有価証券報告書(内国投資信託受益証券)-第20期(令和2年10月1日-令和3年9月30日)
外国債券インデックス マザーファンド
貸借対照表
注記表
(有価証券に関する注記)
(デリバティブ取引に関する注記)
附属明細表
該当事項はありません。
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
貸借対照表
| 2021年 9月30日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 223,938,549 |
| コール・ローン | 4,455,795,757 |
| 国債証券 | 291,144,807,866 |
| 派生商品評価勘定 | 36,400,450 |
| 未収入金 | 188,871,042 |
| 未収利息 | 1,672,304,582 |
| 前払金 | 40,996,405 |
| 前払費用 | 42,054,657 |
| 差入委託証拠金 | 444,435,318 |
| 流動資産合計 | 298,249,604,626 |
| 資産合計 | 298,249,604,626 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 44,720,977 |
| 未払金 | 121,886,734 |
| 未払解約金 | 81,689,465 |
| 未払利息 | 10,826 |
| 流動負債合計 | 248,308,002 |
| 負債合計 | 248,308,002 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 97,195,843,485 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 200,805,453,139 |
| 元本等合計 | 298,001,296,624 |
| 純資産合計 | 298,001,296,624 |
| 負債純資産合計 | 298,249,604,626 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2021年 9月30日現在 | |
| 1.有価証券の評価基準及び評価方法 | 国債証券 |
| 移動平均法(買付約定後、最初の利払日までは個別法)に基づき、時価で評価しております。 時価評価にあたっては、金融商品取引業者等の提示する価額、価格情報会社の提供する価額又は業界団体が発表する売買参考統計値等で評価しております。 | |
| 2.デリバティブの評価基準及び評価方法 | (1)先物取引 |
| 債券先物取引 個別法に基づき、時価で評価しております。 時価評価にあたっては、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場によっております。 | |
| (2)為替予約取引 | |
| 個別法に基づき、わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって計算しております。 当ファンドにおける派生商品評価勘定は、当該先物取引及び為替予約取引に係るものであります。 | |
| 3.外貨建資産・負債の本邦通貨への換算基準 | 投資信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算日又は計算日に知りうる直近の日の対顧客電信売買相場の仲値によって計算しております。 なお、外貨建資産等については、「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)」第60条の規定に基づき、通貨の種類ごとに勘定を設けて、邦貨建資産等と区分する方法を採用しております。従って、外貨の売買については、同規則第61条の規定により処理し、為替差損益を算定しております。 |
| 4.収益及び費用の計上基準 | (1)派生商品取引等損益 |
| 約定日基準で計上しております。 | |
| (2)為替予約取引による為替差損益 | |
| 約定日基準で計上しております。 | |
| (貸借対照表に関する注記) |
| 2021年 9月30日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 97,195,843,485口 | |
| 2. | 計算期間の末日における1単位当たりの純資産の額 | 1口当たり純資産額 | 3.0660円 |
| (1万口当たり純資産額) | (30,660円) | ||
| (金融商品に関する注記) |
| 1.金融商品の状況に関する事項 |
| 2021年 9月30日現在 | |
| 1.金融商品に対する取組方針 | 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。 |
| 2.金融商品の内容及びそのリスク | 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 これらは、価格変動リスク、金利変動リスク、為替変動リスク等の市場リスク、信用リスク、流動性リスク等に晒されております。 また、当ファンドは、ファンド運用の効率化を図ることを目的として債券先物取引及び為替予約取引を行っております。債券先物取引に係る主要なリスクは、債券価格の変動による価格変動リスクであります。為替予約取引に係る主要なリスクは、為替相場の変動による価格変動リスク及び取引相手の信用状況の変動により損失が発生する信用リスクであります。 |
| 3.金融商品に係るリスク管理体制 | 運用部門から独立した運用監理部が、運用に関するリスク管理と法令等遵守状況のモニタリングを担当し、毎月開催される運用リスク管理委員会及び経営会議に報告します。 内部監査部は、業務執行に係る内部管理態勢の適切性・有効性を独立した立場から検証・評価し、監査結果等を取締役会に報告するとともに、指摘事項の是正・改善状況の事後点検を行います。 |
| 2.金融商品の時価等に関する事項 |
| 2021年 9月30日現在 | |
| 1.貸借対照表計上額、時価及びその差額 | 貸借対照表上の金融商品は原則として時価で評価しているため、貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 | (1)有価証券 |
| 売買目的有価証券 | |
| 「(重要な会計方針に係る事項に関する注記)」に記載しております。 | |
| (2)デリバティブ取引 | |
| 「(デリバティブ取引に関する注記)」に記載しております。 | |
| (3)コール・ローン等の金銭債権及び金銭債務 | |
| 短期間で決済されるため、時価は帳簿価額と近似していることから、当該帳簿価額によっております。 | |
| 3.金融商品の時価等に関する事項についての補足説明 | 金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、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。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額又は契約上の想定元本であり、当該金額自体がデリバティブ取引のリスクの大きさを示すものではありません。 |
| (関連当事者との取引に関する注記) |
| 該当事項はありません。 |
| (重要な後発事象に関する注記) |
| 該当事項はありません。 |
| (その他の注記) 元本の移動 |
| 区分 | 2021年 9月30日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2020年10月 1日 |
| 期首元本額 | 95,980,753,365円 |
| 期中追加設定元本額 | 17,405,142,157円 |
| 期中一部解約元本額 | 16,190,052,037円 |
| 期末元本額 | 97,195,843,485円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,398,083,559円 |
| グローバル・インカム&プラス(毎月決算型) | 598,382,557円 |
| 財産四分法ファンド(毎月決算型) | 397,686,870円 |
| SBI資産設計オープン(資産成長型) | 2,100,834,020円 |
| SBI資産設計オープン(分配型) | 9,610,233円 |
| SMT グローバル債券インデックス・オープン | 7,511,830,613円 |
| 世界経済インデックスファンド | 10,988,840,434円 |
| DCマイセレクション25 | 1,904,438,313円 |
| DCマイセレクション50 | 1,617,228,891円 |
| DCマイセレクション75 | 1,109,381,559円 |
| DC外国債券インデックス・オープン | 2,227,926,586円 |
| DCマイセレクションS25 | 905,233,035円 |
| DCマイセレクションS50 | 704,946,719円 |
| DCマイセレクションS75 | 376,900,561円 |
| DCターゲット・イヤー ファンド2025 | 33,805,216円 |
| DCターゲット・イヤー ファンド2035 | 86,886,794円 |
| DCターゲット・イヤー ファンド2045 | 43,860,880円 |
| DC世界経済インデックスファンド | 11,741,622,388円 |
| 外国債券インデックス・オープン(SMA専用) | 637,784,169円 |
| マイセレクション50VA1(適格機関投資家専用) | 2,326,720円 |
| マイセレクション75VA1(適格機関投資家専用) | 1,233,869円 |
| 外国債券インデックス・オープンVA1(適格機関投資家専用) | 31,612,032円 |
| バランス30VA1(適格機関投資家専用) | 53,670,898円 |
| バランス50VA1(適格機関投資家専用) | 95,276,817円 |
| バランス25VA2(適格機関投資家専用) | 79,409,467円 |
| バランス50VA2(適格機関投資家専用) | 86,317,041円 |
| バランスA(25)VA1(適格機関投資家専用) | 1,485,677,874円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 463,231,438円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,851,120,366円 |
| 世界バランスVA1(適格機関投資家専用) | 173,722,436円 |
| 世界バランスVA2(適格機関投資家専用) | 60,065,376円 |
| バランスD(35)VA1(適格機関投資家専用) | 492,179,854円 |
| バランスE(25)VA1(適格機関投資家専用) | 180,862,884円 |
| バランスF(25)VA1(適格機関投資家専用) | 226,774,974円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 777,056,639円 |
| グローバル債券ファンド・シリーズ1(適格機関投資家専用) | 2,055,391,042円 |
| グローバル・バランスファンド・シリーズ1 | 721,314,555円 |
| 外国債券ファンド・シリーズ1 | 653,113,442円 |
| コア投資戦略ファンド(安定型) | 911,972,296円 |
| コア投資戦略ファンド(成長型) | 2,380,401,320円 |
| 分散投資コア戦略ファンドA | 258,771,880円 |
| 分散投資コア戦略ファンドS | 554,621,365円 |
| DC世界経済インデックスファンド(株式シフト型) | 484,560,934円 |
| DC世界経済インデックスファンド(債券シフト型) | 3,768,030,085円 |
| コア投資戦略ファンド(切替型) | 963,518,334円 |
| 世界経済インデックスファンド(株式シフト型) | 235,497,232円 |
| 世界経済インデックスファンド(債券シフト型) | 102,586,459円 |
| SMT グローバル債券インデックス・オープン(為替ヘッジあり) | 1,317,466,797円 |
| SMT インデックスバランス・オープン | 195,560,910円 |
| 外国債券SMTBセレクション(SMA専用) | 18,062,481,522円 |
| SMT 世界経済インデックス・オープン | 200,412,066円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 231,040,121円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 378,464,124円 |
| SMT 8資産インデックスバランス・オープン | 3,799,914円 |
| グローバル経済コア | 853,461,143円 |
| SBI資産設計オープン(つみたてNISA対応型) | 13,223,856円 |
| DCターゲット・イヤー ファンド2055 | 1,347,435円 |
| コア投資戦略ファンド(切替型ワイド) | 277,929,615円 |
| コア投資戦略ファンド(積極成長型) | 34,953,872円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 4,663,732円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 4,256,369円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 2,143,294円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 2,386,704円 |
| FOFs用 外国債券インデックス・ファンドS(適格機関投資家専用) | 499,759,193円 |
| FOFs用 外国債券インデックス・ファンドP(適格機関投資家専用) | 10,623,065,657円 |
| 外国債券インデックス・ファンド(適格機関投資家専用) | 337,155,468円 |
| 外国債券インデックス・ファンド(為替ヘッジあり)(適格機関投資家専用) | 343,706,800円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 241,120,206円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 12,730,603円 |
| ファンドラップ運用戦略F(中庸型)(適格機関投資家専用) | 9,113,058円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2021年 9月30日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | △55,263,444 |
| 合計 | △55,263,444 |
| (注)当計算期間の損益に含まれた評価差額は、「外国債券インデックス マザーファンド」の期首日から本報告書における開示対象ファンドの期末日までの期間に対応する金額であります。 |
(デリバティブ取引に関する注記)
| 債券関連 |
| (2021年 9月30日現在) |
| 区分 | 種類 | 契約額等(円) | 時価 (円) | 評価損益 (円) | |
| うち1年超 | |||||
| 市場取引 | 債券先物取引 | ||||
| 買建 | 4,698,179,820 | - | 4,657,183,415 | △40,996,405 | |
| 合計 | 4,698,179,820 | - | 4,657,183,415 | △40,996,405 | |
| (注)1.時価の算定方法 |
| 債券先物取引の時価については、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場で評価しております。 |
| 2.債券先物取引の残高は、契約金額ベースで表示しております。 |
| 3.計算日又は計算日に知りうる直近の日のわが国の対顧客電信売買相場の仲値により邦貨換算しております。 |
| 4.契約額等には手数料相当額を含んでおりません。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
| 通貨関連 |
| (2021年 9月30日現在) |
| 区分 | 種類 | 契約額等(円) | 時価 (円) | 評価損益 (円) | |
| うち1年超 | |||||
| 市場取引以外の取引 | 為替予約取引 | ||||
| 買建 | 4,628,688,178 | - | 4,661,369,340 | 32,681,162 | |
| アメリカドル | 2,133,110,027 | - | 2,165,352,075 | 32,242,048 | |
| カナダドル | 271,850,894 | - | 273,918,840 | 2,067,946 | |
| ユーロ | 1,917,063,337 | - | 1,918,261,135 | 1,197,798 | |
| イギリスポンド | 306,663,920 | - | 303,837,290 | △2,826,630 | |
| 売建 | 78,623,727 | - | 78,629,011 | △5,284 | |
| カナダドル | 78,623,727 | - | 78,629,011 | △5,284 | |
| 合計 | 4,707,311,905 | - | 4,739,998,351 | 32,675,878 | |
| (注)時価の算定方法 |
| わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって、以下のように評価しております。 |
| ①計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されている場合は、当該為替予約は当該仲値によって評価しております。 |
| ②計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されていない場合は、発表されている先物相場のうち当該日に最も近い前後二つの先物相場の仲値をもとに計算したレートを用いております。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
附属明細表
| 第1 有価証券明細表 (1)株式 |
該当事項はありません。
| (2)株式以外の有価証券 |
| 種類 | 通貨 | 銘 柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | アメリカドル | T 0.125% 01/15/24 | 10,000,000.00 | 9,946,093.80 | |
| T 0.125% 02/15/24 | 4,710,000.00 | 4,683,138.30 | |||
| T 0.125% 04/30/23 | 5,000,000.00 | 4,993,359.40 | |||
| T 0.125% 05/15/23 | 7,500,000.00 | 7,489,306.65 | |||
| T 0.125% 05/31/23 | 6,800,000.00 | 6,788,976.58 | |||
| T 0.125% 09/15/23 | 8,060,000.00 | 8,035,914.46 | |||
| T 0.125% 10/15/23 | 8,000,000.00 | 7,971,562.48 | |||
| T 0.125% 12/15/23 | 3,250,000.00 | 3,234,765.62 | |||
| T 0.125% 12/31/22 | 6,400,000.00 | 6,398,875.00 | |||
| T 0.25% 03/15/24 | 13,000,000.00 | 12,954,804.72 | |||
| T 0.25% 04/15/23 | 10,150,000.00 | 10,157,731.45 | |||
| T 0.25% 05/15/24 | 10,000,000.00 | 9,949,609.40 | |||
| T 0.25% 06/15/23 | 8,000,000.00 | 8,002,500.00 | |||
| T 0.25% 06/15/24 | 9,000,000.00 | 8,947,265.67 | |||
| T 0.25% 06/30/25 | 1,000,000.00 | 981,718.75 | |||
| T 0.25% 07/31/25 | 10,000,000.00 | 9,805,859.40 | |||
| T 0.25% 09/30/25 | 7,500,000.00 | 7,336,230.45 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,516,187.50 | |||
| T 0.375% 01/31/26 | 8,000,000.00 | 7,825,625.04 | |||
| T 0.375% 04/15/24 | 7,000,000.00 | 6,991,796.91 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,909,062.48 | |||
| T 0.375% 07/15/24 | 9,010,000.00 | 8,982,195.68 | |||
| T 0.375% 07/31/27 | 9,500,000.00 | 9,086,972.68 | |||
| T 0.375% 09/30/27 | 8,000,000.00 | 7,628,437.52 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,941,640.64 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,917,968.76 | |||
| T 0.5% 02/28/26 | 11,500,000.00 | 11,300,546.87 | |||
| T 0.5% 03/15/23 | 7,770,000.00 | 7,806,877.11 | |||
| T 0.5% 03/31/25 | 7,220,000.00 | 7,177,413.26 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,843,416.41 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,379,414.08 | |||
| T 0.5% 06/30/27 | 7,100,000.00 | 6,849,003.92 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,482,519.51 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 7,193,261.70 | |||
| T 0.625% 05/15/30 | 14,100,000.00 | 13,152,656.25 | |||
| T 0.625% 08/15/30 | 15,950,000.00 | 14,829,761.79 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,413,183.60 | |||
| T 0.625% 12/31/27 | 10,000,000.00 | 9,642,187.50 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 8,247,988.26 | |||
| T 0.75% 03/31/26 | 11,000,000.00 | 10,918,359.43 | |||
| T 0.75% 04/30/26 | 3,000,000.00 | 2,975,390.64 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,967,187.52 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 10,575,078.12 | |||
| T 1.125% 02/15/31 | 15,050,000.00 | 14,566,753.98 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,944,687.52 | |||
| T 1.125% 05/15/40 | 6,260,000.00 | 5,411,965.62 | |||
| T 1.125% 08/15/40 | 9,300,000.00 | 8,003,812.50 | |||
| T 1.25% 03/31/28 | 5,150,000.00 | 5,147,183.61 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 7,989,375.04 | |||
| T 1.25% 05/15/50 | 8,650,000.00 | 7,086,242.18 | |||
| T 1.25% 06/30/28 | 9,500,000.00 | 9,471,054.73 | |||
| T 1.25% 07/31/23 | 4,550,000.00 | 4,633,535.17 | |||
| T 1.375% 01/31/25 | 4,000,000.00 | 4,100,468.76 | |||
| T 1.375% 06/30/23 | 5,000,000.00 | 5,100,097.65 | |||
| T 1.375% 08/15/50 | 9,900,000.00 | 8,367,046.87 | |||
| T 1.375% 08/31/23 | 2,500,000.00 | 2,552,880.85 | |||
| T 1.375% 09/30/23 | 4,000,000.00 | 4,086,953.12 | |||
| T 1.375% 10/15/22 | 5,000,000.00 | 5,066,699.20 | |||
| T 1.375% 11/15/40 | 13,000,000.00 | 11,676,640.69 | |||
| T 1.5% 01/15/23 | 6,200,000.00 | 6,308,742.17 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 6,138,750.00 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 6,507,404.68 | |||
| T 1.5% 02/28/23 | 7,800,000.00 | 7,946,859.41 | |||
| T 1.5% 03/31/23 | 4,000,000.00 | 4,078,750.00 | |||
| T 1.5% 08/15/26 | 7,500,000.00 | 7,686,035.16 | |||
| T 1.5% 09/15/22 | 9,500,000.00 | 9,628,584.02 | |||
| T 1.5% 09/30/24 | 8,500,000.00 | 8,747,363.26 | |||
| T 1.625% 02/15/26 | 8,100,000.00 | 8,355,023.47 | |||
| T 1.625% 04/30/23 | 3,500,000.00 | 3,578,408.19 | |||
| T 1.625% 05/15/26 | 2,270,000.00 | 2,340,760.16 | |||
| T 1.625% 05/15/31 | 11,150,000.00 | 11,271,082.07 | |||
| T 1.625% 05/31/23 | 1,000,000.00 | 1,023,300.78 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,870,761.75 | |||
| T 1.625% 08/31/22 | 5,000,000.00 | 5,070,410.15 | |||
| T 1.625% 10/31/23 | 2,500,000.00 | 2,568,554.70 | |||
| T 1.625% 10/31/26 | 7,300,000.00 | 7,521,851.59 | |||
| T 1.625% 11/15/22 | 8,080,000.00 | 8,217,612.50 | |||
| T 1.625% 11/15/50 | 11,300,000.00 | 10,167,351.61 | |||
| T 1.625% 11/30/26 | 8,780,000.00 | 9,045,114.82 | |||
| T 1.625% 12/15/22 | 3,600,000.00 | 3,664,968.76 | |||
| T 1.75% 01/31/23 | 7,550,000.00 | 7,710,290.04 | |||
| T 1.75% 05/15/23 | 3,690,000.00 | 3,782,322.06 | |||
| T 1.75% 06/30/24 | 2,400,000.00 | 2,484,093.74 | |||
| T 1.75% 09/30/22 | 5,150,000.00 | 5,235,296.87 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 3,081,328.14 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 7,729,039.10 | |||
| T 1.875% 02/15/51 | 13,600,000.00 | 12,985,874.99 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 5,413,210.53 | |||
| T 1.875% 08/31/22 | 4,000,000.00 | 4,065,625.00 | |||
| T 1.875% 08/31/24 | 6,000,000.00 | 6,238,359.36 | |||
| T 1.875% 09/30/22 | 2,660,000.00 | 2,707,381.25 | |||
| T 1.875% 10/31/22 | 7,450,000.00 | 7,593,761.75 | |||
| T 2.125% 02/29/24 | 5,100,000.00 | 5,314,160.16 | |||
| T 2.125% 03/31/24 | 7,400,000.00 | 7,715,078.16 | |||
| T 2.125% 05/15/25 | 2,400,000.00 | 2,521,968.74 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,794,765.61 | |||
| T 2.125% 07/31/24 | 4,800,000.00 | 5,021,250.00 | |||
| T 2.125% 09/30/24 | 5,000,000.00 | 5,236,914.05 | |||
| T 2.125% 11/30/23 | 2,680,000.00 | 2,784,268.75 | |||
| T 2.125% 12/31/22 | 5,320,000.00 | 5,451,753.15 | |||
| T 2.25% 01/31/24 | 4,000,000.00 | 4,175,781.24 | |||
| T 2.25% 02/15/27 | 8,950,000.00 | 9,503,082.07 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 7,944,140.62 | |||
| T 2.25% 04/30/24 | 7,000,000.00 | 7,326,757.83 | |||
| T 2.25% 05/15/41 | 4,600,000.00 | 4,782,921.89 | |||
| T 2.25% 08/15/27 | 8,550,000.00 | 9,084,708.96 | |||
| T 2.25% 08/15/46 | 4,190,000.00 | 4,332,394.55 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 5,707,109.37 | |||
| T 2.25% 10/31/24 | 6,300,000.00 | 6,628,289.09 | |||
| T 2.25% 11/15/24 | 10,150,000.00 | 10,684,064.47 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,652,828.13 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 8,130,814.43 | |||
| T 2.25% 12/31/23 | 4,500,000.00 | 4,691,953.12 | |||
| T 2.25% 12/31/24 | 8,400,000.00 | 8,847,890.60 | |||
| T 2.375% 01/31/23 | 5,000,000.00 | 5,148,242.20 | |||
| T 2.375% 02/29/24 | 5,760,000.00 | 6,034,724.98 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,769,914.05 | |||
| T 2.375% 05/15/27 | 5,840,000.00 | 6,243,781.27 | |||
| T 2.375% 05/15/29 | 8,010,000.00 | 8,591,976.56 | |||
| T 2.375% 05/15/51 | 2,750,000.00 | 2,938,203.12 | |||
| T 2.375% 08/15/24 | 5,000,000.00 | 5,268,359.40 | |||
| T 2.375% 11/15/49 | 6,100,000.00 | 6,501,265.62 | |||
| T 2.5% 01/31/24 | 3,470,000.00 | 3,642,008.97 | |||
| T 2.5% 01/31/25 | 5,000,000.00 | 5,311,914.05 | |||
| T 2.5% 02/15/45 | 3,210,000.00 | 3,469,809.37 | |||
| T 2.5% 02/15/46 | 4,000,000.00 | 4,331,562.52 | |||
| T 2.5% 03/31/23 | 4,050,000.00 | 4,190,247.08 | |||
| T 2.5% 05/15/24 | 7,900,000.00 | 8,326,167.94 | |||
| T 2.5% 05/15/46 | 5,050,000.00 | 5,470,964.86 | |||
| T 2.5% 08/15/23 | 4,550,000.00 | 4,740,708.97 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 5,039,368.37 | |||
| T 2.625% 02/15/29 | 7,490,000.00 | 8,160,589.06 | |||
| T 2.625% 02/28/23 | 1,400,000.00 | 1,448,589.84 | |||
| T 2.625% 03/31/25 | 7,250,000.00 | 7,741,923.81 | |||
| T 2.625% 06/30/23 | 4,900,000.00 | 5,104,134.78 | |||
| T 2.625% 12/31/23 | 3,500,000.00 | 3,678,144.54 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 6,248,997.67 | |||
| T 2.75% 02/15/24 | 3,000,000.00 | 3,169,335.93 | |||
| T 2.75% 02/15/28 | 6,550,000.00 | 7,163,550.81 | |||
| T 2.75% 04/30/23 | 3,600,000.00 | 3,744,703.11 | |||
| T 2.75% 05/31/23 | 3,880,000.00 | 4,043,308.57 | |||
| T 2.75% 06/30/25 | 5,500,000.00 | 5,909,707.04 | |||
| T 2.75% 07/31/23 | 1,000,000.00 | 1,045,703.13 | |||
| T 2.75% 08/15/42 | 1,300,000.00 | 1,463,820.31 | |||
| T 2.75% 08/15/47 | 7,050,000.00 | 8,012,765.62 | |||
| T 2.75% 08/31/23 | 1,500,000.00 | 1,571,103.51 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 7,424,238.26 | |||
| T 2.75% 11/15/23 | 2,320,000.00 | 2,439,806.26 | |||
| T 2.75% 11/15/42 | 2,820,000.00 | 3,173,160.95 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 3,469,613.29 | |||
| T 2.875% 04/30/25 | 4,000,000.00 | 4,309,218.76 | |||
| T 2.875% 05/15/28 | 7,260,000.00 | 8,004,717.22 | |||
| T 2.875% 05/15/43 | 4,150,000.00 | 4,764,394.55 | |||
| T 2.875% 05/15/49 | 5,570,000.00 | 6,522,992.18 | |||
| T 2.875% 05/31/25 | 3,820,000.00 | 4,118,885.16 | |||
| T 2.875% 07/31/25 | 5,460,000.00 | 5,895,307.01 | |||
| T 2.875% 08/15/28 | 3,920,000.00 | 4,328,231.26 | |||
| T 2.875% 08/15/45 | 4,300,000.00 | 4,963,812.50 | |||
| T 2.875% 09/30/23 | 4,750,000.00 | 4,994,086.92 | |||
| T 2.875% 10/31/23 | 2,500,000.00 | 2,633,398.45 | |||
| T 2.875% 11/30/23 | 4,020,000.00 | 4,240,942.97 | |||
| T 2.875% 11/30/25 | 7,500,000.00 | 8,125,195.35 | |||
| T 2% 02/15/23 | 5,000,000.00 | 5,126,660.15 | |||
| T 2% 02/15/25 | 8,460,000.00 | 8,848,631.25 | |||
| T 2% 02/15/50 | 5,000,000.00 | 4,917,968.75 | |||
| T 2% 04/30/24 | 6,230,000.00 | 6,481,876.96 | |||
| T 2% 05/31/24 | 3,310,000.00 | 3,445,891.02 | |||
| T 2% 06/30/24 | 5,500,000.00 | 5,730,527.33 | |||
| T 2% 08/15/25 | 6,890,000.00 | 7,211,623.06 | |||
| T 2% 10/31/22 | 10,000,000.00 | 10,206,250.00 | |||
| T 2% 11/15/26 | 10,220,000.00 | 10,720,620.36 | |||
| T 2% 11/30/22 | 2,000,000.00 | 2,043,789.06 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 1,253,437.50 | |||
| T 3.125% 02/15/43 | 2,000,000.00 | 2,384,375.00 | |||
| T 3.125% 05/15/48 | 5,930,000.00 | 7,223,944.56 | |||
| T 3.125% 08/15/44 | 4,140,000.00 | 4,958,943.75 | |||
| T 3.125% 11/15/28 | 8,400,000.00 | 9,431,625.00 | |||
| T 3.125% 11/15/41 | 1,750,000.00 | 2,085,644.54 | |||
| T 3.375% 05/15/44 | 3,010,000.00 | 3,743,687.50 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 6,759,984.37 | |||
| T 3.5% 02/15/39 | 770,000.00 | 959,672.66 | |||
| T 3.625% 02/15/44 | 2,400,000.00 | 3,091,125.00 | |||
| T 3.625% 08/15/43 | 2,000,000.00 | 2,568,281.26 | |||
| T 3.75% 08/15/41 | 2,000,000.00 | 2,594,062.50 | |||
| T 3.75% 11/15/43 | 3,000,000.00 | 3,926,250.00 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,901,878.91 | |||
| T 3% 02/15/47 | 800,000.00 | 949,000.00 | |||
| T 3% 02/15/48 | 4,450,000.00 | 5,297,585.93 | |||
| T 3% 02/15/49 | 7,000,000.00 | 8,378,671.91 | |||
| T 3% 05/15/42 | 1,620,000.00 | 1,895,779.69 | |||
| T 3% 05/15/45 | 3,500,000.00 | 4,121,796.87 | |||
| T 3% 05/15/47 | 5,710,000.00 | 6,781,517.18 | |||
| T 3% 08/15/48 | 5,450,000.00 | 6,502,105.49 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,564,218.75 | |||
| T 3% 10/31/25 | 5,000,000.00 | 5,439,257.80 | |||
| T 3% 11/15/44 | 2,800,000.00 | 3,290,875.00 | |||
| T 4.25% 05/15/39 | 900,000.00 | 1,226,671.87 | |||
| T 4.25% 11/15/40 | 2,350,000.00 | 3,230,515.62 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,368,359.38 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 2,644,414.07 | |||
| T 4.375% 05/15/41 | 1,950,000.00 | 2,731,828.12 | |||
| T 4.375% 11/15/39 | 1,260,000.00 | 1,746,182.81 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,488,701.56 | |||
| T 4.5% 05/15/38 | 550,000.00 | 763,941.40 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 2,387,437.50 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,972,429.69 | |||
| T 4.75% 02/15/41 | 750,000.00 | 1,095,996.09 | |||
| T 5.0% 05/15/37 | 1,100,000.00 | 1,592,937.50 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,651,304.69 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,622,750.00 | |||
| T 5.5% 08/15/28 | 1,200,000.00 | 1,533,562.50 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 2,074,531.25 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,876,503.91 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,463,847.66 | |||
| T 6.25% 08/15/23 | 1,650,000.00 | 1,835,206.04 | |||
| アメリカドル 小計 | 1,166,240,000.00 | 1,205,612,688.79 | |||
| (134,932,172,129) | |||||
| カナダドル | CAN 0.25% 02/01/23 | 3,060,000.00 | 3,053,757.60 | ||
| CAN 0.25% 03/01/26 | 2,280,000.00 | 2,202,274.80 | |||
| CAN 0.25% 04/01/24 | 2,400,000.00 | 2,374,968.00 | |||
| CAN 0.25% 05/01/23 | 2,600,000.00 | 2,591,576.00 | |||
| CAN 0.25% 08/01/23 | 1,360,000.00 | 1,353,009.60 | |||
| CAN 0.25% 11/01/22 | 1,770,000.00 | 1,768,106.10 | |||
| CAN 0.5% 09/01/25 | 2,480,000.00 | 2,436,327.20 | |||
| CAN 0.5% 12/01/30 | 2,420,000.00 | 2,220,809.80 | |||
| CAN 1.25% 03/01/25 | 1,960,000.00 | 1,985,676.00 | |||
| CAN 1.25% 06/01/30 | 5,620,000.00 | 5,549,637.60 | |||
| CAN 1.5% 06/01/23 | 1,070,000.00 | 1,088,511.00 | |||
| CAN 1.5% 06/01/26 | 1,360,000.00 | 1,388,233.60 | |||
| CAN 1.5% 06/01/31 | 3,260,000.00 | 3,257,685.40 | |||
| CAN 1.5% 09/01/24 | 600,000.00 | 612,996.00 | |||
| CAN 1.75% 03/01/23 | 3,620,000.00 | 3,687,766.40 | |||
| CAN 1.75% 12/01/53 | 900,000.00 | 842,508.00 | |||
| CAN 1% 06/01/27 | 1,730,000.00 | 1,715,502.60 | |||
| CAN 1% 09/01/26 | 860,000.00 | 855,390.40 | |||
| CAN 2.25% 03/01/24 | 2,300,000.00 | 2,388,619.00 | |||
| CAN 2.25% 06/01/25 | 1,800,000.00 | 1,887,858.00 | |||
| CAN 2.25% 06/01/29 | 1,260,000.00 | 1,346,776.20 | |||
| CAN 2.5% 06/01/24 | 300,000.00 | 314,346.00 | |||
| CAN 2.75% 12/01/48 | 1,880,000.00 | 2,194,524.00 | |||
| CAN 2.75% 12/01/64 | 560,000.00 | 667,721.60 | |||
| CAN 2% 06/01/28 | 1,310,000.00 | 1,373,744.60 | |||
| CAN 2% 09/01/23 | 3,460,000.00 | 3,554,665.60 | |||
| CAN 2% 12/01/51 | 4,710,000.00 | 4,726,249.50 | |||
| CAN 3.5% 12/01/45 | 1,300,000.00 | 1,697,267.00 | |||
| CAN 4.0% 06/01/41 | 1,050,000.00 | 1,422,760.50 | |||
| CAN 5.75% 06/01/29 | 1,170,000.00 | 1,546,868.70 | |||
| CAN 5.75% 06/01/33 | 960,000.00 | 1,378,588.80 | |||
| CAN 5% 06/01/37 | 820,000.00 | 1,186,187.40 | |||
| カナダドル 小計 | 62,230,000.00 | 64,670,913.00 | |||
| (5,678,752,870) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 10,387,566.00 | ||
| MBONO 10% 12/05/24 | 30,560,000.00 | 33,534,099.20 | |||
| MBONO 5.75% 03/05/26 | 38,440,000.00 | 36,708,278.00 | |||
| MBONO 6.75% 03/09/23 | 22,180,000.00 | 22,455,475.60 | |||
| MBONO 7.5% 06/03/27 | 38,910,000.00 | 39,539,952.90 | |||
| MBONO 7.75% 05/29/31 | 31,580,000.00 | 32,382,763.60 | |||
| MBONO 7.75% 11/13/42 | 24,190,000.00 | 23,912,540.70 | |||
| MBONO 7.75% 11/23/34 | 10,600,000.00 | 10,826,734.00 | |||
| MBONO 8.5% 05/31/29 | 33,970,000.00 | 36,333,972.30 | |||
| MBONO 8.5% 11/18/38 | 26,220,000.00 | 27,869,238.00 | |||
| MBONO 8% 09/05/24 | 34,470,000.00 | 35,783,996.40 | |||
| MBONO 8% 11/07/47 | 24,630,000.00 | 24,812,015.70 | |||
| MBONO 8% 12/07/23 | 34,870,000.00 | 36,117,299.90 | |||
| メキシコペソ 小計 | 359,170,000.00 | 370,663,932.30 | |||
| (2,022,045,883) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,370,000.00 | 1,388,303.20 | ||
| BGB 0.2% 10/22/23 | 980,000.00 | 998,002.60 | |||
| BGB 0.4% 06/22/40 | 1,050,000.00 | 1,012,095.00 | |||
| BGB 0.5% 10/22/24 | 1,620,000.00 | 1,676,878.20 | |||
| BGB 0.65% 06/22/71 | 640,000.00 | 537,145.60 | |||
| BGB 0.8% 06/22/25 | 2,680,000.00 | 2,819,467.20 | |||
| BGB 0.8% 06/22/27 | 1,690,000.00 | 1,806,424.10 | |||
| BGB 0.8% 06/22/28 | 2,160,000.00 | 2,318,198.40 | |||
| BGB 0.9% 06/22/29 | 2,360,000.00 | 2,555,832.80 | |||
| BGB 0% 10/22/27 | 430,000.00 | 439,047.20 | |||
| BGB 0% 10/22/31 | 1,020,000.00 | 1,009,239.00 | |||
| BGB 1.25% 04/22/33 | 1,500,000.00 | 1,689,675.00 | |||
| BGB 1.45% 06/22/37 | 720,000.00 | 830,232.00 | |||
| BGB 1.6% 06/22/47 | 1,380,000.00 | 1,630,953.00 | |||
| BGB 1.7% 06/22/50 | 1,140,000.00 | 1,380,277.80 | |||
| BGB 1.9% 06/22/38 | 1,050,000.00 | 1,289,179.50 | |||
| BGB 1% 06/22/26 | 2,280,000.00 | 2,441,036.40 | |||
| BGB 1% 06/22/31 | 1,980,000.00 | 2,165,328.00 | |||
| BGB 2.15% 06/22/66 | 770,000.00 | 1,085,060.90 | |||
| BGB 2.25% 06/22/23 | 1,010,000.00 | 1,061,722.10 | |||
| BGB 2.25% 06/22/57 | 770,000.00 | 1,074,981.60 | |||
| BGB 2.6% 06/22/24 | 2,140,000.00 | 2,332,300.40 | |||
| BGB 3.75% 06/22/45 | 1,200,000.00 | 1,989,192.00 | |||
| BGB 3% 06/22/34 | 1,030,000.00 | 1,384,320.00 | |||
| BGB 4.25% 03/28/41 | 1,870,000.00 | 3,127,294.50 | |||
| BGB 4.25% 09/28/22 | 1,820,000.00 | 1,909,817.00 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,402,177.20 | |||
| BGB 4% 03/28/32 | 1,080,000.00 | 1,524,549.60 | |||
| BGB 5.5% 03/28/28 | 2,780,000.00 | 3,855,026.00 | |||
| BGB 5% 03/28/35 | 2,690,000.00 | 4,376,764.50 | |||
| BKO 0% 03/10/23 | 1,210,000.00 | 1,222,559.80 | |||
| BKO 0% 12/15/22 | 4,950,000.00 | 4,992,867.00 | |||
| BTPS 0.05% 01/15/23 | 2,030,000.00 | 2,044,291.20 | |||
| BTPS 0.25% 03/15/28 | 1,680,000.00 | 1,666,207.20 | |||
| BTPS 0.3% 08/15/23 | 2,900,000.00 | 2,938,657.00 | |||
| BTPS 0.35% 02/01/25 | 580,000.00 | 589,947.00 | |||
| BTPS 0.5% 02/01/26 | 3,710,000.00 | 3,787,242.20 | |||
| BTPS 0.5% 07/15/28 | 2,280,000.00 | 2,291,582.40 | |||
| BTPS 0.6% 06/15/23 | 1,110,000.00 | 1,130,279.70 | |||
| BTPS 0.6% 08/01/31 | 2,290,000.00 | 2,242,161.90 | |||
| BTPS 0.65% 10/15/23 | 670,000.00 | 684,532.30 | |||
| BTPS 0.85% 01/15/27 | 2,250,000.00 | 2,329,177.50 | |||
| BTPS 0.9% 04/01/31 | 3,800,000.00 | 3,841,914.00 | |||
| BTPS 0.95% 03/01/23 | 2,000,000.00 | 2,039,660.00 | |||
| BTPS 0.95% 03/01/37 | 1,020,000.00 | 974,385.60 | |||
| BTPS 0.95% 03/15/23 | 2,580,000.00 | 2,632,554.60 | |||
| BTPS 0.95% 08/01/30 | 2,230,000.00 | 2,277,855.80 | |||
| BTPS 0.95% 09/15/27 | 2,380,000.00 | 2,474,795.40 | |||
| BTPS 0.95% 12/01/31 | 1,700,000.00 | 1,713,073.00 | |||
| BTPS 0% 01/15/24 | 1,000,000.00 | 1,007,380.00 | |||
| BTPS 0% 04/15/24 | 3,000,000.00 | 3,021,210.00 | |||
| BTPS 1.25% 12/01/26 | 1,950,000.00 | 2,062,144.50 | |||
| BTPS 1.35% 04/01/30 | 1,940,000.00 | 2,053,800.40 | |||
| BTPS 1.45% 03/01/36 | 1,450,000.00 | 1,503,664.50 | |||
| BTPS 1.45% 05/15/25 | 2,300,000.00 | 2,431,767.00 | |||
| BTPS 1.45% 09/15/22 | 1,990,000.00 | 2,027,153.30 | |||
| BTPS 1.45% 11/15/24 | 2,400,000.00 | 2,523,984.00 | |||
| BTPS 1.5% 06/01/25 | 2,410,000.00 | 2,553,226.30 | |||
| BTPS 1.6% 06/01/26 | 2,830,000.00 | 3,032,345.00 | |||
| BTPS 1.65% 03/01/32 | 3,010,000.00 | 3,240,656.30 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,745,994.00 | |||
| BTPS 1.7% 09/01/51 | 1,120,000.00 | 1,105,440.00 | |||
| BTPS 1.75% 07/01/24 | 3,200,000.00 | 3,376,256.00 | |||
| BTPS 1.8% 03/01/41 | 1,810,000.00 | 1,902,834.90 | |||
| BTPS 1.85% 05/15/24 | 2,000,000.00 | 2,112,020.00 | |||
| BTPS 1.85% 07/01/25 | 2,700,000.00 | 2,896,074.00 | |||
| BTPS 2.05% 08/01/27 | 2,740,000.00 | 3,023,617.40 | |||
| BTPS 2.1% 07/15/26 | 3,200,000.00 | 3,509,600.00 | |||
| BTPS 2.15% 03/01/72 | 730,000.00 | 726,160.20 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,535,154.80 | |||
| BTPS 2.25% 09/01/36 | 1,840,000.00 | 2,099,053.60 | |||
| BTPS 2.45% 09/01/33 | 2,640,000.00 | 3,062,584.80 | |||
| BTPS 2.45% 09/01/50 | 1,810,000.00 | 2,099,690.50 | |||
| BTPS 2.45% 10/01/23 | 2,910,000.00 | 3,076,859.40 | |||
| BTPS 2.5% 11/15/25 | 2,950,000.00 | 3,259,661.50 | |||
| BTPS 2.5% 12/01/24 | 2,950,000.00 | 3,202,549.50 | |||
| BTPS 2.7% 03/01/47 | 2,210,000.00 | 2,680,486.90 | |||
| BTPS 2.8% 03/01/67 | 1,020,000.00 | 1,215,330.00 | |||
| BTPS 2.8% 12/01/28 | 1,890,000.00 | 2,201,906.70 | |||
| BTPS 2.95% 09/01/38 | 2,050,000.00 | 2,547,801.50 | |||
| BTPS 2% 02/01/28 | 2,690,000.00 | 2,971,400.90 | |||
| BTPS 2% 12/01/25 | 2,090,000.00 | 2,267,273.80 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,802,590.60 | |||
| BTPS 3.25% 09/01/46 | 1,950,000.00 | 2,586,187.50 | |||
| BTPS 3.35% 03/01/35 | 2,220,000.00 | 2,830,699.80 | |||
| BTPS 3.45% 03/01/48 | 2,120,000.00 | 2,914,597.20 | |||
| BTPS 3.5% 03/01/30 | 3,960,000.00 | 4,897,094.40 | |||
| BTPS 3.75% 09/01/24 | 2,150,000.00 | 2,400,432.00 | |||
| BTPS 3.85% 09/01/49 | 1,860,000.00 | 2,739,575.40 | |||
| BTPS 3% 08/01/29 | 3,360,000.00 | 3,993,393.60 | |||
| BTPS 4.5% 03/01/24 | 2,750,000.00 | 3,070,705.00 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,492,838.40 | |||
| BTPS 4.5% 05/01/23 | 3,580,000.00 | 3,862,390.40 | |||
| BTPS 4.75% 08/01/23 | 3,650,000.00 | 3,999,268.50 | |||
| BTPS 4.75% 09/01/28 | 3,630,000.00 | 4,698,817.20 | |||
| BTPS 4.75% 09/01/44 | 3,050,000.00 | 4,908,395.50 | |||
| BTPS 4% 02/01/37 | 3,550,000.00 | 4,896,834.50 | |||
| BTPS 5.0% 08/01/39 | 3,000,000.00 | 4,713,660.00 | |||
| BTPS 5.25% 11/01/29 | 3,560,000.00 | 4,887,132.40 | |||
| BTPS 5.5% 09/01/22 | 1,400,000.00 | 1,477,140.00 | |||
| BTPS 5.5% 11/01/22 | 3,450,000.00 | 3,674,077.50 | |||
| BTPS 5.75% 02/01/33 | 2,280,000.00 | 3,461,268.00 | |||
| BTPS 5% 03/01/25 | 3,660,000.00 | 4,308,112.80 | |||
| BTPS 5% 08/01/34 | 2,970,000.00 | 4,363,910.10 | |||
| BTPS 5% 09/01/40 | 2,880,000.00 | 4,580,323.20 | |||
| BTPS 6.5% 11/01/27 | 3,600,000.00 | 4,943,700.00 | |||
| BTPS 6% 05/01/31 | 2,940,000.00 | 4,371,780.00 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,907,934.00 | |||
| BTPS 9% 11/01/23 | 800,000.00 | 956,704.00 | |||
| DBR 0.25% 02/15/27 | 3,890,000.00 | 4,060,420.90 | |||
| DBR 0.25% 02/15/29 | 3,890,000.00 | 4,084,033.20 | |||
| DBR 0.25% 08/15/28 | 2,180,000.00 | 2,286,405.80 | |||
| DBR 0.5% 02/15/25 | 1,350,000.00 | 1,405,134.00 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 3,150,210.00 | |||
| DBR 0.5% 02/15/28 | 2,390,000.00 | 2,541,980.10 | |||
| DBR 0.5% 08/15/27 | 4,040,000.00 | 4,285,591.60 | |||
| DBR 0% 02/15/30 | 3,570,000.00 | 3,673,958.40 | |||
| DBR 0% 02/15/31 | 800,000.00 | 819,512.00 | |||
| DBR 0% 05/15/35 | 2,820,000.00 | 2,830,095.60 | |||
| DBR 0% 05/15/36 | 1,670,000.00 | 1,660,664.70 | |||
| DBR 0% 08/15/26 | 4,350,000.00 | 4,477,237.50 | |||
| DBR 0% 08/15/29 | 3,500,000.00 | 3,604,790.00 | |||
| DBR 0% 08/15/30 | 6,450,000.00 | 6,626,085.00 | |||
| DBR 0% 08/15/30 | 670,000.00 | 692,083.20 | |||
| DBR 0% 08/15/31 | 750,000.00 | 766,342.50 | |||
| DBR 0% 08/15/50 | 4,420,000.00 | 4,114,224.40 | |||
| DBR 0% 11/15/27 | 2,160,000.00 | 2,225,059.20 | |||
| DBR 0% 11/15/28 | 900,000.00 | 926,694.00 | |||
| DBR 1.25% 08/15/48 | 3,580,000.00 | 4,557,340.00 | |||
| DBR 1.5% 02/15/23 | 2,960,000.00 | 3,051,760.00 | |||
| DBR 1.5% 05/15/23 | 3,020,000.00 | 3,129,988.40 | |||
| DBR 1.5% 05/15/24 | 2,290,000.00 | 2,424,881.00 | |||
| DBR 1.5% 09/04/22 | 2,800,000.00 | 2,858,268.00 | |||
| DBR 1.75% 02/15/24 | 1,650,000.00 | 1,748,670.00 | |||
| DBR 1% 08/15/24 | 2,000,000.00 | 2,099,720.00 | |||
| DBR 1% 08/15/25 | 2,720,000.00 | 2,897,534.40 | |||
| DBR 2.5% 07/04/44 | 3,540,000.00 | 5,457,830.40 | |||
| DBR 2.5% 08/15/46 | 3,810,000.00 | 6,004,788.60 | |||
| DBR 2% 08/15/23 | 2,860,000.00 | 3,008,634.20 | |||
| DBR 3.25% 07/04/42 | 2,230,000.00 | 3,701,800.00 | |||
| DBR 4.0% 01/04/37 | 2,930,000.00 | 4,754,891.90 | |||
| DBR 4.25% 07/04/39 | 2,310,000.00 | 4,060,494.90 | |||
| DBR 4.75% 07/04/28 | 2,550,000.00 | 3,469,173.00 | |||
| DBR 4.75% 07/04/34 | 2,990,000.00 | 4,896,394.10 | |||
| DBR 4.75% 07/04/40 | 2,830,000.00 | 5,348,020.80 | |||
| DBR 5.5% 01/04/31 | 2,840,000.00 | 4,409,043.20 | |||
| DBR 5.625% 01/04/28 | 2,360,000.00 | 3,284,836.80 | |||
| DBR 6.25% 01/04/24 | 3,230,000.00 | 3,744,732.80 | |||
| DBR 6.25% 01/04/30 | 1,250,000.00 | 1,951,837.50 | |||
| DBR 6.5% 07/04/27 | 980,000.00 | 1,385,426.00 | |||
| FRTR 0.25% 11/25/26 | 4,680,000.00 | 4,838,043.60 | |||
| FRTR 0.5% 05/25/25 | 5,590,000.00 | 5,805,438.60 | |||
| FRTR 0.5% 05/25/26 | 5,090,000.00 | 5,316,199.60 | |||
| FRTR 0.5% 05/25/29 | 5,350,000.00 | 5,607,014.00 | |||
| FRTR 0.5% 05/25/40 | 2,150,000.00 | 2,113,192.00 | |||
| FRTR 0.5% 05/25/72 | 990,000.00 | 773,892.90 | |||
| FRTR 0.5% 06/25/44 | 1,230,000.00 | 1,181,107.50 | |||
| FRTR 0.75% 05/25/28 | 6,290,000.00 | 6,707,970.50 | |||
| FRTR 0.75% 05/25/52 | 3,800,000.00 | 3,647,278.00 | |||
| FRTR 0.75% 05/25/53 | 770,000.00 | 732,331.60 | |||
| FRTR 0.75% 11/25/28 | 5,850,000.00 | 6,244,933.50 | |||
| FRTR 0% 02/25/23 | 2,050,000.00 | 2,070,151.50 | |||
| FRTR 0% 02/25/24 | 3,500,000.00 | 3,552,990.00 | |||
| FRTR 0% 02/25/26 | 5,210,000.00 | 5,315,189.90 | |||
| FRTR 0% 02/25/27 | 1,660,000.00 | 1,690,809.60 | |||
| FRTR 0% 03/25/23 | 7,190,000.00 | 7,264,416.50 | |||
| FRTR 0% 03/25/24 | 5,950,000.00 | 6,043,891.00 | |||
| FRTR 0% 03/25/25 | 5,490,000.00 | 5,596,451.10 | |||
| FRTR 0% 11/25/29 | 5,260,000.00 | 5,287,562.40 | |||
| FRTR 0% 11/25/30 | 6,040,000.00 | 6,018,256.00 | |||
| FRTR 0% 11/25/31 | 2,910,000.00 | 2,872,024.50 | |||
| FRTR 1.25% 05/25/34 | 4,490,000.00 | 5,016,003.50 | |||
| FRTR 1.25% 05/25/36 | 5,930,000.00 | 6,638,042.00 | |||
| FRTR 1.5% 05/25/31 | 5,890,000.00 | 6,705,647.20 | |||
| FRTR 1.5% 05/25/50 | 3,590,000.00 | 4,187,376.00 | |||
| FRTR 1.75% 05/25/23 | 5,380,000.00 | 5,597,244.40 | |||
| FRTR 1.75% 05/25/66 | 1,630,000.00 | 2,069,089.40 | |||
| FRTR 1.75% 06/25/39 | 3,820,000.00 | 4,644,165.00 | |||
| FRTR 1.75% 11/25/24 | 4,160,000.00 | 4,470,294.40 | |||
| FRTR 1% 05/25/27 | 4,650,000.00 | 5,006,236.50 | |||
| FRTR 1% 11/25/25 | 5,280,000.00 | 5,613,168.00 | |||
| FRTR 2.25% 05/25/24 | 4,100,000.00 | 4,415,905.00 | |||
| FRTR 2.25% 10/25/22 | 2,940,000.00 | 3,032,904.00 | |||
| FRTR 2.5% 05/25/30 | 6,380,000.00 | 7,796,168.60 | |||
| FRTR 2.75% 10/25/27 | 5,970,000.00 | 7,098,986.70 | |||
| FRTR 2% 05/25/48 | 3,560,000.00 | 4,599,164.00 | |||
| FRTR 3.25% 05/25/45 | 3,050,000.00 | 4,761,324.50 | |||
| FRTR 3.5% 04/25/26 | 6,350,000.00 | 7,511,161.00 | |||
| FRTR 4.25% 10/25/23 | 5,020,000.00 | 5,535,905.40 | |||
| FRTR 4.5% 04/25/41 | 4,520,000.00 | 7,818,289.20 | |||
| FRTR 4.75% 04/25/35 | 3,130,000.00 | 4,990,002.50 | |||
| FRTR 4% 04/25/55 | 2,420,000.00 | 4,587,473.00 | |||
| FRTR 4% 04/25/60 | 2,030,000.00 | 4,024,414.10 | |||
| FRTR 4% 10/25/38 | 3,370,000.00 | 5,331,811.80 | |||
| FRTR 5.5% 04/25/29 | 5,170,000.00 | 7,402,871.30 | |||
| FRTR 5.75% 10/25/32 | 4,340,000.00 | 7,023,769.20 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 2,411,081.00 | |||
| FRTR 8.5% 04/25/23 | 1,000,000.00 | 1,144,960.00 | |||
| IRISH 0.2% 05/15/27 | 930,000.00 | 958,513.80 | |||
| IRISH 0.2% 10/18/30 | 1,030,000.00 | 1,044,193.40 | |||
| IRISH 0.4% 05/15/35 | 760,000.00 | 761,922.80 | |||
| IRISH 0.55% 04/22/41 | 390,000.00 | 383,541.60 | |||
| IRISH 0.9% 05/15/28 | 720,000.00 | 774,518.40 | |||
| IRISH 0% 10/18/22 | 530,000.00 | 533,535.10 | |||
| IRISH 0% 10/18/31 | 880,000.00 | 866,377.60 | |||
| IRISH 1.1% 05/15/29 | 1,200,000.00 | 1,312,608.00 | |||
| IRISH 1.3% 05/15/33 | 670,000.00 | 752,664.60 | |||
| IRISH 1.35% 03/18/31 | 620,000.00 | 696,284.80 | |||
| IRISH 1.5% 05/15/50 | 780,000.00 | 903,520.80 | |||
| IRISH 1.7% 05/15/37 | 820,000.00 | 973,102.20 | |||
| IRISH 1% 05/15/26 | 1,420,000.00 | 1,515,679.60 | |||
| IRISH 2.4% 05/15/30 | 1,210,000.00 | 1,465,999.70 | |||
| IRISH 2% 02/18/45 | 1,150,000.00 | 1,473,828.50 | |||
| IRISH 3.4% 03/18/24 | 970,000.00 | 1,066,602.30 | |||
| IRISH 3.9% 03/20/23 | 1,010,000.00 | 1,078,104.30 | |||
| IRISH 5.4% 03/13/25 | 1,510,000.00 | 1,822,826.70 | |||
| NETHER 0.25% 07/15/25 | 2,310,000.00 | 2,385,975.90 | |||
| NETHER 0.25% 07/15/29 | 1,710,000.00 | 1,777,442.40 | |||
| NETHER 0.5% 01/15/40 | 1,440,000.00 | 1,525,262.40 | |||
| NETHER 0.5% 07/15/26 | 2,320,000.00 | 2,436,974.40 | |||
| NETHER 0.75% 07/15/27 | 2,110,000.00 | 2,257,932.10 | |||
| NETHER 0.75% 07/15/28 | 1,620,000.00 | 1,743,492.60 | |||
| NETHER 0% 01/15/24 | 1,420,000.00 | 1,442,705.80 | |||
| NETHER 0% 01/15/27 | 1,840,000.00 | 1,884,988.00 | |||
| NETHER 0% 01/15/38 | 700,000.00 | 678,209.00 | |||
| NETHER 0% 01/15/52 | 980,000.00 | 885,959.20 | |||
| NETHER 0% 07/15/30 | 1,920,000.00 | 1,949,472.00 | |||
| NETHER 0% 07/15/31 | 860,000.00 | 867,654.00 | |||
| NETHER 1.75% 07/15/23 | 1,940,000.00 | 2,026,931.40 | |||
| NETHER 2.5% 01/15/33 | 2,020,000.00 | 2,601,719.60 | |||
| NETHER 2.75% 01/15/47 | 2,230,000.00 | 3,610,191.60 | |||
| NETHER 2% 07/15/24 | 1,990,000.00 | 2,140,404.20 | |||
| NETHER 3.75% 01/15/23 | 1,560,000.00 | 1,650,916.80 | |||
| NETHER 3.75% 01/15/42 | 2,250,000.00 | 3,847,027.50 | |||
| NETHER 4% 01/15/37 | 2,180,000.00 | 3,472,522.00 | |||
| NETHER 5.5% 01/15/28 | 1,730,000.00 | 2,380,912.50 | |||
| NETHER 7.5% 01/15/23 | 200,000.00 | 221,422.00 | |||
| OBL 0% 04/05/24 | 3,330,000.00 | 3,390,805.80 | |||
| OBL 0% 04/10/26 | 4,070,000.00 | 4,184,448.40 | |||
| OBL 0% 04/11/25 | 3,750,000.00 | 3,839,550.00 | |||
| OBL 0% 04/14/23 | 2,220,000.00 | 2,244,730.80 | |||
| OBL 0% 10/07/22 | 3,110,000.00 | 3,132,609.70 | |||
| OBL 0% 10/09/26 | 2,900,000.00 | 2,983,114.00 | |||
| OBL 0% 10/10/25 | 3,500,000.00 | 3,592,120.00 | |||
| OBL 0% 10/13/23 | 1,510,000.00 | 1,532,921.80 | |||
| OBL 0% 10/18/24 | 3,490,000.00 | 3,565,942.40 | |||
| RAGB 0.5% 02/20/29 | 1,770,000.00 | 1,860,500.10 | |||
| RAGB 0.5% 04/20/27 | 890,000.00 | 935,879.50 | |||
| RAGB 0.75% 02/20/28 | 1,620,000.00 | 1,732,379.40 | |||
| RAGB 0.75% 03/20/51 | 680,000.00 | 705,302.80 | |||
| RAGB 0.75% 10/20/26 | 2,080,000.00 | 2,210,312.00 | |||
| RAGB 0.85% 06/30/20 | 330,000.00 | 300,220.80 | |||
| RAGB 0% 02/20/30 | 1,450,000.00 | 1,460,338.50 | |||
| RAGB 0% 02/20/31 | 880,000.00 | 879,190.40 | |||
| RAGB 0% 04/20/25 | 930,000.00 | 949,678.80 | |||
| RAGB 0% 07/15/23 | 1,500,000.00 | 1,520,685.00 | |||
| RAGB 0% 07/15/24 | 1,440,000.00 | 1,467,144.00 | |||
| RAGB 0% 09/20/22 | 320,000.00 | 322,092.80 | |||
| RAGB 0% 10/20/40 | 420,000.00 | 384,526.80 | |||
| RAGB 1.2% 10/20/25 | 700,000.00 | 751,534.00 | |||
| RAGB 1.5% 02/20/47 | 930,000.00 | 1,142,858.40 | |||
| RAGB 1.5% 11/02/86 | 330,000.00 | 428,996.70 | |||
| RAGB 1.65% 10/21/24 | 990,000.00 | 1,061,309.70 | |||
| RAGB 1.75% 10/20/23 | 1,330,000.00 | 1,398,774.30 | |||
| RAGB 2.1% 09/20/17 | 810,000.00 | 1,322,187.30 | |||
| RAGB 2.4% 05/23/34 | 1,080,000.00 | 1,383,112.80 | |||
| RAGB 3.15% 06/20/44 | 830,000.00 | 1,317,226.60 | |||
| RAGB 3.4% 11/22/22 | 2,360,000.00 | 2,472,241.60 | |||
| RAGB 3.8% 01/26/62 | 470,000.00 | 979,771.40 | |||
| RAGB 4.15% 03/15/37 | 1,820,000.00 | 2,898,441.00 | |||
| RAGB 4.85% 03/15/26 | 1,370,000.00 | 1,708,088.60 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,643,551.20 | |||
| RFGB 0.125% 04/15/36 | 540,000.00 | 528,206.40 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 405,315.20 | |||
| RFGB 0.125% 09/15/31 | 400,000.00 | 404,400.00 | |||
| RFGB 0.25% 09/15/40 | 400,000.00 | 389,532.00 | |||
| RFGB 0.5% 04/15/26 | 620,000.00 | 649,102.80 | |||
| RFGB 0.5% 09/15/27 | 870,000.00 | 916,249.20 | |||
| RFGB 0.5% 09/15/28 | 650,000.00 | 685,204.00 | |||
| RFGB 0.5% 09/15/29 | 760,000.00 | 800,568.80 | |||
| RFGB 0.75% 04/15/31 | 620,000.00 | 667,275.00 | |||
| RFGB 0.875% 09/15/25 | 690,000.00 | 729,882.00 | |||
| RFGB 0% 09/15/23 | 540,000.00 | 547,700.40 | |||
| RFGB 0% 09/15/24 | 420,000.00 | 428,131.20 | |||
| RFGB 0% 09/15/30 | 630,000.00 | 634,252.50 | |||
| RFGB 1.125% 04/15/34 | 560,000.00 | 627,687.20 | |||
| RFGB 1.375% 04/15/47 | 490,000.00 | 600,250.00 | |||
| RFGB 1.5% 04/15/23 | 650,000.00 | 672,750.00 | |||
| RFGB 1.625% 09/15/22 | 850,000.00 | 869,218.50 | |||
| RFGB 2.625% 07/04/42 | 590,000.00 | 856,137.20 | |||
| RFGB 2.75% 07/04/28 | 420,000.00 | 508,729.20 | |||
| RFGB 2% 04/15/24 | 730,000.00 | 780,844.50 | |||
| RFGB 4% 07/04/25 | 830,000.00 | 976,511.60 | |||
| SPGB 0.1% 04/30/31 | 2,180,000.00 | 2,126,045.00 | |||
| SPGB 0.25% 07/30/24 | 2,290,000.00 | 2,337,952.60 | |||
| SPGB 0.35% 07/30/23 | 3,590,000.00 | 3,651,317.20 | |||
| SPGB 0.45% 10/31/22 | 2,460,000.00 | 2,488,880.40 | |||
| SPGB 0.5% 04/30/30 | 2,900,000.00 | 2,968,962.00 | |||
| SPGB 0.5% 10/31/31 | 930,000.00 | 936,314.70 | |||
| SPGB 0.6% 10/31/29 | 2,950,000.00 | 3,056,377.00 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,569,856.80 | |||
| SPGB 0.85% 07/30/37 | 960,000.00 | 955,545.60 | |||
| SPGB 0% 01/31/25 | 2,350,000.00 | 2,385,649.50 | |||
| SPGB 0% 01/31/26 | 1,530,000.00 | 1,549,874.70 | |||
| SPGB 0% 01/31/28 | 1,930,000.00 | 1,934,419.70 | |||
| SPGB 0% 04/30/23 | 2,380,000.00 | 2,402,538.60 | |||
| SPGB 0% 05/31/24 | 1,260,000.00 | 1,275,800.40 | |||
| SPGB 1.2% 10/31/40 | 2,260,000.00 | 2,334,580.00 | |||
| SPGB 1.25% 10/31/30 | 3,050,000.00 | 3,312,788.00 | |||
| SPGB 1.3% 10/31/26 | 2,750,000.00 | 2,969,615.00 | |||
| SPGB 1.4% 04/30/28 | 2,490,000.00 | 2,723,811.00 | |||
| SPGB 1.4% 07/30/28 | 3,300,000.00 | 3,618,252.00 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,967,123.80 | |||
| SPGB 1.45% 10/31/27 | 3,040,000.00 | 3,327,128.00 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 593,095.80 | |||
| SPGB 1.5% 04/30/27 | 2,650,000.00 | 2,900,743.00 | |||
| SPGB 1.6% 04/30/25 | 3,050,000.00 | 3,275,059.50 | |||
| SPGB 1.85% 07/30/35 | 2,750,000.00 | 3,164,315.00 | |||
| SPGB 1.95% 04/30/26 | 2,810,000.00 | 3,101,846.60 | |||
| SPGB 1.95% 07/30/30 | 2,940,000.00 | 3,379,588.80 | |||
| SPGB 1% 10/31/50 | 2,330,000.00 | 2,157,300.40 | |||
| SPGB 2.15% 10/31/25 | 2,810,000.00 | 3,101,987.10 | |||
| SPGB 2.35% 07/30/33 | 2,440,000.00 | 2,943,811.20 | |||
| SPGB 2.7% 10/31/48 | 1,850,000.00 | 2,477,797.50 | |||
| SPGB 2.75% 10/31/24 | 2,500,000.00 | 2,751,700.00 | |||
| SPGB 2.9% 10/31/46 | 2,050,000.00 | 2,822,850.00 | |||
| SPGB 3.45% 07/30/66 | 1,780,000.00 | 2,760,406.20 | |||
| SPGB 3.8% 04/30/24 | 2,520,000.00 | 2,802,214.80 | |||
| SPGB 4.2% 01/31/37 | 2,530,000.00 | 3,800,894.90 | |||
| SPGB 4.4% 10/31/23 | 2,690,000.00 | 2,970,002.10 | |||
| SPGB 4.65% 07/30/25 | 2,840,000.00 | 3,396,270.80 | |||
| SPGB 4.7% 07/30/41 | 2,640,000.00 | 4,416,825.60 | |||
| SPGB 4.8% 01/31/24 | 2,400,000.00 | 2,701,392.00 | |||
| SPGB 4.9% 07/30/40 | 2,250,000.00 | 3,813,412.50 | |||
| SPGB 5.15% 10/31/28 | 4,290,000.00 | 5,852,460.90 | |||
| SPGB 5.15% 10/31/44 | 1,810,000.00 | 3,317,585.20 | |||
| SPGB 5.4% 01/31/23 | 2,100,000.00 | 2,269,218.00 | |||
| SPGB 5.75% 07/30/32 | 2,860,000.00 | 4,473,154.40 | |||
| SPGB 5.9% 07/30/26 | 3,480,000.00 | 4,527,619.20 | |||
| SPGB 6.0% 01/31/29 | 1,050,000.00 | 1,510,341.00 | |||
| ユーロ 小計 | 775,140,000.00 | 900,115,297.40 | |||
| (116,888,972,520) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 1,520,000.00 | 1,493,536.80 | ||
| UKT 0.125% 01/31/23 | 4,510,000.00 | 4,504,001.70 | |||
| UKT 0.125% 01/31/24 | 2,970,000.00 | 2,951,259.30 | |||
| UKT 0.125% 01/31/28 | 2,260,000.00 | 2,177,826.40 | |||
| UKT 0.25% 07/31/31 | 2,670,000.00 | 2,485,102.50 | |||
| UKT 0.375% 10/22/30 | 2,420,000.00 | 2,305,582.40 | |||
| UKT 0.5% 10/22/61 | 1,340,000.00 | 1,032,965.80 | |||
| UKT 0.625% 06/07/25 | 1,700,000.00 | 1,710,523.00 | |||
| UKT 0.625% 07/31/35 | 2,360,000.00 | 2,179,035.20 | |||
| UKT 0.625% 10/22/50 | 1,860,000.00 | 1,542,832.80 | |||
| UKT 0.75% 07/22/23 | 2,360,000.00 | 2,380,602.80 | |||
| UKT 0.875% 01/31/46 | 960,000.00 | 863,078.40 | |||
| UKT 0.875% 10/22/29 | 1,700,000.00 | 1,707,140.00 | |||
| UKT 1.125% 01/31/39 | 500,000.00 | 483,975.00 | |||
| UKT 1.25% 07/22/27 | 2,990,000.00 | 3,095,038.70 | |||
| UKT 1.25% 07/31/51 | 180,000.00 | 175,230.00 | |||
| UKT 1.25% 10/22/41 | 2,800,000.00 | 2,762,172.00 | |||
| UKT 1.5% 07/22/26 | 2,000,000.00 | 2,091,500.00 | |||
| UKT 1.5% 07/22/47 | 2,370,000.00 | 2,450,177.10 | |||
| UKT 1.625% 10/22/28 | 1,620,000.00 | 1,721,638.80 | |||
| UKT 1.625% 10/22/54 | 1,860,000.00 | 2,001,601.80 | |||
| UKT 1.625% 10/22/71 | 1,120,000.00 | 1,323,369.60 | |||
| UKT 1.75% 01/22/49 | 1,300,000.00 | 1,422,681.00 | |||
| UKT 1.75% 07/22/57 | 2,210,000.00 | 2,509,676.00 | |||
| UKT 1.75% 09/07/22 | 3,120,000.00 | 3,166,768.80 | |||
| UKT 1.75% 09/07/37 | 2,930,000.00 | 3,139,202.00 | |||
| UKT 1% 04/22/24 | 1,600,000.00 | 1,625,552.00 | |||
| UKT 2.25% 09/07/23 | 2,500,000.00 | 2,595,200.00 | |||
| UKT 2.5% 07/22/65 | 1,920,000.00 | 2,742,777.60 | |||
| UKT 2.75% 09/07/24 | 1,470,000.00 | 1,570,959.60 | |||
| UKT 2% 09/07/25 | 1,780,000.00 | 1,886,141.40 | |||
| UKT 3.25% 01/22/44 | 2,580,000.00 | 3,528,279.00 | |||
| UKT 3.5% 01/22/45 | 2,550,000.00 | 3,650,656.50 | |||
| UKT 3.5% 07/22/68 | 1,930,000.00 | 3,507,215.30 | |||
| UKT 3.75% 07/22/52 | 1,600,000.00 | 2,578,400.00 | |||
| UKT 4.25% 03/07/36 | 2,090,000.00 | 2,941,528.70 | |||
| UKT 4.25% 06/07/32 | 2,100,000.00 | 2,787,687.00 | |||
| UKT 4.25% 09/07/39 | 1,620,000.00 | 2,391,525.00 | |||
| UKT 4.25% 12/07/27 | 1,370,000.00 | 1,666,125.50 | |||
| UKT 4.25% 12/07/40 | 1,900,000.00 | 2,848,936.00 | |||
| UKT 4.25% 12/07/46 | 2,180,000.00 | 3,522,356.80 | |||
| UKT 4.25% 12/07/49 | 1,510,000.00 | 2,541,435.70 | |||
| UKT 4.25% 12/07/55 | 1,910,000.00 | 3,468,865.60 | |||
| UKT 4.5% 09/07/34 | 1,770,000.00 | 2,487,788.10 | |||
| UKT 4.5% 12/07/42 | 2,340,000.00 | 3,717,581.40 | |||
| UKT 4.75% 12/07/30 | 1,460,000.00 | 1,955,962.00 | |||
| UKT 4.75% 12/07/38 | 1,650,000.00 | 2,548,342.50 | |||
| UKT 4% 01/22/60 | 1,540,000.00 | 2,827,825.00 | |||
| UKT 5% 03/07/25 | 1,800,000.00 | 2,079,000.00 | |||
| UKT 6.0% 12/07/28 | 1,250,000.00 | 1,710,162.50 | |||
| イギリスポンド 小計 | 98,050,000.00 | 116,856,821.10 | |||
| (17,578,771,598) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 5,970,000.00 | 5,843,376.30 | ||
| SGB 0.75% 05/12/28 | 7,380,000.00 | 7,671,141.00 | |||
| SGB 0.75% 11/12/29 | 7,430,000.00 | 7,722,593.40 | |||
| SGB 1.5% 11/13/23 | 12,500,000.00 | 12,979,250.00 | |||
| SGB 1% 11/12/26 | 9,010,000.00 | 9,465,906.00 | |||
| SGB 2.25% 06/01/32 | 3,750,000.00 | 4,469,962.50 | |||
| SGB 2.5% 05/12/25 | 9,300,000.00 | 10,197,450.00 | |||
| SGB 3.5% 03/30/39 | 5,580,000.00 | 8,202,600.00 | |||
| スウェーデンクローナ 小計 | 60,920,000.00 | 66,552,279.20 | |||
| (845,879,468) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 3,000,000.00 | 2,913,600.00 | ||
| NGB 1.375% 08/19/30 | 5,040,000.00 | 4,974,026.40 | |||
| NGB 1.5% 02/19/26 | 5,740,000.00 | 5,779,376.40 | |||
| NGB 1.75% 02/17/27 | 6,060,000.00 | 6,164,110.80 | |||
| NGB 1.75% 03/13/25 | 4,770,000.00 | 4,850,088.30 | |||
| NGB 1.75% 09/06/29 | 7,640,000.00 | 7,774,234.80 | |||
| NGB 2% 04/26/28 | 4,510,000.00 | 4,658,018.20 | |||
| NGB 2% 05/24/23 | 10,660,000.00 | 10,869,469.00 | |||
| NGB 3% 03/14/24 | 7,360,000.00 | 7,697,750.40 | |||
| ノルウェークローネ 小計 | 54,780,000.00 | 55,680,674.30 | |||
| (711,599,017) | |||||
| デンマーククローネ | DGB 0.25% 11/15/22 | 7,170,000.00 | 7,238,760.30 | ||
| DGB 0.25% 11/15/52 | 4,000,000.00 | 3,726,000.00 | |||
| DGB 0.5% 11/15/27 | 10,420,000.00 | 10,906,718.20 | |||
| DGB 0.5% 11/15/29 | 14,260,000.00 | 14,961,734.60 | |||
| DGB 0% 11/15/24 | 1,830,000.00 | 1,860,432.90 | |||
| DGB 0% 11/15/31 | 3,880,000.00 | 3,850,706.00 | |||
| DGB 1.5% 11/15/23 | 7,420,000.00 | 7,753,677.40 | |||
| DGB 1.75% 11/15/25 | 7,280,000.00 | 7,944,664.00 | |||
| DGB 4.5% 11/15/39 | 14,980,000.00 | 26,225,785.60 | |||
| デンマーククローネ 小計 | 71,240,000.00 | 84,468,479.00 | |||
| (1,474,819,643) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 1,900,000.00 | 1,783,435.00 | ||
| POLGB 0.75% 04/25/25 | 3,560,000.00 | 3,529,099.20 | |||
| POLGB 0% 04/25/23 | 1,230,000.00 | 1,219,102.20 | |||
| POLGB 1.25% 10/25/30 | 4,150,000.00 | 3,882,117.50 | |||
| POLGB 2.25% 10/25/24 | 3,930,000.00 | 4,079,182.80 | |||
| POLGB 2.5% 01/25/23 | 5,860,000.00 | 6,028,533.60 | |||
| POLGB 2.5% 04/25/24 | 2,270,000.00 | 2,370,265.90 | |||
| POLGB 2.5% 07/25/26 | 6,060,000.00 | 6,381,119.40 | |||
| POLGB 2.5% 07/25/27 | 3,780,000.00 | 3,981,020.40 | |||
| POLGB 2.75% 04/25/28 | 5,380,000.00 | 5,744,010.80 | |||
| POLGB 2.75% 10/25/29 | 6,220,000.00 | 6,599,793.20 | |||
| POLGB 3.25% 07/25/25 | 4,910,000.00 | 5,296,957.10 | |||
| POLGB 4% 10/25/23 | 3,760,000.00 | 4,020,455.20 | |||
| POLGB 5.75% 04/25/29 | 600,000.00 | 768,534.00 | |||
| POLGB 5.75% 09/23/22 | 3,120,000.00 | 3,294,314.40 | |||
| ポーランドズロチ 小計 | 56,730,000.00 | 58,977,940.70 | |||
| (1,653,700,172) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 2,930,000.00 | 2,925,312.00 | ||
| ACGB 0.25% 11/21/25 | 2,340,000.00 | 2,309,767.20 | |||
| ACGB 0.5% 09/21/26 | 2,040,000.00 | 2,013,296.40 | |||
| ACGB 1.25% 05/21/32 | 2,740,000.00 | 2,671,198.60 | |||
| ACGB 1.5% 06/21/31 | 3,190,000.00 | 3,207,959.70 | |||
| ACGB 1.75% 06/21/51 | 1,760,000.00 | 1,525,444.80 | |||
| ACGB 1.75% 11/21/32 | 1,610,000.00 | 1,642,763.50 | |||
| ACGB 1% 11/21/31 | 3,250,000.00 | 3,100,955.00 | |||
| ACGB 1% 12/21/30 | 3,930,000.00 | 3,794,729.40 | |||
| ACGB 2.25% 05/21/28 | 2,560,000.00 | 2,754,918.40 | |||
| ACGB 2.25% 11/21/22 | 3,160,000.00 | 3,240,422.00 | |||
| ACGB 2.5% 05/21/30 | 3,790,000.00 | 4,154,598.00 | |||
| ACGB 2.75% 04/21/24 | 1,380,000.00 | 1,475,744.40 | |||
| ACGB 2.75% 05/21/41 | 1,630,000.00 | 1,774,744.00 | |||
| ACGB 2.75% 06/21/35 | 1,050,000.00 | 1,176,819.00 | |||
| ACGB 2.75% 11/21/27 | 1,930,000.00 | 2,134,425.60 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,844,326.40 | |||
| ACGB 2.75% 11/21/29 | 2,420,000.00 | 2,695,734.80 | |||
| ACGB 3.25% 04/21/25 | 3,480,000.00 | 3,826,782.00 | |||
| ACGB 3.25% 04/21/29 | 2,200,000.00 | 2,526,678.00 | |||
| ACGB 3.25% 06/21/39 | 980,000.00 | 1,149,432.20 | |||
| ACGB 3.75% 04/21/37 | 1,620,000.00 | 2,017,677.60 | |||
| ACGB 3% 03/21/47 | 1,680,000.00 | 1,896,602.40 | |||
| ACGB 4.25% 04/21/26 | 1,890,000.00 | 2,194,686.90 | |||
| ACGB 4.5% 04/21/33 | 1,910,000.00 | 2,508,097.40 | |||
| ACGB 4.75% 04/21/27 | 2,320,000.00 | 2,809,659.20 | |||
| ACGB 5.5% 04/21/23 | 2,500,000.00 | 2,712,975.00 | |||
| オーストラリアドル 小計 | 61,950,000.00 | 66,085,749.90 | |||
| (5,317,259,436) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 750,000.00 | 740,602.50 | ||
| SIGB 1.625% 07/01/31 | 300,000.00 | 301,371.00 | |||
| SIGB 1.75% 02/01/23 | 800,000.00 | 814,216.00 | |||
| SIGB 1.875% 03/01/50 | 420,000.00 | 411,394.20 | |||
| SIGB 2.125% 06/01/26 | 740,000.00 | 780,603.80 | |||
| SIGB 2.25% 08/01/36 | 890,000.00 | 934,998.40 | |||
| SIGB 2.375% 06/01/25 | 490,000.00 | 518,821.80 | |||
| SIGB 2.375% 07/01/39 | 430,000.00 | 460,766.50 | |||
| SIGB 2.625% 05/01/28 | 530,000.00 | 575,505.80 | |||
| SIGB 2.75% 03/01/46 | 1,190,000.00 | 1,362,038.30 | |||
| SIGB 2.75% 04/01/42 | 900,000.00 | 1,017,738.00 | |||
| SIGB 2.75% 07/01/23 | 1,070,000.00 | 1,112,842.80 | |||
| SIGB 2.875% 07/01/29 | 590,000.00 | 653,725.90 | |||
| SIGB 2.875% 09/01/30 | 760,000.00 | 845,902.80 | |||
| SIGB 2% 02/01/24 | 410,000.00 | 423,603.80 | |||
| SIGB 3.125% 09/01/22 | 1,350,000.00 | 1,383,993.00 | |||
| SIGB 3.375% 09/01/33 | 830,000.00 | 973,382.50 | |||
| SIGB 3.5% 03/01/27 | 880,000.00 | 991,381.60 | |||
| SIGB 3% 09/01/24 | 1,590,000.00 | 1,698,517.50 | |||
| シンガポールドル 小計 | 14,920,000.00 | 16,001,406.20 | |||
| (1,315,315,589) | |||||
| マレーシアリンギット | MGS 3.478% 06/14/24 | 1,270,000.00 | 1,302,753.30 | ||
| MGS 3.48% 03/15/23 | 2,330,000.00 | 2,382,238.60 | |||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,538,750.40 | |||
| MGS 3.733% 06/15/28 | 2,630,000.00 | 2,695,671.10 | |||
| MGS 3.757% 04/20/23 | 1,090,000.00 | 1,120,345.60 | |||
| MGS 3.757% 05/22/40 | 550,000.00 | 527,329.00 | |||
| MGS 3.795% 09/30/22 | 1,500,000.00 | 1,530,435.00 | |||
| MGS 3.8% 08/17/23 | 930,000.00 | 959,601.90 | |||
| MGS 3.844% 04/15/33 | 1,670,000.00 | 1,673,173.00 | |||
| MGS 3.882% 03/14/25 | 1,030,000.00 | 1,072,384.50 | |||
| MGS 3.885% 08/15/29 | 1,500,000.00 | 1,555,845.00 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,172,714.00 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 2,060,068.40 | |||
| MGS 3.9% 11/30/26 | 1,440,000.00 | 1,506,888.00 | |||
| MGS 3.906% 07/15/26 | 600,000.00 | 627,330.00 | |||
| MGS 3.955% 09/15/25 | 2,380,000.00 | 2,484,862.80 | |||
| MGS 4.059% 09/30/24 | 960,000.00 | 1,001,606.40 | |||
| MGS 4.065% 06/15/50 | 1,560,000.00 | 1,507,272.00 | |||
| MGS 4.181% 07/15/24 | 1,280,000.00 | 1,336,486.40 | |||
| MGS 4.232% 06/30/31 | 3,000,000.00 | 3,180,030.00 | |||
| MGS 4.254% 05/31/35 | 2,030,000.00 | 2,110,712.80 | |||
| MGS 4.392% 04/15/26 | 2,910,000.00 | 3,095,541.60 | |||
| MGS 4.498% 04/15/30 | 2,860,000.00 | 3,087,513.00 | |||
| MGS 4.642% 11/07/33 | 2,830,000.00 | 3,040,127.50 | |||
| MGS 4.736% 03/15/46 | 1,480,000.00 | 1,565,795.60 | |||
| MGS 4.762% 04/07/37 | 2,280,000.00 | 2,477,881.20 | |||
| MGS 4.893% 06/08/38 | 2,310,000.00 | 2,511,709.20 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,815,996.00 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,123,081.10 | |||
| マレーシアリンギット 小計 | 49,740,000.00 | 52,064,143.40 | |||
| (1,391,435,058) | |||||
| イスラエルシェケル | ILGOV 0.15% 07/31/23 | 700,000.00 | 700,801.64 | ||
| ILGOV 0.5% 02/27/26 | 860,000.00 | 861,022.54 | |||
| ILGOV 0.5% 04/30/25 | 2,420,000.00 | 2,437,070.92 | |||
| ILGOV 1.25% 11/30/22 | 4,960,000.00 | 5,030,129.44 | |||
| ILGOV 1.5% 05/31/37 | 2,190,000.00 | 2,077,841.99 | |||
| ILGOV 1.5% 11/30/23 | 1,750,000.00 | 1,804,524.39 | |||
| ILGOV 1.75% 08/31/25 | 1,080,000.00 | 1,141,626.52 | |||
| ILGOV 1% 03/31/30 | 3,180,000.00 | 3,145,930.42 | |||
| ILGOV 2.25% 09/28/28 | 2,360,000.00 | 2,579,008.00 | |||
| ILGOV 3.75% 03/31/24 | 4,080,000.00 | 4,448,214.28 | |||
| ILGOV 3.75% 03/31/47 | 3,130,000.00 | 3,985,268.11 | |||
| ILGOV 5.5% 01/31/42 | 2,410,000.00 | 3,820,534.92 | |||
| ILGOV 6.25% 10/30/26 | 4,940,000.00 | 6,350,552.78 | |||
| イスラエルシェケル 小計 | 34,060,000.00 | 38,382,525.95 | |||
| (1,334,084,483) | |||||
| 合計 | 291,144,807,866 | ||||
| (291,144,807,866) | |||||
| 有価証券明細表注記 |
| 1.通貨ごとの小計の欄における( )内は、邦貨換算額であります。 |
| 2.合計金額欄の記載は、邦貨額であります。( )内は、外貨建有価証券に係るもので、内書であります。 |
| 3.通貨の表示は、外貨についてはその通貨の単位、邦貨については円単位で表示しております。 |
| 4.外貨建有価証券の通貨別内訳 |
| 通貨 | 銘柄数 | 組入債券 時価比率 | 合計金額に 対する比率 | |
| アメリカドル | 国債証券 | 215銘柄 | 100.0% | 46.3% |
| カナダドル | 国債証券 | 32銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 13銘柄 | 100.0% | 0.7% |
| ユーロ | 国債証券 | 340銘柄 | 100.0% | 40.1% |
| イギリスポンド | 国債証券 | 50銘柄 | 100.0% | 6.0% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.3% |
| ノルウェークローネ | 国債証券 | 9銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 9銘柄 | 100.0% | 0.5% |
| ポーランドズロチ | 国債証券 | 15銘柄 | 100.0% | 0.6% |
| オーストラリアドル | 国債証券 | 27銘柄 | 100.0% | 1.8% |
| シンガポールドル | 国債証券 | 19銘柄 | 100.0% | 0.5% |
| マレーシアリンギット | 国債証券 | 29銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 13銘柄 | 100.0% | 0.5% |
| (注)時価比率は、通貨ごとの有価証券の合計金額に対する比率であります。 |
| 第2 信用取引契約残高明細表 |
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
| 注記表(デリバティブ取引に関する注記)に記載したとおりであります。 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
