有価証券報告書(内国投資信託受益証券)-第36期(令和2年9月24日-令和3年3月19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 3月19日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 232,636,009 |
| コール・ローン | 3,342,287,721 |
| 国債証券 | 284,315,020,394 |
| 派生商品評価勘定 | 12,686,892 |
| 未収入金 | 1,189,765 |
| 未収利息 | 1,724,038,747 |
| 前払金 | 28,743,187 |
| 前払費用 | 48,200,983 |
| 差入委託証拠金 | 406,091,818 |
| 流動資産合計 | 290,110,895,516 |
| 資産合計 | 290,110,895,516 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 29,548,402 |
| 未払解約金 | 284,929,772 |
| 未払利息 | 1,642 |
| 流動負債合計 | 314,479,816 |
| 負債合計 | 314,479,816 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 96,384,605,339 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 193,411,810,361 |
| 元本等合計 | 289,796,415,700 |
| 純資産合計 | 289,796,415,700 |
| 負債純資産合計 | 290,110,895,516 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2021年 3月19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 3月19日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 96,384,605,339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 | 3.0067円 |
| (1万口当たり純資産額) | (30,067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 3月19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 3月19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 3月19日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2020年 9月24日 |
| 期首元本額 | 95,516,505,613円 |
| 期中追加設定元本額 | 7,559,274,118円 |
| 期中一部解約元本額 | 6,691,174,392円 |
| 期末元本額 | 96,384,605,339円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,471,278,586円 |
| グローバル・インカム&プラス(毎月決算型) | 603,856,855円 |
| 財産四分法ファンド(毎月決算型) | 420,469,762円 |
| SBI資産設計オープン(資産成長型) | 2,037,221,021円 |
| SBI資産設計オープン(分配型) | 7,358,334円 |
| SMT グローバル債券インデックス・オープン | 6,976,498,064円 |
| 世界経済インデックスファンド | 8,506,676,963円 |
| DCマイセレクション25 | 1,883,847,361円 |
| DCマイセレクション50 | 1,505,310,959円 |
| DCマイセレクション75 | 897,147,261円 |
| DC外国債券インデックス・オープン | 2,098,830,803円 |
| DCマイセレクションS25 | 818,051,360円 |
| DCマイセレクションS50 | 651,331,665円 |
| DCマイセレクションS75 | 292,685,272円 |
| DCターゲット・イヤー ファンド2025 | 37,376,885円 |
| DCターゲット・イヤー ファンド2035 | 78,839,081円 |
| DCターゲット・イヤー ファンド2045 | 39,718,649円 |
| DC世界経済インデックスファンド | 10,687,011,184円 |
| 外国債券インデックス・オープン(SMA専用) | 677,001,961円 |
| 外国債券インデックス 為替ヘッジあり(SMA専用) | 8,129,496円 |
| マイセレクション50VA1(適格機関投資家専用) | 2,388,520円 |
| マイセレクション75VA1(適格機関投資家専用) | 1,598,194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) | 33,229,239円 |
| バランス30VA1(適格機関投資家専用) | 71,223,680円 |
| バランス50VA1(適格機関投資家専用) | 112,287,905円 |
| バランス25VA2(適格機関投資家専用) | 104,223,796円 |
| バランス50VA2(適格機関投資家専用) | 103,578,302円 |
| バランスA(25)VA1(適格機関投資家専用) | 1,648,007,272円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 503,551,497円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,870,670,915円 |
| 世界バランスVA1(適格機関投資家専用) | 602,885,920円 |
| 世界バランスVA2(適格機関投資家専用) | 61,448,803円 |
| バランスD(35)VA1(適格機関投資家専用) | 523,972,199円 |
| バランスE(25)VA1(適格機関投資家専用) | 197,215,513円 |
| バランスF(25)VA1(適格機関投資家専用) | 235,095,828円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 815,430,267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) | 1,256,778,432円 |
| グローバル・バランスファンド・シリーズ1 | 767,291,156円 |
| 外国債券ファンド・シリーズ1 | 590,895,751円 |
| コア投資戦略ファンド(安定型) | 952,087,013円 |
| コア投資戦略ファンド(成長型) | 2,427,123,308円 |
| 分散投資コア戦略ファンドA | 1,098,711,660円 |
| 分散投資コア戦略ファンドS | 2,233,929,187円 |
| DC世界経済インデックスファンド(株式シフト型) | 408,269,774円 |
| DC世界経済インデックスファンド(債券シフト型) | 3,451,036,941円 |
| コア投資戦略ファンド(切替型) | 815,162,048円 |
| 世界経済インデックスファンド(株式シフト型) | 219,788,463円 |
| 世界経済インデックスファンド(債券シフト型) | 100,246,817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) | 1,160,895,641円 |
| SMT インデックスバランス・オープン | 186,496,273円 |
| 外国債券SMTBセレクション(SMA専用) | 20,235,998,230円 |
| SMT 世界経済インデックス・オープン | 159,998,695円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 158,364,116円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 256,732,923円 |
| SMT 8資産インデックスバランス・オープン | 2,999,566円 |
| グローバル経済コア | 769,962,982円 |
| SBI資産設計オープン(つみたてNISA対応型) | 11,424,691円 |
| DCターゲット・イヤー ファンド2055 | 435,768円 |
| コア投資戦略ファンド(切替型ワイド) | 242,417,632円 |
| コア投資戦略ファンド(積極成長型) | 22,210,575円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 559,125円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 661,215円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 314,683円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 778,406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) | 528,339,418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) | 10,462,537,223円 |
| 外国債券インデックス・ファンド(適格機関投資家専用) | 340,248,799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) | 351,609,570円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 138,192,350円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 446,657,536円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2021年 3月19日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | △11,315,220,776 |
| 合計 | △11,315,220,776 |
| (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 3月19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 | 3,254,489,151 | - | 3,225,745,964 | △28,743,187 | |
| 合計 | 3,254,489,151 | - | 3,225,745,964 | △28,743,187 | |
| (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 3月19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 | 3,161,584,523 | - | 3,173,466,200 | 11,881,677 | |
| アメリカドル | 1,397,185,757 | - | 1,402,511,600 | 5,325,843 | |
| カナダドル | 157,106,931 | - | 158,795,000 | 1,688,069 | |
| ユーロ | 1,366,913,595 | - | 1,370,972,500 | 4,058,905 | |
| イギリスポンド | 240,378,240 | - | 241,187,100 | 808,860 | |
| 合計 | 3,161,584,523 | - | 3,173,466,200 | 11,881,677 | |
| (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 | 9,951,171.90 | |
| T 0.125% 05/15/23 | 7,500,000.00 | 7,490,332.05 | |||
| T 0.125% 09/15/23 | 8,060,000.00 | 8,039,220.35 | |||
| T 0.125% 10/15/23 | 8,000,000.00 | 7,975,625.04 | |||
| T 0.125% 12/15/23 | 3,250,000.00 | 3,236,542.98 | |||
| T 0.125% 12/31/22 | 6,400,000.00 | 6,397,500.03 | |||
| T 0.25% 04/15/23 | 10,150,000.00 | 10,165,462.91 | |||
| T 0.25% 06/15/23 | 8,000,000.00 | 8,009,687.52 | |||
| T 0.25% 06/30/25 | 1,000,000.00 | 981,289.06 | |||
| T 0.25% 07/31/25 | 10,000,000.00 | 9,796,484.40 | |||
| T 0.25% 09/30/25 | 7,500,000.00 | 7,328,027.32 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,512,109.38 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,910,625.04 | |||
| T 0.375% 07/31/27 | 9,500,000.00 | 8,999,023.48 | |||
| T 0.375% 09/30/27 | 8,000,000.00 | 7,548,125.04 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,940,703.14 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,915,000.00 | |||
| T 0.5% 03/15/23 | 7,770,000.00 | 7,821,445.86 | |||
| T 0.5% 03/31/25 | 7,220,000.00 | 7,183,335.97 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,823,892.96 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,354,804.70 | |||
| T 0.5% 06/30/27 | 7,100,000.00 | 6,793,535.17 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,441,562.50 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 7,122,070.35 | |||
| T 0.625% 05/15/30 | 14,100,000.00 | 12,858,539.13 | |||
| T 0.625% 08/15/30 | 15,950,000.00 | 14,478,363.36 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,390,234.37 | |||
| T 0.625% 12/31/27 | 10,000,000.00 | 9,544,531.30 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 10,328,558.64 | |||
| T 1.125% 05/15/40 | 8,060,000.00 | 6,510,968.75 | |||
| T 1.125% 08/15/40 | 9,300,000.00 | 7,483,593.75 | |||
| T 1.25% 05/15/50 | 10,650,000.00 | 7,928,425.82 | |||
| T 1.25% 07/31/23 | 4,550,000.00 | 4,661,617.18 | |||
| T 1.375% 01/31/25 | 9,000,000.00 | 9,274,570.29 | |||
| T 1.375% 06/30/23 | 5,000,000.00 | 5,133,984.40 | |||
| T 1.375% 08/15/50 | 9,900,000.00 | 7,616,039.11 | |||
| T 1.375% 08/31/23 | 2,500,000.00 | 2,570,800.77 | |||
| T 1.375% 09/30/23 | 4,000,000.00 | 4,115,937.52 | |||
| T 1.375% 10/15/22 | 5,000,000.00 | 5,098,046.90 | |||
| T 1.375% 11/15/40 | 8,000,000.00 | 6,737,500.00 | |||
| T 1.5% 01/15/23 | 6,200,000.00 | 6,352,335.92 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 6,404,794.56 | |||
| T 1.5% 02/28/23 | 7,800,000.00 | 8,003,074.24 | |||
| T 1.5% 03/31/23 | 4,000,000.00 | 4,108,281.24 | |||
| T 1.5% 08/15/22 | 10,000,000.00 | 10,195,703.10 | |||
| T 1.5% 08/15/26 | 8,400,000.00 | 8,628,046.89 | |||
| T 1.5% 09/15/22 | 9,500,000.00 | 9,694,638.66 | |||
| T 1.5% 09/30/24 | 8,500,000.00 | 8,802,148.48 | |||
| T 1.625% 02/15/26 | 8,100,000.00 | 8,400,585.97 | |||
| T 1.625% 04/30/23 | 3,500,000.00 | 3,606,503.91 | |||
| T 1.625% 05/15/26 | 8,270,000.00 | 8,565,910.93 | |||
| T 1.625% 05/31/23 | 1,000,000.00 | 1,031,406.25 | |||
| T 1.625% 08/15/22 | 2,500,000.00 | 2,553,369.15 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,791,132.81 | |||
| T 1.625% 08/31/22 | 5,000,000.00 | 5,109,082.05 | |||
| T 1.625% 10/31/23 | 2,500,000.00 | 2,590,234.37 | |||
| T 1.625% 10/31/26 | 7,300,000.00 | 7,533,257.84 | |||
| T 1.625% 11/15/22 | 8,080,000.00 | 8,279,475.00 | |||
| T 1.625% 11/15/50 | 8,050,000.00 | 6,615,464.88 | |||
| T 1.625% 11/30/26 | 8,780,000.00 | 9,056,089.82 | |||
| T 1.625% 12/15/22 | 3,600,000.00 | 3,692,742.19 | |||
| T 1.75% 01/31/23 | 7,550,000.00 | 7,774,730.50 | |||
| T 1.75% 02/28/22 | 2,500,000.00 | 2,539,648.45 | |||
| T 1.75% 03/31/22 | 9,550,000.00 | 9,714,140.62 | |||
| T 1.75% 04/30/22 | 5,500,000.00 | 5,601,728.49 | |||
| T 1.75% 05/15/22 | 3,800,000.00 | 3,872,957.03 | |||
| T 1.75% 05/15/23 | 3,690,000.00 | 3,814,105.06 | |||
| T 1.75% 05/31/22 | 9,550,000.00 | 9,739,134.78 | |||
| T 1.75% 06/30/22 | 7,000,000.00 | 7,147,929.67 | |||
| T 1.75% 06/30/24 | 2,400,000.00 | 2,504,906.25 | |||
| T 1.75% 07/15/22 | 8,320,000.00 | 8,501,350.04 | |||
| T 1.75% 09/30/22 | 5,150,000.00 | 5,278,347.68 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 3,043,593.75 | |||
| T 1.875% 02/28/22 | 2,500,000.00 | 2,542,675.77 | |||
| T 1.875% 03/31/22 | 5,500,000.00 | 5,601,728.49 | |||
| T 1.875% 04/30/22 | 4,450,000.00 | 4,538,652.36 | |||
| T 1.875% 07/31/22 | 9,000,000.00 | 9,217,617.21 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 5,437,335.93 | |||
| T 1.875% 08/31/22 | 4,000,000.00 | 4,101,640.64 | |||
| T 1.875% 08/31/24 | 6,000,000.00 | 6,292,968.78 | |||
| T 1.875% 09/30/22 | 2,660,000.00 | 2,731,487.50 | |||
| T 1.875% 10/31/22 | 7,450,000.00 | 7,659,531.25 | |||
| T 2.125% 02/29/24 | 5,100,000.00 | 5,370,140.62 | |||
| T 2.125% 03/31/24 | 7,400,000.00 | 7,798,617.20 | |||
| T 2.125% 05/15/22 | 3,790,000.00 | 3,878,902.14 | |||
| T 2.125% 05/15/25 | 2,400,000.00 | 2,545,125.00 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,820,078.11 | |||
| T 2.125% 06/30/22 | 6,000,000.00 | 6,155,625.00 | |||
| T 2.125% 07/31/24 | 4,800,000.00 | 5,072,437.48 | |||
| T 2.125% 09/30/24 | 8,000,000.00 | 8,461,875.04 | |||
| T 2.125% 11/30/23 | 2,680,000.00 | 2,814,732.81 | |||
| T 2.125% 12/31/22 | 5,320,000.00 | 5,507,446.90 | |||
| T 2.25% 01/31/24 | 4,000,000.00 | 4,222,500.00 | |||
| T 2.25% 02/15/27 | 8,950,000.00 | 9,536,294.89 | |||
| T 2.25% 04/15/22 | 4,000,000.00 | 4,092,812.52 | |||
| T 2.25% 04/30/24 | 7,000,000.00 | 7,408,789.08 | |||
| T 2.25% 08/15/27 | 8,550,000.00 | 9,089,384.78 | |||
| T 2.25% 08/15/46 | 7,290,000.00 | 7,001,817.18 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 5,256,796.87 | |||
| T 2.25% 10/31/24 | 6,300,000.00 | 6,696,703.12 | |||
| T 2.25% 11/15/24 | 10,150,000.00 | 10,787,546.87 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,697,000.00 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 8,122,148.43 | |||
| T 2.25% 12/31/23 | 4,500,000.00 | 4,745,214.85 | |||
| T 2.25% 12/31/24 | 8,400,000.00 | 8,939,437.50 | |||
| T 2.375% 01/31/23 | 5,000,000.00 | 5,207,226.55 | |||
| T 2.375% 02/29/24 | 5,760,000.00 | 6,106,950.02 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,792,664.05 | |||
| T 2.375% 05/15/27 | 10,750,000.00 | 11,524,755.83 | |||
| T 2.375% 05/15/29 | 8,010,000.00 | 8,535,656.25 | |||
| T 2.375% 08/15/24 | 5,000,000.00 | 5,327,734.40 | |||
| T 2.375% 11/15/49 | 7,500,000.00 | 7,365,820.35 | |||
| T 2.5% 01/31/24 | 3,470,000.00 | 3,687,688.29 | |||
| T 2.5% 01/31/25 | 5,000,000.00 | 5,371,484.40 | |||
| T 2.5% 02/15/45 | 5,410,000.00 | 5,467,058.62 | |||
| T 2.5% 02/15/46 | 4,000,000.00 | 4,036,875.00 | |||
| T 2.5% 03/31/23 | 4,050,000.00 | 4,242,216.80 | |||
| T 2.5% 05/15/24 | 7,900,000.00 | 8,429,855.44 | |||
| T 2.5% 05/15/46 | 5,050,000.00 | 5,093,003.93 | |||
| T 2.5% 08/15/23 | 4,550,000.00 | 4,800,960.93 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 5,091,581.25 | |||
| T 2.625% 02/15/29 | 9,990,000.00 | 10,837,589.06 | |||
| T 2.625% 02/28/23 | 1,400,000.00 | 1,467,046.88 | |||
| T 2.625% 03/31/25 | 7,250,000.00 | 7,830,849.62 | |||
| T 2.625% 06/30/23 | 4,900,000.00 | 5,171,988.26 | |||
| T 2.625% 12/31/23 | 3,500,000.00 | 3,727,500.00 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 6,314,700.00 | |||
| T 2.75% 02/15/24 | 3,000,000.00 | 3,212,343.75 | |||
| T 2.75% 02/15/28 | 6,550,000.00 | 7,166,621.12 | |||
| T 2.75% 04/30/23 | 3,600,000.00 | 3,795,187.50 | |||
| T 2.75% 05/31/23 | 3,880,000.00 | 4,098,098.44 | |||
| T 2.75% 06/30/25 | 5,500,000.00 | 5,979,101.59 | |||
| T 2.75% 07/31/23 | 1,000,000.00 | 1,060,039.06 | |||
| T 2.75% 08/15/42 | 1,300,000.00 | 1,381,554.69 | |||
| T 2.75% 08/15/47 | 4,950,000.00 | 5,236,558.61 | |||
| T 2.75% 08/31/23 | 7,500,000.00 | 7,963,769.55 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 7,511,027.36 | |||
| T 2.75% 11/15/23 | 6,120,000.00 | 6,525,928.15 | |||
| T 2.75% 11/15/42 | 2,820,000.00 | 2,994,267.20 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 3,227,042.98 | |||
| T 2.875% 04/30/25 | 4,000,000.00 | 4,364,375.00 | |||
| T 2.875% 05/15/28 | 7,260,000.00 | 8,006,418.75 | |||
| T 2.875% 05/15/43 | 4,150,000.00 | 4,496,914.06 | |||
| T 2.875% 05/15/49 | 5,570,000.00 | 6,051,282.81 | |||
| T 2.875% 05/31/25 | 3,820,000.00 | 4,170,962.50 | |||
| T 2.875% 07/31/25 | 5,460,000.00 | 5,970,168.75 | |||
| T 2.875% 08/15/28 | 8,920,000.00 | 9,840,571.91 | |||
| T 2.875% 08/15/45 | 4,300,000.00 | 4,651,054.70 | |||
| T 2.875% 09/30/23 | 4,750,000.00 | 5,067,470.71 | |||
| T 2.875% 10/31/23 | 2,500,000.00 | 2,671,582.02 | |||
| T 2.875% 11/30/23 | 4,020,000.00 | 4,302,185.14 | |||
| T 2.875% 11/30/25 | 7,500,000.00 | 8,221,289.10 | |||
| T 2% 02/15/23 | 5,000,000.00 | 5,175,585.95 | |||
| T 2% 02/15/25 | 8,460,000.00 | 8,925,960.97 | |||
| T 2% 02/15/50 | 5,000,000.00 | 4,517,187.50 | |||
| T 2% 04/30/24 | 6,230,000.00 | 6,545,637.09 | |||
| T 2% 05/31/24 | 3,310,000.00 | 3,479,637.50 | |||
| T 2% 06/30/24 | 5,500,000.00 | 5,784,667.95 | |||
| T 2% 07/31/22 | 3,000,000.00 | 3,077,578.14 | |||
| T 2% 08/15/25 | 6,890,000.00 | 7,277,562.50 | |||
| T 2% 10/31/22 | 10,000,000.00 | 10,301,367.20 | |||
| T 2% 11/15/26 | 10,220,000.00 | 10,758,945.36 | |||
| T 2% 11/30/22 | 2,000,000.00 | 2,063,125.00 | |||
| T 3.125% 02/15/42 | 2,350,000.00 | 2,655,500.00 | |||
| T 3.125% 02/15/43 | 3,500,000.00 | 3,945,976.58 | |||
| T 3.125% 05/15/48 | 5,930,000.00 | 6,731,476.55 | |||
| T 3.125% 08/15/44 | 4,140,000.00 | 4,664,615.62 | |||
| T 3.125% 11/15/28 | 8,400,000.00 | 9,421,781.29 | |||
| T 3.125% 11/15/41 | 1,750,000.00 | 1,976,542.97 | |||
| T 3.375% 05/15/44 | 3,010,000.00 | 3,529,225.00 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 6,299,546.87 | |||
| T 3.5% 02/15/39 | 770,000.00 | 919,127.34 | |||
| T 3.625% 02/15/44 | 2,400,000.00 | 2,922,750.00 | |||
| T 3.625% 08/15/43 | 2,000,000.00 | 2,431,406.26 | |||
| T 3.75% 08/15/41 | 2,000,000.00 | 2,468,593.76 | |||
| T 3.75% 11/15/43 | 4,500,000.00 | 5,578,242.21 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,815,898.43 | |||
| T 3% 02/15/47 | 2,800,000.00 | 3,101,875.00 | |||
| T 3% 02/15/48 | 4,450,000.00 | 4,934,980.49 | |||
| T 3% 02/15/49 | 7,000,000.00 | 7,784,218.75 | |||
| T 3% 05/15/42 | 1,620,000.00 | 1,793,137.50 | |||
| T 3% 05/15/45 | 3,500,000.00 | 3,863,398.45 | |||
| T 3% 05/15/47 | 5,710,000.00 | 6,327,393.75 | |||
| T 3% 08/15/48 | 5,450,000.00 | 6,051,203.12 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,620,820.30 | |||
| T 3% 10/31/25 | 5,000,000.00 | 5,505,859.40 | |||
| T 3% 11/15/44 | 4,050,000.00 | 4,470,187.50 | |||
| T 4.25% 05/15/39 | 900,000.00 | 1,177,242.19 | |||
| T 4.25% 11/15/40 | 2,350,000.00 | 3,086,761.73 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,317,656.25 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 2,531,007.82 | |||
| T 4.375% 05/15/41 | 1,950,000.00 | 2,607,820.31 | |||
| T 4.375% 11/15/39 | 1,260,000.00 | 1,674,815.62 | |||
| T 4.5% 02/15/36 | 1,590,000.00 | 2,099,545.31 | |||
| T 4.5% 05/15/38 | 550,000.00 | 735,281.25 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 2,290,882.82 | |||
| T 4.625% 02/15/40 | 2,380,000.00 | 3,261,901.57 | |||
| T 4.75% 02/15/41 | 750,000.00 | 1,048,652.34 | |||
| T 5.0% 05/15/37 | 1,100,000.00 | 1,539,828.12 | |||
| T 5.25% 02/15/29 | 1,250,000.00 | 1,605,566.41 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,662,679.69 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,614,523.43 | |||
| T 5.5% 08/15/28 | 1,200,000.00 | 1,548,937.50 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 2,122,941.40 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,903,917.97 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,470,328.12 | |||
| T 6.25% 08/15/23 | 1,650,000.00 | 1,890,603.51 | |||
| アメリカドル 小計 | 1,097,040,000.00 | 1,132,470,130.38 | |||
| (123,552,491,224) | |||||
| カナダドル | CAN 0.25% 02/01/23 | 1,210,000.00 | 1,209,455.50 | ||
| CAN 0.25% 03/01/26 | 1,200,000.00 | 1,155,744.00 | |||
| CAN 0.25% 04/01/24 | 700,000.00 | 694,085.00 | |||
| CAN 0.25% 08/01/22 | 910,000.00 | 910,364.00 | |||
| CAN 0.25% 11/01/22 | 1,770,000.00 | 1,770,070.80 | |||
| CAN 0.5% 03/01/22 | 3,600,000.00 | 3,610,908.00 | |||
| CAN 0.5% 09/01/25 | 3,990,000.00 | 3,919,137.60 | |||
| CAN 0.5% 12/01/30 | 1,870,000.00 | 1,684,271.60 | |||
| CAN 1.25% 06/01/30 | 5,620,000.00 | 5,472,924.60 | |||
| CAN 1.5% 06/01/23 | 1,070,000.00 | 1,097,745.10 | |||
| CAN 1.5% 06/01/26 | 1,360,000.00 | 1,392,694.40 | |||
| CAN 1.5% 09/01/24 | 600,000.00 | 618,756.00 | |||
| CAN 1.75% 03/01/23 | 3,620,000.00 | 3,722,228.80 | |||
| CAN 1% 06/01/27 | 2,320,000.00 | 2,296,034.40 | |||
| CAN 1% 09/01/22 | 2,500,000.00 | 2,527,875.00 | |||
| CAN 2.25% 03/01/24 | 2,300,000.00 | 2,419,876.00 | |||
| CAN 2.25% 06/01/25 | 1,800,000.00 | 1,909,206.00 | |||
| CAN 2.25% 06/01/29 | 1,260,000.00 | 1,340,488.80 | |||
| CAN 2.5% 06/01/24 | 3,300,000.00 | 3,506,052.00 | |||
| CAN 2.75% 06/01/22 | 3,670,000.00 | 3,781,935.00 | |||
| CAN 2.75% 12/01/48 | 1,880,000.00 | 2,151,791.60 | |||
| CAN 2.75% 12/01/64 | 560,000.00 | 666,248.80 | |||
| CAN 2% 06/01/28 | 1,310,000.00 | 1,371,923.70 | |||
| CAN 2% 09/01/23 | 4,310,000.00 | 4,480,805.30 | |||
| CAN 2% 12/01/51 | 3,380,000.00 | 3,318,585.40 | |||
| CAN 3.5% 12/01/45 | 1,700,000.00 | 2,181,712.00 | |||
| CAN 4.0% 06/01/41 | 1,050,000.00 | 1,407,441.00 | |||
| CAN 5.75% 06/01/29 | 1,170,000.00 | 1,559,504.70 | |||
| CAN 5.75% 06/01/33 | 1,410,000.00 | 2,030,724.30 | |||
| CAN 5% 06/01/37 | 820,000.00 | 1,181,128.00 | |||
| カナダドル 小計 | 62,260,000.00 | 65,389,717.40 | |||
| (5,706,560,637) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 10,886,202.00 | ||
| MBONO 10% 12/05/24 | 29,660,000.00 | 34,389,880.20 | |||
| MBONO 5.75% 03/05/26 | 40,580,000.00 | 40,847,422.20 | |||
| MBONO 6.5% 06/09/22 | 33,580,000.00 | 34,428,566.60 | |||
| MBONO 6.75% 03/09/23 | 31,500,000.00 | 32,806,305.00 | |||
| MBONO 7.5% 06/03/27 | 38,910,000.00 | 41,958,987.60 | |||
| MBONO 7.75% 05/29/31 | 19,180,000.00 | 20,726,867.00 | |||
| MBONO 7.75% 11/13/42 | 24,190,000.00 | 25,242,506.90 | |||
| MBONO 7.75% 11/23/34 | 14,100,000.00 | 15,063,171.00 | |||
| MBONO 8.5% 05/31/29 | 37,670,000.00 | 42,938,902.90 | |||
| MBONO 8.5% 11/18/38 | 25,020,000.00 | 28,181,777.40 | |||
| MBONO 8% 09/05/24 | 34,470,000.00 | 37,557,822.60 | |||
| MBONO 8% 11/07/47 | 23,430,000.00 | 24,883,831.50 | |||
| MBONO 8% 12/07/23 | 34,870,000.00 | 37,727,945.20 | |||
| メキシコペソ 小計 | 395,710,000.00 | 427,640,188.10 | |||
| (2,275,045,800) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,370,000.00 | 1,393,440.70 | ||
| BGB 0.2% 10/22/23 | 980,000.00 | 1,002,285.20 | |||
| BGB 0.4% 06/22/40 | 710,000.00 | 691,327.00 | |||
| BGB 0.5% 10/22/24 | 1,620,000.00 | 1,685,415.60 | |||
| BGB 0.65% 06/22/71 | 640,000.00 | 546,470.40 | |||
| BGB 0.8% 06/22/25 | 2,420,000.00 | 2,562,441.20 | |||
| BGB 0.8% 06/22/27 | 1,690,000.00 | 1,816,733.10 | |||
| BGB 0.8% 06/22/28 | 1,560,000.00 | 1,685,751.60 | |||
| BGB 0.9% 06/22/29 | 2,360,000.00 | 2,573,037.20 | |||
| BGB 0% 10/22/27 | 1,520,000.00 | 1,554,944.80 | |||
| BGB 0% 10/22/31 | 300,000.00 | 298,668.00 | |||
| BGB 1.25% 04/22/33 | 950,000.00 | 1,080,292.50 | |||
| BGB 1.45% 06/22/37 | 720,000.00 | 839,318.40 | |||
| BGB 1.6% 06/22/47 | 1,380,000.00 | 1,654,040.40 | |||
| BGB 1.7% 06/22/50 | 1,000,000.00 | 1,231,880.00 | |||
| BGB 1.9% 06/22/38 | 1,050,000.00 | 1,307,050.50 | |||
| BGB 1% 06/22/26 | 2,280,000.00 | 2,460,462.00 | |||
| BGB 1% 06/22/31 | 1,980,000.00 | 2,185,306.20 | |||
| BGB 2.15% 06/22/66 | 870,000.00 | 1,245,987.90 | |||
| BGB 2.25% 06/22/23 | 1,850,000.00 | 1,973,561.50 | |||
| BGB 2.25% 06/22/57 | 770,000.00 | 1,096,557.00 | |||
| BGB 2.6% 06/22/24 | 2,140,000.00 | 2,368,273.80 | |||
| BGB 3.75% 06/22/45 | 1,200,000.00 | 2,023,476.00 | |||
| BGB 3% 06/22/34 | 1,030,000.00 | 1,408,267.50 | |||
| BGB 4.25% 03/28/41 | 2,190,000.00 | 3,727,839.90 | |||
| BGB 4.25% 09/28/22 | 2,100,000.00 | 2,259,222.00 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,431,292.80 | |||
| BGB 4% 03/28/22 | 1,220,000.00 | 1,278,181.80 | |||
| BGB 4% 03/28/32 | 1,080,000.00 | 1,554,184.80 | |||
| BGB 5.5% 03/28/28 | 2,780,000.00 | 3,934,645.20 | |||
| BGB 5% 03/28/35 | 2,690,000.00 | 4,455,823.60 | |||
| BKO 0% 03/11/22 | 6,580,000.00 | 6,621,519.80 | |||
| BKO 0% 06/10/22 | 600,000.00 | 604,830.00 | |||
| BTPS 0.05% 01/15/23 | 2,030,000.00 | 2,046,219.70 | |||
| BTPS 0.25% 03/15/28 | 1,050,000.00 | 1,043,227.50 | |||
| BTPS 0.3% 08/15/23 | 1,850,000.00 | 1,877,398.50 | |||
| BTPS 0.35% 02/01/25 | 580,000.00 | 590,358.80 | |||
| BTPS 0.5% 02/01/26 | 1,560,000.00 | 1,595,427.60 | |||
| BTPS 0.6% 06/15/23 | 1,110,000.00 | 1,133,498.70 | |||
| BTPS 0.6% 08/01/31 | 1,850,000.00 | 1,826,486.50 | |||
| BTPS 0.65% 10/15/23 | 2,170,000.00 | 2,223,685.80 | |||
| BTPS 0.85% 01/15/27 | 2,250,000.00 | 2,338,065.00 | |||
| BTPS 0.9% 04/01/31 | 700,000.00 | 714,483.00 | |||
| BTPS 0.9% 08/01/22 | 3,180,000.00 | 3,236,540.40 | |||
| BTPS 0.95% 03/01/23 | 2,000,000.00 | 2,051,200.00 | |||
| BTPS 0.95% 03/01/37 | 1,020,000.00 | 988,155.60 | |||
| BTPS 0.95% 03/15/23 | 2,580,000.00 | 2,647,260.60 | |||
| BTPS 0.95% 08/01/30 | 2,230,000.00 | 2,298,996.20 | |||
| BTPS 0.95% 09/15/27 | 2,380,000.00 | 2,484,601.00 | |||
| BTPS 0% 01/15/24 | 1,000,000.00 | 1,007,210.00 | |||
| BTPS 1.2% 04/01/22 | 2,010,000.00 | 2,043,768.00 | |||
| BTPS 1.25% 12/01/26 | 1,950,000.00 | 2,072,596.50 | |||
| BTPS 1.35% 04/01/30 | 1,940,000.00 | 2,072,269.20 | |||
| BTPS 1.35% 04/15/22 | 2,900,000.00 | 2,954,636.00 | |||
| BTPS 1.45% 03/01/36 | 1,450,000.00 | 1,521,035.50 | |||
| BTPS 1.45% 05/15/25 | 2,300,000.00 | 2,444,693.00 | |||
| BTPS 1.45% 09/15/22 | 1,990,000.00 | 2,044,924.00 | |||
| BTPS 1.45% 11/15/24 | 2,400,000.00 | 2,540,592.00 | |||
| BTPS 1.5% 06/01/25 | 2,410,000.00 | 2,568,722.60 | |||
| BTPS 1.6% 06/01/26 | 3,180,000.00 | 3,432,364.80 | |||
| BTPS 1.65% 03/01/32 | 3,010,000.00 | 3,285,716.00 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,777,998.00 | |||
| BTPS 1.7% 09/01/51 | 1,120,000.00 | 1,124,278.40 | |||
| BTPS 1.75% 07/01/24 | 3,200,000.00 | 3,405,248.00 | |||
| BTPS 1.8% 03/01/41 | 1,740,000.00 | 1,860,129.60 | |||
| BTPS 1.85% 05/15/24 | 2,000,000.00 | 2,130,720.00 | |||
| BTPS 1.85% 07/01/25 | 2,700,000.00 | 2,919,186.00 | |||
| BTPS 1% 07/15/22 | 2,160,000.00 | 2,200,629.60 | |||
| BTPS 2.05% 08/01/27 | 2,740,000.00 | 3,052,524.40 | |||
| BTPS 2.1% 07/15/26 | 3,200,000.00 | 3,540,448.00 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,559,368.40 | |||
| BTPS 2.25% 09/01/36 | 1,390,000.00 | 1,613,456.40 | |||
| BTPS 2.45% 09/01/33 | 1,790,000.00 | 2,110,463.70 | |||
| BTPS 2.45% 09/01/50 | 1,470,000.00 | 1,737,922.20 | |||
| BTPS 2.45% 10/01/23 | 910,000.00 | 973,654.50 | |||
| BTPS 2.5% 11/15/25 | 2,950,000.00 | 3,295,032.00 | |||
| BTPS 2.5% 12/01/24 | 2,950,000.00 | 3,237,861.00 | |||
| BTPS 2.7% 03/01/47 | 2,510,000.00 | 3,106,024.60 | |||
| BTPS 2.8% 03/01/67 | 1,320,000.00 | 1,643,796.00 | |||
| BTPS 2.8% 12/01/28 | 1,890,000.00 | 2,230,143.30 | |||
| BTPS 2.95% 09/01/38 | 2,050,000.00 | 2,595,628.00 | |||
| BTPS 2% 02/01/28 | 2,690,000.00 | 2,998,058.80 | |||
| BTPS 2% 12/01/25 | 2,090,000.00 | 2,287,421.40 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,834,356.00 | |||
| BTPS 3.25% 09/01/46 | 1,950,000.00 | 2,636,614.50 | |||
| BTPS 3.35% 03/01/35 | 2,220,000.00 | 2,884,002.00 | |||
| BTPS 3.45% 03/01/48 | 2,120,000.00 | 2,977,985.20 | |||
| BTPS 3.5% 03/01/30 | 3,960,000.00 | 4,972,413.60 | |||
| BTPS 3.75% 09/01/24 | 2,150,000.00 | 2,441,905.50 | |||
| BTPS 3.85% 09/01/49 | 2,160,000.00 | 3,246,760.80 | |||
| BTPS 3% 08/01/29 | 3,360,000.00 | 4,045,977.60 | |||
| BTPS 4.5% 03/01/24 | 2,750,000.00 | 3,135,000.00 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,539,929.60 | |||
| BTPS 4.5% 05/01/23 | 3,580,000.00 | 3,948,704.20 | |||
| BTPS 4.75% 08/01/23 | 4,950,000.00 | 5,548,702.50 | |||
| BTPS 4.75% 09/01/28 | 3,630,000.00 | 4,785,574.20 | |||
| BTPS 4.75% 09/01/44 | 2,200,000.00 | 3,608,264.00 | |||
| BTPS 4% 02/01/37 | 3,550,000.00 | 5,001,311.00 | |||
| BTPS 5.0% 08/01/39 | 3,300,000.00 | 5,307,357.00 | |||
| BTPS 5.25% 11/01/29 | 3,560,000.00 | 4,979,692.40 | |||
| BTPS 5.5% 09/01/22 | 1,400,000.00 | 1,519,182.00 | |||
| BTPS 5.5% 11/01/22 | 3,450,000.00 | 3,776,956.50 | |||
| BTPS 5.75% 02/01/33 | 3,080,000.00 | 4,777,634.40 | |||
| BTPS 5% 03/01/22 | 650,000.00 | 683,384.00 | |||
| BTPS 5% 03/01/25 | 3,660,000.00 | 4,398,331.80 | |||
| BTPS 5% 08/01/34 | 3,420,000.00 | 5,134,138.20 | |||
| BTPS 5% 09/01/40 | 3,190,000.00 | 5,178,390.80 | |||
| BTPS 6.5% 11/01/27 | 3,600,000.00 | 5,064,408.00 | |||
| BTPS 6% 05/01/31 | 3,940,000.00 | 5,983,362.80 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,958,278.00 | |||
| BTPS 9% 11/01/23 | 800,000.00 | 994,784.00 | |||
| DBR 0.25% 02/15/27 | 5,690,000.00 | 5,974,044.80 | |||
| DBR 0.25% 02/15/29 | 3,890,000.00 | 4,101,966.10 | |||
| DBR 0.25% 08/15/28 | 2,180,000.00 | 2,298,374.00 | |||
| DBR 0.5% 02/15/25 | 3,000,000.00 | 3,141,930.00 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 3,170,790.00 | |||
| DBR 0.5% 02/15/28 | 2,390,000.00 | 2,559,929.00 | |||
| DBR 0.5% 08/15/27 | 4,690,000.00 | 5,010,749.10 | |||
| DBR 0% 02/15/30 | 3,570,000.00 | 3,681,276.90 | |||
| DBR 0% 05/15/35 | 2,370,000.00 | 2,377,536.60 | |||
| DBR 0% 08/15/26 | 4,350,000.00 | 4,496,203.50 | |||
| DBR 0% 08/15/29 | 3,500,000.00 | 3,614,555.00 | |||
| DBR 0% 08/15/30 | 4,260,000.00 | 4,384,306.80 | |||
| DBR 0% 08/15/30 | 670,000.00 | 692,873.80 | |||
| DBR 0% 08/15/50 | 2,440,000.00 | 2,235,479.20 | |||
| DBR 0% 11/15/27 | 2,160,000.00 | 2,235,276.00 | |||
| DBR 1.25% 08/15/48 | 3,580,000.00 | 4,517,065.00 | |||
| DBR 1.5% 02/15/23 | 2,960,000.00 | 3,085,030.40 | |||
| DBR 1.5% 05/15/23 | 3,020,000.00 | 3,164,658.00 | |||
| DBR 1.5% 05/15/24 | 2,290,000.00 | 2,452,040.40 | |||
| DBR 1.5% 09/04/22 | 2,800,000.00 | 2,889,488.00 | |||
| DBR 1.75% 02/15/24 | 1,650,000.00 | 1,770,004.50 | |||
| DBR 1.75% 07/04/22 | 2,090,000.00 | 2,155,396.10 | |||
| DBR 1% 08/15/24 | 2,000,000.00 | 2,118,060.00 | |||
| DBR 1% 08/15/25 | 2,720,000.00 | 2,923,238.40 | |||
| DBR 2.5% 07/04/44 | 3,540,000.00 | 5,444,272.20 | |||
| DBR 2.5% 08/15/46 | 3,800,000.00 | 5,960,984.00 | |||
| DBR 2% 08/15/23 | 2,860,000.00 | 3,048,474.00 | |||
| DBR 3.25% 07/04/42 | 2,580,000.00 | 4,290,565.80 | |||
| DBR 4.0% 01/04/37 | 2,930,000.00 | 4,801,332.40 | |||
| DBR 4.25% 07/04/39 | 2,720,000.00 | 4,815,624.00 | |||
| DBR 4.75% 07/04/28 | 2,550,000.00 | 3,547,356.00 | |||
| DBR 4.75% 07/04/34 | 3,720,000.00 | 6,170,624.40 | |||
| DBR 4.75% 07/04/40 | 2,830,000.00 | 5,388,206.80 | |||
| DBR 5.5% 01/04/31 | 2,840,000.00 | 4,490,608.00 | |||
| DBR 5.625% 01/04/28 | 2,360,000.00 | 3,369,348.40 | |||
| DBR 6.25% 01/04/24 | 3,230,000.00 | 3,865,696.30 | |||
| DBR 6.25% 01/04/30 | 1,250,000.00 | 1,996,475.00 | |||
| DBR 6.5% 07/04/27 | 980,000.00 | 1,426,301.80 | |||
| FRTR 0.25% 11/25/26 | 4,680,000.00 | 4,861,630.80 | |||
| FRTR 0.5% 05/25/25 | 5,590,000.00 | 5,839,817.10 | |||
| FRTR 0.5% 05/25/26 | 5,090,000.00 | 5,349,590.00 | |||
| FRTR 0.5% 05/25/29 | 4,650,000.00 | 4,907,145.00 | |||
| FRTR 0.5% 05/25/40 | 1,650,000.00 | 1,644,126.00 | |||
| FRTR 0.5% 05/25/72 | 990,000.00 | 797,652.90 | |||
| FRTR 0.75% 05/25/28 | 6,870,000.00 | 7,381,677.60 | |||
| FRTR 0.75% 05/25/52 | 3,140,000.00 | 3,065,519.20 | |||
| FRTR 0.75% 11/25/28 | 4,500,000.00 | 4,840,470.00 | |||
| FRTR 0% 02/25/23 | 2,050,000.00 | 2,076,855.00 | |||
| FRTR 0% 02/25/26 | 3,110,000.00 | 3,183,396.00 | |||
| FRTR 0% 03/25/23 | 5,290,000.00 | 5,362,102.70 | |||
| FRTR 0% 03/25/24 | 5,950,000.00 | 6,064,121.00 | |||
| FRTR 0% 03/25/25 | 8,090,000.00 | 8,276,555.40 | |||
| FRTR 0% 05/25/22 | 2,800,000.00 | 2,821,672.00 | |||
| FRTR 0% 11/25/29 | 5,260,000.00 | 5,313,020.80 | |||
| FRTR 0% 11/25/30 | 4,340,000.00 | 4,348,246.00 | |||
| FRTR 1.25% 05/25/34 | 5,110,000.00 | 5,796,273.00 | |||
| FRTR 1.25% 05/25/36 | 4,830,000.00 | 5,490,937.20 | |||
| FRTR 1.5% 05/25/31 | 5,890,000.00 | 6,791,935.70 | |||
| FRTR 1.5% 05/25/50 | 4,090,000.00 | 4,849,104.00 | |||
| FRTR 1.75% 05/25/23 | 5,380,000.00 | 5,666,377.40 | |||
| FRTR 1.75% 05/25/66 | 1,630,000.00 | 2,117,761.20 | |||
| FRTR 1.75% 06/25/39 | 3,820,000.00 | 4,701,350.40 | |||
| FRTR 1.75% 11/25/24 | 4,160,000.00 | 4,524,166.40 | |||
| FRTR 1% 05/25/27 | 4,650,000.00 | 5,049,435.00 | |||
| FRTR 1% 11/25/25 | 5,280,000.00 | 5,660,107.20 | |||
| FRTR 2.25% 05/25/24 | 4,100,000.00 | 4,480,111.00 | |||
| FRTR 2.25% 10/25/22 | 5,740,000.00 | 6,008,689.40 | |||
| FRTR 2.5% 05/25/30 | 6,380,000.00 | 7,907,372.00 | |||
| FRTR 2.75% 10/25/27 | 5,970,000.00 | 7,207,879.50 | |||
| FRTR 2% 05/25/48 | 3,560,000.00 | 4,671,966.00 | |||
| FRTR 3.25% 05/25/45 | 3,350,000.00 | 5,309,314.50 | |||
| FRTR 3.5% 04/25/26 | 6,350,000.00 | 7,660,259.00 | |||
| FRTR 3% 04/25/22 | 8,490,000.00 | 8,830,449.00 | |||
| FRTR 4.25% 10/25/23 | 5,020,000.00 | 5,668,132.20 | |||
| FRTR 4.5% 04/25/41 | 4,720,000.00 | 8,343,119.20 | |||
| FRTR 4.75% 04/25/35 | 3,680,000.00 | 6,000,092.80 | |||
| FRTR 4% 04/25/55 | 2,400,000.00 | 4,651,272.00 | |||
| FRTR 4% 04/25/60 | 2,180,000.00 | 4,421,497.80 | |||
| FRTR 4% 10/25/38 | 3,370,000.00 | 5,442,381.50 | |||
| FRTR 5.5% 04/25/29 | 5,170,000.00 | 7,591,472.90 | |||
| FRTR 5.75% 10/25/32 | 4,340,000.00 | 7,206,700.20 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 2,480,963.00 | |||
| FRTR 8.5% 04/25/23 | 1,000,000.00 | 1,193,920.00 | |||
| IRISH 0.2% 05/15/27 | 760,000.00 | 786,037.60 | |||
| IRISH 0.2% 10/18/30 | 830,000.00 | 846,243.10 | |||
| IRISH 0.4% 05/15/35 | 480,000.00 | 487,848.00 | |||
| IRISH 0.8% 03/15/22 | 820,000.00 | 831,603.00 | |||
| IRISH 0.9% 05/15/28 | 1,070,000.00 | 1,159,869.30 | |||
| IRISH 0% 10/18/22 | 530,000.00 | 535,236.40 | |||
| IRISH 0% 10/18/31 | 580,000.00 | 575,493.40 | |||
| IRISH 1.1% 05/15/29 | 1,200,000.00 | 1,322,736.00 | |||
| IRISH 1.3% 05/15/33 | 670,000.00 | 761,924.00 | |||
| IRISH 1.35% 03/18/31 | 860,000.00 | 976,547.20 | |||
| IRISH 1.5% 05/15/50 | 730,000.00 | 866,845.80 | |||
| IRISH 1.7% 05/15/37 | 820,000.00 | 991,552.20 | |||
| IRISH 1% 05/15/26 | 1,420,000.00 | 1,527,281.00 | |||
| IRISH 2.4% 05/15/30 | 1,470,000.00 | 1,804,263.30 | |||
| IRISH 2% 02/18/45 | 1,090,000.00 | 1,424,041.40 | |||
| IRISH 3.4% 03/18/24 | 970,000.00 | 1,086,448.50 | |||
| IRISH 3.9% 03/20/23 | 1,010,000.00 | 1,101,687.80 | |||
| IRISH 5.4% 03/13/25 | 1,510,000.00 | 1,870,346.40 | |||
| NETHER 0.25% 07/15/25 | 2,310,000.00 | 2,397,063.90 | |||
| NETHER 0.25% 07/15/29 | 1,710,000.00 | 1,787,599.80 | |||
| NETHER 0.5% 01/15/40 | 1,100,000.00 | 1,166,297.00 | |||
| NETHER 0.5% 07/15/26 | 2,320,000.00 | 2,451,984.80 | |||
| NETHER 0.75% 07/15/27 | 2,110,000.00 | 2,274,115.80 | |||
| NETHER 0.75% 07/15/28 | 1,620,000.00 | 1,755,918.00 | |||
| NETHER 0% 01/15/24 | 1,850,000.00 | 1,886,075.00 | |||
| NETHER 0% 01/15/27 | 1,340,000.00 | 1,378,096.20 | |||
| NETHER 0% 01/15/52 | 980,000.00 | 876,169.00 | |||
| NETHER 0% 07/15/30 | 1,920,000.00 | 1,958,073.60 | |||
| NETHER 0% 07/15/31 | 830,000.00 | 841,620.00 | |||
| NETHER 1.75% 07/15/23 | 1,940,000.00 | 2,051,162.00 | |||
| NETHER 2.25% 07/15/22 | 1,220,000.00 | 1,267,140.80 | |||
| NETHER 2.5% 01/15/33 | 1,780,000.00 | 2,328,044.20 | |||
| NETHER 2.75% 01/15/47 | 2,100,000.00 | 3,398,682.00 | |||
| NETHER 2% 07/15/24 | 1,990,000.00 | 2,168,463.20 | |||
| NETHER 3.75% 01/15/23 | 2,330,000.00 | 2,519,941.60 | |||
| NETHER 3.75% 01/15/42 | 2,060,000.00 | 3,559,247.40 | |||
| NETHER 4% 01/15/37 | 1,980,000.00 | 3,207,659.40 | |||
| NETHER 5.5% 01/15/28 | 1,730,000.00 | 2,440,424.50 | |||
| NETHER 7.5% 01/15/23 | 200,000.00 | 230,170.00 | |||
| OBL 0% 04/05/24 | 4,250,000.00 | 4,342,990.00 | |||
| OBL 0% 04/08/22 | 2,650,000.00 | 2,668,444.00 | |||
| OBL 0% 04/11/25 | 3,750,000.00 | 3,854,550.00 | |||
| OBL 0% 04/14/23 | 2,220,000.00 | 2,252,811.60 | |||
| OBL 0% 10/07/22 | 4,160,000.00 | 4,203,846.40 | |||
| OBL 0% 10/10/25 | 4,340,000.00 | 4,472,196.40 | |||
| OBL 0% 10/13/23 | 1,510,000.00 | 1,538,403.10 | |||
| OBL 0% 10/18/24 | 3,490,000.00 | 3,577,424.50 | |||
| RAGB 0.5% 02/20/29 | 1,170,000.00 | 1,239,579.90 | |||
| RAGB 0.5% 04/20/27 | 890,000.00 | 941,869.20 | |||
| RAGB 0.75% 02/20/28 | 1,620,000.00 | 1,741,694.40 | |||
| RAGB 0.75% 03/20/51 | 570,000.00 | 599,554.50 | |||
| RAGB 0.75% 10/20/26 | 2,080,000.00 | 2,225,059.20 | |||
| RAGB 0.85% 06/30/20 | 350,000.00 | 333,924.50 | |||
| RAGB 0% 02/20/30 | 1,130,000.00 | 1,143,537.40 | |||
| RAGB 0% 02/20/31 | 590,000.00 | 592,637.30 | |||
| RAGB 0% 07/15/23 | 1,500,000.00 | 1,522,455.00 | |||
| RAGB 0% 07/15/24 | 1,350,000.00 | 1,377,472.50 | |||
| RAGB 0% 09/20/22 | 320,000.00 | 323,174.40 | |||
| RAGB 0% 10/20/40 | 420,000.00 | 390,360.60 | |||
| RAGB 1.2% 10/20/25 | 1,430,000.00 | 1,546,416.30 | |||
| RAGB 1.5% 02/20/47 | 930,000.00 | 1,158,501.00 | |||
| RAGB 1.5% 11/02/86 | 330,000.00 | 447,084.00 | |||
| RAGB 1.65% 10/21/24 | 990,000.00 | 1,071,655.20 | |||
| RAGB 1.75% 10/20/23 | 1,330,000.00 | 1,412,885.60 | |||
| RAGB 2.1% 09/20/17 | 760,000.00 | 1,310,179.20 | |||
| RAGB 2.4% 05/23/34 | 1,260,000.00 | 1,640,305.80 | |||
| RAGB 3.15% 06/20/44 | 960,000.00 | 1,547,193.60 | |||
| RAGB 3.4% 11/22/22 | 2,360,000.00 | 2,521,258.80 | |||
| RAGB 3.65% 04/20/22 | 1,160,000.00 | 1,214,056.00 | |||
| RAGB 3.8% 01/26/62 | 470,000.00 | 1,002,289.10 | |||
| RAGB 4.15% 03/15/37 | 1,820,000.00 | 2,954,897.40 | |||
| RAGB 4.85% 03/15/26 | 1,310,000.00 | 1,668,468.40 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,685,099.00 | |||
| RFGB 0.125% 04/15/36 | 540,000.00 | 531,608.40 | |||
| RFGB 0.125% 04/15/52 | 380,000.00 | 336,642.00 | |||
| RFGB 0.25% 09/15/40 | 400,000.00 | 391,744.00 | |||
| RFGB 0.5% 04/15/26 | 620,000.00 | 652,531.40 | |||
| RFGB 0.5% 09/15/27 | 1,310,000.00 | 1,387,250.70 | |||
| RFGB 0.5% 09/15/28 | 760,000.00 | 806,033.20 | |||
| RFGB 0.5% 09/15/29 | 760,000.00 | 805,759.60 | |||
| RFGB 0.75% 04/15/31 | 500,000.00 | 542,205.00 | |||
| RFGB 0.875% 09/15/25 | 690,000.00 | 735,195.00 | |||
| RFGB 0% 04/15/22 | 390,000.00 | 392,691.00 | |||
| RFGB 0% 09/15/23 | 540,000.00 | 549,050.40 | |||
| RFGB 0% 09/15/24 | 420,000.00 | 429,235.80 | |||
| RFGB 0% 09/15/30 | 250,000.00 | 252,575.00 | |||
| RFGB 1.125% 04/15/34 | 710,000.00 | 803,734.20 | |||
| RFGB 1.375% 04/15/47 | 490,000.00 | 603,332.10 | |||
| RFGB 1.5% 04/15/23 | 650,000.00 | 679,360.50 | |||
| RFGB 1.625% 09/15/22 | 1,130,000.00 | 1,168,973.70 | |||
| RFGB 2.625% 07/04/42 | 590,000.00 | 864,975.40 | |||
| RFGB 2.75% 07/04/28 | 420,000.00 | 515,613.00 | |||
| RFGB 2% 04/15/24 | 730,000.00 | 790,276.10 | |||
| RFGB 4% 07/04/25 | 830,000.00 | 995,908.70 | |||
| SPGB 0.1% 04/30/31 | 1,000,000.00 | 973,070.00 | |||
| SPGB 0.25% 07/30/24 | 2,290,000.00 | 2,341,112.80 | |||
| SPGB 0.35% 07/30/23 | 3,590,000.00 | 3,660,615.30 | |||
| SPGB 0.4% 04/30/22 | 2,390,000.00 | 2,414,712.60 | |||
| SPGB 0.45% 10/31/22 | 2,360,000.00 | 2,397,712.80 | |||
| SPGB 0.5% 04/30/30 | 2,900,000.00 | 2,964,815.00 | |||
| SPGB 0.6% 10/31/29 | 3,400,000.00 | 3,517,980.00 | |||
| SPGB 0.8% 07/30/27 | 2,000,000.00 | 2,110,260.00 | |||
| SPGB 0% 01/31/25 | 2,350,000.00 | 2,382,618.00 | |||
| SPGB 0% 01/31/26 | 1,410,000.00 | 1,427,300.70 | |||
| SPGB 0% 04/30/23 | 2,380,000.00 | 2,404,775.80 | |||
| SPGB 1.2% 10/31/40 | 1,810,000.00 | 1,870,978.90 | |||
| SPGB 1.25% 10/31/30 | 3,050,000.00 | 3,320,840.00 | |||
| SPGB 1.3% 10/31/26 | 3,450,000.00 | 3,739,593.00 | |||
| SPGB 1.4% 04/30/28 | 2,120,000.00 | 2,327,463.20 | |||
| SPGB 1.4% 07/30/28 | 3,300,000.00 | 3,627,987.00 | |||
| SPGB 1.45% 04/30/29 | 2,860,000.00 | 3,161,415.40 | |||
| SPGB 1.45% 10/31/27 | 3,040,000.00 | 3,339,804.80 | |||
| SPGB 1.45% 10/31/71 | 560,000.00 | 511,072.80 | |||
| SPGB 1.5% 04/30/27 | 2,650,000.00 | 2,913,834.00 | |||
| SPGB 1.6% 04/30/25 | 3,050,000.00 | 3,296,104.50 | |||
| SPGB 1.85% 07/30/35 | 2,750,000.00 | 3,176,580.00 | |||
| SPGB 1.95% 04/30/26 | 2,810,000.00 | 3,126,658.90 | |||
| SPGB 1.95% 07/30/30 | 2,940,000.00 | 3,396,376.20 | |||
| SPGB 1% 10/31/50 | 1,810,000.00 | 1,677,598.50 | |||
| SPGB 2.15% 10/31/25 | 2,810,000.00 | 3,130,255.70 | |||
| SPGB 2.35% 07/30/33 | 2,440,000.00 | 2,962,282.00 | |||
| SPGB 2.7% 10/31/48 | 1,850,000.00 | 2,481,608.50 | |||
| SPGB 2.75% 10/31/24 | 3,600,000.00 | 4,012,236.00 | |||
| SPGB 2.9% 10/31/46 | 2,250,000.00 | 3,101,512.50 | |||
| SPGB 3.45% 07/30/66 | 1,940,000.00 | 3,076,878.80 | |||
| SPGB 3.8% 04/30/24 | 2,520,000.00 | 2,854,983.60 | |||
| SPGB 4.2% 01/31/37 | 2,530,000.00 | 3,828,370.70 | |||
| SPGB 4.4% 10/31/23 | 2,690,000.00 | 3,036,579.60 | |||
| SPGB 4.65% 07/30/25 | 2,840,000.00 | 3,460,937.60 | |||
| SPGB 4.7% 07/30/41 | 2,640,000.00 | 4,438,552.80 | |||
| SPGB 4.8% 01/31/24 | 2,400,000.00 | 2,764,344.00 | |||
| SPGB 4.9% 07/30/40 | 2,550,000.00 | 4,337,091.00 | |||
| SPGB 5.15% 10/31/28 | 4,290,000.00 | 5,939,505.00 | |||
| SPGB 5.15% 10/31/44 | 1,850,000.00 | 3,400,448.00 | |||
| SPGB 5.4% 01/31/23 | 2,100,000.00 | 2,333,646.00 | |||
| SPGB 5.75% 07/30/32 | 3,220,000.00 | 5,113,939.60 | |||
| SPGB 5.9% 07/30/26 | 3,480,000.00 | 4,625,163.60 | |||
| SPGB 6.0% 01/31/29 | 1,050,000.00 | 1,534,806.00 | |||
| ユーロ 小計 | 770,460,000.00 | 910,094,174.80 | |||
| (118,248,536,131) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 3,000,000.00 | 2,958,450.00 | ||
| UKT 0.125% 01/31/23 | 4,510,000.00 | 4,511,939.30 | |||
| UKT 0.125% 01/31/24 | 680,000.00 | 678,633.20 | |||
| UKT 0.125% 01/31/28 | 2,260,000.00 | 2,180,335.00 | |||
| UKT 0.25% 07/31/31 | 1,200,000.00 | 1,113,228.00 | |||
| UKT 0.375% 10/22/30 | 2,420,000.00 | 2,302,170.20 | |||
| UKT 0.5% 07/22/22 | 3,150,000.00 | 3,171,829.50 | |||
| UKT 0.5% 10/22/61 | 1,340,000.00 | 1,001,261.40 | |||
| UKT 0.625% 06/07/25 | 1,700,000.00 | 1,724,089.00 | |||
| UKT 0.625% 07/31/35 | 2,450,000.00 | 2,252,113.50 | |||
| UKT 0.625% 10/22/50 | 2,550,000.00 | 2,071,237.50 | |||
| UKT 0.75% 07/22/23 | 2,910,000.00 | 2,953,824.60 | |||
| UKT 0.875% 01/31/46 | 760,000.00 | 674,028.80 | |||
| UKT 0.875% 10/22/29 | 1,700,000.00 | 1,708,636.00 | |||
| UKT 1.25% 07/22/27 | 2,990,000.00 | 3,118,629.80 | |||
| UKT 1.25% 10/22/41 | 2,390,000.00 | 2,334,910.50 | |||
| UKT 1.5% 07/22/26 | 2,000,000.00 | 2,112,520.00 | |||
| UKT 1.5% 07/22/47 | 2,550,000.00 | 2,607,910.50 | |||
| UKT 1.625% 10/22/28 | 2,200,000.00 | 2,352,548.00 | |||
| UKT 1.625% 10/22/54 | 1,600,000.00 | 1,705,824.00 | |||
| UKT 1.625% 10/22/71 | 800,000.00 | 919,728.00 | |||
| UKT 1.75% 01/22/49 | 1,300,000.00 | 1,407,315.00 | |||
| UKT 1.75% 07/22/57 | 2,570,000.00 | 2,874,930.50 | |||
| UKT 1.75% 09/07/22 | 3,120,000.00 | 3,200,215.20 | |||
| UKT 1.75% 09/07/37 | 3,100,000.00 | 3,314,954.00 | |||
| UKT 1% 04/22/24 | 2,620,000.00 | 2,687,360.20 | |||
| UKT 2.25% 09/07/23 | 2,500,000.00 | 2,632,075.00 | |||
| UKT 2.5% 07/22/65 | 1,920,000.00 | 2,701,612.80 | |||
| UKT 2.75% 09/07/24 | 1,620,000.00 | 1,763,240.40 | |||
| UKT 2% 09/07/25 | 1,780,000.00 | 1,914,443.40 | |||
| UKT 3.25% 01/22/44 | 2,810,000.00 | 3,836,493.00 | |||
| UKT 3.5% 01/22/45 | 2,800,000.00 | 4,000,500.00 | |||
| UKT 3.5% 07/22/68 | 1,930,000.00 | 3,454,468.40 | |||
| UKT 3.75% 07/22/52 | 1,600,000.00 | 2,567,488.00 | |||
| UKT 4.25% 03/07/36 | 2,390,000.00 | 3,388,542.00 | |||
| UKT 4.25% 06/07/32 | 2,100,000.00 | 2,821,308.00 | |||
| UKT 4.25% 09/07/39 | 1,820,000.00 | 2,706,158.00 | |||
| UKT 4.25% 12/07/27 | 1,370,000.00 | 1,701,964.70 | |||
| UKT 4.25% 12/07/40 | 2,070,000.00 | 3,122,181.00 | |||
| UKT 4.25% 12/07/46 | 2,180,000.00 | 3,524,449.60 | |||
| UKT 4.25% 12/07/49 | 1,490,000.00 | 2,501,873.90 | |||
| UKT 4.25% 12/07/55 | 2,210,000.00 | 3,990,022.40 | |||
| UKT 4.5% 09/07/34 | 1,770,000.00 | 2,516,232.00 | |||
| UKT 4.5% 12/07/42 | 2,340,000.00 | 3,720,763.80 | |||
| UKT 4.75% 12/07/30 | 2,450,000.00 | 3,333,372.00 | |||
| UKT 4.75% 12/07/38 | 1,650,000.00 | 2,565,007.50 | |||
| UKT 4% 01/22/60 | 1,540,000.00 | 2,799,288.80 | |||
| UKT 4% 03/07/22 | 1,950,000.00 | 2,026,245.00 | |||
| UKT 5% 03/07/25 | 1,980,000.00 | 2,350,319.40 | |||
| UKT 6.0% 12/07/28 | 1,250,000.00 | 1,744,725.00 | |||
| イギリスポンド 小計 | 105,390,000.00 | 125,621,395.80 | |||
| (19,060,534,384) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 3,570,000.00 | 3,455,046.00 | ||
| SGB 0.75% 05/12/28 | 8,380,000.00 | 8,707,658.00 | |||
| SGB 0.75% 11/12/29 | 7,430,000.00 | 7,687,895.30 | |||
| SGB 1.5% 11/13/23 | 12,500,000.00 | 13,088,375.00 | |||
| SGB 1% 11/12/26 | 9,010,000.00 | 9,496,540.00 | |||
| SGB 2.5% 05/12/25 | 10,050,000.00 | 11,149,470.00 | |||
| SGB 3.5% 03/30/39 | 5,860,000.00 | 8,516,162.20 | |||
| SGB 3.5% 06/01/22 | 12,950,000.00 | 13,542,592.00 | |||
| スウェーデンクローナ 小計 | 69,750,000.00 | 75,643,738.50 | |||
| (968,239,852) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 3,000,000.00 | 2,915,700.00 | ||
| NGB 1.375% 08/19/30 | 4,340,000.00 | 4,310,574.80 | |||
| NGB 1.5% 02/19/26 | 5,740,000.00 | 5,867,428.00 | |||
| NGB 1.75% 02/17/27 | 5,360,000.00 | 5,541,811.20 | |||
| NGB 1.75% 03/13/25 | 4,770,000.00 | 4,928,268.60 | |||
| NGB 1.75% 09/06/29 | 7,640,000.00 | 7,863,164.40 | |||
| NGB 2% 04/26/28 | 4,900,000.00 | 5,143,873.00 | |||
| NGB 2% 05/24/23 | 11,260,000.00 | 11,612,663.20 | |||
| NGB 3% 03/14/24 | 7,360,000.00 | 7,854,297.60 | |||
| ノルウェークローネ 小計 | 54,370,000.00 | 56,037,780.80 | |||
| (717,283,594) | |||||
| デンマーククローネ | DGB 0.25% 11/15/22 | 8,020,000.00 | 8,120,891.60 | ||
| DGB 0.25% 11/15/52 | 3,250,000.00 | 3,038,165.00 | |||
| DGB 0.5% 11/15/27 | 10,420,000.00 | 10,980,908.60 | |||
| DGB 0.5% 11/15/29 | 14,260,000.00 | 15,039,166.40 | |||
| DGB 1.5% 11/15/23 | 7,420,000.00 | 7,822,906.00 | |||
| DGB 1.75% 11/15/25 | 8,030,000.00 | 8,862,148.90 | |||
| DGB 4.5% 11/15/39 | 16,260,000.00 | 28,839,549.00 | |||
| デンマーククローネ 小計 | 67,660,000.00 | 82,703,735.50 | |||
| (1,444,834,259) | |||||
| ポーランドズロチ | POLGB 0.75% 04/25/25 | 1,980,000.00 | 1,992,355.20 | ||
| POLGB 0% 04/25/23 | 1,010,000.00 | 1,009,474.80 | |||
| POLGB 1.25% 10/25/30 | 1,700,000.00 | 1,658,690.00 | |||
| POLGB 2.25% 04/25/22 | 5,470,000.00 | 5,609,047.40 | |||
| POLGB 2.25% 10/25/24 | 3,930,000.00 | 4,177,983.00 | |||
| POLGB 2.5% 01/25/23 | 5,860,000.00 | 6,127,391.80 | |||
| POLGB 2.5% 04/25/24 | 6,050,000.00 | 6,444,944.00 | |||
| POLGB 2.5% 07/25/26 | 6,060,000.00 | 6,573,039.60 | |||
| POLGB 2.5% 07/25/27 | 3,780,000.00 | 4,113,093.60 | |||
| POLGB 2.75% 04/25/28 | 6,030,000.00 | 6,651,150.30 | |||
| POLGB 2.75% 10/25/29 | 6,520,000.00 | 7,236,091.60 | |||
| POLGB 3.25% 07/25/25 | 5,210,000.00 | 5,790,915.00 | |||
| POLGB 4% 10/25/23 | 3,430,000.00 | 3,768,095.10 | |||
| POLGB 5.75% 04/25/29 | 600,000.00 | 803,652.00 | |||
| POLGB 5.75% 09/23/22 | 3,410,000.00 | 3,705,203.70 | |||
| ポーランドズロチ 小計 | 61,040,000.00 | 65,661,127.10 | |||
| (1,845,734,282) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 4,370,000.00 | 4,357,195.90 | ||
| ACGB 0.25% 11/21/25 | 2,340,000.00 | 2,293,340.40 | |||
| ACGB 0.5% 09/21/26 | 3,640,000.00 | 3,549,691.60 | |||
| ACGB 1.25% 05/21/32 | 2,140,000.00 | 1,990,221.40 | |||
| ACGB 1.5% 06/21/31 | 3,190,000.00 | 3,074,617.70 | |||
| ACGB 1.75% 06/21/51 | 2,090,000.00 | 1,625,142.20 | |||
| ACGB 1% 11/21/31 | 3,750,000.00 | 3,419,100.00 | |||
| ACGB 1% 12/21/30 | 4,320,000.00 | 4,007,275.20 | |||
| ACGB 2.25% 05/21/28 | 4,160,000.00 | 4,418,835.20 | |||
| ACGB 2.25% 11/21/22 | 3,160,000.00 | 3,274,392.00 | |||
| ACGB 2.5% 05/21/30 | 3,790,000.00 | 4,044,612.20 | |||
| ACGB 2.75% 04/21/24 | 2,070,000.00 | 2,239,015.50 | |||
| ACGB 2.75% 05/21/41 | 1,630,000.00 | 1,661,573.10 | |||
| ACGB 2.75% 06/21/35 | 1,230,000.00 | 1,305,362.10 | |||
| ACGB 2.75% 11/21/27 | 3,330,000.00 | 3,654,408.60 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,819,044.60 | |||
| ACGB 2.75% 11/21/29 | 3,150,000.00 | 3,428,365.50 | |||
| ACGB 3.25% 04/21/25 | 3,480,000.00 | 3,865,375.20 | |||
| ACGB 3.25% 04/21/29 | 4,100,000.00 | 4,640,503.00 | |||
| ACGB 3.25% 06/21/39 | 980,000.00 | 1,082,027.80 | |||
| ACGB 3.75% 04/21/37 | 1,620,000.00 | 1,920,753.00 | |||
| ACGB 3% 03/21/47 | 1,680,000.00 | 1,756,860.00 | |||
| ACGB 4.25% 04/21/26 | 2,820,000.00 | 3,303,517.20 | |||
| ACGB 4.5% 04/21/33 | 1,910,000.00 | 2,419,015.00 | |||
| ACGB 4.75% 04/21/27 | 2,320,000.00 | 2,822,233.60 | |||
| ACGB 5.5% 04/21/23 | 2,500,000.00 | 2,781,300.00 | |||
| ACGB 5.75% 07/15/22 | 3,350,000.00 | 3,600,479.50 | |||
| オーストラリアドル 小計 | 74,780,000.00 | 78,354,257.50 | |||
| (6,617,017,045) | |||||
| シンガポールドル | SIGB 1.75% 02/01/23 | 800,000.00 | 818,112.00 | ||
| SIGB 1.75% 04/01/22 | 290,000.00 | 293,868.60 | |||
| SIGB 1.875% 03/01/50 | 420,000.00 | 407,925.00 | |||
| SIGB 2.125% 06/01/26 | 740,000.00 | 778,938.80 | |||
| SIGB 2.25% 08/01/36 | 730,000.00 | 761,594.40 | |||
| SIGB 2.375% 06/01/25 | 490,000.00 | 521,119.90 | |||
| SIGB 2.375% 07/01/39 | 430,000.00 | 456,819.10 | |||
| SIGB 2.625% 05/01/28 | 1,050,000.00 | 1,137,748.50 | |||
| SIGB 2.75% 03/01/46 | 1,240,000.00 | 1,413,612.40 | |||
| SIGB 2.75% 04/01/42 | 610,000.00 | 689,842.90 | |||
| SIGB 2.75% 07/01/23 | 1,070,000.00 | 1,121,317.20 | |||
| SIGB 2.875% 07/01/29 | 590,000.00 | 651,383.60 | |||
| SIGB 2.875% 09/01/30 | 760,000.00 | 844,306.80 | |||
| SIGB 2% 02/01/24 | 410,000.00 | 425,034.70 | |||
| SIGB 3.125% 09/01/22 | 1,350,000.00 | 1,401,232.50 | |||
| SIGB 3.375% 09/01/33 | 1,060,000.00 | 1,244,599.00 | |||
| SIGB 3.5% 03/01/27 | 880,000.00 | 994,822.40 | |||
| SIGB 3% 09/01/24 | 1,220,000.00 | 1,312,158.80 | |||
| シンガポールドル 小計 | 14,140,000.00 | 15,274,436.60 | |||
| (1,238,451,319) | |||||
| マレーシアリンギット | MGS 3.418% 08/15/22 | 1,500,000.00 | 1,529,985.00 | ||
| MGS 3.478% 06/14/24 | 700,000.00 | 723,254.00 | |||
| MGS 3.48% 03/15/23 | 2,330,000.00 | 2,391,139.20 | |||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,552,159.20 | |||
| MGS 3.733% 06/15/28 | 1,930,000.00 | 1,997,067.50 | |||
| MGS 3.757% 04/20/23 | 1,090,000.00 | 1,124,869.10 | |||
| MGS 3.757% 05/22/40 | 550,000.00 | 507,380.50 | |||
| MGS 3.795% 09/30/22 | 1,500,000.00 | 1,539,990.00 | |||
| MGS 3.8% 08/17/23 | 1,660,000.00 | 1,721,436.60 | |||
| MGS 3.844% 04/15/33 | 2,350,000.00 | 2,325,231.00 | |||
| MGS 3.882% 03/10/22 | 960,000.00 | 978,576.00 | |||
| MGS 3.882% 03/14/25 | 1,030,000.00 | 1,080,161.00 | |||
| MGS 3.885% 08/15/29 | 1,500,000.00 | 1,547,025.00 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,184,251.30 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 2,066,175.40 | |||
| MGS 3.9% 11/30/26 | 1,440,000.00 | 1,516,276.80 | |||
| MGS 3.906% 07/15/26 | 600,000.00 | 630,408.00 | |||
| MGS 3.955% 09/15/25 | 2,380,000.00 | 2,501,856.00 | |||
| MGS 4.059% 09/30/24 | 1,900,000.00 | 1,998,857.00 | |||
| MGS 4.065% 06/15/50 | 760,000.00 | 712,515.20 | |||
| MGS 4.181% 07/15/24 | 1,280,000.00 | 1,348,787.20 | |||
| MGS 4.232% 06/30/31 | 2,000,000.00 | 2,101,540.00 | |||
| MGS 4.254% 05/31/35 | 1,400,000.00 | 1,414,840.00 | |||
| MGS 4.392% 04/15/26 | 2,110,000.00 | 2,268,060.10 | |||
| MGS 4.498% 04/15/30 | 2,380,000.00 | 2,554,144.60 | |||
| MGS 4.642% 11/07/33 | 2,830,000.00 | 2,984,772.70 | |||
| MGS 4.736% 03/15/46 | 1,480,000.00 | 1,532,273.60 | |||
| MGS 4.762% 04/07/37 | 2,280,000.00 | 2,415,454.80 | |||
| MGS 4.893% 06/08/38 | 2,310,000.00 | 2,467,311.00 | |||
| MGS 4.921% 07/06/48 | 1,400,000.00 | 1,476,594.00 | |||
| MGS 4.935% 09/30/43 | 1,560,000.00 | 1,668,934.80 | |||
| マレーシアリンギット 小計 | 49,820,000.00 | 51,861,326.60 | |||
| (1,372,250,701) | |||||
| イスラエルシェケル | ILGOV 0.15% 07/31/23 | 280,000.00 | 279,608.19 | ||
| ILGOV 0.5% 04/30/25 | 1,910,000.00 | 1,912,722.31 | |||
| ILGOV 0.75% 07/31/22 | 6,750,000.00 | 6,816,172.95 | |||
| ILGOV 1.5% 05/31/37 | 1,900,000.00 | 1,798,065.00 | |||
| ILGOV 1.5% 11/30/23 | 1,750,000.00 | 1,811,460.87 | |||
| ILGOV 1.75% 08/31/25 | 1,080,000.00 | 1,147,619.88 | |||
| ILGOV 1% 03/31/30 | 1,770,000.00 | 1,738,544.97 | |||
| ILGOV 2.25% 09/28/28 | 2,880,000.00 | 3,145,019.03 | |||
| ILGOV 3.75% 03/31/24 | 4,080,000.00 | 4,503,842.23 | |||
| ILGOV 3.75% 03/31/47 | 2,840,000.00 | 3,644,665.41 | |||
| ILGOV 5.5% 01/31/42 | 2,580,000.00 | 4,125,594.92 | |||
| ILGOV 6.25% 10/30/26 | 5,620,000.00 | 7,351,394.98 | |||
| イスラエルシェケル 小計 | 33,440,000.00 | 38,274,710.74 | |||
| (1,268,041,166) | |||||
| 合計 | 284,315,020,394 | ||||
| (284,315,020,394) | |||||
| 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 | 207銘柄 | 100.0% | 43.5% |
| カナダドル | 国債証券 | 30銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.8% |
| ユーロ | 国債証券 | 332銘柄 | 100.0% | 41.6% |
| イギリスポンド | 国債証券 | 50銘柄 | 100.0% | 6.7% |
| 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% | 0.3% |
| デンマーククローネ | 国債証券 | 7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% | 2.3% |
| シンガポールドル | 国債証券 | 18銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 31銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 12銘柄 | 100.0% | 0.4% |
| (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。
