Common use of ケイマン諸島 Clause in Contracts

ケイマン諸島. NK CAT Bond Fund Class A JPY (Hedged) Shares 258,431 25,473,699 32.41 米ドル NK CAT Bond Fund Class A USD Shares 463,460 52,510,063 66.81 （取得原価: 71,258,765米ドル） 77,983,762 99.22 JPY 日本円 日本 USD 米ドル アメリカ合衆国 添付の注記は、当財務書類の不可分の一部である。 3264 Re Ltd FRN 07-Feb-23 2,000,000 2,041,000 1.66 Bowline Re 2018 Series A FRN 23-May-22 2,250,000 2,263,050 1.84 Bowline Re Ltd 2019 FRN 20-Mar-23 3,250,000 3,284,125 2.66 Cape Lookout Re Ltd FRN 09-May-22 1,375,000 1,393,837 1.13 Everglades Re II Ltd FRN 14-May-24 3,500,000 3,496,500 2.84 Floods-Mar-t Re Ltd 2018 1 A FRN 06-Aug-21 3,500,000 3,529,050 2.86 Floods-Mar-t Re Ltd 0.5% 07-Mar-22 3,500,000 3,444,700 2.80 Floods-Mar-t Re Ltd A FRN 27-Feb-26 940,000 942,820 0.76 Floods-Mar-t Re Ltd B FRN 27-Feb-26 1,875,000 1,876,500 1.52 Floods-Mar-t Re Ltd FRN 01-Mar-24 1,000,000 1,005,300 0.82 Galileo Re Ltd Series A FRN 08-Jan-27 2,000,000 2,004,000 1.63 Galileo Re Ltd Series C FRN 08-Jan-27 1,800,000 1,805,760 1.47 Galileo Re Ltd Series D FRN 08-Jan-27 500,000 502,300 0.41 Kendall Re Ltd FRN 02-May-24 1,000,000 1,002,200 0.81 Kilimanjaro II Re Ltd FRN 21-Apr-22 2,000,000 2,016,200 1.64 Kilimanjaro III Re Ltd FRN 20-Apr-26 1,250,000 1,254,000 1.02 Kilimanjaro III Re Ltd Series A FRN 19-Dec-23 2,140,000 2,210,834 1.79 Kilimanjaro III Re Ltd Series A FRN 19-Dec-24 2,140,000 2,228,596 1.81 Kilimanjaro III Re Ltd Series B FRN 19-Dec-23 1,400,000 1,425,760 1.16

ケイマン諸島. NK CAT Bond Fund Class A JPY (Hedged) Shares 258,431 25,473,699 32.41 142,272 11,432,201 29.30 米ドル NK CAT Bond Fund Class A USD Shares 463,460 52,510,063 66.81 212,338 26,132,482 66.97 （取得原価: 71,258,765米ドル36,586,729米ドル） 77,983,762 99.22 37,564,683 96.27 JPY 日本円 日本 USD 米ドル アメリカ合衆国 添付の注記は、当財務書類の不可分の一部である。 3264 ＮＫ ＣＡＴボンド・ファンド 投資有価証券明細表2023年５月31日 ＣＡＴボンド 名目保有高 公正価値米ドル 純資産比率％ バミューダ Alamo Re Ltd FRN 07-Feb-23 2,000,000 2,041,000 1.66 Jun-25 500,000 492,350 0.69 Alamo Re Ltd FRN 07-Jun-26 500,000 496,850 0.70 Bayou Re Ltd FRN 26-May-30 375,000 374,437 0.53 Blue Halo Re Ltd FRN 24-Feb-25 750,000 660,600 0.93 Bowline Re 2018 Series A FRN 23-May-22 2,250,000 2,263,050 1.84 Bowline Re Ltd 2019 FRN 20-Mar-23 3,250,000 3,284,125 2.66 May-25 500,000 470,100 0.66 Cape Lookout Re Ltd FRN 0928-May-22 1,375,000 1,393,837 1.13 Apr-26 750,000 749,625 1.05 Citrus Re Ltd FRN 07-Jun-26 550,000 550,825 0.78 Everglades Re II Ltd FRN 2023-1 16-Feb-24 450,000 398,610 0.56 Everglades Re II Ltd FRN 2023-2 16-Feb-24 900,000 808,470 1.14 Everglades Re II Ltd FRN 14-May-24 3,500,000 3,496,500 2.84 Floods2,500,000 2,195,250 3.09 Everglades Re II Ltd FRN 19-Mar-t Re Ltd 2018 1 A FRN 06-Aug-21 3,500,000 3,529,050 2.86 Floods-Mar-t Re Ltd 0.5% 07-Mar-22 3,500,000 3,444,700 2.80 May-25 500,000 469,050 0.66 Floods-Mar-t Re Ltd A FRN 2725-Feb-26 940,000 942,820 0.76 Feb-25 3,000,000 2,787,900 3.92 Floods-Mar-t Re Ltd B FRN 2725-Feb-26 1,875,000 1,876,500 1.52 Feb-25 750,000 693,450 0.98 Floods-Mar-t Re Ltd FRN 01-Mar-24 1,000,000 1,005,300 0.82 2,000,000 1,889,200 2.66 Galileo Re Ltd Series A FRN 08-Jan-27 2,000,000 2,004,000 1.63 1,853,800 2.61 Galileo Re Ltd Series C FRN 08-Jan-27 1,800,000 1,805,760 1.47 1,741,680 2.45 Galileo Re Ltd Series D FRN 08-Jan-27 500,000 502,300 0.41 481,650 0.68 Gateway Re Ltd 0% 01-Sep-24 250,000 228,750 0.32 Gateway Re Ltd FRN 12-May-25 750,000 720,600 1.01 Gateway Re Ltd FRN 24-Feb-26 575,000 594,090 0.84 Gateway Re II Ltd FRN 27-Apr-26 350,000 348,215 0.49 Hestia Re Ltd A FRN 22-Apr-25 500,000 429,550 0.60 Hestia Re Ltd A FRN 07-Apr-26 500,000 500,700 0.70 Hypatia Ltd FRN 08-Apr-26 575,000 585,063 0.82 Integrity Re Ltd FRN 06-Jun-25 750,000 675,000 0.95 Integrity Re II Ltd Series A FRN 12-Apr-28 750,000 450,000 0.63 Kendall Re Ltd FRN 02-May-24 1,000,000 1,002,200 0.81 Kilimanjaro II Re Ltd FRN 21-Apr-22 2,000,000 2,016,200 1.64 957,300 1.35 Kilimanjaro III Re Ltd FRN 20-Apr-26 1,250,000 1,254,000 1.02 250,000 207,500 0.29 Kilimanjaro III Re Ltd Series A FRN 19-Dec-23 2,140,000 2,210,834 1.79 1,498,000 2.11 Kilimanjaro III Re Ltd Series A FRN 19-Dec-24 2,140,000 2,228,596 1.81 1,498,000 2.11 Kilimanjaro III Re Ltd Series B FRN 19-Dec-23 1,400,000 1,425,760 1.16400,000 386,560 0.54 Kilimanjaro III Re Ltd Series B FRN 19-Dec-24 790,000 773,884 1.09 Locke Tavern Re Ltd FRN 09-Apr-26 325,000 325,878 0.46 Matterhorn Re Cat 0% 07-Jun-24 750,000 743,400 1.05 Matterhorn Re Cat 0% 08-Dec-25 1,500,000 1,318,350 1.85

ケイマン諸島. NK CAT Bond Fund Class A JPY (Hedged) Shares 258,431 25,473,699 32.41 407,110 38,842,452 41.45 米ドル NK CAT Bond Fund Class A USD Shares 463,460 52,510,063 66.81 509,444 54,408,590 58.05 （取得原価: 71,258,765米ドル87,036,479米ドル） 77,983,762 99.22 93,251,042 99.50 JPY 日本円 日本 USD 米ドル アメリカ合衆国 添付の注記は、当財務書類の不可分の一部である。 3264 バミューダ Alamo Re Ltd Series A FRN 07-Feb-23 Jun-24 2,000,000 2,041,000 1.66 1,983,000 1.53 Alamo Re Ltd Series A FRN 05-Jun-26 1,000,000 981,600 0.76 Bowline Re Ltd 2018 Series A FRN 23-May-22 2,250,000 2,263,050 1.84 3,000,000 2,922,000 2.26 Bowline Re Ltd 2019 FRN 20-Mar-23 3,250,000 3,284,125 2.66 Mar-26 1,750,000 1,733,550 1.34 Cape Lookout Re Ltd FRN 25-Feb-22 1,250,000 1,229,625 0.95 Cape Lookout Re Ltd FRN 09-May-22 1,375,000 1,393,837 1.13 1,348,875 1.04 Everglades Re II Ltd FRN 1404-May-24 3,500,000 3,496,500 2.84 May-21 2,700,000 2,624,130 2.03 Floods-Mar-t Re Ltd 2018 1 A FRN 06-Aug-21 3,500,000 3,529,050 2.86 3,349,500 2.59 Floods-Mar-t Re Ltd 0.5% 07-Mar-22 3,500,000 3,444,700 2.80 3,315,200 2.56 Floods-Mar-t Re Ltd A FRN 27-Feb-26 940,000 942,820 0.76 870,910 0.67 Floods-Mar-t Re Ltd B FRN 27-Feb-26 1,875,000 1,876,500 1.52 Floods-Mar-t 1,742,625 1.35 Galileo Re Ltd Series A FRN 0106-Mar-24 1,000,000 1,005,300 0.82 Nov-20 3,000,000 2,914,500 2.25 Galileo Re Ltd Series A FRN 08-Jan-27 2,000,000 2,004,000 1.63 1,961,200 1.51 Galileo Re Ltd Series C FRN 08-Jan-27 1,800,000 1,805,760 1.47 1,768,320 1.37 Galileo Re Ltd Series D FRN 08-Jan-27 500,000 502,300 0.41 Kendall 491,200 0.38 Integrity Re II Ltd Series A FRN 12-Apr-28 1,250,000 1,224,875 0.95 Kilimanjaro Re Ltd 2018 1 A1 FRN 06-May-22 1,250,000 1,164,125 0.90 Kilimanjaro Re Ltd 2018 1 FRN 05-May-26 2,725,000 2,620,088 2.02 Kilimanjaro II Re Ltd A1 FRN 20-Apr-21 500,000 488,350 0.38 Kilimanjaro II Re Ltd FRN 0220-May-24 1,000,000 1,002,200 0.81 Apr-21 2,750,000 2,685,375 2.07 Kilimanjaro II Re Ltd FRN 21-Apr-22 2,000,000 2,016,200 1.64 Kilimanjaro III Re Ltd FRN 20-Apr-26 1,250,000 1,254,000 1.02 1,900,200 1.47 Kilimanjaro III Re Ltd Series A FRN 19-Dec-23 2,140,000 2,210,834 1.79 2,070,236 1.60 Kilimanjaro III Re Ltd Series A FRN 19-Dec-24 2,140,000 2,228,596 1.81 2,047,766 1.58 Kilimanjaro III Re Ltd Series B FRN 19-Dec-23 1,400,000 1,425,760 1.161,366,260 1.05

ケイマン諸島. NK CAT Bond Fund Class A JPY (Hedged) Shares 258,431 25,473,699 32.41 192,454 16,591,852 31.76 米ドル NK CAT Bond Fund Class A USD Shares 463,460 52,510,063 66.81 302,686 35,232,701 67.45 （取得原価: 71,258,765米ドル49,830,698米ドル） 77,983,762 99.22 51,824,553 99.21 JPY 日本円 日本 USD 米ドル アメリカ合衆国 添付の注記は、当財務書類の不可分の一部である。 投資有価証券明細表 2022年５月31日 ＣＡＴボンド 名目保有高 公正価値米ドル 純資産比率％ バミューダ 3264 Re Ltd FRN 07-Feb-23 2,000,000 2,041,000 1.66 1,980,800 2.26 Alamo Re Ltd FRN 07-Jun-25 500,000 499,950 0.57 Blue Halo Re Ltd FRN 24-Feb-25 750,000 740,850 0.84 Bowline Re Ltd 2019 FRN 20-Mar-23 2,500,000 2,479,250 2.83 Bowline Re 2018 Series A FRN 23-May-22 2,250,000 2,263,050 1.84 Bowline Re Ltd 2019 FRN 20-Mar-23 3,250,000 3,284,125 2.66 Cape Lookout Re Ltd FRN 09-May-22 1,375,000 1,393,837 1.13 May-25 500,000 499,500 0.57 Everglades Re II Ltd FRN 14-May-24 3,500,000 3,496,500 2.84 2,500,000 2,451,250 2.80 Everglades Re II Ltd FRN 19-May-25 500,000 499,750 0.57 Floods-Mar-t Re Ltd 2018 1 A FRN 0625-Aug-21 3,500,000 3,529,050 2.86 Floods-Mar-t Re Ltd 0.5% 07-Mar-22 3,500,000 3,444,700 2.80 Feb-25 3,000,000 2,914,500 3.32 Floods-Mar-t Re Ltd A FRN 27-Feb-26 940,000 942,820 0.76 1,190,000 1,139,425 1.30 Floods-Mar-t Re Ltd B FRN 2725-Feb-26 1,875,000 1,876,500 1.52 Feb-25 750,000 720,375 0.82 Floods-Mar-t Re Ltd FRN 01-Mar-24 1,000,000 1,005,300 0.82 2,000,000 1,838,200 2.10 Galileo Re Ltd Series A FRN 08-Jan-27 2,000,000 2,004,000 1.63 1,951,800 2.23 Galileo Re Ltd Series C FRN 08-Jan-27 1,800,000 1,805,760 1.47 1,771,200 2.02 Galileo Re Ltd Series D FRN 08-Jan-27 500,000 502,300 0.41 494,450 0.56 Gateway Re Ltd FRN 12-May-25 750,000 748,725 0.85 Hestia Re Ltd A FRN 22-Apr-25 500,000 496,500 0.57 Integrity Re Ltd FRN 06-Jun-25 750,000 749,250 0.85 Kendall Re Ltd FRN 02-May-24 1,000,000 1,002,200 0.81 Kilimanjaro II Re Ltd FRN 21-Apr-22 2,000,000 2,016,200 1.64 Kilimanjaro III Re Ltd FRN 20-Apr-26 1,250,000 1,254,000 1.02 Kilimanjaro III Re Ltd Series A FRN 19-Dec-23 2,140,000 2,210,834 1.79 Kilimanjaro III Re Ltd Series A FRN 19-Dec-24 2,140,000 2,228,596 1.81 Kilimanjaro III Re Ltd Series B FRN 19-Dec-23 1,400,000 1,425,760 1.16978,300 1.12

ケイマン諸島. NK CAT Bond Fund Class A JPY (Hedged) Shares 258,431 25,473,699 32.41 418,725 37,794,232 37.98 米ドル NK CAT Bond Fund Class A USD Shares 463,460 52,510,063 66.81 610,911 60,785,670 61.09 （取得原価: 71,258,765米ドル97,941,227米ドル） 77,983,762 99.22 98,579,902 99.07 JPY 日本円 日本 USD 米ドル アメリカ合衆国 添付の注記は、当財務書類の不可分の一部である。 3264 バミューダ Bowline Re Ltd FRN 07-Feb-23 2,000,000 2,041,000 1.66 Bowline Re 2018 Series A FRN 23-May-22 2,250,000 2,263,050 1.84 May-25 4,800,000 4,606,560 3.53 Bowline Re Ltd 2019 FRN 20-Mar-23 3,250,000 3,284,125 2.66 Mar-26 1,750,000 1,746,500 1.34 Cape Lookout Re Ltd FRN 0925-May-22 1,375,000 1,393,837 1.13 Feb-22 5,000,000 4,887,500 3.74 Everglades Re II Ltd 2017 1A FRN 08-May-23 1,000,000 975,400 0.75 Everglades Re II Ltd FRN 1404-May-24 3,500,000 3,496,500 2.84 May-21 700,000 680,050 0.52 Floods-Mar-t Re Ltd 0.5% 07-Mar-22 4,000,000 3,962,800 3.03 Floods-Mar-t Re Ltd 2018 1 A FRN 06-Aug-21 3,500,000 3,529,050 2.86 Floods-Mar-t 4,000,000 3,905,200 2.99 Galilei Re Ltd 0.5% 072016 1 B 1 FRN 08-Mar-22 3,500,000 3,444,700 2.80 Floods-Mar-t Jan-23 4,000,000 3,964,000 3.04 Galilei Re Ltd Ser C 1 FRN 08-Jan-23 5,500,000 5,451,050 4.17 Galileo Re Ltd Ser A FRN 2706-Feb-26 940,000 942,820 0.76 Floods-Mar-t Nov-20 4,500,000 4,471,200 3.42 Kilimanjaro Ii Re Ltd B A1 FRN 2720-Feb-26 1,875,000 1,876,500 1.52 Floods-Mar-t Apr-21 500,000 484,450 0.37 Kilimanjaro Ii Re Ltd FRN 0120-Mar-24 1,000,000 1,005,300 0.82 Galileo Re Ltd Series A FRN 08-Jan-27 Apr-21 2,000,000 2,004,000 1.63 Galileo Re Ltd Series C FRN 08-Jan-27 1,800,000 1,805,760 1.47 Galileo Re Ltd Series D FRN 08-Jan-27 500,000 502,300 0.41 Kendall Re Ltd FRN 02-May-24 1,000,000 1,002,200 0.81 1,997,800 1.53 Kilimanjaro II Ii Re Ltd FRN 21-Apr-22 2,000,000 2,016,200 1.64 1,922,400 1.47 Kilimanjaro III Re Ltd 2018 1 A1 FRN 06-May-22 1,000,000 963,500 0.74 Kilimanjaro Re Ltd 2018 1 FRN 05-May-26 2,400,000 2,263,440 1.73 Kilimanjaro Re Ltd FRN 2006-Apr-26 1,250,000 1,254,000 1.02 Kilimanjaro III Dec-19 6,000,000 5,910,000 4.53 Manatee Re Ltd Series Ii FRN 09-Jun-25 1,250,000 1,223,625 0.94 Manatee Re Ltd Ii Ser B FRN 09-Jun-25 5,650,000 5,458,465 4.18 Northshore Re Ii Ltd 18 1 A FRN 1908-Dec-23 2,140,000 2,210,834 1.79 Kilimanjaro III Jul-22 2,125,000 2,068,263 1.58 Northshore Re Ii Ltd FRN 06-Jul-20 5,000,000 4,912,500 3.76 Riverfront Re Ltd Series A Ser B FRN 1915-Dec-24 2,140,000 2,228,596 1.81 Kilimanjaro III Jan-21 3,300,000 3,164,040 2.42 Sanders Re Ii Ltd Series B FRN 1907-Dec-23 1,400,000 1,425,760 1.16Apr-23 7,700,000 6,891,500 5.28 Sanders Re Ltd FRN 07-Apr-22 3,550,000 3,387,410 2.59 Torrey Pines Re FRN 09-Jun-20 4,575,000 4,505,918 3.45 Ursa Re Ltd 2016 1 A FRN 10-Dec-22 4,367,000 4,305,862 3.30 Ursa Re Ltd D FRN 24-Sep-21 1,200,000 1,162,440 0.89 Ursa Re Ltd E FRN 27-May-20 3,300,000 3,262,380 2.50 バミューダ合計（取得原価: 91,320,472米ドル） 88,534,253 67.79 ケイマン諸島 Caelus Re IV Ltd FRN 06-Mar-20 3,300,000 3,220,800 2.47 Casablanca Re FRN 4-Jun-20 2,000,000 1,986,000 1.52 Residential Re 18 Ltd FRN 06-Dec-25 2,600,000 2,518,620 1.93 Residential Re 19 Ltd FRN 06-Jun-27 3,000,000 2,964,000 2.27 Residential Re 19 Ltd FRN 06-Jun-27 550,000 547,800 0.41 ケイマン諸島合計（取得原価: 11,503,744米ドル） 11,237,220 8.60 （つづき） ＣＡＴボンド（つづき） 名目 保有高 公正価値 米ドル 純資産 比率％ アイルランド Atlas IX Cap Dac 2016 1 A FRN 08-Jan-20 6,750,000 6,596,100 5.05 アイルランド合計（取得原価: 6,730,636米ドル） 6,596,100 5.05 シンガポール Manatee Re III Pte Ltd A FRN 07-Jun-22 875,000 874,913 0.67 Manatee Re III Pte Ltd B FRN 07-Jun-22 2,350,000 2,349,765 1.80 シンガポール合計（取得原価: 3,225,000米ドル） 3,224,678 2.47 国際機関 IBRD FRN 20-Dec-19 2,672,000 2,641,003 2.02 IBRD FRN 14-Feb-20 4,750,000 4,700,125 3.60 IBRD FRN 15-Mar-21 2,000,000 1,976,600 1.51 IBRD FRN 15-Mar-21 1,000,000 700,000 0.54 国際機関合計（取得原価: 10,435,280米ドル） 10,017,728 7.67 イギリス Atlas Capital UK 2019 FRN 08-Jun-26 2,725,000 2,724,728 2.09 イギリス合計（取得原価: 2,725,000米ドル） 2,724,728 2.09 ＣＡＴボンド合計（取得原価: 125,940,132米ドル） 122,334,707 93.67