有価証券報告書(内国投資信託受益証券)-第39期(令和4年3月23日-令和4年9月20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
| 2022年 9月20日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 221,459,677 |
| コール・ローン | 3,541,061,241 |
| 国債証券 | 318,596,526,520 |
| 派生商品評価勘定 | 9,626,945 |
| 未収利息 | 1,847,763,165 |
| 前払金 | 69,520,600 |
| 前払費用 | 105,767,877 |
| 差入委託証拠金 | 553,787,706 |
| 流動資産合計 | 324,945,513,731 |
| 資産合計 | 324,945,513,731 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 81,530,858 |
| 未払解約金 | 101,313,375 |
| 未払利息 | 6,629 |
| 流動負債合計 | 182,850,862 |
| 負債合計 | 182,850,862 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 101,726,917,059 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 223,035,745,810 |
| 元本等合計 | 324,762,662,869 |
| 純資産合計 | 324,762,662,869 |
| 負債純資産合計 | 324,945,513,731 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2022年 9月20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) |
| 2022年 9月20日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 101,726,917,059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 | 3.1925円 |
| (1万口当たり純資産額) | (31,925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 |
| 2022年 9月20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(流動性リスク管理等を含む)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・リスク委員会等に報告します。 |
| 2.金融商品の時価等に関する事項 |
| 2022年 9月20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 | 2022年 9月20日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2022年 3月23日 |
| 期首元本額 | 100,883,776,380円 |
| 期中追加設定元本額 | 10,837,472,457円 |
| 期中一部解約元本額 | 9,994,331,778円 |
| 期末元本額 | 101,726,917,059円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,283,656,335円 |
| グローバル・インカム&プラス(毎月決算型) | 555,923,325円 |
| 財産四分法ファンド(毎月決算型) | 371,830,524円 |
| SBI資産設計オープン(資産成長型) | 2,207,958,066円 |
| SBI資産設計オープン(分配型) | 8,463,527円 |
| SMT グローバル債券インデックス・オープン | 8,339,276,541円 |
| 世界経済インデックスファンド | 14,870,568,483円 |
| DCマイセレクション25 | 1,947,800,455円 |
| DCマイセレクション50 | 1,686,626,349円 |
| DCマイセレクション75 | 1,160,175,048円 |
| DC外国債券インデックス・オープン | 2,315,071,446円 |
| DCマイセレクションS25 | 967,777,849円 |
| DCマイセレクションS50 | 769,338,963円 |
| DCマイセレクションS75 | 436,744,654円 |
| DCターゲット・イヤー ファンド2025 | 25,310,591円 |
| DCターゲット・イヤー ファンド2035 | 92,246,943円 |
| DCターゲット・イヤー ファンド2045 | 47,944,067円 |
| DC世界経済インデックスファンド | 13,209,667,968円 |
| 外国債券インデックス・オープン(SMA専用) | 586,403,149円 |
| マイセレクション50VA1(適格機関投資家専用) | 1,683,532円 |
| マイセレクション75VA1(適格機関投資家専用) | 1,321,326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) | 22,426,448円 |
| バランス30VA1(適格機関投資家専用) | 41,106,318円 |
| バランス50VA1(適格機関投資家専用) | 62,666,628円 |
| バランス25VA2(適格機関投資家専用) | 72,255,695円 |
| バランス50VA2(適格機関投資家専用) | 67,545,562円 |
| バランスA(25)VA1(適格機関投資家専用) | 1,183,490,079円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 420,702,100円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,687,101,385円 |
| 世界バランスVA1(適格機関投資家専用) | 67,729,649円 |
| 世界バランスVA2(適格機関投資家専用) | 37,766,271円 |
| バランスD(35)VA1(適格機関投資家専用) | 419,503,969円 |
| バランスE(25)VA1(適格機関投資家専用) | 160,603,034円 |
| バランスF(25)VA1(適格機関投資家専用) | 205,949,186円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 724,743,474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) | 2,744,016,483円 |
| グローバル・バランスファンド・シリーズ1 | 688,811,698円 |
| 外国債券ファンド・シリーズ1 | 700,664,026円 |
| コア投資戦略ファンド(安定型) | 496,976,231円 |
| コア投資戦略ファンド(成長型) | 1,348,562,464円 |
| 分散投資コア戦略ファンドA | 259,544,875円 |
| 分散投資コア戦略ファンドS | 556,972,964円 |
| DC世界経済インデックスファンド(株式シフト型) | 577,472,366円 |
| DC世界経済インデックスファンド(債券シフト型) | 4,186,731,102円 |
| コア投資戦略ファンド(切替型) | 617,085,545円 |
| 世界経済インデックスファンド(株式シフト型) | 251,859,058円 |
| 世界経済インデックスファンド(債券シフト型) | 108,567,792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) | 1,318,907,303円 |
| SMT インデックスバランス・オープン | 197,469,944円 |
| 外国債券SMTBセレクション(SMA専用) | 15,874,923,504円 |
| SMT 世界経済インデックス・オープン | 273,271,066円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 341,763,135円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 542,097,402円 |
| SMT 8資産インデックスバランス・オープン | 5,531,165円 |
| グローバル経済コア | 853,142,685円 |
| SBI資産設計オープン(つみたてNISA対応型) | 17,522,503円 |
| DCターゲット・イヤー ファンド2055 | 1,779,290円 |
| コア投資戦略ファンド(切替型ワイド) | 199,453,093円 |
| コア投資戦略ファンド(積極成長型) | 34,400,351円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 18,879,472円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 21,415,328円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 9,416,561円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 12,940,901円 |
| My SMT グローバル債券インデックス(ノーロード) | 28,828,869円 |
| 10資産分散投資ファンド | 7,886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) | 258,483,737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) | 11,034,267,203円 |
| 外国債券インデックス・ファンド(適格機関投資家専用) | 331,540,053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) | 289,432,742円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 362,138,356円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 938,499,105円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 90,460,170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) | 73,701,692円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2022年 9月20日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | △17,708,088,097 |
| 合計 | △17,708,088,097 |
| (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 |
| (2022年 9月20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 | 3,428,645,554 | - | 3,359,124,954 | △69,520,600 | |
| 合計 | 3,428,645,554 | - | 3,359,124,954 | △69,520,600 | |
| (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 |
| (2022年 9月20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 | 3,446,730,823 | - | 3,444,347,510 | △2,383,313 | |
| アメリカドル | 1,862,507,701 | - | 1,871,136,960 | 8,629,259 | |
| カナダドル | 147,695,640 | - | 145,632,600 | △2,063,040 | |
| ユーロ | 1,099,239,103 | - | 1,094,734,920 | △4,504,183 | |
| イギリスポンド | 214,493,760 | - | 210,865,980 | △3,627,780 | |
| オフショア人民元 | 122,794,619 | - | 121,977,050 | △817,569 | |
| 合計 | 3,446,730,823 | - | 3,444,347,510 | △2,383,313 | |
| (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 | 9,496,679.70 | |
| T 0.125% 02/15/24 | 4,710,000.00 | 4,460,609.17 | |||
| T 0.125% 09/15/23 | 8,060,000.00 | 7,756,490.62 | |||
| T 0.125% 10/15/23 | 8,000,000.00 | 7,673,125.04 | |||
| T 0.125% 12/15/23 | 3,250,000.00 | 3,096,767.57 | |||
| T 0.25% 03/15/24 | 13,000,000.00 | 12,295,917.92 | |||
| T 0.25% 05/15/24 | 10,000,000.00 | 9,403,320.30 | |||
| T 0.25% 05/31/25 | 10,900,000.00 | 9,881,531.25 | |||
| T 0.25% 06/15/24 | 9,000,000.00 | 8,438,730.48 | |||
| T 0.25% 06/30/25 | 3,800,000.00 | 3,437,664.07 | |||
| T 0.25% 07/31/25 | 5,200,000.00 | 4,687,921.88 | |||
| T 0.25% 09/30/23 | 12,000,000.00 | 11,543,437.56 | |||
| T 0.25% 09/30/25 | 7,500,000.00 | 6,726,855.45 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,217,921.88 | |||
| T 0.25% 11/15/23 | 11,000,000.00 | 10,535,937.50 | |||
| T 0.375% 01/31/26 | 8,000,000.00 | 7,120,937.52 | |||
| T 0.375% 04/15/24 | 7,000,000.00 | 6,613,496.12 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,298,750.00 | |||
| T 0.375% 07/15/24 | 9,010,000.00 | 8,447,754.91 | |||
| T 0.375% 07/31/27 | 5,500,000.00 | 4,695,410.17 | |||
| T 0.375% 08/15/24 | 5,000,000.00 | 4,671,972.65 | |||
| T 0.375% 09/15/24 | 6,600,000.00 | 6,151,792.94 | |||
| T 0.375% 09/30/27 | 8,000,000.00 | 6,788,750.00 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,685,820.32 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,572,187.52 | |||
| T 0.5% 02/28/26 | 4,500,000.00 | 4,013,261.73 | |||
| T 0.5% 03/31/25 | 7,220,000.00 | 6,630,272.63 | |||
| T 0.5% 04/30/27 | 11,940,000.00 | 10,316,906.25 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,017,929.70 | |||
| T 0.5% 06/30/27 | 6,960,000.00 | 5,986,959.35 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 3,990,853.12 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 6,390,234.37 | |||
| T 0.625% 03/31/27 | 7,500,000.00 | 6,533,789.10 | |||
| T 0.625% 05/15/30 | 12,000,000.00 | 9,690,000.00 | |||
| T 0.625% 07/31/26 | 8,000,000.00 | 7,086,562.48 | |||
| T 0.625% 08/15/30 | 11,950,000.00 | 9,594,543.02 | |||
| T 0.625% 10/15/24 | 5,080,000.00 | 4,745,434.40 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,138,964.85 | |||
| T 0.625% 12/31/27 | 10,000,000.00 | 8,537,109.40 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,290,742.23 | |||
| T 0.75% 03/31/26 | 11,000,000.00 | 9,877,226.59 | |||
| T 0.75% 04/30/26 | 3,000,000.00 | 2,687,695.32 | |||
| T 0.75% 05/31/26 | 4,000,000.00 | 3,575,625.00 | |||
| T 0.75% 08/31/26 | 11,830,000.00 | 10,510,215.62 | |||
| T 0.75% 11/15/24 | 10,860,000.00 | 10,143,918.75 | |||
| T 0.75% 12/31/23 | 3,370,000.00 | 3,231,843.17 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,171,562.48 | |||
| T 0.875% 09/30/26 | 6,000,000.00 | 5,347,968.78 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 9,109,027.39 | |||
| T 1.125% 01/15/25 | 6,800,000.00 | 6,375,531.28 | |||
| T 1.125% 02/15/31 | 15,050,000.00 | 12,497,378.98 | |||
| T 1.125% 02/28/25 | 8,500,000.00 | 7,947,832.01 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,001,250.00 | |||
| T 1.125% 05/15/40 | 1,710,000.00 | 1,118,981.25 | |||
| T 1.125% 08/15/40 | 7,300,000.00 | 4,724,468.75 | |||
| T 1.125% 08/31/28 | 10,210,000.00 | 8,825,667.55 | |||
| T 1.25% 03/31/28 | 5,150,000.00 | 4,525,562.50 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 7,016,250.00 | |||
| T 1.25% 05/15/50 | 8,650,000.00 | 5,094,714.88 | |||
| T 1.25% 05/31/28 | 8,000,000.00 | 7,004,687.52 | |||
| T 1.25% 06/30/28 | 9,500,000.00 | 8,305,078.12 | |||
| T 1.25% 08/15/31 | 19,380,000.00 | 16,083,886.03 | |||
| T 1.25% 09/30/28 | 14,500,000.00 | 12,605,371.13 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,316,132.83 | |||
| T 1.25% 12/31/26 | 7,130,000.00 | 6,423,127.37 | |||
| T 1.375% 01/31/25 | 4,000,000.00 | 3,770,468.76 | |||
| T 1.375% 08/15/50 | 9,900,000.00 | 6,032,039.11 | |||
| T 1.375% 08/31/23 | 2,500,000.00 | 2,438,964.85 | |||
| T 1.375% 09/30/23 | 4,000,000.00 | 3,892,578.12 | |||
| T 1.375% 10/31/28 | 3,520,000.00 | 3,079,725.01 | |||
| T 1.375% 11/15/31 | 21,030,000.00 | 17,550,192.18 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 4,051,406.28 | |||
| T 1.375% 12/31/28 | 4,900,000.00 | 4,282,906.25 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,456,953.14 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,619,296.12 | |||
| T 1.5% 08/15/26 | 7,500,000.00 | 6,870,996.07 | |||
| T 1.5% 09/30/24 | 8,500,000.00 | 8,098,906.25 | |||
| T 1.5% 11/30/24 | 8,800,000.00 | 8,350,375.00 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 6,600,000.00 | |||
| T 1.625% 02/15/26 | 8,100,000.00 | 7,522,558.61 | |||
| T 1.625% 05/15/26 | 2,270,000.00 | 2,099,661.33 | |||
| T 1.625% 05/15/31 | 11,150,000.00 | 9,601,195.31 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 5,950,019.56 | |||
| T 1.625% 10/31/23 | 2,500,000.00 | 2,434,375.00 | |||
| T 1.625% 10/31/26 | 2,800,000.00 | 2,570,531.26 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 4,501,710.97 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,385,276.58 | |||
| T 1.75% 01/31/29 | 6,000,000.00 | 5,353,359.36 | |||
| T 1.75% 06/30/24 | 2,400,000.00 | 2,307,984.38 | |||
| T 1.75% 08/15/41 | 12,330,000.00 | 8,799,574.28 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,666,953.14 | |||
| T 1.875% 02/15/32 | 8,020,000.00 | 6,984,918.75 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 5,833,656.25 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 4,595,765.65 | |||
| T 1.875% 02/28/27 | 4,000,000.00 | 3,695,468.76 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 4,831,971.11 | |||
| T 1.875% 08/31/24 | 6,000,000.00 | 5,766,093.78 | |||
| T 1.875% 11/15/51 | 9,300,000.00 | 6,462,046.87 | |||
| T 1% 07/31/28 | 7,000,000.00 | 6,017,539.08 | |||
| T 1% 12/15/24 | 8,000,000.00 | 7,499,062.48 | |||
| T 2.125% 02/29/24 | 5,100,000.00 | 4,963,734.37 | |||
| T 2.125% 03/31/24 | 7,400,000.00 | 7,191,730.47 | |||
| T 2.125% 05/15/25 | 4,230,000.00 | 4,039,154.28 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,389,062.50 | |||
| T 2.125% 07/31/24 | 4,800,000.00 | 4,641,937.48 | |||
| T 2.125% 09/30/24 | 5,000,000.00 | 4,824,218.75 | |||
| T 2.125% 11/30/23 | 2,680,000.00 | 2,621,060.93 | |||
| T 2.25% 01/31/24 | 4,000,000.00 | 3,906,484.36 | |||
| T 2.25% 02/15/27 | 8,950,000.00 | 8,396,218.75 | |||
| T 2.25% 02/15/52 | 2,300,000.00 | 1,753,929.69 | |||
| T 2.25% 03/31/24 | 5,900,000.00 | 5,744,548.80 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 7,106,250.00 | |||
| T 2.25% 04/30/24 | 7,000,000.00 | 6,807,500.00 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 5,076,651.59 | |||
| T 2.25% 08/15/27 | 11,530,000.00 | 10,776,496.51 | |||
| T 2.25% 08/15/46 | 4,190,000.00 | 3,164,759.37 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 4,221,679.71 | |||
| T 2.25% 10/31/24 | 6,300,000.00 | 6,084,175.79 | |||
| T 2.25% 11/15/24 | 10,150,000.00 | 9,794,353.54 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,185,500.00 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,130,337.87 | |||
| T 2.25% 12/31/23 | 4,500,000.00 | 4,401,474.61 | |||
| T 2.25% 12/31/24 | 5,400,000.00 | 5,203,617.17 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 4,390,546.87 | |||
| T 2.375% 02/29/24 | 5,760,000.00 | 5,626,687.50 | |||
| T 2.375% 03/31/29 | 4,900,000.00 | 4,534,031.25 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,473,148.44 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 11,003,669.11 | |||
| T 2.375% 05/15/29 | 8,010,000.00 | 7,408,624.25 | |||
| T 2.375% 05/15/51 | 8,150,000.00 | 6,411,757.80 | |||
| T 2.375% 08/15/24 | 5,000,000.00 | 4,853,320.30 | |||
| T 2.375% 11/15/49 | 4,100,000.00 | 3,238,359.37 | |||
| T 2.5% 01/31/24 | 3,470,000.00 | 3,398,634.55 | |||
| T 2.5% 01/31/25 | 5,000,000.00 | 4,837,500.00 | |||
| T 2.5% 02/15/45 | 1,710,000.00 | 1,365,194.53 | |||
| T 2.5% 02/15/46 | 6,450,000.00 | 5,131,781.25 | |||
| T 2.5% 05/15/24 | 7,900,000.00 | 7,708,363.30 | |||
| T 2.5% 05/15/46 | 1,450,000.00 | 1,152,296.87 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 4,506,613.68 | |||
| T 2.625% 02/15/29 | 13,340,000.00 | 12,555,232.87 | |||
| T 2.625% 03/31/25 | 7,250,000.00 | 7,024,570.31 | |||
| T 2.625% 12/31/23 | 3,500,000.00 | 3,439,501.94 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 5,596,521.07 | |||
| T 2.75% 02/15/24 | 3,000,000.00 | 2,947,441.41 | |||
| T 2.75% 02/15/28 | 6,550,000.00 | 6,247,062.50 | |||
| T 2.75% 05/31/29 | 5,700,000.00 | 5,394,515.62 | |||
| T 2.75% 06/30/25 | 5,500,000.00 | 5,333,281.25 | |||
| T 2.75% 08/15/42 | 5,800,000.00 | 4,918,671.90 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 3,388,710.93 | |||
| T 2.75% 08/31/23 | 1,500,000.00 | 1,482,568.36 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 6,677,636.73 | |||
| T 2.75% 11/15/23 | 2,320,000.00 | 2,286,921.88 | |||
| T 2.75% 11/15/42 | 3,920,000.00 | 3,318,831.26 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,554,613.29 | |||
| T 2.875% 04/30/25 | 4,000,000.00 | 3,895,156.24 | |||
| T 2.875% 05/15/28 | 7,260,000.00 | 6,953,435.17 | |||
| T 2.875% 05/15/32 | 6,000,000.00 | 5,696,250.00 | |||
| T 2.875% 05/15/43 | 4,150,000.00 | 3,574,187.50 | |||
| T 2.875% 05/15/49 | 5,570,000.00 | 4,864,611.74 | |||
| T 2.875% 05/15/52 | 4,800,000.00 | 4,227,000.00 | |||
| T 2.875% 05/31/25 | 3,820,000.00 | 3,717,039.08 | |||
| T 2.875% 07/31/25 | 5,460,000.00 | 5,308,143.75 | |||
| T 2.875% 08/15/28 | 3,920,000.00 | 3,749,878.11 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 1,963,625.00 | |||
| T 2.875% 09/30/23 | 4,750,000.00 | 4,694,428.70 | |||
| T 2.875% 10/31/23 | 7,900,000.00 | 7,800,324.19 | |||
| T 2.875% 11/15/46 | 2,500,000.00 | 2,136,718.75 | |||
| T 2.875% 11/30/23 | 4,020,000.00 | 3,965,588.65 | |||
| T 2.875% 11/30/25 | 7,500,000.00 | 7,270,605.45 | |||
| T 2% 02/15/25 | 8,460,000.00 | 8,085,909.37 | |||
| T 2% 02/15/50 | 5,000,000.00 | 3,613,281.25 | |||
| T 2% 04/30/24 | 6,230,000.00 | 6,035,555.84 | |||
| T 2% 05/31/24 | 3,310,000.00 | 3,201,907.81 | |||
| T 2% 06/30/24 | 5,500,000.00 | 5,311,582.04 | |||
| T 2% 08/15/25 | 6,890,000.00 | 6,530,159.00 | |||
| T 2% 08/15/51 | 17,350,000.00 | 12,444,558.68 | |||
| T 2% 11/15/26 | 10,220,000.00 | 9,514,979.73 | |||
| T 2% 11/15/41 | 8,200,000.00 | 6,123,093.74 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 954,269.53 | |||
| T 3.125% 02/15/43 | 2,000,000.00 | 1,797,031.26 | |||
| T 3.125% 05/15/48 | 5,930,000.00 | 5,367,113.31 | |||
| T 3.125% 08/15/44 | 4,140,000.00 | 3,697,537.50 | |||
| T 3.125% 11/15/28 | 8,400,000.00 | 8,144,718.79 | |||
| T 3.125% 11/15/41 | 1,750,000.00 | 1,590,039.06 | |||
| T 3.375% 05/15/44 | 3,010,000.00 | 2,803,297.67 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 5,049,078.12 | |||
| T 3.5% 02/15/39 | 770,000.00 | 762,179.68 | |||
| T 3.625% 02/15/44 | 2,400,000.00 | 2,327,437.51 | |||
| T 3.625% 08/15/43 | 2,000,000.00 | 1,944,687.50 | |||
| T 3.75% 08/15/41 | 2,000,000.00 | 1,997,968.76 | |||
| T 3.75% 11/15/43 | 3,000,000.00 | 2,971,406.25 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,483,191.41 | |||
| T 3% 02/15/47 | 800,000.00 | 699,875.00 | |||
| T 3% 02/15/48 | 4,450,000.00 | 3,919,476.56 | |||
| T 3% 02/15/49 | 5,000,000.00 | 4,466,406.25 | |||
| T 3% 05/15/42 | 1,620,000.00 | 1,439,395.32 | |||
| T 3% 05/15/45 | 2,500,000.00 | 2,182,617.20 | |||
| T 3% 05/15/47 | 3,210,000.00 | 2,810,756.25 | |||
| T 3% 08/15/48 | 7,250,000.00 | 6,419,082.06 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,093,031.25 | |||
| T 3% 10/31/25 | 5,000,000.00 | 4,870,507.80 | |||
| T 3% 11/15/44 | 2,800,000.00 | 2,445,843.76 | |||
| T 4.25% 05/15/39 | 900,000.00 | 975,093.75 | |||
| T 4.25% 11/15/40 | 2,350,000.00 | 2,525,515.62 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,102,968.75 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 2,081,539.07 | |||
| T 4.375% 05/15/41 | 1,950,000.00 | 2,126,414.06 | |||
| T 4.375% 11/15/39 | 2,960,000.00 | 3,251,606.26 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,217,989.84 | |||
| T 4.5% 05/15/38 | 550,000.00 | 614,367.18 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,897,890.62 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,561,771.87 | |||
| T 4.75% 02/15/41 | 750,000.00 | 858,515.62 | |||
| T 5.0% 05/15/37 | 1,100,000.00 | 1,290,953.12 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,409,941.40 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,207,765.62 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 1,813,156.25 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,610,066.41 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,236,949.22 | |||
| アメリカドル 小計 | 1,290,980,000.00 | 1,155,487,837.30 | |||
| (165,558,297,328) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 2,280,000.00 | 2,041,306.80 | ||
| CAN 0.25% 04/01/24 | 2,400,000.00 | 2,274,552.00 | |||
| CAN 0.5% 09/01/25 | 2,480,000.00 | 2,265,504.80 | |||
| CAN 0.5% 12/01/30 | 4,940,000.00 | 3,992,606.80 | |||
| CAN 0.75% 02/01/24 | 1,300,000.00 | 1,246,804.00 | |||
| CAN 0.75% 10/01/24 | 700,000.00 | 659,379.00 | |||
| CAN 1.25% 03/01/25 | 1,440,000.00 | 1,357,459.20 | |||
| CAN 1.25% 03/01/27 | 2,980,000.00 | 2,724,226.60 | |||
| CAN 1.25% 06/01/30 | 3,620,000.00 | 3,148,639.80 | |||
| CAN 1.5% 04/01/25 | 2,710,000.00 | 2,565,719.60 | |||
| CAN 1.5% 05/01/24 | 1,590,000.00 | 1,532,426.10 | |||
| CAN 1.5% 06/01/26 | 1,360,000.00 | 1,269,560.00 | |||
| CAN 1.5% 06/01/31 | 3,970,000.00 | 3,471,328.30 | |||
| CAN 1.5% 09/01/24 | 1,200,000.00 | 1,149,720.00 | |||
| CAN 1.5% 12/01/31 | 4,320,000.00 | 3,756,542.40 | |||
| CAN 1.75% 12/01/53 | 2,520,000.00 | 1,868,126.40 | |||
| CAN 1% 06/01/27 | 810,000.00 | 730,741.50 | |||
| CAN 1% 09/01/26 | 1,530,000.00 | 1,394,396.10 | |||
| CAN 2.25% 03/01/24 | 2,300,000.00 | 2,249,170.00 | |||
| CAN 2.25% 06/01/25 | 1,280,000.00 | 1,235,507.20 | |||
| CAN 2.25% 06/01/29 | 760,000.00 | 718,010.00 | |||
| CAN 2.25% 12/01/29 | 510,000.00 | 480,246.60 | |||
| CAN 2.5% 06/01/24 | 1,330,000.00 | 1,302,336.00 | |||
| CAN 2.75% 08/01/24 | 840,000.00 | 824,292.00 | |||
| CAN 2.75% 09/01/27 | 760,000.00 | 740,680.80 | |||
| CAN 2.75% 12/01/48 | 1,650,000.00 | 1,557,831.00 | |||
| CAN 2.75% 12/01/64 | 760,000.00 | 706,093.20 | |||
| CAN 2% 06/01/28 | 1,310,000.00 | 1,227,797.50 | |||
| CAN 2% 06/01/32 | 1,290,000.00 | 1,168,494.90 | |||
| CAN 2% 09/01/23 | 3,460,000.00 | 3,396,716.60 | |||
| CAN 2% 12/01/51 | 4,710,000.00 | 3,756,837.30 | |||
| CAN 3.5% 12/01/45 | 1,050,000.00 | 1,118,659.50 | |||
| CAN 4.0% 06/01/41 | 1,050,000.00 | 1,177,785.00 | |||
| CAN 5.75% 06/01/29 | 1,020,000.00 | 1,177,059.60 | |||
| CAN 5.75% 06/01/33 | 960,000.00 | 1,182,864.00 | |||
| CAN 5% 06/01/37 | 880,000.00 | 1,068,513.60 | |||
| カナダドル 小計 | 68,070,000.00 | 62,537,934.20 | |||
| (6,762,852,204) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 9,118,917.00 | ||
| MBONO 10% 12/05/24 | 30,560,000.00 | 30,593,921.60 | |||
| MBONO 5.5% 03/04/27 | 12,500,000.00 | 10,734,250.00 | |||
| MBONO 5.75% 03/05/26 | 52,610,000.00 | 46,741,354.50 | |||
| MBONO 5% 03/06/25 | 5,200,000.00 | 4,661,436.00 | |||
| MBONO 7.5% 06/03/27 | 38,910,000.00 | 36,224,820.90 | |||
| MBONO 7.75% 05/29/31 | 47,430,000.00 | 43,350,071.40 | |||
| MBONO 7.75% 11/13/42 | 28,610,000.00 | 24,695,865.90 | |||
| MBONO 7.75% 11/23/34 | 8,850,000.00 | 7,940,131.50 | |||
| MBONO 8.5% 05/31/29 | 37,340,000.00 | 36,012,189.60 | |||
| MBONO 8.5% 11/18/38 | 26,670,000.00 | 25,018,860.30 | |||
| MBONO 8% 07/31/53 | 3,700,000.00 | 3,247,971.00 | |||
| MBONO 8% 09/05/24 | 34,470,000.00 | 33,240,110.40 | |||
| MBONO 8% 11/07/47 | 28,400,000.00 | 25,005,064.00 | |||
| MBONO 8% 12/07/23 | 29,070,000.00 | 28,365,924.60 | |||
| メキシコペソ 小計 | 392,870,000.00 | 364,950,888.70 | |||
| (2,625,237,722) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,370,000.00 | 1,176,008.00 | ||
| BGB 0.2% 10/22/23 | 630,000.00 | 621,457.20 | |||
| BGB 0.35% 06/22/32 | 1,550,000.00 | 1,279,261.50 | |||
| BGB 0.4% 06/22/40 | 1,010,000.00 | 684,295.20 | |||
| BGB 0.5% 10/22/24 | 1,420,000.00 | 1,386,970.80 | |||
| BGB 0.65% 06/22/71 | 640,000.00 | 305,152.00 | |||
| BGB 0.8% 06/22/25 | 2,680,000.00 | 2,613,080.40 | |||
| BGB 0.8% 06/22/27 | 1,690,000.00 | 1,604,418.40 | |||
| BGB 0.8% 06/22/28 | 1,460,000.00 | 1,365,187.60 | |||
| BGB 0.9% 06/22/29 | 2,430,000.00 | 2,251,249.20 | |||
| BGB 0% 10/22/27 | 780,000.00 | 704,901.60 | |||
| BGB 0% 10/22/31 | 1,830,000.00 | 1,495,366.20 | |||
| BGB 1.25% 04/22/33 | 1,500,000.00 | 1,351,335.00 | |||
| BGB 1.4% 06/22/53 | 1,050,000.00 | 753,753.00 | |||
| BGB 1.45% 06/22/37 | 800,000.00 | 682,688.00 | |||
| BGB 1.6% 06/22/47 | 1,240,000.00 | 990,809.60 | |||
| BGB 1.7% 06/22/50 | 1,300,000.00 | 1,038,505.00 | |||
| BGB 1.9% 06/22/38 | 1,050,000.00 | 945,367.50 | |||
| BGB 1% 06/22/26 | 2,280,000.00 | 2,210,072.40 | |||
| BGB 1% 06/22/31 | 2,070,000.00 | 1,876,889.70 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 773,696.00 | |||
| BGB 2.25% 06/22/57 | 770,000.00 | 695,802.80 | |||
| BGB 2.6% 06/22/24 | 2,140,000.00 | 2,174,282.80 | |||
| BGB 3.75% 06/22/45 | 1,200,000.00 | 1,406,736.00 | |||
| BGB 3% 06/22/34 | 1,030,000.00 | 1,079,975.60 | |||
| BGB 4.25% 03/28/41 | 2,030,000.00 | 2,471,951.30 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,242,315.00 | |||
| BGB 4% 03/28/32 | 1,080,000.00 | 1,239,040.80 | |||
| BGB 5.5% 03/28/28 | 2,780,000.00 | 3,295,300.80 | |||
| BGB 5% 03/28/35 | 2,290,000.00 | 2,888,010.60 | |||
| BKO 0.2% 06/14/24 | 500,000.00 | 489,490.00 | |||
| BKO 0% 03/15/24 | 1,850,000.00 | 1,813,610.50 | |||
| BKO 0% 09/15/23 | 2,470,000.00 | 2,439,890.70 | |||
| BKO 0% 12/15/23 | 1,880,000.00 | 1,850,841.20 | |||
| BTPS 0.25% 03/15/28 | 1,680,000.00 | 1,415,450.40 | |||
| BTPS 0.35% 02/01/25 | 580,000.00 | 548,685.80 | |||
| BTPS 0.45% 02/15/29 | 2,070,000.00 | 1,706,052.60 | |||
| BTPS 0.5% 02/01/26 | 1,910,000.00 | 1,757,734.80 | |||
| BTPS 0.5% 07/15/28 | 2,280,000.00 | 1,926,850.80 | |||
| BTPS 0.6% 08/01/31 | 3,160,000.00 | 2,388,422.80 | |||
| BTPS 0.65% 10/15/23 | 670,000.00 | 659,320.20 | |||
| BTPS 0.85% 01/15/27 | 2,250,000.00 | 2,041,920.00 | |||
| BTPS 0.9% 04/01/31 | 3,830,000.00 | 3,018,576.20 | |||
| BTPS 0.95% 03/01/37 | 1,020,000.00 | 680,992.80 | |||
| BTPS 0.95% 06/01/32 | 2,550,000.00 | 1,946,797.50 | |||
| BTPS 0.95% 08/01/30 | 2,230,000.00 | 1,810,157.90 | |||
| BTPS 0.95% 09/15/27 | 2,380,000.00 | 2,126,339.60 | |||
| BTPS 0.95% 12/01/31 | 2,140,000.00 | 1,659,377.40 | |||
| BTPS 0% 01/15/24 | 1,000,000.00 | 968,220.00 | |||
| BTPS 0% 01/30/24 | 1,630,000.00 | 1,577,139.10 | |||
| BTPS 0% 04/01/26 | 3,860,000.00 | 3,463,809.60 | |||
| BTPS 0% 04/15/24 | 3,000,000.00 | 2,887,440.00 | |||
| BTPS 0% 08/01/26 | 2,580,000.00 | 2,288,073.00 | |||
| BTPS 0% 08/15/24 | 1,500,000.00 | 1,427,910.00 | |||
| BTPS 0% 11/29/23 | 1,750,000.00 | 1,701,735.00 | |||
| BTPS 0% 12/15/24 | 2,900,000.00 | 2,733,685.00 | |||
| BTPS 1.1% 04/01/27 | 1,000,000.00 | 909,830.00 | |||
| BTPS 1.25% 12/01/26 | 1,950,000.00 | 1,808,371.50 | |||
| BTPS 1.35% 04/01/30 | 1,940,000.00 | 1,646,924.20 | |||
| BTPS 1.45% 03/01/36 | 1,700,000.00 | 1,260,907.00 | |||
| BTPS 1.45% 05/15/25 | 2,300,000.00 | 2,216,740.00 | |||
| BTPS 1.45% 11/15/24 | 2,400,000.00 | 2,341,800.00 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 784,812.50 | |||
| BTPS 1.5% 06/01/25 | 2,410,000.00 | 2,326,517.60 | |||
| BTPS 1.6% 06/01/26 | 2,830,000.00 | 2,687,424.60 | |||
| BTPS 1.65% 03/01/32 | 2,100,000.00 | 1,735,734.00 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,164,283.20 | |||
| BTPS 1.7% 09/01/51 | 1,680,000.00 | 1,041,381.60 | |||
| BTPS 1.75% 05/30/24 | 1,910,000.00 | 1,882,075.80 | |||
| BTPS 1.75% 07/01/24 | 1,000,000.00 | 985,910.00 | |||
| BTPS 1.8% 03/01/41 | 2,260,000.00 | 1,592,079.60 | |||
| BTPS 1.85% 05/15/24 | 2,450,000.00 | 2,422,119.00 | |||
| BTPS 1.85% 07/01/25 | 2,700,000.00 | 2,624,481.00 | |||
| BTPS 2.05% 08/01/27 | 2,740,000.00 | 2,590,122.00 | |||
| BTPS 2.1% 07/15/26 | 3,200,000.00 | 3,089,344.00 | |||
| BTPS 2.15% 03/01/72 | 730,000.00 | 467,543.10 | |||
| BTPS 2.15% 09/01/52 | 1,020,000.00 | 689,683.20 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,177,833.20 | |||
| BTPS 2.25% 09/01/36 | 2,850,000.00 | 2,311,407.00 | |||
| BTPS 2.45% 09/01/33 | 2,640,000.00 | 2,273,594.40 | |||
| BTPS 2.45% 09/01/50 | 1,810,000.00 | 1,327,852.20 | |||
| BTPS 2.45% 10/01/23 | 2,910,000.00 | 2,917,478.70 | |||
| BTPS 2.5% 11/15/25 | 1,250,000.00 | 1,232,825.00 | |||
| BTPS 2.5% 12/01/24 | 2,950,000.00 | 2,940,737.00 | |||
| BTPS 2.5% 12/01/32 | 250,000.00 | 218,062.50 | |||
| BTPS 2.65% 12/01/27 | 960,000.00 | 924,432.00 | |||
| BTPS 2.7% 03/01/47 | 2,210,000.00 | 1,761,060.60 | |||
| BTPS 2.8% 03/01/67 | 1,130,000.00 | 864,077.10 | |||
| BTPS 2.8% 06/15/29 | 1,820,000.00 | 1,731,493.40 | |||
| BTPS 2.8% 12/01/28 | 2,720,000.00 | 2,621,916.80 | |||
| BTPS 2.95% 09/01/38 | 1,580,000.00 | 1,375,927.20 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,112,286.40 | |||
| BTPS 2% 12/01/25 | 1,490,000.00 | 1,447,967.10 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,242,130.80 | |||
| BTPS 3.25% 03/01/38 | 960,000.00 | 865,209.60 | |||
| BTPS 3.25% 09/01/46 | 1,970,000.00 | 1,731,846.70 | |||
| BTPS 3.35% 03/01/35 | 1,820,000.00 | 1,688,759.80 | |||
| BTPS 3.45% 03/01/48 | 2,120,000.00 | 1,915,038.40 | |||
| BTPS 3.5% 03/01/30 | 3,960,000.00 | 3,938,140.80 | |||
| BTPS 3.75% 09/01/24 | 2,150,000.00 | 2,197,042.00 | |||
| BTPS 3.85% 09/01/49 | 1,860,000.00 | 1,786,809.00 | |||
| BTPS 3% 08/01/29 | 2,170,000.00 | 2,097,673.90 | |||
| BTPS 4.5% 03/01/24 | 2,750,000.00 | 2,827,522.50 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,186,329.60 | |||
| BTPS 4.75% 09/01/28 | 2,630,000.00 | 2,810,759.90 | |||
| BTPS 4.75% 09/01/44 | 2,100,000.00 | 2,293,473.00 | |||
| BTPS 4% 02/01/37 | 3,550,000.00 | 3,539,847.00 | |||
| BTPS 5.0% 08/01/39 | 3,000,000.00 | 3,338,160.00 | |||
| BTPS 5.25% 11/01/29 | 3,560,000.00 | 3,951,564.40 | |||
| BTPS 5.75% 02/01/33 | 2,280,000.00 | 2,614,909.20 | |||
| BTPS 5% 03/01/25 | 3,660,000.00 | 3,854,346.00 | |||
| BTPS 5% 08/01/34 | 2,970,000.00 | 3,242,259.90 | |||
| BTPS 5% 09/01/40 | 2,240,000.00 | 2,486,086.40 | |||
| BTPS 6.5% 11/01/27 | 3,600,000.00 | 4,154,976.00 | |||
| BTPS 6% 05/01/31 | 2,940,000.00 | 3,430,186.20 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,630,846.00 | |||
| BTPS 9% 11/01/23 | 800,000.00 | 858,000.00 | |||
| DBR 0.25% 02/15/27 | 3,890,000.00 | 3,670,837.40 | |||
| DBR 0.25% 02/15/29 | 3,080,000.00 | 2,817,091.20 | |||
| DBR 0.25% 08/15/28 | 2,630,000.00 | 2,422,282.60 | |||
| DBR 0.5% 02/15/25 | 3,080,000.00 | 3,006,049.20 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 2,896,380.00 | |||
| DBR 0.5% 02/15/28 | 3,680,000.00 | 3,461,812.80 | |||
| DBR 0.5% 08/15/27 | 2,930,000.00 | 2,776,878.20 | |||
| DBR 0% 02/15/30 | 2,470,000.00 | 2,187,456.70 | |||
| DBR 0% 02/15/31 | 3,280,000.00 | 2,850,844.80 | |||
| DBR 0% 02/15/32 | 3,660,000.00 | 3,113,196.00 | |||
| DBR 0% 05/15/35 | 2,780,000.00 | 2,192,891.80 | |||
| DBR 0% 05/15/36 | 2,730,000.00 | 2,111,627.70 | |||
| DBR 0% 08/15/26 | 4,350,000.00 | 4,095,481.50 | |||
| DBR 0% 08/15/29 | 3,500,000.00 | 3,121,300.00 | |||
| DBR 0% 08/15/30 | 3,830,000.00 | 3,357,875.90 | |||
| DBR 0% 08/15/30 | 670,000.00 | 587,127.70 | |||
| DBR 0% 08/15/31 | 4,370,000.00 | 3,761,259.00 | |||
| DBR 0% 08/15/50 | 5,330,000.00 | 3,256,896.50 | |||
| DBR 0% 08/15/52 | 1,790,000.00 | 1,051,356.50 | |||
| DBR 0% 11/15/27 | 2,960,000.00 | 2,719,381.60 | |||
| DBR 0% 11/15/28 | 1,720,000.00 | 1,553,693.20 | |||
| DBR 1.25% 08/15/48 | 3,580,000.00 | 3,197,477.00 | |||
| DBR 1.5% 05/15/24 | 2,290,000.00 | 2,295,518.90 | |||
| DBR 1.7% 08/15/32 | 1,550,000.00 | 1,537,708.50 | |||
| DBR 1.75% 02/15/24 | 1,650,000.00 | 1,659,388.50 | |||
| DBR 1% 05/15/38 | 800,000.00 | 699,136.00 | |||
| DBR 1% 08/15/24 | 2,000,000.00 | 1,983,780.00 | |||
| DBR 1% 08/15/25 | 3,640,000.00 | 3,585,036.00 | |||
| DBR 2.5% 07/04/44 | 3,360,000.00 | 3,787,324.80 | |||
| DBR 2.5% 08/15/46 | 3,610,000.00 | 4,119,010.00 | |||
| DBR 3.25% 07/04/42 | 2,230,000.00 | 2,760,004.10 | |||
| DBR 4.0% 01/04/37 | 3,190,000.00 | 4,025,173.90 | |||
| DBR 4.25% 07/04/39 | 2,150,000.00 | 2,879,344.50 | |||
| DBR 4.75% 07/04/28 | 2,550,000.00 | 2,974,575.00 | |||
| DBR 4.75% 07/04/34 | 2,990,000.00 | 3,921,056.10 | |||
| DBR 4.75% 07/04/40 | 2,480,000.00 | 3,548,607.20 | |||
| DBR 5.5% 01/04/31 | 2,840,000.00 | 3,668,428.00 | |||
| DBR 5.625% 01/04/28 | 2,360,000.00 | 2,827,185.60 | |||
| DBR 6.25% 01/04/24 | 3,230,000.00 | 3,432,456.40 | |||
| DBR 6.25% 01/04/30 | 1,250,000.00 | 1,639,825.00 | |||
| DBR 6.5% 07/04/27 | 1,880,000.00 | 2,292,490.80 | |||
| FRTR 0.25% 11/25/26 | 4,680,000.00 | 4,373,974.80 | |||
| FRTR 0.5% 05/25/25 | 5,590,000.00 | 5,402,567.30 | |||
| FRTR 0.5% 05/25/26 | 6,690,000.00 | 6,370,218.00 | |||
| FRTR 0.5% 05/25/29 | 5,950,000.00 | 5,384,869.00 | |||
| FRTR 0.5% 05/25/40 | 3,210,000.00 | 2,252,136.00 | |||
| FRTR 0.5% 05/25/72 | 990,000.00 | 443,688.30 | |||
| FRTR 0.5% 06/25/44 | 1,980,000.00 | 1,298,068.20 | |||
| FRTR 0.75% 02/25/28 | 2,150,000.00 | 2,008,293.50 | |||
| FRTR 0.75% 05/25/28 | 6,290,000.00 | 5,870,771.50 | |||
| FRTR 0.75% 05/25/52 | 3,980,000.00 | 2,455,660.00 | |||
| FRTR 0.75% 05/25/53 | 2,660,000.00 | 1,603,714.00 | |||
| FRTR 0.75% 11/25/28 | 5,850,000.00 | 5,421,370.50 | |||
| FRTR 0% 02/25/24 | 4,850,000.00 | 4,744,900.50 | |||
| FRTR 0% 02/25/25 | 2,500,000.00 | 2,393,000.00 | |||
| FRTR 0% 02/25/26 | 4,460,000.00 | 4,190,705.20 | |||
| FRTR 0% 02/25/27 | 4,560,000.00 | 4,190,822.40 | |||
| FRTR 0% 03/25/24 | 4,260,000.00 | 4,159,762.20 | |||
| FRTR 0% 03/25/25 | 5,490,000.00 | 5,252,228.10 | |||
| FRTR 0% 05/25/32 | 3,280,000.00 | 2,641,220.00 | |||
| FRTR 0% 11/25/29 | 5,260,000.00 | 4,541,484.00 | |||
| FRTR 0% 11/25/30 | 6,040,000.00 | 5,081,331.20 | |||
| FRTR 0% 11/25/31 | 5,790,000.00 | 4,745,426.10 | |||
| FRTR 1.25% 05/25/34 | 4,390,000.00 | 3,852,005.50 | |||
| FRTR 1.25% 05/25/36 | 5,130,000.00 | 4,381,071.30 | |||
| FRTR 1.5% 05/25/31 | 6,170,000.00 | 5,881,614.20 | |||
| FRTR 1.5% 05/25/50 | 3,590,000.00 | 2,792,876.40 | |||
| FRTR 1.75% 05/25/66 | 1,780,000.00 | 1,415,705.20 | |||
| FRTR 1.75% 06/25/39 | 3,320,000.00 | 2,959,946.00 | |||
| FRTR 1.75% 11/25/24 | 4,160,000.00 | 4,162,745.60 | |||
| FRTR 1% 05/25/27 | 4,650,000.00 | 4,460,140.50 | |||
| FRTR 1% 11/25/25 | 5,280,000.00 | 5,148,422.40 | |||
| FRTR 2.25% 05/25/24 | 4,100,000.00 | 4,142,722.00 | |||
| FRTR 2.5% 05/25/30 | 7,180,000.00 | 7,418,160.60 | |||
| FRTR 2.75% 10/25/27 | 6,580,000.00 | 6,830,369.00 | |||
| FRTR 2% 05/25/48 | 3,560,000.00 | 3,132,123.60 | |||
| FRTR 2% 11/25/32 | 1,220,000.00 | 1,182,631.40 | |||
| FRTR 3.25% 05/25/45 | 3,400,000.00 | 3,744,148.00 | |||
| FRTR 3.5% 04/25/26 | 5,600,000.00 | 5,920,152.00 | |||
| FRTR 4.25% 10/25/23 | 5,650,000.00 | 5,818,652.50 | |||
| FRTR 4.5% 04/25/41 | 4,520,000.00 | 5,754,140.80 | |||
| FRTR 4.75% 04/25/35 | 3,540,000.00 | 4,393,387.80 | |||
| FRTR 4% 04/25/55 | 2,420,000.00 | 3,111,660.20 | |||
| FRTR 4% 04/25/60 | 2,030,000.00 | 2,701,645.80 | |||
| FRTR 4% 10/25/38 | 3,370,000.00 | 3,987,249.20 | |||
| FRTR 5.5% 04/25/29 | 5,170,000.00 | 6,253,580.30 | |||
| FRTR 5.75% 10/25/32 | 4,340,000.00 | 5,673,725.40 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 2,138,032.00 | |||
| IRISH 0.2% 05/15/27 | 930,000.00 | 859,068.90 | |||
| IRISH 0.2% 10/18/30 | 960,000.00 | 822,729.60 | |||
| IRISH 0.35% 10/18/32 | 470,000.00 | 386,175.50 | |||
| IRISH 0.4% 05/15/35 | 610,000.00 | 476,062.30 | |||
| IRISH 0.55% 04/22/41 | 500,000.00 | 348,280.00 | |||
| IRISH 0.9% 05/15/28 | 770,000.00 | 723,707.60 | |||
| IRISH 0% 10/18/31 | 850,000.00 | 695,971.50 | |||
| IRISH 1.1% 05/15/29 | 1,200,000.00 | 1,127,844.00 | |||
| IRISH 1.3% 05/15/33 | 670,000.00 | 604,239.50 | |||
| IRISH 1.35% 03/18/31 | 790,000.00 | 747,245.20 | |||
| IRISH 1.5% 05/15/50 | 800,000.00 | 616,600.00 | |||
| IRISH 1.7% 05/15/37 | 820,000.00 | 739,943.40 | |||
| IRISH 1% 05/15/26 | 1,640,000.00 | 1,593,260.00 | |||
| IRISH 2.4% 05/15/30 | 1,210,000.00 | 1,238,205.10 | |||
| IRISH 2% 02/18/45 | 1,280,000.00 | 1,142,464.00 | |||
| IRISH 3.4% 03/18/24 | 970,000.00 | 994,385.80 | |||
| IRISH 5.4% 03/13/25 | 1,160,000.00 | 1,262,950.00 | |||
| NETHER 0.25% 07/15/25 | 2,310,000.00 | 2,215,983.00 | |||
| NETHER 0.25% 07/15/29 | 1,570,000.00 | 1,402,920.60 | |||
| NETHER 0.5% 01/15/40 | 1,780,000.00 | 1,352,853.40 | |||
| NETHER 0.5% 07/15/26 | 2,320,000.00 | 2,211,331.20 | |||
| NETHER 0.5% 07/15/32 | 900,000.00 | 773,955.00 | |||
| NETHER 0.75% 07/15/27 | 1,560,000.00 | 1,483,606.80 | |||
| NETHER 0.75% 07/15/28 | 1,700,000.00 | 1,594,736.00 | |||
| NETHER 0% 01/15/24 | 1,630,000.00 | 1,598,932.20 | |||
| NETHER 0% 01/15/26 | 1,190,000.00 | 1,123,526.60 | |||
| NETHER 0% 01/15/27 | 1,840,000.00 | 1,700,620.00 | |||
| NETHER 0% 01/15/29 | 1,390,000.00 | 1,230,163.90 | |||
| NETHER 0% 01/15/38 | 960,000.00 | 684,499.20 | |||
| NETHER 0% 01/15/52 | 1,610,000.00 | 875,598.50 | |||
| NETHER 0% 07/15/30 | 1,350,000.00 | 1,163,632.50 | |||
| NETHER 0% 07/15/31 | 1,770,000.00 | 1,491,897.60 | |||
| NETHER 2.5% 01/15/33 | 1,970,000.00 | 2,041,826.20 | |||
| NETHER 2.75% 01/15/47 | 2,330,000.00 | 2,624,745.00 | |||
| NETHER 2% 07/15/24 | 1,990,000.00 | 2,006,397.60 | |||
| NETHER 3.75% 01/15/42 | 2,250,000.00 | 2,816,887.50 | |||
| NETHER 4% 01/15/37 | 2,180,000.00 | 2,646,956.00 | |||
| NETHER 5.5% 01/15/28 | 1,730,000.00 | 2,045,015.70 | |||
| OBL 0% 04/05/24 | 3,330,000.00 | 3,260,303.10 | |||
| OBL 0% 04/10/26 | 3,070,000.00 | 2,909,254.80 | |||
| OBL 0% 04/11/25 | 3,750,000.00 | 3,607,237.50 | |||
| OBL 0% 04/16/27 | 1,100,000.00 | 1,020,228.00 | |||
| OBL 0% 10/09/26 | 3,900,000.00 | 3,653,832.00 | |||
| OBL 0% 10/10/25 | 3,500,000.00 | 3,342,115.00 | |||
| OBL 0% 10/13/23 | 1,510,000.00 | 1,489,599.90 | |||
| OBL 0% 10/18/24 | 2,410,000.00 | 2,336,181.70 | |||
| RAGB 0.25% 10/20/36 | 600,000.00 | 438,342.00 | |||
| RAGB 0.5% 02/20/29 | 1,810,000.00 | 1,625,325.70 | |||
| RAGB 0.5% 04/20/27 | 1,090,000.00 | 1,021,122.90 | |||
| RAGB 0.7% 04/20/71 | 440,000.00 | 220,501.60 | |||
| RAGB 0.75% 02/20/28 | 1,210,000.00 | 1,124,719.20 | |||
| RAGB 0.75% 03/20/51 | 780,000.00 | 501,079.80 | |||
| RAGB 0.75% 10/20/26 | 2,080,000.00 | 1,985,921.60 | |||
| RAGB 0.85% 06/30/20 | 330,000.00 | 145,988.70 | |||
| RAGB 0.9% 02/20/32 | 880,000.00 | 770,220.00 | |||
| RAGB 0% 02/20/30 | 1,690,000.00 | 1,432,917.20 | |||
| RAGB 0% 02/20/31 | 1,640,000.00 | 1,355,050.00 | |||
| RAGB 0% 04/20/25 | 930,000.00 | 887,833.80 | |||
| RAGB 0% 07/15/24 | 1,440,000.00 | 1,398,931.20 | |||
| RAGB 0% 10/20/28 | 450,000.00 | 393,723.00 | |||
| RAGB 0% 10/20/40 | 670,000.00 | 417,979.50 | |||
| RAGB 1.2% 10/20/25 | 1,070,000.00 | 1,050,579.50 | |||
| RAGB 1.5% 02/20/47 | 1,030,000.00 | 841,355.50 | |||
| RAGB 1.5% 11/02/86 | 270,000.00 | 183,367.80 | |||
| RAGB 1.65% 10/21/24 | 990,000.00 | 989,821.80 | |||
| RAGB 1.75% 10/20/23 | 1,330,000.00 | 1,336,131.30 | |||
| RAGB 1.85% 05/23/49 | 460,000.00 | 399,151.20 | |||
| RAGB 2.1% 09/20/17 | 810,000.00 | 665,528.40 | |||
| RAGB 2.4% 05/23/34 | 1,080,000.00 | 1,069,696.80 | |||
| RAGB 3.15% 06/20/44 | 830,000.00 | 922,984.90 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 542,308.20 | |||
| RAGB 4.15% 03/15/37 | 1,820,000.00 | 2,167,747.40 | |||
| RAGB 4.85% 03/15/26 | 1,370,000.00 | 1,508,698.80 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,409,285.80 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 321,582.80 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 241,030.80 | |||
| RFGB 0.125% 09/15/31 | 540,000.00 | 446,693.40 | |||
| RFGB 0.25% 09/15/40 | 500,000.00 | 335,805.00 | |||
| RFGB 0.5% 04/15/26 | 620,000.00 | 591,046.00 | |||
| RFGB 0.5% 04/15/43 | 440,000.00 | 297,752.40 | |||
| RFGB 0.5% 09/15/27 | 870,000.00 | 808,517.10 | |||
| RFGB 0.5% 09/15/28 | 650,000.00 | 591,981.00 | |||
| RFGB 0.5% 09/15/29 | 760,000.00 | 678,862.40 | |||
| RFGB 0.75% 04/15/31 | 800,000.00 | 707,528.00 | |||
| RFGB 0.875% 09/15/25 | 690,000.00 | 669,858.90 | |||
| RFGB 0% 09/15/23 | 570,000.00 | 561,347.40 | |||
| RFGB 0% 09/15/24 | 420,000.00 | 405,493.20 | |||
| RFGB 0% 09/15/26 | 300,000.00 | 277,650.00 | |||
| RFGB 0% 09/15/30 | 520,000.00 | 436,649.20 | |||
| RFGB 1.125% 04/15/34 | 560,000.00 | 484,663.20 | |||
| RFGB 1.375% 04/15/27 | 350,000.00 | 340,077.50 | |||
| RFGB 1.375% 04/15/47 | 490,000.00 | 398,904.10 | |||
| RFGB 1.5% 09/15/32 | 490,000.00 | 451,731.00 | |||
| RFGB 2.625% 07/04/42 | 680,000.00 | 687,507.20 | |||
| RFGB 2.75% 07/04/28 | 550,000.00 | 570,883.50 | |||
| RFGB 2% 04/15/24 | 660,000.00 | 664,593.60 | |||
| RFGB 4% 07/04/25 | 830,000.00 | 880,820.90 | |||
| SPGB 0.1% 04/30/31 | 2,700,000.00 | 2,165,940.00 | |||
| SPGB 0.25% 07/30/24 | 2,290,000.00 | 2,223,612.90 | |||
| SPGB 0.5% 04/30/30 | 3,400,000.00 | 2,912,950.00 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,106,551.90 | |||
| SPGB 0.6% 10/31/29 | 2,050,000.00 | 1,793,811.50 | |||
| SPGB 0.7% 04/30/32 | 2,200,000.00 | 1,805,804.00 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,269,956.40 | |||
| SPGB 0.8% 07/30/29 | 740,000.00 | 657,201.40 | |||
| SPGB 0.85% 07/30/37 | 1,460,000.00 | 1,052,528.60 | |||
| SPGB 0% 01/31/25 | 2,280,000.00 | 2,178,357.60 | |||
| SPGB 0% 01/31/26 | 2,720,000.00 | 2,533,952.00 | |||
| SPGB 0% 01/31/27 | 1,560,000.00 | 1,411,566.00 | |||
| SPGB 0% 01/31/28 | 1,930,000.00 | 1,698,921.10 | |||
| SPGB 0% 05/31/24 | 2,110,000.00 | 2,046,932.10 | |||
| SPGB 0% 05/31/25 | 990,000.00 | 936,025.20 | |||
| SPGB 1.2% 10/31/40 | 2,810,000.00 | 2,013,533.60 | |||
| SPGB 1.25% 10/31/30 | 3,050,000.00 | 2,737,466.50 | |||
| SPGB 1.3% 10/31/26 | 4,250,000.00 | 4,110,727.50 | |||
| SPGB 1.4% 04/30/28 | 3,070,000.00 | 2,909,224.10 | |||
| SPGB 1.4% 07/30/28 | 3,030,000.00 | 2,859,289.80 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,521,363.90 | |||
| SPGB 1.45% 10/31/27 | 3,040,000.00 | 2,910,952.00 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 348,097.20 | |||
| SPGB 1.5% 04/30/27 | 2,000,000.00 | 1,933,120.00 | |||
| SPGB 1.6% 04/30/25 | 3,050,000.00 | 3,021,848.50 | |||
| SPGB 1.85% 07/30/35 | 2,750,000.00 | 2,395,305.00 | |||
| SPGB 1.9% 10/31/52 | 900,000.00 | 649,647.00 | |||
| SPGB 1.95% 04/30/26 | 3,600,000.00 | 3,576,564.00 | |||
| SPGB 1.95% 07/30/30 | 2,740,000.00 | 2,608,452.60 | |||
| SPGB 1% 07/30/42 | 890,000.00 | 600,349.50 | |||
| SPGB 1% 10/31/50 | 2,330,000.00 | 1,362,374.30 | |||
| SPGB 2.15% 10/31/25 | 2,810,000.00 | 2,822,167.30 | |||
| SPGB 2.35% 07/30/33 | 2,150,000.00 | 2,036,372.50 | |||
| SPGB 2.55% 10/31/32 | 1,980,000.00 | 1,913,551.20 | |||
| SPGB 2.7% 10/31/48 | 2,160,000.00 | 1,947,499.20 | |||
| SPGB 2.75% 10/31/24 | 3,050,000.00 | 3,108,163.50 | |||
| SPGB 2.9% 10/31/46 | 2,200,000.00 | 2,075,282.00 | |||
| SPGB 3.45% 07/30/66 | 1,780,000.00 | 1,751,715.80 | |||
| SPGB 3.8% 04/30/24 | 2,520,000.00 | 2,599,002.00 | |||
| SPGB 4.2% 01/31/37 | 2,530,000.00 | 2,847,211.40 | |||
| SPGB 4.4% 10/31/23 | 2,690,000.00 | 2,770,350.30 | |||
| SPGB 4.65% 07/30/25 | 2,840,000.00 | 3,051,608.40 | |||
| SPGB 4.7% 07/30/41 | 2,240,000.00 | 2,704,396.80 | |||
| SPGB 4.8% 01/31/24 | 1,840,000.00 | 1,915,366.40 | |||
| SPGB 4.9% 07/30/40 | 2,030,000.00 | 2,493,834.70 | |||
| SPGB 5.15% 10/31/28 | 3,490,000.00 | 4,013,814.10 | |||
| SPGB 5.15% 10/31/44 | 1,740,000.00 | 2,263,548.60 | |||
| SPGB 5.75% 07/30/32 | 2,860,000.00 | 3,589,786.20 | |||
| SPGB 5.9% 07/30/26 | 2,060,000.00 | 2,349,842.00 | |||
| SPGB 6.0% 01/31/29 | 1,050,000.00 | 1,268,022.00 | |||
| ユーロ 小計 | 776,660,000.00 | 743,664,941.30 | |||
| (106,916,708,610) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 1,520,000.00 | 1,377,089.60 | ||
| UKT 0.125% 01/31/24 | 3,300,000.00 | 3,166,185.00 | |||
| UKT 0.125% 01/31/28 | 2,260,000.00 | 1,932,978.00 | |||
| UKT 0.25% 01/31/25 | 1,800,000.00 | 1,677,924.00 | |||
| UKT 0.25% 07/31/31 | 3,270,000.00 | 2,541,640.20 | |||
| UKT 0.375% 10/22/26 | 2,970,000.00 | 2,656,932.30 | |||
| UKT 0.375% 10/22/30 | 2,150,000.00 | 1,737,759.00 | |||
| UKT 0.5% 01/31/29 | 1,930,000.00 | 1,639,477.10 | |||
| UKT 0.5% 10/22/61 | 1,340,000.00 | 538,894.40 | |||
| UKT 0.625% 06/07/25 | 1,700,000.00 | 1,593,954.00 | |||
| UKT 0.625% 07/31/35 | 2,810,000.00 | 1,998,415.80 | |||
| UKT 0.625% 10/22/50 | 1,070,000.00 | 532,453.40 | |||
| UKT 0.875% 01/31/46 | 1,170,000.00 | 680,530.50 | |||
| UKT 0.875% 07/31/33 | 1,260,000.00 | 985,635.00 | |||
| UKT 0.875% 10/22/29 | 1,700,000.00 | 1,462,765.00 | |||
| UKT 1.125% 01/31/39 | 1,370,000.00 | 968,466.70 | |||
| UKT 1.125% 10/22/73 | 520,000.00 | 256,796.80 | |||
| UKT 1.25% 07/22/27 | 950,000.00 | 871,055.00 | |||
| UKT 1.25% 07/31/51 | 1,710,000.00 | 1,027,573.20 | |||
| UKT 1.25% 10/22/41 | 2,800,000.00 | 1,930,236.00 | |||
| UKT 1.5% 07/22/26 | 1,600,000.00 | 1,508,032.00 | |||
| UKT 1.5% 07/22/47 | 2,370,000.00 | 1,589,179.80 | |||
| UKT 1.5% 07/31/53 | 420,000.00 | 266,872.20 | |||
| UKT 1.625% 10/22/28 | 1,070,000.00 | 985,609.10 | |||
| UKT 1.625% 10/22/54 | 1,740,000.00 | 1,141,144.20 | |||
| UKT 1.625% 10/22/71 | 1,480,000.00 | 916,208.80 | |||
| UKT 1.75% 01/22/49 | 1,300,000.00 | 915,798.00 | |||
| UKT 1.75% 07/22/57 | 2,210,000.00 | 1,498,402.10 | |||
| UKT 1.75% 09/07/37 | 2,190,000.00 | 1,754,540.40 | |||
| UKT 1% 01/31/32 | 1,720,000.00 | 1,414,321.60 | |||
| UKT 1% 04/22/24 | 800,000.00 | 774,128.00 | |||
| UKT 2.25% 09/07/23 | 2,500,000.00 | 2,477,500.00 | |||
| UKT 2.5% 07/22/65 | 2,000,000.00 | 1,671,920.00 | |||
| UKT 2.75% 09/07/24 | 1,690,000.00 | 1,678,761.50 | |||
| UKT 2% 09/07/25 | 1,780,000.00 | 1,729,537.00 | |||
| UKT 3.25% 01/22/44 | 2,230,000.00 | 2,130,720.40 | |||
| UKT 3.5% 01/22/45 | 2,290,000.00 | 2,271,244.90 | |||
| UKT 3.5% 07/22/68 | 2,130,000.00 | 2,277,715.50 | |||
| UKT 3.75% 07/22/52 | 1,600,000.00 | 1,689,504.00 | |||
| UKT 4.25% 03/07/36 | 1,640,000.00 | 1,791,585.20 | |||
| UKT 4.25% 06/07/32 | 2,100,000.00 | 2,295,153.00 | |||
| UKT 4.25% 09/07/39 | 1,620,000.00 | 1,779,764.40 | |||
| UKT 4.25% 12/07/27 | 1,370,000.00 | 1,441,253.70 | |||
| UKT 4.25% 12/07/40 | 1,750,000.00 | 1,928,430.00 | |||
| UKT 4.25% 12/07/46 | 1,920,000.00 | 2,138,284.80 | |||
| UKT 4.25% 12/07/49 | 1,510,000.00 | 1,703,899.10 | |||
| UKT 4.25% 12/07/55 | 1,910,000.00 | 2,236,266.20 | |||
| UKT 4.5% 09/07/34 | 1,570,000.00 | 1,753,344.60 | |||
| UKT 4.5% 12/07/42 | 2,050,000.00 | 2,341,653.50 | |||
| UKT 4.75% 12/07/30 | 1,460,000.00 | 1,640,076.40 | |||
| UKT 4.75% 12/07/38 | 1,650,000.00 | 1,919,346.00 | |||
| UKT 4% 01/22/60 | 1,540,000.00 | 1,771,585.20 | |||
| UKT 5% 03/07/25 | 2,300,000.00 | 2,400,096.00 | |||
| UKT 6.0% 12/07/28 | 1,250,000.00 | 1,450,362.50 | |||
| イギリスポンド 小計 | 96,360,000.00 | 86,859,001.10 | |||
| (14,223,161,430) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 6,470,000.00 | 5,521,498.00 | ||
| SGB 0.75% 05/12/28 | 6,430,000.00 | 5,958,809.60 | |||
| SGB 0.75% 11/12/29 | 7,560,000.00 | 6,893,434.80 | |||
| SGB 1.5% 11/13/23 | 12,500,000.00 | 12,394,500.00 | |||
| SGB 1% 11/12/26 | 9,640,000.00 | 9,146,721.20 | |||
| SGB 2.25% 06/01/32 | 5,510,000.00 | 5,679,377.40 | |||
| SGB 2.5% 05/12/25 | 9,300,000.00 | 9,316,368.00 | |||
| SGB 3.5% 03/30/39 | 5,310,000.00 | 6,586,099.20 | |||
| スウェーデンクローナ 小計 | 62,720,000.00 | 61,496,808.20 | |||
| (817,292,580) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 4,340,000.00 | 3,651,459.00 | ||
| NGB 1.375% 08/19/30 | 6,480,000.00 | 5,622,242.40 | |||
| NGB 1.5% 02/19/26 | 6,470,000.00 | 6,075,459.40 | |||
| NGB 1.75% 02/17/27 | 4,230,000.00 | 3,953,781.00 | |||
| NGB 1.75% 03/13/25 | 6,570,000.00 | 6,308,054.10 | |||
| NGB 1.75% 09/06/29 | 6,010,000.00 | 5,440,131.80 | |||
| NGB 2.125% 05/18/32 | 3,360,000.00 | 3,029,308.80 | |||
| NGB 2% 04/26/28 | 5,020,000.00 | 4,689,182.00 | |||
| NGB 3% 03/14/24 | 7,760,000.00 | 7,711,267.20 | |||
| ノルウェークローネ 小計 | 50,240,000.00 | 46,480,885.70 | |||
| (651,662,017) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 6,210,000.00 | 3,614,033.70 | ||
| DGB 0.5% 11/15/27 | 8,850,000.00 | 8,202,357.00 | |||
| DGB 0.5% 11/15/29 | 8,280,000.00 | 7,422,357.60 | |||
| DGB 0% 11/15/24 | 3,840,000.00 | 3,695,424.00 | |||
| DGB 0% 11/15/31 | 8,390,000.00 | 6,896,328.30 | |||
| DGB 1.5% 11/15/23 | 7,550,000.00 | 7,555,058.50 | |||
| DGB 1.75% 11/15/25 | 5,510,000.00 | 5,491,210.90 | |||
| DGB 4.5% 11/15/39 | 13,320,000.00 | 17,581,600.80 | |||
| デンマーククローネ 小計 | 61,950,000.00 | 60,458,370.80 | |||
| (1,168,660,307) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 2,290,000.00 | 1,778,757.50 | ||
| POLGB 0.75% 04/25/25 | 3,560,000.00 | 3,091,575.20 | |||
| POLGB 0% 07/25/24 | 2,160,000.00 | 1,916,330.40 | |||
| POLGB 1.25% 10/25/30 | 4,150,000.00 | 2,881,635.50 | |||
| POLGB 1.75% 04/25/32 | 1,810,000.00 | 1,248,918.10 | |||
| POLGB 2.25% 10/25/24 | 3,930,000.00 | 3,615,128.40 | |||
| POLGB 2.5% 04/25/24 | 3,550,000.00 | 3,339,059.00 | |||
| POLGB 2.5% 07/25/26 | 7,650,000.00 | 6,592,464.00 | |||
| POLGB 2.5% 07/25/27 | 4,260,000.00 | 3,577,164.60 | |||
| POLGB 2.75% 04/25/28 | 5,750,000.00 | 4,808,782.50 | |||
| POLGB 2.75% 10/25/29 | 6,220,000.00 | 5,006,042.60 | |||
| POLGB 3.25% 07/25/25 | 4,910,000.00 | 4,502,322.70 | |||
| POLGB 3.75% 05/25/27 | 1,390,000.00 | 1,233,555.50 | |||
| POLGB 4% 10/25/23 | 2,410,000.00 | 2,338,712.20 | |||
| POLGB 5.75% 04/25/29 | 600,000.00 | 584,076.00 | |||
| ポーランドズロチ 小計 | 54,640,000.00 | 46,514,524.20 | |||
| (1,414,688,087) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 3,430,000.00 | 3,213,326.90 | ||
| ACGB 0.25% 11/21/25 | 2,100,000.00 | 1,901,151.00 | |||
| ACGB 0.5% 09/21/26 | 2,810,000.00 | 2,501,321.50 | |||
| ACGB 1.25% 05/21/32 | 2,740,000.00 | 2,200,329.60 | |||
| ACGB 1.5% 06/21/31 | 3,190,000.00 | 2,674,783.10 | |||
| ACGB 1.75% 06/21/51 | 1,970,000.00 | 1,225,576.40 | |||
| ACGB 1.75% 11/21/32 | 2,400,000.00 | 2,005,200.00 | |||
| ACGB 1% 11/21/31 | 3,610,000.00 | 2,862,044.10 | |||
| ACGB 1% 12/21/30 | 2,360,000.00 | 1,916,815.60 | |||
| ACGB 2.25% 05/21/28 | 1,480,000.00 | 1,384,170.00 | |||
| ACGB 2.5% 05/21/30 | 3,620,000.00 | 3,352,807.80 | |||
| ACGB 2.75% 04/21/24 | 1,380,000.00 | 1,371,112.80 | |||
| ACGB 2.75% 05/21/41 | 1,630,000.00 | 1,368,042.70 | |||
| ACGB 2.75% 06/21/35 | 1,200,000.00 | 1,070,940.00 | |||
| ACGB 2.75% 11/21/27 | 1,930,000.00 | 1,862,295.60 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,588,420.80 | |||
| ACGB 2.75% 11/21/29 | 1,410,000.00 | 1,335,425.10 | |||
| ACGB 3.25% 04/21/25 | 2,560,000.00 | 2,552,422.40 | |||
| ACGB 3.25% 04/21/29 | 2,200,000.00 | 2,159,982.00 | |||
| ACGB 3.25% 06/21/39 | 1,120,000.00 | 1,025,729.60 | |||
| ACGB 3.75% 04/21/37 | 1,620,000.00 | 1,596,283.20 | |||
| ACGB 3% 03/21/47 | 1,680,000.00 | 1,417,953.60 | |||
| ACGB 3% 11/21/33 | 1,840,000.00 | 1,716,720.00 | |||
| ACGB 4.25% 04/21/26 | 2,130,000.00 | 2,188,042.50 | |||
| ACGB 4.5% 04/21/33 | 2,310,000.00 | 2,471,445.90 | |||
| ACGB 4.75% 04/21/27 | 2,320,000.00 | 2,444,212.80 | |||
| オーストラリアドル 小計 | 56,700,000.00 | 51,406,555.00 | |||
| (4,950,451,246) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 750,000.00 | 691,057.50 | ||
| SIGB 1.25% 11/01/26 | 530,000.00 | 490,737.60 | |||
| SIGB 1.625% 07/01/31 | 650,000.00 | 571,909.00 | |||
| SIGB 1.875% 03/01/50 | 810,000.00 | 612,765.00 | |||
| SIGB 1.875% 10/01/51 | 320,000.00 | 239,478.40 | |||
| SIGB 2.125% 06/01/26 | 1,080,000.00 | 1,040,277.60 | |||
| SIGB 2.25% 08/01/36 | 890,000.00 | 795,686.70 | |||
| SIGB 2.375% 06/01/25 | 940,000.00 | 920,589.00 | |||
| SIGB 2.375% 07/01/39 | 430,000.00 | 383,478.30 | |||
| SIGB 2.625% 05/01/28 | 610,000.00 | 593,304.30 | |||
| SIGB 2.625% 08/01/32 | 350,000.00 | 332,815.00 | |||
| SIGB 2.75% 03/01/46 | 760,000.00 | 701,495.20 | |||
| SIGB 2.75% 04/01/42 | 630,000.00 | 587,556.90 | |||
| SIGB 2.875% 07/01/29 | 650,000.00 | 638,007.50 | |||
| SIGB 2.875% 09/01/30 | 1,070,000.00 | 1,046,845.20 | |||
| SIGB 2% 02/01/24 | 680,000.00 | 669,194.80 | |||
| SIGB 3.375% 09/01/33 | 830,000.00 | 842,840.10 | |||
| SIGB 3.5% 03/01/27 | 740,000.00 | 749,782.80 | |||
| SIGB 3% 08/01/72 | 280,000.00 | 275,237.20 | |||
| SIGB 3% 09/01/24 | 1,590,000.00 | 1,585,532.10 | |||
| シンガポールドル 小計 | 14,590,000.00 | 13,768,590.20 | |||
| (1,401,642,482) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 1,800,000.00 | 1,600,452.00 | ||
| MGS 3.478% 06/14/24 | 1,920,000.00 | 1,927,046.40 | |||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,487,712.40 | |||
| MGS 3.733% 06/15/28 | 3,620,000.00 | 3,571,093.80 | |||
| MGS 3.757% 05/22/40 | 1,830,000.00 | 1,661,896.20 | |||
| MGS 3.828% 07/05/34 | 1,770,000.00 | 1,675,889.10 | |||
| MGS 3.844% 04/15/33 | 1,670,000.00 | 1,607,024.30 | |||
| MGS 3.882% 03/14/25 | 1,370,000.00 | 1,387,262.00 | |||
| MGS 3.885% 08/15/29 | 1,500,000.00 | 1,485,105.00 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,134,045.40 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 1,972,777.70 | |||
| MGS 3.9% 11/30/26 | 2,120,000.00 | 2,131,193.60 | |||
| MGS 3.906% 07/15/26 | 600,000.00 | 603,528.00 | |||
| MGS 3.955% 09/15/25 | 3,120,000.00 | 3,163,804.80 | |||
| MGS 4.059% 09/30/24 | 1,280,000.00 | 1,296,204.80 | |||
| MGS 4.065% 06/15/50 | 2,340,000.00 | 2,135,226.60 | |||
| MGS 4.181% 07/15/24 | 1,280,000.00 | 1,299,980.80 | |||
| MGS 4.232% 06/30/31 | 2,490,000.00 | 2,494,755.90 | |||
| MGS 4.254% 05/31/35 | 2,760,000.00 | 2,714,708.40 | |||
| MGS 4.392% 04/15/26 | 2,500,000.00 | 2,561,550.00 | |||
| MGS 4.498% 04/15/30 | 2,860,000.00 | 2,925,408.20 | |||
| MGS 4.642% 11/07/33 | 1,770,000.00 | 1,812,515.40 | |||
| MGS 4.696% 10/15/42 | 1,050,000.00 | 1,073,551.50 | |||
| MGS 4.736% 03/15/46 | 1,480,000.00 | 1,486,793.20 | |||
| MGS 4.762% 04/07/37 | 2,280,000.00 | 2,376,102.00 | |||
| MGS 4.893% 06/08/38 | 2,310,000.00 | 2,419,355.40 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,729,761.60 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,077,019.50 | |||
| マレーシアリンギット 小計 | 53,040,000.00 | 52,811,764.00 | |||
| (1,663,084,697) | |||||
| イスラエルシェケル | ILGOV 0.4% 10/31/24 | 1,010,000.00 | 957,822.68 | ||
| ILGOV 0.5% 02/27/26 | 1,130,000.00 | 1,040,352.01 | |||
| ILGOV 0.5% 04/30/25 | 2,420,000.00 | 2,274,454.90 | |||
| ILGOV 1.3% 04/30/32 | 950,000.00 | 808,679.13 | |||
| ILGOV 1.5% 05/31/37 | 1,970,000.00 | 1,554,127.68 | |||
| ILGOV 1.5% 11/30/23 | 2,230,000.00 | 2,199,533.29 | |||
| ILGOV 1.75% 08/31/25 | 1,240,000.00 | 1,199,081.36 | |||
| ILGOV 1% 03/31/30 | 2,830,000.00 | 2,439,489.14 | |||
| ILGOV 2.25% 09/28/28 | 2,010,000.00 | 1,925,210.96 | |||
| ILGOV 2% 03/31/27 | 2,750,000.00 | 2,637,388.87 | |||
| ILGOV 3.75% 03/31/24 | 3,030,000.00 | 3,068,347.68 | |||
| ILGOV 3.75% 03/31/47 | 3,130,000.00 | 3,229,959.68 | |||
| ILGOV 5.5% 01/31/42 | 2,130,000.00 | 2,757,202.14 | |||
| ILGOV 6.25% 10/30/26 | 2,660,000.00 | 2,994,389.93 | |||
| イスラエルシェケル 小計 | 29,490,000.00 | 29,086,039.45 | |||
| (1,210,921,628) | |||||
| オフショア人民元 | CGB 1.99% 04/09/25 | 29,520,000.00 | 29,357,344.80 | ||
| CGB 2.18% 06/25/24 | 22,500,000.00 | 22,551,525.00 | |||
| CGB 2.28% 03/17/24 | 9,700,000.00 | 9,739,576.00 | |||
| CGB 2.47% 09/02/24 | 32,480,000.00 | 32,730,096.00 | |||
| CGB 2.48% 04/15/27 | 27,000,000.00 | 27,027,540.00 | |||
| CGB 2.56% 10/21/23 | 30,440,000.00 | 30,657,646.00 | |||
| CGB 2.68% 05/21/30 | 22,480,000.00 | 22,445,380.80 | |||
| CGB 2.69% 08/12/26 | 17,240,000.00 | 17,428,260.80 | |||
| CGB 2.75% 06/15/29 | 10,000,000.00 | 10,059,100.00 | |||
| CGB 2.8% 03/24/29 | 23,080,000.00 | 23,277,334.00 | |||
| CGB 2.84% 04/08/24 | 11,650,000.00 | 11,809,255.50 | |||
| CGB 2.85% 06/04/27 | 21,430,000.00 | 21,795,381.50 | |||
| CGB 2.89% 11/18/31 | 18,510,000.00 | 18,724,160.70 | |||
| CGB 2.91% 10/14/28 | 10,720,000.00 | 10,902,454.40 | |||
| CGB 3.01% 05/13/28 | 10,930,000.00 | 11,202,047.70 | |||
| CGB 3.02% 05/27/31 | 21,690,000.00 | 22,167,180.00 | |||
| CGB 3.03% 03/11/26 | 46,760,000.00 | 47,873,823.20 | |||
| CGB 3.27% 11/19/30 | 6,850,000.00 | 7,148,865.50 | |||
| CGB 3.28% 12/03/27 | 19,110,000.00 | 19,864,271.70 | |||
| CGB 3.39% 03/16/50 | 10,420,000.00 | 10,889,629.40 | |||
| CGB 3.53% 10/18/51 | 7,450,000.00 | 8,055,238.00 | |||
| CGB 3.72% 04/12/51 | 2,390,000.00 | 2,650,557.80 | |||
| CGB 3.81% 09/14/50 | 13,260,000.00 | 14,905,300.80 | |||
| CGB 3.86% 07/22/49 | 11,980,000.00 | 13,532,248.60 | |||
| CGB 4.08% 10/22/48 | 4,110,000.00 | 4,794,150.60 | |||
| オフショア人民元 小計 | 441,700,000.00 | 451,588,368.80 | |||
| (9,231,866,182) | |||||
| 合計 | 318,596,526,520 | ||||
| (318,596,526,520) | |||||
| 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 | 219銘柄 | 100.0% | 52.0% |
| カナダドル | 国債証券 | 36銘柄 | 100.0% | 2.1% |
| メキシコペソ | 国債証券 | 15銘柄 | 100.0% | 0.8% |
| ユーロ | 国債証券 | 352銘柄 | 100.0% | 33.6% |
| イギリスポンド | 国債証券 | 54銘柄 | 100.0% | 4.5% |
| 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 | 8銘柄 | 100.0% | 0.4% |
| ポーランドズロチ | 国債証券 | 15銘柄 | 100.0% | 0.4% |
| オーストラリアドル | 国債証券 | 26銘柄 | 100.0% | 1.6% |
| シンガポールドル | 国債証券 | 20銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 28銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 14銘柄 | 100.0% | 0.4% |
| オフショア人民元 | 国債証券 | 25銘柄 | 100.0% | 2.9% |
| (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。
