jpm gbi-em gd*3...267--- ---0 267 aaa 0.1 aa 0.1 a 0.1 bbb --- 0.1 bb --- 0.1 0.1 0.1 0.6 0.1...

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100.0% 14.6% 5.0% 14.8% - 1.2% - 64.4% - 0.1% 0.4% 2.8% -0.2% - - - 0 0.2 0.4 0.6 0.8 8,000 9,000 10,000 11,000 12,000 '18/9 '18/10 '18/11 '18/12 '19/1 '19/2 '19/3 2019 5 17 1

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Page 1: JPM GBI-EM GD*3...267--- ---0 267 AAA 0.1 AA 0.1 A 0.1 BBB --- 0.1 BB --- 0.1 0.1 0.1 0.6 0.1 0.1---0.9 0.0 9.4 10.3 2026/06/20 2022/03/20 2020/09/20 2026/12/20 2020/12/20 2021/12/20

100.0%

14.6%

5.0%

14.8%

- 1.2%

-

64.4%

-

0.1%

0.4%

2.8%

-0.2%

-

-

- 0

0.2

0.4

0.6

0.8

8,000

9,000

10,000

11,000

12,000

'18/9 '18/10 '18/11 '18/12 '19/1 '19/2 '19/3

2019 5 17

1

Page 2: JPM GBI-EM GD*3...267--- ---0 267 AAA 0.1 AA 0.1 A 0.1 BBB --- 0.1 BB --- 0.1 0.1 0.1 0.6 0.1 0.1---0.9 0.0 9.4 10.3 2026/06/20 2022/03/20 2020/09/20 2026/12/20 2020/12/20 2021/12/20

4.9%

1.0%

100.0%

-

-

9.9%

4.9%

49.7%

9.9%

19.6%

-

-

-0.5%

0.0%

4.1%

-1.1%

-

-

0

0.2

0.4

0.6

0.8

8,000

9,000

10,000

11,000

12,000

'18/9 '18/10 '18/11 '18/12 '19/1 '19/2 '19/3

2

Page 3: JPM GBI-EM GD*3...267--- ---0 267 AAA 0.1 AA 0.1 A 0.1 BBB --- 0.1 BB --- 0.1 0.1 0.1 0.6 0.1 0.1---0.9 0.0 9.4 10.3 2026/06/20 2022/03/20 2020/09/20 2026/12/20 2020/12/20 2021/12/20

JPM GBI-EM GD*3

3

Page 4: JPM GBI-EM GD*3...267--- ---0 267 AAA 0.1 AA 0.1 A 0.1 BBB --- 0.1 BB --- 0.1 0.1 0.1 0.6 0.1 0.1---0.9 0.0 9.4 10.3 2026/06/20 2022/03/20 2020/09/20 2026/12/20 2020/12/20 2021/12/20

2,091

1

--- ---

--- ---

0

2,092 ---

-1.3%

6.6%

-

-6.6%

-11.0%

-

-

-

---

---

---

---

-

0.00

0.10

0.20

0.30

0.40

0.50

0.60

6,000

7,000

8,000

9,000

10,000

11,000

12,000

'18/9 '18/10 '18/11 '18/12 '19/1 '19/2 '19/3

4

Page 5: JPM GBI-EM GD*3...267--- ---0 267 AAA 0.1 AA 0.1 A 0.1 BBB --- 0.1 BB --- 0.1 0.1 0.1 0.6 0.1 0.1---0.9 0.0 9.4 10.3 2026/06/20 2022/03/20 2020/09/20 2026/12/20 2020/12/20 2021/12/20

267

--- ---

0

267

AAA 0.1

AA 0.1

A 0.1

BBB --- 0.1

BB --- 0.1

0.1

0.1

0.6

0.1

0.1

---

0.9

0.0

9.4

10.3

2026/06/20

2022/03/20

2020/09/20

2026/12/20

2020/12/20

2021/12/20

2024/06/20

2027/06/20

2021/09/20

2028/03/20

-

-

-

-

2.3%

0.7%

1.5%

2.5%

0.00

0.10

0.20

0.30

0.40

0.50

0.60

6,000

8,000

10,000

12,000

'18/9 '18/10 '18/11 '18/12 '19/1 '19/2 '19/3

5

Page 6: JPM GBI-EM GD*3...267--- ---0 267 AAA 0.1 AA 0.1 A 0.1 BBB --- 0.1 BB --- 0.1 0.1 0.1 0.6 0.1 0.1---0.9 0.0 9.4 10.3 2026/06/20 2022/03/20 2020/09/20 2026/12/20 2020/12/20 2021/12/20

1,242

63

1

6

---

1,312 ---

-

-

-

-

-3.7%

0.1%

13.1%

-5.2%

-

JPMORGAN CHASE & CO

---

APPLE INC

MICROSOFT CORP

AMAZON.COM INC

S&P500 EMINI FUT 201906

FACEBOOK INC-CLASS A

JOHNSON & JOHNSON

ALPHABET INC-CL C

ALPHABET INC-CL A

EXXON MOBIL CORP

0.00

0.10

0.20

0.30

0.40

0.50

0.60

6,000

8,000

10,000

12,000

'18/9 '18/10 '18/11 '18/12 '19/1 '19/2 '19/3

6

Page 7: JPM GBI-EM GD*3...267--- ---0 267 AAA 0.1 AA 0.1 A 0.1 BBB --- 0.1 BB --- 0.1 0.1 0.1 0.6 0.1 0.1---0.9 0.0 9.4 10.3 2026/06/20 2022/03/20 2020/09/20 2026/12/20 2020/12/20 2021/12/20

769 2.4

1.6

7.3

9.3

AAA 3.125 2028/11/15

AA 1.625 2026/05/15

A 2.75 2028/02/15

BBB 2.875 2028/08/15

2 2022/11/30

2.25 2024/11/15

4.5 2041/04/25

2.25 2027/08/15

2.25 2025/11/15

2.125 2025/05/15

0.9%

0.3%

-

-

-

-

0.8%

2.0%

FRENCH GOVERNMENT BOND

United States Treasury Note/Bond

United States Treasury Note/Bond

United States Treasury Note/Bond

United States Treasury Note/Bond

United States Treasury Note/Bond

United States Treasury Note/Bond

United States Treasury Note/Bond

United States Treasury Note/Bond

United States Treasury Note/Bond

0.00

0.10

0.20

0.30

0.40

0.50

0.60

6,000

8,000

10,000

12,000

'18/9 '18/10 '18/11 '18/12 '19/1 '19/2 '19/3

7

Page 8: JPM GBI-EM GD*3...267--- ---0 267 AAA 0.1 AA 0.1 A 0.1 BBB --- 0.1 BB --- 0.1 0.1 0.1 0.6 0.1 0.1---0.9 0.0 9.4 10.3 2026/06/20 2022/03/20 2020/09/20 2026/12/20 2020/12/20 2021/12/20

銘柄数 比率

356

1

1

4

0

362 ---

LUKOIL PJSC-SPON ADR

BANK OF CHINA LTD-H

CHINA MOBILE LTD

CHINA PETROLEUM & CHEMICAL-H

VALE SA

CHINA CONSTRUCTION BANK-H

TAIWAN SEMICONDUCTOR MANUFAC

IND & COMM BK OF CHINA-H

-

SBERBANK PJSC -SPONSORED ADR

ITAU UNIBANCO HOLDING S-PREF

-

3.1%

7.6%

-1.3%

-

-

-

-3.2%

0.00

0.10

0.20

0.30

0.40

0.50

0.60

6,000

8,000

10,000

12,000

'18/9 '18/10 '18/11 '18/12 '19/1 '19/2 '19/3

8

Page 9: JPM GBI-EM GD*3...267--- ---0 267 AAA 0.1 AA 0.1 A 0.1 BBB --- 0.1 BB --- 0.1 0.1 0.1 0.6 0.1 0.1---0.9 0.0 9.4 10.3 2026/06/20 2022/03/20 2020/09/20 2026/12/20 2020/12/20 2021/12/20

207 6.5

6.2

207 5.2

7.6

AA 0 2020/07/01

A 10.5 2026/12/21

BBB 10 2023/01/01

10 2025/01/01

8.75 2048/02/28

7 2022/05/04

7.5 2027/06/03

10 2024/07/24

7.5 2026/08/26

6.5 2021/06/10

Brazil Letras do Tesouro Nacional

REPUBLIC OF SOUTH AFRICA

Brazil Notas do Tesouro Nacional Serie F

Brazil Notas do Tesouro Nacional Serie F

REPUBLIC OF SOUTH AFRICA

Colombian TES

Mexican Bonos

Colombian TES

Colombian TES

Mexican Bonos

-

-

5.8%

-1.9%

3.0%

2.8%

-

-

0.00

0.10

0.20

0.30

0.40

0.50

0.60

6,000

8,000

10,000

12,000

'18/9 '18/10 '18/11 '18/12 '19/1 '19/2 '19/3

9

Page 10: JPM GBI-EM GD*3...267--- ---0 267 AAA 0.1 AA 0.1 A 0.1 BBB --- 0.1 BB --- 0.1 0.1 0.1 0.6 0.1 0.1---0.9 0.0 9.4 10.3 2026/06/20 2022/03/20 2020/09/20 2026/12/20 2020/12/20 2021/12/20

15%

100% 100%

5%

10%

50%

5%

10%

20%

-

15%

65%

-

5%

10

Page 11: JPM GBI-EM GD*3...267--- ---0 267 AAA 0.1 AA 0.1 A 0.1 BBB --- 0.1 BB --- 0.1 0.1 0.1 0.6 0.1 0.1---0.9 0.0 9.4 10.3 2026/06/20 2022/03/20 2020/09/20 2026/12/20 2020/12/20 2021/12/20

-

-

11

Page 12: JPM GBI-EM GD*3...267--- ---0 267 AAA 0.1 AA 0.1 A 0.1 BBB --- 0.1 BB --- 0.1 0.1 0.1 0.6 0.1 0.1---0.9 0.0 9.4 10.3 2026/06/20 2022/03/20 2020/09/20 2026/12/20 2020/12/20 2021/12/20

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