新光ピムコ・ストラテジック・インカム・ファンド2月号 半期報告書(内国投資信託受益証券) 第8期(令和4年2月26日-令和5年2月27日)

提出書類 半期報告書(内国投資信託受益証券)-第8期(令和4年2月26日-令和5年2月27日)
提出日
提出者 新光ピムコ・ストラテジック・インカム・ファンド2月号
カテゴリ 半期報告書(内国投資信託受益証券)

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

     【提出先】                      関東財務局長殿
     【提出日】                      2022年11月25日         提出
     【計算期間】                      第8期中    (自   2022年2月26日        至  2022年8月25日        )
     【ファンド名】                      新光ピムコ・ストラテジック・インカム・ファンド2月
                            号
     【発行者名】                      アセットマネジメントOne株式会社
     【代表者の役職氏名】                      取締役社長  菅野 暁
     【本店の所在の場所】                      東京都千代田区丸の内一丁目8番2号
     【事務連絡者氏名】                      酒井 隆
     【連絡場所】                      東京都千代田区丸の内一丁目8番2号
     【電話番号】                      03-6774-5100
     【縦覧に供する場所】                      該当事項はありません。
                                 1/79














                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    1【ファンドの運用状況】
    (1)【投資状況】
                                                   2022年8月31日現在

                 資産の種類                      時価合計(円)             投資比率(%)
     投資信託受益証券                                      4,576,880,614             97.30
                   内 バミューダ                         4,576,880,614             97.30
     親投資信託受益証券                                          48,851          0.00
                   内 日本                            48,851          0.00
     コール・ローン、その他の資産(負債控除後)                                       126,916,973             2.70
     純資産総額                                      4,703,846,438             100.00
    (注1)投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。
    (注2)資産の種類の内書は、当該資産の発行体又は上場金融商品取引所の国/地域別に表示しています。
    (参考)

    DIAMマネーマザーファンド
                                                   2022年8月31日現在
                 資産の種類                      時価合計(円)             投資比率(%)
     国債証券                                       900,602,000            75.52
                   内 日本                          900,602,000            75.52
     コール・ローン、その他の資産(負債控除後)                                       291,898,101            24.48
     純資産総額                                      1,192,500,101             100.00
    (注1)投資比率は、ファンドの純資産総額に対する当該資産の時価の比率です。
    (注2)資産の種類の内書は、当該資産の発行体又は上場金融商品取引所の国/地域別に表示しています。
    (2)【運用実績】

      ①【純資産の推移】
    直近日(2022年8月末)、同日前1年以内における各月末及び下記計算期間末における純資産の推移は次の通りです。
                     純資産総額            純資産総額          1口当たりの         1口当たりの
                     (分配落)            (分配付)           純資産額         純資産額
                     (百万円)            (百万円)         (分配落)(円)         (分配付)(円)
           第1計算期間末
                            26            26       0.9824         0.9824
         (2016年    2月25日)
           第2計算期間末
                             2            2      1.0003         1.0663
         (2017年    2月27日)
           第3計算期間末
                           1,854            1,885        1.0001         1.0171
         (2018年    2月26日)
           第4計算期間末
                           9,987            9,987        0.9967         0.9967
         (2019年    2月25日)
           第5計算期間末
                           7,688            7,942        1.0000         1.0330
          (2020年2月25日)
           第6計算期間末
                           6,450            6,634        1.0003         1.0288
          (2021年2月25日)
           第7計算期間末
                           5,516            5,516        0.9751         0.9751
          (2022年2月25日)
           2021年8月末日                6,209         -            1.0131        -
              9月末日             6,102         -            1.0115        -
             10月末日              5,939         -            1.0099        -
             11月末日              5,799         -            1.0002        -
             12月末日              5,756         -            1.0079        -
                                 2/79

                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
           2022年1月末日
                           5,661         -            0.9953        -
              2月末日             5,739         -            0.9814        -
              3月末日             5,142         -            0.9539        -
              4月末日             4,876         -            0.9291        -
              5月末日             4,852         -            0.9295        -
              6月末日             4,664         -            0.8948        -
              7月末日             4,746         -            0.9173        -
              8月末日             4,703         -            0.9114        -
      ②【分配の推移】

                                        1口当たりの分配金(円)

                第1計算期間                                         0.0000
                第2計算期間                                         0.0660
                第3計算期間                                         0.0170
                第4計算期間                                         0.0000
                第5計算期間
                                                        0.0330
                第6計算期間                                         0.0285
                第7計算期間                                         0.0000
           2022年2月26日~2022年8月25日                                   -
      ③【収益率の推移】

                                           収益率(%)

                第1計算期間                                         △1.8
                第2計算期間                                          8.5
                第3計算期間                                          1.7
                第4計算期間                                         △0.3
                第5計算期間                                          3.6
                第6計算期間                                          2.9
                第7計算期間                                         △2.5
           2022年2月26日~2022年8月25日                                             △6.0
    (注)収益率は期間騰落率です。
    2【設定及び解約の実績】

                           設定口数                    解約口数

         第1計算期間                         45,043,660                    18,300,000
         第2計算期間                             0                24,200,000
         第3計算期間                       1,971,264,617                     119,645,273
         第4計算期間                       9,528,101,329                    1,361,683,235
         第5計算期間                        813,852,375                   3,146,204,876
         第6計算期間                        417,858,123                   1,657,462,348
         第7計算期間                        264,228,184                   1,055,310,037
        2022年2月26日~
                                 195,840,527                    692,058,573
        2022年8月25日
    (注1)本邦外における設定及び解約はありません。
    (注2)第1計算期間の設定口数には、当初設定口数を含みます。
                                 3/79



                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    3【ファンドの経理状況】
    (1)当ファンドの中間財務諸表は、「中間財務諸表等の用語、様式及び作成方法に関する規則」(昭
        和52年大蔵省令第38号)並びに同規則第38条の3及び第57条の2の規定により、「投資信託財産の
        計算に関する規則」(平成12年総理府令第133号)に基づいて作成しております。
        なお、中間財務諸表に記載している金額は、円単位で表示しております。
    (2)当ファンドは、金融商品取引法第193条の2第1項の規定に基づき、第8期中間計算期間(2022年2

        月26日から2022年8月25日まで)の中間財務諸表について、EY新日本有限責任監査法人による中
        間監査を受けております。
                                 4/79

















                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    中間財務諸表
    【新光ピムコ・ストラテジック・インカム・ファンド2月号】
    (1)【中間貸借対照表】
                                                    (単位:円)
                                   第7期           第8期中間計算期間末
                                2022年2月25日現在              2022年8月25日現在
     資産の部
       流動資産
        コール・ローン                              217,037,790              170,984,437
        投資信託受益証券                            5,351,437,566              4,601,058,080
                                        48,866              48,856
        親投資信託受益証券
        流動資産合計                            5,568,524,222              4,772,091,373
       資産合計                              5,568,524,222              4,772,091,373
     負債の部
       流動負債
        未払受託者報酬                                979,014              809,571
        未払委託者報酬                              50,584,512              41,830,473
                                        87,039              71,962
        その他未払費用
        流動負債合計                              51,650,565              42,712,006
       負債合計                                51,650,565              42,712,006
     純資産の部
       元本等
        元本                            5,657,542,519              5,161,324,473
        剰余金
          中間剰余金又は中間欠損金(△)                           △ 140,668,862             △ 431,945,106
                                       2,505,512              2,209,209
          (分配準備積立金)
        元本等合計                            5,516,873,657              4,729,379,367
       純資産合計                              5,516,873,657              4,729,379,367
     負債純資産合計                               5,568,524,222              4,772,091,373
                                 5/79











                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    (2)【中間損益及び剰余金計算書】
                                                    (単位:円)
                                第7期中間計算期間              第8期中間計算期間
                                自 2021年2月26日              自 2022年2月26日
                                至 2021年8月25日              至 2022年8月25日
     営業収益
       受取配当金                                48,746,648              40,251,391
       受取利息                                   149              574
                                      68,620,160             △ 322,379,496
       有価証券売買等損益
       営業収益合計                               117,366,957             △ 282,127,531
     営業費用
       支払利息                                  23,728              14,242
       受託者報酬                                1,064,582               809,571
       委託者報酬                                55,005,507              41,830,473
                                        94,657              71,962
       その他費用
       営業費用合計                                56,188,474              42,726,248
     営業利益又は営業損失(△)                                 61,178,483             △ 324,853,779
     経常利益又は経常損失(△)                                 61,178,483             △ 324,853,779
     中間純利益又は中間純損失(△)                                 61,178,483             △ 324,853,779
     一部解約に伴う中間純利益金額の分配額又は一部解
                                       2,835,219             △ 21,245,475
     約に伴う中間純損失金額の分配額(△)
     期首剰余金又は期首欠損金(△)                                 2,022,106            △ 140,668,862
     剰余金増加額又は欠損金減少額                                   79,267            17,208,490
       中間一部解約に伴う剰余金増加額又は欠損金減少
                                          -          17,208,490
       額
       中間追加信託に伴う剰余金増加額又は欠損金減少
                                        79,267                -
       額
     剰余金減少額又は欠損金増加額                                   181,887             4,876,430
       中間一部解約に伴う剰余金減少額又は欠損金増加
                                        181,887                 -
       額
       中間追加信託に伴う剰余金減少額又は欠損金増加
                                          -           4,876,430
       額
                                          -              -
     分配金
     中間剰余金又は中間欠損金(△)                                 60,262,750             △ 431,945,106
                                 6/79










                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    (3)【中間注記表】
    (重要な会計方針に係る事項に関する注記)
                                      第8期中間計算期間
              項目                        自 2022年2月26日
                                      至 2022年8月25日
     1.   有価証券の評価基準及び評価方法                 投資信託受益証券
                         移動平均法に基づき、原則として時価で評価しております。時価評価にあ
                         たっては、投資信託受益証券の基準価額に基づいて評価しております。
                         親投資信託受益証券

                         移動平均法に基づき、原則として時価で評価しております。時価評価にあ
                         たっては、親投資信託受益証券の基準価額に基づいて評価しております。
     2.   収益及び費用の計上基準                 受取配当金

                         原則として、配当落ち日において、確定配当金額又は予想配当金額を計上
                         しております。
    (中間貸借対照表に関する注記)

                                第7期              第8期中間計算期間末
              項目
                             2022年2月25日現在                  2022年8月25日現在
     1.   期首元本額                          6,448,624,372円                  5,657,542,519円
        期中追加設定元本額                           264,228,184円                  195,840,527円
        期中一部解約元本額                          1,055,310,037円                   692,058,573円
     2.   受益権の総数                          5,657,542,519口                  5,161,324,473口

        元本の欠損                 純資産額が元本総額を下回ってお                  純資産額が元本総額を下回ってお

     3.
                         り、その差額は140,668,862円であり                  り、その差額は431,945,106円であり
                         ます。                  ます。
    (中間損益及び剰余金計算書に関する注記)

                             第7期中間計算期間                  第8期中間計算期間
              項目               自 2021年2月26日                  自 2022年2月26日
                             至 2021年8月25日                  至 2022年8月25日
     1.    委託費用                信託財産の運用の指図にかかわる権                  信託財産の運用の指図にかかわる権
                         限の全部または一部を委託するため                  限の全部または一部を委託するため
                         に要する費用として委託者報酬の中                  に要する費用として委託者報酬の中
                         から支弁している額                  から支弁している額
                         21,292,471円                  16,192,458     円
    (金融商品に関する注記)

    金融商品の時価等に関する事項
                                第7期              第8期中間計算期間末
              項目
                             2022年2月25日現在                  2022年8月25日現在
         中間貸借対照表計上額、時価及び                 貸借対照表上の金融商品は原則とし                  中間貸借対照表上の金融商品は原則
     1.
         その差額                 てすべて時価で評価しているため、                  としてすべて時価で評価しているた
                         貸借対照表計上額と時価との差額は                  め、中間貸借対照表計上額と時価と
                         ありません。                  の差額はありません。
                                 7/79



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                                                  半期報告書(内国投資信託受益証券)
     2.   時価の算定方法                 (1)有価証券                  同左
                         「(重要な会計方針に係る事項に関
                         する注記)」にて記載しておりま
                         す。
                         (2)デリバティブ取引
                         該当事項はありません。
                         (3)上記以外の金融商品
                         上記以外の金融商品(コール・ロー
                         ン等の金銭債権及び金銭債務)は短
                         期間で決済されるため、帳簿価額は
                         時価と近似していることから、当該
                         帳簿価額を時価としております。
     3.   金融商品の時価等に関する事項に                 金融商品の時価には、市場価格に基                  金融商品の時価の算定においては一

         ついての補足説明                 づく価額のほか、市場価格がない場                  定の前提条件等を採用しているた
                         合には合理的に算定された価額が含                  め、異なる前提条件等によった場
                         まれております。当該価額の算定に                  合、当該価額が異なることもありま
                         おいては一定の前提条件等を採用し                  す。
                         ているため、異なる前提条件等に
                         よった場合、当該価額が異なること
                         もあります。
    (デリバティブ取引等に関する注記)

    該当事項はありません。
    (1口当たり情報に関する注記)

                                第7期              第8期中間計算期間末
                             2022年2月25日現在                  2022年8月25日現在
     1口当たり純資産額                                0.9751円                  0.9163円
     (1万口当たり純資産額)                                (9,751円)                  (9,163円)
    (参考)

    当ファンドは、「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」投資信託証券及び「DIAMマ
    ネーマザーファンド」受益証券を主要投資対象としており、中間貸借対照表の資産の部に計上された「投資信託受益証
    券」及び「親投資信託受益証券」は、すべてこれらの証券であります。
    同投資信託の状況は以下の通りであります。
    なお、以下に記載した状況は監査の対象外となっております。
                                 8/79







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    DIAMマネーマザーファンド
    貸借対照表
                                                      (単位:円)
                                             2022年8月25日現在
     資産の部
       流動資産
        コール・ローン                                              291,704,116
        国債証券                                              900,645,000
        未収利息                                                186,365
                                                         1,752
        前払費用
        流動資産合計                                             1,192,537,233
       資産合計                                              1,192,537,233
     負債の部
       流動負債
        流動負債合計                                                  -
       負債合計                                                    -
     純資産の部
       元本等
        元本                                             1,184,299,773
        剰余金
                                                       8,237,460
          剰余金又は欠損金(△)
        元本等合計                                             1,192,537,233
       純資産合計                                              1,192,537,233
     負債純資産合計                                               1,192,537,233
                                 9/79













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                                                  半期報告書(内国投資信託受益証券)
    注記表
    (重要な会計方針に係る事項に関する注記)
                                      自 2022年2月26日
              項目
                                      至 2022年8月25日
     1.   有価証券の評価基準及び評価方法                 国債証券
                         個別法に基づき、原則として時価で評価しております。時価評価にあたっ
                         ては、金融商品取引業者、銀行等の提示する価額(但し、売気配相場は使
                         用しない)、価格情報会社の提供する価額又は日本証券業協会発表の売買
                         参考統計値(平均値)等で評価しております。
    (貸借対照表に関する注記)

                      項目                        2022年8月25日現在
        本報告書における開示対象ファンドの期首における当該親投資信託の元                                           1,184,299,773円
     1.
        本額
        同期中追加設定元本額                                                 -円
        同期中一部解約元本額                                                 -円
        元本の内訳
        ファンド名
        短期ハイイールド債券ファンド(ヘッジあり)                                              990,775円
        バンクローン・ファンド(ヘッジなし)                                             15,843,407円
        バンクローン・ファンド(ヘッジあり)                                             13,867,169円
        新光バンクローン・ファンド・ネオ(円ヘッジ型)                                             5,049,059円
        バンクローン・ファンド(ヘッジなし/年1回決算型)                                             1,088,285円
        バンクローン・ファンド(ヘッジあり/年1回決算型)                                               98,095円
        新光ピムコ・ストラテジック・インカム・ファンド10月号                                             3,959,763円
        新光ピムコ・ストラテジック・インカム・ファンド11月号                                              989,197円
        新光ピムコ・ストラテジック・インカム・ファンド12月号                                              494,102円
        新光ピムコ・ストラテジック・インカム・ファンド1月号                                              494,102円
        新光ピムコ・ストラテジック・インカム・ファンド2月号                                               48,517円
        新光ピムコ・ストラテジック・インカム・ファンド3月号                                              395,083円
        新光ピムコ・ストラテジック・インカム・ファンド4月号                                               11,377円
        新光ピムコ・ストラテジック・インカム・ファンド5月号                                               98,027円
        新光ピムコ・ストラテジック・インカム・ファンド6月号                                              989,197円
        新光ピムコ・ストラテジック・インカム・ファンド7月号                                              395,083円
        新光ピムコ・ストラテジック・インカム・ファンド8月号                                              494,102円
        新光ピムコ・ストラテジック・インカム・ファンド9月号                                              494,102円
        ダブルライン・シラー・ケープ米国株式プラス<為替ヘッジあり>                                              791,316円
        ダブルライン・シラー・ケープ米国株式プラス<為替ヘッジなし>                                             2,474,972円
        クルーズコントロール                                            990,000,991円
        DIAM新興国ソブリンオープン通貨選択シリーズ<円コース>                                              870,000円
        DIAM新興国ソブリンオープン通貨選択シリーズ<豪ドルコース>                                              530,000円
        DIAM新興国ソブリンオープン通貨選択シリーズ<南アフリカランド                                               70,000円
        コース>
        DIAM新興国ソブリンオープン通貨選択シリーズ<ブラジルレアル                                             10,530,000円
        コース>
        DIAM新興国ソブリンオープン通貨選択シリーズ<中国元コース>                                              149,716円
        DIAM新興国ソブリンオープン通貨選択シリーズ<米ドルコース>                                               5,972円
        USストラテジック・インカム・ファンド Aコース(為替ヘッジあ                                              993,740円
        り)
        USストラテジック・インカム・ファンド Bコース(為替ヘッジな                                             1,987,479円
        し)
                                10/79


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        DIAM-ジャナス グローバル債券コアプラス・ファンド<DC年金                                               9,935円
        >
        みずほジャパン・アクティブ・ストラテジー(通貨選択型)円コース                                               9,925円
        みずほジャパン・アクティブ・ストラテジー(通貨選択型)米ドルコー                                               9,925円
        ス
        みずほジャパン・アクティブ・ストラテジー(通貨選択型)豪ドルコー                                               9,925円
        ス
        みずほジャパン・アクティブ・ストラテジー(通貨選択型)メキシコペ                                               9,925円
        ソコース
        みずほジャパン・アクティブ・ストラテジー(通貨選択型)トルコリラ                                               9,925円
        コース
        みずほジャパン・アクティブ・ストラテジー(通貨選択型)ブラジルレ                                               9,925円
        アルコース
        USストラテジック・インカム・ファンド(年1回決算型)為替ヘッジ                                               9,924円
        あり
        USストラテジック・インカム・ファンド(年1回決算型)為替ヘッジ                                               9,924円
        なし
        マシューズ・アジア株式ファンド                                             29,641,137円
        One世界分散セレクト(Aコース)                                               99,040円
        One世界分散セレクト(Bコース)                                               99,040円
        One世界分散セレクト(Cコース)                                               99,040円
                                                       99,109円
        世界8資産リスク分散バランスファンド(目標払出し型)
        モルガン・スタンレーUSハイイールド債券ファンド(毎月決算型)                                              188,380円
        (為替ヘッジあり)
        モルガン・スタンレーUSハイイールド債券ファンド(毎月決算型)                                              109,063円
        (為替ヘッジなし)
        モルガン・スタンレーUSハイイールド債券ファンド(年1回決算型)                                              297,442円
        (為替ヘッジあり)
        モルガン・スタンレーUSハイイールド債券ファンド(年1回決算型)                                              118,977円
        (為替ヘッジなし)
        ファンドスミス・グローバル・エクイティ・ファンド                                             99,255,584円
        計                                           1,184,299,773円
     2.   受益権の総数                                           1,184,299,773口

    (金融商品に関する注記)

    金融商品の時価等に関する事項
              項目                        2022年8月25日現在
     1.   貸借対照表計上額、時価及びその                 貸借対照表上の金融商品は原則としてすべて時価で評価しているため、貸
         差額                 借対照表計上額と時価との差額はありません。
     2.   時価の算定方法                 (1)有価証券

                         「(重要な会計方針に係る事項に関する注記)」にて記載しております。
                         (2)デリバティブ取引
                         該当事項はありません。
                         (3)上記以外の金融商品
                         上記以外の金融商品(コール・ローン等の金銭債権及び金銭債務)は短期
                         間で決済されるため、帳簿価額は時価と近似していることから、当該帳簿
                         価額を時価としております。
     3.   金融商品の時価等に関する事項に                 金融商品の時価の算定においては一定の前提条件等を採用しているため、

         ついての補足説明                 異なる前提条件等によった場合、当該価額が異なることもあります。
                                11/79


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    (デリバティブ取引等に関する注記)

    該当事項はありません。
    (1口当たり情報に関する注記)

                                      2022年8月25日現在
     1口当たり純資産額                                                  1.0070円
     (1万口当たり純資産額)                                                 (10,070円)
                                12/79


















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

    A」を構成する個別クラスであり、「ピムコ・バミューダ・インカム・ファンド(M)」に投資しております。
    「ピムコ・バミューダ・インカム・ファンドA」及び「ピムコ・バミューダ・インカム・ファンド(M)」は、同ファン

    ドの国籍において一般に公正妥当と認められる会計原則に準拠した財務諸表が作成され、現地監査人による監査を受けて
    おります。
    なお、以下は入手しうる直近の現地監査済み財務諸表の原文の一部を委託会社が和訳したものでありますが、あくまで参
    考和訳であり正確性を保証するものではありません。
    資産・負債計算書

    (単位:受益証券数を除き、千米ドル)
                                                 2021年10月31日現在
    資産:
    投資-評価額
      有価証券投資                                                 550,035
      関連当事者に係る投資                                                12,389,610
    金融デリバティブ商品
      店頭                                                  29,064
    現金                                                     2
    取引相手方への預託金                                                  129,229
    関連当事者に係る売却済投資に係る未収金                                                   4,156
    売却済ファンド受益証券に係る未収金                                                   28,634
                                                     13,130,730
    負債:

    金融デリバティブ商品
      店頭                                                 221,560
    関連当事者に係る購入済投資に係る未払金                                                   21,812
    償還済ファンド受益証券に係る未払金                                                   10,946
    運用手数料未払金                                                    698
    助言手数料未払金                                                     18
    管理手数料未払金                                                     6
    代理店手数料未払金                                                     5
    販売手数料未払金                                                     86
                                                       255,131
    純資産                                                 12,875,599

    有価証券投資の取得原価                                                  550,036
    関連当事者に係る投資の取得原価                                                 10,775,944
    0となっている金額は、千単位未満で四捨五入した数値を表示している場合があります。

                                13/79








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    投資有価証券明細表
    ピムコ・バミューダ・インカム・ファンドA
    2021年10月31日現在
                                          額面           時価
                                        (千通貨)           (千米ドル)
    有価証券投資 4.3%
    短期金融商品 4.3%
    預金 4.0%
    Australia     and  New  Zealand    Banking    Group   Ltd.
    0.005%    due  11/01/2021                                    8,088           8,088
                                   USD
    Bank   of  Nova   Scotia
    0.005%    due  11/01/2021                                     708           708
    BNP  Paribas    Bank
    0.005%    due  11/01/2021                                   55,641           55,641
    Brown   Brothers     Harriman     & Co.
    0.005%    due  11/01/2021                                     33           33
    Citibank     N.A.
    0.005%    due  11/01/2021                                   54,147           54,147
    DBS  Bank   Ltd.
    0.005%    due  11/01/2021                                   22,743           22,743
    DnB  Bank   ASA
    0.005%    due  11/01/2021                                     381           381
    JPMorgan     Chase   Bank   N.A.
    0.005%    due  11/01/2021                                   108,295           108,295
    National     Australia     Bank   Ltd.
    0.005%    due  11/01/2021                                    2,679           2,679
    Royal   Bank   of  Canada
    0.005%    due  11/01/2021                                   11,140           11,140
    Sumitomo     Mitsui    Banking    Corp.
    0.005%    due  11/01/2021                                   213,939           213,939
    Sumitomo     Mitsui    Trust   Bank   Ltd.
    0.005%    due  11/01/2021                                   37,946           37,946
                                                        515,740
    米国短期国債(a)(c) 0.1%
    0.050%    due  02/24/2022                                    2,400           2,400
    0.050%    due  03/31/2022                                    7,200           7,198
                                                         9,598
    米国資金管理国債 0.2%
    0.045%    due  01/04/2022      (a)(c)                             24,700           24,697
                                                        550,035
    短期金融商品合計
    (取得原価 550,036千米ドル)
                                                        550,035
    有価証券投資合計
    (取得原価 550,036千米ドル)
                                        受益証券口数
                                        (単位:千)
    関連当事者に係る投資 96.2%
    その他の投資会社 96.2%
    PIMCO   Bermuda    Income    Fund   (M)
                                                      12,389,610
    (取得原価 10,775,944千米ドル)                                        793,189
                                                      12,389,610
    関連当事者に係る投資合計
    (取得原価 10,775,944)            千米ドル)
    投資合計 100.5%                                                  12,939,645
    (取得原価 11,325,980千米ドル)
    金融デリバティブ商品(b) 1.5%                                                  (192,496)
    (取得原価またはプレミアム(純額) 0千米ドル)
                                                        128,450
    その他の資産および負債(純額)1.0%
                                                      12,875,599
    純資産 100.0%
    *額面及び時価が0となっている証券は、千単位未満で四捨五入した数値を表示している場合があります。

    (a)  利率は満期までの利回りです。
                                14/79




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    (b)金融デリバティブ商品:店頭
    為替予約契約:
                                              未実現利益(損失)
     取引相手方       決済月      外貨引渡額(千通貨)            外貨受取額(千通貨)            資産(千米ドル)         負債(千米ドル)
     BPS       11/2021      JPY       430,587     USD         3,786           10          0
     BPS       11/2021      USD          73  JPY         8,275           0         0
     HUS       11/2021      JPY       933,733     USD         8,234           45          0
     HUS       11/2021               9,528              84          0         0
     MYI       11/2021              706,818             6,199           0         0
     MYI       11/2021              93,691              822          0         0
                                                 55          0
    クラスF(JPY)、クラスJ(JPY)、クラスM                         (JPY    助言)、クラスN(JPY)、クラスP(JPY)、

    クラスQ(JPY)、クラスR(JPY)、クラスS(JPY)、クラスT(JPY)、クラスX(JPY)、
    クラスY(JPY)およびクラスZ(JPY)為替予約契約:
                                             未実現利益(損失)
     取引相手
      方     決済月      外貨引渡額(千通貨)             外貨受取額(千通貨)            資産(千米ドル)         負債(千米ドル)
     BOA      11/2021       JPY        449,279     USD         3,951          11         0
     BOA      11/2021            353,932,864              3,121,607          17,613           0
     BOA      11/2021       USD       2,724,984      JPY      303,890,891              0     (59,859)
     BOA      12/2021             3,100,468           351,519,862              0     (16,998)
     BPS      11/2021       JPY      126,334,000       USD       1,107,953             3         0
     BPS      11/2021       USD       1,617,513      JPY      180,682,260              0     (32,929)
     BPS      12/2021             1,108,197           126,334,335              0       (14)
     CBK      11/2021       JPY      56,264,468      USD        493,293            0       (147)
     CBK      12/2021       USD        493,397     JPY      56,264,468            145          0
     GLM      11/2021       JPY      116,169,300       USD       1,021,689           2,883           0
     GLM      11/2021       USD       1,362,811      JPY      152,450,224              0     (25,822)
     GLM      12/2021             1,014,223           115,301,288              0      (2,821)
     HUS      11/2021                3,962           449,279            0       (22)
     JPM      11/2021       JPY      16,452,997      USD        144,562           269          0
     JPM      12/2021       USD        144,592     JPY      16,452,997             0       (270)
     MYI      11/2021             1,021,621           113,758,660              0     (23,957)
     RYL      11/2021                2,607           297,922            6         0
     SCX      11/2021       JPY        66,200    USD          581          0         0
     SCX      11/2021       USD        90,162    JPY      10,142,925             0      (1,208)
     SCX      12/2021                 581           66,200           0         0
     SSB      11/2021             1,126,745           126,093,070              0     (20,908)
     TOR      11/2021       JPY      238,236,267       USD       2,094,569           5,235           0
     TOR      11/2021       USD       1,121,204      JPY      124,729,186              0     (27,329)
     TOR      12/2021             2,094,996           238,236,267              0      (5,230)
     UAG      11/2021       JPY      79,824,569      USD        702,906          2,844           0
     UAG      11/2021       USD        53,821    JPY       6,000,000             0      (1,201)
     UAG      12/2021              703,052           79,824,569             0      (2,845)
                                               29,009       (221,560)
     為替予約契約合計
                                               29,064       (221,560)
                                15/79








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    金融デリバティブ商品:店頭概要
    以下は、2021年10月31日現在の店頭金融デリバティブ商品の時価及び担保の相手方別の概要です。
    (c)  2021年10月31日現在、国際スワップデリバティブ協会のマスター契約に準拠して、時価合計18,917ドルの証券及び

    129,229ドルの現金を金融デリバティブ商品の担保として差し入れています。
            金融デリバティブ資産                  金融デリバティブ負債

                                            店頭金融デ          純額エクス
        為替予約    買建オプ    スワップ     店頭    為替予約    売建オプ     スワッ     店頭   リバティブ     担保差入/     ポージャー
         契約    ション     契約    合計     契約    ション    プ契約     合計   商品の時価      (受入)      (1)
     取引相    (千米ド    (千米ド    (千米ド    (千米ド     (千米ド    (千米ド     (千米    (千米ド     (千米ド     (千米ド     (千米ド
     手方    ル)    ル)    ル)    ル)     ル)    ル)    ドル)     ル)     ル)     ル)     ル)
    BOA     17,624       0    0  17,624    (76,857)        0    0 (76,857)     (59,233)      45,901    (13,332)
    BPS       13     0    0    13  (32,943)        0    0 (32,943)     (32,930)      24,582     (8,348)
    CBK       145     0    0   145    (147)      0    0   (147)      (2)      0    (2)
    GLM      2,883      0    0  2,883    (28,643)        0    0 (28,643)     (25,760)      19,034     (6,726)
    HUS       45     0    0    45    (22)      0    0   (22)      23      0     23
    JPM       269     0    0   269    (270)      0    0   (270)      (1)      0    (1)
    MYI        0    0    0    0  (23,957)        0    0 (23,957)     (23,957)      18,336     (5,621)
    RYL        6    0    0    6     0    0    0     0     6     0     6
    SCX        0    0    0    0  (1,208)       0    0  (1,208)     (1,208)       711    (497)
    SSB        0    0    0    0  (20,908)        0    0 (20,908)     (20,908)      16,522     (4,386)
    TOR      5,235      0    0  5,235    (32,559)        0    0 (32,559)     (27,324)      21,809     (5,515)
    UAG      2,844      0    0  2,844    (4,046)       0    0  (4,046)     (1,202)      1,251       49
     店頭
          29,064       0    0  29,064    (221,560)        0    0 (221,560)
     合計
    (1)純額エクスポージャーは、デフォルトが発生した場合に支払期限となる、取引相手方に対する正味受取債権/(支

    払債務)を表します。店頭金融デリバティブ商品からのエクスポージャーは、同一の法人との同一の基本契約に基づいて
    管理される取引間でのみネッティングが可能です。
                                16/79












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    投資有価証券明細表-ピムコ・バミューダ・インカム・ファンド(M)
    2021年10月31日現在
                                           額面           時価
                                         (千通貨)          (千米ドル)
    有価証券投資 118.5%
    バンクローン債務証書 4.8%
    AAdvantage      Loyality     IP  Ltd.
    5.500%    due  04/20/2028                                     7,103          7,400
                                    USD
    Air  Canada
    4.250%    due  08/11/2028                                     4,800          4,856
    Altica    France    S.A.
    4.125%    due  08/14/2026                                     4,669          4,660
    Aramark    Intermediate       HoldCo    Corp.
    1.837%    due  03/11/2025                                      933          911
    Avantor    Funding,     Inc.
    2.500%    due  11/21/2024                                      126          126
    Avolon    TLB  Borrower     1 (U.S.)    LLC
    2.250%    due  02/12/2027                                     7,056          7,004
    Axalta    Coating    Systems    Dutch   Holding    B BV
    1.882%    due  06/01/2024                                      396          395
    Azalea    TopCo,    Inc.
    3.587-3.629%       due  07/24/2026                                  2,269          2,255
    Bausch    Health    Cos.,   Inc.
    2.837%    due  11/27/2025                                     1,164          1,163
    3.087%    due  06/02/2025                                      673          672
    Boeing    Co.
    1.366%    due  02/07/2022                                     2,315          2,315
    Caesars    Resort    Collection      LLC
    2.837%    due  12/23/2024                                     14,482          14,430
    3.587%    due  07/21/2025                                     9,837          9,860
    Camelot    U.S.   Acquisition      1 Co.
    3.087%    due  10/30/2026                                      197          196
    Carnival     Corp.
    3.750%    due  06/30/2025                                     10,966          12,685
                                    EUR
    3.750%    due  06/30/2025                                     22,626          22,605
                                    USD
    4.000%    due  10/18/2028                                     8,009          8,010
    Cengage    Learning,     Inc.
    5.750%    due  06/29/2026                                     18,461          18,591
    Charter    Communications        Operating     LLC
    1.840%    due  02/01/2027                                     5,443          5,411
    Commscope,      Inc.
    3.337%    due  04/06/2026                                     3,920          3,874
    Cornerstone      Building     Brands,    Inc.
    3.750%    due  04/12/2028                                     2,801          2,802
    Dell   International       LLC
    2.000%    due  09/19/2025                                     1,773          1,774
    DIRECTV    Financing     LLC
    5.750%    due  07/22/2027                                     7,500          7,514
    Envision     Healthcare      Corp.
    3.837%    due  10/10/2025                                     16,422          13,630
    Forest    City   Enterprises      LP
    3.587%    due  12/08/2025                                     1,460          1,444
    Golden    Nugget,    Inc.
    3.250%    due  10/04/2023                                       27          27
    GreenSky     Holdings     LLC
    3.375%    due  03/31/2025                                     4,729          4,717
    Hertz   Corp.
    4.000%    due  06/30/2028                                     1,711          1,715
    Hilton    Worldwide     Finance    LLC
    1.839%    due  06/22/2026                                     9,745          9,682
    Icon   PLC
    3.000%    due  07/03/2028                                     9,377          9,387
    iHeartCommunications,           Inc.
    3.087%    due  05/01/2026                                    132,910          132,103
    Intelsat     Jackson    Holdings     S.A.
    3.600-5.750%       due  10/13/2022      (b)                            23,345          23,601
    8.000%    due  11/27/2023                                     14,449          14,607
                                17/79

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    8.625%    due  01/02/2024                                     10,100          10,247
    Iqvia,    Inc.
    1.837%    due  01/17/2025                                     3,641          3,642
    Lealand    Finance    Co.  BV
    1.087-3.00%      due  06/30/2025                                    576          272
    3.087%    due  06/30/2024                                      261          157
                                           額面           時価
                                         (千通貨)          (千米ドル)
    LifePoint     Health,    Inc.
    3.837%    due  11/16/2025                                     1,038          1,037
                                    USD
    Lumen   Technologies,       Inc.
    2.337%    due  03/15/2027                                     2,353          2,329
    Marriott     Ownership     Resorts,
    1.837%    due  08/29/2025                                     1,133          1,114
    Mauser    Packaging     Solutions     Holding    Co.
    3.337%    due  04/03/2024                                      373          364
    Nielsen    Finance    LLC
    2.086%    due  10/04/2023                                      275          275
    Nouryon    Finance    BV
    2.839%    due  10/01/2025                                     3,466          3,445
    Pacific    Gas  & Electric     Co.
    2.375%    due  01/03/2022                                     6,752          6,701
    Parexel    International       Corp.
    2.837%    due  09/27/2024                                     1,943          1,942
    PetSmart     LLC
    4.500%    due  02/11/2028                                     2,693          2,700
    Pug  LLC
    3.587%    due  02/12/2027                                      796          782
    Scientific      Games   International,
    2.837%    due  08/14/2024                                     3,690          3,680
    Sequa   Mezzanine     Holdings     LLC
    0.000-11.750%       due  04/28/2024                                   678          678
    7.750%    due  11/28/2023                                     12,268          12,391
    10.000%    due  07/23/2025                                    18,867          19,668
    Serta   Simmons    Bedding    LLC
    4.500%    due  11/08/2023                                      190          128
    Sigma   Holdco    BV
    3.500%    due  07/02/2025                                     3,670          4,121
                                    EUR
    Sinclair     Television      Group,    Inc.
    2.590%    due  09/30/2026                                     1,171          1,157
                                    USD
    SkyMiles     IP  Ltd.
    4.750%    due  10/20/2027                                      700          746
    Sotera    Health    Holdings     LLC
    3.250%    due  12/11/2026                                     3,362          3,354
    SS&C   Technologies       Holdings,     Inc.
    1.837%    due  04/16/2025                                     3,397          3,366
    Sunshine     Luxembourg      VII  Sarl
    4.500%    due  10/01/2026                                     4,061          4,062
    Syniverse     Holdings,     Inc.
    6.000%    due  03/09/2023                                     35,487          35,513
    TransDigm,      Inc.
    2.337%    due  08/22/2024                                      299          297
    2.337%    due  05/30/2025                                     2,294          2,270
    2.337%    due  12/09/2025                                     10,130          10,016
    U.S.   Renal   Care,   Inc.
    5.125%    due  06/26/2026                                     2,173          2,164
    Uber   Technologies,       Inc.
    3.587%    due  04/04/2025                                     1,300          1,302
    3.587%    due  02/25/2027                                     9,948          9,961
    United    AirLines,     Inc.
    4.500%    due  04/21/2028                                     7,264          7,372
    Univision     Communications,        Inc.
    3.750%    due  03/15/2024                                     46,017          46,021
    Westmoreland       Coal   Co.
    15.000%    due  03/15/2029                                      756          227
    WHLN   FIRST   MTG  CO  LEND   2 ASSET   HOTEL
    2.504%    due  02/09/2022                                     45,000          44,962
                                18/79

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    Windstream      Services     II  LLC
    7.250%    due  09/21/2027                                     1,116          1,122
    Wyndham    Hotels    & Resorts,     Inc.
    1.837%    due  05/30/2025                                     2,425          2,410
    Zayo   Group   Holdings,     Inc.
    3.087%    due  03/09/2027                                     9,264          9,133
    バンクローン債務証書合計                                                   611,550
    (取得原価 603,943千米ドル)
                                           額面           時価
                                         (千通貨)          (千米ドル)
    社債 27.1%
    銀行および金融 10.7%
    AGFC   Capital    Trust   I
    1.874%    due  01/15/2067                                     2,200          1,299
                                    USD
    AIB  Group   PLC
    2.875%    due  05/30/2031                          EUR           6,600          8,063
    4.263%    due  04/10/2025                          USD           1,960          2,085
    6.250%    due  06/23/2025      (c)(d)                    EUR           2,461          3,183
    Ally   Financial,      Inc.
    8.000%    due  11/01/2031                                     2,889          4,135
                                    USD
    Alpha   Bank   S.A.
    2.500%    due  02/05/2023                                     3,450          4,109
                                    EUR
    Army   Hawaii    Family    Housing    Trust   Certificates
    0.490%    due  06/15/2050                                     8,100          5,939
                                    USD
    Aroundtown      S.A.
    5.375%    due  03/21/2029                                     11,300          13,108
    Atrium    European     Real   Estate    Ltd.
    3.000%    due  09/11/2025                                     3,300          3,948
                                    EUR
    3.625%    due  10/17/2022                                      350          414
    Avolon    Holdings     Funding    Ltd.
    2.528%    due  11/18/2027                                     47,992          47,146
                                    USD
    Banca   Monte   dei  Paschi    di  Siena   SpA
    1.875%    due  01/09/2026                                     1,400          1,605
                                    EUR
    2.625%    due  04/28/2025                                      400          469
    3.625%    due  09/24/2024                                      700          834
    4.000%    due  07/10/2022                                      200          234
    Banco   Bradesco     S.A.
    2.850%    due  01/27/2023                                     4,714          4,773
                                    USD
    Banco   BTG  Pactual    S.A.
    4.500%    due  01/10/2025                                     4,400          4,477
    Banco   de  Credito    del  Peru
    4.650%    due  09/17/2024                                     16,400          4,032
                                    PEN
    Banco   Espirito     Santo   S.A.
    2.625%    due  05/08/2049      (e)                               3,100           628
                                    EUR
    Banco   Santander     S.A.
    4.750%    due  03/19/2025      (c)(d)                               4,200          5,031
    Bank   of  Ireland    Group   PLC
    7.500%    due  05/19/2025      (c)(d)                               15,057          20,326
    Bank   of  Nova   Scotia
    4.900%    due  06/04/2025      (c)(d)                               1,681          1,798
                                    USD
    Barclays     Bank   PLC
    7.625%    due  11/21/2022      (c)                               5,281          5,629
    Barclays     PLC
    3.250%    due  02/12/2027                          GBP           13,583          19,710
    4.375%    due  03/15/2028      (c)(d)                    USD           3,400          3,353
    4.972%    due  05/16/2029                                     2,600          3,006
    5.875%    due  09/15/2024      (c)(d)                    GBP           4,000          5,729
    6.125%    due  12/15/2025      (c)(d)                    USD           7,700          8,468
    6.375%    due  12/15/2025      (c)(d)                    GBP           2,150          3,199
    7.125%    due  06/15/2025      (c)(d)                               5,200          7,888
    7.250%    due  03/15/2023      (c)(d)                               16,760          24,237
    7.750%    due  09/15/2023      (c)(d)                               14,570          15,860
                                    USD
    7.875%    due  03/15/2022      (c)(d)                               1,200          1,228
    7.875%    due  09/15/2022      (c)(d)                    GBP           8,053         11,611
    8.000%    due  06/15/2024      (c)(d)                    USD           9,800         10,933
    BGC  Partners,     Inc.
    3.750%    due  10/01/2024                                     1,464          1,545
                                19/79

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    4.375%    due  12/15/2025                                     1,700          1,826
    BOC  Aviation     Ltd.
    1.257%    due  09/26/2023                                     1,900          1,907
    CA  Immobilien      Anlagen    AG
    1.000%    due  10/27/2025                                     3,800          4,462
                                    EUR
    CBRE   Global    Investors     Open-Ended      Fund   SCA  SICAV-SIF     Pan
    European     Core   Fund
    0.900%    due  10/12/2029                                     13,300          15,125
    CIFI   Holdings     Group   Co.  Ltd.
    4.450%    due  08/17/2026                                      300          278
                                    USD
    CIT  Bank   N.A.
    2.969%    due  09/27/2025                                     2,800          2,888
                                           額面           時価
                                         (千通貨)          (千米ドル)
    CIT  Group,    Inc.
    5.000%    due  08/15/2022                                     8,006          8,266
                                    USD
    5.000%    due  08/01/2023                                     3,627          3,854
    Cooperatieve       Rabobank     UA
    3.250%    due  12/29/2026      (c)(d)                                 600          708
                                    EUR
    Corestate     Capital    Holding    S.A.
    3.500%    due  04/15/2023                                     39,300          38,486
    Country    Garden    Holdings     Co.  Ltd.
    3.125%    due  10/22/2025                                     1,800          1,679
                                    USD
    3.875%    due  10/22/2030                                     1,000           920
    CPI  Property     Group   S.A.
    1.500%    due  01/27/2031                                     7,900          8,770
                                    EUR
    2.750%    due  05/12/2026                                     4,800          5,993
    4.750%    due  03/08/2023                                     15,100          15,838
                                    USD
    Credit    Agricole     S.A.
    7.875%    due  01/23/2024      (c)(d)                                 296          328
    Credit    Suisse    AG
    6.500%    due  08/08/2023      (c)                               10,885          11,873
    Credit    Suisse    Group   AG
    3.091%    due  05/14/2032                                      250          255
    3.869%    due  01/12/2029                                     31,650          34,258
    4.194%    due  04/01/2031                                      250          277
    4.282%    due  01/09/2028                                     1,500          1,645
    6.375%    due  08/21/2026      (c)(d)                                 546          596
    7.250%    due  09/12/2025      (c)(d)                               1,100          1,221
    7.500%    due  07/17/2023      (c)(d)                               6,700          7,139
    7.500%    due  12/11/2023      (c)(d)                                 400          437
    Cromwell     Ereit   Lux  Finco   Sarl
    2.125%    due  11/19/2025                                     7,366          8,788
                                    EUR
    CTP  NV
    1.250%    due  06/21/2029                                     7,500          8,592
    1.500%    due  09/27/2031                                     8,200          9,285
    CyrusOne     LP
    1.450%    due  01/22/2027                                     1,500          1,746
    Deutsche     Bank   AG
    0.750%    due  02/17/2027                                     12,100          13,996
    1.375%    due  02/17/2032                                     20,300          23,469
    1.750%    due  11/19/2030                                     20,100          24,213
    3.035%    due  05/28/2032                                      700          708
                                    USD
    3.547%    due  09/18/2031                                     7,400          7,836
    3.961%    due  11/26/2025                                     13,460          14,399
    EPR  Properties
    4.500%    due  06/01/2027                                     3,650          3,928
    4.750%    due  12/15/2026                                      256          278
    4.950%    due  04/15/2028                                     1,132          1,240
    Fairfax    Financial     Holdings     Ltd.
    4.250%    due  12/06/2027                                     4,500          3,855
                                    CAD
    4.625%    due  04/29/2030                                     1,556          1,746
                                    USD
    4.850%    due  04/17/2028                                     1,456          1,651
    GE  Capital    Funding    LLC
    4.400%    due  05/15/2030                                     16,400          19,179
    GLP  Capital    LP
    5.250%    due  06/01/2025                                      650          722
                                20/79

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    5.300%    due  01/15/2029                                     3,142          3,599
    Goodman    U.S.   Finance    Three   LLC
    3.700%    due  03/15/2028                                     2,324          2,503
    Growthpoint      Properties      International       Pty  Ltd.
    5.872%    due  05/02/2023                                     1,600          1,689
    Horse   Gallop    Finance    Ltd.
    3.250%    due  05/30/2022                                     10,200          10,321
    Host   Hotels    & Resorts    LP
    4.000%    due  06/15/2025                                      200          213
    HSBC   Holdings     PLC
    2.848%    due  06/04/2031                                     3,300          3,355
    3.000%    due  05/29/2030                          GBP           3,700          5,316
    3.973%    due  05/22/2030                          USD           14,100          15,431
    4.750%    due  07/04/2029      (c)(d)                    EUR           2,800          3,537
    5.875%    due  09/28/2026      (c)(d)                    GBP           6,800         10,088
    6.000%    due  09/29/2023      (c)(d)                    EUR           6,600          8,261
    6.000%    due  05/22/2027      (c)(d)                    USD            700          762
                                           額面           時価
                                         (千通貨)          (千米ドル)
    6.500%    due  03/23/2028      (c)(d)                               10,070          11,254
                                    USD
    Huarong    Finance    2017   Co.  Ltd.
    4.750%    due  04/27/2027                                      600          586
    4.950%    due  11/07/2047                                      700          606
    Huarong    Finance    2019   Co.  Ltd.
    3.375%    due  02/24/2030                                      700          623
    3.625%    due  09/30/2030                                      500          444
    3.875%    due  11/13/2029                                      500          464
    IMMOFINANZ      AG
    2.500%    due  10/15/2027                                     28,500          34,501
                                    EUR
    2.625%    due  01/27/2023                                     9,600         11,376
    InCaps    Funding    I Ltd.
    2.120%    due  06/01/2033                                     11,315          10,636
                                    USD
    ING  Groep   NV
    5.750%    due  11/16/2026      (c)(d)                               7,600          8,257
    International       Lease   Finance    Corp.
    8.625%    due  01/15/2022                                     3,201          3,252
    Kennedy    Wilson    Europe    Real   Estate    Ltd.
    3.250%    due  11/12/2025                                     1,400          1,724
                                    EUR
    Legal   & General    Group   PLC
    5.625%    due  03/24/2031      (c)(d)                               1,910          2,877
                                    GBP
    Lloyds    Banking    Group   PLC  (c)(d)
    4.947%    due  06/27/2025                                     2,011          2,539
                                    EUR
    5.125%    due  12/27/2024                                     1,400          1,996
                                    GBP
    7.500%    due  06/27/2024                                     2,700          2,990
                                    USD
    7.500%    due  09/27/2025                                     7,700          8,841
    7.625%    due  06/27/2023                                     10,711          15,728
                                    GBP
    7.875%    due  06/27/2029                                     4,600          7,933
    MDGH   GMTN   RSC  Ltd.
    3.950%    due  05/21/2050                                     3,500          3,990
                                    USD
    MPT  Operating     Partnership      LP
    3.692%    due  06/05/2028                                     2,400          3,483
                                    GBP
    Nationwide      Building     Society
    3.960%    due  07/18/2030                                     5,600          6,189
                                    USD
    4.302%    due  03/08/2029                                     12,500          13,954
    5.750%    due  06/20/2027      (c)(d)                               6,850         10,254
                                    GBP
    5.875%    due  12/20/2024      (c)(d)                               1,600          2,374
    NatWest    Group   PLC
    4.445%    due  05/08/2030                                     17,600          19,988
                                    USD
    4.600%    due  06/28/2031      (c)(d)                               4,600          4,543
    5.076%    due  01/27/2030                                     16,500          19,327
    6.000%    due  12/29/2025      (c)(d)                               17,700          19,610
    8.000%    due  08/10/2025      (c)(d)                               12,660          14,860
    Navient    Corp.
    5.625%    due  08/01/2033                                     1,468          1,395
    6.500%    due  06/15/2022                                     4,990          5,140
    Newmark    Group,    Inc.
    6.125%    due  11/15/2023                                     2,334          2,524
                                21/79

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    Omega   Healthcare      Investors,      Inc.
    3.625%    due  10/01/2029                                     1,682          1,760
    OneMain    Finance    Corp.
    5.625%    due  03/15/2023                                     29,772          31,349
    6.125%    due  05/15/2022                                     15,903          16,281
    6.125%    due  03/15/2024                                     2,832          3,016
    6.875%    due  03/15/2025                                     3,019          3,374
    Park   Aerospace     Holdings     Ltd.
    4.500%    due  03/15/2023                                     9,522          9,921
    5.500%    due  02/15/2024                                      575          623
    Preferred     Term   Securities      XVIII   Ltd.
    0.496%    due  09/23/2035                                      145          141
    Preferred     Term   Securities      XXIV   Ltd.
    0.416%    due  03/22/2037                                      917          825
    0.496%    due  03/22/2037                                     4,830          4,154
    Preferred     Term   Securities      XXV  Ltd.
    0.406%    due  06/22/2037                                     25,155          22,262
    Preferred     Term   Securities      XXVI   Ltd.
    0.416%    due  09/22/2037                                     28,337          26,070
    QNB  Finance    Ltd.
    1.274%    due  02/12/2022                                     66,400          66,586
                                           額面           時価
                                         (千通貨)          (千米ドル)
    Sabra   Health    Care   LP
    3.900%    due  10/15/2029                                      410          430
                                    USD
    Santander     Holdings     USA,   Inc.
    4.400%    due  07/13/2027                                     1,284          1,429
    4.500%    due  07/17/2025                                     3,000          3,286
    Santander     UK  Group   Holdings     PLC
    3.823%    due  11/03/2028                                     3,400          3,671
    6.750%    due  06/24/2024      (c)(d)                               16,610          24,787
                                    GBP
    7.375%    due  06/24/2022      (c)(d)                               7,500         10,588
    Sberbank     of  Russia    Via  SB  Capital    S.A.
    6.125%    due  02/07/2022                                     10,400          10,547
                                    USD
    Sitka   Holdings     LLC
    5.250%    due  07/06/2026                                     16,995          17,292
    SL  Green   Realty    Corp.
    4.500%    due  12/01/2022                                     1,350          1,390
    Societe    Generale     S.A.   (c)(d)
    6.750%    due  04/06/2028                                     1,511          1,689
    7.375%    due  10/04/2023                                     8,200          8,831
    Starwood     Property     Trust,    Inc.
    5.000%    due  12/15/2021                                      214          214
    Summit    Properties      Ltd.
    2.000%    due  01/31/2025                                     1,100          1,247
                                    EUR
    Sunac   China   Holdings     Ltd.
    7.000%    due  07/09/2025                                      800          575
                                    USD
    Svenska    Handelsbanken       AB  (c)(d)
    4.375%    due  03/01/2027                                     4,200          4,400
    4.750%    due  03/01/2031                                     6,600          6,917
    Tesco   Property     Finance    2 PLC
    6.052%    due  10/13/2039                                     4,511          8,067
                                    GBP
    Tesco   Property     Finance    3 PLC
    5.744%    due  04/13/2040                                      161          288
    Tesco   Property     Finance    4 PLC
    5.801%    due  10/13/2040                                      392          706
    Tesco   Property     Finance    6 PLC
    5.411%    due  07/13/2044                                     2,535          4,480
    TP  ICAP   Ltd.
    5.250%    due  05/29/2026                                     3,300          5,138
    U.S.   Capital    Funding    VI  Ltd.
    0.401%    due  07/10/2043                                     25,621          22,674
                                    USD
    UBS  Group   AG  (c)(d)
    5.750%    due  02/19/2022                                     3,200          3,761
                                    EUR
    7.000%    due  02/19/2025                                      200          225
                                    USD
    UniCredit     SpA
    7.830%    due  12/04/2023                                     72,590          82,389
                                22/79

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    9.250%    due  06/03/2022      (c)(d)                                 900        1,094
                                    EUR
    Unique    Pub  Finance    Co.  PLC
    7.395%    due  03/28/2024                                     1,599          2,319
                                    GBP
    Uniti   Group   LP
    6.500%    due  02/15/2029                                     2,280          2,310
                                    USD
    7.875%    due  02/15/2025                                     19,582          20,619
    VICI   Properties      LP
    3.500%    due  02/15/2025                                     4,784          4,874
    3.750%    due  02/15/2027                                     4,866          5,006
    4.125%    due  08/15/2030                                     5,684          5,975
    4.250%    due  12/01/2026                                     3,600          3,733
    4.625%    due  12/01/2029                                     3,600          3,845
    Voyager    Aviation     Holdings     LLC
    8.500%    due  05/09/2026                                     4,421          4,063
                                                       1,359,246
    工業 7.6%
    AA  Bond   Co.  Ltd.
    2.875%    due  01/31/2022                                      745        1,021
                                    GBP
    5.500%    due  07/31/2027                                      855        1,325
    Air  Canada
    3.875%    due  08/15/2026                                     2,500          2,534
                                    USD
    Alaska    Airlines     2020-1    Class   A Pass-Through       Trust
    4.800%    due  08/15/2027                                     3,940          4,383
    Amdocs    Ltd.
    2.538%    due  06/15/2030                                     5,300          5,296
                                           額面           時価
                                         (千通貨)          (千米ドル)
    American     Airlines     2017-2    Class   AA  Pass-Through       Trust
    3.350%    due  10/15/2029                                      389          399
                                    USD
    American     Airlines,     Inc.
    5.750%    due  04/20/2029                                     2,712          2,922
    Arconic    Corp.
    6.000%    due  05/15/2025                                     1,017          1,065
    Atlantia     SpA
    1.875%    due  02/12/2028                                     10,200          12,236
                                    EUR
    Boeing    Co.
    3.600%    due  05/01/2034                                      100          105
                                    USD
    5.040%    due  05/01/2027                                     6,299          7,155
    5.150%    due  05/01/2030                                     9,825         11,468
    5.705%    due  05/01/2040                                     15,535          19,971
    5.805%    due  05/01/2050                                     12,129          16,651
    5.930%    due  05/01/2060                                     18,015          25,389
    Bombardier,      Inc.
    7.500%    due  12/01/2024                                     6,008          6,263
    7.500%    due  03/15/2025                                      274          282
    7.875%    due  04/15/2027                                     6,256          6,512
    British    Airways    2019-1    Class   AA  Pass-Through       Trust
    3.300%    due  12/15/2032                                       95          98
    Broadcom,     Inc.
    2.450%    due  02/15/2031                                     10,500          10,165
    2.600%    due  02/15/2033                                      300          289
    3.137%    due  11/15/2035                                     8,450          8,314
    3.187%    due  11/15/2036                                     1,183          1,164
    3.419%    due  04/15/2033                                     1,667          1,723
    3.469%    due  04/15/2034                                     8,092          8,355
    4.110%    due  09/15/2028                                     13,365          14,741
    4.150%    due  11/15/2030                                     12,521          13,773
    4.300%    due  11/15/2032                                     12,473          13,900
    Caesars    Entertainment,        Inc.
    6.250%    due  07/01/2025                                     17,006          17,909
    Caesars    Resort    Collection      LLC
    5.750%    due  07/01/2025                                     2,700          2,840
    Carnival     Corp.
    4.000%    due  08/01/2028                                     14,100          14,118
    Centene    Corp.
    4.250%    due  12/15/2027                                     1,462          1,533
    4.625%    due  12/15/2029                                     1,880          2,030
                                23/79

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    Citrix    Systems,     Inc.
    3.300%    due  03/01/2030                                     1,586          1,610
    Clear   Channel    International       BV
    6.625%    due  08/01/2025                                     4,250          4,432
    Community     Health    Systems,     Inc.
    4.750%    due  02/15/2031                                     30,600          30,640
    5.625%    due  03/15/2027                                     37,147          38,919
    6.000%    due  01/15/2029                                     5,830          6,143
    6.625%    due  02/15/2025                                     28,950          30,144
    8.000%    due  03/15/2026                                     11,418          12,060
    CoStar    Group,    Inc.
    2.800%    due  07/15/2030                                     2,000          2,028
    CVS  Pass-Through       Trust
    5.773%    due  01/10/2033                                      148          177
    7.507%    due  01/10/2032                                      602          751
    CVS  Pass-Through       Trust   Series    2009
    8.353%    due  07/10/2031                                      602          775
    Delta   Air  Lines,    Inc.
    3.625%    due  03/15/2022                                      920          927
    4.750%    due  10/20/2028                                      100          111
    7.000%    due  05/01/2025                                     8,926         10,419
    Enable    Midstream     Partners     LP
    4.950%    due  05/15/2028                                      424          474
                                    EUR
    Energy    Transfer     LP
    5.875%    due  03/01/2022                                      450          452
                                    USD
    Exela   Intermediate       LLC
    10.000%    due  07/15/2023                                      880          738
    Expedia    Group,    Inc.
    4.625%    due  08/01/2027                                     3,700          4,144
    6.250%    due  05/01/2025                                     2,939          3,358
                                           額面           時価
                                         (千通貨)          (千米ドル)
    Ford   Foundation
    2.415%    due  06/01/2050                                     1,285          1,262
                                    USD
    2.815%    due  06/01/2070                                     2,070          2,113
    Ford   Motor   Credit    Co.  LLC
    0.177%    due  11/15/2023                          EUR            200          230
    1.198%    due  08/03/2022                          USD            200          200
    1.360%    due  02/15/2023                                      600          601
    1.744%    due  07/19/2024                                     10,300          12,128
                                    EUR
    2.330%    due  11/25/2025                                     2,950          3,531
    2.386%    due  02/17/2026                                     1,000          1,200
    2.700%    due  08/10/2026                                     1,600          1,600
                                    USD
    2.979%    due  08/03/2022                                     5,600          5,650
    3.021%    due  03/06/2024                                     9,400         11,372
                                    EUR
    3.087%    due  01/09/2023                                     11,400          11,610
                                    USD
    3.096%    due  05/04/2023                                     4,900          4,986
    3.250%    due  09/15/2025                                     29,099          35,994
                                    EUR
    3.264%    due  01/07/2022                                     4,920          4,932
                                    USD
    3.339%    due  03/28/2022                                      800          806
    3.350%    due  11/01/2022                                     12,100          12,299
    3.370%    due  11/17/2023                                      600          617
    3.375%    due  11/13/2025                                     4,100          4,218
    3.550%    due  10/07/2022                                     8,555          8,694
    3.664%    due  09/08/2024                                     1,500          1,554
    3.810%    due  01/09/2024                                     5,700          5,907
    3.815%    due  11/02/2027                                     2,600          2,701
    4.063%    due  11/01/2024                                     2,200          2,310
    4.125%    due  08/17/2027                                      700          744
    4.140%    due  02/15/2023                                     5,700          5,861
    4.250%    due  09/20/2022                                     4,200          4,301
    4.389%    due  01/08/2026                                     2,600          2,785
    4.535%    due  03/06/2025                                     18,765          27,140
                                    GBP
    4.542%    due  08/01/2026                                     1,400          1,509
                                    USD
    4.687%    due  06/09/2025                                     1,100          1,177
    5.125%    due  06/16/2025                                     4,100          4,454
    5.584%    due  03/18/2024                                     2,700          2,913
                                24/79

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    5.596%    due  01/07/2022                                     7,400          7,463
    Fortress     Transportation        & Infrastructure        Investors     LLC
    6.500%    due  10/01/2025                                     7,563          7,792
    Fraport    AG  Frankfurt     Airport    Services     Worldwide
    1.875%    due  03/31/2028                                     9,788         11,733
                                    EUR
    General    Electric     Co.
    6.875%    due  01/10/2039                                       12          18
                                    USD
    Greene    King   Finance    PLC
    1.870%    due  12/15/2034                                     4,156          4,813
                                    GBP
    3.593%    due  03/15/2035                                     2,125          3,061
    4.064%    due  03/15/2035                                      611          907
    5.106%    due  03/15/2034                                      149          233
    Hilton    Domestic     Operating     Co.,   Inc.
    3.625%    due  02/15/2032                                     6,600          6,448
                                    USD
    4.000%    due  05/01/2031                                     1,100          1,107
    IHO  Verwaltungs      GmbH   (f)
    3.625%    due  05/15/2025                                     2,700          3,175
                                    EUR
    6.000%    due  05/15/2027                                     3,520          3,656
                                    USD
    6.375%    due  05/15/2029                                     2,159          2,337
    IMCD   NV
    2.500%    due  03/26/2025                                     1,500          1,823
                                    EUR
    Imperial     Brands    Finance    PLC
    3.500%    due  07/26/2026                                     2,400          2,549
                                    USD
    Indian    Railway    Finance    Corp.   Ltd.
    3.249%    due  02/13/2030                                     1,900          1,921
    InterContinental         Hotels    Group   PLC
    3.375%    due  10/08/2028                                     5,500          7,953
                                    GBP
    IQVIA,    Inc.
    2.875%    due  09/15/2025                                      400          467
                                    EUR
    JetBlue    2020-1    Class   A Pass-Through       Trust
    4.000%    due  11/15/2032                                     7,061          7,773
                                    USD
    Kraft   Heinz   Foods   Co.
    3.875%    due  05/15/2027                                     5,592          6,066
    4.250%    due  03/01/2031                                     4,862          5,495
                                           額面           時価
                                         (千通貨)            (千米ドル)
    5.500%    due  06/01/2050                                     2,100          2,817
                                    USD
    Marriott     International,        Inc.
    4.625%    due  06/15/2030                                      516          588
    Marriott     Ownership     Resorts,     Inc.
    6.125%    due  09/15/2025                                      650          683
    Massachusetts       Institute     of  Technology
    4.678%    due  07/01/2114                                       65          98
    5.600%    due  07/01/2111                                      103          185
    Melco   Resorts    Finance    Ltd.
    4.875%    due  06/06/2025                                      400          396
    5.375%    due  12/04/2029                                     5,200          5,122
    Memorial     Sloan-Kettering        Cancer    Center
    2.955%    due  01/01/2050                                     1,700          1,756
    MGM  China   Holdings     Ltd.
    5.250%    due  06/18/2025                                     4,500          4,456
    Micron    Technology,      Inc.
    4.663%    due  02/15/2030                                     3,365          3,845
    5.327%    due  02/06/2029                                     2,532          2,990
    Mitchells     & Butlers    Finance    PLC
    0.566%    due  12/15/2030                                      494          466
    6.013%    due  12/15/2028                                      923        1,376
                                    GBP
    Nissan    Motor   Acceptance      Co.  LLC
    1.012%    due  01/13/2022                                      200          200
                                    USD
    Nissan    Motor   Co.  Ltd.
    2.652%    due  03/17/2026                                     13,100          16,275
                                    EUR
    3.522%    due  09/17/2025                                     8,300          8,735
                                    USD
    4.345%    due  09/17/2027                                     8,700          9,440
    4.810%    due  09/17/2030                                      450          500
    NMG  Holding    Co.,   Inc.
    7.125%    due  04/01/2026                                     11,900          12,513
    Oracle    Corp.
                                25/79

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    3.850%    due  04/01/2060                                     1,835          1,920
    4.000%    due  07/15/2046                                      514          556
    Ortho-Clinical        Diagnostics,       Inc.
    7.250%    due  02/01/2028                                      934          996
    7.375%    due  06/01/2025                                      382          402
    PeaceHealth      Obligated     Group
    3.218%    due  11/15/2050                                               3,304
                                               3,100
    PetSmart,     Inc.
    4.750%    due  02/15/2028                                     2,800          2,881
    QVC,   Inc.
    5.950%    due  03/15/2043                                     5,293          5,511
    Roadster     Finance    DAC
    2.375%    due  12/08/2027                                     1,000          1,223
                                    EUR
    Rolls-Royce      PLC
    3.375%    due  06/18/2026                                      448          619
                                    GBP
    4.625%    due  02/16/2026                                     9,538         12,285
                                    EUR
    5.750%    due  10/15/2027                                     7,299         11,145
                                    GBP
    5.750%    due  10/15/2027                                     1,168          1,294
                                    USD
    Royal   Caribbean     Cruises    Ltd.
    9.125%    due  06/15/2023                                     2,800          3,044
    10.875%    due  06/01/2023                                     7,622          8,537
    11.500%    due  06/01/2025                                     7,300          8,317
    Russian    Railways     Via  RZD  Capital    PLC
    7.487%    due  03/25/2031                                     6,300         11,514
                                    GBP
    Sabine    Pass   Liquefaction       LLC
    4.500%    due  05/15/2030                                     5,613          6,399
                                    USD
    Sands   China   Ltd.
    2.850%    due  03/08/2029                                     2,500          2,349
    3.250%    due  08/08/2031                                     2,200          2,065
    3.800%    due  01/08/2026                                     2,800          2,821
    4.375%    due  06/18/2030                                     2,700          2,765
    5.125%    due  08/08/2025                                     4,500          4,789
    5.400%    due  08/08/2028                                     5,200          5,624
    Six  Flags   Theme   Parks,    Inc.
    7.000%    due  07/01/2025                                      921          980
    Surgery    Center    Holdings,     Inc.
    10.000%    due  04/15/2027                                      400          430
    Syngenta     Finance    NV
    3.375%    due  04/16/2026                                     25,000          31,414
                                    EUR
                                           額面           時価
                                         (千通貨)          (千米ドル)
    4.441%    due  04/24/2023                                     5,300          5,521
                                    USD
    4.892%    due  04/24/2025                                      800          867
    5.182%    due  04/24/2028                                     1,800          2,013
    Tenet   Healthcare      Corp.
    4.625%    due  07/15/2024                                       69          70
    Teva   Pharmaceutical        Finance    Co.  BV
    3.650%    due  11/10/2021                                      900          901
    Teva   Pharmaceutical        Finance    IV  BV
    3.650%    due  11/10/2021                                      418          419
    Teva   Pharmaceutical        Finance    Netherlands      II  BV
    1.250%    due  03/31/2023                                     1,800          2,078
                                    EUR
    3.250%    due  04/15/2022                                     12,900          15,004
    6.000%    due  01/31/2025                                     2,700          3,364
    Times   Square    Hotel   Trust
    8.528%    due  08/01/2026                                     1,296          1,393
                                    USD
    Travel    + Leisure    Co.
    4.250%    due  03/01/2022                                      115          115
    6.000%    due  04/01/2027                                     1,464          1,594
    Triumph    Group,    Inc.
    6.250%    due  09/15/2024                                     1,541          1,541
    U.S.   Renal   Care,   Inc.
    10.625%    due  07/15/2027                                     1,282          1,331
    Uber   Technologies,       Inc.
    4.500%    due  08/15/2029                                     3,365          3,393
    7.500%    due  05/15/2025                                      571          609
                                26/79

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    United    Airlines     2020-1    Class   A Pass-Through       Trust
    5.875%    due  10/15/2027                                     18,969          21,261
    United    Airlines,     Inc.
    4.375%    due  04/15/2026                                     1,200          1,243
    Vale   Overseas     Ltd.
    3.750%    due  07/08/2030                                     2,200          2,241
    6.250%    due  08/10/2026                                     3,616          4,198
    6.875%    due  11/21/2036                                     1,207          1,580
    6.875%    due  11/10/2039                                      951        1,255
    Venture    Global    Calcasieu     Pass   LLC
    3.875%    due  08/15/2029                                     3,600          3,668
    4.125%    due  08/15/2031                                     3,500          3,627
    VOC  Escrow    Ltd.
    5.000%    due  02/15/2028                                     1,100          1,093
    Western    Midstream     Operating     LP
    2.222%    due  01/13/2023                                     1,048          1,040
    Wynn   Las  Vegas   LLC
    5.250%    due  05/15/2027                                     1,700          1,726
    Wynn   Macau   Ltd.
    5.125%    due  12/15/2029                                     2,800          2,528
    5.500%    due  01/15/2026                                     6,500          6,122
    5.500%    due  10/01/2027                                     1,000           933
    5.625%    due  08/26/2028                                     1,198          1,120
                                                        957,893
    公益 8.8%
    Aker   BP  ASA
    3.750%    due  01/15/2030                                     1,300          1,390
    Altice    Financing     S.A.
    2.250%    due  01/15/2025                                     1,340          1,498
                                    EUR
    3.000%    due  01/15/2028                                     2,700          2,971
    4.250%    due  08/15/2029                                     3,510          3,993
    5.750%    due  08/15/2029                                     12,389          12,203
                                    USD
    Altice    France    S.A.
    8.125%    due  02/01/2027                                     2,744          2,953
    AT&T,   Inc.
    2.250%    due  02/01/2032                                     1,475          1,420
    3.100%    due  02/01/2043                                     12,371          11,966
    3.300%    due  02/01/2052                                     13,551          13,322
    3.500%    due  06/01/2041                                     14,544          15,028
    3.500%    due  02/01/2061                                     13,084          12,776
    3.650%    due  06/01/2051                                     13,724          14,296
    3.850%    due  06/01/2060                                     10,556          11,162
    CCO  Holdings     LLC
    4.500%    due  08/15/2030                                     1,549          1,579
                                           額面           時価
                                         (千通貨)          (千米ドル)
    Charter    Communications        Operating     LLC
    3.900%    due  06/01/2052                                     10,000          10,133
                                    USD
    3.950%    due  06/30/2062                                     3,500          3,433
    4.400%    due  12/01/2061                                     9,500         10,102
    4.800%    due  03/01/2050                                     3,818          4,345
    China   Resources     Gas  Group   Ltd.
    4.500%    due  04/05/2022                                      400          406
    Constellation       Oil  Services     Holding    S.A.
    10.000%    due  11/09/2024      (f)                                951          277
    Corning,     Inc.
    5.450%    due  11/15/2079                                     1,291          1,736
    DIRECTV    Holdings     LLC
    5.875%    due  08/15/2027                                     6,000          6,227
    FirstEnergy      Corp.
    3.400%    due  03/01/2050                                      300          298
    Gazprom    Neft   OAO  Via  GPN  Capital    S.A.
    4.375%    due  09/19/2022                                     11,935          12,285
    6.000%    due  11/27/2023                                     28,785          31,395
    Gazprom    PJSC   Via  Gaz  Capital    S.A.
    2.250%    due  11/22/2024                                      100          120
                                    EUR
    2.949%    due  01/24/2024                                      450          548
                                27/79

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    4.950%    due  03/23/2027                                     1,800          1,983
                                    USD
    4.950%    due  02/06/2028                                     1,000          1,102
    5.150%    due  02/11/2026                                     5,700          6,274
    6.510%    due  03/07/2022                                     6,638          6,770
    7.288%    due  08/16/2037                                      500          676
    8.625%    due  04/28/2034                                     2,372          3,420
    Gazprom    PJSC   Via  Gaz  Finance    PLC
    1.500%    due  02/17/2027                                     31,800          36,674
                                    EUR
    2.950%    due  04/15/2025                                     5,000          6,128
    2.950%    due  01/27/2029                                     23,200          22,716
                                    USD
    Helmerich     & Payne,    Inc.
    2.900%    due  09/29/2031                                     9,500          9,467
    iHeartCommunications,           Inc.
    4.750%    due  01/15/2028                                     60,140          60,596
    6.375%    due  05/01/2026                                     9,272          9,655
    8.375%    due  05/01/2027                                     8,256          8,803
    Intelsat     Connect    Finance    S.A.
    9.500%    due  02/15/2023      (e)                               3,960           997
    Intelsat     Jackson    Holdings     S.A.   (e)
    5.500%    due  08/01/2023                                     12,486          6,290
    8.000%    due  02/15/2024                                     7,115          7,284
    8.500%    due  10/15/2024                                     57,550          29,710
    9.750%    due  07/15/2025                                     29,732          14,978
    Intelsat     Luxembourg      S.A.
    7.750%    due  06/01/2049      (e)                               20,642           310
    Level   3 Financing,      Inc.
    3.875%    due  11/15/2029                                     2,218          2,332
    Lumen   Technologies,       Inc.
    4.000%    due  02/15/2027                                     1,238          1,246
    Netflix,     Inc.
    3.625%    due  05/15/2027                                     3,900          5,196
                                    EUR
    3.625%    due  06/15/2030                                     18,776          26,021
    3.875%    due  11/15/2029                                     8,217         11,512
    4.625%    due  05/15/2029                                     7,600         11,051
    4.875%    due  06/15/2030                                     3,100          3,646
                                    USD
    5.375%    due  11/15/2029                                      980        1,183
    Noble   Finance    Co.
    11.000%    due  02/15/2028      (f)                               2,086          2,318
    Odebrecht     Offshore     Drilling     Finance    Ltd.
    6.720%    due  12/01/2022                                      106          105
    Oi  Movel   S.A.
    8.750%    due  07/30/2026                                     33,044          34,300
    Pacific    Gas  & Electric     Co.
    2.100%    due  08/01/2027                                     1,910          1,854
    2.500%    due  02/01/2031                                     2,600          2,486
    2.950%    due  03/01/2026                                     8,630          8,829
    3.000%    due  06/15/2028                                     11,288          11,383
    3.150%    due  01/01/2026                                     15,753          16,227
    3.250%    due  06/15/2023                                     8,640          8,821
                                           額面           時価
                                         (千通貨)          (千米ドル)
    3.300%    due  03/15/2027                                     3,838          3,946
                                    USD
    3.300%    due  12/01/2027                                     14,666          15,024
    3.300%    due  08/01/2040                                     1,542          1,457
    3.400%    due  08/15/2024                                     6,570          6,803
    3.450%    due  07/01/2025                                     12,102          12,620
    3.500%    due  06/15/2025                                     8,068          8,455
    3.500%    due  08/01/2050                                     7,200          6,854
    3.750%    due  02/15/2024                                     10,188          10,614
    3.750%    due  07/01/2028                                     13,613          14,280
    3.750%    due  08/15/2042                                      418          397
    3.850%    due  11/15/2023                                     1,830          1,896
    3.950%    due  12/01/2047                                     1,900          1,879
    4.000%    due  12/01/2046                                     3,144          3,129
    4.250%    due  08/01/2023                                     3,735          3,891
    4.250%    due  03/15/2046                                     5,219          5,316
    4.300%    due  03/15/2045                                     2,800          2,838
                                28/79

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    4.450%    due  04/15/2042                                     4,333          4,419
    4.500%    due  07/01/2040                                     39,210          40,863
    4.500%    due  12/15/2041                                      743          745
    4.550%    due  07/01/2030                                     49,595          54,066
    4.600%    due  06/15/2043                                     1,794          1,839
    4.650%    due  08/01/2028                                      100          109
    4.750%    due  02/15/2044                                     2,707          2,803
    4.950%    due  07/01/2050                                     25,950          28,759
    Petrobras     Global    Finance    BV
    6.250%    due  12/14/2026                                     6,234          9,528
                                    GBP
    6.625%    due  01/16/2034                                     2,900          4,494
    Petroleos     de  Venezuela     S.A.   (e)
    5.375%    due  04/12/2027                                     11,932           626
                                    USD
    5.500%    due  04/12/2037                                     10,372           545
    6.000%    due  05/16/2024                                     8,283           435
    6.000%    due  11/15/2026                                     13,183           692
    9.000%    due  11/17/2021                                      400          21
    9.750%    due  05/17/2035                                     4,730           248
    Petroleos     Mexicanos
    2.750%    due  04/21/2027                                     1,200          1,303
                                    EUR
    5.350%    due  02/12/2028                                      880          880
                                    USD
    5.950%    due  01/28/2031                                     23,330          22,999
    6.490%    due  01/23/2027                                     6,170          6,567
    6.500%    due  03/13/2027                                     9,282          9,907
    6.500%    due  01/23/2029                                     21,284          22,207
    6.750%    due  09/21/2047                                      390          346
    6.840%    due  01/23/2030                                     31,836          33,346
    6.950%    due  01/28/2060                                     7,790          6,925
    7.690%    due  01/23/2050                                     2,430          2,326
    Prosus    NV
    1.985%    due  07/13/2033                                     5,600          6,273
                                    EUR
    3.061%    due  07/13/2031                                     12,400          12,046
                                    USD
    Qatar   Petroleum
    3.125%    due  07/12/2041                                     2,450          2,478
    Rio  Oil  Finance    Trust   Series    2014-1
    9.250%    due  07/06/2024                                     1,763          1,927
    Rio  Oil  Finance    Trust   Series    2014-3
    9.750%    due  01/06/2027                                      656          768
    Rio  Oil  Finance    Trust   Series    2018-1
    8.200%    due  04/06/2028                                     2,598          2,962
    Southern     California      Edison    Co.
    4.875%    due  03/01/2049                                      346          436
    Sprint    Communications,        Inc.
    6.000%    due  11/15/2022                                     3,934          4,132
    Sprint    Corp.
    7.125%    due  06/15/2024                                     7,766          8,785
    7.625%    due  02/15/2025                                     1,000          1,164
    7.625%    due  03/01/2026                                      839        1,007
    7.875%    due  09/15/2023                                     25,749          28,581
    Sprint    Spectrum     Co.  LLC
    4.738%    due  03/20/2025                                     4,200          4,436
    5.152%    due  03/20/2028                                     3,163          3,574
                                           額面           時価
                                         (千通貨)          (千米ドル)
    State   Grid   Overseas     Investment      BVI  Ltd.
    2.750%    due  05/04/2022                                     1,700          1,716
                                    USD
    Systems    Energy    Resources,      Inc.
    2.140%    due  12/09/2025                                     6,100          6,245
    Tencent    Holdings     Ltd.
    3.680%    due  04/22/2041                                     6,100          6,380
    T-Mobile     USA,   Inc.
    2.250%    due  02/15/2026                                     6,600          6,641
    3.375%    due  04/15/2029                                     7,400          7,613
    3.500%    due  04/15/2031                                     7,400          7,668
    Topaz   Solar   Farms   LLC
    4.875%    due  09/30/2039                                     5,791          6,545
    5.750%    due  09/30/2039                                     8,164          9,927
                                29/79

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    Transocean      Guardian     Ltd.
    5.875%    due  01/15/2024                                      202          198
    Transocean      Phoenix    2 Ltd.
    7.750%    due  10/15/2024                                     1,050          1,069
    Transocean      Proteus    Ltd.
    6.250%    due  12/01/2024                                       30          30
    Transocean,      Inc.
    7.250%    due  11/01/2025                                     2,595          2,146
    7.500%    due  01/15/2026                                     1,783          1,438
    8.000%    due  02/01/2027                                     3,062          2,343
    United    Group   BV
    3.125%    due  02/15/2026                                     1,842          2,055
                                    EUR
    4.875%    due  07/01/2024                                      565          662
    Univision     Communications,        Inc.
    5.125%    due  02/15/2025                                     14,429          14,663
                                    USD
    6.625%    due  06/01/2027                                     2,048          2,218
    9.500%    due  05/01/2025                                     1,646          1,784
    Valaris    Ltd.
    8.250%    due  04/30/2028      (f)                                 519          541
    Verizon    Communications,        Inc.
    3.400%    due  03/22/2041                                     6,750          7,090
    Viasat,    Inc.
    5.625%    due  09/15/2025                                     3,363          3,416
    6.500%    due  07/15/2028                                     3,300          3,469
    Windstream      Escrow    LLC
    7.750%    due  08/15/2028                                     11,607          12,292
    Zayo   Group   Holdings,     Inc.
    4.000%    due  03/01/2027                                     4,942          4,806
    6.125%    due  03/01/2028                                     1,762          1,722
                                                       1,119,848
    社債合計                                                  3,436,987
    (取得原価 3,364,296千米ドル)
    転換社債 0.3%
    CBL  & Associates      HoldCo    II  LLC
    7.000%    due  11/15/2028      (g)                                 82          82
    Multiplan     Corp.
    6.000%    due  10/15/2027      (c)                               5,700          4,552
    Nationwide      Building     Society
    10.250%    due  06/20/2166                                     7,405         19,792
                                    GBP
    Stichting     AK  Rabobank     Certificaten
    19.436%    due  01/01/0001      (d)                               2,946          4,744
                                    EUR
    転換社債合計                                                    29,170
    (取得原価 25,232千米ドル)
    地方債 0.6%
    Chicago,     Illinois,     Build   America    Bonds,    Series    2010
    6.630%    due  02/01/2035                                      655          811
                                    USD
    6.725%    due  04/01/2035                                      310          384
    7.350%    due  07/01/2035                                      545          693
    Chicago,     Illinois,     General    Obligation      Bonds,    Series    2003
    5.100%    due  06/01/2033                                     1,010          1,179
    Chicago,     Illinois,     General    Obligation      Bonds,    Series    2015
    7.750%    due  01/01/2042                                      130          148
    Chicago,     Illinois,     General    Obligation      Bonds,    Series    2017
    7.045%    due  01/01/2029                                      315          360
                                           額面           時価
                                         (千通貨)          (千米ドル)
    Commonwealth       of  Puerto    Rico,    General     Obligation      Bonds,
    Series    2001
    5.125%    due  07/01/2031      (e)                               17,360          17,143
                                    USD
    Commonwealth       of  Puerto    Rico,   General    Obligation      Bonds,
    Series    2006   (e)
    5.000%    due  07/01/2031                                      420          409
    5.250%    due  07/01/2023                                      500          496
    5.250%    due  07/01/2026                                     1,000           990
    5.250%    due  07/01/2049                                      610          601
                                30/79


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    Commonwealth       of  Puerto    Rico,    General     Obligation      Bonds,
    Series    2007   (e)
    5.000%    due  07/01/2027                                      700          691
    5.000%    due  07/01/2028                                       75          74
    5.250%    due  07/01/2032                                      400          396
    5.250%    due  07/01/2034                                      400          398
    5.250%    due  07/01/2037                                      410          407
    Commonwealth       of  Puerto    Rico,    General     Obligation      Bonds,
    Series    2008   (e)
    5.000%    due  07/01/2023                                      300          294
    5.125%    due  07/01/2028                                      130          127
    5.500%    due  07/01/2032                                     10,780          10,605
    5.700%    due  07/01/2023                                      685          657
    6.000%    due  07/01/2038                                     4,070          4,065
    Commonwealth       of  Puerto    Rico,    General     Obligation      Bonds,
    Series    2009   (e)
    5.750%    due  07/01/2038                                      550          534
    6.000%    due  07/01/2039                                      215          210
    6.500%    due  07/01/2037                                      400          402
    Commonwealth       of  Puerto    Rico,    General     Obligation      Bonds,
    Series    2011   (e)
    5.375%    due  07/01/2030                                      685          664
    5.750%    due  07/01/2041                                     1,900          1,850
    6.500%    due  07/01/2040                                      120          120
    Commonwealth       of  Puerto    Rico,    General     Obligation      Bonds,
    Series    2012   (e)
    5.000%    due  07/01/2023                                     1,010           929
    5.000%    due  07/01/2041                                     3,660          3,262
    5.125%    due  07/01/2037                                      800          734
    5.500%    due  07/01/2026                                     1,900          1,774
    5.500%    due  07/01/2039                                     4,215          3,941
    Commonwealth       of  Puerto    Rico,    General     Obligation      Bonds,
    Series    2014
    8.000%    due  07/01/2035      (e)                                        11,870
                                               13,450
    Golden    State,    California,       Tobacco     Securitization        Corp.
    Revenue    Bonds,    Series    2021
    2.246%    due  06/01/2029                                     1,600          1,602
    3.000%    due  06/01/2046                                      800          822
    Puerto    Rico,   Electric     Power   Authority,      Build   America    Bonds,
    Series    2010   (e)
    6.050%    due  07/01/2032                                      800          769
    6.125%    due  07/01/2040                                     3,000          2,914
    Salt   Lake,   Utah,   Utah   State   Board   of  Regents    Revenue    Bonds,
    Series    2016
    0.839%    due  09/25/2056                                                784
                                                783
    Salt   Lake,   Utah,   Utah   State   Board   of  Regents    Revenue    Bonds,
    Series    2017
    0.839%    due  01/25/2057                                               7,194
                                               7,213
    Travis,     Texas,    Texas    Public    Finance     Authority      Revenue
    Bonds,    Series    2014
    8.250%    due  07/01/2024                                                403
                                                400
    地方債合計                                                    81,706
    (取得原価 32,299千米ドル)
    米国政府関係機関 23.3%
    Fannie    Mae
    2.500%    due  10/01/2022                                       34          36
    3.000%    due  07/01/2023                                       23          24
    3.000%    due  11/01/2025                                       40          42
                                           額面           時価
                                         (千通貨)          (千米ドル)
    3.000%    due  12/01/2025                                       30          31
                                    USD
    3.000%    due  10/01/2026                                       28          29
    3.000%    due  11/01/2026                                       73          77
    3.000%    due  01/01/2027                                      289          303
    3.000%    due  02/01/2027                                     1,772          1,857
    3.000%    due  01/01/2034                                       96         101
    3.000%    due  01/01/2035                                       66          70
                                31/79

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    3.000%    due  06/01/2035                                      253          267
    3.000%    due  07/01/2035                                     1,871          1,967
    3.000%    due  09/01/2035                                      533          558
    3.000%    due  09/01/2049                                      238          254
    3.000%    due  03/01/2050                                     23,295          24,555
    3.500%    due  08/01/2042                                       27          29
    3.500%    due  09/01/2047                                      242          257
    3.500%    due  03/01/2048                                       77          81
    3.500%    due  05/01/2049                                      107          113
    3.500%    due  06/01/2049                                       1          1
    3.500%    due  07/01/2049                                       33          35
    3.500%    due  08/01/2049                                       45          47
    3.500%    due  10/01/2049                                       14          15
    3.500%    due  12/01/2049                                       3          3
    3.500%    due  01/01/2050                                       21          22
    3.500%    due  02/01/2050                                       31          32
    3.500%    due  03/01/2050                                      220          233
    3.500%    due  05/01/2050                                     1,653          1,743
    3.500%    due  06/01/2050                                      430          455
    3.500%    due  07/01/2050                                     1,153          1,217
    3.500%    due  10/01/2050                                      238          251
    3.500%    due  12/01/2050                                      197          209
    3.500%    due  01/01/2051                                     10,499          11,078
    3.500%    due  04/01/2051                                     1,000          1,060
    4.000%    due  07/01/2040                                       9          9
    4.000%    due  12/01/2041                                       65          69
    4.000%    due  07/01/2042                                       77          81
    4.000%    due  08/01/2042                                       24          25
    4.000%    due  09/01/2042                                      101          109
    4.000%    due  11/01/2045                                      129          140
    4.000%    due  03/01/2047                                       49          53
    4.000%    due  04/01/2047                                      361          395
    4.000%    due  08/01/2047                                     5,828          6,283
    4.000%    due  10/01/2047                                      336          362
    4.000%    due  12/01/2047                                       84          90
    4.000%    due  01/01/2048                                       74          79
    4.000%    due  02/01/2048                                      780          840
    4.000%    due  07/01/2048                                     9,866         10,576
    4.000%    due  08/01/2048                                     6,049          6,475
    4.000%    due  09/01/2048                                     1,773          1,910
    4.000%    due  09/01/2049                                     16,999          18,176
    4.000%    due  03/01/2050                                     19,999          21,384
    4.500%    due  05/01/2033                                       16          17
    4.500%    due  07/01/2033                                       31          33
    4.500%    due  05/01/2035                                       6          7
    4.500%    due  02/01/2038                                       2          2
    4.500%    due  01/01/2041                                      202          214
    4.750%    due  06/01/2033                                      184          193
    5.000%    due  10/01/2035                                       68          70
    5.000%    due  12/01/2035                                      162          175
    5.000%    due  10/01/2036                                       6          7
    5.000%    due  05/01/2038                                       3          3
    5.000%    due  11/01/2039                                       7          7
    5.500%    due  07/01/2033                                       28          31
    5.500%    due  06/01/2035                                      738          813
    5.500%    due  04/01/2036                                       1          1
    5.500%    due  11/01/2036                                       4          4
    5.500%    due  03/01/2037                                       14          16
    5.500%    due  09/01/2037                                       5          5
    5.500%    due  02/01/2038                                       3          4
    5.500%    due  04/01/2038                                       17          19
                                           額面           時価
                                         (千通貨)          (千米ドル)
    6.000%    due  08/01/2031                                       25          25
                                    USD
    6.000%    due  06/01/2032                                       1          2
    6.000%    due  09/01/2039                                      388          427
    6.000%    due  10/01/2047                                       8          9
                                32/79

                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    6.111%    due  05/25/2048      (h)                               2,815           632
    6.500%    due  01/01/2037                                       3          4
    6.500%    due  10/01/2037                                       5          5
    7.000%    due  09/01/2031                                       32          32
    7.000%    due  05/01/2037                                       1          1
    7.500%    due  09/01/2032                                       7          7
    Fannie    Mae,   TBA  (g)
    2.000%    due  12/01/2036                                     6,600          6,762
    2.000%    due  12/01/2051                                     55,100          54,989
    2.500%    due  12/01/2036                                     3,000          3,116
    2.500%    due  01/01/2052                                     72,900          74,545
    3.000%    due  01/01/2052                                     26,900          27,997
    3.500%    due  12/01/2051                                    744,350          786,336
    4.000%    due  12/01/2051                                    113,500          121,536
    Freddie    Mac
    3.000%    due  01/01/2026                                      792          831
    3.000%    due  09/01/2026                                     2,282          2,406
    3.000%    due  10/01/2026                                       39          41
    3.000%    due  11/01/2026                                       10          11
    3.000%    due  06/01/2034                                      142          149
    3.000%    due  07/01/2034                                      767          807
    3.000%    due  08/01/2035                                       32          33
    3.000%    due  11/01/2046                                       80          85
    3.000%    due  12/01/2047                                     2,548          2,668
    3.000%    due  03/01/2048                                      145          152
    3.500%    due  10/01/2039                                      187          199
    3.500%    due  10/01/2047                                     2,916          3,097
    3.500%    due  12/01/2047                                      946        1,006
    3.500%    due  03/01/2048                                     3,619          3,839
    3.500%    due  04/01/2048                                     1,555          1,654
    3.500%    due  10/01/2048                                     1,488          1,573
    3.500%    due  12/01/2048                                     3,458          3,664
    3.500%    due  03/01/2049                                     2,256          2,382
    3.500%    due  05/01/2049                                      128          136
    3.500%    due  06/01/2049                                       1          1
    3.500%    due  07/01/2049                                       1          1
    3.500%    due  10/01/2049                                      278          294
    3.500%    due  12/01/2049                                       35          37
    3.500%    due  01/01/2050                                       51          53
    3.500%    due  02/01/2050                                     1,819          1,919
    3.500%    due  04/01/2050                                      203          214
    3.500%    due  05/01/2050                                      100          105
    3.500%    due  07/01/2050                                     1,521          1,607
    3.500%    due  09/01/2050                                       17          18
    3.500%    due  05/01/2051                                       93         100
    4.000%    due  09/01/2033                                       1          1
    4.000%    due  04/01/2047                                      451          487
    4.000%    due  05/01/2047                                      441          476
    4.000%    due  08/01/2047                                      876          944
    4.000%    due  08/01/2048                                     1,013          1,086
    4.000%    due  09/01/2048                                      411          440
    4.000%    due  12/01/2048                                     15,327          16,564
    4.000%    due  02/01/2049                                     5,758          6,223
    4.000%    due  03/01/2049                                      440          475
    5.000%    due  06/01/2034                                      177          191
    5.000%    due  08/01/2035                                       44          46
    5.000%    due  01/01/2037                                       3          4
    5.000%    due  01/01/2038                                       2          2
    5.500%    due  01/01/2035                                      573          607
    5.500%    due  05/01/2037                                       2          3
    5.500%    due  06/01/2037                                      209          222
    5.750%    due  05/01/2037                                      223          251
    6.000%    due  07/01/2037                                       46          50
    6.460%    due  06/15/2042      (h)                                 40          8
                                           額面           時価
                                         (千通貨)          (千米ドル)
    Ginnie    Mae
                                33/79

                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    4.000%    due  06/20/2041                                       2          2
                                    USD
    4.000%    due  04/20/2047                                     2,442          2,617
    4.000%    due  05/20/2047                                     43,961          47,062
    4.000%    due  06/20/2047                                     20,833          22,322
    4.000%    due  07/20/2047                                     18,616          19,977
    4.000%    due  02/20/2048                                     13,086          14,042
    4.000%    due  05/20/2049                                     47,040          50,125
    4.000%    due  02/20/2050                                      574          609
    4.000%    due  07/20/2050                                      263          279
    4.000%    due  08/20/2050                                       41          44
    4.000%    due  09/20/2050                                     3,099          3,294
    4.000%    due  10/20/2050                                     99,793         106,077
    4.500%    due  01/20/2040                                       82          88
    4.500%    due  03/20/2040                                       8          8
    5.000%    due  08/20/2030                                      219          239
    5.000%    due  05/20/2040                                      363          395
    5.000%    due  11/20/2040                                       19          20
    5.000%    due  04/20/2041                                       7          8
    5.500%    due  05/20/2038                                       8          8
    5.500%    due  06/20/2038                                       70          78
    5.500%    due  07/20/2038                                       77          84
    5.500%    due  08/20/2038                                      378          423
    5.500%    due  09/20/2038                                       77          87
    5.500%    due  10/20/2038                                       16          18
    5.500%    due  01/20/2039                                       11          12
    5.500%    due  02/20/2039                                       44          49
    5.500%    due  09/20/2039                                       58          65
    5.500%    due  10/20/2039                                       11          12
    5.500%    due  11/20/2039                                      317          355
    5.500%    due  12/20/2039                                       26          28
    5.500%    due  01/20/2040                                      200          220
    5.500%    due  06/20/2040                                      274          317
    5.500%    due  07/20/2040                                      502          552
    Ginnie    Mae
    2.000%    due  12/01/2051                                     19,000          19,199
    2.500%    due  11/01/2051                                     5,400          5,551
    2.500%    due  12/01/2051                                     83,000          85,154
    3.000%    due  11/01/2051                                     7,740          8,038
    3.000%    due  12/01/2052                                    492,260          510,566
    4.000%    due  11/01/2051                                     65,423          69,341
    4.000%    due  12/01/2051                                    696,135          737,713
                                                       2,954,394
    米国政府関係機関合計
    (取得原価 2,953,245千米ドル)
    米国長期国債 9.1%
    Treasury     Inflation     Protected     Securities      (i)
    0.125%    due  10/15/2024                                     45,743          49,163
    0.125%    due  07/15/2030                                     60,498          67,371
    0.250%    due  07/15/2029                                    166,422          186,534
    0.250%    due  02/15/2050                                     25,325          29,563
    0.375%    due  01/15/2027                                     5,259          5,835
    0.375%    due  07/15/2027                                     1,409          1,576
    0.625%    due  02/15/2043                                     2,618          3,188
    0.750%    due  07/15/2028                                    102,114          117,490
    0.750%    due  02/15/2042                                     6,174          7,683
    0.750%    due  02/15/2045                                     20,098          25,285
    0.875%    due  01/15/2029                                     56,416          65,535
    0.875%    due  02/15/2047                                     24,252          31,929
    1.000%    due  02/15/2046                                     10,622          14,170
    1.000%    due  02/15/2048                                     23,075          31,465
    1.000%    due  02/15/2049                                     67,730          93,461
    1.375%    due  02/15/2044                                     3,052          4,264
    2.125%    due  02/15/2040                                     3,164          4,783
    2.125%    due  02/15/2041                                     1,749          2,679
    U.S.   Treasury     Bonds
    2.250%    due  08/15/2046                                      100          106
    2.375%    due  05/15/2029                                     32,200          34,267
                                34/79


                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
                                           額面           時価
                                         (千通貨)          (千米ドル)
    2.625%    due  02/15/2029                                     5,000          5,402
                                    USD
    2.750%    due  08/15/2047                                     2,830          3,291
    3.000%    due  08/15/2048                                      155          189
    3.000%    due  02/15/2049                                       77          94
    3.125%    due  05/15/2048                                      180          225
    U.S.   Treasury     Notes
    1.125%    due  02/29/2028                                    318,900          313,936
    1.125%    due  02/15/2031                                      773          746
    1.625%    due  02/15/2026                                     2,200          2,250
    2.000%    due  02/15/2025                                     11,021          11,437
    2.000%    due  08/15/2025                                     1,400          1,453
    2.000%    due  11/15/2026                                      800          831
    2.250%    due  11/15/2024                                     12,300          12,848
    2.250%    due  02/15/2027                                     28,000          29,447
    米国長期国債合計                                                  1,158,496
    (取得原価 1,093,770千米ドル)
    モーゲージバック証券 31.5%
    Accredited      Mortgage     Loan   Trust
    1.034%    due  07/25/2035                                     9,806          9,811
    1.784%    due  07/25/2035      (e)                                 715          718
    ACE  Securities      Corporation      Home   Equity    Loan   Trust
    0.244%    due  08/25/2036                                     5,423          5,330
    0.884%    due  01/25/2035                                      988          982
    0.914%    due  02/25/2034                                     5,384          5,415
    0.989%    due  08/25/2035                                     5,023          5,035
    Adjustable      Rate   Mortgage     Trust
    1.039%    due  08/25/2035                                     4,257          4,243
    AFC  Home   Equity    Loan   Trust
    0.899%    due  06/25/2029                                     1,875          1,500
    Alternative      Loan   Trust
    0.276%    due  09/20/2046                                     1,069           986
    0.429%    due  01/25/2037      (e)                                  2        121
    0.449%    due  07/25/2036                                     7,262          7,179
    0.469%    due  08/25/2046      (e)                               10,715          9,957
    0.489%    due  05/25/2036                                     14,309          13,330
    0.506%    due  03/20/2046                                     6,753          5,755
    0.589%    due  12/25/2046                                     17,880          17,504
    0.629%    due  07/25/2036                                     22,397          20,997
    0.689%    due  01/25/2036                                     2,512          2,447
    0.726%    due  12/20/2035                                     6,616          6,356
    1.437%    due  08/25/2035      (e)                                 481          436
    2.248%    due  09/25/2034                                     1,126          1,106
    3.070%    due  08/25/2035      (e)                                 523          511
    5.500%    due  06/25/2035                                     5,688          5,441
    5.500%    due  08/25/2035      (e)                                 66          67
    5.500%    due  02/25/2036      (e)                                 17          13
    6.000%    due  07/25/2037      (e)                               26,922          18,113
    7.000%    due  10/25/2037                                     31,416          15,978
    Ameriquest      Mortgage     Securities      Trust
    0.599%    due  04/25/2036                                     4,473          4,460
    0.704%    due  03/25/2036                                     27,500          27,108
    Ameriquest      Mortgage     Securities,       Inc.   Asset-Backed       Pass-
    Through    Certificates
    1.157%    due  09/25/2032                                      264          274
    1.844%    due  10/25/2034                                     9,913         10,095
    Argent    Mortgage     Loan   Trust
    0.569%    due  05/25/2035                                     22,537          21,476
    Argent    Securities      Trust
    0.449%    due  04/25/2036                                     8,096          3,596
    Argent    Securities,      Inc.   Asset-Backed       Pass-Through
    Certificates
    0.854%    due  10/25/2035                                     36,400          35,859
    2.789%    due  09/25/2033                                     1,288          1,296
    Asset-Backed       Funding    Certificates       Trust
    0.749%    due  03/25/2035                                     16,991          16,964
                                35/79

                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    0.824%    due  06/25/2035                                     10,728          10,697
                                           額面           時価
                                         (千通貨)          (千米ドル)
    Asset-Backed       Securities      Corporation      Home   Equity    Loan   Trust
    0.554%    due  05/25/2036      (e)                               37,657          39,141
                                    USD
    Atrium    Hotel   Portfolio     Trust
    1.520%    due  06/15/2035                                     18,395          18,343
    Banc   of  America    Alternative      Loan   Trust   (e)
    4.310%    due  04/25/2022                                       71          70
    6.000%    due  07/25/2046                                     1,859          1,808
    Banc   of  America    Funding    Trust
    2.160%    due  11/20/2034                                      367          393
    2.408%    due  06/20/2036                                     5,461          5,524
    3.191%    due  02/20/2035                                     1,635          1,710
    3.413%    due  01/20/2047      (e)                                 116          113
    Bayview    Opportunity      Master    Fund   IVa  Trust
    3.475%    due  06/28/2034                                     1,296          1,306
    BCAP   LLC  Trust
    0.483%    due  07/26/2036                                       15          15
    5.876%    due  04/26/2037                                     3,224          2,280
    6.000%    due  04/26/2036                                     5,434          3,966
    Bear   Stearns    Adjustable      Rate   Mortgage     Trust
    3.031%    due  11/25/2034                                      222          224
    Bear   Stearns    Alternative-A       Trust
    0.429%    due  04/25/2037                                     7,174          7,061
    0.509%    due  11/25/2046                                     9,417          9,307
    Bear   Stearns    Asset-Backed       Securities      I Trust
    0.329%    due  02/25/2037                                     4,140          6,911
    0.489%    due  05/25/2036      (e)                               9,370          3,758
    0.629%    due  04/25/2036                                     7,329          7,304
    0.689%    due  02/25/2036      (e)                               4,146          4,143
    0.734%    due  12/25/2035                                     2,531          2,533
    1.109%    due  06/25/2034                                     5,452          5,453
    1.139%    due  11/25/2035      (e)                               3,537          3,515
    1.139%    due  08/25/2037                                     19,530          18,956
    1.169%    due  12/25/2035                                     9,268          7,971
    6.511%    due  05/25/2036      (h)                               9,370           719
    Bear   Stearns    Asset-Backed       Securities      Trust
    2.114%    due  06/25/2035                                      924          955
    5.500%    due  11/25/2033                                     4,915          5,134
    Bear   Stearns    Mortgage     Funding    Trust
    0.289%    due  02/25/2037      (e)                               6,265          6,056
    BHP  Trust
    2.658%    due  08/15/2036                                     27,720          27,646
    Business     Loan   Express    Business     Loan   Trust
    0.379%    due  09/25/2038                                     1,084          1,048
    0.639%    due  09/25/2038                                      525          477
    1.189%    due  09/25/2038                                       38          35
    BX  Trust
    1.726%    due  10/15/2036                                     16,400          16,363
    1.975%    due  10/15/2036                                     18,000          17,963
    1.977%    due  10/15/2036                                     6,000          5,949
    Canterbury      Finance    No.1   PLC
    1.400%    due  05/16/2056                                     25,377          35,053
                                    GBP
    CBA  Commercial      Small   Balance    Commercial      Mortgage
    6.040%    due  01/25/2039      (e)                                 827          799
                                    USD
    Centex    Home   Equity    Loan   Trust
    0.734%    due  03/25/2035                                     5,418          5,421
    CGMS   Commercial      Mortgage     Trust
    1.190%    due  07/15/2030                                     5,016          5,000
    Chase   Mortgage     Finance    Trust
    2.993%    due  12/25/2035      (e)                               4,468          4,313
    ChaseFlex     Trust
    0.389%    due  07/25/2037                                     1,072          1,006
    Chevy   Chase   Funding    LLC  Mortgage-Backed        Certificates
    0.449%    due  03/25/2035                                      343          356
    CIT  Mortgage     Loan   Trust
                                36/79

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    1.439%    due  10/25/2037                                     8,710          8,790
    Citigroup     Commercial      Mortgage     Trust
    0.269%    due  03/10/2047      (h)                               25,400           177
    2.441%    due  02/15/2039                                     8,790          8,811
    2.500%    due  02/15/2039                                     9,766          9,725
                                           額面           時価
                                         (千通貨)          (千米ドル)
    Citigroup     Mortgage     Loan   Trust
    0.369%    due  12/25/2036                                     3,767          3,724
                                    USD
    0.479%    due  01/25/2037                                      645          648
    0.689%    due  03/25/2037                                     5,700          5,699
    0.909%    due  09/25/2037                                     17,435          15,931
    1.561%    due  08/25/2036                                     16,176          7,397
    2.824%    due  08/25/2036                                     5,347          5,477
    2.995%    due  07/25/2037      (e)                               3,249          3,153
    3.000%    due  11/25/2038                                       98          98
    7.250%    due  05/25/2036      (e)                               10,356          7,171
    Citigroup     Mortgage     Loan   Trust,    Inc.
    1.124%    due  05/25/2035                                     6,300          6,283
    Commercial      Mortgage     Trust
    0.176%    due  04/10/2047      (h)                               33,000           139
    Conseco    Finance    Corp.
    6.870%    due  04/01/2030                                      276          277
    6.920%    due  12/01/2030                                     1,621          1,751
    7.500%    due  03/01/2030                                     49,985          27,302
    7.600%    due  04/15/2026                                     5,067          1,671
    Countrywide      Asset-Backed       Certificates
    0.229%    due  06/25/2035      (e)                               1,851          1,797
    0.229%    due  06/25/2037                                     15,865          15,211
    0.229%    due  07/25/2037      (e)                               10,725          10,573
    0.239%    due  04/25/2047      (e)                               2,361          2,352
    0.249%    due  05/25/2037      (e)                               2,275          2,273
    0.269%    due  11/25/2047                                     6,595          7,005
    0.309%    due  08/25/2037                                     25,800          24,586
    0.319%    due  05/25/2037      (e)                               14,583          14,181
    0.319%    due  10/25/2047                                     13,709          13,621
    0.339%    due  02/25/2036                                     1,500          1,478
    0.509%    due  01/25/2045                                     3,128          3,117
    0.569%    due  05/25/2036                                     10,003          9,041
    0.588%    due  08/26/2033                                      261          258
    0.689%    due  06/25/2036                                     3,874          3,856
    0.749%    due  04/25/2036                                     3,433          3,436
    0.789%    due  03/25/2036      (e)                               1,745          1,673
    1.184%    due  06/25/2035                                     7,000          7,038
    Countrywide      Home   Loan   Mortgage     Pass-Through       Trust
    2.463%    due  06/25/2034                                       1          1
    2.685%    due  11/25/2034                                       9          9
    2.971%    due  10/20/2035      (e)                               5,359          5,309
    3.041%    due  11/25/2037                                     5,011          4,990
    3.379%    due  03/25/2037      (e)                               5,776          5,817
    5.500%    due  11/25/2035      (e)                               6,558          4,966
    6.000%    due  07/25/2036                                     20,665          15,160
    6.000%    due  11/25/2037                                     4,613          3,453
    Credit    Suisse    First   Boston    Mortgage     Securities      Corp.
    2.039%    due  01/25/2033                                     1,359          1,374
    Credit    Suisse    Mortgage     Capital
    0.256%    due  11/27/2036                                     11,400          13,684
    3.000%    due  01/29/2036                                      814          823
    3.000%    due  06/27/2037                                     2,932          2,987
    6.113%    due  10/26/2036                                      167          164
    Credit    Suisse    Mortgage     Capital    Trust
    0.000%    due  01/25/2058                                       25          25
    0.000%    due  04/25/2058      (h)                                  1          1
    1.090%    due  07/15/2032                                     5,200          5,188
    1.340%    due  07/15/2032                                     4,000          3,971
    1.540%    due  07/15/2032                                     2,400          2,371
    2.868%    due  06/01/2050                                     58,503          59,906
                                37/79

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    3.622%    due  06/25/2050                                     46,826          42,650
    3.623%    due  01/25/2058                                     21,877          20,906
    3.648%    due  04/25/2058                                     38,825          40,235
    Credit-Based       Asset   Servicing     & Securitization        LLC
    6.980%    due  03/25/2046                                     4,266          4,258
    Credit-Based       Asset   Servicing     & Securitization        Trust
    0.389%    due  07/25/2036                                      704          704
                                           額面           時価
                                         (千通貨)          (千米ドル)
    CWABS   Asset-Backed       Certificates       Trust
    0.329%    due  03/25/2037                                     33,000          32,081
                                    USD
    0.329%    due  03/25/2047      (e)                               26,535          25,070
    0.349%    due  09/25/2046                                     5,600          5,392
    0.809%    due  05/25/2036      (e)                               2,106          1,730
    1.214%    due  12/25/2034                                      530          532
    1.664%    due  03/25/2035                                     5,500          5,621
    5.633%    due  06/25/2035                                     8,644          8,945
    CWHEQ   Revolving     Home   Equity    Loan   Resuritization        Trust
    0.340%    due  03/15/2030                                     1,005           997
    Deutsche     Alternative-A       Securities      Mortgage     Loan   Trust
    0.409%    due  03/25/2037                                     10,515          6,490
    0.419%    due  08/25/2037      (e)                               24,960          21,548
    0.589%    due  09/25/2047                                     14,982          14,267
    Deutsche     Alternative-A       Securities,      Inc.   Mortgage     Loan   Trust
    2.716%    due  10/25/2035      (e)                               9,954          9,966
    Deutsche     Mortgage     & Asset   Receiving     Corp.
    0.606%    due  11/27/2036                                     2,263          2,254
    Downey    Savings    & Loan   Association      Mortgage     Loan   Trust
    0.270%    due  10/19/2036      (e)                               8,652          7,796
    0.680%    due  10/19/2045      (e)                               1,248          1,281
    0.740%    due  09/19/2045                                     5,927          4,519
    Dragon    Finance    BV
    1.074%    due  07/13/2023                                       88         119
                                    GBP
    Ellington     Loan   Acquisition      Trust
    1.189%    due  05/25/2037                                     1,369          1,373
                                    USD
    EMC  Mortgage     Loan   Trust
    1.139%    due  04/25/2042      (e)                               8,542          8,589
    Encore    Credit    Receivables      Trust
    1.019%    due  11/25/2035                                     6,510          6,532
    Eurosail-UK      PLC
    0.837%    due  09/13/2045                                     4,867          6,528
                                    GBP
    1.017%    due  06/13/2045                                     9,559         13,106
    FBR  Securitization        Trust
    0.764%    due  10/25/2035                                     20,968          19,248
                                    USD
    0.769%    due  10/25/2035                                     3,391          3,393
    0.854%    due  09/25/2035                                     7,500          7,455
    First   Franklin     Mortgage     Loan   Trust
    0.399%    due  11/25/2036                                     59,328          54,834
    0.409%    due  04/25/2036                                     4,604          4,533
    0.779%    due  01/25/2036                                     10,000          9,756
    0.794%    due  05/25/2036                                     3,142          3,140
    0.944%    due  04/25/2035                                     4,301          4,289
    First   Horizon    Alternative      Mortgage     Securities      Trust   (e)
    0.589%    due  05/25/2035                                     1,502          1,002
    4.911%    due  05/25/2035      (h)                               1,502           209
    Fremont    Home   Loan   Trust
    0.369%    due  02/25/2037                                     8,324          6,902
    1.109%    due  01/25/2035                                     6,493          6,488
    Glen   Securities      Finance    DAC
    0.000%    due  10/28/2038                                     12,700          14,692
                                    EUR
    GMAC   Commercial      Mortgage     Asset   Corp.
    5.456%    due  03/10/2051                                     12,120          13,416
                                    USD
    GreenPoint      Mortgage     Funding    Trust
    0.649%    due  11/25/2045                                       54          44
    Grifonas     Finance    No.1   PLC
    0.000%    due  08/28/2039                                      748          850
                                    EUR
    GS  Mortgage     Securities      Corporation      Trust
                                38/79

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    2.230%    due  06/15/2038                                     27,488          27,475
                                    USD
    3.419%    due  10/10/2032                                     3,300          3,363
    4.591%    due  10/10/2032                                     8,215          8,181
    GSAA   Home   Equity    Trust
    6.500%    due  11/25/2037      (e)                                 20          12
    GSAMP   Trust
    0.229%    due  03/25/2047                                     4,369          4,217
    0.249%    due  01/25/2037                                     19,186          14,222
    0.409%    due  05/25/2046                                      390          389
    0.609%    due  06/25/2036                                     16,307          16,150
    0.734%    due  11/25/2035      (e)                               7,323          7,074
                                           額面           時価
                                         (千通貨)          (千米ドル)
    GSMSC   Resecuritization         Trust
    0.266%    due  09/26/2036                                     4,534          3,512
                                    USD
    7.218%    due  04/26/2037                                     44,351          16,986
    GSR  Mortgage     Loan   Trust
    0.389%    due  03/25/2037                                     8,057          1,355
    6.611%    due  03/25/2037      (h)                               8,057          1,866
    HarborView      Mortgage     Loan   Trust
    0.320%    due  12/19/2036      (e)                               1,013          1,017
    0.640%    due  02/19/2036                                     11,678          9,287
    0.720%    due  08/19/2045                                     8,539          7,666
    Hawaii    Hotel   Trust
    1.740%    due  05/15/2038                                     2,000          2,000
    2.250%    due  05/15/2038                                     12,500          12,475
    Hawksmoor     Mortgages
    1.100%    due  05/25/2053                                     60,606          83,396
                                    GBP
    Home   Equity    Asset   Trust
    0.569%    due  10/25/2036                                     23,475          16,962
                                    USD
    Home   Equity    Mortgage     Loan   Asset-Backed       Trust
    0.229%    due  11/25/2036                                     15,074          14,361
    0.329%    due  04/25/2037                                     14,677          11,791
    0.449%    due  06/25/2036                                     3,059          2,977
    1.079%    due  08/25/2035                                     5,750          5,744
    HPLY   Trust
    2.440%    due  11/15/2036                                     22,109          21,997
    HSI  Asset   Securitization        Corp.   Trust
    0.339%    due  05/25/2037                                     7,197          7,113
    Impac   CMB  Trust
    0.769%    due  01/25/2035                                     11,518          11,797
    Impac   Secured    Assets    Corp.
    0.649%    due  03/25/2036      (e)                               12,210          10,904
    Impac   Secured    Assets    Trust
    0.469%    due  01/25/2037                                     2,794          2,658
    IMT  Trust
    0.790%    due  06/15/2034                                     1,690          1,691
    1.040%    due  06/15/2034                                     1,267          1,267
    1.190%    due  06/15/2034                                      775          775
    IndyMac    IMJA   Mortgage     Loan   Trust
    6.500%    due  10/25/2037                                     9,152          6,900
    IndyMac    IMSC   Mortgage     Loan   Trust
    2.893%    due  06/25/2037      (e)                               9,778          7,970
    IndyMac    INDX   Mortgage     Loan   Trust
    0.269%    due  02/25/2037      (e)                               25,839          26,028
    0.469%    due  10/25/2036                                     5,659          3,110
    2.856%    due  07/25/2037                                     22,349          22,501
    2.950%    due  03/25/2036      (e)                               4,919          4,352
    3.098%    due  04/25/2037      (e)                               8,089          7,815
    3.143%    due  04/25/2037                                     16,308          15,690
    3.216%    due  11/25/2036      (e)                               13,660          11,155
    IXIS   Real   Estate    Capital    Trust
    0.854%    due  12/25/2035                                     3,868          3,912
    Jefferies     Resecuritization         Trust
    5.198%    due  06/25/2047      (e)                                 627          576
    JPMorgan     Alternative      Loan   Trust
    0.649%    due  04/25/2047                                     2,227          2,224
                                39/79

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    2.796%    due  03/25/2036      (e)                                 374          334
    5.730%    due  03/25/2036      (e)                                 114          118
    JPMorgan     Chase   Commercial      Mortgage     Securities      Trust
    0.940%    due  12/15/2036                                     3,700          3,702
    1.190%    due  10/15/2032                                     8,134          8,104
    1.490%    due  10/15/2032                                     7,200          7,158
    2.230%    due  10/15/2032                                     11,000          10,922
    5.337%    due  05/15/2047                                      227          210
    JPMorgan     Mortgage     Acquisition      Corp.
    0.449%    due  03/25/2036                                     5,201          5,196
    JPMorgan     Mortgage     Acquisition      Trust
    0.339%    due  07/25/2036                                     1,662          1,664
    0.359%    due  08/25/2036                                     8,600          8,264
    0.359%    due  06/25/2037                                     34,606          33,587
    0.369%    due  06/25/2037      (e)                               22,826          20,976
                                           額面           時価
                                         (千通貨)          (千米ドル)
    0.494%    due  05/25/2036                                     12,851          12,733
                                    USD
    JPMorgan     Mortgage     Trust   (e)
    0.389%    due  10/25/2035                                     4,867          4,073
    2.667%    due  01/25/2037                                      525          472
    JPMorgan     Resecuritization         Trust
    3.064%    due  02/26/2037                                     2,750          2,703
    Kentmere     No.2   PLC
    0.000%    due  01/28/2042                                     9,500          7,203
                                    GBP
    0.850%    due  01/28/2042                                     67,365          92,579
    0.870%    due  01/28/2042                                     2,439          2,589
    1.450%    due  01/28/2042                                     5,693          7,806
    1.800%    due  01/28/2042                                     4,066          5,563
    2.250%    due  01/28/2042                                     2,439          3,330
    3.050%    due  01/28/2042                                     1,626          2,197
    5.050%    due  01/28/2042                                     3,252          4,087
    Lansdowne     Mortgage     Securities      No.1   PLC
    0.000%    due  06/15/2045                                     4,059          4,490
                                    EUR
    Legacy    Mortgage     Asset   Trust
    0.000%    due  09/25/2059      (h)                              709,719           3,602
                                    USD
    0.000%    due  09/25/2059                                     18,390          9,772
    0.791%    due  09/25/2059                                     18,352          16,041
    1.835%    due  01/28/2070                                     67,698          68,368
    3.000%    due  06/25/2059                                      226          227
    3.000%    due  09/25/2059                                    139,923          144,660
    3.438%    due  05/25/2059                                       69          69
    4.057%    due  09/25/2059                                    111,258          112,682
    Lehman    XS  Trust
    0.289%    due  02/25/2037      (e)                               14,995          14,928
    0.469%    due  09/25/2036                                     7,053          6,443
    0.469%    due  12/25/2036                                     11,461          10,590
    0.609%    due  02/25/2047                                     25,310          24,932
    0.939%    due  10/25/2037                                     22,155          21,525
    6.500%    due  06/25/2046                                     5,473          5,489
    Liberty
    1.260%    due  10/10/2049                                     3,799          2,861
                                    AUD
    Long   Beach   Mortgage     Loan   Trust
    0.469%    due  02/25/2036                                     5,840          5,380
                                    USD
    0.469%    due  03/25/2046                                     35,411          17,044
    Madison    Avenue    Manufactured       Housing    Contract     Trust
    3.339%    due  03/25/2032                                     1,557          1,566
    MASTR   Adjustable      Rate   Mortgages     Trust
    2.206%    due  04/25/2034                                       1          1
    Mastr   Asset-Backed       Securities      Trust
    0.309%    due  11/25/2036                                       28          21
    0.459%    due  01/25/2036                                     7,500          7,314
    1.239%    due  08/25/2037                                     13,649          13,431
    Mastr   Specialized      Loan   Trust
    0.809%    due  02/25/2036                                     5,336          4,637
    MBRT
    1.490%    due  11/15/2036                                     6,435          6,428
                                40/79

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    Merrill    Lynch   First   Franklin     Mortgage     Loan   Trust
    1.089%    due  10/25/2037                                     4,857          4,890
    1.589%    due  10/25/2037                                     17,772          18,118
    Merrill    Lynch   Mortgage     Investors     Trust
    0.229%    due  05/25/2037                                     21,464          14,308
    0.809%    due  07/25/2034                                     5,120          4,960
    0.884%    due  09/25/2035                                     1,806          1,807
    1.169%    due  10/25/2035                                     1,309          1,313
    1.847%    due  02/25/2033                                       12          12
    Morgan    Stanley     Asset-Backed       Securities      Capital     I,  Inc.
    Trust
    0.339%    due  07/25/2036                                     5,889          5,309
    0.389%    due  07/25/2036                                     48,361          25,174
    0.569%    due  06/25/2036                                     23,462          21,929
    0.589%    due  07/25/2036                                     48,124          25,591
    0.629%    due  03/25/2036                                     5,822          5,778
    0.794%    due  07/25/2035                                      263          272
    0.824%    due  07/25/2035                                     6,912          6,907
    1.089%    due  03/25/2033                                       91          90
    1.089%    due  07/25/2037                                      625          626
                                           額面           時価
                                         (千通貨)          (千米ドル)
    Morgan    Stanley    Bank   of  America    Merrill    Lynch   Trust
    0.780%    due  11/15/2052      (h)                              134,258           5,066
                                    USD
    Morgan    Stanley    Capital    I Trust
    1.740%    due  08/15/2033                                     3,154          3,131
    2.428%    due  04/05/2042                                     13,500          13,756
    Morgan    Stanley    Capital    I,  Inc.   Trust
    0.629%    due  02/25/2036      (e)                               18,203          19,413
    Morgan    Stanley    Home   Equity    Loan   Trust
    0.599%    due  02/25/2036                                     14,415          13,961
    Morgan    Stanley    IXIS   Real   Estate    Capital    Trust
    0.549%    due  07/25/2036                                     11,004          6,029
    Morgan    Stanley    Mortgage     Loan   Trust
    2.817%    due  11/25/2037                                     1,460          1,255
    6.000%    due  12/25/2035      (e)                                 525          296
    Morgan    Stanley    Reremic    Trust
    0.406%    due  11/26/2036                                     7,011          6,625
    Mortgage     Loan   Trust
    5.370%    due  03/25/2034                                     3,310          3,430
    Natixis    Commercial      Mortgage     Securities      Trust
    0.840%    due  02/15/2033                                     7,885          7,884
    1.190%    due  02/15/2033                                     8,265          8,247
    2.140%    due  02/15/2033                                     3,600          3,575
    3.790%    due  11/15/2032                                     1,400          1,409
    3.821%    due  02/15/2039                                     2,900          3,193
    New  York   Mortgage     Trust
    0.629%    due  04/25/2035                                      938          965
    Newgate    Funding    PLC
    0.230%    due  12/15/2050                                     20,498          27,121
                                    GBP
    Nomura    Asset   Acceptance      Corporation      Alternative      Loan   Trust
    5.034%    due  05/25/2035      (e)                               3,342          2,158
                                    USD
    Nomura    Home   Equity    Loan,   Inc.   Home   Equity    Loan   Trust
    0.854%    due  05/25/2035                                     7,400          7,380
    5.745%    due  10/25/2036      (e)                               22,529          8,055
    Nomura    Resecuritization         Trust
    1.161%    due  03/26/2037                                     6,759          6,190
    NovaStar     Mortgage     Funding    Trust
    0.289%    due  09/25/2037                                     25,129          24,790
    0.409%    due  05/25/2036                                     8,825          8,748
    0.409%    due  10/25/2036                                     5,866          4,836
    0.809%    due  10/25/2035                                     2,145          2,149
    Option    One  Mortgage     Loan   Trust
    0.189%    due  02/25/2037                                     5,356          3,293
    0.209%    due  03/25/2037                                     11,015          10,780
    0.229%    due  03/25/2037                                     37,541          36,212
                                41/79


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    Park   Place    Securities,       Inc.   Asset-Backed       Pass-Through
    Certificates
    0.824%    due  09/25/2035                                     4,510          4,514
    0.869%    due  09/25/2035      (e)                               25,075          24,722
    People's     Financial     Realty    Mortgage     Securities      Trust
    0.249%    due  09/25/2036                                     27,128          7,534
    Popular    Asset-Backed       Securities      Mortgage     Pass-Through       Trust
    (e)
    0.399%    due  11/25/2036                                     14,837          13,361
    3.695%    due  07/25/2035                                     9,601          9,098
    Precise    Mortgage     Funding    PLC
    0.000%    due  12/12/2055                                       0       1,464
                                    GBP
    PRET   LLC
    1.843%    due  09/25/2051                                     50,417          50,198
                                    USD
    Quest   Trust
    1.514%    due  03/25/2035                                     5,550          5,572
    RAAC   Trust
    0.794%    due  02/25/2036      (e)                               9,049          8,724
    0.839%    due  06/25/2047                                     21,323          19,969
    RBSGC   Mortgage     Loan   Trust
    6.000%    due  01/25/2037      (e)                                  2          2
    RBSSP   Resecuritization         Trust
    0.585%    due  04/26/2037                                       32          32
    Real   Estate    Asset   Liquidity     Trust
    2.419%    due  06/12/2054                                     7,512          6,134
                                    CAD
                                           額面           時価
                                         (千通貨)          (千米ドル)
    Renaissance      Home   Equity    Loan   Trust
    0.809%    due  11/25/2034                                       57          56
                                    USD
    1.089%    due  09/25/2037                                       43          41
    5.612%    due  04/25/2037                                     10,124          4,316
    5.675%    due  06/25/2037      (e)                               3,910          1,586
    Residential      Accredit     Securities      Corporation      Trust
    0.239%    due  01/25/2037                                     1,887          1,880
    0.249%    due  11/25/2036      (e)                                 156          254
    0.309%    due  02/25/2037                                     14,000          13,614
    0.386%    due  01/25/2037                                     35,802          29,833
    0.584%    due  04/25/2036                                     12,438          12,450
    1.064%    due  09/25/2035                                     7,400          7,404
    1.664%    due  04/25/2034                                     1,333          1,348
    Residential      Asset   Mortgage     Products     Trust
    0.689%    due  02/25/2036                                     3,551          3,533
    0.764%    due  11/25/2035                                     13,000          12,945
    0.769%    due  12/25/2035                                     12,528          12,079
    0.839%    due  09/25/2035                                     12,591          12,562
    RESIMAC    Bastille     Trust
    1.005%    due  09/05/2057                                     3,329          3,329
    Saxon   Asset   Securities      Trust
    0.884%    due  03/25/2035      (e)                                 597          586
    1.839%    due  12/25/2037                                     4,033          4,071
    Securitized      Asset-Backed       Receivables      LLC  Trust
    0.629%    due  03/25/2036                                     5,909          5,713
    0.914%    due  10/25/2035                                     10,136          10,047
    1.139%    due  03/25/2035                                     8,849          8,858
    Sequoia    Mortgage     Trust
    0.486%    due  05/20/2035                                     1,665          1,727
    0.606%    due  06/20/2034                                       31          31
    Sestante     Finance    Srl
    0.000%    due  07/23/2046                                     10,331          11,034
                                    EUR
    SG  Mortgage     Securities      Trust
    0.449%    due  02/25/2036                                     5,071          3,379
                                    USD
    Shamrock     Residential      DAC
    0.291%    due  12/24/2059                                     14,026          16,279
                                    EUR
    Soundview     Home   Loan   Trust
    0.329%    due  07/25/2036                                     24,020          23,015
                                    USD
    0.399%    due  06/25/2036      (e)                               42,490          43,131
    0.509%    due  06/25/2036      (e)                               5,089          5,206
                                42/79

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    1.064%    due  03/25/2036                                     8,102          7,820
    Specialty     Underwriting       & Residential      Finance    Trust
    1.064%    due  12/25/2035                                     1,306          1,308
    SREIT   Trust
    1.545%    due  10/15/2038                                     24,605          24,667
    1.893%    due  10/15/2038                                     20,425          20,476
    Structured      Adjustable      Rate   Mortgage     Loan   Trust
    0.409%    due  10/25/2035                                     5,478          5,492
    1.064%    due  08/25/2035                                     11,959          11,795
    1.487%    due  05/25/2035      (e)                                 68          58
    2.631%    due  06/25/2037                                     2,785          2,775
    2.821%    due  07/25/2035      (e)                               2,425          1,532
    Structured      Asset   Investment      Loan   Trust
    0.239%    due  06/25/2036                                     9,492          9,384
    0.809%    due  04/25/2035                                     6,857          6,865
    0.889%    due  02/25/2034                                     19,365          19,335
    1.289%    due  12/25/2034                                     4,664          4,696
    Structured      Asset   Mortgage     Investments      II  Trust
    0.509%    due  09/25/2047      (e)                               24,315          27,209
    0.755%    due  04/19/2035                                     2,064          2,127
    Structured      Asset   Mortgage     Investments      Trust
    0.740%    due  09/19/2032                                       25          25
    Structured      Asset   Securities      Corporation      Mortgage     Loan   Trust
    0.219%    due  05/25/2036                                     7,869          7,783
    0.339%    due  05/25/2036                                     4,347          3,581
    0.349%    due  04/25/2036                                      351          351
    0.399%    due  07/25/2036                                     22,610          22,384
    0.589%    due  04/25/2031                                     8,945          8,890
    1.019%    due  11/25/2035                                     19,865          19,909
                                           額面           時価
                                         (千通貨)          (千米ドル)
    Summerhill      Residential
    0.000%    due  03/24/2059                                       5          5
                                    EUR
    0.289%    due  03/24/2059                                    170,916          197,912
    0.689%    due  03/24/2059                                     22,011          25,461
    1.239%    due  03/24/2059                                     17,746          20,499
    1.839%    due  03/24/2059                                     14,202          16,369
    3.089%    due  03/24/2059                                     8,521          9,790
    4.439%    due  03/24/2059                                     4,256          4,887
    5.439%    due  03/24/2059                                     4,256          4,891
    6.500%    due  03/24/2059                                     6,568          6,459
    7.000%    due  03/24/2059                                     35,506          43,311
    Sutherland      Commercial      Mortgage     Loans
    3.192%    due  05/25/2037                                      353          352
                                    USD
    Taurus    UK  DAC
    1.175%    due  06/22/2029                                     5,472          7,514
                                    GBP
    Terwin    Mortgage     Trust
    1.469%    due  03/25/2035                                     2,943          2,952
                                    USD
    Trinidad     Mortgage     Securities      PLC
    1.006%    due  01/24/2059                                     8,897         12,222
                                    GBP
    Truman    Capital    Mortgage     Loan   Trust
    0.349%    due  03/25/2036                                     1,407          1,401
                                    USD
    WaMu   Mortgage     Pass-Through       Certificates       Trust
    0.809%    due  01/25/2045                                      502          493
    Warwick    Finance    Residential      Mortgages     Number    Three   PLC
    0.000%    due  12/21/2049                                       0        584
                                    GBP
    1.000%    due  12/21/2049                                     34,240          47,117
    1.700%    due  12/21/2049                                     4,921          6,781
    2.200%    due  12/21/2049                                     2,460          3,392
    2.700%    due  12/21/2049                                     1,406          1,937
    3.200%    due  12/21/2049                                     1,406          1,931
    6.670%    due  12/21/2049                                       0        962
    Washington      Mutual    Mortgage     Pass-Through       Certificates       WMALT
    Trust   (e)
    0.937%    due  10/25/2046                                     12,208          10,273
                                    USD
    5.500%    due  11/25/2035                                       69          71
    Wells   Fargo   Home   Equity    Asset-Backed       Securities      Trust
                                43/79

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    0.359%    due  07/25/2036                                     2,296          2,294
    0.509%    due  03/25/2037                                     1,184          1,148
    Wells    Fargo    Home   Equity    Trust    Mortgage     Pass-Through
    Certificates
    0.689%    due  04/25/2034                                     4,740          4,677
    Wells   Fargo   Mortgage-Backed        Securities      Trust
    2.537%    due  10/25/2036      (e)                                 199          196
    WFRBS   Commercial      Mortgage     Trust
    0.415%    due  03/15/2047      (h)                               8,800           93
    モーゲージバック証券合計                                                  4,000,995
    (取得原価 3,920,255千米ドル)
    アセットバック証券 2.7%
    AASET   Trust
    3.967%    due  05/16/2042                                      193          178
    ALESCO    Preferred     Funding    XI  Ltd.
    0.578%    due  12/23/2036                                     5,000          4,325
    American     Homes   4 Rent   Trust
    6.231%    due  10/17/2036                                     1,150          1,252
    BSPRT   Issuer    Ltd.
    2.640%    due  03/15/2028                                     8,960          8,980
    3.540%    due  03/15/2028                                     4,050          4,052
    Cairn   CLO  III  DAC
    0.650%    due  10/20/2028                                     6,335          7,344
                                    EUR
    Cairn   CLO  VI  BV
    0.790%    due  07/25/2029                                     2,981          3,456
    Capitalsource       Real   Estate    Loan   Trust
    0.771%    due  01/20/2037                                     12,079          11,513
                                    USD
    0.871%    due  01/20/2037                                     4,800          4,340
    0.971%    due  01/20/2037                                     2,700          1,724
    Castlelake      Aircraft     Securitization        Trust
    4.125%    due  06/15/2043                                     2,567          2,546
    Catamaran     CLO  Ltd.
    0.985%    due  01/27/2028                                     1,370          1,370
                                           額面           時価
                                         (千通貨)          (千米ドル)
    Cavendish     Square    Funding    PLC
    0.307%    due  02/11/2055                                       8          9
                                    EUR
    FAB  CBO  BV
    0.473%    due  08/20/2080      (e)                                 106          113
    Gateway    Casinos    & Entertainment       Ltd.
    5.000%    due  03/12/2038                                     8,695          6,741
                                    CAD
    Goodgreen
    3.930%    due  10/15/2053                                     5,834          6,133
                                    USD
    Harley    Marine    Financing     LLC
    5.682%    due  05/15/2043                                     5,263          5,118
    Humboldt     Americas     LLC
    0.000%    due  07/31/2022                                   62,570,000            14,850
                                    COP
    7.078%    due  11/30/2021                                   23,414,122            27,378
                                    CLP
    Jubilee    CLO  BV
    0.293%    due  07/12/2028                                      815          944
                                    EUR
    KKR  CLO  18  Ltd.
    1.062%    due  07/18/2030                                     1,900          1,900
                                    USD
    LP  Credit    Card   Asset-Backed       Securities      Master    Trust
    1.638%    due  08/20/2024                                     3,857          3,857
    Mackay    Shields    Euro   CLO-2   DAC
    1.550%    due  08/15/2033                                     8,150          9,438
                                    EUR
    METAL   LLC
    4.581%    due  10/15/2042                                     12,209          11,064
                                    USD
    MMcapS    Funding    XVII   Ltd.
    0.470%    due  12/01/2035                                      545          526
    National     Collegiate      Student    Loan   Trust
    0.464%    due  10/25/2033                                     7,216          7,132
    Navient    Private    Education     Loan   Trust
    2.240%    due  12/15/2045                                     4,025          4,137
    Navient    Private    Education     Refi   Loan   Trust
    0.990%    due  11/15/2068                                     1,950          1,967
    Nelnet    Student    Loan   Trust
                                44/79

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    0.889%    due  09/25/2065                                     3,582          3,581
    OCP  CLO  Ltd.
    0.945%    due  10/26/2027                                     4,759          4,769
    Palmer    Square    European     Loan   Funding    DAC
    1.150%    due  01/15/2030                                     8,612          9,992
                                    EUR
    Penta   CLO  2 BV
    0.790%    due  08/04/2028                                     7,335          8,495
    Rockford     Tower   Europe    CLO  DAC
    1.030%    due  12/20/2031                                     12,800          14,852
    Sapphire     Aviation     Finance
    4.250%    due  03/15/2040                                     21,585          21,224
                                    USD
    Saranac    CLO  III  Ltd.
    1.725%    due  06/22/2030                                     26,970          26,984
    Sound   Point   CLO  XV  Ltd.
    1.024%    due  01/23/2029                                     2,100          2,101
    Springleaf      Funding    Trust
    2.680%    due  07/15/2030                                     2,557          2,560
    Taberna    Preferred     Funding    I Ltd.
    0.603%    due  07/05/2035                                     4,182          3,785
    Telos   CLO  Ltd.
    1.072%    due  04/17/2028                                     4,785          4,791
    Thunderbolt      Aircraft     Lease   Ltd.
    4.212%    due  05/17/2032                                      524          522
    TICP   CLO  III-2   Ltd.
    0.972%    due  04/20/2028                                     19,371          19,396
    Tropic    CDO  V Ltd.
    0.444%    due  07/15/2036                                     11,082          10,251
    TruPS   Financials      Note   Securitization        Ltd.
    1.302%    due  03/30/2039                                     21,491          20,739
    1.692%    due  09/20/2039                                     4,667          4,538
    Venture    XVII   CLO  Ltd.
    1.004%    due  04/15/2027                                     28,714          28,742
    Venture    XXI  CLO  Ltd.
    1.004%    due  07/15/2027                                     1,126          1,127
                                           額面           時価
                                         (千通貨)          (千米ドル)
    Z Capital    Credit    Partners     CLO  Ltd.
    1.072%    due  07/16/2027                                     1,758          1,760
                                    USD
    アセットバック証券合計                                                   342,596
    (取得原価 355,307千米ドル)
    ソブリン発行体 7.6%
    Abu  Dhabi   Government      International       Bond
    3.875%    due  04/16/2050                                     11,800          13,574
    Argentina     Bocon
    34.163%    due  10/04/2022                                      638           2
                                    ARS
    Argentina     Government      International       Bond
    0.500%    due  07/09/2030                                     78,827          26,421
                                    USD
    1.000%    due  07/09/2029                                     4,943          1,797
    1.125%    due  07/09/2035                                     51,459          15,604
    1.125%    due  07/09/2046                                     1,035           329
    2.000%    due  01/09/2038                                     25,740          9,472
    2.500%    due  07/09/2041                                     44,349          15,300
    Argentina     Treasury     Bills
    36.157%    due  04/03/2022                                    853,764           4,156
                                    ARS
    Argentina     Treasury     Bond   BONCER
    1.200%    due  03/18/2022      (i)                               95,191           814
    Argentine     Bonos   del  Tesoro
    15.500%    due  10/17/2026                                    49,200            91
    Asian   Development      Bank
    4.700%    due  03/12/2024                                     18,100           833
                                    MXN
    Australia     Government      Bond
    1.750%    due  06/21/2051                                     38,100          22,727
                                    AUD
    Autonomous      City   of  Buenos    Aires   Argentina
    37.406%    due  03/29/2024                                    62,559           279
                                    ARS
    37.903%    due  02/22/2028                                    76,810           338
    39.158%    due  01/23/2022                                    55,919           265
    Autonomous      Community     of  Catalonia
                                45/79

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    6.350%    due  11/30/2041                                      700        1,384
                                    EUR
    China   Development      Bank
    2.890%    due  06/22/2025                                    240,200          37,372
                                    CNY
    3.300%    due  02/01/2024                                     34,400          5,436
    3.430%    due  01/14/2027                                     41,400          6,542
    3.680%    due  02/26/2026                                    174,500          27,850
    3.740%    due  09/10/2025                                    228,400          36,541
    4.150%    due  10/26/2025                                    170,400          27,681
    Colombia     Government      International
    4.000%    due  02/26/2024                                     1,600          1,670
                                    USD
    8.125%    due  05/21/2024                                      400          462
    Egypt   Government      International       Bond
    4.750%    due  04/11/2025                                     2,130          2,477
                                    EUR
    Guatemala     Government      Bond
    5.375%    due  04/24/2032                                     1,000          1,122
                                    USD
    6.125%    due  06/01/2050                                     1,600          1,885
    International       Finance    Corp.
    8.000%    due  10/09/2023                                   12,600,000             943
                                    IDR
    Israel    Government      International       Bond
    3.800%    due  05/13/2060                                     17,000          19,005
                                    USD
    4.500%    due  04/03/2120                                     3,800          4,735
    Peru   Government      International       Bond
    5.350%    due  08/12/2040                                     12,295          2,611
                                    PEN
    5.400%    due  08/12/2034                                     8,836          2,027
    5.940%    due  02/12/2029                                     56,722          14,704
    6.150%    due  08/12/2032                                     97,641          24,809
    6.350%    due  08/12/2028                                     50,656          13,480
    6.950%    due  08/12/2031                                     23,913          6,497
    8.200%    due  08/12/2026                                     83,704          23,894
    Provincia     de  Buenos    Aires
    37.905%    due  04/12/2025                                    399,853           1,630
                                    ARS
    Qatar   Government      International       Bond
    4.400%    due  04/16/2050                                     9,100         11,120
                                    USD
    5.103%    due  04/23/2048                                     2,400          3,191
    Romania    Government      International       Bond
    1.750%    due  07/13/2030                                     21,200          23,542
                                    EUR
                                           額面           時価
                                         (千通貨)          (千米ドル)
    2.875%    due  04/13/2042                                     15,000          16,030
                                    EUR
    Russia    Government      International       Bond
    6.460%    due  04/24/2024                                   5,057,901           70,893
                                    RUB
    7.150%    due  11/12/2025                                   4,002,466           54,384
    7.950%    due  10/07/2026                                   1,564,954           21,849
    Saudi   Government      International       Bond
    4.000%    due  04/17/2025                                     12,800          13,946
                                    USD
    Serbia    Government      International       Bond
    1.650%    due  03/03/2033                                     4,900          5,332
                                    EUR
    3.125%    due  05/15/2027                                     4,434          5,573
    South   Africa    Government      International       Bond
    4.850%    due  09/30/2029                                     8,200          8,425
                                    USD
    5.750%    due  09/30/2049                                     5,200          4,975
    8.000%    due  01/31/2030                                     61,300          3,670
                                    ZAR
    8.250%    due  03/31/2032                                     73,300          4,233
    8.750%    due  02/28/2048                                     34,700          1,873
    8.875%    due  02/28/2035                                     52,400          3,043
    10.500%    due  12/21/2026                                   2,153,900           155,271
    Turkey    Government      International       Bond
    4.250%    due  03/13/2025                                     35,000          33,816
                                    USD
    4.625%    due  03/31/2025                                     20,700          24,561
                                    EUR
    5.250%    due  03/13/2030                                     29,000          26,436
                                    USD
    5.600%    due  11/14/2024                                     24,900          25,131
    5.750%    due  03/22/2024                                     2,000          2,040
    6.350%    due  08/10/2024                                     5,869          6,051
    7.625%    due  04/26/2029                                     43,400          45,760
    Turkiye    Ihracat    Kredi   Bankasi    A/S
    8.250%    due  01/24/2024                                     3,000          3,194
    Ukraine    Government      International       Bond
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    7.750%    due  09/01/2023                                     4,390          4,685
    Venezuela     Government      International       Bond   (e)
    6.000%    due  12/09/2049                                     3,367           341
    7.000%    due  03/31/2038                                     1,883           198
    7.650%    due  04/21/2025                                     5,349           528
    7.750%    due  04/13/2022                                     1,200           122
    8.250%    due  10/13/2024                                     5,991           607
    9.000%    due  05/07/2023                                     3,161           312
    9.250%    due  09/15/2027                                     4,274           422
    9.250%    due  05/07/2028                                     6,512           660
    11.750%    due  10/21/2026                                      680          69
    11.950%    due  08/05/2031                                     6,000           608
    ソブリン発行体合計                                                   959,650
    (取得原価 1,091,882千米ドル)
    普通株式 0.8%
    Cairo   Mezz   PLC                                    847,444            130
    Clear   Channel    Outdoor    Holdings,     Inc.                        5,292,182           15,347
    Eurobank     Ergasias     Services     & Holdings     S.A.                     10,169,333            10,693
    iHeartMedia,       Inc.   Class   A                            1,246,745           24,162
    iHeartMedia,       Inc.   Class   B                             967,427          16,874
    National     Bank   of  Greece    S.A.                             102,570            324
    Neiman    Marcus    Group   Ltd.   LLC                             151,112          16,872
    Noble   Corp.                                       65,196          1,640
    Noble   Corp.                                       703,203          17,693
    Stearns    Holdings     LLC                                 110,747            77
    Valaris    Ltd.                                      43,053          1,516
    Westmoreland       Mining    Holdings     LLC                            8,912            0
    普通株式合計                                                   105,328
    (取得原価 95,257千米ドル)
                                                     時価
                                          証券数         (千米ドル)
    商業不動産証券 0.2%
    Uniti   Group,    Inc.                                     110        1,567
    VICI   Properties,      Inc.                                   760        22,320
    商業不動産証券合計                                                    23,887
    (取得原価 6,268千米ドル)
    ワラント 0.1%
    Sequa   Corp.
    12/31/2049                                            42          26
    Windstream      Services     LLC
    09/21/2055                                            226        5,424
    ワラント合計                                                    5,450
    (取得原価 2,037千米ドル)
    優先証券 0.0%
    Cayenne    Aviation     LLC
    9.500%                                           3,693          1,168
    Sequa   Corp.
    12.000%                                           1,224          1,339
                                                         2,507
    優先証券合計
    (取得原価 2,292千米ドル)
                                           額面
                                         (千通貨)
    短期金融商品 10.4%
    買戻契約 1.0%
                                                        126,600
    短期転換社債 0.0%
    Credit    Suisse    Group   Guernsey     VII  Ltd.
    2.976%    due  11/12/2021      (c)(j)                                         6,271
                                    CHF
                                               5,200
    短期地方債 0.0%
    Commonwealth       of  Puerto    Rico
    227.808%     due  07/01/2022      (j)
                                                          456
                                    USD
                                                500
    定期預金 0.8%
    Australia     and  New  Zealand    Banking    Group   Ltd.
    0.210%)    due  11/01/2021                                     2,356          1,770
                                    AUD
    0.005%    due  11/01/2021                                     1,113          1,113
                                    USD
    Bank   of  Nova   Scotia
    0.005%    due  11/01/2021                                       98          98
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    BNP  Paribas    Bank
    1.410%)    due  11/01/2021                         CHF             56          61
    0.790%)    due  11/01/2021                         EUR            898        1,040
    0.280%)    due  11/01/2021                         JPY           86,127           755
    0.210%)    due  11/01/2021                         AUD             3          2
    0.005%    due  11/01/2021                          USD           7,660          7,660
    0.005%    due  11/01/2021                          GBP           4,117          5,644
    0.005%    due  11/01/2021                          NOK             1          0
    0.200%    due  11/01/2021                          NZD            506          362
    2.400%    due  11/02/2021                          ZAR             13          1
    Brown   Brothers     Harriman     & Co.
    0.790%)    due  11/01/2021                         EUR             1          1
    0.610%)    due  11/01/2021                         DKK             3          0
    0.350%)    due  11/01/2021                         SEK             4          0
    0.280%)    due  11/01/2021                         JPY            346           3
    0.210%)    due  11/01/2021                         AUD             18          13
    0.005%    due  11/01/2021                          USD             5          5
    2.400%    due  11/02/2021                          ZAR           8,552           563
    Citibank     N.A.
    0.005%    due  11/01/2021                                     7,455          7,455
                                    USD
    Credit    Suisse    AG
    1.410%)    due  11/01/2021                                       5          5
                                    CHF
    DBS  Bank   Ltd.
    0.005%    due  11/01/2021                                     3,131          3,131
                                    USD
    DnB  Bank   ASA
    0.790%)    due  11/01/2021                         EUR            396          458
                                           額面           時価
                                         (千通貨)            (千米ドル)
    0.005%    due  11/01/2021                          USD             52          52
    HSBC   Bank   PLC
    (0.790%)     due  11/01/2021                         EUR           1,984          2,296
    JPMorgan     Chase   Bank   N.A.
    0.005%    due  11/01/2021                          USD           14,910          14,910
    MUFG   Bank   Ltd.
    (0.280%)     due  11/01/2021                         JPY         1,181,321           10,360
    National     Australia     Bank   Ltd.
    0.005%    due  11/01/2021                          USD            369          369
    Royal   Bank   of  Canada
    0.005%    due  11/01/2021                                     1,534          1,534
    0.005%    due  11/01/2021                          CAD            327          264
    Sumitomo     Mitsui    Banking    Corp.
    (0.790%)     due  11/01/2021                         EUR           1,261          1,459
    (0.280%)     due  11/01/2021                         JPY             5          0
    0.005%    due  11/01/2021                          USD           29,455          29,455
    0.005%    due  11/01/2021                          GBP             81         111
    Sumitomo     Mitsui    Trust   Bank   Ltd.
    (0.790%)     due  11/01/2021                         EUR           3,962          4,585
    (0.280%)     due  11/01/2021                         JPY          141,497           1,241
    0.005%    due  11/01/2021                          USD           5,224          5,224
    0.005%    due  11/01/2021                          GBP           1,325          1,817
                                                        103,817
    アルゼンチン短期国債(j) 0.1%
    (39.915%)     due  02/28/2022                                   781,991           4,853
                                    ARS
    40.179%    due  11/30/2021                                   2,934,810           13,826
                                                        18,679
    米国短期国債 2.4%
    0.053%    due  04/14/2022      (j)                               5,800          5,799
                                    USD
    0.055%    due  04/07/2022      (k)                              292,800          292,733
                                                        298,532
    米国資金管理国債 6.1%
    0.035%    due  01/25/2022      (k)                              218,100          218,073
    0.042%    due  01/11/2022      (k)                              194,600          194,580
    0.050%    due  02/01/2022      (k)                              356,500          356,450
    0.057%    due  02/08/2022      (j)                               6,100          6,099
                                                        775,202
                                                       1,329,557
    短期金融商品合計
    (取得原価 1,331,327千米ドル)
                                48/79

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    有価証券投資合計(a) 118.5%                                                  15,042,273
    (取得原価 14,877,410千米ドル)
    金融デリバティブ商品 0.0%                                                   (4,695)
    (取得原価またはプレミアム(純額) (20,275)千米ドル)
                                                      (2,346,715)
    その他の資産および負債(純額) (18.5%)
                                                      12,690,863
    純資産 100.0%
    投資有価証券明細表に対する注記(単位:千米ドル*):

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

    (a)2021年10月31日現在の純資産に対する地域別投資割合は、米国86.3%、英国7.0%、その他25.2%です。
    (b)この金額の全部または一部は、未実行のローン・コミットメントです。未実行部分の利率は、実行時に決定されま
      す。未実行のローン・コミットメントの詳細については、「財務諸表注記4証券およびその他の投資有価証券」をご
      参照ください。
    (c)偶発転換社債です。
    (d)永久債の償還日は、コール日を記載しています。
    (e)当該証券は、デフォルト状態にあります。
    (f)ペイメント・イン・カインド債券です。当該債券は、利息支払いに現金ではなく現物債を充当できる債券です。
    (g)発行時決済証券です。
    (h)当該証券は、インタレスト・オンリー(「IO」)またはIOストリップです。
    (i)当該証券の額面金額は、インフレ調整後のものです。
    (j)利率は満期までの利回りです。
    (k)利率は満期までの利回り(加重平均)です。
                                49/79














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                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    4【委託会社等の概況】
    (1)【資本金の額】
      ( 2022年8月31日        現在)
            資本金の額        20億円
                     ※
            発行する株式総数              100,000株
                         (普通株式       上限100,000株、A種種類株式                 上限30,000株)
            発行済株式総数     40,000株
                         (普通株式24,490株、A種種類株式15,510株)
            ※種類株式の発行が可能
            直近5カ年の資本金の増減:該当事項はありません。

    (2)【事業の内容及び営業の状況】

      「投資信託及び投資法人に関する法律」に定める投資信託委託会社である委託会社は、投資信託の設
      定を行うとともに「金融商品取引法」に定める金融商品取引業者としてその運用(投資運用業)なら
      びにその受益証券(受益権)の募集又は私募(第二種金融商品取引業)を行っています。また、「金
      融商品取引法」に定める投資助言・代理業を行っています。
      2022年8月31日        現在、委託会社の運用する投資信託は以下の通りです。(親投資信託を除く)
                                      純資産総額(単位:円)

             基本的性格               本数
                                 26          1,465,585,877,674
          追加型公社債投資信託
                                809          14,673,904,917,819
           追加型株式投資信託
                                 25            50,448,515,623
          単位型公社債投資信託
                                220           1,067,180,543,090
           単位型株式投資信託
                               1,080            17,257,119,854,206
               合計
    (3)【その他】

      (1)定款の変更、事業譲渡又は事業譲受、出資の状況その他の重要事項
        委託会社は、アストマックス株式会社からPayPayアセットマネジメント株式会社(以下
        「PPAM」といいます。)の発行済株式の49.9%を2022年8月1日付で譲り受けており、同日付で
        PPAMは委託会社の関連会社となりました。
      (2)訴訟事件その他の重要事項
        委託会社およびファンドに重要な影響を与えた事実、または与えると予想される事実はありま
        せん。
                                50/79





                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    5【委託会社等の経理状況】
    1.委託会社であるアセットマネジメントOne株式会社(以下「委託会社」という。)の財務諸表は、

     「財務諸表等の用語、様式及び作成方法に関する規則」(昭和38年大蔵省令第59号)ならびに同規則
     第2条の規定に基づき、「金融商品取引業等に関する内閣府令」(平成19年8月6日内閣府令第52号)
     により作成しております。
    2.委託者の財務諸表及び中間財務諸表に掲記される科目その他の事項の金額については、従来、千円

     単位で記載しておりましたが、第37期事業年度の中間会計期間より百万円単位で記載することに変更
     いたしました。その結果、第36期事業年度の財務諸表の金額については千円未満の端数を、第37期事
     業年度の財務諸表及び中間財務諸表の金額については百万円未満の端数を切り捨てて記載しておりま
     す。
    3.委託会社は、金融商品取引法第193条の2第1項の規定に基づき第37期事業年度(自2021年4月1日至

     2022年3月31日)の財務諸表について、EY新日本有限責任監査法人の監査を受けております。
                                51/79














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                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    (1)【貸借対照表】
                                                   (単位:百万円)

                                第36期                 第37期
                            (2021年3月31日現在)                 (2022年3月31日現在)
            (資産の部)
      流動資産
                                      36,734
       現金・預金                                                 31,421
                                      25,670
       金銭の信託                                                 30,332
                                      16,804
       未収委託者報酬                                                 17,567
                                       5,814
       未収運用受託報酬                                                 4,348
                                        317
       未収投資助言報酬                                                  309
                                         7
       未収収益                                                    5
                                        724
       前払費用                                                 1,167
                                       2,419
       その他                                                 2,673
                                      88,493
                   流動資産計                                    87,826
      固定資産

                                       1,119
       有形固定資産                                                 1,268
                                        915
                              ※1
        建物                                        ※1         1,109
                              ※1         202
        器具備品                                        ※1          158
                                         0
        建設仮勘定                                                  -
                                       3,991
       無形固定資産                                                 4,561
                                       2,878
        ソフトウエア                                                3,107
                                       1,109
        ソフトウエア仮勘定                                                1,449
                                         3
        電話加入権                                                  3
                                      11,153
       投資その他の資産                                                 10,153
                                        261
        投資有価証券                                                 241
                                       5,299
        関係会社株式                                                5,349
                                       1,324
        長期差入保証金                                                1,102
                                       3,676
        繰延税金資産                                                3,092
                                        591
        その他                                                 367
                                      16,264
                   固定資産計                                    15,983
             資産合計                         104,757                 103,810
                                52/79







                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
                                                 (単位:百万円)
                               第36期                 第37期
                           (2021年3月31日現在)                 (2022年3月31日現在)
           (負債の部)
      流動負債
       預り金                               3,730                 1,445
       未払金                               7,337                 7,616
        未払収益分配金                                0                 0
        未払償還金                                9                 9
        未払手数料                              6,889                 7,430
        その他未払金                               437                 175
       未払費用                               9,713                 8,501
       未払法人税等                               4,199                 2,683
       未払消費税等                               2,106                 1,330
       賞与引当金                               1,789                 1,933
       役員賞与引当金                                 76                 69
                  流動負債計                   28,954                 23,581
      固定負債
       退職給付引当金                               2,292                 2,507
       時効後支払損引当金                                157                 147
                  固定負債計                   2,450                 2,655
            負債合計                         31,404                 26,236
           (純資産の部)
      株主資本
       資本金                               2,000                 2,000
       資本剰余金                               19,552                 19,552
        資本準備金                              2,428                 2,428
        その他資本剰余金                              17,124                 17,124
       利益剰余金                               51,800                 56,020
        利益準備金                               123                 123
        その他利益剰余金                              51,676                 55,896
         別途積立金                            31,680                 31,680
         繰越利益剰余金                            19,996                 24,216
                  株主資本計                   73,353                 77,573
      評価・換算差額等
       その他有価証券評価差額金                                △0                 △0
              評価・換算差額等計                         △0                 △0
            純資産合計                         73,353                 77,573
          負債・純資産合計                          104,757                 103,810
                                53/79





                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    (2)【損益計算書】
                                                  (単位:百万円)

                              第36期                  第37期
                          (自 2020年4月1日                  (自 2021年4月1日
                            至 2021年3月31日)                   至 2022年3月31日)
      営業収益
       委託者報酬                       89,905                 108,563
       運用受託報酬                       17,640                  16,716
       投資助言報酬                        1,103                  1,587
       その他営業収益                         781                  12
                営業収益計                    109,430                  126,879
      営業費用
       支払手数料                       37,003                  45,172
       広告宣伝費                         424                  391
       公告費                          0                  0
       調査費                       30,794                  36,488
        調査費                      11,302                  10,963
        委託調査費                      19,491                  25,525
       委託計算費                         543                  557
       営業雑経費                         938                  842
        通信費                        46                  35
        印刷費                        680                  606
        協会費                        71                  66
        諸会費                        23                  26
        支払販売手数料                        116                  106
                営業費用計                     69,704                  83,453
      一般管理費
       給料                       10,586                  10,377
        役員報酬                        163                  168
        給料・手当                       9,030                  8,995
        賞与                       1,392                  1,213
       交際費                          8                  6
       寄付金                          7                 15
       旅費交通費                         50                  40
       租税公課                         912                  367
       不動産賃借料                        1,499                  1,674
       退職給付費用                         524                  495
       固定資産減価償却費                        1,078                  1,389
       福利厚生費                         44                  42
       修繕費                          0                  0
       賞与引当金繰入額                        1,789                  1,933
       役員賞与引当金繰入額                         76                  69
       機器リース料                          0                  0
       事務委託費                        3,793                  3,901
       事務用消耗品費                         68                  45
       器具備品費                          0                  0
       諸経費                         152                  217
               一般管理費計                      20,594                  20,578
      営業利益                                19,132                  22,848
                                54/79



                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
                                                  (単位:百万円)
                              第36期                  第37期
                          (自 2020年4月1日                  (自 2021年4月1日
                            至 2021年3月31日)                   至 2022年3月31日)
      営業外収益
       受取利息                        27                  13
       受取配当金                        2           ※1      559
       時効成立分配金・償還金                        0                  0
       為替差益                        7                  7
       金銭の信託運用益                      1,229                   -
       雑収入                        13                  19
       時効後支払損引当金戻入額                        13                  10
               営業外収益計
                                     1,293                   610
      営業外費用
       投資信託償還損                        0                 -
       金銭の信託運用損                        -                 743
       早期割増退職金                        48                  20
       雑損失                        0                 -
               営業外費用計                        48                 764
      経常利益                               20,376                  22,694
      特別利益
       固定資産売却益                        -                  0
                特別利益計                       -                  0
     特別損失
       固定資産除却損                        1                  5
       投資有価証券売却損                        -                  6
       ゴルフ会員権売却損                        -                  3
       オフィス再編費用                        -            ※2      509
                特別損失計                       1                 525
     税引前当期純利益                                20,375                  22,169
      法人税、住民税及び事業税                                7,418                  6,085
      法人税等調整額                               △1,168                    584
      法人税等合計                                6,249                  6,669
      当期純利益                               14,125                  15,499
                                55/79







                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    (3)【株主資本等変動計算書】
     第36期(自 2020年4月1日 至 2021年3月31日)
                                                      (単位:百万円)
                                   株主資本
                       資本剰余金                   利益剰余金
                                       その他利益剰余金
                                                        株主資本
                        その他    資本剰余金
             資本金
                                  利益               利益剰余金
                                                         合計
                  資本準備金
                                       別途     繰越利益
                                  準備金                 合計
                       資本剰余金      合計
                                      積立金      剰余金
     当期首残高

               2,000     2,428     17,124     19,552      123    31,680      17,871      49,674      71,227
     当期変動額
      剰余金の配当
                                            △12,000      △12,000      △12,000
      当期純利益
                                             14,125      14,125      14,125
      株主資本以外の
      項目の当期変動
                                                            -
      額(純額)
     当期変動額合計
                                         -    2,125      2,125      2,125
                -     -     -     -    -
     当期末残高
               2,000     2,428     17,124     19,552      123    31,680      19,996      51,800      73,353
              評価・換算差額等

                         純資産

              その他
                  評価・換算
                         合計
             有価証券
                  差額等合計
             評価差額金
     当期首残高

                △0     △0      71,227
     当期変動額
      剰余金の配当
                          △12,000
      当期純利益
                          14,125
      株主資本以外の
      項目の当期変動
                0     0       0
      額(純額)
     当期変動額合計
                0     0     2,125
     当期末残高
                △0     △0      73,353
                                56/79








                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
     第37期(自 2021年4月1日 至 2022年3月31日)
                                                      (単位:百万円)
                                   株主資本
                       資本剰余金                   利益剰余金
                                       その他利益剰余金
                                                        株主資本
             資本金          その他    資本剰余金
                                  利益               利益剰余金
                                                         合計
                  資本準備金
                                       別途     繰越利益
                                  準備金                 合計
                       資本剰余金      合計
                                      積立金      剰余金
     当期首残高

               2,000     2,428     17,124     19,552      123    31,680      19,996      51,800      73,353
     当期変動額
      剰余金の配当
                                            △11,280      △11,280      △11,280
      当期純利益
                                             15,499      15,499      15,499
      株主資本以外の
      項目の当期変動
                                                            -
      額(純額)
     当期変動額合計
                                         -    4,219      4,219      4,219
                -     -     -     -    -
     当期末残高
               2,000     2,428     17,124     19,552      123    31,680      24,216      56,020      77,573
              評価・換算差額等

                         純資産

              その他
                  評価・換算
                         合計
             有価証券
                  差額等合計
             評価差額金
     当期首残高

                △0     △0      73,353
     当期変動額
      剰余金の配当
                          △11,280
      当期純利益
                          15,499
      株主資本以外の
      項目の当期変動
                △0     △0       △0
      額(純額)
     当期変動額合計
                △0     △0      4,219
     当期末残高
                △0     △0      77,573
                                57/79









                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    重要な会計方針
     1.  有価証券の評価基準及び評価                 (1)子会社株式及び関連会社株式
                           移動平均法による原価法
       方法
                       (2)その他有価証券
                           市場価格のない株式等以外のもの
                            決算日の市場価格等に基づく時価法
                            (評価差額は全部純資産直入法により処理し、売却原価
                             は移動平均法により算定)
                           市場価格のない株式等
                            移動平均法による原価法
     2.  金銭の信託の評価基準及び評                 時価法

       価方法
     3.  固定資産の減価償却の方法                 (1)有形固定資産

                          定率法を採用しております。ただし、2016年4月1日以降に取
                         得した建物附属設備については、定額法を採用しております。
                           なお、主な耐用年数は次のとおりであります。
                                  …
                           建物           8~18年
                                  …
                           器具備品           2~20年
                       (2)無形固定資産
                           定額法を採用しております。
                           なお、自社利用のソフトウエアについては、社内における利
                          用可能期間(5年)に基づく定額法を採用しております。
     4.  外貨建の資産及び負債の本邦                 外貨建金銭債権債務は、期末日の直物等為替相場により円貨に換
                        算し、換算差額は損益として処理しております。
       通貨への換算基準
     5.  引当金の計上基準                 (1)賞与引当金

                           従業員に対して支給する賞与の支出に充てるため、将来の支
                         給見込額に基づき当事業年度に見合う分を計上しております。
                       (2)役員賞与引当金
                           役員に対して支給する賞与の支出に充てるため、将来の支給
                         見込額に基づき当事業年度に見合う分を計上しております。
                       (3)退職給付引当金
                           従業員の退職給付に備えるため、退職一時金制度について、
                         当事業年度末における退職給付債務の見込額に基づき計上して
                         おります。
                         ①退職給付見込額の期間帰属方法
                          退職給付債務の算定にあたり、退職給付見込額を当事業年度
                          末までの期間に帰属させる方法については、給付算定式基準
                          によっております。
                         ②数理計算上の差異及び過去勤務費用の費用処理方法
                          過去勤務費用については、その発生時の従業員の平均残存勤
                          務期間内の一定の年数(5年)による定額法により按分した
                          額を費用処理しております。
                          数理計算上の差異については、各事業年度の発生時の従業員
                          の平均残存勤務期間内の一定の年数(5年または10年)によ
                          る定額法により按分した額を、それぞれ発生の翌事業年度か
                          ら費用処理しております。
                       (4)時効後支払損引当金
                           時効成立のため利益計上した収益分配金及び償還金につい
                         て、受益者からの今後の支払請求に備えるため、過去の支払実
                         績に基づく将来の支払見込額を計上しております。
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                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
     6.収益及び費用の計上基準                   当社は、資産運用サービスから委託者報酬、運用受託報酬及び投
                        資助言報酬を稼得しております。これらには成功報酬が含まれる
                        場合があります。
                        (1)委託者報酬
                           委託者報酬は、投資信託の信託約款に基づき、日々の純資産
                         総額に対する一定割合として認識され、確定した報酬を投資信
                         託によって主に年1回又は2回受取ります。当該報酬は期間の
                         経過とともに履行義務が充足されるという前提に基づき、投資
                         信託の運用期間にわたり収益として認識しております。
                        (2)運用受託報酬
                           運用受託報酬は、投資顧問契約で定められた報酬に基づき、
                         確定した報酬を顧問口座によって主に年1回又は2回受取りま
                         す。当該報酬は期間の経過とともに履行義務が充足されるとい
                         う前提に基づき、顧問口座の運用期間にわたり収益として認識
                         しております。
                        (3)投資助言報酬
                           投資助言報酬は、投資助言契約で定められた報酬に基づき、
                         確定した報酬を顧問口座によって主に年1回又は4回受取りま
                         す。当該報酬は期間の経過とともに履行義務が充足されるとい
                         う前提に基づき、顧問口座の運用期間にわたり収益として認識
                         しております。
                       (4)成功報酬
                           成功報酬は、対象となる投資信託または顧問口座の特定のベ
                         ンチマークまたはその他のパフォーマンス目標を上回る超過運
                         用益に対する一定割合として認識されます。当該報酬は成功報
                         酬を受領する権利が確定した時点で収益として認識しておりま
                         す。
     7.消費税等の会計処理                   消費税及び地方消費税の会計処理は税抜き方式によっておりま
                        す。
                                59/79











                                                          EDINET提出書類
                                              アセットマネジメントOne株式会社(E10677)
                                                  半期報告書(内国投資信託受益証券)
    (会計上の見積りの変更)
                              第37期

                     (自   2021年4月1日        至  2022年3月31日)
      当社は、当事業年度において