マルチ・マネージャー・アクセスＩＩ－エマージング・マーケット・デッド－ＵＳ　マルチ・クレジット・サステナブル－ハイ・イールド 半期報告書（外国投資証券） 第15期(令和3年8月1日－令和4年7月31日)

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                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
    【表紙】

    【提出書類】                  半期報告書

    【提出先】                  関東財務局長
    【提出日】                  令和４年４月28日
    【計算期間】                  第15期中（自　令和３年８月１日　至　令和４年１月31日）
    【発行者名】                  マルチ・マネージャー・アクセスⅡ
                       （Multi     Manager     AccessⅡ）
    【代表者の役職氏名】                  メンバー・オブ・ザ・ボード・オブ・ディレクターズ
                       クリスティアン・シェーン（Christian                    Schön）
                       メンバー・オブ・ザ・ボード・オブ・ディレクターズ
                       マデュ・ラマチャンドラン（Madhu                  Ramachandran）
    【本店の所在の場所】                  ルクセンブルグ大公国、ルクセンブルグL－1855、J.F.ケネディ通り33A
                       （33A    avenue    J.F.   Kennedy,     L-1855    Luxembourg,       Grand    Duchy    of
                       Luxembourg）
    【代理人の氏名又は名称】                  弁護士　三　浦　　　健
                       弁護士　大　西　信　治
    【代理人の住所又は所在地】                  東京都千代田区丸の内二丁目６番１号　丸の内パークビルディング
                       森・濱田松本法律事務所
    【事務連絡者氏名】                  弁護士　三　浦　　　健
                       弁護士　大　西　信　治
    【連絡場所】                  東京都千代田区丸の内二丁目６番１号　丸の内パークビルディング
                       森・濱田松本法律事務所
    【電話番号】                  03 （6212）8316
    【縦覧に供する場所】                  該当事項なし
     （注１）米ドルの円貨換算は、特に記載がない限り、2022年２月28日現在の株式会社三菱ＵＦＪ銀行の対顧客電信売買相場の仲値

        （１米ドル＝115.55円）による。
     （注２）ファンドは、ルクセンブルグ法に基づいて設立されているが、投資証券は米ドルまたは円建てのため、以下の金額表示は別
        段の記載がない限り米ドル貨または円貨をもって行う。
     （注３）本書の中で金額および比率を表示する場合、四捨五入してまたは切り捨てて記載してある。従って、合計の数字が一致しな
        い場合がある。また円貨への換算は、本書の中でそれに対応する数字につき所定の換算率で単純計算のうえ、必要な場合四
        捨五入して記載してある。従って、本書の中の同一情報につき異なった円貨表示がなされている場合もある。
                                  1/151







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    １【外国投資法人の概況】

        マルチ・マネージャー・アクセスⅡのサブ・ファンドであるエマージング・マーケット・デッド、Ｕ
       Ｓ  マルチ・クレジット・サステナブルおよびハイ・イールド（以下、マルチ・マネージャー・アクセス
       Ⅱを「本投資法人」、エマージング・マーケット・デット、ＵＳ                                  マルチ・クレジット・サステナブルお
       よび／またはハイ・イールドを個別にまたは総称して「ファンド」または「サブ・ファンド」というこ
       とがある。）の概況は以下のとおりである。
       （注）2022年２月８日付で、サブ・ファンドの名称が「ＵＳ                         マルチ・クレジット（US           Multi   Credit）」から「ＵＳ          マルチ・ク

         レジット・サステナブル（US            Multi   Credit   Sustainable）」に、変更されました。以下、同じです。
    （１）【主要な経営指標等の推移】

        （エマージング・マーケット・デッド）
                                     （別段の記載がない限り金額は米ドル表示）
                      2020  年１月末日      2020  年７月末日      2021  年１月末日      2021  年７月末日      2022  年１月末日
                       に終了する        に終了する        に終了する        に終了する        に終了する
                      中間会計年度末         会計年度末       中間会計年度末         会計年度末       中間会計年度末
              （１）
                      205,152,492.83        351,514,548.83        419,923,653.21        373,448,972.32       －423,368,854.95
        （ａ）営業収益
        （ｂ）経常利益金額
                      205,152,492.83        351,514,548.83        419,923,653.21        373,448,972.32       －423,368,854.95
           または経常損失金額
        （ｃ）当期純利益金額
                      205,152,492.83        351,514,548.83        419,923,653.21        373,448,972.32       －423,368,854.95
           または当期純損失金額
              （２）
                      6,485,463,790.78        6,297,057,630.99        7,088,189,524.66        5,915,111,579.13        5,474,543,845.01
        （ｄ）出資総額
        （ｅ）発行済投資口総数
        （クラスＦ－ａｃｃ投資証券）             15,882,703.0560      口  16,214,122.0160      口  17,817,775.2900      口  14,882,210.4190      口  15,216,044.4050      口
        （クラスＦ－ａｃｃ円ヘッジ
         投資証券）                127,510   口     140,170   口   127,429.1180     口   152,362.1180     口     147,117   口
        （ｆ）純資産額              6,485,463,790.78        6,297,057,630.99        7,088,189,524.66        5,915,111,579.13        5,474,543,845.01
        （ｇ）資産総額              6,664,804,223.36        6,355,513,053.74        7,262,997,802.48        5,960,493,070.97        5,567,728,095.87
        （ｈ）１口当たり純資産価格
        （クラスＦ－ａｃｃ投資証券）                  138.80        137.43        144.28        145.38        138.75
        （クラスＦ－ａｃｃ円ヘッジ
         投資証券）                10,611  円     10,398  円     10,883  円     10,937  円     10,417  円
        （ｉ）１口当たり当期
           純利益金額または
           当期純損失金額
        （クラスＦ－ａｃｃ投資証券）                  4.60        4.19        6.71        9.05       －6.60
        （クラスＦ－ａｃｃ円ヘッジ
         投資証券）                  2.34        3.34        5.95        1.32       －9.13
        （ｊ）分配総額               12,736,384.92        12,856,778.29        15,638,449.34        15,638,449.34        21,530,436.66
        （ｋ）１口当たり分配金額              該当事項なし        該当事項なし        該当事項なし        該当事項なし        該当事項なし
        （ｌ）自己資本比率                 97.31  ％      99.08  ％      97.59  ％      99.24  ％      98.33  ％
                （３）
        （ｍ）自己資本利益率
        （クラスＦ－ａｃｃ投資証券）                 11.20  ％      2.35  ％      3.95  ％      5.78  ％     －3.83％
        （クラスＦ－ａｃｃ円ヘッジ
         投資証券）                 6.11  ％     －0.01％         2.56  ％      5.18  ％     －4.28％
        （１）営業収益には投資収益および実現および未実現利益（損失）が含まれる。以下同じ。
        （２）サブ・ファンドは変動資本を有する会社型投資信託であり、純資産総額を記載している。以下同じ。
        （３）自己資本利益率は、当該会計年度の１口当たり純資産価格の前年度に対する増減の比率であるが、当該会計年度に初めて
          当該投資証券が発行された場合には、当初募集価格に対する増減の比率で表すものとする。以下同じ。
        （４）「主要な経営指標等の推移（ｅ）発行済投資口総数、（ｈ）１口当たり純資産価格、（ｉ）１口当たり当期純利益金額ま
          たは当期純損失金額、（ｋ）１口当たり分配金額および（ｍ）自己資本利益率」は、日本で販売しているクラスのみ記載
          している。以下同じ。
                                  2/151


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                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
        （注１）サブ・ファンドにはクラスＦ－ａｃｃ投資証券およびクラスＦ－ａｃｃ円ヘッジ投資証券以外の投資証券も存在する。
           クラスＢⅠ投資証券は2018年７月20日にクラスＦ－ａｃｃ投資証券に名称を変更した。クラスＦ－ａｃｃ投資証券およ
           びクラスＦ－ａｃｃ円ヘッジ投資証券以外の投資証券は日本で販売されていないため、以下、「投資証券」というとき
           は、  クラスＦ－ａｃｃ投資証券およびクラスＦ－ａｃｃ円ヘッジ投資証券を指すものとする。エマージング・マーケッ
           ト・デッドは2013年12月２日に運用を開始し、クラスＢⅠ投資証券（現クラスＦ－ａｃｃ投資証券）は2013年12月２日
           に運用を開始した。ＵＳ           マルチ・クレジット・サステナブルは2007年11月27日に運用を開始し、クラスＢⅠ投資証券
           （現クラスＦ－ａｃｃ投資証券）は2007年11月27日に運用を開始した。ハイ・イールドは2016年４月13日に運用を開始
           し、クラスＢⅠ投資証券（現クラスＦ－ａｃｃ投資証券）は2016年４月13日に運用を開始した。なお、クラスＦ－ａｃ
           ｃ円ヘッジ投資証券は、2019年４月１日に募集を開始し、2019年５月29日から１口当たり純資産価格の算出を開始し
           た。以下同じ。
        （注２）名称の一部に「Ｆ」を含むクラスの投資証券は、年次財務報告書が作成された後に、取締役会の提案を経て、定時投資
           主総会により、分配がなされるか否か、またその額が決定される。以下同じ。
        （注３）各取引に使用された１口当たりの純資産価格は、純資産価格の調整の結果、上記および財務書類に記載の価格と異なる
           場合がある（財務書類に対する注記１参照）。以下同じ。
        （ＵＳ    マルチ・クレジット・サステナブル）

                                     （別段の記載がない限り金額は米ドル表示）
                      2020  年１月末日      2020  年７月末日      2021  年１月末日      2021  年７月末日      2022  年１月末日
                       に終了する        に終了する        に終了する        に終了する        に終了する
                      中間会計年度末         会計年度末       中間会計年度末         会計年度末       中間会計年度末
              （１）
                      202,052,254.46        651,975,966.37        155,668,842.68        110,134,972.72       －445,326,175.61
        （ａ）営業収益
        （ｂ）経常利益金額
                      202,052,254.46        651,975,966.37        155,668,842.68        110,134,972.72       －445,326,175.61
           または経常損失金額
        （ｃ）当期純利益金額
                      202,052,254.46        651,975,966.37        155,668,842.68        110,134,972.72       －445,326,175.61
           または当期純損失金額
              （２）
                      5,671,072,733.01        6,198,677,594.06        5,586,016,054.14        5,573,488,091.35        7,937,453,531.49
        （ｄ）出資総額
        （ｅ）発行済投資口総数
        （クラスＦ－ａｃｃ投資証券）             15,327,746.8270      口  14,063,084.4420      口  13,261,111.2100      口  13,589,831.6990      口  21,629,552.5740      口
        （クラスＦ－ａｃｃ円ヘッジ
         投資証券）                327,767   口     329,750   口     309,435   口     358,650   口     353,863   口
        （ｆ）純資産額              5,671,072,733.01        6,198,677,594.06        5,586,016,054.14        5,573,488,091.35        7,937,453,531.49
        （ｇ）資産総額              5,731,345,460.24        6,214,829,242.92        5,674,469,422.74        5,795,505,353.28        8,108,933,139.57
        （ｈ）１口当たり純資産価格
        （クラスＦ－ａｃｃ投資証券）                  156.50        163.20        165.92        167.01        161.68
        （クラスＦ－ａｃｃ円ヘッジ
         投資証券）                10,461  円     10,788  円     10,934  円     10,981  円     10,605  円
        （ｉ）１口当たり当期
           純利益金額または
           当期純損失金額
        （クラスＦ－ａｃｃ投資証券）                  5.97       12.79        2.73        3.76       －5.13
        （クラスＦ－ａｃｃ円ヘッジ
         投資証券）                  2.56        8.01        2.46       －1.36        －7.85
        （ｊ）分配総額               7,699,227.71        7,802,905.72        9,503,304.77        9,503,304.77        8,731,326.71
        （ｋ）１口当たり分配金額              該当事項なし        該当事項なし        該当事項なし        該当事項なし        該当事項なし
        （ｌ）自己資本比率                 98.95  ％      99.74  ％      98.44  ％      96.17  ％      97.89  ％
                （３）
        （ｍ）自己資本利益率
        （クラスＦ－ａｃｃ投資証券）                  9.78  ％      8.48  ％      6.02  ％      2.33  ％     －2.56％
        （クラスＦ－ａｃｃ円ヘッジ
         投資証券）                 4.61  ％      5.94  ％      4.52  ％      1.79  ％     －3.01％
                                  3/151




                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
        （ハイ・イールド）

                                     （別段の記載がない限り金額は米ドル表示）
                      2020  年１月末日      2020  年７月末日      2021  年１月末日      2021  年７月末日      2022  年１月末日
                       に終了する        に終了する        に終了する        に終了する        に終了する
                      中間会計年度末         会計年度末       中間会計年度末         会計年度末       中間会計年度末
              （１）
                      145,821,659.70        239,578,445.72        300,321,786.73        397,458,480.04       －160,689,477.07
        （ａ）営業収益
        （ｂ）経常利益金額
                      145,821,659.70        239,578,445.72        300,321,786.73        397,458,480.04       －160,689,477.07
           または経常損失金額
        （ｃ）当期純利益金額
                      145,821,659.70        239,578,445.72        300,321,786.73        397,458,480.04       －160,689,477.07
           または当期純損失金額
              （２）
                      4,460,382,133.69        4,411,256,071.12        3,978,703,842.70        5,180,776,616.51        3,996,682,251.01
        （ｄ）出資総額
        （ｅ）発行済投資口総数
        （クラスＦ－ａｃｃ投資証券）             11,932,941.4770      口  12,116,942.6060      口  10,543,921.530      口  14,749,235.0260      口  12,357,772.1670      口
        （クラスＦ－ａｃｃ円ヘッジ
         投資証券）                101,356   口     107,946   口     97,986  口     118,296   口     113,331   口
        （ｆ）純資産額              4,460,382,133.69        4,411,256,071.12        3,978,703,842.70        5,180,776,616.51        3,996,682,251.01
        （ｇ）資産総額              4,536,686,484.21        4,468,225,679.24        4,079,272,705.52        5,212,922,698.70        4,077,429,685.42
        （ｈ）１口当たり純資産価格
        （クラスＦ－ａｃｃ投資証券）                  131.17        131.06        139.45        143.96        142.12
        （クラスＦ－ａｃｃ円ヘッジ
         投資証券）                10,460  円     10,333  円     10,962  円     11,293  円     11,125  円
        （ｉ）１口当たり当期
           純利益金額または
           当期純損失金額
        （クラスＦ－ａｃｃ投資証券）                  4.34        3.76        8.74       10.29       －1.35
        （クラスＦ－ａｃｃ円ヘッジ
         投資証券）                  2.07        3.39        7.49        4.78       －6.50
        （ｊ）分配総額               8,555,219.29        8,604,497.14        8,742,699.34        8,742,699.34       11,344,013.45
        （ｋ）１口当たり分配金額              該当事項なし        該当事項なし        該当事項なし        該当事項なし        該当事項なし
        （ｌ）自己資本比率                 98.32  ％      98.73  ％      97.53  ％      99.38  ％      98.02  ％
                （３）
        （ｍ）自己資本利益率
        （クラスＦ－ａｃｃ投資証券）                 10.07  ％      3.44  ％      6.31  ％      9.84  ％      1.91  ％
        （クラスＦ－ａｃｃ円ヘッジ
         投資証券）                 4.60  ％      1.02  ％      4.80  ％      9.29  ％      1.49  ％
                                  4/151









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    （２）【外国投資法人の出資総額】

         2022  年２月末日現在の各サブ・ファンドの出資総額および各クラス投資証券の発行済投資証券総数
        は以下のとおりである。
         なお、発行可能投資口総口数には制限がない。
        （エマージング・マーケット・デッド）
                             出資総額
                                            発行済投資証券総数
                                                （口）
                           米ドル        百万円
                                        クラスＦ－ａｃｃ
                                                   15,293,318.5360
                                          投資証券
           2022  年２月末日現在            5,155,426,309.27          595,710
                                        クラスＦ－ａｃｃ
                                                       155,047
                                        円ヘッジ投資証券
        （ＵＳ    マルチ・クレジット・サステナブル）

                             出資総額
                                            発行済投資証券総数
                                                （口）
                           米ドル        百万円
                                        クラスＦ－ａｃｃ
                                                   21,730,642.5000
                                          投資証券
           2022  年２月末日現在            7,907,171,939.96          913,674
                                        クラスＦ－ａｃｃ
                                                       369,933
                                        円ヘッジ投資証券
        （ハイ・イールド）

                             出資総額
                                            発行済投資証券総数
                                                （口）
                           米ドル        百万円
                                        クラスＦ－ａｃｃ
                                                   12,499,386.8290
                                          投資証券
           2022  年２月末日現在            3,955,582,002.22          457,068
                                        クラスＦ－ａｃｃ
                                                       119,211
                                        円ヘッジ投資証券
    （３）【主要な投資主の状況】

         1993  年４月５日付ルクセンブルグ法第41条により課されるルクセンブルグ銀行機密規定（改訂済）
        により、当該サブ・ファンドの主要な投資主に関する情報は公開できない。
                                  5/151








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    （４）【役員の状況】

                                               （2022年２月末日現在）
                         役  職  名
           氏　　名                            略　　　　　歴               所有株式
                      チェアマン・
      アンドレアス・
                      オブ・ザ・
                                 ユービーエス・スイス・エイ・ジー、
      エバーソルド                                                 該当なし
                                 エグゼクティブ・ディレクター
                      ボード・オブ・
      （Andreas      Aebersold）
                      ディレクターズ
                                 ＵＢＳヨーロッパＳＥ            ルクセンブルグ
                      メンバー・オブ・
      マデュ・ラマチャンドラン
                      ザ・ボード・オブ・            支店                     該当なし
      （Madhu     Ramachandran）
                      ディレクターズ
                                 エグゼクティブ・ディレクター
                                 ＵＢＳヨーロッパＳＥ            ルクセンブルグ
                      メンバー・オブ・
      クリスティアン・シェーン
                      ザ・ボード・オブ・            支店                     該当なし
      （Christian       Schön）
                      ディレクターズ
                                 エグゼクティブ・ディレクター
                                 インディペンデント・ディレクター、
      ジェーン・ウィルキンソン
                      インディペンデン
                                 リップル・エフェクト・サール・エ                     該当なし
      （Jane    Wilkinson）
                      ト・ディレクター
                                 ス、ルクセンブルグ　創設パートナー
       （注）本投資法人に従業員はいない。本投資法人の独立監査法人はプライスウォーターハウスクーパース・ソシエテ・コーペラ
         ティブ（PricewaterhouseCoopers,               Société    coopérative）である。
    （５）【その他】

     ａ．定款の変更
         本投資法人の定款は、商事会社に関する1915年８月10日法（改正済み）によって定められている定
        足数および過半数の要件に従って、投資主総会において追加または変更することができる。
         修正版は、ルクセンブルグの官報、ルクセンブルグの日刊紙、および必要な場合は本投資法人の投
        資証券を販売するそれぞれの国の公的刊行物において公告し、投資主総会で承認を受けた後、すべて
        の投資主を法的に拘束する。
         日本の投資主に対しては、定款の重要事項の変更は、公告または通知書によって知らされる。
     ｂ．事業譲渡または事業譲受
        投資法人、サブ・ファンドおよび投資証券クラスの解散および合併
        本投資法人、サブ・ファンドおよび投資証券クラスの解散
         定足数および必要な過半数に関する法律要件を満たす投資主総会により、いつでも本投資法人を解
        散することができる。
         本投資法人の純資産総額が所定の最低資本金の３分の２または４分の１以下になる場合、取締役会
        は、本投資法人を清算するか否かについて投資主総会の採決を求めなければならない。本投資法人が
        清算する場合、債務の履行は一名以上の清算人が実行するものとする。本投資法人が解散する場合、
        清算は投資主総会で指名される一名以上の清算人が実行するものとする。当該総会では清算人の職務
        および報酬の範囲も決定する。清算人は投資主の最善の利益にかなうように本投資法人の資産を売却
        し、サブ・ファンドの投資証券クラスの清算による正味収入を投資主の保有数に比例して当該サブ・
        ファンドの投資証券クラスの投資主に配分するものとする。投資主に分配できない清算収入は取得時
        効期間の満了までルクセンブルグの供託金庫（Caisse                            de  Consignation）に遅滞なく預託される。
         サブ・ファンドもしくは投資証券クラスの純資産総額がサブ・ファンドの投資証券クラスを経済的
        に合理的に管理できない水準（1,000万ユーロまたはサブ・ファンドについての他の通貨建ての相当す
        る金額と見積もられている。）未満に落ち込んだ場合、または政治もしくは経済の状況の変化がある
                                  6/151


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        場合、取締役会は、一もしくは複数のサブ・ファンドの投資証券クラスの清算を要求することができ
        る。
         取締役会の権利にかかわらず、取締役会の提案に基づいて、サブ・ファンドの投資主総会におい
        て、サブ・ファンドが発行した投資証券を回収し、投資主に対して投資主が保有する投資証券の純資
        産価額を返還することにより、本投資法人の資本を減額することができる。純資産価額は上記の決定
        が効力を発生する日に計算し、サブ・ファンドの資産の処分によって生じた代金および清算に起因す
        る費用を織り込むものとする。
         投資主総会または取締役会による投資証券の回収の決定は、書留郵便で送付されるか、またはルク
        センブルグの官報、ならびにルクセンブルグの日刊紙および必要があれば本投資法人の投資証券を販
        売する各国の特定の公的刊行物を通じて関係するサブ・ファンドの投資主に公表される。買戻しのた
        めに投資主により呈示された未精算の投資証券の対価は、時効期間の満了まで、ルクセンブルグの供
        託金庫（Caisse         de  Consignation）に預託されるものとする。
        サブ・ファンド同士またはサブ・ファンドとその他のUCIの合併

         前記「本投資法人、サブ・ファンドおよび投資証券クラスの解散」に記載される状況と同じ状況の
        場合、取締役会は、2010年法の規定に従い、サブ・ファンドの投資証券の消却および対応する投資主
        への他のサブ・ファンドまたは他のUCITSの投資証券の割当てを決定することができる。本項において
        取締役会が付与された権限にかかわらず、本項に記載されたファンド同士を合併する決定もまた、関
        連サブ・ファンドの投資主総会において採択することができる。
         合併の決定は、ルクセンブルグの日刊紙に公告するか書留郵便により、投資主に通知される。かか
        る決定の公告から30日以内に投資主は保有する投資証券の一部または全部を、「有価証券報告書　第
        二部　外国投資法人の詳細情報　第２　手続等　２　買戻し手続等　海外における買戻し手続等」に
        記載するガイドラインに従って、無料で純資産価額で買い戻す権限を有する。買戻しのために提出さ
        れなかった投資証券は、かかる決定が効力を生じた日において計算された関連するサブ・ファンドの
        投資証券の純資産額に基づいて交換される。
        投資主総会

         サブ・ファンドの清算および合併のいずれの場合についても、投資主総会の定足数は要求されず、
        決定は、総会に出席する投資主または委任状により投票を行う投資主の単純多数によって承認するこ
        とができる。
     ｃ．出資の状況その他の重要事項
         該当事項なし。
     ｄ．訴訟事件その他の重要事項
         半期報告書提出前６か月以内において、訴訟事件その他投資法人に重要な影響を及ぼすことが予想
        される事実はない。
                                  7/151






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    ２【外国投資法人の運用状況】

    （１）【投資状況】
        資産別および地域別の投資状況
        （エマージング・マーケット・デッド）
                                               （2022年２月末日現在）
                                                     投資比率
         資産の種類             国・地域名               時価合計（米ドル）
                                                      （％）
                       メキシコ                   375,654,077.53              7.20
           債券
                      ケイマン諸島                    190,299,117.29              3.65
                      コロンビア                    181,526,618.53              3.48
                      インドネシア                    169,410,797.60              3.25
                       オランダ                   165,590,958.82              3.17
                       トルコ                  158,540,327.99              3.04
                        チリ                  147,394,035.37              2.82
                       ペルー                  136,386,020.07              2.61
                     アラブ首長国連邦                     131,743,235.45              2.52
                       ブラジル                   129,745,205.54              2.49
                     ドミニカ共和国                     125,217,619.68              2.40
                     サウジアラビア                     111,267,806.00              2.13
                    英領ヴァージン諸島                      109,032,467.66              2.09
                     ルクセンブルグ                     100,873,502.76              1.93
                       オマーン                    95,734,797.50             1.83
                       インド                   94,959,081.26             1.82
                       エジプト                    93,124,714.91             1.78
                       カタール                    90,275,637.00             1.73
                      アルゼンチン                     89,812,490.16             1.72
                        香港                  81,835,848.47             1.57
                      パラグアイ                    77,353,762.99             1.48
                      エクアドル                    72,458,781.96             1.39
                       パナマ                   68,949,638.85             1.32
                        中国                  68,927,149.78             1.32
                      ルーマニア                    68,276,646.80             1.31
                     アゼルバイジャン                      65,761,809.80             1.26
                      ナイジェリア                     64,588,685.20             1.24
                      マレーシア                    64,419,431.97             1.23
                      シンガポール                     63,736,135.45             1.22
                      南アフリカ                    61,444,826.70             1.18
                      カザフスタン                     59,989,719.92             1.15
                        米国                  58,477,860.21             1.12
                      モーリシャス                     57,433,142.70             1.10
                       アンゴラ                    50,461,187.50             0.97
                      バーレーン                    50,034,476.45             0.96
                                  8/151


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                      イスラエル                    49,521,616.78             0.95
                      クロアチア                    48,572,159.41             0.93
                       モロッコ                    44,230,706.73             0.85
                       ガーナ                   43,650,035.00             0.84
                       イギリス                    41,749,909.17             0.80
                      グアテマラ                    41,149,608.18             0.79
                     コートジボワール                      39,496,306.61             0.76
                      ウクライナ                    36,773,449.60             0.70
                      パキスタン                    36,384,373.28             0.70
                        韓国                  36,256,971.33             0.69
                      フィリピン                    33,874,587.28             0.65
                      スリランカ                    32,097,096.21             0.62
                       マン島                   31,444,920.34             0.60
                        タイ                  27,990,940.16             0.54
                       カナダ                   27,171,093.66             0.52
                       セルビア                    25,714,150.09             0.49
                      バミューダ                    25,169,365.13             0.48
                      ハンガリー                    24,442,635.73             0.47
                       セネガル                    22,886,593.03             0.44
                      コスタリカ                    22,863,857.44             0.44
                     エルサルバドル                     22,863,208.87             0.44
                      アイルランド                     20,963,383.89             0.40
                       モンゴル                    20,935,885.99             0.40
                       ガボン                   19,852,850.67             0.38
                       ザンビア                    18,881,457.69             0.36
                       ベニン                   17,287,309.09             0.33
                      ロシア連邦                    17,263,389.28             0.33
                       ケニヤ                   17,114,415.00             0.33
                     ウズベキスタン                     15,809,645.00             0.30
                      ジャマイカ                    15,551,620.38             0.30
                      オーストリア                     15,522,047.25             0.30
                      ウルグアイ                    14,897,272.69             0.29
                       ヨルダン                    14,757,221.37             0.28
                       スペイン                    13,682,077.76             0.26
                       マカオ                   13,532,713.92             0.26
                       レバノン                    12,877,978.75             0.25
                       トーゴ                   12,060,972.78             0.23
                 マケドニア（旧ユーゴスラビア）                          11,336,232.27             0.22
                 トリニタード・アンド・トバゴ                         11,092,072.51             0.21
                       イラク                   10,159,786.01             0.19
                      アルメニア                     9,649,625.00             0.18
                      ベネズエラ                     8,620,603.00             0.17
                                  9/151


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                       多国籍                    8,250,228.00             0.16
                      ジョージア                     7,884,698.58             0.15
                      ノルウェー                     7,767,430.00             0.15
                      ジャージー                     7,255,879.16             0.14
                      ホンデュラス                     6,419,326.63             0.12
                      ブルガリア                     6,308,609.43             0.12
                      ブルンディ                     6,305,421.84             0.12
                      カメルーン                     5,283,147.86             0.10
                      エチオピア                     5,014,138.88             0.10
                       ベトナム                    4,123,853.75             0.08
                       国際機関                    4,118,768.76             0.08
                      ポーランド                     3,789,704.00             0.07
                     マーシャル諸島                      2,997,502.00             0.06
                      チュニジア                     2,793,842.07             0.05
                      アルバニア                     2,616,410.16             0.05
                      クウェート                     2,507,167.00             0.05
                    パプアニューギニア                       1,637,300.09             0.03
                      カンボジア                     1,560,600.00             0.03
                       バハマ                    1,423,361.25             0.03
                      ベラルーシ                      963,300.00            0.02
                      タジキスタン                      408,106.88            0.01
                       ボリビア                     173,975.00            0.00
                        小計                 4,846,492,531.54               92.88
                ポートフォリオ合計                         4,846,492,531.54               92.88
            現金・その他資産（負債控除後）                              371,469,490.62              7.12
                   資産総額                      5,217,962,022.16              100.00
                   負債総額                        62,535,712.89             1.20
                    合計                     5,155,426,309.27
                                                       98.80
                 （純資産総額）                       （約595,710百万円）
        （注）投資比率とは、サブ・ファンドの資産総額に対する当該資産の時価の比率をいう。以下同じ。
                                 10/151







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        （ＵＳ    マルチ・クレジット・サステナブル）

                                               （2022年２月末日現在）
                                                     投資比率
         資産の種類             国・地域名               時価合計（米ドル）
                                                      （％）
                        米国                 5,633,610,523.77               70.43
           債券
                       イギリス                   422,648,460.21              5.28
                       カナダ                  218,968,056.80              2.74
                        日本                  211,130,452.69              2.64
                       オランダ                   206,788,866.32              2.59
                       フランス                   160,792,689.46              2.01
                      アイルランド                    114,466,118.13              1.43
                     オーストラリア                     110,430,376.09              1.38
                       スイス                   61,445,372.55             0.77
                       イタリア                    58,686,444.37             0.73
                      ノルウェー                    52,404,590.68             0.66
                     ルクセンブルグ                     39,179,742.85             0.49
                       スペイン                    37,953,258.68             0.47
                     ニュージーランド                      30,345,837.13             0.38
                       メキシコ                    27,079,376.50             0.34
                      ケイマン諸島                     27,001,059.68             0.34
                      フィンランド                     22,865,668.82             0.29
                    英領ヴァージン諸島                      20,945,266.30             0.26
                      ガーンジー                    15,516,031.40             0.19
                      スウェーデン                     14,568,572.19             0.18
                      バミューダ                    14,407,461.25             0.18
                        中国                  14,269,988.67             0.18
                        チリ                  11,468,083.34             0.14
                       ブラジル                    10,574,878.56             0.13
                       ドイツ                    7,713,095.66             0.10
                      デンマーク                     7,497,905.14             0.09
                       ペルー                    7,455,954.38             0.09
                        韓国                   6,778,378.98             0.08
                      オーストリア                     4,877,775.00             0.06
                     サウジアラビア                      4,527,130.00             0.06
                     アラブ首長国連邦                      4,321,762.50             0.05
                       カタール                    2,722,737.50             0.03
                      マレーシア                     1,495,962.26             0.02
                      コロンビア                      998,984.03            0.01
                      カザフスタン                      967,330.00            0.01
                        小計                 7,586,904,191.89               94.85
                                 11/151


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         モーゲージ
                      ケイマン諸島                     48,910,543.14             0.61
         担保証券／
                        米国                  23,012,121.52             0.29
        資産担保証券／
                        小計                  71,922,664.66             0.90
         その他割引債
         短期金融商品               米国                  75,197,564.79             0.94
                        米国                   5,537,626.88             0.07
           株式
                      バミューダ                     1,930,751.79             0.02
                        小計                   7,468,378.67             0.09
                ポートフォリオ合計                         7,741,492,800.01               96.78
            現金・その他資産（負債控除後）                              257,436,306.01              3.22
                   資産総額                      7,998,929,106.02              100.00
                   負債総額                        91,757,166.06             1.15
                    合計                     7,907,171,939.96
                                                       98.85
                 （純資産総額）                       （約913,674百万円）
                                 12/151















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                                                      半期報告書（外国投資証券）
        （ハイ・イールド）

                                               （2022年２月末日現在）
                                                     投資比率
         資産の種類             国・地域名               時価合計（米ドル）
                                                      （％）
                        米国                 2,094,974,138.66               52.49
           債券
                       オランダ                   254,463,519.32              6.38
                       ドイツ                  207,867,145.18              5.21
                       フランス                   206,358,684.97              5.17
                     ルクセンブルグ                     164,341,205.03              4.12
                       イギリス                   152,797,667.43              3.83
                       イタリア                   150,440,273.19              3.77
                       カナダ                  125,202,926.08              3.14
                       スペイン                   103,723,231.35              2.60
                      スウェーデン                     52,230,178.88             1.31
                      アイルランド                     35,835,100.20             0.90
                      ケイマン諸島                     21,703,817.57             0.54
                      デンマーク                    18,297,583.31             0.46
                        日本                  16,188,328.28             0.41
                       多国籍                   15,653,518.37             0.39
                      イスラエル                    14,905,409.71             0.37
                       リベリア                    12,458,838.00             0.31
                      ジャージー                    11,398,397.08             0.29
                       メキシコ                    10,968,758.71             0.27
                       ベルギー                    10,887,033.26             0.27
                       パナマ                   10,779,593.53             0.27
                      フィンランド                     10,720,132.58             0.27
                       スイス                   10,571,531.50             0.26
                      バミューダ                    10,132,812.50             0.25
                     オーストラリア                      8,950,687.69             0.22
                      オーストリア                     7,189,414.74             0.18
                      ルーマニア                     5,153,733.00             0.13
                       マン島                    4,442,971.76             0.11
                      ポーランド                     4,284,730.01             0.11
                      ノルウェー                     3,618,701.96             0.09
                      ポルトガル                     2,892,499.45             0.07
                      チェコ共和国                     2,497,823.72             0.06
                     アラブ首長国連邦                      2,296,066.50             0.06
                      ハンガリー                     2,038,737.86             0.05
                     マーシャル諸島                      1,963,102.50             0.05
                       ギリシャ                    1,959,306.90             0.05
                                 13/151


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                      シンガポール                     1,173,758.64             0.03
                    英領ヴァージン諸島                       1,054,085.65             0.03
                       マルタ                     552,638.65            0.01
                        小計                 3,772,968,083.72               94.53
         モーゲージ
         担保証券／
                     ルクセンブルグ                       593,944.98            0.01
        資産担保証券／
         その他割引債
                        米国                   1,651,385.54             0.04
           株式
                      ケイマン諸島                       21,499.73           0.00
                        小計                   1,672,885.27             0.04
          ワラント            ケイマン諸島                        8,639.40           0.00
                ポートフォリオ合計                         3,775,243,553.37               94.59
            現金・その他資産（負債控除後）                              215,971,583.04              5.41
                   資産総額                      3,991,215,136.41              100.00
                   負債総額                        35,633,134.19             0.89
                    合計                     3,955,582,002.22
                                                       99.11
                 （純資産総額）                       （約457,068百万円）
                                 14/151













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    （２）【運用実績】

     ①【純資産等の推移】
         2022  年２月末日および同日前１年以内における各月末の総資産および純資産の推移は次のとおりで
        ある。
        （エマージング・マーケット・デッド）
                                             １口当たり純資産価格
                                                      （クラス

                     資産総額           純資産総額
                                          （クラスＦ－ａｃｃ            Ｆ－ａｃｃ
                                            投資証券）          円ヘッジ
                                                     投資証券）
                  千米ドル       百万円     千米ドル      百万円      米ドル       円       円

        2021  年３月末日       5,784,642       668,415     5,706,422       659,377       140.56      16,242       10,590

            ４月末日      5,937,151       686,038     5,897,390       681,443       143.03      16,527       10,770

            ５月末日      6,018,901       695,484     5,978,622       690,830       144.42      16,688       10,871

            ６月末日      5,958,422       688,496     5,897,131       681,413       145.28      16,787       10,933

            ７月末日      5,960,493       688,735     5,915,112       683,491       145.38      16,799       10,937

            ８月末日      5,913,359       683,289     5,890,097       680,601       147.10      16,997       11,064

            ９月末日      5,773,271       667,101     5,732,264       662,363       144.35      16,680       10,853

            10 月末日     5,838,680       674,659     5,758,875       665,438       143.68      16,602       10,796

            11 月末日     5,625,258       649,999     5,588,000       645,693       140.69      16,257       10,570

            12 月末日     5,702,057       658,873     5,678,716       656,176       142.35      16,449       10,690

        2022  年１月末日       5,567,728       643,351     5,474,544       632,584       138.75      16,033       10,417

            ２月末日      5,217,962       602,936     5,155,426       595,709       130.22      15,047        9,774

                                 15/151









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        （ＵＳ    マルチ・クレジット・サステナブル）

                                            １口当たり純資産価格

                                                      （クラス

                     資産総額           純資産総額
                                          （クラスＦ－ａｃｃ            Ｆ－ａｃｃ
                                            投資証券）          円ヘッジ
                                                     投資証券）
                  千米ドル      百万円     千米ドル      百万円      米ドル       円       円

        2021  年３月末日       5,335,813       616,553     5,301,365       612,573       163.01      18,836       10,733

            ４月末日      5,479,723       633,182     5,436,977       628,243       164.16      18,969       10,804

            ５月末日      5,568,507       643,441     5,503,086       635,882       164.99      19,065       10,856

            ６月末日      5,515,313       637,294     5,486,701       633,988       165.73      19,150       10,901

            ７月末日      5,795,505       669,671     5,573,488       644,017       167.01      19,298       10,981

            ８月末日      5,633,505       650,952     5,610,425       648,285       166.77      19,270       10,962

            ９月末日      8,169,091       943,938     7,960,886       919,880       165.93      19,173       10,902

            10 月末日     8,114,251       937,602     8,039,542       928,969       164.93      19,058       10,831

            11 月末日     8,147,642       941,460     8,032,188       928,119       164.56      19,015       10,804

            12 月末日     8,132,951       939,762     8,095,916       935,483       164.85      19,048       10,815

        2022  年１月末日       8,108,933       936,987     7,937,454       917,173       161.68      18,682       10,605

            ２月末日      7,998,929       924,276     7,907,172       913,674       159.72      18,456       10,474

        （ハイ・イールド）

                                            １口当たり純資産価格
                                                      （クラス

                     資産総額           純資産総額
                                          （クラスＦ－ａｃｃ            Ｆ－ａｃｃ
                                            投資証券）          円ヘッジ
                                                     投資証券）
                  千米ドル      百万円     千米ドル      百万円      米ドル       円       円

        2021  年３月末日       5,247,740       606,376     5,076,926       586,639       140.69      16,257       11,052

            ４月末日      5,228,707       604,177     5,183,591       598,964       141.85      16,391       11,139

            ５月末日      5,276,772       609,731     5,206,849       601,651       142.19      16,430       11,162

            ６月末日      5,250,696       606,718     5,162,486       596,525       143.60      16,593       11,269

            ７月末日      5,212,923       602,353     5,180,777       598,639       143.96      16,635       11,293

            ８月末日      4,129,271       477,137     4,098,605       473,594       144.66      16,715       11,346

            ９月末日      4,393,193       507,633     4,061,186       469,270       144.71      16,721       11,346

            10 月末日     4,128,478       477,046     4,076,629       471,054       144.23      16,666       11,304

            11 月末日     4,059,655       469,093     4,023,436       464,908       142.97      16,520       11,205

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            12 月末日     4,132,112       477,466     4,122,345       476,337       145.34      16,794       11,383
        2022  年１月末日       4,077,430       471,147     3,996,682       461,817       142.12      16,422       11,125

            ２月末日      3,991,215       461,185     3,955,582       457,068       139.63      16,134       10,928

         各サブ・ファンドのクラスＦ－ａｃｃ投資証券およびクラスＦ－ａｃｃ円ヘッジ投資証券は、ルク

        センブルグ証券取引所に上場されている。同取引所での実質的な取引実績はない。
     ②【分配の推移】

        （エマージング・マーケット・デッド）
        （ＵＳ    マルチ・クレジット・サステナブル）
        （ハイ・イールド）
          クラスＦ－ａｃｃ投資証券
          クラスＦ－ａｃｃ円ヘッジ投資証券
          該当事項なし。
     ③【自己資本利益率（収益率）の推移】

         2022  年２月末日までの１年間における自己資本利益率（収益率）は次のとおりである。
        （エマージング・マーケット・デッド）
                        （注）
                 収益率（％）
          （クラスＦ－ａｃｃ              （クラスＦ－ａｃｃ
            投資証券）            円ヘッジ投資証券）
             －8.38              －8.80
        （ＵＳ    マルチ・クレジット・サステナブル）

                        （注）
                 収益率（％）
          （クラスＦ－ａｃｃ              （クラスＦ－ａｃｃ
            投資証券）            円ヘッジ投資証券）
             －2.95              －3.41
        （ハイ・イールド）

                        （注）
                 収益率（％）
          （クラスＦ－ａｃｃ              （クラスＦ－ａｃｃ
            投資証券）            円ヘッジ投資証券）
             －0.22              －0.64
        （注）収益率（％）＝100×（ａ－ｂ）／ｂ
          ａ＝2022年２月末日現在の１口当たり純資産価格（当該期間の分配金の合計金額を加えた額）。
          ｂ＝2021年２月末日現在の１口当たり純資産価格（分配落の額）。
                                 17/151




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    （３）【投資リスク】

       ①　当中間計算期間において、2022年１月31日提出の有価証券報告書「第一部　ファンド情報　第１　
         ファンドの状況　３　投資リスク」に記載される投資リスクについて、重要な変更はない。
       ②　本投資法人が将来にわたり営業活動を継続するにあたり重要な疑義を生じさせるような事象または
         状況、その他本投資法人の経営に重要な影響を及ぼす事象は、半期報告書提出日現在、存在しな
         い。
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    ３【資産運用会社の概況】

    （１）【名称及び資本金の額】
     ①　ＵＢＳファンド・マネジメント（ルクセンブルグ）エス・エイ（「管理会社」）
         資本金（株主資本）の額
         2022  年２月末日現在の株主資本総額は、13,000,000ユーロ（約17億円）
        （注）ユーロの円貨換算は、便宜上、2022年２月28日現在の株式会社三菱ＵＦＪ銀行の対顧客電信売買相場の仲値（１ユーロ＝
          129.34円）による。
     ②　ユービーエス・スイス・エイ・ジー（「投資運用会社」）

         資本金（株主資本）の額
         2022  年２月末日現在の株主資本総額は、10,000,000スイスフラン（約12億円）
        （注）スイスフランの円貨換算は、便宜上、2022年２月28日現在の株式会社三菱ＵＦＪ銀行の対顧客電信売買相場の仲値（１ス
          イスフラン＝124.86円）による。
    （２）【大株主の状況】

      ①　ＵＢＳファンド・マネジメント（ルクセンブルグ）エス・エイ
                                               （2022年２月末日現在）
                                              所有株式数          比率
              名　称                  住　所
                                               （株）        （％）
        ＵＢＳ   アセット・             バーンホフ・シュトラーセ45、                           6,500       100
        マネジメント・エイ・ジー                CH-8001     チューリッヒ、スイス
        （UBS   Asset   Management      AG）
      ②　ユービーエス・スイス・エイ・ジー

                                               （2022年２月末日現在）
                                              所有株式数          比率
              名　称                  住　所
                                               （株）        （％）
        ユービーエス・エイ・ジー                バーンホフ・シュトラーセ45、                       100,000,000          100
        （UBS   AG）
                        CH-8001     チューリッヒ、スイス
                                 19/151








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    （３）【役員の状況】

     ①　ＵＢＳファンド・マネジメント（ルクセンブルグ）エス・エイ
                                               （2022年２月末日現在）
              氏名             役職名                略歴            所有株式
        マイケル・カール                チェアマン           ＵＢＳアセット・マネジメント・                    該当なし
        （Michael      Kehl）
                                   スイス・エイ・ジー、チューリッ
                                   ヒ、
                                   ヘッド・オブ・プロダクト
        フランチェスカ・ジリ・                ディレクター／           ＵＢＳファンド・マネジメント                    該当なし
        プリム                ボード・メンバー           （ルクセンブルグ）エス・エイ、
        （Francesca       Gigli   Prym）
                                   ルクセンブルグ、チーフ・
                                   エグゼクティブ・オフィサー
        アンドレ・ヴァレンテ                ディレクター／           ＵＢＳファンド・マネジメント                    該当なし
        （André     Valente）
                        ボード・メンバー           （スイス）エイ・ジー、バーゼル、
                                   チーフ・エグゼクティブ・
                                   オフィサー
        アン－シャルロット・                インディペンデン           ルクセンブルグ大公国、                    該当なし
                        ト  ・  デ  ィ  レ  ク
        ローヤー                           インディペンデント・ディレクター
                        ター／ボード・メ
        （Ann-Charlotte         Lawyer）
                        ンバー
        ミリアム・ウエベル                インディペンデン           ルクセンブルグ大公国、                    該当なし
        （Miriam     Uebel）           ト  ・  デ  ィ  レ  ク
                                   インディペンデント・ディレクター
                        ター／ボード・メ
                        ンバー
     ②　ユービーエス・スイス・エイ・ジー

                                               （2022年２月末日現在）
                                                所有ユービーエス・
                                                 グループ・エイ・
              氏名             役職名            略歴
                                                   ジー株式
                                               （2020年12月31日現在）
        ルーカス・ゲーヴィラー               チェアマン           2017  年４月21日就任               非公開
        （Lukas     Gähwiler）
        ロジャー・フォン・メント               ディレクター／           2020  年４月24日就任               非公開
        レン
                        ボード・メンバー
        （Roger     von  Mentlen）
        フベルト・エミル・マルク               ディレクター／           2015  年６月12日就任               非公開
        ス・アケーマン
                        ボード・メンバー
        （Hubert     Emil   Markus
        Achermann）
        ダニエル・ジェイ・クリ               ディレクター／           2016  年４月25日就任               非公開
        ティン
                        ボード・メンバー
        （Daniel     J.  Crittin）
        クリスチャン・エッケハー               ディレクター／           2016  年４月25日就任              259,745    株
        ド・ブルーム
                        ボード・メンバー
        （Christian       Eckehard
        Bluhm）
                                 20/151


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        ガブリエラ・フーバー               ヴァイス・           2015  年６月12日就任               非公開
        （Gabriela      Huber）
                        チェアマン
                                 21/151




















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    （４）【事業の内容及び営業の概況】

     ①　ＵＢＳファンド・マネジメント（ルクセンブルグ）エス・エイ
         管理会社は、本投資法人と管理会社契約を締結し、当該契約に詳述された業務を遂行する。
         2022  年２月末日現在、管理会社は以下のとおり、411本の投資信託／投資法人のサブ・ファンドの管
        理・運用を行っている。
         国別（設立国）          種類別（基本的性格）             本数        純資産額の合計（通貨別）
                                       570,103,263.27        オーストラリア・ドル
                                       285,468,522.15        カナダ・ドル
                                      14,087,898,698.99          スイス・フラン
                                      23,429,544,784.60          中国元
                                       543,006,395.68        デンマーク・クローネ
                    オープン・エンド型
         ルクセンブルグ                        356     50,286,953,932.25          ユーロ
                    投資信託／投資法人
                                      1,730,007,891.51         英ポンド
                                       216,811,064.04        香港ドル
                                     107,210,978,830.34          日本円
                                        41,347,333.68       シンガポール・ドル
                                     126,855,397,952.26          米ドル
                                       505,621,477.97        オーストラリア・ドル
                                       192,385,571.35        スイス・フラン
                                      2,429,909,559.54         ユーロ
                    オープン・エンド型
          アイルランド                        55
                    投資信託／投資法人
                                      2,599,260,266.56         英ポンド
                                       17,247,097,666        日本円
                                      34,006,113,460.10          米ドル
     ②　ユービーエス・スイス・エイ・ジー

         ユービーエス・スイス・エイ・ジーは、本投資法人との間で、投資運用契約を締結している。
         2022  年２月末日現在、ユービーエス・スイス・エイ・ジーは以下の98本のファンドを運用してい
        る。
             国別（設立国）               種類別（基本的性格）             本数    純資産額の合計（通貨別）
                スイス             オープン・エンド型
                                          ６      22 億スイスフラン
         （ポートフォリオ・マネジャー）                       ファンド
                スイス
                             オープン・エンド型
                                          ９      39 億スイスフラン
          （共同ポートフォリオ・マネ
                               ファンド
               ジャー）
              ケイマン諸島
                             ヘッジ・ファンド             ４      54 億スイスフラン
         （ポートフォリオ・マネジャー）
             ルクセンブルグ               オープン・エンド型
                                          35     340  億スイスフラン
         （ポートフォリオ・マネジャー）                       ファンド
             ルクセンブルグ
                             オープン・エンド型
                                          42     191  億スイスフラン
          （共同ポートフォリオ・マネ
                               ファンド
               ジャー）
              アイルランド
                             ヘッジ・ファンド             ２      10 億スイスフラン
        （ポートフォリオ・マネージャー）
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        （注）一部のファンドについては、ユービーエス・スイス・エイ・ジーは、管理会社の選定およびアセット・アロケーションに
          ついてのみ責任を負っている。
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    ４【外国投資法人の経理状況】

    ａ．　ファンドの日本文の中間財務書類は、ルクセンブルグにおける法令に準拠して作成された原文の中間

       財務書類を翻訳したものである。これは「中間財務諸表等の用語、様式及び作成方法に関する規則」第
       76条第４項ただし書の規定の適用によるものである。
    ｂ．　ファンドの原文の中間財務書類は、マルチ・マネージャー・アクセスⅡおよび全てのサブ・ファンド

       につき一括して作成されている。日本文の作成にあたっては、関係するサブ・ファンドに関連する部分
       のみを翻訳している。なお、各サブ・ファンドには下記のクラス投資証券以外のクラス投資証券も存在
       するが、本書においては下記のクラス投資証券に関する部分を抜粋して日本文に記載している。
         －エマージング・マーケット・デッド
           クラスＦ－ａｃｃ投資証券
           クラスＦ－ａｃｃ円ヘッジ投資証券
                       （注）
         －ＵＳ    マルチ・クレジット
           クラスＦ－ａｃｃ投資証券
           クラスＦ－ａｃｃ円ヘッジ投資証券
         －ハイ・イールド
           クラスＦ－ａｃｃ投資証券
           クラスＦ－ａｃｃ円ヘッジ投資証券
       （注）サブ・ファンド「ＵＳ            マルチ・クレジット」は、2022年２月８日付で「ＵＳ                      マルチ・クレジット・サステナブル」に名称
         が変更された。
    ｃ.　ファンドの原文の中間財務書類は、外国監査法人等（公認会計士法（昭和23年法律第103号）第１条の

       ３第７項に規定する外国監査法人等をいう。）の監査を受けていない。
    ｄ．　原文の中間財務書類は、米ドルで表示されている。日本文の中間財務書類には、主要な金額について

       円貨換算が併記されている。日本円による金額は、2022年２月28日現在における株式会社三菱ＵＦＪ銀
       行の対顧客電信売買相場の仲値（１米ドル＝115.55円）で換算されている。なお、千円未満の金額は四
       捨五入されている。
                                 24/151








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     （１）【資産及び負債の状況】

             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド

                             純資産計算書
                                         2022  年１月31日現在

                                      （米ドル）                （千円）
    資　産
     投資有価証券、取得価額                           5,562,622,287.97                      642,761,005
                                (381,085,770.74)                      (44,034,461)
     投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                    5,181,536,517.23            598,726,545
                                                   ＊
     現金預金、要求払預金および預託金勘定                                      278,337,015.96           32,161,842
     その他の流動資産（委託証拠金）                                       8,524,772.70            985,037
     投資有価証券売却未収金（注１）                                       9,567,979.60           1,105,580
     発行未収金                                       10,387,979.30           1,200,331
     有価証券に係る未収利息                                       72,706,658.87           8,401,254
     その他の未収金                                       2,173,089.75            251,101
                                            4,494,082.46            519,291
     金融先物に係る未実現利益（注１）
                                           5,567,728,095.87            643,350,981
      資産合計
    負　債
     先渡為替契約に係る未実現損失（注１）                                      (29,638,143.12)           (3,424,687)
     当座借越                                       (1,118,028.59)            (129,188)
     投資有価証券購入未払金（注１）                                      (35,800,681.90)           (4,136,769)
     買戻未払金                                      (13,382,354.07)           (1,546,331)
     その他の未払金                                        (20,812.10)           (2,405)
     報酬引当金（注２）                           (13,055,177.29)                      (1,508,526)
     年次税引当金（注３）                             (47,141.97)                      (5,447)
                                  (121,911.82)                      (14,087)
     その他の手数料および報酬に係る引当金（注２）
                                            (13,224,231.08)           (1,528,060)
      引当金合計
                                            (93,184,250.86)           (10,767,440)
      負債合計
                                           5,474,543,845.01            632,583,541

      期末現在純資産
      ＊

        2022  年１月31日現在、モルガン・スタンレーに対する70,000.00米ドルの現金が、取引相手方に対する担保となっている。
      添付の注記は当財務書類と不可分のものである。

                                 25/151





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                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット

                             純資産計算書
                                         2022  年１月31日現在

                                      （米ドル）                （千円）
    資　産
     投資有価証券、取得価額                           7,884,406,550.95                      911,043,177
                                (135,657,167.70)                      (15,675,186)
     投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                    7,748,749,383.25            895,367,991
     現金預金、要求払預金および預託金勘定                                      216,291,378.81           24,992,469
     その他の流動資産（委託証拠金）                                       4,083,581.35            471,858
     投資有価証券売却未収金（注１）                                       51,567,792.08           5,958,658
     発行未収金                                       29,239,267.70           3,378,597
     有価証券に係る未収利息                                       57,351,992.06           6,627,023
     分配に係る未収金                                         44,980.60           5,198
                                            1,604,763.72            185,430
     金融先物に係る未実現利益（注１）
                                           8,108,933,139.57            936,987,224
      資産合計
    負　債
     先渡為替契約に係る未実現損失（注１）                                      (46,501,604.37)           (5,373,260)
     当座借越                                        (35,960.85)           (4,155)
     当座借越に係る未払利息                                          (42.91)           (5)
     投資有価証券購入未払金（注１）                                      (85,055,428.33)           (9,828,155)
     買戻未払金                                      (27,532,245.00)           (3,181,351)
     その他の未払金                                        (28,525.35)           (3,296)
     報酬引当金（注２）                           (12,139,022.74)                      (1,402,664)
     年次税引当金（注３）                             (68,350.39)                      (7,898)
                                  (118,428.14)                      (13,684)
     その他の手数料および報酬に係る引当金（注２）
                                            (12,325,801.27)           (1,424,246)
      引当金合計
                                           (171,479,608.08)           (19,814,469)
      負債合計
                                           7,937,453,531.49            917,172,756

      期末現在純資産
      添付の注記は当財務書類と不可分のものである。

                                 26/151






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                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド

                             純資産計算書
                                         2022  年１月31日現在

                                      （米ドル）                （千円）
    資　産
     投資有価証券、取得価額                           3,971,837,539.82                      458,945,828
                                (124,036,968.01)                      (14,332,472)
     投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                    3,847,800,571.81            444,613,356
                                                   ＊
     現金預金、要求払預金および預託金勘定                                      156,025,959.94           18,028,800
     その他の流動資産（委託証拠金）                                        277,421.06           32,056
     投資有価証券売却未収金（注１）                                       6,845,225.36            790,966
     発行未収金                                       10,724,285.90           1,239,191
     有価証券に係る未収利息                                       53,832,150.68           6,220,305
     分配に係る未収金                                         3,828.13            442
     金融先物に係る未実現利益（注１）                                        943,349.61           109,004
                                             976,892.93           112,880
     スワップに係る未実現利益（注１）
                                           4,077,429,685.42            471,147,000
      資産合計
    負　債
     先渡為替契約に係る未実現損失（注１）                                      (21,552,283.32)           (2,490,366)
     当座借越                                       (1,378,792.79)            (159,320)
     当座借越に係る未払利息                                          (33.67)           (4)
     投資有価証券購入未払金（注１）                                      (37,319,431.19)           (4,312,260)
     買戻未払金                                      (12,190,204.70)           (1,408,578)
     その他の未払金                                         (9,742.93)           (1,126)
     報酬引当金（注２）                            (8,059,307.15)                      (931,253)
     年次税引当金（注３）                             (34,415.90)                      (3,977)
                                  (203,222.76)                      (23,482)
     その他の手数料および報酬に係る引当金（注２）
                                            (8,296,945.81)            (958,712)
      引当金合計
                                            (80,747,434.41)           (9,330,366)
      負債合計
                                           3,996,682,251.01            461,816,634

      期末現在純資産
    ＊

      2022  年１月31日現在、シティバンクに対する30,000.00米ドルの現金が、取引相手方に対する担保となっている。
     添付の注記は当財務書類と不可分のものである。

                                 27/151





                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド

                             運用計算書
                                     自2021年８月１日        至2022年１月31日

                                      （米ドル）                （千円）
    収　益
     流動資産に係る利息                                          177.59           21
     有価証券に係る利息                                      136,840,581.90           15,811,929
     貸付証券に係る純利益                                        282,021.73           32,588
                                            4,769,303.62            551,093
     その他の収益（注４）
                                            141,892,084.84           16,395,630
      収益合計
    費　用
     定率報酬（注２）                                      (21,687,044.14)           (2,505,938)
     年次税（注３）                                        (285,029.06)           (32,935)
     当座借越に係る利息                                        (212,775.17)           (24,586)
     その他の手数料および報酬（注２）                                        (230,859.91)           (26,676)
                                             (84,656.25)           (9,782)
     その他の費用
                                            (22,500,364.53)           (2,599,917)
      費用合計
                                            119,391,720.31           13,795,713

    投資純（損）益
    実現（損）益（注１）
     無オプション市場価格証券に係る実現（損）益                                      (20,524,380.93)           (2,371,592)
     金融先物に係る実現（損）益                                      (11,663,008.02)           (1,347,661)
     先渡為替契約に係る実現（損）益                                      (85,810,558.83)           (9,915,410)
                                            (9,036,709.80)           (1,044,192)
     外国為替に係る実現（損）益
                                           (127,034,657.58)           (14,678,855)
      実現（損）益合計
                                            (7,642,937.27)            (883,141)
    当期実現純（損）益
    未実現評価（損）益の変動（注１）
     無オプション市場価格証券に係る未実現評価（損）益                                      (380,864,147.08)           (44,008,852)
     利回り評価有価証券および短期金融商品に係る
     未実現評価（損）益                                        (25,439.66)           (2,940)
     金融先物に係る未実現評価（損）益                                       10,107,870.81           1,167,964
                                            (44,944,201.75)           (5,193,303)
     先渡為替契約に係る未実現評価（損）益
                                           (415,725,917.68)           (48,037,130)
      未実現評価（損）益の変動合計
                                           (423,368,854.95)           (48,920,271)

      運用の結果による純資産の純増（減）
      添付の注記は当財務書類と不可分のものである。

                                 28/151






                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット

                             運用計算書
                                     自2021年８月１日        至2022年１月31日

                                      （米ドル）                （千円）
    収　益
     流動資産に係る利息                                         64,258.03           7,425
     有価証券に係る利息                                      102,024,877.00           11,788,975
     分配金                                         43,135.77           4,984
     貸付証券に係る純利益                                         50,701.25           5,859
                                            5,197,814.99            600,608
     その他の収益（注４）
                                            107,380,787.04           12,407,850
      収益合計
    費　用
     定率報酬（注２）                                      (18,737,607.20)           (2,165,131)
     年次税（注３）                                        (425,501.29)           (49,167)
     当座借越に係る利息                                        (161,705.50)           (18,685)
                                             (112,727.21)           (13,026)
     その他の手数料および報酬（注２）
                                            (19,437,541.20)           (2,246,008)
      費用合計
                                            87,943,245.84           10,161,842

    投資純（損）益
    実現（損）益（注１）
     無オプション市場価格証券に係る実現（損）益                                       14,127,732.33           1,632,459
     利回り評価有価証券および短期金融商品に係る
     実現（損）益                                         79,074.22           9,137
     金融先物に係る実現（損）益                                        250,220.50           28,913
     先渡為替契約に係る実現（損）益                                      (131,890,984.95)           (15,240,003)
                                            3,153,569.21            364,395
     外国為替に係る実現（損）益
                                           (114,280,388.69)           (13,205,099)
      実現（損）益合計
                                            (26,337,142.85)           (3,043,257)
    当期実現純（損）益
    未実現評価（損）益の変動（注１）
     無オプション市場価格証券に係る未実現評価（損）益                                      (364,201,096.36)           (42,083,437)
     利回り評価有価証券および短期金融商品に係る
     未実現評価（損）益                                        (39,483.29)           (4,562)
     金融先物に係る未実現評価（損）益                                       2,746,842.48            317,398
                                            (57,495,295.59)           (6,643,581)
     先渡為替契約に係る未実現評価（損）益
                                           (418,989,032.76)           (48,414,183)
      未実現評価（損）益の変動合計
                                           (445,326,175.61)           (51,457,440)

      運用の結果による純資産の純増（減）
      添付の注記は当財務書類と不可分のものである。

                                 29/151




                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド

                             運用計算書
                                     自2021年８月１日        至2022年１月31日

                                      （米ドル）                （千円）
    収　益
     流動資産に係る利息                                          521.32           60
     有価証券に係る利息                                      100,263,880.68           11,585,491
     スワップに係る受取利息（注１）                                        144,176.25           16,660
     分配金                                         38,844.73           4,489
     貸付証券に係る純利益                                        210,988.36           24,380
                                            13,401,415.44           1,548,534
     その他の収益（注４）
                                            114,059,826.78           13,179,613
      収益合計
    費　用
     スワップに係る支払利息（注１）                                        (52,459.77)           (6,062)
     定率報酬（注２）                                      (13,522,755.83)           (1,562,554)
     年次税（注３）                                        (197,364.53)           (22,805)
     当座借越に係る利息                                        (149,785.04)           (17,308)
                                             (96,387.97)           (11,138)
     その他の手数料および報酬（注２）
                                            (14,018,753.14)           (1,619,867)
      費用合計
                                            100,041,073.64           11,559,746

    投資純（損）益
    実現（損）益（注１）
     無オプション市場価格証券に係る実現（損）益                                       59,894,970.26           6,920,864
     利回り評価有価証券および短期金融商品に係る
     実現（損）益                                        (164,716.62)           (19,033)
     金融先物に係る実現（損）益                                        (200,905.68)           (23,215)
     先渡為替契約に係る実現（損）益                                       10,402,024.36           1,201,954
     スワップに係る実現（損）益                                        293,912.19           33,962
                                            (3,194,270.50)            (369,098)
     外国為替に係る実現（損）益
                                            67,031,014.01           7,745,434
      実現（損）益合計
                                            167,072,087.65           19,305,180
    当期実現純（損）益
    未実現評価（損）益の変動（注１）
     無オプション市場価格証券に係る未実現評価（損）益                                      (298,697,958.81)           (34,514,549)
     利回り評価有価証券および短期金融商品に係る
     未実現評価（損）益                                        322,456.48           37,260
     金融先物に係る未実現評価（損）益                                       1,466,974.46            169,509
     先渡為替契約に係る未実現評価（損）益                                      (31,612,233.11)           (3,652,794)
                                             759,196.26           87,725
     スワップに係る未実現評価（損）益
                                           (327,761,564.72)           (37,872,849)
      未実現評価（損）益の変動合計
                                           (160,689,477.07)           (18,567,669)

      運用の結果による純資産の純増（減）
      添付の注記は当財務書類と不可分のものである。

                                 30/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
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             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド

                           純資産変動計算書
                                     自2021年８月１日        至2022年１月31日

                                      （米ドル）                （千円）
    期首現在純資産                                      5,915,111,579.13            683,491,143
    発行額                            513,017,467.15                      59,279,168
                                (508,685,909.66)                      (58,778,657)
    買戻額
     純発行（買戻）合計                                       4,331,557.49            500,511
    支払分配金                                       (21,530,436.66)           (2,487,842)
    投資純（損）益                            119,391,720.31                      13,795,713
    実現（損）益合計                            (127,034,657.58)                      (14,678,855)
                                (415,725,917.68)                      (48,037,130)
    未実現評価（損）益の変動合計
                                           (423,368,854.95)           (48,920,271)
     運用の結果による純資産の純増（減）
                                           5,474,543,845.01            632,583,541
    期末現在純資産
                         発行済投資証券数の変動表

                                     自2021年８月１日        至2022年１月31日
         クラスＦ－ａｃｃ                                      （口）
         期首現在発行済投資証券数                                  14,882,210.4190
         期中発行投資証券数                                   1,586,311.1570
                                           (1,252,477.1710)
         期中買戻投資証券数
                                           15,216,044.4050
         期末現在発行済投資証券数
         クラスＦ－ａｃｃ円ヘッジ                                      （口）

         期首現在発行済投資証券数                                    152,362.1180
         期中発行投資証券数                                    5,134.0000
                                            (10,379.1180)
         期中買戻投資証券数
                                            147,117.0000
         期末現在発行済投資証券数
                             最重要数値

    日付                         ISIN     2022  年１月31日       2021  年７月31日        2020  年７月31日
    純資産額（米ドル）                              5,474,543,845.01         5,915,111,579.13         6,297,057,630.99
    クラスＦ－ａｃｃ                      LU0985399996
    発行済投資証券数（口）                              15,216,044.4050         14,882,210.4190         16,214,122.0160
    １口当たり純資産価格（米ドル）                                  138.75         145.38         137.43
                    １
    １口当たり発行・買戻価格（米ドル）                                  138.75         145.38         137.43
    クラスＦ－ａｃｃ円ヘッジ                      LU1749433899

    発行済投資証券数（口）                               147,117.0000         152,362.1180         140,170.0000
    １口当たり純資産価格（米ドル）                                  10,417         10,937         10,398
                    １
    １口当たり発行・買戻価格（米ドル）                                  10,417         10,937         10,398
    １

      注記１を参照
    添付の注記は当財務書類と不可分のものである。

                                 31/151






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             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                            組入証券の構造

    地域別分類                 純資産割合％       地域別分類                          純資産割合％

    メキシコ                     6.98    マケドニア                             0.22
    ケイマン諸島                     3.72    レバノン                             0.21
    コロンビア                     3.61    トリニダード・トバゴ共和国                             0.21
    オランダ                     3.47    アルメニア                             0.19
    インドネシア                     3.10    イラク                             0.19
    トルコ                     2.97    ホンジュラス                             0.18
    チリ                     2.74    ベネズエラ                             0.16
    ブラジル                     2.57    多国籍企業                             0.16
    ペルー                     2.57    ノルウェー                             0.14
    アラブ首長国連邦                     2.40    ジョージア                             0.14
    ドミニカ共和国                     2.30    ジャージー                             0.14
    サウジアラビア                     2.04    ブルガリア                             0.12
    英国領バージン諸島                     2.01    ブルンジ                             0.12
    ウクライナ                     1.88    カメルーン                             0.10
    エジプト                     1.86    ベラルーシ                             0.10
    ルクセンブルグ                     1.80    エチオピア                             0.10
    インド                     1.78    国際機関                             0.08
    カタール                     1.74    ベトナム                             0.08
    オマーン                     1.73    チュニジア                             0.08
    アルゼンチン                     1.65    ポーランド                             0.07
    香港                     1.57    マーシャル諸島                             0.06
    パラグアイ                     1.49    アルバニア                             0.05
    ルーマニア                     1.33    クウェート                             0.05
    中国                     1.33    パプアニューギニア                             0.03
    エクアドル                     1.32    カンボジア                             0.03
    パナマ                     1.31    タジキスタン                             0.01
    ロシア連邦     (CIS)                1.24
                             合計                             94.65
    アゼルバイジャン                     1.23
    マレーシア                     1.21
                             業種別分類                          純資産割合％
    シンガポール                     1.19
                             国債および中央政府債                             38.57
    ナイジェリア                     1.18    金融および持株会社                             14.84
    南アフリカ                     1.18    石油                             9.96
    カザフスタン                     1.18    銀行および金融機関                             7.41
    アイルランド                     1.09    エネルギー・水道                             3.99
    アメリカ合衆国                     1.08    通信                             2.39
    モーリシャス                     1.01    化学                             2.13
    クロアチア                     0.95    交通・運輸                             1.97
    アンゴラ                     0.95    鉱業・石炭・鋼鉄                             1.51
    イスラエル                     0.94    モーゲージおよび貸付機関                             1.30
    バーレーン                     0.93    食品・清涼飲料                             1.11
    ガーナ                     0.91    不動産                             0.88
    モロッコ                     0.87    建築業・資材                             0.68
    イギリス                     0.82    各種サービス                             0.61
    コートジボワール                     0.79    国際機関                             0.60
    グアテマラ                     0.74    非分類会社                             0.59
    パキスタン                     0.66    宿泊・仕出し・レジャー                             0.56
    スリランカ                     0.64    電気装置・部品                             0.55
    フィリピン                     0.64    医薬品・化粧品・医療品                             0.54
    韓国                     0.60    インターネット、ソフトウェア・ＩＴサービス                             0.47
    マン島                     0.58    貴金属および宝石                             0.41
    タイ                     0.54    保険                             0.41
    セルビア                     0.53    非鉄金属                             0.39
    カナダ                     0.49    投資信託                             0.33
    ハンガリー                     0.48    林業、紙・パルプ製品                             0.30
    バミューダ                     0.47    機械工学・産業機器                             0.26
    セネガル                     0.45    航空宇宙産業                             0.25
    コスタリカ                     0.39    州、連邦州                             0.23
    モンゴル                     0.39    たばこ・アルコール                             0.23
    エルサルバドル                     0.39    小売り・百貨店                             0.23
    ガボン                     0.38    グラフィックデザイン・出版・メディア                             0.19
    ザンビア                     0.35    農業・漁業                             0.18
    ケニア                     0.35    市および地方自治体                             0.15
    ベナン共和国                     0.34    各種貿易会社                             0.13
    ヨルダン                     0.31    自動車                             0.10
    ウズベキスタン                     0.30    包装業                             0.08
    ジャマイカ                     0.30    その他消費財                             0.06
    オーストリア                     0.29    電子工学・半導体                             0.03
    ウルグアイ                     0.28    公的、非営利機関                             0.01
    スペイン                     0.26    ヘルスケア、社会事業                             0.01
    トーゴ                     0.23    コンピュータ・ハードウェア、ネットワーク装置                             0.01
    マカオ                     0.23
                             合計                             94.65
                                 32/151



                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット

                           純資産変動計算書
                                     自2021年８月１日        至2022年１月31日

                                      （米ドル）                （千円）
    期首現在純資産                                      5,573,488,091.35            644,016,549
    発行額                           3,382,517,482.07                      390,849,895
                                (564,494,539.61)                      (65,227,344)
    買戻額
     純発行（買戻）合計                                     2,818,022,942.46            325,622,551
    支払分配金                                        (8,731,326.71)           (1,008,905)
    投資純（損）益                             87,943,245.84                      10,161,842
    実現（損）益合計                            (114,280,388.69)                      (13,205,099)
                                (418,989,032.76)                      (48,414,183)
    未実現評価（損）益の変動合計
                                           (445,326,175.61)           (51,457,440)
     運用の結果による純資産の純増（減）
                                           7,937,453,531.49            917,172,756

    期末現在純資産
                         発行済投資証券数の変動表

                                     自2021年８月１日        至2022年１月31日
         クラスＦ－ａｃｃ                                      （口）
         期首現在発行済投資証券数                                  13,589,831.6990
         期中発行投資証券数                                   9,410,602.5110
                                           (1,370,881.6360)
         期中買戻投資証券数
                                           21,629,552.5740
         期末現在発行済投資証券数
         クラスＦ－ａｃｃ円ヘッジ                                      （口）

         期首現在発行済投資証券数                                    358,650.0000
         期中発行投資証券数                                    19,867.0000
                                            (24,654.0000)
         期中買戻投資証券数
                                            353,863.0000
         期末現在発行済投資証券数
                             最重要数値

    日付                         ISIN     2022  年１月31日       2021  年７月31日        2020  年７月31日
    純資産額（米ドル）                              7,937,453,531.49         5,573,488,091.35         6,198,677,594.06
    クラスＦ－ａｃｃ                      LU0313364738
    発行済投資証券数（口）                              21,629,552.5740         13,589,831.6990         14,063,084.4420
    １口当たり純資産価格（米ドル）                                  161.68         167.01         163.20
                    １
    １口当たり発行・買戻価格（米ドル）                                  161.68         167.01         163.20
    クラスＦ－ａｃｃ円ヘッジ                      LU1749433972
    発行済投資証券数（口）                               353,863.0000         358,650.0000         329,750.0000
    １口当たり純資産価格（米ドル）                                  10,605         10,981         10,788
                    １
    １口当たり発行・買戻価格（米ドル）                                  10,605         10,981         10,788
    １

      注記１を参照
    添付の注記は当財務書類と不可分のものである。
                                 33/151






                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                            組入証券の構造

    地域別分類                 純資産割合％       業種別分類                          純資産割合％

    アメリカ合衆国                    72.11    銀行および金融機関                             27.05
    イギリス                     5.49    金融および持株会社                             18.79
    カナダ                     2.75    国債および中央政府債                             4.75
    日本                     2.68    通信                             4.17
    オランダ                     2.51    不動産                             4.07
    フランス                     2.06    医薬品・化粧品・医療品                             3.81
    オーストラリア                     1.42    インターネット、ソフトウェア・ＩＴサービス                             3.39
    アイルランド                     1.39    保険                             2.82
    ケイマン諸島                     0.96    エネルギー・水道                             2.51
    スイス                     0.79    石油                             2.35
    イタリア                     0.76    電子工学・半導体                             2.22
    ノルウェー                     0.67    コンピュータ・ハードウェア、ネットワーク装置                             2.13
    ルクセンブルグ                     0.54    ヘルスケア、社会事業                             2.01
    スペイン                     0.49    交通・運輸                             1.87
    ニュージーランド                     0.39    小売り・百貨店                             1.87
    メキシコ                     0.35    モーゲージおよび貸付機関                             1.22
    フィンランド                     0.29    バイオテクノロジー                             1.21
    英国領バージン諸島                     0.27    グラフィックデザイン・出版・メディア                             1.18
    バミューダ                     0.21    食品・清涼飲料                             1.14
    ガーンジー                     0.20    その他消費財                             0.89
    スウェーデン                     0.19    宿泊・仕出し・レジャー                             0.81
    中国                     0.18    自動車                             0.72
    チリ                     0.15    電気装置・部品                             0.68
    ブラジル                     0.14    建築業・資材                             0.62
    ドイツ                     0.10    公的、非営利機関                             0.57
    ペルー                     0.10    機械工学・産業機器                             0.56
    デンマーク                     0.10    各種貿易会社                             0.48
    韓国                     0.09    各種サービス                             0.47
    オーストリア                     0.06    鉱業・石炭・鋼鉄                             0.44
    サウジアラビア                     0.06    繊維・衣服・革製品                             0.37
    アラブ首長国連邦                     0.05    化学                             0.36
    カタール                     0.03    包装業                             0.36
    マレーシア                     0.02    投資信託                             0.36
    コロンビア                     0.01    貴金属および宝石                             0.26
    カザフスタン                     0.01    林業、紙・パルプ製品                             0.25
                             農業・漁業                             0.19
    合計                    97.62
                             環境サービスおよびリサイクル                             0.19
                             州、連邦州                             0.18
                             市および地方自治体                             0.14
                             非分類会社                             0.08
                             各種資本財                             0.05
                             ゴム・タイヤ                             0.03
                             合計                             97.62
                                 34/151








                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド

                           純資産変動計算書
                                     自2021年８月１日        至2022年１月31日

                                      （米ドル）                （千円）
    期首現在純資産                                      5,180,776,616.51            598,638,738
    発行額                            337,501,868.88                      38,998,341
                               (1,349,562,743.86)                      (155,941,975)
    買戻額
     純発行（買戻）合計                                     (1,012,060,874.98)            (116,943,634)
    支払分配金                                       (11,344,013.45)           (1,310,801)
    投資純（損）益                            100,041,073.64                      11,559,746
    実現（損）益合計                             67,031,014.01                      7,745,434
                                (327,761,564.72)                      (37,872,849)
    未実現評価（損）益の変動合計
                                           (160,689,477.07)           (18,567,669)
     運用の結果による純資産の純増（減）
                                           3,996,682,251.01            461,816,634
    期末現在純資産
                         発行済投資証券数の変動表

                                     自2021年８月１日        至2022年１月31日
         クラスＦ－ａｃｃ                                      （口）
         期首現在発行済投資証券数                                  14,749,235.0260
         期中発行投資証券数                                   1,346,585.6980
                                           (3,738,048.5570)
         期中買戻投資証券数
                                           12,357,772.1670
         期末現在発行済投資証券数
         クラスＦ－ａｃｃ円ヘッジ                                      （口）

         期首現在発行済投資証券数                                    118,296.0000
         期中発行投資証券数                                    3,510.0000
                                             (8,475.0000)
         期中買戻投資証券数
                                            113,331.0000
         期末現在発行済投資証券数
                             最重要数値

    日付                         ISIN     2022  年１月31日       2021  年７月31日        2020  年７月31日
    純資産額（米ドル）                              3,996,682,251.01         5,180,776,616.51         4,411,256,071.12
    クラスＦ－ａｃｃ                      LU1344275315
    発行済投資証券数（口）                              12,357,772.1670         14,749,235.0260         12,116,942.6060
    １口当たり純資産価格（米ドル）                                  142.12         143.96         131.06
                    １
    １口当たり発行・買戻価格（米ドル）                                  142.12         143.96         131.06
    クラスＦ－ａｃｃ円ヘッジ                      LU1749434194
    発行済投資証券数（口）                               113,331.0000         118,296.0000         107,946.0000
    １口当たり純資産価格（米ドル）                                  11,125         11,293         10,333
                    １
    １口当たり発行・買戻価格（米ドル）                                  11,125         11,293         10,333
    １
      注記１を参照
    添付の注記は当財務書類と不可分のものである。
                                 35/151







                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                            組入証券の構造

    地域別分類                 純資産割合％       業種別分類                          純資産割合％

    アメリカ合衆国                    53.23    金融および持株会社                             36.66
    オランダ                     6.49    石油                             6.89
    ドイツ                     5.36    通信                             6.15
    フランス                     5.27    宿泊・仕出し・レジャー                             4.20
    ルクセンブルグ                     4.24    銀行および金融機関                             4.08
    イギリス                     4.09    インターネット、ソフトウェア・ＩＴサービス                             2.76
    イタリア                     3.76    交通・運輸                             2.68
    カナダ                     3.22    各種サービス                             2.47
    スペイン                     2.65    自動車                             2.46
    スウェーデン                     1.35    エネルギー・水道                             2.38
    アイルランド                     0.85    医薬品・化粧品・医療品                             2.35
    ケイマン諸島                     0.60    不動産                             2.24
    デンマーク                     0.46    ヘルスケア、社会事業                             2.23
    日本                     0.44    食品・清涼飲料                             2.15
    多国籍企業                     0.39    化学                             1.71
    イスラエル                     0.38    機械工学・産業機器                             1.54
    ジャージー                     0.35    建築業・資材                             1.36
    フィンランド                     0.33    コンピュータ・ハードウェア、ネットワーク装置                             1.26
    オーストラリア                     0.30    包装業                             1.19
    スイス                     0.29    グラフィックデザイン・出版・メディア                             1.03
    メキシコ                     0.28    電気装置・部品                             0.94
    ベルギー                     0.28    その他消費財                             0.93
    リベリア                     0.27    小売り・百貨店                             0.92
    オーストリア                     0.19    航空宇宙産業                             0.82
    パナマ                     0.18    鉱業・石炭・鋼鉄                             0.66
    バミューダ                     0.15    電子工学・半導体                             0.57
    ルーマニア                     0.13    繊維・衣服・革製品                             0.54
    マン島                     0.11    バイオテクノロジー                             0.52
    ポーランド                     0.11    非分類会社                             0.41
    ノルウェー                     0.09    林業、紙・パルプ製品                             0.38
    マーシャル諸島                     0.07    環境サービスおよびリサイクル                             0.37
    アラブ首長国連邦                     0.06    モーゲージおよび貸付機関                             0.29
    ポルトガル                     0.06    保険                             0.26
    チェコ共和国                     0.06    ゴム・タイヤ                             0.23
    ハンガリー                     0.05    各種資本財                             0.21
    ギリシャ                     0.05    非鉄金属                             0.17
    シンガポール                     0.03    各種貿易会社                             0.09
    英国領バージン諸島                     0.03    農業・漁業                             0.08
    マルタ共和国                     0.02    写真および光学                             0.04
                             たばこ・アルコール                             0.03
    合計                    96.27
                             貴金属および宝石                             0.02
                             合計                             96.27
                                 36/151








                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                       マルチ・マネージャー・アクセスⅡ

                          財務書類に対する注記
                           2022  年１月31日現在
    注１－重要な会計方針の要約

        財務書類は、ルクセンブルグにおける投資信託に関する一般に公正妥当と認められる会計原則に従っ

       て作成されている。重要な会計方針は、以下のように要約される。
    ａ）純資産額の計算

        投資証券クラスの投資証券１口当たりの純資産価格は、当該投資証券クラスの参照通貨で表示され、
       営業日（以下「評価日」という。）毎に計算される。投資証券１口当たりの純資産価格は、各投資証券
       クラスに帰属するサブ・ファンドの純資産総額をサブ・ファンドの特定の投資証券クラスの発行済投資
       証券口数で除することにより計算される。
        この場合の「営業日」は、ルクセンブルグの通常の銀行営業日（即ち、銀行が通常の営業時間に営業

       を行っている各日）を指し、法定外休日ならびにサブ・ファンドが投資する主要各国の取引所の休業日
       またはサブ・ファンドの投資対象の50％以上を適切に評価することができない日等を含まない。
        サブ・ファンドの各投資証券クラスに帰属する純資産価額の百分率は、サブ・ファンドの発行済投資

       証券総数に対する各投資証券クラスの発行済投資証券の比率により決定され、投資証券の発行または買
       戻しの度に変動する。
    ｂ）評価原則

       －　証券取引所に上場されている証券、派生商品およびその他の投資対象は、その最終市場価格で評価
         される。同一の証券、派生商品もしくはその他の投資対象が複数の証券取引所に上場されている場
         合には、当該投資対象の主要市場である証券取引所における入手可能な最新の見積りが適用され
         る。
         証券取引所における取引がごく僅かな証券、派生商品およびその他の投資対象で、証券トレーダー
         間に市場と一致する値付が行われる流通市場が存在する場合、本投資法人は証券、派生商品および
         その他の投資対象をそれらの価格に基づき評価できる。証券取引所に上場されていないが、認知さ
         れ、公開され、かつ秩序ある方法で運用されている他の規制ある市場で取引されている証券、派生
         商品およびその他の投資対象商品は、当該市場における入手可能な最終価格で評価される。
       －　証券取引所に上場されておらずまたは他の規制ある市場でも取引されていない、適正価格を入手す
         ることができない証券、派生商品およびその他の投資対象は、本投資法人が誠実に選択するその他
         の原則に従って予想売買価格に基づき本投資法人が評価する。
       －　証券取引所に上場されていない派生商品（OTC派生商品）の評価は、独立の値付機関を参照に行われ
         る。派生商品に利用可能である独立の値付機関が１社のみの場合、得られた評価価格の妥当性は、
         派生商品が由来する対象商品の市場価格に基づき本投資法人が認めた計算方法によって検証され
         る。
       －　その他のUCITSおよび／またはその他のUCIsの投資証券は、その最終純資産価額で評価される。
       －　短期金融商品に関して、評価は、純取得価格をベースに以後の利回りを確保しつつ、買戻価格に向
         けて漸進的に調整される。市場環境に重大な変動が生じた場合、異なる投資対象の評価基準は、新
         たな市場利回りに沿ってもたらされる。
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                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
         主に短期金融商品に投資するサブ・ファンドに関して、残存する満期までの期間が12か月を超えな
         い証券は、短期金融商品に関する指針に従って評価される。
       －　関連するサブ・ファンドの会計通貨以外の通貨で表示され、為替取引によるヘッジを行わない証券
         およびその他の投資対象は、外部の価格提供会社から入手した為替相場の仲値（売買相場の仲値）
         で評価される。
       －　定期預金および信託投資資産は、額面価額に累積利息を付して評価される。
       －　スワップ取引の価値は、外部のサービス提供会社によって計算され、また別の外部サービス提供会
         社より入手可能な第二の独立した評価も利用される。かかる計算は、流入および流出の両方のすべ
         てのキャッシュ・フローの正味現在価値に基づいている。特定の場合に、ブルームバーグより入手
         可能なモデルと市場データに基づいた、内部での算出額、および／またはブローカー・ステイトメ
         ントの評価を利用することもできる。評価方法は、各有価証券によって異なり、ＵＢＳ評価方針に
         従って決定される。
       －　主に短期金融商品に投資するサブ・ファンドに関して、該当する評価日以降、第二評価日まで（同
         日を含む）にサブ・ファンドが稼得する受取利息は、当該サブ・ファンドの資産の評価に含まれ
         る。したがって、特定の評価日における投資証券１口当たり純資産価格には、二評価日現在の期待
         利子収益が含まれる。
        本投資法人またはその投資主の利益のために（例えば、マーケット・タイミングの実行回避）を正当

       化する状況下において、取締役会は、本投資法人の資産額を調整するために公正価値の値付技法を適用
       するなどして適切な測定を行う。
        特別な状況に起因して、上記の規則による評価が実行不可能または不正確になった場合、本投資法人

       は、誠実に純資産額の適切な評価を遂行するために他の一般に認められておりかつ精査が可能な評価基
       準を用いる権限を付与されている。
        特別な状況のもとで、爾後に発行もしくは買戻される投資証券の価格に影響を及ぼすさらなる評価

       は、一評価日中に施行されることがある。
        報酬および手数料ならびに投資先の投資対象の売買スプレッドにより、サブ・ファンドの資産および

       投資対象の売買に係る実際の費用が入手可能な最新の価格または該当する場合は投資証券１口当たり純
       資産価格を計算するために用いられる純資産価額とは異なることがある。当該費用は、サブ・ファンド
       の価値にマイナスの影響を及ぼすものであり「希薄化」と称される。希薄化による影響を軽減するため
       に、取締役会はその裁量により、投資証券１口当たり純資産価格に対して希薄化調整を行うことができ
       る（以下「スウィング・プライシング」という。）。
        投資証券は通常、単一の価格である投資証券１口当たり純資産価格に基づいて発行され、買い戻され

       る。しかしながら、希薄化による影響を軽減するために、投資証券１口当たり純資産価格は、以下に記
       載するとおり評価日に調整される。これは、サブ・ファンドが関連する評価日において正味申込ポジ
       ションにあるかまたは正味買戻ポジションにあるかに関係なく行われる。ある評価日において、いずれ
       かのサブ・ファンドまたはサブ・ファンドのクラスにおいて取引が行われない場合、未調整の投資証券
       １口当たり純資産価格が適用される。かかる希薄化調整が行われる状況に関しては取締役会が裁量権を
       有している。一般的なルールとして、希薄化調整を実行するための要件は関連するサブ・ファンドにお
       ける投資証券の申込みまたは買戻しの規模に基づいている。取締役会は、その意見により、既存の受益
       者（申込みの場合）または残存する受益者（買戻しの場合）が損害を被る可能性があると判断する場合
                                 38/151


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                                                      半期報告書（外国投資証券）
       に希薄化調整を行うことができる。特に、希薄化調整は以下の場合に行われることがあるが、これらに
       限定されない。
        （ａ）サブ・ファンドが継続的に下落している場合（すなわち買戻しによる純流出）。

        （ｂ）サブ・ファンドがその規模に比べて大量の正味申込みを受けている場合。
        （ｃ）サブ・ファンドの特定の評価日におけるポジションが正味申込みまたは正味買戻しになってい
           る場合。または、
        （ｄ）投資主の利益のために希薄化調整が必要であると取締役会が判断するその他のあらゆる場合。
        評価額の調整においては、報酬および手数料ならびに売買価格のスプレッドに十分に見合う適切な数

       値であると取締役会が判断する金額が、サブ・ファンドが正味申込ポジションにある場合は投資証券１
       口当たり純資産価格に加算され、正味買戻ポジションにある場合は投資証券１口当たり純資産価格から
       控除される。特に、関連するサブ・ファンドの投資証券１口当たり純資産価格は、（ⅰ）見積もり財務
       費用、（ⅱ）サブ・ファンドが負担する可能性がある取引費用および（ⅲ）サブ・ファンドが投資する
       資産の想定売買スプレッドを反映する金額分だけ（上方または下方に）調整される。一部の株式市場お
       よび法域ではバイサイドおよびセルサイドが異なる手数料体系を有することがあるため、最終的な調整
       額が純流入と純流出とで異なることがある。ただし、調整は基本的に、当該時に適用される投資証券１
       口当たり純資産価格の最大２％を上限とする。例外的な状況（例えば、市場のボラティリティの上昇お
       よび／または流動性の低下、例外的な市況、市場の混乱等）においては、これが実勢市場の状況を示す
       ものであり、投資主の最大の利益であることを取締役会が正当化できるのであれば、取締役会は各サ
       ブ・ファンドおよび／または各評価日に関連する該当ある１口当たり純資産価格の２％を超える希薄化
       調整を一時的に適用することを決定することができる。このような希薄化調整は取締役会が定める手順
       に従い算出されるものとする。投資者は一時的な手続きが導入される度に、かつ一時的な手続きが終了
       した直後に、通常の連絡手段を通じて通知を受けるものとする。
        サブ・ファンドの各投資証券クラスの純資産価額は個別に計算されるが、希薄化調整はパーセンテー

       ジで見ると各クラスの純資産価額に対して同一の影響を及ぼすことになる。希薄化調整はサブ・ファン
       ドの水準において元本に対して適用されるもので、各個人投資家の取引における特定の状況に関連する
       ものではない。
        すべてのサブ・ファンドについて、スウィング・プライシング方法が適用されている。

        期末時点で純資産額へのスウィング・プライシング調整があった場合は、サブ・ファンドの最重要数

       値の純資産額の情報から見ることができる。受益証券１口当たり発行および買戻価格が、調整後の純資
       産額を表している。
    ｃ）先渡為替契約の評価

        未決済の先渡為替契約の未実現（損）益は、評価日の実勢先渡為替レートに基づいて評価される。
    ｄ）金融先物契約の評価

        金融先物契約は、評価日に適用される直近の入手可能な公表価格に基づいて評価される。実現損益お
       よび未実現損益の変動は、運用計算書に記帳される。実現損益は、先入先出法に従って計算される。す
       なわち、最初の取得契約が最初に売却されるものと考えられる。
    ｅ）証券売買実現純（損）益

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                                                      半期報告書（外国投資証券）
        証券売買実現損益は、売却証券の平均原価に基づいて計算される。
    ｆ）オプションの評価

        規制ある市場で取引される未決済オプションは、決済価格または当該商品の入手可能な直近の市場価
       格で評価される。OTCオプションは、ブルームバーグ・オプション・プライサー・ファンクショナリ
       ティーから入手した日足価格に基づき値洗いされ、第三者値付機関と照合される。
        オプションに係る実現損益およびオプションに係る未実現評価（損）益は、オプションに係る実現

       （損）益およびオプションに係る未実現評価（損）益のカテゴリーに基づき、それぞれ運用計算書およ
       び純資産変動計算書に開示される。
    ｇ）外貨換算

        個々のサブ・ファンドの基準通貨以外の通貨建で保有される銀行勘定、その他の純資産および投資有
       価証券評価額は、評価日の最終現物相場の仲値で換算される。個々のサブ・ファンドの通貨以外の通貨
       建収益および費用は、支払日の最終現物相場の仲値で換算される。為替差損益は運用計算書に計上され
       る。
        個々のサブ・ファンドの基準通貨以外の通貨建証券の取得原価は、取得日の最終現物相場の仲値で換

       算される。
    ｈ）組入証券取引の会計処理

        組入証券取引は、取引日の翌銀行営業日に会計処理される。
    ｉ）結合財務書類

        結合財務書類は、ユーロで表示される。本投資法人の2022年１月31日現在の結合純資産計算書、結合
       運用計算書および結合純資産変動計算書の各種科目は、各サブ・ファンドの財務書類の対応する科目を
       ユーロに換算した金額の合計に等しい。
        以下の為替レートが、2022年１月31日現在の結合財務書類の換算に用いられた。

          為替レート
          １ユーロ　＝　1.121000             米ドル
    ｊ）有価証券売却未収金、有価証券購入未払金

        「有価証券売却未収金」のポジションには、外貨取引による未収金が含まれる。また「有価証券購入
       未払金」のポジションには、外貨取引による未払金が含まれる。
        外国為替取引からの未収金および未払金は相殺される。

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    ｋ）収益の認識

        源泉税控除後の配当金は、当該証券が「配当落ち」として最初に記載される日に収益として認識され
       る。受取利息は、日々ベースで発生する。
    ｌ）スワップ

        本投資法人は、当該種類の取引を専門とする一流金融機関との間で取交わされることを条件に、金利
       スワップ契約、金利スワップションおよびクレジット・デフォルト・スワップに係る金利先渡契約を締
       結することができる。
        未実現（損）益の変動は、運用計算書おいて「スワップに係る未実現評価（損）益」として反映され

       ている。
        未実現（損）益は、未払または未収の経過利息を含む。

        手仕舞い時または満期時に発生するスワップに係る利益または損失は、運用計算書において「スワッ

       プに係る実現（損）益」として記録される。
    ｍ）クロス・サブ・ファンド投資

        2022  年１月31日現在、         マルチ・マネージャー・アクセスⅡ                  －サステナブル・インベスティング・バラ
       ンスド、マルチ・マネージャー・アクセスⅡ－サステナブル・インベスティング・グロースおよびマル
       チ・マネージャー・アクセスⅡ－サステナブル・インベスティング・イールドは、マルチ・マネー
       ジャー・アクセスⅡのその他のサブ・ファンドに以下の投資を行った。
       マルチ・マネージャー・アクセスⅡ－サステナブル・インベスティング・バランスド                                          米ドルでの金額

       マルチ・マネージャー・アクセスⅡ－ＵＳ                  マルチ・クレジット　米ドル　Ｆ－ａｃｃ
                                            203,802,005.36       米ドル
       マルチ・マネージャー・アクセスⅡ－フューチャー・オブ・アース　米ドル　Ｆ－ａｃｃ                                      34,646,735.04      米ドル
       合計                                      238,448,740.40       米ドル
       マルチ・マネージャー・アクセスⅡ－サステナブル・インベスティング・グロース                                          米ドルでの金額

       マルチ・マネージャー・アクセスⅡ－ＵＳ                  マルチ・クレジット　米ドル　Ｆ－ａｃｃ
                                             20,400,620.72      米ドル
       マルチ・マネージャー・アクセスⅡ－フューチャー・オブ・アース　米ドル　Ｆ－ａｃｃ                                      11,141,879.20      米ドル
       合計                                      31,542,499.92      米ドル
       マルチ・マネージャー・アクセスⅡ－サステナブル・インベスティング・イールド                                          米ドルでの金額

       マルチ・マネージャー・アクセスⅡ－ＵＳ                  マルチ・クレジット　米ドル　Ｆ－ａｃｃ
                                            128,830,666.00       米ドル
       マルチ・マネージャー・アクセスⅡ－フューチャー・オブ・アース　米ドル　Ｆ－ａｃｃ                                      11,337,488.64      米ドル
       合計                                      140,168,154.64       米ドル
        2022  年１月31日現在、クロス・サブ・ファンド投資の総額は365,887,060.61ユーロにのぼる。した

       がって、クロス・サブ・ファンド投資なしの年度末の調整後の結合純資産合計は23,607,315,388.50ユー
       ロである。
    注２－定率報酬

        本投資法人および、さらに具体的には、その異なるクラスの投資証券クラスは、以下の表に記載され
       るとおり、該当する投資証券クラスに帰属する平均純資産に基づき計算され、毎月支払われる、月額定
       率報酬（以下「定率報酬」という。）を負担する。
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                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
       マルチ・マネージャー・アクセスⅡ                                   上限定率報酬（年率）

                                             Ｆクラス
       － エマージング・マーケット・デッド                                     1.25  ％
       －ハイ・イールド                                       1.25  ％
       －ＵＳ    マルチ・クレジット                                   0.85  ％
       マルチ・マネージャー・アクセスⅡ                                   実効定率報酬（年率）

                                             Ｆクラス
       －エマージング・マーケット・デッド                                       0.38  ％
       －ハイ・イールド                                       0.32  ％
       －ＵＳ    マルチ・クレジット                                   0.22  ％
        上記の表に従い、定率報酬は本投資法人、各サブ・ファンドおよびクラスの以下の報酬、コストおよ

       び費用をカバーする。
       １．保管受託銀行の報酬、コストおよび費用。
       ２．管理事務代行会社の報酬、コストおよび費用。
       ３．管理会社の報酬、コストおよび費用。
       ４．投資運用会社および為替マネージャーの報酬、コストおよび費用。
       ５．ポートフォリオ・マネージャーおよびその委託先（複数の場合あり）の報酬、コストおよび費用。
       ６．本投資法人の投資証券に関する販売活動における報酬、コストおよび費用。（外国の管轄当局に対
         して本投資法人の登録を維持するために発生するコストおよび報酬を含む。）
       本投資法人の運用費用および管理事務費用

        定率報酬がカバーする報酬、コストおよび費用に加え、本投資法人は、以下を含む（これらに限らな
       い。）あらゆる運用費用および管理事務費用を負担する。
       －本投資法人の資産および所得に賦課される可能性があるすべての租税（適用ある年次税を含む。）
       －本投資法人のポートフォリオに組み込まれた有価証券その他の資産（派生商品を含む。）に関する取
        引に課される通常の銀行手数料（かかる手数料は、取得価格に加算され、売却価格からは減額され
        る。）
       －本投資法人が適正に負担する手数料、費用およびあらゆる合理的な立替費用
       －投資主の利益のために行為するに際し本投資法人、管理会社、投資運用会社またはポートフォリオ・
        マネージャーが負担する法務手数料および費用（疑義を避けるために付言すると、本投資法人または
        そのいずれかのサブ・ファンドの組織再編に関する一切の法務手数料および費用を含む。）
       －年次報告書および半期報告書ならびに適用ある法令に基づき必要なその他の報告書および文書を投資
        主（投資証券の実質的保有者を含む。）の利益に適う言語において作成し配布（印刷は含まない。）
        するためのコスト
       －投資主に対する通知作成コストおよび本投資法人の資産管理に関するあらゆる取引コスト（ブロー
        カーの通常の手数料、報酬、租税等）
       －ルクセンブルグ内外における本投資法人の承認および監督に関する手数料およびコスト
       －定款、英文販売目論見書ならびに年次報告書および半期報告書の印刷コストおよび費用、ならびに、
        定款および本投資法人に関するその他の一切の文書（本投資法人または本投資法人の投資証券募集に
        ついて管轄権を有するあらゆる機関（各国の証券業協会を含む。）に対する登録届出書、目論見書お
        よび説明覚書等）を必要な言語によって作成および／または提出し、印刷するコストおよび費用
                                 42/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
       －純資産価額の公表および投資者に対する通知の公告に関連するコストおよび費用
       －証券取引所または規制ある市場への本投資法人の投資証券の上場に関連して請求される手数料および
        費用
       －投資主への配当金支払における手数料およびその他のコスト
       －監査における手数料、コストおよび費用（監査人の報酬および費用を含む。）
       －KIIDの作成、翻訳および監督機関への提出に関する手数料および費用
        本投資法人は、定期的にまたは繰り返し発生する管理事務費用およびその他の費用を、見積額に基づ

       き毎年またはその他のある期間を通じて自身の勘定で負担することがある。
        個々のサブ・ファンドおよび／または個々の投資証券クラスに正確に配分可能なすべてのコストは、

       当該サブ・ファンドおよびクラスに請求される。コストが複数または全部のサブ・ファンドもしくはク
       ラスに関係する場合は、それぞれの純資産価額に比例して、または本投資法人もしくは管理会社が合理
       的に決定する基準により、関係するサブ・ファンドまたは投資証券のクラスに請求される。
        その投資方針の条項に従ってその他の投資信託（UCIまたはUCITS）に投資するサブ・ファンドに関し

       て、サブ・ファンドおよび当該対象ファンドの両段階で支払が生じることがある。当該サブ・ファンド
       の資産における対象ファンドの管理報酬の最高限度は、あらゆるトレーラー・フィーを考慮して、投資
       金額の最高３％までである。管理会社により、または共同経営もしくは支配により、または実質的な直
       接保有もしくは間接保有により、管理会社と関係する別の会社により直接もしくは間接的に運用される
       ファンドの受益証券への投資を行う場合、サブ・ファンドが行う投資については、一切の対象ファンド
       の発行または買戻手数料は課せられない。
        サブ・ファンドの現行の費用の詳細は、KIIDで参照することができる。

        新サブ・ファンド設定に関する費用は、各サブ・ファンドについてのみ、５年を限度に償却される。

        本投資法人の投資証券の販売に関して、管理会社が受領し販売会社に支払われる、ならびに販売会社

       が受領し販売取扱会社および委託業者に支払われる販売活動に関する報酬、コストおよび費用は、当該
       報酬の受領および保有に適用されるあらゆる法令上の制限および条件を満たす。適用される法令上の制
       限および条件に従い、販売会社は、本投資法人の販売業務を賄うために手数料を支払うことができる。
    注３－年次税

        本投資法人は、毎四半期末に支払われるルクセンブルグ大公国の「年次税」の対象となっている。当
       該税金は、毎四半期末に各クラスの純資産総額に基づき計算される。当該税金は、0.05％の料率で純資
       産総額に課せられる。機関投資家に対して留保されるクラスに関して、料率は0.01％に減額される。
        既に年次税を支払っているルクセンブルグの他の投資信託において保有されている投資証券に表章さ

       れる純資産については、年次税は課されない。
    注４－その他の収益

        その他の収益は、主にシングル・スイング・プライシングにより生じた収益により構成される。
    注５－分配

                                 43/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
        各サブ・ファンドまたは投資証券クラスの投資主総会は、取締役会の提案によりサブ・ファンドの年
       次決算の終了後に、各サブ・ファンドまたは投資証券クラスから分配を行うかおよび支払われる特別分
       配金の程度を決定する。本投資法人の純資産額が法律に規定されている最低額を下回る場合には、分配
       の 支払は行われない。分配が行われる場合、支払は年度末後４か月以内に行われる。
        取締役会は、中間分配金を支払い、また分配金支払を停止する権限を有している。

    注６－ソフト・コミッション・アレンジメント

        2021  年８月１日から2022年１月31日までの会計期間中、いかなる「ソフト・コミッション・アレンジ
       メント」もマルチ・マネージャー・アクセスⅡに代わって締結されておらず、「ソフト・コミッショ
       ン・アレンジメント」の金額もなかった。
    注７－金融先物およびスワップ契約

        2022  年１月31日現在、サブ・ファンドごとの金融先物およびスワップ契約ならびに関連する通貨は、
       以下のように要約される。
    ａ）金融先物

    マルチ・マネージャー・アクセスⅡ                           債券に係る金融先物                債券に係る金融先物
                                  （購入）                （売却）
    －エマージング・マーケット・デッド                           505,932,826.26         米ドル       657,663,007.48         米ドル
    －ハイ・イールド                           109,664,189.64         米ドル       134,349,495.47         米ドル
    －ＵＳ    マルチ・クレジット                       404,396,718.76         米ドル       377,140,370.03         米ドル
    マルチ・マネージャー・アクセスⅡ                           通貨に係る金融先物                通貨に係る金融先物

                                  （購入）                （売却）
    該当なし。
    マルチ・マネージャー・アクセスⅡ                           指数に係る金融先物                指数に係る金融先物

                                  （購入）                （売却）
    該当なし。
        債券または通貨に係る金融先物契約（もしあれば）は、当該金融先物の時価（契約数×想定取引規模

       ×当該先物の市場価格）に基づき計算される。
    ｂ）スワップ

                             クレジット・デフォルト・                クレジット・デフォルト・
    マルチ・マネージャー・アクセスⅡ
                                  スワップ                スワップ
                                  （購入）                （売却）
    －ハイ・イールド                                 －  米ドル        3,225,142.19       米ドル
                             指数に係るスワップおよび                指数に係るスワップおよび

    マルチ・マネージャー・アクセスⅡ
                              フォワード・スワップ                フォワード・スワップ
                                  （購入）                （売却）
    －ハイ・イールド                           45,723,947.33        米ドル              －  米ドル
                                 44/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
    注８－総費用比率（TER）

        この比率は、スイス資産運用協会（AMAS）／スイス・ファンド資産運用協会（SFAMA）の「TERの計算
       ならびに開示に関するガイドライン」現行版に従って計算された。比率はまた、純資産の百分率として
       遡及的に計算され、純資産（運用費用）に対し継続ベースで請求されるすべての費用および手数料の合
       計を表す。
       過去12か月におけるTER

       マルチ・マネージャー・アクセスⅡ                                           総経費率（TER）
       －エマージング・マーケット・デッド　Ｆ－ａｃｃ                                             0.75  ％
       －エマージング・マーケット・デッド　Ｆ－ａｃｃ円ヘッジ                                             0.78  ％
       －ハイ・イールド　Ｆ－ａｃｃ                                             0.64  ％
       －ハイ・イールド　Ｆ－ａｃｃ円ヘッジ                                             0.66  ％
       －ＵＳ    マルチ・クレジット　Ｆ－ａｃｃ
                                                    0.51  ％
       －ＵＳ    マルチ・クレジット　Ｆ－ａｃｃ円ヘッジ
                                                    0.54  ％
        運用期間が12か月に満たないクラス受益証券のTERについては、年率換算されている。
        取引費用および為替ヘッジに関連して発生したその他の費用は、TERに含まれない。

    注９－後発事象

        ウクライナにおける戦争は、ロシアおよびウクライナの証券をはじめとして、世界的に広範な市場に
       影響を及ぼし、金融市場にも重大な影響を及ぼしている。この状況は依然として非常に不安定であり、
       ファンドの管理会社は、ファンドの投資者の利益を守るための適切な措置を迅速にとるために、注意深
       く監視している。特に、欧州連合、スイス、英国および米国において最近制定された制裁制度（これら
       に限定されない）等、適用される法律および規則を常に遵守するために必要な措置を講じてきた。我々
       は、制裁を受けたロシア証券を超えて深刻な取引制限を経験しているため、（入手可能であれば）価格
       相場がその時々の市場価値を反映していると考えられないすべての関連証券に対して公正価値の価格設
       定を適用している。今後の金融市場の動向次第では、投資戦略にもさらなる影響が出てくる可能性があ
       る。現時点では、これが一定のファンドにおける流動性対策の適用を必要とするかどうかは不明であ
       る。これらには、各ファンドの英文目論見書に示されているようなすべての措置が含まれる可能性があ
       る。
        2022  年１月31日現在、サブ・ファンドのマルチ・マネージャー・アクセスⅡ－フューチャー・オブ・

       ヒューマンズは、その純資産に対して0.18％のロシア証券を保有しており、決定された公正価値の影響
       を受けている。2022年２月28日から2022年３月３日までの間に価格設定のヘアカットが適用され、2022
       年３月３日の純資産価額について、ロシアのすべての現地株式、グローバル預託証券、米国預託証券の
       価格をゼロとする最終決定が行われた。
                                 45/151





                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
        ファンドの経営陣は、これらの事象をファンドおよびそのサブ・ファンドの報告期間後の調整不要事

       象とみなしている。
    注10－適用法、業務地および公認言語

        ルクセンブルグ地方裁判所は、投資主、本投資法人および保管受託銀行との間のすべての法的紛争処
       理を行う場所である。ルクセンブルグ法が適用される。しかし、他の国の投資者の賠償請求に関する件
       については、本投資法人および／または保管受託銀行は、本投資法人の投資証券が売買された国の裁判
       管轄権に自らを服することを選択することができる。
        当財務書類については英語版が公認されたものである。しかし、本投資法人の投資証券の購入および

       売却が可能なその他の国の投資主に対して投資証券が販売される場合、本投資法人および保管受託銀行
       は、当該国の言語への承認された翻訳（すなわち、本投資法人によって承認されたもの）に自らが拘束
       されるものと認めることができる。
                                 46/151















                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
     （２）【投資有価証券明細表等】

             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド

                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    公認の証券取引所に上場されている譲渡性のある有価証券および短期金融商品

    ノート、固定利付債
    EUR

    EUR   ALBANIA,    REPUBLIC    OF-REG-S    3.50000%    21-23.11.31               2 610  000.00        2 859  979.27
                                                          0.05
    EUR   ARGENTINA,     REPUBLIC    OF 0.12500%    20-09.07.30                 1 008  800.00         346  185.99
                                                          0.01
    EUR   ARGENTINA,     REPUBLIC    OF 0.50000%    20-09.07.29                  34 392.00         13 204.55
                                                          0.00
    EUR   BANQUE   OUEST   AFRICAINE     DE DEV-REG-S     2.75000%    21-22.01.33           3 964  000.00        4 545  936.68
                                                          0.08
    EUR   BENIN   GOVT  INTERNATIONAL      BD-REG-S    4.87500%    21-19.01.32            5 077  000.00        5 476  754.35
                                                          0.10
    EUR   BULGARIA,     REPUBLIC    OF-REG-S    1.37500%    20-23.09.50                925  000.00         937  120.97
                                                          0.02
    EUR   BULGARIAN     ENERGY   HOLDING    EAD-REG-S     2.45000%    21-22.07.28           5 270  000.00        5 756  729.04
                                                          0.11
    EUR   CENTRAL    BANK  OF TUNISIA-REG-S      6.75000%    18-31.10.23              1 120  000.00        1 097  010.60
                                                          0.02
    EUR   CENTRAL    BANK  OF TUNISIA-REG-S      6.37500%    19-15.07.26              1 271  000.00        1 100  651.05
                                                          0.02
    EUR   CREDIT   BK MOSCOW/CBOM     FINANCE-REG-S      3.10000%    21-21.01.26            800  000.00         771  248.00
                                                          0.01
    EUR   CROATIA,    REPUBLIC    OF-REG-S    1.12500%    19-19.06.29               10 100  000.00        11 237  184.25
                                                          0.21
    EUR   GOVERNMENT     OF BENIN-REG-S     6.87500%    21-19.01.52                4 688  000.00        5 103  502.71
                                                          0.09
    EUR   GTC  AURORA   LUXEMBOURG     SA-REG-S    2.25000%    21-23.06.26             1 150  000.00        1 252  484.00
                                                          0.02
    EUR   HUNGARY,    REPUBLIC    OF-REG-S    1.62500%    20-28.04.32               8 885  000.00        10 176  716.84
                                                          0.19
    EUR   HUNGARY,    REPUBLIC    OF-REG-S    1.75000%    20-05.06.35               2 835  000.00        3 219  444.80
                                                          0.06
    EUR   HUNGARY,    REPUBLIC    OF-REG-S    1.50000%    20-17.11.50               1 272  000.00        1 266  409.48
                                                          0.02
    EUR   INDONESIA     GOVERNMENT     INTERNATIONAL      1.10000%    21-12.03.33           2 204  000.00        2 310  089.54
                                                          0.04
    EUR   INDONESIA,     REPUBLIC    OF 1.40000%    19-30.10.31                 1 890  000.00        2 084  261.28
                                                          0.04
    EUR   INDONESIA,     REPUBLIC    OF 0.90000%    20-14.02.27                  599  000.00         662  791.74
                                                          0.01
    EUR   IVORY   COAST,   REPUBLIC    OF-REG-S    5.87500%    19-17.10.31             6 050  000.00        6 819  351.27
                                                          0.12
    EUR   IVORY   COAST,   REPUBLIC    OF-REG-S    4.87500%    20-30.01.32             2 508  000.00        2 638  914.15
                                                          0.05
    EUR   MACEDONIA     GOVT  INTERNATIONAL      BOND-REG-S     5.62500%    16-26.07.23          855  000.00        1 012  248.29
                                                          0.02
    EUR   MACEDONIA     GOVT  INTERNATIONAL      BOND-REG-S     3.67500%    20-03.06.26         1 775  000.00        2 078  319.99
                                                          0.04
    EUR   MACEDONIA     GOVT  INTERNATIONAL      BOND-REG-S     1.62500%    21-10.03.28         8 930  000.00        9 209  687.60
                                                          0.17
    EUR   MEXICO,    UNITED   STATES   OF 1.35000%    20-18.09.27                2 980  000.00        3 345  590.87
                                                          0.06
    EUR   MEXICO,    UNITED   STATES   OF 2.12500%    21-25.10.51                 780  000.00         692  946.15
                                                          0.01
    EUR   MEXICO,    UNITED   STATES   OF 2.25000%    21-12.08.36                2 300  000.00        2 391  373.25
                                                          0.04
    EUR   MOROCCO    GOVERNMENT     INTERNATIONAL-REG-S         2.00000%    20-30.09.30          3 420  000.00        3 620  084.53
                                                          0.07
    EUR   MOROCCO,    KINGDOM    OF-REG-S    1.50000%    19-27.11.31                1 210  000.00        1 216  360.67
                                                          0.02
    EUR   NE PROPERTY    BV-REG-S    3.37500%    20-14.07.27                  2 800  000.00        3 389  904.00
                                                          0.06
    EUR   NOVOLIPETSK     STEEL   VIA  STEEL   FDG-REG-S     1.45000%    21-02.06.26          3 343  000.00        3 510  600.85
                                                          0.06
    EUR   PERU,   REPUBLIC    OF 0.12500%    21-11.03.33                   12 195  000.00        12 782  006.33
                                                          0.23
    EUR   PERU,   REPUBLIC    OF 1.95000%    21-17.11.36                   2 079  000.00        2 243  163.04
                                                          0.04
    EUR   PERUSAHAAN     LISTRIK    NEGARA   PT-REG-S    1.87500%    19-05.11.31           2 813  000.00        2 912  928.31
                                                          0.05
    EUR   PHILIPPINES,      REPUBLIC    OF THE  0.70000%    20-03.02.29              1 610  000.00        1 766  457.79
                                                          0.03
    EUR   PHILIPPINES,      REPUBLIC    OF THE  1.75000%    21-28.04.41              1 784  000.00        1 919  869.44
                                                          0.04
    EUR   REPBLIC    OF CAMEROON    INTRNTNL    BOND-REG-S     5.95000%    21-07.07.32         5 392  000.00        5 551  206.35
                                                          0.10
    EUR   ROMANIA-REG-S      2.62500%    20-02.12.40                     7 028  000.00        6 568  605.99
                                                          0.12
    EUR   SENEGAL,    REPUBLIC    OF-REG-S    5.37500%    21-08.06.37               4 607  000.00        4 750  051.77
                                                          0.09
    EUR   SERBIA   INTERNATIONAL      BOND-REG-S     1.50000%    19-26.06.29            17 384  000.00        18 464  372.15
                                                          0.34
    EUR   SERBIA   INTERNATIONAL      BOND-REG-S     3.12500%    20-15.05.27              374  000.00         446  505.51
                                                          0.01
    EUR   SERBIA   INTERNATIONAL      BOND-REG-S     1.65000%    21-03.03.33             3 133  000.00        3 138  933.12
                                                          0.06
    EUR   TEVA  PHARMACEUTICAL       FINANCE    II BV 3.75000%    21-09.05.27            2 580  000.00        2 797  490.03
                                                          0.05
    EUR   UKRAINE,    GOVERNMENT     OF-REG-S    4.37500%    20-27.01.30              2 310  000.00        1 983  888.35
                                                          0.04
    EUR   UKRAINE,    GOVERNMENT     OF-REG-S    6.75000%    19-20.06.26              3 230  000.00        3 095  809.65
                                                          0.06
    ユーロ合計                                             168  564  374.59
                                                          3.08
    USD

    USD   1MDB  ENERGY   LTD-REG-S     5.99000%    12-11.05.22                 33 400  000.00        33 567  000.00
                                                          0.61
    USD   ABENGOA    TRANSMISION     SUR  SA-REG-S    6.87500%    14-30.04.43            3 165  000.00        3 922  432.21
                                                          0.07
    添付の注記は当財務書類と不可分のものである。

                                 47/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   ABJA  INVESTMENT     CO PTE  LTD-REG-S     5.45000%    18-24.01.28            4 720  000.00        5 004  143.99

                                                          0.09
    USD   ABU  DHABI   CRUDE   OIL  PIPELINE    LLC-REG-S     3.65000%    17-02.11.29          4 619  000.00        4 922  987.94
                                                          0.09
    USD   ABU  DHABI   NATIONAL    ENERGY   CO PJSC-REG-S     4.87500%    18-23.04.30         1 353  000.00        1 568  465.25
                                                          0.03
    USD   ABU  DHABI   NATIONAL    ENERGY   CO PJSC-REG-S     2.00000%    21-29.04.28          902  000.00         869  302.50
                                                          0.02
    USD   ABU  DHABI,GOVERNMENT        OF-REG-S    2.50000%    17-11.10.22              1 368  000.00        1 382  791.50
                                                          0.03
    USD   ACCESS   BANK  PLC-REG-S     6.12500%    21-21.09.26                 6 165  000.00        6 072  525.00
                                                          0.11
    USD   ADANI   ELECTRICITY     MUMBAI   LTD-REG-S     3.94900%    20-12.02.30           4 161  000.00        4 004  442.38
                                                          0.07
    USD   ADANI   GREEN   ENERGY   LTD-REG-S     4.37500%    21-08.09.24              1 457  000.00        1 455  470.15
                                                          0.03
    USD   ADANI   INTERNATIONAL      CONTAINER     TER-REG-S     3.00000%    20-16.02.31         2 140  000.00        1 973  727.35
                                                          0.04
    USD   ADANI   PORTS   & SPECIAL    ECO  ZONE-REG-S     4.20000%    20-04.08.27           7 289  000.00        7 433  868.87
                                                          0.14
    USD   ADANI   PORTS   & SPECIAL    ECO  ZONE-REG-S     3.10000%    21-02.02.31           608  000.00         554  154.00
                                                          0.01
    USD   ADANI   PORTS   AND  SPECIAL    ECO  ZONE-REG-S     4.37500%    19-03.07.29          5 123  000.00        5 196  002.75
                                                          0.09
    USD   ADANI   TRANSMISSION      LTD-REG-S     4.25000%    19-21.05.36               790  000.00         717  459.48
                                                          0.01
    USD   AEROPUERTO     INTERNACIONAL      DE TOCUM-REG-S     4.00000%    21-11.08.41         1 930  000.00        1 871  255.62
                                                          0.03
    USD   AEROPUERTO     INTERNACIONAL      DE TOCU-REG-S     5.12500%    21-11.08.61         12 096  000.00        11 731  608.00
                                                          0.21
    USD   AEROPUERTOS     DOMINICANOS-REG-S        6.75000%    17-30.03.29              6 760  000.00        6 844  500.00
                                                          0.13
    USD   AES  PANAMA   GENERATION     HOLDING    SRL-REG-S     4.37500%    20-31.05.30         15 217  000.00        15 177  055.37
                                                          0.28
    USD   AFRICA   FINANCE    CORP-REG-S     3.75000%    19-30.10.29                1 533  000.00        1 560  256.74
                                                          0.03
    USD   AFRICA   FINANCE    CORP-REG-S     2.87500%    21-28.04.28                724  000.00         708  419.52
                                                          0.01
    USD   AFRICAN    EXPORT-IMPORT      BANK/THE-REG-S       2.63400%    21-17.05.26           2 248  000.00        2 216  528.00
                                                          0.04
    USD   AI CANDELARIA     SPAIN   SLU-REG-S     7.50000%    18-15.12.28              4 480  000.00        4 659  200.00
                                                          0.09
    USD   AI CANDELARIA     SPAIN   SLU-REG-S     5.75000%    21-15.06.33              5 257  000.00        4 853  788.10
                                                          0.09
    USD   AIA  GROUP   LTD-REG-S     3.60000%    19-09.04.29                  1 050  000.00        1 125  888.71
                                                          0.02
    USD   AIA  GROUP   LTD-REG-S     3.37500%    20-07.04.30                   250  000.00         262  882.65
                                                          0.00
    USD   AIA  GROUP   LTD-REG-S-SUB      3.20000%    20-16.09.40                 248  000.00         243  280.28
                                                          0.00
    USD   AIRPORT    AUTHORITY-REG-S       3.25000%    22-12.01.52                2 965  000.00        2 934  107.96
                                                          0.05
    USD   AKBANK   TAS-REG-S     6.80000%    20-06.02.26                    2 908  000.00        2 893  460.00
                                                          0.05
    USD   ALIBABA    GROUP   HOLDING    LTD  4.00000%    17-06.12.37                800  000.00         832  150.01
                                                          0.02
    USD   ALIBABA    GROUP   HOLDING    LTD  4.20000%    17-06.12.47                400  000.00         414  950.00
                                                          0.01
    USD   ALIBABA    GROUP   HOLDING    LTD  3.25000%    21-09.02.61                208  000.00         180  007.36
                                                          0.00
    USD   ALPEK   SA DE CV-REG-S    4.25000%    19-18.09.29                  7 963  000.00        8 240  709.62
                                                          0.15
    USD   ALPEK   SA DE CV-REG-S    3.25000%    21-25.02.31                  2 774  000.00        2 658  358.88
                                                          0.05
    USD   ALSEA   SAB  DE CV-REG-S    7.75000%    21-14.12.26                 2 579  000.00        2 674  584.19
                                                          0.05
    USD   AMERICA    MOVIL   SAB  DE CV 3.62500%    19-22.04.29                2 341  000.00        2 465  073.00
                                                          0.05
    USD   ANADOLU    EFES  BIRACILIK     VE MALT  S-REG-S    3.37500%    21-29.06.28          6 750  000.00        6 480  000.00
                                                          0.12
    USD   ANGLOGOLD     ASHANTI    HOLDINGS    PLC  3.75000%    20-01.10.30             1 617  000.00        1 572  532.50
                                                          0.03
    USD   ANGLOGOLD     ASHANTI    HOLDINGS    PLC  3.37500%    21-01.11.28             5 300  000.00        5 127  750.00
                                                          0.09
    USD   ANGOLAN    GOVT  INTERNATIONAL      BOND-REG-S     9.37500%    18-08.05.48          14 570  000.00        14 172  056.87
                                                          0.26
    USD   ANTOFAGASTA     PLC-REG-S     2.37500%    20-14.10.30                  539  000.00         500  596.25
                                                          0.01
    USD   ARCOR   SAIC-REG-S     6.00000%    16-06.07.23                    4 901  000.00        4 764  078.31
                                                          0.09
    USD   ARGENTINA,     REPUBLIC    OF STEP-UP    20-09.07.30                 24 428  369.00        8 256  788.72
                                                          0.15
    USD   ARGENTINA,     REPUBLIC    OF STEP-UP    20-09.07.35                 61 612  215.00        19 007  368.33
                                                          0.35
    USD   ARGENTINA,     REPUBLIC    OF STEP-UP    20-09.01.38                 23 763  235.00        9 006  266.06
                                                          0.16
    USD   ARGENTINA,     REPUBLIC    OF 1.00000%    20-09.07.29                 2 631  550.00         930  252.92
                                                          0.02
    USD   ARMENIA    INTERNATIONAL      BOND-REG-S     3.60000%    21-02.02.31            8 364  000.00        7 502  508.00
                                                          0.14
    USD   ARMENIA    INTERNATIONAL      BOND-REG-S     3.95000%    19-26.09.29            3 145  000.00        2 964  162.50
                                                          0.05
    USD   ATP  TOWER   HOLDINGS    LLC-REG-S     4.05000%    21-27.04.26              3 857  000.00        3 779  860.00
                                                          0.07
    USD   AXTEL   SAB  DE CV-REG-S    6.37500%    17-14.11.24                 8 668  000.00        8 915  168.02
                                                          0.16
    USD   AZUL  INVESTMENTS     LLP-REG-S     5.87500%    17-26.10.24                300  000.00         275  625.00
                                                          0.01
    USD   AZUL  INVESTMENTS     LLP-REG-S     7.25000%    21-15.06.26                830  000.00         749  230.62
                                                          0.01
    USD   B2W  DIGITAL    LUX  SARL-REG-S     4.37500%    20-20.12.30                787  000.00         694  527.50
                                                          0.01
    USD   BAHRAIN    GVT  INTERNATIONAL      BOND-REG-S     6.75000%    17-20.09.29           4 067  000.00        4 262  216.00
                                                          0.08
    USD   BANCO   BRADESCO    SA/CAYMAN     ISLANDS-REG-S      4.37500%    22-18.03.27          2 814  000.00        2 866  368.54
                                                          0.05
    USD   BANCO   BTG  PACTUAL    SA/CAYMAN-REG-S       4.50000%    19-10.01.25             711  000.00         715  577.06
                                                          0.01
    USD   BANCO   BTG  PACTUAL    SA/CAY   IS-REG-S    2.75000%    21-11.01.26            1 637  000.00        1 537  552.25
                                                          0.03
    USD   BANCO   CONTINENTAL     SAECA-REG-S     2.75000%    20-10.12.25              4 304  000.00        4 139  372.00
                                                          0.08
    USD   BANCO   DE BOGOTA   SA-REG-S-SUB      5.37500%    13-19.02.23               850  000.00         869  868.75
                                                          0.02
    USD   BANCO   DE BOGOTA   SA-REG-S-SUB      6.25000%    16-12.05.26              24 585  000.00        26 075  465.62
                                                          0.48
    添付の注記は当財務書類と不可分のものである。

                                 48/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   BANCO   DE BOGOTA   SA-REG-S    4.37500%    17-03.08.27                 437  000.00         436  803.35

                                                          0.01
    USD   BANCO   DE CHILE-REG-S     2.99000%    21-09.12.31                   370  000.00         357  975.00
                                                          0.01
    USD   BANCO   DEL  ESTADO   DE CHILE-REG-S     3.87500%    12-08.02.22              430  000.00         430  430.00
                                                          0.01
    USD   BANCO   DO BRASIL   SA/CAYMAN-REG-S       3.25000%    21-30.09.26             3 383  000.00        3 286  373.06
                                                          0.06
    USD   BANCO   DO BRASIL   SA/CAYMAN-REG-S       4.87500%    22-11.01.29             2 883  000.00        2 919  037.50
                                                          0.05
    USD   BANCO   GENERAL    SA-REG-S    4.12500%    17-07.08.27                 1 834  000.00        1 924  324.50
                                                          0.04
    USD   BANCO   INBURSA    SA-REG-S    4.37500%    17-11.04.27                  855  000.00         896  296.50
                                                          0.02
    USD   BANCO   INTL  PERU-REG-S     3.25000%    19-04.10.26                 1 709  000.00        1 729  080.75
                                                          0.03
    USD   BANCO   NACIONAL    DE COM  EXTER   SNC-REG-S     4.37500%    15-14.10.25           850  000.00         916  831.25
                                                          0.02
    USD   BANCO   NACIONAL    DE PANAMA-144A     2.50000%    20-11.08.30               920  000.00         828  579.60
                                                          0.02
    USD   BANCO   NACIONAL    DE PANAMA-REG-S      2.50000%    20-11.08.30             3 442  000.00        3 099  968.46
                                                          0.06
    USD   BANCO   SANTANDER     CHILE   SA-REG-S    3.17700%    21-26.10.31             1 620  000.00        1 602  261.00
                                                          0.03
    USD   BANCO   SANTANDER     SA-REG-S    5.37500%    20-17.04.25                 795  000.00         857  606.25
                                                          0.02
    USD   BANCOLOMBIA     SA 3.00000%    20-29.01.25                     710  000.00         695  711.25
                                                          0.01
    USD   BANQUE   OUEST   AFRICAINE     DE DEV-REG-S     5.00000%    17-27.07.27           4 141  000.00        4 474  640.37
                                                          0.08
    USD   BANQUE   OUEST   AFRICAINE     DE DEV-REG-S     4.70000%    19-22.10.31           3 379  000.00        3 634  452.40
                                                          0.07
    USD   BBVA  BANCOMER    SA/TEXAS-REG-S-SUB         6.75000%    12-30.09.22            3 520  000.00        3 629  120.00
                                                          0.07
    USD   BECLE   SAB  DE CV-REG-S    2.50000%    21-14.10.31                 1 670  000.00        1 571  002.40
                                                          0.03
    USD   BELARUS    INTERNATIONAL      BOND-REG-S     6.87500%    17-28.02.23            3 420  000.00        3 231  900.00
                                                          0.06
    USD   BELARUS    INTERNATIONAL      BOND-REG-S     7.62500%    17-29.06.27             493  000.00         423  240.50
                                                          0.01
    USD   BELARUS,    REPUBLIC    OF-REG-S    6.37800%    20-24.02.31               2 225  000.00        1 618  687.50
                                                          0.03
    USD   BERMUDA,    GOVERNMENT     OF-REG-S    3.71700%    16-25.01.27              2 307  000.00        2 428  550.06
                                                          0.04
    USD   BERMUDA,    GOVERNMENT     OF-REG-S    2.37500%    20-20.08.30              1 653  000.00        1 607  335.88
                                                          0.03
    USD   BERMUDA,    GOVERNMENT     OF-REG-S    3.37500%    20-20.08.50              3 345  000.00        3 230  642.81
                                                          0.06
    USD   BHARTI   AIRTEL   LTD-REG-S     4.37500%    15-10.06.25                2 249  000.00        2 359  763.25
                                                          0.04
    USD   BHARTI   AIRTEL   LTD-REG-S     3.25000%    21-03.06.31                1 462  000.00        1 440  026.14
                                                          0.03
    USD   BIDVEST    GROUP   UK PLC/THE-REG-S      3.62500%    21-23.09.26             6 173  000.00        6 072  812.21
                                                          0.11
    USD   BMF  BOVESPA    SA-REG-S    4.12500%    21-20.09.31                  3 000  000.00        2 774  625.00
                                                          0.05
    USD   BOLIVIA,    REPUBLIC    OF-REG-S    4.50000%    17-20.03.28                200  000.00         175  350.00
                                                          0.00
    USD   BRASKEM    AMERICA    FINANCE    CO-REG-S    7.12500%    11-22.07.41             210  000.00         252  761.25
                                                          0.00
    USD   BRASKEM    IDESA   SAPI-REG-S     7.45000%    19-15.11.29                 500  000.00         510  752.50
                                                          0.01
    USD   BRASKEM    IDESA   SAPI-REG-S     6.99000%    21-20.02.32                10 896  000.00        10 759  800.00
                                                          0.20
    USD   BRASKEM    NETHERLANDS     FINANCE    BV-REG-S    4.50000%    17-10.01.28           1 315  000.00        1 356  258.13
                                                          0.02
    USD   BRASKEM    NETHERLANDS     FINANCE    BV-REG-S    4.50000%    19-31.01.30           7 370  000.00        7 485  156.25
                                                          0.14
    USD   BRASKEM    NETHERLANDS     FINANCE    BV-REG-S    5.87500%    19-31.01.50           755  000.00         818  372.81
                                                          0.01
    USD   BRAZIL   LOAN  TRUST   1-REG-S    5.47700%    13-24.07.23                2 920  000.00         704  880.39
                                                          0.01
    USD   BRAZIL,    FEDERAL    REPUBLIC    OF 3.87500%    20-12.06.30               3 484  000.00        3 274  524.50
                                                          0.06
    USD   BRAZIL,    FEDERATIVE     REPUBLIC    OF 5.62500%    09-07.01.41              320  000.00         313  060.00
                                                          0.01
    USD   BRAZIL,    FEDERATIVE     REPUBLIC    OF 4.25000%    13-07.01.25             5 000  000.00        5 260  312.50
                                                          0.10
    USD   BRAZIL,    FEDERATIVE     REPUBLIC    OF 4.62500%    17-13.01.28             10 701  000.00        10 950  467.06
                                                          0.20
    USD   BRAZIL,    FEDERATIVE     REPUBLIC    OF 4.75000%    19-14.01.50              313  000.00         263  565.56
                                                          0.00
    USD   BRAZIL,    REPUBLIC    OF 3.75000%    21-12.09.31                  6 070  000.00        5 529  769.99
                                                          0.10
    USD   BRF  SA-REG-S    4.87500%    19-24.01.30                     6 712  000.00        6 597  896.00
                                                          0.12
    USD   BRF  SA-REG-S    5.75000%    20-21.09.50                     2 600  000.00        2 442  862.51
                                                          0.04
    USD   CA MAGNUM   HOLDINGS-REG-S       5.37500%    21-31.10.26                1 040  000.00        1 061  008.00
                                                          0.02
    USD   CABLE   ONDA  SA-REG-S    4.50000%    19-30.01.30                  7 425  000.00        7 540  087.50
                                                          0.14
    USD   CANACOL    ENERGY   LTD-REG-S     5.75000%    21-24.11.28                1 856  000.00        1 801  248.00
                                                          0.03
    USD   CBQ  FINANCE    LTD-REG-S     2.00000%    20-15.09.25                 1 212  000.00        1 193  820.00
                                                          0.02
    USD   CEMEX   SAB  DE CV-REG-S    5.45000%    19-19.11.29                  880  000.00         915  200.00
                                                          0.02
    USD   CEMEX   SAB  DE CV-REG-S    7.37500%    20-05.06.27                 1 400  000.00        1 522  360.00
                                                          0.03
    USD   CEMEX   SAV  DE CV-REG-S    5.20000%    20-17.09.30                 1 290  000.00        1 328  700.00
                                                          0.02
    USD   CEMEX   SAV  DE CV-REG-S    3.87500%    21-11.07.31                 1 800  000.00        1 700  460.00
                                                          0.03
    USD   CEMIG   GERACAO    E TRANSMISSAO     SA-REG-S    9.25000%    17-05.12.24           2 288  000.00        2 534  389.00
                                                          0.05
    USD   CENCOSUD    SA-144A    6.62500%    15-12.02.45                     400  000.00         500  950.00
                                                          0.01
    USD   CENCOSUD    SA-REG-S    4.37500%    17-17.07.27                   1 220  000.00        1 281  610.00
                                                          0.02
    USD   CENCOSUD    SA-REG-S    6.62500%    15-12.02.45                   1 886  000.00        2 361  979.24
                                                          0.04
    USD   CENTRAIS    ELETRICAS     BRASILEIRAS     SA-REG-S    3.62500%    20-04.02.25         1 190  000.00        1 188  363.75
                                                          0.02
    USD   CENTRAL    AMERICAN    BOTTLING    CORP-REG-S     5.25000%    22-27.04.29          16 941  000.00        17 195  115.00
                                                          0.31
    添付の注記は当財務書類と不可分のものである。

                                 49/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   CENTRAL    CHINA   REAL  ESTATE-REG-S      7.25000%    19-24.04.23              200  000.00         118  040.00

                                                          0.00
    USD   CERRO   DEL  AGUILA   SA-REG-S    4.12500%    17-16.08.27                4 606  000.00        4 677  393.00
                                                          0.09
    USD   CHAMPION    PATH  HOLDINGS-REG-S       4.50000%    21-27.01.26               459  000.00         407  362.50
                                                          0.01
    USD   CHAMPION    PATH  HOLDINGS-REG-S       4.85000%    21-27.01.28              2 180  000.00        1 874  527.49
                                                          0.03
    USD   CHILE,   REPUBLIC    OF 2.55000%    21-27.07.33                   8 620  000.00        8 055  390.00
                                                          0.15
    USD   CHILE,   REPUBLIC    OF 2.75000%    22-31.01.27                   4 767  000.00        4 824  204.00
                                                          0.09
    USD   CHILE,   REPUBLIC    OF 3.24000%    18-06.02.28                    353  000.00         364  428.38
                                                          0.01
    USD   CHILE,   REPUBLIC    OF 3.50000%    19-25.01.50                   7 374  000.00        7 078  118.25
                                                          0.13
    USD   CHILE,   REPUBLIC    OF 3.10000%    21-22.01.61                   1 589  000.00        1 368  824.20
                                                          0.03
    USD   CHILE,   REPUBLIC    OF 3.10000%    21-07.05.41                    734  000.00         678  950.00
                                                          0.01
    USD   CHILE,   REPUBLIC    OF 3.25000%    21-21.09.71                   1 550  000.00        1 325  250.00
                                                          0.02
    USD   CHILE,   REPUBLIC    OF 3.50000%    22-31.01.34                   6 253  000.00        6 353  048.00
                                                          0.12
    USD   CHILE,   REPUBLIC    OF 4.00000%    22-31.01.52                   2 758  000.00        2 826  950.00
                                                          0.05
    USD   CHINA   AOYUAN   GROUP   LTD-REG-S     5.98000%    20-18.08.25               770  000.00         130  900.00
                                                          0.00
    USD   CHINA   EVERGRANDE     GROUP-REG-S     9.50000%    19-11.04.22              6 070  000.00        1 001  550.00
                                                          0.02
    USD   CHINA   HONGQIAO    GROUP   LTD-REG-S     6.25000%    21-08.06.24              667  000.00         655  327.50
                                                          0.01
    USD   CIA  DE MINAS   BUENAVENTURA      SAA-REG-S     5.50000%    21-23.07.26            605  000.00         599  933.12
                                                          0.01
    USD   CIA  GENERAL    DE COMBUSTIBLES      SA-REG-S    9.50000%    20-08.03.25           2 454  000.00        2 360  441.25
                                                          0.04
    USD   CIBANCO    SA INST  DE BANCA   MUTI  TRS-REG-S     4.37500%    21-22.07.31         5 182  000.00        4 838  044.75
                                                          0.09
    USD   CIFI  HOLDINGS    GROUP   CO LTD-REG-S     6.00000%    20-16.07.25            1 982  000.00        1 749  115.00
                                                          0.03
    USD   CIFI  HOLDINGS    GROUP   CO LTD-REG-S     5.95000%    20-20.10.25            1 250  000.00        1 093  750.00
                                                          0.02
    USD   CIFI  HOLDINGS    GROUP   CO LTD  REG-S   4.37500%    21-12.04.27            1 980  000.00        1 643  400.00
                                                          0.03
    USD   CIKARANG    LISTRINDO     TBK  PT-REG-S    4.95000%    16-14.09.26             2 080  000.00        2 094  690.00
                                                          0.04
    USD   CIMPOR   FINANCIAL     OPERATIONS     BV-REG-S    5.75000%    14-17.07.24           2 289  000.00        1 991  430.00
                                                          0.04
    USD   CLEAN   RENEWABLE     POWER   MAURITIUS-REG-S       4.25000%    21-25.03.27           820  000.00         806  060.00
                                                          0.01
    USD   CLIFFTON    LTD-REG-S     6.25000%    21-25.10.25                   1 080  000.00        1 036  800.00
                                                          0.02
    USD   CNAC  HK FINBRIDGE     CO LTD-REG-S     5.12500%    18-14.03.28             1 350  000.00        1 501  956.00
                                                          0.03
    USD   CNAC  HK FINBRIDGE     CO LTD-REG-S     3.87500%    19-19.06.29             1 590  000.00        1 657  972.50
                                                          0.03
    USD   CNAC  HK FINBRIDGE     CO LTD-REG-S     3.00000%    20-22.09.30              740  000.00         721  818.20
                                                          0.01
    USD   COCA-COLA     ICECEK   AS-REG-S    4.21500%    17-19.09.24                5 910  000.00        6 040  389.37
                                                          0.11
    USD   COCA-COLA     ICECEK   AS-REG-S    4.50000%    22-20.01.29                2 970  000.00        2 973  712.50
                                                          0.05
    USD   COLOMBIA    GOVERNMENT     INTERNATIONAL      BOND  3.25000%    21-22.04.32          4 985  000.00        4 262  175.00
                                                          0.08
    USD   COLOMBIA    GOVERNMENT     INTERNATIONAL      BOND  4.12500%    21-22.02.42          1 330  000.00        1 049  370.00
                                                          0.02
    USD   COLOMBIA    TELECOMUNICACIONES         SA-REG-S    4.95000%    20-17.07.30           4 439  000.00        4 222  598.75
                                                          0.08
    USD   COLOMBIA,     REPUBLIC    OF 3.87500%    17-25.04.27                 4 664  000.00        4 578  882.00
                                                          0.08
    USD   COLOMBIA,     REPUBLIC    OF 4.50000%    18-15.03.29                 9 364  000.00        9 193  107.00
                                                          0.17
    USD   COLOMBIA,     REPUBLIC    OF 5.20000%    19-15.05.49                 15 863  000.00        13 664  983.06
                                                          0.25
    USD   COLOMBIA,     REPUBLIC    OF 3.00000%    20-30.01.30                 7 946  000.00        6 926  925.50
                                                          0.13
    USD   COLOMBIA,     REPUBLIC    OF 3.12500%    20-15.04.31                 26 946  000.00        23 094  406.13
                                                          0.42
    USD   COLOMBIA,     REPUBLIC    OF 4.12500%    20-15.05.51                 4 631  000.00        3 511  745.18
                                                          0.06
    USD   COLOMBIA,     REPUBLIC    OF 3.87500%    21-15.02.61                 2 450  000.00        1 779  006.25
                                                          0.03
    USD   COMETA   ENERGIA    SA DE CV-REG-S    6.37500%    18-24.04.35              7 327  000.00        7 229  202.86
                                                          0.13
    USD   COMISION    FEDERAL    DE ELECTRICIDAD-REG-S         4.75000%    16-23.02.27           920  000.00         998  200.00
                                                          0.02
    USD   COMISION    FEDERAL    DE ELECTRICIDAD-REG-S         3.34800%    21-09.02.31          4 525  000.00        4 217  582.81
                                                          0.08
    USD   COMISION    FEDERAL    DE ELECTRICIDAD-REG-S         4.67700%    21-09.02.51          2 073  000.00        1 829  163.37
                                                          0.03
    USD   COMISION    FEDERAL    DE ELECTRICIDAD-REG-S         4.87500%    13-15.01.24           686  000.00         718  585.00
                                                          0.01
    USD   COMISION    FEDERAL    DE ELECTRICIDAD-REG-S         3.87500%    21-26.07.33           648  000.00         602  964.00
                                                          0.01
    USD   CONSORCIO     TRANSMANTARO-REG-S         4.37500%    13-07.05.23               690  000.00         705  007.50
                                                          0.01
    USD   CONSORCIO     TRANSMANTARO-REG-S         4.70000%    19-16.04.34              4 930  000.00        5 299  750.00
                                                          0.10
    USD   CONTINUUM     ENERGY   LEVAN   PTE  LTD-REG-S     4.50000%    21-09.02.27           3 180  000.00        3 120  643.30
                                                          0.06
    USD   CONTROLADORA      MABE  SA DE CV-REG-S    5.60000%    18-23.10.28            1 670  000.00        1 872  800.63
                                                          0.03
    USD   CORP  FINANCIERA     DE DESARROLLO     SA-REG-S    4.75000%    15-15.07.25          1 545  000.00        1 650  060.00
                                                          0.03
    USD   CORP  FINANCIERA     DE DESARROLLO     SA-REG-S    2.40000%    20-28.09.27          2 830  000.00        2 706  187.50
                                                          0.05
    USD   CORP  INMOBILIARIA      VESTA   SAB  DE-REG-S    3.62500%    21-13.05.31           1 085  000.00        1 047  025.00
                                                          0.02
    USD   CORP  LINDLEY    SA-REG-S    4.62500%    13-12.04.23                 1 943  000.00        1 478  471.21
                                                          0.03
    USD   CORP  NACIONAL    DEL  COBRE   DE CHILE-REG-S     4.50000%    17-01.08.47           247  000.00         265  802.87
                                                          0.00
    USD   CORP  NACIONAL    DEL  COBRE   DE CHILE-REG-S     4.37500%    19-05.02.49           507  000.00         537  198.19
                                                          0.01
    USD   CORP  NACIONAL    DEL  COBRE   DE CHILE-REG-S     3.00000%    19-30.09.29          1 715  000.00        1 690  668.44
                                                          0.03
    添付の注記は当財務書類と不可分のものである。

                                 50/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   CORP  NACIONAL    DEL  COBRE   DE CHILE-REG-S     3.70000%    19-30.01.50          2 527  000.00        2 391  647.56

                                                          0.04
    USD   CORP  NACIONAL    DEL  COBRE   DE CHILE-REG-S     3.15000%    20-14.01.30          4 561  000.00        4 523  371.75
                                                          0.08
    USD   CORP  NACIONAL    DEL  COBRE   DE CHILE-REG-S     3.75000%    20-15.01.31           864  000.00         898  560.00
                                                          0.02
    USD   CORP  NACIONAL    DEL  COBRE   DE CHILE-REG-S     3.15000%    20-15.01.51           311  000.00         269  170.50
                                                          0.00
    USD   COSAN   LTD-REG-S     5.50000%    19-20.09.29                    1 111  000.00        1 142  455.19
                                                          0.02
    USD   COSTA   RICA,   REPUBLIC    OF-REG-S    4.37500%    13-30.04.25              1 700  000.00        1 714  662.50
                                                          0.03
    USD   COSTA   RICA,   REPUBLIC    OF-REG-S    5.62500%    13-30.04.43              2 717  000.00        2 207  222.88
                                                          0.04
    USD   COSTA   RICA,   REPUBLIC    OF-REG-S    7.00000%    14-04.04.44              3 019  000.00        2 794  084.50
                                                          0.05
    USD   COSTA   RICA,   REPUBLIC    OF-REG-S    7.15800%    15-12.03.45              6 681  000.00        6 268  865.81
                                                          0.11
    USD   COSTA   RICA,   REPUBLIC    OF-REG-S    6.12500%    19-19.02.31              7 086  000.00        6 923  464.86
                                                          0.13
    USD   COUNTRY    GARDEN   HOLDINGS    CO LTD-REG-S     7.25000%    19-08.04.26           550  000.00         482  625.00
                                                          0.01
    USD   COUNTRY    GARDEN   HOLDINGS    CO LTD-REG-S     3.30000%    21-12.01.31           3 019  000.00        2 309  535.00
                                                          0.04
    USD   CREDICORP     LTD-REG-S     2.75000%    20-17.06.25                  3 246  000.00        3 247  623.00
                                                          0.06
    USD   CREDIT   BK MOSCOW/CBOM     FIN-REG-S     4.70000%    20-29.01.25             2 218  000.00        2 029  192.75
                                                          0.04
    USD   CREDIT   BK MOSCOW/CBOM     FINANCE-REG-S      3.87500%    21-21.09.26           1 705  000.00        1 383  181.25
                                                          0.03
    USD   CROATIA,    REPUBLIC    OF-REG-S    5.50000%    13-04.04.23               10 925  000.00        11 416  625.00
                                                          0.21
    USD   CSN  ISLANDS    XI CORP-REG-S     6.75000%    20-28.01.28                2 711  000.00        2 831  341.29
                                                          0.05
    USD   CSN  RESOURCES     SA-REG-S    4.62500%    21-10.06.31                 3 143  000.00        2 967  777.75
                                                          0.05
    USD   DAE  FUNDING    LLC-REG-S     2.62500%    21-20.03.25                 3 157  000.00        3 125  035.37
                                                          0.06
    USD   DAE  FUNDING    LLC-REG-S     3.37500%    21-20.03.28                 3 385  000.00        3 338  456.25
                                                          0.06
    USD   DEBT  AND  ASSET   TRADING    CORP-REG-S     1.00000%    13-10.10.25            4 570  000.00        4 152  416.25
                                                          0.08
    USD   DEVELOPMENT     BANK  OF KAZAKHSTAN-REG-S        4.12500%    12-10.12.22           1 255  000.00        1 268  569.69
                                                          0.02
    USD   DEVELOPMENT     BANK  OF KAZAKHSTAN-REG-S        2.95000%    21-06.05.31           1 308  000.00        1 222  980.00
                                                          0.02
    USD   DNO  ASA-144A-REG-S       7.87500%    21-09.09.26                   3 118  000.00        3 203  745.00
                                                          0.06
    USD   DOMINICAN     REPUBLIC    INT  BOND-REG-S     4.87500%    20-23.09.32           29 474  000.00        28 917  678.25
                                                          0.53
    USD   DOMINICAN     REPUBLIC-REG-S       5.50000%    15-27.01.25                2 135  000.00        2 273  775.00
                                                          0.04
    USD   DOMINICAN     REPUBLIC-REG-S       6.85000%    15-27.01.45                5 355  000.00        5 622  080.62
                                                          0.10
    USD   DOMINICAN     REPUBLIC-REG-S       6.87500%    16-29.01.26                10 622  000.00        11 949  750.00
                                                          0.22
    USD   DOMINICAN     REPUBLIC-REG-S       5.95000%    17-25.01.27                2 915  000.00        3 188  281.25
                                                          0.06
    USD   DOMINICAN     REPUBLIC-REG-S       6.50000%    18-15.02.48                4 385  000.00        4 424  190.93
                                                          0.08
    USD   DOMINICAN     REPUBLIC-REG-S       6.00000%    18-19.07.28                6 236  000.00        6 810  101.77
                                                          0.12
    USD   DOMINICAN     REPUBLIC-REG-S       6.40000%    19-05.06.49                2 538  000.00        2 535  303.37
                                                          0.05
    USD   DOMINICAN     REPUBLIC-REG-S       4.50000%    20-30.01.30                20 012  000.00        19 615  512.26
                                                          0.36
    USD   DOMINICAN     REPUBLIC-REG-S       5.87500%    20-30.01.60                23 528  000.00        21 297  251.50
                                                          0.39
    USD   DOMINICAN     REPUBLIC-REG-S       5.30000%    21-21.01.41                5 113  000.00        4 867  895.56
                                                          0.09
    USD   E.CL  SA-REG-S    4.50000%    14-29.01.25                     2 995  000.00        3 122  287.50
                                                          0.06
    USD   EASY  TACTIC   LTD-REG-S     8.12500%    19-11.07.24                  210  000.00         71 442.00
                                                          0.00
    USD   ECOPETROL     SA 4.62500%    21-02.11.31                     2 869  000.00        2 638  848.82
                                                          0.05
    USD   ECOPETROL     SA 5.87500%    13-18.09.23                     3 450  000.00        3 622  500.00
                                                          0.07
    USD   ECOPETROL     SA 6.87500%    20-29.04.30                     6 305  000.00        6 758  960.00
                                                          0.12
    USD   ECUADOR    GOVT  INTERNATIONAL      BD-REG-S    STEP-UP/DOWN      20-31.07.35         65 842  967.00        46 102  422.46
                                                          0.84
    USD   ECUADOR,    REPUBLIC    OF-REG-S    STEP-UP    0.50000%    20-31.07.30           13 359  171.00        11 633  333.10
                                                          0.21
    USD   ECUADOR,    REPUBLIC    OF-REG-S    STEP-UP    20-31.07.40               19 408  432.00        11 860  978.01
                                                          0.22
    USD   EGYPT,   REPUBLIC    OF-REG-S    7.90300%    18-21.02.48                13 972  000.00        11 125  205.00
                                                          0.20
    USD   EGYPT,   REPUBLIC    OF-REG-S    6.58800%    18-21.02.28                 263  000.00         247  877.50
                                                          0.00
    USD   EGYPT,   REPUBLIC    OF-REG-S    7.62500%    20-29.05.32                8 443  000.00        7 577  592.50
                                                          0.14
    USD   EGYPT,   REPUBLIC    OF-REG-S    8.87500%    20-29.05.50                5 306  000.00        4 536  630.00
                                                          0.08
    USD   EGYPT,   REPUBLIC    OF-REG-S    5.25000%    20-06.10.25                4 685  000.00        4 620  581.25
                                                          0.08
    USD   EHI  CAR  SERVICES    LTD-REG-S     7.00000%    21-21.09.26                360  000.00         306  900.00
                                                          0.01
    USD   EL SALVADOR,     REPUBLIC    OF-REG-S    7.75000%    02-24.01.23             4 374  000.00        3 448  078.88
                                                          0.06
    USD   EL SALVADOR,     REPUBLIC    OF-REG-S    7.62500%    11-01.02.41             2 315  000.00        1 226  660.63
                                                          0.02
    USD   EL SALVADOR,     REPUBLIC    OF-REG-S    5.87500%    12-30.01.25             1 830  000.00        1 075  468.13
                                                          0.02
    USD   EL SALVADOR,     REPUBLIC    OF-REG-S    6.37500%    14-18.01.27             3 300  000.00        1 842  431.25
                                                          0.03
    USD   EL SALVADOR,     REPUBLIC    OF-REG-S    8.62500%    17-28.02.29             5 480  000.00        3 155  452.49
                                                          0.06
    USD   EL SALVADOR,     REPUBLIC    OF-REG-S    7.12460%    19-20.01.50             4 562  000.00        2 367  392.87
                                                          0.04
    USD   EL SALVADOR,     REPUBLIC    OF-REG-S    9.50000%    20-15.07.52             13 273  000.00        7 675  941.82
                                                          0.14
    USD   EL SALVADOR,     REPUBLIC    OF-REG-S    8.25000%    02-10.04.32              613  000.00         354  697.13
                                                          0.01
    USD   ELECTRICIDAD      FIRME   DE MEXICO-REG-S      4.90000%    21-20.11.26           2 275  000.00        2 222  390.63
                                                          0.04
    添付の注記は当財務書類と不可分のものである。

                                 51/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   EMBRAER    NETHERLANDS     FINANCE    BV 5.40000%    17-01.02.27             1 951  000.00        1 996  116.88

                                                          0.04
    USD   EMBRAER    NETHERLANDS     FINANCE    BV-REG-S    6.95000%    20-17.01.28           2 079  000.00        2 247  918.75
                                                          0.04
    USD   EMBRAER    OVERSEAS    LTD-REG-S     5.69600%    13-16.09.23                231  000.00         241  077.38
                                                          0.00
    USD   EMPRESA    DE L FERROCARRILE      DEL  EST-REG-S     3.06800%    20-18.08.50         1 194  000.00         950  573.25
                                                          0.02
    USD   EMPRESA    DE LOS  FERROCARRILES      DEL-REG-S     3.83000%    21-14.09.61          1 710  000.00        1 519  548.75
                                                          0.03
    USD   EMPRESA    DE TRANSMISION     ELECTRICA-REG-S       5.12500%    19-02.05.49          3 890  000.00        4 145  281.25
                                                          0.08
    USD   EMPRESA    DE TRANSPORTE     DE PASA  MET-REG-S     5.00000%    17-25.01.47          200  000.00         220  412.50
                                                          0.00
    USD   EMPRESA    DE TRANSPORTE     DE PASA  MET-REG-S     3.65000%    20-07.05.30         2 370  000.00        2 465  985.00
                                                          0.05
    USD   EMPRESA    DE TRANSPORTE     DE PASA  MET-REG-S     4.70000%    20-07.05.50         2 424  000.00        2 657  916.00
                                                          0.05
    USD   EMPRESA    GENERADORA     DE ELECTRICID-REG-S        5.62500%    21-08.11.28          2 913  000.00        2 895  522.00
                                                          0.05
    USD   EMPRESA    NACIONAL    DE TELECOM-REG-S      4.75000%    14-01.08.26            5 345  000.00        5 655  010.00
                                                          0.10
    USD   EMPRESA    NACIONAL    DE TELECOM    SA-REG-S    3.05000%    21-14.09.32           1 598  000.00        1 507  413.38
                                                          0.03
    USD   EMPRESA    NACIONAL    DEL  PETROLEO-REG-S       3.75000%    16-05.08.26           3 157  000.00        3 202  973.82
                                                          0.06
    USD   EMPRESA    NACIONAL    DEL  PETROLEO-REG-S       4.50000%    17-14.09.47           1 693  000.00        1 509  944.38
                                                          0.03
    USD   EMPRESA    NACIONAL    DEL  PETROLEO-REG-S       5.25000%    18-06.11.29           10 318  000.00        10 846  797.50
                                                          0.20
    USD   EMPRESA    NACIONAL    DEL  PETROLEO-REG-S       3.45000%    21-16.09.31           1 974  000.00        1 797  327.00
                                                          0.03
    USD   EMPRESAS    PUBLICAS    DE MEDELLIN    ESP-REG-S     4.25000%    19-18.07.29         15 518  000.00        14 197  030.25
                                                          0.26
    USD   EMPRESAS    PUBLICAS    DE MEDELLIN    ESP-REG-S     4.37500%    20-15.02.31          340  000.00         308  401.25
                                                          0.01
    USD   ENDEAVOUR     MINING   PLC-REG-S     5.00000%    21-14.10.26               1 501  000.00        1 455  970.00
                                                          0.03
    USD   ENEL  CHILE   SA 4.87500%    18-12.06.28                     1 077  000.00        1 172  112.56
                                                          0.02
    USD   ENERGEAN    PLC-REG-S     6.50000%    21-30.04.27                   5 025  000.00        4 878  646.88
                                                          0.09
    USD   ENERGUATE     TRUST-REG-S     5.87500%    17-03.05.27                 4 375  000.00        4 459  218.75
                                                          0.08
    USD   ENERSIS    AMERICAS    SA 4.00000%    16-25.10.26                  2 770  000.00        2 909  954.25
                                                          0.05
    USD   ENGIE   ENERGIA    CHILE   SA-REG-S    3.40000%    20-28.01.30              1 000  000.00         976  600.00
                                                          0.02
    USD   ENN  CLEAN   ENERGY   INTERNAT    INVEST-REG-S      3.37500%    21-12.05.26          4 264  000.00        4 194  454.16
                                                          0.08
    USD   ENN  ENERGY   HOLDINGS    LTD-REG-S     2.62500%    20-17.09.30              8 765  000.00        8 503  693.43
                                                          0.16
    USD   ESKOM   HOLDINGS    SOC  LTD-REG-S     6.75000%    13-06.08.23              2 370  000.00        2 394  885.00
                                                          0.04
    USD   ESKOM   HOLDINGS    SOC  LTD-REG-S     7.12500%    15-11.02.25              1 950  000.00        1 972  303.13
                                                          0.04
    USD   EUROTORG    LLC  VIA  BONITRON    DAC-REG-S     9.00000%    20-22.10.25            900  000.00         900  000.00
                                                          0.02
    USD   EVRAZ   PLC-REG-S     5.37500%    17-20.03.23                     500  000.00         509  468.75
                                                          0.01
    USD   EXPORT   CREDIT   BANK  OF TURKEY-REG-S      5.37500%    16-24.10.23           8 764  000.00        8 699  913.25
                                                          0.16
    USD   EXPORT   CREDIT   BANK  OF TURKEY-REG-S      6.12500%    18-03.05.24           1 230  000.00        1 223  850.00
                                                          0.02
    USD   FALABELLA     SA-REG-S    3.37500%    21-15.01.32                   4 543  000.00        4 395  352.50
                                                          0.08
    USD   FANTASIA    HOLDINGS    GROUP   CO LTD-REG-S     10.87500%     20-09.01.23           870  000.00         178  350.00
                                                          0.00
    USD   FANTASIA    HOLDINGS    GROUP   CO LTD-REG-S     11.87500%     20-01.06.23          3 955  000.00         810  775.00
                                                          0.01
    USD   FBN  VIA  FINANCE    CO BV-REG-S    8.62500%    20-27.10.25               3 980  000.00        4 164  075.00
                                                          0.08
    USD   FENIX   POWER   PERU  SA-REG-S    4.31700%    17-20.09.27                1 160  000.00         969  371.48
                                                          0.02
    USD   FIRST   QUANTUM    MINERALS    LTD-REG-S     7.25000%    17-01.04.23             698  000.00         703  671.25
                                                          0.01
    USD   FIRST   QUANTUM    MINERALS    LTD-REG-S     7.50000%    17-01.04.25             570  000.00         582  825.00
                                                          0.01
    USD   FORTUNE    STAR  BVI  LTD-REG-S     6.75000%    19-02.07.23               1 020  000.00        1 015  104.00
                                                          0.02
    USD   FORTUNE    STAR  BVI  LTD-REG-S     6.85000%    20-02.07.24                318  000.00         316  410.00
                                                          0.01
    USD   FORTUNE    STAR  BVI  LTD-REG-S     5.00000%    21-18.05.26               3 561  000.00        3 258  315.00
                                                          0.06
    USD   FRANSHION     BRILLIANT     LTD-REG-S     4.25000%    19-23.07.29              1 886  000.00        1 744  903.62
                                                          0.03
    USD   FRESNILLO     PLC-REG-S     4.25000%    20-02.10.50                   390  000.00         378  616.87
                                                          0.01
    USD   FS LUXEMBOURG     SARL-REG-S     10.00000%     20-15.12.25                1 642  000.00        1 748  730.00
                                                          0.03
    USD   FUTURE   RETAIL   LTD-REG-S     5.60000%    20-22.01.25                 350  000.00         200  774.00
                                                          0.00
    USD   FWD  GROUP   LTD-REG-S-SUB      5.75000%    19-09.07.24                1 800  000.00        1 844  292.96
                                                          0.03
    USD   GABON,   REPUBLIC    OF-REG-S    6.62500%    20-06.02.31                10 955  000.00        10 590  746.25
                                                          0.19
    USD   GABON,   REPUBLIC    OF-REG-S    7.00000%    21-24.11.31                3 445  000.00        3 363  181.25
                                                          0.06
    USD   GALAXY   PIPELINE    ASSETS   BIDCO   LTD-REG-S     2.94000%    21-30.09.40          4 169  000.00        3 968  888.00
                                                          0.07
    USD   GENM  CAPITAL    LABUAN   LTD-REG-S     3.88200%    21-19.04.31              2 960  000.00        2 747  805.00
                                                          0.05
    USD   GEOPARK    LTD-REG-S     5.50000%    20-17.01.27                   3 430  000.00        3 224  200.00
                                                          0.06
    USD   GEOPARK    LTD-REG-S     6.50000%    17-21.09.24                    214  000.00         218  654.50
                                                          0.00
    USD   GHANA   GOVT  INTNL   BOND-REG-S     7.62500%    18-16.05.29              14 526  000.00        11 330  280.00
                                                          0.21
    USD   GHANA   GOVT  INTNL   BOND-REG-S     8.62700%    18-16.06.49                450  000.00         334  125.00
                                                          0.01
    USD   GHANA   GOVT  INTNL   BOND-REG-S     6.37500%    20-11.02.27               3 011  000.00        2 401  272.50
                                                          0.04
    USD   GHANA   GOVT  INTNL   BOND-REG-S     8.62500%    21-07.04.34               5 467  000.00        4 141  252.50
                                                          0.08
    USD   GHANA   GOVT  INTNL   BOND-REG-S     8.87500%    21-07.05.42               4 283  000.00        3 190  835.00
                                                          0.06
    添付の注記は当財務書類と不可分のものである。

                                 52/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   GHANA   GOVT  INTNL   BOND-REG-S     7.75000%    21-07.04.29               5 080  000.00        3 975  100.00

                                                          0.07
    USD   GLOBAL   PRIME   CAPITAL    PTE  LTD-REG-S     5.95000%    20-23.01.25            360  000.00         361  800.00
                                                          0.01
    USD   GLOBO   COMUNICACAO     E PARTICIPACOES-REG-S         5.50000%    22-14.01.32          300  000.00         288  180.00
                                                          0.01
    USD   GNL  QUINTERO    SA-REG-S    4.63400%    14-31.07.29                 5 815  000.00        5 684  475.64
                                                          0.10
    USD   GOL  FINANCE    SA-REG-S    7.00000%    17-31.01.25                  3 040  000.00        2 619  188.00
                                                          0.05
    USD   GOLD  FIELDS   OROGEN   HOLDINGS-REG-S       6.12500%    19-15.05.29            4 675  000.00        5 214  962.50
                                                          0.10
    USD   GREENKO    MAURITIUS     LTD-REG-S     6.25000%    19-21.02.23               5 539  000.00        5 588  574.05
                                                          0.10
    USD   GROWTHPOINT     PROPERTIES     INT  PTY-REG-S     5.87200%    18-02.05.23           840  000.00         863  257.50
                                                          0.02
    USD   GRUMA   SA DE CV-REG-S    4.87500%    14-01.12.24                  6 727  000.00        7 207  560.06
                                                          0.13
    USD   GRUPO   AVAL  LTD-REG-S     4.75000%    12-26.09.22                  3 610  000.00        3 643  392.50
                                                          0.07
    USD   GRUPO   AVAL  LTD-REG-S     4.37500%    20-04.02.30                  2 425  000.00        2 267  829.68
                                                          0.04
    USD   GRUPO   BIMBO   SA DE CV-REG-S    4.00000%    19-06.09.49                490  000.00         507  241.88
                                                          0.01
    USD   GRUPO   BIMBO   SAB  DE CV-REG-S    4.70000%    17-10.11.47                200  000.00         228  662.50
                                                          0.00
    USD   GTLK  EUROPE   CAPITAL    DAC-REG-S     4.34900%    21-27.02.29              2 160  000.00        1 851  255.00
                                                          0.03
    USD   GTLK  EUROPE   CAPITAL    DAC-REG-S     4.94900%    19-18.02.26              2 909  000.00        2 748  641.38
                                                          0.05
    USD   GUARA   NORTE   SARL-REG-S     5.19800%    21-15.06.34                 3 889  000.00        3 486  295.00
                                                          0.06
    USD   GUATEMALA     GOVERNMENT     BOND-REG-S     4.65000%    21-07.10.41             2 392  000.00        2 307  233.50
                                                          0.04
    USD   GUATEMALA,     REPUBLIC    OF-REG-S    4.50000%    16-03.05.26              4 871  000.00        5 019  565.50
                                                          0.09
    USD   GUATEMALA,     REPUBLIC    OF-REG-S    4.37500%    17-05.06.27               788  000.00         808  586.50
                                                          0.01
    USD   GUATEMALA,     REPUBLIC    OF-REG-S    4.90000%    19-01.06.30              7 440  000.00        7 780  845.01
                                                          0.14
    USD   GUATEMALA,     REPUBLIC    OF-REG-S    6.12500%    19-01.06.50              3 952  000.00        4 313  361.00
                                                          0.08
    USD   GUATEMALA,     REPUBLIC    OF-REG-S    5.37500%    20-24.04.32               946  000.00        1 020  083.63
                                                          0.02
    USD   GUATEMALA,     REPUBLIC    OF-REG-S    3.70000%    21-07.10.33              1 026  000.00         971  686.13
                                                          0.02
    USD   GUSAP   III-REG-S     4.25000%    19-21.01.30                    1 820  000.00        1 880  651.50
                                                          0.03
    USD   HKT  CAPITAL    NO 6 LTD-REG-S     3.00000%    22-18.01.32                500  000.00         493  050.00
                                                          0.01
    USD   HONDURAS,     REPUBIC    OF-REG-S    6.25000%    17-19.01.27               2 525  000.00        2 519  160.93
                                                          0.05
    USD   HONDURAS,     REPUBLIC    OF-REG-S    5.62500%    20-24.06.30               2 717  000.00        2 647  886.31
                                                          0.05
    USD   HONDURAS.     REPUBLIC    OF-REG-S    7.50000%    13-15.03.24               4 560  000.00        4 609  305.00
                                                          0.08
    USD   HONG  KONG  AIRPORT    AUTHORITY-REG-S       2.50000%    22-12.01.32            2 965  000.00        2 948  892.93
                                                          0.05
    USD   HPHT  FINANCE    21 LTD-REG-S     2.00000%    21-19.03.26                1 583  000.00        1 557  956.94
                                                          0.03
    USD   HTA  GROUP   LTD/MAURITIUS-REG-S         7.00000%    20-18.12.25              8 048  000.00        8 373  622.08
                                                          0.15
    USD   HUARONG    FINANCE    2017  CO-REG-S    4.75000%    17-27.04.27              1 510  000.00        1 521  325.00
                                                          0.03
    USD   HUNGARY,    REPUBLIC    OF 5.75000%    13-22.11.23                  1 568  000.00        1 684  762.69
                                                          0.03
    USD   HUNGARY,    REPUBLIC    OF 5.37500%    14-25.03.24                  1 024  000.00        1 099  822.49
                                                          0.02
    USD   HUNGARY,    REPUBLIC    OF-REG-S    2.12500%    21-22.09.31                387  000.00         366  210.33
                                                          0.01
    USD   HUNGARY,    REPUBLIC    OF-REG-S    3.12500%    21-21.09.51               4 868  000.00        4 528  152.75
                                                          0.08
    USD   HUNT  OIL  CO OF PERU  LLC  SUCUAL   DL-REG-S    6.37500%    18-01.06.28         3 260  000.00        3 104  731.90
                                                          0.06
    USD   HYUNDAI    CAPITAL    AMERICA-REG-S      2.75000%    16-27.09.26               854  000.00         855  988.73
                                                          0.02
    USD   HYUNDAI    CAPITAL    AMERICA-REG-S      3.50000%    19-02.11.26              2 254  000.00        2 340  527.17
                                                          0.04
    USD   ICL  GROUP   LTD-144A-REG-S       6.37500%    18-31.05.38                1 265  000.00        1 567  018.75
                                                          0.03
    USD   IHS  NETHERLANDS     HOLDCO   BV-REG-S    8.00000%    19-18.09.27             5 118  000.00        5 386  695.00
                                                          0.10
    USD   INDIA   GREEN   POWER   HOLDINGS-REG-S       4.00000%    21-22.02.27            4 519  000.00        4 366  709.70
                                                          0.08
    USD   INDIKA   ENERGY   CAPITAL    IV PTE  LTD-REG-S     8.25000%    20-22.10.25           990  000.00         990  000.00
                                                          0.02
    USD   INDOFOOD    CBP  SUKSES   MAKMUR   TBK  PT-REG-S    4.74500%    21-09.06.51          820  000.00         770  890.20
                                                          0.01
    USD   INDOFOOD    CBP  SUKSES   MAKMUR   TBK  PT-REG-S    3.39800%    21-09.06.31         3 594  000.00        3 423  680.34
                                                          0.06
    USD   INDOFOOD    CBP  SUKSES   MAKMUR   TBK  PT-REG-S    3.54100%    21-27.04.32         2 200  000.00        2 095  742.00
                                                          0.04
    USD   INDOFOOD    CBP  SUKSES   MAKMUR   TBK  PT-REG-S    4.80500%    21-27.04.52         1 110  000.00        1 043  522.10
                                                          0.02
    USD   INDONESIA     ASAHAN   ALUMINIUM     TBK  PT-REG-S    5.71000%    18-15.11.23          692  000.00         730  622.25
                                                          0.01
    USD   INDONESIA     ASAHAN   ALUMINIUM     TBK  PT-REG-S    6.53000%    18-15.11.28         2 189  000.00        2 532  809.81
                                                          0.05
    USD   INDONESIA     ASAHAN   ALUMINIUM     TBK  PT-REG-S    6.75700%    18-15.11.48         2 919  000.00        3 423  074.82
                                                          0.06
    USD   INDONESIA     ASAHAN   ALUMINIUM     TBK  PT-REG-S    4.75000%    20-15.05.25         2 183  000.00        2 276  017.63
                                                          0.04
    USD   INDONESIA     ASAHAN   ALUMINIUM     TBK  PT-REG-S    5.45000%    20-15.05.30         1 288  000.00        1 405  369.00
                                                          0.03
    USD   INDONESIA     ASAHAN   ALUMINIUM     TBK  PT-REG-S    5.80000%    20-15.05.50         1 059  000.00        1 120  422.00
                                                          0.02
    USD   INDONESIA,     REPUBLIC    OF 3.35000%    21-12.03.71                  390  000.00         343  242.90
                                                          0.01
    USD   INDONESIA,     REPUBLIC    OF 3.20000%    21-23.09.61                  690  000.00         602  100.90
                                                          0.01
    USD   INDONESIA,     REPUBLIC    OF-REG-S    7.75000%    08-17.01.38              2 063  000.00        2 977  553.68
                                                          0.05
    USD   INDONESIA,     REPUBLIC    OF-REG-S    5.25000%    12-17.01.42              9 039  000.00        10 588  623.56
                                                          0.19
    USD   INDONESIA,     REPUBLIC    OF-REG-S    5.25000%    16-08.01.47               432  000.00         514  213.92
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                 53/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   INDUSTRIAS     PENOLES    SAB  DE CV-REG-S    4.75000%    20-06.08.50           2 184  000.00        2 232  184.50

                                                          0.04
    USD   INFRAESTRUCTURA       ENERGETICA     NOVA-REG-S     4.75000%    20-15.01.51          1 260  000.00        1 198  811.25
                                                          0.02
    USD   INKIA   ENERGY   LTD-REG-S     5.87500%    17-09.11.27                 3 498  000.00        3 525  984.00
                                                          0.06
    USD   INRETAIL    SHOPPING    MALLS-REG-S     5.75000%    18-03.04.28              1 170  000.00        1 196  544.37
                                                          0.02
    USD   INSTITUTO     COSTARRICENSE      DE ELEC-REG-S     6.37500%    13-15.05.43           540  000.00         439  863.75
                                                          0.01
    USD   INSTITUTO     COSTARRICENSE      DE ELECT-REG-S     6.75000%    21-07.10.31          1 270  000.00        1 262  697.50
                                                          0.02
    USD   INTERCHILE     SA-REG-S    4.50000%    21-30.06.56                  3 540  000.00        3 632  482.50
                                                          0.07
    USD   INTERCORP     PERU  LTD-REG-S     3.87500%    19-15.08.29                1 330  000.00        1 282  036.88
                                                          0.02
    USD   INTERNATIONAL      AIRPORT    FINANCE    SA-REG-S    12.00000%     19-15.03.33         4 465  000.00        4 744  224.14
                                                          0.09
    USD   INVERSIONES     CMPC  SA-REG-S    3.00000%    21-06.04.31                1 100  000.00        1 038  950.00
                                                          0.02
    USD   INVESTMENT     ENERGY   RESOURCES     LTD-REG-S     6.25000%    21-26.04.29           889  000.00         920  115.00
                                                          0.02
    USD   IOCHPE-MAXION      AUSTRIA    GMBH  / MAXI-REG-S     5.00000%    21-07.05.28          834  000.00         790  215.00
                                                          0.01
    USD   IRSA  PROPIEDADES     COMERCIALES     SA-REG-S    8.75000%    16-23.03.23          1 722  000.00        1 656  671.63
                                                          0.03
    USD   ISRAEL   ELECTRIC    CORP  LTD-144A-REG-S       5.00000%    14-12.11.24           1 642  000.00        1 765  199.26
                                                          0.03
    USD   ISRAEL   ELECTRIC    CORP  LTD-REG-S     6.87500%    13-21.06.23             2 732  000.00        2 925  459.75
                                                          0.05
    USD   IVORY   COAST,   REPUBLIC    OF-REG-S    STEP-UP    10-31.12.32              1 377  000.00         900  259.80
                                                          0.02
    USD   JAMAICA,    GOVERNMENT     OF 6.75000%    15-28.04.28                 4 150  000.00        4 716  215.63
                                                          0.09
    USD   JAMAICA,    GOVERNMENT     OF 7.87500%    15-28.07.45                 7 936  000.00        10 925  888.00
                                                          0.20
    USD   JD.COM   INC  4.12500%    20-14.01.50                      1 913  000.00        1 921  780.67
                                                          0.04
    USD   JMH  CO LTD-REG-S     2.50000%    21-09.04.31                    1 500  000.00        1 449  450.81
                                                          0.03
    USD   JOLLIBEE    WORLDWIDE     PTE  LTD-REG-S     4.75000%    20-24.06.30            2 070  000.00        2 155  387.50
                                                          0.04
    USD   JORDAN,    KINGDOM    OF-REG-S    6.12500%    15-29.01.26                3 325  000.00        3 500  185.94
                                                          0.06
    USD   JORDAN,    KINGDOM    OF-REG-S    5.75000%    16-31.01.27                 534  000.00         553  624.50
                                                          0.01
    USD   JORDAN,    KINGDOM    OF-REG-S    5.85000%    20-07.07.30                7 955  000.00        7 855  562.50
                                                          0.14
    USD   JORDAN,    KINGDOM    OF-REG-S    4.95000%    20-07.07.25                2 870  000.00        2 938  162.50
                                                          0.05
    USD   JSC  GEORGIAN    RAILWAY-REG-S      4.00000%    21-17.06.28               2 011  000.00        1 970  780.00
                                                          0.04
    USD   JSL  EUROPE   SA-REG-S    5.20000%    21-26.01.31                  1 931  000.00        1 713  521.13
                                                          0.03
    USD   JSM  GLOBAL   SARL-REG-S     4.75000%    20-20.10.30                 1 840  000.00        1 644  500.00
                                                          0.03
    USD   JSW  HYDRO   ENERGY   LTD-REG-S     4.12500%    21-18.05.31               1 558  000.00        1 413  562.50
                                                          0.03
    USD   JSW  STEEL   LTD-REG-S     3.95000%    21-05.04.27                  2 417  000.00        2 317  298.75
                                                          0.04
    USD   KAISA   GROUP   HOLDINGS    LTD-REG-S     11.50000%     19-30.01.23             1 345  000.00         357  938.13
                                                          0.01
    USD   KAISA   GROUP   HOLDINGS    LTD-REG-S     11.25000%     20-16.04.25             1 450  000.00         387  875.00
                                                          0.01
    USD   KALLPA   GENERACION     SA-REG-S    4.87500%    16-24.05.26                735  000.00         772  576.88
                                                          0.01
    USD   KAZMUNAYGAS     NATIONAL    CO-REG-S    4.75000%    17-19.04.27              8 110  000.00        8 605  723.75
                                                          0.16
    USD   KAZMUNAYGAS     NATIONAL    CO-REG-S    5.75000%    17-19.04.47             10 727  000.00        12 014  239.99
                                                          0.22
    USD   KAZMUNAYGAS     NATIONAL    CO-REG-S    6.37500%    18-24.10.48              8 514  000.00        10 131  660.00
                                                          0.19
    USD   KAZMUNAYGAS     NATIONAL    CO-REG-S    5.37500%    18-24.04.30             10 164  000.00        11 250  836.52
                                                          0.21
    USD   KAZMUNAYGAS     NATIONAL    CO JSC-REG-S     3.50000%    20-14.04.33            5 681  000.00        5 558  858.50
                                                          0.10
    USD   KENBOURNE     INVEST   SA-REG-S    6.87500%    19-26.11.24                5 013  000.00        5 149  403.73
                                                          0.09
    USD   KENYA,   REPUBLIC    OF-REG-S    7.25000%    18-28.02.28                 640  000.00         660  000.00
                                                          0.01
    USD   KENYA,   REPUBLIC    OF-REG-S    8.25000%    18-28.02.48                5 300  000.00        5 088  000.00
                                                          0.09
    USD   KENYA,   REPUBLIC    OF-REG-S    8.00000%    19-22.05.32                7 427  000.00        7 761  215.00
                                                          0.14
    USD   KENYA,   REPUBLIC    OF-REG-S    7.00000%    19-22.05.27                2 200  000.00        2 257  750.00
                                                          0.04
    USD   KENYA,   REPUBLIC    OF-REG-S    6.30000%    21-23.01.34                3 437  000.00        3 213  595.00
                                                          0.06
    USD   KLABIN   AUSTRIA    GMBH-REG-S     5.75000%    19-03.04.29                1 480  000.00        1 585  257.60
                                                          0.03
    USD   KLABIN   AUSTRIA    GMBH-REG-S     7.00000%    19-03.04.49                2 948  000.00        3 210  018.24
                                                          0.06
    USD   KLABIN   AUSTRIA    GMBH-REG-S     3.20000%    21-12.01.31                2 627  000.00        2 354  790.26
                                                          0.04
    USD   KOC  HOLDING    AS-REG-S    5.25000%    16-15.03.23                  1 537  000.00        1 547  374.75
                                                          0.03
    USD   KOC  HOLDING    AS-REG-S    6.50000%    19-11.03.25                  1 860  000.00        1 911  429.00
                                                          0.03
    USD   KOSMOS   ENERGY   LTD-144A    7.12500%    19-04.04.26                  910  000.00         888  842.50
                                                          0.02
    USD   KOSMOS   ENERGY   LTD-REG-S     7.12500%    19-04.04.26                3 782  000.00        3 694  068.50
                                                          0.07
    USD   KOSMOS   ENERGY   LTD-REG-S     7.50000%    21-01.03.28                4 435  000.00        4 235  425.00
                                                          0.08
    USD   KOSMOS   ENERGY   LTD-REG-S     7.75000%    21-01.05.27                2 048  000.00        2 004  480.00
                                                          0.04
    USD   KSA  SUKUK   LTD-REG-S     2.25000%    21-17.05.31                  2 755  000.00        2 668  906.25
                                                          0.05
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     6.65000%    15-26.02.30          9 630  000.00         999  112.50
                                                          0.02
    USD   LEVIATHAN     BOND  LTD-144A-REG-S       5.75000%    20-30.06.23              3 600  000.00        3 685  050.00
                                                          0.07
    USD   LEVIATHAN     BOND  LTD-144A-REG-S       6.75000%    20-30.06.30              5 475  000.00        5 803  500.00
                                                          0.11
    USD   LG CHEM  LTD-REG-S     2.37500%    21-07.07.31                   3 015  000.00        2 857  797.90
                                                          0.05
    添付の注記は当財務書類と不可分のものである。

                                 54/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   LIQUID   TELECOMMUNICATIONS         FIN-REG-S     5.50000%    21-04.09.26           3 676  000.00        3 703  570.00

                                                          0.07
    USD   LLPL  CAPITAL    PTE  LTD-REG-S     6.87500%    19-04.02.39               8 230  000.00        8 103  065.41
                                                          0.15
    USD   LUKOIL   CAPITAL    DAC-REG-S     2.80000%    21-26.04.27                1 970  000.00        1 817  325.00
                                                          0.03
    USD   LUKOIL   CAPITAL    DAC-REG-S     3.60000%    21-26.10.31                4 888  000.00        4 423  640.00
                                                          0.08
    USD   LUKOIL   INTERNATIONAL      FINANCE    BV-REG-S    4.75000%    16-02.11.26          1 990  000.00        2 018  979.38
                                                          0.04
    USD   LUKOIL   SECURITIES     BV-REG-S    3.87500%    20-06.05.30               4 550  000.00        4 254  250.00
                                                          0.08
    USD   MALDIVES    SUKUK   ISSUANCE    LTD-REG-S     9.87500%    21-08.04.2026             400  000.00         392  044.00
                                                          0.01
    USD   MC BRAZIL   DOWNSTREAM     TRADING    SARL-REG-S     7.25000%    21-30.06.31         2 908  000.00        2 774  232.00
                                                          0.05
    USD   MEDCO   BELL  PTE  LTD-REG-S     6.37500%    20-30.01.27                2 079  000.00        2 016  630.00
                                                          0.04
    USD   MEDCO   LAUREL   TREE  PTE  LTD-REG-S     6.95000%    21-12.11.28             3 020  000.00        2 921  850.00
                                                          0.05
    USD   MEDCO   OAK  TREE  PTE  LTD-REG-S     7.37500%    19-14.05.26              3 235  000.00        3 287  568.74
                                                          0.06
    USD   MEGAWORLD     CORP-REG-S     4.12500%    20-30.07.27                  1 030  000.00        1 071  393.13
                                                          0.02
    USD   MEITUAN    DIANPING-REG-S       2.12500%    20-28.10.25                 5 145  000.00        4 845  972.60
                                                          0.09
    USD   MEITUAN    DIANPING-REG-S       3.05000%    20-28.10.30                 3 950  000.00        3 460  693.75
                                                          0.06
    USD   MELCO   RESORTS    FINANCE    LTD-REG-S     5.62500%    19-17.07.27             2 738  000.00        2 652  769.62
                                                          0.05
    USD   MELCO   RESORTS    FINANCE    LTD-REG-S     5.37500%    19-04.12.29              700  000.00         659  856.75
                                                          0.01
    USD   MELCO   RESORTS    FINANCE    LTD-REG-S     5.75000%    20-21.07.28             2 826  000.00        2 714  526.17
                                                          0.05
    USD   MERCADOLIBRE      INC  3.12500%    21-14.01.31                     399  000.00         359  339.40
                                                          0.01
    USD   MERSIN   ULUSLARARASI      LIMAN-REG-S     5.37500%    19-15.11.24             6 908  000.00        7 008  597.75
                                                          0.13
    USD   METALLOINVEST      FINANCE    LTD-REG-S     3.37500%    21-22.10.28             2 740  000.00        2 520  800.00
                                                          0.05
    USD   METINVEST     BV-144A    7.65000%    20-01.10.27                   3 250  000.00        2 799  062.50
                                                          0.05
    USD   METINVEST     BV-REG-S    7.65000%    20-01.10.27                    600  000.00         516  750.00
                                                          0.01
    USD   METINVEST     BV-REG-S    8.50000%    18-23.04.26                   6 855  000.00        6 039  255.00
                                                          0.11
    USD   MEXICAN,    UNITED   STATES   OF 4.60000%    15-23.01.46                200  000.00         200  400.00
                                                          0.00
    USD   MEXICHEM    SAB  DE CV-REG-S    5.87500%    14-17.09.44                3 520  000.00        4 091  560.00
                                                          0.07
    USD   MEXICHEM    SAB  DE CV-REG-S    5.50000%    17-15.01.48                 650  000.00         715  934.38
                                                          0.01
    USD   MEXICO   CITY  AIRPORT    TRUST-REG-S     4.25000%    16-31.10.26             4 900  000.00        5 110  700.00
                                                          0.09
    USD   MEXICO   GEN  DE ENERGIA    S DE RL-REG-S    5.50000%    12-06.12.32           2 715  000.00        2 099  819.52
                                                          0.04
    USD   MEXICO   GOVERNMENT     INTERNATIONAL      BOND  2.65900%    20-24.05.31           5 571  000.00        5 247  881.99
                                                          0.10
    USD   MEXICO,    UNITED   STATES   OF 6.05000%    08-11.01.40                 244  000.00         289  262.00
                                                          0.01
    USD   MEXICO,    UNITED   STATES   OF 5.75000%    10-12.10.110                7 832  000.00        8 497  720.00
                                                          0.16
    USD   MEXICO,    UNITED   STATES   OF 4.35000%    16-15.01.47                1 470  000.00        1 422  960.00
                                                          0.03
    USD   MEXICO,    UNITED   STATES   OF 4.60000%    17-10.02.48                 210  000.00         209  685.00
                                                          0.00
    USD   MEXICO,    UNITED   STATES   OF 4.50000%    19-22.04.29                1 000  000.00        1 082  500.00
                                                          0.02
    USD   MEXICO,    UNITED   STATES   OF 4.50000%    19-31.01.50                3 400  000.00        3 364  300.00
                                                          0.06
    USD   MEXICO,    UNITED   STATES   OF 4.75000%    20-27.04.32                2 000  000.00        2 187  000.00
                                                          0.04
    USD   MEXICO,    UNITED   STATES   OF 5.00000%    20-27.04.51                1 850  000.00        1 962  850.00
                                                          0.04
    USD   MEXICO,    UNITED   STATES   OF 3.77100%    20-24.05.61                14 905  000.00        12 728  870.00
                                                          0.23
    USD   MEXICO,    UNITED   STATES   OF 3.50000%    22-12.02.34                1 656  000.00        1 598  868.00
                                                          0.03
    USD   MEXICO,    UNITED   STATES   OF 4.40000%    22-12.02.52                5 654  000.00        5 458  937.00
                                                          0.10
    USD   MGM  CHINA   HOLDINGS    LTD-REG-S     5.87500%    19-15.05.26               520  000.00         520  812.51
                                                          0.01
    USD   MGM  CHINA   HOLDINGS    LTD-REG-S     5.25000%    20-18.06.25               700  000.00         694  399.51
                                                          0.01
    USD   MGM  CHINA   HOLDINGS    LTD-REG-S     4.75000%    21-01.02.27              1 090  000.00        1 043  821.17
                                                          0.02
    USD   MHP  LUX  SA-REG-S    6.95000%    18-03.04.26                     610  000.00         540  536.25
                                                          0.01
    USD   MHP  SA-REG-S    7.75000%    17-10.05.24                     7 130  000.00        6 453  986.88
                                                          0.12
    USD   MILLICOM    INTERNATIONAL      CELLULAR-REG-S       5.12500%    17-15.01.28          2 101  000.00        1 911  936.26
                                                          0.03
    USD   MILLICOM    INTERNATIONAL      CELLULAR-REG-S       6.25000%    19-25.03.29          3 483  000.00        3 288  104.38
                                                          0.06
    USD   MILLICOM    INTERNATIONAL      CELLULAR-REG-S       4.50000%    20-27.04.31          5 368  000.00        5 202  799.79
                                                          0.10
    USD   MINERVA    LUXEMBOURG     SA-REG-S    4.37500%    21-18.03.31               2 084  000.00        1 927  700.00
                                                          0.04
    USD   MINSUR   SA-REG-S    4.50000%    21-28.10.31                    6 770  000.00        6 775  500.64
                                                          0.12
    USD   MONG  DUONG   FINANCE    HOLDINGS    BV-REG-S    5.12500%    19-07.05.29           2 510  000.00        2 301  042.50
                                                          0.04
    USD   MONGOLIA,GOVERNMENT         OF-REG-S    5.62500%    17-01.05.23              2 963  000.00        3 021  556.28
                                                          0.06
    USD   MOROCCO    GOVERNMENT     INTERNATIONAL-REG-S         4.00000%    20-15.12.50          2 455  000.00        2 111  300.00
                                                          0.04
    USD   MOROCCO,    KINGDOM    OF-REG-S    2.37500%    20-15.12.27                1 850  000.00        1 755  187.50
                                                          0.03
    USD   MOROCCO,    KINGDOM    OF-REG-S    3.00000%    20-15.12.32                5 255  000.00        4 854  306.25
                                                          0.09
    USD   MOVIDA   EUROPE   SA-REG-S    5.25000%    21-08.02.31                 1 120  000.00         985  810.00
                                                          0.02
    USD   MTN  MAURITIUS     INVESTMENTS     LTD-REG-S     4.75500%    14-11.11.24           5 050  000.00        5 167  728.12
                                                          0.09
    USD   MTN  MAURITIUS     INVESTMENTS     LTD-REG-S     6.50000%    16-13.10.26           7 992  000.00        8 777  713.51
                                                          0.16
    添付の注記は当財務書類と不可分のものである。

                                 55/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   NAGACORP    LTD-REG-S     7.95000%    20-06.07.24                   1 700  000.00        1 576  537.50

                                                          0.03
    USD   NATIONAL    BANK  OF UZBEKISTAN-REG-S        4.85000%    20-21.10.25            1 420  000.00        1 378  997.50
                                                          0.03
    USD   NATIONAL    CENTRAL    COOLING    CO-REG-S    2.50000%    20-21.10.27            5 890  000.00        5 654  400.00
                                                          0.10
    USD   NEMAK   SAB  DE CV-REG-S    3.62500%    21-28.06.31                 2 434  000.00        2 248  723.92
                                                          0.04
    USD   NEXA  RESOURCES     SA-REG-S    6.50000%    20-18.01.28                3 099  000.00        3 337  816.69
                                                          0.06
    USD   NG PET  R&P  LATIN   AMERICA    SA-REG-S    3.50000%    21-02.08.28            7 530  000.00        7 273  980.00
                                                          0.13
    USD   NIGERIA,    FEDERAL    REPUBLIC    OF-REG-S    7.87500%    17-16.02.32           3 581  000.00        3 473  570.00
                                                          0.06
    USD   NIGERIA,    FEDERAL    REPUBLIC    OF-REG-S    7.14300%    18-23.02.30           11 700  000.00        11 422  125.00
                                                          0.21
    USD   NIGERIA,    FEDERAL    REPUBLIC    OF-REG-S    7.69600%    18-23.02.38           3 579  000.00        3 221  100.00
                                                          0.06
    USD   NIGERIA,    FEDERAL    REPUBLIC    OF-REG-S    7.62500%    18-21.11.25           1 500  000.00        1 619  999.99
                                                          0.03
    USD   NIGERIA,    FEDERAL    REPUBLIC    OF-REG-S    8.74700%    18-21.01.31           4 068  000.00        4 174  785.00
                                                          0.08
    USD   NIGERIA,    FEDERAL    REPUBLIC    OF-REG-S    9.24800%    18-21.01.49           2 320  000.00        2 305  500.00
                                                          0.04
    USD   NPC  UKRENERGO-REG-S       6.87500%    21-09.11.26                  3 196  000.00        2 504  465.50
                                                          0.05
    USD   OCP  SA-144A    5.12500%    21-23.06.51                       700  000.00         632  450.00
                                                          0.01
    USD   OCP  SA-REG-S    3.75000%    21-23.06.31                     3 134  000.00        3 008  640.00
                                                          0.05
    USD   OCP  SA-REG-S    4.50000%    15-22.10.25                     5 420  000.00        5 617  491.25
                                                          0.10
    USD   OCP  SA-REG-S    5.12500%    21-23.06.51                     6 096  000.00        5 507  736.00
                                                          0.10
    USD   OCP  SA-REG-S    6.87500%    14-25.04.44                     9 451  000.00        10 536  683.62
                                                          0.19
    USD   OI MOVEL   SA-REG-S    8.75000%    21-30.07.26                   1 210  000.00        1 237  225.00
                                                          0.02
    USD   OIL  AND  GAS  HOLDING    CO BSCC/THE-REG-S       7.62500%    18-07.11.24          3 190  000.00        3 409  312.50
                                                          0.06
    USD   OIL  AND  GAS  HOLDING    CO BSCC/THE-REG-S       8.37500%    18-07.11.28          3 791  000.00        4 260  136.25
                                                          0.08
    USD   OLEODUCTO     CENTRAL    SA-REG-S    4.00000%    20-14.07.27               1 015  000.00         985  108.25
                                                          0.02
    USD   OMAN  GOVERNMENT     INTERNATIONAL-REG-S         7.00000%    21-25.01.51           7 970  000.00        8 009  850.00
                                                          0.15
    USD   OMAN  GOVT  INTERNATIONAL      BOND-REG-S     4.75000%    16-15.06.26           4 363  000.00        4 450  260.00
                                                          0.08
    USD   OMAN  GOVT  INTERNATIONAL      BOND-REG-S     5.37500%    17-08.03.27           16 273  000.00        16 761  190.00
                                                          0.31
    USD   OMAN  GOVT  INTERNATIONAL      BOND-REG-S     6.50000%    17-08.03.47           2 624  000.00        2 496  080.00
                                                          0.05
    USD   OMAN  GOVT  INTERNATIONAL      BOND-REG-S     5.62500%    18-17.01.28           7 190  000.00        7 477  600.00
                                                          0.14
    USD   OMAN  GOVT  INTERNATIONAL      BOND-REG-S     6.75000%    18-17.01.48           13 205  000.00        12 924  393.75
                                                          0.24
    USD   OMAN  GOVT  INTERNATIONAL      BOND-REG-S     6.25000%    21-25.01.31           21 209  000.00        22 534  562.50
                                                          0.41
    USD   ORAZUL   ENERGY   EGENOR   SCA-REG-S     5.62500%    17-28.04.27             2 832  000.00        2 685  090.00
                                                          0.05
    USD   ORBIA   ADVANCE    CORP  SAB  DE CV-REG-S    2.87500%    21-11.05.31           1 032  000.00         980  271.00
                                                          0.02
    USD   ORIFLAME    INVESTMENT     HOLDING    PLC-REG-S     5.12500%    21-04.05.26           400  000.00         355  400.00
                                                          0.01
    USD   ORYX  FUNDING    LTD-REG-S     5.80000%    21-03.02.31                 2 798  000.00        2 892  432.50
                                                          0.05
    USD   PAKISTAN    WATER   & POWER   DEVEL   AUTH-REG-S     7.50000%    21-04.06.31         1 540  000.00        1 390  019.40
                                                          0.03
    USD   PAKISTAN,     ISLAMIC    REPUBLIC    OF-REG-S    8.25000%    14-15.04.24           4 572  000.00        4 771  453.50
                                                          0.09
    USD   PAKISTAN,     ISLAMIC    REPUBLIC    OF-REG-S    8.25000%    15-30.09.25            307  000.00         323  175.06
                                                          0.01
    USD   PAKISTAN,     ISLAMIC    REPUBLIC    OF-REG-S    6.87500%    17-05.12.27           16 341  000.00        15 848  727.38
                                                          0.29
    USD   PAKUWON    JATI  TBK  PT-REG-S    4.87500%    21-29.04.28                300  000.00         300  866.25
                                                          0.01
    USD   PAMPA   ENERGIA    SA-REG-S    7.50000%    17-24.01.27                 4 299  000.00        3 633  729.75
                                                          0.07
    USD   PAMPA   ENERGIA    SA-REG-S    7.37500%    16-21.07.23                 3 954  000.00        3 771  868.88
                                                          0.07
    USD   PANAMA,    REPUBLIC    OF 4.50000%    17-15.05.47                   470  000.00         484  775.63
                                                          0.01
    USD   PANAMA,    REPUBLIC    OF 3.87000%    19-23.07.60                  4 330  000.00        3 968  174.37
                                                          0.07
    USD   PANAMA,    REPUBLIC    OF 4.50000%    20-01.04.56                  1 180  000.00        1 201  240.00
                                                          0.02
    USD   PANAMA,    REPUBLIC    OF 2.25200%    20-29.09.32                  1 600  000.00        1 461  800.00
                                                          0.03
    USD   PANAMA,    REPUBLIC    OF 4.50000%    22-19.01.63                   970  000.00         980  670.00
                                                          0.02
    USD   PAPUA   NEW  GUINEA   GOVT  INTL  BOND-REG-S     8.37500%    18-04.10.28          1 819  000.00        1 773  725.09
                                                          0.03
    USD   PARAGUAY,     REPUBLIC    OF-REG-S    6.10000%    14-11.08.44               5 710  000.00        6 663  926.87
                                                          0.12
    USD   PARAGUAY,     REPUBLIC    OF-REG-S    4.70000%    17-27.03.27               2 117  000.00        2 284  110.69
                                                          0.04
    USD   PARAGUAY,     REPUBLIC    OF-REG-S    5.60000%    18-13.03.48               3 770  000.00        4 108  828.76
                                                          0.08
    USD   PARAGUAY,     REPUBLIC    OF-REG-S    5.40000%    19-30.03.50              10 849  000.00        11 610  464.19
                                                          0.21
    USD   PARAGUAY,     REPUBLIC    OF-REG-S    4.95000%    20-28.04.31              15 146  000.00        16 483  581.13
                                                          0.30
    USD   PARAGUAY,     REPUBLIC    OF-REG-S    2.73900%    21-29.01.33              15 149  000.00        13 973  058.87
                                                          0.26
    USD   PARAGUAY,     REPUBLIC    OF-REG-S    3.84900%    22-28.06.33               3 250  000.00        3 274  984.38
                                                          0.06
    USD   PERIAMA    HOLDINGS    LLC/DE-REG-S      5.95000%    20-19.04.26              1 800  000.00        1 858  860.00
                                                          0.03
    USD   PERTAMINA     PT-REG-S    5.62500%    13-20.05.43                    282  000.00         309  283.50
                                                          0.01
    USD   PERTAMINA     PT-REG-S    6.00000%    12-03.05.42                    390  000.00         444  916.88
                                                          0.01
    USD   PERU  LNG  SRL-REG-S     5.37500%    18-22.03.30                   3 260  000.00        2 803  600.00
                                                          0.05
    USD   PERU,   REPUBLIC    OF 2.84400%    19-20.06.30                    430  000.00         424  571.25
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                 56/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   PERU,   REPUBLIC    OF 3.00000%    21-15.01.34                   10 449  000.00        10 015  366.50

                                                          0.18
    USD   PERUSAHAAN     LISTRIK    NEGARA   PT-REG-S    4.87500%    19-17.07.49           2 920  000.00        2 874  922.50
                                                          0.05
    USD   PERUSAHAAN     PENERBIT    SBSN-REG-S     4.55000%    16-29.03.26             5 690  000.00        6 242  285.63
                                                          0.11
    USD   PERUSAHAAN     PENERBIT    SBSN-REG-S     4.40000%    18-01.03.28             21 010  000.00        23 119  141.38
                                                          0.42
    USD   PERUVIAN    GOVERNMENT     INTERNATIONAL      BOND  2.78000%    20-01.12.60          2 061  000.00        1 654  983.00
                                                          0.03
    USD   PETROBRAS     GLOBAL   FINANCE    BV 6.87500%    09-20.01.40               2 460  000.00        2 597  760.00
                                                          0.05
    USD   PETROBRAS     GLOBAL   FINANCE    BV 6.75000%    20-03.06.50               3 085  000.00        3 081  722.19
                                                          0.06
    USD   PETROBRAS     GLOBAL   FINANCE    BV 5.60000%    20-03.01.31                810  000.00         835  110.00
                                                          0.02
    USD   PETROBRAS     GLOBAL   FINANCE    BV 5.5000%    21-10.06.51               3 591  000.00        3 155  142.37
                                                          0.06
    USD   PETROFAC    LTD-REG-S     9.75000%    21-15.11.26                    448  000.00         451  360.00
                                                          0.01
                    *    *
    USD
        PETROLEOS     DE VENEZUE-REG-S       DEFAULTED     12.75000%     11-17.02.22          560  000.00         18 200.00
                                                          0.00
                    *    *
    USD
        PETROLEOS     DE VENEZUE-REG-S       DEFAULTED     8.50000%    16-27.10.20         34 620  000.00        2 596  500.00
                                                          0.05
                    *    *
    USD
        PETROLEOS     DE VENEZUE-REG-S       DEFAULTED     5.37500%    07-12.04.27         23 369  600.00         876  360.00
                                                          0.02
                    *    *
    USD
        PETROLEOS     DE VENEZUE-REG-S       DEFAULTED     5.50000%    07-12.04.37           370  000.00         13 875.00
                                                          0.00
    USD   PETROLEOS     DEL  PERU  SA-REG-S    4.75000%    17-19.06.32               8 038  000.00        7 878  747.12
                                                          0.14
    USD   PETROLEOS     DEL  PERU  SA-REG-S    5.62500%    17-19.06.47              12 058  000.00        11 103  157.13
                                                          0.20
    USD   PETROLEOS     MEXICANOS     3.50000%    13-30.01.23                  6 115  000.00        6 156  826.60
                                                          0.11
    USD   PETROLEOS     MEXICANOS     6.37500%    14-23.01.45                  2 535  000.00        2 116  953.15
                                                          0.04
    USD   PETROLEOS     MEXICANOS     6.50000%    18-13.03.27                  2 650  000.00        2 760  968.75
                                                          0.05
    USD   PETROLEOS     MEXICANOS     5.35000%    18-12.02.28                  8 450  000.00        8 240  102.00
                                                          0.15
    USD   PETROLEOS     MEXICANOS     6.35000%    18-12.02.48                  8 101  000.00        6 667  123.00
                                                          0.12
    USD   PETROLEOS     MEXICANOS     6.50000%    18-23.01.29                  1 811  000.00        1 840  881.50
                                                          0.03
    USD   PETROLEOS     MEXICANOS     6.49000%    20-23.01.27                  1 610  000.00        1 680  035.00
                                                          0.03
    USD   PETROLEOS     MEXICANOS     6.84000%    20-23.01.30                   985  000.00        1 003  222.50
                                                          0.02
    USD   PETROLEOS     MEXICANOS     7.69000%    20-23.01.50                  41 707  000.00        38 537  268.00
                                                          0.70
    USD   PETROLEOS     MEXICANOS     5.95000%    20-28.01.31                  23 795  000.00        22 566  583.12
                                                          0.41
    USD   PETROLEOS     MEXICANOS     6.95000%    20-28.01.60                  15 933  000.00        13 547  033.24
                                                          0.25
    USD   PETROLEOS     MEXICANOS-REG-S       6.87500%    20-16.10.25                1 225  000.00        1 313  812.50
                                                          0.02
    USD   PETRORIO    LUXEMBOURG     SARL-REG-S     6.12500%    21-09.06.26              800  000.00         784  008.00
                                                          0.01
    USD   PHILIPPINES,      REPUBLIC    OF THE  9.50000%    05-02.02.30               923  000.00        1 376  525.28
                                                          0.02
    USD   PHILIPPINES,      REPUBLIC    OF THE  2.95000%    20-05.05.45               755  000.00         694  683.05
                                                          0.01
    USD   PHILIPPINES,      REPUBLIC    OF 2.65000%    20-10.12.45                2 010  000.00        1 774  046.10
                                                          0.03
    USD   PHOSAGRO    BOND  FUNDING    LTD-REG-S     3.05000%    20-23.01.25             7 450  000.00        7 207  875.00
                                                          0.13
    USD   PJSC  KOKS  VIA  IMH  CAP-REG-S     5.90000%    20-23.09.25                455  000.00         441  150.94
                                                          0.01
    USD   PLDT  INC-REG-S     2.50000%    20-23.01.31                     690  000.00         663  607.50
                                                          0.01
    USD   POLAND,    REPUBLIC    OF 3.00000%    12-17.03.23                  3 760  000.00        3 840  419.64
                                                          0.07
    USD   POLYUS   FINANCE    PLC-REG-S     3.25000%    21-14.10.28                1 200  000.00        1 084  800.00
                                                          0.02
    USD   PROMIGAS    SA ESP/GASES     DEL  PACIFIC-REG-S      3.75000%    19-16.10.29         2 430  000.00        2 338  571.25
                                                          0.04
    USD   PROSUS   NV-144A    3.68000%    20-21.01.30                     200  000.00         195  537.50
                                                          0.00
    USD   PROSUS   NV-REG-S    3.25700%    22-19.01.27                    2 625  000.00        2 615  156.25
                                                          0.05
    USD   PROSUS   NV-REG-S    3.68000%    20-21.01.30                    10 187  000.00        9 959  702.56
                                                          0.18
                    *    *
    USD
        PROVINCE    OF CORDOBA-REG-S       DEFAULTED     7.12500%    16-10.12.25           982  676.00         716  002.31
                                                          0.01
    USD   PUMA  INTL  FINANCING-REG-S       5.00000%    18-24.01.26                1 970  000.00        1 961  135.00
                                                          0.04
    USD   QATAR   PETROLEUM-REG-S       1.37500%    21-12.09.26                 1 725  000.00        1 660  312.50
                                                          0.03
    USD   QATAR   PETROLEUM-REG-S       2.25000%    21-12.07.31                 3 515  000.00        3 383  187.50
                                                          0.06
    USD   QATAR   PETROLEUM-REG-S       3.30000%    21-12.07.51                 5 489  000.00        5 392  942.50
                                                          0.10
    USD   QATAR   PETROLEUM-REG-S       3.12500%    21-12.07.41                 9 536  000.00        9 234  853.12
                                                          0.17
    USD   QATAR,   STATE   OF-REG-S    4.50000%    18-23.04.28                 2 700  000.00        3 024  000.00
                                                          0.06
    USD   QATAR,   STATE   OF-REG-S    5.10300%    18-23.04.48                 1 532  000.00        1 978  195.00
                                                          0.04
    USD   QATAR,   STATE   OF-REG-S    4.81700%    19-14.03.49                 17 228  000.00        21 491  930.00
                                                          0.39
    USD   QATAR,   STATE   OF-REG-S    3.40000%    20-16.04.25                 11 063  000.00        11 571  898.00
                                                          0.21
    USD   QATAR,   STATE   OF-REG-S    3.75000%    20-16.04.30                 12 915  000.00        14 109  637.50
                                                          0.26
    USD   QATAR,   STATE   OF-REG-S    4.40000%    20-16.04.50                 10 992  000.00        12 998  040.00
                                                          0.24
    USD   QNB  FINANSBANK     AS-REG-S    6.87500%    19-07.09.24                1 200  000.00        1 257  600.00
                                                          0.02
    USD   REC  LTD-REG-S     3.50000%    19-12.12.24                      900  000.00         916  481.25
                                                          0.02
    USD   REDE  D’OR  FINANCE    SARL-REG-S     4.50000%    20-22.01.30              4 334  000.00        4 115  403.88
                                                          0.07
    USD   REDSUN   PROPERTIES     GROUP   LTD-REG-S     9.70000%    20-16.04.23             480  000.00         144  000.00
                                                          0.00
    USD   RELIANCE    INDUSTRIES     LTD-REG-S     2.87500%    22-12.01.32              8 023  000.00        7 776  132.29
                                                          0.14
    添付の注記は当財務書類と不可分のものである。

                                 57/151

                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   RELIANCE    INDUSTRIES     LTD-REG-S     3.75000%    22-12.01.62              1 800  000.00        1 718  586.00

                                                          0.03
    USD   RELIANCE    INDUSTRIES     LTD-REG-S     3.62500%    22-12.01.52              7 614  000.00        7 262  842.32
                                                          0.13
    USD   REPUBLIC    OF AZERBAIJAN-REG-S        4.75000%    14-18.03.24              3 080  000.00        3 242  277.49
                                                          0.06
    USD   REPUBLIC    OF TAJIKISTAN     INTER   BOND-REG-S     7.12500%    17-14.09.27          470  000.00         407  519.38
                                                          0.01
    USD   RIO  ENERGY   SA/UGEN    SA/UENSA    SA-REG-S    6.87500%    18-01.02.25           698  000.00         550  242.13
                                                          0.01
    USD   ROMANIA-REG-S      3.00000%    20-14.02.31                     6 100  000.00        5 910  900.00
                                                          0.11
    USD   ROMANIA-REG-S      3.00000%    22-27.02.27                     2 788  000.00        2 792  182.00
                                                          0.05
    USD   ROMANIA-REG-S      3.62500%    22-27.03.32                     2 254  000.00        2 254  000.00
                                                          0.04
    USD   ROMANIA-REG-S      4.00000%    20-14.02.51                     3 306  000.00        3 087  804.00
                                                          0.06
    USD   RSHB  CAPITAL    SA-REG-S    LPN  8.50000%    13-16.10.23                1 838  000.00        1 859  022.13
                                                          0.03
    USD   RUSSIA,    FEDERATION     OF-REG-S    5.62500%    12-04.04.42              14 400  000.00        16 027  200.00
                                                          0.29
    USD   SA GLOBAL   SUKUK   LTD-REG-S     1.60200%    21-17.06.26                810  000.00         783  270.00
                                                          0.01
    USD   SA GLOBAL   SUKUK   LTD-REG-S     2.69400%    21-17.06.31                4 285  000.00        4 240  007.50
                                                          0.08
    USD   SAGICOR    FINANCIAL     CO LTD-REG-S     5.30000%    21-13.05.28             1 610  000.00        1 630  125.00
                                                          0.03
    USD   SAGICOR    FINANCIAL     CO LTD-REG-S     5.30000%    21-13.05.28             2 147  000.00        2 179  205.00
                                                          0.04
    USD   SAKA  ENERGI   INDONESIA     PT-REG-S    4.45000%    17-05.05.24             2 200  000.00        2 130  975.00
                                                          0.04
    USD   SAMARCO    MINERACAO     SA-REG-S    5.37500%    14-26.09.24               1 280  000.00         799  440.00
                                                          0.01
    USD   SAMBA   FUNDING    LTD-REG-S     2.75000%    19-02.10.24                3 026  000.00        3 051  153.62
                                                          0.06
    USD   SANDS   CHINA   LTD  3.80000%    21-08.01.26                     330  000.00         320  092.11
                                                          0.01
    USD   SANDS   CHINA   LTD  4.37500%    21-18.06.30                     300  000.00         292  770.00
                                                          0.01
    USD   SANDS   CHINA   LTD  5.40000%    19-08.08.28                    5 022  000.00        5 159  330.61
                                                          0.09
    USD   SASOL   FINANCING     INTERNATIONAL      PLC  4.50000%    12-14.11.22            5 212  000.00        5 247  441.60
                                                          0.10
    USD   SASOL   FINANCING     USA  LLC  5.87500%    18-27.03.24                11 832  000.00        12 157  380.00
                                                          0.22
    USD   SASOL   FINANCING     USA  LLC  6.50000%    18-27.09.28                5 819  000.00        6 153  592.50
                                                          0.11
    USD   SASOL   FINANCING     USA  LLC  4.37500%    21-18.09.26                 781  000.00         769  285.00
                                                          0.01
    USD   SASOL   FINANCING     USA  LLC  5.50000%    21-18.03.31                 800  000.00         782  000.00
                                                          0.01
    USD   SAUDI   ARABIAN    OIL  CO-REG-S    2.25000%    20-24.11.30               4 267  000.00        4 048  316.25
                                                          0.07
    USD   SAUDI   ARABIAN    OIL  CO-REG-S    3.25000%    20-24.11.50               2 898  000.00        2 669  637.60
                                                          0.05
    USD   SAUDI   ARABIAN    OIL  CO-REG-S    3.50000%    20-24.11.70               3 823  000.00        3 505  691.00
                                                          0.06
                    *    *
    USD
        SCENERY    JOURNEY    LTD-REG-S     DEFAULTED     11.50000%     20-24.10.22          3 690  000.00         369  000.00
                                                          0.01
                    *    *
    USD
        SCENERY    JOURNEY    LTD-REG-S     DEFAULTED     12.00000%     20-24.10.23           900  000.00         90 000.00
                                                          0.00
    USD   SENEGAL,    REPUBLIC    OF-REG-S    6.75000%    18-13.03.48               10 691  000.00        9 944  634.55
                                                          0.18
    USD   SERBIA   INTERNATIONAL      BOND-REG-S     2.12500%    20-01.12.30             1 984  000.00        1 778  160.00
                                                          0.03
    USD   SF HOLDING    INVESTMENT-REG-S        3.12500%    21-17.11.31                521  000.00         504  515.56
                                                          0.01
    USD   SF HOLDING    INVESTMENT-REG-S        2.37500%    22-17.11.26               1 030  000.00        1 011  813.70
                                                          0.02
    USD   SHAMARAN    PETROLEUM-144A-REG-S          12.00000%     21-30.07.25             1 130  000.00        1 130  000.00
                                                          0.02
    USD   SHELF   DRILLING    HOLDINGS    LTD-REG-S     8.25000%    18-15.02.25             800  000.00         612  000.00
                                                          0.01
    USD   SHIMAO   PROPERTY    HOLDINGS    LTD-REG-S     6.12500%    19-21.02.24            910  000.00         432  432.00
                                                          0.01
    USD   SHIMAO   PROPERTY    HOLDINGS    LTD-REG-S     3.45000%    21-11.01.31           4 058  000.00        1 643  490.00
                                                          0.03
    USD   SIGMA   ALIMENTOS-REG-S       4.12500%    16-02.05.26                  400  000.00         416  575.00
                                                          0.01
    USD   SIGMA   FINANCE    NETHERLANDS     BV-REG-S    4.87500%    18-27.03.28            982  000.00        1 061  419.25
                                                          0.02
    USD   SILKNET    JSC-REG-S     8.37500%    22-31.01.27                   1 890  000.00        1 865  808.00
                                                          0.03
    USD   SINOPEC    GROUP   OVERSEAS    DEV12   LTD-REG-S     4.87500%    12-17.05.42           404  000.00         475  920.08
                                                          0.01
    USD   SINOPEC    GRP  OVERSEAS    DEV  LTD-REG-S     2.15000%    20-13.05.25           1 623  000.00        1 622  626.71
                                                          0.03
    USD   SINOPEC    GRP  OVERSEAS    DEV  LTD-REG-S     2.70000%    20-13.05.30           7 433  000.00        7 395  983.66
                                                          0.13
    USD   SINOPEC    GRP  OVERSEAS    DEV  LTD-REG-S     3.35000%    20-13.05.50            273  000.00         260  158.08
                                                          0.00
    USD   SK BATTERY    AMERICA    INC-REG-S     2.12500%    21-26.01.26              2 487  000.00        2 397  617.22
                                                          0.04
    USD   SK HYNIX   INC-REG-S     2.37500%    21-19.01.31                   1 153  000.00        1 071  736.56
                                                          0.02
    USD   SOCIEDAD    QUIMICA    Y MINERA   DE CHIL-REG-S     4.37500%    14-28.01.25          940  000.00         989  232.50
                                                          0.02
    USD   SOUTH   AFRICA,    REPUBLIC    OF 5.87500%    07-30.05.22                427  000.00         434  018.81
                                                          0.01
    USD   SOUTH   AFRICA,    REPUBLIC    OF 4.87500%    16-14.04.26                1 750  000.00        1 827  437.50
                                                          0.03
    USD   SOUTH   AFRICA,    REPUBLIC    OF 4.85000%    17-27.09.27                620  000.00         641  041.25
                                                          0.01
    USD   SOUTH   AFRICA,    REPUBLIC    OF 5.65000%    17-27.09.47                1 464  000.00        1 326  567.00
                                                          0.02
    USD   SOUTH   AFRICA,    REPUBLIC    OF 5.75000%    19-30.09.49               14 326  000.00        13 106  499.25
                                                          0.24
    USD   SOUTHERN    COPPER   CORP  6.75000%    10-16.04.40                  1 272  000.00        1 710  283.50
                                                          0.03
    USD   SOVCOMBANK     VIA  SOVCOM   CAPITAL    DAC-REG-S     3.40000%    21-26.01.25          770  000.00         737  275.00
                                                          0.01
    USD   SOVEREIGN     WEALTH   SAMRUK-KAZYNA-REG-S         2.00000%    21-28.10.26           1 658  000.00        1 580  903.00
                                                          0.03
    USD   SRI  LANKA,   DEMOCRATIC     REP  OF-REG-S    5.87500%    12-25.07.22           1 669  000.00        1 228  784.56
                                                          0.02
    添付の注記は当財務書類と不可分のものである。

                                 58/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   SRI  LANKA,   DEMOCRATIC     REP  OF-REG-S    6.12500%    15-03.06.25           2 650  000.00        1 361  934.37

                                                          0.02
    USD   SRI  LANKA,   DEMOCRATIC     REP  OF-REG-S    6.82500%    16-18.07.26           4 223  000.00        2 078  729.52
                                                          0.04
    USD   SRI  LANKA,   DEMOCRATIC     REP  OF-REG-S    6.20000%    17-11.05.27           7 390  000.00        3 603  364.00
                                                          0.07
    USD   SRI  LANKA,   DEMOCRATIC     REP  OF-REG-S    5.75000%    18-18.04.23           1 260  000.00         663  692.40
                                                          0.01
    USD   SRI  LANKA,   DEMOCRATIC     REP  OF-REG-S    6.75000%    18-18.04.28           22 570  000.00        10 835  254.38
                                                          0.20
    USD   SRI  LANKA,   DEMOCRATIC     REP  OF-REG-S    6.85000%    19-14.03.24           8 787  000.00        4 496  073.28
                                                          0.08
    USD   SRI  LANKA,   DEMOCRATIC     REP  OF-REG-S    7.85000%    19-14.03.29           18 867  000.00        9 198  794.52
                                                          0.17
    USD   SRI  LANKA,   DEMOCRATIC     REP  OF-REG-S    6.35000%    19-28.06.24           1 940  000.00         993  021.40
                                                          0.02
    USD   SRI  LANKA,   DEMOCRATIC     REP  OF-REG-S    7.55000%    19-28.03.30           1 365  000.00         655  891.64
                                                          0.01
    USD   SRI  REJEKI   ISMAN   TBK  PT-REG-S    7.25000%    19-16.01.25               200  000.00         27 106.00
                                                          0.00
    USD   SSB  #1 PLC-REG-S     LPN  STEP-UP    15-20.03.25                  1 300  000.00         419  737.50
                                                          0.01
    USD   ST MARYS   CEMENT   INC  CANADA-REG-S      5.75000%    16-28.01.27             750  000.00         822  093.75
                                                          0.01
    USD   STATE   AGENCY   OF ROADS   OF UKRAINE-REG-S      6.25000%    21-24.06.28          1 069  000.00         828  475.00
                                                          0.01
    USD   STILLWATER     MINING   CO-REG-S    4.00000%    21-16.11.26               1 073  000.00        1 023  856.60
                                                          0.02
    USD   STUDIO   CITY  FINANCE    LTD-REG-S     6.00000%    20-15.07.25              7 279  000.00        6 911  865.44
                                                          0.13
    USD   STUDIO   CITY  FINANCE    LTD-REG-S     6.50000%    20-15.01.28              5 304  000.00        4 965  870.00
                                                          0.09
    USD   STUDIO   CITY  FINANCE    LTD-REG-S     5.00000%    21-15.01.29               400  000.00         346  450.00
                                                          0.01
    USD   SUNAC   CHINA   HOLDINGS    LTD-REG-S     8.35000%    18-19.04.23              600  000.00         378  000.00
                                                          0.01
    USD   SUNAC   CHINA   HOLDINGS    LTD-REG-S     6.50000%    20-09.07.23             1 130  000.00         683  650.00
                                                          0.01
    USD   SUNAC   CHINA   HOLDINGS    LTD-REG-S     7.00000%    20-09.07.25             1 096  000.00         635  680.00
                                                          0.01
    USD   SUNAC   CHINA   HOLDINGS    LTD-REG-S     6.65000%    20-03.08.24              330  000.00         196  350.00
                                                          0.00
    USD   SUNAC   CHINA   HOLDINGS    LTD-REG-S     6.50000%    21-26.01.26              819  000.00         481  768.56
                                                          0.01
    USD   SUZANO   AUSTRIA    GMBH  6.00000%    19-15.01.29                  6 468  000.00        7 263  240.60
                                                          0.13
    USD   SUZANO   AUSTRIA    GMBH  5.00000%    19-15.01.30                   550  000.00         585  062.50
                                                          0.01
    USD   SUZANO   AUSTRIA    GMBH  3.75000%    20-15.01.31                  1 541  000.00        1 501  800.82
                                                          0.03
    USD   SUZANO   AUSTRIA    GMBH  3.12500%    19-15.01.32                  1 811  000.00        1 675  175.00
                                                          0.03
    USD   SUZANO   AUSTRIA    GMBH  2.50000%    21-15.09.28                  1 300  000.00        1 230  125.00
                                                          0.02
    USD   SUZANO   AUSTRIA    GMBH-REG-S     7.00000%    17-16.03.47                4 075  000.00        4 909  865.63
                                                          0.09
    USD   TECPETROL     SA-REG-S    4.87500%    17-12.12.22                   2 411  000.00        2 357  958.00
                                                          0.04
    USD   TELECOM    ARGENTINA     SA-REG-S    8.00000%    19-18.07.26                814  000.00         763  277.63
                                                          0.01
    USD   TELEFONICA     CELULAR    DEL  PARAGUAY-REG-S       5.87500%    19-15.04.27          13 052  000.00        13 460  984.42
                                                          0.25
    USD   TELEFONICA     MOVILES    CHILE   SA-REG-S    3.53700%    21-18.11.31            1 500  000.00        1 442  156.25
                                                          0.03
    USD   TERMOCANDELARIA       POWER   LTD-REG-S     7.87500%    19-30.01.29             6 950  000.00        6 444  821.88
                                                          0.12
    USD   TEVA  PHARMACEUTICAL       FINANCE    NL III  BV 2.80000%    16-21.07.23           980  000.00         962  159.59
                                                          0.02
    USD   TEVA  PHARMACEUTICAL       FINANCE    NL III  BV 3.15000%    16-01.10.26          12 841  000.00        11 786  240.26
                                                          0.22
    USD   TEVA  PHARMACEUTICAL       FINANCE    NL III  BV 4.10000%    16-01.10.46          3 260  000.00        2 608  000.00
                                                          0.05
    USD   TEVA  PHARMACEUTICAL       FINANCE    NL III  BV 6.75000%    18-01.03.28          4 530  000.00        4 779  217.95
                                                          0.09
    USD   TEVA  PHARMACEUTICAL       FINANCE    NL III  BV 6.00000%    18-15.04.24          1 070  000.00        1 084  712.50
                                                          0.02
    USD   THIRD   PAKISTAN    INTERNATIONAL      SUK-REG-S     5.62500%    17-05.12.22          4 488  000.00        4 543  539.00
                                                          0.08
    USD   TOTAL   PLAY  TELECOMUNICACIONES         SA-REG-S    6.37500%    21-20.09.28           482  000.00         449  465.00
                                                          0.01
    USD   TOWER   BERSAMA    INFRA   TBK  PT-REG-S    4.25000%    20-21.01.25            1 540  000.00        1 580  232.50
                                                          0.03
    USD   TOWER   BERSAMA    INFRA   TBK  PT-REG-S    2.75000%    21-20.01.26             750  000.00         729  196.87
                                                          0.01
    USD   TRANSNET    SOC  LTD-REG-S     4.00000%    12-26.07.22                 2 000  000.00        1 986  150.00
                                                          0.04
    USD   TRANSPORTADORA       DE GAS  INTER-REG-S     5.55000%    18-01.11.28             940  000.00        1 015  082.50
                                                          0.02
    USD   TRANSPORTADORA       DE GAS  DEL  SUR  SA-REG-S    6.75000%    18-02.05.25           430  000.00         384  850.00
                                                          0.01
    USD   TRINIDAD    & TOBAGO,    REPUBLIC    OF-REG-S    4.50000%    20-26.06.30           2 930  000.00        2 952  524.38
                                                          0.05
    USD   TRINIDAD    GENERATION     UNLTD-REG-S     5.25000%    16-04.11.27             2 944  000.00        2 985  032.00
                                                          0.05
    USD   TRINIDAD    PETROLEUM     HOLDINGS    LTD-REG-S     9.75000%    19-15.06.26          5 150  000.00        5 420  375.00
                                                          0.10
    USD   TRUST   F/1401-REG-S      4.86900%    19-15.01.30                   1 610  000.00        1 654  073.75
                                                          0.03
    USD   TRUST   F/1401-REG-S      5.25000%    14-15.12.24                   2 385  000.00        2 545  689.38
                                                          0.05
    USD   TRUST   F/1401-REG-S      5.25000%    15-30.01.26                    600  000.00         644  737.50
                                                          0.01
    USD   TRUST   F/1401-REG-S      6.39000%    19-15.01.50                   8 336  000.00        9 335  027.94
                                                          0.17
    USD   TSMC  ARIZONA    CORP  2.50000%    21-25.10.31                    602  000.00         592  289.74
                                                          0.01
    USD   TULLOW   OIL  PLC-REG-S     10.25000%     21-15.05.26                 4 221  000.00        4 263  210.00
                                                          0.08
    USD   TUPRAS   TURKIYE    PETROL-REG-S      4.50000%    17-18.10.24               3 314  000.00        3 242  127.63
                                                          0.06
    USD   TUPY  OVERSEAS    SA-REG-S    4.50000%    21-16.02.31                  520  000.00         480  772.50
                                                          0.01
    USD   TURK  SISE  VE CAM  FABRIKA-REG-S      6.95000%    19-14.03.26              700  000.00         721  131.25
                                                          0.01
    USD   TURK  TELEKOMUNIKASYON        AS-REG-S    6.87500%    19-28.02.25              526  000.00         535  961.13
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                 59/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   TURKCELL    ILETISIM    HIZMETLERI     AS-REG-S    5.80000%    18-11.04.28          3 616  000.00        3 498  480.00

                                                          0.06
    USD   TURKEY,    REPUBLIC    OF 6.87500%    06-17.03.36                   290  000.00         261  507.50
                                                          0.00
    USD   TURKEY,    REPUBLIC    OF 6.00000%    11-14.01.41                  5 930  000.00        4 778  468.13
                                                          0.09
    USD   TURKEY,    REPUBLIC    OF 3.25000%    13-23.03.23                   280  000.00         277  690.00
                                                          0.00
    USD   TURKEY,    REPUBLIC    OF 4.87500%    13-16.04.43                  1 301  000.00         937  370.50
                                                          0.02
    USD   TURKEY,    REPUBLIC    OF 4.87500%    16-09.10.26                  3 000  000.00        2 732  437.50
                                                          0.05
    USD   TURKEY,    REPUBLIC    OF 6.00000%    17-25.03.27                   457  000.00         431  807.88
                                                          0.01
    USD   TURKEY,    REPUBLIC    OF 5.75000%    17-11.05.47                  6 546  000.00        5 031  419.25
                                                          0.09
    USD   TURKEY,    REPUBLIC    OF 6.35000%    19-10.08.24                  3 572  000.00        3 587  181.00
                                                          0.07
    USD   TURKEY,    REPUBLIC    OF 5.60000%    19-14.11.24                  10 125  000.00        9 968  695.32
                                                          0.18
    USD   TURKEY,    REPUBLIC    OF 4.25000%    20-13.03.25                  1 693  000.00        1 589  621.20
                                                          0.03
    USD   TURKEY,    REPUBLIC    OF 5.25000%    20-13.03.30                  4 680  000.00        3 994  965.00
                                                          0.07
    USD   TURKEY,    REPUBLIC    OF 5.95000%    20-15.01.31                  14 381  000.00        12 644  494.25
                                                          0.23
    USD   TURKEY,    REPUBLIC    OF 6.50000%    21-20.09.33                  2 522  000.00        2 240  324.12
                                                          0.04
    USD   TURKIYE    GARANTI    BANKASI    AS-REG-S    5.87500%    17-16.03.23            1 869  000.00        1 899  721.68
                                                          0.03
    USD   TURKIYE    IS BANKASI-REG-S      6.12500%    17-25.04.24                1 791  000.00        1 785  268.80
                                                          0.03
    USD   TURKIYE    VAKIFLAR    BANKASI    TAO-REG-S     6.50000%    20-08.01.26           1 443  000.00        1 406  925.00
                                                          0.03
    USD   TURKIYE    VAKIFLAR    BANKASI    TAO-REG-S     5.50000%    21-01.10.26            500  000.00         463  750.00
                                                          0.01
    USD   UKRAINE,    GOVERNMENT     OF-REG-S    7.75000%    15-01.09.22              5 010  000.00        4 842  165.00
                                                          0.09
    USD   UKRAINE,    GOVERNMENT     OF-REG-S    7.75000%    15-01.09.23              5 479  000.00        5 034  858.56
                                                          0.09
    USD   UKRAINE,    GOVERNMENT     OF-REG-S    7.75000%    15-01.09.24              6 735  000.00        6 008  040.95
                                                          0.11
    USD   UKRAINE,    GOVERNMENT     OF-REG-S    7.75000%    15-01.09.25              11 809  000.00        10 391  920.00
                                                          0.19
    USD   UKRAINE,    GOVERNMENT     OF-REG-S    7.75000%    15-01.09.26              13 669  000.00        11 950  123.25
                                                          0.22
    USD   UKRAINE,    GOVERNMENT     OF-REG-S    7.75000%    15-01.09.27              6 033  000.00        5 272  842.00
                                                          0.10
    USD   UKRAINE,    GOVERNMENT     OF-REG-S    7.37500%    17-25.09.32              12 606  000.00        10 639  464.00
                                                          0.19
    USD   UKRAINE,    GOVERNMENT     OF-REG-S    8.99400%    18-01.02.24              2 029  000.00        1 876  825.00
                                                          0.03
    USD   UKRAINE,    GOVERNMENT     OF-REG-S    9.75000%    18-01.11.28              2 904  000.00        2 737  020.00
                                                          0.05
    USD   UKRAINE,    GOVERNMENT     OF-REG-S    6.87600%    21-21.05.29              5 729  000.00        4 800  902.00
                                                          0.09
    USD   UKRAINE,    GOVERNMENT     OF-REG-S    7.25300%    20-15.03.33              10 701  000.00        8 988  840.00
                                                          0.16
    USD   ULKER   BISKUVI    SANAYI-REG-S      6.95000%    20-30.10.25                441  000.00         419  446.12
                                                          0.01
    USD   ULTRAPAR    INTERNATIONAL      SA-REG-S    5.25000%    19-06.06.29             1 889  000.00        1 918  279.50
                                                          0.03
    USD   UNIFIN   FINANCIERA     SA DE CV-REG-S    7.37500%    18-12.02.26            1 060  000.00         629  573.75
                                                          0.01
    USD   UNIFIN   FINANCIERA     SA DE CV-REG-S    8.37500%    19-27.01.28             580  000.00         346  550.00
                                                          0.01
    USD   UNIGEL   LUXEMBOURG     SA-REG-S    8.75000%    19-01.10.26               2 294  000.00        2 434  220.75
                                                          0.04
    USD   UPL  CORP  LTD-REG-S     4.50000%    18-08.03.28                   1 520  000.00        1 562  085.00
                                                          0.03
    USD   URUGUAY,    REPUBLIC    OF 4.12500%    12-20.11.45                   655  000.00         740  682.18
                                                          0.01
    USD   USIMINAS    INTERNATIONAL      SARL-REG-S     5.87500%    19-18.07.26             800  000.00         821  348.00
                                                          0.01
    USD   UZBEKNEFTEGAZ      JSC-REG-S     4.75000%    21-16.11.28                5 965  000.00        5 517  625.00
                                                          0.10
    USD   VALE  OVERSEAS    LTD  3.75000%    20-08.07.30                    666  000.00         672  660.00
                                                          0.01
    USD   VALE  OVERSEAS    LTD  6.87500%    06-21.11.36                   2 619  000.00        3 322  987.20
                                                          0.06
    USD   VEB  FINANCE    PLC-REG-S     LPN  5.94200%    13-21.11.23                2 800  000.00        2 837  275.00
                                                          0.05
    USD   VEDANTA    RESOURCES     PLC-REG-S     7.12500%    13-31.05.23                500  000.00         473  375.00
                                                          0.01
    USD   VEDANTA    RESOURCES     PLC-REG-S     6.37500%    17-30.07.22               3 330  000.00        3 286  918.13
                                                          0.06
    USD   VEDANTA    RESOURCES     PLC-REG-S     6.12500%    17-09.08.24               3 380  000.00        2 903  208.75
                                                          0.05
                   *    *
    USD
        VENEZUELA,     REP.  OF REG-S   DEFAULTED     8.25000%    09-13.10.24          16 419  700.00         944  132.75
                                                          0.02
                   *    *
    USD
        VENEZUELA,     REP.  OF-REG-S    DEFAULTED     7.75000%    09-13.10.19           4 923  700.00         283  112.75
                                                          0.01
    USD   VEON  HOLDINGS    BV-REG-S    4.00000%    19-09.04.25                 9 473  000.00        9 174  316.31
                                                          0.17
    USD   VFU  FUNDING    PLC  VIA  VF UKRAINE-REG-S      6.20000%    20-11.02.25           1 095  000.00        1 012  875.00
                                                          0.02
    USD   VIVO  ENERGY   INVEST   BV-REG-S    5.12500%    20-24.09.27                890  000.00         912  138.75
                                                          0.02
    USD   VM HOLDING    SA-REG-S    5.37500%    17-04.05.27                  4 055  000.00        4 196  925.00
                                                          0.08
    USD   VOLCAN   CIA  MINERA   SAA-REG-S     4.37500%    21-11.02.26               2 867  000.00        2 751  961.63
                                                          0.05
    USD   VOTORANTIM     CIMENTOS    INTL  SA-REG-S    7.25000%    11-05.04.41            1 345  000.00        1 703  358.43
                                                          0.03
    USD   VTR  COMUNICATION      SPA-REG-S     5.12500%    20-15.01.28                709  000.00         696  238.00
                                                          0.01
    USD   VTR  FINANCE    NV-REG-S    6.37500%    20-15.07.28                  2 834  000.00        2 876  510.00
                                                          0.05
    USD   WYNN  MACAU   LTD-REG-S     5.50000%    20-15.01.26                  3 460  000.00        3 246  518.00
                                                          0.06
    USD   WYNN  MACAU   LTD-REG-S     5.62500%    20-26.08.28                   340  000.00         309  825.00
                                                          0.01
    USD   XP INC-REG-S     3.25000%    21-01.07.26                     1 400  000.00        1 318  625.00
                                                          0.02
    USD   YPF  SA-144A    8.50000%    20-23.03.25                      1 106  000.00         832  090.80
                                                          0.02
    添付の注記は当財務書類と不可分のものである。

                                 60/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   YPF  SA-REG-S    6.95000%    17-21.07.27                     5 822  000.00        3 747  184.75

                                                          0.07
    USD   YPF  SA-REG-S    7.00000%    17-15.12.47                     1 712  000.00        1 027  200.00
                                                          0.02
    USD   YPF  SA-REG-S    8.50000%    15-28.07.25                     3 153  000.00        2 382  091.50
                                                          0.04
    USD   YPF  SA-REG-S    8.50000%    19-27.06.29                     1 980  000.00        1 386  000.00
                                                          0.03
    USD   YPF  SA-REG-S    8.50000%    20-23.03.25                     1 577  000.00        1 186  444.12
                                                          0.02
    USD   YPF  SA-REG-S    8.75000%    14-04.04.24                     8 891  000.00        8 048  022.06
                                                          0.15
    USD   YPF  SA-REG-S    STEP-UP    21-12.02.26                      1 408  515.00        1 144  277.59
                                                          0.02
    USD   YUZHOU   GROUP   HOLDINGS    CO LTD-REG-S     7.85000%    20-12.08.26           2 045  000.00         440  697.50
                                                          0.01
    USD   YUZHOU   PROPERTIES     CO LTD-REG-S     8.37500%    19-30.10.24             3 544  000.00         779  680.00
                                                          0.01
                    *    *
    USD
        ZAMBIA,    REPUBLIC    OF-REG-S    DEFAULTED     8.50000%    14-14.04.24          2 335  000.00        1 762  925.00
                                                          0.03
                    *    *
    USD
        ZAMBIA,    REPUBLIC    OF-REG-S    DEFAULTED     8.97000%    15-30.07.27          13 321  000.00        9 835  060.82
                                                          0.18
    USD   ZHENRO   PROPERTIES     GROUP   LTD-REG-S     7.87500%    20-14.04.24            1 883  000.00         866  180.00
                                                          0.02
    USD   ZHONGAN    ONLINE   P&C  INSUR   CO LTD-REG-S     3.12500%    20-16.07.25          1 000  000.00         960  000.00
                                                          0.02
    USD   ZORLU   YENILENEBILIR      ENERJI   AS-REG-S    9.00000%    21-01.06.26           3 135  000.00        2 823  067.50
                                                          0.05
    米ドル合計                                            2 775  650  806.79
                                                         50.70
    ノート、固定利付債合計                                            2 944  215  181.38

                                                         53.78
    ノート、ゼロ・クーポン

    USD

    USD   BIOCEANICO     SOVEREIGN     CERTIFICATE-REG-S        0.00000%    19-05.06.34          9 700  000.00        6 923  080.30
                                                          0.13
    USD   ECUADOR,    REPUBLIC    OF-REG-S    0.00000%    20-31.07.30               4 326  423.00        2 527  712.64
                                                          0.04
    USD   RUTAS   2 AND  7 FINANCE    LTD-REG-S     0.00000%    19-30.09.36             5 320  000.00        3 918  180.00
                                                          0.07
    USD   SPRC  EM SPC  PANAMA   METRO   LINE2   SP-REG-S    0.00000%    17-05.12.22         7 558  000.00         923  486.31
                                                          0.02
    米ドル合計                                             14 292  459.25
                                                          0.26
    ノート、ゼロ・クーポン合計                                             14 292  459.25

                                                          0.26
    ノート、変動利付債

    USD

    USD   ABSA  GROUP   LTD-REG-S-SUB      6.375%/VAR     21-PRP               4 518  000.00        4 518  000.00
                                                          0.08
    USD   ACCESS   BANK  PLC-SUB-REG-S      9.125%/VAR     21-PRP                310  000.00         300  700.00
                                                          0.01
    USD   AES  GENER   SA-REG-S-SUB      7.125%/VAR     19-26.03.79                1 737  000.00        1 747  943.10
                                                          0.03
    USD   ALFA  BD ISS  OJSC  ALFA  BK-REG-S-SUB      5.950%/VAR     19-15.04.30           6 060  000.00        5 772  150.00
                                                          0.11
    USD   BANCO   DE CREDITO    DEL  PERU-REG-S-SUB       3.125%/VAR     20-01.07.30          3 330  000.00        3 258  821.25
                                                          0.06
    USD   BANCO   DE CREDITO    DEL  PERU-REG-S-SUB       3.250%/VAR     21-30.09.31          1 155  000.00        1 126  341.56
                                                          0.02
    USD   BANCO   DO BRASIL   CAYMAN-REG-S-SUB        6.250%/VAR     13-PRP           13 160  000.00        12 987  275.00
                                                          0.24
    USD   BANCO   DO BRASIL   CAYMAN-REG-S-SUB        9.000%/VAR     14-PRP           1 367  000.00        1 457  563.75
                                                          0.03
    USD   BANCO   DO ESTADO   DO RIO  G-REG-S-SUB     5.37500%/VAR      21-28.01.31           853  000.00         795  422.50
                                                          0.01
    USD   BANCO   MER  DEL  NORTE   SA/GRAND    CY-REG-S-SUB      7.625%/VAR     17-PRP       3 170  000.00        3 226  013.90
                                                          0.06
    USD   BANCO   MERCANTIL     DEL  NORTE-REG-S-SUB       5.750%/VAR     16-04.10.31          3 410  000.00        3 508  676.88
                                                          0.06
    USD   BANCO   MERCANTIL     DEL  NORTE   SA-REG-S-SUB      8.375%/VAR     20-PRP          987  000.00        1 080  641.63
                                                          0.02
    USD   BANCO   NACIONAL    DE COM-REG-S-SUB      2.720%/VAR     21-11.08.31            1 680  000.00        1 663  200.00
                                                          0.03
    USD   BANCO   SANTANDER     SA-REG-S-SUB      5.950%/VAR     18-01.10.28             2 660  000.00        2 765  655.20
                                                          0.05
    USD   BANGKOK    BANK  -REG-S-SUB     3.466%/VAR     21-23.09.36                4 680  000.00        4 540  208.40
                                                          0.08
    USD   BANK  HAPOALIM    BM-144A-REG-S-SUB        3.255%/VAR     21-21.01.32            1 600  000.00        1 560  000.00
                                                          0.03
    USD   BANK  LEUMI   ISRAEL   BM-144A-REG-S-SUB        3.275%/VAR     20-29.01.31          12 871  000.00        12 653  801.86
                                                          0.23
    USD   BBVA  BANCOMER    SA/TEXAS-REG-S-SUB         5.125%/VAR     18-18.01.33           14 089  000.00        14 160  713.01
                                                          0.26
    USD   BBVA  BANCOMER    SA/TEXAS-REG-S-SUB         5.875%/VAR     19-13.09.34           1 778  000.00        1 889  125.00
                                                          0.03
    USD   BLOSSOM    JOY  LTD-REG-S-SUB      3.100%/VAR     20-PRP                568  000.00         573  290.86
                                                          0.01
    USD   BRASKEM    NETHERLANDS     FINANCE-REG-S-SUB        8.500%/VAR     20-23.01.81         4 727  000.00        5 402  961.00
                                                          0.10
    USD   BURGAN   BANK  SAK-REG-S-SUB      2.750%/VAR     20-15.12.31               2 104  000.00        1 885  710.00
                                                          0.03
    USD   CEMEX   SAB  DE CV-REG-S-SUB      5.125%/VAR     21-PRP               6 183  000.00        6 192  336.33
                                                          0.11
    USD   CHINA   DEV  BANK  FIN  LEASING-REG-S-SUB        2.875%/VAR     20-28.09.30          1 800  000.00        1 806  525.00
                                                          0.03
    USD   CHINA   HUADIAN    OVERSEAS    DEVP  MANG-REG-S     4.000%/VAR     19-PRP          222  000.00         230  869.45
                                                          0.00
    USD   CK HUTCHISON     CAPITAL    SEC  17 LTD-REG-S-SUB      4.000%/VAR     17-PRP       8 513  000.00        8 554  500.87
                                                          0.16
    添付の注記は当財務書類と不可分のものである。

                                 61/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   COMMERCIAL     BK PS-REG-S-SUB      4.500%/VAR     21-PRP              1 400  000.00        1 407  000.00

                                                          0.03
    USD   CORP  FINANCIERA     DE DESARROL-REG-S-SUB         5.250%/VAR     14-15.07.29          880  000.00         910  800.00
                                                          0.02
    USD   CREDIT   BK MOSCOW/CBOM     FIN-REG-S-SUB      7.500%/VAR     17-05.10.27          8 470  000.00        7 516  066.25
                                                          0.14
    USD   CREDIT   BK MOSCOW/CBOM     FIN-REG-S-SUB      8.875%/VAR     17-PRP          3 300  000.00        2 901  525.00
                                                          0.05
    USD   CREDIT   BK MOSCOW/CBOM     FINANCE-REG-S-SUB        7.625%/VAR     21-PRP        2 300  000.00        1 771  000.00
                                                          0.03
    USD   DP WORLD   SALAAM-REG-S-SUB        6.000%/VAR     20-PRP              10 681  000.00        11 432  007.81
                                                          0.21
    USD   EMIRATES    NBD  BANK  PJSC-REG-S-SUB       4.250%/VAR     21-PRP           1 400  000.00        1 410  500.00
                                                          0.03
    USD   GAZPROM    PJSC  VIA  GAZ  FIN  PLC-REG-S-SUB      4.598%/VAR     20-PRP         3 633  000.00        3 451  350.00
                                                          0.06
    USD   GRUPO   BIMBO   SA DE CV-REG-S-SUB      5.950%/VAR     18-PRP            2 750  000.00        2 823  562.50
                                                          0.05
    USD   HANWHA   LIFE  INSURANCE     CO LT-REG-S-SUB      3.379%/VAR     22-04.02.32         7 519  000.00        7 541  857.76
                                                          0.14
    USD   HUARONG    FINANCE    2017  CO-REG-S    3M LIBOR+185BP     17-27.04.22           1 270  000.00        1 265  555.00
                                                          0.02
    USD   ITAU  UNIBANCO    HOLDING    SA-REG-S-SUB      4.500%/VAR     19-21.11.29           1 500  000.00        1 478  718.75
                                                          0.03
    USD   MINMETALS     BOUNTEOUS     FIN  BVI  LTD-REG-S     3.375%/VAR     20-PRP         2 278  000.00        2 329  198.50
                                                          0.04
    USD   NANYANG    COMMERCIAL     BANK  LTD-REG-S-SUB      3.800%/VAR     19-20.11.29         6 190  000.00        6 303  277.00
                                                          0.12
    USD   NBK  SPC  LTD-REG-S     1.625%/VAR     21-15.09.27                   972  000.00         929  475.00
                                                          0.02
    USD   NBK  TIER  2 LTD-REG-S-SUB      2.500%/VAR     20-24.11.30               1 870  000.00        1 843  469.38
                                                          0.03
    USD   OVERSEA-CHINESE       BKNG-REG-S-SUB       1.832%/VAR     20-10.09.30             291  000.00         284  644.56
                                                          0.01
    USD   PETROLEOS     MEXICANOS     3M LIBOR+365BP     18-11.03.22                1 137  000.00        1 135  294.50
                                                          0.02
    USD   TINKOFF    BK JSC  VIA  TCS  FIN-144A-REG-S-SUB         6.000%/VAR     21-PRP       4 646  000.00        4 227  860.00
                                                          0.08
    USD   TURKIYE    GARANTI    BANK  AS-REG-S-SUB      6.125%/VAR     17-24.05.27           1 820  000.00        1 805  553.75
                                                          0.03
    USD   YAPI  VE KREDI   BANKASI    AS-REG-S-SUB      7.875%/VAR     21-22.01.31           3 531  000.00        3 478  035.00
                                                          0.06
    米ドル合計                                             169  905  197.31
                                                          3.10
    ノート、変動利付債合計                                             169  905  197.31

                                                          3.10
    中期債券、固定利付債

    EUR

    EUR   EGYPT,   REPUBLIC    OF-REG-S    5.62500%    18-16.04.30                9 536  000.00        9 273  450.08
                                                          0.17
    EUR   EGYPT,   REPUBLIC    OF-REG-S    4.75000%    18-16.04.26                2 650  000.00        2 803  550.93
                                                          0.05
    EUR   EGYPT,   REPUBLIC    OF-REG-S    4.75000%    19-11.04.25                2 272  000.00        2 470  504.64
                                                          0.05
    EUR   EGYPT,   REPUBLIC    OF-REG-S    6.37500%    19-11.04.31                2 407  000.00        2 360  966.13
                                                          0.04
    EUR   INDONESIA,     REPUBLIC    OF-REG-S    3.75000%    16-14.06.28              5 071  000.00        6 465  511.70
                                                          0.12
    EUR   KAZAKHSTAN,     REPUBLIC    OF-REG-S    2.37500%    18-09.11.28              1 006  000.00        1 185  803.89
                                                          0.02
    EUR   NE PROPERTY    BV-REG-S    1.87500%    19-09.10.26                  3 060  000.00        3 459  845.99
                                                          0.06
    EUR   NE PROPERTY    BV-REG-S    2.00000%    22-20.01.30                   650  000.00         709  807.84
                                                          0.01
    EUR   PETROLEOS     MEXICANOS-REG-S       5.12500%    16-15.03.23                3 520  000.00        4 099  810.88
                                                          0.08
    EUR   PHILIPPINES,      REPUBLIC    OF THE  0.87500%    19-17.05.27              5 080  000.00        5 723  153.40
                                                          0.11
    EUR   ROMANIA-REG-S      1.37500%    20-02.12.29                     2 195  000.00        2 254  520.17
                                                          0.04
    EUR   ROMANIA-REG-S      1.75000%    21-13.07.30                     2 700  000.00        2 754  297.00
                                                          0.05
    EUR   ROMANIA-REG-S      2.00000%    20-28.01.32                     2 168  000.00        2 153  878.20
                                                          0.04
    EUR   ROMANIA-REG-S      2.12400%    19-16.07.31                      220  000.00         225  349.03
                                                          0.00
    EUR   ROMANIA-REG-S      2.50000%    18-08.02.30                     3 040  000.00        3 305  604.80
                                                          0.06
    EUR   ROMANIA-REG-S      2.75000%    21-14.04.41                     2 435  000.00        2 282  657.27
                                                          0.04
    EUR   ROMANIA-REG-S      2.87500%    18-11.03.29                     2 940  000.00        3 390  492.53
                                                          0.06
    EUR   ROMANIA-REG-S      2.87500%    21-13.04.42                     2 106  000.00        1 983  093.84
                                                          0.04
    EUR   ROMANIA-REG-S      3.37500%    20-28.01.50                     13 636  000.00        13 298  781.72
                                                          0.24
    EUR   ROMANIA-REG-S      4.62500%    19-03.04.49                     6 548  000.00        7 707  323.40
                                                          0.14
    EUR   ROMANIAN    GOVERNMENT     INTERNATIONAL-REG-S         2.00000%    21-14.04.33         10 730  000.00        10 404  505.45
                                                          0.19
    EUR   SERBIA   INTERNATIONAL      BOND-REG-S     1.00000%    21-23.09.28             3 020  000.00        3 169  599.47
                                                          0.06
    EUR   SERBIA   INTERNATIONAL      BOND-REG-S     2.05000%    21-23.09.36             2 001  000.00        1 968  338.68
                                                          0.04
    ユーロ合計                                             93 450  847.04
                                                          1.71
    USD

    USD   ABQ  FINANCE    LTD-REG-S     3.12500%    19-24.09.24                 3 023  000.00        3 094  796.25
                                                          0.06
    USD   ABU  DHABI   GOVERNMENT     INTERNAT-REG-S       3.00000%    21-15.09.51           5 130  000.00        4 873  500.00
                                                          0.09
    USD   ABU  DHABI   PORTS   CO PJSC-REG-S     2.50000%    21-06.05.31               701  000.00         678  217.50
                                                          0.01
    USD   ABU  DHABI,   EMIRATE    OF-REG-S    3.87500%    20-16.04.50               2 067  000.00        2 291  786.25
                                                          0.04
    添付の注記は当財務書類と不可分のものである。

                                 62/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   ADCB  FINANCE    CAYMAN   LTD-REG-S-SUB      4.50000%    13-06.03.23             360  000.00         370  642.50

                                                          0.01
    USD   AFRICA   FINANCE    CORP-REG-S     4.37500%    19-17.04.26                3 288  000.00        3 510  597.60
                                                          0.06
    USD   AFRICAN    EXPORT-IMPORT      BANK-REG-S     4.12500%    17-20.06.24            1 924  000.00        1 997  920.08
                                                          0.04
    USD   AFRICAN    EXPORT-IMPORT      BANK/THE-REG-S       3.99400%    19-21.09.29           1 062  000.00        1 078  184.88
                                                          0.02
    USD   ALDAR   SUKUK   NO 2 LTD-REG-S     3.87500%    19-22.10.29               2 395  000.00        2 494  242.81
                                                          0.05
    USD   ANGOLAN    GOVT  INTERNATIONAL      BOND-REG-S     8.00000%    19-26.11.29          11 045  000.00        10 936  620.92
                                                          0.20
    USD   ANGOLAN    GOVT  INTERNATIONAL      BOND-REG-S     9.12500%    19-26.11.49          10 943  000.00        10 415  000.25
                                                          0.19
    USD   ARAB  REPUBLIC    OF EGYPT-REG-S     5.87500%    21-16.02.31              14 308  000.00        12 054  490.00
                                                          0.22
    USD   ARGENTINA,     REPUBLIC    OF 6.62500%    17-06.07.28                             100  762.31
                                           0.00               0.00
    USD   AXIATA   SPV5  LABUAN   LTD-REG-S     3.06400%    20-19.08.50              1 230  000.00        1 127  218.13
                                                          0.02
    USD   AZURE   POWER   SOLAR   ENERGY   PVT  LTD-REG-S     5.65000%    19-24.12.24           925  000.00         957  548.44
                                                          0.02
    USD   BAHRAIN    GVT  INTERNATIONAL      BOND-REG-S     5.25000%    21-25.01.33           1 780  000.00        1 615  350.00
                                                          0.03
    USD   BAHRAIN    GVT  INTERNATIONAL      BOND-REG-S     5.62500%    21-18.05.34          12 950  000.00        11 800  687.50
                                                          0.22
    USD   BAHRAIN,    KINGDOM    OF-REG-S    4.25000%    21-25.01.28                760  000.00         727  700.00
                                                          0.01
    USD   BANCO   DE CREDITO    E INVERSIONES     SA-REG-S    2.87500%    21-14.10.31         1 245  000.00        1 201  425.00
                                                          0.02
    USD   BANCO   DO BRASIL   SA/CAYMAN-REG-S       4.75000%    19-20.03.24             5 460  000.00        5 669  186.25
                                                          0.10
    USD   BANK  MANDIRI    PERSERO    TBK  PT-REG-S    3.75000%    19-11.04.24            1 409  000.00        1 446  690.75
                                                          0.03
    USD   BANK  MANDIRI    PERSERO    TBK  PT-REG-S    4.75000%    20-13.05.25            1 656  000.00        1 769  125.50
                                                          0.03
    USD   BANK  MUSCAT   SAOG-REG-S     4.75000%    21-17.03.26                 1 416  000.00        1 456  710.00
                                                          0.03
    USD   BANK  NEGARA   INDONESIA     PERSERO-REG-S-SUB        3.75000%    21-30.03.26          936  000.00         931  610.16
                                                          0.02
    USD   BANK  OF CHINA   LTD-REG-S-SUB      5.00000%    14-13.11.24               1 286  000.00        1 384  132.21
                                                          0.03
    USD   BOC  AVIATION    LTD-144A    3.25000%    20-29.04.25                  650  000.00         667  387.50
                                                          0.01
    USD   BOC  AVIATION    LTD-REG-S     3.50000%    17-18.09.27                  391  000.00         404  562.82
                                                          0.01
    USD   BOC  AVIATION    LTD-REG-S     3.00000%    19-11.09.29                 2 774  000.00        2 756  912.64
                                                          0.05
    USD   BOC  AVIATION    USA  CORP-REG-S     1.62500%    21-29.04.24               4 060  000.00        4 014  909.72
                                                          0.07
    USD   CATHAY   PACIFIC    MTN  FINANCING     HK LT-REG-S    4.87500%    21-17.0.26          300  000.00         284  679.83
                                                          0.01
    USD   CBQ  FINANCE    LTD-REG-S     2.00000%    21-12.05.26                 1 043  000.00        1 019  532.50
                                                          0.02
    USD   CDBL  FUNDING    2-REG-S    2.00000%    21-04.03.26                  3 031  000.00        2 956  164.61
                                                          0.05
    USD   CHINA   CINDA   2020  I MANAGEMENT-REG-S        2.50000%    21-20.01.28            660  000.00         628  155.00
                                                          0.01
    USD   CHINA   CINDA   FINANCE    2017  I LTD-REG-S     4.75000%    18-08.02.28           320  000.00         343  260.00
                                                          0.01
    USD   CHINA   RESOURCES     LAND  LTD-REG-S     4.12500%    19-26.02.29              829  000.00         879  931.69
                                                          0.02
    USD   CMB  INTERNATIONAL      LEASING    MGT  LTD-REG-S     1.87500%    20-12.08.25          760  000.00         741  617.50
                                                          0.01
    USD   CMB  INTERNATIONAL      LEASING    MGT  LTD-REG-S     2.75000%    20-12.08.30          459  000.00         437  857.31
                                                          0.01
    USD   DIB  SUKUK   LTD-REG-S     1.95900%    21-22.06.26                   934  000.00         912  985.00
                                                          0.02
    USD   DOHA  FINANCE    LTD-REG-S     2.37500%    21-31.03.26                  875  000.00         860  781.25
                                                          0.02
    USD   DP WORLD   CRESCENT    LTD-REG-S     4.84800%    18-26.09.28               1 060  000.00        1 159  375.00
                                                          0.02
    USD   DP WORLD   CRESCENT    LTD-REG-S     3.87500%    19-18.07.29               3 059  000.00        3 175  242.00
                                                          0.06
    USD   DP WORLD   CRESCENT    LTD-REG-S     3.75000%    19-30.01.30                591  000.00         607  252.50
                                                          0.01
    USD   DP WORLD   PLC-144A    6.85000%    07-02.07.37                    330  000.00         412  046.25
                                                          0.01
    USD   DP WORLD   PLC-REG-S     5.62500%    18-25.09.48                   1 320  000.00        1 532  850.00
                                                          0.03
    USD   DP WORLD   PLC-REG-S     6.85000%    07-02.07.37                   1 450  000.00        1 810  506.25
                                                          0.03
    USD   DUBAI,   GOVERNMENT     OF-REG-S    3.90000%    20-09.09.50               9 162  000.00        8 390  674.13
                                                          0.15
    USD   EASTERN    AND  SOUTHERN    AFRICAN    TRAD-REG-S     4.87500%    19-23.05.24         1 883  000.00        1 918  777.00
                                                          0.04
    USD   EASTERN    AND  SOUTHERN    AFRICAN    TRAD-REG-S     4.12500%    21-30.06.28         4 622  000.00        4 528  635.60
                                                          0.08
    USD   EGYPT   GOVERNMENT     INTRNTINL     BD-144A    7.50000%    21-16.02.61           2 390  000.00        1 849  262.50
                                                          0.03
    USD   EGYPT,   REPUBLIC    OF-REG-S    5.87500%    15-11.06.25                 400  000.00         404  000.00
                                                          0.01
    USD   EGYPT,   REPUBLIC    OF-REG-S    8.50000%    17-31.01.47                10 223  000.00        8 536  205.00
                                                          0.16
    USD   EGYPT,   REPUBLIC    OF-REG-S    7.50000%    17-31.01.27                5 000  000.00        5 037  500.00
                                                          0.09
    USD   EGYPT,   REPUBLIC    OF-REG-S    7.60030%    19-01.03.29                3 167  000.00        3 060  113.75
                                                          0.06
    USD   EGYPT,   REPUBLIC    OF-REG-S    8.70020%    19-01.03.49                4 811  000.00        4 059  281.25
                                                          0.07
    USD   EGYPT,   REPUBLIC    OF-REG-S    7.05290%    19-15.01.32                6 140  000.00        5 380  175.00
                                                          0.10
    USD   EGYPT,   REPUBLIC    OF-REG-S    8.15000%    19-20.11.59                9 538  000.00        7 666  167.50
                                                          0.14
    USD   EGYPT,   REPUBLIC    OF-REG-S    3.87500%    21-16.02.26                3 700  000.00        3 367  000.00
                                                          0.06
    USD   EGYPT,   REPUBLIC    OF-REG-S    7.50000%    21-16.02.61                3 032  000.00        2 346  010.00
                                                          0.04
    USD   EGYPT,   REPUBLIC    OF-REG-S    7.30000%    21-30.09.33                1 826  000.00        1 590  902.50
                                                          0.03
    USD   EGYPT,   REPUBLIC    OF-REG-S    8.75000%    21-30.09.51                 801  000.00         675  843.75
                                                          0.01
    USD   EMAAR   SUKUK   LTD-REG-S     3.87500%    19-17.09.29                  798  000.00         815  107.12
                                                          0.02
    USD   EMIRATES    DEVELOPMENT     BANK  PJSC-REG-S     3.51600%    19-06.03.24           800  000.00         826  000.00
                                                          0.02
    添付の注記は当財務書類と不可分のものである。

                                 63/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   EMIRATES    NBD  BANK  PJSC-REG-S     2.62500%    20-18.02.25               565  000.00         575  593.75

                                                          0.01
    USD   EQUATE   PETROCHEMICAL      BV-REG-S    4.25000%    16-03.11.26              2 588  000.00        2 754  279.00
                                                          0.05
    USD   EQUATE   PETROCHEMICAL      BV-REG-S    2.62500%    21-28.04.28               389  000.00         378  788.75
                                                          0.01
    USD   ESKOM   HOLDINGS    SOC  LTD-REG-S     8.45000%    18-10.08.28               522  000.00         541  346.63
                                                          0.01
    USD   ESKOM   HOLDINGS    SOC  LTD-REG-S     6.35000%    18-10.08.28              3 360  000.00        3 515  400.00
                                                          0.06
    USD   EXPORT-IMPORT      BANK  OF INDIA-REG-S     2.25000%    21-13.01.31             638  000.00         577  217.74
                                                          0.01
    USD   EXPORT-IMPORT      BANK  OF INDIA-REG-S     4.00000%    13-14.01.23             551  000.00         561  606.75
                                                          0.01
    USD   FINANCE    DEPRTMENT     GOVT  OF SHARJAH-REG-S      4.00000%    20-28.07.50         5 570  000.00        4 704  213.12
                                                          0.09
    USD   FINANCE    DEPRTMENT     GOVT  OF SHARJAH-REG-S      3.62500%    21-10.03.33          910  000.00         853  125.00
                                                          0.02
    USD   GC TREASURY    CENTER   CO LTD-REG-S     2.98000%    21-18.03.31             3 601  000.00        3 542  033.63
                                                          0.06
    USD   GC TREASURY    CENTER   CO LTD-REG-S     4.30000%    21-18.03.51             1 830  000.00        1 924  007.10
                                                          0.04
    USD   GEMDALE    EVER  PROSPERITY     INVESTMENT-REG-S        4.95000%    21-08.24          748  000.00         735  751.50
                                                          0.01
    USD   GLP  CHINA   HOLDINGS    LTD-REG-S     2.95000%    21-29.03.26              1 136  000.00        1 104  135.20
                                                          0.02
    USD   GOL  FINANCE    SA-REG-S    8.00000%    20-30.06.26                   925  000.00         852  165.50
                                                          0.02
    USD   GOODMAN    HK FINANCE-REG-S      3.00000%    20-22.07.30                 825  000.00         825  899.66
                                                          0.02
    USD   GREENKO    POWER   II LTD-REG-S     4.30000%    21-13.12.28               5 508  000.00        5 389  578.00
                                                          0.10
    USD   GULF  INTERNATIONAL      BANK  BSC-REG-S     2.37500%    20-23.09.25            1 383  000.00        1 370  898.75
                                                          0.03
    USD   HLP  FINANCE    LTD-REG-S     4.75000%    12-25.06.22                  500  000.00         505  010.00
                                                          0.01
    USD   HONGKONG    ELECTRIC    FINANCE    LTD-REG-S     2.25000%    20-09.06.30           1 330  000.00        1 287  716.09
                                                          0.02
    USD   HONGKONG    ELECTRIC    FINANCE    LTD-REG-S     1.87500%    20-27.08.30            806  000.00         755  350.96
                                                          0.01
    USD   HPCL  MITTAL   ENERGY   LTD-REG-S     5.45000%    19-22.10.26              2 844  000.00        2 886  660.00
                                                          0.05
    USD   HUARONG    FINANCE    2017  CO-REG-S    4.25000%    17-07.11.27               770  000.00         760  375.00
                                                          0.01
    USD   HUARONG    FINANCE    II CO LTD-REG-S     5.50000%    15-16.01.25             5 600  000.00        5 782  000.00
                                                          0.11
    USD   HUARONG    FINANCE    II CO LTD-REG-S     5.00000%    15-19.11.25             2 410  000.00        2 464  225.00
                                                          0.05
    USD   HUARONG    FINANCE    II CO LTD-REG-S     4.87500%    16-22.11.26             1 720  000.00        1 745  800.00
                                                          0.03
    USD   HUARONG    FINANCE-REG-S      3.75000%    19-29.05.24                 1 250  000.00        1 240  625.00
                                                          0.02
    USD   HUARONG    FINANCE-REG-S      4.50000%    19-29.05.29                  801  000.00         793  150.20
                                                          0.01
    USD   HUARONG    FINANCE-REG-S      3.25000%    19-13.11.24                  320  000.00         312  400.00
                                                          0.01
    USD   HUARONG    FINANCE-REG-S      3.87500%    19-13.11.29                 2 340  000.00        2 234  700.00
                                                          0.04
    USD   HUARONG    FINANCE-REG-S      3.37500%    20-24.02.30                  910  000.00         834  925.00
                                                          0.02
    USD   HUARONG    FINANCE-REG-S      2.12500%    20-30.09.23                  723  000.00         703  262.10
                                                          0.01
    USD   HUARONG    FINANCE-REG-S      3.62500%    20-30.09.30                 1 330  000.00        1 233  575.00
                                                          0.02
    USD   HUTAMA   KARYA   PERSERO    PT-REG-S    3.75000%    20-11.05.30              3 664  000.00        3 774  607.00
                                                          0.07
    USD   HYUNDAI    CAPITAL    SERVICES    INC-REG-S     1.25000%    21-08.02.26           1 259  000.00        1 208  100.03
                                                          0.02
    USD   ICD  SUKUK   CO LTD-REG-S     5.00000%    17-01.02.27                 3 315  000.00        3 542  906.25
                                                          0.06
    USD   INDIAN   RAILWAY    FINANCE    CORP  LTD-REG-S     3.24900%    20-13.02.30          2 100  000.00        2 073  907.50
                                                          0.04
    USD   INDIAN   RAILWAY    FINANCE    CORP  LTD-REG-S     3.95000%    20-13.02.50          1 160  000.00        1 066  692.50
                                                          0.02
    USD   INDIAN   RAILWAY    FINANCE    CORP  LTD-REG-S     3.57000%    22-21.01.32          2 453  000.00        2 446  560.87
                                                          0.04
    USD   INDONESIA,     REPUBLIC    OF-REG-S    6.75000%    14-15.01.44              2 570  000.00        3 579  521.70
                                                          0.07
    USD   INDONESIA,     REPUBLIC    OF-REG-S    5.12500%    15-15.01.45              1 463  000.00        1 697  533.53
                                                          0.03
    USD   INDONESIA,     REPUBLIC    OF 5.95000%    15-08.01.46                  575  000.00         743  115.63
                                                          0.01
    USD   INDONESIA,     REPUBLIC    OF-REG-S    4.75000%    17-18.07.47               533  000.00         596  227.12
                                                          0.01
    USD   IOI  INVESTMENT     L BHD-REG-S     3.37500%    21-02.11.31               2 460  000.00        2 377  841.41
                                                          0.04
    USD   ISRAEL   ELECTRIC    CORP  LTD-144A-REG-S       4.25000%    18-14.08.28           14 585  000.00        15 798  617.85
                                                          0.29
    USD   KAZAKHSTAN,     REPUBLIC    OF-REG-S    6.50000%    15-21.07.45              1 600  000.00        2 132  000.00
                                                          0.04
    USD   KINGDOM    OF SAUDI   ARABIA-REG-S      2.25000%    21-02.02.33              8 434  000.00        8 021  661.74
                                                          0.15
    USD   KSA  SUKUK   LTD-REG-S     4.30300%    18-19.01.29                  6 090  000.00        6 751  678.50
                                                          0.12
    USD   KSA  SUKUK   LTD-REG-S     2.96900%    19-29.10.29                  10 820  000.00        11 074  919.20
                                                          0.20
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     8.25000%    06-12.04.21          6 777  000.00         728  527.50
                                                          0.01
                 *    *
    USD
        LEBANON,    REPUBLIC    OF  DEFAULT    6.37500%    10-09.03.20             27 177  000.00        2 887  556.25
                                                          0.05
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     6.10000%    10-04.10.22          4 222  000.00         448  587.50
                                                          0.01
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     6.60000%    11-27.11.26          6 760  000.00         701  350.00
                                                          0.01
                 *    *
    USD
        LEBANON,    REPUBLIC    OF  DEFAULTED     6.15000%    13-19.06.20             9 027  000.00         959  118.75
                                                          0.02
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     5.80000%    14-14.04.20          2 179  000.00         231  518.75
                                                          0.00
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     7.00000%    17-20.03.28           270  000.00         25 987.50
                                                          0.00
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     7.15000%    17-20.11.31           180  000.00         17 100.00
                                                          0.00
    USD   LENOVO   GROUP   LTD-REG-S     5.87500%    20-24.04.25                  500  000.00         541  370.00
                                                          0.01
    USD   MDGH  - GMTN  BV-REG-S    2.87500%    19-07.11.29                  5 110  000.00        5 154  712.50
                                                          0.09
                                 64/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
    添付の注記は当財務書類と不可分のものである。
                                 65/151




















                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   MDGH  - GMTN  BV-REG-S    3.70000%    19-07.11.49                  3 770  000.00        3 911  375.00

                                                          0.07
    USD   MDGH  - GMTN  BV-REG-S    3.95000%    20-21.05.50                  1 230  000.00        1 334  550.00
                                                          0.02
    USD   MEGLOBAL    CANADA   INC-REG-S     5.87500%    20-18.05.30                1 905  000.00        2 238  136.88
                                                          0.04
    USD   MEGLOBAL    CANADA   INC-REG-S     5.00000%    20-18.05.25               14 094  000.00        15 109  648.88
                                                          0.28
    USD   METROPOLITAN      BANK  & TRUST   CO-REG-S    2.12500%    20-15.01.26           2 755  000.00        2 734  337.50
                                                          0.05
    USD   MEXICO,    UNITED   STATES   OF 4.75000%    12-08.03.44                 512  000.00         526  336.00
                                                          0.01
    USD   MEXICO,    UNITED   STATES   OF 5.55000%    14-21.01.45                 620  000.00         704  010.00
                                                          0.01
    USD   MEXICO,    UNITED   STATES   OF 3.75000%    21-19.04.71                4 732  000.00        3 932  292.00
                                                          0.07
    USD   MONGOLIA,GOVERNMENT         OF-REG-S    8.75000%    17-09.03.24              6 944  000.00        7 587  622.00
                                                          0.14
    USD   MTR  CORP  LTD-REG-S     1.62500%    20-19.08.30                   1 000  000.00         943  310.25
                                                          0.02
    USD   MUTHOOT    FINANCE    LTD-REG-S     6.12500%    19-31.10.22                1 300  000.00        1 314  056.25
                                                          0.02
    USD   NIGERIA,    FEDERAL    REPUBLIC    OF-REG-S    6.50000%    17-28.11.27           10 403  000.00        10 429  007.50
                                                          0.19
    USD   NIGERIA,    FEDERAL    REPUBLIC    OF-REG-S    7.62500%    17-28.11.47           3 157  000.00        2 762  375.00
                                                          0.05
    USD   NIGERIA,    FEDERAL    REP  OF-REG-S    6.12500%    21-28.09.28              1 100  000.00        1 054  831.25
                                                          0.02
    USD   NIGERIA,    FEDERAL    REP  OF-REG-S    7.37500%    21-28.09.33              3 886  000.00        3 613  494.25
                                                          0.07
    USD   NIGERIA,    FEDERAL    REP  OF-REG-S    8.25000%    21-28.09.51              1 987  000.00        1 813  137.50
                                                          0.03
    USD   NTPC  LTD-REG-S     4.50000%    18-19.03.28                     560  000.00         592  305.00
                                                          0.01
    USD   NWD  MTN  LTD-REG-S     4.50000%    20-19.05.30                    206  000.00         204  898.46
                                                          0.00
    USD   OIL  & NATURAL    GAS  CORP  LTD-REG-S     3.37500%    19-05.12.29             595  000.00         597  156.87
                                                          0.01
    USD   OMAN  GOVT  INTERNATIONAL      BOND-REG-S     4.87500%    19-01.02.25           4 930  000.00        5 071  737.50
                                                          0.09
    USD   OMAN  GOVT  INTERNATIONAL      BOND-REG-S     6.00000%    19-01.08.29           1 123  000.00        1 179  150.00
                                                          0.02
    USD   OVERSEA-CHINESE       BANKING    CORP-REG-S-SUB       4.25000%    14-19.06.24          1 300  000.00        1 364  837.50
                                                          0.03
    USD   PAKISTAN,     ISLAMIC    REPUBLIC    OF-REG-S    6.00000%    21-08.04.26           2 054  000.00        1 977  200.94
                                                          0.04
    USD   PAKISTAN,     ISLAMIC    REPUBLIC    OF-REG-S    7.37500%    21-08.04.31           3 849  000.00        3 599  238.39
                                                          0.07
    USD   PAKISTAN,     ISLAMIC    REPUBLIC    OF-REG-S    8.87500%    21-08.04.51           2 822  000.00        2 624  770.42
                                                          0.05
    USD   PANAMA,    REPUBLIC    OF 9.37500%    99-01.04.29                  7 126  000.00        9 930  081.00
                                                          0.18
    USD   PERTAMINA     PERSERO    PT-REG-S    4.70000%    19-30.07.49               1 300  000.00        1 324  212.50
                                                          0.02
    USD   PERTAMINA     PERSERO    PT-REG-S    4.17500%    20-21.01.50               5 503  000.00        5 328  623.68
                                                          0.10
    USD   PERTAMINA     PERSERO    PT-REG-S    4.15000%    20-25.02.60                240  000.00         220  470.00
                                                          0.00
    USD   PERTAMINA     PT-REG-S    6.45000%    14-30.05.44                    777  000.00         939  587.25
                                                          0.02
    USD   PERTAMINA     PT-REG-S    6.50000%    18-07.11.48                   1 806  000.00        2 248  808.62
                                                          0.04
    USD   PERU  PERS  PT PERSUSAHAAN     LIST  NEG-REG-S     4.00000%    20-30.06.50         5 473  000.00        4 894  230.25
                                                          0.09
    USD   PERUSAHAAN     LISTRIK    NEGARA   PT-REG-S    4.12500%    17-15.05.27           2 500  000.00        2 586  406.25
                                                          0.05
    USD   PERUSAHAAN     LISTRIK    NEGARA   PT-REG-S    5.25000%    17-15.05.47           6 073  000.00        6 277  204.63
                                                          0.11
    USD   PERUSAHAAN     LISTRIK    NEGARA   PT-REG-S    5.45000%    18-21.05.28           1 253  000.00        1 388  324.00
                                                          0.03
    USD   PERUSAHAAN     LISTRIK    NEGARA   PT-REG-S    6.15000%    18-21.05.48           2 621  000.00        2 996  622.07
                                                          0.05
    USD   PERUSAHAAN     LISTRIK    NEGARA   PT-REG-S    4.37500%    19-05.02.50            823  000.00         765  801.50
                                                          0.01
    USD   PERUSAHAAN     PENERBIT    SBSN-REG-S     4.45000%    19-20.02.29             13 380  000.00        14 900  302.50
                                                          0.27
    USD   PETROLEOS     MEXICANOS     4.50000%    16-23.01.26                  2 066  000.00        2 050  505.00
                                                          0.04
    USD   PETROLEOS     MEXICANOS     6.87500%    17-04.08.26                  9 390  000.00        10 061  385.00
                                                          0.18
    USD   PETROLEOS     MEXICANOS     6.75000%    17-21.09.47                  4 097  000.00        3 494  741.00
                                                          0.06
    USD   PETRONAS    CAPITAL    LTD-REG-S     4.50000%    15-18.03.45                900  000.00        1 053  731.25
                                                          0.02
    USD   PETRONAS    CAPITAL    LTD-REG-S     4.55000%    20-21.04.50               4 634  000.00        5 464  644.50
                                                          0.10
    USD   PETRONAS    CAPITAL    LTD-REG-S     4.80000%    20-21.04.60               2 729  000.00        3 390  591.47
                                                          0.06
    USD   PETRONAS    CAPITAL    LTD-REG-S     3.40400%    21-28.04.61                943  000.00         906  340.88
                                                          0.02
    USD   PETRONAS    CAPITAL    LTD-REG-S     2.48000%    21-28.01.32                768  000.00         742  848.00
                                                          0.01
    USD   PHILIPPINE     NATIONAL    BANK-REG-S     3.28000%    19-27.09.24             3 212  000.00        3 250  744.75
                                                          0.06
    USD   PHILIPPINES,      REPUBLIC    OF THE  10.62500%     00-16.03.25               408  000.00         518  714.88
                                                          0.01
    USD   POWER   FINANCE    CORP  LTD-REG-S     6.15000%    18-06.12.28               600  000.00         690  487.50
                                                          0.01
    USD   PROSUS   NV-REG-S    3.06100%    21-13.07.31                    1 535  000.00        1 412  200.00
                                                          0.03
    USD   PTT  TREASURY    CENTER   CO LTD-REG-S     3.70000%    20-16.07.70            3 650  000.00        3 460  200.00
                                                          0.06
    USD   PTTEP   TREASURY    CENTER   CO LTD-REG-S     3.90300%    19-06.12.59            710  000.00         710  830.70
                                                          0.01
    USD   PTTEP   TREASURY    CENTER   CO LTD-REG-S     2.99300%    20-15.01.30           4 090  000.00        4 173  845.00
                                                          0.08
    USD   QNB  FINANCE    LTD-REG-S     3.50000%    19-28.03.24                 4 663  000.00        4 827  079.32
                                                          0.09
    USD   QNB  FINANCE    LTD-REG-S     2.75000%    20-12.02.27                  800  000.00         808  400.00
                                                          0.02
    USD   QNB  FINANCE    LTD-REG-S     2.62500%    20-12.05.25                 3 156  000.00        3 183  615.00
                                                          0.06
    USD   QNB  FINANCE    LTD-REG-S     1.62500%    20-22.09.25                  760  000.00         742  900.00
                                                          0.01
    USD   QTEL  INTERNATIONAL      FINANCE    LTD-REG-S     2.62500%    21-08.04.31           4 235  000.00        4 155  593.75
                                                          0.08
    添付の注記は当財務書類と不可分のものである。

                                 66/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   REC  LTD-REG-S     2.25000%    21-01.09.26                     1 170  000.00        1 119  763.12

                                                          0.02
    USD   REPUBLIC    OF UZBEKISTAN     BOND-REG-S     5.37500%    19-20.02.29            2 475  000.00        2 586  375.00
                                                          0.05
    USD   REPUBLIC    OF UZBEKISTAN     BOND-REG-S     4.75000%    19-20.02.24            5 967  000.00        6 169  878.00
                                                          0.11
    USD   REPUBLIC    OF UZBEKISTAN     BOND-REG-S     3.70000%    20-25.11.30             760  000.00         708  700.00
                                                          0.01
    USD   RIZAL   COMMERCIAL     BANKING    CORP-REG-S     3.00000%    19-11.09.24           1 253  000.00        1 274  379.31
                                                          0.02
    USD   ROMANIA-REG-S      6.12500%    14-22.01.44                      212  000.00         262  880.00
                                                          0.01
    USD   SAUDI   ARABIAN    OIL  CO-REG-S    2.87500%    19-16.04.24               2 895  000.00        2 947  110.00
                                                          0.05
    USD   SAUDI   ARABIAN    OIL  CO-REG-S    3.50000%    19-16.04.29               17 785  000.00        18 567  540.00
                                                          0.34
    USD   SAUDI   ARABIAN    OIL  CO-REG-S    4.25000%    19-16.04.39               12 750  000.00        13 737  487.50
                                                          0.25
    USD   SAUDI   GOVERNMENT     INTERNATIONAL      BD-144A    3.25000%    21-17.11.51          4 760  000.00        4 468  450.00
                                                          0.08
    USD   SAUDI   GOVERNMENT     INTERNATIONAL      BD-REG-S    4.50000%    16-26.10.46          971  000.00        1 091  161.25
                                                          0.02
    USD   SAUDI   GOVERNMENT     INTERNATIONAL-REG-S         4.62500%    17-04.10.47           7 086  000.00        8 095  755.00
                                                          0.15
    USD   SAUDI   GOVERNMENT     INTERNATIONAL      BD-REG-S    5.00000%    18-17.04.49         1 501  000.00        1 819  962.50
                                                          0.03
    USD   SAUDI   GOVERNMENT     INTERNATIONAL      BD-REG-S    2.75000%    20-03.02.32         4 480  000.00        4 487  392.00
                                                          0.08
    USD   SAUDI   GOVERNMENT     INTERNATIONAL      BD-REG-S    3.75000%    20-21.01.55         10 588  000.00        10 733  585.00
                                                          0.20
    USD   SAUDI   GOVERNMENT     INTER-REG-S     4.50000%    20-22.04.60              4 796  000.00        5 605  325.00
                                                          0.10
    USD   SAUDI   GOVERNMENT     INTERNATIONAL      BD-REG-S    3.45000%    21-02.02.61         4 127  000.00        3 925  808.75
                                                          0.07
    USD   SAUDI   GOVERNMENT     INTERNATIONAL      BD-REG-S    3.25000%    21-17.11.51         3 035  000.00        2 849  106.25
                                                          0.05
    USD   SF HOLDING    INVESTMENT     2021  LTD-REG-S     3.12500%    22-17.11.31           2 386  000.00        2 310  861.52
                                                          0.04
    USD   SHARJAH    SUKUK   PROGRAM    LTD-REG-S     4.22600%    18-14.03.28             2 260  000.00        2 374  130.00
                                                          0.04
    USD   SHARJAH    SUKUK   PROGRAM    LTD-REG-S     3.85400%    19-03.04.26             2 830  000.00        2 945  499.37
                                                          0.05
    USD   SHINHAN    BANK  CO LTD-REG-S-SUB      4.00000%    19-23.04.29              1 106  000.00        1 197  245.00
                                                          0.02
    USD   SHINHAN    BANK-REG-S-SUB       4.50000%    18-26.03.28                 1 886  000.00        2 074  953.63
                                                          0.04
    USD   SHRIRAM    TRANSPORT     FINANCE    CO LTD-REG-S     5.10000%    20-16.07.23           500  000.00         501  875.00
                                                          0.01
    USD   SHRIRAM    TRANSPORT     FINANCE    CO LTD-REG-S     4.40000%    21-13.03.24          3 948  000.00        3 898  650.00
                                                          0.07
    USD   STATE   OIL  OF THE  AZERBAIJAN     REP-REG-S     4.75000%    13-13.03.23          2 020  000.00        2 076  560.00
                                                          0.04
    USD   SUN  HUNG  KAI  PROPERTIES     LTD-REG-S     3.75000%    19-25.02.29            3 429  000.00        3 664  315.11
                                                          0.07
    USD   TBC  BANK  JSC-REG-S     5.75000%    19-19.06.24                   3 907  000.00        4 075  001.00
                                                          0.07
    USD   TC ZIRAAT   BANKASI    AS-REG-S    5.12500%    17-03.05.22                850  000.00         852  018.75
                                                          0.02
    USD   TENCENT    HOLDINGS    LTD-REG-S     3.59500%    18-19.01.28               1 749  000.00        1 815  077.22
                                                          0.03
    USD   TENCENT    HOLDINGS    LTD-REG-S     3.97500%    19-11.04.29                890  000.00         942  732.50
                                                          0.02
    USD   TENCENT    HOLDINGS    LTD-REG-S     2.39000%    20-03.06.30               7 351  000.00        7 004  676.01
                                                          0.13
    USD   TENCENT    HOLDINGS    LTD-REG-S     3.24000%    20-03.06.50                536  000.00         475  298.00
                                                          0.01
    USD   TENCENT    HOLDINGS    LTD-REG-S     3.29000%    20-03.06.60                238  000.00         206  810.10
                                                          0.00
    USD   TENCENT    HOLDINGS    LTD-REG-S     3.84000%    21-22.04.51                820  000.00         810  455.20
                                                          0.01
    USD   THAIOIL    TREASURY    CENTER   CO LTD-REG-S     4.62500%    18-20.11.28           3 058  000.00        3 273  589.00
                                                          0.06
    USD   THAIOIL    TREASURY    CENTER   CO LTD-REG-S     5.37500%    18-20.11.48           1 157  000.00        1 239  118.31
                                                          0.02
    USD   THAIOIL    TREASURY    CENTER   CO LTD-REG-S     3.75000%    20-18.06.50           2 305  000.00        1 964  666.75
                                                          0.04
    USD   TURKIYE    SINAI   KALKINMA    BANKASI    AS-REG-S    5.87500%    21-14.01.26         2 879  000.00        2 713  457.50
                                                          0.05
    USD   UNION   BANK  OF THE  PHILIPPINES-REG-S        2.12500%    20-22.10.25           1 432  000.00        1 430  031.00
                                                          0.03
    USD   VEON  HOLDINGS    BV-REG-S    3.37500%    20-25.11.27                 4 689  000.00        4 269  006.27
                                                          0.08
    USD   VLL  INTERNATIONAL      INC-REG-S     7.25000%    20-20.07.27                700  000.00         722  006.25
                                                          0.01
    USD   YAPI  VE KREDI   BANKASI    AS-REG-S    5.85000%    17-21.06.24              280  000.00         279  300.00
                                                          0.01
    USD   YAPI  VE KREDI   BANKASI    AS-REG-S    8.25000%    19-15.10.24             7 965  000.00        8 309  984.07
                                                          0.15
    USD   YES  BANK  IFSC  BANKING    UNIT  BR-REG-S    3.75000%    18-06.02.23           4 399  000.00        4 339  338.56
                                                          0.08
    米ドル合計                                             644  706  546.16
                                                         11.77
    中期債券、固定利付債合計                                             738  157  393.20

                                                         13.48
    中期債券、変動利付債

    EUR

    EUR   OTP  BANK  NYRT-REG-S-SUB       2.875%/VAR     19-15.07.29                3 590  000.00        4 104  877.80
                                                          0.07
    ユーロ合計                                              4 104  877.80
                                                          0.07
    USD

    USD   AIA  GROUP   LTD-REG-S-SUB      2.700%/VAR     21-PRP                5 063  000.00        4 981  333.95
                                                          0.09
    USD   AXIS  BANK  LTD/GIFT    CITY-REG-S-SUB       4.100%/VAR     21-PRP            450  000.00         436  725.00
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                 67/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   BANGKOK    BANK  PCL/HONG    KONG-REG-S-SUB       3.733%/VAR     19-25.09.34          5 720  000.00        5 715  710.00

                                                          0.10
    USD   BANGKOK    BANK  PCL/HONG    KONG-REG-S-SUB       5.000%/VAR     20-PRP          1 610  000.00        1 637  470.63
                                                          0.03
    USD   BANK  OF EAST  ASIA  LTD-REG-S-SUB      5.825%/VAR     20-PRP            1 763  000.00        1 821  531.60
                                                          0.03
    USD   DBS  GROUP   HOLDINGS    LTD-REG-S-SUB      4.520%/VAR     18-11.12.28           1 284  000.00        1 343  169.29
                                                          0.03
    USD   DBS  GROUP   HOLDINGS    LTD-REG-S-SUB      3.300%/VAR     20-PRP           2 980  000.00        2 991  175.00
                                                          0.06
    USD   DIANJIAN    HAIYU   LTD-REG-S     4.300%/VAR     19-PRP                617  000.00         638  569.58
                                                          0.01
    USD   FAR  EAST  HORIZON    LTD-REG-S     4.350%/VAR     17-PRP               300  000.00         296  647.50
                                                          0.01
    USD   HUARONG    FINANCE    2017  CO-REG-S    3M LIBOR+115BP     17-07.11.22            751  000.00         739  735.00
                                                          0.01
    USD   HUARONG    FINANCE    2017  CO-REG-S    4.000%/VAR     17-PRP             2 190  000.00        2 183  430.00
                                                          0.04
    USD   HUARONG    FINANCE    2017  CO-REG-S    3M LIBOR+132.5BP      18-03.07.23           584  000.00         567  940.00
                                                          0.01
    USD   KOOKMIN    BANK-REG-S-SUB       4.350%/VAR     19-PRP                 509  000.00         528  182.93
                                                          0.01
    USD   LEADER   GOAL  INTERNATIONAL      LTD-REG-S     4.250%/VAR     18-PRP           500  000.00         509  971.05
                                                          0.01
    USD   PARKWAY    PANTAI   LTD-REG-S     4.250%/VAR     17-PRP               2 700  000.00        2 691  225.00
                                                          0.05
    USD   QIB  SUKUK   LTD-REG-S     3M LIBOR+135BP     20-07.02.25                3 835  000.00        3 846  505.00
                                                          0.07
    USD   SHINHAN    FIN  GROUP   CO LTD-REG-S-SUB      3.340%/VAR     19-05.02.30           1 860  000.00        1 887  086.25
                                                          0.03
    USD   UNITED   OVERSEAS    BANK  LTD-REG-S-SUB      3.750%/VAR     19-15.04.29           1 200  000.00        1 240  619.64
                                                          0.02
    USD   UNITED   OVERSEAS    BANK  LTD-REG-S-SUB      2.000%/VAR     21-14.10.31           1 100  000.00        1 072  700.31
                                                          0.02
    USD   UNITED   OVERSEAS    BANK  LTD-REG-S-SUB      2.880%/VAR     16-08.03.27           982  000.00         983  126.65
                                                          0.02
    USD   UNITED   OVERSEAS    BANK  LTD-REG-S-SUB      3.875%/VAR     17-PRP           1 220  000.00        1 247  560.54
                                                          0.02
    USD   WING  LUNG  BANK  LTD-REG-S-SUB      3.750%/H15T5Y+175BP         17-22.11.27         2 000  000.00        2 021  940.00
                                                          0.04
    米ドル合計                                             39 382  354.92
                                                          0.72
    中期債券、変動利付債合計                                             43 487  232.72

                                                          0.79
    債券、固定利付債

    EUR

    EUR   ALTICE   FINANCING     SA-REG-S    3.00000%    20-15.01.28                2 050  000.00        2 095  821.60
                                                          0.04
    EUR   ALTICE   FINANCING     SA-REG-S    4.25000%    21-15.08.29                4 640  000.00        4 885  629.37
                                                          0.09
    EUR   BENIN   GOVERNMENT     INTERNATIONAL-REG-S         4.95000%    21-22.01.35           7 909  000.00        8 247  958.65
                                                          0.15
    EUR   CENTRAL    BANK  OF TUNISIA-REG-S      5.62500%    17-17.02.24              1 950  000.00        1 784  281.69
                                                          0.03
    EUR   CROATIA,    REPUBLIC    OF-REG-S    2.75000%    17-27.01.30               1 517  000.00        1 874  864.09
                                                          0.03
    EUR   CROATIA,    REPUBLIC    OF-REG-S    1.50000%    20-17.06.31               10 667  000.00        11 972  654.13
                                                          0.22
    EUR   CROATIA,    REPUBLIC    OF-REG-S    1.12500%    21-04.03.33               5 383  000.00        5 747  711.70
                                                          0.11
    EUR   CROATIA,    REPUBLIC    OF-REG-S    1.75000%    21-04.03.41               7 590  000.00        8 306  315.74
                                                          0.15
    EUR   FORTUNE    STAR  BVI  LTD-REG-S     3.95000%    21-02.10.26                760  000.00         788  396.97
                                                          0.01
    EUR   IVORY   COAST,   REPUBLIC    OF-REG-S    5.25000%    18-22.03.30             7 540  000.00        8 438  076.68
                                                          0.15
    EUR   IVORY   COAST,   REPUBLIC    OF-REG-S    6.62500%    18-22.03.48             8 351  000.00        8 912  705.50
                                                          0.16
    EUR   IVORY   COAST,   REPUBLIC    OF-REG-S    6.87500%    19-17.10.40             10 686  000.00        12 067  351.17
                                                          0.22
    EUR   METINVEST     BV-REG-S    5.62500%    19-17.06.25                   1 460  000.00        1 436  476.02
                                                          0.03
    EUR   NAK  NAFTOGAZ    UKRAINE    VIA  KONDOR-REG-S      7.12500%    19-19.07.24          1 343  000.00        1 143  053.15
                                                          0.02
    EUR   ROMANIAN    GOVERNMENT     INTERN   BDS-REG-S     3.62400%    20-26.05.30           1 909  000.00        2 223  448.57
                                                          0.04
    EUR   RUSSIA,    FEDERATION     OF-REG-S    2.87500%    18-04.12.25               4 700  000.00        5 426  761.00
                                                          0.10
    EUR   SENEGAL,    REPUBLIC    OF-REG-S    4.75000%    18-13.03.28               5 930  000.00        6 589  364.12
                                                          0.12
    EUR   TEVA  PHARMACEUTICAL       FINANCE    II BV-REG-S    1.25000%    15-31.03.23         1 270  000.00        1 411  034.91
                                                          0.03
    EUR   TEVA  PHARMACEUTICAL       FINANCE    II BV-REG-S    1.12500%    16-15.10.24          510  000.00         546  983.54
                                                          0.01
    ユーロ合計                                             93 898  888.60
                                                          1.71
    USD

    USD   ABJA  INVESTMENT     CO PTE  LTD-REG-S     5.95000%    14-31.07.24            5 668  000.00        6 022  250.00
                                                          0.11
    USD   ABU  DHABI   CRUDE   OIL  PIPELINE    LLC-REG-S     4.60000%    17-02.11.47          7 512  000.00        8 394  660.00
                                                          0.15
    USD   ABU  DHABI,GOVERNMENT        OF-REG-S    3.12500%    19-30.09.49              8 618  000.00        8 381  005.00
                                                          0.15
    USD   ACWA  POWER   MGMT  & INVEST   ONE  LTD-REG-S     5.95000%    17-15.12.39          3 534  000.00        4 042  269.06
                                                          0.07
    USD   ADANI   GREEN   ENERGY   UP LTD-REG-S     6.25000%    19-10.12.24             1 090  000.00        1 154  923.12
                                                          0.02
    USD   ADCB  FINANCE    CAYMAN   LTD-REG-S     4.00000%    18-29.03.23              1 201  000.00        1 232  751.44
                                                          0.02
    USD   AKBANK   TAS-REG-S     5.12500%    15-31.03.25                    1 200  000.00        1 149  000.00
                                                          0.02
    USD   AKCB  FINANCE    LTD-REG-S     4.75000%    18-09.10.23                 2 859  000.00        3 001  950.00
                                                          0.05
    USD   ALAM  SUTERA   REALTY   TBK  PT (PAY  IN KIND)   STEP  UP 20-02.11.25           615  000.00         469  437.19
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                 68/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   ALDAR   SUKUK   LTD-REG-S     4.75000%    18-29.09.25                  550  000.00         590  665.63

                                                          0.01
    USD   ALFA  DESARROLLO     SPA-REG-S     4.55000%    21-27.09.51                9 421  000.00        8 575  465.25
                                                          0.16
    USD   ALTICE   FINANCING     SA-REG-S    5.75000%    21-15.08.29                2 640  000.00        2 467  555.20
                                                          0.04
    USD   ANGOLAN    GOVT  INTERNATIONAL      BOND-REG-S     8.25000%    18-09.05.28          16 243  000.00        16 296  804.94
                                                          0.30
    USD   ARABIAN    CENTRES    SUKUK   II LTD-REG-S     5.62500%    21-07.10.26           2 146  000.00        2 052  112.50
                                                          0.04
    USD   ARGENTINA,     REPUBLIC    OF STEP-UP    20-09.07.41                 34 230  379.00        12 168  899.72
                                                          0.22
    USD   ATENTO   LUXCO   1 SA-REG-S    8.00000%    21-10.02.26                1 698  000.00        1 793  937.00
                                                          0.03
    USD   AZURE   POWER   ENERGY   LTD-REG-S     3.57500%    21-19.08.26              5 005  000.00        4 905  901.00
                                                          0.09
    USD   BAHRAIN    GVT  INTERNATIONAL      BOND-REG-S     7.00000%    16-12.10.28           5 670  000.00        6 031  462.50
                                                          0.11
    USD   BAHRAIN    GVT  INTERNATIONAL      BOND-REG-S     7.50000%    17-20.09.47           474  000.00         459  424.50
                                                          0.01
    USD   BAHRAIN,    KINGDOM    OF-REG-S    5.62500%    19-30.09.31                1 950  000.00        1 869  318.75
                                                          0.03
    USD   BAHRAIN,    KINGDOM    OF-REG-S    7.37500%    20-14.05.30                6 720  000.00        7 256  760.00
                                                          0.13
    USD   BAHRAIN,    KINGDOM    OF-REG-S    5.45000%    20-16.09.32                3 680  000.00        3 473  000.00
                                                          0.06
    USD   BANK  OF BAHRAIN    & KUWAIT-REG-S      5.50000%    19-09.07.24             2 134  000.00        2 198  420.13
                                                          0.04
    USD   BANK  TABUNGAN    NEGARA   PERSERO-REG-S-SUB        4.20000%    20-23.01.25          1 182  000.00        1 185  085.02
                                                          0.02
    USD   BELARUS    INTERNATIONAL      BOND-REG-S     6.20000%    18-28.02.30             284  000.00         206  610.00
                                                          0.00
    USD   BHARTI   AIRTEL   INTL  NETHERLANDS     BV-REG-S    5.35000%    14-20.05.24         13 451  000.00        14 315  226.75
                                                          0.26
    USD   BIZ  FINANCE    PLC  FOR  UKREXIMBANK-REG-S        9.62500%    15-27.04.22          5 081  000.00         405  765.48
                                                          0.01
    USD   BRAZIL,    FEDERATIVE     REPUBLIC    OF 8.25000%    04-20.01.34             4 907  000.00        6 208  275.06
                                                          0.11
    USD   BRAZIL,    FEDERATIVE     REPUBLIC    OF 7.12500%    06-20.01.37              671  000.00         783  937.69
                                                          0.01
    USD   BRAZIL,    FEDERATIVE     REPUBLIC    OF 5.00000%    14-27.01.45             2 738  000.00        2 442  467.13
                                                          0.04
    USD   BRAZIL,    FEDERATIVE     REPUBLIC    OF 6.00000%    16-07.04.26              545  000.00         604  711.56
                                                          0.01
    USD   BRAZIL,    FEDERATIVE     REPUBLIC    OF 5.62500%    16-21.02.47              460  000.00         434  930.00
                                                          0.01
    USD   BRAZIL,    FEDERATIVE     REPUBLIC    OF 4.50000%    19-30.05.29             15 820  000.00        15 714  203.75
                                                          0.29
    USD   CBB  INTERNATIONAL      SUKUK   PROGRAMME-REG-S       3.95000%    20-16.09.27         2 170  000.00        2 161  862.50
                                                          0.04
    USD   CENTRAL    BANK  OF TUNISIA-REG-S      5.75000%    15-30.01.25               200  000.00         155  000.00
                                                          0.00
                   *    *
    USD
        CFLD  CAYMAN   INVEST-REG-S      DEFAULTED     6.90000%    20-13.01.23            220  000.00         54 766.25
                                                          0.00
    USD   CHINA   CONSTRUCTION      BANK  CORP-REG-S-SUB       4.25000%    19-27.02.29          1 384  000.00        1 441  961.92
                                                          0.03
                    *    *
    USD
        CHINA   EVERGRANDE     GRO-REG-S     DEFAULTED     7.50000%    17-28.06.23          2 521  000.00         403  360.00
                                                          0.01
    USD   CHINA   OVERSEAS    FINANCE    CAYMAN-REG-S      5.95000%    14-08.05.24            200  000.00         214  600.00
                                                          0.00
    USD   CHINA   OVERSEAS    FINANCE    CAYMAN-REG-S      6.45000%    14-11.06.34            550  000.00         694  993.75
                                                          0.01
    USD   CHINA   SCE  GROUP   HOLDINGS    LTD-REG-S     7.00000%    20-02.05.25            200  000.00         141  000.00
                                                          0.00
    USD   CHINA   SCE  PROPERTY    HOLDINGS    LTD-REG-S     7.37500%    19-09.04.24           325  000.00         245  375.00
                                                          0.00
    USD   CHINA   SCE  PROPERTY    HOLDINGS    LTD-REG-S     5.95000%    21-29.09.24           470  000.00         345  450.00
                                                          0.01
    USD   CHINALCO    CAPITAL    HOLDINGS    LTD-REG-S     4.25000%    17-21.04.22           3 162  000.00        3 175  217.16
                                                          0.06
    USD   CHINALCO    CAPITAL    HOLDINGS    LTD-REG-S     2.12500%    21-03.06.26           1 172  000.00        1 135  574.24
                                                          0.02
    USD   CNAC  HK FINBRIDGE     CO LTD-REG-S     4.12500%    17-19.07.27             1 760  000.00        1 859  932.80
                                                          0.03
    USD   COLOMBIA,     REPUBLIC    OF 10.37500%     03-28.01.33                  660  000.00         904  530.00
                                                          0.02
    USD   COLOMBIA,     REPUBLIC    OF 8.12500%    04-21.05.24                 2 860  000.00        3 206  417.50
                                                          0.06
    USD   COLOMBIA,     REPUBLIC    OF 7.37500%    06-18.09.37                 2 753  000.00        3 055  485.87
                                                          0.06
    USD   COLOMBIA,     REPUBLIC    OF 6.12500%    09-18.01.41                 1 166  000.00        1 141  076.75
                                                          0.02
    USD   COLOMBIA,     REPUBLIC    OF 4.00000%    13-26.02.24                 3 160  000.00        3 233  667.50
                                                          0.06
    USD   COLOMBIA,     REPUBLIC    OF 5.62500%    14-26.02.44                 4 723  000.00        4 320  954.63
                                                          0.08
    USD   COLOMBIA,     REPUBLIC    OF 5.00000%    15-15.06.45                 14 005  000.00        11 906  875.95
                                                          0.22
    USD   COLOMBIA,     REPUBLIC    OF 2.62500%    13-15.03.23                 8 320  000.00        8 336  640.00
                                                          0.15
    USD   COMISION    FEDERAL    DE ELECTRICIDAD-REG-S         5.75000%    12-14.02.42           960  000.00         997  680.00
                                                          0.02
    USD   CORP  NACIONAL    DEL  COBRE   DE CHILE-REG-S     5.62500%    13-18.10.43           957  000.00        1 168  018.50
                                                          0.02
    USD   CORP  NACIONAL    DEL  COBRE   DE CHILE-REG-S     4.87500%    14-04.11.44           384  000.00         429  072.00
                                                          0.01
    USD   COUNTRY    GARDEN   HOLDINGS    CO LTD-REG-S     5.62500%    16-15.12.26           330  000.00         276  441.00
                                                          0.01
    USD   COUNTRY    GARDEN   HOLDINGS    CO LTD-REG-S     6.15000%    19-17.09.25           3 941  000.00        3 428  670.00
                                                          0.06
    USD   COUNTRY    GARDEN   HOLDINGS    CO LTD-REG-S     4.80000%    20-06.08.30           823  000.00         650  170.00
                                                          0.01
    USD   COUNTRY    GARDEN   HOLDINGS    CO LTD-REG-S     3.12500%    20-22.10.25           1 220  000.00         979  050.00
                                                          0.02
    USD   COUNTRY    GARDEN   HOLDINGS    CO LTD-REG-S     3.87500%    20-22.10.30           500  000.00         383  750.00
                                                          0.01
    USD   COUNTRY    GARDEN   HOLDINGS    CO LTD-REG-S     2.70000%    21-12.07.26           1 072  000.00         838  840.00
                                                          0.02
    USD   CROATIA,    REPUBLIC    OF-REG-S    6.00000%    13-26.01.24               1 597  000.00        1 725  558.50
                                                          0.03
    USD   DAR  AL-ARKAN    SUKUK   CO LTD-REG-S     6.87500%    18-21.03.23              200  000.00         205  600.00
                                                          0.00
    USD   DAR  AL-ARKAN    SUKUK   CO LTD-REG-S     6.75000%    19-15.02.25              325  000.00         337  085.94
                                                          0.01
    USD   DAR  AL-ARKAN    SUKUK   CO LTD-REG-S     6.87500%    20-26.02.27             2 446  000.00        2 512  194.88
                                                          0.05
    添付の注記は当財務書類と不可分のものである。

                                 69/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   DEVELOPMENT     BANK  OF MONGOLIA    LLC-REG-S     7.25000%    18-23.10.23          3 368  000.00        3 526  506.49

                                                          0.06
    USD   DIB  SUKUK   LTD-REG-S     2.95000%    20-16.01.26                  2 200  000.00        2 235  200.00
                                                          0.04
    USD   DNO  ASA-144A-REG-S       8.37500%    19-29.05.24                   4 550  000.00        4 709  250.00
                                                          0.09
    USD   DOMINICAN     REPUBLIC-REG-S       5.87500%    13-18.04.24                3 430  000.00        3 567  200.00
                                                          0.07
    USD   DOMINICAN     REPUBLIC-REG-S       7.45000%    14-30.04.44                 790  000.00         891  860.63
                                                          0.02
                  *    *
    USD
        EA PARTNERS    I BV-REG-S    DEFAULTED     6.87500%    15-28.09.20            4 113  000.00        1 663  996.82
                                                          0.03
                   *    *
    USD
        EA PARTNERS    II BV-REG-S    DEFAULTED     6.75000%    16-01.06.21           1 710  000.00          9 618.75
                                                          0.00
    USD   EASY  TACTIC   LTD-REG-S     8.62500%    19-27.02.24                  360  000.00         120  700.80
                                                          0.00
    USD   ECOPETROL     SA 4.12500%    14-16.01.25                     2 870  000.00        2 879  506.87
                                                          0.05
    USD   EHI  CAR  SERVICES    LTD-REG-S     7.75000%    21-14.11.24                270  000.00         260  550.00
                                                          0.00
    USD   EIG  PEARL   HOLDINGS    SARL-REG-S     3.54500%    22-31.08.36              3 850  000.00        3 834  215.00
                                                          0.07
    USD   EIG  PEARL   HOLDINGS    SARL-REG-S     4.38700%    22-30.11.46              7 342  000.00        7 299  783.50
                                                          0.13
    USD   EL FONDO   MIVIVIENDA-REG-S        3.50000%    13-31.01.23                1 950  000.00        1 981  443.75
                                                          0.04
    USD   EL SALVADOR,     REPUBLIC    OF-REG-S    7.65000%    05-15.06.35              257  000.00         139  069.13
                                                          0.00
    USD   EL SUKUK   CO LTD-REG-S     1.82700%    20-23.09.25                 1 350  000.00        1 334  812.50
                                                          0.02
    USD   ELECT   GLOBAL   INVESTMENTS     LTD-REG-S     4.85000%    20-PRP            458  000.00         457  976.17
                                                          0.01
    USD   ETHIOPIA    INTERNATIONAL      BOND-REG-S     6.62500%    14-11.12.24            7 109  000.00        5 341  969.19
                                                          0.10
    USD   EXPORT   CREDIT   BANK  OF TURKEY-REG-S      8.25000%    19-24.01.24           1 775  000.00        1 839  121.87
                                                          0.03
    USD   EXPORT-IMPORT      BANK  OF INDIA-REG-S     3.37500%    16-05.08.26             380  000.00         390  877.50
                                                          0.01
    USD   FANTASIA    HOLDINGS    GROUP   CO LTD-REG-S     10.87500%     21-02.03.24           330  000.00         67 650.00
                                                          0.00
    USD   FORMOSA    GROUP   CAYMAN   LTD-REG-S     3.37500%    15-22.04.25             1 458  000.00        1 497  912.75
                                                          0.03
    USD   FOXCONN    FAR  EAST  LTD-REG-S     2.50000%    20-28.10.30                870  000.00         845  966.25
                                                          0.02
    USD   FPC  RESOURCES     LTD-REG-S     4.37500%    20-11.09.27                 320  000.00         333  060.00
                                                          0.01
    USD   GABON,   REPUBLIC    OF-REG-S    6.37500%    13-12.12.24                 590  014.00         604  137.46
                                                          0.01
    USD   GABON,   REPUBLIC    OF-REG-S    6.95000%    15-16.06.25                6 125  000.00        6 363  492.19
                                                          0.12
    USD   GALAXY   PIPELINE    ASSETS   BIDCO   LTD-REG-S     2.62500%    20-31.03.36         14 474  000.00        13 587  467.50
                                                          0.25
    USD   GALAXY   PIPELINE    ASSETS   BIDCO   LTD-REG-S     3.25000%    20-30.09.40          2 920  000.00        2 792  250.00
                                                          0.05
    USD   GAZ  CAPITAL    SA/GAZPROM-REG-S        LPN  5.15000%    19-11.02.26            2 132  000.00        2 163  980.00
                                                          0.04
    USD   GAZPROM    PJSC  VIA  GAZ  FINANCE    PLC-REG-S     3.25000%    20-25.02.30          1 280  000.00        1 145  126.40
                                                          0.02
    USD   GHANA   GOVT  INTNL   BOND-REG-S     10.75000%     15-14.10.30              9 331  000.00        9 890  860.00
                                                          0.18
    USD   GHANA   GOVT  INTNL   BOND-REG-S     7.87500%    19-26.03.27               2 800  000.00        2 310  000.00
                                                          0.04
    USD   GHANA   GOVT  INTNL   BOND-REG-S     8.12500%    19-26.03.32               4 640  000.00        3 526  400.00
                                                          0.06
    USD   GHANA   GOVT  INTNL   BOND-REG-S     8.95000%    19-26.03.51               2 594  000.00        1 932  530.00
                                                          0.04
    USD   GHANA   GOVT  INTNL   BOND-REG-S     7.87500%    20-11.02.35               4 936  000.00        3 658  810.00
                                                          0.07
    USD   GHANA   GOVT  INTNL   BOND-REG-S     8.75000%    20-11.03.61               3 984  000.00        2 938  200.00
                                                          0.05
    USD   GLOBAL   LOGISTIC    PROPERTIES     LTD-REG-S     3.87500%    15-04.06.25           3 172  000.00        3 247  929.74
                                                          0.06
    USD   GOHL  CAPITAL    LTD-REG-S     4.25000%    17-24.01.27                19 962  000.00        19 772  361.00
                                                          0.36
    USD   GREENKO    DUTCH   BV-REG-S    3.85000%    21-29.03.26                 7 226  000.00        6 993  051.83
                                                          0.13
    USD   GREENKO    SOLAR   MAURITIUS     LTD-REG-S     5.55000%    19-29.01.25            2 736  000.00        2 750  227.20
                                                          0.05
    USD   GREENKO    SOLAR   MAURITIUS     LTD-REG-S     5.95000%    19-29.07.26            1 180  000.00        1 218  586.00
                                                          0.02
    USD   GRUPOSURA     FINANCE-REG-S      5.50000%    16-29.04.26                1 000  000.00        1 025  000.00
                                                          0.02
    USD   GTLK  EUROPE   CAPITAL    DAC-REG-S     5.95000%    19-17.04.25              2 175  000.00        2 106  900.75
                                                          0.04
    USD   HKT  CAPITAL    NO 5 LTD-REG-S     3.25000%    19-30.09.29               1 870  000.00        1 924  604.18
                                                          0.03
    USD   HUARONG    FINANCE    II CO LTD-REG-S     4.62500%    16-03.06.26             3 390  000.00        3 406  950.00
                                                          0.06
    USD   ICD  FUNDING    LTD-REG-S     3.22300%    20-28.04.26                 1 700  000.00        1 691  500.00
                                                          0.03
    USD   IHS  HOLDING    LTD-REG-S     5.62500%    21-29.11.26                 3 070  000.00        3 093  025.00
                                                          0.06
    USD   IHS  HOLDING    LTD-REG-S     6.25000%    21-29.11.28                 5 345  000.00        5 402  726.00
                                                          0.10
    USD   INDIAN   OIL  CORP  LTD-REG-S     4.75000%    19-16.01.24                2 060  000.00        2 156  305.00
                                                          0.04
    USD   INDONESIA,     REPUBLIC    OF-REG-S    8.50000%    05-12.10.35              3 203  000.00        4 838  131.50
                                                          0.09
    USD   INDONESIA,     REPUBLIC    OF-REG-S    6.62500%    07-17.02.37               493  000.00         647  000.87
                                                          0.01
    USD   IRAQ  INTERNATIONAL      BOND-REG-S     5.80000%    06-15.01.28             10 606  000.00        7 605  496.33
                                                          0.14
    USD   IRAQ  INTERNATIONAL      BOND-REG-S     6.75200%    17-09.03.23              2 735  000.00        2 747  478.43
                                                          0.05
    USD   ISRAEL,    STATE   OF 3.87500%    20-03.07.50                    1 709  000.00        1 899  980.75
                                                          0.03
    USD   ISRAEL,    STATE   OF 4.50000%    20-03.04.20                     810  000.00         965  925.00
                                                          0.02
    USD   IVORY   COAST,   REPUBLIC    OF-REG-S    6.12500%    17-15.06.33             3 311  000.00        3 388  187.69
                                                          0.06
    USD   JAMAICA,    GOVERNMENT     OF 9.25000%    05-17.10.25                  496  000.00         589  093.00
                                                          0.01
    USD   JORDAN,    KINGDOM    OF-REG-S    7.37500%    17-10.10.47                2 100  000.00        2 053  800.00
                                                          0.04
    USD   JSW  STEEL   LTD-REG-S     5.95000%    19-18.04.24                  1 634  000.00        1 693  559.30
                                                          0.03
    添付の注記は当財務書類と不可分のものである。

                                 70/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   KAISA   GROUP   HOLDINGS    LTD-REG-S     9.37500%    17-30.06.24             1 675  000.00         452  250.00

                                                          0.01
                    *    *
    USD
        KAISA   GROUP   HOLDINGS-REG-S       DEFAULT    11.70000%     21-11.11.25           200  000.00         52 537.50
                                                          0.00
    USD   KAZAKHSTAN     TEMIR   ZHOLY   FINANCE    BV-REG-S    6.95000%    12-10.07.42         2 037  000.00        2 541  539.44
                                                          0.05
    USD   KING  POWER   CAPITAL    LTD-REG-S     5.62500%    14-03.11.24              2 300  000.00        2 500  962.50
                                                          0.05
    USD   KOOKMIN    BANK-REG-S-SUB       2.50000%    20-04.11.30                 1 061  000.00        1 009  403.57
                                                          0.02
    USD   KUNZHI   LTD-REG-S     6.25000%    18-17.10.20                     310  000.00         43 400.00
                                                          0.00
    USD   KWG  GROUP   HOLDINGS    LTD-REG-S     6.00000%    21-14.08.26              2 665  000.00        1 439  100.00
                                                          0.03
    USD   KWG  PROPERTY    HOLDING    LTD-REG-S     7.40000%    20-13.01.27              210  000.00         112  350.00
                                                          0.00
    USD   LAMAR   FUNDING    LTD-REG-S     3.95800%    15-07.05.25                3 640  000.00        3 596  138.00
                                                          0.07
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     6.75000%    12-29.11.27           825  000.00         85 593.75
                                                          0.00
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     6.00000%    12-27.01.23           564  000.00         58 515.00
                                                          0.00
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     6.20000%    15-26.02.25          4 600  000.00         477  250.00
                                                          0.01
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     7.05000%    15-02.11.35           765  000.00         78 412.50
                                                          0.00
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     6.65000%    15-03.11.28          5 549  000.00         575  708.75
                                                          0.01
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     6.65000%    16-22.04.24           390  000.00         40 462.50
                                                          0.00
                 *    *
    USD
        LEBANON,    REPUBLIC    OF  DEFAULTED     6.85000%    16-25.05.29             5 109  000.00         530  058.75
                                                          0.01
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     6.85000%    17-23.03.27          7 906  000.00         820  247.50
                                                          0.01
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     7.25000%    17-23.03.37           693  000.00         75 363.75
                                                          0.00
                    *    *
    USD
        LEBANON,    REPUBLIC    OF-REG-S    DEFAULTED     7.00000%    17-23.03.32          1 098  000.00         113  917.50
                                                          0.00
                 *    *
    USD
        LEBANON,    REPUBLIC    OF  DEFAULTED     8.25000%    18-17.05.34            17 049  000.00        1 640  966.25
                                                          0.03
                 *    *
    USD
        LEBANON,    REPUBLIC    OF  DEFAULTED     8.20000%    18-17.05.33             180  000.00         17 325.00
                                                          0.00
    USD   LIMA  METRO   LINE  2 FINANCE    LTD-REG-S     4.35000%    19-05.04.36           4 350  000.00        4 363  300.26
                                                          0.08
    USD   LIMAK   ISKENDERUN     ULUSLARARASI-REG-S         9.50000%    21-10.07.36           2 020  000.00        1 984  397.50
                                                          0.04
    USD   LONGFOR    GROUP   HOLDINGS    LTD-REG-S     3.95000%    19-16.09.29            1 579  000.00        1 529  458.87
                                                          0.03
    USD   MAR  SUKUK   LTD-REG-S     2.21000%    20-02.09.25                  2 091  000.00        2 078  323.31
                                                          0.04
    USD   MARB  BONDCO   PLC-REG    S-3.95000%     21-29.01.31                 1 635  000.00        1 499  066.10
                                                          0.03
    USD   MASHREQBANK     PSC-REG-S     4.25000%    19-26.02.24                 1 101  000.00        1 140  429.56
                                                          0.02
    USD   MELCO   RESORTS    FINANCE    LTD-REG-S     5.25000%    19-26.04.26             1 201  000.00        1 168  618.04
                                                          0.02
    USD   METINVEST     BV-REG-S    7.75000%    18-23.04.23                   3 166  000.00        2 908  762.50
                                                          0.05
    USD   METINVEST     BV-REG-S    7.75000%    19-17.10.29                   1 345  000.00        1 149  975.00
                                                          0.02
    USD   MEXICO   CITY  AIRPORT    TRUST-144A     5.50000%    16-31.10.46             1 500  000.00        1 397  250.00
                                                          0.03
    USD   MEXICO   CITY  AIRPORT    TRUST-144A     3.87500%    17-30.04.28             3 880  000.00        3 918  800.00
                                                          0.07
    USD   MEXICO   CITY  AIRPORT    TRUST-REG-S     5.50000%    16-31.10.46             1 561  000.00        1 454  071.50
                                                          0.03
    USD   MEXICO   CITY  AIRPORT    TRUST-REG-S     3.87500%    17-30.04.28              840  000.00         848  400.00
                                                          0.02
    USD   MEXICO   CITY  AIRPORT    TRUST-REG-S     5.50000%    17-31.07.47            13 057  000.00        12 143  010.00
                                                          0.22
    USD   MINEJESA    CAPITAL    BV-REG-S    4.62500%    17-10.08.30                5 540  000.00        5 422  884.40
                                                          0.10
    USD   MINEJESA    CAPITAL    BV-REG-S    5.62500%    17-10.08.37                2 864  000.00        2 827  842.00
                                                          0.05
    USD   MINERA   Y METALURGICA     DEL  BOLEO-REG-S     3.25000%    19-17.04.24           357  000.00         367  776.94
                                                          0.01
    USD   MINMETALS     BOUNTEOUS     FIN  BVI  LTD-REG-S     4.20000%    16-27.07.26          3 500  000.00        3 717  315.00
                                                          0.07
    USD   MODERN   LAND  CHINA   CO LTD-REG-S     11.95000%     20-04.03.24              950  000.00         171  000.00
                                                          0.00
    USD   MODERNLA    OVE  PTE  LTD-REG-S     6.95000%    17-30.04.27                883  749.00         400  062.13
                                                          0.01
    USD   MONGOLIA,GOVERNMENT         OF-REG-S    5.12500%    20-07.04.26              2 534  000.00        2 559  618.74
                                                          0.05
    USD   MONGOLIA,GOVERNMENT         OF-REG-S    4.45000%    21-07.07.31              3 117  000.00        2 899  152.87
                                                          0.05
    USD   MOROCCO,    KINGDOM    OF THE-REG-S     5.50000%    12-11.12.42              5 809  000.00        6 138  660.75
                                                          0.11
    USD   MOROCCO,    KINGDOM    OF-REG-S    4.25000%    12-11.12.22                862  000.00         879  132.25
                                                          0.02
    USD   NAKILAT    INC-REG-S     6.06700%    06-31.12.33                   2 665  000.00        3 079  569.14
                                                          0.06
    USD   NEW  ORIENTAL    EDUCATION     & TECH  GRP-REG-S     2.12500%    20-02.07.25          660  000.00         620  400.00
                                                          0.01
    USD   NWD  MTN  LTD-REG-S     4.12500%    19-18.07.29                   4 374  000.00        4 284  158.04
                                                          0.08
    USD   OI SA (PIK)   10.00000%     18-27.07.25                     4 030  000.00        3 344  900.00
                                                          0.06
    USD   OIL  INDIA   INTERNATIONAL      PTE  LTD-REG-S     4.00000%    17-21.04.27          1 880  000.00        1 937  340.00
                                                          0.04
    USD   OIL  INDIA   LTD-REG-S     5.12500%    19-04.02.29                  1 953  000.00        2 134  018.68
                                                          0.04
    USD   OMAN  GOVT  INTERNATIONAL      BOND-REG-S     6.75000%    20-28.10.27           5 819  000.00        6 379  078.75
                                                          0.12
    USD   OMAN  GOVT  INTERNATIONAL      BOND-REG-S     7.37500%    20-28.10.32           4 208  000.00        4 770  820.00
                                                          0.09
    USD   OMAN  SOVEREIGN     SUKUK   CO-REG-S    4.87500%    21-15.06.30              1 090  000.00        1 145  862.50
                                                          0.02
    USD   OZTEL   HOLDINGS    SPC-REG-S     6.62500%    18-24.04.28                2 240  000.00        2 405  760.00
                                                          0.04
    USD   PAKISTAN    GLOBAL   SUKUK   PROGRAMME-REG-S       7.95000%    22-31.01.29          1 200  000.00        1 224  132.00
                                                          0.02
    USD   PANAMA,    REPUBLIC    OF 8.87500%    97-30.09.27                   536  000.00         706  950.50
                                                          0.01
                                 71/151

                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
    USD   PANAMA,    REPUBLIC    OF 7.12500%    05-29.01.26                   171  000.00         200  476.13
                                                          0.00
    添付の注記は当財務書類と不可分のものである。

                                 72/151




















                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   PANAMA,    REPUBLIC    OF 6.70000%    06-26.01.36                  1 469  000.00        1 869  118.87

                                                          0.03
    USD   PANAMA,    REPUBLIC    OF 4.30000%    13-29.04.53                   832  000.00         825  136.00
                                                          0.01
    USD   PANAMA,    REPUBLIC    OF 4.00000%    14-22.09.24                   276  000.00         288  644.25
                                                          0.01
    USD   PANAMA,    REPUBLIC    OF 3.75000%    15-16.03.25                   510  000.00         531  770.63
                                                          0.01
    USD   PANAMA,    REPUBLIC    OF 4.50000%    18-16.04.50                  3 108  000.00        3 177  541.50
                                                          0.06
    USD   PARAGUAY,     REPUBLIC    OF-REG-S    5.00000%    16-15.04.26               5 112  000.00        5 533  101.00
                                                          0.10
    USD   PELABUHAN     INDONESIA     II PT-REG-S    4.25000%    15-05.05.25             2 400  000.00        2 514  264.00
                                                          0.05
    USD   PERU,   REPUBLIC    OF 2.39200%    20-23.01.26                   2 380  000.00        2 378  958.75
                                                          0.04
    USD   PERU,   REPUBLIC    OF 2.78300%    20-23.01.31                   9 160  000.00        8 864  017.50
                                                          0.16
    USD   PERU,   REPUBLIC    OF 7.35000%    05-21.07.25                   3 455  000.00        4 044  077.50
                                                          0.07
    USD   PERU,   REPUBLIC    OF 8.75000%    03-21.11.33                   1 501  000.00        2 259  286.44
                                                          0.04
    USD   PERUSAHAAN     LISTRIK    NEGARA   PT-REG-S    5.37500%    18-25.01.29           1 200  000.00        1 326  132.00
                                                          0.02
    USD   PERUSAHAAN     LISTRIK    NEGARA   PT-REG-S    3.87500%    19-17.07.29           2 160  000.00        2 181  330.00
                                                          0.04
    USD   PERUSAHAAN     PENERBIT    SBSN-REG-S     3.80000%    20-23.06.50              815  000.00         790  639.65
                                                          0.01
    USD   PERUSAHAAN     PENERBIT    SBSN-REG-S     2.55000%    21-09.06.31             2 040  000.00        2 004  524.40
                                                          0.04
                    *    *
    USD
        PETROLEOS     DE VENEZUE-REG-S       DEFAULTED     9.75000%    12-17.05.35          1 493  000.00         55 987.50
                                                          0.00
                    *    *
    USD
        PETROLEOS     DE VENEZUE-REG-S       DEFAULTED     6.00000%    14-16.05.24         33 023  021.00        1 238  363.29
                                                          0.02
    USD   PHILIPPINES,      REPUBLIC    OF THE  7.75000%    06-14.01.31               522  000.00         728  247.42
                                                          0.01
    USD   PHILIPPINES,      REPUBLIC    OF THE  6.37500%    09-23.10.34               682  000.00         913  102.52
                                                          0.02
    USD   PHILIPPINES,      REPUBLIC    OF THE  3.95000%    15-20.01.40              1 859  000.00        1 952  154.49
                                                          0.04
    USD   PHOENIX    LEAD  LTD-REG-S-SUB      4.85000%    17-PRP               1 280  000.00        1 274  453.08
                                                          0.02
    USD   PIK  SECURITIES     DAC-REG-S     5.62500%    21-19.11.26                 500  000.00         465  000.00
                                                          0.01
    USD   POWER   FINANCE    CORP  LTD-REG-S     4.50000%    19-18.06.29              2 742  000.00        2 848  766.62
                                                          0.05
    USD   POWERLONG     REAL  ESTATE   HOLDINGS-REG-S       5.95000%    20-30.04.25           200  000.00         144  000.00
                                                          0.00
    USD   PTTEP   CANADA   INTERNATIONAL      FIN-REG-S     6.35000%    12-12.06.42           1 020  000.00        1 385  160.00
                                                          0.03
    USD   QATAR,   STATE   OF-REG-S    4.62500%    16-02.06.46                 1 250  000.00        1 507  812.50
                                                          0.03
    USD   QATAR,   STATE   OF-REG-S    3.25000%    16-02.06.26                 1 235  000.00        1 291  501.25
                                                          0.02
    USD   QIB  SUKUK   LTD-REG-S     1.950000%     20-27.10.25                  2 850  000.00        2 814  375.00
                                                          0.05
    USD   QIIB  SENIOR   SUKUK   LTD-REG-S     4.26400%    19-05.03.24                492  000.00         514  755.00
                                                          0.01
    USD   REDSUN   PROPERTIES     GROUP   LTD-REG-S     7.30000%    21-13.01.25            1 150  000.00         310  730.00
                                                          0.01
    USD   REPUBLIC    OF AZERBAIJAN-REG-S        3.50000%    17-01.09.32              14 935  000.00        14 746  445.62
                                                          0.27
    USD   RUSSIA,    FEDERATION     OF-REG-S    4.75000%    16-27.05.26              19 000  000.00        19 437  000.00
                                                          0.35
    USD   RUSSIA,    FEDERATION     OF-REG-S    4.25000%    17-23.06.27               8 000  000.00        7 992  000.00
                                                          0.15
    USD   RUSSIA,    FEDERATION     OF-REG-S    12.75000%     98-24.06.28              4 000  000.00        5 896  000.00
                                                          0.11
    USD   RUSSIA,    FEDERATION     OF-REG-S    STEP-UP    00-31.03.30               5 775  070.00        1 215  666.67
                                                          0.02
    USD   RUSSIA,    FEDERATION     OF-REG-S    5.87500%    13-16.09.43                800  000.00         929  600.00
                                                          0.02
    USD   RZD  CAP  PLC/RUSSIAN     RAILWAYS    LPN-REG-S     5.70000%    12-05.04.22          2 850  000.00        2 863  893.75
                                                          0.05
    USD   SABIC   CAPTIAL    BV-REG-S    2.15000%    20-14.09.30                  665  000.00         621  775.00
                                                          0.01
    USD   SAMARCO    MINERACAO     SA-REG-S    4.12500%    12-01.11.22               18 644  000.00        10 770  405.75
                                                          0.20
    USD   SAMBA   FUNDING    LTD-REG-S     2.90000%    20-29.01.27                1 100  000.00        1 119  800.00
                                                          0.02
    USD   SANDS   CHINA   LTD  5.12500%    19-08.08.25                    2 549  000.00        2 619  581.81
                                                          0.05
    USD   SAUDI   ELECTRICITY     GLOBAL   SUKIK   CO REG-S   5.50000%    14-08.04.44         3 076  000.00        3 770  599.24
                                                          0.07
    USD   SAUDI   ELECTRICITY     GLOBAL   SUKUK   CO-REG-S    4.22200%    18-27.01.24          624  000.00         648  960.00
                                                          0.01
    USD   SAUDI   ELECTRICITY     GLOBAL   SUKUK   CO-REG-S    4.72300%    18-27.09.28         1 399  000.00        1 569  678.00
                                                          0.03
    USD   SAUDI   GOVERNMENT     INTERNATIONAL      BD-REG-S    5.25000%    19-16.01.50         2 232  000.00        2 809  530.00
                                                          0.05
    USD   SENEGAL,    REPUBLIC    OF-REG-S    6.25000%    17-23.05.33               3 646  000.00        3 655  115.00
                                                          0.07
    USD   SEPLAT   PETROLEUM     DEVELOPMENT     CO-REG-S    7.75000%    21-01.04.26          5 977  000.00        5 984  471.25
                                                          0.11
    USD   SHANDONG    IRON  AND  STEEL   XINHENG-REG-S      6.50000%    20-05.11.23          2 247  000.00        2 323  987.84
                                                          0.04
    USD   SHANDONG    IRON  AND  STEEL   XINHENG-REG-S      4.80000%    21-28.07.24          1 408  000.00        1 418  560.00
                                                          0.03
    USD   SHANGHAI    PORT  GROUP   BVI  DEVELOP-REG-S      2.85000%    19-11.09.29           300  000.00         303  915.00
                                                          0.01
    USD   SHANGHAI    PORT  GRP  BVI  DEP  2 CO LTD-REG-S     20-13.07.30              671  000.00         655  157.69
                                                          0.01
    USD   SHARJAH    SUKUK   PROGRAM    LTD-REG-S     3.23400%    19-23.10.29             1 390  000.00        1 378  532.50
                                                          0.03
    USD   SHARJAH    SUKUK   PROGRAM    LTD  2.94200%    20-10.06.27                1 649  000.00        1 634  571.25
                                                          0.03
    USD   SNB  SUKUK   LTD-REG-S     2.34200%    22-19.01.27                   894  000.00         890  844.18
                                                          0.02
    USD   SOUTH   AFRICA,    REPUBLIC    OF 4.30000%    16-12.10.28               12 951  000.00        12 949  381.13
                                                          0.24
    USD   SOUTH   AFRICA,    REPUBLIC    OF 5.00000%    16-12.10.46               14 716  000.00        12 637  365.00
                                                          0.23
    USD   SOUTH   AFRICA,    REPUBLIC    OF 5.87500%    18-22.06.30                1 575  000.00        1 708  185.93
                                                          0.03
    USD   SOUTH   AFRICA,    REPUBLIC    OF 6.30000%    18-22.06.48                2 060  000.00        2 032  705.00
                                                          0.04
    添付の注記は当財務書類と不可分のものである。

                                 73/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   SOUTHERN    GAS  CORRIDOR    CJSC-REG-S     6.87500%    16-24.03.26            29 181  000.00        33 299  168.63

                                                          0.61
    USD   SOVCOMBANK     CAP  DAC-REG-S-SUB      8.00000%    19-07.04.30              3 730  000.00        3 646  774.38
                                                          0.07
    USD   SRI  LANKA,   DEMOCRATIC     REP  OF-REG-S    6.85000%    15-03.11.25            200  000.00         102  475.00
                                                          0.00
    USD   STAR  ENERGY   GEOTHERMAL     DARAJAT    II-REG-S    4.85000%    20-14.10.38         2 615  000.00        2 735  616.87
                                                          0.05
    USD   STATE   OIL  OF THE  AZERBAIJAN     REP-REG-S     6.95000%    15-18.03.30          11 908  000.00        14 035  066.50
                                                          0.26
    USD   SUNAC   CHINA   HOLDINGS    LTD-REG-S     7.95000%    19-11.10.23             1 835  000.00        1 110  175.00
                                                          0.02
    USD   SUNAC   CHINA   HOLDINGS    LTD-REG-S     7.50000%    19-01.02.24             1 420  000.00         852  000.00
                                                          0.02
    USD   SURA  ASSET   MANAGEMENT     SA-REG-S    4.87500%    14-17.04.24              405  000.00         421  529.06
                                                          0.01
    USD   SWEIHAN    PV POWER   CO-REG-S    3.62500%    22-31.01.49                2 950  000.00        2 841  587.50
                                                          0.05
    USD   TALENT   YIELD   INTERNATIONAL      LTD-REG-S     3.12500%    21-06.05.31           1 903  000.00        1 925  841.33
                                                          0.04
    USD   TAQA  ABU  DHABI   NATIONAL    ENERGY   CO-REG-S    6.50000%    06-27.10.36          515  000.00         711  923.12
                                                          0.01
    USD   TIANQI   FINCO   CO LTD-REG-S     3.75000%    17-28.11.22                600  000.00         562  612.50
                                                          0.01
    USD   TIGER   HOLDCO   PTE  LTD-REG-S-144A       13.00000%     21-10.06.23            1 771  068.00        1 789  885.60
                                                          0.03
    USD   TIMES   CHINA   HOLDINGS    LTD-REG-S     6.20000%    20-22.03.26             3 365  000.00        1 514  552.85
                                                          0.03
    USD   TINGYI   CAYMAN   ISLANDS    HOLD  CORP-REG-S     1.62500%    20-24.09.25           755  000.00         730  658.80
                                                          0.01
    USD   TML  HOLDINGS    PTE  LTD-REG-S     4.34000%    21-09.06.26                690  000.00         680  650.50
                                                          0.01
    USD   TNB  GLOBAL   VENTURES    CAPITAL-REG-S      4.85100%    18-01.11.28            2 467  000.00        2 784  317.88
                                                          0.05
    USD   TULLOW   OIL  PLC-REG-S     7.00000%    18-01.03.25                  4 260  000.00        3 578  400.00
                                                          0.07
    USD   TURKEY,    REPUBLIC    OF 5.75000%    14-22.03.24                  1 420  000.00        1 419  378.75
                                                          0.03
    USD   TURKEY,    REPUBLIC    OF 4.25000%    15-14.04.26                  10 050  000.00        9 090  853.13
                                                          0.17
    USD   TURKEY,    REPUBLIC    OF 6.12500%    18-24.10.28                  4 681  000.00        4 332  265.50
                                                          0.08
    USD   TURKEY,    REPUBLIC    OF 6.37500%    20-14.10.25                  3 020  000.00        2 975  266.25
                                                          0.05
    USD   TURKEY,    REPUBLIC    OF 5.87500%    21-26.06.31                  3 572  000.00        3 126  169.75
                                                          0.06
    USD   TURKIYE    VAKIFLAR    BANKASI    TAO-REG-S     8.12500%    19-28.03.24           5 050  000.00        5 216  650.00
                                                          0.10
    USD   UNITED   BANK  FOR  AFRICA   PLC-REG-S     7.75000%    17-08.06.22             800  000.00         797  900.00
                                                          0.01
    USD   UPL  CORP  LTD-REG-S     4.62500%    20-16.06.30                   2 520  000.00        2 574  022.50
                                                          0.05
    USD   URUGUAY,    REPUBLIC    OF 7.62500%    06-21.03.36                   781  715.00        1 141  939.05
                                                          0.02
    USD   URUGUAY,    REPUBLIC    OF 5.10000%    14-18.06.50                  1 266  915.00        1 573  983.51
                                                          0.03
    USD   URUGUAY,    REPUBLIC    OF 4.97500%    18-20.04.55                  6 819  506.00        8 423  368.57
                                                          0.15
    USD   VALE  OVERSEAS    LTD  6.87500%    09-10.11.39                   1 020  000.00        1 310  011.49
                                                          0.02
    USD   VALE  OVERSEAS    LTD  8.25000%    04-17.01.34                   1 385  000.00        1 875  463.12
                                                          0.03
    USD   VEDANTA    RESOURCES     FINANCE    II PLC-REG-S     9.25000%    19-23.04.26           810  000.00         722  925.00
                                                          0.01
    USD   VEDANTA    RESOURCES     FINANCE    II PLC-REG-S     8.00000%    19-23.04.23           200  000.00         191  412.50
                                                          0.00
    USD   VEDANTA    RESOURCES     FINANCE    II PLC-REG-S     8.95000%    21-11.03.25          1 340  000.00        1 267  975.00
                                                          0.02
    USD   VEDANTA    RESOURCES     FINANCE    II PLC-REG-S     13.87500%     20-21.01.24         1 800  000.00        1 868  400.00
                                                          0.03
                   *    *
    USD
        VENEZUELA,     REP.  OF REG-S   DEFAULTED     11.75000%     11-21.10.26          4 098  600.00         235  669.50
                                                          0.00
                   *    *
    USD
        VENEZUELA,     REP.  OF-REG-S    DEFAULTED     9.00000%    08-07.05.23            378  000.00         21 735.00
                                                          0.00
                   *    *
    USD
        VENEZUELA,     REP.  OF-REG-S    DEFAULTED     9.25000%    08-07.05.28           2 977  000.00         171  177.50
                                                          0.00
                   *    *
    USD
        VENEZUELA,     REP.  OF-REG-S    DEFAULTED     12.75000%     10-23.08.22          2 305  600.00         132  572.00
                                                          0.00
                   *    *
    USD
        VENEZUELA,     REP.  OF-REG-S    DEFAULTED     11.95000%     11-05.08.31          6 682  000.00         384  215.00
                                                          0.01
                  *    *
    USD
        VENEZUELA,     REPUBLIC    OF  DEFAULTED     9.25000%    97-15.09.27            1 002  000.00         57 615.00
                                                          0.00
    USD   VTB  BK OJSC  VIA  VTB  CPTL-REG-S-SUB       LPN  6.95000%    12-17.10.22          5 600  000.00        5 594  050.00
                                                          0.10
    USD   WANDA   GROUP   OVERSEAS    LTD-REG-S     8.87500%    20-21.03.23              720  000.00         637  344.00
                                                          0.01
    USD   WOORI   BANK-REG-S-SUB       4.75000%    14-30.04.24                   800  000.00         846  400.00
                                                          0.02
    USD   XIAOMI   BEST  TIME  INTER   LTD-REG-S     4.10000%    21-14.07.51            2 079  000.00        2 022  217.31
                                                          0.04
    USD   XINGSHENG     BVI  CO LTD-REG-S     3.37500%    19-25.07.22               1 445  000.00        1 453  579.69
                                                          0.03
    USD   YUNDA   HOLDING    INVESTMENT     LTD-REG-S     2.25000%    20-19.08.25           2 248  000.00        2 154  528.16
                                                          0.04
    USD   ZAMBIA,REPUBLIC       OF-REG-S    5.37500%    12-20.09.22                10 370  000.00        7 414  550.00
                                                          0.14
    USD   ZHONGSHENG     GROUP   HOLDINGS    LTD-REG-S     3.00000%    21-13.01.26            783  000.00         772  380.56
                                                          0.01
    米ドル合計                                             820  923  586.95
                                                         15.00
    債券、固定利付債合計                                             914  822  475.55

                                                         16.71
    債券、変動利付債

    USD

    USD   AIRPORT    AUTHORITY-REG-S       2.100%/VAR     20-PRP                1 796  000.00        1 763  546.37
                                                          0.03
    USD   BANCO   DAVIVIENDA     SA-REG-S-SUB      6.650%/VAR     21-PRP             5 717  000.00        5 652  683.75
                                                          0.10
                                 74/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
    添付の注記は当財務書類と不可分のものである。
                                 75/151




















                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   BANCOLOMBIA     SA-SUB   4.625%/VAR     19-18.12.29                  5 771  000.00        5 706  509.08

                                                          0.10
    USD   BANK  NEGARA   INDONESIA     PERSERO-REG-S-SUB        4.300%/VAR     21-PRP        4 646  000.00        4 449  056.06
                                                          0.08
    USD   BURGAN   BANK  SAK-REG-S-SUB      5.749%/VAR     19-PRP                700  000.00         694  225.00
                                                          0.01
    USD   CASHLD   FLR  REG-S-SUB     4.000%/VAR     21-PRP                 6 595  000.00        6 553  834.01
                                                          0.12
    USD   CCB  LIFE  INSURANCE     CO LTD-REG-S-SUB      4.500%/VAR     17-21.04.77          4 169  000.00        4 182  340.80
                                                          0.08
    USD   CELESTIAL     MILES   LTD-REG-S     5.750%/VAR     19-PRP               1 622  000.00        1 663  036.60
                                                          0.03
    USD   CHINA   CONSTRUCTION      BK CORP-REG-S-SUB       2.450%/VAR     20-24.06.30          1 458  000.00        1 455  302.70
                                                          0.03
    USD   CHINA   MINMETALS     CORP-REG-S     3.750%/VAR     17-PRP              8 276  000.00        8 399  699.71
                                                          0.15
    USD   CHINALCO    CAPITAL    HOLDINGS    LTD-REG-S     4.100%/VAR     19-PRP           558  000.00         576  812.58
                                                          0.01
    USD   CLP  POWER   HK FINANCE    LTD-REG-S-SUB      3.550%/VAR     19-PRP           400  000.00         408  223.00
                                                          0.01
    USD   DIANJIAN    INTERNATIONAL      FINANCE    LTD-REG-S     4.600%/VAR     18-PRP        2 044  000.00        2 095  508.80
                                                          0.04
    USD   DIB  TIER  1 SUKUK   3 LTD-REG-S-SUB      6.250%/VAR     19-PRP           1 330  000.00        1 399  825.00
                                                          0.03
    USD   ELECT   GLOBAL   INVESTMENTS     LTD-REG-S-SUB      4.100%/VAR     20-PRP         2 660  000.00        2 647  152.20
                                                          0.05
    USD   EMIRATES    NBD  PJSC-REG-S-SUB       6.125%/VAR     19-PRP              3 358  000.00        3 492  320.00
                                                          0.06
    USD   FIRST   ABU  DHABI   BANK-REG-S-SUB       4.500%/VAR     20-PRP            3 990  000.00        4 104  712.50
                                                          0.07
    USD   GLOBE   TELECOM    INC-REG-S     4.200%/VAR     21-PRP                3 970  000.00        3 984  887.50
                                                          0.07
    USD   HEUNGKUK    LIFE  INSURANCE     CO-REG-S-SUB      4.475%/VAR     17-09.11.47          3 000  000.00        3 024  937.50
                                                          0.05
    USD   HONG  KONG  AIRPORT    AUTHORITY     2.400%/VAR     20-PRP               670  000.00         647  220.00
                                                          0.01
    USD   INDUSTRIAL     & COMM  BK OF CHINA-REG-S     3.200%/VAR     21-PRP           560  000.00         564  200.00
                                                          0.01
    USD   JOLLIBEE    WORLDWIDE     PTE  LTD-REG-S     3.900%/VAR     20-PRP           6 060  000.00        5 996  748.75
                                                          0.11
    USD   KAISA   GROUP   HOLDINGS    LTD-REG-S     10.875%/VAR     20-PRP             920  000.00         147  200.00
                                                          0.00
    USD   KING  TALENT   MANAGEMENT     LTD-REG-S-SUB      5.600%/VAR     17-PRP           400  000.00         370  000.00
                                                          0.01
    USD   MAF  GLOBAL   SECURITIES     LTD-REG-S-SUB      6.375%/VAR     18-PRP          1 520  000.00        1 620  700.00
                                                          0.03
    USD   NBK  TIER  1 FINANCING     2 LTD-REG-S-SUB      4.500%/VAR     19-PRP         11 932  000.00        11 971  524.75
                                                          0.22
    USD   NBK  TIER  1 FINANCING     LTD-REG-S-SUB      3.625%/VAR     21-PRP           3 260  000.00        3 172  387.50
                                                          0.06
    USD   NETWORK    I2I  LTD-REG-S-SUB      5.650%/VAR     19-PRP               6 341  000.00        6 574  031.75
                                                          0.12
    USD   NETWORK    I2I  LTD-REG-S-SUB      VAR  21-PRP                  1 080  000.00        1 056  240.00
                                                          0.02
    USD   NWD  FINANCE    BVI  LTD-REG-S     5.250%/VAR     20-PRP                870  000.00         896  187.00
                                                          0.02
    USD   NWD  FINANCE    BVI  LTD-REG-S     4.125%/VAR     21-PRP                460  000.00         445  050.00
                                                          0.01
    USD   POWERCHINA     ROADBRIDGE     GRP  BRITISH-REG-S      3.080%/    VAR  21-PRP         794  000.00         795  982.14
                                                          0.01
    USD   RIYAD   BANK  3.174%/VAR     20-25.02.30                      430  000.00         430  215.00
                                                          0.01
    USD   RIZAL   COMMERCIAL     BANKING    CORP-REG-S-SUB       6.500%/VAR     20-PRP        1 090  000.00        1 095  313.75
                                                          0.02
    USD   ROYAL   CAPITAL    BV-REG-S    5.000%/VAR     20-PRP                2 130  000.00        2 222  255.63
                                                          0.04
    USD   SHINHAN    FINANCIAL     GROUP   CO LTD-REG-S-SUB      2.875%VAR     21-PRP        2 030  000.00        1 991  937.50
                                                          0.04
    USD   SHINHAN    FINANCIAL     GROUP   CO LTD-REG-S-SUB      5.875%/VAR     18-PRP        1 833  000.00        1 922  702.44
                                                          0.03
    USD   SMC  GLOBAL   POWER   HOLDINGS    CORP-REG-S     6.500%/VAR     19-PRP           870  000.00         866  628.75
                                                          0.02
    USD   SMC  GLOBAL   POWER   HOLDINGS    CORP-REG-S     7.000%/VAR     20-PRP          1 430  000.00        1 441  440.00
                                                          0.03
    USD   STANDARD    BANK  GROUP   LTD-REG-S-SUB      5.950%/VAR     19-31.05.29           2 161  000.00        2 247  169.87
                                                          0.04
    USD   SUNNY   EXPRESS    ENTERPRISES     CORP-REG-S     3.350%/VAR     19-PRP           840  000.00         849  655.29
                                                          0.02
    USD   UKRAINE,    GOVERNMENT     OF-REG-S    VAR  15-31.05.40                19 147  000.00        14 363  840.07
                                                          0.26
    USD   UPL  CORP  LTD-REG-S-SUB      5.250%/VAR     20-PRP                1 480  000.00        1 466  865.00
                                                          0.03
    USD   URUGUAY,    REPUBLIC    OF (PIK)   7.87500%    03-15.01.33               2 534  423.00        3 593  019.80
                                                          0.07
    USD   YUZHOU   PROPERTIES     CO LTD-REG-S     5.375%/VAR     17-PRP             810  000.00         81 000.00
                                                          0.00
    米ドル合計                                             129  084  128.15
                                                          2.36
    債券、変動利付債合計                                             129  084  128.15

                                                          2.36
    固定利付ゼロ・クーポン債

    USD

    USD   ECUADOR    SOCIAL   BOND  SARL-REG-S     0.00000%    20-30.01.35             7 910  000.00        5 212  593.49
                                                          0.10
    米ドル合計                                              5 212  593.49
                                                          0.10
    固定利付ゼロ・クーポン債合計                                              5 212  593.49

                                                          0.10
    添付の注記は当財務書類と不可分のものである。

                                 76/151



                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    転換社債型新株予約権付社債、変動利付債

    USD

    USD   BANCO   MER  DEL  NORTE   SA/GRAN-REG-S-SUB        7.500%/VAR     19-PRP         3 131  000.00        3 193  620.00
                                                          0.06
    USD   BANCO   MERCANTIL     DEL  NOR-REG-S-SUB      6.750%/VAR     19-PRP           4 660  000.00        4 741  550.00
                                                          0.09
    USD   EMIRATES    NBD  PJSC-REG-S-SUB       COCO  6.125%/VAR     20-PRP           1 766  000.00        1 878  600.16
                                                          0.04
    USD   HDFC  BANK  LTD-REG-S-SUB      COCO  3.700%/VAR     21-PRP             5 045  000.00        4 880  785.25
                                                          0.09
    USD   KRUNG   THAI/CAYMAN     ISLANDS-REG-S-SUB        COCO  4.400%/VAR     21-PRP        4 613  000.00        4 563  087.34
                                                          0.08
    USD   YAPI  VE KREDI   BANKASI    AS-REG-S-SUB      13.875%/VAR     19-PRP          7 140  000.00        7 857  612.84
                                                          0.14
    米ドル合計                                             27 115  255.59
                                                          0.50
    転換社債型新株予約権付社債、変動利付債合計                                             27 115  255.59

                                                          0.50
    公認の証券取引所に上場されている譲渡性のある有価証券および短期金融商品

                                                4 986  291  916.64
    合計                                                     91.08
    他の規制ある市場で取引されている譲渡性のある有価証券および短期金融商品

    ノート、固定利付債
    USD

    USD   ACU  PETROLEO    LUXEMBOURG-REG-S        7.50000%    22-13.01.32              1 660  000.00        1 612  690.00
                                                          0.03
    USD   AGROSUPER     SA-REG-S    4.60000%    22-20.01.32                   1 050  000.00        1 061  707.50
                                                          0.02
    USD   ALFA  SAB  DE CV-REG-S    6.87500%    14-25.03.44                  3 625  000.00        4 471  210.94
                                                          0.08
    USD   BANGKOK    BANK  PUBLIC   CO LTD  HK-REG-S-SUB      9.02500%    97-15.03.29         1 580  000.00        2 096  758.75
                                                          0.04
    USD   BRAZIL   MINAS   SPE-REG-S     5.33300%    13-15.02.28                11 266  000.00        8 008  436.10
                                                          0.15
    USD   C&W  SENIOR   FIN  DESIGNATD     ACT  V CO-REG-S    6.87500%    17-15.09.27         6 147  000.00        6 405  512.09
                                                          0.12
    USD   CAP  SA-REG-S    3.90000%    21-27.04.31                     1 500  000.00        1 335  000.00
                                                          0.02
    USD   CELULOSA    ARAUCO   Y CONSTITUCION      SA-REG-S    4.20000%    19-29.01.30         1 670  000.00        1 726  362.50
                                                          0.03
    USD   CELULOSA    ARAUCO   Y CONSTITUCION      SA-REG-S    5.15000%    19-29.01.50         3 465  000.00        3 716  559.00
                                                          0.07
    USD   DIGICEL    INTL  FINANCE    LTD-144A    (PIK)   13.00000%     20-31.12.25           1 506  538.00        1 537  610.35
                                                          0.03
    USD   DIGICEL    INTL  FINANCE    LTD-REG-S     (PIK)   13.00000%     20-31.12.25           648  575.00         661  951.86
                                                          0.01
    USD   ECOPETROL     SA 5.37500%    15-26.06.26                     1 202  000.00        1 242  868.00
                                                          0.02
    USD   ECOPETROL     SA 5.87500%    14-28.05.45                     8 465  000.00        7 443  994.03
                                                          0.14
    USD   ECOPETROL     SA 7.37500%    13-18.09.43                     1 490  000.00        1 530  323.13
                                                          0.03
    USD   INDIA   GREEN   ENERGY   HOLDINGS-REG-S       5.37500%    20-29.04.24             500  000.00         505  100.00
                                                          0.01
    USD   INRETAIL    CONSUMER-REG-S       3.25000%    21-22.03.28                7 884  000.00        7 629  248.26
                                                          0.14
    USD   INVERSIONES     CMPC  SA-REG-S    4.75000%    14-15.09.24                490  000.00         513  673.12
                                                          0.01
    USD   INVERSIONES     CMPC  SA-REG-S    3.85000%    20-13.01.30                1 590  000.00        1 602  481.50
                                                          0.03
    USD   KIMBERLY-CLARK       DE MEXICO   SAB  DE CV-144A    3.80000%    14-08.04.24          140  000.00         145  320.00
                                                          0.00
    USD   KIMBERLY-CLARK       DE MEXICO   SAB  DE CV-144A    3.25000%    15-12.03.25          307  000.00         315  308.19
                                                          0.01
    USD   METALSA    SA DE CV-REG-S    3.75000%    21-04.05.31                 1 940  000.00        1 796  682.50
                                                          0.03
    USD   MINERA   MEXICO   SA DE CV-144A    4.50000%    19-26.01.50                810  000.00         840  780.00
                                                          0.01
    USD   MINERA   MEXICO   SA DE CV-REG-S    4.50000%    19-26.01.50              4 055  000.00        4 209  090.00
                                                          0.08
    USD   MV24  CAPITAL    BV-REG-S    6.74800%    19-01.06.34                 17 751  000.00        16 018  372.77
                                                          0.29
    USD   PERU,   REPUBLIC    OF 5.62500%    10-18.11.50                    808  000.00        1 065  954.00
                                                          0.02
    USD   PETROBRAS     GLOBAL   FINANCE    BV 6.85000%    15-05.06.115               5 541  000.00        5 244  556.50
                                                          0.10
                    *    *
    USD
        PETROLEOS     DE VENEZUE-REG-S       DEFAULTED     6.00000%    13-15.11.26         22 988  469.00         804  596.42
                                                          0.01
                    *    *
    USD
        PETROLEOS     DE VENEZUE-REG-S       DEFAULTED     6.00000%    14-28.10.22         31 450  000.00        1 022  125.00
                                                          0.02
    USD   SACI  FALABELLA-REG-S       3.75000%    17-30.10.27                   818  000.00         839  114.63
                                                          0.01
                    *    *
    USD
        SAMARCO    MINERACAO     SA-REG-S    DEFAULT    5.75000%    13-24.10.23           2 210  000.00        1 388  570.62
                                                          0.02
    USD   SIERRACOL     ENERGY   ANDINA   LLC-REG-S     6.00000%    21-15.06.28            1 500  000.00        1 395  000.00
                                                          0.02
    USD   TRUST   F/1401-REG-S      6.95000%    14-30.01.44                   1 288  000.00        1 522  486.84
                                                          0.03
    USD   TURKIYE    VAKIFLAR    BANKASI    TAO-144A    5.25000%    20-05.02.25             970  000.00         920  469.37
                                                          0.02
    USD   WOORI   BANK-REG-S     2.00000%    22-20.01.27                    5 895  000.00        5 829  786.56
                                                          0.11
    米ドル合計                                             96 459  700.53
                                                          1.76
    ノート、固定利付債合計                                             96 459  700.53

                                                          1.76
    添付の注記は当財務書類と不可分のものである。

                                 77/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    ノート、ゼロ・クーポン
    USD

    USD   DELTA   MERLIN   DUNIA   TE 0.00000%    21-26.06.32                 1 055  000.00         42 503.84
                                                          0.00
    米ドル合計                                               42 503.84
                                                          0.00
    ノート、ゼロ・クーポン合計                                               42 503.84

                                                          0.00
    ノート、変動利付債

    USD

    USD   BANCO   INDUSTRIAL     SA/GUATE-REG-S-SUB         4.875%/VAR     21-29.01.31          6 687  000.00        6 568  640.10
                                                          0.12
    USD   BANCO   MERCANTILE-REG-S-SUB          6.625%/VAR     21-PRP              1 151  000.00        1 105  431.91
                                                          0.02
    USD   CEMEX   SAB  DE CV-144A-SUB     5.125%/VAR     21-PRP                900  000.00         901  359.00
                                                          0.02
    米ドル合計                                              8 575  431.01
                                                          0.16
    ノート、変動利付債合計                                              8 575  431.01

                                                          0.16
    中期債券、固定利付債

    USD

    USD   JSW  INFRASTRUCTURE       LTD-REG-S     4.95000%    22-21.01.29               500  000.00         485  406.25
                                                          0.01
    米ドル合計                                               485  406.25
                                                          0.01
    中期債券、固定利付債合計                                               485  406.25

                                                          0.01
    債券、固定利付債

    USD

    USD   1MDB  GLOBAL   INV-REG-S     4.40000%    13-09.03.23                 12 000  000.00        11 968  500.00
                                                          0.22
    USD   MONGOLIA,GOVERNMENT         OF-REG-S    3.50000%    21-07.07.27              1 851  000.00        1 721  430.00
                                                          0.03
                    *    *
    USD
        PETROLEOS     DE VENEZUE-REG-S       DEFAULTED     9.00000%    11-17.11.21          2 611  961.00         97 948.54
                                                          0.00
    USD   TENGIZCHEVROIL       FINANCE    CO INT-REG-S     4.00000%    16-15.08.26           4 523  000.00        4 649  644.00
                                                          0.09
    米ドル合計                                             18 437  522.54
                                                          0.34
    債券、固定利付債合計                                             18 437  522.54

                                                          0.34
    他の規制ある市場で取引されている譲渡性のある有価証券および短期金融商品

                                                 124  000  564.17
    合計                                                      2.27
    公認の証券取引所に上場されておらず、また他の規制ある市場でも取引されていない譲渡性のある有価証券および短期金

    融商品
    ノート、固定利付債
    USD

    USD   ATP  TOWER   HOLDINGS    LLC-144A    4.05000%    21-27.04.26               2 280  000.00        2 234  400.00
                                                          0.04
    USD   COLBUN   SA-REG-S    3.15000%    20-06.03.30                    1 350  000.00        1 303  003.13
                                                          0.02
    USD   CT TRUST-REG-S     5.12500%    22-03.02.32                     7 123  000.00        7 230  272.38
                                                          0.13
    USD   DIGICEL    GROUP   0.5  LTD  (PIK)   10.00000%     20-01.04.24              2 913  310.00        2 915  130.81
                                                          0.05
    USD   DIGICEL    INTERNATIONAL      FINANCE    LTD-REG-S     8.75000%    20-25.05.24         3 906  100.00        4 003  752.50
                                                          0.07
    USD   FEL  ENERGY   VI SARL-REG-S     5.75000%    20-01.12.40                5 556  000.00        5 246  642.65
                                                          0.10
    USD   FIRST   QUANTUM    MINERALS    LTD-REG-S     6.87500%    20-15.10.27            2 819  000.00        2 995  187.50
                                                          0.05
    USD   GCC  SAB  DE CV-REG-S    3.61400%    22-20.04.32                  6 895  000.00        6 832  531.30
                                                          0.12
    USD   INTERCHILE     SA-144A    4.50000%    21-30.06.56                   1 670  000.00        1 713  628.75
                                                          0.03
    USD   JBS  USA  LUX  SA/FOOD/FINANCE       INC-REG-S     3.62500%    21-15.01.32          1 400  000.00        1 328  250.00
                                                          0.02
    USD   NATURA   COSMETICOS     SA-REG-S    4.12500%    21-03.05.28                386  000.00         374  777.05
                                                          0.01
    USD   PRUMO   PARTICIPACOES      E INVESTIMENT-REG-S        7.50000%    19-31.12.31         4 820  000.00        4 268  911.73
                                                          0.08
    USD   SABLE   INTERNATIONAL      FINANCE    LTD-REG-S     5.75000%    19-07.09.27          2 000  000.00        2 030  000.00
                                                          0.04
    USD   SOCIEDAD    DE TRANSMISION     AUSTRAL-REG-S      4.00000%    22-27.01.32          1 660  000.00        1 640  287.50
                                                          0.03
    USD   TENGIZCHEVROIL       FINANCE    CO INTL-REG-S     3.25000%    20-15.08.30           4 465  000.00        4 270  772.50
                                                          0.08
    添付の注記は当財務書類と不可分のものである。
                                 78/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   TENGIZCHEVROIL       FINANCE    CO INTL-REG-S     2.62500%    20-15.08.25           5 470  000.00        5 319  575.00
                                                          0.10
    USD   TEVA  PHARMACEUTICAL       FINANCE    NETHERLANDS     7.12500%    20-31.01.25         4 726  000.00        4 928  320.06
                                                          0.09
    USD   VTR  COMUNICACIONES       SPA-REG-S     4.37500%    21-15.04.29               360  000.00         348  912.00
                                                          0.01
    米ドル合計                                             58 984  354.86
                                                          1.07
    ノート、固定利付債合計                                             58 984  354.86

                                                          1.07
    債券、固定利付債

    USD

    USD   ARABIAN    CENTRES    SUKUK   LTD-REG-S     5.37500%    19-26.11.24             1 165  000.00        1 137  549.69
                                                          0.02
    USD   CIA  CERVECERIAS     UNIDAS   SA-144A    3.35000%    22-19.01.32             2 010  000.00        1 984  875.00
                                                          0.04
    USD   CIA  CERVECERIAS     UNIDAS   SA-REG-S    3.35000%    22-19.01.32             2 719  000.00        2 685  012.50
                                                          0.05
    米ドル合計                                              5 807  437.19
                                                          0.11
    債券、固定利付債合計                                              5 807  437.19

                                                          0.11
    公認の証券取引所に上場されておらず、また他の規制ある市場でも取引されて

                                                  64 791  792.05
    いない譲渡性のある有価証券および短期金融商品合計                                                      1.18
    最近発行された譲渡性のある有価証券および短期金融商品

    ノート、固定利付債
    USD

    USD   CIBANCO    SA INSTITUCION     DE BANCA   M-144A   4.37500%    21-22.07.31          2 970  000.00        2 772  866.25
                                                          0.05
    USD   INTERCONEXION      ELECTRICA     SA ESP-REG-S     3.82500%    21-26.11.33           495  000.00         495  092.81
                                                          0.01
    USD   JBS  USA  LUX  SA/FOOD/FINANCE       INC-REG-S     2.50000%    21-15.01.27          1 531  000.00        1 485  085.31
                                                          0.03
    USD   OCP  SA-144A    3.75000%    21-23.06.31                      1 770  000.00        1 699  200.00
                                                          0.03
    米ドル合計                                              6 452  244.37
                                                          0.12
    ノート、固定利付債合計                                              6 452  244.37

                                                          0.12
    最近発行された譲渡性のある有価証券および短期金融商品合計                                              6 452  244.37

                                                          0.12
    投資有価証券合計                                            5 181  536  517.23

                                                         94.65
    派生商品

    公認の証券取引所に上場されている派生商品

    債券に係る金融先物
    EUR   EURO-BUND     FUTURE   08.03.22                                   4 588  365.10

                                         -793.00                0.09
    EUR   EURO-BOBL     FUTURE   08.03.22                                   1 189  459.47
                                         -553.00                0.02
    EUR   EURO-SCHATZ     FUTURE   08.03.22                                   66 301.55
                                         -163.00                0.00
    EUR   EURO-BUXL     FUTURE   08.03.22                                   3 001  903.48
                                         -193.00                0.06
    USD   US 10YR  TREASURY    NOTE  FUTURE   22.03.22                    -1 045.00        1 256  267.96
                                                          0.02
    USD   US 10YR  ULTRA   NOTE  FUTURE   22.03.22                               418  016.48
                                         -394.00                0.01
    USD   US 5YR  TREASURY    NOTE  FUTURE   31.03.22                     1 364.00        -1 671  589.62
                                                         -0.03
    USD   US 2YR  TREASURY    NOTE  FUTURE   31.03.22                              -355  298.09
                                         -173.00                -0.01
    USD   US ULTRA   LONG  BOND  (CBT)   FUTURE   22.03.22                           -2 544  655.44
                                          592.00                -0.05
    USD   US LONG  BOND  FUTURE   22.03.22                                 -1 454  688.43
                                          630.00                -0.03
    債券に係る金融先物合計                                              4 494  082.46
                                                          0.08
    公認の証券取引所に上場されている派生商品合計                                              4 494  082.46

                                                          0.08
    派生商品合計                                              4 494  082.46

                                                          0.08
    添付の注記は当財務書類と不可分のものである。

                                 79/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
             マルチ・マネージャー・アクセスⅡ－エマージング・マーケット・デッド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    先渡為替契約

    購入通貨　　　　        購入額　　     売却通貨　　　　　　　売却額　　　満期日（日－月－年）
    USD      4 016  131.18      EUR      3 561  735.00      3.3.2022                  21 082.80     0.00

    USD     143  874  231.64      EUR     127  509  191.91      10.2.2022                  913  677.39     0.02
    USD     105  076  514.04      EUR     92 548  550.00      3.3.2022                1 268  697.26     0.02
    EUR      6 600  000.00      USD      7 506  006.42      3.3.2022                 -103  063.96     0.00
    EUR       230  000.00      USD      260  769.58      16.3.2022                  -2 695.68     0.00
    USD       775  064.06      EUR      687  000.00      16.3.2022                  4 208.54     0.00
    EUR        9 000.00      USD       10 236.58      16.3.2022                   -138.04      0.00
    USD     111  230  892.54      EUR     98 082  000.00      16.3.2022                 1 176  960.88     0.02
    USD      2 117  734.60      EUR      1 868  000.00      16.3.2022                  21 725.71     0.00
    USD       906  641.84      EUR      800  000.00      16.3.2022                  8 993.49     0.00
    EUR      1 102  000.00      USD      1 250  505.52      16.3.2022                  -13  994.92     0.00
    USD       240  322.26      EUR      213  000.00      16.3.2022                  1 323.39     0.00
    EUR      2 197  175.34      USD      2 479  428.88      10.2.2022                  -16  003.31     0.00
    EUR      1 996  000.00      USD      2 255  665.63      16.3.2022                  -16  033.00     0.00
    USD       962  101.23      EUR      849  000.00      16.3.2022                  9 471.92     0.00
    EUR       737  000.00      USD      837  181.74      16.3.2022                  -10  223.20     0.00
    USD       477  155.91      EUR      420  000.00      16.3.2022                  5 890.53     0.00
    EUR       630  000.00      USD      713  793.15      16.3.2022                  -6 895.08     0.00
    USD      4 994  120.49      EUR      4 412  340.20      15.2.2022                  46 803.09     0.00
    CHF     955  576  601.30      USD    1 037  867  000.00      18.2.2022                -11  102  940.14     -0.20
    EUR    1 710  889  618.57      USD    1 939  846  000.00      18.2.2022                -21  326  567.99     -0.39
    GBP     87 607  441.84      USD     118  966  000.00      18.2.2022                -1 440  016.58     -0.03
    JPY    1 523  508  312.00      USD     13 190  000.00      18.2.2022                  33 625.92     0.00
    SGD     15 797  858.33      USD     11 662  000.00      18.2.2022                  20 522.79     0.00
    EUR      1 052  000.00      USD      1 193  267.82      16.3.2022                  -12  860.24     0.00
    USD     15 000  000.00      CHF     13 715  295.00      18.2.2022                  262  958.56     0.01
    USD     27 000  000.00      EUR     23 705  566.33      18.2.2022                  417  578.11     0.01
    USD       190  000.00      JPY     21 787  661.00      18.2.2022                   889.20     0.00
    USD      1 800  000.00      GBP      1 325  258.09      18.2.2022                  22 157.19     0.00
    USD       170  000.00      SGD      229  512.07      18.2.2022                   275.73     0.00
    EUR      1 153  979.34      USD      1 310  430.09      28.2.2022                  -16  199.27     0.00
    USD        2 272.72      EUR       2 000.00      16.3.2022                    28.60     0.00
    EUR      1 122  000.00      USD      1 275  225.59      16.3.2022                  -16  273.78     0.00
    USD     22 147  827.96      EUR     19 520  659.52      28.2.2022                  254  681.10     0.00
    EUR       250  000.00      USD      283  778.50      28.2.2022                  -3 394.19     0.00
    EUR        1 000.00      USD       1 135.88      16.3.2022                   -13.82     0.00
    EUR       206  000.00      USD      233  053.03      16.3.2022                  -1 908.58     0.00
    EUR        9 000.00      USD       10 204.69      16.3.2022                   -106.15      0.00
    EUR      5 448  000.00      USD      6 148  547.42      10.2.2022                  -40  367.39     0.00
    先渡為替契約合計                                             -29  638  143.12     -0.54
                                                       *

                                                 286  861  788.66
    現金預金、要求払預金および預託金勘定その他の流動資産                                                     5.24
                                                 -1 118  028.59
    当座借越およびその他の短期負債                                                     -0.02
                                                 32 407  628.37
    その他の資産および負債                                                     0.59
                                                5 474  543  845.01
    純資産総額                                                    100.00
    ＊ 2022  年１月31日現在、モルガン・スタンレーに対する70,000.00米ドルの現金が、取引相手方に対する担保となっている。

    添付の注記は当財務書類と不可分のものである。

                                 80/151




                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    公認の証券取引所に上場されている譲渡性のある有価証券および短期金融商品

    株式
    アメリカ合衆国

    USD   GOLDMAN    SACHS   GRP  5% BDS  31/12/49    USD1000                3 440  000.00        3 376  532.00
                                                          0.04
    アメリカ合衆国合計                                              3 376  532.00
                                                          0.04
    株式合計                                              3 376  532.00

                                                          0.04
    アセット・バック証券、変動利付債

    USD

    USD   MIDOCEAN    CREDIT   CLO  III  -144A   3M LIBOR+112BP     18-21.04.31           3 000  000.00        2 964  440.95
                                                          0.04
    米ドル合計                                              2 964  440.95
                                                          0.04
    アセット・バック証券、変動利付債合計                                              2 964  440.95

                                                          0.04
    ノート、固定利付債

    EUR

    EUR   THERMO   FISHER   SCIENTIFIC     FINANCE    I BV 0.80000%    21-18.10.30          2 385  000.00        2 634  486.49
                                                          0.03
    ユーロ合計                                              2 634  486.49
                                                          0.03
    USD

    USD   ABBOTT   LABORATORIES      3.40000%    16-30.11.23                   716  000.00         739  305.51
                                                          0.00
    USD   ABBOTT   LABORATORIES      1.15000%    20-30.01.28                  1 450  000.00        1 376  821.89
                                                          0.02
    USD   ABBVIE   INC  2.60000%    20-21.11.24                      11 825  000.00        12 034  066.00
                                                          0.15
    USD   ABBVIE   INC  2.95000%    20-21.11.26                      16 040  000.00        16 495  180.07
                                                          0.21
    USD   ABBVIE   INC  3.20000%    16-14.05.26                      2 480  000.00        2 565  069.26
                                                          0.03
    USD   ABBVIE   INC  3.20000%    20-21.11.29                      7 325  000.00        7 543  747.58
                                                          0.09
    USD   ABBVIE   INC  3.60000%    15-14.05.25                      8 700  000.00        9 104  631.70
                                                          0.11
    USD   ABBVIE   INC  3.80000%    20-15.03.25                      3 500  000.00        3 675  968.35
                                                          0.05
    USD   ABBVIE   INC  4.05000%    20-21.11.39                      1 730  000.00        1 863  753.19
                                                          0.02
    USD   ABBVIE   INC  4.50000%    15-14.05.35                      1 500  000.00        1 696  460.27
                                                          0.02
    USD   ABN  AMRO  BANK  NV-144A-SUB     4.75000%    15-28.07.25                2 864  000.00        3 063  970.20
                                                          0.04
    USD   AERCAP   IRE  CAP  LTD/GLB    AVIA  TRUST   3.65000%    17-21.07.27            4 064  000.00        4 173  706.98
                                                          0.05
    USD   AERCAP   IRE  CAP  LTD/GLB    AVIA  TRUST   4.45000%    18-01.10.25            2 575  000.00        2 715  789.00
                                                          0.03
    USD   AERCAP   IRE  CAP  LTD/GLB    AVIA  TRUST   3.15000%    20-15.02.24            1 859  000.00        1 893  954.12
                                                          0.02
    USD   AERCAP   IRE  CAP  LTD/GLB    AVIA  TRUST   1.75000%    21-30.01.26            4 600  000.00        4 420  892.97
                                                          0.06
    USD   AERCAP   IRELAND    CAP/  GLBL  AVIATION    TRUST   6.50000%    20-15.07.25          640  000.00         717  130.78
                                                          0.01
    USD   AERCAP   IRELAND    CAPITAL    DAC  / AERCAP   GLO  2.45000%    21-29.10.26         5 180  000.00        5 092  569.68
                                                          0.06
    USD   AERCAP   IRELAND    CAPITAL    DAC  / AERCAP   GLO  3.00000%    21-29.10.28         10 655  000.00        10 438  257.27
                                                          0.13
    USD   AERCAP   IRELAND    CAPITAL    DAC  / AERCAP   GLO  3.30000%    21-30.01.32         8 218  000.00        8 022  754.61
                                                          0.10
    USD   AETNA   INC  3.50000%    14-15.11.24                       1 000  000.00        1 039  164.38
                                                          0.01
    USD   AGILENT    TECHNOLOGIES      INC  2.10000%    20-04.06.30                3 150  000.00        2 954  991.88
                                                          0.04
    USD   AGILENT    TECHNOLOGIES      INC  2.30000%    21-12.02.31                3 000  000.00        2 852  994.75
                                                          0.04
    USD   AIR  LEASE   CORP  1.87500%    21-15.08.26                     2 990  000.00        2 866  254.58
                                                          0.04
    USD   AIR  LEASE   CORP  2.10000%    21-01.09.28                     3 019  000.00        2 822  474.69
                                                          0.04
    USD   AIR  LEASE   CORP  2.20000%    22-15.01.27                     1 270  000.00        1 233  517.65
                                                          0.02
    USD   AIR  LEASE   CORP  3.00000%    16-15.09.23                     750  000.00         763  824.53
                                                          0.01
    USD   AIR  LEASE   CORP  3.25000%    18-01.03.25                     2 615  000.00        2 664  847.86
                                                          0.03
    USD   AIR  LEASE   CORP  3.62500%    17-01.12.27                     1 604  000.00        1 648  812.41
                                                          0.02
    USD   AIR  LEASE   CORP  4.62500%    18-01.10.28                     3 402  000.00        3 640  150.07
                                                          0.05
    USD   AIR  PRODUCTS    & CHEMICALS     INC  1.85000%    20-15.05.27              2 385  000.00        2 358  028.35
                                                          0.03
    USD   AIRCASTLE     LTD  4.25000%    19-15.06.26                      72 000.00         75 636.94
                                                          0.00
    USD   ALEXANDRIA     REAL  ESTATE   EQUITIES    INC  3.45000%    17-30.04.25           1 015  000.00        1 061  606.71
                                                          0.01
    USD   ALEXANDRIA     REAL  ESTATE   EQUITIES    INC  4.90000%    20-15.12.30           1 575  000.00        1 838  068.22
                                                          0.02
    添付の注記は当財務書類と不可分のものである。

                                 81/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   ALEXANDRIA     REAL  ESTATE   EQUITY   INC  1.87500%    20-01.02.33            3 500  000.00        3 159  775.29

                                                          0.04
    USD   ALIBABA    GROUP   HOLDING    LTD  2.12500%    21-09.02.31                2 991  000.00        2 801  550.06
                                                          0.04
    USD   ALLY  FINANCIAL     INC  1.45000%    20-02.10.23                   4 850  000.00        4 830  879.94
                                                          0.06
    USD   ALLY  FINANCIAL     INC  2.20000%    21-02.11.28                   4 315  000.00        4 111  797.33
                                                          0.05
    USD   ALLY  FINANCIAL     INC  3.87500%    19-21.05.24                   7 070  000.00        7 344  243.75
                                                          0.09
    USD   ALLY  FINANCIAL     INC  5.80000%    20-01.05.25                   7 500  000.00        8 271  517.88
                                                          0.10
    USD   ALPEK   SAB  DE CV-144A    3.25000%    21-25.02.31                   556  000.00         532  821.75
                                                          0.01
    USD   ALPHABET    INC  0.45000%    20-15.08.25                     1 010  000.00         967  718.68
                                                          0.01
    USD   ALPHABET    INC  1.10000%    20-15.08.30                     4 000  000.00        3 646  767.00
                                                          0.05
    USD   AMAZON.COM     INC  0.80000%    20-03.06.25                     2 050  000.00        1 990  967.28
                                                          0.03
    USD   AMAZON.COM     INC  1.00000%    21-12.05.26                     4 225  000.00        4 099  442.38
                                                          0.05
    USD   AMAZON.COM     INC  1.65000%    21-12.05.28                    10 000  000.00        9 679  672.00
                                                          0.12
    USD   AMAZON.COM     INC  3.15000%    18-22.08.27                     8 360  000.00        8 796  483.11
                                                          0.11
    USD   AMAZON.COM     INC  3.80000%    14-05.12.24                     3 275  000.00        3 459  826.03
                                                          0.04
    USD   AMCOR   FINANCE    USA  INC  3.62500%    20-28.04.26                 3 550  000.00        3 738  322.74
                                                          0.05
    USD   AMERICAN    ASSETS   TRUST   LP 3.37500%    21-01.02.31                1 340  000.00        1 330  747.98
                                                          0.02
    USD   AMERICAN    CAMPUS   COMMUN   OPER  PARTN   4.12500%    14-01.07.24             585  000.00         615  812.12
                                                          0.01
    USD   AMERICAN    CAMPUS   COMMUN   OPER  PARTN   2.25000%    21-15.01.29            3 765  000.00        3 604  459.95
                                                          0.05
    USD   AMERICAN    EXPRESS    CO 3.70000%    18-03.08.23                  12 500  000.00        12 913  135.87
                                                          0.16
    USD   AMERICAN    EXPRESS    CO 3.12500%    19-20.05.26                  11 485  000.00        11 950  122.40
                                                          0.15
    USD   AMERICAN    EXPRESS    CO 2.50000%    19-30.07.24                  1 750  000.00        1 785  237.02
                                                          0.02
    USD   AMERICAN    EXPRESS    CO 1.65000%    21-04.11.26                  3 435  000.00        3 363  636.81
                                                          0.04
    USD   AMERICAN    HOMES   4 RENT  LP 2.37500%    21-15.07.31                 665  000.00         630  817.14
                                                          0.01
    USD   AMERICAN    INTERNATIONAL      GROUP   INC-SUB    3.75000%    15-10.07.25          11 100  000.00        11 728  061.42
                                                          0.15
    USD   AMERICAN    INTERNATIONAL      GROUP   INC  3.90000%    16-01.04.26            1 460  000.00        1 551  064.78
                                                          0.02
    USD   AMERICAN    INTERNATIONAL      GROUP   INC  4.20000%    18-01.04.28            1 755  000.00        1 920  716.63
                                                          0.02
    USD   AMERICAN    INTERNATIONAL      GROUP   INC  4.25000%    19-15.03.29            1 985  000.00        2 181  076.25
                                                          0.03
    USD   AMERICAN    INTL  GROUP   INC  2.50000%    20-30.06.25                6 075  000.00        6 171  624.21
                                                          0.08
    USD   AMERICAN    INTL  GROUP   INC  3.40000%    20-30.06.30                3 500  000.00        3 672  199.79
                                                          0.05
    USD   AMERICAN    TOWER   CORP  5.00000%    13-15.02.24                  4 958  000.00        5 269  223.58
                                                          0.07
    USD   AMERICAN    TOWER   CORP  4.40000%    16-15.02.26                  5 152  000.00        5 513  596.93
                                                          0.07
    USD   AMERICAN    TOWER   CORP  3.37500%    16-15.10.26                  4 480  000.00        4 658  582.52
                                                          0.06
    USD   AMERICAN    TOWER   CORP  3.00000%    17-15.06.23                  2 750  000.00        2 806  390.01
                                                          0.04
    USD   AMERICAN    TOWER   CORP  3.80000%    19-15.08.29                  4 708  000.00        4 966  579.70
                                                          0.06
    USD   AMERICAN    TOWER   CORP  1.60000%    21-15.04.26                  2 400  000.00        2 323  217.90
                                                          0.03
    USD   AMERICAN    TOWER   CORP  1.45000%    21-15.09.26                  4 375  000.00        4 205  050.81
                                                          0.05
    USD   AMERICAN    WATER   CAPITAL    CORP  2.95000%    17-01.09.27               2 505  000.00        2 580  799.12
                                                          0.03
    USD   AMERISOURCEBERGEN        CORP  3.45000%    17-15.12.27                 1 475  000.00        1 547  281.11
                                                          0.02
    USD   AMERISOURCEBERGEN        CORP  0.73700%    21-15.03.23                 3 790  000.00        3 766  244.24
                                                          0.05
    USD   AMGEN   INC  1.65000%    21-15.08.28                       7 550  000.00        7 182  199.71
                                                          0.09
    USD   AMGEN   INC  2.20000%    20-21.02.27                       5 845  000.00        5 825  106.72
                                                          0.07
    USD   AMGEN   INC  2.60000%    16-19.08.26                      11 950  000.00        12 200  419.30
                                                          0.15
    USD   AMGEN   INC  3.15000%    20-21.02.40                       3 820  000.00        3 633  479.33
                                                          0.05
    USD   AMGEN   INC  3.20000%    17-02.11.27                       2 664  000.00        2 790  941.76
                                                          0.04
    USD   AMPHENOL    CORP  2.20000%    21-15.09.31                     2 100  000.00        1 991  428.88
                                                          0.03
    USD   ANALOG   DEVICES    INC  1.70000%    21-01.10.28                  14 098  000.00        13 632  912.77
                                                          0.17
    USD   ANALOG   DEVICES    INC  2.95000%    20-01.04.25                    435  000.00         449  799.59
                                                          0.01
    USD   ANTHEM   INC  2.37500%    19-15.01.25                      3 700  000.00        3 753  090.04
                                                          0.05
    USD   ANTHEM   INC  2.87500%    19-15.09.29                      2 190  000.00        2 221  052.14
                                                          0.03
    USD   ANTHEM   INC  4.10100%    18-01.03.28                      2 250  000.00        2 439  324.67
                                                          0.03
    USD   AON  CORP  / AON  GLOBAL   HOLDINGS    PLC  2.05000%    21-23.08.31           3 430  000.00        3 219  745.67
                                                          0.04
    USD   AON  CORP  2.80000%    20-15.05.30                       2 050  000.00        2 047  217.88
                                                          0.03
    USD   AON  CORP  3.75000%    19-02.05.29                       1 620  000.00        1 727  623.76
                                                          0.02
    USD   APPLE   INC  1.12500%    20-11.05.25                       4 165  000.00        4 086  339.39
                                                          0.05
    USD   APPLE   INC  1.20000%    21-08.02.28                       1 275  000.00        1 204  829.23
                                                          0.02
    USD   APPLE   INC  1.65000%    20-11.05.30                       3 705  000.00        3 494  963.44
                                                          0.04
    USD   APPLE   INC  2.05000%    19-11.09.26                      11 700  000.00        11 751  121.75
                                                          0.15
    USD   APPLE   INC  2.75000%    17-13.01.25                       2 700  000.00        2 784  841.29
                                                          0.04
    添付の注記は当財務書類と不可分のものである。

                                 82/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   APPLE   INC  2.85000%    17-11.05.24                       3 675  000.00        3 775  999.58

                                                          0.05
    USD   APPLE   INC  3.00000%    17-20.06.27                       1 085  000.00        1 137  140.11
                                                          0.01
    USD   APPLE   INC  3.00000%    17-13.11.27                       5 230  000.00        5 456  686.82
                                                          0.07
    USD   APPLE   INC  3.25000%    16-23.02.26                       3 525  000.00        3 694  682.36
                                                          0.05
    USD   APPLIED    MATERIALS     INC  1.75000%    20-01.06.30                 7 057  000.00        6 695  944.47
                                                          0.08
    USD   ARCELORMITTAL      4.25000%    19-16.07.29                     3 945  000.00        4 153  353.98
                                                          0.05
    USD   ASHTEAD    CAPITAL    INC-144A    1.50000%    21-12.08.26                1 595  000.00        1 536  977.60
                                                          0.02
    USD   ASTRAZENECA     FINANCE    LLC  2.25000%    21-28.05.31                9 967  000.00        9 740  583.65
                                                          0.12
    USD   ASTRAZENECA     FINANCE    LLC  1.75000%    21-28.05.28                3 130  000.00        3 026  388.89
                                                          0.04
    USD   ASTRAZENECA     PLC  0.70000%    20-08.04.26                    6 335  000.00        6 020  662.25
                                                          0.08
    USD   ASTRAZENECA     PLC  1.37500%    20-06.08.30                    5 700  000.00        5 224  500.53
                                                          0.07
    USD   ASTRAZENECA     PLC  3.50000%    18-17.08.23                    3 870  000.00        4 000  059.24
                                                          0.05
    USD   AT&T  INC  1.65000%    20-01.02.28                       3 875  000.00        3 686  522.52
                                                          0.05
    USD   AT&T  INC  1.70000%    21-25.03.26                       5 050  000.00        4 935  199.61
                                                          0.06
    USD   AT&T  INC  2.30000%    20-01.06.27                        645  000.00         639  506.19
                                                          0.01
    USD   AT&T  INC  2.55000%    21-01.12.33                       25 785  000.00        24 236  283.28
                                                          0.31
    USD   AT&T  INC  3.50000%    20-01.06.41                       1 935  000.00        1 885  893.01
                                                          0.02
    USD   AT&T  INC  3.50000%    21-15.09.53                       2 275  000.00        2 161  763.58
                                                          0.03
    USD   AT&T  INC  4.30000%    18-15.02.30                       11 430  000.00        12 572  404.73
                                                          0.16
    USD   AT&T  INC  4.35000%    19-01.03.29                       10 860  000.00        11 929  161.34
                                                          0.15
    USD   AT&T  INC  4.50000%    15-15.05.35                       1 615  000.00        1 783  410.78
                                                          0.02
    USD   AUSTRALIA     & NEW  ZEALAND    BANK-REG-S-SUB-4.40000%           16-19.05.26          6 800  000.00        7 305  014.24
                                                          0.09
    USD   AUTODESK    INC  3.50000%    17-15.06.27                     3 522  000.00        3 712  449.33
                                                          0.05
    USD   AUTODESK    INC  4.37500%    15-15.06.25                     4 540  000.00        4 864  006.82
                                                          0.06
    USD   AUTOZONE    INC  3.12500%    19-18.04.24                     2 675  000.00        2 762  563.21
                                                          0.03
    USD   AVALON   BAY  COMMUNITIES     INC  3.30000%    19-01.06.29               1 325  000.00        1 396  791.67
                                                          0.02
    USD   AVALONBAY     COMMUNITIES     INC  2.05000%    21-15.01.32                3 210  000.00        3 041  899.90
                                                          0.04
    USD   AVANGRID    INC  3.15000%    17-01.12.24                     2 190  000.00        2 256  221.22
                                                          0.03
    USD   AVANGRID    INC  3.20000%    20-15.04.25                     8 500  000.00        8 789  419.56
                                                          0.11
    USD   AVANGRID    INC  3.80000%    19-01.06.29                     3 433  000.00        3 667  895.96
                                                          0.05
    USD   AVERY   DENNISON    CORP  2.25000%    21-15.02.32                  2 790  000.00        2 614  935.36
                                                          0.03
    USD   BAIDU   INC  2.87500%    17-06.07.22                        929  000.00         933  496.36
                                                          0.01
    USD   BAIDU   INC  3.07500%    20-07.04.25                        406  000.00         415  025.38
                                                          0.01
    USD   BAKER   HUGHES   A GE CO/  CO-OBLIGATOR      4.48600%    20-01.05.30           5 000  000.00        5 591  566.50
                                                          0.07
    USD   BALTIMORE     GAS  & ELECTRIC    CO 2.40000%    16-15.08.26               3 705  000.00        3 764  537.13
                                                          0.05
    USD   BANCO   BILBAO   VIZCAYA    ARGENTARIA     SA 1.12500%    20-18.09.25           6 600  000.00        6 323  209.40
                                                          0.08
    USD   BANCO   SANTANDER     SA 1.84900%    21-25.03.26                   2 600  000.00        2 533  023.19
                                                          0.03
    USD   BANCO   SANTANDER     SA 2.95800%    21-25.03.31                    600  000.00         587  717.40
                                                          0.01
    USD   BANCO   SANTANDER     SA 2.70600%    19-27.06.24                   1 800  000.00        1 832  967.05
                                                          0.02
    USD   BANCO   SANTANDER     SA 4.25000%    17-11.04.27                    800  000.00         860  095.27
                                                          0.01
    USD   BANCO   SANTANDER     SA-SUB   5.17900%    15-19.11.25                 7 600  000.00        8 270  747.35
                                                          0.10
    USD   BANCO   SANTANDER     SA-SUB   2.74900%    20-03.12.30                  800  000.00         753  046.02
                                                          0.01
    USD   BANK  OF NOVA  SCOTIA   1.05000%    21-02.03.26                  5 325  000.00        5 108  488.64
                                                          0.06
    USD   BANK  OF NOVA  SCOTIA-SUB     4.50000%    15-16.12.25                13 751  000.00        14 818  143.46
                                                          0.19
    USD   BANK  OF NOVA  SCOTIA/THE     0.65000%    21-31.07.24                12 255  000.00        11 938  692.20
                                                          0.15
    USD   BARCLAYS    PLC  3.65000%    15-16.03.25                     8 000  000.00        8 316  066.24
                                                          0.10
    USD   BARCLAYS    PLC  4.33700%    17-10.01.28                      900  000.00         963  627.75
                                                          0.01
    USD   BARCLAYS    PLC  4.37500%    16-12.01.26                     5 040  000.00        5 382  875.89
                                                          0.07
    USD   BARCLAYS    PLC-SUB    4.83600%    17-09.05.28                    1 580  000.00        1 700  933.24
                                                          0.02
    USD   BARCLAYS    PLC-SUB    5.20000%    16-12.05.26                    5 350  000.00        5 850  653.00
                                                          0.07
    USD   BAXALTA    INC  4.00000%    16-23.06.25                       893  000.00         944  938.22
                                                          0.01
    USD   BECTON   DICKINSON     AND  CO 3.73400%    14-15.12.24                2 510  000.00        2 627  779.01
                                                          0.03
    USD   BECTON   DICKINSON     AND  CO 3.36300%    17-06.06.24                2 876  000.00        2 971  024.88
                                                          0.04
    USD   BECTON   DICKINSON     AND  CO 1.95700%    21-11.02.31                2 650  000.00        2 459  531.62
                                                          0.03
    USD   BEMIS   CO INC  2.63000%    20-19.06.30                     5 670  000.00        5 568  076.70
                                                          0.07
    USD   BIDVEST    GROUP   UK PLC/THE-144A      3.625000%     21-23.09.26              951  000.00         936  735.00
                                                          0.01
    USD   BLOCK   FINANCIAL     CORP  2.50000%    21-15.07.28                  3 510  000.00        3 417  508.17
                                                          0.04
    USD   BMW  US CAPITAL    LLC-REG-S     3.80000%    20-06.04.23                2 750  000.00        2 830  047.47
                                                          0.04
    添付の注記は当財務書類と不可分のものである。

                                 83/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   BNP  PARIBAS-REG-S      3.37500%    18-09.01.25                   1 185  000.00        1 222  165.36

                                                          0.02
    USD   BOARDWALK     PIPELINES     LP 5.95000%    16-01.06.26                 3 320  000.00        3 732  976.23
                                                          0.05
    USD   BOARDWALK     PIPELINES     LP 4.80000%    19-03.05.29                 2 314  000.00        2 533  662.91
                                                          0.03
    USD   BOOKING    HOLDINGS    INC  4.62500%    20-13.04.30                  4 530  000.00        5 178  832.26
                                                          0.07
    USD   BOSTON   PROPERTIES     LP 3.25000%    20-30.01.31                  4 090  000.00        4 162  690.67
                                                          0.05
    USD   BOSTON   PROPERTIES     LP 2.55000%    21-01.04.32                  2 505  000.00        2 410  655.04
                                                          0.03
    USD   BP CAPITAL    MARKETS    AMERICA    INC  3.41000%    19-11.02.26             5 450  000.00        5 711  001.81
                                                          0.07
    USD   BP CAPITAL    MARKETS    AMERICA    INC  3.19400%    20-06.04.25             6 750  000.00        7 010  533.05
                                                          0.09
    USD   BPCE  SA-144A-SUB     5.15000%    14-21.07.24                    3 125  000.00        3 325  638.09
                                                          0.04
    USD   BRASKEM    NETHERLANDS     FINANCE    BV-144A    4.50000%    19-31.01.30           5 000  000.00        5 079  350.00
                                                          0.06
    USD   BRISTOL-MYERS      SQUIBB   CO 2.90000%    20-26.07.24                5 810  000.00        5 993  929.79
                                                          0.08
    USD   BRISTOL-MYERS      SQUIBB   CO 3.20000%    20-15.06.26                3 465  000.00        3 622  709.54
                                                          0.05
    USD   BRISTOL-MYERS      SQUIBB   CO 3.90000%    20-20.02.28                3 000  000.00        3 265  313.67
                                                          0.04
    USD   BRITISH    AIRW  CL AA PASS  THR  TRUST-144A     3.80000%    18-20.09.31          1 500  000.00        1 223  769.41
                                                          0.02
    USD   BRITISH    TELECOMMUNICATIONS         PLC-144A    3.25000%    19-08.11.29           5 730  000.00        5 700  863.75
                                                          0.07
    USD   BROADCOM    CORP/CAYMAN     FIN  LTD  3.87500%    18-15.01.27              2 772  000.00        2 922  887.58
                                                          0.04
    USD   BROADCOM    CORP/CAYMAN     FIN  LTD  3.50000%    18-15.01.28               618  000.00         639  956.78
                                                          0.01
    USD   BROADCOM    INC  5.00000%    20-15.04.30                     2 499  000.00        2 794  677.61
                                                          0.04
    USD   BROADSTONE     NET  LEASE   2.60000%    21-15.09.31                  6 580  000.00        6 238  388.18
                                                          0.08
    USD   BUCKEYE    PARTNERS    LP 4.12500%    17-01.12.27                  2 055  000.00        2 011  988.85
                                                          0.03
    USD   BUNGE   LTD  FINANCE    CORP  3.25000%    16-15.08.26                 3 650  000.00        3 777  730.50
                                                          0.05
    USD   BUNGE   LTD  FINANCE    CORP  3.00000%    17-25.09.22                 1 470  000.00        1 486  930.99
                                                          0.02
    USD   CAMDEN   PROPERTY    TRUST   3.50000%    14-15.09.24                 1 250  000.00        1 292  097.92
                                                          0.02
    USD   CAMDEN   PROPERTY    TRUST   2.80000%    20-15.05.30                 2 150  000.00        2 171  325.53
                                                          0.03
    USD   CAMPBELL    SOUP  CO 2.37500%    20-24.04.30                    2 350  000.00        2 271  815.87
                                                          0.03
    USD   CAMPBELL    SOUP  CO 3.95000%    18-15.03.25                    4 695  000.00        4 953  331.20
                                                          0.06
    USD   CANADIAN    NATURAL    RESOURCES     LTD  3.80000%    14-15.04.24             1 000  000.00        1 036  319.28
                                                          0.01
    USD   CANADIAN    NATURAL    RESOURCES     LTD  2.05000%    20-15.07.25             4 600  000.00        4 572  347.24
                                                          0.06
    USD   CANADIAN    PACIFIC    RAILWAY    1.35000%    21-02.12.24                6 300  000.00        6 216  672.86
                                                          0.08
    USD   CANADIAN    PACIFIC    RAILWAY    1.75000%    21-02.12.26                3 382  000.00        3 318  491.96
                                                          0.04
    USD   CANADIAN    PACIFIC    RAILWAY    2.45000%    21-02.12.31                7 059  000.00        6 930  988.35
                                                          0.09
    USD   CARLISLE    COS  INC  2.20000%    21-01.03.32                    4 270  000.00        3 973  249.00
                                                          0.05
    USD   CBS  CORP  2.90000%    16-15.01.27                       1 000  000.00        1 016  367.59
                                                          0.01
    USD   CBS  CORP  3.70000%    14-15.08.24                       3 000  000.00        3 127  531.26
                                                          0.04
    USD   CBS  CORP  4.20000%    19-01.06.29                       10 000  000.00        10 775  313.50
                                                          0.14
    USD   CCO  LLC/CAPITAL     2.25000%    21-15.01.29                    4 200  000.00        3 954  904.76
                                                          0.05
    USD   CCO  LLC/CAPITAL     3.75000%    17-15.02.28                    2 265  000.00        2 357  118.93
                                                          0.03
    USD   CCO  LLC/CAPITAL     4.20000%    17-15.03.28                    1 450  000.00        1 537  662.39
                                                          0.02
    USD   CCO  LLC/CAPITAL     4.46400%    16-23.07.22                    2 890  000.00        2 922  090.07
                                                          0.04
    USD   CCO  LLC/CAPITAL     6.38400%    16-23.10.35                    4 390  000.00        5 363  323.40
                                                          0.07
    USD   CENOVUS    ENERGY   INC  4.00000%    14-15.04.24                   1 240  000.00        1 303  880.17
                                                          0.02
    USD   CENOVUS    ENERGY   INC  4.40000%    19-15.04.29                   4 181  000.00        4 522  690.22
                                                          0.06
    USD   CENOVUS    ENERGY   INC  5.37500%    20-15.07.25                   2 744  000.00        2 999  455.65
                                                          0.04
    USD   CENTENE    CORP  2.45000%    21-15.07.28                     2 480  000.00        2 358  752.80
                                                          0.03
    USD   CENTENE    CORP  2.62500%    21-01.08.31                      470  000.00         439  816.60
                                                          0.01
    USD   CENTENE    CORP  3.00000%    20-15.10.30                     5 712  000.00        5 543  496.00
                                                          0.07
    USD   CENTERPOINT     ENERGY   INC  1.45000%    21-01.06.26                 4 075  000.00        3 951  609.20
                                                          0.05
    USD   CERRO   DEL  AGUILA   SA-144A    4.12500%    17-16.08.27                1 018  000.00        1 033  779.00
                                                          0.01
    USD   CF INDUSTRIES     INC  5.15000%    14-15.03.34                   1 170  000.00        1 348  369.24
                                                          0.02
    USD   CHARLES    SCHWAB   CORP  2.00000%    21-20.03.28                  3 440  000.00        3 386  547.01
                                                          0.04
    USD   CHARTER    COMMUNICATIONS       OPERATING     3.50000%    21-01.06.41            4 800  000.00        4 298  742.48
                                                          0.05
    USD   CHEVRON    USA  INC  3.25000%    21-15.10.29                     435  000.00         460  763.80
                                                          0.01
    USD   CHUBB   INA  HOLDINGS    INC  2.87500%    15-03.11.22                 4 815  000.00        4 870  817.02
                                                          0.06
    USD   CHURCH   & DWIGHT   CO INC  3.15000%    17-01.08.27                 1 880  000.00        1 950  225.52
                                                          0.02
    USD   CHURCH&DWIGHT      CO INC  2.30000%    21-15.12.31                  2 770  000.00        2 694  459.97
                                                          0.03
    USD   CIGNA   CORP  2.37500%    21-15.03.31                      3 075  000.00        2 945  204.99
                                                          0.04
    USD   CIGNA   CORP  2.40000%    20-15.03.30                      4 845  000.00        4 681  076.60
                                                          0.06
    USD   CIGNA   CORP  4.12500%    19-15.11.25                      8 527  000.00        9 106  755.93
                                                          0.11
    添付の注記は当財務書類と不可分のものである。

                                 84/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   CIGNA   CORP  4.37500%    19-15.10.28                      20 207  000.00        22 237  966.77

                                                          0.28
    USD   CIT  GROUP   INC  5.25000%    18-07.03.25                      984  000.00        1 072  434.79
                                                          0.01
    USD   CITIGROUP     INC  3.20000%    16-21.10.26                     4 505  000.00        4 669  259.69
                                                          0.06
    USD   CITIGROUP     INC  3.40000%    16-01.05.26                     1 800  000.00        1 890  522.07
                                                          0.02
    USD   CITIGROUP     INC  3.70000%    16-12.01.26                     2 481  000.00        2 628  340.96
                                                          0.03
    USD   CITIGROUP     INC-SUB    4.40000%    15-10.06.25                   10 912  000.00        11 622  072.43
                                                          0.15
    USD   CITIGROUP     INC-SUB    4.45000%    15-29.09.27                   26 993  000.00        29 355  911.61
                                                          0.37
    USD   CITIZENS    BANK  NA/PROVIDENCE      RI 2.25000%    20-28.04.25             3 200  000.00        3 222  533.89
                                                          0.04
    USD   CITIZENS    FINANCIAL     GROUP   INC-SUB    4.30000%    15-03.12.25            7 323  000.00        7 844  016.87
                                                          0.10
    USD   CNA  FINANCIAL     CORP  3.90000%    19-01.05.29                   1 440  000.00        1 560  648.57
                                                          0.02
    USD   COACH   INC  3.05000%    21-15.03.32                        685  000.00         660  762.15
                                                          0.01
    USD   COACH   INC  4.12500%    17-15.07.27                        904  000.00         955  994.19
                                                          0.01
    USD   COLORADO    INTERSTATE     GAS/  ISSUING-REG-S      4.15000%    16-15.08.26          5 030  000.00        5 368  815.67
                                                          0.07
    USD   COMCAST    CORP  1.95000%    20-15.01.31                     1 750  000.00        1 652  377.91
                                                          0.02
    USD   COMCAST    CORP  2.65000%    19-01.02.30                     6 945  000.00        6 980  128.44
                                                          0.09
    USD   COMCAST    CORP  3.55000%    18-01.05.28                     2 926  000.00        3 118  306.99
                                                          0.04
    USD   COMCAST    CORP  3.95000%    18-15.10.25                     8 321  000.00        8 901  564.08
                                                          0.11
    USD   COMCAST    CORP  4.15000%    18-15.10.28                     2 800  000.00        3 082  361.83
                                                          0.04
    USD   COMCAST    CORP  4.25000%    18-15.10.30                     3 775  000.00        4 217  106.03
                                                          0.05
    USD   COMCAST    CORP  4.40000%    15-15.08.35                     2 930  000.00        3 348  515.93
                                                          0.04
    USD   CONAGRA    BRANDS   INC  4.30000%    18-01.05.24                   2 110  000.00        2 220  644.62
                                                          0.03
    USD   CONAGRA    BRANDS   INC  4.85000%    18-01.11.28                   2 720  000.00        3 042  991.21
                                                          0.04
    USD   CONAGRA    INC  4.60000%    18-01.11.25                      7 395  000.00        7 976  065.31
                                                          0.10
    USD   CONOCOPHILLIPS       6.95000%    99-15.04.29                     6 000  000.00        7 687  342.86
                                                          0.10
    USD   CORP  NACIONAL    DEL  COBRE   DE CHILE-144A     3.00000%    19-30.09.29          4 321  000.00        4 259  695.81
                                                          0.05
    USD   CREDIT   SUISSE   FIRST   BOSTON   NY 1.25000%    21-07.08.26              5 720  000.00        5 449  734.75
                                                          0.07
    USD   CREDIT   SUISSE   GROUP   AG-144A    4.28200%    17-09.01.28               4 300  000.00        4 563  975.50
                                                          0.06
    USD   CREDIT   SUISSE   GROUP   AG 3.75000%    16-26.03.25                 7 360  000.00        7 658  773.91
                                                          0.10
    USD   CREDIT   SUISSE-REG-S-SUB        6.50000%    13-08.08.23                2 400  000.00        2 560  608.00
                                                          0.03
    USD   CROWN   CASTLE   INTERNATIONAL      CORP  3.70000%    16-15.05.26             2 250  000.00        2 360  225.27
                                                          0.03
    USD   CROWN   CASTLE   INTERNATIONAL      CORP  3.65000%    17-01.09.27             4 010  000.00        4 204  492.05
                                                          0.05
    USD   CROWN   CASTLE   INTERNATIONAL      CORP  3.30000%    20-01.07.30             2 280  000.00        2 313  735.95
                                                          0.03
    USD   CROWN   CASTLE   INTERNATIONAL      CORP  1.35000%    20-15.07.25             6 910  000.00        6 701  161.77
                                                          0.08
    USD   CROWN   CASTLE   INTERNATIONAL      CORP  1.05000%    21-15.07.26            14 385  000.00        13 574  640.45
                                                          0.17
    USD   CROWN   CASTLE   INTERNATIONAL      CORP  2.50000%    21-15.07.31             3 740  000.00        3 571  544.41
                                                          0.03
    USD   CSX  CORP  2.60000%    16-01.11.26                       2 000  000.00        2 043  600.04
                                                          0.03
    USD   CSX  CORP  3.25000%    17-01.06.27                       3 145  000.00        3 287  353.96
                                                          0.04
    USD   CSX  CORP  4.25000%    18-15.03.29                       10 000  000.00        11 011  374.20
                                                          0.14
    USD   CUBESMART     LP 2.25000%    21-15.12.28                      980  000.00         951  301.81
                                                          0.01
    USD   CUBESMART     LP 4.37500%    19-15.02.29                     1 315  000.00        1 452  315.17
                                                          0.02
    USD   CVS  HEALTH   CORP  1.30000%    20-21.08.27                    14 850  000.00        13 978  258.37
                                                          0.18
    USD   CVS  HEALTH   CORP  2.12500%    21-15.09.31                    4 390  000.00        4 136  843.01
                                                          0.05
    USD   CVS  HEALTH   CORP  2.62500%    19-15.08.24                    1 700  000.00        1 734  092.26
                                                          0.02
    USD   CVS  HEALTH   CORP  3.62500%    20-01.04.27                    8 064  000.00        8 536  284.37
                                                          0.11
    USD   CVS  HEALTH   CORP  3.75000%    20-01.04.30                    6 000  000.00        6 379  713.36
                                                          0.08
    USD   CVS  HEALTH   CORP  3.87500%    15-20.07.25                    5 979  000.00        6 325  370.83
                                                          0.08
    USD   CVS  HEALTH   CORP  4.30000%    18-25.03.28                    7 222  000.00        7 872  510.68
                                                          0.10
    USD   CVS  HEALTH   CORP  4.78000%    18-25.03.38                    1 020  000.00        1 176  456.89
                                                          0.01
    USD   CVS  HEALTH   CORP  5.00000%    16-01.12.24                    1 830  000.00        1 974  004.29
                                                          0.02
    USD   CVS  HEALTH   CORP  5.05000%    18-25.03.48                    2 830  000.00        3 465  767.82
                                                          0.04
    USD   DAIMLER    FINANCE    NORTH   AMERICA-REG-S      1.75000%    20-10.03.23           3 860  000.00        3 881  629.13
                                                          0.05
    USD   DANSKE   BANK  AS-144A    5.37500%    19-12.01.24                  1 850  000.00        1 967  394.48
                                                          0.02
    USD   DDR  CORP  3.62500%    15-01.02.25                       3 859  000.00        3 992  563.54
                                                          0.05
    USD   DDR  CORP  4.25000%    15-01.02.26                        125  000.00         131  366.37
                                                          0.00
    USD   DDR  CORP  4.70000%    17-01.06.27                       5 843  000.00        6 350  589.06
                                                          0.08
    USD   DELL  INTERNATIONAL      LLC  / EMC  CORP  6.02000%    21-15.06.26            5 673  000.00        6 438  321.28
                                                          0.08
    USD   DELL  INTERNATIONAL      LLC  / EMC  CORP  6.20000%    21-15.07.30            3 750  000.00        4 554  300.00
                                                          0.06
    USD   DELTA   AIR  LINES   INC  7.37500%    20-15.01.26                  1 955  000.00        2 226  209.01
                                                          0.03
    添付の注記は当財務書類と不可分のものである。

                                 85/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   DENSO   CORP-144A     1.23900%    21-16.09.26                    5 000  000.00        4 813  811.50

                                                          0.06
    USD   DENTSPLY    INTERNATIONAL      INC  3.25000%    20-01.06.30               4 250  000.00        4 368  956.10
                                                          0.05
    USD   DH EUROPE   FINANCE    II SARL  2.20000%    19-15.11.24                5 265  000.00        5 319  082.24
                                                          0.07
    USD   DICK  ’S  SPORTING    GOODS   INC  3.15000%    22-15.01.32               5 250  000.00        5 135  141.76
                                                          0.06
    USD   DISCOVER    BANK  4.20000%    13-08.08.23                     1 750  000.00        1 820  432.15
                                                          0.02
    USD   DISCOVER    BANK  4.65000%    18-13.09.28                     3 560  000.00        3 929  245.33
                                                          0.05
    USD   DISCOVERY     COMMUNICATIONS       LLC  2.95000%    17-20.03.23               709  000.00         720  318.62
                                                          0.01
    USD   DISCOVERY     COMMUNICATIONS       LLC  3.95000%    17-20.03.28              5 750  000.00        6 063  416.46
                                                          0.08
    USD   DISCOVERY     COMMUNICATIONS       LLC  4.12500%    19-15.05.29              7 596  000.00        8 109  743.07
                                                          0.10
    USD   DISCOVERY     COMMUNICATIONS       LLC  3.62500%    20-15.05.30              4 350  000.00        4 483  303.67
                                                          0.06
    USD   DOLLAR   GENERAL    CORP  3.50000%    20-03.04.30                  4 520  000.00        4 719  747.44
                                                          0.06
    USD   DOLLAR   TREE  INC  2.65000%    21-01.12.31                    2 340  000.00        2 258  801.37
                                                          0.03
    USD   DOLLAR   TREE  INC  4.00000%    18-15.05.25                    12 700  000.00        13 393  757.31
                                                          0.17
    USD   DOLLAR   TREE  INC  4.20000%    18-15.05.28                     688  000.00         746  879.03
                                                          0.01
    USD   DOW  CHEMICAL    CO 3.62500%    19-15.05.26                     670  000.00         707  149.71
                                                          0.01
    USD   DOW  CHEMICAL    CO 4.55000%    19-30.11.25                     91 000.00         98 454.28
                                                          0.00
    USD   DR HORTON   INC  2.50000%    19-15.10.24                     4 600  000.00        4 661  998.39
                                                          0.06
    USD   DUKE  REALTY   LP 1.75000%    21-01.02.31                     3 450  000.00        3 180  313.91
                                                          0.04
    USD   DUPONT   DE NEMOURS    INC  4.49300%    18-15.11.25                 7 498  000.00        8 107  906.14
                                                          0.10
    USD   DXC  TECHNOLOGY     CO 1.80000%    21-15.09.26                   3 960  000.00        3 830  850.30
                                                          0.05
    USD   EBAY  INC  2.70000%    20-11.03.30                       1 800  000.00        1 785  667.97
                                                          0.02
    USD   EBAY  INC  3.60000%    17-05.06.27                       6 495  000.00        6 883  796.35
                                                          0.09
    USD   ECOLAB   INC  4.80000%    20-24.03.30                      2 625  000.00        3 072  848.23
                                                          0.04
    USD   ELANCO   ANIMAL   HEALTH   INC  4.90000%    19-28.08.28                2 565  000.00        2 795  850.00
                                                          0.04
    USD   EMPRESA    DE TRANSPORTE     DE PASA  MET-144A    3.65000%    20-07.05.30           200  000.00         208  100.00
                                                          0.00
    USD   EMPRESA    NACIONAL    DEL  PETROLEO-REG-S       3.75000%    16-05.08.26            213  000.00         216  101.82
                                                          0.00
    USD   EMPRESAS    PUBLICAS    DE MEDELLIN    ESP-144A    4.25000%    19-18.07.29          1 131  000.00        1 034  723.63
                                                          0.01
    USD   ENABLE   MIDSTREAM     PARTNERS    LP 4.40000%    17-15.03.27              3 134  000.00        3 333  203.69
                                                          0.04
    USD   ENABLE   MIDSTREAM     PARTNERS    LP 4.95000%    18-15.05.28               290  000.00         315  115.95
                                                          0.00
    USD   ENBRIDGE    INC  0.55000%    21-04.10.23                     12 000  000.00        11 797  800.96
                                                          0.15
    USD   ENBRIDGE    INC  1.60000%    21-04.10.26                     12 265  000.00        11 881  537.96
                                                          0.15
    USD   ENBRIDGE    INC  3.12500%    19-15.11.29                     3 025  000.00        3 090  686.18
                                                          0.04
    USD   ENERSIS    AMERICAS    SA 4.00000%    16-25.10.26                   686  000.00         720  660.15
                                                          0.01
    USD   ENI  SPA-144A    4.00000%    18-12.09.23                     2 185  000.00        2 264  349.02
                                                          0.03
    USD   ENTERPRISE     PRODUCTS    OPERATING     LLC  3.12500%    19-31.07.29            2 000  000.00        2 054  567.50
                                                          0.03
    USD   ENTERPRISE     PRODUCTS    OPERATING     LP 2.80000%    20-31.01.30            3 550  000.00        3 569  657.98
                                                          0.03
    USD   EOG  RESOURCES     INC  4.37500%    20-15.04.30                   1 314  000.00        1 472  627.78
                                                          0.02
    USD   EQT  CORP  3.00000%    17-01.10.22                       1 290  000.00        1 295  798.55
                                                          0.02
    USD   EQT  MIDSTREAM     PARTNERS    LP 4.75000%    18-15.07.23                906  000.00         917  325.00
                                                          0.01
    USD   EQUIFAX    INC  2.35000%    21-15.09.31                      1 860  000.00        1 750  043.18
                                                          0.02
    USD   EQUIFAX    INC  2.60000%    19-01.12.24                      3 385  000.00        3 442  421.35
                                                          0.04
    USD   EQUIFAX    INC  3.10000%    20-15.05.30                      2 000  000.00        2 007  288.48
                                                          0.03
    USD   EQUINIX    INC  1.00000%    20-15.09.25                      6 425  000.00        6 151  132.83
                                                          0.08
    USD   EQUINIX    INC  1.45000%    21-15.05.26                      3 775  000.00        3 640  285.77
                                                          0.05
    USD   EQUINIX    INC  1.55000%    20-15.03.28                      5 000  000.00        4 678  166.50
                                                          0.06
    USD   EQUINIX    INC  2.00000%    21-15.05.28                      4 845  000.00        4 626  219.23
                                                          0.06
    USD   EQUINIX    INC  2.62500%    19-18.11.24                      1 937  000.00        1 965  352.95
                                                          0.02
    USD   EQUINOR    ASA  1.75000%    20-22.01.26                      7 053  000.00        6 979  970.63
                                                          0.09
    USD   ERAC  USA  FINANCE    LLC-REG-S     2.70000%    16-01.11.23               3 500  000.00        3 560  361.21
                                                          0.04
    USD   ERP  OPERATING     LP 1.85000%    21-01.08.31                    4 615  000.00        4 340  021.69
                                                          0.05
    USD   ERP  OPERATING     LP 3.25000%    17-01.08.27                    1 460  000.00        1 531  211.94
                                                          0.02
    USD   ESSENTIAL     UTILITIES     INC  2.70400%    20-15.04.30                2 120  000.00        2 103  649.84
                                                          0.03
    USD   ESSEX   PORTFOLIO     LP 1.70000%    21-01.03.28                   1 000  000.00         948  078.37
                                                          0.01
    USD   EVERSOURCE     ENERGY   1.65000%    20-15.08.30                   2 750  000.00        2 509  451.50
                                                          0.03
    USD   EVERSOURCE     ENERGY   1.40000%    21-15.08.26                   10 000  000.00        9 643  221.00
                                                          0.12
    USD   EVERSOURCE     ENERGY   2.90000%    17-01.10.24                   5 000  000.00        5 111  236.45
                                                          0.06
    USD   EXPEDIA    GROUP   INC  2.95000%    21-15.03.31                   3 075  000.00        2 957  563.66
                                                          0.04
    USD   FEDEX   CORP  3.10000%    19-05.08.29                      8 250  000.00        8 465  247.62
                                                          0.11
    添付の注記は当財務書類と不可分のものである。

                                 86/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   FEDEX   CORP  3.25000%    16-01.04.26                      2 000  000.00        2 105  034.46

                                                          0.03
    USD   FIDELITY    NATIONAL    INFO  SERVICES    1.65000%    21-01.03.28             7 850  000.00        7 432  110.36
                                                          0.09
    USD   FIFTH   THIRD   BANCORP    2.55000%    20-05.05.27                  2 855  000.00        2 888  575.31
                                                          0.04
    USD   FISERV   INC  2.25000%    20-01.06.27                      3 750  000.00        3 711  538.84
                                                          0.05
    USD   FISERV   INC  3.20000%    19-01.07.26                      4 087  000.00        4 235  608.83
                                                          0.05
    USD   FISERV   INC  3.50000%    19-01.07.29                      8 175  000.00        8 483  354.13
                                                          0.11
    USD   FLOWSERVE     CORP  2.80000%    21-15.01.32                     7 031  000.00        6 618  561.54
                                                          0.08
    USD   FMC  CORP  3.45000%    19-01.10.29                       1 847  000.00        1 919  483.89
                                                          0.02
    USD   FNB  CORP/PA    2.20000%    20-24.02.23                      1 890  000.00        1 903  460.15
                                                          0.02
    USD   FORD  MOTOR   CO 3.25000%    21-12.02.32                     2 575  000.00        2 449  700.50
                                                          0.03
    USD   FORD  MOTOR   CO 5.29100%    16-08.12.46                      570  000.00         625  575.00
                                                          0.01
    USD   FORD  MOTOR   CREDIT   CO LLC  3.08700%    20-09.01.23                3 125  000.00        3 132  812.50
                                                          0.04
    USD   FORD  MOTOR   CREDIT   CO 2.90000%    21-16.02.28                  4 085  000.00        3 887  286.00
                                                          0.05
    USD   FORD  MOTOR   CREDIT   CO LLC  3.62500%    21-17.06.31                1 025  000.00        1 009  625.00
                                                          0.01
    USD   FORD  MOTOR   CREDIT   CO LLC  2.30000%    22-10.02.25                13 700  000.00        13 440  796.00
                                                          0.17
    USD   FORD  MOTOR   CREDIT   CO LLC  4.25000%    12-20.09.22                4 495  000.00        4 554  839.68
                                                          0.06
    USD   FORD  MOTOR   CREDIT   CO LLC  4.37500%    13-06.08.23                5 700  000.00        5 819  130.00
                                                          0.07
    USD   FORD  MOTOR   CREDIT   CO LLC  3.09600%    16-04.05.23                6 200  000.00        6 255  986.00
                                                          0.08
    USD   FORD  MOTOR   CREDIT   CO LLC  3.81000%    17-09.01.24                2 605  000.00        2 634  306.25
                                                          0.03
    USD   FORD  MOTOR   CREDIT   CO LLC  3.33900%    17-28.03.22                3 495  000.00        3 496  747.50
                                                          0.04
    USD   FORD  MOTOR   CREDIT   CO LLC  2.97900%    17-03.08.22                3 850  000.00        3 861  665.50
                                                          0.05
    USD   FORD  MOTOR   CREDIT   CO LLC  3.35000%    19-01.11.22                3 200  000.00        3 221  824.00
                                                          0.04
    USD   FORTIS   INC  3.05500%    17-04.10.26                      1 154  000.00        1 184  211.63
                                                          0.01
    USD   FORTUNE    BRANDS   HOME  & SECURITY    INC  3.25000%    19-15.09.29           4 400  000.00        4 508  323.65
                                                          0.06
    USD   FOX  CORP  3.05000%    20-07.04.25                       2 216  000.00        2 278  136.84
                                                          0.03
    USD   FOX  CORP  4.03000%    20-25.01.24                       2 500  000.00        2 613  084.27
                                                          0.03
    USD   FREEPORT-MCMORAN        INC  5.25000%    19-01.09.29                  4 503  000.00        4 755  483.21
                                                          0.06
    USD   FREEPORT-MCMORAN        INC  4.37500%    20-01.08.28                  5 700  000.00        5 876  415.00
                                                          0.07
    USD   FS KKR  CAPITAL    CORP  4.75000%    15-15.05.22                  6 000  000.00        6 046  520.58
                                                          0.08
    USD   GENERAL    MILLS   INC  2.25000%    21-14.10.31                   9 620  000.00        9 240  198.65
                                                          0.12
    USD   GENERAL    MOTORS   CO 4.20000%    17-01.10.27                   2 200  000.00        2 349  286.54
                                                          0.03
    USD   GENERAL    MOTORS   CO 5.00000%    14-01.04.35                    925  000.00        1 042  368.17
                                                          0.01
    USD   GENERAL    MOTORS   CO 6.80000%    20-01.10.27                   3 173  000.00        3 809  813.68
                                                          0.05
    USD   GENERAL    MOTORS   CO 6.12500%    20-01.10.25                   1 485  000.00        1 674  202.19
                                                          0.02
    USD   GENERAL    MOTORS   FINANCIAL     CO INC  4.00000%    15-15.01.25             1 870  000.00        1 962  128.94
                                                          0.02
    USD   GENERAL    MOTORS   FINANCIAL     CO INC  3.15000%    17-30.06.22             1 155  000.00        1 164  551.80
                                                          0.01
    USD   GENERAL    MOTORS   FINANCIAL     CO 3.85000%    18-05.01.28               3 510  000.00        3 701  347.61
                                                          0.05
    USD   GENERAL    MOTORS   FINANCIAL     CO INC  4.15000%    18-19.06.23             2 525  000.00        2 605  715.87
                                                          0.03
    USD   GENERAL    MOTORS   FINANCIAL     CO INC  2.90000%    20-26.02.25              818  000.00         833  402.94
                                                          0.01
    USD   GENERAL    MOTORS   FINANCIAL     CO INC  2.750000%     20-20.06.25            3 410  000.00        3 453  080.07
                                                          0.04
    USD   GENERAL    MOTORS   FINANCIAL     CO LTD  3.60000%    20-21.06.30             2 365  000.00        2 424  666.49
                                                          0.03
    USD   GENERAL    MOTORS   FINANCIAL     CO INC  2.70000%    20-20.08.27             8 200  000.00        8 149  979.67
                                                          0.10
    USD   GENERAL    MOTORS   FINANCIAL     CO INC  1.25000%    21-08.01.26             2 775  000.00        2 653  199.56
                                                          0.03
    USD   GENERAL    MOTORS   FINANCIAL     CO INC  2.40000%    21-10.04.28             2 450  000.00        2 376  438.85
                                                          0.03
    USD   GENERAL    MOTORS   FINANCIAL     CO INC  3.10000%    22-12.01.32             2 125  000.00        2 080  499.97
                                                          0.03
    USD   GENPACT    LUXEMBOURG     SARL  3.37500%    19-01.12.24                2 355  000.00        2 435  559.67
                                                          0.03
    USD   GENUINE    PARTS   1.75000%    22-01.02.25                     3 959  000.00        3 934  290.06
                                                          0.05
    USD   GILEAD   SCIENCES    INC  3.65000%    15-01.03.26                   814  000.00         860  044.59
                                                          0.01
    USD   GILEAD   SCIENCES    INC  2.95000%    16-01.03.27                  5 245  000.00        5 410  612.92
                                                          0.07
    USD   GILEAD   SCIENCES    INC  0.75000%    20-29.09.23                  2 956  000.00        2 923  427.18
                                                          0.04
    USD   GILEAD   SCIENCES    INC  1.20000%    20-01.10.27                  7 880  000.00        7 424  889.81
                                                          0.09
    USD   GILEAD   SCIENCES    INC  1.65000%    20-01.10.30                  3 200  000.00        2 962  341.70
                                                          0.04
    USD   GLAXOSMITHKLINE       CAPITAL    INC  3.37500%    18-15.05.23               2 675  000.00        2 749  428.98
                                                          0.03
    USD   GLENCORE    FUNDING    LLC-144A    1.62500%    20-01.09.25               10 500  000.00        10 279  732.47
                                                          0.13
    USD   GLOBAL   PAYMENTS    INC  2.65000%    19-15.02.25                   530  000.00         535  432.58
                                                          0.01
    USD   GLOBAL   PAYMENTS    INC  3.20000%    19-15.08.29                  6 895  000.00        6 970  548.44
                                                          0.09
    USD   GLOBAL   PAYMENTS    INC  2.15000%    21-15.01.27                  4 370  000.00        4 282  409.51
                                                          0.05
    USD   GOLDMAN    SACHS   GROUP   INC-SUB    4.25000%    15-21.10.25              13 240  000.00        14 147  745.25
                                                          0.18
    添付の注記は当財務書類と不可分のものである。

                                 87/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   GOLDMAN    SACHS   GROUP   INC  3.62500%    19-20.02.24                5 200  000.00        5 377  681.29

                                                          0.07
    USD   GOLDMAN    SACHS   GROUP   INC  2.60000%    20-07.02.30                11 200  000.00        10 975  377.39
                                                          0.14
    USD   GOLDMAN    SACHS   GROUP   INC  3.50000%    20-01.04.25                4 729  000.00        4 909  943.03
                                                          0.06
    USD   GOLDMAN    SACHS   GROUP   INC  1.21700%    21-06.12.23                6 500  000.00        6 466  081.05
                                                          0.08
    USD   GOLDMAN    SACHS   GROUP   INC/THE    3.50000%    16-16.11.26               2 105  000.00        2 191  624.77
                                                          0.03
    USD   GRAPHIC    PACKAGING     INTERNATIONAL      INC  4.12500%    16-15.08.24            416  000.00         433  680.00
                                                          0.01
    USD   HARLEY   DAVIDSON    FUNDING    CORP  3.50000%    15-28.07.25              2 050  000.00        2 124  480.04
                                                          0.03
    USD   HARTFORD    FINANCIAL     SERVICES    GROUP   2.80000%    19-19.08.29            3 000  000.00        3 029  279.85
                                                          0.04
    USD   HCA  INC  2.37500%    21-15.07.31                       10 185  000.00        9 503  452.49
                                                          0.12
    USD   HCA  INC  3.50000%    20-01.09.30                        1 295  000.00        1 289  030.05
                                                          0.02
    USD   HCA  INC  4.12500%    19-15.06.29                        2 745  000.00        2 924  087.81
                                                          0.04
    USD   HCA  INC  4.50000%    16-15.02.27                        5 500  000.00        5 921  642.93
                                                          0.07
    USD   HCA  INC  4.75000%    12-01.05.23                        2 500  000.00        2 595  139.08
                                                          0.03
    USD   HCA  INC  5.00000%    14-15.03.24                        6 000  000.00        6 355  907.04
                                                          0.08
    USD   HCA  INC  5.25000%    14-15.04.25                        1 700  000.00        1 849  256.22
                                                          0.02
    USD   HCA  INC  5.37500%    18-01.09.26                        1 469  000.00        1 593  865.00
                                                          0.02
    USD   HCA  INC  5.87500%    19-01.02.29                        2 100  000.00        2 373  000.00
                                                          0.03
    USD   HCP  INC  3.40000%    15-01.02.25                         209  000.00         216  930.95
                                                          0.00
    USD   HCP  INC  4.00000%    15-01.06.25                        7 325  000.00        7 783  257.79
                                                          0.10
    USD   HEALTH   CARE  REIT  INC  2.75000%    21-15.01.32                  3 000  000.00        2 933  779.59
                                                          0.04
    USD   HEALTHCARE     REALTY   TRUST   3.87500%    15-01.05.25                2 500  000.00        2 617  137.33
                                                          0.03
    USD   HEALTHCARE     REALTY   TRUST   3.62500%    17-15.01.28                1 836  000.00        1 916  164.00
                                                          0.02
    USD   HEALTHCARE     TRUST   OF AMERICA    HOLDINGS    LP 3.75000%    17-01.07.27         2 070  000.00        2 203  534.81
                                                          0.03
    USD   HEALTHCARE     TRUST   OF AMERICA    HOLDINGS    LP 2.00000%    20-15.03.31         1 275  000.00        1 177  586.22
                                                          0.01
    USD   HEALTHPEAK     PROPERTIES     INC  3.00000%    19-15.01.30                4 375  000.00        4 451  268.36
                                                          0.06
    USD   HEALTHPEAK     PROPERTIES     INC  2.87500%    20-15.01.31                910  000.00         913  706.87
                                                          0.01
    USD   HEALTHPEAK     PROPERTIES     INC  1.35000%    21-01.02.27                6 260  000.00        5 983  825.89
                                                          0.08
    USD   HEALTHPEAK     PROPERTIES     2.12500%    21-01.12.28                 6 475  000.00        6 340  193.09
                                                          0.08
    USD   HESS  CORP  4.30000%    16-01.04.27                       7 850  000.00        8 378  506.99
                                                          0.11
    USD   HEWLETT    PACKARD    ENTERPRISE     CO STEP-UP/DOWN      16-15.10.22            4 850  000.00        4 941  469.11
                                                          0.06
    USD   HEWLETT    PACKARD    ENTERPRISE     CO STEP-UP/DOWN      16-15.10.25            9 265  000.00        10 015  461.94
                                                          0.13
    USD   HEWLETT    PACKARD    ENTERPRISE     CO 4.45000%    20-02.10.23              3 105  000.00        3 244  059.69
                                                          0.04
    USD   HEWLETT    PACKARD    ENTERPRISE     CO 1.45000%    20-01.04.24              7 230  000.00        7 168  839.40
                                                          0.09
    USD   HEWLETT    PACKARD    ENTERPRISE     CO 1.75000%    20-01.04.26              8 500  000.00        8 301  849.70
                                                          0.10
    USD   HILLENBRAND     INC  4.50000%    19-15.09.26                    1 725  000.00        1 871  625.00
                                                          0.02
    USD   HOME  DEPOT   INC  2.70000%    20-15.04.30                     3 905  000.00        3 960  387.31
                                                          0.05
    USD   HOME  DEPOT   INC/THE    0.90000%    21-15.03.28                   5 050  000.00        4 711  952.90
                                                          0.06
    USD   HOME  DEPOT   INC/THE    3.35000%    15-15.09.25                   6 200  000.00        6 523  607.76
                                                          0.08
    USD   HOST  HOTELS   & RESORTS    LP 3.87500%    17-01.04.24                2 175  000.00        2 246  552.26
                                                          0.03
    USD   HOST  HOTELS   & RESORTS    LP 3.50000%    20-15.09.30                8 614  000.00        8 558  448.65
                                                          0.11
    USD   HOST  HOTELS   & RESORTS    LP 2.90000%    21-15.12.31                2 141  000.00        2 011  788.04
                                                          0.03
    USD   HP INC  1.45000%    22-17.06.26                        17 680  000.00        17 002  643.84
                                                          0.21
    USD   HSBC  HOLDINGS    PLC  4.95000%    20-31.03.30                    965  000.00        1 098  945.20
                                                          0.01
    USD   HSBC  HOLDINGS    PLC-SUB    4.25000%    14-14.03.24                 4 414  000.00        4 610  087.89
                                                          0.06
    USD   HSBC  HOLDINGS    PLC-SUB    4.37500%    16-23.11.26                 7 000  000.00        7 469  308.21
                                                          0.09
    USD   HUDSON   PACIFIC    PROPERTIES     LP 3.95000%    17-01.11.27              2 435  000.00        2 565  756.18
                                                          0.03
    USD   HUDSON   PACIFIC    PROPERTIES     LP 4.65000%    19-01.04.29              1 620  000.00        1 796  461.46
                                                          0.02
    USD   HUMANA   INC  0.65000%    21-03.08.23                      8 050  000.00        7 945  581.51
                                                          0.10
    USD   HUMANA   INC  1.35000%    21-03.02.27                      6 355  000.00        6 018  230.95
                                                          0.08
    USD   HUMANA   INC  3.12500%    19-15.08.29                      2 750  000.00        2 802  747.81
                                                          0.04
    USD   HUMANA   INC  4.50000%    20-01.04.25                      3 450  000.00        3 692  567.84
                                                          0.05
    USD   HUNTINGTON     BANCSHARES     INC/OH   4.00000%    18-15.05.25              4 400  000.00        4 663  948.78
                                                          0.06
    USD   HUNTINGTON     BANCSHARES     INC/OH   2.62500%    19-06.08.24              3 100  000.00        3 150  093.80
                                                          0.04
    USD   HYATT   HOTELS   CORP  1.30000%    21-01.10.23                    945  000.00         936  850.18
                                                          0.01
    USD   HYATT   HOTELS   CORP  1.80000%    21-01.10.24                   9 390  000.00        9 322  059.78
                                                          0.12
    USD   ICAHN   ENTERPRISES     LP/FINANCE     CORP  6.25000%    19-15.05.26            3 000  000.00        3 084  000.00
                                                          0.04
    USD   IHS  MARKIT   LTD  3.62500%    19-01.05.24                     1 013  000.00        1 050  987.50
                                                          0.01
    USD   IHS  MARKIT   LTD  4.12500%    18-01.08.23                     4 758  000.00        4 918  731.90
                                                          0.06
    添付の注記は当財務書類と不可分のものである。

                                 88/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   IHS  MARKIT   LTD  4.25000%    19-01.05.29                     483  000.00         537  337.50

                                                          0.01
    USD   IHS  MARKIT   LTD  4.75000%    18-01.08.28                      96 000.00         108  600.00
                                                          0.00
    USD   ILLUMINA    INC  2.55000%    21-23.03.31                     6 165  000.00        5 979  609.02
                                                          0.08
    USD   ING  GROEP   NV 3.55000%    19-09.04.24                     2 150  000.00        2 227  686.10
                                                          0.03
    USD   ING  GROEP   NV 3.95000%    17-29.03.27                     5 400  000.00        5 774  345.98
                                                          0.07
    USD   INGERSOLL-RAND       LUXEMBOURG     FINANCE    SA 3.50000%    19-21.03.26           2 725  000.00        2 862  050.14
                                                          0.04
    USD   INTEL   CORP  2.00000%    21-12.08.31                      2 250  000.00        2 141  839.76
                                                          0.03
    USD   INTEL   CORP  2.87500%    17-11.05.24                      1 600  000.00        1 644  374.66
                                                          0.02
    USD   INTEL   CORP  3.90000%    20-25.03.30                      7 087  000.00        7 777  132.20
                                                          0.10
    USD   INTERCONTINENTAL        EXCHANGE    INC  2.10000%    20-15.06.30              1 885  000.00        1 800  636.83
                                                          0.02
    USD   INTERCONTINENTAL        EXCHANGE    INC  0.70000%    20-15.06.23              2 620  000.00        2 599  341.83
                                                          0.03
    USD   INTERCONTINENTAL        EXCHANGE    INC  1.85000%    20-15.09.32              2 750  000.00        2 510  256.93
                                                          0.03
    USD   INTERPUBLIC     GROUP   OF COS  INC  4.65000%    18-01.10.28               562  000.00         627  010.91
                                                          0.01
    USD   INTERPUBLIC     GROUP   OF COS  INC  4.75000%    20-30.03.30              6 493  000.00        7 356  159.30
                                                          0.09
    USD   INVESTMENT     ENERGY   RESOURCES     LTD-144A    6.25000%    21-26.04.29           354  000.00         374  682.45
                                                          0.00
    USD   INVITATION     HOMES   OPERATING     PARTNERSHIP     2.30000%    21-15.11.28          2 524  000.00        2 434  882.56
                                                          0.03
    USD   ISTAR   INC  5.50000%    20-15.02.26                       5 250  000.00        5 341  875.00
                                                          0.07
    USD   ITALY,   REPUBLIC    OF 2.37500%    19-17.10.24                  14 000  000.00        14 182  664.02
                                                          0.18
    USD   ITC  HOLDINGS    CORP  3.65000%    14-15.06.24                   1 833  000.00        1 896  135.37
                                                          0.02
    USD   ITC  HOLDINGS    CORP  3.25000%    16-30.06.26                   1 350  000.00        1 407  025.36
                                                          0.02
    USD   ITC  HOLDINGS    CORP  4.05000%    13-01.07.23                    675  000.00         693  752.89
                                                          0.01
    USD   JABIL   INC  3.60000%    20-15.01.30                       2 615  000.00        2 718  641.50
                                                          0.03
    USD   JEFFERIES     GROUP   LLC  2.62500%    21-15.10.31                  2 330  000.00        2 221  553.88
                                                          0.03
    USD   JOHNSON    CONTROLS    INTERNATIONAL      PLC  STEP-UP    16-02.07.24            6 182  000.00        6 447  235.86
                                                          0.08
    USD   JOHNSON    CONTROLS    INTERNATIONAL      PLC  3.90000%    16-14.02.26           4 975  000.00        5 295  938.10
                                                          0.07
    USD   JOHNSON    CONTROLS    INTERNATIONAL      PLC  1.75000%    20-15.09.30           8 444  000.00        7 903  580.29
                                                          0.10
    USD   JPMORGAN    CHASE   & CO 3.30000%    16-01.04.26                  4 150  000.00        4 334  403.34
                                                          0.05
    USD   JPMORGAN    CHASE   & CO 2.95000%    16-01.10.26                  1 800  000.00        1 855  334.83
                                                          0.02
    USD   JPMORGAN    CHASE   & CO-SUB   3.87500%    14-10.09.24                19 443  000.00        20 438  500.08
                                                          0.26
    USD   JUNIPER    NETWORKS    INC  2.00000%    20-10.12.30                  4 900  000.00        4 486  391.93
                                                          0.06
    USD   KAISER   FOUNDATION     HOSPITALS     3.15000%    17-01.05.27               2 820  000.00        2 950  111.56
                                                          0.04
    USD   KB HOME  4.00000%    21-15.06.31                        2 200  000.00        2 167  000.00
                                                          0.03
    USD   KENNAMETAL     INC  2.80000%    21-01.03.31                     585  000.00         563  002.72
                                                          0.01
    USD   KEURIG   DR PEPPER   INC  0.75000%    21-15.03.24                  4 800  000.00        4 698  091.20
                                                          0.06
    USD   KILROY   REALTY   LP 3.45000%    17-15.12.24                    1 756  000.00        1 808  952.88
                                                          0.02
    USD   KILROY   REALTY   LP 4.37500%    15-01.10.25                    1 500  000.00        1 607  641.97
                                                          0.02
    USD   KIMBERLY-CLARK       DE MEXICO   SAB  DE CV-144A    2.43100%    20-01.07.31         1 156  000.00        1 110  121.25
                                                          0.01
    USD   KIMCO   REALTY   CORP  2.25000%    21-01.12.31                   4 505  000.00        4 252  243.78
                                                          0.05
    USD   KIMCO   REALTY   CORP  3.40000%    15-01.11.22                   2 000  000.00        2 028  480.02
                                                          0.03
    USD   KINDER   MORGAN   ENERGY   PARTNERS    LP 5.80000%    05-15.03.35            1 653  000.00        1 973  834.92
                                                          0.02
    USD   KINDER   MORGAN   ENERGY   PARTNERS    LP 3.45000%    12-15.02.23            2 700  000.00        2 746  049.34
                                                          0.03
    USD   KINDER   MORGAN   ENERGY   PARTNERS    LP 4.25000%    14-01.09.24            3 000  000.00        3 153  716.01
                                                          0.04
    USD   KINDER   MORGAN   INC  2.00000%    20-15.02.31                   12 000  000.00        10 961  827.68
                                                          0.14
    USD   KINDER   MORGAN   INC  3.15000%    17-15.01.23                   3 600  000.00        3 660  501.17
                                                          0.05
    USD   KLABIN   AUSTRIA    GMBH-144A     3.20000%    21-12.01.31                5 700  000.00        5 109  366.00
                                                          0.06
    USD   KRAFT   HEINZ   FOODS   CO 5.00000%    13-04.06.42                   555  000.00         631  882.68
                                                          0.01
    USD   KRAFT   HEINZ   FOODS   CO 3.00000%    16-01.06.26                  3 638  000.00        3 675  760.33
                                                          0.05
    USD   KRAFT   HEINZ   FOODS   CO 4.25000%    21-01.03.31                  2 773  000.00        2 965  254.89
                                                          0.04
    USD   LABORATORY     CORP  AMERICA    HOLDINGS    3.60000%    15-01.02.25             529  000.00         550  811.66
                                                          0.01
    USD   LABORATORY     CORP  AMERICA    HOLDINGS    2.95000%    19-01.12.29             430  000.00         433  866.11
                                                          0.01
    USD   LAM  RESEARCH    CORP  1.90000%    20-15.06.30                   8 716  000.00        8 315  926.19
                                                          0.10
    USD   LEAR  CORP  3.80000%    17-15.09.27                       3 300  000.00        3 483  260.42
                                                          0.04
    USD   LEGGETT    & PLATT   INC  4.40000%    19-15.03.29                  3 611  000.00        3 949  204.28
                                                          0.05
    USD   LENNAR   CORP  4.75000%    18-29.11.27                      6 400  000.00        7 058  496.00
                                                          0.09
    USD   LEXINGTON     REALTY   TRUST   2.70000%    20-15.09.30                 1 000  000.00         966  830.07
                                                          0.01
    USD   LEXINGTON     REALTY   TRUST   2.37500%    21-01.10.31                  905  000.00         841  083.59
                                                          0.01
    USD   LIFE  STORAGE    LP 3.87500%    17-15.12.27                     535  000.00         574  692.09
                                                          0.01
    USD   LIFE  STORAGE    LP 4.00000%    19-15.06.29                     625  000.00         673  860.41
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                 89/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   LINCOLN    NATIONAL    CORP  3.80000%    18-01.03.28                 8 898  000.00        9 558  443.54

                                                          0.12
    USD   LINCOLN    NATIONAL    CORP  3.05000%    19-15.01.30                 1 890  000.00        1 921  381.73
                                                          0.02
    USD   LLOYDS   BANKING    GROUP   PLC-SUB    4.58200%    16-10.12.25              6 290  000.00        6 708  262.86
                                                          0.08
    USD   LLOYDS   BANKING    GROUP   PLC  4.37500%    18-22.03.28                4 400  000.00        4 805  607.05
                                                          0.06
    USD   LLOYDS   BANKING    GROUP   PLC-SUB    4.50000%    14-04.11.24              1 885  000.00        1 992  345.00
                                                          0.03
    USD   LLOYDS   BANKING    GROUP   PLC-SUB    4.65000%    16-24.03.26              4 275  000.00        4 601  849.23
                                                          0.06
    USD   LLOYDS   BANKING    GROUP   PLC  3.75000%    17-11.01.27                6 315  000.00        6 674  126.66
                                                          0.08
    USD   LLOYDS   BANKING    GROUP   PLC  3.90000%    19-12.03.24                5 955  000.00        6 208  770.41
                                                          0.08
    USD   LOWE  ’S  COS  INC  1.30000%    20-15.04.28                    10 850  000.00        10 088  290.40
                                                          0.13
    USD   LOWE  ’S  COS  INC  1.70000%    21-15.09.28                    1 068  000.00        1 016  291.76
                                                          0.01
    USD   LOWE  ’S  COS  INC  2.62500%    21-01.04.31                    10 806  000.00        10 643  246.08
                                                          0.13
    USD   LOWE  ’S  COS  INC  2.80000%    21-15.09.41                     901  000.00         822  408.98
                                                          0.01
    USD   LOWE  ’S  COS  INC  3.65000%    19-05.04.29                    2 260  000.00        2 405  813.08
                                                          0.03
    USD   LOWE  ’S  COS  INC  4.00000%    20-15.04.25                    3 131  000.00        3 320  862.28
                                                          0.04
    USD   LSEGA   FINANCING     PLC-144A    1.37500%    21-06.04.26                5 000  000.00        4 812  877.70
                                                          0.06
    USD   LSEGA   FINANCING     PLC-144A    2.00000%    21-06.04.28                3 500  000.00        3 370  325.45
                                                          0.04
    USD   LSEGA   FINANCING     PLC-144A    2.50000%    21-06.04.31                1 389  000.00        1 350  616.75
                                                          0.02
    USD   LYB  INTERNATIONAL      FINANCE    III  LLC  4.20000%    20-01.05.50            1 115  000.00        1 195  168.36
                                                          0.02
    USD   MANULIFE    FINANCIAL     CORP  2.48400%    20-19.05.27                 713  000.00         717  821.67
                                                          0.01
    USD   MARATHON    OIL  CORP  6.80000%    02-15.03.32                   1 250  000.00        1 570  843.04
                                                          0.02
    USD   MARATHON    PETROLEUM     CORP  5.12500%    19-15.12.26                2 320  000.00        2 595  718.87
                                                          0.03
    USD   MARKEL   CORP  3.35000%    19-17.09.29                      1 420  000.00        1 491  948.29
                                                          0.02
    USD   MARRIOTT    INTERNATIONAL      INC/MD   3.60000%    19-15.04.24              3 155  000.00        3 266  051.11
                                                          0.04
    USD   MARRIOTT    INTERNATIONAL      INC/MD   3.12500%    16-15.06.26              5 000  000.00        5 132  679.95
                                                          0.06
    USD   MARRIOTT    INTERNATIONAL      INC/MD   4.65000%    18-01.12.28              3 000  000.00        3 259  126.35
                                                          0.04
    USD   MARRIOTT    INTERNATIONAL      INC/MD   5.75000%    20-01.05.25               266  000.00         294  588.59
                                                          0.00
    USD   MARRIOTT    INTERNATIONAL      INC/MD   3.50000%    20-15.10.32              1 240  000.00        1 250  728.58
                                                          0.02
    USD   MARRIOTT    INTERNATIONAL      INC/MD   2.85000%    21-15.04.31              6 000  000.00        5 792  574.90
                                                          0.07
    USD   MARSH   & MCLENNAN    COS  INC  3.30000%    16-14.03.23                2 550  000.00        2 600  555.23
                                                          0.03
    USD   MARSH   & MCLENNAN    COS  INC  3.87500%    19-15.03.24                6 130  000.00        6 410  404.35
                                                          0.08
    USD   MARSH   & MCLENNAN    COS  INC  4.37500%    19-15.03.29                2 785  000.00        3 104  020.55
                                                          0.04
    USD   MARSH   & MCLENNAN    COS  INC  2.25000%    20-15.11.30                3 860  000.00        3 723  115.91
                                                          0.05
    USD   MARTIN   MARIETTA    MATERIALS     INC  3.50000%    17-15.12.27              1 205  000.00        1 277  502.32
                                                          0.02
    USD   MARTIN   MARIETTA    MATERIALS     INC  2.50000%    20-15.03.30              1 275  000.00        1 255  064.12
                                                          0.02
    USD   MARTIN   MARIETTA    MATERIALS     INC  2.40000%    21-15.07.31               695  000.00         674  365.85
                                                          0.01
    USD   MASTERCARD     INC  2.95000%    19-01.06.29                     2 775  000.00        2 893  912.27
                                                          0.04
    USD   MCCORMICK     & CO 2.50000%    20-15.04.30                     1 675  000.00        1 648  344.25
                                                          0.02
    USD   MCCORMICK     & CO 3.15000%    17-15.08.24                     2 605  000.00        2 683  954.39
                                                          0.03
    USD   MCKESSON    CORP  3.95000%    18-16.02.28                     1 260  000.00        1 352  405.87
                                                          0.02
    USD   MDC  HOLDINGS    INC  2.50000%    21-15.01.31                    2 725  000.00        2 551  281.25
                                                          0.03
    USD   MERCK   & CO INC  1.90000%    21-10.12.28                     4 000  000.00        3 913  907.88
                                                          0.05
    USD   MERCK   & CO INC  2.15000%    21-10.12.31                     7 720  000.00        7 457  480.39
                                                          0.09
    USD   METROPOLITAN      LIFE  GLOBAL   FUNDING-REG-S      3.45000%    16-18.12.26          2 200  000.00        2 325  986.70
                                                          0.03
    USD   MEXICHEM    SAB  DE CV-144A    2.87500%    21-11.05.31                4 000  000.00        3 799  500.00
                                                          0.05
    USD   MEXICO,    UNITED   STATES   OF 3.90000%    20-27.04.25                 756  000.00         797  580.00
                                                          0.01
    USD   MICRON   TECHNOLOGY     INC  4.97500%    19-06.02.26                 5 905  000.00        6 439  233.03
                                                          0.08
    USD   MICRON   TECHNOLOGY     INC  2.70300%    21-15.04.32                 10 221  000.00        9 773  524.62
                                                          0.12
    USD   MICROSOFT     CORP  3.30000%    17-06.02.27                     7 707  000.00        8 172  772.85
                                                          0.10
    USD   MICROSOFT     CORP  4.20000%    15-03.11.35                     6 250  000.00        7 351  400.75
                                                          0.09
    USD   MID-AMERICA     APARTMENTS     LP 4.30000%    13-15.10.23                1 000  000.00        1 037  636.81
                                                          0.01
    USD   MITSUBISHI     UFJ  FINANCIAL     GROUP   INC  2.75700%    16-13.09.26           6 325  000.00        6 425  284.96
                                                          0.08
    USD   MITSUBISHI     UFJ  FINANCIAL     GROUP   INC  3.45500%    18-02.03.23           4 110  000.00        4 207  153.82
                                                          0.05
    USD   MITSUBISHI     UFJ  FINANCIAL     GROUP   INC  3.76100%    18-26.07.23           15 000  000.00        15 507  864.00
                                                          0.20
    USD   MITSUBISHI     UFJ  FINANCIAL     GROUP   INC  3.40700%    19-07.03.24           5 000  000.00        5 169  556.00
                                                          0.07
    USD   MITSUBISHI     UFJ  FINANCIAL     GROUP   INC  3.74100%    19-07.03.29           2 550  000.00        2 716  237.82
                                                          0.03
    USD   MIZUHO   FINANCIAL     GROUP   INC  3.17000%    17-11.09.27               1 088  000.00        1 121  340.13
                                                          0.01
    USD   MIZUHO   FINANCIAL     GROUP   INC-SUB    2.56400%    21-13.09.31             3 955  000.00        3 733  383.55
                                                          0.05
    USD   MONDELEZ    INTERNATIONAL      INC  2.75000%    20-13.04.30               7 725  000.00        7 745  666.69
                                                          0.10
    添付の注記は当財務書類と不可分のものである。

                                 90/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   MONDELEZ    INTERNATIONAL      INC  1.50000%    20-04.05.25               1 605  000.00        1 578  385.92

                                                          0.02
    USD   MOODY  ’S  CORP  2.00000%    21-19.08.31                     3 400  000.00        3 190  339.78
                                                          0.04
    USD   MOODY  ’S  CORP  3.75000%    20-24.03.25                     2 695  000.00        2 835  836.45
                                                          0.04
    USD   MOODY  ’S  CORP  4.25000%    18-01.02.29                     3 715  000.00        4 085  355.37
                                                          0.05
    USD   MORGAN   STANLEY    3.62500%    17-20.01.27                     4 680  000.00        4 940  180.44
                                                          0.06
    USD   MORGAN   STANLEY-SUB     5.00000%    13-24.11.25                  13 860  000.00        15 190  206.70
                                                          0.19
    USD   MOSAIC   CO 3.25000%    17-15.11.22                       5 675  000.00        5 761  683.64
                                                          0.07
    USD   MPLX  LP 3.37500%    18-15.03.23                        1 850  000.00        1 886  543.59
                                                          0.02
    USD   MPLX  LP 4.12500%    17-01.03.27                        3 610  000.00        3 842  584.86
                                                          0.05
    USD   MPLX  LP 4.87500%    16-01.12.24                        6 690  000.00        7 156  872.22
                                                          0.09
    USD   MYLAN   INC  4.55000%    19-15.04.28                       3 814  000.00        4 153  725.33
                                                          0.05
    USD   NATIONAL    FUEL  GAS  CO 5.50000%    20-15.01.26                  5 025  000.00        5 511  123.73
                                                          0.07
    USD   NATIONAL    OILWELL    VARCO   INC  3.60000%    19-01.12.29               4 980  000.00        5 106  985.42
                                                          0.06
    USD   NATIONWIDE     BUILDING    SOCIETY-144A      1.50000%    21-13.10.26            9 960  000.00        9 607  015.61
                                                          0.12
    USD   NATWEST    GROUP   PLC  3.87500%    16-12.09.23                   3 025  000.00        3 119  529.74
                                                          0.04
    USD   NATWEST    MARKETS    PLC-144A    0.80000%    21-12.08.24                4 000  000.00        3 883  841.32
                                                          0.05
    USD   NEC  ELECTRONICS     CORP-144A     1.54300%    21-26.11.24                9 450  000.00        9 290  968.78
                                                          0.12
    USD   NETFLIX    INC  5.87500%    18-15.11.28                      2 880  000.00        3 337  200.00
                                                          0.04
    USD   NEWELL   BRANDS   INC  3.85000%    16-01.04.23                   5 085  000.00        5 176  530.00
                                                          0.07
    USD   NEWELL   BRANDS   INC  4.20000%    16-01.04.26                   1 571  000.00        1 645  292.59
                                                          0.02
    USD   NEWFIELD    EXPLORATION     CO 5.62500%    12-01.07.24                4 720  000.00        5 088  326.00
                                                          0.06
    USD   NEWFIELD    EXPLORATION     CO 5.37500%    15-01.01.26                2 256  000.00        2 464  091.84
                                                          0.03
    USD   NEWMONT    CORP  2.25000%    20-01.10.30                     3 100  000.00        2 921  820.56
                                                          0.04
    USD   NEWMONT    GOLDCORP    CORP  2.80000%    19-01.10.29                 3 150  000.00        3 148  697.73
                                                          0.04
    USD   NEXA  RESOURCES     SA-REG-S    6.50000%    20-18.01.28                1 564  000.00        1 684  525.75
                                                          0.02
    USD   NOMURA   HOLDINGS    INC  2.64800%    20-16.01.25                  5 260  000.00        5 328  263.76
                                                          0.07
    USD   NOMURA   HOLDINGS    INC  1.85100%    20-16.07.25                  10 650  000.00        10 481  358.32
                                                          0.13
    USD   NOMURA   HOLDINGS    INC  2.60800%    21-14.07.31                  1 360  000.00        1 294  429.91
                                                          0.02
    USD   NOMURA   HOLDINGS    INC  2.32900%    22-22.01.27                  6 775  000.00        6 646  825.81
                                                          0.08
    USD   NORDEA   BANK  ABP-REG-S     3.75000%    18-30.08.23                 2 774  000.00        2 871  212.61
                                                          0.04
    USD   NORDSTROM     INC  4.37500%    19-01.04.30                     4 700  000.00        4 403  383.00
                                                          0.06
    USD   NORFOLK    SOUTHERN    CORP  3.80000%    18-01.08.28                 2 645  000.00        2 835  583.91
                                                          0.04
    USD   NORFOLK    SOUTHERN    CORP  3.65000%    18-01.08.25                 1 730  000.00        1 821  584.45
                                                          0.02
    USD   OCCIDENTAL     PETROLEUM     CORP  3.50000%    19-15.08.29                585  000.00         576  634.50
                                                          0.01
    USD   OFFICE   PROPERTIES     INCOME   TRUST   3.45000%    21-15.10.31             4 170  000.00        3 908  749.45
                                                          0.05
    USD   OFFICE   PROPERTIES     INCOME   TRUST   4.25000%    15-15.05.25             4 160  000.00        4 336  435.71
                                                          0.05
    USD   OMEGA   HEALTHCARE     INVESTORS     INC  4.50000%    15-15.01.25             2 270  000.00        2 400  029.10
                                                          0.03
    USD   OMEGA   HEALTHCARE     INVESTORS     INC  5.25000%    16-15.01.26             3 396  000.00        3 711  431.82
                                                          0.05
    USD   OMEGA   HEALTHCARE     INVESTORS     INC  3.37500%    20-01.02.31             1 793  000.00        1 760  290.21
                                                          0.02
    USD   ONCOR   ELECTRIC    DELIVERY    CO 4.10000%    19-15.11.48               1 475  000.00        1 704  573.72
                                                          0.02
    USD   ONEOK   INC  2.20000%    20-15.09.25                       2 705  000.00        2 694  722.48
                                                          0.03
    USD   ONEOK   INC  2.75000%    19-01.09.24                       4 090  000.00        4 166  932.90
                                                          0.05
    USD   ONEOK   INC  3.10000%    20-15.03.30                       1 030  000.00        1 013  096.89
                                                          0.01
    USD   ONEOK   INC  3.40000%    19-01.09.29                       8 000  000.00        8 050  165.44
                                                          0.10
    USD   ONEOK   INC  4.00000%    17-13.07.27                        536  000.00         565  642.19
                                                          0.01
    USD   ONEOK   INC  4.35000%    19-15.03.29                       2 426  000.00        2 578  695.13
                                                          0.03
    USD   ONEOK   INC  4.55000%    18-15.07.28                       3 525  000.00        3 771  080.35
                                                          0.05
    USD   ONEOK   INC  6.35000%    20-15.01.31                       1 420  000.00        1 727  315.56
                                                          0.02
    USD   ONEOK   PARTNERS    LP 3.37500%    12-01.10.22                   1 145  000.00        1 156  744.21
                                                          0.01
    USD   ONEOK   PARTNERS    LP 4.90000%    15-15.03.25                   1 850  000.00        1 986  455.22
                                                          0.02
    USD   ORACLE   CORP  1.65000%    21-25.03.26                      7 000  000.00        6 768  904.31
                                                          0.09
    USD   ORACLE   CORP  2.30000%    21-25.03.28                     10 550  000.00        10 194  006.29
                                                          0.13
    USD   ORACLE   CORP  2.40000%    16-15.09.23                      5 345  000.00        5 404  829.96
                                                          0.07
    USD   ORACLE   CORP  2.50000%    20-01.04.25                      6 900  000.00        6 952  824.33
                                                          0.09
    USD   ORACLE   CORP  2.80000%    20-01.04.27                      2 950  000.00        2 969  990.65
                                                          0.04
    USD   ORACLE   CORP  2.87500%    21-25.03.31                     13 485  000.00        13 015  023.34
                                                          0.16
    USD   ORACLE   CORP  2.95000%    15-15.05.25                      6 493  000.00        6 630  646.08
                                                          0.08
    USD   ORACLE   CORP  2.95000%    17-15.11.24                      7 500  000.00        7 659  209.85
                                                          0.10
    添付の注記は当財務書類と不可分のものである。

                                 91/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   ORANGE   STEP-UP/DOWN      01-01.03.31                      4 650  000.00        6 875  268.61

                                                          0.09
    USD   ORBIA   ADVANCE    CORP  SAB  DE CV-144A    1.87500%    21-11.05.26            3 480  000.00        3 336  885.00
                                                          0.04
    USD   OWENS   CORNING    3.40000%    16-15.08.26                     1 975  000.00        2 069  858.94
                                                          0.03
    USD   OWENS   CORNING    3.87500%    20-01.06.30                     3 400  000.00        3 621  631.72
                                                          0.05
    USD   OWENS   CORNING    3.95000%    19-15.08.29                     2 475  000.00        2 646  941.09
                                                          0.03
    USD   OWL  ROCK  CAPITAL    CORP  3.75000%    20-22.07.25                 5 900  000.00        6 001  276.69
                                                          0.08
    USD   PANASONIC     CORP-144A     2.67900%    19-19.07.24                  5 855  000.00        5 957  997.64
                                                          0.08
    USD   PARK  AEROSPACE     HOLDINGS    LTD-144A    5.50000%    17-15.02.24             675  000.00         712  400.93
                                                          0.01
    USD   PAYPAL   HOLDINGS    INC  2.85000%    19-01.10.29                  2 285  000.00        2 340  349.33
                                                          0.03
    USD   PEIDMONT    OPERATING     PARTNERSHIP     LP 3.40000%    13-01.06.23            1 500  000.00        1 526  650.91
                                                          0.02
    USD   PENTAIR    FINANCE    SARL  4.50000%    19-01.07.29                  5 335  000.00        5 877  878.66
                                                          0.07
    USD   PERKINELMER     INC  1.90000%    21-15.09.28                    3 500  000.00        3 338  461.91
                                                          0.04
    USD   PERKINELMER     INC  2.25000%    21-15.09.31                    1 765  000.00        1 644  371.62
                                                          0.02
    USD   PERKINELMER     INC  2.55000%    21-15.03.31                    1 795  000.00        1 753  314.97
                                                          0.02
    USD   PERRIGO    FINANCE    UNLIMITED     CO 3.15000%    20-15.06.30              3 200  000.00        3 077  741.63
                                                          0.04
    USD   PERSHING    SQUARE   HOLDINGS    LTD-144A    5.50000%    15-15.07.22            7 900  000.00        8 001  120.00
                                                          0.10
    USD   PHILLIPS    66 1.30000%    20-15.02.26                      4 500  000.00        4 323  456.27
                                                          0.05
    USD   PHILLIPS    66 4.30000%    12-01.04.22                       460  000.00         462  808.28
                                                          0.01
    USD   PIONEER    NATURAL    RESOURCES     CO 2.15000%    21-15.01.31              2 113  000.00        1 978  419.50
                                                          0.02
    USD   PLAINS   ALL  AMERICAN    PIPELINE    LP 3.85000%    13-15.10.23              850  000.00         876  082.36
                                                          0.01
    USD   PLAINS   ALL  AMERICAN    PIPELINE    LP 3.55000%    19-15.12.29             1 391  000.00        1 403  281.26
                                                          0.02
    USD   PLAINS   ALL  AMERICAN    PIPELINE    LP 3.80000%    20-15.09.30             2 120  000.00        2 163  237.95
                                                          0.03
    USD   PNC  FINANCIAL     SERVICES    GROUP   INC/THE    3.45000%    19-23.04.29           4 400  000.00        4 683  547.00
                                                          0.06
    USD   PNC  FINANCIAL     SERVICS    GROUP   2.20000%    19-01.11.24               2 885  000.00        2 926  810.23
                                                          0.04
    USD   PNC  FINANCIAL     SERVICES    GROUP   INC/THE    1.15000%    21-13.08.26           4 300  000.00        4 162  690.85
                                                          0.05
    USD   PRINCIPAL     FINANCIAL     GROUP   3.10000%    16-15.11.26                4 215  000.00        4 366  548.89
                                                          0.05
    USD   PROLOGIS    LP 2.12500%    20-15.04.27                      1 100  000.00        1 097  716.59
                                                          0.01
    USD   PROLOGIS    LP 2.25000%    20-15.04.30                      2 065  000.00        2 012  254.28
                                                          0.03
    USD   PROSUS   NV-144A    3.25700%    22-19.01.27                     1 079  000.00        1 074  953.75
                                                          0.01
    USD   PROSUS   NV-144A    3.68000%    20-21.01.30                     552  000.00         539  683.50
                                                          0.01
    USD   PROSUS   NV-144A    4.19300%    22-19.01.32                     7 000  000.00        6 938  750.00
                                                          0.09
    USD   PROTECTIVE     LIVE  CORP-REG-S     4.30000%    18-30.09.28               5 700  000.00        6 272  562.72
                                                          0.08
    USD   PULTEGROUP     INC  5.00000%    16-15.01.27                     445  000.00         493  820.95
                                                          0.01
    USD   PVH  CORP  4.62500%    20-10.07.25                       5 988  000.00        6 405  969.58
                                                          0.08
    USD   QATAR,   STATE   OF-144A    4.00000%    19-14.03.29                   882  000.00         970  200.00
                                                          0.01
    USD   QATAR,   STATE   OF-144A    4.81700%    19-14.03.49                  1 450  000.00        1 808  875.00
                                                          0.02
    USD   QUALCOMM    INC  1.65000%    21-20.05.32                     5 000  000.00        4 568  854.75
                                                          0.06
    USD   QUEST   DIAGNOSTICS     INC  2.95000%    19-30.06.30                 3 170  000.00        3 196  132.24
                                                          0.04
    USD   RABOBANK    NEDERLAND     NV-SUB   4.37500%    15-04.08.25                8 610  000.00        9 165  315.81
                                                          0.12
    USD   RABOBANK    NEDERLAND     NV-SUB   3.75000%    16-21.07.26                1 794  000.00        1 881  069.49
                                                          0.02
    USD   RALPH   LAUREN   CORP  2.95000%    20-15.06.30                   4 742  000.00        4 793  132.13
                                                          0.06
    USD   RAYMOND    JAMES   FINANCIAL     INC  4.65000%    20-01.04.30               4 180  000.00        4 706  218.78
                                                          0.06
    USD   REALTY   INCOME   CORP  1.80000%    20-15.03.33                    280  000.00         252  889.86
                                                          0.00
    USD   REALTY   INCOME   CORP  3.87500%    18-15.04.25                   1 225  000.00        1 297  716.00
                                                          0.02
    USD   REALTY   INCOME   CORP  3.25000%    20-15.01.31                   3 400  000.00        3 543  709.71
                                                          0.04
    USD   REALTY   INCOME   CORP  4.12500%    14-15.10.26                   1 765  000.00        1 918  831.34
                                                          0.02
    USD   REALTY   INCOME   CORP  4.62500%    21-01.11.25                   1 815  000.00        1 977  469.98
                                                          0.02
    USD   RECKITT    BENCKISER     TREAS   SERV-REG-S     2.75000%    17-26.06.24           5 650  000.00        5 767  478.81
                                                          0.07
    USD   REGENCY    CENTERS    LP 3.75000%    14-15.06.24                   1 110  000.00        1 152  873.47
                                                          0.01
    USD   REGENCY    CENTERS    LP 4.12500%    18-15.03.28                   4 150  000.00        4 506  381.46
                                                          0.06
    USD   REGIONS    FINANCIAL     CORP  1.80000%    21-12.08.28                 8 040  000.00        7 653  546.30
                                                          0.10
    USD   RELIANCE    STEEL   & ALUMINUM    CO 2.15000%    20-15.08.30              5 000  000.00        4 715  849.10
                                                          0.06
    USD   RELX  CAPITAL    INC  3.00000%    20-22.05.30                    3 200  000.00        3 269  950.50
                                                          0.04
    USD   RELX  CAPITAL    INC  4.00000%    19-18.03.29                    3 635  000.00        3 943  003.11
                                                          0.05
    USD   REPUBLIC    SERVICES    INC  2.90000%    16-01.07.26                 2 445  000.00        2 504  234.45
                                                          0.03
    USD   REPUBLIC    SERVICES    INC  2.50000%    19-15.08.24                 2 500  000.00        2 533  315.90
                                                          0.03
    USD   ROGERS   COMMUNICATIONS       INC  3.62500%    15-15.12.25                5 920  000.00        6 197  821.45
                                                          0.08
    USD   ROGERS   COMMUNICATIONS       INC  2.90000%    16-15.11.26                2 000  000.00        2 052  339.40
                                                          0.03
    添付の注記は当財務書類と不可分のものである。

                                 92/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   ROPER   TECHNOLOGIES      INC  3.80000%    16-15.12.26                 4 740  000.00        5 019  293.08

                                                          0.06
    USD   ROSS  STORES   INC  4.70000%    20-15.04.27                    2 130  000.00        2 359  632.73
                                                          0.03
    USD   ROSS  STORES   INC  4.80000%    20-15.04.30                    2 545  000.00        2 855  872.85
                                                          0.04
    USD   SABINE   PASS  LIQUEFACTION      LLC  5.75000%    14-15.05.24              5 800  000.00        6 226  077.51
                                                          0.08
    USD   SABINE   PASS  LIQUEFACTION      LLC  5.62500%    16-01.03.25              1 045  000.00        1 141  272.50
                                                          0.01
    USD   SALESFORCE.COM       INC  1.50000%    21-15.07.28                  14 575  000.00        13 952  266.37
                                                          0.18
    USD   SALESFORCE.COM       INC  3.25000%    18-11.04.23                   2 382  000.00        2 439  688.26
                                                          0.03
    USD   SANTANDER     HOLDINGS    USA  INC  4.40000%    18-13.07.27               12 370  000.00        13 187  868.66
                                                          0.17
    USD   SAUDI   ARABIAN    OIL  CO-144A    1.62500%    20-24.11.25                424  000.00         414  036.00
                                                          0.01
    USD   SAUDI   ARABIAN    OIL  CO-144A    2.25000%    20-24.11.30                520  000.00         493  350.00
                                                          0.01
    USD   SCHLUMBERGER      INVESTMENT     SA 2.65000%    20-26.06.30               10 000  000.00        9 916  704.50
                                                          0.12
    USD   SEALED   AIR  CORP-144A     5.12500%    14-01.12.24                  2 470  000.00        2 605  850.00
                                                          0.03
    USD   SEMPRA   ENERGY   3.40000%    18-01.02.28                     5 872  000.00        6 132  043.10
                                                          0.08
    USD   SERVICENOW     INC  1.40000%    20-01.09.30                     6 215  000.00        5 549  456.09
                                                          0.07
    USD   SHERWIN-WILLIAMS        CO 3.45000%    17-01.06.27                  2 825  000.00        2 972  895.90
                                                          0.04
    USD   SHERWIN-WILLIAMS        CO 2.30000%    20-15.05.30                  2 340  000.00        2 275  014.53
                                                          0.03
    USD   SHIRE   ACQUISITIONS      INVT  IRELAND    DAC  2.87500%    16-23.09.23           8 365  000.00        8 524  155.25
                                                          0.11
    USD   SHIRE   ACQUISITIONS      INVT  IRELAND    DAC  3.20000%    16-23.09.26           8 500  000.00        8 811  018.83
                                                          0.11
    USD   SIMON   PROPERTY    GROUP   LP 2.20000%    21-01.02.31                10 000  000.00        9 500  332.30
                                                          0.12
    USD   SK HYNIX   INC-144A    2.37500%    21-19.01.31                    658  000.00         611  624.16
                                                          0.01
    USD   SK TELECOM    CO LTD-144A    3.75000%    18-16.04.23                 3 685  000.00        3 780  404.65
                                                          0.05
    USD   SKYWORKS    SOLUTIONS     INC  0.90000%    21-01.06.23                 1 770  000.00        1 751  284.62
                                                          0.02
    USD   SKYWORKS    SOLUTIONS     INC  1.80000%    21-01.06.26                18 595  000.00        18 038  356.44
                                                          0.23
    USD   SKYWORKS    SOLUTIONS     INC  3.00000%    21-01.06.31                 5 786  000.00        5 559  099.70
                                                          0.07
    USD   SL GREEN   OPERATING     PARTNERSHIP     LP 3.25000%    17-15.10.22            2 685  000.00        2 720  080.01
                                                          0.03
    USD   SMITH&NEWPHEW      PLC  2.03200%    20-14.10.30                   2 550  000.00        2 355  768.97
                                                          0.03
    USD   SOCIETE    GENERALE    SA-144A-SUB     4.25000%    15-14.04.25              3 185  000.00        3 322  709.68
                                                          0.04
    USD   SOCIETE    GENERALE    SA-144A-SUB     4.75000%    15-24.11.25              2 310  000.00        2 457  245.75
                                                          0.03
    USD   SONOCO   PRODUCTS    CO 1.80000%    22-01.02.25                   4 725  000.00        4 690  925.05
                                                          0.06
    USD   SONOCO   PRODUCTS    CO 3.12500%    20-01.05.30                   6 210  000.00        6 295  480.52
                                                          0.08
    USD   SOUTHWEST     AIRLINES    CO 2.62500%    20-10.02.30                 2 230  000.00        2 160  914.60
                                                          0.03
    USD   SOUTHWEST     AIRLINES    CO 5.25000%    20-04.05.25                 6 001  000.00        6 546  368.36
                                                          0.08
    USD   SOUTHWEST     AIRLINES    CO 5.12500%    20-15.06.27                 1 330  000.00        1 485  798.29
                                                          0.02
    USD   SOUTHWEST     GAS  CORP  3.70000%    18-01.04.28                   1 250  000.00        1 327  783.23
                                                          0.02
    USD   SOUTHWESTERN      ENERGY   CO 5.37500%    21-15.03.30                 4 925  000.00        5 046  204.25
                                                          0.06
    USD   SPECTRA    ENERGY   PARTNERS    LP 3.50000%    15-15.03.25                900  000.00         932  743.53
                                                          0.01
    USD   SPECTRA    ENERGY   PARTNERS    LP 3.37500%    16-15.10.26               6 331  000.00        6 592  464.35
                                                          0.08
    USD   SPIRE   INC  3.54300%    17-27.02.24                       1 500  000.00        1 514  769.80
                                                          0.02
    USD   SPIRIT   REALTY   LP 3.20000%    19-15.01.27                    2 266  000.00        2 321  760.11
                                                          0.03
    USD   SPIRIT   REALTY   LP 3.40000%    19-15.01.30                    1 300  000.00        1 327  926.19
                                                          0.02
    USD   SPIRIT   REALTY   LP 4.00000%    19-15.07.29                    4 369  000.00        4 681  220.84
                                                          0.06
    USD   SPIRIT   REALTY   LP 4.45000%    17-15.09.26                    3 560  000.00        3 851  839.97
                                                          0.05
    USD   SPRINT   CORP  7.62500%    18-01.03.26                      3 715  000.00        4 253  675.00
                                                          0.05
    USD   STARBUCKS     CORP  2.00000%    20-12.03.27                     3 215  000.00        3 164  255.99
                                                          0.04
    USD   STARBUCKS     CORP  2.55000%    20-15.11.30                     2 235  000.00        2 203  345.23
                                                          0.03
    USD   STARBUCKS     CORP  3.80000%    18-15.08.25                     2 900  000.00        3 076  137.51
                                                          0.04
    USD   STATE   STREET   CORP-SUB    2.20000%    21-03.03.31                 3 865  000.00        3 725  284.69
                                                          0.05
    USD   STEEL   DYNAMICS    INC  3.25000%    20-15.01.31                   5 100  000.00        5 187  567.00
                                                          0.07
    USD   STERIS   IRISH   FINCO   UNLTD   CO 2.70000%    21-15.03.31               8 850  000.00        8 604  061.68
                                                          0.11
    USD   STIFEL   FINANCIAL     CORP  4.00000%    20-15.05.30                 1 720  000.00        1 833  472.79
                                                          0.02
    USD   STORE   CAPITAL    CORP  4.62500%    19-15.03.29                    892  000.00         972  888.34
                                                          0.01
    USD   SUMITOMO    MITSUI   FIN  GP INC  3.74800%    18-19.07.23               2 740  000.00        2 832  189.06
                                                          0.04
    USD   SUMITOMO    MITSUI   FIN  GP INC  2.69600%    19-16.07.24               2 925  000.00        2 983  196.68
                                                          0.04
    USD   SUMITOMO    MITSUI   FIN  GP INC  3.04000%    19-16.07.29               3 199  000.00        3 254  075.90
                                                          0.04
    USD   SUMITOMO    MITSUI   FIN  GP INC  2.44800%    19-27.09.24               9 105  000.00        9 228  309.02
                                                          0.12
    USD   SUMITOMO    MITSUI   FIN  GP INC  2.34800%    20-15.01.25               12 805  000.00        12 916  073.13
                                                          0.16
    USD   SUMITOMO    MITSUI   FIN  GP INC  2.75000%    20-15.01.30               5 500  000.00        5 485  474.56
                                                          0.07
    USD   SUMITOMO    MITSUI   FIN  GP INC  1.40200%    21-17.09.26               5 000  000.00        4 781  787.50
                                                          0.06
    添付の注記は当財務書類と不可分のものである。

                                 93/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   SUMITOMO    MITSUI   FIN  GP INC  2.47200%    22-14.01.29               4 000  000.00        3 956  909.20

                                                          0.05
    USD   SUMITOMO    MITSUI   FINANCIAL     GROUP   INC  0.50800%    21-12.01.24            350  000.00         342  839.42
                                                          0.00
    USD   SUMITOMO    MITSUI   FINANCIAL     GROUP   INC  0.94800%    21-12.01.26           5 850  000.00        5 571  917.32
                                                          0.07
    USD   SUMITOMO    MITSUI   TRUST   BANK  LTD-144A    1.05000%    20-12.09.25           5 240  000.00        5 053  633.11
                                                          0.06
    USD   SUZANO   AUSTRIA    GMBH  3.75000%    20-15.01.31                  6 220  000.00        6 061  778.75
                                                          0.08
    USD   SVB  FINANCIAL     GROUP   2.10000%    21-15.05.28                  4 725  000.00        4 615  579.91
                                                          0.06
    USD   SWEDBANK    AB-144A    1.53800%    21-16.11.26                    4 000  000.00        3 895  745.72
                                                          0.05
    USD   SYNCHRONY     BANK  3.00000%    17-15.06.22                     5 000  000.00        5 033  320.05
                                                          0.06
    USD   SYNCHRONY     FINANCIAL     4.25000%    14-15.08.24                  11 270  000.00        11 785  386.57
                                                          0.15
    USD   SYNCHRONY     FINANCIAL     5.15000%    19-19.03.29                  5 836  000.00        6 513  984.70
                                                          0.08
    USD   SYNCHRONY     FINANCIAL     2.87500%    21-28.10.31                  7 760  000.00        7 404  523.94
                                                          0.09
    USD   SYSCO   CORP  2.45000%    21-14.12.31                      6 510  000.00        6 292  351.75
                                                          0.08
    USD   SYSCO   CORP  5.95000%    20-01.04.30                      1 838  000.00        2 231  100.02
                                                          0.03
    USD   T-MOBILE    USA  INC  2.55000%    21-15.02.31                    3 314  000.00        3 155  942.81
                                                          0.04
    USD   T-MOBILE    USA  INC  2.62500%    21-15.02.29                    6 822  000.00        6 398  831.34
                                                          0.08
    USD   T-MOBILE    USA  INC  2.62500%    21-15.04.26                    4 263  000.00        4 177  740.00
                                                          0.05
    USD   T-MOBILE    USA  INC  3.37500%    21-15.04.29                     518  000.00         508  986.80
                                                          0.01
    USD   T-MOBILE    USA  INC  3.50000%    21-15.04.25                    4 625  000.00        4 799  425.73
                                                          0.06
    USD   T-MOBILE    USA  INC  3.50000%    21-15.04.31                     971  000.00         947  239.63
                                                          0.01
    USD   T-MOBILE    USA  INC  3.75000%    21-15.04.27                    5 867  000.00        6 166  690.47
                                                          0.08
    USD   T-MOBILE    USA  INC  3.87500%    21-15.04.30                   11 950  000.00        12 525  016.19
                                                          0.16
    USD   T-MOBILE    USA  INC  4.37500%    21-15.04.40                    4 310  000.00        4 624  308.89
                                                          0.06
    USD   T-MOBILE    USA  INC  4.50000%    21-15.04.50                     395  000.00         432  757.88
                                                          0.01
    USD   T-MOBILE    USA  INC  4.75000%    18-01.02.28                     56 000.00         57 890.00
                                                          0.00
    USD   T-MOBILE    USA-144A    2.70000%    21-15.03.32                   4 390  000.00        4 203  513.28
                                                          0.05
    USD   TAKEDA   PHARMACEUTICAL       CO LTD  5.00000%    19-26.11.28              2 750  000.00        3 129  983.45
                                                          0.04
    USD   TAKEDA   PHARMACEUTICAL       CO LTD  2.05000%    20-31.03.30              11 614  000.00        10 911  857.05
                                                          0.14
    USD   TARGET   CORP  2.25000%    20-15.04.25                      2 430  000.00        2 460  066.46
                                                          0.03
    USD   TC PIPELINES     LP 3.90000%    17-25.05.27                     800  000.00         856  131.14
                                                          0.01
    USD   TENET   HEALTHCARE     CORP  4.62500%    17-15.07.24                   74 000.00         74 294.52
                                                          0.00
    USD   TEVA  PHARMACEUTICAL       FINANCE    NL III  BV 3.15000%    16-01.10.26          6 750  000.00        6 195  555.00
                                                          0.08
    USD   TEVA  PHARMACEUTICAL       FINANCE    NL III  BV 6.00000%    18-15.04.24          4 300  000.00        4 359  125.00
                                                          0.05
    USD   THERMO   FISHER   SCIENTIFIC     INC  0.79700%    21-18.10.23              14 589  000.00        14 440  194.68
                                                          0.18
    USD   THERMO   FISHER   SCIENTIFIC     INC  1.21500%    21-18.10.24              5 470  000.00        5 391  398.12
                                                          0.07
    USD   TIME  WARNER   CABLE   LLC  5.50000%    11-01.09.41                  200  000.00         225  830.35
                                                          0.00
    USD   TOLL  BROTHERS    FINANCE    CORP  4.87500%    15-15.11.25                965  000.00        1 042  007.00
                                                          0.01
    USD   TOLL  BROTHERS    FINANCE    CORP  3.80000%    19-01.11.29               2 320  000.00        2 393  184.40
                                                          0.03
    USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.75000%    14-10.04.24             1 200  000.00        1 256  102.28
                                                          0.02
    USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.45500%    19-19.02.29             1 040  000.00        1 098  343.51
                                                          0.01
    USD   TOTAL   CAPITAL    SA 3.88300%    18-11.10.28                    4 405  000.00        4 788  850.51
                                                          0.06
    USD   TRANSOCEAN     PHOENIX    2 LTD-144A    7.75000%    16-15.10.24               249  000.00         125  122.29
                                                          0.00
    USD   TRANSOCEAN     PROTEUS    LTD-144A    6.25000%    16-01.12.24                150  000.00         74 250.00
                                                          0.00
    USD   TRINITY    ACQUISITION     PLC  4.40000%    16-15.03.26                 700  000.00         754  445.20
                                                          0.01
    USD   TRUIST   BANK  4.05000%    18-03.11.25                      5 250  000.00        5 637  682.84
                                                          0.07
    USD   TSMC  GLOBAL   LTD-144A    0.75000%    20-28.09.25                  6 350  000.00        6 060  440.00
                                                          0.08
    USD   TSMC  GLOBAL   LTD-144A    1.37500%    20-28.09.30                  5 000  000.00        4 527  900.00
                                                          0.06
    USD   TSMC  GLOBAL   LTD-REG-S     1.37500%    20-28.09.30                 5 000  000.00        4 539  850.00
                                                          0.06
    USD   TSMC  GLOBAL   LTD-REG-S     2.25000%    21-23.04.31                 6 735  000.00        6 494  627.85
                                                          0.08
    USD   TYCO  ELECTRONICS     GROUP   SA 3.45000%    14-01.08.24                1 010  000.00        1 047  677.99
                                                          0.01
    USD   TYSON   FOODS   INC  4.00000%    19-01.03.26                    4 340  000.00        4 616  326.54
                                                          0.06
    USD   UBS  AG/LONDON-144A       0.70000%    21-09.08.24                   4 500  000.00        4 390  027.61
                                                          0.06
    USD   UBS  GROUP   AG-REG-S    3.49100%    17-23.05.23                   1 850  000.00        1 862  438.68
                                                          0.02
    USD   UBS  GROUP   AG-REG-S    4.12500%    15-24.09.25                   2 100  000.00        2 232  745.66
                                                          0.03
    USD   UBS  GROUP   FUNDING    SWITZERLAND     AG-REG-S    3.49100%    21-23.05.23          7 780  000.00        7 832  309.69
                                                          0.10
    USD   UNILEVER    CAPITAL    CORP  0.62600%    21-12.08.24                 1 850  000.00        1 800  562.63
                                                          0.02
    USD   UNION   PACIFIC    CORP  2.15000%    20-05.02.27                   8 000  000.00        8 018  007.44
                                                          0.10
    USD   UNION   PACIFIC    CORP  3.15000%    19-01.03.24                   7 800  000.00        8 068  986.51
                                                          0.10
    USD   UNITED   AIRLINES    2014-2   CLAS  A PAS  THR  3.75000%    14-03.09.26          4 500  000.00        3 121  805.44
                                                          0.04
    添付の注記は当財務書類と不可分のものである。

                                 94/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   UNITED   AIRLINES    INC-144A    4.62500%    21-15.04.29                1 565  000.00        1 548  520.55

                                                          0.02
    USD   UNITED   RENTALS    NORTH   AMERICA    INC  3.87500%    19-15.11.27            5 145  000.00        5 296  520.25
                                                          0.07
    USD   UNITEDHEALTH      GROUP   INC  3.37500%    17-15.04.27                 2 315  000.00        2 460  291.30
                                                          0.03
    USD   UNITEDHEALTH      GROUP   INC  3.85000%    18-15.06.28                 5 611  000.00        6 105  913.32
                                                          0.08
    USD   UNITEDHEALTH      GROUP   INC  2.37500%    19-15.08.24                 1 640  000.00        1 672  712.82
                                                          0.02
    USD   UNITEDHEALTH      GROUP   INC  2.30000%    21-15.05.31                 4 785  000.00        4 645  849.52
                                                          0.06
    USD   UNUM  GROUP   4.00000%    19-15.06.29                      1 240  000.00        1 335  896.05
                                                          0.02
    USD   US BANCORP    2.40000%    19-30.07.24                      2 915  000.00        2 969  514.87
                                                          0.04
    USD   VALERO   ENERGY   CORP  2.85000%    20-15.04.25                   4 375  000.00        4 465  020.13
                                                          0.06
    USD   VALERO   ENERGY   CORP  4.00000%    19-01.04.29                   2 530  000.00        2 674  496.75
                                                          0.03
    USD   VENTAS   REALITY    LP 3.75000%    14-01.05.24                    535  000.00         554  455.91
                                                          0.01
    USD   VENTAS   REALTY   LP 2.50000%    21-01.09.31                    1 295  000.00        1 239  096.61
                                                          0.02
    USD   VENTAS   REALTY   LP 3.85000%    17-01.04.27                    2 296  000.00        2 449  569.18
                                                          0.03
    USD   VEON  HOLDINGS    BV-144A    3.37500%    20-25.11.27                 2 815  000.00        2 562  860.45
                                                          0.03
    USD   VERISIGN    INC  5.25000%    15-01.04.25                     7 748  000.00        8 434  240.36
                                                          0.11
    USD   VERISK   ANALYTICS     INC  4.12500%    19-15.03.29                  2 190  000.00        2 366  451.37
                                                          0.03
    USD   VERIZON    COMMUNICATIONS       INC  4.27200%    15-15.01.36                245  000.00         274  727.88
                                                          0.00
    USD   VERIZON    COMMUNICATIONS       INC  2.62500%    16-15.08.26               10 000  000.00        10 172  563.20
                                                          0.13
    USD   VERIZON    COMMUNICATIONS       INC  4.50000%    17-10.08.33               5 305  000.00        5 996  786.32
                                                          0.08
    USD   VERIZON    COMMUNICATIONS       INC  3.87500%    19-08.02.29               1 275  000.00        1 372  987.59
                                                          0.02
    USD   VERIZON    COMMUNICATIONS       INC  4.01600%    19-03.12.29               4 828  000.00        5 242  856.77
                                                          0.07
    USD   VERIZON    COMMUNICATIONS       INC  3.15000%    20-22.03.30               5 320  000.00        5 472  942.81
                                                          0.07
    USD   VERIZON    COMMUNICATIONS       INC  3.00000%    20-22.03.27               1 436  000.00        1 477  347.70
                                                          0.02
    USD   VERIZON    COMMUNICATIONS       INC  1.50000%    20-18.09.30               3 310  000.00        3 001  644.04
                                                          0.04
    USD   VERIZON    COMMUNICATIONS       INC  2.65000%    20-20.11.40               1 555  000.00        1 387  249.45
                                                          0.02
    USD   VERIZON    COMMUNICATIONS       INC  2.10000%    21-22.03.28               15 139  000.00        14 754  759.00
                                                          0.19
    USD   VERIZON    COMMUNICATIONS       INC  2.55000%    21-21.03.31               12 375  000.00        12 084  089.24
                                                          0.15
    USD   VERIZON    COMMUNICATIONS       INC  3.40000%    21-22.03.41               3 000  000.00        2 970  737.49
                                                          0.04
    USD   VERIZON    COMMUNICATIONS       INC  2.85000%    21-03.09.41                950  000.00         886  802.74
                                                          0.01
    USD   VF CORP  2.40000%    20-23.04.25                        3 293  000.00        3 344  289.89
                                                          0.04
    USD   VF CORP  2.95000%    20-23.04.30                        6 283  000.00        6 352  393.16
                                                          0.08
    USD   VIACOMCBS     INC  3.87500%    14-01.04.24                     1 000  000.00        1 042  278.29
                                                          0.01
    USD   VIACOMCBS     INC  4.20000%    20-19.05.32                     3 440  000.00        3 732  708.13
                                                          0.05
    USD   VIACOMCBS     INC  4.75000%    20-15.05.25                     5 150  000.00        5 537  855.82
                                                          0.07
    USD   VIRGIN   MEDIA   SECURED    FINANCE    PLC-144A    5.50000%    19-15.05.29           500  000.00         509  524.75
                                                          0.01
    USD   VMWARE   INC  1.00000%    21-15.08.24                      3 750  000.00        3 659  017.65
                                                          0.05
    USD   VMWARE   INC  1.40000%    21-15.08.26                      6 670  000.00        6 389  183.79
                                                          0.08
    USD   VMWARE   INC  1.80000%    21-15.08.28                      6 545  000.00        6 200  075.23
                                                          0.08
    USD   VMWARE   INC  2.20000%    21-15.08.31                      4 050  000.00        3 781  790.17
                                                          0.05
    USD   VODAFONE    GROUP   PLC  4.37500%    18-30.05.28                   5 000  000.00        5 468  135.51
                                                          0.07
    USD   VODAFONE    GROUP   PLC  7.87500%    00-15.02.30                   5 000  000.00        6 774  545.65
                                                          0.09
    USD   WABTEC   CORP/DE    3.45000%    17-15.11.26                     4 065  000.00        4 215  061.83
                                                          0.05
    USD   WAL-MART    STORES   INC  1.80000%    21-22.09.31                  3 605  000.00        3 438  390.85
                                                          0.04
    USD   WALT  DISNEY   CO 1.75000%    19-30.08.24                     2 800  000.00        2 805  873.39
                                                          0.04
    USD   WALT  DISNEY   CO 1.75000%    20-13.01.26                     3 310  000.00        3 279  183.90
                                                          0.04
    USD   WALT  DISNEY   CO 2.20000%    20-13.01.28                     2 705  000.00        2 680  527.73
                                                          0.03
    USD   WALT  DISNEY   CO 2.65000%    20-13.01.31                     7 225  000.00        7 190  281.99
                                                          0.09
    USD   WALT  DISNEY   CO 3.00000%    19-15.09.22                     3 092  000.00        3 133  228.48
                                                          0.04
    USD   WALT  DISNEY   CO 3.35000%    20-24.03.25                     1 998  000.00        2 082  647.10
                                                          0.03
    USD   WALT  DISNEY   CO 3.70000%    19-15.09.24                     1 600  000.00        1 672  386.37
                                                          0.02
    USD   WALT  DISNEY   CO 3.70000%    19-15.10.25                     2 100  000.00        2 221  813.74
                                                          0.03
    USD   WASTE   CONNECTIONS     INC  2.60000%    20-01.02.30                 3 250  000.00        3 194  192.43
                                                          0.04
    USD   WASTE   MANAGEMENT     INC  1.15000%    20-15.03.28                  1 275  000.00        1 182  854.57
                                                          0.01
    USD   WASTE   MANAGEMENT     INC  2.00000%    21-01.06.29                  1 225  000.00        1 190  426.63
                                                          0.00
    USD   WELLS   FARGO   & CO 3.00000%    16-23.10.26                    4 164  000.00        4 278  220.52
                                                          0.05
    USD   WELLS   FARGO   & CO-SUB   4.12500%    13-15.08.23                  4 230  000.00        4 395  519.26
                                                          0.06
    USD   WELLTOWER     INC  2.75000%    20-15.01.31                      825  000.00         814  071.14
                                                          0.01
    USD   WELLTOWER     INC  3.10000%    19-15.01.30                     5 040  000.00        5 122  085.62
                                                          0.06
    添付の注記は当財務書類と不可分のものである。

                                 95/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   WELLTOWER     INC  3.62500%    19-15.03.24                     2 856  000.00        2 960  727.40

                                                          0.04
    USD   WELLTOWER     INC  4.00000%    15-01.06.25                     9 140  000.00        9 697  303.73
                                                          0.12
    USD   WESTERN    DIGITAL    CORP  4.75000%    18-15.02.26                  2 515  000.00        2 639  278.73
                                                          0.03
    USD   WESTERN    DIGITAL    CORP  2.85000%    21-01.02.29                  3 700  000.00        3 570  796.00
                                                          0.04
    USD   WESTERN    DIGITAL    CORP  3.10000%    21-01.02.32                  1 751  000.00        1 671  452.07
                                                          0.02
    USD   WESTERN    GAS  PARTNERS    LP 4.65000%    16-01.07.26                3 845  000.00        4 024  215.45
                                                          0.05
    USD   WESTERN    GAS  PARTNERS    LP 4.50000%    18-01.03.28                1 005  000.00        1 057  059.00
                                                          0.01
    USD   WESTERN    MIDSTREAM     OPERATING     LP 4.05000%    20-01.02.30             3 210  000.00        3 346  425.00
                                                          0.04
    USD   WESTERN    UNION   CO 2.85000%    19-10.01.25                    7 398  000.00        7 537  582.80
                                                          0.09
    USD   WESTERN    UNION   CO/THE   1.35000%    21-15.03.26                  6 675  000.00        6 417  018.32
                                                          0.08
    USD   WEYERHAEUSER      CO 4.00000%    20-15.04.30                    4 240  000.00        4 580  553.41
                                                          0.06
    USD   WILLIAMS    COMPANIES     INC  4.55000%    14-24.06.24                 8 150  000.00        8 601  338.12
                                                          0.11
    USD   WILLIAMS    COS  INC/THE    3.75000%    17-15.06.27                 10 125  000.00        10 657  417.26
                                                          0.13
    USD   WILLIAMS    COS  INC/THE    4.50000%    13-15.11.23                  2 940  000.00        3 077  550.25
                                                          0.04
    USD   WILLIAMS    COS  INC/THE    4.30000%    14-04.03.24                  2 620  000.00        2 743  391.60
                                                          0.03
    USD   WILLIAMS    COS  INC/THE    3.90000%    14-15.01.25                  1 000  000.00        1 052  774.82
                                                          0.01
    USD   WILLIS   NORTH   AMERICA    INC  3.60000%    17-15.05.24                1 215  000.00        1 259  752.81
                                                          0.02
    USD   WIPRO   IT SERVICES    LLC-144A    1.50000%    21-23.06.26               4 300  000.00        4 121  281.25
                                                          0.05
    USD   WP CAREY   INC  2.25000%    21-01.04.33                     1 615  000.00        1 484  518.97
                                                          0.02
    USD   WP CAREY   INC  2.40000%    20-01.02.31                      950  000.00         909  222.30
                                                          0.01
    USD   WP CAREY   INC  2.45000%    21-01.02.32                     7 005  000.00        6 674  628.72
                                                          0.08
    USD   WP CAREY   INC  3.85000%    19-15.07.29                     4 258  000.00        4 588  266.53
                                                          0.06
    USD   WR BERKLEY    CORP  4.62500%    12-15.03.22                    2 785  000.00        2 797  994.25
                                                          0.04
    USD   WRKCO   INC  4.65000%    19-15.03.26                        730  000.00         799  422.62
                                                          0.01
    USD   XYLEM   INC/NY   1.95000%    20-30.01.28                     5 194  000.00        5 053  133.79
                                                          0.06
    USD   XYLEM   INC/NY   2.25000%    20-30.01.31                     3 450  000.00        3 297  957.74
                                                          0.04
    USD   YUM  BRANDS   INC  4.62500%    21-31.01.32                     2 725  000.00        2 711  974.50
                                                          0.03
    USD   ZIMMER   BIOMET   HOLDINGS    INC  3.15000%    15-01.04.22               1 500  000.00        1 502  998.76
                                                          0.02
    USD   ZIMMER   BIOMET   HOLDINGS    INC  1.45000%    21-22.11.24               18 145  000.00        17 875  852.85
                                                          0.23
    USD   ZOETIS   INC  2.00000%    20-15.05.30                      3 150  000.00        2 995  248.53
                                                          0.04
    米ドル合計                                            3 639  489  056.78
                                                         45.86
    ノート、固定利付債合計                                            3 642  123  543.27

                                                         45.89
    ノート、ゼロ・クーポン

    USD

    USD   OCCIDENTAL     PETROLEUM     CORP  0.00000%    19-10.10.36                3 000  000.00        1 620  000.00
                                                          0.02
    米ドル合計                                              1 620  000.00
                                                          0.02
    ノート、ゼロ・クーポン合計                                              1 620  000.00

                                                          0.02
    ノート、変動利付債

    EUR

    EUR   MORGAN   STANLEY    1.102%/VAR     21-29.04.33                    2 789  000.00        3 039  958.29
                                                          0.04
    ユーロ合計                                              3 039  958.29
                                                          0.04
    USD

    USD   ABN  AMRO  BANK  NV-144A    2.470%/VAR     21-13.12.29                6 400  000.00        6 201  785.66
                                                          0.08
    USD   AT&T  INC  3M LIBOR+118     BP 18-12.06.24                    8 600  000.00        8 766  056.02
                                                          0.11
    USD   AUSTRALIA     & NEW  ZEALAND    BANKING-REG-S-SUB        6.750%/VAR     16-PRP       1 485  000.00        1 655  134.22
                                                          0.02
    USD   BANCO   SANTANDER     SA 0.701%/VAR     21-30.06.24                  4 800  000.00        4 744  955.86
                                                          0.06
    USD   BANCO   SANTANDER     SA 1.722%/VAR     21-14.09.27                  5 000  000.00        4 793  586.70
                                                          0.06
    USD   BANCO   SANTANDER     SA 3M LIBOR+112BP     18-12.04.23                 400  000.00         403  685.72
                                                          0.00
    USD   BANK  OF AMERICA    CORP  3.366%/VAR     18-23.01.26                 6 650  000.00        6 876  497.80
                                                          0.09
    USD   BANK  OF AMERICA    CORP  3.419%/VAR     18-20.12.28                 3 803  000.00        3 949  595.12
                                                          0.05
    USD   BANK  OF AMERICA    CORP  3.550%/3M     LIBOR+78BP     18-05.03.24            2 720  000.00        2 780  752.13
                                                          0.03
    添付の注記は当財務書類と不可分のものである。

                                 96/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   BANK  OF AMERICA    CORP  2.651%/VAR     21-11.03.32                 6 905  000.00        6 748  236.89

                                                          0.08
    USD   BANK  OF AMERICA    CORP  1.658%/VAR     21-11.03.27                11 805  000.00        11 460  994.99
                                                          0.14
    USD   BANK  OF AMERICA    CORP  1.734%/VAR     21-22.07.27                33 693  000.00        32 678  712.33
                                                          0.41
    USD   BANK  OF AMERICA    CORP  2.299%/VAR     21-21.07.32                 4 000  000.00        3 786  390.80
                                                          0.05
    USD   BANK  OF AMERICA    CORP  2.572%/VAR     21-20.10.32                 4 330  000.00        4 195  974.03
                                                          0.05
    USD   BANK  OF IRELAND    GROUP-144A     2.029%/VAR     21-30.09.27              22 541  000.00        21 598  786.20
                                                          0.27
    USD   BANK  OF MONTREAL-SUB      3.088%/VAR     22-10.01.37                11 000  000.00        10 829  217.74
                                                          0.14
    USD   BANK  OF NEW  YORK  MELLON   CORP-SUB    4.700%/VAR     20-PRP            775  000.00         816  656.25
                                                          0.01
    USD   BARCLAYS    PLC  2.279%/VAR     21-24.11.27                     7 115  000.00        6 968  003.74
                                                          0.09
    USD   BARCLAYS    PLC  2.852%/VAR     20-07.05.26                     7 800  000.00        7 878  622.83
                                                          0.10
    USD   BARCLAYS    PLC  3.932%/VAR     19-07.05.25                     7 675  000.00        7 965  205.65
                                                          0.10
    USD   BARCLAYS    PLC  4.610%/VAR     18-15.02.23                     1 850  000.00        1 852  142.06
                                                          0.02
    USD   BARCLAYS    PLC  5.088%/VAR     19-20.06.30                     2 945  000.00        3 237  516.10
                                                          0.04
    USD   BBVA  BANCOMER    SA/TEXAS-144A-SUB        5.875%/VAR     19-13.09.34            2 350  000.00        2 496  875.00
                                                          0.03
    USD   BBVA  BANCOMER    SA/TEXAS-REG-S-SUB         5.125%/VAR     18-18.01.33           2 640  000.00        2 653  437.60
                                                          0.03
    USD   BK OF AMERICA    CORP  3.004%/VAR     18-20.12.23                  1 861  000.00        1 889  258.68
                                                          0.02
    USD   CHARLES    SCHWAB   CORP-SUB    5.375%/VAR     20-PRP                3 394  000.00        3 645  156.00
                                                          0.05
    USD   CHARLES    SCHWAB   CORP-SUB    4.000%/VAR     21-PRP                2 990  000.00        2 953  910.70
                                                          0.04
    USD   CITIGROUP     INC  0.776%/VAR     20-30.10.24                    6 180  000.00        6 086  796.70
                                                          0.08
    USD   CITIGROUP     INC  0.981%/VAR     21-01.05.25                    4 695  000.00        4 595  766.38
                                                          0.06
    USD   CITIGROUP     INC  1.122%/VAR     21-28.01.27                    2 550  000.00        2 432  820.23
                                                          0.03
    USD   CITIGROUP     INC  1.462%/VAR     21-09.06.27                    13 275  000.00        12 738  721.72
                                                          0.16
    USD   CITIGROUP     INC  1.678%/VAR     20-15.05.24                    8 385  000.00        8 410  759.72
                                                          0.11
    USD   CITIGROUP     INC  2.520%/VAR     21-03.11.32                     805  000.00         775  388.92
                                                          0.01
    USD   CITIGROUP     INC  2.561%/VAR     21-01.05.32                    5 850  000.00        5 672  461.56
                                                          0.07
    USD   CITIGROUP     INC  2.572%/VAR     20-03.06.31                    4 285  000.00        4 175  514.82
                                                          0.05
    USD   CITIGROUP     INC  2.666%/VAR     20-29.01.31                    5 725  000.00        5 614  150.77
                                                          0.07
    USD   CITIGROUP     INC  2.876%/VAR     17-24.07.23                    2 000  000.00        2 016  193.70
                                                          0.03
    USD   CITIGROUP     INC  2.976%/VAR     19-05.11.30                    15 865  000.00        15 956  113.17
                                                          0.20
    USD   CITIGROUP     INC  3.057%/VAR     22-25.01.33                    2 030  000.00        2 050  337.14
                                                          0.03
    USD   CITIGROUP     INC  3.106%/VAR     20-08.04.26                    2 025  000.00        2 076  610.87
                                                          0.03
    USD   CITIGROUP     INC  3.352%/VAR     19-24.04.25                    2 750  000.00        2 834  624.46
                                                          0.04
    USD   CITIGROUP     INC  3.520%/VAR     17-27.10.28                    7 500  000.00        7 839  698.63
                                                          0.10
    USD   CITIGROUP     INC  3.668%/VAR     17-24.07.28                    4 500  000.00        4 734  008.95
                                                          0.06
    USD   CITIGROUP     INC  3.980%/3M     LIBOR+133.8BP      19-20.03.30              7 070  000.00        7 563  231.27
                                                          0.10
    USD   CITIGROUP     INC-SUB    3.875%/VAR     21-PRP                  1 351  000.00        1 315  198.50
                                                          0.02
    USD   CITIGROUP     INC-SUB    4.000%/VAR     20-VAR                  3 937  000.00        3 887  787.50
                                                          0.05
    USD   CITIGROUP     INC-SUB    4.150%/VAR     21-PRP                  3 051  000.00        2 976  921.72
                                                          0.04
    USD   COMERICA    INC-SUB    5.625%/VAR     20-PRP                   2 570  000.00        2 765  834.00
                                                          0.03
    USD   CREDIT   AGRICOLE    SA-REG-S-SUB      8.125%/VAR     16-PRP             2 875  000.00        3 325  656.25
                                                          0.04
    USD   CREDIT   SUISSE   GROUP   AG-144A    3.869%/VAR     18-12.01.29              1 300  000.00        1 349  612.34
                                                          0.02
    USD   CREDIT   SUISSE   GROUP   AG-144A-SUB     6.375%/VAR     19-PRP            2 053  000.00        2 142  818.75
                                                          0.03
    USD   CREDIT   SUISSE   GROUP   AG-144A    4.194%/VAR     20-01.04.31              2 492  000.00        2 649  640.21
                                                          0.03
    USD   CREDIT   SUISSE   GROUP   AG-144A    2.193%/VAR     20-05.06.26              1 699  000.00        1 678  231.59
                                                          0.02
    USD   CREDIT   SUISSE   GROUP   AG -144A   1.305%/VAR     21-02.02.27             7 600  000.00        7 177  355.94
                                                          0.09
    USD   CREDIT   SUISSE   GROUP   AG-REG-S    2.593%/VAR     19-11.09.25             2 375  000.00        2 387  329.98
                                                          0.03
    USD   CREDIT   SUISSE   GROUP   AG-REG-S-SUB      6.250%/VAR     14-PRP           2 350  000.00        2 464  562.50
                                                          0.03
    USD   CREDIT   SUISSE   GRP  AG-144A    6M SORF+173BP     21-14.05.32             7 272  000.00        7 062  577.75
                                                          0.09
    USD   DEUTSCHE    BANK  AG/NEW   YORK  NY 3.961%/VAR     19-26.11.25             2 500  000.00        2 602  421.53
                                                          0.03
    USD   DEUTSCHE    BANK  AG/NEW   YORK  NY 2.129%/VAR     20-24.11.26             3 775  000.00        3 688  780.97
                                                          0.05
    USD   DEUTSCHE    BANK  AG/NEW   YORK  NY 2.311%/VAR     21-16.11.27             7 040  000.00        6 838  508.65
                                                          0.09
    USD   DISCOVER    BANK-SUB    4.682%/VAR     18-09.08.28                  3 168  000.00        3 277  100.35
                                                          0.04
    USD   DISCOVER    FINANCIAL     SERVICES-SUB      6.125%/VAR     20-PRP            3 793  000.00        4 092  874.58
                                                          0.05
    USD   ENTERPRISE     PRODUCTS-SUB      5.375%/VAR     18-15.02.78                2 450  000.00        2 398  259.40
                                                          0.03
    USD   FORD  MOTOR   CREDIT   CO LLC  3M LIBOR+127BP     17-28.03.22             1 500  000.00        1 500  937.02
                                                          0.02
    USD   FORD  MOTOR   CREDIT   CO LLC  3M LIBOR+108BP     17-03.08.22             1 750  000.00        1 749  969.71
                                                          0.02
    USD   GENERAL    MILLS   INC  3M LIBOR+101BP     18-17.10.23                1 005  000.00        1 017  814.62
                                                          0.01
    USD   GOLDMAN    SACHS   GROUP   INC  2.905%/VAR     17-24.07.23               10 091  000.00        10 169  944.11
                                                          0.13
    USD   GOLDMAN    SACHS   GROUP   INC  3.272%/VAR     17-29.09.25                935  000.00         962  289.27
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                 97/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   GOLDMAN    SACHS   GROUP   INC  3.814%/VAR     18-23.04.29                6 690  000.00        7 058  290.99

                                                          0.09
    USD   GOLDMAN    SACHS   GROUP   INC/THE    1.093%/VAR     20-09.12.26             10 210  000.00        9 703  759.61
                                                          0.12
    USD   GOLDMAN    SACHS   GROUP   INC/THE    1.431%/VAR     21-09.03.27             30 275  000.00        29 061  655.20
                                                          0.37
    USD   GOLDMAN    SACHS   GROUP   INC  2.615%/VAR     21-22.04.32                7 675  000.00        7 435  674.24
                                                          0.09
    USD   GOLDMAN    SACHS   GROUP   INC/THE    1.542%/VAR     21-10.09.27             17 600  000.00        16 814  352.54
                                                          0.21
    USD   GOLDMAN    SACHS   GROUP   INC  2.383%/VAR     21-21.07.32                6 252  000.00        5 920  465.20
                                                          0.07
    USD   GOLDMAN    SACHS   GROUP   INC  1.948%/VAR     21-21.10.27               11 517  000.00        11 208  995.45
                                                          0.14
    USD   GOLDMAN    SACHS   GROUP   INC/THE    2.640%/VAR     22-24.02.28              6 527  000.00        6 537  959.56
                                                          0.08
    USD   GOLDMAN    SACHS   GROUP   INC/THE    3.102%/VAR     22-24.02.33              2 805  000.00        2 821  048.35
                                                          0.04
    USD   HASBRO   INC  3.900%/RATING      LINKED   19-19.11.29                 6 633  000.00        7 060  884.48
                                                          0.09
    USD   HSBC  HOLDINGS    PLC  0.732%/VAR     21-17.08.24                  9 400  000.00        9 247  438.66
                                                          0.12
    USD   HSBC  HOLDINGS    PLC  1.589%/VAR     20-24.05.27                  6 875  000.00        6 590  114.58
                                                          0.08
    USD   HSBC  HOLDINGS    PLC  2.099%/VAR     20-04.06.26                  7 270  000.00        7 186  054.98
                                                          0.09
    USD   HSBC  HOLDINGS    PLC  2.848%/VAR     20-04.06.31                  6 475  000.00        6 345  148.15
                                                          0.08
    USD   HSBC  HOLDINGS    PLC  2.013%/VAR     20-22.09.28                  5 180  000.00        4 979  161.40
                                                          0.06
    USD   HSBC  HOLDINGS    PLC  2.804%/VAR     21-24.05.32                  3 790  000.00        3 665  003.67
                                                          0.05
    USD   HSBC  HOLDINGS    PLC  2.206%/VAR     21-17.08.29                  14 800  000.00        14 093  429.06
                                                          0.18
    USD   HSBC  HOLDINGS    PLC  2.251%/VAR     21-22.11.27                  11 270  000.00        11 037  346.85
                                                          0.14
    USD   HSBC  HOLDINGS    PLC  3.803%/VAR     19-11.03.25                  2 400  000.00        2 483  184.00
                                                          0.03
    USD   HSBC  HOLDINGS    PLC  3.973%/VAR     19-22.05.30                  6 585  000.00        6 935  724.47
                                                          0.09
    USD   HSBC  HOLDINGS    PLC  4.041%/VAR     17-13.03.28                  4 060  000.00        4 290  617.83
                                                          0.05
    USD   HSBC  HOLDINGS    PLC  4.583%/VAR     18-19.06.29                  20 063  000.00        21 869  602.32
                                                          0.28
    USD   HSBC  HOLDINGS    PLC  4.292%/VAR     18-12.09.26                  2 120  000.00        2 247  643.97
                                                          0.03
    USD   ING  GROEP   NV 1.72600%/VAR      21-01.04.27                    3 815  000.00        3 707  343.29
                                                          0.05
    USD   ING  GROEP   NV 2.727%/VAR     21-01.04.32                     6 275  000.00        6 146  886.84
                                                          0.08
    USD   JP MORGAN   CHASE   & CO-SUB   7.900%/3M     LIBOR+347BP     08-PRP           532  000.00         534  634.26
                                                          0.01
    USD   JP MORGAN   CHASE   & CO 4.005%/VAR     18-23.04.29                 4 750  000.00        5 094  552.41
                                                          0.06
    USD   JP MORGAN   CHASE   & CO 2.580%/VAR     21-22.04.32                 5 030  000.00        4 889  927.33
                                                          0.06
    USD   JP MORGAN   CHASE   & CO 1.470%/VAR     21-22.09.27                56 980  000.00        54 483  944.38
                                                          0.69
    USD   JPMORGAN    CHASE   & CO 3.782%/VAR     17-01.02.28                 7 315  000.00        7 757  172.00
                                                          0.10
    USD   JPMORGAN    CHASE   & CO 3.220%/VAR     17-01.03.25                 13 443  000.00        13 798  251.04
                                                          0.17
    USD   JPMORGAN    CHASE   & CO 3.509%/3M     LIBOR+94.5BP      18-23.01.29            7 270  000.00        7 585  722.87
                                                          0.10
    USD   JPMORGAN    CHASE   & CO 3.559%/VAR     18-23.04.24                 10 891  000.00        11 174  166.22
                                                          0.14
    USD   JPMORGAN    CHASE   & CO 4.452%/3M     LIBOR+133BP     18-05.12.29            10 205  000.00        11 234  733.19
                                                          0.14
    USD   JPMORGAN    CHASE   & CO 3.960%/3M     LIBOR+124.5BP      19-29.01.27           1 000  000.00        1 062  014.33
                                                          0.01
    USD   JPMORGAN    CHASE   & CO 2.739%/VAR     19-15.10.30                 3 870  000.00        3 849  072.35
                                                          0.05
    USD   JPMORGAN    CHASE   & CO 2.301%/VAR     19-15.10.25                 5 175  000.00        5 205  980.45
                                                          0.07
    USD   JPMORGAN    CHASE   & CO 2.083%/VAR     20-22.04.26                 7 010  000.00        6 971  716.50
                                                          0.09
    USD   JPMORGAN    CHASE   & CO 2.522%/VAR     20-22.04.31                 8 725  000.00        8 502  858.79
                                                          0.11
    USD   JPMORGAN    CHASE   & CO 1.953%/VAR     21-04.02.32                 3 950  000.00        3 659  558.08
                                                          0.05
    USD   JPMORGAN    CHASE   & CO 1.578%/VAR     21-22.04.27                 31 300  000.00        30 280  690.46
                                                          0.38
    USD   JPMORGAN    CHASE   & CO 2.069%/VAR     21-01.06.29                 4 805  000.00        4 616  514.65
                                                          0.06
    USD   JPMORGAN    CHASE   & CO 0.768%/VAR     21-09.08.25                 4 500  000.00        4 368  749.27
                                                          0.05
    USD   JPMORGAN    CHASE   & CO 2.963%/VAR     22-25.01.33                 5 275  000.00        5 309  671.31
                                                          0.07
    USD   JPMORGAN    CHASE   & CO-SUB   2.956%/VAR     20-13.05.31                7 295  000.00        7 247  622.26
                                                          0.09
    USD   LLOYDS   BANKING    GROUP   PLC  2.438%/VAR     20-05.02.26               10 175  000.00        10 215  714.34
                                                          0.13
    USD   LLOYDS   BANKING    GROUP   2.858%/VAR     19-17.03.23                 1 250  000.00        1 252  526.82
                                                          0.02
    USD   LLOYDS   BANKING    GROUP   PLC  3.870%/VAR     20-09.07.25               9 810  000.00        10 227  072.24
                                                          0.13
    USD   LLOYDS   BANKING    GROUP   PLC  0.695%/VAR     21-11.05.24               3 200  000.00        3 165  105.51
                                                          0.04
    USD   LLOYDS   BANKING    GROUP   PLC  VAR  21-11.05.27                  5 626  000.00        5 421  951.84
                                                          0.07
    USD   LLOYDS   BANKING    GROUP-SUB     3.369%/VAR     21-14.12.46               4 336  000.00        3 972  844.48
                                                          0.05
    USD   MITSUBISHI     UFJ  FINANCIAL     GP INC  2.309%/VAR     21-20.07.32            2 180  000.00        2 075  395.75
                                                          0.03
    USD   MITSUBISHI     UFJ  FINANCIAL     GP INC  1.538%/VAR     21-20.07.27            9 380  000.00        9 027  698.45
                                                          0.11
    USD   MITSUBISHI     UFJ  FINANCIAL     GROUP   INC  0.962%/VAR     21-11.10.25          21 020  000.00        20 412  097.40
                                                          0.26
    USD   MIZUHO   FINANCIAL     GROUP   INC  3.922%/VAR     18-11.09.24              9 385  000.00        9 712  947.55
                                                          0.12
    USD   MIZUHO   FINANCIAL     GROUP   INC  4.254%/VAR     18-11.09.29              2 000  000.00        2 175  320.66
                                                          0.03
    USD   MIZUHO   FINANCIAL     GROUP   INC  2.226%/3M     LIBOR+83BP     20-25.05.26          4 800  000.00        4 790  842.56
                                                          0.06
    USD   MIZUHO   FINANCIAL     GROUP   INC  1.554%/VAR     21-09.07.27              2 185  000.00        2 096  732.12
                                                          0.03
    USD   MORGAN   STANLEY    0.985%/VAR     20-10.12.26                    6 330  000.00        6 011  304.70
                                                          0.08
    添付の注記は当財務書類と不可分のものである。

                                 98/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   MORGAN   STANLEY    1.593%/VAR     21-04.05.27                   10 450  000.00        10 089  549.62

                                                          0.13
    USD   MORGAN   STANLEY    1.928%/VAR     21-28.04.32                   11 000  000.00        10 116  921.43
                                                          0.13
    USD   MORGAN   STANLEY    3.217%/VAR     21-22.04.42                     95 000.00         94 228.60
                                                          0.00
    USD   MORGAN   STANLEY    3.591%/VAR     17-22.07.28                    7 100  000.00        7 450  267.14
                                                          0.09
    USD   MORGAN   STANLEY    3.737%/VAR     18-24.04.24                    3 000  000.00        3 081  097.29
                                                          0.04
    USD   NATIONWIDE     BUIL  SOC-144A    3.766%/3M     LIBOR+106.4BP      18-08.03.24         5 400  000.00        5 517  936.65
                                                          0.07
    USD   NATIONWIDE     BUILDING    SOCIETY-144A      4.302%/VAR     18-08.03.29           3 958  000.00        4 240  436.95
                                                          0.05
    USD   NATWEST    GROUP   PLC  1.642%/VAR     21-14.06.27                  7 825  000.00        7 545  700.95
                                                          0.09
    USD   NATWEST    GROUP   PLC  2.359%/VAR     20-22.05.24                  1 090  000.00        1 099  169.78
                                                          0.01
    USD   NATWEST    GROUP   PLC  3.498%/VAR     17-15.05.23                  4 480  000.00        4 506  664.59
                                                          0.06
    USD   NATWEST    GROUP   PLC  3.073%/VAR     20-22.05.28                  9 814  000.00        9 988  955.55
                                                          0.13
    USD   NATWEST    GROUP   PLC  3M LIBOR+147BP     17-15.05.23                1 070  000.00        1 073  466.84
                                                          0.01
    USD   NATWEST    GROUP   PLC  4.892%/VAR     18-18.05.29                  3 275  000.00        3 636  014.58
                                                          0.05
    USD   NATWEST    GROUP   PLC  4.519%/VAR     18-25.06.24                  3 880  000.00        4 018  275.40
                                                          0.05
    USD   NATWEST    GROUP   PLC  4.269%/VAR     19-22.03.25                  5 700  000.00        5 951  428.76
                                                          0.06
    USD   NATWEST    GROUP   PLC  5.076%/VAR     18-27.01.30                  1 510  000.00        1 694  756.38
                                                          0.02
    USD   NIPPON   LIFE  INSURANCE     CO-144A-SUB     2.750%/VAR     21-21.01.51           4 470  000.00        4 259  308.78
                                                          0.05
    USD   NORDEA   BANK  ABP-REG-S-SUB      6.625%/VAR     19-PRP               3 020  000.00        3 350  327.60
                                                          0.04
    USD   PNC  FINANCIAL     SERVICS    GRP-SUB    6.750%/3M     LIBOR+367.8BP      11-PRP        322  000.00         324  255.63
                                                          0.00
    USD   PRINCIPAL     FINANCIAL     GROUP-SUB     4.700%/VAR     15-15.05.55             3 936  000.00        3 842  053.31
                                                          0.05
    USD   PRUDENTIAL     FINANCIAL     INC-SUB    5.625%/VAR     12-15.06.43             13 297  000.00        13 763  328.58
                                                          0.17
    USD   PRUDENTIAL     FINANCIAL-SUB      5.200%/3M     LIBOR+304BP     13-15.03.44          1 849  000.00        1 909  264.73
                                                          0.02
    USD   PRUDENTIAL     FINANCIAL     INC-SUB    5.375%/VAR     15-15.05.45             3 185  000.00        3 367  693.13
                                                          0.04
    USD   PRUDENTIAL     PLC-SUB-REG-S      2.950%/VAR     21-03.11.33               11 852  000.00        11 377  920.00
                                                          0.14
    USD   SANTANDER     HOLDINGS    USA  INC  2.490%/VAR     21-06.01.28              1 337  000.00        1 316  432.71
                                                          0.02
    USD   SANTANDER     UK GROUP   HOLDINGS    PLC  1.089%/VAR     21-15.03.25             860  000.00         841  625.46
                                                          0.01
    USD   SANTANDER     UK GROUP   HOLDINGS    PLC  1.673%/VAR     21-14.06.27            2 235  000.00        2 146  551.56
                                                          0.03
    USD   SANTANDER     UK GROUP   HOLD  PLC  2.469%/VAR     22-11.01.28             10 072  000.00        9 938  537.85
                                                          0.13
    USD   SKANDINAVISKA      ENSKILDA    BANKEN-REG-S-SUB        5.625%/VAR     17-PRP         400  000.00         403  000.00
                                                          0.00
    USD   SOCIETE    GENERALE    SA-REG-S-SUB      8.000%/VAR     15-PRP             1 480  000.00        1 671  378.80
                                                          0.02
    USD   STANDARD    CHARTERED     PLC-144A-SUB      6.409%/3M     LIBOR+151BP     06-PRP        200  000.00         192  000.00
                                                          0.00
    USD   STANDARD    CHARTERED     PLC-144A    3.785%/VAR     19-21.05.25              2 626  000.00        2 717  464.57
                                                          0.03
    USD   STANDARD    CHARTERED     PLC-144A    1.456%/VAR     21-14.01.27              1 423  000.00        1 354  206.40
                                                          0.02
    USD   STANDARD    CHARTERED     PLC-144A    2.608%/VAR     22-12.01.28              2 993  000.00        2 952  553.32
                                                          0.04
    USD   SWEDBANK    AB-REG-S-SUB      4.000%/VAR     21-PRP                 800  000.00         750  000.00
                                                          0.01
    USD   SWISS   RE FINANCE    LUXEMBOURG-144A-SUB         5.000%/VAR     19-02.04.49          4 024  000.00        4 416  340.00
                                                          0.06
    USD   SWISS   RE FINANCE    LUXEMBOURG-REG-S-SUB          5.000%/VAR     19-02.04.49         3 000  000.00        3 292  500.00
                                                          0.04
    USD   THERMO   FISHER   SCIENTIFIC     INC  3M SOFR+39BP     21-18.10.23            9 950  000.00        9 943  178.68
                                                          0.13
    USD   TRUIST   FINANCIAL     CORP-SUB    4.950%/VAR     20-PRP               5 405  000.00        5 720  760.10
                                                          0.07
    USD   TRUIST   FINANCIAL     CORP-SUB    5.100%/VAR     20-PRP               2 561  000.00        2 778  685.00
                                                          0.03
    USD   UBS  GROUP   AG-144A    1.494%/VAR     21-10.08.27                  9 115  000.00        8 687  695.63
                                                          0.11
    USD   UBS  GROUP   AG-144A    2.859%/VAR     17-15.08.23                  1 960  000.00        1 976  683.52
                                                          0.02
    USD   VODAFONE    GROUP   PLC-SUB    3.250%/VAR     21-04.06.81                1 365  000.00        1 300  162.50
                                                          0.02
    USD   WABTEC   CORP  STEP-UP/RATING       LINKED   18-15.09.28                2 610  000.00        2 904  795.72
                                                          0.04
    USD   WABTEC   CORP/DE    STEP-UP/RATING       LINKED   18-15.03.24               9 001  000.00        9 431  223.14
                                                          0.12
    USD   WELLS   FARGO   & CO 2.188%/VAR     20-30.04.26                  16 104  000.00        16 075  919.94
                                                          0.20
    USD   WELLS   FARGO   & CO-SUB   3.900%/VAR     21-PRP                 5 950  000.00        5 893  177.50
                                                          0.07
    USD   WESTPAC    BANKING    CORP-SUB    4.110%/VAR     19-24.07.34               3 900  000.00        4 093  545.69
                                                          0.05
    USD   WESTPAC    BANKING    CORP-SUB    2.668%/VAR     20-15.11.35               7 700  000.00        7 259  505.33
                                                          0.09
    米ドル合計                                            1 081  872  611.02
                                                         13.63
    ノート、変動利付債合計                                            1 084  912  569.31

                                                         13.67
    中期債券、固定利付債

    USD

    USD   ABU  DHABI,   EMIRATE    OF-144A    2.50000%    20-16.04.25               1 001  000.00        1 020  019.00
                                                          0.01
    USD   AIR  LEASE   CORP  0.70000%    21-15.02.24                     1 900  000.00        1 847  066.36
                                                          0.02
    USD   AIR  LEASE   CORP  2.30000%    20-01.02.25                     6 450  000.00        6 426  033.86
                                                          0.08
    添付の注記は当財務書類と不可分のものである。

                                 99/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   AIR  LEASE   CORP  2.87500%    20-15.01.26                     5 272  000.00        5 317  564.22

                                                          0.07
    USD   AMERICAN    HONDA   FINANCE    CORP  1.20000%    20-08.07.25               2 550  000.00        2 486  532.62
                                                          0.03
    USD   BANK  OF AMERICA    CORP-SUB    4.20000%    14-26.08.24                3 685  000.00        3 889  393.25
                                                          0.05
    USD   BANK  OF AMERICA    CORP-SUB    4.45000%    16-03.03.26                12 875  000.00        13 911  567.16
                                                          0.18
    USD   BANK  OF AMERICA    CORP-SUB    4.18300%    16-25.11.27                4 650  000.00        4 990  769.43
                                                          0.06
    USD   BANK  OF MONTREAL    1.85000%    20-01.05.25                    2 565  000.00        2 561  608.19
                                                          0.03
    USD   BB&T  CORP  2.50000%    19-01.08.24                       2 950  000.00        3 003  338.98
                                                          0.04
    USD   DEUTSCHE    BANK  AG/NEW   YORK  NY 3.70000%    18-30.05.24              4 200  000.00        4 344  751.45
                                                          0.06
    USD   GOLDMAN    SACHS   GROUP   INC/THE    4.00000%    14-03.03.24               3 690  000.00        3 855  550.30
                                                          0.05
    USD   KEYCORP    2.25000%    20-06.04.27                        3 110  000.00        3 098  223.30
                                                          0.04
    USD   MCDONALD    ’S  CORP  1.45000%    20-01.09.25                    2 400  000.00        2 363  049.58
                                                          0.03
    USD   MORGAN   STANLEY    3.12500%    18-23.01.23                     4 000  000.00        4 076  308.56
                                                          0.05
    USD   MORGAN   STANLEY    3.12500%    16-27.07.26                     2 200  000.00        2 276  552.58
                                                          0.03
    USD   MORGAN   STANLEY    3.87500%    16-27.01.26                    12 125  000.00        12 865  907.94
                                                          0.16
    USD   MORGAN   STANLEY    4.00000%    15-23.07.25                     1 635  000.00        1 737  122.20
                                                          0.02
    USD   MORGAN   STANLEY-SUB     3.95000%    15-23.04.27                  12 645  000.00        13 472  769.39
                                                          0.17
    USD   MORGAN   STANLEY-SUB     4.35000%    14-08.09.26                   7 510  000.00        8 113  299.03
                                                          0.10
    USD   MORGAN   STANLEY-SUB     4.10000%    13-22.05.23                   6 470  000.00        6 681  607.17
                                                          0.08
    USD   NORDEA   BANK  ABP-144A    1.50000%    21-30.09.26                 16 475  000.00        15 919  305.99
                                                          0.20
    USD   PETRONAS    CAPITAL    LTD-144A    3.50000%    20-21.04.30                1 462  000.00        1 537  921.66
                                                          0.02
    USD   PUBLIC   SERVICE    ELECTRIC    & GAS  CO 3.00000%    17-15.05.27             455  000.00         472  104.99
                                                          0.01
    USD   PUBLIC   SERVICE    ELECTRIC    & GAS  CO 3.70000%    18-01.05.28             835  000.00         899  193.34
                                                          0.01
    USD   PUBLIC   SERVICE    ELECTRIC    & GAS  CO 3.65000%    18-01.09.28            1 530  000.00        1 638  565.24
                                                          0.02
    USD   PUBLIC   SERVICE    ELECTRIC    & GAS  CO 3.20000%    19-15.05.29            1 685  000.00        1 767  103.38
                                                          0.02
    USD   ROYAL   BANK  OF CANADA-SUB     4.65000%    16-27.01.26                4 225  000.00        4 622  170.95
                                                          0.06
    USD   ROYAL   BANK  OF CANADA   2.55000%    19-16.07.24                  2 985  000.00        3 040  050.45
                                                          0.04
    USD   ROYAL   BANK  OF CANADA   1.15000%    20-10.06.25                  2 880  000.00        2 806  733.98
                                                          0.03
    USD   ROYAL   BANK  OF CANADA   1.15000%    21-14.07.26                 12 400  000.00        11 916  358.33
                                                          0.15
    USD   ROYAL   BANK  OF CANADA   0.65000%    21-29.07.24                  4 300  000.00        4 190  727.84
                                                          0.05
    USD   ROYAL   BANK  OF CANADA   1.40000%    21-02.11.26                  5 160  000.00        4 982  446.26
                                                          0.06
    USD   RYDER   SYSTEM   INC  1.75000%    21-01.09.26                    8 470  000.00        8 277  745.22
                                                          0.11
    USD   RYDER   SYSTEM   INC  3.35000%    20-01.09.25                    5 000  000.00        5 193  216.90
                                                          0.07
    USD   RYDER   SYSTEM   INC  3.65000%    19-18.03.24                    6 165  000.00        6 400  536.42
                                                          0.08
    USD   RYDER   SYSTEM   INC  4.62500%    20-01.06.25                     675  000.00         724  746.47
                                                          0.01
    USD   SAUDI   GOVERNMENT     INTERNATIONAL      BD-144A    3.25000%    16-26.10.26          1 764  000.00        1 838  088.00
                                                          0.02
    USD   SAUDI   GOVERNMENT     INTERNATIONAL      BD-144A    3.25000%    20-22.10.30          1 752  000.00        1 825  584.00
                                                          0.02
    USD   SHINHAN    FIN  GROUP   CO LTD-144A    1.35000%    20-10.01.26              2 520  000.00        2 445  206.40
                                                          0.03
    USD   SOCIETE    GENERALE    SA-144A    3.87500%    19-28.03.24                1 665  000.00        1 727  330.20
                                                          0.02
    USD   SUMITOMO    MITSUI   TRUST   BK ECD-144A    0.85000%    21-25.03.24            2 770  000.00        2 721  219.19
                                                          0.04
    USD   TENCENT    HOLDINGS    LTD-144A    3.28000%    19-11.04.24                5 800  000.00        5 965  938.00
                                                          0.08
    USD   TENCENT    HOLDINGS    LTD-144A    3.97500%    19-11.04.29                4 105  000.00        4 348  221.25
                                                          0.06
    USD   TENCENT    HOLDINGS    LTD-144A    2.88000%    21-22.04.31                3 545  000.00        3 502  601.80
                                                          0.04
    USD   TENCENT    HOLDINGS    LTD-REG-S     3.57500%    19-11.04.26                480  000.00         502  590.00
                                                          0.01
    USD   TORONTO-DOMINION        BANK  1.95000%    22-12.01.27                 7 570  000.00        7 468  734.60
                                                          0.09
    USD   TOYOTA   MOTOR   CREDIT   CORP  0.80000%    21-09.01.26                7 400  000.00        7 077  462.04
                                                          0.09
    米ドル合計                                             222  150  937.47
                                                          2.80
    中期債券、固定利付債合計                                             222  150  937.47

                                                          2.80
    中期債券、変動利付債

    USD

    USD   BANCO   DE CREDITO    DEL  PERU-144A-SUB      3.125%/VAR     20-01.07.30           3 760  000.00        3 679  630.00
                                                          0.05
    USD   BANK  OF AMERICA    CORP  3.824%/VAR     17-20.01.28                 5 560  000.00        5 890  549.84
                                                          0.07
    USD   BANK  OF AMERICA    CORP  2.881%/VAR     17-24.04.23                 2 635  000.00        2 643  469.52
                                                          0.03
    USD   BANK  OF AMERICA    CORP  3.593%/VAR     17-21.07.28                12 480  000.00        13 082  321.49
                                                          0.17
    USD   BANK  OF AMERICA    CORP  3M LIBOR+79BP     18-05.03.24                3 910  000.00        3 929  628.51
                                                          0.05
    USD   BANK  OF AMERICA    CORP  3.970%/3M     LIBOR+107BP     18-05.03.29            1 000  000.00        1 067  103.76
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                100/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   BANK  OF AMERICA    CORP  3.974%/VAR     19-07.02.30                 3 300  000.00        3 532  568.06

                                                          0.04
    USD   BANK  OF AMERICA    CORP  3.458%/3M     LIBOR+97BP     19-15.03.25            13 270  000.00        13 687  170.85
                                                          0.17
    USD   BANK  OF AMERICA    CORP  3.559%/VAR     19-23.04.27                15 460  000.00        16 176  322.10
                                                          0.20
    USD   BANK  OF AMERICA    CORP  3.194%/VAR     19-23.07.30                14 525  000.00        14 848  650.26
                                                          0.19
    USD   BANK  OF AMERICA    CORP  2.456%/VAR     19-22.10.25                 2 500  000.00        2 521  456.85
                                                          0.03
    USD   BANK  OF AMERICA    CORP  2.884%/VAR     19-22.10.30                14 450  000.00        14 447  760.11
                                                          0.18
    USD   BANK  OF AMERICA    CORP  2.496%/3M     LIBOR+99BP     20-13.02.31            10 600  000.00        10 299  912.30
                                                          0.13
    USD   BANK  OF AMERICA    CORP  1.319%/VAR     20-19.06.23                 9 265  000.00        8 990  925.64
                                                          0.11
    USD   BANK  OF AMERICA    CORP  1.898%/VAR     20-23.07.31                 5 695  000.00        5 278  201.12
                                                          0.07
    USD   BANK  OF AMERICA    CORP  2.087%/VAR     21-14.06.29                24 061  000.00        23 126  672.40
                                                          0.29
    USD   BANK  OF NEW  YORK  MELLON   CORP  2.661%/VAR     17-16.05.23             1 360  000.00        1 365  711.96
                                                          0.02
    USD   MORGAN   STANLEY    0.864%/VAR     20-21.10.25                    2 075  000.00        2 011  073.98
                                                          0.03
    USD   MORGAN   STANLEY    1.164%/VAR     21-21.10.25                    2 500  000.00        2 436  586.55
                                                          0.03
    USD   MORGAN   STANLEY    1.512%/VAR     21-20.07.27                   28 695  000.00        27 533  400.29
                                                          0.35
    USD   MORGAN   STANLEY    2.188%/VAR     20-28.04.26                   11 957  000.00        11 931  089.06
                                                          0.15
    USD   MORGAN   STANLEY    2.239%/VAR     21-21.07.32                     35 000.00         33 002.95
                                                          0.00
    USD   MORGAN   STANLEY    2.475%/VAR     22-21.01.28                    8 731  000.00        8 716  192.66
                                                          0.11
    USD   MORGAN   STANLEY    2.699%/VAR     20-22.01.31                   17 545  000.00        17 398  063.26
                                                          0.22
    USD   MORGAN   STANLEY    2.720%/VAR     19-22.07.25                    8 315  000.00        8 437  472.72
                                                          0.11
    USD   MORGAN   STANLEY    2.943%/VAR     22-21.01.33                    1 500  000.00        1 501  870.12
                                                          0.02
    USD   MORGAN   STANLEY    3.622%/VAR     20-01.04.31                    8 178  000.00        8 645  017.53
                                                          0.11
    USD   MORGAN   STANLEY    4.431%/VAR     19-23.01.30                    1 375  000.00        1 518  628.63
                                                          0.02
    USD   NATIONWIDE     BUILDING    SOCIETY-144A      3.622%/VAR     19-26.04.23           3 105  000.00        3 121  147.24
                                                          0.04
    USD   WELLS   FARGO   & CO 1.654%/VAR     20-02.06.24                   7 070  000.00        7 074  117.92
                                                          0.09
    USD   WELLS   FARGO   & CO 2.393%/VAR     20-02.06.28                  13 061  000.00        12 952  960.97
                                                          0.16
    USD   WELLS   FARGO   & CO 2.572%/VAR     20-11.02.31                   7 050  000.00        6 934  144.95
                                                          0.09
    USD   WELLS   FARGO   & CO 2.879%/VAR     19-30.10.30                   8 985  000.00        9 033  103.62
                                                          0.11
    USD   WELLS   FARGO   & CO 3.584%/VAR     17-22.05.28                   8 300  000.00        8 715  722.36
                                                          0.11
    米ドル合計                                             282  561  649.58
                                                          3.56
    中期債券、変動利付債合計                                             282  561  649.58

                                                          3.56
    債券、固定利付債

    EUR

    EUR   MEDTRONIC     GLOBAL   HOLDINGS    SCA  2.25000%    19-07.03.39               200  000.00         244  106.72
                                                          0.00
    EUR   THERMO   FISHER   SCIENTIFIC     INC  0.50000%    19-01.03.28              1 100  000.00        1 215  974.71
                                                          0.02
    ユーロ合計                                              1 460  081.43
                                                          0.02
    USD

    USD   ABU  DHABI,GOVERNMENT        OF-144A    2.50000%    19-30.09.29              3 300  000.00        3 333  000.00
                                                          0.04
    USD   ACE  CAPITAL    TRUST   II-SUB   9.70000%    00-01.04.30                4 424  000.00        6 370  154.89
                                                          0.08
    USD   ARES  CAPITAL    CORP  3.50000%    17-10.02.23                   4 165  000.00        4 245  375.29
                                                          0.05
    USD   BANK  OF AMERICA    CORP-SUB    8.05000%    97-15.06.27                 281  000.00         348  898.82
                                                          0.01
    USD   BIOGEN   INC  4.05000%    15-15.09.25                      3 778  000.00        3 998  322.12
                                                          0.05
    USD   BRANCH   BANKING    & TRUST   CO-SUB   3.80000%    14-30.10.26              6 200  000.00        6 627  632.91
                                                          0.08
    USD   BRITISH    TELECOMMUNICATIONS         PLC  STEP-UP/DOWN      00-15.12.30           4 585  000.00        6 544  843.53
                                                          0.08
    USD   CITIGROUP     INC-SUB    4.30000%    14-20.11.26                   1 542  000.00        1 667  924.51
                                                          0.02
    USD   COMCAST    CORP  3.15000%    17-15.02.28                     2 285  000.00        2 384  979.48
                                                          0.03
    USD   COMMONSPIRIT      HEALTH   2.76000%    19-01.10.24                  5 915  000.00        6 022  491.40
                                                          0.08
    USD   COMMONWEALTH      EDISON   CO 3.70000%    18-15.08.28                  520  000.00         555  850.05
                                                          0.01
    USD   CONSOLIDATED      EDISON   CO OF NEW  YORK  2.90000%    21-01.12.26           1 585  000.00        1 624  217.66
                                                          0.02
    USD   CONSOLIDATED      EDISON   CO OF NEW  YORK  INC  4.00000%    18-01.12.28          2 580  000.00        2 826  796.35
                                                          0.04
    USD   CONSOLIDATED      EDISON   CO OF NEW  YORK  INC  3.35000%    20-01.04.30         10 000  000.00        10 484  395.80
                                                          0.13
    USD   CVS  CAREMARK    CORP  6.25000%    07-01.06.27                   1 100  000.00        1 302  079.03
                                                          0.02
    USD   DANONE-REG-S      2.58900%    16-02.11.23                     4 740  000.00        4 814  323.34
                                                          0.06
    USD   DISCOVER    BANK  3.45000%    16-27.07.26                     7 125  000.00        7 422  387.88
                                                          0.09
    USD   DISCOVER    BANK  4.25000%    14-13.03.26                      500  000.00         537  115.58
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                101/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   DOW  CHEMICAL    CO 4.25000%    14-01.10.34                     674  000.00         742  788.91

                                                          0.01
    USD   ENTERGY    TEXAS   INC  4.00000%    19-30.03.29                   1 680  000.00        1 811  030.86
                                                          0.02
    USD   ENTERPRISE     PRODUCTS    OPERATING     LLC  3.75000%    14-15.02.25            1 390  000.00        1 455  557.18
                                                          0.02
    USD   FRESENIUS     US FINANCE    II INC-144A    4.50000%    15-15.01.23            1 025  000.00        1 048  154.97
                                                          0.01
    USD   GENERAL    MOTORS   FINANCIAL     CO INC  4.35000%    17-17.01.27             2 035  000.00        2 176  187.94
                                                          0.03
    USD   IBERDROLA     INTERNATIONAL      BV 5.81000%    05-15.03.25               2 290  000.00        2 564  733.70
                                                          0.03
    USD   ING  GROEP   NV-144A    4.62500%    18-06.01.26                   3 625  000.00        3 961  351.25
                                                          0.05
    USD   JP MORGAN   CHASE   & CO-SUB   4.25000%    15-01.10.27                4 200  000.00        4 572  553.52
                                                          0.06
    USD   JPMORGAN    CHASE   & CO-SUB   5.30000%    15-PRP                1 129  000.00        1 129  000.00
                                                          0.01
    USD   MARB  BONDCO   PLC-144A-3.95000%        21-29.01.31                 10 250  000.00        9 397  815.00
                                                          0.12
    USD   MICROSOFT     CORP  2.00000%    16-08.08.23                     9 316  000.00        9 432  426.25
                                                          0.12
    USD   MIZUHO   FINANCE    GROUP   CAYMAN   3-144A-SUB     4.60000%    14-27.03.24         11 277  000.00        11 858  462.42
                                                          0.15
    USD   MMI  CAPITAL    TRUST   I-SUB   7.62500%    98-15.12.27                3 050  000.00        3 756  117.55
                                                          0.05
    USD   PERU,   REPUBLIC    OF 2.39200%    20-23.01.26                    288  000.00         287  874.00
                                                          0.00
    USD   PERU,   REPUBLIC    OF 2.78300%    20-23.01.31                   1 050  000.00        1 016  071.87
                                                          0.01
    USD   PLAINS   ALL  AMERICAN    PIPELINE    LP 4.50000%    16-15.12.26             1 839  000.00        1 976  951.78
                                                          0.03
    USD   SABIC   CAPITAL    II BV-REG-S    4.00000%    18-10.10.23                1 650  000.00        1 716  000.00
                                                          0.02
    USD   TOLEDO   HOSPITAL    5.32500%    18-15.11.28                    4 490  000.00        4 995  570.46
                                                          0.06
    USD   TOLEDO   HOSPITAL    6.01500%    18-15.11.48                    2 900  000.00        3 445  485.04
                                                          0.04
    USD   VIACOMCBS     INC  5.85000%    13-01.09.43                     1 790  000.00        2 267  029.63
                                                          0.03
    USD   WALT  DISNEY   CO/THE   3.00000%    16-13.02.26                   6 860  000.00        7 091  634.14
                                                          0.09
    米ドル合計                                             147  813  585.11
                                                          1.86
    債券、固定利付債合計                                             149  273  666.54

                                                          1.88
    債券、変動利付債

    USD

    USD   ALLIANZ    SE-144A-SUB     3.220%/VAR     21-PRP                 1 200  000.00        1 108  500.00
                                                          0.01
    USD   BANK  OF AMERICA    CORP-SUB    6.25000%/VAR      14-PRP              2 935  000.00        3 111  100.00
                                                          0.04
    USD   BANK  OF AMERICA    CORP-SUB    6.500%/VAR     14-PRP                572  000.00         615  586.40
                                                          0.01
    USD   BARCLAYS    BANK  PLC-144A-SUB      6.860%/6M     LIBOR+173BP     02-PRP          188  000.00         249  570.00
                                                          0.00
    USD   CITIGROUP     INC-SUB    4.700%/VAR     20-PRP                   485  000.00         485  630.50
                                                          0.01
    USD   CLOVERIE    PLC  VIA  SWISS   RE-REG-S-SUB      4.500%/VAR     14-11.09.44          4 445  000.00        4 645  593.96
                                                          0.06
    USD   CREDIT   SUISSE   GROUP   AG-REG-S-SUB      7.500%/VAR     18-PRP           1 311  000.00        1 364  279.04
                                                          0.02
    USD   DEMETER    INVESTMENTS     BV-REG-S-SUB      5.125%/VAR     18-01.06.48           4 020  000.00        4 376  324.76
                                                          0.05
    USD   DEUTSCHE    BANK  AG/NEW   YORK  NY 1.44700%/VAR      21-01.04.25            2 575  000.00        2 532  074.73
                                                          0.03
    USD   DEUTSCHE    BANK  AG/NEW   YORK  NY 2.552%/VAR     22-07.01.28             6 955  000.00        6 814  890.62
                                                          0.08
    USD   DEUTSCHE    TELEKOM    INTL  FIN  8.250%/RATING      LINKED   00-15.06.30          4 450  000.00        6 277  792.33
                                                          0.08
    USD   DNB  BANK  ASA-REG-S-SUB      6.500%/VAR     16-PRP                5 199  000.00        5 232  793.50
                                                          0.06
    USD   ING  GROEP   NV-REG-S-SUB      6.875%/VAR     16-PRP                6 710  000.00        6 775  516.43
                                                          0.09
    USD   JP MORGAN   CHASE   & CO 2.005%/VAR     20-13.03.26                10 045  000.00        9 995  383.63
                                                          0.13
    USD   JPMORGAN    CHASE   & CO-SUB   5.150%/3M     LIBOR+325BP     13-PRP           781  000.00         798  267.91
                                                          0.01
    USD   JPMORGAN    CHASE   &CO-SUB    5.000%/VAR     14-PRP                 381  000.00         380  806.65
                                                          0.00
    USD   NATWEST    GROUP   PLC-SUB    7.640%/VAR     07-PRP                4 600  000.00        4 577  000.00
                                                          0.06
    USD   NIPPON   LIFE  INSURANCE     CO-144A-SUB     2.900%/VAR     21-16.09.51           2 750  000.00        2 638  786.70
                                                          0.03
    USD   QBE  INSURANCE     GROUP   LTD-REG-S-SUB      6.750%/VAR     14-02.12.44           4 130  000.00        4 488  495.15
                                                          0.06
    USD   WESTPAC    BANKING    CORP-SUB    4.322%/VAR     16-23.11.31               3 505  000.00        3 712  552.43
                                                          0.05
    米ドル合計                                             70 180  944.74
                                                          0.88
    債券、変動利付債合計                                             70 180  944.74

                                                          0.88
    財務省証券（T-note）、固定利付債

    USD

    USD   AMERICA,    UNITED   STATES   OF 1.50000%    20-31.01.27               37 745  000.00        37 547  428.33
                                                          0.47
    USD   AMERICA,    UNITED   STATES   OF 1.12500%    21-15.02.31               10 330  000.00        9 783  236.30
                                                          0.12
    USD   AMERICA,    UNITED   STATES   OF TN 0.12500%    21-31.03.23              94 797  000.00        93 949  011.44
                                                          1.19
    添付の注記は当財務書類と不可分のものである。

                                102/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   AMERICA,    UNITED   STATES   OF 1.12500%    21-15.08.31               40 070  000.00        38 235  545.31

                                                          0.48
    USD   AMERICA,    UNITED   STATES   OF 0.12500%    21-31.08.23               58 070  000.00        57 219  365.09
                                                          0.72
    USD   AMERICA,    UNITED   STATES   OF 0.50000%    21-30.11.23                9 130  000.00        9 022  651.19
                                                          0.12
    USD   AMERICA,    UNITED   STATES   OF 1.25000%    21-31.12.26               55 335  000.00        54 392  575.78
                                                          0.69
    USD   AMERICA,    UNITED   STATES   OF TB 0.75000%    21-31.12.23              25 690  000.00        25 489  296.88
                                                          0.32
    USD   AMERICA,    UNITED   STATES   OF 0.87500%    22-31.08.24               14 670  000.00        14 581  177.70
                                                          0.18
    米ドル合計                                             340  220  288.02
                                                          4.29
    財務省証券（T-note）、固定利付債合計                                             340  220  288.02

                                                          4.29
    地方債、固定利付債

    USD

    USD   OREGON,    STATE   OF 5.76200%    03-01.06.23                    3 000  000.00        1 177  934.39
                                                          0.01
    米ドル合計                                              1 177  934.39
                                                          0.01
    地方債、固定利付債合計                                              1 177  934.39

                                                          0.01
    転換社債型新株予約権付社債、変動利付債

    USD

    USD   BANCO   BILBAO   VIZCAYA    ARGENTARIA-SUB       COCO  6.500%/VAR     19-PRP        5 600  000.00        5 817  000.00
                                                          0.08
    USD   BANCO   SANTANDER     SA-144A-SUB     COCO  7.500%/VAR     19-PRP           1 600  000.00        1 698  064.00
                                                          0.02
    USD   BANK  OF MONTREAL-SUB      3.803%/VAR     17-15.12.32                 4 020  000.00        4 219  171.31
                                                          0.05
    USD   BANK  OF MONTREAL-SUB      4.338%/VAR     18-05.10.28                 9 865  000.00        10 254  149.98
                                                          0.13
    USD   SWEDBANK    AB-REG-S-SUB      COCO  5.625%/VAR     19-PRP              3 200  000.00        3 338  592.00
                                                          0.04
    米ドル合計                                             25 326  977.29
                                                          0.32
    転換社債型新株予約権付社債、変動利付債合計                                             25 326  977.29

                                                          0.32
    公認の証券取引所に上場されている譲渡性のある有価証券および短期金融商品

                                                5 825  889  483.56
    合計                                                     73.40
    他の規制ある市場で取引されている譲渡性のある有価証券および短期金融商品

    株式
    アメリカ合衆国

    USD   CITIGROUP     INC  5.95%-FR    SUB  PERP  USD1000   ’A              2 172  000.00        2 228  124.48
                                                          0.03
    アメリカ合衆国合計                                              2 228  124.48
                                                          0.03
    株式合計                                              2 228  124.48

                                                          0.03
    財務省証券（T-bill）、ゼロ・クーポン

    USD

    USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    09.09.21-10.03.22              2 200  000.00        2 199  925.95
                                                          0.03
    USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    16.09.21-17.03.22              2 200  000.00        2 199  914.62
                                                          0.03
    USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    12.10.21-08.02.22              10 000  000.00        9 999  938.70
                                                          0.12
    米ドル合計                                             14 399  779.27
                                                          0.18
    財務省証券（T-bill）、ゼロ・クーポン合計                                             14 399  779.27

                                                          0.18
    アセット・バック証券、変動利付債

    USD

    USD   BALLYROCK     CLO  2020-2   LTD-144A    3M LIBOR   +101BP   21-20.10.31           6 000  000.00        5 998  132.20
                                                          0.07
    USD   CIFC  FUNDING    LTD-144A    3M LIBOR+105BP     18-24.04.30               1 500  000.00        1 501  336.95
                                                          0.02
    添付の注記は当財務書類と不可分のものである。

                                103/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   ICG  US CLO  2020-1   LTD-144A    3M LIBOR+120BP     21-20.01.35            12 500  000.00        12 499  962.50

                                                          0.16
    USD   ROMARK   CLO  II-144A    3M LIBOR+117.5BP      18-25.07.31               5 500  000.00        5 500  008.80
                                                          0.07
    USD   VENTURE    28A  CLO  LTD-144A    3M LIBOR+121BP     21-20.10.34             12 000  000.00        11 999  952.00
                                                          0.15
    米ドル合計                                             37 499  392.45
                                                          0.47
    アセット・バック証券、変動利付債合計                                             37 499  392.45

                                                          0.47
    モーゲージ・バック証券、固定利付債

    USD

    USD   CD 2017-CD4    MORTGAGE    TRUST-SUB     3.24820%    17-01.05.50             5 000  000.00        5 206  607.00
                                                          0.07
    USD   MORGAN   STANLEY    BANK  OF AMERICA    ML 2.84000%    16-01.11.49            2 500  000.00        2 515  342.75
                                                          0.03
    USD   MORGAN   STANLEY    BK OF AMERICA    MERRI   TRT  3.29500%    17-01.05.50          5 000  000.00        5 069  076.00
                                                          0.06
    USD   MORGAN   STANLEY    CAPITAL    I TRUST   3.15300%    17-01.06.50             2 800  000.00        2 861  205.20
                                                          0.04
    米ドル合計                                             15 652  230.95
                                                          0.20
    モーゲージ・バック証券、固定利付債合計                                             15 652  230.95

                                                          0.20
    モーゲージ・バック証券、変動利付債

    USD

    USD   AMERICAN    HOME  MORTGAGE    INVESTMENT     6M LIBOR+200BP     05-01.06.45         29 470  000.00         730  912.35
                                                          0.01
    USD   BANC  OF AMERICA    FUND  TRUST   1M LIBOR+30BP     05-20.05.35            16 952  000.00         328  208.57
                                                          0.00
    USD   WAMU  MORTGAGE    PASS-TH    TRUST   1M LIBOR+27BP     05-25.12.45            12 000  000.00         723  865.76
                                                          0.01
    米ドル合計                                              1 782  986.68
                                                          0.02
    モーゲージ・バック証券、変動利付債合計                                              1 782  986.68

                                                          0.02
    ノート、固定利付債

    USD

    USD   1011778    BC ULC/NEW    RED  FINANCE    INC-144A    3.87500%    19-15.01.28          690  000.00         672  646.50
                                                          0.01
    USD   7-ELEVEN    INC-144A    0.95000%    21-10.02.26                   2 275  000.00        2 162  972.71
                                                          0.03
    USD   7-ELEVEN    INC-144A    1.30000%    21-10.02.28                   2 500  000.00        2 326  057.63
                                                          0.03
    USD   ABBVIE   INC  4.55000%    20-15.03.35                      3 500  000.00        3 978  621.08
                                                          0.05
    USD   ADT  SECURITY    CORP/THE-144A      4.12500%    21-01.08.29               2 180  000.00        2 050  551.60
                                                          0.03
    USD   ADVANCE    AUTO  PARTS   INC  3.90000%    20-15.04.30                 7 326  000.00        7 774  811.71
                                                          0.10
    USD   ADVOCATE    HEALTH   & HOSPITALS     CORP  2.21100%    20-15.06.30            2 000  000.00        1 945  338.38
                                                          0.02
    USD   AIG  GLOBAL   FUNDING-144A      0.65000%    21-17.06.24                1 750  000.00        1 703  780.73
                                                          0.02
    USD   AIRCASTLE     LTD-144A    2.85000%    21-26.01.28                   3 483  000.00        3 414  830.72
                                                          0.04
    USD   AIRCASTLE     LTD-144A    5.25000%    20-11.08.25                   2 870  000.00        3 089  734.38
                                                          0.04
    USD   AKER  BP ASA-144A    2.87500%    20-15.01.26                    8 000  000.00        8 168  294.80
                                                          0.10
    USD   AKER  BP ASA-144A    3.00000%    20-15.01.25                   11 250  000.00        11 493  535.50
                                                          0.14
    USD   ALBERTSONS     COS  LLC  / SAFEWAY    INC-144A    3.50000%    20-15.03.29          4 655  000.00        4 395  064.80
                                                          0.06
    USD   ALCON   FINANCE    CORP-144A     2.75000%    19-23.09.26                4 975  000.00        5 046  679.95
                                                          0.06
    USD   AMERICAN    CAMPUS   COMMUN   OPER  PARTN   3.75000%    13-15.04.23            2 000  000.00        2 043  288.92
                                                          0.03
    USD   AMERICAN    TRANSMISSION      SYSTEMS    INC-144A    2.65000%    21-15.01.32          5 365  000.00        5 261  276.52
                                                          0.07
    USD   ARCH  CAPITAL    FINANCE    LLC  4.01100%    16-15.12.26                1 615  000.00        1 740  510.78
                                                          0.02
    USD   ASB  BANK  LTD-144A    3.12500%    19-23.05.24                   5 985  000.00        6 184  009.87
                                                          0.08
    USD   ATHENE   GLOBAL   FUNDING-144A      2.95000%    19-12.11.26               7 500  000.00        7 678  209.60
                                                          0.10
    USD   AUTODESK    INC  2.40000%    21-15.12.31                     15 915  000.00        15 189  750.27
                                                          0.19
    USD   AVIATION    CAPITAL    GROUP-144A     3.5000%    17-01.11.27                741  000.00         740  986.17
                                                          0.01
    USD   AVIATION    CAPITAL    GROUP-144A     4.12500%    18-01.08.25               4 390  000.00        4 557  107.59
                                                          0.06
    USD   AVIATION    CAPITAL    GROUP-144A     1.95000%    21-30.01.26               5 563  000.00        5 346  349.08
                                                          0.07
    USD   BAKER   HUGHES   HOLDINGS    LLC  / BAKER   HUGH  1.23100%    21-15.12.23          1 535  000.00        1 527  946.72
                                                          0.02
    USD   BANK  OF NEW  ZEALAND-144A      3.50000%    19-20.02.24                4 900  000.00        5 088  706.94
                                                          0.06
    USD   BBVA  BANCOMER    SA/TEXAS-144A      1.87500%    20-18.09.25              11 500  000.00        11 215  375.00
                                                          0.14
    USD   BERRY   GLOBAL   INC  0.95000%    21-15.02.24                    1 250  000.00        1 229  443.75
                                                          0.02
    添付の注記は当財務書類と不可分のものである。

                                104/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   BERRY   GLOBAL   INC  1.57000%    21-15.01.26                   10 150  000.00        9 783  999.12

                                                          0.12
    USD   BERRY   GLOBAL   INC-144A    4.87500%    19-15.07.26                 1 500  000.00        1 535  625.00
                                                          0.02
    USD   BERRY   GLOBAL   INC-REG-S     4.87500%    19-15.07.26                 1 250  000.00        1 279  687.50
                                                          0.02
    USD   BLACKSTONE     GSO  SECURED    LEND  FUND  3.62500%    21-15.01.26            4 250  000.00        4 355  957.18
                                                          0.05
    USD   BLACKSTONE     SECURED    LENDING    FUND  2.75000%    21-16.09.26             2 200  000.00        2 161  499.34
                                                          0.03
    USD   BNP  PARIBAS    SA-144A    3.37500%    18-09.01.25                  1 720  000.00        1 773  944.65
                                                          0.02
    USD   BORGWARNER     INC-144A    5.00000%    20-01.10.25                  8 000  000.00        8 803  808.32
                                                          0.11
    USD   BPCE  SA-144A    2.37500%    20-14.01.25                     1 250  000.00        1 251  273.34
                                                          0.02
    USD   BPCE  SA-144A    4.00000%    18-12.09.23                      490  000.00         507  304.89
                                                          0.01
    USD   BRISTOL-MYERS      SQUIBB   CO 3.25000%    20-20.02.23                2 804  000.00        2 869  876.36
                                                          0.04
    USD   BRIXMOR    OPERATING     PARTNERSHIP     LP 3.85000%    15-01.02.25            2 930  000.00        3 064  844.96
                                                          0.04
    USD   BROADCOM    INC  4.11000%    20-15.09.28                     12 101  000.00        12 880  656.66
                                                          0.16
    USD   BROADCOM    INC-144A    1.95000%    21-15.02.28                   4 675  000.00        4 460  087.07
                                                          0.06
    USD   BROADCOM    INC-144A    2.60000%    21-15.02.33                   2 110  000.00        1 947  764.63
                                                          0.02
    USD   BROADCOM    INC-144A    2.45000%    21-15.02.31                   1 864  000.00        1 743  985.78
                                                          0.02
    USD   BROADCOM    INC-144A    3.13700%    21-15.11.35                   10 072  000.00        9 547  095.30
                                                          0.12
    USD   BROADCOM    INC-144A    3.18700%    21-15.11.36                   3 005  000.00        2 854  057.47
                                                          0.04
    USD   CABLE   ONE  INC-144A    4.00000%    20-15.11.30                   1 111  000.00        1 046  228.70
                                                          0.01
    USD   CARRIER    GLOBAL   CORP  2.24200%    20-15.02.25                  4 795  000.00        4 835  963.83
                                                          0.06
    USD   CARRIER    GLOBAL   CORP  2.72200%    20-15.02.30                  5 850  000.00        5 778  549.09
                                                          0.07
    USD   CCO  HOLDINGS    LLC/CAPITAL     CORP-144A     4.00000%    17-01.03.23           1 098  000.00        1 092  510.00
                                                          0.01
    USD   CCO  HOLDINGS    LLC/CAPITAL     CORP-144A     4.50000%    20-15.08.30           2 435  000.00        2 374  125.00
                                                          0.03
    USD   CCO  HOLDINGS    LLC/CAPITAL     CORP-REG-S     4.50000%    20-15.08.30           1 585  000.00        1 545  375.00
                                                          0.02
    USD   CCO  LLC/CAPITAL     5.37500%    17-01.05.47                     700  000.00         773  872.21
                                                          0.01
    USD   CDW  LLC  / CDW  FINANCE    CORP  2.67000%    21-01.12.26               6 815  000.00        6 739  380.08
                                                          0.08
    USD   CDW  LLC/CDW    FINANCE    CORP  5.50000%    14-01.12.24                2 740  000.00        2 894  125.00
                                                          0.04
    USD   CELULOSA    ARAUCO   Y CONSTITUCION      SA 4.50000%    14-01.08.24             650  000.00         678  153.13
                                                          0.01
    USD   CELULOSA    ARAUCO   Y CONSTITUCION      SA-144A    4.20000%    19-29.01.30           511  000.00         528  246.25
                                                          0.01
    USD   CEMEX   SAB  DE CV-144A    3.87500%    21-11.07.31                  2 215  000.00        2 092  510.50
                                                          0.03
    USD   CENTENE    CORP  3.37500%    20-15.02.30                     5 620  000.00        5 514  625.00
                                                          0.07
    USD   CHARLES    SCHWAB   CORP/THE    3.75000%    21-01.04.24                5 000  000.00        5 213  940.55
                                                          0.07
    USD   CHENIERE    CORPUS   CHRISTI    HLDGS   LLC  5.87500%    17-31.03.25            6 410  000.00        6 997  602.14
                                                          0.09
    USD   CHENIERE    ENERGY   PARTNERS    LP 4.50000%    20-01.10.29               1 890  000.00        1 931  995.80
                                                          0.02
    USD   CHENIERE    ENERGY   PARTNERS    LP 4.00000%    21-01.03.31                925  000.00         920  324.12
                                                          0.01
    USD   CIGNA   CORP  3.00000%    20-15.07.23                      3 086  000.00        3 150  400.03
                                                          0.04
    USD   CIGNA   CORP  3.25000%    20-15.04.25                      4 550  000.00        4 723  849.41
                                                          0.06
    USD   CIGNA   CORP  3.40000%    20-01.03.27                       710  000.00         741  709.46
                                                          0.01
    USD   CIGNA   CORP  3.50000%    20-15.06.24                      1 823  000.00        1 889  179.42
                                                          0.02
    USD   CITIGROUP     INC-SUB    4.60000%    16-09.03.26                   10 025  000.00        10 855  346.08
                                                          0.14
    USD   CLEAN   HARBORS    INC-144A    5.12500%    19-15.07.29                  528  000.00         550  545.60
                                                          0.01
    USD   CLECO   CORPORATE     HOLDINGS    LLC  3.74300%    17-01.05.26              2 400  000.00        2 519  931.14
                                                          0.03
    USD   CLEVELAND     ELECTRIC    ILLUMINATING      CO-144A    3.50000%    17-01.04.28          530  000.00         548  268.68
                                                          0.01
    USD   COGENT   COMMUNICATIONS       GROUP   INC-144A    3.50000%    21-01.05.26           3 200  000.00        3 136  000.00
                                                          0.04
    USD   CONTINENTAL     AIRLINES    4.00000%    12-29.10.24                  2 170  000.00        1 339  554.81
                                                          0.02
    USD   COOPERATIEVE      RADOBANK    UA-144A    1.00400%    20-24.09.26             14 000  000.00        13 395  468.24
                                                          0.17
    USD   CORP  FINANCIERA     DE DESARROLLO     SA-144A    2.40000%    20-28.09.27          1 744  000.00        1 667  700.00
                                                          0.02
    USD   COX  COMMUNICATIONS       INC-144A    3.15000%    17-15.08.24                256  000.00         263  263.22
                                                          0.00
    USD   COX  COMMUNICATIONS       INC-144A    3.50000%    17-15.08.27               6 165  000.00        6 441  394.77
                                                          0.08
    USD   CSC  HOLDINGS    INC-144A    5.37500%    18-01.02.28                  300  000.00         300  882.00
                                                          0.00
    USD   CYRUSONE    LP / CYRUSONE    FIN  CORP  2.90000%    19-15.11.24             2 145  000.00        2 211  752.40
                                                          0.03
    USD   CYRUSONE    LP/CYRUSONE     FINANCE    2.15000%    20-01.11.30              1 210  000.00        1 188  849.20
                                                          0.00
    USD   DAIMLER    FINANCE    NORTH   AMERICA    LLC-144A    3.70000%    18-04.05.23          3 215  000.00        3 311  835.48
                                                          0.04
    USD   DAIMLER    FINANCE    NORTH   AMERICA    LLC-144A    3.65000%    19-22.02.24          3 965  000.00        4 126  910.78
                                                          0.05
    USD   DELL  INTERNATIONAL      LLC  / EMC  CORP  5.45000%    21-15.06.23            3 037  000.00        3 174  723.70
                                                          0.04
    USD   DELL  INTERNATIONAL      LLC  / EMC  CORP  5.85000%    21-15.07.25            6 865  000.00        7 629  264.66
                                                          0.10
    USD   DELL  INTERNATIONAL      LLC  / EMC  CORP  5.30000%    21-01.10.29            2 500  000.00        2 866  272.57
                                                          0.04
    USD   DELTA   AIR  LINES   INC  / SKYMILES    LTD-144A    4.50000%    20-20.10.25         1 322  578.00        1 372  145.91
                                                          0.02
    USD   DEUTSCHE    TELEKOM    INTL  FINANCE    BV-144A    2.48500%    16-19.09.23           730  000.00         739  412.46
                                                          0.01
    USD   DEVON   ENERGY   CORP  5.25000%    21-15.10.27                   2 855  000.00        2 991  686.44
                                                          0.04
    添付の注記は当財務書類と不可分のものである。

                                105/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   DIAMONDBACK     ENERGY   INC  4.75000%    20-31.05.25                 2 612  000.00        2 819  471.35

                                                          0.04
    USD   DISCOVER    BANK  2.45000%    19-12.09.24                     1 000  000.00        1 009  922.59
                                                          0.01
    USD   DISCOVER    BANK  2.70000%    20-06.02.30                     2 900  000.00        2 855  556.92
                                                          0.04
    USD   DISCOVER    BANK  3.35000%    18-06.02.23                      755  000.00         769  812.35
                                                          0.01
    USD   ELEMENT    SOLUTIONS     INC-144A    3.87500%    20-01.09.28               1 400  000.00        1 344  000.00
                                                          0.02
    USD   ENEL  FINANCE    INTERNATIONAL      NV-144A    3.50000%    17-06.04.28           1 070  000.00        1 114  766.45
                                                          0.01
    USD   ENEL  FINANCE    INTERNATIONAL      SA-144A    2.65000%    19-10.09.24           4 300  000.00        4 361  864.49
                                                          0.04
    USD   ENEL  FINANCE    INTERNATIONAL      NV-144A    1.87500%    21-12.07.28           5 000  000.00        4 712  132.45
                                                          0.06
    USD   ENI  SPA-144A    4.25000%    19-09.05.29                     1 277  000.00        1 387  219.03
                                                          0.02
    USD   EXPERIAN    FINANCE    PLC-144A    2.75000%    19-08.03.30                3 865  000.00        3 864  376.23
                                                          0.05
    USD   FARMERS    EXCHANGE    CAPITAL-144A-SUB        7.05000%    98-15.07.28            1 915  000.00        2 281  695.72
                                                          0.03
    USD   FEDERATION     DES  CAISSES    DESJARDINS-144A       2.05000%    20-10.02.25          7 300  000.00        7 273  472.97
                                                          0.09
    USD   FIRST   MIDWEST    BANCORP    INC/IL-SUB     5.87500%    16-29.09.26            6 695  000.00        7 609  479.29
                                                          0.10
    USD   FLORIDA    GAS  TRANSMISSION      CO-144A    2.55000%    20-01.07.30            2 165  000.00        2 090  767.97
                                                          0.03
    USD   FMG  RESOURCES     AUGUST   2006  PTY  LTD-144A    5.12500%    17-15.05.24          1 305  000.00        1 355  568.75
                                                          0.02
    USD   FMG  RESOURCES     AUGUST   2006  PTY  LTD-144A    4.50000%    19-15.09.27          5 745  000.00        5 861  623.50
                                                          0.07
    USD   FS INVESTMENT     CORP  II-144A    4.25000%    20-14.02.25               9 975  000.00        10 253  673.96
                                                          0.13
    USD   GEORGIA-PACIFIC       LLC-144A    3.73400%    13-15.07.23                2 508  000.00        2 577  393.65
                                                          0.03
    USD   GFL  ENVIRONMENTAL      INC-144A    5.12500%    19-15.12.26                436  000.00         450  335.68
                                                          0.01
    USD   GLENCORE    FUNDING    LLC-144A    4.12500%    19-12.03.24                3 615  000.00        3 766  253.26
                                                          0.05
    USD   GLP  CAPITAL    LP / GLP  FINANC   II INC  5.37500%    16-15.04.26           3 905  000.00        4 218  259.14
                                                          0.05
    USD   GLP  CAPITAL    LP / GLP  FINANC   II INC  3.35000%    19-01.09.24            135  000.00         138  367.57
                                                          0.00
    USD   GOLDMAN    SACHS   GROUP   INC  3.75000%    15-22.05.25                15 965  000.00        16 706  111.90
                                                          0.21
    USD   GRAY  ESCROW   II INC-144A    5.37500%    21-15.11.31                2 375  000.00        2 341  738.12
                                                          0.03
    USD   HARLEY-DAVIDSON       FIN.SERV    INC-144A    4.05000%    19-04.02.22            1 645  000.00        1 645  319.72
                                                          0.02
    USD   HARLEY-DAVIDSON       FIN.SERV    INC-144A    3.35000%    20-08.06.25            5 370  000.00        5 516  976.90
                                                          0.07
    USD   HESS  MIDSTREAM     PARTNERS    LP-144A    5.62500%    19-15.02.26              435  000.00         443  700.00
                                                          0.01
    USD   HIGH  STREET   FUNDING    TRUST-144A     4.11100%    18-15.02.28             2 485  000.00        2 691  665.52
                                                          0.03
    USD   HOST  HOTELS   & RESORTS    LP 4.00000%    15-15.06.25                4 540  000.00        4 741  768.46
                                                          0.06
    USD   HUMANA   INC  3.85000%    14-01.10.24                      3 350  000.00        3 500  499.58
                                                          0.04
    USD   ICAHN   ENTERPRISES     LP / ICAHN   ENTER   FIN  4.37500%    21-01.02.29          5 740  000.00        5 456  128.30
                                                          0.07
    USD   IHS  MARKIT   LTD-144A    4.75000%    17-15.02.25                  4 587  000.00        4 919  557.50
                                                          0.06
    USD   IHS  MARKIT   LTD-144A    4.00000%    17-01.03.26                  1 206  000.00        1 284  390.00
                                                          0.02
    USD   INFOR   INC-144A    1.45000%    20-15.07.23                     1 015  000.00        1 011  232.11
                                                          0.01
    USD   INFOR   INC-144A    1.75000%    20-15.07.25                     6 403  000.00        6 244  388.61
                                                          0.08
    USD   INTEL   CORP  3.70000%    15-29.07.25                      2 293  000.00        2 424  933.33
                                                          0.03
    USD   INTESA   SANPAOLO    SPA-144A    3.12500%    17-14.07.22                8 033  000.00        8 110  657.83
                                                          0.10
    USD   INTESA   SANPAOLO    SPA-144A    3.37500%    18-12.01.23                2 165  000.00        2 201  640.95
                                                          0.03
    USD   INTESA   SANPAOLO    SPA-144A    3.25000%    19-23.09.24                2 975  000.00        3 054  917.69
                                                          0.04
    USD   INVERSIONES     CMPC  SA-144A    4.37500%    17-04.04.27                1 704  000.00        1 817  742.00
                                                          0.02
    USD   INVERSIONES     CMPC  SA-REG-S    3.85000%    20-13.01.30                1 100  000.00        1 108  635.00
                                                          0.01
    USD   IRON  MOUNTAIN    INC-144A    4.87500%    19-15.09.29                  977  000.00         964  445.55
                                                          0.01
    USD   JACKSON    NATIONAL    LIFE  GLOBAL   FUND-144A     2.65000%    19-21.06.24          6 130  000.00        6 255  696.51
                                                          0.08
    USD   JERSEY   CENTRAL    POWER   & LIGHT   CO-144A    4.70000%    13-01.04.24           1 573  000.00        1 651  999.58
                                                          0.02
    USD   JERSEY   CENTRAL    POWER   & LIGHT   CO-144A    4.30000%    15-15.01.26           2 356  000.00        2 517  244.43
                                                          0.03
    USD   JPMORGAN    CHASE   & CO-SUB   3.37500%    13-01.05.23                4 130  000.00        4 237  313.05
                                                          0.05
    USD   JPMORGAN    CHASE   & CO-SUB   3.62500%    16-01.12.27                2 505  000.00        2 635  762.25
                                                          0.03
    USD   KEYSPAN    GAS  EAST  CORP-144A     2.74200%    16-15.08.26               1 500  000.00        1 505  404.74
                                                          0.02
    USD   KINDER   MORGAN   ENERGY   PARTNERS    LP 4.30000%    14-01.05.24            3 645  000.00        3 817  732.50
                                                          0.05
    USD   KINDER   MORGAN   INC-144A    5.62500%    13-15.11.23                  565  000.00         596  927.64
                                                          0.01
    USD   KYNDRYL    HOLDINGS    INC-144A    2.05000%    21-15.10.26                7 000  000.00        6 692  848.05
                                                          0.08
    USD   KYNDRYL    HOLDINGS    INC-144A    3.15000%    21-15.10.31                8 000  000.00        7 480  450.40
                                                          0.09
    USD   LEVEL   3 FINANCING     INC-144A    4.62500%    19-15.09.27                171  000.00         170  162.10
                                                          0.00
    USD   LEVEL   3 FINANCING     INC-144A    3.40000%    19-01.03.27               2 475  000.00        2 475  000.00
                                                          0.03
    USD   LEVEL   3 FINANCING     INC-144A    3.87500%    19-15.11.29               3 600  000.00        3 538  692.00
                                                          0.04
    USD   LEVEL   3 FINANCING     INC-REG-S     4.25000%    20-01.07.28               1 495  000.00        1 426  305.50
                                                          0.02
    USD   LEVI  STRAUSS    & CO-144A    3.50000%    21-01.03.31                 4 900  000.00        4 730  754.00
                                                          0.06
    USD   LIBERTY    MUTUAL   GROUP   INC-144A    4.56900%    19-01.02.29              6 190  000.00        6 972  767.72
                                                          0.09
    USD   LINCOLN    NATIONAL    CORP  4.00000%    13-01.09.23                 2 075  000.00        2 155  106.98
                                                          0.03
    添付の注記は当財務書類と不可分のものである。

                                106/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   LUNDIN   ENERGY   FINANCE    BV-144A    2.00000%    21-15.07.26             13 650  000.00        13 374  060.34

                                                          0.17
    USD   MARVELL    TECHNOLOGY     INC  2.45000%    21-15.04.28                 2 930  000.00        2 879  407.61
                                                          0.04
    USD   MCDONALD    ’S  CORP  3.70000%    15-30.01.26                    2 330  000.00        2 469  570.26
                                                          0.03
    USD   METROPOLITAN      LIFE  GLOBAL   FUNDING-144A      3.87500%    12-11.04.22           670  000.00         674  108.99
                                                          0.01
    USD   METROPOLITAN      LIFE  GLOBAL   FUNDING    I-144A   3.00000%    13-10.01.23         1 500  000.00        1 527  806.88
                                                          0.02
    USD   METROPOLITAN      LIFE  GLOBAL   FUNDING-144A      3.45000%    16-18.12.26          13 000  000.00        13 744  466.84
                                                          0.17
    USD   METROPOLITAN      LIFE  GLOBAL   FUNDING-144A      0.95000%    20-02.07.25          5 400  000.00        5 236  344.14
                                                          0.07
    USD   MICHAEL    KORS  USA  INC-144A    4.00000%    17-01.11.24                2 286  000.00        2 346  007.50
                                                          0.03
    USD   MICROCHIP     TECHNOLOGY     INC  2.67000%    20-01.09.23                4 595  000.00        4 659  450.61
                                                          0.06
    USD   MICROCHIP     TECHNOLOGY     INC  4.25000%    20-01.09.25                5 980  000.00        6 160  882.39
                                                          0.08
    USD   MID-ATLANTIC      INTERSTATE     TRANS-144A     4.10000%    18-15.05.28           2 030  000.00        2 195  135.44
                                                          0.03
    USD   MIDWEST    CONNECTOR     CAPITAL    CO LLC-144A    3.90000%    19-01.04.24          7 020  000.00        7 223  354.17
                                                          0.09
    USD   MIDWEST    CONNECTOR     CAPITAL    CO LLC-144A    3.62500%    19-01.04.22          2 205  000.00        2 209  708.14
                                                          0.03
    USD   MOLINA   HEALTHCARE     INC-144A    3.87500%    20-15.11.30                493  000.00         486  221.25
                                                          0.01
    USD   MORGAN   STANLEY    3.70000%    14-23.10.24                     5 020  000.00        5 247  790.98
                                                          0.07
    USD   MORGAN   STANLEY    3.75000%    13-25.02.23                     3 765  000.00        3 876  445.73
                                                          0.05
    USD   MORGAN   STANLEY    3.87500%    14-29.04.24                     2 000  000.00        2 088  328.94
                                                          0.03
    USD   MPLX  LP 3.50000%    20-01.12.22                         690  000.00         702  388.45
                                                          0.01
    USD   MPLX  LP 4.25000%    20-01.12.27                         525  000.00         564  793.87
                                                          0.01
    USD   MYLAN   INC-144A    3.12500%    12-15.01.23                     3 090  000.00        3 139  729.44
                                                          0.04
    USD   NATIONAL    SECURITIES     CLEARING    CORP-144A     1.50000%    20-23.04.25          3 450  000.00        3 410  677.07
                                                          0.04
    USD   NATURA   COSMETICOS     SA-144A    4.12500%    21-03.05.28                3 318  000.00        3 221  529.15
                                                          0.04
    USD   NETAPP   INC  1.87500%    20-22.06.25                      3 825  000.00        3 777  776.25
                                                          0.05
    USD   NETFLIX    INC  5.75000%    14-01.03.24                      1 290  000.00        1 386  917.70
                                                          0.02
    USD   NETFLIX    INC-144A    3.62500%    20-15.06.25                    2 435  000.00        2 521  600.78
                                                          0.03
    USD   NEWELL   BRANDS   INC  4.87500%    20-01.06.25                    276  000.00         289  764.12
                                                          0.00
    USD   NIAGARA    MOHAWK   POWER   CORP-144A     3.50800%    14-01.10.24             1 139  000.00        1 178  340.25
                                                          0.01
    USD   NORDEA   BANK  ABP-144A    3.75000%    18-30.08.23                  1 065  000.00        1 102  322.07
                                                          0.01
    USD   NORTHRIVER     MIDSTREAM     FINANCE    LP-144A    5.62500%    20-15.02.26           5 100  000.00        5 176  500.00
                                                          0.06
    USD   NUVEEN   LLC-REG-S     4.00000%    18-01.11.28                    4 315  000.00        4 710  915.14
                                                          0.06
    USD   NXP  BV / NXP  FUNDING    LLC-144A    4.62500%    16-01.06.23              3 500  000.00        3 633  546.70
                                                          0.05
    USD   NXP  BV / NXP  FUNDING    LLC-144A    5.55000%    18-01.12.28              4 595  000.00        5 352  760.95
                                                          0.07
    USD   OCCIDENTAL     PETROLEUM     CORP  6.95000%    19-01.07.24                665  000.00         724  850.00
                                                          0.01
    USD   OHIO  NATIONAL    FINANCIAL     SRVCES   INC-144A    5.55000%    20-24.01.30         2 500  000.00        2 746  137.50
                                                          0.03
    USD   OHIO  NATIONAL    LIFE  INSURANC    CO144A-SUB     6.87500%    12-15.06.42          2 500  000.00        3 139  003.07
                                                          0.04
    USD   ONTARIO    TEACHERS    CADILLAC    FAIRVIEW-144A      3.87500%    17-20.03.27         5 075  000.00        5 441  954.17
                                                          0.07
    USD   ONTARIO    TEACHERS    CADILLAC    FAIRVIEW-144A      4.12500%    19-01.02.29         1 467  000.00        1 599  736.40
                                                          0.02
    USD   ONTARIO    TEACHERS    CADILLAC    FAIRVIEW-144A      2.50000%    21-15.10.31         7 035  000.00        6 837  892.81
                                                          0.09
    USD   OTIS  WORLDWIDE     CORP  2.56500%    20-15.02.30                  2 140  000.00        2 116  463.19
                                                          0.03
    USD   PANTHER    BF AGGR  2/PANTHER     FIN  CO-144A    6.25000%    19-15.05.26           326  000.00         337  002.50
                                                          0.00
    USD   PARK  AEROSPACE     HOLDINGS    LTD-144A    4.50000%    17-15.03.23             470  000.00         481  690.31
                                                          0.01
    USD   PARSLEY    ENERGY   LLC/FINANCE     CORP-144A     4.12500%    20-15.02.28           1 080  000.00        1 101  600.00
                                                          0.01
    USD   PDC  ENERGY   INC  5.75000%    18-15.05.26                     2 890  000.00        2 942  309.00
                                                          0.04
    USD   PEIDMONT    OPERATING     PARTNERSHIP     LP 2.75000%    21-01.04.32             915  000.00         874  241.31
                                                          0.01
    USD   PENNSYLVANIA      ELECTRIC    CO-144A    3.25000%    17-15.03.28               305  000.00         310  126.33
                                                          0.00
    USD   PENSKE   TRUCK   LEASING/PTL     FIN  CORP-144A     3.90000%    18-01.02.24          3 210  000.00        3 336  122.99
                                                          0.04
    USD   PENSKE   TRUCK   LEASING/PTL     FIN  CORP-144A     4.45000%    19-29.01.26          2 680  000.00        2 888  842.75
                                                          0.04
    USD   PENSKE   TRUCK   LEASING/PTL     FIN  CORP-144A     3.45000%    19-01.07.24          2 865  000.00        2 968  872.60
                                                          0.04
    USD   PHYSICIANS     REALTY   LP 2.62500%    21-01.11.31                  4 350  000.00        4 191  925.87
                                                          0.05
    USD   POLYONE    CORP  -144A   5.75000%    20-15.05.25                   5 520  000.00        5 690  788.80
                                                          0.07
    USD   PRINCIPAL     FINANCIAL     GROUP   INC  2.12500%    20-15.06.30               435  000.00         418  419.36
                                                          0.01
    USD   PRINCIPAL     LIFE  GLOBAL   FUNDING    II-144A    0.87500%    21-12.01.26          2 520  000.00        2 404  534.58
                                                          0.03
    USD   PRINCIPAL     LIFE  GLOBAL   FUNDING    II-144A    1.37500%    21-10.01.25          15 114  000.00        14 882  151.24
                                                          0.19
    USD   PROCTER    & GAMBLE   CO/THE   1.90000%    22-01.02.27                13 500  000.00        13 511  222.28
                                                          0.17
    USD   PROCTER    & GAMBLE   CO/THE   2.30000%    22-01.02.32                5 700  000.00        5 684  541.37
                                                          0.07
    USD   PROVIDENCE     HEALTH   & SERV  OBLIG   4.37900%    13-01.10.23             2 500  000.00        2 611  631.17
                                                          0.03
    USD   QUICKEN    LOANS   LLC-144A    3.62500%    20-01.03.29                 1 180  000.00        1 103  170.20
                                                          0.01
    USD   REALTY   INCOME   CORP  2.20000%    21-15.06.28                   1 475  000.00        1 446  194.30
                                                          0.02
    USD   REALTY   INCOME   CORP  2.85000%    21-15.12.32                   3 069  000.00        3 054  720.21
                                                          0.04
    添付の注記は当財務書類と不可分のものである。

                                107/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   REGENERON     PHARMACEUTICALS       INC  1.75000%    20-15.09.30              5 185  000.00        4 717  374.39

                                                          0.06
    USD   ROCHE   HOLDINGS    INC-144A    2.07600%    21-13.12.31                29 507  000.00        28 387  246.23
                                                          0.36
    USD   ROCKIES    EXPRESS    PIPELINE    LLC-144A    4.95000%    19-15.07.29             975  000.00        1 001  812.50
                                                          0.01
    USD   ROCKIES    EXPRESS    PIPELINE    LLC-144A    3.60000%    20-15.05.25            1 260  000.00        1 251  986.40
                                                          0.02
    USD   ROCKIES    EXPRESS    PIPELINE    LLC-144A    4.80000%    20-15.05.30             900  000.00         897  750.00
                                                          0.01
    USD   RUBY  PIPELINE    LLC-144A    6.00000%    12-01.04.22                 2 140  000.00        1 103  753.23
                                                          0.01
    USD   SANTANDER     HOLDINGS    USA  INC  3.24400%    20-05.10.26               3 750  000.00        3 834  496.58
                                                          0.05
    USD   SCHLUMBERGER      HOLDINGS    CORP-144A     3.75000%    19-01.05.24             5 700  000.00        5 899  414.96
                                                          0.07
    USD   SEAGATE    HDD  CAYMAN   3.37500%    20-15.07.31                   8 300  000.00        7 706  550.00
                                                          0.10
    USD   SEALED   AIR  CORP-144A     4.00000%    19-01.12.27                  1 677  000.00        1 681  192.50
                                                          0.02
    USD   SIMPAR   EUROPE   SA-144A    5.20000%    21-26.01.31                 3 000  000.00        2 662  125.00
                                                          0.03
    USD   SIRIUS   XM RADIO   INC-144A    5.00000%    17-01.08.27                 650  000.00         663  715.00
                                                          0.01
    USD   SIRIUS   XM RADIO   INC-144A    4.00000%    21-15.07.28                4 342  000.00        4 200  885.00
                                                          0.05
    USD   SKANDINAVISKA      ENSKILDA    BANKEN   AB-144A    1.20000%    21-09.09.26          6 715  000.00        6 465  497.46
                                                          0.08
    USD   SMITHFIELD     FOODS   INC-144A    5.20000%    19-01.04.29                4 305  000.00        4 804  587.72
                                                          0.06
    USD   SMITHFIELD     FOODS   INC-144A    3.00000%    20-15.10.30                1 350  000.00        1 309  842.08
                                                          0.02
    USD   SPRINT   SPECTRUM    CO III  LLC-144A    4.73800%    18-20.03.25             5 355  000.00        4 541  508.56
                                                          0.06
    USD   SPRINT   SPECTRUM    CO III  LLC-144A    5.15200%    18-20.03.28             6 130  000.00        6 681  700.00
                                                          0.08
    USD   STATE   STREET   CORP  2.90100%    20-30.03.26                   3 220  000.00        3 313  462.24
                                                          0.04
    USD   STELLANTIS     FINANCE    US INC-144A    1.71100%    21-29.01.27             5 228  000.00        5 032  027.43
                                                          0.06
    USD   STELLANTIS     FINANCE    US INC-144A    2.69100%    21-15.09.31             4 980  000.00        4 714  965.14
                                                          0.06
    USD   SYDNEY   AIRPORT    FINANCE    CO PTY  LTD-144A    3.90000%    12-22.03.23          3 340  000.00        3 425  336.33
                                                          0.04
    USD   TECK  RESOURCES     LTD  3.90000%    20-15.07.30                   6 965  000.00        7 268  872.92
                                                          0.09
    USD   TENGIZCHEVROIL       FINANCE    CO INTL-144A     3.25000%    20-15.08.30           1 063  000.00        1 016  759.50
                                                          0.01
    USD   TEXAS   EASTERN    TRANSMISSION      LP-144A    2.80000%    12-15.10.22           1 375  000.00        1 386  099.29
                                                          0.02
    USD   TRANSCONTINENTAL        GAS  PIPE  LINE  4.60000%    18-15.03.48             1 955  000.00        2 233  371.86
                                                          0.03
    USD   TRANSOCEAN     PONTUS   LTD-144A    6.12500%    18-01.08.25                255  000.00         168  287.25
                                                          0.00
    USD   TRANSOCEAN     POSEIDON    LTD-144A    6.87500%    19-01.02.27               479  000.00         464  630.00
                                                          0.01
    USD   UNICREDIT     SPA-144A    2.56900%    20-22.09.26                   1 542  000.00        1 512  656.47
                                                          0.02
    USD   UNITED   AIRLINES    AA PASS  THROUGH    TRUST   3.50000%    18-01.03.30          1 350  000.00        1 200  523.57
                                                          0.02
    USD   USAA  CAPITAL    CORP-144A     2.12500%    20-01.05.30                 5 000  000.00        4 874  194.15
                                                          0.06
    USD   VALEANT    PHARMACEUTICALS       INTL-144A     9.25000%    18-01.04.26             85 000.00         87 533.00
                                                          0.00
    USD   VALVOLINE     INC-144A    4.25000%    20-15.02.30                   2 000  000.00        1 931  860.00
                                                          0.02
    USD   VERISK   ANALYTICS     INC  4.12500%    12-12.09.22                  1 500  000.00        1 528  035.00
                                                          0.02
    USD   VIATRIS    INC  1.65000%    21-22.06.25                      1 680  000.00        1 649  491.64
                                                          0.02
    USD   VIATRIS    INC  2.30000%    21-22.06.27                      3 500  000.00        3 454  868.59
                                                          0.04
    USD   VIATRIS    INC  2.70000%    21-22.06.30                      4 785  000.00        4 619  117.87
                                                          0.06
    USD   VITERRA    FINANCE    BV-144A    2.00000%    21-21.04.26                2 475  000.00        2 416  222.73
                                                          0.03
    USD   VM HOLDING    SA-144A    5.37500%    17-04.05.27                    730  000.00         755  550.00
                                                          0.01
    USD   WEA  FIN  LLC/  WESTF   UK&EUR   FIN  PLC-144A    3.75000%    14-17.09.24          4 429  000.00        4 583  635.48
                                                          0.06
    USD   WEA  FINANCE    LLC-144A    4.12500%    18-20.09.28                  2 620  000.00        2 770  049.73
                                                          0.03
    USD   WEIR  GROUP   PLC/THE-144A      2.20000%    21-13.05.26                2 565  000.00        2 497  349.30
                                                          0.03
    USD   WELLTOWER     INC  4.25000%    16-01.04.26                     1 230  000.00        1 329  613.64
                                                          0.02
    USD   WILLIS   NORTH   AMERICA    INC  4.50000%    18-15.09.28                1 750  000.00        1 896  097.56
                                                          0.02
    USD   WILLIS   NORTH   AMERICA    INC  2.95000%    19-15.09.29                6 425  000.00        6 380  612.83
                                                          0.08
    USD   WRKCO   INC  3.75000%    19-15.03.25                       2 795  000.00        2 930  738.48
                                                          0.04
    USD   YAMANA   GOLD  INC  2.63000%    22-15.08.31                    3 044  000.00        2 876  906.63
                                                          0.04
    USD   YARA  INTERNATIONAL      ASA-144A    3.14800%    20-04.06.30               2 475  000.00        2 476  237.50
                                                          0.03
    米ドル合計                                             914  125  192.17
                                                         11.52
    ノート、固定利付債合計                                             914  125  192.17

                                                         11.52
    ノート、変動利付債

    USD

    USD   BNP  PARIBAS    SA-144A    2.871%/VAR     21-19.04.32                 4 267  000.00        4 151  077.64
                                                          0.05
    USD   BNP  PARIBAS    SA-144A    2.159%/VAR     21-15.09.29                 8 315  000.00        7 922  919.06
                                                          0.10
    USD   BNP  PARIBAS-144A      2.219%/VAR     20-09.06.26                  10 800  000.00        10 703  202.62
                                                          0.14
    USD   BNP  PARIBAS-144A      3.052%/VAR     20-13.01.31                   2 020  000.00        2 007  275.61
                                                          0.03
    添付の注記は当財務書類と不可分のものである。

                                108/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   CREDIT   AGRICOLE    SA-144A    1.247%/VAR     21-26.01.27                4 475  000.00        4 270  182.15

                                                          0.05
    USD   DAIMLER    FINANCE    NORTH   AMERICA-144A      3M LIBOR+90BP     19-15.02.22         3 500  000.00        3 501  049.86
                                                          0.04
    USD   DUPONT   DE NEMOURS    INC  3M LIBOR+111BP     18-15.11.23               3 490  000.00        3 536  757.03
                                                          0.05
    USD   ELANCO   ANIMAL   HEALTH   INC  STEP-UP/RTG     LKD  19-27.08.23             5 300  000.00        5 506  355.50
                                                          0.07
    USD   FARMERS    EXCHANGE    CAPITAL    II-144A-SUB     6.151%/VAR     13-01.11.53          1 000  000.00        1 243  035.96
                                                          0.02
    USD   FARMERS    INSURANCE     EXCHANGE-144A-SUB        4.747%/VAR     17-01.11.57          1 000  000.00        1 097  417.37
                                                          0.01
    USD   GOLDMAN    SACHS   GROUP   INC-SUB    4.125%/VAR     21-PRP              1 006  000.00         982  107.50
                                                          0.01
    USD   HARTFORD    FINANCIAL-144A-SUB         3M LIBOR+212.5BP      17-12.02.47           5 875  000.00        5 641  404.13
                                                          0.07
    USD   HYATT   HOTELS   CORP  O/N  SOFR  +105.00000     21-01.10.23              1 180  000.00        1 182  470.72
                                                          0.02
    USD   MACQUARIE     GROUP   LTD-144A    3.189%/VAR     17-28.11.23               7 935  000.00        8 043  016.78
                                                          0.10
    USD   MACQUARIE     GROUP   LTD-144A    1.340%/VAR     21-12.01.27               6 664  000.00        6 373  751.54
                                                          0.08
    USD   SOCIETE    GENERALE    SA-144A    O/N  SOFR+105BP     22-21.01.26             1 670  000.00        1 677  414.80
                                                          0.02
    USD   SOCIETE    GENERALE    SA-144A    2.226%/VAR     22-21.01.26               27 000  000.00        26 749  269.63
                                                          0.34
    USD   SOCIETE    GENERALE-144A      2.797%/VAR     22-19.01.28                3 445  000.00        3 408  031.78
                                                          0.04
    USD   TEACHER    INS&AN-144A-SUB       4.375%/3M     LIBOR+266.1BP      14-15.09.54          4 900  000.00        5 024  719.06
                                                          0.06
    USD   VOYA  FINANCIAL     INC-SUB    5.650%/VAR     13-15.05.53                7 145  000.00        7 281  469.50
                                                          0.09
    米ドル合計                                             110  302  928.24
                                                          1.39
    ノート、変動利付債合計                                             110  302  928.24

                                                          1.39
    中期債券、固定利付債

    USD

    USD   BANK  OF AMERICA    CORP-SUB    4.00000%    15-22.01.25                3 742  000.00        3 938  352.51
                                                          0.05
    USD   BANK  OF AMERICA    CORP-SUB    3.95000%    15-21.04.25                9 890  000.00        10 401  040.04
                                                          0.13
    USD   BPCE  SA-144A-SUB     4.62500%    14-11.07.24                    6 610  000.00        6 964  530.39
                                                          0.09
    USD   GOLDMAN    SACHS   GROUP   INC/THE    3.85000%    14-08.07.24              18 040  000.00        18 803  339.87
                                                          0.24
    USD   INTESA   SANPAOLO    SPA-144A-SUB      5.01700%    14-26.06.24              2 546  000.00        2 650  354.99
                                                          0.03
    USD   INTESA   SANPAOLO    SPA-144A-SUB      5.71000%    16-15.01.26              5 332  000.00        5 749  535.54
                                                          0.07
    USD   SOCIETE    GENERALE    SA-144A    2.62500%    20-22.01.25                5 360  000.00        5 396  640.31
                                                          0.07
    米ドル合計                                             53 903  793.65
                                                          0.68
    中期債券、固定利付債合計                                             53 903  793.65

                                                          0.68
    中期債券、変動利付債

    USD

    USD   CREDIT   AGRICOLE    SA/LONDON-144A       1.907%/VAR     20-16.06.26            7 156  000.00        7 061  742.74
                                                          0.09
    USD   MACQUARIE     GRP  LTD-144A    4.150%/VAR     18-27.03.24                2 555  000.00        2 626  300.60
                                                          0.03
    USD   TORONTO-DOMINION        BANK/THE    3M SOFRRATE+59BP      21-10.09.26            5 395  000.00        5 414  221.90
                                                          0.07
    USD   TRUIST   FINANCIAL     CORP  1.887%/VAR     21-07.06.29                3 730  000.00        3 578  860.40
                                                          0.05
    米ドル合計                                             18 681  125.64
                                                          0.24
    中期債券、変動利付債合計                                             18 681  125.64

                                                          0.24
    債券、固定利付債

    USD

    USD   AMERICAN    AIRLINES    2019-1   CLASS   AA 3.15000%    19-15.02.32            4 500  000.00        4 117  700.94
                                                          0.05
    USD   AMERICAN    AIRLINES    3.20000%    16-15.06.28                   2 000  000.00        1 524  849.07
                                                          0.02
    USD   ATLANTIC    CITY  ELECTRIC    CO 2.30000%    21-15.03.31                710  000.00         696  638.03
                                                          0.01
    USD   BANNER   HEALTH   2.33800%    20-01.01.30                     1 130  000.00        1 123  325.41
                                                          0.01
    USD   BARNABAS    HEALTH   INC  4.00000%    12-01.07.28                  2 000  000.00        2 154  593.38
                                                          0.03
    USD   COMMONSPIRIT      HEALTH   3.34700%    19-01.10.29                  1 250  000.00        1 289  708.49
                                                          0.02
    USD   CONTINENTAL     AIRLINES    PASS  THRU  TRUST   5.98300%    07-19.04.22           3 000  000.00         454  239.84
                                                          0.01
    USD   CONTINENTAL     AIRLINES    PASS  THROUGH    TRUST   6.90300%    07-19.04.22         16 415  000.00         330  741.75
                                                          0.00
    USD   COX  ENTERPRISES     INC-144A    7.37500%    97-15.07.27                 280  000.00         344  691.24
                                                          0.00
    USD   DEUTSCHE    TELEKOM    INTL  FINANCE    BV-144A    4.37500%    18-21.06.28          1 700  000.00        1 856  380.94
                                                          0.02
    USD   FARMERS    INSURANCE     EXCHANGE-144A-SUB        8.62500%    94-01.05.24            700  000.00         795  093.12
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                109/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   FIVE  CORNERS    FUNDING    TRUST-144A     4.41900%    13-15.11.23             6 220  000.00        6 512  398.53
                                                          0.08
    USD   INTERSTATE     POWER   & LIGHT   CO 3.60000%    19-01.04.29               2 245  000.00        2 388  855.20
                                                          0.03
    USD   METROPOLITAN      EDISON   CO-144A    4.00000%    14-15.04.25               2 400  000.00        2 519  728.20
                                                          0.03
    USD   NBD  BANK  NA MICHIGAN-SUB      8.25000%    94-01.11.24                1 300  000.00        1 514  022.43
                                                          0.02
    USD   NGPL  PIPECO   LLC-144A    4.87500%    17-15.08.27                  1 000  000.00        1 091  449.79
                                                          0.01
    USD   OHIOHEALTH     CORP  2.29700%    21-15.11.31                    3 530  000.00        3 448  660.83
                                                          0.04
    USD   PACIFIC    LIFE  CORP-144A     6.60000%    03-15.09.33                 4 500  000.00        6 074  829.94
                                                          0.08
    USD   PEOPLES    UNITED   BANK-SUB    4.00000%    14-15.07.24                1 700  000.00        1 772  405.23
                                                          0.02
    USD   ROCHESTER     GAS  & ELECTRIC    CORP-144A     3.10000%    17-01.06.27           3 500  000.00        3 640  462.00
                                                          0.05
    USD   SMBC  AVIATION    CAPITAL    FINANCE    DAC-144A    3.00000%    17-15.07.22          1 750  000.00        1 763  733.69
                                                          0.02
    USD   STATOIL    ASA  7.15000%    95-15.11.25                      3 500  000.00        4 149  771.22
                                                          0.05
    USD   SUTTER   HEALTH   3.69500%    18-15.08.28                     2 015  000.00        2 149  280.77
                                                          0.03
    USD   SYDNEY   AIRPORT    FINANCE    CO PTY  LTD-144A    3.62500%    16-28.04.26          9 547  000.00        10 015  941.96
                                                          0.13
    USD   UNITED   AIRLINES    PASS  THRU  TRUST   4.30000%    13-15.08.25             4 000  000.00        2 801  812.08
                                                          0.04
    USD   US AIRWAYS    2012-1   CLASS   A PAS  THRO  TRST  5.90000%    12-01.10.24         1 220  000.00         584  683.28
                                                          0.01
    USD   WILLIAMS    COMPANIES     INC  7.50000%    01-15.01.31                  150  000.00         197  816.07
                                                          0.00
    USD   YALE  UNIVERSITY     0.87300%    20-15.04.25                    4 500  000.00        4 391  258.27
                                                          0.06
    米ドル合計                                             69 705  071.70
                                                          0.88
    債券、固定利付債合計                                             69 705  071.70

                                                          0.88
    債券、変動利付債

    USD

    USD   HSBC  HOLDINGS    PLC-SUB    6.375%/VAR     15-PRP                1 585  000.00        1 675  693.70
                                                          0.02
    USD   METLIFE    CAPITAL    TRUST   IV-144A-SUB     7.875%/VAR     07-15.12.37           1 760  000.00        2 345  200.00
                                                          0.03
    米ドル合計                                              4 020  893.70
                                                          0.05
    債券、変動利付債合計                                              4 020  893.70

                                                          0.05
    地方債、固定利付債

    USD

    USD   CALIFORNIA,     STATE   OF 2.50000%    19-01.10.22                  8 415  000.00        8 511  493.96
                                                          0.11
    USD   CAMPBELL    UNION   SCHOOL   DISTRICT    5.40600%    11-01.08.27             4 000  000.00        4 464  836.80
                                                          0.06
    USD   CITY  OF BALTIMORE     MD 5.00000%    10-15.10.25                  4 150  000.00        4 473  172.54
                                                          0.06
    USD   COUNTY   OF MIAMI-DADE     FL AVIATION    REV  3.50400%    17-01.10.31           865  000.00         917  425.66
                                                          0.01
    USD   HOUSTON    TEXAS   WATER   & SEWER   SYSTEM   3.82800%    14-15.05.28            800  000.00         860  834.24
                                                          0.01
    USD   LOS  ANGELES    DEPARTMENT     OF POWER   5.51600%    10-01.07.27             1 520  000.00        1 779  610.84
                                                          0.02
    USD   LOS  ANGELES    UNIFIED    SCHOOL   DISTRICT    6.75800%    10-01.07.34           1 285  000.00        1 748  354.81
                                                          0.02
    USD   MASSACHUSETTS,       STATE   OF-SUB-S    2.96600%    19-15.10.32               850  000.00         878  697.19
                                                          0.01
    USD   NEW  YORK  CITY  2.80000%    19-01.08.30                     1 325  000.00        1 360  604.08
                                                          0.02
    USD   NEW  YORK  CITY  TRANS   FINANCE    AUTH  REV  5.26700%    10-01.05.27           1 400  000.00        1 619  735.88
                                                          0.02
    USD   NEW  YORK  CITY  TRANS   FINANCE    AUTH  REV  5.76700%    09-01.08.36           1 125  000.00        1 375  951.61
                                                          0.02
    USD   NEW  YORK  CITY  TRANS   FIN  AUTH  REV-SUB    3.95000%    18-01.08.32           1 000  000.00        1 097  344.10
                                                          0.01
    USD   NEW  YORK  CITY  TRANSITIONAL      FIN  AUTH-SUB    1.25000%    20-01.26         2 000  000.00        1 941  628.40
                                                          0.02
    USD   NEW  YORK  N Y, CITY  OF 1.92300%    21-01.08.31                  340  000.00         323  150.45
                                                          0.00
    USD   NEW  YORK  STATE   DORMITORY     AUTHORITY     5.50000%    10-15.03.30           4 755  000.00        5 452  850.46
                                                          0.07
    USD   NEW  YORK  STATE   DORMITORY     AUTHORITY     1.92500%    21-15.03.29           2 300  000.00        2 259  631.78
                                                          0.03
    USD   NEW  YORK  STATE   URBAN   DEV  CORP  3.37000%    17-15.03.30              1 295  000.00        1 365  366.67
                                                          0.02
    USD   NEW  YORK,   CITY  OF 0.43100%    21-01.08.22                    810  000.00         809  271.00
                                                          0.01
    USD   SANTA   CLARA   VALLEY   TRANSPORTATION       AUTH  5.87600%    10-01.04.32          2 205  000.00        2 628  809.82
                                                          0.03
    USD   UNIVERSITY     OF CALIFORNIA     4.60100%    13-15.05.31                1 385  000.00        1 580  754.93
                                                          0.02
    USD   UNIVERSITY     OF CALIFORNIA     REVS  0.88300%    20-15.05.25              3 000  000.00        2 925  130.50
                                                          0.04
    USD   UNIVERSITY     OF CALIFORNIA     REVS  1.31600%    20-15.05.27              3 650  000.00        3 526  085.42
                                                          0.04
    米ドル合計                                             51 900  741.14
                                                          0.65
    地方債、固定利付債合計                                             51 900  741.14

                                                          0.65
    他の規制ある市場で取引されている譲渡性のある有価証券および短期金融商品

                                                1 294  202  260.07
    合計                                                     16.31
    添付の注記は当財務書類と不可分のものである。

                                110/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    公認の証券取引所に上場されておらず、また他の規制ある市場でも取引されていない譲渡性のある有価証券および短期金

    融商品
    株式
    バミューダ

    USD   AIRCASTLE     LIMITED    5.25%-FRN     JNR  PERP  USD ’144A             2 003  000.00        2 014  737.58
                                                          0.03
    バミューダ合計                                              2 014  737.58
                                                          0.03
    株式合計                                              2 014  737.58

                                                          0.03
    アセット・バック証券、変動利付債

    USD

    USD   NAVIENT    STUDENT    LOAN  TRUST-144A     VAR  16-25.06.65               1 000  000.00        1 034  537.80
                                                          0.01
    USD   TRINITAS    CLO  IV LTD-144A    3M LIBOR+110BP     21-18.10.31             8 500  000.00        8 495  967.60
                                                          0.11
    米ドル合計                                              9 530  505.40
                                                          0.12
    アセット・バック証券、変動利付債合計                                              9 530  505.40

                                                          0.12
    モーゲージ・バック証券、固定利付債

    USD

    USD   JP MORGAN   CHASE   COM  MTG  SEC  TRUST-SUB     3.80460%    14-01.07.47          4 750  000.00        4 922  252.57
                                                          0.06
    米ドル合計                                              4 922  252.57
                                                          0.06
    モーゲージ・バック証券、固定利付債合計                                              4 922  252.57

                                                          0.06
    ノート、固定利付債

    USD

    USD   1011778    BC ULC/NEW    RED  FINANCE    INC-144A    3.50000%    20-15.02.29         1 772  000.00        1 677  720.74
                                                          0.02
    USD   ABBVIE   INC  3.85000%    20-15.06.24                      2 939  000.00        3 072  533.22
                                                          0.04
    USD   AIR  CANADA   CLASS   AA PASS  THR  TRT-144A    3.30000%    17-15.01.30          1 750  000.00        1 435  497.65
                                                          0.02
    USD   BANQUE   FEDERATIVE     DU CREDIT   MUT-144A    3.75000%    18-20.07.23           3 170  000.00        3 274  689.09
                                                          0.04
    USD   BBVA  USA  2.50000%    19-27.08.24                       3 650  000.00        3 727  748.36
                                                          0.05
    USD   BMW  US CAPITAL    LLC-144A    3.90000%    20-09.04.25                10 510  000.00        11 129  691.57
                                                          0.14
    USD   BRISTOL-MYERS      SQUIBB   CO 2.75000%    20-15.02.23                5 150  000.00        5 240  461.30
                                                          0.07
    USD   BRIXMOR    OPERATING     PARTNERSHIP     LP 2.25000%    21-01.04.28            4 380  000.00        4 247  868.98
                                                          0.05
    USD   CCO  HOLDINGS    LLC/CAPITAL     CORP-144A     5.00000%    17-01.02.28           1 190  000.00        1 204  518.00
                                                          0.01
    USD   CCO  HOLDINGS    LLC/CCO    HOLDINGS    CAP-144A    4.50000%    21-01.06.33          1 635  000.00        1 555  048.50
                                                          0.02
    USD   CHARLES    RIVER   LABORATORIES      INTL-144A     3.75000%    21-15.03.29           2 120  000.00        2 045  164.00
                                                          0.02
    USD   CHENIERE    ENERGY   INC  4.62500%    21-15.10.28                   850  000.00         862  750.00
                                                          0.01
    USD   CITIZENS    FINANCIAL     GROUP   INC-SUB    2.63800%    21-30.09.32            3 960  000.00        3 772  462.20
                                                          0.05
    USD   COMERICA    BANK  2.50000%    19-23.07.24                     5 700  000.00        5 812  082.57
                                                          0.07
    USD   CYRUSONE    LP / CYRUSONE    FIN  CORP  3.45000%    19-15.11.29             4 610  000.00        4 935  097.89
                                                          0.06
    USD   DANSKE   BANK  A/S-144A    1.62100%    20-11.09.26                  1 905  000.00        1 843  750.27
                                                          0.02
    USD   DANSKE   BANK  A/S-144A    1.54900%    21-10.09.27                  3 960  000.00        3 795  519.02
                                                          0.05
    USD   DELL  INTERNATIONAL      LLC  / EMC  CORP  4.90000%    21-01.10.26            3 625  000.00        3 978  466.94
                                                          0.05
    USD   DELTA   AIR  LN 2020-1   CLS  AA PAS  THRU  TRT  2.00000%    20-10.06.28         2 015  000.00        1 789  698.10
                                                          0.02
    USD   ENEL  FINANCE    INTERNATIONAL      NV-144A    1.37500%    21-12.07.26           4 825  000.00        4 622  802.00
                                                          0.06
    USD   ENEL  FINANCE    INTERNATIONAL      NV-144A    2.25000%    21-12.07.31           5 635  000.00        5 250  226.92
                                                          0.07
    USD   FMG  RESOURCES     AUGUST   2006  PTY  LTD-144A    4.37500%    21-01.04.31           530  000.00         530  704.31
                                                          0.01
    USD   FOX  CORP  4.70900%    20-25.01.29                       5 127  000.00        5 655  960.23
                                                          0.07
    USD   GEORGIA-PACIFIC       LLC-144A    2.30000%    20-30.04.30                1 000  000.00         981  670.72
                                                          0.01
    USD   GFL  ENVIRONMENTAL      INC-144A    3.50000%    20-01.09.28               3 373  000.00        3 174  836.25
                                                          0.04
    USD   HEALTH   CARE  SER  CORP  A MUT  LGL  RES-144A    2.20000%    20-01.06.30         1 425  000.00        1 352  433.56
                                                          0.02
    USD   IHS  MARKIT   LTD-144A    5.00000%    16-01.11.22                  4 672  000.00        4 748  293.76
                                                          0.06
    添付の注記は当財務書類と不可分のものである。

                                111/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   INGEVITY    CORP-144A     3.87500%    20-01.11.28                   1 211  000.00        1 146  453.70

                                                          0.01
    USD   INTERNATIONAL      FLAVORS    & FRAG  INC-144A    1.23000%    21-01.10.25          14 055  000.00        13 531  477.67
                                                          0.17
    USD   INTERNATIONAL      FLAVORS    & FRAG  INC-144A    1.83200%    21-15.10.27          9 785  000.00        9 351  949.86
                                                          0.12
    USD   INTERNATIONAL      FLAVORS    & FRAG  INC-144A    2.30000%    21-01.11.30          2 900  000.00        2 735  004.67
                                                          0.03
    USD   INVERSIONES     CMPC  SA-144A    3.00000%    21-06.04.31                2 350  000.00        2 209  440.63
                                                          0.03
    USD   ITC  HOLDINGS    CORP-144A     2.95000%    20-14.05.30                  500  000.00         498  945.85
                                                          0.01
    USD   JAZZ  SECURITIES     DAC-144A    4.37500%    21-15.01.29                1 283  000.00        1 266  770.05
                                                          0.02
    USD   KFC  HLDG/PIZZA     HUT  HLDG/TACO     BELL-144A     4.75000%    17-01.06.27          1 950  000.00        1 988  590.50
                                                          0.02
    USD   KRAFT   HEINZ   FOODS   CO 3.75000%    21-01.04.30                  5 000  000.00        5 167  862.15
                                                          0.06
    USD   KRAFT   HEINZ   FOODS   CO 3.87500%    21-15.05.27                  7 615  000.00        7 903  221.12
                                                          0.10
    USD   LAMAR   MEDIA   CORP  3.62500%    21-15.01.31                    3 150  000.00        2 929  500.00
                                                          0.04
    USD   LEVEL   3 FINANCING     INC-144A    3.75000%    21-15.07.29                450  000.00         410  625.00
                                                          0.00
    USD   MACYS   RETAIL   HOLDINGS    INC-144A    5.87500%    21-01.04.29             2 000  000.00        2 038  400.00
                                                          0.02
    USD   MATTEL   INC-144A    3.37500%    21-01.04.26                    1 678  000.00        1 670  868.50
                                                          0.02
    USD   METROPOLITAN      LIFE  GLOBAL   FUNDING    I-144A   1.55000%    21-07.01.31         10 000  000.00        9 126  781.10
                                                          0.11
    USD   NORDSTROM     INC  2.30000%    21-08.04.24                     4 800  000.00        4 717  584.00
                                                          0.06
    USD   PHILLIPS    EDISON   GROCERY    CENTER   2.62500%    21-15.11.31             7 950  000.00        7 605  618.80
                                                          0.10
    USD   PROTECTIVE     LIFE  GLOBAL   FUNDING-144A      1.61800%    21-15.04.26           1 735  000.00        1 700  055.65
                                                          0.02
    USD   PROTECTIVE     LIFE  GLOBAL   FUNDING-144A      1.90000%    21-06.07.28           2 880  000.00        2 765  289.69
                                                          0.03
    USD   QUICKEN    LOANS   LLC-144A    2.87500%    21-15.10.26                 8 950  000.00        8 511  136.75
                                                          0.11
    USD   ROYALTY    PHARMA   PLC  1.75000%    21-02.09.27                   4 900  000.00        4 665  256.39
                                                          0.06
    USD   SBA  COMMUNICATIONS       CORP  3.12500%    22-01.02.29                2 475  000.00        2 306  576.25
                                                          0.03
    USD   SLM  CORP  4.20000%    20-29.10.25                       1 422  000.00        1 461  105.00
                                                          0.02
    USD   SMITHFIELD     FOODS   INC-144A    2.62500%    21-13.09.31                6 380  000.00        5 956  210.67
                                                          0.08
    USD   TELEFLEX    INC-144A    4.25000%    20-01.06.28                    600  000.00         595  338.00
                                                          0.01
    USD   TRACTOR    SUPPLY   CO 1.75000%    20-01.11.30                   5 840  000.00        5 298  745.76
                                                          0.07
    USD   USA  COMPRESSION     PARTNERS    LLC  6.87500%    19-01.09.27               569  000.00         584  306.10
                                                          0.01
    USD   VALVOLINE     INC-144A    3.62500%    20-15.06.31                   2 790  000.00        2 556  895.50
                                                          0.03
    USD   VERIZON    COMMUNICATIONS       INC-144A    2.35500%    21-15.03.32            11 355  000.00        10 782  965.87
                                                          0.14
    USD   WALT  DISNEY   CO 7.75000%    19-20.01.24                     478  000.00         532  601.93
                                                          0.01
    米ドル合計                                             213  733  273.31
                                                          2.69
    ノート、固定利付債合計                                             213  733  273.31

                                                          2.69
    ノート、変動利付債

    USD

    USD   ANALOG   DEVICES    INC  O/N  SOFR  +25BP   21-01.10.24                9 000  000.00        8 998  919.82
                                                          0.11
    USD   BNP  PARIBAS    SA-144A    1.323%/VAR     21-13.01.27                 2 550  000.00        2 434  133.13
                                                          0.03
    USD   BNP  PARIBAS    SA-144A    2.591%/VAR     22-20.01.28                 1 970  000.00        1 955  936.33
                                                          0.03
    USD   CIT  BANK  NA 2.969%/VAR     19-27.09.25                     6 750  000.00        6 892  026.75
                                                          0.09
    USD   DNB  BANK  ASA-144A    0.856%/VAR     21-30.09.25                  5 690  000.00        5 554  236.60
                                                          0.07
    USD   FIFTH   THIRD   BANCORP-SUB     4.500%/VAR     20-PRP                1 700  000.00        1 751  000.00
                                                          0.02
    米ドル合計                                             27 586  252.63
                                                          0.35
    ノート、変動利付債合計                                             27 586  252.63

                                                          0.35
    中期債券、固定利付債

    USD

    USD   PRINCIPAL     LIFE  GLOBAL   FUNDING-144A      1.25000%    21-16.08.26           3 000  000.00        2 878  705.44
                                                          0.04
    USD   RELIANCE    STANDARD    LIFE  GLOBAL-144A     1.51200%    21-28.09.26           8 200  000.00        7 933  361.42
                                                          0.10
    米ドル合計                                             10 812  066.86
                                                          0.14
    中期債券、固定利付債合計                                             10 812  066.86

                                                          0.14
    添付の注記は当財務書類と不可分のものである。

                                112/151



                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    中期債券、変動利付債
    USD

    USD   AIB  GROUP   PLC-144A    4.263%/3M     LIBOR+187.4BP      19-10.04.25            2 595  000.00        2 697  513.55
                                                          0.03
    米ドル合計                                              2 697  513.55
                                                          0.03
    中期債券、変動利付債合計                                              2 697  513.55

                                                          0.03
    債券、固定利付債

    EUR

    EUR   ARDAGH   METAL   PACKAGING     FINANCE-144A      2.00000%    21-01.09.28           2 236  000.00        2 390  627.78
                                                          0.03
    ユーロ合計                                              2 390  627.78
                                                          0.03
    USD

    USD   ADVOCATE    HEALTH   & HOSPITALS     CORP  3.82900%    18-15.08.28            1 215  000.00        1 319  434.46
                                                          0.02
    USD   AMERICAN    AIRLINES    2019-1   CLASS   A 3.50000%    19-15.08.33            4 200  000.00        3 626  306.11
                                                          0.04
    USD   ASCENSION     HEALTH   2.53200%    19-15.11.29                    1 495  000.00        1 508  589.67
                                                          0.02
    USD   BON  SECOURS    MERCY   HEALTH   INC  2.09500%    20-01.06.31               925  000.00         880  673.17
                                                          0.01
    USD   COMMONSPIRIT      HEALTH   2.78200%    20-01.10.30                  1 250  000.00        1 248  804.90
                                                          0.01
    USD   METROPOLITAN      LIFE  GLOBAL   FUNDING    I-144A   2.95000%    20-09.04.30         3 060  000.00        3 111  648.15
                                                          0.04
    USD   NORTHWELL     HEALTHCARE     INC  3.39100%    17-01.11.27                8 000  000.00        8 392  686.96
                                                          0.11
    USD   PEACEHEALTH     OBLIGATED     GROUP   1.37500%    20-15.11.25               6 455  000.00        6 317  335.24
                                                          0.08
    USD   PIEDMONT    HEALTHCARE     2.04400%    21-01.01.32                  1 605  000.00        1 514  622.79
                                                          0.02
    USD   PRINCIPAL     LIFE  GLOBAL   FUNDING    II-144A    0.75000%    21-12.04.24          2 165  000.00        2 124  210.21
                                                          0.03
    USD   STANFORD    HEALTH   CARE  3.31000%    20-15.08.30                   990  000.00        1 049  754.34
                                                          0.01
    米ドル合計                                             31 094  066.00
                                                          0.39
    債券、固定利付債合計                                             33 484  693.78

                                                          0.42
    地方債、固定利付債

    USD

    USD   CALIFORNIA     STATE   UNIVERSITY     1.99400%    21-01.11.32                910  000.00         857  545.87
                                                          0.01
    USD   CALIFORNIA     STATE   UNIVERSITY     2.37400%    21-01.11.35                980  000.00         929  177.49
                                                          0.01
    USD   LOS  ANGELES    UNIFIED    SCHOOL   DISTRICT    A-1  5.75000%    09-01.07.34         3 750  000.00        4 765  003.50
                                                          0.06
    USD   NEW  YORK  CITY  TRANSITIONAL      FINANCE    1.97000%    21-01.02.33           1 615  000.00        1 530  346.87
                                                          0.02
    米ドル合計                                              8 082  073.73
                                                          0.10
    地方債、固定利付債合計                                              8 082  073.73

                                                          0.10
    公認の証券取引所に上場されておらず、また他の規制ある市場でも取引されて

                                                 312  863  369.41
    いない譲渡性のある有価証券および短期金融商品合計                                                      3.94
    最近発行された譲渡性のある有価証券および短期金融商品

    ノート、固定利付債
    USD

    USD   AMERICAN    EXPRESS    CO-144A    3.30000%    21-03.05.27                4 315  000.00        4 503  419.99
                                                          0.06
    USD   AMFAM   HOLDINGS    INC-144A    2.80500%    21-11.03.31                2 100  000.00        2 084  314.99
                                                          0.03
    USD   ASB  BANK  LTD-144A    1.62500%    21-22.10.26                   20 000  000.00        19 479  866.00
                                                          0.25
    USD   ATHENE   GLOBAL   FUNDING-144A      1.60800%    21-29.06.26               2 365  000.00        2 283  527.72
                                                          0.03
    USD   AVIATION    CAPITAL    GROUP-144A     1.95000%    21-20.09.26               2 548  000.00        2 428  660.35
                                                          0.03
    USD   AVOLON   HOLDINGS    FUNDING    LTD-144A    2.52800%    21-18.11.27            2 275  000.00        2 156  700.00
                                                          0.03
    USD   BANQUE   FEDERATIVE     DU CREDIT   MUTUEL-144A     1.60400%    21-04.10.26         19 190  000.00        18 625  974.43
                                                          0.23
    USD   BAXTER   INTERNATIONAL      INC-144A    0.86800%    21-01.12.23              3 300  000.00        3 254  807.09
                                                          0.04
    USD   BAXTER   INTERNATIONAL-144A         1.91500%    21-01.02.27                9 270  000.00        9 091  568.35
                                                          0.11
    USD   BAXTER   INTERNATIONAL-144A         2.27200%    21-01.12.28                4 800  000.00        4 697  244.19
                                                          0.06
    USD   BROADCOM    INC-144A    3.41900%    21-15.04.33                   5 386  000.00        5 364  922.42
                                                          0.07
    添付の注記は当財務書類と不可分のものである。
                                113/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   COMMONWEALTH      BANK  OF AUS-144A-SUB      2.68800%    21-11.03.31            4 775  000.00        4 550  815.66
                                                          0.06
    USD   COX  COMMUNICATIONS       INC-144A    2.60000%    21-15.06.31               6 535  000.00        6 280  212.71
                                                          0.08
    USD   DAIMLER    FINANCE    NORTH   AMERICA    LLC-144A    2.45000%    21-02.03.31          2 460  000.00        2 418  144.78
                                                          0.03
    USD   DAIMLER    TRUCKS   FINANCE    NORTH   AMERI-144A     2.37500%    21-14.12.28         5 300  000.00        5 156  894.49
                                                          0.06
    USD   EQUITABLE     FINANCIAL     LIFE  GLOBAL   FU-144A    1.80000%    21-08.03.28         2 350  000.00        2 244  953.90
                                                          0.03
    USD   EQUITABLE     FINANCIAL     LIFE  GLOBAL-144A     0.80000%    21-12.08.24           1 340  000.00        1 302  253.38
                                                          0.02
    USD   F&G  GLOBAL   FUNDING-144A      0.90000%    21-20.09.24                5 050  000.00        4 909  422.04
                                                          0.06
    USD   FRESENIUS     MED  CAR  US FIN  III  INC-144A    1.87500%    21-01.12.26          5 890  000.00        5 710  622.82
                                                          0.07
    USD   HILTON   DOMESTIC    OPERATING     CO INC-144A    3.62500%    21-15.02.32          4 392  000.00        4 167  700.56
                                                          0.05
    USD   INDEPENDENCE      ENERGY   FINANCE    LLC-144A    7.25000%    21-01.05.26           2 025  000.00        2 077  852.50
                                                          0.03
    USD   INTESA   SANPAOLO    SPA-144A-SUB      4.19800%    21-01.06.32              9 225  000.00        8 833  707.42
                                                          0.11
    USD   JACKSON    FINANCIAL     INC-144A    1.12500%    21-22.11.23               3 950  000.00        3 903  385.93
                                                          0.05
    USD   JACKSON    FINANCIAL-144A       3.12500%    21-23.11.31                12 729  000.00        12 409  077.97
                                                          0.16
    USD   JDE  PEET  ’S  NV-144A    0.80000%    21-24.09.24                  4 240  000.00        4 090  797.62
                                                          0.05
    USD   JDE  PEET  ’S  NV-144A    1.37500%    21-15.01.27                  11 200  000.00        10 595  772.20
                                                          0.13
    USD   LUNDIN   ENERGY   FINANCE    BV-144A    3.10000%    21-15.07.31             19 150  000.00        18 701  162.69
                                                          0.24
    USD   MERITAGE    HOMES   CORP-144A     3.87500%    21-15.04.29                4 000  000.00        4 025  000.00
                                                          0.05
    USD   MONDELEZ    INTERNATIONAL      HOLDING    NET-144A    0.75000%    21-24.09.24         6 785  000.00        6 585  675.22
                                                          0.08
    USD   MONDELEZ    INTERNATIONAL      HOLDING    NET-144A    1.25000%    21-24.09.26         5 620  000.00        5 375  937.39
                                                          0.07
    USD   NATIONAL    AUSTRALIA     BANK  LTD-144A-SUB      2.99000%    21-21.05.31           7 000  000.00        6 794  295.90
                                                          0.09
    USD   NGPL  PIPECO   LLC-144A    3.25000%    21-15.07.31                  2 250  000.00        2 227  584.60
                                                          0.03
    USD   NIAGARA    MOHAWK   POWER   CORP-144A     2.75900%    22-10.01.32             3 500  000.00        3 483  700.81
                                                          0.04
    USD   ORGANON    FINANCE    1 LLC-144A    4.12500%    21-30.04.28               3 500  000.00        3 444  070.00
                                                          0.04
    USD   PARKLAND    CORP/CANADA-144A        4.50000%    21-01.10.29                2 500  000.00        2 403  537.50
                                                          0.03
    USD   SABRA   HEALTH   CARE  LP 3.20000%    21-01.12.31                  4 340  000.00        4 118  857.21
                                                          0.05
    USD   SEALED   AIR  CORP-144A     1.57300%    21-15.10.26                  7 700  000.00        7 347  965.31
                                                          0.09
    USD   SIRIUS   XM RADIO   INC-144A    3.12500%    21-01.09.26                1 688  000.00        1 618  454.40
                                                          0.02
    USD   SQUARE   INC-144A    2.75000%    21-01.06.26                    4 034  000.00        3 910  438.58
                                                          0.05
    USD   STANDARD    CHARTERED     PLS-144A    1.82200%    21-23.11.25               4 370  000.00        4 286  894.92
                                                          0.05
    USD   STONECO    LTD-144A    3.95000%    21-16.06.28                     375  000.00         314  953.13
                                                          0.00
    USD   TARGA   RESOURCES     PARTNERS-144A      4.00000%    21-15.01.32              1 600  000.00        1 592  640.00
                                                          0.02
    米ドル合計                                             228  853  787.17
                                                          2.88
    ノート、固定利付債合計                                             228  853  787.17

                                                          2.88
    ノート、変動利付債

    USD

    USD   ATHENE   GLOBAL   FUNDING-144A      3M SOFRRATE+70BP      21-24.02.24           2 210  000.00        2 213  697.35
                                                          0.03
    USD   BNP  PARIBAS    SA-144A    1.675%/VAR     21-30.06.27                 6 140  000.00        5 916  578.66
                                                          0.07
    USD   BPCE  SA-144A-SUB     3.648%/VAR     22-14.01.37                   3 900  000.00        3 852  450.89
                                                          0.05
    USD   DNB  BANK  ASA-144A    1.605%/VAR     21-30.03.28                  9 365  000.00        8 966  062.99
                                                          0.11
    USD   MACQUARIE     BANK  LTD-144A-SUB      VAR  21-03.03.36                 5 300  000.00        5 065  914.90
                                                          0.06
    USD   NATIONAL    AUSTRALIA     BANK  LTD-144A-SUB      3.347%/VAR     22-12.01.37          4 700  000.00        4 618  897.27
                                                          0.06
    USD   UNICREDIT     SPA-144A    1.982%/VAR     21-03.06.27                  9 655  000.00        9 178  657.34
                                                          0.12
    USD   UNICREDIT     SPA-144A    3.127%/VAR     21-03.06.32                   900  000.00         849  706.80
                                                          0.01
    米ドル合計                                             40 661  966.20
                                                          0.51
    ノート、変動利付債合計                                             40 661  966.20

                                                          0.51
    中期債券、固定利付債

    USD

    USD   BRIGHTHOUSE     FINANCIAL     GLOBAL   FUND-144A     1.75000%    22-13.01.25          7 100  000.00        7 023  675.00
                                                          0.09
    USD   NBN  CO LTD-144A    0.87500%    21-08.10.24                    6 700  000.00        6 524  844.58
                                                          0.08
    USD   NBN  CO LTD-144A    1.62500%    21-08.01.27                    12 425  000.00        11 947  361.87
                                                          0.15
    米ドル合計                                             25 495  881.45
                                                          0.32
    中期債券、固定利付債合計                                             25 495  881.45

                                                          0.32
    添付の注記は当財務書類と不可分のものである。

                                114/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    中期債券、変動利付債

    USD

    USD   MACQUARIE     GROUP   LTD-144A    1.629%/VAR     21-23.09.27               1 320  000.00        1 267  630.72
                                                          0.02
    USD   MACQUARIE     GROUP   LTD-144A    2.691%/VAR     21-23.06.32               5 045  000.00        4 848  283.85
                                                          0.06
    USD   SOCIETE    GENERALE    SA-144A    1.792%/VAR     21-09.06.27               2 775  000.00        2 650  140.43
                                                          0.03
    米ドル合計                                              8 766  055.00
                                                          0.11
    中期債券、変動利付債合計                                              8 766  055.00

                                                          0.11
    債券、変動利付債

    USD

    USD   BPCE  SA-144A    2.045%/VAR     21-19.10.27                    12 390  000.00        12 016  580.39
                                                          0.15
    米ドル合計                                             12 016  580.39
                                                          0.15
    債券、変動利付債合計                                             12 016  580.39

                                                          0.15
    最近発行された譲渡性のある有価証券および短期金融商品合計                                             315  794  270.21

                                                          3.97
    投資有価証券合計                                            7 748  749  383.25

                                                         97.62
    派生商品

    公認の証券取引所に上場されている派生商品

    債券に係る金融先物
    EUR   EURO-BUND     FUTURE   08.03.22                                   192  730.11

                                          -35.00                0.00
    EUR   EURO-BOBL     FUTURE   08.03.22                                    9 550.92
                                          -4.00                0.01
    USD   US 10YR  TREASURY    NOTE  FUTURE   22.03.22                              -457  606.93
                                          338.00                -0.01
    USD   US 10YR  ULTRA   NOTE  FUTURE   22.03.22                               721  517.02
                                         -316.00                0.01
    USD   US 5YR  TREASURY    NOTE  FUTURE   31.03.22                              614  131.32
                                         -376.00                0.01
    USD   US 2YR  TREASURY    NOTE  FUTURE   31.03.22                             -1 324  859.29
                                          757.00                -0.02
    USD   US ULTRA   LONG  BOND  (CBT)   FUTURE   22.03.22                             257  370.42
                                          -57.00                0.00
    USD   US LONG  BOND  FUTURE   22.03.22                                 1 591  930.15
                                         -463.00                0.02
    債券に係る金融先物合計                                              1 604  763.72
                                                          0.02
    公認の証券取引所に上場されている派生商品合計                                              1 604  763.72

                                                          0.02
    派生商品合計                                              1 604  763.72

                                                          0.02
    添付の注記は当財務書類と不可分のものである。

                                115/151






                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                マルチ・マネージャー・アクセスⅡ－ＵＳ                      マルチ・クレジット
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    先渡為替契約

    購入通貨　　　　        購入額　　     売却通貨　　　　　　　売却額　　　満期日（日－月－年）
    USD      4 131  117.35      EUR      3 644  738.00      2.2.2022                  45 366.05     0.00

    USD      6 722  874.42      EUR      5 944  000.00      10.2.2022                  58 589.89     0.00
    CHF    1 856  925  107.23      USD    2 016  836  000.00      18.2.2022                -21  575  798.61     -0.27
    EUR    1 829  002  410.43      USD    2 073  765  000.00      18.2.2022                -22  798  866.65     -0.29
    GBP     173  923  225.11      USD     236  178  000.00      18.2.2022                -2 858  801.99     -0.04
    JPY    3 698  463  696.00      USD     32 020  000.00      18.2.2022                  81 630.16     0.00
    EUR     15 697  560.34      USD     18 000  000.00      18.2.2022                 -397  418.15     0.00
    USD     30 000  000.00      CHF     27 450  840.00      18.2.2022                  504  158.55     0.01
    USD     31 000  000.00      EUR     27 319  153.81      18.2.2022                  365  453.57     0.00
    USD       490  000.00      JPY     55 973  680.00      18.2.2022                   4 164.12     0.00
    USD      3 700  000.00      GBP      2 717  812.47      18.2.2022                  54 035.95     0.00
    EUR      3 644  738.00      USD      4 110  488.13      2.2.2022                 -24  736.83     0.00
    USD      4 112  831.70      EUR      3 644  738.00      2.3.2022                  24 795.15     0.00
    EUR      3 289  000.00      USD      3 671  731.40      10.2.2022                  15 824.42     0.00
    先渡為替契約合計                                             -46  501  604.37     -0.59
                                                 220  374  960.16

    現金預金、要求払預金および預託金勘定その他の流動資産                                                      2.78
                                                   -35  960.85
    当座借越およびその他の短期負債                                                      0.00
                                                  13 261  989.58
    その他の資産および負債                                                      0.17
                                                7 937  453  531.49
    純資産総額                                                     100.00
    添付の注記は当財務書類と不可分のものである。

                                116/151











                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    公認の証券取引所に上場されている譲渡性のある有価証券および短期金融商品

    株式
    アメリカ合衆国

    USD   BK OF AMERICA    CORP  4.375%   DP SH RP 1/1000TH    IN             20 000.00         472  800.00
                                                          0.01
    USD   NOBLE   CORP  NEW  USD0.00001                          46 834.00        1 156  331.46
                                                          0.03
    アメリカ合衆国合計                                              1 629  131.46
                                                          0.04
    株式合計                                              1 629  131.46

                                                          0.04
    アセット・バック証券、固定利付債

    EUR

    EUR   CRC  BREEZE   FINANCE    SA 5.29000%    06-08.05.26                 1 550  000.00         472  823.72
                                                          0.01
    EUR   CRC  BREEZE   FINANCE    SA 6.11000%    06-08.05.26                  550  000.00         119  945.13
                                                          0.00
    ユーロ合計                                               592  768.85
                                                          0.01
    アセット・バック証券、固定利付債合計                                               592  768.85

                                                          0.01
    ノート、固定利付債

    EUR

    EUR   ACCOR   SA-REG-S    2.37500%    21-29.11.28                     1 300  000.00        1 450  098.03
                                                          0.04
    EUR   ADIENT   GLOBAL   HOLDINGS    LTD-REG-S     3.50000%    16-15.08.24            7 113  000.00        8 053  409.73
                                                          0.20
    EUR   ADLER   GROUP   SA-REG-S    2.75000%    20-13.11.26                   200  000.00         180  481.00
                                                          0.00
    EUR   ADLER   GROUP   SA-REG-S    1.87500%    21-14.01.26                  2 200  000.00        1 979  816.04
                                                          0.05
    EUR   ADLER   GROUP   SA-REG-S    2.25000%    21-14.01.29                  3 100  000.00        2 729  385.25
                                                          0.07
    EUR   ADLER   GROUP   SA-REG-S    2.25000%    21-27.04.27                  3 700  000.00        3 313  016.85
                                                          0.08
    EUR   ADO  PROPERTIES     SA-REG-S    3.25000%    20-05.08.25                1 800  000.00        1 728  076.21
                                                          0.04
    EUR   ALMIRALL    SA-REG-S    2.12500%    21-30.09.26                   1 613  000.00        1 788  102.28
                                                          0.04
    EUR   ALTICE   FINCO   SA-REG-S    4.75000%    17-15.01.28                 2 425  000.00        2 470  847.16
                                                          0.06
    EUR   ALTICE   FRANCE   HOLDING    SA-REG-S    8.00000%    19-15.05.27             7 725  000.00        9 035  210.68
                                                          0.23
    EUR   ALTICE   FRANCE   SA/FRANCE-REG-S       4.25000%    21-15.10.29              8 625  000.00        9 181  326.30
                                                          0.23
    EUR   ALTICE   FRANCE-REG-S      5.87500%    18-01.02.27                  4 275  000.00        4 946  107.03
                                                          0.12
    EUR   AMS  AG-REG-S    6.00000%    20-31.07.25                     2 000  000.00        2 342  890.00
                                                          0.06
    EUR   APCOA   PARKING    HOLDINGS    GMBH-REG-S     4.62500%    21-15.01.27            3 505  000.00        3 876  179.96
                                                          0.10
    EUR   ARD  FINANCE    SA-REG-S    (PIK)   5.00000%    19-30.06.27               1 468  400.00        1 660  891.09
                                                          0.04
    EUR   ARDAGH   METAL   PACKAGING     FINANCE    -REG-S   3.00000%    21-01.09.29          7 725  000.00        8 139  899.02
                                                          0.20
    EUR   ARDAGH   PACKAGING     FINANCE/MP-REG-S        2.12500%    19-15.08.26            1 890  000.00        2 018  052.23
                                                          0.05
    EUR   ARENA   LUXEMBOURG     FINANCE    SARL-REG-S     1.87500%    20-01.02.28           3 950  000.00        4 051  574.25
                                                          0.10
    EUR   ASHLAND    SERVICES    BV-REG-S    2.00000%    20-30.01.28                2 050  000.00        2 246  114.07
                                                          0.06
    EUR   AUTOSTRADE     PER  L’ITALIA    SPA-REG-S     2.00000%    20-04.12.28           2 750  000.00        3 124  841.87
                                                          0.08
    EUR   AVANTOR    FUNDING    INC-REG-S     3.87500%    20-15.07.28                500  000.00         565  396.47
                                                          0.01
    EUR   BELDEN   INC-REG-S     3.37500%    21-15.07.31                    1 865  000.00        2 031  666.44
                                                          0.05
    EUR   BLITZ   F18-674    GMBH-REG-S     6.00000%    18-30.07.26                1 375  000.00        1 382  412.62
                                                          0.03
    EUR   BRITISH    AIRWAYS    PLC-REG-S     2.75000%    21-25.03.25                2 500  000.00        2 771  369.05
                                                          0.07
    EUR   CANPACK    SA AND  EASTERN    PA-REG-S    2.37500%    20-01.11.27             2 855  000.00        3 140  446.47
                                                          0.08
    EUR   CATALENT    PHARMA   SOLUTIONS     INC-REG-S     2.37500%    20-01.03.28           5 906  000.00        6 357  787.15
                                                          0.16
    EUR   CECONOMY    AG-REG-S    1.75000%    21-24.06.26                   4 000  000.00        4 341  408.80
                                                          0.11
    EUR   CELLNEX    TELECOM    SA 1.87500%    20-26.06.29                   1 600  000.00        1 730  838.35
                                                          0.04
    EUR   CHROME   HOLDCO   REG-S-SUB     5.00000%    21-31.05.29                1 923  000.00        2 091  012.51
                                                          0.05
    EUR   CMA  CGM  SA-REG-S    7.50000%    20-15.01.26                    2 200  000.00        2 686  698.01
                                                          0.07
    EUR   CONSOLIDATED      ENERGY   FINANCE    SA-REG-S    5.00000%    21-15.10.28           2 600  000.00        2 768  578.54
                                                          0.07
    EUR   CONSTELLIUM     SE-REG-S    4.25000%    17-15.02.26                   220  000.00         247  176.86
                                                          0.01
    EUR   CONSTELLIUM     SE-REG-S    3.12500%    21-15.07.29                  3 270  000.00        3 462  445.25
                                                          0.09
    EUR   COTY  INC-REG-S     4.00000%    18-15.04.23                     1 125  000.00        1 251  666.56
                                                          0.03
    EUR   COTY  INC-REG-S     4.75000%    18-15.04.26                     2 200  000.00        2 461  810.16
                                                          0.06
    添付の注記は当財務書類と不可分のものである。

                                117/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    EUR   CROWN   EUROPEAN    HOLDINGS    SA-REG-S    2.25000%    18-01.02.23            1 712  000.00        1 932  586.07

                                                          0.05
    EUR   DANA  FINANCING     LUXEMBOURG     SARL-REG-S     3.00000%    21-15.07.29           1 375  000.00        1 487  241.91
                                                          0.04
    EUR   DEMIRE   DUTCH   MITSTND    REL  EST  AG-REG-S    1.87500%    19-15.10.24          1 500  000.00        1 637  865.08
                                                          0.04
    EUR   DIEBOLD    NIXDORF    DUTCH   HOLDING    BV-REG-S    9.00000%    20-15.07.25           400  000.00         474  958.73
                                                          0.01
    EUR   DKT  FINANCE    APS-REG-S     7.00000%    18-17.06.23                 8 100  000.00        9 132  237.93
                                                          0.23
    EUR   DOUGLAS    GMBH-REG-S     6.00000%    21-08.04.26                   2 320  000.00        2 542  333.84
                                                          0.06
    EUR   DOVALUE    SPA-REG-S     5.00000%    20-04.08.25                   1 000  000.00        1 151  827.50
                                                          0.03
    EUR   DUFRY   ONE  BV-REG-S    2.50000%    17-15.10.24                    500  000.00         549  290.00
                                                          0.01
    EUR   DUFRY   ONE  BV-REG-S    2.00000%    19-15.02.27                   8 225  000.00        8 453  212.92
                                                          0.21
    EUR   EDREAMS    ODIGEO   SA-REG-S    5.50000%    18-01.09.23                1 000  000.00        1 136  348.73
                                                          0.03
    EUR   EDREAMS    ODIGEO   SA-REG-S    5.50000%    22-15.07.27                 860  000.00         953  214.33
                                                          0.02
    EUR   EG GLOBAL   FINANCE    PLC-REG-S     4.37500%    19-07.02.25               2 550  000.00        2 806  209.95
                                                          0.07
    EUR   EG GLOBAL   FINANCE    PLC-REG-S     6.25000%    19-30.10.25                500  000.00         562  443.82
                                                          0.01
    EUR   ELIOR   GROUP   SA-REG-S    3.75000%    21-15.07.26                  3 150  000.00        3 438  017.02
                                                          0.09
    EUR   ELLAKTOR    VALUE   PLC-REG-S     6.37500%    19-15.12.24                2 375  000.00        2 432  441.65
                                                          0.06
    EUR   FAURECIA    SE-REG-S    2.37500%    21-15.06.29                   2 210  000.00        2 412  377.99
                                                          0.06
    EUR   FAURECIA-REG-S       2.75000%    21-15.02.27                     4 603  000.00        5 132  986.70
                                                          0.13
    EUR   FLAMINGO    LUX  II SCA-REG-S     5.00000%    21-31.03.29                4 204  000.00        4 467  247.42
                                                          0.11
    EUR   FORTUNE    STAR  BVI  LTD-REG-S     4.35000%    19-06.05.23                955  000.00        1 058  377.45
                                                          0.03
    EUR   GAMMA   BIDCO   SPA-REG-S     5.12500%    21-15.07.25                 1 900  000.00        2 129  900.00
                                                          0.05
    EUR   GARFUNKELUX     HOLDCO   3 SA-REG-S    6.75000%    20-01.11.25               330  000.00         378  105.46
                                                          0.01
    EUR   GOODYEAR    DUNLOP   TIRES   EUROPE   BV-REG-S    2.75000%    21-15.08.28          2 669  000.00        2 971  902.93
                                                          0.07
    EUR   GRIFOLS    ESCROW   ISSUER   SA-REG-S    3.87500%    21-15.10.28             11 983  000.00        12 990  031.99
                                                          0.33
    EUR   GRIFOLS    SA-REG-S    1.62500%    19-15.02.25                    1 083  000.00        1 191  983.84
                                                          0.03
    EUR   HOUSE   OF FINANCE    NV/THE-REG-S      4.37500%    19-15.07.26              3 875  000.00        4 336  846.60
                                                          0.11
    EUR   HOUSE   OF HR-REG-S-SUB      7.50000%    20-15.01.27                  400  000.00         466  560.20
                                                          0.01
    EUR   IHO  VERWALTUNGS     GMBH-REG-S     (PIK)   3.62500%    19-15.05.25            1 000  000.00        1 131  089.00
                                                          0.03
    EUR   IHO  VERWALTUNGS     GMBH-REG-S     (PIK)   3.87500%    19-15.05.27            4 825  000.00        5 495  474.38
                                                          0.14
    EUR   ILIAD   HOLDING    SASU-REG-S     5.12500%    21-15.10.26                2 923  000.00        3 338  160.13
                                                          0.08
    EUR   ILIAD   HOLDING    SASU-REG-S     5.62500%    21-15.10.28                5 023  000.00        5 725  368.89
                                                          0.14
    EUR   INTERNATIONAL      DESIGN   GROUP   SPA-REG-S     6.50000%    18-15.11.25           5 550  000.00        6 400  419.56
                                                          0.16
    EUR   INTERNATIONAL      GAME  TECHNOLOGY     PLC-REG-S     3.50000%    19-15.06.26          280  000.00         315  135.52
                                                          0.01
    EUR   INTERNATIONAL      GAME  TECHNOLOGY     PLC-REG-S     2.37500%    19-15.04.28         1 000  000.00        1 063  548.75
                                                          0.03
    EUR   INTERTRUST     GROUP   BV-REG-S    3.37500%    18-15.11.25                1 500  000.00        1 694  195.33
                                                          0.04
    EUR   INTL  CONSOLIDATED      AIRLINES    GROUP-REG-S     1.50000%    19-04.07.27          2 100  000.00        2 139  420.20
                                                          0.05
    EUR   INTL  CONSOLIDATED      AIRLINES    GP-REG-S    3.75000%    21-25.03.29           4 000  000.00        4 405  530.00
                                                          0.11
    EUR   INTRUM   AB-REG-S    3.00000%    19-15.09.27                    2 725  000.00        2 924  899.18
                                                          0.07
    EUR   INTRUM   AB-REG-S    4.87500%    20-15.08.25                    1 500  000.00        1 723  107.04
                                                          0.04
    EUR   IQVIA   INC-REG-S     1.75000%    21-15.03.26                    1 100  000.00        1 225  516.43
                                                          0.03
    EUR   IQVIA   INC-REG-S     2.25000%    19-15.01.28                    3 195  000.00        3 500  335.77
                                                          0.09
    EUR   IQVIA   INC-REG-S     2.87500%    20-15.06.28                    3 400  000.00        3 805  149.31
                                                          0.10
    EUR   JAGUAR   LAND  ROVER   AUTOMOTIVE     PLC-REG-S     6.87500%    19-15.11.26          5 393  000.00        6 642  793.18
                                                          0.17
    EUR   JAGUAR   LAND  ROVER   AUTOMOTIVE     PLC-REG-S     5.87500%    19-15.11.24          1 110  000.00        1 312  747.05
                                                          0.03
    EUR   JAGUAR   LAND  ROVER   AUTOMOTIVE     PLC-REG-S     4.50000%    21-15.07.28          2 305  000.00        2 554  706.87
                                                          0.06
    EUR   JAMES   HARDIE   INTERNATIONAL      LTD-REG-S     3.62500%    18-01.10.26           1 900  000.00        2 144  809.30
                                                          0.05
    EUR   KAIXO   BONDCO   TELECOM    SA-REG-S    5.12500%    21-30.09.29               875  000.00         955  852.88
                                                          0.02
    EUR   KLEOPATRA     HOLDINGS    2 SCA-REG-S-SUB      6.50000%    21-01.09.26           2 425  000.00        2 381  084.76
                                                          0.06
    EUR   KRONOS   INTERNATIONAL      INC-REG-S     3.75000%    17-15.09.25             4 300  000.00        4 832  206.14
                                                          0.12
    EUR   LA FINANCIERE     ATALIAN    SA-REG-S    5.12500%    18-15.05.25             3 725  000.00        3 983  182.32
                                                          0.10
    EUR   LABORATOIRE     EIMER   SELARL-REG-S      5.00000%    21-01.02.29             1 175  000.00        1 292  554.36
                                                          0.03
    EUR   LHMC  FINCO   SARL-REG-S     6.25000%    18-20.12.23                 2 000  000.00        1 915  739.12
                                                          0.05
    EUR   LINCOLN    FINANCING     SARL-REG-S     3.62500%    19-01.04.24              4 220  000.00        4 753  941.96
                                                          0.12
    EUR   LOXAM   SAS-REG-S     3.75000%    19-15.07.26                     600  000.00         657  910.41
                                                          0.02
    EUR   LOXAM   SAS-REG-S-SUB      5.75000%    19-15.07.27                   625  000.00         682  261.61
                                                          0.02
    EUR   LUNE  HOLDINGS    SARL-REG-S     5.62500%    21-15.11.28                2 100  000.00        2 254  050.75
                                                          0.06
    EUR   MATTERHORN     TELECOM    SA-REG-S    4.00000%    17-15.11.27               4 725  000.00        5 287  508.70
                                                          0.13
    EUR   MAXEDA   DIY  HOLDING    BV-REG-S    5.87500%    20-01.10.26               1 325  000.00        1 467  798.16
                                                          0.04
    EUR   MONITCHEM     HOLDCO   2 SA-REG-S-SUB      9.50000%    19-15.09.26             1 100  000.00        1 308  627.38
                                                          0.03
    EUR   MONITCHEM     HOLDCO   3 SA-REG-S    5.25000%    19-15.03.25               1 250  000.00        1 416  005.17
                                                          0.04
    添付の注記は当財務書類と不可分のものである。

                                118/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    EUR   MOTION   BONDCO   DAC-REG-S     4.50000%    19-15.11.27                 475  000.00         510  909.76

                                                          0.01
    EUR   MYTILINEOS     FINANCIAL     PARTNERS    SA-REG-S    2.50000%    19-01.12.24          1 000  000.00        1 132  210.00
                                                          0.03
    EUR   NEMAK   SAB  DE CV-REG-S    2.25000%    21-20.07.28                 1 000  000.00        1 059  748.55
                                                          0.03
    EUR   NETFLIX    INC  3.62500%    17-15.05.27                      4 725  000.00        5 959  573.06
                                                          0.15
    EUR   NETFLIX    INC-REG-S     3.87500%    19-15.11.29                    400  000.00         521  668.56
                                                          0.01
    EUR   NEXI  SPA-REG-S     1.62500%    21-30.04.26                     1 300  000.00        1 400  407.01
                                                          0.04
    EUR   NH HOTEL   GROUP   SA-REG-S    4.00000%    21-02.07.26                2 850  000.00        3 180  153.69
                                                          0.08
    EUR   NIDDA   HEALTHCARE     HOLDING    AG-REG-S    3.50000%    17-30.09.24            8 525  000.00        9 341  503.19
                                                          0.23
    EUR   NITROGENMUVEK      RT-REG-S    7.00000%    18-14.05.25                 1 260  000.00        1 229  722.99
                                                          0.03
    EUR   OLYMPUS    WATER   US HOLDING    CORP-REG-S     3.87500%    21-01.10.28           2 995  000.00        3 252  006.37
                                                          0.08
    EUR   ONTEX   GROUP   N.V-REG-S     3.50000%    21-15.07.26                 6 200  000.00        6 392  793.95
                                                          0.16
    EUR   ORGANON    FINANCE    1 LLC-REG-S     2.87500%    21-30.04.28               5 628  000.00        6 124  336.54
                                                          0.15
    EUR   PEACH   PROPERTY    FINANCE    GMBH-REG-S     3.50000%    19-15.02.23            2 000  000.00        2 242  677.53
                                                          0.06
    EUR   PEACH   PROPERTY    FINANCE    GMBH-REG-S     4.37500%    20-15.11.25            1 000  000.00        1 146  317.00
                                                          0.03
    EUR   PIAGGIO    &  C  SPA-REG-S     3.62500%    18-30.04.25                  430  000.00         488  363.88
                                                          0.01
    EUR   PICARD   BONDCO   SA-REG-S    5.37500%    21-01.07.27                 1 500  000.00        1 653  920.03
                                                          0.04
    EUR   PLAYTECH    PLC-REG-S     3.75000%    18-12.10.23                   3 250  000.00        3 648  241.24
                                                          0.09
    EUR   PLAYTECH    PLC-REG-S     4.25000%    19-07.03.26                    725  000.00         821  845.39
                                                          0.02
    EUR   PROGROUP    AG-REG-S    3.00000%    18-31.03.26                   4 800  000.00        5 355  886.90
                                                          0.13
    EUR   QUINTILES     IMS  INC-REG-S     2.87500%    17-15.09.25                4 371  000.00        4 918  265.59
                                                          0.12
    EUR   RAFFINERIE     HEIDE   GMBH-REG-S     6.37500%    17-01.12.22               2 400  000.00        2 346  400.07
                                                          0.06
    EUR   REXEL   SA-REG-S    2.12500%    21-15.12.28                     1 540  000.00        1 689  655.27
                                                          0.04
    EUR   SAZKA   GROUP   AS-REG-S    4.12500%    19-20.11.24                  2 000  000.00        2 253  210.00
                                                          0.06
    EUR   SCIENTIFIC     GAMES   INTERNATIONAL-REG-S         3.37500%    18-15.02.26           600  000.00         675  963.00
                                                          0.02
    EUR   SCIENTIFIC     GAMES   INTERNATIONAL-REG-S         5.50000%    18-15.02.26           1 400  000.00        1 593  167.00
                                                          0.04
    EUR   SECHE   ENVIRONNEMENT      SA-REG-S    2.25000%    04.11.21-28              1 210  000.00        1 309  040.14
                                                          0.03
    EUR   SELECTA    GROUP   BV-REG-S    (PAY  IN KIND)   8.00000%    20-01.04.26           1 929  279.00        2 173  535.37
                                                          0.05
    EUR   SILGAN   HOLDINGS    INC  2.25000%    20-01.06.28                  2 446  000.00        2 666  534.51
                                                          0.07
    EUR   SOFTBANK    GROUP   CORP-REG-S     3.12500%    17-19.09.25                1 825  000.00        1 995  889.88
                                                          0.05
    EUR   SOFTBANK    GROUP   CORP-REG-S     4.00000%    17-19.09.29                3 000  000.00        3 041  147.46
                                                          0.08
    EUR   SOFTBANK    GROUP   CORP-REG-S     5.00000%    18-15.04.28                1 775  000.00        1 954  124.80
                                                          0.05
    EUR   SOFTBANK    GROUP   CORP-REG-S     4.00000%    18-20.04.23                500  000.00         566  214.69
                                                          0.01
    EUR   SOFTBANK    GROUP   CORP-REG-S     2.12500%    21-06.07.24                1 000  000.00        1 089  724.10
                                                          0.03
    EUR   SOFTBANK    GROUP   CORP-REG-S     2.87500%    21-06.01.27                3 395  000.00        3 484  829.47
                                                          0.09
    EUR   SOFTBANK    GROUP   CORP-REG-S     3.37500%    21-06.07.29                4 125  000.00        4 022  988.75
                                                          0.10
    EUR   STANDARD    INDUSTRIES     INC/NJ-REG-S      2.25000%    19-21.11.26            8 155  000.00        8 619  303.70
                                                          0.22
    EUR   SUMMER   BC HOLDCO   A SARL-REG-S     9.25000%    19-31.10.27               500  000.00         533  956.57
                                                          0.01
    EUR   SYNTHOMER     PLC-REG-S     3.87500%    20-01.07.25                   400  000.00         456  701.68
                                                          0.01
    EUR   TELE  COLUMBUS    AG-REG-S    3.87500%    18-02.05.25                 3 100  000.00        3 318  720.50
                                                          0.08
    EUR   TELENET    FINANCE    LUXEMBOURG-REG-S        3.50000%    17-01.03.28            3 100  000.00        3 511  067.30
                                                          0.09
    EUR   TEVA  PHARMACEUTICAL       FINANCE    II BV 4.50000%    18-01.03.25             650  000.00         738  122.45
                                                          0.02
    EUR   TEVA  PHARMACEUTICAL       FIN  6.00000%    20-31.01.25                 690  000.00         814  726.69
                                                          0.02
    EUR   TEVA  PHARMACEUTICAL       FINANCE    II BV 3.75000%    21-09.05.27            1 690  000.00        1 832  464.40
                                                          0.05
    EUR   TEVA  PHARMACEUTICAL       FINANCE    II BV 4.37500%    21-09.05.30           11 457  000.00        12 237  350.25
                                                          0.31
    EUR   TI AUTOMOTIVE     FINANCE    PLC-REG-S     3.75000%    21-15.04.29             6 468  000.00        7 126  816.28
                                                          0.18
    EUR   TITAN   HOLDINGS    II BV-REG-S    5.12500%    21-15.07.29               3 682  000.00        3 951  524.46
                                                          0.10
    EUR   TUI  CRUISES    GMBH-REG-S     6.50000%    21-15.05.26                 2 360  000.00        2 612  490.50
                                                          0.07
    EUR   UGI  INTERNATIONAL      LLC-REG-S     2.50000%    21-01.12.29               1 320  000.00        1 426  094.95
                                                          0.04
    EUR   UNILABS    SUBHOLDING     AB-REG-S    5.75000%    17-15.05.25               1 000  000.00        1 127  075.82
                                                          0.03
    EUR   UNITED   GROUP   BV-REG-S    4.87500%    17-01.07.24                 1 000  000.00        1 126  605.00
                                                          0.03
    EUR   VERISURE    MIDHOLDING     AB-REG-S    5.25000%    21-15.02.29              12 075  000.00        13 351  984.38
                                                          0.33
    EUR   VERTICAL    HOLDCO   GMBH-REG-S     6.62500%    20-15.07.28               5 413  000.00        5 616  371.38
                                                          0.14
    EUR   VIRGIN   MEDIA   FINANCE    PLC-REG-S     3.75000%    20-15.07.30             3 800  000.00        4 037  225.45
                                                          0.10
    EUR   VIRIDIAN    GROUP   FIN/  POWER   & ENER-REG-S     4.00000%    17-15.09.25          3 550  000.00        3 939  245.11
                                                          0.10
    EUR   WEBUILD    SPA-REG-S     3.87500%    22-28.07.26                   1 900  000.00        2 100  613.88
                                                          0.05
    EUR   WEBUILD    SPA-REG-S     5.87500%    20-15.12.25                   1 900  000.00        2 247  044.50
                                                          0.06
    EUR   WMG  ACQUISITION     CORP-REG-S     2.75000%    20-15.07.28               3 090  000.00        3 472  722.93
                                                          0.09
    EUR   WP/AP   TELECOM    HOLDINGS    III  BV-REG-S    5.50000%    21-15.01.30           7 062  000.00        7 736  164.10
                                                          0.19
    EUR   ZF EUROPE   FINANCE    BV-REG-S    2.00000%    19-23.02.26                200  000.00         221  188.10
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                119/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    EUR   ZF EUROPE   FINANCE    BV-REG-S    3.00000%    19-23.10.29               1 400  000.00        1 552  764.36

                                                          0.04
    EUR   ZF EUROPE   FINANCE    BV-REG-S    2.50000%    19-23.10.27                800  000.00         879  985.00
                                                          0.02
    EUR   ZIGGO   BOND  CO BV-REG-S    3.37500%    20-28.02.30                 3 625  000.00        3 750  595.83
                                                          0.09
    ユーロ合計                                             468  146  613.27
                                                         11.71
    GBP

    GBP   AA BOND  CO LTD-REG-S     6.50000%    21-31.01.26                   340  000.00         460  722.61
                                                          0.01
    GBP   ARDAGH   PACKAGING     FINANCE/MP-REG-S        4.75000%    17-15.07.27             750  000.00         979  572.20
                                                          0.02
    GBP   CONSTELLATION      AUTOMOTIVE     FINANCI-REG-S      4.87500%    21-15.07.27          5 572  000.00        6 971  065.81
                                                          0.17
    GBP   CPUK  FINANCE    LTD-REG-S     4.87500%    17-28.08.25                 1 750  000.00        2 332  602.75
                                                          0.06
    GBP   HEATHROW    FINANCE    PLC-REG-S     5.75000%    14-03.03.25               1 558  000.00        2 205  921.40
                                                          0.06
    GBP   INSPIRED    ENTERTAINMENT      FINANCING-REG-S       7.87500%    21-01.06.26           500  000.00         685  918.56
                                                          0.02
    GBP   OCADO   GROUP   PLC-REG-S     3.87500%    21-08.10.26                 1 800  000.00        2 263  266.14
                                                          0.06
    GBP   PINNACLE    BIDCO   PLC-REG-S     6.37500%    18-15.02.25                2 175  000.00        2 932  597.49
                                                          0.07
    GBP   TALKTALK    TELECOM    GROUP   PLC-REG-S     3.87500%    20-20.02.25            1 700  000.00        2 047  022.49
                                                          0.05
    GBP   VIRGIN   MEDIA   SECURED    FINANCE    PLC-REG-S     5.25000%    19-15.05.29           900  000.00        1 224  087.92
                                                          0.03
    GBP   VIRGIN   MEDIA   SECURED    FINANCE    PLC-REG-S     4.25000%    19-15.01.30          1 125  000.00        1 414  936.96
                                                          0.04
    GBP   VIRIDIAN    GROUP   FIN/  POWER   & ENER-REG-S     4.75000%    17-15.09.24          1 900  000.00        2 526  702.61
                                                          0.06
    英ポンド合計                                             26 044  416.94
                                                          0.65
    USD

    USD   ALLEGHENY     TECHNOLOGIES      INC  4.87500%    21-01.10.29               1 755  000.00        1 723  111.65
                                                          0.04
    USD   ALTICE   FINANCING     SA-144A    5.00000%    20-15.01.28                4 847  000.00        4 509  067.16
                                                          0.11
    USD   ALTICE   FRANCE   SA/FRANCE-144A       5.50000%    19-15.01.28              2 440  000.00        2 327  516.00
                                                          0.06
    USD   ALTICE   FRANCE   SA/FRANCE-144A       5.12500%    21-15.07.29              1 471  000.00        1 365  882.34
                                                          0.03
    USD   ALTICE   FRANCE   SA/FRANCE-144A       5.50000%    21-15.10.29              5 969  000.00        5 656  761.61
                                                          0.14
    USD   ALTICE   FRANCE-144A     8.12500%    18-01.02.27                   2 148  000.00        2 271  746.28
                                                          0.06
    USD   AMERICAN    AXLE  & MANUFACTURING      INC  6.25000%    18-15.03.26            2 705  000.00        2 755  718.75
                                                          0.07
    USD   ANTERO   RESOURCES     CORP  5.00000%    17-01.03.25                  875  000.00         885  753.75
                                                          0.02
    USD   APACHE   CORP  4.75000%    12-15.04.43                      1 986  000.00        2 010  010.74
                                                          0.05
    USD   APACHE   CORP  5.35000%    19-01.07.49                      1 750  000.00        1 834  271.25
                                                          0.05
    USD   APACHE   CORP  6.00000%    07-15.01.37                       550  000.00         636  625.00
                                                          0.02
    USD   ARD  FINANCE    SA-144A    (PIK)   6.50000%    19-30.06.27                4 138  000.00        4 179  380.00
                                                          0.10
    USD   ARDAGH   PACKAGING     FINANCE/MP-144A       5.25000%    19-15.08.27            3 370  000.00        3 302  600.00
                                                          0.08
    USD   AVIS  BUDGET   CAR  RENT  LLC/FIN    INC-144A    5.37500%    21-01.03.29          4 372  000.00        4 381  093.76
                                                          0.11
    USD   BANIJAY    ENTERTAINMENT      SASU-144A     5.37500%    20-01.03.25             2 562  000.00        2 613  240.00
                                                          0.07
    USD   BAUSCH   HEALTH   COS  INC-144A    7.00000%    19-15.01.28               1 870  000.00        1 675  987.50
                                                          0.04
    USD   BAUSCH   HEALTH   COS  INC-144A    7.25000%    19-30.05.29               6 350  000.00        5 715  000.00
                                                          0.14
    USD   BAUSCH   HEALTH   COS  INC-144A    5.25000%    20-15.02.31               3 927  000.00        3 125  911.63
                                                          0.08
    USD   BOMBARDIER     INC-144A    7.87500%    19-15.04.27                  10 750  000.00        10 894  910.00
                                                          0.27
    USD   BOMBARDIER     INC-144A    6.00000%    21-15.02.28                  1 460  000.00        1 413  455.20
                                                          0.04
    USD   BRUNDAGE-BONE      CON  HOLD  INC-144A    6.00000%    21-01.02.26             1 494  000.00        1 512  181.98
                                                          0.04
    USD   BUCKEYE    PARTNERS    LP 3.95000%    16-01.12.26                   980  000.00         978  015.50
                                                          0.02
    USD   CALPINE    CORP-144A     3.75000%    20-01.03.31                    660  000.00         599  629.80
                                                          0.02
    USD   CARNIVAL    CORP-144A     7.62500%    20-01.03.26                   1 547  000.00        1 577  940.00
                                                          0.04
    USD   CATALENT    PHARMA   SOLUTIONS     INC-144A    3.50000%    21-01.04.30            227  000.00         212  292.67
                                                          0.01
    USD   CENTENE    CORP  2.45000%    21-15.07.28                      240  000.00         228  266.40
                                                          0.01
    USD   CENTENE    CORP  2.50000%    21-01.03.31                      800  000.00         742  584.00
                                                          0.02
    USD   CENTRAL    GARDEN   & PET  CO 4.12500%    20-15.10.30                 640  000.00         615  200.00
                                                          0.02
    USD   CENTURYLINK     INC  5.62500%    15-01.04.25                     777  000.00         802  687.62
                                                          0.02
    USD   CENTURYLINK     INC  7.50000%    16-01.04.24                     143  000.00         152  785.49
                                                          0.00
    USD   CENTURYLINK     INC  7.60000%    09-15.09.39                    1 000  000.00        1 000  000.00
                                                          0.03
    USD   CENTURYLINK     INC  7.65000%    12-15.03.42                     400  000.00         401  872.00
                                                          0.01
    USD   CHEPLAPHARM     ARZNEIMITTEL      GMBH-144A     5.50000%    20-15.01.28           4 183  000.00        4 212  699.30
                                                          0.11
    USD   CIMPRESS    PLC-144A    7.00000%    18-15.06.26                   2 016  000.00        2 072  306.88
                                                          0.05
    USD   CLEVELAND-CLIFFS        INC  6.25000%    10-01.10.40                  1 263  000.00        1 318  382.55
                                                          0.03
    USD   COMMERCIAL     METALS   CO 3.87500%    21-15.02.31                  2 927  000.00        2 792  972.67
                                                          0.07
    USD   CONSOLIDATED      ENERGY   FINANCE    SA-144A    5.62500%    21-15.10.28           2 500  000.00        2 350  675.00
                                                          0.06
    添付の注記は当財務書類と不可分のものである。

                                120/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   COVANTA    HOLDING    CORP  5.00000%    20-01.09.30                  2 596  000.00        2 570  040.00

                                                          0.06
    USD   CROWDSTRIKE     HOLDINGS    INC  3.00000%    21-15.02.29                 673  000.00         630  937.50
                                                          0.02
    USD   DANA  INC  4.25000%    21-01.09.30                        670  000.00         649  062.50
                                                          0.02
    USD   DANA  INC  5.37500%    19-15.11.27                        505  000.00         522  043.75
                                                          0.01
    USD   DANA  INC  5.62500%    20-15.06.28                        170  000.00         176  800.00
                                                          0.00
    USD   DANAOS   CORP-144A     8.50000%    21-01.03.28                    1 710  000.00        1 863  900.00
                                                          0.05
    USD   DCP  MIDSTREAM     OPERATING     LP 5.60000%    14-01.04.44               1 450  000.00        1 682  000.00
                                                          0.04
    USD   DELTA   AIR  LINES   INC  7.37500%    20-15.01.26                  1 674  000.00        1 906  227.06
                                                          0.05
    USD   DRAX  FINCO   PLC-144A    6.62500%    18-01.11.25                   775  000.00         793  406.25
                                                          0.02
    USD   ENLINK   MIDSTREAM     LLC  5.37500%    19-01.06.29                   740  000.00         746  808.00
                                                          0.02
    USD   ENLINK   MIDSTREAM     PARTNERS    LP 5.60000%    14-01.04.44               400  000.00         362  000.00
                                                          0.01
    USD   ENLINK   MIDSTREAM     PARTNERS    LP 5.05000%    14-01.04.45              1 950  000.00        1 671  150.00
                                                          0.04
    USD   ENLINK   MIDSTREAM     PARTNERS    LP 5.45000%    17-01.06.47              2 225  000.00        1 980  250.00
                                                          0.05
    USD   EQT  CORP  5.00000%    20-15.01.29                        400  000.00         421  000.00
                                                          0.01
    USD   EQT  CORP  6.12500%    20-01.02.25                        820  000.00         883  550.00
                                                          0.02
    USD   FORD  MOTOR   CO 3.25000%    21-12.02.32                     1 520  000.00        1 446  036.80
                                                          0.04
    USD   FORD  MOTOR   CO 4.75000%    13-15.01.43                     3 148  000.00        3 217  381.92
                                                          0.08
    USD   FORD  MOTOR   CO 5.29100%    16-08.12.46                      970  000.00        1 064  575.00
                                                          0.03
    USD   FORD  MOTOR   CREDIT   CO LLC  5.12500%    20-16.06.25                 522  000.00         548  752.50
                                                          0.01
    USD   FORD  MOTOR   CREDIT   CO 4.12500%    20-17.08.27                  2 947  000.00        3 016  991.25
                                                          0.08
    USD   FORD  MOTOR   CREDIT   CO 4.00000%    20-13.11.30                  8 320  000.00        8 363  430.40
                                                          0.21
    USD   FORD  MOTOR   CREDIT   CO 2.90000%    21-16.02.28                   280  000.00         266  448.00
                                                          0.01
    USD   FORD  MOTOR   CREDIT   CO LLC  3.62500%    21-17.06.31                 578  000.00         569  330.00
                                                          0.01
    USD   FORD  MOTOR   CREDIT   CO LLC  2.30000%    22-10.02.25                1 729  000.00        1 696  287.32
                                                          0.04
    USD   FORD  MOTOR   CREDIT   CO LLC  4.37500%    13-06.08.23                 639  000.00         652  355.10
                                                          0.02
    USD   FORD  MOTOR   CREDIT   CO LLC  3.66400%    14-08.09.24                 570  000.00         575  700.00
                                                          0.01
    USD   FORD  MOTOR   CREDIT   CO LLC  3.81500%    17-02.11.27                3 197  000.00        3 191  405.25
                                                          0.08
    USD   FORD  MOTOR   CREDIT   CO LLC  5.58400%    19-18.03.24                 203  000.00         212  135.00
                                                          0.01
    USD   FORD  MOTOR   CREDIT   CO LLC  5.11300%    19-03.05.29                2 850  000.00        3 050  355.00
                                                          0.08
    USD   FREEPORT-MCMORAN        INC  4.37500%    20-01.08.28                   865  000.00         891  771.75
                                                          0.02
    USD   GEMS  MENASA   CAYMAN   LTD/GEDL-144A      7.12500%    19-31.07.26            2 268  000.00        2 321  581.50
                                                          0.06
    USD   GENESIS    ENERGY   LP 6.50000%    17-01.10.25                   2 585  000.00        2 529  370.80
                                                          0.06
    USD   GENESIS    ENERGY   LP 7.75000%    20-01.02.28                   5 429  000.00        5 350  279.50
                                                          0.13
    USD   GENESIS    ENERGY   LP 8.00000%    20-15.01.27                   4 569  000.00        4 598  150.22
                                                          0.12
    USD   GLOBAL   PARTNERS    LP 7.00000%    20-01.08.27                   3 265  000.00        3 371  112.50
                                                          0.08
    USD   GOODYEAR    TIRE  & RUBBER   CO 4.87500%    17-15.03.27                600  000.00         608  160.00
                                                          0.02
    USD   GOODYEAR    TIRE  & RUBBER   CO 9.50000%    20-31.05.25                962  000.00        1 024  530.00
                                                          0.03
    USD   GOODYEAR    TIRE  & RUBBER   CO/THE   5.25000%    2130.04.31              3 730  000.00        3 762  637.50
                                                          0.09
    USD   GOODYEAR    TIRE  & RUBBER   CO/THE   5.62500%    21-30.04.33              2 360  000.00        2 405  288.40
                                                          0.06
    USD   GRIFOLS    ESCROW   ISSUER   SA-144A    4.75000%    21-15.10.28              1 892  000.00        1 880  534.48
                                                          0.05
    USD   HCA  INC  3.50000%    20-01.09.30                        1 358  000.00        1 351  739.62
                                                          0.03
    USD   HCA  INC  5.37500%    18-01.09.26                        2 106  000.00        2 285  009.99
                                                          0.06
    USD   HCA  INC  5.62500%    18-01.09.28                         870  000.00         970  050.00
                                                          0.02
    USD   HCA  INC  5.87500%    15-15.02.26                         805  000.00         876  250.55
                                                          0.02
    USD   HCA  INC  5.87500%    19-01.02.29                         705  000.00         796  650.00
                                                          0.02
    USD   HCA  INC  7.69000%    95-15.06.25                         970  000.00        1 103  375.00
                                                          0.03
    USD   HERENS   HOLDCO   SARL-144A     4.75000%    21-15.05.28                1 785  000.00        1 704  335.85
                                                          0.04
    USD   HILLENBRAND     INC  3.75000%    21-01.03.31                    1 346  000.00        1 288  795.00
                                                          0.03
    USD   HILLENBRAND     INC  4.50000%    19-15.09.26                    2 607  000.00        2 828  595.00
                                                          0.07
    USD   HILLENBRAND     INC  5.75000%    20-15.06.25                     585  000.00         602  550.00
                                                          0.02
    USD   HOWMET   AEROSPACE     INC  3.00000%    21-15.01.29                  1 205  000.00        1 141  279.60
                                                          0.03
    USD   ICAHN   ENTERPRISES     FINANCE    CORP  5.25000%    20-15.05.27             1 950  000.00        1 964  040.00
                                                          0.05
    USD   IHEARTCOMMUNICATIONS          INC-144A    4.75000%    19-15.01.28               150  000.00         148  873.50
                                                          0.00
    USD   IHO  VERWALTUNGS     GMBH-144A     (PIK)   6.37500%    19-15.05.29              773  000.00         811  541.78
                                                          0.02
    USD   ISTAR   INC  4.25000%    19-01.08.25                       4 135  000.00        4 106  822.04
                                                          0.10
    USD   ISTAR   INC  4.75000%    19-01.10.24                       2 925  000.00        2 961  562.50
                                                          0.07
    USD   ISTAR   INC  5.50000%    20-15.02.26                       2 795  000.00        2 843  912.50
                                                          0.07
    USD   JAGUAR   LAND  ROVER   AUTOMOTIVE     PLC-144A    7.75000%    20-15.10.25          1 000  000.00        1 049  380.00
                                                          0.03
    USD   JAGUAR   LAND  ROVER   AUTOMOTIVE     PLC-114A    5.87500%    20-15.01.28           305  000.00         302  011.00
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                121/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   KB HOME  6.87500%    19-15.06.27                         940  000.00        1 064  550.00

                                                          0.03
    USD   KRAFT   HEINZ   FOODS   CO 6.87500%    12-26.01.39                  6 614  000.00        8 966  566.80
                                                          0.22
    USD   KRAFT   HEINZ   FOODS   CO 4.37500%    16-01.06.46                 13 933  000.00        14 723  821.06
                                                          0.37
    USD   KRAFT   HEINZ   FOODS   CO 3.00000%    16-01.06.26                  1 322  000.00        1 335  721.59
                                                          0.03
    USD   KRAFT   HEINZ   FOODS   CO 4.87500%    21-01.10.49                  5 726  000.00        6 501  706.08
                                                          0.16
    USD   L BRANDS   INC  7.50000%    19-15.06.29                     1 277  000.00        1 394  356.30
                                                          0.03
    USD   LAREDO   PETROLEUM     9.50000%    20-15.01.25                    7 921  000.00        8 079  420.00
                                                          0.20
    USD   LAREDO   PETROLEUM     INC  10.12500%     20-15.01.28                  900  000.00         947  250.00
                                                          0.02
    USD   LEVEL   3 FINANCING     INC  5.25000%    17-15.03.26                 3 868  000.00        3 936  502.28
                                                          0.10
    USD   MACYS   RETAIL   HOLDINGS    INC  5.12500%    12-15.01.42                3 330  000.00        2 969  760.60
                                                          0.07
    USD   MACYS   RETAIL   HOLDINGS    INC  4.30000%    12-15.02.43                1 970  000.00        1 640  025.00
                                                          0.04
    USD   MANITOWOC     FOODSERVICE     INC  9.50000%    16-15.02.24                5 145  000.00        5 174  223.60
                                                          0.13
    USD   MCLAREN    FINANCE    PLC-144A    7.50000%    21-01.08.26                 200  000.00         204  000.00
                                                          0.01
    USD   MELCO   RESORTS    FINANCE    LTD-144A    5.37500%    19-04.12.29             2 131  000.00        2 008  792.48
                                                          0.05
    USD   METHANEX    CORP  5.12500%    20-15.10.27                     4 946  000.00        4 996  745.97
                                                          0.13
    USD   METHANEX    CORP  5.25000%    19-15.12.29                     3 580  000.00        3 622  118.70
                                                          0.09
    USD   MGM  CHINA   HOLDINGS    LTD-144A    5.25000%    20-18.06.25                529  000.00         520  172.31
                                                          0.01
    USD   MGM  GROWTH   POP  LP/C0-ISSUER      INC  5.62500%    17-01.05.24             3 625  000.00        3 833  437.50
                                                          0.10
    USD   MGM  RESORTS    INTERNATIONAL      6.75000%    20-01.05.25                2 350  000.00        2 432  249.98
                                                          0.06
    USD   MGM  RESORTS    INTERNATIONAL      4.75000%    20-15.10.28                478  000.00         474  099.52
                                                          0.01
    USD   MGM  RESORTS    INTL  5.50000%    19-15.04.27                    1 000  000.00        1 032  585.00
                                                          0.03
    USD   MGM  RESORTS    INTL  5.75000%    18-15.06.25                    1 483  000.00        1 557  150.00
                                                          0.04
    USD   MOTION   BONDCO   DAC-144A    6.62500%    19-15.11.27                  200  000.00         199  500.00
                                                          0.00
    USD   MPT  OPERATING     PARTNERSHIP     LP/FIN   CORP  4.62500%    19-01.08.29          2 415  000.00        2 483  320.35
                                                          0.06
    USD   MPT  OPERATING     PARTNERSHIP     LP/FIN   CORP  3.50000%    20-15.03.31          1 610  000.00        1 553  650.00
                                                          0.04
    USD   MURPHY   OIL  CORP  5.87500%    19-01.12.27                     600  000.00         608  886.00
                                                          0.02
    USD   MURPHY   OIL  CORP  6.37500%    21-15.07.28                    11 287  000.00        11 673  918.36
                                                          0.29
    USD   MURPHY   OIL  USA  INC  4.75000%    19-15.09.29                   2 528  000.00        2 565  920.00
                                                          0.06
    USD   MURPHY   OIL  USA  INC  5.62500%    17-01.05.27                    201  000.00         207  281.25
                                                          0.01
    USD   NABORS   INDUSTRIES     INC  5.75000%    18-01.02.25                  550  000.00         508  750.00
                                                          0.01
    USD   NAVIENT    CORP  4.87500%    21-15.03.28                     1 370  000.00        1 310  062.50
                                                          0.03
    USD   NAVIENT    CORP  5.00000%    20-15.03.27                      870  000.00         842  525.40
                                                          0.02
    USD   NAVIENT    CORP  5.50000%    21-15.03.29                      639  000.00         623  536.20
                                                          0.02
    USD   NEWELL   BRANDS   INC  4.20000%    16-01.04.26                    618  000.00         647  225.22
                                                          0.02
    USD   NEWELL   BRANDS   INC  5.50000%    16-01.04.46                    275  000.00         324  500.00
                                                          0.01
    USD   NGL  ENRGY   PARTNRS    LP/  FINANCE    CORP  6.12500%    17-01.03.25           1 625  000.00        1 416  805.00
                                                          0.04
    USD   NORDSTROM     INC  4.37500%    19-01.04.30                      685  000.00         641  769.65
                                                          0.02
    USD   NRG  ENERGY   INC  5.75000%    18-15.01.28                     1 878  000.00        1 943  711.22
                                                          0.05
    USD   NUSTAR   LOGISTICS     LP 5.62500%    17-28.04.27                  1 835  000.00        1 878  581.25
                                                          0.05
    USD   NUSTAR   LOGISTICS     LP 5.75000%    20-01.10.25                  3 675  000.00        3 835  781.25
                                                          0.10
    USD   NUSTAR   LOGISTICS     LP 6.37500%    20-01.10.30                  1 935  000.00        2 093  070.15
                                                          0.05
    USD   OCCIDENTAL     PETROLEUM     CORP  3.40000%    16-15.04.26                271  000.00         267  612.50
                                                          0.01
    USD   OCCIDENTAL     PETROLEUM     CORP  4.40000%    16-15.04.46                3 541  000.00        3 386  329.12
                                                          0.08
    USD   OCCIDENTAL     PETROLEUM     CORP  4.20000%    18-15.03.48                1 908  000.00        1 774  440.00
                                                          0.04
    USD   OCCIDENTAL     PETROLEUM     CORP  3.50000%    19-15.08.29                376  000.00         370  623.20
                                                          0.01
    USD   OCCIDENTAL     PETROLEUM     CORP  4.40000%    19-15.08.49                1 561  000.00        1 482  950.00
                                                          0.04
    USD   OCCIDENTAL     PETROLEUM     CORP  8.50000%    20-15.07.27                1 434  000.00        1 721  466.81
                                                          0.04
    USD   OCCIDENTAL     PETROLEUM     CORP  8.87500%    20-15.07.30                1 058  000.00        1 371  347.86
                                                          0.03
    USD   OCCIDENTAL     PETROLEUM     CORP  6.37500%    20-01.09.28                348  000.00         395  850.00
                                                          0.01
    USD   OCCIDENTAL     PETROLEUM     CORP  6.62500%    20-01.09.30                3 104  000.00        3 642  575.04
                                                          0.09
    USD   OCCIDENTAL     PETROLEUM     CORP  5.50000%    20-01.12.25                5 230  000.00        5 549  853.72
                                                          0.14
    USD   OCCIDENTAL     PETROLEUM     CORP  6.12500%    20-01.01.31                1 648  000.00        1 902  204.00
                                                          0.05
    USD   OCEANEERING     INTERNATIONAL      INC  4.65000%    14-15.11.24               60 000.00         60 382.20
                                                          0.00
    USD   OCEANEERING     INTERNATIONAL      INC  6.00000%    18-01.02.28              2 750  000.00        2 753  190.00
                                                          0.07
    USD   ONEMAIN    FINANCE    CORP  3.50000%    21-15.01.27                   601  000.00         570  817.78
                                                          0.01
    USD   PBF  HOLDING    CO LLC/FIN    CORP  7.25000%    17-15.06.25               4 780  000.00        3 792  714.90
                                                          0.09
    USD   PBF  HOLDING    CO LLC/FIN    CORP  6.00000%    20-15.02.28               3 438  000.00        2 415  195.00
                                                          0.06
    USD   PENSKE   AUTOMOTIVE     GROUP   INC-SUB    3.75000%    21-15.06.29             1 338  000.00        1 259  432.64
                                                          0.03
    USD   PERRIGO    FINANCE    UNLIMITED     CO 3.15000%    20-15.06.30              1 015  000.00         976  221.17
                                                          0.02
    添付の注記は当財務書類と不可分のものである。

                                122/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   PETROLEOS     MEXICANOS     5.35000%    18-12.02.28                  2 950  000.00        2 876  722.00

                                                          0.07
    USD   PETROLEOS     MEXICANOS-REG-S       6.70000%    21-16.02.32                677  000.00         666  587.74
                                                          0.02
    USD   PRIMO   WATER   HOLDINGS    INC-144A    4.37500%    21-30.04.29              4 167  000.00        3 977  734.86
                                                          0.10
    USD   RADIAN   GROUP   INC  4.50000%    17-01.10.24                    1 920  000.00        1 963  200.00
                                                          0.05
    USD   RADIAN   GROUP   INC  4.87500%    19-15.03.27                     900  000.00         931  500.00
                                                          0.02
    USD   RANGE   RESOURCES     CORP  4.87500%    16-15.05.25                  1 650  000.00        1 681  605.75
                                                          0.04
    USD   RANGE   RESOURCES     CORP  5.00000%    17-15.03.23                   640  000.00         646  400.00
                                                          0.02
    USD   ROLLS-ROYCE     PLC-144A    5.75000%    20-15.10.27                  3 298  000.00        3 460  393.52
                                                          0.09
    USD   ROYAL   CARIBBEAN     CRUISES    LTD  3.70000%    17-15.03.28                361  000.00         325  802.50
                                                          0.01
    USD   ROYAL   CARIBBEAN     CRUISES    LTD-144A    5.50000%    21-01.04.28            3 205  000.00        3 109  779.45
                                                          0.08
    USD   SERIVCE    CORP  3.37500%    20-15.08.30                     2 020  000.00        1 885  781.10
                                                          0.05
    USD   SERVICE    CORP  INTERNATIONAL/US        4.00000%    21-15.05.31              2 380  000.00        2 304  720.60
                                                          0.06
    USD   SERVICE    PROPERTIES     TRUST   4.35000%    19-01.10.24                 880  000.00         840  576.00
                                                          0.02
    USD   SERVICE    PROPERTIES     TRUST   4.95000%    19-01.10.29                 74 000.00         66 600.00
                                                          0.00
    USD   SIGMA   HOLDCO   BV-144A    7.87500%    18-15.05.26                  5 358  000.00        4 818  047.55
                                                          0.12
    USD   SIRIUS   XM RADIO   INC-144A    3.87500%    21-01.09.31                2 305  000.00        2 132  125.00
                                                          0.05
    USD   SM ENERGY   CO 6.50000%    21-15.07.28                     1 480  000.00        1 528  840.00
                                                          0.04
    USD   SM ENERGY   CO 6.62500%    18-15.01.27                     4 478  000.00        4 601  145.00
                                                          0.12
    USD   SM ENERGY   CO 6.75000%    16-15.09.26                     2 870  000.00        2 898  700.00
                                                          0.07
    USD   SOUTHWESTERN      ENERGY   CO 7.75000%    17-01.10.27                 3 290  000.00        3 504  935.70
                                                          0.09
    USD   SOUTHWESTERN      ENERGY   CO 8.37500%    20-15.09.28                  606  000.00         664  903.20
                                                          0.02
    USD   SOUTHWESTERN      ENERGY   CO 5.37500%    21-15.03.30                 3 447  000.00        3 531  830.67
                                                          0.09
    USD   SOUTHWESTERN      ENERGY   CO 4.75000%    21-01.02.32                 2 763  000.00        2 758  330.53
                                                          0.07
    USD   SPCM  SA-144A    3.37500%    21-15.03.30                      740  000.00         694  601.00
                                                          0.02
    USD   SPIRIT   AEROSYSTEMS     INC  4.60000%    18-15.06.28                  715  000.00         690  353.95
                                                          0.02
    USD   SPRINGLEAF     FINANCE    CORP  7.12500%    18-15.03.26                4 145  000.00        4 556  739.43
                                                          0.11
    USD   SPRINGLEAF     FINANCE    CORP  6.62500%    19-15.01.28                1 075  000.00        1 153  858.24
                                                          0.03
    USD   SPRINGLEAF     FINANCE    CORP  5.37500%    19-15.11.29                 925  000.00         939  198.75
                                                          0.02
    USD   SPRINGLEAF     FINANCE    CORP  8.87500%    20-01.06.25                2 066  000.00        2 192  873.06
                                                          0.05
    USD   SPRINT   CORP  7.62500%    18-01.03.26                      2 856  000.00        3 270  120.00
                                                          0.08
    USD   SYMANTEC    CORP-144A     5.00000%    17-15.04.25                   2 662  000.00        2 669  639.94
                                                          0.07
    USD   T-MOBILE    USA  INC  3.37500%    21-15.04.29                     976  000.00         959  017.60
                                                          0.02
    USD   TARGA   RESOURCES     PARTNERS    5.87500%    18-15.04.26                4 181  000.00        4 309  147.65
                                                          0.11
    USD   TELECOM    ITALIA   CAPITAL    7.20000%    06-18.07.36                 2 167  000.00        2 306  706.49
                                                          0.06
    USD   TELECOM    ITALIA   CAPITAL    7.72100%    08-06.04.38                  586  000.00         635  546.30
                                                          0.02
    USD   TELENET    FINANCE    LUXEMBOURG-144A       5.50000%    17-01.03.28             2 400  000.00        2 448  000.00
                                                          0.06
    USD   TENET   HEALTHCARE     CORP  6.87500%    02-15.11.31                  800  000.00         864  000.00
                                                          0.02
    USD   TENET   HEALTHCARE     CORP-144A     4.25000%    21-01.06.29                740  000.00         713  432.15
                                                          0.02
    USD   TENNECO    AUTOMOTIVE     INC-144A    5.12500%    21-15.04.29               1 030  000.00         953  944.80
                                                          0.02
    USD   TEVA  PHARMACEUTICAL       FINANCE    NL III  BV 4.75000%    21-09.05.27          1 110  000.00        1 069  984.50
                                                          0.03
    USD   TRANSDIGM     INC-SUB    5.50000%    20-15.11.27                   2 560  000.00        2 572  800.00
                                                          0.06
    USD   TRANSDIGM     INC-SUB    7.50000%    19-15.03.27                    560  000.00         581  106.40
                                                          0.01
    USD   TRI  POINTE   GROUP   INC  5.70000%    20-15.06.28                  1 065  000.00        1 128  963.90
                                                          0.03
    USD   TRIUMPH    GROUP   INC  7.75000%    18-15.08.25                    935  000.00         925  650.00
                                                          0.02
    USD   TRIVIUM    PACKAGING     FINANCE    BV-144A    5.50000%    19-15.08.26            2 575  000.00        2 595  909.00
                                                          0.07
    USD   TRIVIUM    PACKAGING     FINANCE    BV-144A    8.50000%    19-15.08.27            1 486  000.00        1 532  660.40
                                                          0.04
    USD   UNITED   AIRLINES    INC-144A    4.62500%    21-15.04.29                 876  000.00         866  775.72
                                                          0.02
    USD   UNITED   WHOLESALE     MORTGAGE    LLC-144A    5.50000%    21-15.04.29           2 270  000.00        2 079  093.00
                                                          0.05
    USD   VERITAS    US INC  / BERMUDA    LTD-144A    7.50000%    20-01.09.25             600  000.00         612  000.00
                                                          0.02
    USD   VIRGIN   MEDIA   VENDOR   FINANC-144A     5.00000%    20-15.07.28             1 850  000.00        1 743  625.00
                                                          0.04
    USD   VISTRA   OPERATIONS     CO LLC-144A    4.37500%    21-01.05.29              4 229  000.00        4 080  985.00
                                                          0.10
    USD   WESTERN    GAS  PARTNERS    LP 5.45000%    14-01.04.44                 440  000.00         486  200.00
                                                          0.01
    USD   WESTERN    GAS  PARTNERS    LP 4.50000%    18-01.03.28                1 253  000.00        1 317  905.40
                                                          0.03
    USD   WESTERN    GAS  PARTNERS    LP 5.30000%    18-01.03.48                1 500  000.00        1 657  500.00
                                                          0.04
    USD   WESTERN    GAS  PARTNERS    LP 4.75000%    18-15.08.28                  88 000.00         93 500.00
                                                          0.00
    USD   WESTERN    GAS  PARTNERS    LP 5.50000%    18-15.08.48                 800  000.00         884  000.00
                                                          0.02
    USD   WESTERN    MIDSTREAM     OPERATING     LP 4.05000%    20-01.02.30              704  000.00         733  920.00
                                                          0.02
    USD   WYNN  MACAU   LTD-144A    5.12500%    19-15.12.29                  3 377  000.00        3 023  183.94
                                                          0.08
    USD   YUM  BRANDS   INC  3.62500%    20-15.03.31                     3 413  000.00        3 225  762.82
                                                          0.08
    添付の注記は当財務書類と不可分のものである。

                                123/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   ZIGGO   BOND  CO BV-144A    6.00000%    16-15.01.27                 3 930  000.00        4 040  433.00

                                                          0.10
    USD   ZIGGO   BV-144A    4.87500%    19-15.01.30                      956  000.00         924  930.00
                                                          0.02
    米ドル合計                                             450  636  666.78
                                                         11.28
    ノート、固定利付債合計                                             944  827  696.99

                                                         23.64
    ノート、変動利付債

    EUR

    EUR   ABERTIS    INFRA   FINANCE    BV-REG-S-SUB      3.248%/VAR     20-PRP          10 500  000.00        11 741  073.75
                                                          0.29
    EUR   ABERTIS    INFRA   FINANCE    BV-REG-S-SUB      2.625%/VAR     20-PRP           1 100  000.00        1 175  711.53
                                                          0.03
    EUR   AIB  GROUP   PLC-REG-S-SUB      6.250%/VAR     19-PRP                500  000.00         607  144.81
                                                          0.01
    EUR   AKELIUS    RESIDENTIAL     PROPERT-REG-S-SUB        2.249%/VAR     20-17.05.81         1 095  000.00        1 166  994.23
                                                          0.03
    EUR   ALLIANZ    SE-REG-S-SUB      2.625%/VAR     20-PRP                 1 000  000.00        1 065  057.61
                                                          0.03
    EUR   ALLIANZ    SE-REG-S-SUB      2.600%/VAR     21-PRP                  600  000.00         632  244.00
                                                          0.02
    EUR   BANCO   BPM  SPA-REG-S-SUB      5.000%/VAR     20-14.09.30                2 350  000.00        2 787  900.99
                                                          0.07
    EUR   BANCO   DE SABADELL    SA-REG-S-SUB      2.000%/VAR     20-17.01.30            2 000  000.00        2 185  905.16
                                                          0.05
    EUR   BANCO   DE SABADELL    SA-REG-S-SUB      5.75000%/VAR      21-PRP            600  000.00         692  203.60
                                                          0.02
    EUR   BANCO   SANTANDER     SA SUB-REG-S     3.625%/VAR     21-PRP              600  000.00         605  861.94
                                                          0.01
    EUR   BRITISH    AMERICAN    TOBACCO    PLC-REG-S-SUB      3.000%/VAR     21-PRP         1 000  000.00        1 072  314.97
                                                          0.03
    EUR   CASTELLUM     AB-REG-S    3.125%/VAR     21-PRP                   775  000.00         803  616.88
                                                          0.02
    EUR   COMMERZBANK     AG-REG-S-SUB      6.125%/VAR     20-PRP               2 000  000.00        2 373  605.40
                                                          0.06
    EUR   COOPERATIEVE      RABOBANK    UA-REG-S-SUB      4.375%/VAR     20-PRP           1 000  000.00        1 191  874.11
                                                          0.03
    EUR   DEUTSCHE    BANK  AG-REG-S-SUB      4.625%/VAR     21-PRP              1 200  000.00        1 326  170.80
                                                          0.03
    EUR   EDP-ENERGIAS      DE PORTUGAL    SA-REG-S-SUB      1.875%/VAR     21-14.03.82         1 500  000.00        1 553  050.21
                                                          0.04
    EUR   ELECTRICITE     DE FRANCE   SA-REG-S-SUB      3.375%/VAR     20-PRP           3 600  000.00        3 920  157.62
                                                          0.10
    EUR   ELECTRICITE     DE FRANCE   SA-REG-S-SUB      2.875%/VAR     20-PRP           1 600  000.00        1 749  624.51
                                                          0.04
    EUR   ELECTRICITE     DE FRANCE-REG-S-SUB        2.625%/VAR     21-PRP            3 000  000.00        3 206  317.83
                                                          0.08
    EUR   ELM  BV FOR  FIRMENICH     INTL  SA-REG-S-SUB      3.750%/VAR     20-PRP         4 450  000.00        5 177  941.27
                                                          0.13
    EUR   ENERGIAS    DE PORTUGAL    SA-REG-S-SUB      1.875%/VAR     21-02.08.81            700  000.00         763  167.84
                                                          0.02
    EUR   FASTIGHETS     AB BALDER-REG-S-SUB        2.873%/VAR     21-02.06.81            1 525  000.00        1 593  448.25
                                                          0.04
                  *    *
    EUR
        GALAPAGO    SA/LUX-REG-S      DEFAULT    3M EURIBOR+475BP      14-15.06.21         1 066  000.00
                                                     149.37     0.00
    EUR   HEIMSTADEN     BOSTAD   AB-REG-S-SUB      3.248%/VAR     19-PRP            2 000  000.00        2 203  437.60
                                                          0.06
    EUR   HEIMSTADEN     BOSTAD   AB-REG-S-SUB      3.000%/VAR     21-PRP            5 021  000.00        5 220  471.77
                                                          0.13
    EUR   INTERNATIONAL      DESIGN   GRP-REG-S     3M EURIBOR+425BP      21-15.05.26           100  000.00         111  987.90
                                                          0.00
    EUR   ITALMATCH     CHEMICALS     SPA-REG-S     3M EURIBOR+475BP      18-30.09.24          1 900  000.00        2 050  028.75
                                                          0.05
    EUR   KONINKLIJKE     KPN  NV-REG-S-SUB      2.000%/VAR     19-PRP             1 000  000.00        1 112  188.94
                                                          0.03
    EUR   LENZING    AG-REG-S-SUB      5.750%/VAR     20-PRP                 2 100  000.00        2 475  585.69
                                                          0.06
    EUR   MACIFS-REG-S-SUB        3.500%/VAR     21-PRP                    300  000.00         319  939.01
                                                          0.01
    EUR   PETROLEOS     MEXICANOS-REG-S       3M EURIBOR+240BP      18-24.08.23            1 000  000.00        1 115  395.00
                                                          0.03
    EUR   RAKUTEN    GROUP   INC-REG-S-SUB      4.250%VAR     21-PRP               500  000.00         538  330.27
                                                          0.01
    EUR   RCI  BANQUE   SA-REG-S-SUB      2.625%/VAR     19-18.02.30                1 000  000.00        1 119  314.02
                                                          0.03
    EUR   REPSOL   INTERNATIONAL      FINANCE    BV-REG-S-SUB      3.750%/VAR     20-PRP       4 050  000.00        4 676  251.50
                                                          0.12
    EUR   REPSOL   INTERNATIONAL      FINANCE    BV-SUB   4.247%/VAR     20-PRP          5 038  000.00        5 937  037.40
                                                          0.15
    EUR   REPSOL   INTERNATIONAL      FINANCE    BV-REG-S-SUB      2.500%/VAR     21-PRP       4 400  000.00        4 784  428.00
                                                          0.12
    EUR   TELEFONICA     EUROPE   BV-REG-S-SUB      2.376%/VAR     21-PRP            2 200  000.00        2 287  400.50
                                                          0.06
    EUR   TELEFONICA     EUROPE   BV-REG-S-SUB      2.880%/VAR     21-PRP            5 700  000.00        6 231  222.66
                                                          0.16
    EUR   UNICREDIT     SPA-REG-S-SUB      2.731%/VAR     20-15.01.32                4 100  000.00        4 580  611.15
                                                          0.11
    EUR   VEOLIA   ENVIRONNEMENT      SA-REG-S-SUB      2.500%/VAR     20-PRP           1 000  000.00        1 090  163.53
                                                          0.03
    EUR   VODAFONE    GROUP   PLC-REG-S-SUB      3.000%/VAR     20-27.08.80             2 000  000.00        2 175  300.50
                                                          0.05
    EUR   VOLKSWAGEN     INTL  FINANCE    NV-REG-S-SUB      3.875%/VAR     20-PRP          1 600  000.00        1 866  061.44
                                                          0.05
    EUR   WINTERSHALL     DEA  FINANCE    2BV-REG-S-SUB      2.498%/VAR     21-PRP          300  000.00         317  463.84
                                                          0.01
    EUR   WINTERSHALL     DEA  FINANCE    2BV-REG-S-SUB      3.000%/VAR     21-PRP         8 200  000.00        8 560  695.86
                                                          0.21
    ユーロ合計                                             106  164  852.01
                                                          2.66
    GBP

    GBP   NATWEST    GROUP   PLC-SUB    5.125%/VAR     20-PRP                1 200  000.00        1 640  972.11
                                                          0.04
    GBP   NATWEST    GROUP   PLC-SUB    4.500%/VAR     21-PRP                1 675  000.00        2 177  535.64
                                                          0.06
    添付の注記は当財務書類と不可分のものである。

                                124/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    GBP   TVL  FINANCE    PLC-REG-S     3M LIBOR+537.5BP      19-15.07.25              2 075  000.00        2 686  486.42

                                                          0.07
    GBP   UTMOST   GROUP   PLC-REG-S-SUB      6.125%/VAR     22-PRP              2 500  000.00        3 290  859.49
                                                          0.08
    英ポンド合計                                              9 795  853.66
                                                          0.25
    USD

    USD   AERCAP   GLOBAL   AVIATION    TRUST-144A-SUB       6.500%/VAR     15-15.06.45         2 422  000.00        2 592  678.34
                                                          0.06
    USD   BANCO   MERCANTIL     DEL  NORT  SA/G  CA-REG-S-SUB      6.875%/VAR     17-PRP       2 655  000.00        2 669  602.50
                                                          0.07
    USD   BNP  PARIBAS    SA-REG-S-SUB      6.625%/VAR     19-PRP                460  000.00         485  162.00
                                                          0.01
    USD   CAPITAL    ONE  FINANCIAL     CORP-SUB    3.950%/VAR     21-PRP             860  000.00         840  650.00
                                                          0.02
    USD   CITIGROUP     INC-SUB    4.000%/VAR     20-VAR                   430  000.00         424  625.00
                                                          0.01
    USD   COMMERZBANK     AG-REG-S-SUB      7.000%/VAR     19-PRP                600  000.00         628  500.00
                                                          0.01
    USD   CREDIT   SUISSE   GROUP   AG-144A-SUB     4.500%/VAR     20-PRP             708  000.00         654  900.00
                                                          0.02
    USD   CREDIT   SUISSE   GROUP   AG-REG-S-SUB      6.375%/VAR     19-PRP           2 260  000.00        2 358  875.00
                                                          0.06
    USD   CREDIT   SUISSE   GROUP   AG-REG-S-SUB      5.250%/VAR     20-PRP            275  000.00         274  230.00
                                                          0.01
    USD   CREDIT   SUISSE   GROUP   AG-REG-S-SUB      6.250%/VAR     14-PRP           1 458  000.00        1 529  077.50
                                                          0.04
    USD   DANSKE   BANK  A/S-REG-S-SUB      4.375%/VAR     21-PRP                500  000.00         482  500.00
                                                          0.01
    USD   DEUTSCHE    BANK  AG-SUB   4.296%/VAR     13-24.05.28                  625  000.00         634  854.62
                                                          0.02
    USD   DEUTSCHE    BANK  AG/NEW   YORK  NY-SUB   4.875%/VAR     17-01.12.32            850  000.00         888  734.82
                                                          0.02
    USD   DEUTSCHE    BANK  AG/NEW   YORK  NY-SUB   3.729%/VAR     21-14.01.32            700  000.00         680  329.83
                                                          0.02
    USD   EFG  INTERNATIONAL      AG-REG-S-SUB      5.500%/VAR     21-PRP             475  000.00         480  320.00
                                                          0.01
    USD   FORD  MOTOR   CREDIT   CO LLC  3M LIBOR+127BP     17-28.03.22              227  000.00         227  141.81
                                                          0.01
    USD   ING  GROEP   NV-SUB   3.875%/VAR     21-PRP                    700  000.00         640  500.00
                                                          0.02
    USD   SOCIETE    GENERAL    SA-REG-S-SUB      7.375%/VAR     18-PRP             1 600  000.00        1 688  000.00
                                                          0.04
    USD   SOFTBANK    GROUP   CORP-REG-S-SUB       6.000%/VAR     17-PRP              800  000.00         762  766.40
                                                          0.02
    USD   STANDARD    CHARTERED     PLC-REG-S-SUB      6.000%/VAR     20-PRP           1 210  000.00        1 264  450.00
                                                          0.03
    USD   UBS  GROUP   AG-REG-S-SUB      5.125%/VAR     20-31.12.99                 200  000.00         206  520.00
                                                          0.00
    USD   UBS  GROUP   AG-REG-S-SUB      3.875%/VAR     21-PRP                2 325  000.00        2 232  581.25
                                                          0.06
    USD   UBS  GROUP   AG-REG-S-SUB      4.875%/VAR     22-PRP                1 500  000.00        1 497  900.00
                                                          0.04
    USD   VODAFONE    GROUP   PLC-SUB    5.125%/VAR     21-04.06.81                 940  000.00         921  698.20
                                                          0.02
    USD   WYNDHAM    WORLDWIDE     CORP  STEP  UP/RATING     LINKED   17-01.04.27           1 936  000.00        2 013  440.00
                                                          0.05
    米ドル合計                                             27 080  037.27
                                                          0.68
    ノート、変動利付債合計                                             143  040  742.94

                                                          3.59
    中期債券、固定利付債

    EUR

    EUR   AUTOSTRADE     PER  L’ITALIA    SPA  5.87500%    04-09.06.24              2 900  000.00        3 611  847.43
                                                          0.09
    EUR   AUTOSTRADE     PER  L’ITALIA    SPA  4.37500%    10-16.09.25              1 450  000.00        1 805  393.81
                                                          0.04
    EUR   AUTOSTRADE     PER  L’ITALIA    SPA-REG-S     1.87500%    15-04.11.25           3 012  000.00        3 442  630.46
                                                          0.09
    EUR   AUTOSTRADE     PER  L’ITALIA    SPA-REG-S     1.75000%    15-26.06.26           5 600  000.00        6 362  335.04
                                                          0.16
    EUR   AUTOSTRADE     PER  L’ITALIA    SPA-REG-S     1.62500%    22-25.01.28           2 118  000.00        2 362  221.41
                                                          0.06
    EUR   BANCA   MONTE   DEI  PASCHI   DI SIENA-REG-S     3.62500%    19-24.09.24           600  000.00         670  193.05
                                                          0.02
    EUR   BANCO   DE SABADELL    SA-REG-S-SUB      5.62500%    16-06.05.26              500  000.00         630  803.51
                                                          0.02
    EUR   BANCO   DE SABADELL    SA-REG-S-SUB      2.50000%    21-15.04.31              800  000.00         878  481.96
                                                          0.02
    EUR   CASINO   GUICHARD    PERRACHON     SA-REG-S    STEP-UP    14-07.03.24            2 600  000.00        2 836  395.45
                                                          0.07
    EUR   CELLNEX    FINANCE    CO SA -REG-S   1.25000%    21-15.01.29              3 000  000.00        3 131  800.49
                                                          0.08
    EUR   CELLNEX    FINANCE    CO SA-REG-S    2.00000%    21-15.02.33               1 300  000.00        1 333  009.80
                                                          0.03
    EUR   CELLNEX    FINANCE    CO SA-REG-S    1.50000%    21-08.06.28               8 700  000.00        9 355  316.48
                                                          0.23
    EUR   CELLNEX    FINANCE    CO SA-REG-S    2.00000%    21-15.09.32               1 800  000.00        1 875  754.95
                                                          0.05
    EUR   CELLNEX    TELECOM    SA-REG-S    2.87500%    17-18.04.25                 400  000.00         474  689.69
                                                          0.01
    EUR   CELLNEX    TELECOM    SA-REG-S    1.75000%    20-23.10.30                3 300  000.00        3 458  978.67
                                                          0.09
    EUR   DEUTSCHE    LUFTHANSA     AG-REG-S    3.00000%    20-29.05.26                600  000.00         674  281.50
                                                          0.02
    EUR   DEUTSCHE    LUFTHANSA     AG-REG-S    3.75000%    21-11.02.28               3 000  000.00        3 438  284.12
                                                          0.09
    EUR   DEUTSCHE    LUFTHANSA     AG-REG-S    3.50000%    21-14.07.29               2 600  000.00        2 921  449.31
                                                          0.07
    EUR   DEUTSCHE    LUFTHANSA     AG-REG-S    1.62500%    21-16.11.23                900  000.00        1 012  027.59
                                                          0.02
    EUR   DEUTSCHE    LUFTHANSA     AG-REG-S    2.87500%    21-16.05.27               6 400  000.00        7 067  214.45
                                                          0.18
    EUR   DOMETIC    GROUP   AB-REG-S    3.00000%    19-08.05.26                  700  000.00         811  929.09
                                                          0.02
    添付の注記は当財務書類と不可分のものである。

                                125/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    EUR   ELIS  SA-REG-S    1.00000%    19-03.04.25                     1 500  000.00        1 652  174.64

                                                          0.04
    EUR   ELIS  SA-REG-S    1.62500%    19-03.04.28                      800  000.00         865  304.38
                                                          0.02
    EUR   ELIS  SA-REG-S    1.87500%    18-15.02.23                      400  000.00         451  987.20
                                                          0.01
    EUR   FORD  MOTOR   CREDIT   CO LLC  3.02100%    19-06.03.24                3 700  000.00        4 279  895.50
                                                          0.11
    EUR   FORD  MOTOR   CREDIT   CO LLC  1.74400%    20-19.07.24                1 000  000.00        1 124  428.02
                                                          0.03
    EUR   FORD  MOTOR   CREDIT   CO LLC  3.25000%    20-15.09.25                2 105  000.00        2 492  013.66
                                                          0.06
    EUR   GESTAMP    AUTOMOCION     SA-REG-S    3.25000%    18-30.04.26               1 600  000.00        1 797  553.09
                                                          0.04
    EUR   INFRASTRUTTURE       WIRELESS    ITALI   SPA-REG-S     1.87500%    20-08.07.26         1 060  000.00        1 216  433.65
                                                          0.03
    EUR   INFRASTRUTTURE       WIRELESS    ITALI   SPA-REG-S     1.62500%    20-21.10.28          460  000.00         513  396.25
                                                          0.01
    EUR   INTESA   SANPAOLO    SPA-REG-S-SUB      3.92800%    14-15.09.26              3 500  000.00        4 264  185.36
                                                          0.11
    EUR   INTRUM   JUSTITIA    AB-REG-S    3.50000%    19-15.07.26                4 325  000.00        4 799  841.75
                                                          0.12
    EUR   MAHLE   GMBH-REG-S     2.37500%    21-14.05.28                    1 900  000.00        2 001  944.13
                                                          0.05
    EUR   MAX  TWO  LTD  5.70000%    04-02.04.24                       350  000.00         68 344.87
                                                          0.00
    EUR   NOKIA   OYJ-REG-S     3.12500%    20-15.05.28                     620  000.00         754  027.20
                                                          0.02
    EUR   NOVELIS    SHEET   INGOT   GMBH-REG-S     3.37500%    21-15.04.29             5 922  000.00        6 508  446.19
                                                          0.16
    EUR   ORANO   SA-REG-S    2.75000%    20-08.03.28                     4 700  000.00        5 296  676.79
                                                          0.13
    EUR   ORANO   SA-REG-S    3.37500%    19-23.04.26                     2 400  000.00        2 814  201.45
                                                          0.07
    EUR   PETROLEOS     MEXICANOS-REG-S       2.75000%    15-21.04.27                1 500  000.00        1 557  489.37
                                                          0.04
    EUR   PETROLEOS     MEXICANOS-REG-S       5.12500%    16-15.03.23                2 000  000.00        2 329  438.00
                                                          0.06
    EUR   PPF  ARENA   1 BV-REG-S    2.12500%    19-31.01.25                   700  000.00         791  723.06
                                                          0.02
    EUR   PPF  TELECOM    GROUP   BV-REG-S    3.50000%    20-20.05.24                300  000.00         352  307.88
                                                          0.01
    EUR   PPF  TELECOM    GROUP   BV-REG-S    3.25000%    20-29.09.27               1 433  000.00        1 693  684.39
                                                          0.04
    EUR   RENAULT    SA-REG-S    2.00000%    18-28.09.26                     600  000.00         658  307.25
                                                          0.02
    EUR   RENAULT    SA-REG-S    2.37500%    20-25.05.26                    1 200  000.00        1 341  837.00
                                                          0.03
    EUR   RENAULT    SA-REG-S    2.50000%    21-01.04.28                    2 100  000.00        2 300  897.34
                                                          0.06
    EUR   RENAULT    SA-REG-S    2.50000%    21-02.06.27                    1 000  000.00        1 108  523.26
                                                          0.03
    EUR   ROLLS-ROYCE     PLC-REG-S     0.87500%    18-09.05.24                  875  000.00         964  833.77
                                                          0.02
    EUR   SAIPEM   FINANCE    INTERNATIONAL      BV-REG-S    3.12500%    21-31.03.28          1 000  000.00        1 035  691.90
                                                          0.03
    EUR   SAMSONITE     FINCO   SARL-REG-S     3.50000%    18-15.05.26               1 000  000.00        1 080  531.90
                                                          0.03
    EUR   SCHAEFFLER     AG-REG-S    2.75000%    20-12.10.25                   600  000.00         705  651.56
                                                          0.02
    EUR   SHAEFFLER     AG-REG-S    3.37500%    20-12.10.28                   1 300  000.00        1 580  441.85
                                                          0.04
    EUR   TELECOM    ITALIA   FINANCE    SA 7.75000%    03-24.01.33                3 190  000.00        4 656  911.65
                                                          0.12
    EUR   TELECOM    ITALIA   SPA-REG-S     2.37500%    17-12.10.27                1 375  000.00        1 495  586.91
                                                          0.04
    EUR   TELECOM    ITALIA   SPA-REG-S     2.87500%    18-28.01.26                 500  000.00         566  912.12
                                                          0.01
    EUR   TELECOM    ITALIA   SPA-REG-S     4.00000%    19-11.04.24                1 500  000.00        1 750  777.80
                                                          0.04
    EUR   TELECOM    ITALIA   SPA-REG-S     2.75000%    19-15.04.25                 500  000.00         568  206.88
                                                          0.01
    EUR   TELECOM    ITALIA   SPA/MILANO-REG-S        1.62500%    21-18.01.29             1 000  000.00        1 023  934.85
                                                          0.03
    EUR   TEOLLISUUDEN      VOIMA   OYJ-REG-S     1.37500%    21-23.06.28              1 340  000.00        1 450  899.00
                                                          0.04
    EUR   THYSSENKRUPP      AG-REG-S    2.87500%    19-22.02.24                 2 900  000.00        3 298  558.19
                                                          0.08
    EUR   THYSSENKRUPP      AG-REG-S    1.87500%    19-06.03.23                 1 000  000.00        1 126  605.00
                                                          0.03
    EUR   TRAFIGURA     FUNDING    SA-REG-S    3.87500%    21-02.02.26                960  000.00        1 079  834.01
                                                          0.03
    EUR   ZF FINANCE    GMBH-REG-S     3.75000%    20-21.09.28                 10 800  000.00        12 591  072.00
                                                          0.32
    EUR   ZF FINANCE    GMBH-REG-S     3.00000%    20-21.09.25                 1 500  000.00        1 726  073.20
                                                          0.04
    EUR   ZF FINANCE    GMBH-REG-S     2.75000%    20-25.05.27                 5 500  000.00        6 150  086.25
                                                          0.15
    EUR   ZF FINANCE    GMBH-REG-S     2.00000%    21-06.05.27                  800  000.00         873  884.96
                                                          0.02
    EUR   ZF FINANCE    GMBH-REG-S     2.25000%    21-03.05.28                 2 700  000.00        2 918  658.92
                                                          0.07
    ユーロ合計                                             157  835  252.66
                                                          3.95
    GBP

    GBP   PETROBRAS     GLOBAL   FINANCE    BV 6.25000%    11-14.12.26               1 300  000.00        1 874  737.85
                                                          0.05
    GBP   WILLIAM    HILL  PLC-REG-S     4.75000%    19-01.05.26                 2 950  000.00        4 072  645.66
                                                          0.10
    英ポンド合計                                              5 947  383.51
                                                          0.15
    USD

    USD   NAVIENT    CORP  5.62500%    03-01.08.33                     7 037  000.00        6 303  252.01
                                                          0.16
    USD   NAVIENT    CORP  6.12500%    14-25.03.24                     4 083  000.00        4 252  444.50
                                                          0.11
    USD   NAVIENT    CORP  6.75000%    18-15.06.26                      635  000.00         671  245.80
                                                          0.02
    USD   PETROLEOS     MEXICANOS     6.62500%    05-15.06.35                  1 000  000.00         931  500.00
                                                          0.02
    添付の注記は当財務書類と不可分のものである。

                                126/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   PETROLEOS     MEXICANOS     6.87500%    17-04.08.26                  1 500  000.00        1 607  250.00

                                                          0.04
    USD   SPRINT   CAPITAL    CORPORATION     8.75000%    02-15.03.32               4 698  000.00        6 562  871.10
                                                          0.16
    米ドル合計                                             20 328  563.41
                                                          0.51
    中期債券、固定利付債合計                                             184  111  199.58

                                                          4.61
    中期債券、変動利付債

    EUR

    EUR   BANCA   MONT  DEI  PAS  DI SIENA-REG-S-SUB       5.375%/VAR     18-18.01.28          650  000.00         550  130.75
                                                          0.01
    EUR   BANCO   DE SABADELL    SA-REG-S-SUB      5.375%/VAR     18-12.12.28             700  000.00         838  177.30
                                                          0.02
    EUR   BPER  BANCA-REG-S-SUB       3.875%/VAR     22-25.07.32                 2 875  000.00        3 243  017.97
                                                          0.08
    EUR   CAIXABANK     SA-REG-S-SUB      VAR  21-18.06.31                   1 000  000.00        1 101  842.11
                                                          0.03
    EUR   COMMERZBANK     AG-REG-S-SUB      4.000%/VAR     20-05.12.30               1 000  000.00        1 199  958.76
                                                          0.03
    EUR   COMMERZBANK     AG-REG-S-SUB      1.375%/VAR     21-29.12.31               3 200  000.00        3 449  838.94
                                                          0.09
    EUR   ELECTRICITE     DE FRANCE   SA-REG-S-SUB      5.000%/VAR     14-PRP           2 500  000.00        2 998  675.00
                                                          0.08
    EUR   INTESA   SANPAOLO    SPA-REG-S-SUB      5.875%/VAR     19-04.03.29             1 600  000.00        1 955  267.93
                                                          0.05
    EUR   INTESA   SANPAOLO    SPA-REG-S-SUB      4.375%/VAR     19-12.07.29              625  000.00         748  315.14
                                                          0.02
    EUR   JYSKE   BANK  A/S-REG-S-SUB      3.625%/VAR     21-PRP               2 025  000.00        2 243  806.21
                                                          0.06
    EUR   MEDIOBANCA     SPA-REG-S-SUB      2.300%/VAR     20-23.11.30                870  000.00         979  069.65
                                                          0.02
    EUR   OTP  BANK  NYRT-REG-S-SUB       2.875%/VAR     19-15.07.29                715  000.00         817  545.30
                                                          0.02
    EUR   TDC  A/S  3.750%/RATING      LINKED   12-02.03.22                   350  000.00         392  033.76
                                                          0.01
    EUR   TRAFIGURA     GROUP   PTE  LTD-REG-S-SUB      7.500%/VAR     19-PRP            999  000.00        1 196  155.19
                                                          0.03
    EUR   UNICREDIT     SPA-REG-S-SUB      4.875%/VAR     19-20.02.29                800  000.00         954  110.91
                                                          0.02
    ユーロ合計                                             22 667  944.92
                                                          0.57
    GBP

    GBP   ELECTRICITE     DE FRANCE   SA-REG-S-SUB      6.000%/VAR     13-PRP           2 500  000.00        3 481  246.34
                                                          0.09
    英ポンド合計                                              3 481  246.34
                                                          0.09
    USD

    USD   BANK  OF IRELAND    GROUP   PLC-REG-S-SUB      4.125%/VAR     17-19.09.27           720  000.00         724  282.56
                                                          0.02
    USD   NATWEST    GROUP   PLC-SUB    8.000%/VAR     15-PRP                 600  000.00         675  750.00
                                                          0.01
    USD   NORDEA   BANK  ABP-REG-S     3.750%/VAR     21-PRP                3 000  000.00        2 722  500.03
                                                          0.07
    米ドル合計                                              4 122  532.59
                                                          0.10
    中期債券、変動利付債合計                                             30 271  723.85

                                                          0.76
    債券、固定利付債

    CHF

    CHF   DUFRY   ONE  BV-REG-S    3.62500%    21-15.04.26                    175  000.00         185  798.30
                                                          0.00
    CHF   TEVA  PHARMACEUTICAL       FINANCE    0.50000%    16-28.07.22                525  000.00         559  424.84
                                                          0.01
    スイスフラン合計                                               745  223.14
                                                          0.01
    EUR

    EUR   ADEVINTA    ASA-REG-S     2.62500%    20-15.11.25                   1 370  000.00        1 533  850.29
                                                          0.04
    EUR   ADEVINTA    ASA-REG-S     3.00000%    20-15.11.27                   1 953  000.00        2 170  265.97
                                                          0.05
    EUR   ADLER   REAL  ESTATE   AG-REG-S    1.87500%    18-27.04.23                600  000.00         635  791.29
                                                          0.02
    EUR   ADLER   REAL  ESTATE   AG-REG-S    3.00000%    18-27.04.26                700  000.00         697  902.77
                                                          0.02
    EUR   ADLER   REAL  ESTATE   AG-REG-S    1.50000%    19-17.04.22                500  000.00         546  704.98
                                                          0.01
    EUR   ADO  PROPERTIES     SA-REG-S    1.50000%    17-26.07.24                 900  000.00         864  066.35
                                                          0.02
    EUR   AEDAS   HOMES   OPCO  SLU-REG-S     4.00000%    21-15.08.26                500  000.00         564  255.35
                                                          0.01
    EUR   AFFLELOU    SAS-REG-S     4.25000%    21-19.05.26                   2 300  000.00        2 533  386.01
                                                          0.06
    EUR   ALBION   FINANCING-REG-S       5.25000%    21-15.10.26                 1 290  000.00        1 418  625.85
                                                          0.04
    EUR   ALLIED   UNIVERSAL     HOLDCO/FIN/ATLAS-REG-S          3.62500%    21-01.06.28         6 505  000.00        6 854  578.70
                                                          0.17
    EUR   ALTICE   FINANCING     SA-REG-S    2.25000%    20-15.01.25                1 000  000.00        1 061  250.70
                                                          0.03
    EUR   ALTICE   FINANCING     SA-REG-S    3.00000%    20-15.01.28                5 350  000.00        5 469  583.20
                                                          0.14
    添付の注記は当財務書類と不可分のものである。

                                127/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    EUR   ALTICE   FINANCING     SA-REG-S    4.25000%    21-15.08.29                2 186  000.00        2 301  721.08

                                                          0.06
    EUR   ALTICE   FRANCE-REG-S      3.37500%    19-15.01.28                  4 210  000.00        4 399  622.78
                                                          0.11
    EUR   ALTICE   FRANCE-REG-S      2.50000%    19-15.01.25                  1 945  000.00        2 098  582.06
                                                          0.05
    EUR   ALTICE   FRANCE-REG-S      2.12500%    20-15.02.25                   800  000.00         854  076.45
                                                          0.02
    EUR   ALTICE   FRANCE-REG-S      4.12500%    20-15.01.29                  3 433  000.00        3 655  973.35
                                                          0.09
    EUR   ARDAGH   PACKAGING     FINANCE/MP-REG-S        2.12500%    20-15.08.26            5 701  000.00        6 087  768.27
                                                          0.15
    EUR   AVANTOR    FUNDING    INC-REG-S     2.62500%    20-01.11.25                1 341  000.00        1 512  656.39
                                                          0.04
    EUR   AXALTA   COATING    SYSTEMS    DUTCH   HLDG-REG-S     3.75000%    16-15.01.25         1 350  000.00        1 511  306.98
                                                          0.04
    EUR   BANIJAY    ENTERTAINMENT      SASU-REG-S     3.50000%    20-01.03.25            4 250  000.00        4 680  875.62
                                                          0.12
    EUR   BANIJAY    GROUP   SAS-REG-S     6.50000%    20-01.03.26                1 567  000.00        1 773  751.48
                                                          0.04
    EUR   BCP  V MODULAR    SERVICES-REG-S       4.75000%    21-30.11.28              7 912  000.00        8 478  852.17
                                                          0.21
    EUR   BELDEN   INC-REG-S-SUB      4.12500%    16-15.10.26                  1 325  000.00        1 492  751.63
                                                          0.04
    EUR   BELDEN   INC-REG-S-SUB      3.37500%    17-15.07.27                  3 275  000.00        3 597  959.64
                                                          0.09
    EUR   BELDEN   INC-REG-S-SUB      3.87500%    18-15.03.28                  5 218  000.00        5 802  582.97
                                                          0.15
    EUR   BERRY   GLOBAL   INC-REG-S     1.00000%    20-15.01.25                  500  000.00         560  421.53
                                                          0.01
    EUR   BK LC LUX  FINCO1   SARL-REG-S     5.25000%    21-30.04.29               6 200  000.00        6 953  119.09
                                                          0.17
    EUR   BRUNELLO    BIDCO   SPA-REG-S     3.50000%    21-15.02.28                4 120  000.00        4 448  170.50
                                                          0.11
    EUR   BWAY  HOLDING    CO-REG-S    4.75000%    18-15.04.24                 2 750  000.00        3 059  197.79
                                                          0.08
    EUR   CAB  SELAS-REG-S     3.37500%    21-01.02.28                    3 187  000.00        3 472  207.59
                                                          0.09
    EUR   CARNIVAL    CORP-REG-S     10.12500%     20-01.02.26                  2 525  000.00        3 143  920.72
                                                          0.08
    EUR   CARNIVAL    CORP-REG-S     7.62500%    20-01.03.26                   925  000.00        1 083  887.32
                                                          0.03
    EUR   CENTURION     BIDCO   SPA-REG-S     5.87500%    20-30.09.26                4 147  000.00        4 769  171.98
                                                          0.12
    EUR   CHEMOURS    CO/THE   4.00000%    18-15.05.26                    5 950  000.00        6 652  794.90
                                                          0.17
    EUR   CHEPLAPHARM     ARZNEIMITTEL      GMBH-REG-S     4.37500%    20-15.01.28           1 350  000.00        1 543  813.74
                                                          0.04
    EUR   CHROME   BIDCO   SASU-REG-S     3.50000%    21-31.05.28                4 304  000.00        4 710  629.61
                                                          0.12
    EUR   CIRSA   FINANCE    INTERNATIONAL-REG-S         4.75000%    19-22.05.25            1 125  000.00        1 246  937.34
                                                          0.03
    EUR   CIRSA   FINANCE    INTERNATIONAL-REG-S         4.50000%    21-15.03.27             500  000.00         535  053.30
                                                          0.01
    EUR   COLFAX   CORP-REG-S     3.25000%    17-15.05.25                    235  000.00         263  632.58
                                                          0.01
    EUR   COMPACT    BIDCO   BV-REG-S    5.75000%    21-01.05.26                 2 400  000.00        2 428  085.99
                                                          0.06
    EUR   CONTOURGLOBAL      POWER   HOLDINGS    SA-REG-S    4.12500%    18-01.08.25           550  000.00         616  833.61
                                                          0.02
    EUR   CONTOURGLOBAL      POWER   HOLDINGS    SA-REG-S    2.75000%    20-01.01.26           717  000.00         759  969.93
                                                          0.02
    EUR   CONTOURGLOBAL      POWER   HOLDINGS    SA-REG-S    3.12500%    20-01.01.28           320  000.00         338  208.39
                                                          0.01
    EUR   COTY  INC-REG-S     3.87500%    21-15.04.26                     4 025  000.00        4 507  964.17
                                                          0.11
    EUR   CROWN   EUROPEAN    HOLDINGS    SA-REG-S    3.37500%    15-15.05.25            2 000  000.00        2 347  347.10
                                                          0.06
    EUR   CROWN   EUROPEAN    HOLDINGS    SA-REG-S    2.62500%    16-30.09.24            1 500  000.00        1 718  291.22
                                                          0.04
    EUR   CTC  BONDCO   GMBH-REG-S     5.25000%    17-15.12.25                 1 925  000.00        2 184  899.06
                                                          0.06
    EUR   CTEC  II GMBH-REG-S     5.25000%    22-15.02.30                   5 395  000.00        5 919  279.36
                                                          0.15
    EUR   CULLINAN    HOLDCO   SCSP  REG-S   4.62500%    21-15.10.26               4 341  000.00        4 747  621.56
                                                          0.12
    EUR   DERICHEBOURG      SA-REG-S    2.25000%    21-15.07.28                 1 050  000.00        1 185  877.87
                                                          0.03
    EUR   DIC  ASSET   AG-REG-S    2.25000%    21-22.09.26                   2 000  000.00        2 093  063.94
                                                          0.05
    EUR   DRAX  FINCO   PLC-REG-S     2.62500%    20-01.11.25                   460  000.00         525  689.59
                                                          0.01
    EUR   DUFRY   ONE  BV-REG-S    3.37500%    21-15.04.28                   2 030  000.00        2 174  528.33
                                                          0.05
    EUR   EC FINANCE    PLC-REG-S     3.00000%    21-15.10.26                  2 650  000.00        2 988  473.90
                                                          0.08
    EUR   EIRCOM   FINANCE    DAC-REG-S     3.50000%    19-15.05.26                4 592  000.00        5 096  155.68
                                                          0.13
    EUR   EIRCOM   FINANCE    DAC-REG-S     2.62500%    19-15.02.27                2 300  000.00        2 447  838.02
                                                          0.06
    EUR   ENCORE   CAPITAL    GROUP   INC-REG-S     4.87500%    20-15.10.25              500  000.00         577  371.05
                                                          0.01
    EUR   ENERGIZER     GAMMA   ACQUISITION     BV-REG-S    3.50000%    21-30.06.29           7 325  000.00        7 654  925.62
                                                          0.19
    EUR   FAURECIA    SA-REG-S    2.62500%    18-15.06.25                    430  000.00         486  699.91
                                                          0.01
    EUR   FAURECIA    SA-REG-S    3.12500%    19-15.06.26                    525  000.00         593  910.01
                                                          0.02
    EUR   FAURECIA    SE-REG-S    2.37500%    19-15.06.27                   1 800  000.00        1 973  787.75
                                                          0.05
    EUR   FONCIA   MANAGEMENT     SASU-REG-S     3.37500%    21-31.03.28              8 644  000.00        9 338  722.41
                                                          0.23
    EUR   FRIGOGLASS     FINANCE    BV-REG-S    6.87500%    20-12.02.25               3 000  000.00        2 871  934.74
                                                          0.07
                  *    *
    EUR
        GALAPAGO    SA/LUX-REG-S      DEFAULT    5.37500%    14-15.06.21             1 680  000.00
                                                     235.41     0.00
    EUR   GAMMA   BIDCO   SPA-REG-S     6.25000%    20-15.07.25                 1 300  000.00        1 490  089.25
                                                          0.04
    EUR   GAMMA   BONDCO   SARL-REG-S     8.12500%    21-15.11.26                2 300  000.00        2 534  649.38
                                                          0.06
    EUR   GETLINK    SE-REG-S    3.50000%    20-30.10.25                    2 620  000.00        2 987  395.78
                                                          0.08
    EUR   GRAPHIC    PACKAGING     INTERNATIONAL-REG-S         2.62500%    21-01.02.29           840  000.00         922  713.04
                                                          0.02
    EUR   GRIFOLS    SA-REG-S    3.20000%    17-01.05.25                    2 665  000.00        2 949  165.70
                                                          0.07
    EUR   GRUENENTHAL     GMBH-REG-S     3.62500%    21-15.11.26                  400  000.00         447  279.00
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                128/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    EUR   GRUENENTHAL     GMBH-REG-S     4.12500%    21-15.05.28                 2 390  000.00        2 672  492.02

                                                          0.07
    EUR   GRUPO   ANTOLIN-IRAUSA       SA-REG-S    3.50000%    21-30.04.28              5 600  000.00        5 802  636.78
                                                          0.15
    EUR   GRUPO-ANTOLIN      IRAUSA   SA-REG-S    3.37500%    18-30.04.26               750  000.00         803  289.55
                                                          0.02
    EUR   GUALA   CLOSURES    SPA-REG-S     3.25000%    21-15.06.28                5 825  000.00        6 227  820.59
                                                          0.16
    EUR   HELIXH   HOLDCO   SA-SUB   (PIK)   10.00000%     20-19.04.26                314  155.00         104  769.91
                                                          0.00
    EUR   HP PELZER   HOLDING    GMBH-REG-S     4.12500%    17-01.04.24              2 850  000.00        3 018  685.97
                                                          0.08
    EUR   HSE  FINANCE    SARL-REG-S     5.62500%    21-15.10.26                 2 110  000.00        2 333  165.44
                                                          0.06
    EUR   HT TROPLAST    GMBH-REG-S     9.25000%    20-15.07.25                 1 500  000.00        1 773  982.50
                                                          0.04
    EUR   IHO  VERWALTUNGS     GMBH-REG-S     (PIK)   3.75000%    16-15.09.26            1 500  000.00        1 702  263.16
                                                          0.04
    EUR   INEOS   FINANCE    PLC-REG-S     3.37500%    20-31.03.26                1 400  000.00        1 558  834.80
                                                          0.04
    EUR   INEOS   QUATTRO    FINANCE    2 PLC-REG-S     2.50000%    21-15.01.26            4 025  000.00        4 315  508.26
                                                          0.11
    EUR   INEOS   STYROLUTION     GROUP   GMBH-REG-S     2.25000%    20-16.01.27           1 000  000.00        1 053  740.00
                                                          0.03
    EUR   INPOST   SA-REG-S    2.25000%    21-15.07.27                    4 225  000.00        4 445  856.52
                                                          0.11
    EUR   INTER   MEDIA   COMMUNICATION      SRL-REG-S     4.87500%    17-31.12.22           1 300  000.00        1 336  830.83
                                                          0.03
    EUR   INTER   MEDIA   COMMUNICATION      SRL-REG-S     4.87500%    20-31.12.22            320  000.00         343  731.95
                                                          0.01
    EUR   INTRALOT    CAPITAL    LUXEMBOURG     SA-REG-S    5.25000%    17-15.09.24           1 400  000.00        1 380  883.67
                                                          0.04
    EUR   INTRUM   JUSTITIA    AB-REG-S    3.12500%    17-15.07.24                1 500  000.00        1 675  661.82
                                                          0.04
    EUR   IPD  3 BV-REG-S    5.50000%    20-01.12.25                     5 334  000.00        6 075  622.77
                                                          0.15
    EUR   IQVIA   INC-REG-S     2.25000%    21-15.03.29                    1 539  000.00        1 661  230.63
                                                          0.04
    EUR   KAEFER   ISOLIERTECHNIK-REG-S          5.50000%    18-10.01.24               2 975  000.00        3 333  841.11
                                                          0.08
    EUR   KANE  BIDCO   LTD-REG-S     5.00000%    22-15.02.27                  1 125  000.00        1 261  737.91
                                                          0.03
    EUR   KAPLA   HOLDING    SAS-REG-S     3.37500%    19-15.12.26                 850  000.00         905  704.89
                                                          0.02
    EUR   KLEOPATRA     FINCO   SARL-REG-S     4.25000%    21-01.03.26                975  000.00        1 027  396.50
                                                          0.03
    EUR   KME  AG-REG-S    6.75000%    18-01.02.23                     4 000  000.00        4 226  708.08
                                                          0.11
    EUR   KONGSBERG     ACTUATION     SYSTEMS    BV-REG-S    5.00000%    18-15.07.25           3 300  000.00        3 736  293.00
                                                          0.09
    EUR   KRAFT   HEINZ   FOODS   CO-REG-S    2.25000%    16-25.05.28               1 866  000.00        2 213  544.68
                                                          0.06
    EUR   KRATON   POLYMERS    LLC/CAPITAL     CORP-REG-S     5.25000%    18-15.05.26          2 800  000.00        3 221  507.37
                                                          0.08
    EUR   LA FINANCIERE     ATALIAN    SA-REG-S    4.00000%    17-15.05.24              500  000.00         533  310.14
                                                          0.01
    EUR   LHMC  FINCO   2 SARL-REG-S     (PIK)   7.25000%    19-02.10.25               899  891.19         975  903.97
                                                          0.02
    EUR   LORCA   TELECOM    BONDCO   SAU-REG-S     4.00000%    20-18.09.27             19 305  000.00        21 250  806.04
                                                          0.53
    EUR   LOUVRE   BIDCO   SAS-REG-S     4.25000%    17-30.09.24                 1 540  000.00        1 720  297.81
                                                          0.04
    EUR   LOXAM   SAS-REG-S     3.25000%    19-14.01.25                     950  000.00        1 038  326.25
                                                          0.03
    EUR   LOXAM   SAS-REG-S     3.50000%    16-03.05.23                    1 515  000.00        1 696  192.11
                                                          0.04
    EUR   LOXAM   SAS-REG-S     3.50000%    17-15.04.22                     620  000.00         694  672.49
                                                          0.02
    EUR   LOXAM   SAS-REG-S     4.25000%    17-15.04.24                    1 060  000.00        1 180  833.37
                                                          0.03
    EUR   LSF9  BALTA   ISSUER   SA-REG-S    7.75000%    21-31.12.24               1 215  000.00        1 359  971.98
                                                          0.03
    EUR   MANGROVE    LUXCO   III-REG-S     (PIK)   7.77500%    19-09.10.25             1 246  547.00        1 271  754.79
                                                          0.03
    EUR   MARCOLIN    SPA-REG-S     6.12500%    21-15.11.26                   1 600  000.00        1 784  273.28
                                                          0.05
    EUR   MOBILUX    FINANCE    SAS-REG-S     4.25000%    21-15.07.28                2 700  000.00        2 941  770.79
                                                          0.07
    EUR   MOTION   FINCO   SARL-REG-S     7.00000%    20-15.05.25                2 830  000.00        3 294  632.01
                                                          0.08
    EUR   MPT  OPERATING     PARTNERSHIP     LP/FIN   CORP  0.99300%    21-15.10.26           150  000.00         164  643.07
                                                          0.00
    EUR   NEINOR   HOMES   SA-REG-S    4.50000%    21-15.10.26                 1 000  000.00        1 130  192.20
                                                          0.03
    EUR   NETFLIX    INC  4.62500%    18-15.05.29                      9 540  000.00        12 938  611.41
                                                          0.32
    EUR   NEXI  SPA-REG-S     2.12500%    21-30.04.29                     4 625  000.00        4 937  660.57
                                                          0.12
    EUR   NIDDA   BONDCO   GMBH-REG-S     7.25000%    18-30.09.25                 300  000.00         337  140.75
                                                          0.01
    EUR   NOBEL   BIDCO   BV-REG-S    3.12500%    21-15.06.28                  2 425  000.00        2 535  475.00
                                                          0.06
    EUR   NOMAD   FOODS   BONDCO   PLC-REG-S     2.50000%    21-24.06.28              1 000  000.00        1 092  616.28
                                                          0.03
    EUR   NORICAN    GROUP   APS-REG-S     4.50000%    17-15.05.23                3 500  000.00        3 815  956.87
                                                          0.10
    EUR   NOVAFIVES     SAS-REG-S     5.00000%    18-15.06.25                  1 500  000.00        1 490  831.35
                                                          0.04
    EUR   OI EUROPEAN    GROUP   BV-REG-S    3.12500%    16-15.11.24               8 918  000.00        10 145  274.69
                                                          0.25
    EUR   OI EUROPEAN    GROUP   BV-REG-S    2.87500%    19-15.02.25                300  000.00         334  013.16
                                                          0.01
    EUR   PAPREC   HOLDING-REG-S      4.00000%    18-31.03.25                  1 500  000.00        1 690  075.65
                                                          0.04
    EUR   PARTS   EUROPE   SA-REG-S    6.50000%    20-16.07.25                 2 250  000.00        2 600  666.76
                                                          0.07
    EUR   PAYSAFE    FINANCE    PLC-REG-S     3.00000%    21-15.06.29                2 400  000.00        2 491  982.99
                                                          0.06
    EUR   PEOPLECERT     WISDOM   ISSUER   PLC-REG-S     5.75000%    21-15.09.26            700  000.00         802  109.36
                                                          0.02
    EUR   PFLEIDERER     GMBH-REG-S     4.75000%    21-15.04.26                 3 025  000.00        3 372  157.34
                                                          0.08
    EUR   PHM  GROUP   HOLDING    OY-144A-REG-S      4.75000%    21-18.06.26              690  000.00         787  258.12
                                                          0.02
    EUR   PICARD   GROUPE   SAS-REG-S     3.87500%    21-01.07.26                9 423  000.00        10 397  974.81
                                                          0.26
    EUR   PINNACLE    BIDCO   PLC-REG-S     5.50000%    20-15.02.25                2 450  000.00        2 784  460.86
                                                          0.07
    添付の注記は当財務書類と不可分のものである。

                                129/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    EUR   PLATIN   1426  GMBH-REG-S     5.37500%    17-15.06.23                 3 050  000.00        3 389  099.12

                                                          0.09
    EUR   PLATIN   1426  GMBH-REG-S     6.87500%    18-15.06.23                  670  000.00         747  585.03
                                                          0.02
    EUR   PLT  VII  FINANCE    SARL-REG-S     4.62500%    20-05.01.26               2 400  000.00        2 653  003.44
                                                          0.07
    EUR   PRIMO   WATER   HOLDINGS    INC-REG-S     3.87500%    20-31.10.28             6 625  000.00        7 335  500.32
                                                          0.18
    EUR   PRO-GEST    SPA-REG-S     3.25000%    17-15.12.24                   1 700  000.00        1 815  179.25
                                                          0.05
    EUR   Q-PARK   HOLDING    I BV-REG-S    1.50000%    20-01.03.25                4 525  000.00        4 795  869.49
                                                          0.12
    EUR   Q-PARK   HOLDING    I BV-REG-S    2.00000%    20-01.03.27                1 661  000.00        1 708  367.56
                                                          0.04
    EUR   QUATRIM    SASU-REG-S     5.87500%    19-15.01.24                   1 700  000.00        1 939  488.06
                                                          0.05
    EUR   RCS  & RDS  SA-REG-S    3.25000%    20-05.02.28                   5 000  000.00        5 343  316.56
                                                          0.13
    EUR   REBECCA    BIDCO   GMBH-REG-S     5.75000%    20-15.07.25                1 700  000.00        1 954  295.35
                                                          0.05
    EUR   REKEEP   SPA-REG-S     7.25000%    21-01.02.26                    1 000  000.00        1 182  336.64
                                                          0.03
    EUR   REXEL   SA-REG-S    2.12500%    21-15.06.28                     270  000.00         298  508.29
                                                          0.01
    EUR   ROSSINI    SARL-REG-S     6.75000%    18-30.10.25                   2 500  000.00        2 890  078.12
                                                          0.07
    EUR   RUBIS   TERMINAL    INFRA   SAS  -REG-S   5.62500%    20-15.05.25             3 170  000.00        3 667  284.24
                                                          0.09
    EUR   SANI/IKOS     FINANCIAL     HOLDINGS-REG-S       5.62500%    21-15.12.26           2 625  000.00        2 972  051.25
                                                          0.07
    EUR   SCHOELLER     PACKAGING     BV-REG-S    6.37500%    19-01.11.24              4 300  000.00        4 748  140.11
                                                          0.12
    EUR   SCIL  IV LLC  / SCIL  USA  HOLDINGS-REG-S       4.37500%    21-01.11.26          1 020  000.00        1 137  702.90
                                                          0.03
    EUR   SELECTA    GROUP   BV-REG-S    (PAY  IN KIND)   10.00000%     20-01.07.26           550  053.00         601  453.16
                                                          0.02
    EUR   SGL  CARBON   SE-REG-S    4.62500%    19-30.09.24                  1 225  000.00        1 373  060.21
                                                          0.03
    EUR   SHIBA   BIDCO   SPA-REG-S     4.50000%    21-31.10.28                 2 280  000.00        2 527  126.35
                                                          0.06
    EUR   SIGMA   HOLDCO   BV-REG-S    5.75000%    18-15.05.26                  825  000.00         831  352.94
                                                          0.02
    EUR   SIGNA   DEVELOPMENT     FINANCE    SCS-REG-S     5.50000%    21-23.07.26           1 500  000.00        1 541  515.13
                                                          0.04
    EUR   SOFIMA   HOLDING    SPA-REG-S     3.75000%    20-15.01.28                6 452  000.00        6 961  610.71
                                                          0.17
    EUR   SPA  HOLDINGS    3 OY-REG-S    3.62500%    21-04.02.28                4 950  000.00        5 427  317.04
                                                          0.14
    EUR   SPCM  SA-REG-S    2.62500%    20-01.02.29                     2 150  000.00        2 400  726.31
                                                          0.06
    EUR   SPECTRUM    BRANDS   INC-REG-S     4.00000%    16-01.10.26                4 590  000.00        5 200  445.67
                                                          0.13
    EUR   STANDARD    PROFIL   AUTOMOTIVE     GMBH-REG-S     6.25000%    21-30.04.26          3 910  000.00        3 462  656.90
                                                          0.09
    EUR   SUMMER   BC HOLDCO   B SARL-REG-S     5.75000%    19-31.10.26              6 084  000.00        6 981  801.88
                                                          0.18
    EUR   SUMMER   BIDCO   BV-REG-S    (PIK)   STEP-DOWN     20-15.11.25              1 300  000.00        1 515  976.34
                                                          0.04
    EUR   SUNSHINE    MID  BV-REG-S    6.50000%    18-15.05.26                  800  000.00         912  000.76
                                                          0.02
    EUR   SUPERIOR    INDUSTRIES     INTERNATIONAL-REG-S         6.00000%    17-15.06.25          800  000.00         874  989.82
                                                          0.02
    EUR   TECHEM   VERWALTUNGSGESELLSCHAF-REG-S             2.00000%    20-15.07.25           4 225  000.00        4 587  981.15
                                                          0.12
    EUR   TEVA  PHARMACEUTICAL       FINANCE    II BV-REG-S    1.87500%    15-31.03.27         8 893  000.00        8 846  288.40
                                                          0.22
    EUR   TEVA  PHARMACEUTICAL       FINANCE    II BV-REG-S    1.62500%    16-15.10.28         2 593  000.00        2 430  408.84
                                                          0.06
    EUR   TRIVIUM    PACKAGING     FINANCE    BV-REG-S    3.75000%    19-15.08.26           4 075  000.00        4 528  150.03
                                                          0.11
    EUR   UNITED   GROUP   BV-REG-S    4.62500%    21-15.08.28                 1 555  000.00        1 682  144.58
                                                          0.04
    EUR   UNITED   GROUP   BV-REG-S    4.00000%    20-15.11.27                 2 150  000.00        2 299  630.16
                                                          0.06
    EUR   UNITED   GROUP   BV-REG-S    3.12500%    20-15.02.26                 3 350  000.00        3 562  835.74
                                                          0.09
    EUR   UNITED   GROUP   BV-REG-S    5.25000%    22-01.02.30                 1 915  000.00        2 082  313.55
                                                          0.05
    EUR   UPC  HOLDING    BV-REG-S    3.87500%    17-15.06.29                   500  000.00         556  931.85
                                                          0.01
    EUR   UPCB  FINANCE    VII  LTD-REG-S     3.62500%    17-15.06.29               4 350  000.00        4 834  335.37
                                                          0.12
    EUR   VERDE   BIDCO   SPA-REG-S     4.62500%    21-01.10.26                 4 587  000.00        5 148  454.53
                                                          0.13
    EUR   VERISURE    HOLDING    AB-REG-S    3.50000%    18-15.05.23                1 900  000.00        2 134  479.28
                                                          0.05
    EUR   VERISURE    HOLDING    AB-REG-S    3.87500%    20-15.07.26                2 000  000.00        2 246  484.00
                                                          0.06
    EUR   VERISURE    HOLDING    AB-REG-S    3.25000%    21-15.02.27                6 225  000.00        6 760  155.47
                                                          0.17
    EUR   VERTICAL    MIDCO   GMBH-REG-S     4.37500%    20-15.07.27                6 150  000.00        6 951  647.22
                                                          0.17
    EUR   VIA  CELERE   DESARROLLOS     INMOB-REG-S     5.25000%    21-01.04.26           2 000  000.00        2 291  324.00
                                                          0.06
    EUR   VICTORIA    PLC-REG-S     3.62500%    21-26.08.26                    700  000.00         771  673.98
                                                          0.02
    EUR   VICTORIA    PLC-REG-S     3.75000%    21-15.03.28                   1 040  000.00        1 148  305.77
                                                          0.03
    EUR   VIVION   INVESTMENTS     SARL-REG-S     3.00000%    19-08.08.24              3 600  000.00        3 834  748.19
                                                          0.10
    EUR   VMED  O2 UK FINANCING     I PLC-REG-S     3.25000%    20-31.01.31            3 095  000.00        3 243  270.04
                                                          0.08
    EUR   VZ SECURED    FINANCING     BV-REG-S    3.50000%    22-15.01.32              1 330  000.00        1 408  618.74
                                                          0.04
    EUR   VZ VENDOR   FINANCING     II BV-REG-S    2.87500%    20-15.01.29             5 358  000.00        5 608  615.66
                                                          0.14
    EUR   WEPA  HYGIENEPRODUKTE       GMBH-REG-S     2.87500%    19-15.12.27             6 300  000.00        6 556  752.33
                                                          0.16
    EUR   WP/AP   TELECOM    HOLDINGS    IV BV-REG-S    3.75000%    21-15.01.29            900  000.00         980  630.62
                                                          0.02
    ユーロ合計                                             537  442  312.52
                                                         13.45
    GBP

    GBP   ALLIED   UNIVERSAL     HOLDCO/FIN/ATLAS-REG-S          4.87500%    21-01.06.28         1 450  000.00        1 814  934.48
                                                          0.05
    添付の注記は当財務書類と不可分のものである。

                                130/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    GBP   ARQIVA   BROADCAST     FINANCE    PLC-REG-S     6.75000%    18-30.09.23            900  000.00        1 220  719.04

                                                          0.03
    GBP   B&M  EUROPEAN    VALUE   RETAIL   SA-REG-S    4.00000%    21-15.11.28           1 750  000.00        2 301  258.45
                                                          0.06
    GBP   BELLIS   ACQUISITION     CO PLC-REG-S     4.50000%    21-16.02.26             1 230  000.00        1 600  722.62
                                                          0.04
    GBP   BOPARAN    FINANCE    PLC-REG-S     7.62500%    20-30.11.25                1 000  000.00        1 113  328.00
                                                          0.03
    GBP   GALAXY   BIDCO   LTD-REG-S     6.50000%    19-31.07.26                  770  000.00        1 055  798.05
                                                          0.03
    GBP   HEATHROW    FINANCE    PLC-REG-S     4.12500%    19-01.09.29               1 650  000.00        2 168  181.80
                                                          0.05
    GBP   KANE  BIDCO   LTD-REG-S     6.50000%    22-15.02.27                   625  000.00         837  902.35
                                                          0.02
    GBP   PREMIER    FOODS   FINANCE    PLC-REG-S     3.50000%    21-15.10.26              790  000.00        1 022  849.27
                                                          0.03
    GBP   VIRGIN   MEDIA   VENDOR   FINANCING-REG-S       4.87500%    20-15.07.28           1 725  000.00        2 240  157.55
                                                          0.06
    GBP   VMED  O2 UK FINANCING     I PLC-REG-S     4.00000%    20-31.01.29             450  000.00         561  516.75
                                                          0.01
    GBP   VMED  O2 UK FINANCING     I PLC-REG-S     4.50000%    21-15.07.31            2 125  000.00        2 704  179.43
                                                          0.07
    GBP   WILLIAM    HILL  PLC-REG-S     4.87500%    16-07.09.23                  700  000.00         960  285.99
                                                          0.02
    英ポンド合計                                             19 601  833.78
                                                          0.50
    USD

    USD   ALCATEL-LUCENT       USA  INC  6.45000%    99-15.03.29                 1 230  000.00        1 317  637.50
                                                          0.03
    USD   ALLEGHENY     LUDLUM   CORP  6.95000%    95-15.12.25                  283  000.00         305  908.85
                                                          0.01
    USD   ALTICE   FINANCING     SA-144A    5.75000%    21-15.08.29                 691  000.00         645  863.88
                                                          0.02
    USD   BALL  CORP  4.87500%    18-15.03.26                       5 287  000.00        5 617  437.50
                                                          0.14
    USD   BELO  CORP  7.75000%    97-01.06.27                       2 594  000.00        2 983  100.00
                                                          0.07
    USD   CENTURYLINK     INC  6.87500%    98-15.01.28                    3 545  000.00        3 793  150.00
                                                          0.09
    USD   DEUTSCHE    BANK  AG-SUB   4.50000%    15-01.04.25                  5 375  000.00        5 594  625.56
                                                          0.14
    USD   EDISON   INTERNATIONAL      5.37500%    21-PRP                  1 225  000.00        1 242  609.37
                                                          0.03
    USD   FORD  MOTOR   CO 7.40000%    96-01.11.46                     2 560  000.00        3 385  600.00
                                                          0.08
    USD   GRAPHIC    PACKAGING     INTERNATIONAL-144A         3.75000%    21-01.02.30           1 539  000.00        1 477  440.00
                                                          0.04
    USD   HCA  INC  5.37500%    15-01.02.25                         777  000.00         826  930.02
                                                          0.02
    USD   IHO  VERWALTUNGS     GMBH-144A     (PIK)   6.00000%    19-15.05.27             1 850  000.00        1 904  945.00
                                                          0.05
                  *    *
    USD
        INTELSAT    LUXEMBOURG     SA  DEFAULTED     8.12500%    13-01.06.23            4 910  000.00         24 550.00
                                                          0.00
    USD   L BRANDS   INC  6.95000%    03-01.03.33                     1 492  000.00        1 624  444.84
                                                          0.04
    USD   NEW  ALBERTSONS     LP 7.45000%    99-01.08.29                    853  000.00         970  287.50
                                                          0.02
    USD   NUSTAR   LOGISTICS     LP 6.00000%    19-01.06.26                  1 420  000.00        1 489  395.40
                                                          0.04
    USD   SPA  HOLDINGS    3 OY-144A    4.87500%    21-04.02.28                 2 098  000.00        2 022  052.40
                                                          0.05
    USD   TELECOM    ITALIA   CAPITAL    6.00000%    05-30.09.34                  655  000.00         645  175.00
                                                          0.02
    USD   VZ SECURED    FINANCING     BV-144A    5.00000%    22-15.01.32              6 235  000.00        6 012  909.30
                                                          0.15
    USD   YUM  BRANDS   INC  6.87500%    07-15.11.37                     1 425  000.00        1 667  250.00
                                                          0.05
    米ドル合計                                             43 551  312.12
                                                          1.09
    債券、固定利付債合計                                             601  340  681.56

                                                         15.05
    債券、ゼロ・クーポン債

    USD

    USD   NYRSTAR    HOLDINGS    PLC-REG-S     0.00000%    19-31.07.26                763  000.00         598  269.24
                                                          0.01
    米ドル合計                                               598  269.24
                                                          0.01
    債券、ゼロ・クーポン債合計                                               598  269.24

                                                          0.01
    債券、変動利付債

    EUR

    EUR   ABN  AMRO  BANK  NV-REG-S-SUB      4.750%/VAR     17-PRP              3 500  000.00        4 097  389.53
                                                          0.10
    EUR   ABN  AMRO  BANK  NV-REG-S-SUB      4.375%/VAR     20-PRP               900  000.00        1 050  517.13
                                                          0.03
    EUR   AKELIUS    RESIDENTIAL     PROPERT-REG-S-SUB        3.875%/VAR     18-05.10.78          430  000.00         497  955.31
                                                          0.01
    EUR   APCOA   PARKING    HOLDINGS    GM-REG-S    3M EURIBOR+500BP      21-15.01.27         1 965  000.00        2 200  082.04
                                                          0.05
    EUR   ASSEMBLIN     FINANCING     AB-REG-S    3M EURIBOR+500BP      19-15.05.25           2 200  000.00        2 466  200.00
                                                          0.06
    EUR   BACH  BIDCO   SPA-REG-S     3M EURIBOR+425BP      21-15.10.28              1 850  000.00        2 079  242.01
                                                          0.05
    EUR   BANCO   DE SABADELL    SA-REG-S-SUB      6.500%/VAR     17-PRP            3 600  000.00        4 086  045.00
                                                          0.10
    EUR   BANCO   DE SABADELL    SA-REG-S-SUB      5.000%/VAR     21-PRP            1 000  000.00        1 088  771.25
                                                          0.03
    添付の注記は当財務書類と不可分のものである。

                                131/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    EUR   BAYER   AG-REG-S-SUB      3.125%/VAR     19-12.11.79                  1 000  000.00        1 112  345.88

                                                          0.03
    EUR   BRUNELLO    BIDCO   SPA-REG-S     3M EURIBOR+371BP      21-15.02.28             700  000.00         776  934.61
                                                          0.02
    EUR   BURGER   KING  FRANCE   SAS-REG-S     3M EURIBOR+475BP      21-01.11.26           3 150  000.00        3 560  543.30
                                                          0.09
    EUR   CAIXABANK     SA-REG-S-SUB      6.750%/VAR     17-PRP                2 600  000.00        3 182  609.13
                                                          0.08
    EUR   CAIXABANK     SA-REG-S-SUB      6.000%/VAR     17-PRP                2 000  000.00        2 281  235.00
                                                          0.06
    EUR   CULLINAN    HOLDCO   SCSP-REG-S     3M EURIBOR+475BP      21-15.10.26            664  000.00         731  042.57
                                                          0.02
    EUR   DIOCLE   SPA-REG-S     3M EURIBOR+387.5BP       19-30.06.26                850  000.00         754  307.48
                                                          0.02
    EUR   GAS  NATURAL    FENOSA   FINANCE    BV-REG-S-SUB      4.125%/VAR     14-PRP         800  000.00         922  708.55
                                                          0.02
    EUR   GOLDEN   GOOSE   SPA-REG-S     3M EURIBOR+487.5BP       21-14.05.27            1 400  000.00        1 543  504.90
                                                          0.04
    EUR   HSBC  HOLDINGS    PLC-144A-REG-S-SUB         5.250%/VAR     14-PRP           1 800  000.00        2 060  577.36
                                                          0.05
    EUR   INTESA   SANPAOLO    SPA-REG-S-SUB      7.750%/VAR     17-PRP             3 300  000.00        4 337  503.23
                                                          0.11
    EUR   LA POSTE   SA-REG-S-SUB      3.125%/VAR     18-PRP                1 000  000.00        1 144  798.83
                                                          0.03
    EUR   LEATHER    2 SPA-REG-S     3M EURIBOR+450BP      21-30.09.28                660  000.00         736  974.55
                                                          0.02
    EUR   LION/POLARIS      LUX  4 SA-REG-S    3M EURIBOR+400BP      21-01.07.26           2 367  000.00        2 640  989.06
                                                          0.07
    EUR   LOUVRE   BIDCO   SAS-REG-S     3M EURIBOR+537.5BP       18-30.09.24             470  000.00         299  262.16
                                                          0.01
    EUR   PAGANINI    BIDCO   SPA-REG-S     3M EURIBOR+425BP      21-30.10.28            2 950  000.00        3 322  452.98
                                                          0.08
    EUR   PARTS   EUROPE   SA-REG-S    3M EURIBOR+400BP      21-20.07.27               900  000.00        1 007  638.88
                                                          0.03
    EUR   PFLEIDERER     GMBH-REG-S     EUR003M+475BP      21-15.04.26               1 625  000.00        1 812  699.04
                                                          0.04
    EUR   RABOBANK    NEDERLAND     NV-REG-S-SUB      3.250%/VAR     19-PRP            5 400  000.00        6 008  035.81
                                                          0.15
    EUR   RAIFFEISEN     BANK  INTL  AG-REG-S-SUB      6.125%/VAR     17-PRP            600  000.00         687  733.50
                                                          0.02
    EUR   RIMINI   BIDCO   SPA-REG-S     3M EURIBOR+525BP      21-14.12.26             2 700  000.00        2 898  065.25
                                                          0.07
    EUR   SAMHALLSBYGGNADSBOLAGET           I NOR-REG-S-SUB      2.624%/VAR     20-PRP         440  000.00         475  881.90
                                                          0.01
    EUR   SES  SA-REG-S-SUB      5.625%/VAR     16-PRP                   1 500  000.00        1 770  289.92
                                                          0.04
    EUR   SOFIMA   HOLDING    SPA-REG-S     3M EURIBOR+400BP      20-15.01.28            1 897  000.00        2 107  211.04
                                                          0.05
    EUR   SOLVAY   FINANCE    SA-REG-S-SUB      5.869%/VAR     15-PRP              2 000  000.00        2 437  726.60
                                                          0.06
    EUR   TELEFONICA     EUROPE   BV-REG-S-SUB      5.875%/VAR     14-PRP            4 000  000.00        4 864  512.24
                                                          0.12
    EUR   TELEFONICA     EUROPE   BV-REG-S-SUB      3.875%/VAR     18-PRP            6 400  000.00        7 469  784.40
                                                          0.19
    EUR   TELEFONICA     EUROPE   BV-REG-S-SUB      4.375%/VAR     19-PRP            5 200  000.00        6 193  769.83
                                                          0.14
    EUR   TELEFONICA     EUROPE   BV-REG-S-SUB      2.875%/VAR     19-PRP            3 300  000.00        3 639  186.38
                                                          0.09
    EUR   TRIVIUM    PACKAGING     FIN  BV-REG-S    3M EURIBOR+375BP      19-15.08.26           270  000.00         300  172.98
                                                          0.01
    EUR   UNICREDIT     SPA-REG-S-SUB      6.625%/VAR     17-PRP                1 400  000.00        1 640  211.33
                                                          0.04
    EUR   UNICREDIT     SPA-REG-S-SUB      5.375%/VAR     17-PRP                1 000  000.00        1 156  845.10
                                                          0.03
    EUR   UNITED   GROUP   BV-REG-S    3M EURIBOR+487.5BP       22-01.02.29              450  000.00         503  527.87
                                                          0.01
    EUR   VERISURE    HOLDING    AB-REG-S    3M EURIBOR+500BP      20-15.04.25             950  000.00        1 072  937.13
                                                          0.03
    EUR   VERTICAL    MIDCO   GMBH-REG-S     3M EURIBOR+475BP      20-15.07.27            5 153  000.00        5 776  513.00
                                                          0.14
    EUR   VODAFONE    GROUP   PLC-REG-S-SUB      3.100%/VAR     18-03.01.79             5 750  000.00        6 586  022.41
                                                          0.16
    EUR   VODAFONE    GROUP   PLC-REG-S-SUB      4.200%/VAR     18-03.10.78             1 000  000.00        1 196  488.14
                                                          0.03
    EUR   VOLKSWAGEN     INTERNATIONAL      FIN  NV-REG-S-SUB      2.500%/VAR     15-PRP       3 413  000.00        3 833  670.85
                                                          0.10
    EUR   WEPA  HYGIENEPRODUKTE-REG-S          3M EURIBOR+287.5BP       19-15.12.26           1 825  000.00        1 956  831.61
                                                          0.05
    ユーロ合計                                             112  369  747.07
                                                          2.79
    USD

    USD   ALLIANZ    SE-REG-S-SUB      3.200%/VAR     21-PRP                  400  000.00         369  500.00
                                                          0.01
    USD   ALLY  FINANCIAL     INC-SUB    4.700%/VAR     21-PRP                 760  000.00         751  374.00
                                                          0.02
    USD   BARCLAYS    PLC-SUB    7.750%/VAR     18-PRP                   2 400  000.00        2 550  000.00
                                                          0.06
    USD   CITIGROUP     INC-SUB    5.950%/VAR     15-PRP                   635  000.00         669  925.00
                                                          0.02
    USD   DANSKE   BANK  AS-REG-S-SUB      6.125%/VAR     17-PRP               1 900  000.00        1 966  500.00
                                                          0.05
    USD   ING  GROEP   NV-SUB   5.750%/VAR     19-PRP                   1 000  000.00        1 051  250.00
                                                          0.03
    USD   SKANDINAVISKA      ENSKILDA    BANKEN-REG-S-SUB        5.125%/VAR     19-PRP        1 000  000.00        1 025  790.00
                                                          0.03
    USD   VODAFONE    GROUP   PLC-REG-S-SUB      6.250%/VAR     18-03.10.78             2 065  000.00        2 168  663.00
                                                          0.05
    米ドル合計                                             10 553  002.00
                                                          0.27
    債券、変動利付債合計                                             122  922  749.07

                                                          3.06
    転換社債型新株予約権付社債、変動利付債

    EUR

    EUR   BANCO   BPM  SPA-REG-S-SUB      COCO  6.125%/VAR     20-PRP              800  000.00         911  480.61
                                                          0.02
    EUR   BANK  OF IRELAND    GROUP   PLC-REG-S-SUB      COCO  7.500%/VAR     20-PRP         260  000.00         329  198.24
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                132/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    EUR   BANK  OF IRELAND    GROUP   PLC-REG-S-SUB      COCO  6.000%/VAR     20-PRP         300  000.00         358  448.72

                                                          0.01
    EUR   ERSTE   GROUP   BANK  AG-REG-S-SUB      COCO  5.125%/VAR     19-PRP           1 600  000.00        1 902  381.84
                                                          0.05
    EUR   INTESA   SANPAOLO    SPA-REG-S-SUB      COCO  5.875%/VAR     20-PRP           2 800  000.00        3 328  163.81
                                                          0.08
    EUR   INTESA   SANPAOLO    SPA-REG-S-SUB      COCO  5.500%/VAR     20-PRP           400  000.00         471  766.12
                                                          0.01
    ユーロ合計                                              7 301  439.34
                                                          0.18
    GBP

    GBP   LEGAL   & GENERAL    GROUP   PLC-REG-S-SUB      COCO  5.625%/VAR     20-PRP        1 800  000.00        2 527  290.25
                                                          0.06
    GBP   LLOYDS   BANKING    GROUP   PLC-REG-S-SUB      5.125%/VAR     20-PRP           1 350  000.00        1 843  170.31
                                                          0.05
    GBP   NATIONWIDE     BUILDING    SOCIETY-REG-S-SUB        COCO  5.750%/VAR     20-PRP        550  000.00         773  149.96
                                                          0.02
    英ポンド合計                                              5 143  610.52
                                                          0.13
    USD

    USD   CREDIT   SUISSE   GROUP   AG-REG-S-SUB      COCO  7.250%/VAR     18-PRP         1 025  000.00        1 095  468.75
                                                          0.03
    USD   DEUTSCHE    BANK  AG-SUB   COCO  6.000%/VAR     20-PRP                400  000.00         403  000.00
                                                          0.01
    USD   UBS  GROUP   AG-REG-S-SUB      7.000%/VAR     19-PRP                1 200  000.00        1 268  256.00
                                                          0.03
    米ドル合計                                              2 766  724.75
                                                          0.07
    転換社債型新株予約権付社債、変動利付債合計                                             15 211  774.61

                                                          0.38
    公認の証券取引所に上場されている譲渡性のある有価証券および短期金融商品

                                                2 044  546  738.15
    合計                                                     51.15
    他の規制ある市場で取引されている譲渡性のある有価証券および短期金融商品

    ノート、固定利付債
    EUR

    EUR   BCP  V MODULAR    SERVICES    FINANCE-REG-S      6.75000%    21-30.11.29           200  000.00         207  497.10
                                                          0.01
    ユーロ合計                                               207  497.10
                                                          0.01
    USD

    USD   1011778    BC ULC/NEW    RED  FINANCE    INC-144A    3.87500%    19-15.01.28         1 030  000.00        1 004  095.50
                                                          0.03
    USD   1011778    BC ULC/NEW    RED  FINANCE    INC-144A    5.75000%    20-15.04.25         2 395  000.00        2 475  831.25
                                                          0.06
    USD   1011778    BC ULC/NEW    RED  FINANCE    INC-144A    4.00000%    20-15.10.30          676  000.00         625  752.92
                                                          0.02
    USD   ACI  WORLDWIDE     INC-144A    5.75000%    18-15.08.26                 4 647  000.00        4 831  137.38
                                                          0.12
    USD   ADT  CORP-144A     4.87500%    16-15.07.32                     6 967  000.00        6 688  320.00
                                                          0.17
    USD   ADT  SECURITY    CORP/THE-144A      4.12500%    21-01.08.29                403  000.00         379  069.86
                                                          0.01
    USD   AG ISSUER   LLC-144A    6.25000%    20-01.03.28                   1 575  000.00        1 636  157.25
                                                          0.04
    USD   AHEAD   DB HOLDINGS    LLC-144A    6.62500%    21-01.05.28               2 139  000.00        2 070  894.24
                                                          0.05
    USD   AHERN   RENTALS    INC-144A    7.37500%    15-15.05.23                 1 445  000.00        1 354  687.50
                                                          0.03
    USD   ALBERTSONS     COS  INC  / SAFEWAY    INC-144A    5.87500%    19-15.02.28          1 933  000.00        2 015  326.47
                                                          0.05
    USD   ALBERTSONS     COS  LLC  / SAFEWAY    INC-144A    4.87500%    20-15.02.30           925  000.00         942  343.75
                                                          0.02
    USD   ALBERTSONS     COS  LLC  / SAFEWAY    INC-144A    3.50000%    20-15.03.29           740  000.00         698  678.40
                                                          0.02
    USD   ALLEN   MEDIA   CO-ISS   INC-144A    10.50000%     20-15.02.28              2 309  000.00        2 307  452.97
                                                          0.06
    USD   ALLIANCE    DATA  SYSTEMS    CORP-144A     4.75000%    19-15.12.24             4 846  000.00        4 905  315.04
                                                          0.12
    USD   ALLIANCE    DATA  SYSTEMS    CORP-144A     7.00000%    20-15.01.26             3 312  000.00        3 452  760.00
                                                          0.09
    USD   ALLIANT    HLDG  INTER   LLC/CO   ISSUER-144A     6.75000%    19-15.10.27          7 299  000.00        7 214  185.62
                                                          0.18
    USD   ALLIED   UNIVERSAL     HOLDCO/FIN     CORP-144A     6.62500%    19-15.07.26          6 757  000.00        6 938  526.81
                                                          0.17
    USD   ALLIED   UNIVERSAL     HOLDCO   LLC-144A    9.75000%    19-15.07.27            5 815  000.00        6 134  825.00
                                                          0.15
    USD   ALLISON    TRANSMISSION      INC-144A    4.75000%    17-01.10.27              4 305  000.00        4 369  575.00
                                                          0.11
    USD   ALTICE   FRANCE   SA/FRANCE-144A       5.12500%    20-15.01.29              2 906  000.00        2 702  580.00
                                                          0.07
    USD   AMERICAN    AIRLINES    GROUP   INC-144A    3.75000%    20-01.03.25            3 115  000.00        2 882  402.95
                                                          0.07
    USD   AMERICAN    AIRLINES    INC-144A    5.50000%    21-20.04.26               1 460  000.00        1 494  675.00
                                                          0.04
    USD   AMERICAN    AIRLINES    INC-144A    11.75000%     20-15.07.25               2 100  000.00        2 541  903.00
                                                          0.06
    USD   AMKOR   TECHNOLOGY     INC-144A    6.62500%    19-15.09.27                605  000.00         636  006.25
                                                          0.02
    USD   AMN  HEALTHCARE     INC-144A    4.62500%    19-01.10.27                 180  000.00         181  756.80
                                                          0.00
    USD   ANGI  GROUP   LLC-144A    3.87500%    20-15.08.28                  1 220  000.00        1 116  800.20
                                                          0.03
    添付の注記は当財務書類と不可分のものである。

                                133/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   ANTERO   MIDSTREAM     PARTNERS/FIN      CORP-144A     5.75000%    19-01.03.27         6 461  000.00        6 557  915.00

                                                          0.16
    USD   ANTERO   MIDSTREAM     PARTNERS/FIN      CORP-144A     5.75000%    19-15.01.28         5 740  000.00        5 853  652.00
                                                          0.15
    USD   ANTERO   MIDSTREAM     PARTNERS    LP-144A    7.87500%    20-15.05.26             459  000.00         493  425.00
                                                          0.01
    USD   ANTERO   RESOURCES     CORP-144A     8.37500%    21-15.07.26               2 677  000.00        2 985  765.18
                                                          0.07
    USD   ANTERO   RESOURCES     FIN  CORP-144A     7.62500%    21-01.02.29             5 805  000.00        6 327  450.00
                                                          0.16
    USD   APX  GROUP   INC-144A    6.75000%    20-15.02.27                    660  000.00         677  773.80
                                                          0.02
    USD   ARAMARK    SERVICES    INC-144A    5.00000%    17-01.04.25                1 816  000.00        1 839  971.20
                                                          0.05
    USD   ARCHROCK    PARTNERS    LP/FIN   CORP-144A     6.25000%    19-01.04.28           2 079  000.00        2 087  232.84
                                                          0.05
    USD   ARDAGH   PACKAGING     FINANCE    PLC-144A    5.25000%    20-15.08.27             680  000.00         666  400.00
                                                          0.02
    USD   ARETEC   ESCROW   ISSUER   INC-144A    7.50000%    21-01.04.29              2 489  000.00        2 538  680.44
                                                          0.06
    USD   ASBURY   AUTOMOTIVE     GROUP   INC  4.75000%    20-01.03.30               1 769  000.00        1 743  261.05
                                                          0.04
    USD   ASCENT   RESOURCES     UTICA   HOLDINGS-144A      7.00000%    18-01.11.26           2 746  000.00        2 742  567.50
                                                          0.07
    USD   ATS  AUTOMATION     TOOLING    SYSTEMS    INC-144A    4.12500%    20-15.12.28         5 142  000.00        5 064  870.00
                                                          0.13
    USD   AVIS  BUDGET   CAR  RENT  LLC/FIN    INC-144A    5.75000%    19-15.07.27          1 220  000.00        1 253  550.00
                                                          0.03
    USD   AXALTA   COATING    SYSTEMS    LLC-144A    3.37500%    20-15.02.29              780  000.00         718  575.00
                                                          0.02
    USD   BAUSCH   HEALTH   COS  INC-144A    5.25000%    19-30.01.30                870  000.00         699  371.25
                                                          0.02
    USD   BAUSCH   HEALTH   COS  INC-144A    6.25000%    20-15.02.29               4 245  000.00        3 592  331.25
                                                          0.09
    USD   BAUSCH   HEALTH   COS  INC-144A    4.87500%    21-01.06.28               2 144  000.00        2 032  168.96
                                                          0.05
    USD   BAYTEX   ENERGY   CORP-144A     8.75000%    20-01.04.27                4 094  000.00        4 380  580.00
                                                          0.11
    USD   BEACON   ROOFING    SUPPLY   INC-144A    4.12500%    21-15.05.29              840  000.00         801  948.00
                                                          0.02
    USD   BLACK   KNIGHT   INFOSERV    LLC-144A    3.62500%    20-01.09.28             5 103  000.00        4 894  695.54
                                                          0.12
    USD   BLOCK   COMMUNICATIONS       INC-144A    4.87500%    20-01.03.28              2 145  000.00        2 109  500.25
                                                          0.05
    USD   BLUE  RACER   MIDSTREAM     / FINANC   CORP-144A     6.62500%    18-15.07.26         2 425  000.00        2 461  375.00
                                                          0.06
    USD   BLUE  RACER   MIDSTREAM     LLC-144A    7.62500%    20-15.12.25              1 075  000.00        1 123  375.00
                                                          0.03
    USD   BONANZA    CREEK   ENERGY   INC-144A    5.00000%    21-15.10.26              4 653  000.00        4 651  557.57
                                                          0.12
    USD   BOOZ  ALLEN   HAMILTON    INC-144A    4.00000%    21-01.07.29               259  000.00         255  762.50
                                                          0.01
    USD   BOXER   PARENT   CO INC-144A    7.12500%    20-02.10.25                3 056  000.00        3 186  307.84
                                                          0.08
    USD   BOYD  GAMING   CORP  4.75000%    20-01.12.27                    4 760  000.00        4 735  866.80
                                                          0.12
    USD   BOYD  GAMING   CORP-144A     8.62500%    20-01.06.25                 1 044  000.00        1 107  579.60
                                                          0.03
    USD   BRINK  ’S  CO-144A    4.62500%    17-15.10.27                    2 079  000.00        2 105  340.93
                                                          0.05
    USD   BRINKER    INTERNATIONAL      INC-144A    5.00000%    16-01.10.24             1 220  000.00        1 267  750.80
                                                          0.03
    USD   BUCKEYE    PARTNERS    LP-144A    4.12500%    20-01.03.25                 704  000.00         700  019.94
                                                          0.02
    USD   BUCKEYE    PARTNERS    LP-144A    4.50000%    20-01.03.28                1 007  000.00         980  183.59
                                                          0.02
    USD   BUILDERS    FIRSTSOURCE     INC-144A    6.75000%    19-01.06.27               892  000.00         928  795.00
                                                          0.02
    USD   BUILDERS    FIRSTSOURCE     INC-144A    5.00000%    20-01.03.30              1 165  000.00        1 196  035.60
                                                          0.03
    USD   BWAY  HOLDING    CO-144A    5.50000%    17-15.04.24                  4 912  000.00        4 905  860.00
                                                          0.12
    USD   BWAY  HOLDING    CO-144A    7.25000%    17-15.04.25                  9 582  000.00        9 521  920.86
                                                          0.24
    USD   C&S  GROUP   ENTERPRISES     LLC-144A    5.00000%    20-15.12.28             2 763  000.00        2 535  549.84
                                                          0.06
    USD   CABLEVISION     LIGHTPATH     LLC-144A    5.62500%    20-15.09.28              725  000.00         692  005.25
                                                          0.02
    USD   CAESARS    ENTERTAINMENT      INC-144A    6.25000%    20-01.07.25             4 716  000.00        4 879  975.32
                                                          0.12
    USD   CAESARS    ENTERTAINMENT      INC-144A    8.12500%    20-01.07.27             1 909  000.00        2 054  561.25
                                                          0.05
    USD   CALIFORNIA     RESOURCES     CORP-144A     7.12500%    21-01.02.26             3 725  000.00        3 871  914.00
                                                          0.10
    USD   CALPINE    CORP-144A     4.50000%    19-15.02.28                    785  000.00         767  259.00
                                                          0.02
    USD   CALPINE    CORP-144A     5.25000%    16-01.06.26                    107  000.00         108  926.00
                                                          0.00
    USD   CALPINE    CORP-144A     5.12500%    19-15.03.28                   2 857  000.00        2 787  089.21
                                                          0.07
    USD   CAMELOT    FINANCE    SA-144A    4.50000%    19-01.11.26                5 598  000.00        5 682  529.80
                                                          0.14
    USD   CARGO   AIRCRAFT    MANAGEMENT     INC-144A    4.75000%    20-01.02.28           1 102  000.00        1 109  317.28
                                                          0.03
    USD   CARNIVAL    CORP-144A     5.75000%    21-01.03.27                   3 528  000.00        3 382  470.00
                                                          0.08
    USD   CARRIAGE    SERVICES    INC-144A    4.25000%    21-15.05.29               2 300  000.00        2 242  500.00
                                                          0.06
    USD   CARVANA    CO-144A    5.62500%    20-01.10.25                    6 900  000.00        6 546  237.00
                                                          0.16
    USD   CATALENT    PHARMA   SOLUTIONS     INC-144A    5.00000%    19-15.07.27           3 251  000.00        3 311  956.25
                                                          0.08
    USD   CBS  OUTDOOR    AMERICAS    CAPITAL    LLC-144A    4.62500%    19-15.03.30           750  000.00         718  125.00
                                                          0.02
    USD   CCO  HOLDINGS    LLC-144A    4.25000%    20-01.02.31                 1 555  000.00        1 483  438.90
                                                          0.04
    USD   CCO  HOLDINGS    LLC/CAPITAL     CORP-144A     5.50000%    16-01.05.26           3 005  000.00        3 076  368.75
                                                          0.08
    USD   CCO  HOLDINGS    LLC/CAPITAL     CORP-144A     5.37500%    19-01.06.29           7 206  000.00        7 425  566.82
                                                          0.19
    USD   CCO  HOLDINGS    LLC/CAPITAL     CORP-144A     4.75000%    19-01.03.30           5 498  000.00        5 455  637.91
                                                          0.14
    USD   CCO  HOLDINGS    LLC/CAPITAL     CORP-144A     4.50000%    20-15.08.30           1 875  000.00        1 828  125.00
                                                          0.05
    USD   CD&R  SMOKEY   BUYER   INC-144A    6.75000%    20-15.07.25               4 244  000.00        4 419  065.00
                                                          0.11
    USD   CENTENE    CORP  3.37500%    20-15.02.30                     1 323  000.00        1 298  193.75
                                                          0.03
    添付の注記は当財務書類と不可分のものである。

                                134/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   CENTURYLINK     INC-144A    5.12500%    19-15.12.26                  3 371  000.00        3 393  619.41

                                                          0.08
    USD   CHANGE   HC HLDS  LLC/CHNG    HC FIN  INC-144A    5.75000%    17-01.03.25         10 213  000.00        10 251  196.62
                                                          0.26
    USD   CHEMOURS    CO/THE-144A     5.75000%    20-15.11.28                   995  000.00        1 010  303.10
                                                          0.03
    USD   CHENIERE    ENERGY   PARTNERS    LP 4.00000%    21-01.03.31                655  000.00         651  688.97
                                                          0.02
    USD   CHOBANI    LLC/FINANCE     CORP-144A     7.50000%    17-15.04.25               616  000.00         628  751.20
                                                          0.02
    USD   CHS/COMMUNITY      HEALTH   SYSTEMS    INC-144A    6.87500%    19-01.04.28          1 126  000.00        1 067  543.71
                                                          0.03
    USD   CHS/COMMUNITY      HEALTH   SYSTEMS    INC-144A    6.62500%    20-15.02.25           550  000.00         569  195.00
                                                          0.01
    USD   CHURCHILL     DOWNS   INC-144A    4.75000%    17-15.01.28                7 450  000.00        7 493  843.25
                                                          0.19
    USD   CHURCHILL     DOWNS   INC-144A    5.50000%    19-01.04.27                3 136  000.00        3 220  358.40
                                                          0.08
    USD   CIENA   CORP-144A     4.00000%    22-31.01.30                    1 183  000.00        1 171  170.00
                                                          0.03
    USD   CINEMARK    USA  INC-144A    5.25000%    21-15.07.28                  800  000.00         758  000.00
                                                          0.02
    USD   CLEVELAND-CLIFFS        INC-144A    6.75000%    20-15.03.26                1 657  000.00        1 736  188.03
                                                          0.04
    USD   CLEVELAND-CLIFFS        INC  5.87500%    20-01.06.27                  2 199  000.00        2 275  811.07
                                                          0.06
    USD   CLEVELAND-CLIFFS        INC-144A    9.87500%    20-17.10.25                602  000.00         672  855.40
                                                          0.02
    USD   COBRA   ACQUISITIONCO      LLC-144A    6.37500%    21-01.11.29              3 297  000.00        3 210  882.36
                                                          0.08
    USD   COMMSCOPE     INC-144A    4.75000%    21-01.09.29                   4 426  000.00        4 239  798.18
                                                          0.11
    USD   COMMSCOPE     INC-144A    6.00000%    19-01.03.26                   4 518  000.00        4 575  561.58
                                                          0.11
    USD   COMMSCOPE     INC-144A    8.25000%    19-01.03.27                   2 245  000.00        2 196  463.10
                                                          0.05
    USD   COMMSCOPE     TECHNOLOGIES      LLC-144A    6.00000%    15-15.06.25             2 660  000.00        2 590  870.59
                                                          0.06
    USD   CONNECT    FINCO   SARL  / US FINCO   LLC-144A    6.75000%    19-01.10.26          2 863  000.00        2 967  442.24
                                                          0.07
    USD   CONSOL   ENERGY   INC-144A    7.25000%    19-14.03.27                  815  000.00         855  432.15
                                                          0.02
    USD   CONSTELLIUM     SE-144A    3.75000%    21-15.04.29                   990  000.00         936  104.40
                                                          0.02
    USD   CORELOGIC     INC-144A    4.50000%    21-01.05.28                   1 357  000.00        1 299  327.50
                                                          0.03
    USD   COVERT   MERGECO    INC  4.87500%    21-01.12.29                    716  000.00         711  274.40
                                                          0.02
    USD   CP ATLAS   BUYER   INC-144A    7.00000%    20-01.12.28                3 805  000.00        3 619  772.60
                                                          0.09
    USD   CQP  HOLDCO   LP / BIP-V   CHINOOK-144A      5.50000%    21-15.06.31           1 305  000.00        1 300  602.15
                                                          0.03
    USD   CRESTWOOD     MIDSTREAM     PART  LP/FIN-144A     5.62500%    19-01.05.27           2 948  000.00        2 955  370.00
                                                          0.07
    USD   CROWNROCK     LP / CROWNROCK     FIN  INC-144A    5.62500%    17-15.10.25          5 247  000.00        5 286  195.09
                                                          0.13
    USD   CSC  HOLDINGS    INC-144A    4.62500%    20-01.12.30                 2 087  000.00        1 857  430.00
                                                          0.05
    USD   CSC  HOLDINGS    LLC-144A    7.50000%    18-01.04.28                  503  000.00         519  971.22
                                                          0.01
    USD   CSC  HOLDINGS    LLC-144A    6.50000%    19-01.02.29                  452  000.00         470  577.20
                                                          0.01
    USD   CSC  HOLDINGS    LLC-144A    3.37500%    20-15.02.31                 1 233  000.00        1 075  792.50
                                                          0.03
    USD   CUSHMAN    & WAKEFIELD     US BORROWER-144A      6.75000%    20-15.05.28           2 864  000.00        3 025  128.64
                                                          0.08
    USD   DAVE  & BUSTER   ’S  INC-144A    7.62500%    20-01.11.25                7 986  000.00        8 445  195.00
                                                          0.21
    USD   DAVITA   INC-144A    4.62500%    20-01.06.30                    2 934  000.00        2 854  458.97
                                                          0.07
    USD   DCP  MIDSTREAM     OPERATING     LP-144A    6.75000%    07-15.09.37             1 698  000.00        2 186  548.56
                                                          0.05
    USD   DCP  MIDSTREAM     OPERATING     LP 5.62500%    20-15.07.27                845  000.00         911  188.85
                                                          0.02
    USD   DEALER   TIRE  LLC  / DT ISSUER   LLC-144A    8.00000%    20-01.02.28           1 014  000.00        1 036  815.00
                                                          0.03
    USD   DIAMOND    SPORTS   GROUP   LLC-144A    5.37500%    19-15.08.26              1 550  000.00         716  875.00
                                                          0.02
    USD   DIAMOND    SPORTS   GROUP   LLC-144A    6.62500%    19-15.08.27               985  000.00         257  946.88
                                                          0.01
    USD   DKT  FINANCE    APS-144A    9.37500%    18-17.06.23                   500  000.00         502  500.00
                                                          0.01
    USD   DYCOM   INDUSTRIES     INC-144A    4.50000%    21-15.04.29                4 692  000.00        4 595  016.36
                                                          0.11
    USD   EDGEWELL    PERSONAL    CARE  CO-144A    5.50000%    20-01.06.28             1 085  000.00        1 125  687.50
                                                          0.03
    USD   EG GLOBAL   FINANCE    PLC-144A    6.75000%    19-07.02.25               2 097  000.00        2 089  922.63
                                                          0.05
    USD   EG GLOBAL   FINANCE    PLC-144A    8.50000%    19-30.10.25               4 493  000.00        4 555  115.73
                                                          0.11
    USD   EMBECTA    CORP  144A  5.00000%    22-15.02.30                   1 330  000.00        1 331  662.50
                                                          0.03
    USD   ENDEAVOR    ENERGY   RESOURCES     LP/FIN-144A     5.75000%    17-30.01.28           582  000.00         602  119.74
                                                          0.02
    USD   ENDEAVOR    ENERGY   RESOURCES     LP/FIN-144A     6.62500%    20-15.07.25          1 930  000.00        2 017  236.00
                                                          0.05
    USD   ENERGIZER     HOLDINGS    INC-144A    4.75000%    20-15.06.28               2 978  000.00        2 903  550.00
                                                          0.07
    USD   ENERGIZER     HOLDINGS    INC-144A    4.37500%    20-31.03.29               1 741  000.00        1 645  593.20
                                                          0.04
    USD   ENLINK   MIDSTREAM     PARTNERS    LP 4.40000%    14-01.04.24              1 700  000.00        1 712  070.00
                                                          0.04
    USD   ENLINK   MIDSTREAM     PARTNERS    LP 4.85000%    16-15.07.26              1 370  000.00        1 407  109.88
                                                          0.04
    USD   ENOVA   INTERNATIONAL      INC-144A    8.50000%    17-01.09.24              4 456  000.00        4 488  439.68
                                                          0.11
    USD   ENSIGN   DRILLING    INC-144A    9.25000%    19-15.04.24                1 710  000.00        1 633  050.00
                                                          0.04
    USD   ENTEGRIS    INC-144A    4.37500%    20-15.04.28                    150  000.00         148  875.00
                                                          0.00
    USD   ENTERCOM    MEDIA   CORP-144A     6.50000%    19-01.05.27                 250  000.00         237  500.00
                                                          0.01
    USD   EQT  CORP-144A     3.62500%    21-15.05.31                      750  000.00         742  500.00
                                                          0.02
    USD   FAIR  ISAAC   CORP-144A     4.00000%    19-15.06.28                   721  000.00         713  790.00
                                                          0.02
    USD   FAIR  ISSAC   CORP-144A     5.25000%    18-15.05.26                  3 390  000.00        3 625  316.85
                                                          0.09
    添付の注記は当財務書類と不可分のものである。

                                135/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   FIRSTCASH     INC-144A    4.62500%    20-01.09.28                   2 466  000.00        2 377  741.86

                                                          0.06
    USD   FIRSTCASH     INC-144A    5.62500%    21-01.01.30                    870  000.00         869  547.60
                                                          0.02
    USD   FLEX  ACQUISITION     CO INC-144A    7.87500%    18-15.07.26              5 349  000.00        5 516  156.25
                                                          0.14
    USD   FMG  RESOURCES     AUGUST   2006  PTY  LTD-144A    4.50000%    19-15.09.27          2 208  000.00        2 252  822.40
                                                          0.06
    USD   FORTERRA    FINANCE    LLC/FRTA    FIN  CORP-144A     6.50000%    20-15.07.25         1 414  000.00        1 481  165.00
                                                          0.04
    USD   FREEDOM    MORTGAGE    CORP-144A     8.25000%    18-15.04.25               4 642  000.00        4 642  789.14
                                                          0.12
    USD   G-III   APPAREL    GROUP   LTD-144A    7.87500%    20-15.08.25              4 172  000.00        4 401  460.00
                                                          0.11
    USD   GARDA   WORLD   SECURITY    CORP-144A     9.50000%    19-01.11.27             5 843  000.00        6 140  993.00
                                                          0.15
    USD   GARDA   WORLD   SECURITY    CORP-144A     6.00000%    21-01.06.29             5 125  000.00        4 811  401.25
                                                          0.12
    USD   GENESIS    ENERGY   LP 5.62500%    14-15.06.24                   5 294  000.00        5 241  060.00
                                                          0.13
    USD   GENWORTH    MORTGAGE    HOLDINGS    INC-144A    6.50000%    20-15.08.25           3 010  000.00        3 185  121.80
                                                          0.08
    USD   GETTY   IMAGES   INC-144A    9.75000%    19-01.03.27                 8 441  000.00        8 886  938.28
                                                          0.22
    USD   GFL  ENVIRONMENTAL      INC-144A    5.12500%    19-15.12.26               1 988  000.00        2 053  365.44
                                                          0.05
    USD   GFL  ENVIRONMENTAL      INC-144A    4.75000%    21-15.06.29               3 939  000.00        3 820  830.00
                                                          0.10
    USD   GLATFELTER     CORP-144A     4.75000%    21-15.11.29                  1 763  000.00        1 776  839.55
                                                          0.04
    USD   GLOBAL   AIRCRAFT    LEASING    CO-144A    (PIK)   6.50000%    19-15.09.24          1 154  343.00        1 083  120.04
                                                          0.03
    USD   GLOBAL   MEDICAL    RESPONSE    INC-144A    6.50000%    20-01.10.25             810  000.00         810  413.10
                                                          0.02
    USD   GLOBAL   PARTNERS    LP / GLP  FINANCE    CORP  6.87500%    21-15.01.29          1 470  000.00        1 518  554.10
                                                          0.04
    USD   GOLDEN   ENTERTAINMENT      INC-144A    7.62500%    19-15.04.26              2 485  000.00        2 581  293.75
                                                          0.06
    USD   GRAHAM   HOLDINGS    CO-144A    5.75000%    18-01.06.26                 885  000.00         913  762.50
                                                          0.02
    USD   GRAHAM   PACKAGING     CO INC-144A    7.12500%    20-15.08.28              1 909  000.00        1 937  635.00
                                                          0.05
    USD   GRAY  ESCROW   II INC-144A    5.37500%    21-15.11.31                2 215  000.00        2 183  978.93
                                                          0.05
    USD   GRAY  ESCROW   INC-144A    7.00000%    18-15.05.27                  1 655  000.00        1 753  530.43
                                                          0.04
    USD   GREAT   LAKES   DREDGE   & DOCK  CORP-144A     5.25000%    21-01.06.29            303  000.00         309  817.50
                                                          0.01
    USD   GREYSTAR    REAL  ESTATE   PARTNERS    LLC-144A    5.75000%    17-01.12.25          6 282  000.00        6 386  218.38
                                                          0.16
    USD   GRUBHUB    HOLDINGS    INC-144A    5.50000%    19-01.07.27                2 201  000.00        2 139  151.90
                                                          0.05
    USD   GTCR  AP FINANCE    INC-144A    8.00000%    19-15.05.27                 690  000.00         700  350.00
                                                          0.02
    USD   GYP  HOLDINGS    III  CORP-144A     4.62500%    21-01.05.29                947  000.00         919  773.75
                                                          0.02
    USD   HARSCO   CORP-144A     5.75000%    19-31.07.27                    2 585  000.00        2 617  545.15
                                                          0.07
    USD   HAT  HOLDINGS    I LLC  / II LLC-144A    3.75000%    20-15.09.30             989  000.00         933  853.36
                                                          0.02
    USD   HAT  HOLDINGS    I LLC  / II LLC-144A    3.37500%    21-15.06.26            1 328  000.00        1 278  200.00
                                                          0.03
    USD   HAWAIIAN    BRAND   INTELLECTUAL      PROP-144A     5.75000%    21-20.01.26          1 250  000.00        1 278  350.00
                                                          0.03
    USD   HERBALIFE     NTRTON   LTD/HLF    FING  INC-144A    7.87500%    20-01.09.25          1 048  000.00        1 100  483.84
                                                          0.03
    USD   HERC  HOLDINGS    INC-144A    5.50000%    19-15.07.27                  668  000.00         687  351.96
                                                          0.02
    USD   HILCORP    ENERGY   I LP/FINANCE     CO-144A    5.75000%    21-01.02.29           2 123  000.00        2 165  460.00
                                                          0.05
    USD   HILTON   DOMESTIC    OPERATING     CO INC  4.87500%    19-15.01.30            5 381  000.00        5 553  514.86
                                                          0.14
    USD   HILTON   DOMESTIC    OPERATING     CO INC-144A    3.75000%    20-01.05.29          1 130  000.00        1 101  049.40
                                                          0.03
    USD   HILTON   DOMESTIC    OPERATING     CO INC-144A    4.00000%    20-01.05.31           550  000.00         540  518.00
                                                          0.01
    USD   HILTON   GRAND   VACATIONS     BORROWER-144A      5.00000%    21-01.06.29           3 942  000.00        3 922  290.00
                                                          0.10
    USD   HLF  FIN  SARL/HERBALIFE       INTL  INC-144A    4.87500%    21-01.06.29           9 115  000.00        8 636  462.50
                                                          0.22
    USD   HOLLY   ENERGY   PARTNERS    LP FIN  CORP-144A     5.00000%    20-01.02.28          6 899  000.00        6 714  175.79
                                                          0.17
    USD   HORIZON    PHARMA   USA  INC-144A    5.50000%    19-01.08.27               2 850  000.00        2 953  312.50
                                                          0.07
    USD   HOSPITALITY     PROPERTIES     TRUST   4.50000%    14-15.03.25              1 925  000.00        1 826  825.00
                                                          0.05
    USD   HOSPITALITY     PROPERTIES     TRUST   5.50000%    20-15.12.27               169  000.00         167  445.83
                                                          0.00
    USD   HOWARD   MIDSTREAM     ENERGY   PARTNERS-144A      6.75000%    21-15.01.27          2 965  000.00        3 041  912.10
                                                          0.08
    USD   HUB  INTERNATIONAL      LTD-144A    7.00000%    18-01.05.26               6 847  000.00        7 028  445.50
                                                          0.18
    USD   HUDBAY   MINERALS    INC-144A    4.50000%    21-01.04.26                 677  000.00         663  460.00
                                                          0.02
    USD   HUGHES   SATELLITE     SYSTEMS    CORP  6.62500%    17-01.08.26              1 929  000.00        2 078  478.21
                                                          0.05
    USD   HUSKY   III  HOLDING    LTD-144A    (PIK)   13.00000%     20-15.02.25             638  000.00         666  710.00
                                                          0.02
    USD   ICAHN   ENTERPRISES     FINANCE    CORP  4.75000%    20-15.09.24             3 882  000.00        3 937  823.16
                                                          0.10
    USD   ICAHN   ENTERPRISES     LP / ICAHN   ENTER   FIN  4.37500%    21-01.02.29          1 660  000.00        1 577  904.70
                                                          0.04
    USD   IHEARTCOMMUNICATIONS          INC  8.37500%    19-01.05.27                 615  000.00         643  206.98
                                                          0.02
    USD   INGLES   MARKETS    INC-144A    4.00000%    21-15.06.31                1 020  000.00        1 005  975.00
                                                          0.03
    USD   INTELLIGENT     PACKGING    LTD  FINCO   INC-144A    6.00000%    20-15.09.28         2 903  000.00        2 888  485.00
                                                          0.07
                    *    *
    USD
        INTELSAT    JACK  HOLD  SA-144A    DEFAULTED     9.75000%    17-15.07.25          3 475  000.00        1 534  212.50
                                                          0.04
                    *    *
    USD
        INTELSAT    JACKHOLD    SA-144A    DEFAULTED     8.50000%    18-15.10.24          2 635  000.00        1 185  750.00
                                                          0.03
    USD   INTERNATIONAL      GAME  TECHNOLOGY     PLC-144A    5.25000%    20-15.01.29          1 504  000.00        1 536  095.36
                                                          0.04
    USD   IQVIA   INC-144A    5.00000%    19-15.05.27                     900  000.00         920  430.00
                                                          0.02
    USD   IRB  HOLDING    CORP-144A     6.75000%    18-15.02.26                 4 183  000.00        4 256  202.50
                                                          0.11
    添付の注記は当財務書類と不可分のものである。

                                136/151

                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   IRON  MOUNTAIN    INC-144A    4.87500%    17-15.09.27                  290  000.00         290  865.65

                                                          0.01
    USD   IRON  MOUNTAIN    INC-144A    4.50000%    20-15.02.31                  800  000.00         758  552.00
                                                          0.02
    USD   JELD-WEN    INC-144A    4.62500%    17-15.12.25                    674  000.00         669  666.18
                                                          0.02
    USD   JELD-WEN    INC-144A    6.25000%    20-15.05.25                   2 612  000.00        2 696  890.00
                                                          0.07
    USD   KAR  AUCTION    SERVICES    INC-144A    5.12500%    17-01.06.25              6 192  000.00        6 192  000.00
                                                          0.15
    USD   KBR  INC-144A    4.75000%    20-30.09.28                      947  000.00         944  632.50
                                                          0.02
    USD   KEN  GARFF   AUTOMOTIVE     LLC-144A    4.87500%    20-15.09.28              3 011  000.00        2 910  944.47
                                                          0.07
    USD   KENNEDY-WILSON       INC  4.75000%    21-01.03.29                   2 600  000.00        2 582  216.00
                                                          0.06
    USD   KENNEDY-WILSON       INC  4.75000%    21-01.02.30                   2 342  000.00        2 301  015.00
                                                          0.06
    USD   KORN  FERRY-144A     4.62500%    19-15.12.27                    1 675  000.00        1 706  406.25
                                                          0.04
    USD   KRONOS   ACQUISITION     HOLDINGS    INC-144A    7.00000%    20-31.12.27           629  000.00         569  245.00
                                                          0.01
    USD   LABL  ESCROW   ISSUER   LLC-144A    10.50000%     19-15.07.27              5 700  000.00        5 855  838.00
                                                          0.15
    USD   LABL  ESCROW   ISSUER   LLC-144A    6.75000%    19-15.07.26               4 483  000.00        4 545  762.00
                                                          0.11
    USD   LABL  INC-144A    5.87500%    21-01.11.28                     3 800  000.00        3 762  000.00
                                                          0.09
    USD   LABL  INC-144A    8.25000%    21-01.11.29                      353  000.00         336  232.50
                                                          0.01
    USD   LADDER   CAPITAL    FIN  HLDG  LLLP/CORP-144A       4.25000%    20-01.02.27          2 672  000.00        2 601  298.88
                                                          0.07
    USD   LAMAR   MEDIA   CORP  3.75000%    20-15.02.28                     651  000.00         635  340.20
                                                          0.02
    USD   LCM  INVESTMENTS     HOLDINGS    II LLC-144A    4.87500%    21-01.05.29           5 570  000.00        5 364  634.10
                                                          0.13
    USD   LD HOLDINGS    GROUP   LLC-144A    6.50000%    20-01.11.25                735  000.00         698  250.00
                                                          0.02
    USD   LEVEL   3 FINANCING     INC-144A    4.62500%    19-15.09.27                893  000.00         888  624.30
                                                          0.02
    USD   LEVEL   3 FINANCING     INC-144A    4.25000%    20-01.07.28               1 701  000.00        1 622  839.90
                                                          0.04
    USD   LEVEL   3 FINANCING     INC-144A    3.62500%    20-15.01.29                705  000.00         641  550.00
                                                          0.02
    USD   LIFEPOINT     HEALTH   INC-144A    4.37500%    20-15.02.27                272  000.00         266  519.20
                                                          0.01
    USD   LIFEPOINT     HEALTH   INC-144A    6.75000%    20-15.04.25                451  000.00         466  785.00
                                                          0.01
    USD   LIVE  NATION   ENTERTAINMENT      INC-144A    4.87500%    16-01.11.24           2 076  000.00        2 090  532.00
                                                          0.05
    USD   LIVE  NATION   ENTERTAINMENT      INC-144A    4.75000%    19-15.10.27           4 220  000.00        4 157  776.10
                                                          0.10
    USD   LIVE  NATION   ENTERTAINMENT      INC-144A    6.50000%    20-15.05.27           2 170  000.00        2 335  614.40
                                                          0.06
    USD   LIVE  NATION   ENTERTAINMENT      INC-144A    3.75000%    21-15.01.28           2 080  000.00        2 007  200.00
                                                          0.05
    USD   LOGAN   MERGER   SUB  INC-144A    5.50000%    20-01.09.27                3 149  000.00        3 062  402.50
                                                          0.08
    USD   LOUISIANA-PACIFIC        CORP-144A     3.62500%    21-15.03.29                206  000.00         201  880.00
                                                          0.01
    USD   LUMEN   TECHNOLOGIES      INC-144A    5.37500%    21-15.06.29               6 738  000.00        6 388  230.42
                                                          0.16
    USD   MANITOWOC     CO INC/THE-144A      9.00000%    19-01.04.26                975  000.00        1 014  000.00
                                                          0.03
    USD   MASONITE    INTERNATIONAL      CORP-144A     5.37500%    19-01.02.28            1 030  000.00        1 057  943.90
                                                          0.03
    USD   MASTEC   INC-144A    4.50000%    20-15.08.28                     925  000.00         936  673.50
                                                          0.02
    USD   MATADOR    RESOURCES     CO 5.87500%    18-15.09.26                  6 040  000.00        6 123  170.80
                                                          0.15
    USD   MATCH   GROUP   HOLDINGS    II LLC-144A    5.00000%    17-15.12.27            2 429  000.00        2 498  833.75
                                                          0.06
    USD   MATCH   GROUP   HOLDINGS    II LLC-144A    5.62500%    19-15.02.29            6 630  000.00        6 895  200.00
                                                          0.17
    USD   MATCH   GROUP   HOLDINGS    II LLC-144A    4.62500%    20-01.06.28             654  000.00         645  825.00
                                                          0.02
    USD   MATTAMY    GROUP   CORP-144A     5.25000%    19-15.12.27                2 084  000.00        2 120  740.92
                                                          0.05
    USD   MATTHEWS    INTERNATIONAL      CORP-144A     5.25000%    17-01.12.25            5 526  000.00        5 636  520.00
                                                          0.14
    USD   MEG  ENERGY   CORP-144A     7.12500%    20-01.02.27                 10 170  000.00        10 591  546.50
                                                          0.27
    USD   METIS   MERGER   SUB  LLC-144A    6.50000%    21-15.05.29                2 208  000.00        2 113  762.56
                                                          0.05
    USD   MGM  GROWTH   POP  LP/C0-ISSUER      INC  4.50000%    18-15.01.28             1 700  000.00        1 793  500.00
                                                          0.04
    USD   MGM  GROWTH   POP  LP/C0-ISSUER      INC-144A    3.87500%    20-15.02.29           246  000.00         252  765.00
                                                          0.01
    USD   MGM  GROWTH   POP  LP/CO-ISSUER      INC-144A    4.62500%    20-15.06.25           4 018  000.00        4 198  809.99
                                                          0.11
    USD   MIDCAP   FINANCIAL     ISSUER   TRUST-144A     6.50000%    21-01.05.28            738  000.00         743  505.48
                                                          0.02
    USD   MILEAGE    PLUS  HOLDINGS    LLC-144A    6.50000%    20-20.06.27             1 435  000.00        1 524  687.50
                                                          0.04
    USD   MINERAL    RESOURCES     LTD-144A    8.12500%    19-01.05.27               1 975  000.00        2 108  806.25
                                                          0.05
    USD   MINERALS    TECHNOLOGIES      INC-144A    5.00000%    20-01.07.28             5 524  000.00        5 589  238.44
                                                          0.14
    USD   MOOG  INC-144A    4.25000%    19-15.12.27                     2 108  000.00        2 115  483.40
                                                          0.05
    USD   MPH  ACQUISITION     HOLDINGS    LLC-144A    5.75000%    20-01.11.28            5 541  000.00        4 985  403.93
                                                          0.12
    USD   MSCI  INC-144A    3.62500%    21-01.11.31                      503  000.00         495  344.34
                                                          0.01
    USD   MSCI  INC-144A    3.87500%    20-15.02.31                      440  000.00         439  502.80
                                                          0.01
    USD   MSCI  INC-144A    4.00000%    19-15.11.29                      360  000.00         362  250.00
                                                          0.01
    USD   MURPHY   OIL  USA  INC-144A    3.75000%    21-15.02.31                4 597  000.00        4 331  845.04
                                                          0.11
    USD   NABORS   INDUSTRIES     INC-144A    9.00000%    20-01.02.25               1 692  000.00        1 751  220.00
                                                          0.04
    USD   NABORS   INDUSTRIES     LTD-144A    7.25000%    20-15.01.26               1 425  000.00        1 364  437.50
                                                          0.03
    USD   NATIONAL    CINEMEDIA     LLC-144A    5.87500%    19-15.04.28                749  000.00         635  713.75
                                                          0.02
    USD   NATIONSTAR     MORTGAGE    HOLDINGS    INC-144A    6.00000%    20-15.01.27           605  000.00         627  614.90
                                                          0.02
    添付の注記は当財務書類と不可分のものである。

                                137/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   NATIONSTAR     MORTGAGE    HOLDINGS    INC-144A    5.50000%    20-15.08.28          1 510  000.00        1 475  964.60

                                                          0.04
    USD   NAVIENT    CORP  5.87500%    14-25.10.24                     1 000  000.00        1 037  360.00
                                                          0.03
    USD   NCL  CORP  LTD-144A    10.25000%     20-01.02.26                    995  000.00        1 126  837.50
                                                          0.03
    USD   NCL  CORP  LTD-144A    3.62500%    19-15.12.24                   3 314  000.00        3 028  167.50
                                                          0.08
    USD   NCL  CORP  LTD-144A    5.87500%    20-15.03.26                   1 055  000.00        1 002  250.00
                                                          0.03
    USD   NCR  ESCROW   CORP-144A     5.00000%    20-01.10.28                  5 219  000.00        5 185  389.64
                                                          0.13
    USD   NEW  RESIDENTIAL     INVESTMENT     CORP-144A     6.25000%    20-15.10.25           1 400  000.00        1 385  216.00
                                                          0.03
    USD   NEXSTAR    BROADCASTING      INC-144A    5.62500%    19-15.07.27              3 708  000.00        3 800  700.00
                                                          0.10
    USD   NMI  HOLDINGS    INC-144A    7.37500%    20-01.06.25                 1 514  000.00        1 679  934.40
                                                          0.04
    USD   NORTHERN    OIL  AND  GAS  INC-144A    8.12500%    21-01.03.28              3 511  000.00        3 660  217.50
                                                          0.09
    USD   NOVA  CHEMICALS     CORP-144A     4.87500%    17-01.06.24                 500  000.00         510  000.00
                                                          0.01
    USD   NOVELIS    CORP-144A     4.75000%    20-30.01.30                   1 705  000.00        1 696  475.00
                                                          0.04
    USD   NRG  ENERGY   INC-144A    5.25000%    19-15.06.29                   472  000.00         485  688.00
                                                          0.01
    USD   NRG  ENERGY   INC-144A    3.62500%    20-15.02.31                   608  000.00         563  920.00
                                                          0.01
    USD   NUFARM   AUSTRALIA     LTD/AMERICAS-144A        5.75000%    18-30.04.26           4 288  000.00        4 417  068.80
                                                          0.11
    USD   OCCIDENTAL     PETROLEUM     CORP  4.62500%    15-15.06.45                315  000.00         305  156.25
                                                          0.01
    USD   OCCIDENTAL     PETROLEUM     CORP  3.450000    19-15.07.24                146  000.00         148  190.00
                                                          0.00
    USD   OCCIDENTAL     PETROLEUM     CORP  6.45000%    19-15.09.36                9 121  000.00        11 079  278.70
                                                          0.28
    USD   OCCIDENTAL     PETROLEUM     CORP  6.20000%    19-15.03.40                302  000.00         349  565.00
                                                          0.01
    USD   OCCIDENTAL     PETROLEUM     CORP  6.60000%    19-15.03.46                390  000.00         490  301.18
                                                          0.01
    USD   OPEN  TEXT  CORP-144A     3.87500%    20-15.02.28                  5 030  000.00        4 929  299.40
                                                          0.12
    USD   OUTFRONT    MEDIA   CAPITAL    LLC/CORP-144A      5.00000%    19-15.08.27           2 615  000.00        2 594  576.85
                                                          0.06
    USD   OWENS-BROCKWAY       GLASS   CONTAINER     INC-144A    6.62500%    20-13.05.27         2 094  000.00        2 194  260.72
                                                          0.05
    USD   P&L  DEVELOPMENT     LLC  / PLD  FIN-144A    7.75000%    20-15.11.25           2 533  000.00        2 457  010.00
                                                          0.06
    USD   PANTHER    BF AGGR  2/PANTHER     FIN  CO-144A    8.50000%    19-15.05.27          1 520  000.00        1 589  281.60
                                                          0.04
    USD   PARK  INTERMEDIATE      HOLDINGS/PK     DOME-144A     5.87500%    20-01.10.28         2 546  000.00        2 605  601.86
                                                          0.07
    USD   PARK  RIVER   HOLDINGS    INC-144A    6.75000%    21-01.08.29              2 153  000.00        2 039  795.26
                                                          0.05
    USD   PARTY   CITY  HOLDINGS    INC-144A    8.75000%    21-15.02.26               725  000.00         729  270.25
                                                          0.02
    USD   PATTERN    ENERGY   OPERATIONS     LP/INC-144A     4.50000%    20-15.08.28          2 107  000.00        2 113  447.42
                                                          0.05
    USD   PATTERSON     UTI  ENERGY   INC  5.15000%    19-15.11.29                1 090  000.00        1 103  798.49
                                                          0.03
    USD   PBF  LOGISTICS     LP/FINANCE     CORP  6.87500%    15-15.05.23              8 198  000.00        8 054  535.00
                                                          0.20
    USD   PDC  ENERGY   INC  5.75000%    18-15.05.26                     1 340  000.00        1 364  254.00
                                                          0.03
    USD   PENN  NATIONAL    GAMING   INC-144A    4.12500%    21-01.07.29              1 078  000.00        1 013  320.00
                                                          0.03
    USD   PERFORMANCE     FOOD  GROUP   INC-144A    5.50000%    19-15.10.27             1 092  000.00        1 117  181.52
                                                          0.03
    USD   PERFORMANCE     FOOD  GROUP   INC-144A    6.87500%    20-01.05.25             1 749  000.00        1 816  773.75
                                                          0.05
    USD   PERFORMANCE     FOOD  GROUP   INC-144A    4.25000%    21-01.08.29             2 421  000.00        2 271  648.51
                                                          0.06
    USD   PHOTO   HOLDINGS    MERGER   SUB  INC-144A    8.50000%    19-01.10.26           6 808  000.00        6 875  807.68
                                                          0.17
    USD   PICASSO    FINANCE    SUB  INC  -144A   6.12500%    20-15.06.25               824  000.00         854  059.52
                                                          0.02
    USD   PIKE  CORP-144A     5.50000%    20-01.09.28                     4 090  000.00        3 997  975.00
                                                          0.10
    USD   POLYONE    CORP  -144A   5.75000%    20-15.05.25                   1 483  000.00        1 528  884.02
                                                          0.04
    USD   POST  HOLDINGS    INC-144A    5.75000%    17-01.03.27                 3 496  000.00        3 592  140.00
                                                          0.09
    USD   POST  HOLDINGS    INC-144A    5.62500%    17-15.01.28                 3 810  000.00        3 912  184.20
                                                          0.10
    USD   POST  HOLDINGS    INC-144A    5.50000%    19-15.12.29                  69 000.00         70 914.75
                                                          0.00
    USD   POST  HOLDINGS    INC-144A    4.62500%    20-15.04.30                 8 393  000.00        8 088  753.75
                                                          0.20
    USD   POWDR   CORP-144A     6.00000%    20-01.08.25                     967  000.00        1 000  845.00
                                                          0.03
    USD   PRECISION     DRILLING    CORP-144A     6.87500%    21-15.01.29              3 340  000.00        3 345  678.00
                                                          0.08
    USD   PRIME   SEC  SER  BORROWER    LLC/FIN    INC-144A    5.75000%    19-15.04.26         2 046  000.00        2 120  474.40
                                                          0.05
    USD   PRIME   SEC  SER  BORROWER    LLC/FIN    INC-144A    6.25000%    20-15.01.28          689  000.00         686  288.78
                                                          0.02
    USD   PRIME   SEC  SER  BORROWER    LLC/FIN    INC-144A    3.37500%    20-31.08.27         1 495  000.00        1 390  708.80
                                                          0.03
    USD   PROG  HOLDINGS    INC-144A    6.00000%    21-15.11.29                 3 348  000.00        3 281  274.36
                                                          0.08
    USD   PROVIDENCE     SERVICE    CORP/THE-144A      5.87500%    20-15.11.25            1 540  000.00        1 597  750.00
                                                          0.04
    USD   QUICKEN    LOANS   LLC-144A    3.62500%    20-01.03.29                 1 740  000.00        1 626  708.60
                                                          0.04
    USD   RACKSPACE     TECHNOLOGY     GLOBAL   INC-144A    5.37500%    20-01.12.28           1 956  000.00        1 823  970.00
                                                          0.05
    USD   RANGE   RESOURCES     CORP  8.25000%    21-15.01.29                  7 610  000.00        8 409  050.00
                                                          0.21
    USD   RANGE   RESOURCES     CORP-144A     4.75000%    22-15.02.30                1 774  000.00        1 771  853.46
                                                          0.04
    USD   REGIONALCARE      HOSPITAL    PTRS  HLDNGS-144A     9.75000%    18-01.12.26           628  000.00         660  674.84
                                                          0.02
    USD   REGIONALCARE      HOSPITAL    PARTNERS-144A      5.37500%    20-15.01.29           1 355  000.00        1 288  943.75
                                                          0.03
    USD   RESOLUTE    FOREST   PRODUCTS-144A      4.87500%    21-01.03.26              1 710  000.00        1 691  361.00
                                                          0.04
    USD   REYNOLDS    GROUP-144A     4.00000%    20-15.10.27                  1 176  000.00        1 110  902.52
                                                          0.03
    添付の注記は当財務書類と不可分のものである。

                                138/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   ROCKET   SOFTWARE    INC-144A    6.50000%    21-15.02.29                5 155  000.00        4 885  805.90

                                                          0.12
    USD   ROYAL   CARIBBEAN     CRUISES    LTD-144A    9.12500%    20-15.06.23            1 386  000.00        1 460  151.00
                                                          0.04
    USD   RYERSON/JOSEPH       T RYERSON    & SON-144A    8.50000%    20-01.08.28           1 051  000.00        1 132  452.50
                                                          0.03
    USD   SCIENTIFIC     GAMES   INTERNATIONAL-144A         8.25000%    19-15.03.26            350  000.00         365  312.50
                                                          0.01
    USD   SEAGATE    HDD  CAYMAN   3.37500%    20-15.07.31                   2 253  000.00        2 091  910.50
                                                          0.05
    USD   SEAGATE    HDD  CAYMAN   3.12500%    20-15.07.29                   3 600  000.00        3 339  360.00
                                                          0.08
    USD   SEAWORLD    PARKS   & ENTERTAINMENT      INC-144A    8.75000%    20-01.05.25         1 988  000.00        2 087  400.00
                                                          0.05
    USD   SENSATA    TECHNOLOGIES      BV-144A    5.00000%    15-01.10.25              4 327  000.00        4 559  576.25
                                                          0.11
    USD   SENSATA    TECHNOLOGIES      INC-144A    4.37500%    19-15.02.30               625  000.00         624  750.00
                                                          0.02
    USD   SERVICE    PROPERTIES     TRUST   3.95000%    17-15.01.28                1 644  000.00        1 446  720.00
                                                          0.04
    USD   SERVICE    PROPERTIES     TRUST   4.37500%    18-15.02.30                1 854  000.00        1 594  440.00
                                                          0.04
    USD   SHIFT4   PAYMENTS    LLC  / SHIFT4   PAY-144A    4.62500%    20-01.11.26          4 371  000.00        4 437  439.20
                                                          0.11
    USD   SINCLAIR    TELEVISION     GROUP   INC-144A    5.50000%    19-01.03.30           2 514  000.00        2 325  575.70
                                                          0.06
    USD   SIRIUS   XM RADIO   INC-144A    4.00000%    21-15.07.28                 920  000.00         890  100.00
                                                          0.02
    USD   SOUTHWESTERN      ENERGY   CO 5.37500%    21-01.02.29                  875  000.00         889  770.00
                                                          0.02
    USD   SPECTRUM    BRANDS   INC-144A    5.50000%    20-15.07.30                 496  000.00         517  080.00
                                                          0.01
    USD   SPIRIT   AEROSYSTEMS     INC-144A    7.50000%    20-15.04.25               2 581  000.00        2 676  987.39
                                                          0.07
    USD   SPIRIT   LOYALTY    CAYMAN/    SPIRIT   IP-144A    8.00000%    20-20.09.25           779  000.00         844  007.55
                                                          0.02
    USD   SRM  ESCROW   ISSUER   LLC-144A    6.00000%    20-01.11.28               1 455  000.00        1 493  994.00
                                                          0.04
    USD   SS&C  TECHNOLOGIES      INC-144A    5.50000%    19-30.09.27               7 354  000.00        7 594  622.88
                                                          0.19
    USD   STANDARD    INDUSTRIES     INC/NJ-144A     5.00000%    17-15.02.27              274  000.00         276  055.00
                                                          0.01
    USD   STANDARD    INDUSTRIES     INC/NJ-144A     4.75000%    17-15.01.28              777  000.00         766  316.25
                                                          0.02
    USD   STANDARD    INDUSTRIES     INC/NJ-144A     4.37500%    20-15.07.30             4 075  000.00        3 891  625.00
                                                          0.10
    USD   STARWOOD    PROPERTY    TRUST   INC  4.75000%    18-15.03.25               5 856  000.00        5 987  760.00
                                                          0.15
    USD   STARWOOD    PROPERTY    TRUST   INC-144A    3.62500%    21-15.07.26            2 791  000.00        2 723  513.62
                                                          0.07
    USD   STATION    CASINOS    LLC-144A    4.50000%    20-15.02.28                6 701  000.00        6 506  402.96
                                                          0.16
    USD   STRATHCONA     RESOURCES     LTD/CA-144A     6.87500%    21-01.08.26            2 650  000.00        2 629  489.00
                                                          0.07
    USD   SUMMIT   MATERIALS     LLC/FIN-144A      6.50000%    19-15.03.27               849  000.00         870  225.00
                                                          0.02
    USD   SUMMIT   MATERIALS     LLC/FIN    CORP-144A     5.25000%    20-15.01.29           2 152  000.00        2 196  374.24
                                                          0.05
    USD   SUNCOKE    ENERGY   INC-144A    4.87500%    21-30.06.29                2 619  000.00        2 551  613.13
                                                          0.06
    USD   SUNOCO   LP / SUNOCO   FINANCE    CORP  4.50000%    21-15.05.29             4 980  000.00        4 875  270.60
                                                          0.12
    USD   SUNOCO   LP / SUNOCO   FINANCE    CORP-144A     4.50000%    21-30.04.30           6 486  000.00        6 369  122.28
                                                          0.16
    USD   SUNOCO   LP/FINANCE     CORP  6.00000%    19-15.04.27                  70 000.00         72 233.00
                                                          0.00
    USD   SWITCH   LTD-144A    4.12500%    21-15.06.29                    4 928  000.00        4 799  773.43
                                                          0.12
    USD   SYLVAMO    CORP-144A     7.00000%    21-01.09.29                   2 150  000.00        2 203  148.00
                                                          0.06
    USD   TALEN   ENERGY   SUPPLY   LLC-144A    6.62500%    19-15.01.28              1 870  000.00        1 645  600.00
                                                          0.04
    USD   TALLGRASS     ENERGY   PARTNERS-144A      6.00000%    21-01.09.31              815  000.00         776  450.50
                                                          0.02
    USD   TALLGRASS     ENRGY   PART  LP/FIN   CORP-144A     7.50000%    20-01.10.25           699  000.00         735  173.25
                                                          0.02
    USD   TASEKO   MINES   LTD-144A    7.00000%    21-15.02.26                  700  000.00         709  730.00
                                                          0.02
    USD   TAYLOR   MORRISON    COMMUNITIES     INC-144A    5.87500%    19-15.06.27           1 100  000.00        1 179  750.00
                                                          0.03
    USD   TECHNIPFMC     PLC-144A    6.50000%    21-01.02.26                  1 375  000.00        1 438  948.12
                                                          0.04
    USD   TELESAT    CANADA   / TELESAT    LLC-144A    6.50000%    19-15.10.27            1 276  000.00         785  020.72
                                                          0.02
    USD   TELESAT    CANADA/TELESAT       LLC-144A    4.87500%    19-01.06.27             1 412  000.00        1 137  817.84
                                                          0.03
    USD   TENET   HEALTHCARE     CORP-144A     4.87500%    19-01.01.26               3 638  000.00        3 654  443.76
                                                          0.09
    USD   TENET   HEALTHCARE     CORP-144A     6.12500%    20-01.10.28               6 610  000.00        6 631  614.70
                                                          0.17
    USD   TERRIER    MEDIA   BUYER   INC-144A    8.87500%    19-15.12.27              1 595  000.00        1 683  522.50
                                                          0.04
    USD   THOR  INDUSTRIES     INC-144A    4.00000%    21-15.10.29                1 050  000.00        1 000  125.00
                                                          0.03
    USD   TOPBUILD    CORP-144A     3.62500%    21-15.03.29                   1 410  000.00        1 365  006.90
                                                          0.03
    USD   TOWNSQUARE     MEDIA   INC-144A    6.87500%    21-01.02.26                2 846  000.00        2 955  656.38
                                                          0.07
    USD   TRANSDIGM     INC-144A    8.00000%    20-15.12.25                   1 116  000.00        1 165  963.32
                                                          0.03
    USD   TRANSOCEAN     INC-144A    7.50000%    17-15.01.26                  3 885  000.00        2 991  450.00
                                                          0.07
    USD   TRANSOCEAN     INC-144A    11.50000%     20-30.01.27                  2 014  000.00        1 998  049.12
                                                          0.05
    USD   TRANSOCEAN-144A       7.25000%    18-01.11.25                    1 730  000.00        1 348  881.00
                                                          0.03
    USD   TREVITA    CORP-144A     11.00000%     20-01.12.25                   1 206  000.00        1 397  452.50
                                                          0.03
    USD   TRI  POINTE   HOLDINGS    INC  5.87500%    15-15.06.24                 680  000.00         718  610.40
                                                          0.02
    USD   TRIUMPH    GROUP   INC-144A    6.25000%    19-15.09.24                 1 409  000.00        1 404  068.50
                                                          0.04
    USD   TRONOX   INC-144A    4.62500%    21-15.03.29                    2 680  000.00        2 576  730.22
                                                          0.06
    USD   UBER  TECHNOLOGIES      INC-144A    7.50000%    19-15.09.27               2 700  000.00        2 874  960.00
                                                          0.07
    USD   UBER  TECHNOLOGIES      INC-144A    7.50000%    20-15.05.25               1 250  000.00        1 306  593.75
                                                          0.03
    添付の注記は当財務書類と不可分のものである。

                                139/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   UBER  TECHNOLOGIES      INC-144A    4.50000%    21-15.08.29               1 215  000.00        1 178  550.00

                                                          0.03
    USD   UNITED   AIRLINES    INC-144A    4.37500%    21-15.04.26                 567  000.00         562  804.20
                                                          0.01
    USD   UNITED   SHORE   FINANCIAL     SERVICE    LLC-144A    5.50000%    20-15.11.25          550  000.00         532  688.75
                                                          0.01
    USD   UNIVAR   SOLUTIONS     USA-144A    5.12500%    19-01.12.27                4 497  000.00        4 575  697.50
                                                          0.11
    USD   UNIVISION     COMMUNICATIONS       INC-144A    6.62500%    20-01.06.27            2 150  000.00        2 267  959.75
                                                          0.06
    USD   US ACUTE   CARE  SOLUTIONS     LLC-144A    6.37500%    21-01.03.26            2 447  000.00        2 459  235.00
                                                          0.06
    USD   US FOODS   INC-144A    6.25000%    20-15.04.25                   2 569  000.00        2 655  472.54
                                                          0.07
    USD   USA  COMPRESSION     PARTNERS    LLC  6.87500%    19-01.04.26              3 620  000.00        3 675  675.60
                                                          0.09
    USD   USI  INC/NY-144A     6.87500%    17-01.05.25                     810  000.00         810  000.00
                                                          0.02
    USD   VALEANT    PHARMACEUTICALS       INTL-144A     5.50000%    17-01.11.25            3 560  000.00        3 587  910.40
                                                          0.09
    USD   VALEANT    PHARMACEUTICALS       INTL-144A     9.25000%    18-01.04.26            5 114  000.00        5 266  397.20
                                                          0.13
    USD   VALVOLINE     INC-144A    4.25000%    20-15.02.30                   2 937  000.00        2 836  936.41
                                                          0.07
    USD   VAREX   IMAGING    CORP-144A     7.87500%    20-15.10.27                2 153  000.00        2 357  298.17
                                                          0.06
    USD   VERSCEND    ESCROW   CORP-144A     9.75000%    18-15.08.26                5 825  000.00        6 117  356.75
                                                          0.15
    USD   VIAVI   SOLUTIONS     INC-144A    3.75000%    21-01.10.29                1 050  000.00        1 018  500.00
                                                          0.03
    USD   VIKING   CRUISES    LTD-144A    5.87500%    17-15.09.27                2 342  000.00        2 131  220.00
                                                          0.05
    USD   VIKING   OCEAN   CRUISES    SHIP  VII  LTD-144A    5.62500%    21-15.02.29           233  000.00         223  971.25
                                                          0.01
    USD   VISTRA   OPERATIONS     CO LLC-144A    5.62500%    19-15.02.27               811  000.00         827  244.33
                                                          0.02
    USD   VISTRA   OPERATIONS     CO LLC-144A    5.00000%    19-31.07.27              1 320  000.00        1 330  428.00
                                                          0.03
    USD   VIZIENT    INC-144A    6.25000%    19-15.05.27                    1 643  000.00        1 684  075.00
                                                          0.04
    USD   W&T  OFFSHORE    INC-144A    9.75000%    18-01.11.23                 3 135  000.00        3 056  625.00
                                                          0.08
    USD   WABASH   NATIONAL    CORP-144A     4.50000%    21-15.10.28                1 380  000.00        1 337  606.40
                                                          0.03
    USD   WATCO   COS  LLC  / WATCO   FINANCE    CORP-144A     6.50000%    20-15.06.27         8 070  000.00        8 352  450.00
                                                          0.21
    USD   WEEKLEY    HOMES   LLC  / WEEKLEY    FIN-144A    4.87500%    20-15.09.28           2 242  000.00        2 205  163.94
                                                          0.06
    USD   WESCO   DISTRIBUTION      INC-144A    7.12500%    20-15.06.25                670  000.00         701  624.00
                                                          0.02
    USD   WESCO   DISTRIBUTION      INC-144A    7.25000%    20-15.06.28               2 621  000.00        2 811  022.50
                                                          0.07
    USD   WHEEL   PROS  INC-144A    6.50000%    21-15.05.29                  1 075  000.00         999  750.00
                                                          0.03
    USD   WHITE   CAP  BUYER   LLC-144A    6.87500%    20-15.10.28                3 079  000.00        3 159  115.58
                                                          0.08
    USD   WILLIAMS    SCOTSMAN    INTL  INC-144A    4.62500%    20-15.08.28             1 128  000.00        1 137  870.00
                                                          0.03
    USD   WINDSTREAM     ESCROW   LLC/FINANCE     CORP-144A     7.75000%    20-15.08.28         2 251  000.00        2 270  020.95
                                                          0.06
    USD   WMG  ACQUISITION     CORP-144A     3.00000%    20-15.02.31                2 223  000.00        2 017  372.50
                                                          0.05
    USD   WOLVERINE     ESCROW   LLC-144A    8.50000%    19-15.11.24                601  000.00         522  912.07
                                                          0.01
    USD   WR GRACE   HOLDINGS    SA DE CV-144A    5.62500%    21-15.08.29             4 216  000.00        4 068  440.00
                                                          0.10
    USD   WYNDHAM    DESTINATIONS      INC-144A    6.62500%    20-31.07.26               702  000.00         749  385.00
                                                          0.02
    USD   WYNN  LAS  VEGAS   LLC/CAPITAL     CORP-144A     5.50000%    15-01.03.25           1 475  000.00        1 482  802.61
                                                          0.04
    USD   XEROX   HOLDINGS    CORP-144A     5.00000%    20-15.08.25                5 300  000.00        5 369  377.00
                                                          0.13
    USD   XEROX   HOLDINGS    CORP-144A     5.50000%    20-15.08.28                1 000  000.00        1 005  580.00
                                                          0.03
    USD   YUM  BRANDS   INC-144A    4.75000%    19-15.01.30                  3 820  000.00        3 925  298.30
                                                          0.10
    USD   ZAYO  GROUP   HOLDINGS    INC-144A    4.00000%    20-01.03.27              3 751  000.00        3 541  731.71
                                                          0.09
    USD   ZAYO  GROUP   HOLDINGS    INC-144A    6.12500%    20-01.03.28              3 703  000.00        3 493  410.20
                                                          0.09
    米ドル合計                                            1 041  105  648.22
                                                         26.04
    ノート、固定利付債合計                                            1 041  313  145.32

                                                         26.05
    中期債券、固定利付債

    USD

    USD   INTESA   SANPAOLO    SPA-144A-SUB      5.01700%    14-26.06.24              11 220  000.00        11 679  883.35
                                                          0.29
    米ドル合計                                             11 679  883.35
                                                          0.29
    中期債券、固定利付債合計                                             11 679  883.35

                                                          0.29
    中期債券、変動利付債

    USD

    USD   UNICREDIT     SPA-144A-SUB      5.459%/VAR     20-30.06.35                 620  000.00         646  968.81
                                                          0.02
    米ドル合計                                               646  968.81
                                                          0.02
    中期債券、変動利付債合計                                               646  968.81

                                                          0.02
    添付の注記は当財務書類と不可分のものである。

                                140/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    債券、固定利付債

    EUR

    EUR   PANTHER    BF AGGR  2/PANTHER     FIN  CO-REG-S    4.37500%    19-15.05.26          1 700  000.00        1 931  739.48
                                                          0.05
    ユーロ合計                                              1 931  739.48
                                                          0.05
    GBP

    GBP   PINEWOOD    FINANCE-REG-S      3.62500%    21-15.11.27                 1 645  000.00        2 163  315.36
                                                          0.05
    GBP   VIRGIN   MEDIA   SECURED    FINANCE    PLC-REG-S     4.12500%    20-15.08.30          2 225  000.00        2 799  583.15
                                                          0.07
    英ポンド合計                                              4 962  898.51
                                                          0.12
    USD

    USD   CVR  ENERGY   INC-144A    5.25000%    20-15.02.25                  2 000  000.00        1 930  000.00
                                                          0.05
    USD   CVR  ENERGY   INC-144A    5.75000%    20-15.02.28                  2 200  000.00        2 112  000.00
                                                          0.05
    USD   HUDBAY   MINERALS    INC-144A    6.12500%    20-01.04.29                1 440  000.00        1 494  000.00
                                                          0.04
    USD   PACTIV   CORP  8.75000%    99-15.04.27                       305  000.00         326  350.00
                                                          0.01
    USD   TEGNA   INC  4.62500%    20-15.03.28                        645  000.00         632  100.00
                                                          0.02
    USD   WARRIOR    MET  COAL  INC-144A    7.87500%    21-01.12.28                1 862  000.00        1 959  810.86
                                                          0.05
    米ドル合計                                              8 454  260.86
                                                          0.22
    債券、固定利付債合計                                             15 348  898.85

                                                          0.39
    債券、変動利付債

    USD

    USD   CITIGROUP     INC-SUB    6.300%/VAR     14-PRP                  1 490  000.00        1 532  167.00
                                                          0.04
    米ドル合計                                              1 532  167.00
                                                          0.04
    債券、変動利付債合計                                              1 532  167.00

                                                          0.04
    転換社債型新株予約権付社債、固定利付債

    USD

    USD   BURLINGTON     STORES   INC-144A    2.25000%    21-15.04.25                368  000.00         478  238.08
                                                          0.01
    米ドル合計                                               478  238.08
                                                          0.01
    転換社債型新株予約権付社債、固定利付債合計                                               478  238.08

                                                          0.01
    他の規制ある市場で取引されている譲渡性のある有価証券および短期金融商品

                                                1 070  999  301.41
    合計                                                     26.80
    公認の証券取引所に上場されておらず、また他の規制ある市場でも取引されていない譲渡性のある有価証券および短期金

    融商品
    株式
    ケイマン諸島

    USD   NOBLE   CORP  NEW  NPV  144A                                   20 566.77
                                          833.00                0.00
    ケイマン諸島合計                                               20 566.77
                                                          0.00
    株式合計                                               20 566.77

                                                          0.00
    ノート、固定利付債

    USD

    USD   ACADIA   HEALTHCARE     CO INC-144A    5.50000%    20-01.07.28              2 982  000.00        3 009  941.34
                                                          0.08
    USD   ACCO  BRANDS   CORP-144A     4.25000%    21-15.03.29                  882  000.00         842  120.37
                                                          0.02
    USD   ADAPTHEALTH     LLC-144A    6.12500%    20-01.08.28                  2 566  000.00        2 681  470.00
                                                          0.07
    添付の注記は当財務書類と不可分のものである。

                                141/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   ALLISON    TRANSMISSION      INC-144A    3.75000%    20-30.01.31              3 361  000.00        3 122  839.54

                                                          0.08
    USD   AMERICAN    AIRLINES    INC-144A    5.75000%    21-20.04.29               1 072  000.00        1 097  460.00
                                                          0.03
    USD   AMN  HEALTHCARE     INC-144A    4.00000%    20-15.04.29                1 320  000.00        1 309  704.00
                                                          0.03
    USD   APX  GROUP   INC-144A    5.75000%    21-15.07.29                   2 854  000.00        2 684  443.86
                                                          0.07
    USD   ARAMARK    SERVICES    INC-144A    6.37500%    20-01.05.25                1 595  000.00        1 652  818.75
                                                          0.04
    USD   ARDAGH   PACKAGING     FINANCE    PLC-144A    5.25000%    20-30.04.25             820  000.00         838  597.60
                                                          0.02
    USD   ARDAGH   PACKAGING     FINANCE/MP-REG-S        5.25000%    20-30.04.25             500  000.00         511  340.00
                                                          0.01
    USD   BAUSCH   HEALTH   COS  INC-144A    6.12500%    22-01.02.27                872  000.00         875  270.00
                                                          0.02
    USD   BCPE  EMPIRE   HOLDINGS    INC-144A    7.62500%    21-01.05.27               720  000.00         720  000.00
                                                          0.02
    USD   BERRY   PETROLEUM     CORP-144A     7.00000%    18-15.02.26                1 700  000.00        1 704  216.00
                                                          0.04
    USD   BUILDERS    FIRSTSOURCE-144A        4.25000%    22-01.02.32                1 974  000.00        1 932  546.00
                                                          0.05
    USD   BURFORD    CAPITAL    GLOBAL   FINANCE    LLC-144A    6.25000%    21-15.04.28         2 432  000.00        2 549  246.72
                                                          0.06
    USD   CALPINE    CORP-144A     4.62500%    20-01.02.29                    404  000.00         382  535.48
                                                          0.01
    USD   CALUMET    SPECIALTY     PRODUCTS    PARTNER-144A      8.12500%    22-15.01.27         6 232  000.00        6 258  486.00
                                                          0.16
    USD   CARNIVAL    CORP-144A     9.87500%    20-01.08.27                    220  000.00         246  675.00
                                                          0.01
    USD   CCO  HOLDINGS    LLC  4.50000%    21-01.05.32                    3 383  000.00        3 260  366.25
                                                          0.08
    USD   CCO  HOLDINGS    LLC/CAPITAL     CORP-144A     5.00000%    17-01.02.28            255  000.00         258  111.00
                                                          0.01
    USD   CCO  HOLDINGS    LLC/CAP-144A      4.75000%    22-01.02.32                2 252  000.00        2 215  292.40
                                                          0.06
    USD   CCO  HOLDINGS    LLC/CCO    HOLDINGS    CAP-144A    4.50000%    21-01.06.33          5 641  000.00        5 365  155.10
                                                          0.13
    USD   CHARLES    RIVER   LABORATORIES      INTL-144A     3.75000%    21-15.03.29           1 910  000.00        1 842  577.00
                                                          0.05
    USD   CHENIERE    ENERGY   INC  4.62500%    21-15.10.28                  1 380  000.00        1 400  700.00
                                                          0.03
    USD   CHS/COMMUNITY      HEALTH   SYSTEMS    INC-144A    5.62500%    20-15.03.27           25 000.00         25 135.25
                                                          0.00
    USD   CHS/COMMUNITY      HEALTH   SYSTEMS    INC-144A    6.00000%    20-15.01.29          1 230  000.00        1 252  619.70
                                                          0.03
    USD   CINEMARK    USA  INC-144A    8.75000%    20-01.05.25                  628  000.00         658  615.00
                                                          0.02
    USD   CLARK   EQUIPMENT     CO-144A    5.87500%    20-01.06.25                2 270  000.00        2 347  066.50
                                                          0.06
    USD   CLEAR   CHANNEL    WORLDWIDE     HODGS   INC-144A    7.75000%    21-15.04.28          2 310  000.00        2 396  625.00
                                                          0.06
    USD   CREDIT   ACCEPTANCE     CORP  6.62500%    19-15.03.26                 2 525  000.00        2 588  781.50
                                                          0.06
    USD   CRESTWOOD     MIDSTREAM     PART  LP/FIN-144A     6.00000%    21-01.02.29           5 019  000.00        5 056  642.50
                                                          0.13
    USD   CROCS   INC-144A    4.25000%    21-15.03.29                     1 578  000.00        1 452  233.40
                                                          0.04
    USD   CROWNROCK     LP / CROWNROCK     FINANCE-144A      5.00000%    21-01.05.29           530  000.00         534  992.60
                                                          0.01
    USD   CSC  HOLDINGS    LLC-144A    5.75000%    19-15.01.30                 5 479  000.00        5 162  752.12
                                                          0.13
    USD   DAVITA   INC-144A    3.75000%    20-15.02.31                    1 305  000.00        1 198  903.50
                                                          0.03
    USD   DCP  MIDSTREAM     OPERATING     LP 5.37500%    18-15.07.25               1 010  000.00        1 063  277.50
                                                          0.03
    USD   DIAMOND    BC BV-144A    4.62500%    21-01.10.29                    908  000.00         851  286.32
                                                          0.02
    USD   DISH  DBS  CORP  5.12500%    21-01.06.29                     1 555  000.00        1 356  737.50
                                                          0.03
    USD   DISH  DBS  CORP  7.37500%    20-01.07.28                     1 510  000.00        1 459  188.50
                                                          0.04
    USD   DORNOCH    DEBT  MERGER   SUB  INC-144A    6.62500%    21-15.10.29            3 259  000.00        3 149  008.75
                                                          0.08
    USD   DT MIDSTREAM     INC-144A    4.12500%    21-15.06.29                 2 137  000.00        2 108  129.13
                                                          0.05
    USD   DT MIDSTREAM     INC-144A    4.37500%    21-15.06.31                 1 295  000.00        1 278  812.50
                                                          0.03
    USD   ENDURANCE     ACQUISITION     MERGER-144A     6.00000%    21-15.02.29            1 557  000.00        1 385  730.00
                                                          0.03
    USD   ENLINK   MIDSTREAM     LLC-144A    5.62500%    20-15.01.28                740  000.00         759  758.00
                                                          0.02
    USD   ENOVA   INTERNATIONAL      INC-144A    8.50000%    18-15.09.25              1 725  000.00        1 774  714.50
                                                          0.04
    USD   FMG  RESOURCES     AUGUST   2006  PTY  LTD-144A    4.37500%    21-01.04.31           640  000.00         640  850.50
                                                          0.02
    USD   FREEDOM    MORTGAGE    CORP-144A     7.62500%    20-01.05.26                600  000.00         573  000.00
                                                          0.01
    USD   GAP  INC/THE-144A      3.62500%    21-01.10.29                    1 981  000.00        1 842  726.20
                                                          0.05
    USD   GFL  ENVIRONMENTAL      INC-144A    3.50000%    20-01.09.28                749  000.00         704  996.25
                                                          0.02
    USD   GRAPHIC    PACKAGING     INTERNATIONAL-144A         3.50000%    20-01.03.29           1 300  000.00        1 235  000.00
                                                          0.03
    USD   GRAY  TELEVISION     INC-144A    4.75000%    20-15.10.30                8 849  000.00        8 483  315.07
                                                          0.21
    USD   GRIFFON    CORP  5.75000%    20-01.03.28                      710  000.00         709  304.20
                                                          0.02
    USD   HARVEST    MIDSTREAM-144A       7.50000%    20-01.09.28                 3 084  000.00        3 211  893.48
                                                          0.08
    USD   HELIOS   SOFTWARE    HOLDINGS    INC-144A    4.62500%    21-01.05.28            3 832  000.00        3 736  200.00
                                                          0.09
    USD   HERTZ   CORP/THE-144A      5.00000%    21-01.12.29                  4 058  000.00        3 907  448.20
                                                          0.10
    USD   HILCORP    ENERGY   I LP / HILCORP    FINA-144A     6.00000%    21-01.02.31          287  000.00         291  305.00
                                                          0.01
    USD   HILTON   DOMESTIC    OPERATING     CO INC-144A    5.75000%    20-01.05.28          2 570  000.00        2 712  686.40
                                                          0.07
    USD   HOME  POINT   CAPITAL    INC-144A    5.00000%    21-01.02.26                800  000.00         694  000.00
                                                          0.02
    USD   HOWARD   HUGHES   CORP/THE-144A      4.12500%    21-01.02.29                850  000.00         817  045.50
                                                          0.02
    USD   ILLUMINATE     BUYER   LLC  / ILLUMI   HOLD-144A     9.00000%    20-01.07.28         5 732  000.00        6 047  260.00
                                                          0.15
    USD   INGEVITY    CORP-144A     3.87500%    20-01.11.28                    825  000.00         781  027.50
                                                          0.02
    USD   IRB  HOLDING    CORP-144A     7.00000%    20-15.06.25                 3 020  000.00        3 148  350.00
                                                          0.08
    添付の注記は当財務書類と不可分のものである。

                                142/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   IRON  MOUNTAIN    INC-144A    5.00000%    20-15.07.28                 4 398  000.00        4 391  403.00

                                                          0.11
    USD   IRON  MOUNTAIN    INC-144A    5.25000%    20-15.07.30                  500  000.00         496  475.00
                                                          0.01
    USD   IRON  MOUNTAIN    INC-144A    5.62500%    20-15.07.32                 3 060  000.00        3 093  430.50
                                                          0.08
    USD   J2 GLOBAL   INC-144A    4.62500%    20-15.10.30                   1 293  000.00        1 266  170.25
                                                          0.03
    USD   JACOBS   ENTERTAINMENT      INC-144A    6.75000%    22-15.02.29               661  000.00         667  610.00
                                                          0.02
    USD   JAZZ  SECURITIES     DAC-144A    4.37500%    21-15.01.29                1 103  000.00        1 089  047.05
                                                          0.03
    USD   KAISER   ALUMINUM    CORP-144A     4.50000%    21-01.06.31                4 029  000.00        3 827  550.00
                                                          0.10
    USD   KRAFT   HEINZ   FOODS   CO 4.62500%    21-01.10.39                  1 700  000.00        1 858  317.67
                                                          0.05
    USD   LAMAR   MEDIA   CORP  3.62500%    21-15.01.31                     719  000.00         668  670.00
                                                          0.02
    USD   LBM  ACQUISITION     LLC-144A    6.25000%    20-15.01.29                4 145  000.00        3 950  371.52
                                                          0.10
    USD   LD HOLDINGS    GROUP   LLC-144A    6.12500%    21-01.04.28                540  000.00         480  043.80
                                                          0.01
    USD   LIFE  TIME  INC-144A    5.75000%    21-15.01.26                   3 880  000.00        3 895  520.00
                                                          0.10
    USD   LIKEWIZE    CORP-144A     9.75000%    20-15.10.25                   4 446  000.00        4 758  242.58
                                                          0.12
    USD   LITHIA   MOTORS   INC-144A    4.37500%    20-15.01.31                  480  000.00         482  688.00
                                                          0.01
    USD   MACYS   RETAIL   HOLDINGS    INC-144A    5.87500%    21-01.04.29             2 500  000.00        2 548  000.00
                                                          0.06
    USD   MATTEL   INC-144A    3.75000%    21-01.04.29                    2 137  000.00        2 110  287.50
                                                          0.05
    USD   MIDCAP   FINANCIAL     ISSUER   TRUST-144A     5.62500%    21-15.01.30            440  000.00         426  901.20
                                                          0.01
    USD   MSCI  INC-144A    3.62500%    20-01.09.30                      710  000.00         696  403.50
                                                          0.02
    USD   NGL  ENERGY   OPERATING     LLC-144A    7.50000%    21-01.02.26              4 335  000.00        4 404  360.00
                                                          0.11
    USD   NIELSEN    FINANCE    LLC  / NIELSEN    FIN-144A    5.87500%    20-01.10.30          8 261  000.00        8 276  117.63
                                                          0.21
    USD   NOBLE   FINANCE    CO (PIK)   11.00000%     21-15.02.28                  11 095.00         12 232.24
                                                          0.00
    USD   NRG  ENERGY   INC-144A    3.37500%    20-15.02.29                   706  000.00         652  178.09
                                                          0.02
    USD   OASIS   PETROLEUM     INC-144A    6.37500%    21-01.06.26                1 902  000.00        1 953  696.36
                                                          0.05
    USD   OCCIDENTAL     PETROLEUM     CORP  7.95000%    19-15.06.39                3 246  000.00        4 130  535.00
                                                          0.10
    USD   OLYMPUS    WATER   US HOLDING    CORP-144A     6.2500%    21-01.10.28            1 669  000.00        1 589  355.32
                                                          0.04
    USD   ON SEMICONDUCTOR      CORP-144A     3.87500%    20-01.09.28                875  000.00         869  506.75
                                                          0.02
    USD   OUTFRONT    MEDIA   CAPITAL    LLC  / OUTFR-144A     4.25000%    21-15.01.29          500  000.00         470  577.50
                                                          0.01
    USD   PHH  MORTGAGE    CORP-144A     7.87500%    21-15.03.26                 3 921  000.00        3 979  815.00
                                                          0.10
    USD   PILGRIM   ’S  PRIDE   CORP-144A     3.50000%    21-01.03.32               1 958  000.00        1 864  583.82
                                                          0.05
    USD   POST  HOLDINGS    INC-144A    4.50000%    21-15.09.31                 6 497  000.00        6 183  259.87
                                                          0.15
    USD   POWERTEAM     SERVICES    LLC-144A    9.03300%    20-04.12.25               6 654  667.00        6 804  397.00
                                                          0.17
    USD   PRECISION     DRILLING    CORP-144A     7.12500%    17-15.01.26              3 589  000.00        3 606  945.00
                                                          0.09
    USD   PREMIER    ENTMT-144A     5.87500%    21-01.09.31                   1 060  000.00         998  975.80
                                                          0.01
    USD   PRESTIGE    BRANDS   INC-144A    3.75000%    21-01.04.31                5 892  000.00        5 346  990.00
                                                          0.13
    USD   REAL  HERO  MERGER   SUB  2 INC-144A    6.25000%    21-01.02.29             1 376  000.00        1 347  489.28
                                                          0.03
    USD   REALOGY    GROUP/CO    ISSUER-144A     9.37500%    19-01.04.27               594  000.00         643  123.80
                                                          0.02
    USD   ROLLER   BEARING    CO OF AMERICA    INC-144A    4.37500%    21-15.10.29          1 022  000.00        1 011  657.36
                                                          0.03
    USD   ROYAL   CARIBBEAN     CRUISES    LTD-144A    11.50000%     20-01.06.25            1 250  000.00        1 383  414.38
                                                          0.03
    USD   SBA  COMMUNICATIONS       CORP  3.12500%    22-01.02.29                2 830  000.00        2 637  418.50
                                                          0.07
    USD   SCIENCE    APPLICATIONS      INTRNTNL    CORP-144A     4.87500%    20-01.04.28         1 497  000.00        1 504  485.00
                                                          0.04
    USD   SEAGATE    HDD  CAYMAN   4.09100%    20-01.06.29                    620  000.00         607  600.00
                                                          0.01
    USD   SERVICE    PROPERTIES     TRUST   7.50000%    20-15.09.25                1 145  000.00        1 206  635.35
                                                          0.03
    USD   SIMMONS    FOODS   INC-144A    4.62500%    21-01.03.29                 5 216  000.00        5 000  840.00
                                                          0.12
    USD   SM ENERGY   CO-144A    10.00000%     20-15.01.25                    334  000.00         363  225.00
                                                          0.01
    USD   SPECIALTY     BUILDING    PRODCTS    HLD  LLC-144A    6.37500%    20-30.09.26         4 631  000.00        4 759  417.63
                                                          0.12
    USD   STARWOOD    PROPERTY    TRUST   INC-144A    4.37500%    22-15.01.27             135  000.00         134  523.45
                                                          0.00
    USD   SWF  ESCROW   ISSUER   CORP-144A     6.50000%    21-01.10.29               1 435  000.00        1 334  550.00
                                                          0.03
    USD   SWITCH   LTD-144A    3.75000%    20-15.09.28                     670  000.00         639  099.60
                                                          0.02
    USD   TALLGRASS     ENERGY   PARTNERS    LP-144A    6.00000%    20-31.12.30             840  000.00         802  200.00
                                                          0.02
    USD   TARGA   RESOURCES     PARTNERS    6.50000%    19-15.07.27                1 543  000.00        1 637  585.90
                                                          0.04
    USD   TARGA   RESOURCES     PARTNERS    5.50000%    19-01.03.30                 151  000.00         159  871.25
                                                          0.00
    USD   TARGA   RESOURCES     PARTNERS    4.87500%    20-01.02.31                2 659  000.00        2 778  655.00
                                                          0.07
    USD   TEGNA   INC  5.00000%    19-15.09.29                       2 345  000.00        2 307  855.20
                                                          0.06
    USD   TEMPUR   SEALY   INTERNATIONAL      INC-144A    3.87500%    21-15.10.31           3 745  000.00        3 492  512.10
                                                          0.09
    USD   TENET   HEALTHCARE     CORP-144A     7.50000%    20-01.04.25                470  000.00         489  632.84
                                                          0.01
    USD   UNISYS   CORP-144A     6.87500%    20-01.11.27                    4 138  000.00        4 406  970.00
                                                          0.11
    USD   UNITED   NATURAL    FODDS   INC-144A    6.75000%    20-15.10.28              2 466  000.00        2 617  042.50
                                                          0.07
    USD   URBAN   ONE  INC-144A    7.37500%    21-01.02.28                   4 445  000.00        4 517  231.25
                                                          0.11
    USD   VAIL  RESORTS    INC-144A    6.25000%    20-15.05.25                 1 395  000.00        1 443  825.00
                                                          0.04
    添付の注記は当財務書類と不可分のものである。

                                143/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   VALVOLINE     INC-144A    3.62500%    20-15.06.31                   2 755  000.00        2 524  819.75

                                                          0.06
    USD   VIASAT   INC-144A    6.50000%    20-15.07.28                    4 760  000.00        4 712  400.00
                                                          0.12
    USD   VIKING   CRUISES    LTD-144A    7.00000%    21-15.02.29                 363  000.00         346  665.00
                                                          0.01
    USD   WORLD   ACCEPTANCE     CORP-144A     7.00000%    21-01.11.26               1 725  000.00        1 656  345.00
                                                          0.04
    USD   WYNDHAM    HOTELS   & RESORTS    INC-144A    4.37500%    20-15.08.28            2 457  000.00        2 437  835.40
                                                          0.06
    USD   XPO  LOGISTICS     INC-144A    6.25000%    20-01.05.25                 3 564  000.00        3 688  989.48
                                                          0.09
    USD   ZOOMINFO    TECHNOLOGIES      LLC-144A    3.87500%    21-01.02.29             5 220  000.00        4 913  325.00
                                                          0.12
    米ドル合計                                             279  517  227.45
                                                          6.99
    ノート、固定利付債合計                                             279  517  227.45

                                                          6.99
    債券、固定利付債

    USD

    USD   DELEK   LOGISTICS     PARTNERS    LP 6.75000%    18-15.05.25               4 078  000.00        4 094  352.78
                                                          0.10
    USD   DIEBOLD    NIXDORF    INC-144A    9.37500%    20-15.07.25                1 092  000.00        1 147  014.96
                                                          0.03
    USD   JB POINDEXTER     & CO INC-144A    7.12500%    18-15.04.26               1 628  000.00        1 692  826.96
                                                          0.04
    USD   NOBLE   FINANCE    CO 11.00000%     21-15.02.28                    320  185.00         353  804.43
                                                          0.01
    米ドル合計                                              7 287  999.13
                                                          0.18
    債券、固定利付債合計                                              7 287  999.13

                                                          0.18
    転換社債型新株予約権付社債、固定利付債

    USD

             *    *
    USD
        INTELSAT    SA  DEFAULTED     4.50000%    18-15.06.25                 1 600  000.00         240  000.00
                                                          0.01
    米ドル合計                                               240  000.00
                                                          0.01
    転換社債型新株予約権付社債、固定利付債合計                                               240  000.00

                                                          0.01
    公認の証券取引所に上場されておらず、また他の規制ある市場でも取引されて

                                                 287  065  793.35
    いない譲渡性のある有価証券および短期金融商品合計                                                      7.18
    最近発行された譲渡性のある有価証券および短期金融商品

    ノート、固定利付債
    USD

    USD   ACRISURE    LLC  / FINANCE    INC-144A    4.25000%    21-15.02.29             1 295  000.00        1 222  635.40
                                                          0.03
    USD   ACRISURE    LLC  /ACRISURE     FINANCE    INC-144A    6.00000%    21-01.08.29          815  000.00         774  250.00
                                                          0.02
    USD   ADAPTHEALTH     LLC-144A    5.12500%    21-01.03.30                  3 056  000.00        2 991  243.36
                                                          0.07
    USD   AETHON   UNITED/AETHON      UNITED   FIN  C-144A-8.25000%       21-15.02.26          2 159  000.00        2 273  707.67
                                                          0.06
    USD   AIR  CANADA-144A     3.87500%    21-15.08.26                    2 189  000.00        2 135  128.71
                                                          0.05
    USD   ALLIED   UNIVERSAL     HOLDCO/FIN     CORP-144A     6.00000%    21-01.06.29          2 515  000.00        2 383  981.08
                                                          0.06
    USD   ALLIED   UNIVERSAL     HOLDCO   LLC-144A    4.62500%    21-01.06.28            1 369  000.00        1 314  500.11
                                                          0.03
    USD   AMERICAN    BUILDERS    & CONTRAC    SUPPLY-144A     3.87500%    21-15.11.29         1 669  000.00        1 568  459.44
                                                          0.04
    USD   AMWINS-144A     4.87500%    21-30.06.29                      2 175  000.00        2 128  781.25
                                                          0.05
    USD   ANTERO   RESOURCES     CORP-144A     5.37500%    21-01.03.30               4 961  000.00        5 133  642.80
                                                          0.13
    USD   API  ESCROW   CORP-144A     4.75000%    21-15.10.29                   59 000.00         57 967.50
                                                          0.00
    USD   API  GROUP   DE INC-144A    4.12500%    21-15.07.29                 1 494  000.00        1 437  975.00
                                                          0.04
    USD   APOLLO   COMMERCIAL     REAL  ESTATE   FINA-144A     4.62500%    21-15.06.29         2 010  000.00        1 914  525.00
                                                          0.05
    USD   ARDAGH   METAL   PACKAGING     FINANCE    PLC-144A    4.00000%    21-01.09.29         3 223  000.00        3 069  907.50
                                                          0.08
    USD   ARKO  CORP-144A     5.12500%    21-15.11.29                     1 653  000.00        1 572  581.55
                                                          0.04
    USD   ASBURY   AUTOMOTIVE     GROUP   INC-144A    4.62500%    21-15.11.29            2 875  000.00        2 829  057.50
                                                          0.07
    USD   ASBURY   AUTOMOTIVE     GROUP   INC-144A    5.00000%    21-15.02.32            2 910  000.00        2 887  214.70
                                                          0.07
    USD   ASHLAND    INC-144A    3.37500%    21-01.09.31                    2 940  000.00        2 778  300.00
                                                          0.07
    USD   ASTEROID    PRIVATE    MERGER   SUB  INC-144A    8.50000%    21-15.11.29           1 994  000.00        2 028  556.02
                                                          0.05
    USD   ATHABASCA     OIL  CORP-144A     9.75000%    21-01.11.26                1 960  000.00        1 960  000.37
                                                          0.05
    添付の注記は当財務書類と不可分のものである。

                                144/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   ATKORE   INC-144A    4.25000%    21-01.06.31                     722  000.00         710  628.50

                                                          0.02
    USD   ATLAS   LUXCO   4 SARL-144A     4.62500%    21-01.06.28                 432  000.00         408  339.36
                                                          0.01
    USD   AVANTOR    FUNDING    INC-144A    3.87500%    21-01.11.29                1 920  000.00        1 843  200.00
                                                          0.05
    USD   BIOSCRIP    INC  COM-144A    4.37500%    21-31.10.29                 1 111  000.00        1 082  469.52
                                                          0.03
    USD   BUILDERS    FIRSTSOURCE     INC-144A    4.25000%    21-01.02.32               460  000.00         450  340.00
                                                          0.01
    USD   BWX  TECHNOLOGIES      INC-144A    4.12500%    21-15.04.29                641  000.00         631  385.00
                                                          0.02
    USD   CAESARS    ENTERTAINMENT      INC-144A    4.62500%    21-15.10.29             1 875  000.00        1 795  129.68
                                                          0.04
    USD   CARNIVAL    CORP-144A     6.00000%    21-01.05.29                   1 643  000.00        1 569  065.00
                                                          0.04
    USD   CARROLS    RESTAURANT     GROUP   INC-144A    5.87500%    21-01.07.29            2 765  000.00        2 377  900.00
                                                          0.06
    USD   CARVANA    CO-144A    4.87500%    21-01.09.29                    4 337  000.00        3 855  115.93
                                                          0.10
    USD   CARVANA    CO-144A    5.50000%    21-15.04.27                    1 050  000.00         977  970.00
                                                          0.02
    USD   CASTLELAKE     AVIATION    FINANCE    DAC-144A    5.00000%    21-15.04.27           550  000.00         536  085.00
                                                          0.01
    USD   CEC  ENTERTAINMENT      INC-144A    6.75000%    21-01.05.26               3 970  000.00        3 813  304.10
                                                          0.10
    USD   CENTURY    COMMUNITIES     INC-144A    3.87500%    21-15.08.29               750  000.00         719  812.50
                                                          0.02
    USD   CHENIERE    ENERGY   PARTNERS    LP-144A    3.25000%    21-31.01.32             635  000.00         597  268.30
                                                          0.01
    USD   CHS/COMMUNITY      HEALTH   SYSTEMS    INC-144A    6.87500%    21-15.04.29          1 431  000.00        1 414  901.25
                                                          0.04
    USD   CHS/COMMUNITY      HEALTH   SYSTEMS    INC-144A    4.75000%    21-15.02.31           600  000.00         573  750.00
                                                          0.01
    USD   CHS/COMMUNITY      HEALTH   SYSTEMS    INC-144A    5.25000%    22-15.05.30           935  000.00         930  979.50
                                                          0.02
    USD   CINEMARK    USA  INC-144A    5.87500%    21-15.03.26                 2 140  000.00        2 102  550.00
                                                          0.05
    USD   CLARIVATE     SCIENCE    HOLDINGS    CORP-144A     3.87500%    21-01.07.28           6 380  000.00        6 086  201.00
                                                          0.15
    USD   CLARIVATE     SCIENCE    HOLDINGS    CORP-144A     4.87500%    21-01.07.2029           7 194  000.00        6 852  285.00
                                                          0.17
    USD   CLEAR   CHANNEL    WORLDWIDE     HODGS   INC-144A    7.50000%    21-01.06.29           350  000.00         362  687.50
                                                          0.01
    USD   CLEARWAY    ENERGY   OPERATING     LLC-144A    3.75000%    21-15.01.32           2 207  000.00        2 093  891.25
                                                          0.05
    USD   CNX  MIDSTREAM     PARTNERS    LP-144A    4.75000%    21-15.04.30              280  000.00         273  420.00
                                                          0.01
    USD   COINBASE    GLOBAL   INC-144A    3.37500%    21-01.10.28                2 286  000.00        2 050  061.94
                                                          0.05
    USD   COLGATE    ENERGY   PARTNERS    III  LLC-144A    5.87500%    21-01.07.29           1 467  000.00        1 490  838.75
                                                          0.04
    USD   CROCS   INC-144A    4.12500%    21-15.08.31                     860  000.00         767  550.00
                                                          0.02
    USD   CTR  PAR  LP/CARETRUST      CAP  CORP-144A     3.87500%    21-30.06.28           2 394  000.00        2 370  060.00
                                                          0.06
    USD   CVR  PARTNERS    LP/CVR   NITRO   FIN  CORP-144A     6.12500%    21-15.06.28         3 130  000.00        3 180  737.30
                                                          0.08
    USD   DELEK   LOGISTICS     PARTNERS    LP-144A    7.12500%    21-01.06.28            2 243  000.00        2 275  523.50
                                                          0.06
    USD   DELUXE   CORP-144A     8.00000%    21-01.06.29                    2 067  000.00        2 136  430.53
                                                          0.05
    USD   DIRECTV    FINANCING     CO INC-144A    5.87500%    21-15.08.27              1 344  000.00        1 348  972.80
                                                          0.03
    USD   DISH  DBS  CORP-144A     5.25000%    21-01.12.26                   1 090  000.00        1 057  300.00
                                                          0.03
    USD   DUN  & BRADSTREET     CORP-144A     5.00000%    21-15.12.29               3 139  000.00        3 131  152.50
                                                          0.08
    USD   ELASTIC    NV-144A    4.12500%    21-15.07.29                     705  000.00         659  175.00
                                                          0.02
    USD   ENCINO   ACQUISITION     PARTNERS    HOLDIN-144A     8.50000%    21-01.05.28         2 676  000.00        2 706  105.00
                                                          0.07
    USD   ENERGIZER     HOLDINGS    INC-144A    4.12500%    21-01.04.29               4 568  000.00        4 496  830.56
                                                          0.11
    USD   ENTEGRIS    INC-144A    3.62500%    21-01.05.29                   2 280  000.00        2 183  647.20
                                                          0.05
    USD   EVERI   HOLDINGS    INC-144A    5.00000%    21-15.07.29                2 981  000.00        2 966  095.00
                                                          0.07
    USD   FOOT  LOCKER   INC-144A    4.00000%    21-01.10.29                   715  000.00         689  460.20
                                                          0.02
    USD   FOUNDATION     BUILDING    MATERIALS     INC-144A    6.00000%    21-01.03.29          1 416  000.00        1 366  709.04
                                                          0.03
    USD   FREEDOM    MORTGAGE    CORP-144A     6.62500%    21-15.01.27               5 389  000.00        5 005  303.20
                                                          0.12
    USD   FULL  HOUSE   RESORTS    INC  COM-144A    8.25000%    21-15.02.28             1 770  000.00        1 814  250.00
                                                          0.05
    USD   GAP  INC/THE-144A      3.87500%    21-01.10.31                     575  000.00         533  611.50
                                                          0.01
    USD   GARTNER    INC-144A    3.62500%    21-15.06.29                    4 551  000.00        4 414  470.00
                                                          0.11
    USD   GLOBAL   INFRASTRUCTURE       SOLUTION    INC-144A    5.62500%    21-01.06.29         1 733  000.00        1 739  325.45
                                                          0.04
    USD   GOEASY   LTD-144A    4.37500%    21-01.05.26                    5 184  000.00        5 136  981.12
                                                          0.13
    USD   GOODYEAR    TIRE  & RUBBER   CO-144A    5.00000%    21-15.07.29              631  000.00         631  315.50
                                                          0.02
    USD   GOODYEAR    TIRE  & RUBBER   CO/THE-144A     5.25000%    21-15.07.31            766  000.00         771  277.74
                                                          0.02
    USD   HEALTHEQUITY      INC-144A    4.50000%    21-01.10.29                 4 826  000.00        4 717  415.00
                                                          0.12
    USD   HERTZ   CORP-144A     4.62500%    21-01.12.26                    2 852  000.00        2 767  010.40
                                                          0.07
    USD   HILTON   DOMESTIC    OPERATING     CO INC-144A    3.62500%    21-15.02.32           450  000.00         427  018.50
                                                          0.01
    USD   HILTON   GRAND   VACATIONS     BORROWER-144A      4.87500%    21-01.07.31           2 341  000.00        2 265  666.62
                                                          0.06
    USD   HOWARD   HUGHES   CORP/THE-144A      4.37500%    21-01.02.31               4 549  000.00        4 327  236.25
                                                          0.11
    USD   II-VI   INC-144A    5.00000%    21-15.12.29                     1 316  000.00        1 313  433.80
                                                          0.03
    USD   ILIAD   HOLDING    SASU-144A     6.50000%    21-15.10.26                3 027  000.00        3 065  231.01
                                                          0.08
    USD   ILIAD   HOLDING    SASU-144A     7.00000%    21-15.10.28                1 700  000.00        1 728  237.00
                                                          0.04
    USD   IMOLA   MERGER   CORP-144A     4.75000%    21-15.05.29                 3 313  000.00        3 223  449.61
                                                          0.08
    USD   INDEPENDENCE      ENERGY   FINANCE    LLC-144A    7.25000%    21-01.05.26           4 894  000.00        5 021  733.40
                                                          0.13
    添付の注記は当財務書類と不可分のものである。

                                145/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   INDIGO   MERGER   SUB  INC-144A    2.87500%    21-15.07.26                290  000.00         283  730.20

                                                          0.01
    USD   INTESA   SANPAOLO    SPA-144A-SUB      4.95000%    21-01.06.42              2 350  000.00        2 242  368.24
                                                          0.06
    USD   ION  TRADING    TECHNOLOGIES      SARL-144A     5.75000%    21-15.05.28           4 715  000.00        4 707  550.30
                                                          0.12
    USD   ITT  HOLDINGS    LLC-144A    6.50000%    21-01.08.29                 3 810  000.00        3 655  428.30
                                                          0.09
    USD   JEFFERIES     FINANCE    LLC  / JFIN  CO-144A    5.00000%    21-15.08.28           620  000.00         612  820.40
                                                          0.02
    USD   LFS  TOPCO   LLC-144A    5.87500%    21-15.10.26                   1 705  000.00        1 745  135.70
                                                          0.04
    USD   LGI  HOMES   INC-144A    4.00000%    21-15.07.29                   2 673  000.00        2 526  091.92
                                                          0.06
    USD   LINDBLAD    EXPEDITIONS     LLC-144A    6.75000%    22-15.02.27              1 507  000.00        1 519  116.28
                                                          0.04
    USD   LIONS   GATE  CAPITAL    HOLDINGS    LLC-144A    5.50000%    21-15.04.29           5 512  000.00        5 478  211.44
                                                          0.14
    USD   LITHIA   MOTORS   INC-144A    3.87500%    21-01.06.29                  517  000.00         507  952.50
                                                          0.01
    USD   LPL  HOLDINGS    INC-144A    4.00000%    21-15.03.29                 2 556  000.00        2 480  700.24
                                                          0.06
    USD   LPL  HOLDINGS    INC-144A    4.37500%    21-15.05.31                  719  000.00         704  670.33
                                                          0.02
    USD   LSF11   A5 HOLDCO   LLC-144A    6.62500%    21-15.10.29                2 500  000.00        2 450  000.00
                                                          0.06
    USD   MADISON    IAQ  LLC-144A    5.87500%    21-30.06.29                  1 780  000.00        1 645  084.90
                                                          0.04
    USD   MAJORDRIVE     HOLDINGS    IV LLC-144A    6.37500%    21-01.06.29             3 880  000.00        3 686  000.00
                                                          0.09
    USD   MARRIOTT    OWNERSHIP     RESORTS    INC-144A    4.50000%    21-15.06.29            645  000.00         632  770.80
                                                          0.02
    USD   MASONITE    INTERNATIONAL      CORP-144A     3.50000%    21-15.02.30            2 185  000.00        2 062  683.70
                                                          0.05
    USD   MATCH   GROUP   HOLDINGS    II LLC-144A    3.62500%    21-01.10.31             245  000.00         224  501.46
                                                          0.01
    USD   MAV  ACQUISITION     CORP-144A     8.00000%    21-01.08.29                6 308  000.00        5 897  980.00
                                                          0.15
    USD   MEG  ENERGY   CORP-144A     5.87500%    21-01.02.29                  3 445  000.00        3 500  981.25
                                                          0.09
    USD   MICROSTRATEGY      INC-144A    6.12500%    21-15.06.28                 1 030  000.00         983  650.00
                                                          0.02
    USD   MIDAS   OPCO  HOLDINGS    LLC-144A    5.62500%    21-15.08.29              3 458  000.00        3 399  214.00
                                                          0.08
    USD   MINERVA    MERGER   SUB  INC-144A    6.50000%    22-15.02.30               8 549  000.00        8 527  627.50
                                                          0.21
    USD   MONEYGRAM     INTERNATIONAL      INC-144A    5.37500%    21-01.08.26            2 577  000.00        2 654  078.07
                                                          0.07
    USD   MOZART   DEBT  MERGER   SUB  INC-144A    3.87500%    21-01.04.29             5 125  000.00        4 938  962.50
                                                          0.12
    USD   MOZART   DEBT  MERGER   SUB  INC-144A    5.25000%    21-01.10.29             2 727  000.00        2 652  007.50
                                                          0.07
    USD   MUELLER    WATER   PRODUCTS    INC-144A    4.00000%    21-15.06.29              871  000.00         853  580.00
                                                          0.02
    USD   NABORS   INDUSTRIES     INC-144A    7.37500%    21-15.05.27               3 356  000.00        3 443  725.84
                                                          0.09
    USD   NATIONAL    FINANCIAL     PARTNERS    CORP-144A     4.87500%    21-15.08.28          1 733  000.00        1 693  054.35
                                                          0.04
    USD   NATIONSTAR     MORTGAGE    HOLDINGS    INC-144A    5.75000%    21-15.11.31          3 320  000.00        3 210  406.80
                                                          0.08
    USD   NCL  FINANCE    LTD-144A    6.12500%    21-15.03.28                   181  000.00         171  045.00
                                                          0.00
    USD   NCR  CORP-144A     5.12500%    21-15.04.29                     10 229  000.00        10 206  598.49
                                                          0.26
    USD   NESCO   HOLDINGS    II INC-144A    5.50000%    21-15.04.29               3 433  000.00        3 398  670.00
                                                          0.08
    USD   NEW  ENTERPRISE     STONE&LIME     CO INC-144A    5.25000%    21-15.07.28          2 296  000.00        2 296  000.00
                                                          0.06
    USD   NEWS  CORP-144A     3.87500%    21-15.05.29                     710  000.00         681  316.00
                                                          0.02
    USD   NIELSEN    FIN  LLC/NIELSEN     FIN  CO-144A    4.75000%    21-15.07.31           4 286  000.00        3 986  194.30
                                                          0.10
    USD   NIELSEN    FINANCE    LLC/NIELSEN-144A        4.50000%    21-15.07.29             260  000.00         242  450.00
                                                          0.01
    USD   NORTHWEST     FIBER   LLC  / FINANCE-144A      6.00000%    21-15.02.28           2 446  000.00        2 299  973.80
                                                          0.06
    USD   NOVELIS    CORP-144A     3.87500%    21-15.08.31                   4 609  000.00        4 340  617.93
                                                          0.11
    USD   NRG  ENERGY   INC-144A    3.87500%    21-15.02.32                  1 095  000.00        1 029  573.75
                                                          0.03
    USD   NUFARM   AUSTRALIA     LTD-144A    5.00000%    22-27.01.30                2 588  000.00        2 584  790.88
                                                          0.06
    USD   OLYMPUS    WATER   US HOLDING    CORP-144A     4.25000%    21-01.10.28           4 597  000.00        4 389  951.12
                                                          0.11
    USD   OPEN  TEXT  CORP  / OPEN  TEXT-144A     3.87500%    21-01.12.29             2 580  000.00        2 477  780.40
                                                          0.06
    USD   OPEN  TEXT  CORP  / OPEN  TEXT-144A     4.12500%    21-01.12.31             6 283  000.00        6 063  095.00
                                                          0.15
    USD   ORGANON    FINANCE    1 LLC-144A    4.12500%    21-30.04.28               1 694  000.00        1 666  929.88
                                                          0.04
    USD   ORGANON    FINANCE    1 LLC-144A    5.12500%    21-30.04.31               6 806  000.00        6 806  000.00
                                                          0.17
    USD   PAPA  JOHN  ’S  INTERNATIONAL      INC-144A    3.87500%    21-15.09.29           2 200  000.00        2 095  500.00
                                                          0.05
    USD   PARK  INTERMEDIATE      HOLDINGS    LLC-144A    4.87500%    21-15.05.29           2 551  000.00        2 521  459.42
                                                          0.06
    USD   PAYSAFE    FINANCE    PLC/HOLDINGS      US-144A    4.00000%    21-15.06.29           2 281  000.00        2 057  279.52
                                                          0.05
    USD   PENN  VIRGINIA    HOLDINGS    LLC-144A    9.25000%    21-15.08.26             2 240  000.00        2 297  119.98
                                                          0.06
    USD   PENNYMAC    FINANCIAL     SERVICES    INC-144A    5.75000%    21-15.09.31           2 420  000.00        2 313  713.60
                                                          0.06
    USD   PETROFAC    LTD-144A    9.75000%    21-15.11.26                   1 013  000.00        1 020  597.50
                                                          0.03
    USD   PGT  ESCROW   ISSUER   INC-144A    4.37500%    21-01.10.29               2 685  000.00        2 589  440.85
                                                          0.06
    USD   POLAR   US BORROWER    LLC-144A    6.75000%    21-15.05.26                990  000.00         942  975.00
                                                          0.02
    USD   PRA  GROUP   INC-144A    5.00000%    21-01.10.29                    860  000.00         849  250.00
                                                          0.02
    USD   PREMIER    ENTMT-144A     5.625000    21-01.09.29                   2 884  000.00        2 717  910.44
                                                          0.07
    USD   RACKSPACE     TECHNOLOGY     GLOBAL   INC-144A    3.50000%    21-15.02.28           2 282  000.00        2 129  585.22
                                                          0.05
    USD   REALOGY    LLC/REALOGY     CO-ISSUER     CORP-144A     5.25000%    22-15.04.30         1 720  000.00        1 646  900.00
                                                          0.04
    USD   RITCHIE    BROS  HOLDINGS    INC-144A    4.75000%    21-15.12.31             1 447  000.00        1 457  418.40
                                                          0.04
    添付の注記は当財務書類と不可分のものである。

                                146/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD   ROCKCLIFF     ENERGY   II LLC-144A    5.50000%    21-15.10.29              3 058  000.00        3 096  225.00

                                                          0.08
    USD   ROYAL   CARIBBEAN     CRUISES    LTD-144A    4.25000%    21-01.07.26            5 386  000.00        5 029  339.08
                                                          0.13
    USD   ROYAL   CARIBBEAN     CRUISES    LTD-144A    5.50000%    21-31.08.26            1 335  000.00        1 301  625.00
                                                          0.03
    USD   ROYAL   CARIBBEAN     CRUISES    LTD-144A    5.3750%    22-15.07.27             1 447  000.00        1 398  380.80
                                                          0.02
    USD   RYAN  SPECIALTY     GROUP   LLC-144A    4.37500%    22-01.02.30              1 416  000.00        1 408  920.00
                                                          0.04
    USD   SEASPAN    CORP-144A     5.50000%    21-01.08.29                   2 761  000.00        2 730  573.78
                                                          0.07
    USD   SEAWORLD    PARKS   & ENTERTAINMENT      INC-144A    5.25000%    21-15.08.29         7 104  000.00        6 921  498.24
                                                          0.17
    USD   SOLARIS    MIDSTREAM     HOLDINGS    LLC-144A    7.62500%    21-01.04.26           4 458  000.00        4 603  464.54
                                                          0.11
    USD   SONIC   AUTOMOTIVE     INC-144A    4.62500%    21-15.11.29                1 044  000.00        1 019  205.00
                                                          0.03
    USD   SONIC   AUTOMOTIVE     INC-144A    4.87500%    21-15.11.31                2 287  000.00        2 210  225.41
                                                          0.06
    USD   SOTHEBY    BIDFAIR    HOLDINGS    INC-144A    5.87500%    21-01.06.29            3 153  000.00        3 192  412.50
                                                          0.08
    USD   SPECTRUM    BRANDS   INC-144A    3.87500%    21-15.03.31                1 000  000.00         940  000.00
                                                          0.02
    USD   SPEEDY   GROUP   HOLDINGS    CORP-144A     7.50000%    21-01.08.28             6 328  000.00        5 968  506.32
                                                          0.15
    USD   SRS  DISTRIBUTION      INC-144A    4.62500%    21-01.07.28                3 483  000.00        3 366  545.90
                                                          0.08
    USD   SRS  DISTRIBUTION      INC-144A    6.12500%    21-01.07.29                764  000.00         748  720.00
                                                          0.02
    USD   SRS  DISTRIBUTION      INC-144A    6.00000%    21-01.12.29                2 630  000.00        2 554  545.30
                                                          0.06
    USD   STARWOOD    PROPERTY    TRUST-144A     3.75000%    21-31.12.24              1 504  000.00        1 502  120.00
                                                          0.04
    USD   STATION    CASINOS    LLC-144A    4.62500%    21-01.12.31                2 368  000.00        2 249  600.00
                                                          0.06
    USD   SUBURBAN    PROPANE    PARTN/ENERGY      FIN-144A    5.00000%    21-01.06.31          1 369  000.00        1 348  465.00
                                                          0.03
    USD   SUMMIT   MIDSTREAM     FINANCE    CORP-144A     8.50000%    21-15.10.26           4 204  000.00        4 307  838.80
                                                          0.11
    USD   SUPERIOR    PLUS/SUPE     GEN  PARTNER    INC-144A    4.50000%    21-15.03.29          683  000.00         684  024.50
                                                          0.02
    USD   SYNAPTICS     INC-144A    4.00000%    21-15.06.29                    350  000.00         343  210.00
                                                          0.01
    USD   TARGA   RESOURCES     PARTNERS-144A      4.00000%    21-15.01.32              2 738  000.00        2 725  405.20
                                                          0.07
    USD   TEMPUR   SEALY   INTERNATIONAL      INC-144A    4.00000%    21-15.04.29            680  000.00         651  902.40
                                                          0.02
    USD   TENET   HEALTHCARE     CORP-144A     4.37500%    21-15.01.30               4 429  000.00        4 268  045.71
                                                          0.11
    USD   TOPBUILD    CORP-144A     4.12500%    21-15.02.32                   1 100  000.00        1 065  724.00
                                                          0.03
    USD   TRANSDIGM     INC-SUB    4.62500%    21-15.01.29                   1 255  000.00        1 191  823.30
                                                          0.03
    USD   TRAVEL   + LEISURE    CO-144A    4.50000%    21-01.12.29                 866  000.00         835  958.46
                                                          0.02
    USD   TRIMAS   CORP-144A     4.12500%    21-15.04.29                     770  000.00         754  600.00
                                                          0.02
    USD   TRINET   GROUP   INC-144A    3.50000%    21-01.03.29                 3 658  000.00        3 473  709.96
                                                          0.09
    USD   TRINSEO    MATERIALS     OPERATING     SCA-144A    5.12500%    21-01.04.29           2 613  000.00        2 637  300.90
                                                          0.07
    USD   TRITON   WATER   HOLDINGS    INC-144A    6.2500%    21-01.04.29              2 253  000.00        2 112  187.50
                                                          0.05
    USD   TTM  TECHNOLOGIES      INC-144A    4.00000%    21-01.03.29                3 750  000.00        3 583  612.50
                                                          0.09
    USD   UNIFRAX    ESCROW   ISSUER   CORP-144A     5.25000%    21-30.09.28              744  000.00         730  980.00
                                                          0.02
    USD   UNIFRAX    ESCROW   ISSUER   CORP-144A     7.50000%    21-30.09.29             1 050  000.00        1 017  187.50
                                                          0.03
    USD   UNIVISION     COMMUNICATIONS       INC-144A    4.50000%    21-01.05.29            2 147  000.00        2 126  474.68
                                                          0.05
    USD   UPC  BROADBAND     FINCO   BV-144A    4.87500%    21-15.07.31               1 600  000.00        1 585  120.00
                                                          0.04
    USD   US ACUTE   CARE  SOLUTIONS     LLC-144A    6.37500%    22-01.03.26             832  000.00         836  160.00
                                                          0.02
    USD   US FOODS   INC-144A    4.75000%    21-15.02.29                   1 201  000.00        1 178  721.45
                                                          0.03
    USD   US FOODS   INC-144A    4.62500%    21-01.06.30                   2 611  000.00        2 539  197.50
                                                          0.06
    USD   VENTURE    GLOBAL   CALCASIEU     PASS  LLC-144A    3.87500%    21-15.08.29          1 700  000.00        1 697  008.00
                                                          0.04
    USD   VENTURE    GLOBAL   CALCASIEU     PASS  LLC-144A    4.12500%    21-15.08.31           694  000.00         698  504.40
                                                          0.02
    USD   VERTIV   GROUP   CORP-144A     4.12500%    21-15.11.28                 1 033  000.00        1 006  668.83
                                                          0.02
    USD   VICTORS    MERGER   CORP-144A     6.37500%    21-15.05.29                2 287  000.00        2 097  567.79
                                                          0.05
    USD   VIDEOTRON     LTD  / VIDEOTRON     LTEE-144A     3.62500%    21-15.06.29           2 248  000.00        2 177  750.00
                                                          0.05
    USD   VISTA   OUTDOOR    INC-144A    4.50000%    21-15.03.29                 6 205  000.00        6 021  952.50
                                                          0.15
    USD   VISTAJET    MALTA   FINANCE    PLC-144A    6.37500%    22-01.02.30              540  000.00         536  625.00
                                                          0.01
    USD   VM CONSOLIDATED      INC-144A    5.50000%    21-15.04.29                2 116  000.00        2 106  731.92
                                                          0.05
    USD   VMED  O2 UK FINANCING     I PLC-144A    4.75000%    21-15.07.31             2 370  000.00        2 264  961.60
                                                          0.06
    USD   WEATHERFORD     INTERNATIONAL      LTD-144A    6.50000%    21-15.09.28           2 140  000.00        2 204  200.00
                                                          0.05
    USD   WMG  ACQUISITION     CORP-144A     3.75000%    21-01.12.29                725  000.00         689  469.56
                                                          0.02
    USD   WR GRACE   HOLDINGS    LLC-144A    5.62500%    21-01.10.24               2 565  000.00        2 654  775.00
                                                          0.07
    USD   WR GRACE   HOLDINGS    LLC-144A    4.87500%    21-15.06.27               1 616  000.00        1 607  887.68
                                                          0.04
    USD   XHR  LP-144A    4.87500%    21-01.06.29                      4 770  000.00        4 676  985.00
                                                          0.12
    米ドル合計                                             445  181  573.28
                                                         11.14
    ノート、固定利付債合計                                             445  181  573.28

                                                         11.14
    最近発行された譲渡性のある有価証券および短期金融商品合計                                             445  181  573.28

                                                         11.14
    添付の注記は当財務書類と不可分のものである。

                                147/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    公認の証券取引所に上場されておらず、また他の規制ある市場でも取引されていない派生商品

    新株予約権
    ケイマン諸島

    USD   NOBLE   CORP  CALL  WARRANT    0.000001    21-05.02.28                             3 696.00
                                          462.00                0.00
    USD   NOBLE   CORP  CALL  WARRANT    0.000001    21-05.02.28                             3 469.62
                                          462.00                0.00
    ケイマン諸島合計                                               7 165.62
                                                          0.00
    新株予約権合計                                               7 165.62

                                                          0.00
    公認の証券取引所に上場されておらず、また他の規制ある市場でも取引されて

                                                    7 165.62
    いない派生商品合計                                                      0.00
    投資有価証券合計                                            3 847  800  571.81

                                                         96.27
    派生商品

    公認の証券取引所に上場されている派生商品

    債券に係る金融先物
    EUR   EURO-BUND     FUTURE   08.03.22                                   -24  740.47

                                           5.00               0.00
    EUR   EURO-BOBL     FUTURE   08.03.22                                    39 638.56
                                         -136.00                0.00
    EUR   EURO-SCHATZ     FUTURE   08.03.22                                   -76  508.25
                                          195.00                0.00
    EUR   EURO-BUXL     FUTURE   08.03.22                                   -64  121.20
                                           4.00               0.00
    EUR   EURO-OAT    FUTURE   08.03.22                                    515  077.08
                                          -84.00                0.01
    USD   US 10YR  TREASURY    NOTE  FUTURE   22.03.22                              173  543.75
                                          -75.00                0.00
    USD   US 10YR  ULTRA   NOTE  FUTURE   22.03.22                                28 664.01
                                          59.00                0.00
    USD   US 5YR  TREASURY    NOTE  FUTURE   31.03.22                              229  394.46
                                         -390.00                0.01
    USD   US 2YR  TREASURY    NOTE  FUTURE   31.03.22                              -218  776.10
                                          216.00                -0.01
    USD   US ULTRA   LONG  BOND  (CBT)   FUTURE   22.03.22                             285  981.21
                                          -57.00                0.01
    USD   US LONG  BOND  FUTURE   22.03.22                                   55 196.56
                                          -26.00                0.00
    債券に係る金融先物合計                                               943  349.61
                                                          0.02
    公認の証券取引所に上場されている派生商品合計                                               943  349.61

                                                          0.02
    他の規制ある市場で取引されている派生商品

    指数に係るスワップおよびフォワード・スワップ
    USD   BARCLAYS/IBOXX       USD  LIQUID   HY TR EQS  PAY  PERF  22-20.06.22           -8 500  000.00         73 123.80

                                                          0.00
    USD   BARCLAYS/IBOXX       USD  LIQUID   HY TR EQS  REC  3ML  22-20.06.22
    指数に係るスワップおよびフォワード・スワップ合計                                               73 123.80
                                                          0.00
    他の規制ある市場で取引されている派生商品合計                                               73 123.80

                                                          0.00
    公認の証券取引所に上場されておらず、また他の規制ある市場でも取引されていない派生商品

    指数に係るスワップおよびフォワード・スワップ
    EUR   BNP/IBOXX     CORP  OVERALL    TR EQS  PAY  PERF  21-20.06.22             -21  500  000.00         380  820.09

                                                          0.01
    EUR   BNP/IBOXX     CORP  OVERALL    PERF  TR EQS  REC  FLR  21-20.06.22
    EUR   BARCLAYS/IBOXX       CORP  OVERALL    TR EQS  PAY  PERF  22-20.12.22           -11  250  000.00         57 253.44
                                                          0.00
    EUR   BARCLAYS/IBOXX       CORP  OVERALL    PERF  TR EQS  REC  FLR  22-20.12.22
    指数に係るスワップおよびフォワード・スワップ合計                                               438  073.53
                                                          0.01
    添付の注記は当財務書類と不可分のものである。

                                148/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    クレジット・デフォルト・スワップ*
    EUR   BARCLAYS/CELLNEX        TELECOM    TP CREDIT   DEFAULT    SWAP  REC  5.00000%

                                       -1 275  000.00         253  603.06
        21-20.12.27                                                  0.01
    EUR   BARCLAYS/FAURECIA        SA CREDIT   DEFAULT    SWAP  REC  5.00000%
                                        -500  000.00         66 745.51
        21-20.12.26                                                  0.00
    EUR   BARCLAYS/CELLNEX        TELECOM    TP CREDIT   DEFAULT    SWAP  REC  5.00000%
                                        -700  000.00         145  347.03
        21-20.12.28                                                  0.01
    クレジット・デフォルト・スワップ合計                                               465  695.60
                                                          0.02
    公認の証券取引所に上場されておらず、また他の規制ある市場でも取引されて

                                                   903  769.13
    いない派生商品合計                                                      0.03
    派生商品合計                                              1 920  242.54

                                                          0.05
    先渡為替契約
    購入通貨　　　　        購入額　　     売却通貨　　　　　　　売却額　　　満期日（日－月－年）
    USD     11 482  072.00      GBP      8 500  000.00      9.2.2022                 78 557.00      0.00

    USD     42 125  666.60      EUR     36 325  000.00      9.2.2022                1 399  674.90      0.04
    USD      1 636  897.50      EUR      1 425  000.00      9.2.2022                 39 250.20      0.00
    USD      1 117  823.85      EUR      975  000.00      9.2.2022                 24 696.75      0.00
    USD       626  750.85      EUR      550  000.00      9.2.2022                 10 115.05      0.00
    USD     19 233  099.60      GBP     14 300  000.00      23.2.2022                  50 212.15      0.00
    USD     264  263  254.42      EUR     234  204  510.70      10.2.2022                1 678  211.29      0.04
    USD       396  016.95      EUR      350  000.00      9.2.2022                  3 612.35      0.00
    USD     47 377  003.95      EUR     41 850  000.00      23.2.2022                 443  486.35      0.01
    USD     10 889  883.57      GBP      8 210  000.00      9.3.2022                -122  613.85      0.00
    USD      4 132  993.55      EUR      3 650  000.00      9.2.2022                 40 774.15      0.00
    USD      2 687  075.00      EUR      2 375  000.00      23.2.2022                  23 583.86      0.00
    EUR      4 357  752.53      USD      4 941  116.15      10.2.2022                 -55  298.06      0.00
    USD      1 431  557.60      EUR      1 267  500.00      10.2.2022                  10 463.95      0.00
    USD     59 023  744.00      EUR     52 000  000.00      9.3.2022                 687  872.83      0.02
    USD      1 134  816.00      EUR      1 000  000.00      9.3.2022                 12 972.32      0.00
    EUR       269  569.31      USD      304  198.72      10.2.2022                  -1 963.43      0.00
    USD      1 301  793.10      EUR      1 150  000.00      9.3.2022                 11 672.87      0.00
    USD       400  897.62      EUR      355  016.68      10.2.2022                  2 860.58      0.00
    CHF     672  538  683.96      USD     730  455  000.00      18.2.2022                -7 814  294.26     -0.20
    EUR    1 220  241  607.38      USD    1 383  538  000.00      18.2.2022               -15  210  546.21     -0.38
    JPY    1 273  440  420.00      USD     11 025  000.00      18.2.2022                  28 106.57      0.00
    GBP     65 462  935.14      USD     88 895  000.00      18.2.2022                -1 076  024.03     -0.03
    SGD      9 844  197.95      USD      7 267  000.00      18.2.2022                  12 788.47      0.00
    USD       514  395.36      GBP      380  000.00      6.4.2022                  4 749.05      0.00
    USD     69 596  954.05      EUR     61 475  000.00      6.4.2022                 578  281.97      0.01
    EUR       827  490.84      USD      949  261.08      10.2.2022                 -21  496.21      0.00
    USD       959  772.76      EUR      835  987.29      10.2.2022                  22 481.85      0.00
    USD       889  125.83      EUR      776  303.34      10.2.2022                  18 751.28      0.00
    USD      1 336  953.78      EUR      1 175  000.00      9.3.2022                 18 787.46      0.00
    EUR       562  653.98      USD      639  128.78      10.2.2022                  -8 293.28      0.00
    USD      3 261  934.75      EUR      2 875  000.00      10.2.2022                  38 546.79      0.00
    USD       765  396.61      CHF      697  000.00      23.3.2022                  15 723.87      0.00
    USD     71 142  429.60      EUR     62 700  000.00      27.4.2022                 707  584.92      0.02
    USD      4 816  490.49      GBP      3 570  000.00      27.4.2022                  28 971.84      0.00
    EUR      2 515  000.00      USD      2 845  123.93      10.2.2022                 -25  360.21      0.00
    USD       400  000.00      SGD      538  003.20      18.2.2022                  2 146.41      0.00
    USD      3 039  039.00      GBP      2 250  000.00      27.4.2022                  21 695.31      0.00
    USD      2 684  242.40      GBP      2 000  000.00      25.2.2022                  1 358.03      0.00
    USD     28 754  331.90      GBP     21 486  405.00      28.2.2022                 -68  239.72      0.00
    添付の注記は当財務書類と不可分のものである。

                                149/151


                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
                  マルチ・マネージャー・アクセスⅡ－ハイ・イールド
                 2022  年１月31日現在の投資有価証券その他の純資産明細表

        銘柄                               数量／額面        米ドル建評価額         純資産

                                                         比率
                                             先物／先渡為替契約／
                                                        （％）
                                               スワップに係る
                                               未実現（損）益
                                                （注１）
    USD     223  983  438.88      EUR     199  999  999.00      25.2.2022                 -319  523.93     -0.01

    USD     134  394  984.00      EUR     120  000  000.00      25.2.2022                 -186  794.36      0.00
    USD     518  529  973.97      EUR     464  567  279.00      28.2.2022                -2 499  536.19     -0.06
    EUR      1 553  000.00      USD      1 729  341.60      10.2.2022                  11 848.49      0.00
    USD      5 587  942.00      EUR      5 000  000.00      25.2.2022                 -19  632.10      0.00
    USD      1 915  243.40      EUR      1 715  000.00      10.2.2022                  -7 577.59      0.00
    USD      1 400  000.00      GBP      1 043  968.21      18.2.2022                  -490.51      0.00
    USD       160  000.00      JPY     18 470  880.00      18.2.2022                  -322.07      0.00
    USD       110  000.00      SGD      149  058.47      18.2.2022                  -228.80      0.00
    CHF      6 719  400.00      USD      7 200  000.00      3.2.2022                 17 013.05      0.00
    USD     21 000  000.00      EUR     18 828  187.41      18.2.2022                 -113  134.96      0.00
    USD     17 900  000.00      CHF     16 699  447.00      18.2.2022                 -43  503.40      0.00
    USD      1 095  005.93      EUR      975  000.00      27.4.2022                  -272.76      0.00
    USD       107  544.56      GBP       80 000.00      27.4.2022                   261.23      0.00
    EUR      2 200  000.00      USD      2 471  583.18      25.2.2022                  -4 250.58      0.00
    先渡為替契約合計                                            -21  552  283.32     -0.54
                                                       **

                                                          3.91
    現金預金、要求払預金および預託金勘定その他の流動資産
                                                156  303  381.00
                                                 -1 378  792.79     -0.03
    当座借越およびその他の短期負債
                                                 13 589  131.77      0.34
    その他の資産および負債
                                               3 996  682  251.01     100.00
    純資産総額
    *

     額面が正：サブ・ファンドは「プロテクションの受取側」、額面が負：サブ・ファンドは「プロテクションの支払側」
    **
      2022  年１月31日現在、シティバンクに対する30,000.00米ドルの現金が、取引相手方に対する担保となっている。
    添付の注記は当財務書類と不可分のものである。

                                150/151










                                                          EDINET提出書類
                                               マルチ・マネージャー・アクセスⅡ(E34110)
                                                      半期報告書（外国投資証券）
    ５【販売及び買戻しの実績】

        2022  年２月末日までの１年間における販売および買戻しの実績ならびに2022年２月末日現在の発行済
       口数は以下のとおりである。
       （エマージング・マーケット・デッド）

       （クラスＦ－ａｃｃ投資証券）
             販売口数                 買戻し口数                  発行済口数
           3,086,857.9040                  2,476,816.9170                 15,293,318.5360
             （28,041）                  （41,178）                 （235,760）
       （クラスＦ－ａｃｃ円ヘッジ投資証券）

             販売口数                 買戻し口数                  発行済口数
              58,037                27,449.1180                   155,047
             （51,537）                （27,449.1180）                   （148,547）
       （ＵＳ    マルチ・クレジット・サステナブル）

       （クラスＦ－ａｃｃ投資証券）
             販売口数                 買戻し口数                  発行済口数
           11,089,287.1250                  2,719,808.5470                 21,730,642.5000
             （70,989）                  （91,588）                 （470,765）
       （クラスＦ－ａｃｃ円ヘッジ投資証券）

             販売口数                 買戻し口数                  発行済口数
             144,293                  76,511                 369,933
            （131,329）                  （76,511）                 （356,833）
       （ハイ・イールド）

       （クラスＦ－ａｃｃ投資証券）
             販売口数                 買戻し口数                  発行済口数
           6,616,228.6750                  4,725,554.0040                 12,499,386.8290
             （16,134）                  （33,562）                 （182,804）
       （クラスＦ－ａｃｃ円ヘッジ投資証券）

             販売口数                 買戻し口数                  発行済口数
              44,000                  20,525                 119,211
             （39,200）                  （20,525）                 （114,411）
       （注）（　）内の数字は本邦内における販売、買戻しおよび発行済口数であり、受渡日を基準として算出している。一方、（　）
         の上段の数字は約定日を基準として算出している。
                                151/151

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