/01/2047
                                                 9,419        9,178
     3.500%    due  12/01/2047
                                                 3,609        3,516
     3.500%    due  03/01/2048
                                                 11,542        11,246
     3.500%    due  04/01/2048
                                                 4,416        4,303
     3.500%    due  10/01/2048
                                                 9,969        9,712
     4.000%    due  09/01/2033
                                                   6        6
                                 45/93


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     4.271%    due  06/15/2042      (f)
                                                   88        16
     4.500%    due  12/01/2019
                                                   1        1
     4.500%    due  05/01/2036
                                                   6        6
     5.000%    due  06/01/2034
                                                  483        495
     5.000%    due  08/01/2035
                                                   99       101
     5.000%    due  01/01/2037
                                                   ▶        ▶
     5.000%    due  01/01/2038
                                                   ▶        ▶
     5.500%    due  01/01/2035
                                                 1,561        1,637
     5.500%    due  05/01/2037
                                                   7        7
     5.500%    due  06/01/2037
                                                  279        291
     5.500%    due  07/01/2037
                                                   41        42
     5.750%    due  05/01/2037
                                                  443        474
     6.000%    due  07/01/2037
                                                   52        54
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Freddie    Mac,   TBA  (g)
     3.500%    due  11/01/2048
                                       USD
                                                 20,000        19,469
     3.500%    due  12/01/2048
                                                 15,000        14,585
     Ginnie    Mae
     4.500%    due  01/20/2040
                                                  250        256
     4.500%    due  03/20/2040
                                                   39        39
     5.000%    due  08/20/2030
                                                  849        892
     5.000%    due  05/20/2040
                                                  680        698
     5.000%    due  11/20/2040
                                                   39        40
     5.000%    due  04/20/2041
                                                   27        27
     5.500%    due  05/20/2038
                                                   14        14
     5.500%    due  06/20/2038
                                                  216        222
     5.500%    due  07/20/2038
                                                   86        87
     5.500%    due  08/20/2038
                                                  664        683
     5.500%    due  09/20/2038
                                                  406        417
     5.500%    due  10/20/2038
                                                   47        48
     5.500%    due  01/20/2039
                                                   12        12
     5.500%    due  02/20/2039
                                                   84        86
     5.500%    due  07/20/2039
                                                   65        67
     5.500%    due  09/20/2039
                                                  165        170
     5.500%    due  10/20/2039
                                                  288        295
     5.500%    due  11/20/2039
                                                  435        446
     5.500%    due  12/20/2039
                                                   28        29
     5.500%    due  01/20/2040
                                                  365        374
     5.500%    due  06/20/2040
                                                  573        607
     5.500%    due  07/20/2040
                                                          557
                                                  543
                                                       1,152,830
     米国政府関係機関合計
     (取得原価 1,158,405千米ドル)
     米国長期国債 9.3%
     Treasury     Inflation     Protected     Securities      (h)
     0.125%    due  04/15/2020
                                                 1,184        1,164
     0.375%    due  01/15/2027
                                                   5        5
     0.625%    due  07/15/2021
                                                   78        78
     2.375%    due  01/15/2025
                                                 26,513        28,587
     U.S.   Treasury     Bonds
                                 46/93


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     2.125%    due  08/15/2021
                                                 65,100        63,710
     2.250%    due  08/15/2046
                                                  100        79
     2.500%    due  05/15/2024
                                                 98,000        95,410
     2.750%    due  08/15/2047
                                                 2,830        2,490
     3.000%    due  08/15/2048
                                                  230        213
     3.125%    due  05/15/2048
                                                  180        171
     U.S.   Treasury     Notes
     1.125%    due  09/30/2021
                                                 37,390        35,515
     1.375%    due  08/31/2023
                                                 56,200        52,141
     1.500%    due  01/31/2022
                                                  200        191
     1.625%    due  02/15/2026
                                                 2,200        1,991
     1.750%    due  11/30/2021
                                                 26,400        25,482
     1.750%    due  03/31/2022
                                                 9,300        8,939
     1.750%    due  05/15/2022
                                                 5,400        5,182
     1.750%    due  09/30/2022
                                                 11,500        10,984
     1.875%    due  08/31/2022
                                                 24,200        23,245
     2.000%    due  10/31/2021
                                                 2,700        2,628
     2.000%    due  07/31/2022
                                                 7,400        7,149
     2.000%    due  05/31/2024
                                                 33,500        31,757
     2.000%    due  06/30/2024
                                                142,800        135,225
     2.000%    due  02/15/2025
                                                 11,021        10,355
                                             額面         時価

                                            (千通貨)         (千米ドル)
     2.000%    due  08/15/2025
                                       USD
                                                 1,400        1,308
     2.000%    due  11/15/2026
                                                  800        737
     2.125%    due  12/31/2021
                                                 30,200        29,461
     2.125%    due  06/30/2022
                                                 19,600        19,035
     2.125%    due  07/31/2024
                                                 21,800        20,761
     2.125%    due  09/30/2024
                                                117,000        111,237
     2.250%    due  12/31/2023
                                                 89,100        85,933
     2.250%    due  10/31/2024
                                                203,550        194,756
     2.250%    due  11/15/2024
                                                 63,300        60,531
     2.250%    due  02/15/2027
                                                 28,000        26,220
     2.375%    due  05/15/2027
                                                 5,836        5,509
     2.750%    due  02/15/2024
                                                         2,765
                                                 2,800
                                                       1,100,944
     米国長期国債合計
     (取得原価 1,146,414千米ドル)
     モーゲージバック証券 36.8%
     Accredited      Mortgage     Loan   Trust
     3.226%    due  07/25/2035
                                                 9,806        9,699
     3.976%    due  07/25/2035      (d)
                                                  715        626
     ACE  Securities      Corporation      Home   Equity    Loan   Trust
     2.436%    due  08/25/2036
                                                 8,447        8,226
     3.076%    due  01/25/2035
                                                 1,336        1,325
     3.106%    due  02/25/2034
                                                 6,677        6,541
     3.181%    due  08/25/2035
                                                 5,023        4,848
     Adjustable      Rate   Mortgage     Trust
     3.231%    due  08/25/2035
                                                 7,287        7,079
     AFC  Home   Equity    Loan   Trust
     3.091%    due  06/25/2029
                                                 2,523        2,231
                                 47/93


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     ALESCO    Preferred     Funding    XI  Ltd.
     2.816%    due  12/23/2036
                                                 5,000        4,250
     Alternative      Loan   Trust
     2.451%    due  01/25/2037      (d)
                                                 10,297        10,096
     2.451%    due  07/25/2046
                                                 9,685        9,317
     2.461%    due  07/25/2036
                                                 13,513        12,684
     2.470%    due  09/20/2046
                                                 2,554        2,192
     2.471%    due  08/25/2046      (d)
                                                 19,178        15,325
     2.481%    due  05/25/2036
                                                 23,118        20,769
     2.490%    due  03/20/2046
                                                 11,026        10,041
     2.531%    due  12/25/2046
                                                 26,525        24,008
     2.551%    due  07/25/2036
                                                 23,331        18,905
     2.881%    due  01/25/2036
                                                 3,845        3,738
     3.296%    due  08/25/2035      (d)
                                                  787        738
     3.796%    due  08/25/2035      (d)
                                                  857        816
     4.358%    due  09/25/2034
                                                 1,859        1,813
     5.500%    due  06/25/2035
                                                 9,338        9,336
     5.500%    due  08/25/2035      (d)
                                                  117        113
     5.500%    due  02/25/2036      (d)
                                                   27        24
     6.000%    due  07/25/2037      (d)
                                                 34,803        25,959
     7.000%    due  10/25/2037
                                                 41,809        26,317
     Ameriquest      Mortgage     Securities      Trust
     2.621%    due  04/25/2036
                                                 10,400        10,272
     2.691%    due  03/25/2036
                                                 27,500        25,953
     Ameriquest      Mortgage     Securities,      Inc.   Asset-Backed
     Pass-Through       Certificates
     3.287%    due  09/25/2032
                                                  635        638
     4.036%    due  10/25/2034
                                                 9,000        7,776
     Argent    Mortgage     Loan   Trust
     2.521%    due  05/25/2035
                                                 35,304        33,657
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Argent    Securities      Trust
     2.461%    due  04/25/2036
                                      USD           8,935        3,829
     Argent    Securities,      Inc.   Asset-Backed       Pass-Through
     Certificates
     2.791%    due  10/25/2035
                                                 36,400        35,618
     4.467%    due  09/25/2033
                                                 2,189        2,207
     Asset-Backed       Funding    Certificates       Trust
     2.941%    due  03/25/2035
                                                 9,929        9,925
     3.016%    due  06/25/2035
                                                 12,354        12,118
     Asset-Backed       Pass-Through       Certificates
     3.331%    due  04/25/2035
                                                 7,004        6,919
     Asset-Backed       Securities      Corporation      Home   Equity    Loan
     Trust
     2.591%    due  05/25/2036
                                                 15,933        13,122
     Atrium    Hotel   Portfolio     Trust
     3.710%    due  06/15/2035
                                                 18,395        18,429
     Banc   of  America    Alternative      Loan   Trust   (d)
     5.586%    due  04/25/2022
                                                  270        268
     6.000%    due  07/25/2046
                                                 3,203        2,847
                                 48/93

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     Banc   of  America    Commercial      Mortgage     Trust
     6.041%    due  09/10/2045      (d)
                                                 8,787        8,998
     BCAP   LLC  Trust
     2.365%    due  07/26/2036
                                                  547        527
     5.876%    due  04/26/2037
                                                 5,375        4,421
     6.183%    due  04/26/2036
                                                 9,239        7,686
     Bear   Stearns    Adjustable      Rate   Mortgage     Trust
     4.189%    due  11/25/2034
                                                  376        368
     Bear   Stearns    Alternative-A       Trust
     2.451%    due  04/25/2037
                                                 12,799        10,113
     2.491%    due  11/25/2046
                                                 9,146        9,282
     Bear   Stearns    Asset-Backed       Securities      I Trust
     2.481%    due  04/25/2037      (d)
                                                 4,996        6,669
     2.521%    due  02/25/2037
                                                 8,735        9,686
     2.641%    due  04/25/2036
                                                 12,900        12,812
     2.681%    due  02/25/2036      (d)
                                                 7,436        7,390
     2.681%    due  05/25/2036      (d)
                                                 14,013        7,741
     2.711%    due  12/25/2035
                                                 9,109        9,151
     2.781%    due  12/25/2035
                                                 3,782        3,785
     2.981%    due  11/25/2035      (d)
                                                 5,796        4,692
     3.001%    due  12/25/2035
                                                 10,390        8,141
     3.331%    due  08/25/2037
                                                 27,600        24,956
     4.319%    due  05/25/2036      (f)
                                                 14,013          706
     Bear   Stearns    Asset-Backed       Securities      Trust
     2.541%    due  10/25/2036
                                                 6,408        6,420
     4.241%    due  06/25/2035
                                                 3,853        3,773
     Bear   Stearns    Mortgage     Funding    Trust
     2.481%    due  02/25/2037      (d)
                                                 10,666        10,995
     Bsprt   Issuer    Ltd.
     3.630%    due  06/15/2027
                                                 2,283        2,287
     4.680%    due  06/15/2027
                                                 1,300        1,310
                                             額面         時価

                                            (千通貨)         (千米ドル)
     BX  Trust
     3.160%    due  07/15/2034
                                      USD
                                                 8,592        8,593
     3.200%    due  07/15/2034
                                                 7,271        7,270
     3.430%    due  07/15/2034
                                                 2,261        2,262
     Caesars    Palace    Las  Vegas   Trust
     4.354%    due  10/15/2034
                                                 9,700        9,593
     CBA  Commercial      Small   Balance    Commercial      Mortgage
     5.540%    due  01/25/2039      (d)
                                                 2,052        1,717
     Centex    Home   Equity    Loan   Trust
     2.926%    due  03/25/2035
                                                 5,514        5,461
     CGGS   Commercial      Mortgage     Trust
     3.180%    due  02/15/2037
                                                 23,290        23,293
     3.630%    due  02/15/2037
                                                 9,280        9,310
     4.580%    due  02/15/2037
                                                 22,780        22,885
     CGMS   Commercial      Mortgage     Trust
     3.380%    due  07/15/2030
                                                 16,004        15,952
     ChaseFlex     Trust
                                 49/93


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     2.581%    due  07/25/2037
                                                 1,694        1,594
     Chevy   Chase   Funding    LLC  Mortgage-Backed        Certificates
     2.641%    due  03/25/2035
                                                  843        849
     CIT  Mortgage     Loan   Trust
     3.631%    due  10/25/2037
                                                 20,578        20,847
     Citigroup     Commercial      Mortgage     Trust
     0.254%    due  03/10/2047      (f)
                                                 25,400          405
     Citigroup     Mortgage     Loan   Trust
     2.356%    due  08/25/2036
                                                 15,558        7,459
     2.421%    due  12/25/2036
                                                 6,734        6,572
     2.681%    due  03/25/2037
                                                 15,986        15,916
     2.791%    due  01/25/2036
                                                   40        41
     2.901%    due  12/25/2035
                                                 3,641        3,656
     3.841%    due  08/25/2036
                                                 8,825        8,649
     6.750%    due  05/25/2036      (d)
                                                 14,014        10,601
     Citigroup     Mortgage     Loan   Trust,    Inc.
     2.541%    due  01/25/2037
                                                 1,860        1,842
     2.861%    due  07/25/2035
                                                 3,174        3,198
     3.316%    due  05/25/2035
                                                 6,300        6,124
     Civic   Mortgage     LLC
     4.350%    due  11/25/2022
                                                 1,800        1,800
     COBALT    CMBS   Commercial      Mortgage     Trust
     5.617%    due  04/15/2047
                                                 17,300        17,457
     Commercial      Mortgage     Trust
     0.149%    due  04/10/2047      (f)
                                                 33,000          307
     Conseco    Finance    Corp.
     6.870%    due  04/01/2030
                                                 4,903        5,196
     6.920%    due  12/01/2030
                                                 3,071        3,383
     7.500%    due  03/01/2030
                                                 60,063        42,630
     7.600%    due  04/15/2026
                                                 5,036        4,065
     7.700%    due  09/15/2026
                                                 2,218        2,382
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Countrywide      Asset-Backed       Certificates
     2.421%    due  06/25/2035      (d)
                                      USD           2,718        2,488
     2.421%    due  06/25/2037
                                                 22,935        21,767
     2.421%    due  07/25/2037      (d)
                                                 3,183        2,819
     2.431%    due  04/25/2047      (d)
                                                 8,451        8,144
     2.441%    due  05/25/2037      (d)
                                                 24,425        24,082
     2.451%    due  06/25/2047
                                                 2,477        2,462
     2.461%    due  11/25/2047
                                                 16,875        15,141
     2.501%    due  08/25/2037
                                                 25,800        22,917
     2.511%    due  05/25/2037      (d)
                                                 12,783        11,726
     2.511%    due  10/25/2047
                                                 29,628        28,727
     2.521%    due  05/25/2036
                                                 10,519        7,593
     2.631%    due  03/25/2036      (d)
                                                 2,010        1,841
     2.681%    due  06/25/2036
                                                 6,300        6,215
     2.701%    due  01/25/2045
                                                 7,235        7,221
     2.721%    due  04/25/2036
                                                 10,000        10,006
     2.794%    due  08/26/2033
                                                  478        456
                                 50/93


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     3.011%    due  06/25/2035
                                                 7,000        6,458
     3.031%    due  02/25/2034      (d)
                                                 9,373        9,333
     3.436%    due  06/25/2033      (d)
                                                  831        797
     3.886%    due  01/25/2034      (d)
                                                  478        477
     Countrywide      Home   Loan   Mortgage     Pass-Through       Trust
     3.935%    due  06/25/2034
                                                   2        3
     4.163%    due  11/25/2034
                                                   20        20
     5.500%    due  11/25/2035      (d)
                                                 9,828        8,361
     6.000%    due  07/25/2036
                                                 39,450        33,487
     6.000%    due  11/25/2037
                                                 7,975        6,856
     Credit    Suisse    Mortgage     Capital
     2.386%    due  11/27/2036
                                                 8,096        8,380
     3.000%    due  01/29/2036
                                                 2,885        2,886
     3.000%    due  06/27/2037
                                                 7,757        7,704
     3.000%    due  07/25/2037
                                                  576        574
     3.955%    due  08/28/2036
                                                 2,320        2,327
     6.419%    due  10/26/2036
                                                  392        354
     Credit    Suisse    Mortgage     Capital    Trust
     0.000%    due  01/25/2058
                                                   81        80
     0.000%    due  04/25/2058      (f)
                                                   3        3
     3.030%    due  07/15/2032
                                                 5,200        5,202
     3.280%    due  07/15/2032
                                                 4,000        4,002
     3.480%    due  07/15/2032
                                                 2,400        2,402
     3.530%    due  01/25/2058
                                                 28,029        25,108
     3.703%    due  04/25/2058
                                                 81,424        80,714
     4.057%    due  06/01/2050
                                                174,245        179,311
     4.195%    due  06/25/2050
                                                 44,492        33,842
     Credit-Based       Asset   Servicing     & Securitization        LLC
     6.980%    due  03/25/2046
                                                 4,266        4,298
     Credit-Based       Asset   Servicing     & Securitization        Trust
     2.431%    due  07/25/2036
                                                 5,353        5,326
     CS  First   Boston    Mortgage     Securities      Corp.
     4.731%    due  01/25/2033
                                                 2,644        2,558
                                             額面         時価

                                            (千通貨)         (千米ドル)
     CWABS   Asset-Backed       Certificates       Trust
     2.521%    due  03/25/2037
                                      USD          33,000        30,769
     2.521%    due  03/25/2047      (d)
                                                 26,535        23,591
     3.001%    due  05/25/2036      (d)
                                                 3,028        1,201
     3.331%    due  03/25/2035
                                                 5,500        5,553
     3.406%    due  12/25/2034
                                                 2,294        2,338
     4.561%    due  06/25/2035
                                                 8,644        7,865
     CWHEQ   Revolving     Home   Equity    Loan   Resuritization        Trust
     2.530%    due  03/15/2030
                                                 7,723        7,714
     Deutsche     Alternative-A       Securities      Mortgage     Loan   Trust
     2.441%    due  03/25/2037
                                                 15,112        10,568
     2.611%    due  08/25/2037      (d)
                                                 44,195        38,975
     Deutsche     Alternative-A       Securities,      Inc.   Mortgage     Loan
     Trust
     4.409%    due  10/25/2035      (d)
                                                 17,707        17,204
                                 51/93


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     Deutsche     Mortgage     & Asset   Receiving     Corp.
     2.456%    due  11/27/2036
                                                 6,595        6,435
     Downey    Savings    & Loan   Association      Mortgage     Loan
     Trust
     2.472%    due  10/19/2036      (d)
                                                 14,386        12,837
     2.582%    due  10/19/2045      (d)
                                                 4,694        4,719
     2.612%    due  09/19/2045
                                                 9,020        7,573
     Dragon    Finance    BV
     1.911%    due  07/13/2023
                                      GBP            219        272
     Dutch   Property     Finance    BV
     0.363%    due  01/28/2048
                                      EUR          22,500        25,576
     EMC  Mortgage     Loan   Trust
     3.337%    due  04/25/2042      (d)
                                      USD          10,016        8,531
     3.787%    due  04/25/2042
                                                  345        345
     Encore    Credit    Receivables      Trust
     3.211%    due  11/25/2035
                                                 6,510        6,397
     Eurosail     PLC
     0.972%    due  09/10/2044
                                      GBP           1,001        1,272
     Eurosail-UK      PLC
     1.570%    due  09/13/2045
                                                 6,707        8,346
     1.750%    due  06/13/2045
                                                 16,646        21,139
     FBR  Securitization        Trust
     2.956%    due  10/25/2035
                                      USD          20,968        15,112
     2.961%    due  10/25/2035
                                                 15,721        15,608
     3.046%    due  09/25/2035
                                                 7,500        7,016
     Finsbury     Square    PLC
     1.451%    due  09/12/2065
                                      GBP          35,762        45,588
     First   Franklin     Mortgage     Loan   Trust
     2.431%    due  07/25/2036
                                      USD           1,084        1,080
     2.441%    due  04/25/2036
                                                 7,476        7,305
     2.741%    due  01/25/2036
                                                 10,000        9,302
     2.986%    due  05/25/2036
                                                 6,259        6,331
     3.136%    due  04/25/2035
                                                 5,000        5,028
     First   Horizon    Alternative      Mortgage     Securities      Trust   (d)
     2.719%    due  05/25/2035      (f)
                                                 2,655         209
     2.781%    due  05/25/2035
                                                 2,656        2,178
     6.000%    due  08/25/2036
                                                 7,764        6,315
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Fremont    Home   Loan   Trust
     2.421%    due  02/25/2037
                                      USD          11,247        8,952
     3.301%    due  01/25/2035
                                                 6,493        6,113
     GE  Business     Loan   Trust
     0.718%    due  11/15/2034
                                                 2,979        2,929
     GMAC   Commercial      Mortgage     Asset   Corp.
     5.456%    due  03/10/2051
                                                 12,562        11,993
     Great   Wolf   Trust
     3.280%    due  09/15/2034
                                                 8,400        8,410
     3.480%    due  09/15/2034
                                                 13,900        13,895
     GreenPoint      Mortgage     Funding    Trust
                                 52/93


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     2.841%    due  11/25/2045
                                                  110        94
     Grifonas     Finance    PLC
     0.014%    due  08/28/2039
                                      EUR           1,124        1,159
     GS  Mortgage     Securities      Corp.   II
     3.419%    due  10/10/2032
                                      USD           3,300        3,265
     4.591%    due  10/10/2032
                                                 7,600        7,366
     GSAA   Home   Equity    Trust
     6.500%    due  11/25/2037      (d)
                                                   25        19
     GSAMP   Trust
     2.431%    due  06/25/2036
                                                 4,450        4,423
     2.441%    due  01/25/2037
                                                 24,439        16,597
     2.441%    due  05/25/2046
                                                 1,352        1,342
     2.541%    due  06/25/2036
                                                 20,000        19,072
     2.926%    due  11/25/2035      (d)
                                                 7,838        5,850
     GSMSC   Resecuritization         Trust
     2.396%    due  09/26/2036
                                                 5,801        4,170
     6.259%    due  04/26/2037
                                                 37,656        13,057
     GSR  Mortgage     Loan   Trust
     2.581%    due  03/25/2037
                                                 11,057        4,391
     4.419%    due  03/25/2037      (f)
                                                 11,057        2,090
     HarborView      Mortgage     Loan   Trust
     2.522%    due  12/19/2036      (d)
                                                 1,718        1,599
     2.842%    due  02/19/2036
                                                 20,292        18,803
     2.922%    due  08/19/2045
                                                 13,914        13,563
     Hawksmoor     Mortgages     PLC
     2.206%    due  05/25/2053
                                      GBP           7,174        9,214
     Home   Equity    Asset   Trust
     2.521%    due  10/25/2036
                                      USD          23,475        9,736
     2.591%    due  07/25/2036
                                                  415        417
     Home   Equity    Mortgage     Loan   Asset-Backed       Trust
     2.421%    due  11/25/2036
                                                 21,779        20,701
     2.461%    due  06/25/2036
                                                 5,268        5,115
     2.521%    due  04/25/2037
                                                 18,323        13,829
     3.271%    due  08/25/2035
                                                 5,750        5,687
     HSI  Asset   Securitization        Corp.   Trust
     2.531%    due  05/25/2037
                                                 7,197        6,611
     Hyatt   Hotel   Portfolio     Trust
     2.938%    due  08/09/2032
                                                 2,900        2,895
     4.134%    due  08/09/2032
                                                 1,967        1,969
     Impac   CMB  Trust
     2.961%    due  01/25/2035
                                                 22,388        22,063
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Impac   Secured    Assets    Trust
     2.471%    due  01/25/2037
                                      USD           5,256        4,435
     IMT  Trust
     2.980%    due  06/15/2034
                                                 2,400        2,401
     3.230%    due  06/15/2034
                                                 1,800        1,801
     3.380%    due  06/15/2034
                                                 1,100        1,101
     IndyMac    IMJA   Mortgage     Loan   Trust
                                 53/93


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     6.500%    due  10/25/2037
                                                 11,546        10,037
     IndyMac    IMSC   Mortgage     Loan   Trust
     3.700%    due  06/25/2037      (d)
                                                 14,208        12,296
     IndyMac    INDX   Mortgage     Loan   Trust
     2.461%    due  02/25/2037
                                                 42,870        40,500
     2.471%    due  10/25/2036
                                                 8,117        5,424
     3.537%    due  07/25/2037
                                                 33,248        31,543
     3.566%    due  04/25/2037      (d)
                                                 12,315        11,525
     3.620%    due  04/25/2037
                                                 24,087        22,386
     3.736%    due  03/25/2036      (d)
                                                 7,884        7,203
     3.895%    due  11/25/2036      (d)
                                                 21,936        18,987
     IXIS   Real   Estate    Capital    Trust
     3.046%    due  12/25/2035
                                                 10,012        9,917
     Jefferies     Resecuritization         Trust
     7.511%    due  06/25/2047
                                                 1,110         994
     JP  Morgan    Alternative      Loan   Trust
     2.561%    due  04/25/2047
                                                 4,680        4,616
     3.725%    due  03/25/2036      (d)
                                                  727        682
     5.730%    due  03/25/2036      (d)
                                                  456        495
     JP  Morgan    Chase   Commercial      Mortgage     Securities      Trust
     3.130%    due  10/15/2032
                                                 11,125        11,129
     3.380%    due  10/15/2032
                                                 7,000        7,006
     3.680%    due  10/15/2032
                                                 7,200        7,213
     4.420%    due  10/15/2032
                                                 11,000        11,042
     5.337%    due  05/15/2047
                                                  332        333
     JP  Morgan    Mortgage     Acquisition      Corp.
     2.461%    due  03/25/2036
                                                 17,779        17,510
     JP  Morgan    Mortgage     Acquisition      Trust
     2.481%    due  05/25/2036
                                                 6,835        6,828
     2.531%    due  07/25/2036
                                                 11,062        10,920
     2.551%    due  05/25/2036
                                                 12,851        12,381
     2.551%    due  08/25/2036
                                                 8,600        6,718
     2.551%    due  06/25/2037
                                                 34,606        32,386
     2.561%    due  06/25/2037      (d)
                                                 22,826        19,293
     JP  Morgan    Mortgage     Trust   (d)
     2.581%    due  10/25/2035
                                                 8,776        7,388
     4.090%    due  01/25/2037
                                                 1,160        1,113
     JP  Morgan    Resecuritization         Trust
     3.348%    due  05/26/2037
                                                 13,440        11,135
     3.710%    due  02/26/2037
                                                 5,471        5,343
     Lansdowne     Mortgage     Securities      No.1   PLC
     0.000%    due  06/15/2045
                                      EUR           6,200        6,604
     LB-UBS    Commercial      Mortgage     Trust
     6.114%    due  07/15/2040
                                      USD            67        67
     Legacy    Mortgage     Asset   Trust
     3.992%    due  01/28/2070
                                                188,992        193,571
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Lehman    XS  Trust
     2.471%    due  09/25/2036
                                      USD          11,916        10,418
                                 54/93


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     2.471%    due  12/25/2036
                                                 11,694        8,387
     2.481%    due  02/25/2037
                                                 24,317        23,213
     2.541%    due  02/25/2047
                                                 26,054        23,848
     6.500%    due  06/25/2046
                                                 7,979        7,366
     Liberty    Funding    Pty  Ltd.
     2.510%    due  10/10/2049
                                      AUD            82        58
     3.120%    due  10/10/2049
                                                 16,500        11,674
     Long   Beach   Mortgage     Loan   Trust
     2.471%    due  02/25/2036
                                      USD           7,350        6,188
     2.471%    due  03/25/2046
                                                 39,228        19,069
     2.761%    due  01/25/2046
                                                  310        311
     4.381%    due  06/25/2034
                                                 1,252        1,249
     Madison    Avenue    Manufactured       Housing    Contract     Trust
     5.531%    due  03/25/2032
                                                 3,600        3,684
     MASTR   Adjustable      Rate   Mortgages     Trust
     3.742%    due  04/25/2034
                                                   ▶        ▶
     MASTR   Asset-Backed       Securities      Trust
     2.501%    due  11/25/2036
                                                   37        26
     2.651%    due  01/25/2036
                                                 7,500        6,865
     3.431%    due  08/25/2037
                                                 18,185        15,756
     MASTR   Specialized      Loan   Trust
     2.761%    due  02/25/2036
                                                 5,799        5,103
     Merrill    Lynch   First   Franklin     Mortgage     Loan   Trust
     3.281%    due  10/25/2037
                                                 17,806        18,018
     3.781%    due  10/25/2037
                                                 30,178        30,428
     Merrill    Lynch   Mortgage     Investors     Trust
     2.421%    due  05/25/2037
                                                 24,827        15,229
     2.661%    due  08/25/2035
                                                   30        30
     3.001%    due  07/25/2034
                                                 5,835        5,703
     3.076%    due  09/25/2035
                                                 6,596        6,583
     3.361%    due  10/25/2035
                                                 2,353        2,338
     4.101%    due  02/25/2033
                                                   30        29
     Morgan    Stanley    Asset-Backed       Securities      Capital    I,  Inc.   Trust
     2.406%    due  07/25/2036
                                                 8,517        7,536
     2.431%    due  07/25/2036
                                                 58,767        30,727
     2.521%    due  06/25/2036
                                                 32,000        26,847
     2.531%    due  07/25/2036
                                                 58,479        31,105
     2.551%    due  03/25/2036
                                                 9,601        9,471
     2.986%    due  07/25/2035
                                                 3,105        3,113
     3.016%    due  07/25/2035
                                                 6,912        6,745
     3.196%    due  11/25/2034
                                                 3,529        3,500
     3.281%    due  03/25/2033
                                                  131        129
     3.281%    due  07/25/2037
                                                  549        541
     Morgan    Stanley    Bank   of  America    Merrill    Lynch   Trust
     0.827%    due  11/15/2052      (f)
                                                138,566         7,637
     Morgan    Stanley    Capital    I,  Inc.   Trust
     2.641%    due  02/25/2036      (d)
                                                 18,299        13,836
     Morgan    Stanley    Dean   Witter    Capital    I Trust
     7.602%    due  07/15/2033
                                                 4,175        4,384
     Morgan    Stanley    Home   Equity    Loan   Trust
     2.621%    due  02/25/2036
                                                 13,790        13,072
                                 55/93


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     Morgan    Stanley    IXIS   Real   Estate    Capital
     2.511%    due  07/25/2036
                                                 13,212        7,428
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Morgan    Stanley    Mortgage     Loan   Trust
     3.681%    due  11/25/2037
                                      USD           2,337        1,998
     6.000%    due  12/25/2035      (d)
                                                  974        770
     Morgan    Stanley    Reremic    Trust
     2.376%    due  11/26/2036
                                                 12,808        12,330
     Mortgage     Loan   Trust
     4.870%    due  03/25/2034
                                                 3,310        3,238
     Motel   6 Trust
     3.200%    due  08/15/2034
                                                 29,871        29,888
     3.470%    due  08/15/2034
                                                 26,197        26,213
     4.430%    due  08/15/2034
                                                 2,707        2,714
     Nationslink      Funding    Corporation      Commercial      Loan   Pass-Through
     Certificates
     6.450%    due  01/22/2026
                                                  195        198
     Natixis    Commercial      Mortgage     Securities      Trust
     3.030%    due  02/15/2033
                                                 9,300        9,305
     3.380%    due  02/15/2033
                                                 8,265        8,269
     3.790%    due  11/15/2032
                                                 1,400        1,352
     4.330%    due  02/15/2033
                                                 3,600        3,607
     New  York   Mortgage     Trust
     2.821%    due  04/25/2035
                                                 1,766        1,713
     Newgate    Funding    PLC
     0.957%    due  12/15/2050
                                      GBP          22,200        26,022
     Nomura    Asset   Acceptance      Corporation      Alternative      Loan   Trust
     5.034%    due  05/25/2035      (d)
                                      USD           5,014        3,735
     Nomura    Home   Equity    Loan,   Inc.   Home   Equity    Loan   Trust
     2.791%    due  05/25/2035
                                                 7,400        7,061
     5.745%    due  10/25/2036      (d)
                                                 25,528        10,394
     Nomura    Resecuritization         Trust
     1.535%    due  03/26/2037
                                                 8,819        5,324
     3.752%    due  11/26/2036
                                                 3,892        3,900
     NovaStar     Mortgage     Funding    Trust
     2.441%    due  10/25/2036
                                                 7,084        4,473
     2.481%    due  09/25/2037
                                                 43,034        41,896
     2.601%    due  05/25/2036
                                                 17,302        17,126
     3.001%    due  10/25/2035
                                                 2,500        2,416
     Oncilla    Mortgage     Funding    PLC
     2.201%    due  12/12/2043
                                      GBP          10,392        13,395
     Option    One  Mortgage     Loan   Trust
     2.381%    due  02/25/2037
                                      USD           6,524        4,128
     2.401%    due  03/25/2037
                                                 18,657        16,938
     2.421%    due  03/25/2037
                                                 53,319        48,047
     Paragon    Mortgages     No.13   PLC
     1.042%    due  01/15/2039
                                      GBP           3,995        4,877
     Park   Place   Securities,      Inc.   Asset-Backed       Pass-Through
     Certificates
     2.771%    due  09/25/2035
                                      USD           4,713        4,722
                                 56/93

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     2.801%    due  09/25/2035      (d)
                                                 25,075        21,813
     People's     Financial     Realty    Mortgage     Securities      Trust
     2.441%    due  09/25/2036
                                                 28,896        8,890
     PFP  Ltd.
     3.160%    due  07/14/2035
                                                 5,513        5,518
     3.530%    due  07/14/2035
                                                 3,139        3,144
     Popular    Asset-Backed       Securities      Mortgage     Pass-Through       Trust
     (d)
     2.591%    due  11/25/2036
                                                 11,582        8,407
     5.250%    due  07/25/2035
                                                 9,601        7,766
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Precise    Mortgage     Funding    PLC
     1.451%    due  12/12/2054
                                      GBP           6,096        7,753
     Quest   Trust
     3.706%    due  03/25/2035
                                      USD           6,060        5,761
     RAAC   Trust
     2.751%    due  02/25/2036      (d)
                                                 6,250        5,964
     3.031%    due  06/25/2047
                                                 23,049        16,106
     RBSGC   Mortgage     Loan   Trust
     6.000%    due  01/25/2037      (d)
                                                   9        8
     RBSSP   Resecuritization         Trust
     2.718%    due  04/26/2037
                                                  177        177
     Renaissance      Home   Equity    Loan   Trust
     2.641%    due  11/25/2034
                                                   63        59
     3.281%    due  09/25/2037
                                                   60        49
     5.612%    due  04/25/2037
                                                 10,165        4,854
     5.675%    due  06/25/2037      (d)
                                                 3,910        1,756
     Renoir    CDO  BV
     0.532%    due  10/07/2095
                                      EUR           3,624        4,108
     1.582%    due  10/07/2095
                                                 5,490        6,212
     5.184%    due  10/07/2095
                                                 5,159        5,898
     Residential      Accredit     Securities      Corporation      Trust
     2.431%    due  01/25/2037
                                      USD           2,188        2,172
     2.441%    due  11/25/2036      (d)
                                                 6,969        6,679
     2.501%    due  02/25/2037
                                                 14,000        13,029
     2.581%    due  01/25/2037
                                                 36,989        21,863
     2.611%    due  04/25/2036
                                                 17,500        17,420
     2.931%    due  09/25/2035
                                                 7,400        7,350
     3.046%    due  03/25/2034
                                                 4,110        4,125
     3.856%    due  04/25/2034
                                                 1,804        1,702
     Residential      Asset   Mortgage     Products     Trust
     2.501%    due  10/25/2034
                                                 2,267        2,219
     2.621%    due  12/25/2035
                                                 17,489        14,949
     2.781%    due  09/25/2035
                                                 12,591        12,233
     2.941%    due  10/25/2035
                                                 4,024        4,047
     2.956%    due  11/25/2035
                                                 13,000        12,817
     Residential      Asset   Securitization        Trust
     5.500%    due  10/25/2035      (d)
                                                 4,618        4,387
     Residential      Mortgage     Securities      29  PLC
                                 57/93


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     1.754%    due  12/20/2046
                                      GBP          10,233        13,106
     Residential      Mortgage     Securities      30  PLC
     1.604%    due  03/20/2050
                                                 12,593        16,069
     Ripon   Mortgages     PLC
     1.605%    due  08/20/2056
                                                 21,413        27,382
     Rochester     Financing     No.2   PLC
     2.100%    due  06/20/2045
                                                 8,048       10,357
     Saxon   Asset   Securities      Trust
     3.076%    due  03/25/2035      (d)
                                      USD           2,192        2,147
     3.331%    due  06/25/2033
                                                 1,280        1,282
     4.031%    due  12/25/2037
                                                 6,794        6,811
     Securitized      Asset-Backed       Receivables      LLC  Trust
     2.551%    due  03/25/2036
                                                 9,546        8,872
     3.331%    due  03/25/2035
                                                 8,650        8,065
     Sequoia    Mortgage     Trust
     2.480%    due  05/20/2035
                                                 3,467        3,428
     2.800%    due  06/20/2034
                                                   55        53
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Sestante     Finance    Srl
     0.000%    due  07/23/2046
                                      EUR          13,850        13,458
     SG  Mortgage     Securities      Trust
     2.461%    due  02/25/2036
                                      USD           6,272        4,232
     Slate   No.1   PLC
     2.258%    due  01/24/2051
                                      GBP           7,819       10,036
     2.658%    due  01/24/2051
                                                 2,600        3,346
     Slate   No.2   PLC
     0.000%    due  10/24/2044
                                                   1     13,082
     Soundview     Home   Loan   Trust
     2.521%    due  07/25/2036
                                      USD          24,020        21,948
     2.561%    due  06/25/2036      (d)
                                                 5,699        2,577
     2.591%    due  06/25/2036      (d)
                                                 44,153        24,112
     2.931%    due  03/25/2036
                                                 8,102        4,735
     Specialty     Underwriting       & Residential      Finance    Trust
     3.256%    due  12/25/2035
                                                 2,649        2,649
     3.261%    due  10/25/2035
                                                 3,332        3,280
     Stonemont     Portfolio     Trust
     3.130%    due  08/20/2030
                                                 26,145        26,152
     3.380%    due  08/20/2030
                                                 11,233        11,244
     Structured      Adjustable      Rate   Mortgage     Loan   Trust
     2.601%    due  10/25/2035
                                                 9,713        9,131
     2.931%    due  08/25/2035
                                                 15,092        13,022
     3.346%    due  05/25/2035      (d)
                                                  123        106
     3.944%    due  06/25/2037
                                                 9,836        9,625
     4.997%    due  07/25/2035      (d)
                                                 3,721        2,898
     Structured      Asset   Investment      Loan   Trust
     2.431%    due  06/25/2036
                                                 13,010        12,660
     3.001%    due  04/25/2035
                                                 4,440        4,455
     3.081%    due  02/25/2034
                                                 33,062        33,127
     3.481%    due  12/25/2034
                                                 10,983        10,999
                                 58/93


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     Structured      Asset   Mortgage     Investments      II  Trust
     2.491%    due  09/25/2047      (d)
                                                 39,499        39,079
     2.957%    due  04/19/2035
                                                 4,262        4,146
     Structured      Asset   Mortgage     Investments      Trust
     2.942%    due  09/19/2032
                                                   58        57
     Structured      Asset   Securities      Corporation      Mortgage     Loan
     Trust
     2.411%    due  05/25/2036
                                                 15,978        15,254
     2.531%    due  05/25/2036
                                                 5,945        5,327
     2.541%    due  04/25/2036
                                                  999        994
     2.591%    due  07/25/2036
                                                 38,871        37,921
     2.781%    due  04/25/2031
                                                 8,945        8,833
     3.211%    due  11/25/2035
                                                 19,865        19,844
     Sutherland      Commercial      Mortgage     Loans
     3.192%    due  05/25/2037
                                                 1,992        1,998
     Taurus    CMBS   UK  DAC
     2.202%    due  05/01/2022
                                      GBP            661        845
     Taurus    UK  DAC
     1.654%    due  11/17/2027
                                                 11,540        14,728
     Terwin    Mortgage     Trust
     3.661%    due  03/25/2035
                                      USD           2,436        2,345
     Theatre    Hospitals     No.1   PLC
     3.813%    due  10/15/2031
                                      GBP           1,410        1,679
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Theatre    Hospitals     No.2   PLC
     3.813%    due  10/15/2031
                                      GBP            663        792
     Trinidad     Mortgage     Securities      PLC
     1.608%    due  01/24/2059
                                                 38,949        49,538
     Trinity    Square    PLC
     1.963%    due  07/15/2051
                                                  596        766
     Truman    Capital    Mortgage     Loan   Trust
     2.541%    due  03/25/2036
                                      USD           3,171        3,120
     Twin   Bridges    PLC
     1.582%    due  09/12/2044
                                      GBP          17,572        22,433
     VOLT   LX  LLC
     3.250%    due  06/25/2047
                                      USD          18,745        18,642
     VOLT   LXIV   LLC
     3.375%    due  10/25/2047
                                                 3,493        3,473
     Waldorf    Astoria    Boca   Raton   Trust
     3.630%    due  06/15/2029
                                                 6,100        6,107
     WaMu   Mortgage     Pass-Through       Certificates       Trust
     3.001%    due  01/25/2045
                                                  153        148
     Warwick    Finance    Residential      Mortgages     Number    Three
     PLC
     0.000%    due  12/31/2049
                                      GBP             1       571
     0.000%    due  12/31/2049
                                                   1      3,557
     1.604%    due  12/21/2049
                                                 50,326        63,924
     2.304%    due  12/21/2049
                                                 4,921        6,301
     2.804%    due  12/21/2049
                                                 2,460        3,156
     3.304%    due  12/21/2049
                                                 1,406        1,804
                                 59/93

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     3.804%    due  12/21/2049
                                                 1,406        1,807
     Washington      Mutual    Mortgage     Pass-Through       Certificates
     WMALT   Trust   (d)
     2.796%    due  10/25/2046
                                      USD          19,587        13,981
     5.500%    due  11/25/2035
                                                  135        126
     Wells   Fargo   Home   Equity    Asset-Backed       Securities      Trust
     2.491%    due  03/25/2037
                                                 2,671        2,548
     2.551%    due  07/25/2036
                                                 10,000        9,876
     Wells   Fargo   Home   Equity    Trust   Mortgage     Pass-Through
     Certificates
     2.581%    due  04/25/2034
                                                 7,703        7,547
     Wells   Fargo   Mortgage-Backed        Securities      Trust
     4.345%    due  05/25/2036
                                                 24,548        24,941
     4.737%    due  10/25/2036      (d)
                                                 4,469        4,510
     4.739%    due  10/25/2036      (d)
                                                  515        495
     WFCG   Commercial      Mortgage     Trust
     6.000%    due  11/15/2029
                                                 3,455        3,451
     WFRBS   Commercial      Mortgage     Trust
     0.431%    due  03/15/2047      (f)
                                                          203
                                                 8,800
                                                       4,334,529
     モーゲージバック証券合計
     (取得原価 4,322,419千米ドル)
                                             額面         時価

                                            (千通貨)         (千米ドル)
     アセットバック証券 7.9%
     AASET   Trust
     3.967%    due  05/16/2042
                                      USD            439        435
     Aircraft     Certificate      Owner   Trust
     7.001%    due  09/20/2022
                                                  564        578
     American     Homes   ▶ Rent   Trust
     6.231%    due  10/17/2036
                                                 1,150        1,237
     Arbor   Realty    Commercial      Real   Estate    Notes   Ltd.
     3.270%    due  08/15/2027
                                                 7,960        7,974
     Avant   Loans   Funding    Trust
     2.290%    due  06/15/2020
                                                  386        385
     Avery   Point   III  CLO  Ltd.
     3.565%    due  01/18/2025
                                                 2,024        2,027
     B&M  CLO  Ltd.
     3.166%    due  04/16/2026
                                                 14,726        14,716
     BFNS
     3.994%    due  01/25/2029
                                                 55,050        55,028
     Black   Diamond    CLO  Ltd.
     3.499%    due  02/06/2026
                                                 6,329        6,335
     BSPRT   Issuer    Ltd.
     3.330%    due  03/15/2028
                                                 17,350        17,392
     4.830%    due  03/15/2028
                                                 8,960        9,011
     5.730%    due  03/15/2028
                                                 4,050        4,085
     Business     Loan   Express    Business     Loan   Trust
     2.571%    due  09/25/2038
                                                 2,479        2,363
     2.831%    due  09/25/2038
                                                 1,202        1,119
     3.381%    due  09/25/2038
                                                   87        82
     Cairn   CLO  III  BV
                                 60/93

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     0.650%    due  10/20/2028
                                      EUR           9,400       10,639
     Cairn   CLO  VI  BV
     0.790%    due  07/25/2029
                                                 5,520        6,261
     Capitalsource       Real   Estate    Loan   Trust
     2.859%    due  01/20/2037
                                      USD           7,962        7,962
     2.981%    due  01/20/2037
                                                 16,100        15,448
     3.081%    due  01/20/2037
                                                 4,800        4,534
     Carlyle    Global    Market    Strategies      Euro   CLO  Ltd.
     0.664%    due  08/15/2027
                                      EUR           7,400        8,394
     Castlelake      Aircraft     Securitization        Trust
     4.125%    due  06/15/2043
                                      USD           3,710        3,693
     Catamaran     CLO  Ltd.
     3.359%    due  01/27/2028
                                                 7,200        7,177
     Cavendish     Square    Funding    PLC
     0.281%    due  02/11/2055
                                      EUR           1,143        1,288
     0.621%    due  02/11/2055
                                                 1,500        1,657
     CPS  Auto   Receivables      Trust
     1.870%    due  03/15/2021
                                      USD            598        596
     Crown   Point   CLO  5 Ltd.
     3.389%    due  07/17/2028
                                                 6,300        6,300
     Denali    Capital    CLO  X LLC
     3.558%    due  10/26/2027
                                                 11,000        11,004
     Dryden    35  Euro   CLO  BV
     0.679%    due  05/17/2027
                                      EUR          17,285        19,607
     Emerson    Park   CLO  Ltd.
     3.636%    due  07/15/2025
                                      USD          13,030        13,042
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Euromax    VI  ABS  Ltd.
     0.000%    due  04/18/2097
                                      EUR            65        73
     FAB  CBO  BV
     0.734%    due  08/20/2080      (d)
                                                  500        521
     FAB  UK  Ltd.
     1.250%    due  12/06/2045
                                      GBP           2,104        2,571
     Figueroa     CLO  Ltd.
     3.188%    due  06/20/2027
                                      USD          19,900        19,906
     Gateway    Casinos    & Entertainment       Ltd.
     5.000%    due  03/12/2038
                                      CAD           9,227        6,910
     Goodgreen
     3.930%    due  10/15/2053
                                      USD          10,618        10,546
     Halcyon    Loan   Advisors     Funding    Ltd.
     3.543%    due  08/01/2025
                                                 2,538        2,542
     3.569%    due  10/22/2025
                                                 5,800        5,800
     Harley    Marine    Financing     LLC
     5.682%    due  05/15/2043
                                                 5,826        5,397
     JMP  Credit    Advisors     CLO  IIIR   Ltd.
     3.299%    due  01/17/2028
                                                 32,994        32,996
     LP  Credit    Card   Asset-Backed       Securities      Master    Trust
     3.830%    due  08/20/2024
                                                 7,922        7,926
     METAL   LLC
                                 61/93


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     4.581%    due  10/15/2042
                                                 17,295        17,228
     MMcapS    Funding    XVII   Ltd.
     2.671%    due  12/01/2035
                                                 1,063        1,041
     Monarch    Grove   CLO
     3.370%    due  01/25/2028
                                                 20,900        20,832
     National     Collegiate      Student    Loan   Trust
     2.456%    due  07/25/2030
                                                 2,718        2,682
     2.491%    due  11/25/2027
                                                  791        790
     2.557%    due  03/26/2029
                                                 19,012        18,797
     2.571%    due  10/25/2033
                                                 19,278        18,657
     2.753%    due  06/25/2029
                                                 4,962        4,914
     Navient    Private    Education     Loan   Trust
     4.430%    due  12/15/2045
                                                 8,205        8,569
     Navient    Student    Loan   Trust
     3.437%    due  03/25/2066
                                                 2,649        2,697
     Nelnet    Student    Loan   Trust
     2.881%    due  03/25/2030
                                                 7,815        7,863
     3.081%    due  09/25/2065
                                                 5,641        5,695
     3.270%    due  07/27/2048
                                                 4,293        4,335
     OCP  CLO  Ltd.
     3.299%    due  04/17/2027
                                                 16,800        16,810
     3.328%    due  10/26/2027
                                                 25,200        25,207
     Octagon    Investment      Partners     XXIII   Ltd.
     3.286%    due  07/15/2027
                                                 25,300        25,306
     Pangaea    ABS  SPV
     0.041%    due  12/28/2096
                                      EUR            79        90
     0.151%    due  12/28/2096
                                                 9,900       11,084
     Penta   CLO  2 BV
     0.790%    due  08/04/2028
                                                 16,600        18,825
     Sapphire     Aviation     Finance
     4.250%    due  03/15/2040
                                      USD          34,535        34,601
     Saranac    CLO  III  Ltd.
     3.466%    due  06/22/2030
                                                 27,300        27,327
                                             額面         時価

                                            (千通貨)         (千米ドル)
     SCF  RC  Funding    II  LLC
     4.100%    due  06/25/2047
                                      USD           4,605        4,510
     Securitized      Term   Auto   Receivables      Trust
     1.775%    due  01/27/2020
                                                  723        722
     SLM  Private    Credit    Student    Loan   Trust
     2.534%    due  06/15/2023
                                                 5,300        5,294
     Sofi   Consumer     Loan   Program    LLC
     2.770%    due  05/25/2026
                                                 2,134        2,114
     Sofi   Professional       Loan   Program    LLC
     2.650%    due  09/25/2040
                                                 3,200        3,099
     Sorrento     Park   CLO  DAC
     0.631%    due  11/16/2027
                                      EUR          21,650        24,531
     Spirit    Master    Funding    LLC
     4.360%    due  12/20/2047
                                      USD          20,143        19,997
     SpringCastle       America    Funding    LLC
                                 62/93


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     3.050%    due  04/25/2029
                                                 2,012        1,999
     Springleaf      Funding    Trust
     2.680%    due  07/15/2030
                                                 22,700        22,234
     St  Paul's    CLO  VI  DAC
     0.850%    due  08/20/2030
                                      EUR           3,600        4,084
     Starwood     Waypoint     Homes   Trust
     3.230%    due  01/17/2035
                                      USD          11,702        11,690
     3.450%    due  01/17/2035
                                                 1,400        1,400
     3.680%    due  01/17/2035
                                                 4,727        4,732
     4.230%    due  01/17/2035
                                                 8,600        8,643
     Taberna    Preferred     Funding    I Ltd.
     2.807%    due  07/05/2035
                                                 2,680        2,546
     2.878%    due  07/05/2035
                                                 6,641        6,309
     Telos   CLO  Ltd.
     3.399%    due  04/17/2028
                                                 24,100        24,099
     3.719%    due  01/17/2027
                                                 17,200        17,220
     Thunderbolt      Aircraft     Lease   Ltd.
     4.212%    due  05/17/2032
                                                  800        800
     TICP   CLO  III-2   Ltd.
     3.309%    due  04/20/2028
                                                 33,600        33,530
     Tikehau    CLO  BV
     0.600%    due  08/04/2028
                                      EUR           1,600        1,815
     Tralee    CLO  V Ltd.
     3.869%    due  10/20/2028
                                      USD           5,250        5,250
     Tropic    CDO  V Ltd.
     2.756%    due  07/15/2036
                                                 13,458        12,382
     TruPS   Financials      Note   Securitization        Ltd.
     3.566%    due  03/30/2039
                                                 25,178        24,926
     3.908%    due  09/20/2039
                                                 6,417        6,417
     4.299%    due  04/20/2038
                                                 5,814        5,872
     Venture    XVII   CLO  Ltd.
     3.316%    due  04/15/2027
                                                 36,720        36,545
     Vertical     Bridge    CC  LLC
     5.193%    due  10/15/2046
                                                  391        393
     Z Capital    Credit    Partners     CLO  Ltd.
     3.386%    due  07/16/2027
                                                        35,061
                                                 35,115
     アセットバック証券合計                                                   937,121
     (取得原価 934,287千米ドル)
                                             額面         時価

                                            (千通貨)         (千米ドル)
     ソブリン発行体 3.9%
     Abu  Dhabi   Government      International       Bond
     2.500%    due  10/11/2022
                                      USD           9,700        9,315
     3.125%    due  10/11/2027
                                                 30,800        28,667
     4.125%    due  10/11/2047
                                                 6,100        5,660
     Argentina     Bocon
     41.328%    due  10/04/2022
                                      ARS           1,070          50
     Argentina     Government      International       Bond
     2.260%    due  12/31/2038
                                      EUR          10,385        6,622
     2.500%    due  12/31/2038
                                      USD          22,724        12,742
                                 63/93


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     3.375%    due  01/15/2023
                                      EUR           7,700        7,327
     3.875%    due  01/15/2022
                                                 10,500        10,679
     4.625%    due  01/11/2023
                                      USD          17,714        15,024
     5.250%    due  01/15/2028
                                      EUR           1,200        1,049
     5.625%    due  01/26/2022
                                      USD          15,410        13,888
     5.875%    due  01/11/2028
                                                 12,900        9,965
     6.250%    due  04/22/2019
                                                 1,650        1,663
     6.250%    due  11/09/2047
                                      EUR            900        758
     6.875%    due  01/26/2027
                                      USD           5,000        4,178
     6.875%    due  01/11/2048
                                                  900        664
     7.125%    due  07/06/2036
                                                 7,100        5,431
     7.500%    due  04/22/2026
                                                 4,750        4,156
     7.820%    due  12/31/2033
                                      EUR          21,712        22,307
     49.933%    due  03/01/2020
                                      ARS          28,000          841
     50.575%    due  03/11/2019
                                                 17,936          533
     52.756%    due  04/03/2022
                                                772,656        22,080
     Argentina     POM  Politica     Monetaria
     68.593%    due  06/21/2020
                                                903,382        30,280
     Autonomous      Community     of  Catalonia
     4.900%    due  09/15/2021
                                      EUR           1,350        1,646
     4.950%    due  02/11/2020
                                                  250        297
     6.350%    due  11/30/2041
                                                  250        364
     Corp.   Andina    de  Fomento
     3.950%    due  10/15/2021      (h)
                                      MXN            736        35
     Corp.   Financiera      de  Desarrollo      S.A.
     3.250%    due  07/15/2019
                                      USD           7,000        7,003
     Croatia    Government      International       Bond
     6.750%    due  11/05/2019
                                                 12,900        13,310
     Export-Import       Bank   of  India
     2.750%    due  08/12/2020
                                                  630        618
     3.875%    due  10/02/2019
                                                  200        201
     Greece    Government      International       Bond
     4.750%    due  04/17/2019
                                      EUR          14,004        16,142
     Indian    Railway    Finance    Corp.   Ltd.
     3.917%    due  02/26/2019
                                      USD            470        471
     KSA  Sukuk   Ltd.
     2.894%    due  04/20/2022
                                                 5,200        5,028
     Kuwait    International       Government      Bond
     2.750%    due  03/20/2022
                                                 4,460        4,343
     3.500%    due  03/20/2027
                                                 13,800        13,434
     Peru   Government      International       Bond
     5.700%    due  08/12/2024
                                      PEN          13,000        3,988
     6.150%    due  08/12/2032
                                                 46,805        13,810
     8.200%    due  08/12/2026
                                                 12,400        4,307
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Qatar   Government      International       Bond
     3.875%    due  04/23/2023
                                      USD          10,300        10,338
     4.500%    due  04/23/2028
                                                 3,200        3,272
     5.103%    due  04/23/2048
                                                 5,600        5,698
                                 64/93


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     Russia    Government      International       Bond
     3.500%    due  01/16/2019
                                                 1,400        1,401
     5.000%    due  04/29/2020
                                                  700        713
     Saudi   Government      International       Bond
     2.375%    due  10/26/2021
                                                 3,500        3,349
     2.875%    due  03/04/2023
                                                 8,200        7,807
     4.000%    due  04/17/2025
                                                 61,000        60,007
     4.500%    due  04/17/2030
                                                 21,500        21,233
     4.500%    due  10/26/2046
                                                 4,100        3,728
     4.625%    due  10/04/2047
                                                 6,400        5,888
     5.000%    due  04/17/2049
                                                 14,400        13,859
     Serbia    Government      International       Bond
     4.875%    due  02/25/2020
                                                 4,500        4,543
     7.250%    due  09/28/2021
                                                 4,300        4,645
     Tanzania     Government      International       Bond
     8.544%    due  03/09/2020
                                                  500        513
     Turkey    Government      International       Bond
     5.625%    due  03/30/2021
                                                 4,700        4,593
     7.500%    due  11/07/2019
                                                  900        912
     Ukraine    Government      International       Bond
     7.750%    due  09/01/2023
                                                 4,390        4,188
     Venezuela     Government      International       Bond   (d)
     6.000%    due  12/09/2020
                                                 3,367         842
     7.000%    due  03/31/2038
                                                 1,883         467
     7.650%    due  04/21/2025
                                                 5,349        1,371
     7.750%    due  10/13/2019
                                                 1,200         302
     8.250%    due  10/13/2024
                                                 5,591        1,426
     9.000%    due  05/07/2023
                                                 3,161         814
     9.250%    due  09/15/2027
                                                 4,274        1,101
     9.250%    due  05/07/2028
                                                 6,512        1,661
     11.750%    due  10/21/2026
                                                  680        176
     11.750%    due  10/21/2026
                                                          129
                                                  500
     ソブリン発行体合計                                                   463,852
     (取得原価 528,831千米ドル)
                                             証券数
     普通株式 0.2%
     Caesars    Entertainment       Corp.
                                               1,078,632          9,265
     Eurobank     Ergasias     S.A.
                                              10,169,333           6,858
     National     Bank   of  Greece    S.A.
                                                102,570          178
     Towergate     Finance    PLC                                           1,993
                                               1,237,781
     普通株式合計                                                    18,294
     (取得原価 22,559千米ドル)
     商業不動産証券 0.1%
     VICI   Properties,      Inc.
                                                        16,419
                                                760,482
     商業不動産証券合計                                                    16,419
     (取得原価 5,574千米ドル)
                                                       時価

                                             証券数        (千米ドル)
     エクイティリンク債 0.0%
     Sequa   Corp.
                                                           ▶
     04/28/2024                                  USD
                                                 42,000
                                 65/93

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     エクイティリンク債合計                                                      ▶
     (取得原価 0千米ドル)
     優先証券 0.2%
     Nationwide      Building     Society
     10.250%                                            75,650        14,257
     Sequa   Corp.
     9.000%                                             862        636
     Stichting     AK  Rabobank     Certificaten
     6.500%    (c)
                                                         2,217
                                                 17,310
                                                        17,110
     優先証券合計
     (取得原価 19,068千米ドル)
                                             額面
                                            (千通貨)
     短期金融商品 3.3%
     銀行引受手形 0.4%
     Bank   of  Montreal
     0.000%    due  12/03/2018
                                      CAD           3,820        2,904
     1.735%    due  11/01/2018
                                                 19,000        14,467
     FirstBank
     1.982%    due  11/30/2018      (i)
                                                 4,580        3,482
     HSBC   Bank   Canada
     1.752%    due  11/02/2018
                                                 9,800        7,462
     2.017%    due  11/28/2018      (i)
                                                 3,620        2,753
     Royal   Bank   of  Canada    (i)
     1.747%    due  11/05/2018
                                                 3,800        2,893
     1.991%    due  11/30/2018
                                                 4,580        3,483
     TD  Bank   (i)
     1.727%    due  11/05/2018
                                                 6,900        5,253
     1.739%    due  11/01/2018
                                                 6,400        4,873
     1.957%    due  11/30/2018
                                                          395
                                                  520
                                                        47,965
     コマーシャル・ペーパー 0.0%
     Keurig    Dr  Pepper
     2.486%    due  11/02/2018      (i)
                                                         1,500
                                      USD           1,500
     短期債券     0.1%
     Bonos   de  la  Nacion    Argentina     con  Ajuste    por  CER
     3.750%    due  02/08/2019      (h)
                                      ARS
                                                 3,110         113
     Harris    Corp.
     2.786%    due  02/27/2019
                                      USD                   6,803
                                                 6,800
                                                         6,916
     レポ契約 1.3%
                                                        157,400
     定期預金 0.6%
     Bank   of  Nova   Scotia
     1.690%    due  11/01/2018
                                                  967        967
     Bank   of  Tokyo-Mitsubishi         UFJ  Ltd.
     (0.300%)     due  11/01/2018
                                      JPY
                                               1,168,895          10,358
                                             額面         時価

                                            (千通貨)         (千米ドル)
     Brown   Brothers     Harriman     & Co.
     (0.800%)     due  11/01/2018
                                      DKK           4,634         704
                                 66/93

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     (0.800%)     due  11/01/2018
                                      SEK             1        0
     (0.570%)     due  11/01/2018
                                      EUR            30        34
     (0.300%)     due  11/01/2018
                                      JPY            586         5
     0.360%    due  11/01/2018
                                      GBP            36        46
     0.770%    due  11/01/2018
                                      AUD            59        42
     0.850%    due  11/01/2018
                                      CAD             1        1
     1.690%    due  11/01/2018
                                      USD             5        5
     5.190%    due  11/01/2018
                                      ZAR           6,355         430
     Citibank     N.A.
     (0.570%)     due  11/01/2018
                                      EUR            333        378
     0.360%    due  11/01/2018
                                      GBP            611        780
     1.690%    due  11/01/2018
                                      USD           4,033        4,033
     DBS  Bank   Ltd.
     1.690%    due  11/01/2018
                                                 1,039        1,039
     HSBC   Bank
     (0.570%)     due  11/01/2018
                                      EUR            740        838
     0.360%    due  11/01/2018
                                      GBP            653        834
     JPMorgan     Chase   & Co.
     1.690%    due  11/01/2018
                                      USD           8,577        8,577
     National     Australia     Bank   Ltd.
     0.770%    due  11/01/2018
                                      AUD           8,679        6,151
     Royal   Bank   of  Canada
     0.850%    due  11/01/2018
                                      CAD            12        9
     Sumitomo     Mitsui    Banking    Corp.
     (0.570%)     due  11/01/2018
                                      EUR            684        775
     (0.300%)     due  11/01/2018
                                      JPY          258,864         2,294
     1.690%    due  11/01/2018
                                      USD           9,870        9,870
     Sumitomo     Mitsui    Trust   Bank   Ltd.
     (0.570%)     due  11/01/2018
                                      EUR           3,591        4,069
     (0.300%)     due  11/01/2018
                                      JPY         1,098,902          9,737
     1.690%    due  11/01/2018
                                                         7,668
                                      USD           7,668
                                                        69,644
     アルゼンチン短期国債 0.5%
     54.730%    due  12/28/2018
                                      ARS         1,054,643          31,076
     43.066%    due  11/21/2018
                                                 41,672        1,125
     50.008%    due  03/29/2019      (i)
                                                179,403         5,040
     50.031%    due  01/31/2019
                                                266,914         7,794
     51.669%    due  04/30/2019
                                                 10,025          284
     55.179%    due  02/28/2019
                                                        15,559
                                                533,901
                                                        60,878
     ギリシャ短期国債 0.3%
     0.697%    due  11/02/2018
                                      EUR           8,630        9,778
     1.250%    due  03/15/2019
                                                        24,846
                                                 21,996
                                                        34,624
     ナイジェリアOMO 0.0%
     13.096%    due  01/10/2019      (i)
                                                          667
                                      NGN          248,200
                                                       時価

                                             額面
                                                     (千米ドル)
                                            (千通貨)
     ナイジェリア短期国債 0.3%
     12.708%    due  11/01/2018
                                      NGN
                                                546,100         1,504
                                 67/93


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     12.718%    due  12/13/2018      (i)
                                                591,100         1,605
     13.096%    due  01/17/2019      (i)
                                                620,000         1,663
     13.536%    due  01/31/2019      (i)
                                                625,950         1,672
     15.662%    due  11/29/2018      (i)
                                                         2,287
                                                837,600
                                                         8,731
                                                        388,325
     短期金融商品合計
     (取得原価 389,192千米ドル)
     有価証券投資合計(a) 110.5%                                                  13,026,164
     (取得原価 13,230,824千米ドル)
     金融デリバティブ商品 0.5%                                                    61,940
     (取得原価またはプレミアム(純額) (44,560千米ドル))
                                                      (1,299,588)
     その他の資産および負債(純額) (11.0%)
                                                      11,788,516
     純資産 100.0%
     投資有価証券明細表に対する注記(単位:千米ドル*):

     *額面及び時価が0となっている証券は、千単位未満で四捨五入した数値を表示しています。

     (a)2018年10月31日現在の純資産に対する地域別投資割合は、米国72.0%、英国9.8%、ケイマン諸島8.1%、そ
       の他20.6%です。
     (b)偶発転換社債です。
     (c)永久債の償還日は、コール日を記載しています。
     (d)当該証券は、デフォルト状態にあります。
     (e)ペイメント・イン・カインド債券です。当該債券は、利息支払いに現金ではなく現物債を充当できる債券で
       す。
     (f)インタレスト・オンリー証券(IO証券)です。不動産担保証券のキャッシュフローを金利部分と元本部分
       に分離し、金利部分のキャッシュフローを証券化した商品をIO証券と言います。
     (g)発行時決済証券です。
     (h)当該証券の額面金額は、インフレ調整後のものです。
     (i)利率は満期までの利回りです。
     日本短期公社債マザーファンド

     貸借対照表

                                       (単位:円)
                                 令和   1年  5月26日現在
      資産の部
       流動資産
        コール・ローン                                19,071,054
        地方債証券                                30,348,165
        未収利息                                  4,536
                                          56,712
        前払費用
                                        49,480,467
        流動資産合計
                                        49,480,467
       資産合計
      負債の部
       流動負債
                                            32
        未払利息
                                            32
        流動負債合計
                                            32
       負債合計
      純資産の部
       元本等
        元本                                49,276,288
        剰余金
                                          204,147
          剰余金又は欠損金(△)
                                 68/93

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                                 令和   1年  5月26日現在
                                        49,480,435
        元本等合計
                                        49,480,435
       純資産合計
                                        49,480,467
      負債純資産合計
     注記表

     (重要な会計方針に係る事項に関する注記)

                                     自  平成30年11月27日

                     区分
                                     至  令和   1年  5月26日
     有価証券の評価基準及び評価方法                  地方債証券
                       個別法に基づき、原則として時価で評価しております。
                       時価評価にあたっては、金融商品取引業者、銀行等の提示する価額(ただし、売気
                       配は使用いたしません。)、価格情報会社の提供する価額又は日本証券業協会発表
                       の売買参考統計値(平均値)に基づいて評価しております。
     (貸借対照表に関する注記)

                            令和   1年  5月26日現在

     1.   計算日における受益権の総数
                                                       49,276,288口
     2.   計算日における1単位当たりの純資産の額
          1口当たり純資産額                                               1.0041円
          (1万口当たり純資産額)                                              (10,041円)
     (金融商品に関する注記)

     金融商品の時価等に関する事項
                            令和   1年  5月26日現在

     1.貸借対照表計上額、時価及び差額
     貸借対照表上の金融商品は、原則としてすべて時価評価されているため、貸借対照表計上額と時価との差額はありませ
     ん。
     2.時価の算定方法
     地方債証券
     「(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。
     コール・ローン等の金銭債権及び金銭債務
     これらの科目は短期間で決済されるため、帳簿価額は時価に近似していることから、当該帳簿価額を時価としておりま
     す。
     3.金融商品の時価等に関する事項についての補足説明
     市場価額がない、又は市場価格を時価と見なせない場合には、経営者により合理的に算定された価額で評価する場合があ
     ります。
     (その他の注記)

     1 元本の移動
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                       区分                        令和   1年  5月26日現在
     本報告書における開示対象ファンドの期首における当該親投資信託の元本額                                                  50,270,225円
     期中追加設定元本額                                                       -円
     期中一部解約元本額                                                    993,937円
     同期末における元本の内訳
     短期ハイイールド債券ファンド(ヘッジあり)                                                    995,620円
     バンクローン・ファンド(ヘッジなし)                                                  15,905,959円
     バンクローン・ファンド(ヘッジあり)                                                  13,922,043円
     新光バンクローン・ファンド・ネオ(円ヘッジ型)                                                   5,069,672円
     バンクローン・ファンド(ヘッジなし/年1回決算型)                                                   1,093,509円
     バンクローン・ファンド(ヘッジあり/年1回決算型)                                                     99,473円
     新光ピムコ・ストラテジック・インカム・ファンド10月号                                                   3,976,144円
     新光ピムコ・ストラテジック・インカム・ファンド11月号                                                    994,036円
     新光ピムコ・ストラテジック・インカム・ファンド12月号                                                    497,018円
     新光ピムコ・ストラテジック・インカム・ファンド1月号                                                    497,018円
     新光ピムコ・ストラテジック・インカム・ファンド2月号                                                     49,702円
     新光ピムコ・ストラテジック・インカム・ファンド3月号                                                    397,615円
     新光ピムコ・ストラテジック・インカム・ファンド4月号                                                     12,417円
     新光ピムコ・ストラテジック・インカム・ファンド5月号                                                     99,404円
     新光ピムコ・ストラテジック・インカム・ファンド6月号                                                    994,036円
     新光ピムコ・ストラテジック・インカム・ファンド7月号                                                    397,615円
     新光ピムコ・ストラテジック・インカム・ファンド8月号                                                    497,018円
     新光ピムコ・ストラテジック・インカム・ファンド9月号                                                    497,018円
     ダブルライン・シラー・ケープ米国株式プラス<為替ヘッジあり>                                                    795,387円
     ダブルライン・シラー・ケープ米国株式プラス<為替ヘッジなし>                                                   2,485,584円
     合計                                                  49,276,288円
     2 デリバティブ取引等関係

     取引の時価等に関する事項
     該当事項はありません。

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     4【委託会社等の概況】

     (1)【資本金の額】

         資本金の額(2019年5月31日現在)                           20億円

                   ※
                                  100,000株       (普通株式       上限100,000株、A種
         発行する株式総数
                                          種類株式      上限30,000株)
         発行済株式総数                          40,000株      (普通株式24,490株、A種種類株
                                          式15,510株)
         ※種類株式の発行が可能
         直近5カ年の資本金の増減:該当事項はありません。

     (2)【事業の内容及び営業の状況】

       「投資信託及び投資法人に関する法律」に定める投資信託委託会社である委託会社は、投資信託

       の設定を行うとともに「金融商品取引法」に定める金融商品取引業者としてその運用(投資運用
       業)ならびにその受益証券(受益権)の募集又は私募(第二種金融商品取引業)を行っていま
       す。また、「金融商品取引法」に定める投資助言・代理業を行っています。
       2019年5月31日現在、委託会社の運用する投資信託は以下の通りです。(親投資信託を除く)
             基本的性格                本数          純資産総額(単位:円)

          追加型公社債投資信託                       26          1,159,472,215,197

           追加型株式投資信託                     867          13,227,040,773,887

          単位型公社債投資信託                       46           144,006,217,757

           単位型株式投資信託                     163           1,238,345,394,320

               合計                1,102           15,768,864,601,161

     (3)【その他】

       (1)定款の変更、事業譲渡又は事業譲受、出資の状況その他の重要事項

          2018年6月20日付で、総則の「目的」に関する事項の定款の変更を行いました。
          委託会社は、株式会社みずほ銀行から、みずほグローバルオルタナティブインベストメンツ
          株式会社(以下「MGAI」といいます。)の発行済株式の全てについて2018年11月1日付で譲
          り受け、MGAIを100%子会社(新商号:アセットマネジメントOneオルタナティブインベスト
          メンツ株式会社)としました。
       (2)訴訟事件その他の重要事項
          委託会社およびファンドに重要な影響を与えた事実、または与えると予想される事実はあり
          ません。
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     5【委託会社等の経理状況】

     1.委託会社であるアセットマネジメントOne株式会社(以下「委託会社」という。)の財務諸表は、「財務諸

      表等の用語、様式及び作成方法に関する規則」(昭和38年大蔵省令第59号)ならびに同規則第2条の規定に基
      づき、「金融商品取引業等に関する内閣府令」(平成19年8月6日内閣府令第52号)により作成しておりま
      す。
     2.財務諸表の金額は、千円未満の端数を切り捨てて記載しております。

     3.委託会社は、金融商品取引法第193条の2第1項の規定に基づき第34期事業年度(自2018年4月1日至2019年3月

      31日)の財務諸表について、EY新日本有限責任監査法人の監査を受けております。
     (1)【貸借対照表】

                                                     (単位:千円)

                                第33期                 第34期
                            (2018年3月31日現在)                 (2019年3月31日現在)
            (資産の部)
      流動資産
       現金・預金                              49,071,217                  41,087,475
       金銭の信託                              12,083,824                  18,773,228
       有価証券                                  -               153,518
       未収委託者報酬                              11,769,015                  12,438,085
       未収運用受託報酬                              4,574,225                  3,295,109
       未収投資助言報酬                               341,689                  327,064
       未収収益                                59,526                  56,925
       前払費用                               569,431                  573,874
       その他                               427,238                  491,914
                   流動資産計                 78,896,169                  77,197,195
      固定資産

       有形固定資産                              1,643,826                  1,461,316
        建物                       ※1      1,156,953           ※1       1,096,916
        器具備品                       ※1       476,504          ※1        364,399
        建設仮勘定                               10,368                    -
       無形固定資産                              1,934,700                  2,411,540
        ソフトウエア                             1,026,319                   885,545
        ソフトウエア仮勘定                              904,389                 1,522,040
        電話加入権                               3,931                  3,931
        電信電話専用施設利用権                                 60                  23
       投資その他の資産                              8,270,313                  9,269,808
        投資有価証券                             1,721,433                  1,611,931
        関係会社株式                             3,229,196                  4,499,196
                                 72/93

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        長期差入保証金                             1,518,725                  1,312,328
        繰延税金資産                             1,699,533                  1,748,459
        その他                              101,425                  97,892
                   固定資産計                 11,848,840                  13,142,665
             資産合計                       90,745,010                  90,339,861
                                                     (単位:千円)

                                第33期                 第34期
                            (2018年3月31日現在)                 (2019年3月31日現在)
            (負債の部)
      流動負債
       預り金                              1,003,550                  2,183,889
       未払金                              5,081,728                  5,697,942
        未払収益分配金                               1,031                  1,053
        未払償還金                               57,275                  48,968
        未払手数料                             4,629,133                  4,883,723
        その他未払金                              394,288                  764,196
       未払費用                              7,711,038                  6,724,986
       未払法人税等                              5,153,972                  3,341,238
       未払消費税等                              1,660,259                   576,632
       賞与引当金                              1,393,911                  1,344,466
       役員賞与引当金                                49,986                  48,609
       本社移転費用引当金                               156,587                    -
                   流動負債計                 22,211,034                  19,917,766
      固定負債
       退職給付引当金                              1,637,133                  1,895,158
       時効後支払損引当金                               199,026                  177,851
                   固定負債計                  1,836,160                  2,073,009
             負債合計                        24,047,195                  21,990,776
           (純資産の部)
      株主資本
       資本金                              2,000,000                  2,000,000
       資本剰余金                              19,552,957                  19,552,957
        資本準備金                             2,428,478                  2,428,478
        その他資本剰余金                             17,124,479                  17,124,479
       利益剰余金                              44,349,855                  45,949,372
        利益準備金                              123,293                  123,293
        その他利益剰余金                             44,226,562                  45,826,079
         別途積立金                            24,580,000                  31,680,000
         研究開発積立金                             300,000                    -
         運用責任準備積立金                             200,000                    -
         繰越利益剰余金                            19,146,562                  14,146,079
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                   株主資本計                 65,902,812                  67,502,329
      評価・換算差額等
       その他有価証券評価差額金                               795,002                  846,755
               評価・換算差額等計                       795,002                  846,755
            純資産合計                        66,697,815                  68,349,085
           負債・純資産合計                          90,745,010                  90,339,861
     (2)【損益計算書】


                                                    (単位:千円)
                             第33期                   第34期
                          (自 2017年4月1日                   (自 2018年4月1日
                          至 2018年3月31日)                   至 2019年3月31日)
      営業収益
       委託者報酬                    84,705,447                   84,812,585
       運用受託報酬                    19,124,427                   16,483,356
       投資助言報酬                     1,217,672                   1,235,553
       その他営業収益                      117,586                   113,622
               営業収益計                   105,165,133                   102,645,117
      営業費用
       支払手数料                    37,242,284                   36,100,556
       広告宣伝費                      379,873                   387,028
       公告費                       1,485                    375
       調査費                    23,944,438                   24,389,003
        調査費                   10,677,166                   9,956,757
        委託調査費                   13,267,272                   14,432,246
       委託計算費                     1,073,938                    936,075
       営業雑経費                     1,215,963                   1,254,114
        通信費                     48,704                   47,007
        印刷費                     947,411                   978,185
        協会費                     64,331                   63,558
        諸会費                     22,412                   22,877
        支払販売手数料                     133,104                   142,485
               営業費用計                   63,857,984                   63,067,153
      一般管理費
       給料                    11,304,873                   10,859,354
        役員報酬                     189,022                   189,198
        給料・手当                    9,565,921                   9,098,957
        賞与                    1,549,929                   1,571,197
       交際費                      58,863                   60,115
       寄付金                       5,150                   7,255
       旅費交通費                      395,605                   361,479
       租税公課                      625,498                   588,172
       不動産賃借料                     1,534,255                   1,511,876
       退職給付費用                      595,876                   521,184
       固定資産減価償却費                     1,226,472                    590,667
       福利厚生費                      49,797                   45,292
       修繕費                       4,620                  16,247
       賞与引当金繰入額                     1,393,911                   1,344,466
       役員賞与引当金繰入額                      49,986                   48,609
       機器リース料                        148                   130
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       事務委託費                     3,037,804                   3,302,806
       事務用消耗品費                      144,804                   131,074
       器具備品費                       5,253                   8,112
       諸経費                      149,850                   188,367
              一般管理費計                    20,582,772                   19,585,212
      営業利益                             20,724,376                   19,992,752
                                                    (単位:千円)

                              第33期                   第34期
                          (自 2017年4月1日                   (自 2018年4月1日
                           至 2018年3月31日)                   至 2019年3月31日)
      営業外収益
       受取利息                       1,430                  1,749
       受取配当金                       74,278                  73,517
       時効成立分配金・償還金                        256                 8,582
       為替差益                       8,530                    -
       投資信託解約益                      236,398                     -
       投資信託償還益                       93,177                    -
       受取負担金                         -                177,066
       雑収入                       10,306                  24,919
       時効後支払損引当金戻入額                       17,429                  19,797
               営業外収益計                      441,807                   305,633
      営業外費用
       為替差損                         -                17,542
       投資信託解約損                       4,138                    -
       投資信託償還損                       17,065                    -
       金銭の信託運用損                       99,303                  175,164
       雑損失                         -                 5,659
               営業外費用計                      120,507                   198,365
      経常利益                             21,045,676                   20,100,019
      特別利益
       固定資産売却益                         1                  -
       投資有価証券売却益                      479,323                  353,644
       関係会社株式売却益                ※1     1,492,680              ※1        -
       本社移転費用引当金戻入額                      138,294                     -
       その他特別利益                        350                   -
                特別利益計                    2,110,649                    353,644
      特別損失
       固定資産除却損                ※2       36,992             ※2      19,121
       固定資産売却損                        134                   -
       退職給付制度終了損                      690,899                     -
       システム移行損失                       76,007                    -
       その他特別損失                         50                  -
                特別損失計                     804,083                   19,121
      税引前当期純利益                             22,352,243                   20,434,543
      法人税、住民税及び事業税                              6,951,863                   6,386,793
      法人税等調整額                              △249,832                   △71,767
      法人税等合計                              6,702,031                   6,315,026
      当期純利益                             15,650,211                   14,119,516
     (3)【株主資本等変動計算書】

     第33期(自 2017年4月1日 至 2018年3月31日)
                                                       (単位:千円)
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                                   株主資本
                        資本剰余金                      利益剰余金
                                               その他利益剰余金
              資本金
                         その他     資本剰余金       利益
                                                   運用責
                   資本準備金
                                         別途    研究開発           繰越利益
                        資本剰余金       合計     準備金
                                                   任準備
                                         積立金     積立金          剰余金
                                                   積立金
     当期首残高         2,000,000     2,428,478     17,124,479      19,552,957      123,293    24,580,000      300,000     200,000      6,696,350
     当期変動額
                                                        △ 3,200,000
      剰余金の配当
      当期純利益                                                   15,650,211
      株主資本以外の
      項目の当期変動
      額(純額)
     当期変動額合計            -     -      -      -     -      -     -     -   12,450,211
     当期末残高         2,000,000     2,428,478     17,124,479      19,552,957      123,293    24,580,000      300,000     200,000     19,146,562
                   株主資本            評価・換算差額等

               利益剰余金
                                            純資産
                              その他
                      株主資本             評価・換算
                                            合計
                             有価証券
               利益剰余金
                       合計            差額等合計
                             評価差額金
                合計
     当期首残高           31,899,643       53,452,601        517,864       517,864       53,970,465
     当期変動額
               △ 3,200,000      △ 3,200,000                    △ 3,200,000
      剰余金の配当
      当期純利益          15,650,211       15,650,211                     15,650,211
      株主資本以外の
      項目の当期変動                     -    277,137       277,137        277,137
      額(純額)
     当期変動額合計           12,450,211       12,450,211        277,137       277,137       12,727,349
     当期末残高           44,349,855       65,902,812        795,002       795,002       66,697,815
     第34期(自 2018年4月1日 至 2019年3月31日)

                                                       (単位:千円)
                                   株主資本
                        資本剰余金                      利益剰余金
                                               その他利益剰余金
              資本金
                         その他     資本剰余金       利益
                                                   運用責
                   資本準備金
                                         別途    研究開発          繰越利益
                        資本剰余金       合計     準備金
                                                   任準備
                                         積立金     積立金          剰余金
                                                   積立金
     当期首残高         2,000,000     2,428,478     17,124,479      19,552,957      123,293    24,580,000      300,000     200,000     19,146,562
     当期変動額
      剰余金の配当                                                  △ 12 ,520,000
      当期純利益                                                   14,119,516
      別途積立金
                                         7,100,000
      の積立
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      研究開発
                                              △300,000
      積立金の取崩
      運用責任準備
                                                  △200,000
      積立金の取崩
      繰越利益剰余金
                                                        △6,600,000
      の取崩
      株主資本以外の
      項目の当期変動
      額(純額)
                                                        △ 5,000,483
     当期変動額合計            -     -     -      -     -   7,100,000     △300,000     △200,000
     当期末残高         2,000,000     2,428,478     17,124,479      19,552,957      123,293    31,680,000        -     -   14,146,079
                   株主資本            評価・換算差額等

              利益剰余金
                                           純資産
                             その他
                      株主資本             評価・換算
                                            合計
                             有価証券
              利益剰余金
                       合計            差額等合計
                             評価差額金
                合計
     当期首残高           44,349,855       65,902,812        795,002      795,002       66,697,815
     当期変動額
      剰余金の配当         △12,520,000       △12,520,000                     △12,520,000
      当期純利益          14,119,516       14,119,516                     14,119,516
      別途積立金
                7,100,000       7,100,000                     7,100,000
      の積立
      研究開発
                △300,000       △300,000                     △300,000
      積立金の取崩
      運用責任準備
                △200,000       △200,000                     △200,000
      積立金の取崩
      繰越利益剰余金
               △6,600,000       △6,600,000                     △6,600,000
      の取崩
      株主資本以外の
      項目の当期変動                     -     51,753      51,753        51,753
      額(純額)
     当期変動額合計           1,599,516       1,599,516        51,753      51,753       1,651,270
     当期末残高           45,949,372       67,502,329        846,755      846,755       68,349,085
     重要な会計方針

     1.  有価証券の評価基準及び評価方法                   (1)子会社株式及び関連会社株式
                                   :移動平均法による原価法
                          (2)その他有価証券
                           時価のあるもの: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)
                           時価のないもの:         移動平均法による原価法
     2.  金銭の信託の評価基準及び評価方                   時価法

      法
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     3.  固定資産の減価償却の方法                   (1)有形固定資産
                           定率法を採用しております。
                            ただし、2016年4月1日以降に取得した建物附属設備について
                           は、定額法を採用しております。
                          (2)無形固定資産
                           定額法を採用しております。
                            なお、自社利用のソフトウエアについては、社内における利用
                           可能期間(5年)に基づく定額法を採用しております。
     4.  外貨建の資産及び負債の本邦通貨                   外貨建金銭債権債務は、期末日の直物等為替相場により円貨に換

                          算し、換算差額は損益として処理しております。
      への換算基準
     5.  引当金の計上基準                   (1)賞与引当金は、従業員に対して支給する賞与の支出に充てる

                           ため、将来の支給見込額に基づき当事業年度に見合う分を計上し
                           ております。
                          (2)役員賞与引当金は、役員に対して支給する賞与の支出に充て
                           るため、将来の支給見込額に基づき当事業年度に見合う分を計上
                           しております。
                          (3)退職給付引当金は、従業員の退職給付に備えるため、退職一
                           時金制度について、当事業年度末における退職給付債務の見込額
                           に基づき計上しております。
                            ①退職給付見込額の期間帰属方法
                             退職給付債務の算定にあたり、退職給付見込額を当事業年度
                             末までの期間に帰属させる方法については、給付算定式基準
                             によっております。
                            ②数理計算上の差異及び過去勤務費用の費用処理方法
                             過去勤務費用については、その発生時の従業員の平均残存勤
                             務期間内の一定の年数(5年)による定額法により按分した
                             額を費用処理しております。              
                             数理計算上の差異については、各事業年度の発生時の従業員
                             の平均残存勤務期間内の一定の年数(5年または10年)によ
                             る定額法により按分した額を、それぞれ発生の翌事業年度か
                             ら費用処理しております。
                          (4)時効後支払損引当金は、時効成立のため利益計上した収益分
                           配金及び償還金について、受益者からの今後の支払請求に備える
                           ため、過去の支払実績に基づく将来の支払見込額を計上しており
                           ます。
                          (5)本社移転費用引当金は、本社移転に関連して発生する損失に
                           備えるため、発生すると見込まれる額を計上しております。
     6.消費税等の会計処理                     消費税及び地方消費税の会計処理は税抜き方式によっておりま

                          す。
     表示方法の変更

                    第34期(自      2018年4月1日       至  2019年3月31日)
      「『税効果会計に係る会計基準』の一部改正」(企業会計基準第28号 平成30年2月16日)を当事業年

      度から適用し、繰延税金資産は投資その他の資産の区分に表示し、繰延税金負債は固定負債の区分に表
      示する方法に変更しました。
      この結果、前事業年度の貸借対照表において、「流動資産」の「繰延税金資産」842,996千円は、「投
      資その他の資産」の「繰延税金資産」1,699,533千円に含めて表示しております。
     注記事項

     (貸借対照表関係)
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     ※1.有形固定資産の減価償却累計額
                                                        (千円)
                                 第33期                  第34期
                            (2018年3月31日現在)                  (2019年3月31日現在)
      建物                                140,580                  229,897
      器具備品                                847,466                  927,688
     (損益計算書関係)

     ※1.  関係会社に対する事項
                                                        (千円)
                                 第33期                  第34期
                             (自   2017年4月      1日         (自   2018年4月      1日
                              至  2018年3月31日)                至  2019年3月31日)
      関係会社株式売却益                               1,492,680                      -
     ※2.固定資産除却損の内訳

                                                        (千円)
                                 第33期                  第34期
                             (自   2017年4月      1日         (自   2018年4月      1日
                              至  2018年3月31日)                至  2019年3月31日)
      建物                                   298                 1,550
      器具備品                                 8,217                   439
      ソフトウエア                                 28,472                  17,130
      電話加入権                                    3                  -
     (株主資本等変動計算書関係)

      第33期(自      2017年4月1日       至  2018年3月31日)
      1.発行済株式の種類及び総数に関する事項
      発行済株式の種類           当事業年度期首            当事業年度           当事業年度          当事業年度末
                  株式数(株)          増加株式数(株)           減少株式数(株)            株式数(株)
        普通株式               24,490             -           -         24,490

        A種種類株式               15,510             -           -         15,510

          合計             40,000             -           -         40,000

      2.配当に関する事項

     (1)配当金支払額
          決議        株式の      配当金の総額         1株当たり          基準日         効力発生日
                   種類       (千円)       配当額(円)
                 普通株式

       2017年6月21日
                          3,200,000          80,000      2017年3月31日         2017年6月22日
                  A種種類
       定時株主総会
                   株式
     (2)   基準日が当事業年度に属する配当のうち、配当の効力発生日が翌事業年度となるもの

         決議      株式の     配当の     配当金の総額         1株当たり          基準日         効力発生日
               種類     原資      (千円)       配当額(円)
               普通

               株式
      2018年6月20日              利益
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       定時株主総会             剰余金       12,520,000          313,000      2018年3月31日          2018年6月21日
               A種種
               類株式
      第34期(自      2018年4月1日       至  2019年3月31日)

      1.発行済株式の種類及び総数に関する事項
      発行済株式の種類           当事業年度期首            当事業年度           当事業年度          当事業年度末
                  株式数(株)          増加株式数(株)           減少株式数(株)            株式数(株)
        普通株式               24,490             -           -         24,490

        A種種類株式               15,510             -           -         15,510

          合計             40,000             -           -         40,000

      2.配当に関する事項

     (1)配当金支払額
          決議        株式の      配当金の総額         1株当たり          基準日         効力発生日
                  種類      (千円)       配当額(円)
                 普通株式

       2018年6月20日
                         12,520,000          313,000      2018年3月31日          2018年6月21日
                 A種種類
       定時株主総会
                  株式
     (2)   基準日が当事業年度に属する配当のうち、配当の効力発生日が翌事業年度となるもの

         2019年6月20日開催予定の定時株主総会において、以下のとおり決議を予定しております。
         決議      株式の     配当の     配当金の総額         1株当たり          基準日         効力発生日
               種類     原資      (千円)       配当額(円)
               普通

               株式
      2019年6月20日              利益
                          11,280,000          282,000      2019年3月31日          2019年6月21日
       定時株主総会             剰余金
              A種種類
               株式
     (金融商品関係)

     1.金融商品の状況に関する事項
     ( 1 ) 金融商品に対する取組方針
        当社は、投資運用業を営んでおります。資金運用については、短期的な預金等に限定しております。
        当社が運用を行う投資信託の商品性を適正に維持するため、当該投資信託を特定金外信託を通じて、ま
       たは直接保有しております。なお、特定金外信託を通じて行っているデリバティブ取引は後述するリスク
       を低減する目的で行っております。当該デリバティブ取引は、実需の範囲内でのみ利用することとしてお
       り、投機的な取引は行わない方針であります。
     ( 2 ) 金融商品の内容及びそのリスク

        金銭の信託の主な内容は、当社運用ファンドの安定運用を主な目的として資金投入した投資信託及びデ
       リバティブ取引であります。金銭の信託に含まれる投資信託は為替及び市場価格の変動リスクに晒されて
       おりますが、デリバティブ取引(為替予約取引、株価指数先物取引及び債券先物取引)を利用して一部リ
       スクを低減しております。
        営業債権である未収委託者報酬及び未収運用受託報酬は、相手先の信用リスクに晒されております。
        有価証券及び投資有価証券は、主にその他有価証券(投資信託)、業務上の関係を有する企業の株式で
       あり、発行体の信用リスクや市場価格の変動リスクに晒されております。
        営業債務である未払手数料は、1年以内の支払期日であります。
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     ( 3 ) 金融商品に係るリスク管理体制
        ①信用リスク(取引先の契約不履行等に係るリスク)の管理
          預金の預入先については、余資運用規程に従い、格付けの高い預入先に限定することにより、リスク
         の軽減を図っております。
          営業債権の相手先の信用リスクに関しては、当社の信用リスク管理の基本方針に従い、取引先ごとの
         期日管理及び残高管理を行うとともに、主な相手先の信用状況を把握する体制としています。
          有価証券及び投資有価証券の発行体の信用リスクに関しては、信用情報や時価の把握を定期的に行う
         ことで管理しています。
        ②市場リスク(為替や金利等の変動リスク)の管理
          組織規程における分掌業務の定めに基づき、リスク管理担当所管にて、取引残高、損益及びリスク量
         等の実績管理を行い、定期的に社内委員会での報告を実施しております。
        ③資金調達に係る流動性リスク(支払期日に支払いを実行できなくなるリスク)の管理
          取引実行担当所管からの報告に基づき、資金管理担当所管が資金繰りを確認するとともに、十分な手
         許流動性を維持することなどにより、流動性リスクを管理しております。
     ( ▶ ) 金融商品の時価等に関する事項についての補足説明

        金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額
       が含まれております。当該価額の算定においては変動要因を織り込んでいるため、異なる前提条件等を採
       用することにより、当該価額が変動することがあります。
     2.金融商品の時価等に関する事項

       貸借対照表計上額、時価及びこれらの差額については、次のとおりであります。
       なお、時価を把握することが極めて困難と認められるものは含まれておりません((注2)参照)。
       第33期(2018年3月31日現在)
                          貸借対照表計上額                時価            差額
                             (千円)            (千円)            (千円)
       (1)現金・預金                        49,071,217            49,071,217                 -
       (2)金銭の信託                        12,083,824            12,083,824                 -
       (3)未収委託者報酬                        11,769,015            11,769,015                 -
       (4)未収運用受託報酬                        4,574,225            4,574,225                -
       (5)有価証券及び投資有価証券
           その他有価証券                    1,448,968            1,448,968                -
              資産計                 78,947,251            78,947,251                 -
       (1)未払手数料                         4,629,133            4,629,133                -
              負債計                 4,629,133            4,629,133                -
       第34期(2019年3月31日現在)

                          貸借対照表計上額                時価            差額
                             (千円)            (千円)            (千円)
       (1)現金・預金                        41,087,475            41,087,475                 -
       (2)金銭の信託                        18,773,228            18,773,228                 -
       (3)未収委託者報酬                        12,438,085            12,438,085                 -
       (4)未収運用受託報酬                        3,295,109            3,295,109                -
       (5)有価証券及び投資有価証券
           その他有価証券                    1,488,684            1,488,684                -
              資産計                 77,082,582            77,082,582                 -
       (1)未払手数料                         4,883,723            4,883,723                -
              負債計                 4,883,723            4,883,723                -
      (注1)金融商品の時価の算定方法

        資 産
        (1)現金・預金
          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、当該帳簿価額によってお
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        (2)金銭の信託

          有価証券運用を主目的とする単独運用の金銭の信託において信託財産として運用されている有価証券
         について、投資信託は基準価額によっております。また、デリバティブ取引は取引相手先金融機関より
         提示された価格によっております。
        (3)未収委託者報酬及び(4)未収運用受託報酬

          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、当該帳簿価額によって
         おります。
        (5)有価証券及び投資有価証券

          これらの時価について、株式は取引所の価格によっており、投資信託は基準価額によっておりま
         す。
        負 債

        (1)未払手数料
          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、当該帳簿価額によって
         おります。
      (注2)時価を把握することが極めて困難と認められる金融商品

                                                      (千円)
                                第33期                 第34期
               区分
                            (2018年3月31日現在)                 (2019年3月31日現在)
       ①非上場株式                              272,464                 276,764
       ②関係会社株式                             3,229,196                 4,499,196
        ①非上場株式は、市場価格がなく、かつ将来キャッシュ・フローを見積もることなどができず、時価を
        把握することが極めて困難と認められるため、「(5)                            有価証券及び投資有価証券              その他有価証券」には
        含めておりません。
        ②関係会社株式は、市場価格がなく、かつ将来キャッシュ・フローを見積もることなどができず、時価
        を把握することが極めて困難と認められるため、記載しておりません。
      (注3)金銭債権及び満期のある有価証券の決算日後の償還予定額

       第33期(2018年3月31日現在)
                            1年以内        1年超5年以内         5年超10年以内          10年超
                           (千円)         (千円)         (千円)        (千円)
       (1)現金・預金                    49,071,217              -         -       -
       (2)金銭の信託                    12,083,824              -         -       -
       (3)未収委託者報酬                    11,769,015              -         -       -
       (4)未収運用受託報酬                     4,574,225              -         -       -
       (5)有価証券及び投資有価証券
                                -        3,995           -       -
          その他有価証券(投資信託)
       第34期(2019年3月31日現在)

                            1年以内        1年超5年以内         5年超10年以内          10年超
                           (千円)         (千円)         (千円)        (千円)
       (1)現金・預金                    41,087,475              -         -       -
       (2)金銭の信託                    18,773,228              -         -       -
       (3)未収委託者報酬                    12,438,085              -         -       -
       (4)未収運用受託報酬                     3,295,109             -         -       -
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       (5)有価証券及び投資有価証券
                              153,518           1,995          996        -
          その他有価証券(投資信託)
     (有価証券関係)

     1.  子会社株式及び関連会社株式
       関係会社株式(第33期の貸借対照表計上額3,229,196千円、第34期の貸借対照表計上額4,499,196千円)
      は、市場価格がなく、時価を把握することが極めて困難と認められることから、記載しておりません。
     2.  その他有価証券

      第33期(2018年3月31日現在)
                                                       (千円)
                     貸借対照表日における
            区分                         取得原価              差額
                      貸借対照表計上額
       貸借対照表計上額が
       取得原価を超えるもの
       ①株式                     1,267,157              146,101            1,121,055
       ②投資信託                      177,815             153,000              24,815
       小計                     1,444,972              299,101            1,145,870
       貸借対照表計上額が
       取得原価を超えないもの
       ①株式                         -             -             -
                                                         △  ▶
       ②投資信託                       3,995             4,000
                                                         △  ▶
       小計                       3,995             4,000
       合計                     1,448,968              303,101            1,145,866
       (注)非上場株式(貸借対照表計上額272,464千円)については、市場価格がなく、時価を把握                                                 すること
         が極めて困難と認められることから、上表の「その他有価証券」には含めておりません。
      第34期(2019年3月31日現在)

                                                       (千円)
                     貸借対照表日における

            区分                         取得原価               差額
                      貸借対照表計上額
       貸借対照表計上額が
       取得原価を超えるもの
       ①株式                     1,326,372              111,223            1,215,148
       ②投資信託                      158,321             153,000               5,321
       小計                     1,484,694              264,223            1,220,470
       貸借対照表計上額が
       取得原価を超えないもの
       ①株式                         -             -             -
                                                         △  9
       ②投資信託                       3,990             4,000
                                                         △  9
       小計                       3,990             4,000
       合計                     1,488,684              268,223            1,220,460
       (注)非上場株式(貸借対照表計上額                   276,674    千円)については、市場価格がなく、時価を把握                         すること
         が極めて困難と認められることから、上表の「その他有価証券」には含めておりません。
     3.当該事業年度中に売却したその他有価証券

      第33期(自      2017年4月1日       至  2018年3月31日)
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                           売却額           売却益の合計額             売却損の合計額
             区分
                           (千円)             (千円)             (千円)
       株式                       544,326             479,323                -
       投資信託                      2,480,288              329,576             21,204

       (注)投資信託の「売却額」、「売却益の合計額」及び「売却損の合計額」は、解約又は償還によるもの
         であります。
      第34期(自      2018年4月1日       至  2019年3月31日)

                           売却額           売却益の合計額             売却損の合計額
             区分
                           (千円)             (千円)             (千円)
       株式                        394,222             353,644                -
       投資信託                          -             -             -

     (退職給付関係)

     1.採用している退職給付制度の概要
       当社は、確定給付型の制度として退職一時金制度(非積立型制度であります)を採用しております。確定
      拠出型の制度としては確定拠出年金制度を採用しております。
       なお、   当社は   2017  年 10 月 1 日付で、     確定給付企業年金制度を確定拠出年金制度等に移行するとともに、退
      職一時金制度を改定しました。
     2.確定給付制度

      (1)退職給付債務の期首残高と期末残高の調整表
                                                       (千円)
                                    第33期               第34期
                                (自   2017年4月      1日      (自   2018年4月      1日
                                 至  2018年3月31日)             至  2019年3月31日)
       退職給付債務の期首残高                                 2,718,372               2,154,607
          勤務費用                               269,128               300,245
          利息費用                                7,523               1,918
          数理計算上の差異の発生額                               61,792              △ 10,147
          退職給付の支払額                              △111,758               △158,018
          確定拠出制度への移行に伴う減少額                             △1,316,796                    -
          退職一時金制度改定に伴う増加額                               526,345                  -
          その他                                  -              438
       退職給付債務の期末残高                                 2,154,607               2,289,044
      (2)年金資産の期首残高と期末残高の調整表

                                                       (千円)
                                     第33期              第34期
                                 (自   2017年4月      1日      (自   2018年4月      1日
                                  至  2018年3月31日)             至  2019年3月31日)
       年金資産の期首残高                                 1,363,437                  -
           期待運用収益                               17,042                 -
           事業主からの拠出額                               36,672                 -
           確定拠出制度への移行に伴う減少額                            △1,417,152                   -
       年金資産の期末残高                                     -              -
      (3)退職給付債務の期末残高と貸借対照表に計上された退職給付引当金の調整表

                                                       (千円)
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                                    第33期               第34期
                               (2018年3月31日現在)               (2019年3月31日現在)
       非積立型制度の退職給付債務                                2,154,607               2,289,044
       未積立退職給付債務                                2,154,607               2,289,044
       未認識数理計算上の差異                                △204,636               △150,568
       未認識過去勤務費用                                △312,836               △243,317
       貸借対照表に計上された負債と資産の純額                                1,637,133               1,895,158
       退職給付引当金                                1,637,133               1,895,158

       貸借対照表に計上された負債と資産の純額                                1,637,133               1,895,158
      (4)退職給付費用及びその内訳項目の金額

                                                       (千円)
                                    第33期               第34期
                                (自   2017年4月      1日      (自   2018年4月      1日
                                 至  2018年3月31日)             至  2019年3月31日)
       勤務費用                                 269,128               300,245
       利息費用                                   7,523               1,918
       期待運用収益                                 △17,042                  -
       数理計算上の差異の費用処理額                                  88,417               43,920
       過去勤務費用の費用処理額                                  39,611               69,519
       退職一時金制度改定に伴う費用処理額                                  70,560                 -
       その他                                 △1,620               △3,640
       確定給付制度に係る退職給付費用                                 456,577               411,963
       制度移行に伴う損失(注)                                 690,899                  -
       (注)特別損失に計上しております。
      (5)数理計算上の計算基礎に関する事項

         主要な数理計算上の計算基礎
                                    第33期               第34期
                               (2018年3月31日現在)               (2019年3月31日現在)
       割引率                                  0.09  %             0.09  %
       予想昇給率                             1.00%~4.42%               1.00%~4.42%
     3.簡便法を適用した確定給付制度

      (1)簡便法を適用した制度の、退職給付引当金の期首残高と期末残高の調整表
                                                       (千円)
                                    第33期               第34期
                                (自   2017年4月      1日      (自   2018年4月      1日
                                 至  2018年3月31日)             至  2019年3月31日)
       退職給付引当金の期首残高                                △300,927                   -
         退職給付費用
                                         53,156                 -
         制度への拠出額
                                        △35,640                  -
         確定拠出制度への移行に伴う減少額
                                        391,600                  -
         退職一時金制度改定に伴う振替額
                                       △108,189                   -
       退職給付引当金の期末残高                                    -               -
      (2)退職給付費用

         簡便法で計算した退職給付費用 前事業年度                       53,156千円 当事業年度             - 千円
     4.確定拠出制度

      当社の確定拠出制度への要拠出額は、前事業年度                          86,141   千円、当事業年度         104,720    千円であります。
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     (税効果会計関係)

     1.繰延税金資産及び繰延税金負債の発生の主な原因別の内訳
                                 第33期                 第34期
                             (2018年3月31日現在)                 (2019年3月31日現在)
       繰延税金資産                             (千円)                  (千円)
        未払事業税                        290,493                  173,805
        未払事業所税                         11,683                  10,915
        賞与引当金                        426,815                  411,675
        未払法定福利費                         81,186                  80,253
        未払給与                        9,186                  7,961
        受取負担金                           -               138,994
        運用受託報酬                           -               102,490
        資産除去債務                         90,524                  10,152
        減価償却超過額(一括償却資産)                         11,331                  4,569
         減価償却超過額                       176,791                  125,839
        繰延資産償却超過額(税法上)                        34,977                 135,542
        退職給付引当金                        501,290                  580,297
        時効後支払損引当金                         60,941                  54,458
        ゴルフ会員権評価損                         13,173                  7,360
         関係会社株式評価損                       166,740                  166,740
         投資有価証券評価損                        28,976                  28,976
         本社移転費用引当金                        47,947                    -
                                29,193                  29,494
         その他
       繰延税金資産小計
                               1,981,254                  2,069,527
         評価性引当額                          -                  -
       繰延税金資産合計                       1,981,254                  2,069,527
       繰延税金負債
                               △281,720                  △321,067
         その他有価証券評価差額金
       繰延税金負債合計                       △281,720                  △321,067
       繰延税金資産の純額                       1,699,533                  1,748,459
     2.法定実効税率と税効果会計適用後の法人税等の負担率との差異の原因となった主要な項目別の内訳

       法定実効税率と税効果会計適用後の法人税等の負担率との間の差異が法定実効税率の100分の5以下である
      ため、注記を省略しております。
     ( 企業結合等関係        )

      当社(以下「AMOne」という)は、2016年7月13日付で締結した、DIAMアセットマネジメント株式会社(以下
     「DIAM」という)、みずほ投信投資顧問株式会社(以下「MHAM」という)、みずほ信託銀行株式会社(以下
     「TB」という)及び新光投信株式会社(以下「新光投信」という)(以下総称して「統合4社」という)間の
     「統合契約書」に基づき、2016年10月1日付で統合いたしました。
     1.結合当事企業

       結合当事企業             DIAM           MHAM            TB         新光投信
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                 投資運用業務、投           投資運用業務、投           信託業務、銀行業           投資運用業務、投
       事業の内容
                 資助言・代理業務           資助言・代理業務           務、投資運用業務           資助言・代理業務
     2.企業結合日

      2016年10月1日
     3.企業結合の方法

      ①MHAMを吸収合併存続会社、新光投信を吸収合併消滅会社とする吸収合併、②TBを吸収分割会社、吸収合
     併後のMHAMを吸収分割承継会社とし、同社がTB資産運用部門に係る権利義務を承継する吸収分割、③DIAMを
     吸収合併存続会社、MHAMを吸収合併消滅会社とする吸収合併の順に実施しております。
     4.結合後企業の名称

      アセットマネジメントOne株式会社
     5.企業結合の主な目的

      当社は、株式会社みずほフィナンシャルグループ(以下「                              MHFG  」という)及び第一生命ホールディングス
     株式会社(以下「第一生命」という)の資産運用ビジネス強化・発展に対する強力なコミットメントのも
     と、統合4社が長年にわたって培ってきた資産運用に係わる英知を結集し、                                      MHFG  と第一生命両社グループとの
     連携も最大限活用して、お客さまに最高水準のソリューションを提供するグローバルな運用会社としての飛
     躍を目指してまいります。
     6.合併比率

      「3.企業結合の方法」③の吸収合併における合併比率は以下の通りであります。
                          DIAM                      MHAM
         会社名
                        (存続会社)                      (消滅会社)
       合併比率(*)                    1                     0.0154
      (*)   普通株式と種類株式を合算して算定しております。
     7.交付した株式数

      「3.企業結合の方法」③の吸収合併において、                         DIAMは、MHAMの親会社であるMHFGに対して、その所有する
     MHAMの普通株式103万8,408株につき、DIAMの普通株式490株及び議決権を有しないA種種類株式15,510株を交
     付しました。
     8.経済的持分比率(議決権比率)

       MHFGが企業結合直前に所有していた当社に対する経済的持分比率                                      50.00%
       MHFGが企業結合日に追加取得した当社に対する経済的持分比率                                      20.00%
       MHFGの追加取得後の当社に対する経済的持分比率                                      70.00%
       なお、MHFGが所有する議決権比率については50.00%から51.00%に異動しております。
     9.取得企業を決定するに至った主な根拠

      「3.企業結合の方法」③の吸収合併において、法的に消滅会社となるMHAMの親会社である                                              MHFG  が、結合後
     企業の議決権の過半数を保有することになるため、企業結合の会計上はMHAMが取得企業に該当し、DIAMが被
     取得企業となるものです。
     10.会計処理

      「企業結合に関する会計基準」(企業結合会計基準第21号 平成25年9月13日公表分)及び「企業結合会計
     基準及び事業分離等会計基準に関する適用指針」(企業会計基準適用指針第10号 平成25年9月13日公表分)
     に基づき、「3.企業結合の方法」①の吸収合併及び②の吸収分割については共通支配下の取引として処理
     し、③の吸収合併については逆取得として処理しております。
     11.被取得企業に対してパーチェス法を適用した場合に関する事項

       (1)被取得企業の取得原価及びその内訳
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          取得の対価        MHAMの普通株式          144,212,500千円
          取得原価                  144,212,500千円
       (2)発生したのれんの金額、発生原因、償却方法及び償却期間
          a.発生したのれんの金額                    76,224,837千円
                               被取得企業から受け入れた資産及び引き受けた負
          b.発生原因
                               債の純額と取得原価との差額によります。
          c.のれんの償却方法及び償却期間                    20年間の均等償却
       (3)企業結合日に受け入れた資産及び引き受けた負債の額並びにその主な内訳
          a.資産の額        資産合計                    40,451,657千円
                    うち現金・預金                   11,605,537千円
                    うち金銭の信託                   11,792,364千円
          b.負債の額
                   負債合計                    9,256,209千円
                    うち未払手数料及び未払費用                   4,539,592千円
          (注)顧客関連資産に配分された金額及びそれに係る繰延税金負債は、資産の額及び負債の額には含
             まれておりません。
       (4)のれん以外の無形固定資産に配分された金額及び主要な種類別の内訳並びに全体及び主要な種類
          別の加重平均償却期間
          a.無形固定資産に配分された金額                            53,030,000千円
          b.主要な種類別の内訳
           顧客関連資産                           53,030,000千円
          c.全体及び主要な種類別の加重平均償却期間
           顧客関連資産                                16.9年
     12.被取得企業に対してパーチェス法を適用した場合の差額

       (1)貸借対照表項目
                              第33期                 第34期
                         (2018年3月31日現在)                 (2019年3月31日現在)
       流動資産                           -千円                 -千円
       固定資産                     114,270,495千円                 104,326,078千円
       資産合計                     114,270,495千円                 104,326,078千円
       流動負債                           -千円                 -千円
       固定負債                      13,059,836千円                 10,571,428千円
       負債合計                      13,059,836千円                 10,571,428千円
       純資産                     101,210,659千円                 93,754,650千円
       (注)固定資産及び資産合計には、のれん及び顧客関連資産の金額が含まれております。
        のれん                     70,507,975千円                 66,696,733千円
        顧客関連資産                     45,200,838千円                 39,959,586千円
       (2)損益計算書項目

                              第33期                 第34期
                          (自   2017年4月      1日         (自   2018年4月      1日
                           至  2018年3月31日)                至  2019年3月31日)
       営業収益                           -千円                 -千円
       営業利益                      △9,012,128千円                 △9,043,138千円
       経常利益                      △9,012,128千円                 △9,043,138千円
       税引前当期純利益                      △9,012,128千円                 △9,091,728千円
       当期純利益                      △7,419,617千円                 △7,489,721千円
       1株当たり当期純利益                      △185,490円43銭                 △187,243円04銭
       (注)営業利益には、のれん及び顧客関連資産の償却額が含まれております。
        のれんの償却額                       3,811,241千円                 3,811,241千円
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        顧客関連資産の償却額                       5,233,360千円                 5,241,252千円
     (資産除去債務関係)

       当社は建物所有者との間で不動産賃貸借契約を締結しており、賃借期間終了時に原状回復する義務を有し
      ているため、契約及び法令上の資産除去債務を認識しております。
       なお、当該賃貸借契約に関連する長期差入保証金(敷金)が計上されているため、資産除去債務の負債計
      上に代えて、当該敷金の回収が最終的に見込めないと認められる金額を合理的に見積り、そのうち当期の負
      担に属する金額を費用計上し、直接減額しております。
     (セグメント情報等)

     1.セグメント情報
       当社は、資産運用業の単一セグメントであるため、記載を省略しております。
     2.関連情報

      第33期(自      2017年4月1日       至  2018年3月31日)         及び  第34期(自      2018年4月1日       至  2019年3月31日)
      (1)サービスごとの情報
        サービス区分の決定方法は、損益計算書の営業収益の区分と同一であることから、サービスごとの営業
       収益の記載を省略しております。
      (2)地域ごとの情報
       ①営業収益
         本邦の外部顧客に対する営業収益に区分した金額が損益計算書の営業収益の90%を超えるため、記載
        を省略しております。
       ②有形固定資産
         本邦に所在している有形固定資産の金額が貸借対照表の有形固定資産の金額の90%を超えるため、記
        載を省略しております。
      (3)主要な顧客ごとの情報
        特定の顧客に対する営業収益で損益計算書の営業収益の10%以上を占める相手先がないため、記載を省
       略しております。
     (関連当事者情報)

     1.関連当事者との取引
     (1)親会社及び法人主要株主等
     第33期(自      2017年4月1日       至  2018年3月31日)
     該当はありません。
     第34期(自      2018年4月1日       至  2019年3月31日)

     該当はありません。
     (2)子会社及び関連会社等

     第33期(自      2017年4月1日       至  2018年3月31日)
     該当はありません。
     第34期(自      2018年4月1日       至  2019年3月31日)

     該当はありません。
     (3)兄弟会社等

     第33期(自      2017年4月1日       至  2018年3月31日)
                 資本金    事業の    議決権      関係内容
                                             取引金額       科目    期末残高
       会社等の      住所    又は   内容又    等の所              取引の内容
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     属   名称        出資金    は職業     有(被                    (千円)           (千円)
                             役員の     事業上
     性                    所有)
                             兼任等     の関係
                         割合
       株式会社     東京都    14,040    銀行業     -    -   当社設定     投資信託の       6,470,802      未払      894,336

     親
       みずほ銀     千代田     億円                投資信託     販売代行手             手数料
     会
       行     区                    の販売     数料
     社
     の
       みずほ証     東京都     1,251    証券業     -    -   当社設定     投資信託の       9,079,083      未払     1,549,208
     子
       券株式会     千代田     億円                投資信託     販売代行手             手数料
     会
       社     区                    の販売     数料
     社
     第34期(自      2018年4月1日       至  2019年3月31日)

                 資本金    事業の    議決権      関係内容
                                             取引金額       科目    期末残高
       会社等の      住所    又は   内容又    等の所             取引の内容
     属
                                             (千円)           (千円)
        名称        出資金    は職業    有(被
                             役員の     事業上
     性
                         所有)
                             兼任等     の関係
                         割合
       株式会社     東京都    14,040    銀行業     -    -   当社設定     投資信託       6,048,352      未払      915,980

       みずほ銀     千代田     億円                投資信託     の販売代             手数料
     親
       行     区                    の販売     行手数料
     会
     社
                                      子会社株       1,270,000       -     -
     の
                                      式の取得
     子
     会
       みずほ証     東京都    1,251    証券業     -    -   当社設定     投資信託       10,215,017      未払     1,670,194
     社
       券株式会     千代田     億円                投資信託     の販売代             手数料
       社     区                    の販売     行手数料
     取引条件及び取引条件の決定方針等

     (注1)    投資信託の販売代行手数料は、一般的取引条件を勘案した個別契約により決定しております。
     (注2)    子会社株式の取得は、独立した第三者機関により算定された価格を基礎として協議の上、合理的に決
         定しております。
     (注3)    上記の取引金額には消費税等が含まれておりません。期末残高には、消費税等が含まれております。
     2.親会社又は重要な関連会社に関する注記

     (1)親会社情報
       株式会社みずほフィナンシャルグループ
       (東京証券取引所及びニューヨーク証券取引所に上場)
     (2)重要な関連会社の要約財務諸表

       該当はありません。
     (1株当たり情報)

                               第33期                   第34期
                           (自   2017年4月      1日          (自   2018年4月      1日
                            至  2018年3月31日)                 至  2019年3月31日)
      1株当たり純資産額                           1,667,445     円 37 銭            1,708,727円13銭
      1株当たり当期純利益金額                            391,255    円 29 銭             352,987円92銭

     (注1)潜在株式調整後1株当たり当期純利益金額については、潜在株式が存在していないため記載しておりま
        せん。
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     (注2)1株当たり当期純利益金額の算定上の基礎は、以下のとおりであります。
                              第33期                   第34期
                          (自   2017年4月      1日           (自   2018年4月      1日
                           至  2018年3月31日)                  至  2019年3月31日)
      当期純利益金額                           15,650,211千円                   14,119,516千円
      普通株主及び普通株主と同等

                                       -                   -
      の株主に帰属しない金額
      普通株式及び普通株式と同等

                                 15,650,211千円                   14,119,516千円
      の株式に係る当期純利益金額
      普通株式及び普通株式と同等

                                    40,000株
      の株式の期中平均株式数                                                  40,000株
                                   (24,490株)                   (24,490株)

      (うち普通株式)
      (うちA種種類株式)                             (15,510株)                   (15,510株)

     (注1)A種種類株式は、剰余金の配当請求権及び                         残余財産     分配請求権について普通株式と同等の権利を有して
        いるため、1株当たり情報の算定上、普通株式に含めて計算しています。
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                         独立監査人の監査報告書
                                                  2019年5月30日

     アセットマネジメントOne株式会社

      取 締 役 会          御 中
                            EY  新日本有限責任監査法人

                            指定有限責任社         員

                                        公認会計士         湯原  尚          印
                            業務執行社       員
                            指定有限責任社         員

                                        公認会計士         山野  浩          印
                            業務執行社       員
       当監査法人は、金融商品取引法第193条の2第1項の規定に基づく監査証明を行うため、「委託会社等

     の経理状況」に掲げられているアセットマネジメントOne株式会社の2018年4月1日から2019年3月3
     1日までの      第34期事業年度の財務諸表               、すなわち、貸借対照表、損益計算書、株主資本等変動計算書、重要
     な会計方針及びその他の注記について監査を行った。
     財務諸表に対する経営者の責任

      経営者の責任は、我が国において一般に公正妥当と認められる企業会計の基準に準拠して                                              財務諸表を作成し
     適正に表示することにある。これには、不正又は誤謬による重要な虚偽表示のない財務諸表を作成し適正に表
     示するために経営者が必要と判断した内部統制を整備及び運用することが含まれる。
     監査人の責任

      当監査法人の責任は、当監査法人が実施した監査に基づいて、独立の立場から財務諸表に対する意見を表明
     することにある。         当監査法人は、我が国において一般に公正妥当と認められる監査の基準に準拠して監査を
     行った。監査の基準          は、当監査法人に財務諸表に重要な虚偽表示がないかどうかについて合理的な保証を得る
     ために、監査計画を策定し、これに基づき監査を実施することを求めている。
      監査においては、財務諸表の金額及び開示について監査証拠を入手するための手続が実施される。監査手続
     は、当監査法人の判断により、不正又は誤謬による財務諸表の重要な虚偽表示のリスクの評価に基づいて選択
     及び適用される。財務諸表監査の目的は、内部統制の有効性について意見表明するためのものではないが、当
     監査法人は、リスク評価の実施に際して、状況に応じた適切な監査手続を立案するために、財務諸表の作成と
     適正な表示に関連する内部統制を検討する。また、監査には、経営者が採用した会計方針及びその適用方法並
     びに経営者によって行われた見積りの評価も含め全体としての財務諸表の表示を検討することが含まれる。
      当監査法人は、意見表明の基礎となる十分かつ適切な監査証拠を入手したと判断している。
     監査意見

      当監査法人は、上記の財務諸表が、我が国において一般に公正妥当と認められる企業会計                                               の基準に準拠し
     て、アセットマネジメントOne株式会社の2019年3月31日現在の財政状態及び同日をもって終了する事業
     年度の経営成績をすべての重要な点において適正に表示しているものと認める。
     利害関係

      会社と当監査法人又は業務執行社員との間には、公認会計士法の規定により記載すべき利害関係はない。
                                                          以 上
     (注1)上記は監査報告書の原本に記載された事項を電子化したものであり、その原本は当社が別途保管し

      ております。
     (注2)XBRLデータは監査の対象には含まれておりません。
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                                                           EDINET提出書類
                                               アセットマネジメントOne株式会社(E10677)
                                                   半期報告書(内国投資信託受益証券)
                    独  立  監  査  人  の  中  間  監  査  報  告  書

                                                  令和1年7月4日
     アセットマネジメントOne株式会社
     取締役会 御中
                             E Y 新  日  本  有  限  責  任  監  査  法  人

                             指定有限責任社員
                                      公認会計士
                                             長谷川 敬
                             業務執行社員
      当監査法人は、金融商品取引法第193条の2第1項の規定に基づく監査証明を行うため、

     「ファンドの経理状況」に掲げられている新光ピムコ・ストラテジック・インカム・ファンド11
     月号の平成30年11月27日から令和1年5月26日までの中間計算期間の中間財務諸表、すな
     わち、中間貸借対照表、中間損益及び剰余金計算書並びに中間注記表について中間監査を行った。
     中間財務諸表に対する経営者の責任

      経営者の責任は、我が国において一般に公正妥当と認められる中間財務諸表の作成基準に準拠し
     て中間財務諸表を作成し有用な情報を表示することにある。これには、不正又は誤謬による重要な
     虚偽表示のない中間財務諸表を作成し有用な情報を表示するために経営者が必要と判断した内部統
     制を整備及び運用することが含まれる。
     監査人の責任

      当監査法人の責任は、当監査法人が実施した中間監査に基づいて、独立の立場から中間財務諸表
     に対する意見を表明することにある。当監査法人は、我が国において一般に公正妥当と認められる
     中間監査の基準に準拠して中間監査を行った。中間監査の基準は、当監査法人に中間財務諸表には
     全体として中間財務諸表の有用な情報の表示に関して投資者の判断を損なうような重要な虚偽表示
     がないかどうかの合理的な保証を得るために、中間監査に係る監査計画を策定し、これに基づき中
     間監査を実施することを求めている。
      中間監査においては、中間財務諸表の金額及び開示について監査証拠を入手するために年度監査
     と比べて監査手続の一部を省略した中間監査手続が実施される。中間監査手続は、当監査法人の判
     断により、不正又は誤謬による中間財務諸表の重要な虚偽表示のリスクの評価に基づいて、分析的
     手続等を中心とした監査手続に必要に応じて追加の監査手続が選択及び適用される。中間監査の目
     的は、内部統制の有効性について意見表明するためのものではないが、当監査法人は、リスク評価
     の実施に際して、状況に応じた適切な中間監査手続を立案するために、中間財務諸表の作成と有用
     な情報の表示に関連する内部統制を検討する。また、中間監査には、経営者が採用した会計方針及
     びその適用方法並びに経営者によって行われた見積りの評価も含め中間財務諸表の表示を検討する
     ことが含まれる。
      当監査法人は、中間監査の意見表明の基礎となる十分かつ適切な監査証拠を入手したと判断して
     いる。
     中間監査意見

      当監査法人は、上記の中間財務諸表が、我が国において一般に公正妥当と認められる中間財務諸
     表の作成基準に準拠して、新光ピムコ・ストラテジック・インカム・ファンド11月号の令和1年
     5月26日現在の信託財産の状態及び同日をもって終了する中間計算期間(平成30年11月27
     日から令和1年5月26日まで)の損益の状況に関する有用な情報を表示しているものと認める。
     利害関係

      アセットマネジメントOne株式会社及びファンドと当監査法人又は業務執行社員との間には、公
     認会計士法の規定により記載すべき利害関係はない。
                                                       以  上
     (※)1.上記は、当社が、中間監査報告書の原本に記載された事項を電子化したものであり、その原本は
           当社が別途保管しております。
        2.XBRLデータは監査の対象には含まれていません。
                                 93/93





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