有価証券報告書(内国投資信託受益証券)-第33期(2022/05/17-2022/11/14)
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11月14日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 73,563,538 |
| コール・ローン | 3,546,371,268 |
| 国債証券 | 289,901,688,847 |
| 派生商品評価勘定 | 29,834,125 |
| 未収入金 | 76,638,434 |
| 未収利息 | 2,008,114,627 |
| 前払費用 | 129,740,565 |
| 差入委託証拠金 | 478,935,776 |
| 流動資産合計 | 296,244,887,180 |
| 資産合計 | 296,244,887,180 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 35,876,020 |
| 前受金 | 26,684,949 |
| 未払金 | 111,731,724 |
| 未払解約金 | 646,649,053 |
| 未払利息 | 8,220 |
| その他未払費用 | 1 |
| 流動負債合計 | 820,949,967 |
| 負債合計 | 820,949,967 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 95,449,461,869 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 199,974,475,344 |
| 元本等合計 | 295,423,937,213 |
| 純資産合計 | 295,423,937,213 |
| 負債純資産合計 | 296,244,887,180 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2022年11月14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11月14日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 95,449,461,869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 | 3.0951円 |
| (1万口当たり純資産額) | (30,951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11月14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11月14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11月14日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2022年 5月17日 |
| 期首元本額 | 97,449,510,138円 |
| 期中追加設定元本額 | 11,400,930,847円 |
| 期中一部解約元本額 | 13,400,979,116円 |
| 期末元本額 | 95,449,461,869円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,266,003,167円 |
| グローバル・インカム&プラス(毎月決算型) | 550,946,800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) | 2,219,089,289円 |
| SBI資産設計オープン(分配型) | 8,444,473円 |
| SMT グローバル債券インデックス・オープン | 8,372,721,503円 |
| 世界経済インデックスファンド | 15,467,287,794円 |
| DCマイセレクション25 | 1,927,590,510円 |
| DCマイセレクション50 | 1,685,970,427円 |
| DCマイセレクション75 | 1,170,065,664円 |
| DC外国債券インデックス・オープン | 2,324,339,970円 |
| DCマイセレクションS25 | 972,461,921円 |
| DCマイセレクションS50 | 776,262,630円 |
| DCマイセレクションS75 | 443,668,026円 |
| DCターゲット・イヤー ファンド2025 | 24,931,436円 |
| DCターゲット・イヤー ファンド2035 | 92,178,254円 |
| DCターゲット・イヤー ファンド2045 | 48,145,945円 |
| DC世界経済インデックスファンド | 13,446,358,324円 |
| 外国債券インデックス・オープン(SMA専用) | 514,987,686円 |
| マイセレクション50VA1(適格機関投資家専用) | 1,592,694円 |
| マイセレクション75VA1(適格機関投資家専用) | 1,003,475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) | 21,562,699円 |
| バランス30VA1(適格機関投資家専用) | 39,279,339円 |
| バランス50VA1(適格機関投資家専用) | 61,302,826円 |
| バランス25VA2(適格機関投資家専用) | 70,160,237円 |
| バランス50VA2(適格機関投資家専用) | 64,451,521円 |
| バランスA(25)VA1(適格機関投資家専用) | 1,131,734,106円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 412,905,701円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,659,270,558円 |
| 世界バランスVA1(適格機関投資家専用) | 61,102,806円 |
| 世界バランスVA2(適格機関投資家専用) | 36,200,216円 |
| バランスD(35)VA1(適格機関投資家専用) | 407,565,170円 |
| バランスE(25)VA1(適格機関投資家専用) | 154,457,399円 |
| バランスF(25)VA1(適格機関投資家専用) | 200,329,027円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 697,493,711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) | 2,742,859,807円 |
| グローバル・バランスファンド・シリーズ1 | 677,802,405円 |
| 外国債券ファンド・シリーズ1 | 735,352,002円 |
| コア投資戦略ファンド(安定型) | 191,540,029円 |
| コア投資戦略ファンド(成長型) | 956,949,109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) | 596,945,845円 |
| DC世界経済インデックスファンド(債券シフト型) | 4,283,856,446円 |
| コア投資戦略ファンド(切替型) | 439,121,979円 |
| 世界経済インデックスファンド(株式シフト型) | 253,901,765円 |
| 世界経済インデックスファンド(債券シフト型) | 109,311,968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) | 1,265,170,544円 |
| SMT インデックスバランス・オープン | 197,224,100円 |
| 外国債券SMTBセレクション(SMA専用) | 9,977,871,924円 |
| SMT 世界経済インデックス・オープン | 284,984,369円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 355,412,821円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 574,592,830円 |
| SMT 8資産インデックスバランス・オープン | 5,832,974円 |
| グローバル経済コア | 856,168,064円 |
| SBI資産設計オープン(つみたてNISA対応型) | 18,035,644円 |
| DCターゲット・イヤー ファンド2055 | 1,820,859円 |
| コア投資戦略ファンド(切替型ワイド) | 102,830,030円 |
| コア投資戦略ファンド(積極成長型) | 18,887,444円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 19,814,535円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 22,923,846円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 10,055,339円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 13,442,651円 |
| My SMT グローバル債券インデックス(ノーロード) | 53,682,419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) | 151,124,967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) | 11,165,463,367円 |
| 外国債券インデックス・ファンド(適格機関投資家専用) | 328,764,834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) | 272,557,095円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 179,004,834円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 908,964,779円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 104,943,841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) | 52,024,851円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2022年11月14日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | △21,669,973,980 |
| 合計 | △21,669,973,980 |
| (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11月14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 | 2,768,320,671 | - | 2,795,005,620 | 26,684,949 | |
| 合計 | 2,768,320,671 | - | 2,795,005,620 | 26,684,949 | |
| (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11月14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 | 3,312,903,099 | - | 3,280,176,255 | △32,726,844 | |
| アメリカドル | 1,763,956,896 | - | 1,735,949,280 | △28,007,616 | |
| カナダドル | 122,914,760 | - | 121,668,688 | △1,246,072 | |
| ユーロ | 1,160,936,385 | - | 1,158,814,405 | △2,121,980 | |
| イギリスポンド | 156,801,490 | - | 155,982,970 | △818,520 | |
| オフショア人民元 | 108,293,568 | - | 107,760,912 | △532,656 | |
| 合計 | 3,312,903,099 | - | 3,280,176,255 | △32,726,844 | |
| (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 | 9,498,632.80 | |
| T 0.125% 02/15/24 | 4,710,000.00 | 4,458,401.36 | |||
| T 0.125% 12/15/23 | 3,250,000.00 | 3,100,449.23 | |||
| T 0.25% 03/15/24 | 13,000,000.00 | 12,276,875.00 | |||
| T 0.25% 05/15/24 | 10,000,000.00 | 9,382,031.30 | |||
| T 0.25% 05/31/25 | 10,900,000.00 | 9,858,539.11 | |||
| T 0.25% 06/15/24 | 9,000,000.00 | 8,417,109.42 | |||
| T 0.25% 06/30/25 | 3,800,000.00 | 3,434,101.57 | |||
| T 0.25% 07/31/25 | 5,200,000.00 | 4,681,828.11 | |||
| T 0.25% 09/30/25 | 7,500,000.00 | 6,717,773.47 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,211,734.38 | |||
| T 0.25% 11/15/23 | 11,000,000.00 | 10,535,293.01 | |||
| T 0.375% 01/31/26 | 8,000,000.00 | 7,098,125.04 | |||
| T 0.375% 04/15/24 | 7,000,000.00 | 6,602,148.42 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,287,500.00 | |||
| T 0.375% 07/15/24 | 9,010,000.00 | 8,419,598.66 | |||
| T 0.375% 07/31/27 | 5,500,000.00 | 4,662,753.92 | |||
| T 0.375% 08/15/24 | 5,000,000.00 | 4,656,933.60 | |||
| T 0.375% 09/15/24 | 6,600,000.00 | 6,135,550.80 | |||
| T 0.375% 09/30/27 | 9,880,000.00 | 8,323,514.08 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,677,382.82 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,562,343.76 | |||
| T 0.5% 02/28/26 | 4,500,000.00 | 3,998,496.10 | |||
| T 0.5% 03/31/25 | 7,220,000.00 | 6,618,709.37 | |||
| T 0.5% 04/30/27 | 11,940,000.00 | 10,255,340.62 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 2,997,011.71 | |||
| T 0.5% 06/30/27 | 6,960,000.00 | 5,945,362.49 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 3,960,089.85 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 6,337,500.00 | |||
| T 0.625% 03/31/27 | 7,500,000.00 | 6,490,722.67 | |||
| T 0.625% 05/15/30 | 12,000,000.00 | 9,517,500.00 | |||
| T 0.625% 07/31/26 | 8,000,000.00 | 7,049,687.52 | |||
| T 0.625% 08/15/30 | 11,950,000.00 | 9,424,628.96 | |||
| T 0.625% 10/15/24 | 5,080,000.00 | 4,733,925.00 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,121,484.37 | |||
| T 0.625% 12/31/27 | 3,000,000.00 | 2,539,804.68 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,225,000.00 | |||
| T 0.75% 03/31/26 | 6,000,000.00 | 5,366,250.00 | |||
| T 0.75% 04/30/26 | 3,000,000.00 | 2,676,328.14 | |||
| T 0.75% 05/31/26 | 4,000,000.00 | 3,559,062.52 | |||
| T 0.75% 08/31/26 | 11,830,000.00 | 10,451,527.70 | |||
| T 0.75% 11/15/24 | 10,860,000.00 | 10,110,193.34 | |||
| T 0.75% 12/31/23 | 3,370,000.00 | 3,230,263.48 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,135,625.04 | |||
| T 0.875% 09/30/26 | 6,000,000.00 | 5,316,093.78 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 8,943,519.58 | |||
| T 1.125% 01/15/25 | 6,800,000.00 | 6,352,953.10 | |||
| T 1.125% 02/15/31 | 15,050,000.00 | 12,271,628.98 | |||
| T 1.125% 02/28/25 | 8,500,000.00 | 7,918,613.26 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 6,925,000.00 | |||
| T 1.125% 05/15/40 | 1,710,000.00 | 1,054,856.25 | |||
| T 1.125% 08/15/40 | 5,200,000.00 | 3,182,156.27 | |||
| T 1.125% 08/31/28 | 10,210,000.00 | 8,719,978.12 | |||
| T 1.25% 03/31/28 | 5,150,000.00 | 4,477,281.25 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 6,941,875.04 | |||
| T 1.25% 05/15/50 | 8,650,000.00 | 4,583,148.43 | |||
| T 1.25% 05/31/28 | 8,000,000.00 | 6,925,625.04 | |||
| T 1.25% 06/30/28 | 4,000,000.00 | 3,456,562.52 | |||
| T 1.25% 08/15/31 | 13,380,000.00 | 10,858,706.25 | |||
| T 1.25% 09/30/28 | 14,500,000.00 | 12,455,273.51 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,273,476.58 | |||
| T 1.25% 12/31/26 | 7,130,000.00 | 6,379,121.87 | |||
| T 1.375% 01/31/25 | 4,000,000.00 | 3,756,875.00 | |||
| T 1.375% 08/15/50 | 9,900,000.00 | 5,424,890.62 | |||
| T 1.375% 10/31/28 | 3,520,000.00 | 3,039,575.01 | |||
| T 1.375% 11/15/31 | 21,030,000.00 | 17,137,807.13 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 3,833,437.50 | |||
| T 1.375% 12/31/28 | 4,900,000.00 | 4,226,250.00 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,415,000.00 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,524,773.43 | |||
| T 1.5% 08/15/26 | 7,500,000.00 | 6,827,929.72 | |||
| T 1.5% 09/30/24 | 8,500,000.00 | 8,059,394.51 | |||
| T 1.5% 11/30/24 | 8,800,000.00 | 8,312,906.27 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 6,514,746.07 | |||
| T 1.625% 02/15/26 | 5,600,000.00 | 5,171,906.26 | |||
| T 1.625% 05/15/26 | 2,270,000.00 | 2,087,424.60 | |||
| T 1.625% 05/15/31 | 11,150,000.00 | 9,403,457.08 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 5,858,789.06 | |||
| T 1.625% 10/31/23 | 2,500,000.00 | 2,430,566.40 | |||
| T 1.625% 10/31/26 | 2,800,000.00 | 2,552,156.26 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 4,060,218.75 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,352,227.33 | |||
| T 1.75% 01/31/29 | 6,000,000.00 | 5,276,250.00 | |||
| T 1.75% 03/15/25 | 2,100,000.00 | 1,983,269.52 | |||
| T 1.75% 06/30/24 | 2,400,000.00 | 2,297,390.61 | |||
| T 1.75% 08/15/41 | 4,680,000.00 | 3,141,450.00 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,624,531.25 | |||
| T 1.875% 02/15/32 | 8,020,000.00 | 6,807,601.60 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 5,513,953.12 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 4,153,359.40 | |||
| T 1.875% 02/28/27 | 4,000,000.00 | 3,665,468.76 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 4,797,708.97 | |||
| T 1.875% 08/31/24 | 6,000,000.00 | 5,732,812.50 | |||
| T 1.875% 11/15/51 | 9,300,000.00 | 5,822,671.87 | |||
| T 1% 07/31/28 | 7,000,000.00 | 5,951,093.75 | |||
| T 1% 12/15/24 | 8,000,000.00 | 7,474,687.52 | |||
| T 2.125% 02/29/24 | 5,100,000.00 | 4,944,908.18 | |||
| T 2.125% 03/31/24 | 7,400,000.00 | 7,162,679.70 | |||
| T 2.125% 05/15/25 | 4,230,000.00 | 4,017,508.61 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,366,140.61 | |||
| T 2.125% 07/31/24 | 4,800,000.00 | 4,614,187.48 | |||
| T 2.125% 09/30/24 | 5,000,000.00 | 4,798,925.80 | |||
| T 2.125% 11/30/23 | 2,680,000.00 | 2,613,000.00 | |||
| T 2.25% 01/31/24 | 4,000,000.00 | 3,892,578.12 | |||
| T 2.25% 02/15/27 | 8,950,000.00 | 8,330,142.60 | |||
| T 2.25% 02/15/52 | 4,300,000.00 | 2,960,281.25 | |||
| T 2.25% 03/31/24 | 5,900,000.00 | 5,720,695.34 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 7,066,699.20 | |||
| T 2.25% 04/30/24 | 7,000,000.00 | 6,775,097.63 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 4,788,979.71 | |||
| T 2.25% 08/15/27 | 11,530,000.00 | 10,672,906.61 | |||
| T 2.25% 08/15/46 | 4,190,000.00 | 2,912,704.68 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 3,833,242.21 | |||
| T 2.25% 10/31/24 | 6,300,000.00 | 6,053,044.91 | |||
| T 2.25% 11/15/24 | 10,150,000.00 | 9,742,810.52 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,162,125.00 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,055,332.06 | |||
| T 2.25% 12/31/23 | 4,500,000.00 | 4,387,324.23 | |||
| T 2.25% 12/31/24 | 5,400,000.00 | 5,172,820.32 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 4,125,000.00 | |||
| T 2.375% 02/29/24 | 5,760,000.00 | 5,603,737.47 | |||
| T 2.375% 03/31/29 | 4,900,000.00 | 4,467,613.26 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,456,085.94 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 10,909,601.20 | |||
| T 2.375% 05/15/29 | 8,010,000.00 | 7,294,106.25 | |||
| T 2.375% 05/15/51 | 8,150,000.00 | 5,794,140.62 | |||
| T 2.375% 08/15/24 | 5,000,000.00 | 4,821,582.05 | |||
| T 2.375% 11/15/49 | 4,100,000.00 | 2,937,585.95 | |||
| T 2.5% 01/31/24 | 3,470,000.00 | 3,386,299.81 | |||
| T 2.5% 01/31/25 | 5,000,000.00 | 4,808,789.05 | |||
| T 2.5% 02/15/45 | 1,710,000.00 | 1,265,800.78 | |||
| T 2.5% 02/15/46 | 3,950,000.00 | 2,901,707.05 | |||
| T 2.5% 05/15/24 | 7,900,000.00 | 7,667,628.92 | |||
| T 2.5% 05/15/46 | 1,450,000.00 | 1,062,351.56 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 4,475,652.36 | |||
| T 2.625% 02/15/29 | 13,340,000.00 | 12,359,301.62 | |||
| T 2.625% 03/31/25 | 7,250,000.00 | 6,991,152.38 | |||
| T 2.625% 12/31/23 | 3,500,000.00 | 3,427,333.98 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 5,561,055.45 | |||
| T 2.75% 02/15/24 | 3,000,000.00 | 2,933,847.66 | |||
| T 2.75% 02/15/28 | 6,550,000.00 | 6,171,839.87 | |||
| T 2.75% 05/31/29 | 5,700,000.00 | 5,310,796.87 | |||
| T 2.75% 06/30/25 | 5,500,000.00 | 5,303,847.67 | |||
| T 2.75% 08/15/42 | 8,700,000.00 | 6,910,382.85 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 3,115,019.55 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 6,636,128.88 | |||
| T 2.75% 11/15/23 | 2,320,000.00 | 2,278,992.19 | |||
| T 2.75% 11/15/42 | 3,920,000.00 | 3,102,312.50 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,345,402.35 | |||
| T 2.875% 04/30/25 | 4,000,000.00 | 3,871,718.76 | |||
| T 2.875% 05/15/28 | 7,260,000.00 | 6,866,088.29 | |||
| T 2.875% 05/15/32 | 8,500,000.00 | 7,854,531.25 | |||
| T 2.875% 05/15/43 | 4,150,000.00 | 3,341,398.43 | |||
| T 2.875% 05/15/49 | 5,570,000.00 | 4,438,158.62 | |||
| T 2.875% 05/15/52 | 4,800,000.00 | 3,812,625.02 | |||
| T 2.875% 05/31/25 | 3,820,000.00 | 3,694,656.25 | |||
| T 2.875% 07/31/25 | 5,460,000.00 | 5,275,725.00 | |||
| T 2.875% 08/15/28 | 3,920,000.00 | 3,699,193.76 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 1,818,617.19 | |||
| T 2.875% 11/15/46 | 2,500,000.00 | 1,972,460.95 | |||
| T 2.875% 11/30/23 | 4,020,000.00 | 3,950,670.71 | |||
| T 2% 02/15/25 | 8,460,000.00 | 8,045,592.22 | |||
| T 2% 02/15/50 | 5,000,000.00 | 3,268,359.40 | |||
| T 2% 04/30/24 | 6,230,000.00 | 6,006,596.12 | |||
| T 2% 05/31/24 | 3,310,000.00 | 3,185,875.00 | |||
| T 2% 06/30/24 | 5,500,000.00 | 5,286,552.75 | |||
| T 2% 08/15/25 | 6,890,000.00 | 6,496,785.56 | |||
| T 2% 08/15/51 | 7,850,000.00 | 5,077,968.75 | |||
| T 2% 11/15/26 | 10,220,000.00 | 9,445,914.81 | |||
| T 2% 11/15/41 | 8,200,000.00 | 5,742,562.50 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 896,027.34 | |||
| T 3.125% 02/15/43 | 2,000,000.00 | 1,682,187.50 | |||
| T 3.125% 05/15/48 | 5,930,000.00 | 4,918,193.75 | |||
| T 3.125% 08/15/44 | 1,840,000.00 | 1,528,637.50 | |||
| T 3.125% 08/31/29 | 4,050,000.00 | 3,860,156.25 | |||
| T 3.125% 11/15/28 | 8,400,000.00 | 8,022,000.00 | |||
| T 3.125% 11/15/41 | 1,750,000.00 | 1,493,378.91 | |||
| T 3.25% 05/15/42 | 1,750,000.00 | 1,517,304.68 | |||
| T 3.375% 05/15/44 | 3,010,000.00 | 2,612,585.93 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 4,628,804.71 | |||
| T 3.5% 02/15/39 | 770,000.00 | 719,348.43 | |||
| T 3.625% 02/15/44 | 2,400,000.00 | 2,173,500.00 | |||
| T 3.625% 08/15/43 | 2,000,000.00 | 1,819,687.50 | |||
| T 3.75% 08/15/41 | 2,000,000.00 | 1,881,093.76 | |||
| T 3.75% 11/15/43 | 3,000,000.00 | 2,777,812.50 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,399,363.28 | |||
| T 3% 02/15/47 | 800,000.00 | 645,125.00 | |||
| T 3% 02/15/48 | 4,450,000.00 | 3,595,113.30 | |||
| T 3% 02/15/49 | 5,000,000.00 | 4,082,421.90 | |||
| T 3% 05/15/42 | 1,620,000.00 | 1,348,523.44 | |||
| T 3% 05/15/45 | 2,500,000.00 | 2,024,804.70 | |||
| T 3% 05/15/47 | 3,210,000.00 | 2,589,065.62 | |||
| T 3% 08/15/48 | 3,250,000.00 | 2,638,593.75 | |||
| T 3% 08/15/52 | 5,200,000.00 | 4,254,656.27 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,066,617.19 | |||
| T 3% 10/31/25 | 5,000,000.00 | 4,837,500.00 | |||
| T 3% 11/15/44 | 2,800,000.00 | 2,273,687.50 | |||
| T 4.25% 05/15/39 | 900,000.00 | 920,671.87 | |||
| T 4.25% 11/15/40 | 2,350,000.00 | 2,380,109.37 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,044,921.88 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 1,963,085.94 | |||
| T 4.375% 05/15/41 | 1,950,000.00 | 2,003,929.68 | |||
| T 4.375% 11/15/39 | 2,960,000.00 | 3,066,837.50 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,163,489.84 | |||
| T 4.5% 05/15/38 | 550,000.00 | 582,269.53 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,792,171.87 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,473,365.62 | |||
| T 4.75% 02/15/41 | 750,000.00 | 809,355.47 | |||
| T 5.0% 05/15/37 | 1,100,000.00 | 1,226,070.31 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,384,398.44 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,154,597.66 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 1,794,230.47 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,587,693.36 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,208,238.28 | |||
| アメリカドル 小計 | 1,203,100,000.00 | 1,054,474,493.12 | |||
| (147,204,639,239) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 2,280,000.00 | 2,047,964.40 | ||
| CAN 0.25% 04/01/24 | 2,400,000.00 | 2,284,776.00 | |||
| CAN 0.5% 09/01/25 | 2,480,000.00 | 2,271,382.40 | |||
| CAN 0.5% 12/01/30 | 3,360,000.00 | 2,732,923.20 | |||
| CAN 0.75% 02/01/24 | 1,300,000.00 | 1,251,276.00 | |||
| CAN 0.75% 10/01/24 | 700,000.00 | 661,647.00 | |||
| CAN 1.25% 03/01/25 | 1,440,000.00 | 1,360,872.00 | |||
| CAN 1.25% 03/01/27 | 2,980,000.00 | 2,727,325.80 | |||
| CAN 1.25% 06/01/30 | 3,180,000.00 | 2,780,464.80 | |||
| CAN 1.5% 04/01/25 | 1,460,000.00 | 1,384,912.20 | |||
| CAN 1.5% 05/01/24 | 1,590,000.00 | 1,536,194.40 | |||
| CAN 1.5% 06/01/26 | 1,360,000.00 | 1,272,320.80 | |||
| CAN 1.5% 06/01/31 | 3,970,000.00 | 3,482,722.20 | |||
| CAN 1.5% 09/01/24 | 1,200,000.00 | 1,152,492.00 | |||
| CAN 1.5% 12/01/31 | 4,320,000.00 | 3,764,318.40 | |||
| CAN 1.75% 12/01/53 | 2,520,000.00 | 1,777,104.00 | |||
| CAN 1% 06/01/27 | 810,000.00 | 732,985.20 | |||
| CAN 1% 09/01/26 | 1,530,000.00 | 1,396,660.50 | |||
| CAN 2.25% 03/01/24 | 2,300,000.00 | 2,252,252.00 | |||
| CAN 2.25% 06/01/25 | 1,280,000.00 | 1,236,044.80 | |||
| CAN 2.25% 06/01/29 | 760,000.00 | 720,715.60 | |||
| CAN 2.25% 12/01/29 | 510,000.00 | 482,327.40 | |||
| CAN 2.5% 06/01/24 | 1,330,000.00 | 1,303,426.60 | |||
| CAN 2.5% 12/01/32 | 500,000.00 | 472,505.00 | |||
| CAN 2.75% 08/01/24 | 840,000.00 | 824,754.00 | |||
| CAN 2.75% 09/01/27 | 760,000.00 | 741,456.00 | |||
| CAN 2.75% 12/01/48 | 1,050,000.00 | 948,517.50 | |||
| CAN 2.75% 12/01/64 | 760,000.00 | 670,920.40 | |||
| CAN 2% 06/01/28 | 410,000.00 | 385,764.90 | |||
| CAN 2% 06/01/32 | 1,290,000.00 | 1,169,049.60 | |||
| CAN 2% 12/01/51 | 4,710,000.00 | 3,581,389.80 | |||
| CAN 3.5% 03/01/28 | 1,160,000.00 | 1,171,785.60 | |||
| CAN 3.5% 12/01/45 | 1,050,000.00 | 1,075,903.50 | |||
| CAN 3% 11/01/24 | 2,160,000.00 | 2,126,584.80 | |||
| CAN 4.0% 06/01/41 | 1,050,000.00 | 1,141,717.50 | |||
| CAN 5.75% 06/01/29 | 1,020,000.00 | 1,175,733.60 | |||
| CAN 5.75% 06/01/33 | 1,120,000.00 | 1,371,294.40 | |||
| CAN 5% 06/01/37 | 880,000.00 | 1,046,575.20 | |||
| カナダドル 小計 | 63,820,000.00 | 58,517,059.50 | |||
| (6,158,920,512) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 9,009,648.00 | ||
| MBONO 10% 12/05/24 | 30,560,000.00 | 30,749,472.00 | |||
| MBONO 5.5% 03/04/27 | 12,500,000.00 | 10,921,750.00 | |||
| MBONO 5.75% 03/05/26 | 45,330,000.00 | 40,843,236.60 | |||
| MBONO 5% 03/06/25 | 5,200,000.00 | 4,702,776.00 | |||
| MBONO 7.5% 06/03/27 | 38,910,000.00 | 36,641,936.10 | |||
| MBONO 7.75% 05/29/31 | 46,470,000.00 | 42,546,073.20 | |||
| MBONO 7.75% 11/13/42 | 28,610,000.00 | 24,311,633.60 | |||
| MBONO 7.75% 11/23/34 | 8,850,000.00 | 7,902,342.00 | |||
| MBONO 8.5% 05/31/29 | 24,390,000.00 | 23,622,446.70 | |||
| MBONO 8.5% 11/18/38 | 26,670,000.00 | 24,637,212.60 | |||
| MBONO 8% 07/31/53 | 3,700,000.00 | 3,179,410.00 | |||
| MBONO 8% 09/05/24 | 34,470,000.00 | 33,451,411.50 | |||
| MBONO 8% 11/07/47 | 28,400,000.00 | 24,592,980.00 | |||
| MBONO 8% 12/07/23 | 29,070,000.00 | 28,397,029.50 | |||
| メキシコペソ 小計 | 371,680,000.00 | 345,509,357.80 | |||
| (2,473,501,492) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,040,000.00 | 868,857.60 | ||
| BGB 0.35% 06/22/32 | 1,910,000.00 | 1,530,731.30 | |||
| BGB 0.4% 06/22/40 | 1,010,000.00 | 645,157.70 | |||
| BGB 0.5% 10/22/24 | 1,420,000.00 | 1,375,852.20 | |||
| BGB 0.65% 06/22/71 | 640,000.00 | 282,035.20 | |||
| BGB 0.8% 06/22/25 | 2,680,000.00 | 2,587,272.00 | |||
| BGB 0.8% 06/22/27 | 1,690,000.00 | 1,578,764.20 | |||
| BGB 0.8% 06/22/28 | 1,460,000.00 | 1,340,966.20 | |||
| BGB 0.9% 06/22/29 | 2,140,000.00 | 1,935,993.80 | |||
| BGB 0% 10/22/27 | 780,000.00 | 694,527.60 | |||
| BGB 0% 10/22/31 | 1,180,000.00 | 936,141.20 | |||
| BGB 1.25% 04/22/33 | 740,000.00 | 644,184.80 | |||
| BGB 1.4% 06/22/53 | 1,050,000.00 | 707,049.00 | |||
| BGB 1.45% 06/22/37 | 800,000.00 | 651,736.00 | |||
| BGB 1.6% 06/22/47 | 1,240,000.00 | 924,110.00 | |||
| BGB 1.7% 06/22/50 | 1,300,000.00 | 967,408.00 | |||
| BGB 1.9% 06/22/38 | 1,050,000.00 | 903,409.50 | |||
| BGB 1% 06/22/26 | 1,460,000.00 | 1,397,599.60 | |||
| BGB 1% 06/22/31 | 2,070,000.00 | 1,826,174.70 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 713,864.80 | |||
| BGB 2.25% 06/22/57 | 770,000.00 | 647,993.50 | |||
| BGB 2.6% 06/22/24 | 1,730,000.00 | 1,739,843.70 | |||
| BGB 2.75% 04/22/39 | 400,000.00 | 383,308.00 | |||
| BGB 3.75% 06/22/45 | 930,000.00 | 1,018,145.40 | |||
| BGB 3% 06/22/34 | 1,030,000.00 | 1,039,805.60 | |||
| BGB 4.25% 03/28/41 | 1,730,000.00 | 2,000,035.70 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,224,542.40 | |||
| BGB 4% 03/28/32 | 1,080,000.00 | 1,197,028.80 | |||
| BGB 5.5% 03/28/28 | 2,780,000.00 | 3,225,773.00 | |||
| BGB 5% 03/28/35 | 2,290,000.00 | 2,773,304.50 | |||
| BKO 0.2% 06/14/24 | 500,000.00 | 485,230.00 | |||
| BKO 0.4% 09/13/24 | 1,300,000.00 | 1,260,142.00 | |||
| BKO 0% 03/15/24 | 1,850,000.00 | 1,798,514.50 | |||
| BKO 0% 12/15/23 | 1,880,000.00 | 1,836,102.00 | |||
| BTPS 0.25% 03/15/28 | 1,680,000.00 | 1,410,746.40 | |||
| BTPS 0.35% 02/01/25 | 580,000.00 | 549,016.40 | |||
| BTPS 0.45% 02/15/29 | 2,070,000.00 | 1,698,683.40 | |||
| BTPS 0.5% 02/01/26 | 1,910,000.00 | 1,752,902.50 | |||
| BTPS 0.5% 07/15/28 | 2,280,000.00 | 1,919,668.80 | |||
| BTPS 0.6% 08/01/31 | 3,160,000.00 | 2,379,922.40 | |||
| BTPS 0.85% 01/15/27 | 2,250,000.00 | 2,037,465.00 | |||
| BTPS 0.9% 04/01/31 | 3,830,000.00 | 3,006,052.10 | |||
| BTPS 0.95% 03/01/37 | 1,020,000.00 | 666,162.00 | |||
| BTPS 0.95% 06/01/32 | 2,550,000.00 | 1,931,421.00 | |||
| BTPS 0.95% 08/01/30 | 2,230,000.00 | 1,796,488.00 | |||
| BTPS 0.95% 09/15/27 | 1,490,000.00 | 1,327,128.10 | |||
| BTPS 0.95% 12/01/31 | 2,140,000.00 | 1,646,130.80 | |||
| BTPS 0% 01/15/24 | 1,000,000.00 | 969,150.00 | |||
| BTPS 0% 01/30/24 | 1,630,000.00 | 1,578,361.60 | |||
| BTPS 0% 04/01/26 | 3,860,000.00 | 3,459,216.20 | |||
| BTPS 0% 04/15/24 | 3,000,000.00 | 2,888,040.00 | |||
| BTPS 0% 08/01/26 | 2,580,000.00 | 2,287,170.00 | |||
| BTPS 0% 08/15/24 | 1,500,000.00 | 1,429,485.00 | |||
| BTPS 0% 12/15/24 | 2,900,000.00 | 2,740,181.00 | |||
| BTPS 1.1% 04/01/27 | 1,000,000.00 | 907,620.00 | |||
| BTPS 1.25% 12/01/26 | 1,950,000.00 | 1,802,073.00 | |||
| BTPS 1.35% 04/01/30 | 1,940,000.00 | 1,634,217.20 | |||
| BTPS 1.45% 03/01/36 | 700,000.00 | 503,426.00 | |||
| BTPS 1.45% 05/15/25 | 2,300,000.00 | 2,215,797.00 | |||
| BTPS 1.45% 11/15/24 | 2,400,000.00 | 2,342,856.00 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 754,600.00 | |||
| BTPS 1.5% 06/01/25 | 2,410,000.00 | 2,322,179.60 | |||
| BTPS 1.6% 06/01/26 | 2,830,000.00 | 2,677,293.20 | |||
| BTPS 1.65% 03/01/32 | 2,100,000.00 | 1,721,391.00 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,149,068.60 | |||
| BTPS 1.7% 09/01/51 | 1,680,000.00 | 995,685.60 | |||
| BTPS 1.75% 05/30/24 | 1,910,000.00 | 1,879,172.60 | |||
| BTPS 1.75% 07/01/24 | 1,000,000.00 | 984,260.00 | |||
| BTPS 1.8% 03/01/41 | 1,360,000.00 | 927,656.00 | |||
| BTPS 1.85% 05/15/24 | 2,450,000.00 | 2,417,880.50 | |||
| BTPS 1.85% 07/01/25 | 2,700,000.00 | 2,616,705.00 | |||
| BTPS 2.05% 08/01/27 | 2,740,000.00 | 2,579,518.20 | |||
| BTPS 2.1% 07/15/26 | 900,000.00 | 864,801.00 | |||
| BTPS 2.15% 03/01/72 | 590,000.00 | 350,849.40 | |||
| BTPS 2.15% 09/01/52 | 1,020,000.00 | 657,634.80 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,169,762.00 | |||
| BTPS 2.25% 09/01/36 | 2,850,000.00 | 2,256,886.50 | |||
| BTPS 2.45% 09/01/33 | 2,640,000.00 | 2,231,037.60 | |||
| BTPS 2.45% 09/01/50 | 1,810,000.00 | 1,276,412.00 | |||
| BTPS 2.5% 11/15/25 | 1,250,000.00 | 1,229,475.00 | |||
| BTPS 2.5% 12/01/24 | 2,950,000.00 | 2,932,713.00 | |||
| BTPS 2.5% 12/01/32 | 1,250,000.00 | 1,082,362.50 | |||
| BTPS 2.65% 12/01/27 | 960,000.00 | 918,518.40 | |||
| BTPS 2.7% 03/01/47 | 1,710,000.00 | 1,313,280.00 | |||
| BTPS 2.8% 03/01/67 | 1,130,000.00 | 804,345.30 | |||
| BTPS 2.8% 06/15/29 | 1,820,000.00 | 1,717,370.20 | |||
| BTPS 2.8% 12/01/28 | 2,020,000.00 | 1,934,816.60 | |||
| BTPS 2.95% 09/01/38 | 1,180,000.00 | 990,444.80 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,098,455.20 | |||
| BTPS 2% 12/01/25 | 1,490,000.00 | 1,442,558.40 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,200,382.80 | |||
| BTPS 3.25% 03/01/38 | 960,000.00 | 838,780.80 | |||
| BTPS 3.25% 09/01/46 | 1,970,000.00 | 1,667,329.20 | |||
| BTPS 3.35% 03/01/35 | 1,820,000.00 | 1,648,155.60 | |||
| BTPS 3.45% 03/01/48 | 2,120,000.00 | 1,849,594.00 | |||
| BTPS 3.5% 03/01/30 | 3,960,000.00 | 3,897,946.80 | |||
| BTPS 3.75% 09/01/24 | 2,150,000.00 | 2,187,130.50 | |||
| BTPS 3.85% 09/01/49 | 1,260,000.00 | 1,165,941.00 | |||
| BTPS 3% 08/01/29 | 2,170,000.00 | 2,080,075.20 | |||
| BTPS 4.5% 03/01/24 | 2,750,000.00 | 2,811,655.00 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,167,318.40 | |||
| BTPS 4.75% 09/01/28 | 2,630,000.00 | 2,788,878.30 | |||
| BTPS 4.75% 09/01/44 | 2,100,000.00 | 2,209,767.00 | |||
| BTPS 4% 02/01/37 | 3,550,000.00 | 3,442,754.50 | |||
| BTPS 5.0% 08/01/39 | 3,000,000.00 | 3,217,920.00 | |||
| BTPS 5.25% 11/01/29 | 3,560,000.00 | 3,911,158.40 | |||
| BTPS 5.75% 02/01/33 | 2,280,000.00 | 2,577,357.60 | |||
| BTPS 5% 03/01/25 | 3,660,000.00 | 3,830,665.80 | |||
| BTPS 5% 08/01/34 | 2,970,000.00 | 3,164,832.00 | |||
| BTPS 5% 09/01/40 | 2,850,000.00 | 3,057,964.50 | |||
| BTPS 6.5% 11/01/27 | 3,600,000.00 | 4,108,968.00 | |||
| BTPS 6% 05/01/31 | 1,140,000.00 | 1,314,157.80 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,612,884.00 | |||
| BTPS 9% 11/01/23 | 800,000.00 | 848,096.00 | |||
| DBR 0.25% 02/15/27 | 3,890,000.00 | 3,612,020.60 | |||
| DBR 0.25% 02/15/29 | 2,410,000.00 | 2,155,889.60 | |||
| DBR 0.25% 08/15/28 | 2,630,000.00 | 2,374,232.50 | |||
| DBR 0.5% 02/15/25 | 3,080,000.00 | 2,974,017.20 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 2,857,080.00 | |||
| DBR 0.5% 02/15/28 | 2,860,000.00 | 2,639,494.00 | |||
| DBR 0.5% 08/15/27 | 2,930,000.00 | 2,730,613.50 | |||
| DBR 0% 02/15/30 | 2,470,000.00 | 2,127,979.10 | |||
| DBR 0% 02/15/31 | 2,030,000.00 | 1,714,842.50 | |||
| DBR 0% 02/15/32 | 3,660,000.00 | 3,014,302.80 | |||
| DBR 0% 05/15/35 | 2,380,000.00 | 1,795,400.60 | |||
| DBR 0% 05/15/36 | 2,730,000.00 | 2,012,856.30 | |||
| DBR 0% 08/15/26 | 2,350,000.00 | 2,178,943.50 | |||
| DBR 0% 08/15/29 | 3,500,000.00 | 3,046,435.00 | |||
| DBR 0% 08/15/30 | 3,830,000.00 | 3,265,343.10 | |||
| DBR 0% 08/15/30 | 670,000.00 | 571,697.60 | |||
| DBR 0% 08/15/31 | 4,370,000.00 | 3,646,196.90 | |||
| DBR 0% 08/15/50 | 4,580,000.00 | 2,563,471.80 | |||
| DBR 0% 08/15/52 | 1,790,000.00 | 962,715.70 | |||
| DBR 0% 11/15/27 | 2,960,000.00 | 2,675,899.20 | |||
| DBR 0% 11/15/28 | 1,720,000.00 | 1,522,010.80 | |||
| DBR 1.25% 08/15/48 | 3,580,000.00 | 2,948,165.80 | |||
| DBR 1.5% 05/15/24 | 2,290,000.00 | 2,269,115.20 | |||
| DBR 1.7% 08/15/32 | 3,160,000.00 | 3,039,130.00 | |||
| DBR 1.75% 02/15/24 | 1,650,000.00 | 1,641,783.00 | |||
| DBR 1.8% 08/15/53 | 850,000.00 | 778,413.00 | |||
| DBR 1% 05/15/38 | 800,000.00 | 663,640.00 | |||
| DBR 1% 08/15/24 | 2,000,000.00 | 1,963,060.00 | |||
| DBR 1% 08/15/25 | 3,640,000.00 | 3,537,424.80 | |||
| DBR 2.5% 07/04/44 | 3,360,000.00 | 3,520,003.20 | |||
| DBR 2.5% 08/15/46 | 3,210,000.00 | 3,388,379.70 | |||
| DBR 3.25% 07/04/42 | 2,230,000.00 | 2,569,606.70 | |||
| DBR 4.0% 01/04/37 | 3,190,000.00 | 3,846,884.80 | |||
| DBR 4.25% 07/04/39 | 2,150,000.00 | 2,712,590.50 | |||
| DBR 4.75% 07/04/28 | 2,550,000.00 | 2,902,231.50 | |||
| DBR 4.75% 07/04/34 | 2,530,000.00 | 3,189,621.60 | |||
| DBR 4.75% 07/04/40 | 2,030,000.00 | 2,736,764.80 | |||
| DBR 5.5% 01/04/31 | 2,840,000.00 | 3,553,720.40 | |||
| DBR 5.625% 01/04/28 | 2,360,000.00 | 2,752,633.20 | |||
| DBR 6.25% 01/04/24 | 3,230,000.00 | 3,377,417.20 | |||
| DBR 6.25% 01/04/30 | 1,250,000.00 | 1,590,925.00 | |||
| DBR 6.5% 07/04/27 | 1,880,000.00 | 2,238,986.00 | |||
| FRTR 0.25% 11/25/26 | 4,680,000.00 | 4,309,250.40 | |||
| FRTR 0.5% 05/25/25 | 5,590,000.00 | 5,345,046.20 | |||
| FRTR 0.5% 05/25/26 | 3,550,000.00 | 3,332,314.00 | |||
| FRTR 0.5% 05/25/29 | 3,950,000.00 | 3,501,003.50 | |||
| FRTR 0.5% 05/25/40 | 3,210,000.00 | 2,129,738.70 | |||
| FRTR 0.5% 05/25/72 | 990,000.00 | 405,890.10 | |||
| FRTR 0.5% 06/25/44 | 1,980,000.00 | 1,215,185.40 | |||
| FRTR 0.75% 02/25/28 | 2,150,000.00 | 1,975,721.00 | |||
| FRTR 0.75% 05/25/28 | 6,290,000.00 | 5,760,067.50 | |||
| FRTR 0.75% 05/25/52 | 2,780,000.00 | 1,595,914.60 | |||
| FRTR 0.75% 05/25/53 | 2,660,000.00 | 1,494,042.20 | |||
| FRTR 0.75% 11/25/28 | 5,850,000.00 | 5,313,964.50 | |||
| FRTR 0% 02/25/24 | 2,850,000.00 | 2,769,573.00 | |||
| FRTR 0% 02/25/25 | 4,000,000.00 | 3,794,160.00 | |||
| FRTR 0% 02/25/26 | 4,460,000.00 | 4,136,650.00 | |||
| FRTR 0% 02/25/27 | 4,560,000.00 | 4,129,581.60 | |||
| FRTR 0% 03/25/24 | 4,260,000.00 | 4,131,901.80 | |||
| FRTR 0% 03/25/25 | 4,790,000.00 | 4,536,896.40 | |||
| FRTR 0% 05/25/32 | 3,280,000.00 | 2,570,109.60 | |||
| FRTR 0% 11/25/29 | 5,260,000.00 | 4,447,645.60 | |||
| FRTR 0% 11/25/30 | 6,630,000.00 | 5,458,943.10 | |||
| FRTR 0% 11/25/31 | 4,770,000.00 | 3,817,192.50 | |||
| FRTR 1.25% 05/25/34 | 4,390,000.00 | 3,711,701.10 | |||
| FRTR 1.25% 05/25/36 | 4,750,000.00 | 3,871,487.50 | |||
| FRTR 1.5% 05/25/31 | 6,170,000.00 | 5,726,377.00 | |||
| FRTR 1.5% 05/25/50 | 3,590,000.00 | 2,608,099.10 | |||
| FRTR 1.75% 05/25/66 | 1,380,000.00 | 993,186.00 | |||
| FRTR 1.75% 06/25/39 | 2,920,000.00 | 2,482,613.20 | |||
| FRTR 1.75% 11/25/24 | 4,160,000.00 | 4,116,985.60 | |||
| FRTR 1% 05/25/27 | 4,650,000.00 | 4,385,415.00 | |||
| FRTR 1% 11/25/25 | 5,280,000.00 | 5,080,838.40 | |||
| FRTR 2.25% 05/25/24 | 4,100,000.00 | 4,095,408.00 | |||
| FRTR 2.5% 05/25/30 | 4,980,000.00 | 5,018,644.80 | |||
| FRTR 2.5% 05/25/43 | 520,000.00 | 476,829.60 | |||
| FRTR 2.75% 10/25/27 | 5,580,000.00 | 5,689,312.20 | |||
| FRTR 2% 05/25/48 | 3,560,000.00 | 2,924,184.00 | |||
| FRTR 2% 11/25/32 | 2,670,000.00 | 2,515,647.30 | |||
| FRTR 3.25% 05/25/45 | 3,230,000.00 | 3,352,869.20 | |||
| FRTR 3.5% 04/25/26 | 5,600,000.00 | 5,819,800.00 | |||
| FRTR 4.5% 04/25/41 | 3,920,000.00 | 4,731,675.20 | |||
| FRTR 4.75% 04/25/35 | 2,940,000.00 | 3,500,246.40 | |||
| FRTR 4% 04/25/55 | 2,420,000.00 | 2,899,474.60 | |||
| FRTR 4% 04/25/60 | 2,030,000.00 | 2,457,883.40 | |||
| FRTR 4% 10/25/38 | 3,370,000.00 | 3,788,250.70 | |||
| FRTR 5.5% 04/25/29 | 6,520,000.00 | 7,694,969.20 | |||
| FRTR 5.75% 10/25/32 | 4,340,000.00 | 5,513,319.00 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 2,100,165.00 | |||
| IRISH 0.2% 05/15/27 | 930,000.00 | 846,234.90 | |||
| IRISH 0.2% 10/18/30 | 960,000.00 | 801,129.60 | |||
| IRISH 0.35% 10/18/32 | 470,000.00 | 377,066.90 | |||
| IRISH 0.4% 05/15/35 | 610,000.00 | 454,346.30 | |||
| IRISH 0.55% 04/22/41 | 500,000.00 | 321,540.00 | |||
| IRISH 0.9% 05/15/28 | 770,000.00 | 709,354.80 | |||
| IRISH 0% 10/18/31 | 850,000.00 | 677,084.50 | |||
| IRISH 1.1% 05/15/29 | 1,200,000.00 | 1,102,632.00 | |||
| IRISH 1.3% 05/15/33 | 670,000.00 | 583,563.30 | |||
| IRISH 1.35% 03/18/31 | 790,000.00 | 723,987.60 | |||
| IRISH 1.5% 05/15/50 | 880,000.00 | 639,962.40 | |||
| IRISH 1.7% 05/15/37 | 580,000.00 | 495,615.80 | |||
| IRISH 1% 05/15/26 | 1,000,000.00 | 959,720.00 | |||
| IRISH 2.4% 05/15/30 | 1,210,000.00 | 1,204,784.90 | |||
| IRISH 2% 02/18/45 | 1,100,000.00 | 924,363.00 | |||
| IRISH 3.4% 03/18/24 | 970,000.00 | 985,190.20 | |||
| IRISH 5.4% 03/13/25 | 1,160,000.00 | 1,242,244.00 | |||
| NETHER 0.25% 07/15/25 | 2,310,000.00 | 2,197,641.60 | |||
| NETHER 0.25% 07/15/29 | 750,000.00 | 655,747.50 | |||
| NETHER 0.5% 01/15/40 | 1,780,000.00 | 1,282,632.40 | |||
| NETHER 0.5% 07/15/26 | 1,420,000.00 | 1,336,007.00 | |||
| NETHER 0.5% 07/15/32 | 1,220,000.00 | 1,019,322.20 | |||
| NETHER 0.75% 07/15/27 | 1,560,000.00 | 1,460,144.40 | |||
| NETHER 0.75% 07/15/28 | 1,700,000.00 | 1,565,394.00 | |||
| NETHER 0% 01/15/24 | 1,630,000.00 | 1,588,320.90 | |||
| NETHER 0% 01/15/26 | 1,190,000.00 | 1,109,972.50 | |||
| NETHER 0% 01/15/27 | 1,840,000.00 | 1,680,343.20 | |||
| NETHER 0% 01/15/29 | 1,390,000.00 | 1,206,297.60 | |||
| NETHER 0% 01/15/38 | 960,000.00 | 654,508.80 | |||
| NETHER 0% 01/15/52 | 1,410,000.00 | 725,050.20 | |||
| NETHER 0% 07/15/30 | 1,350,000.00 | 1,133,892.00 | |||
| NETHER 0% 07/15/31 | 1,490,000.00 | 1,223,349.60 | |||
| NETHER 2.5% 01/15/33 | 1,630,000.00 | 1,638,704.20 | |||
| NETHER 2.75% 01/15/47 | 2,330,000.00 | 2,468,821.40 | |||
| NETHER 2% 01/15/54 | 480,000.00 | 438,691.20 | |||
| NETHER 2% 07/15/24 | 1,990,000.00 | 1,986,418.00 | |||
| NETHER 3.75% 01/15/42 | 1,870,000.00 | 2,210,227.80 | |||
| NETHER 4% 01/15/37 | 2,180,000.00 | 2,551,929.80 | |||
| NETHER 5.5% 01/15/28 | 1,730,000.00 | 2,001,073.70 | |||
| OBL 0% 04/05/24 | 3,330,000.00 | 3,231,165.60 | |||
| OBL 0% 04/10/26 | 3,070,000.00 | 2,867,472.10 | |||
| OBL 0% 04/11/25 | 1,250,000.00 | 1,189,600.00 | |||
| OBL 0% 04/16/27 | 1,100,000.00 | 1,004,322.00 | |||
| OBL 0% 10/09/26 | 3,900,000.00 | 3,600,480.00 | |||
| OBL 0% 10/10/25 | 5,000,000.00 | 4,711,900.00 | |||
| OBL 0% 10/18/24 | 2,410,000.00 | 2,313,841.00 | |||
| OBL 1.3% 10/15/27 | 3,550,000.00 | 3,421,383.50 | |||
| RAGB 0.25% 10/20/36 | 600,000.00 | 418,116.00 | |||
| RAGB 0.5% 02/20/29 | 1,410,000.00 | 1,241,702.40 | |||
| RAGB 0.5% 04/20/27 | 1,090,000.00 | 1,001,350.30 | |||
| RAGB 0.7% 04/20/71 | 280,000.00 | 131,042.80 | |||
| RAGB 0.75% 02/20/28 | 1,210,000.00 | 1,106,424.00 | |||
| RAGB 0.75% 03/20/51 | 780,000.00 | 468,218.40 | |||
| RAGB 0.75% 10/20/26 | 2,080,000.00 | 1,955,699.20 | |||
| RAGB 0.85% 06/30/20 | 330,000.00 | 153,007.80 | |||
| RAGB 0.9% 02/20/32 | 1,250,000.00 | 1,063,112.50 | |||
| RAGB 0% 02/20/30 | 1,210,000.00 | 1,000,899.90 | |||
| RAGB 0% 02/20/31 | 1,430,000.00 | 1,147,303.30 | |||
| RAGB 0% 04/20/25 | 960,000.00 | 908,457.60 | |||
| RAGB 0% 07/15/24 | 1,440,000.00 | 1,388,649.60 | |||
| RAGB 0% 10/20/28 | 450,000.00 | 386,626.50 | |||
| RAGB 0% 10/20/40 | 670,000.00 | 398,194.40 | |||
| RAGB 1.2% 10/20/25 | 1,070,000.00 | 1,036,894.20 | |||
| RAGB 1.5% 02/20/47 | 930,000.00 | 708,827.40 | |||
| RAGB 1.5% 11/02/86 | 270,000.00 | 170,799.30 | |||
| RAGB 1.65% 10/21/24 | 990,000.00 | 979,753.50 | |||
| RAGB 1.85% 05/23/49 | 460,000.00 | 377,246.00 | |||
| RAGB 2.1% 09/20/17 | 810,000.00 | 625,068.90 | |||
| RAGB 2.4% 05/23/34 | 730,000.00 | 697,383.60 | |||
| RAGB 3.15% 06/20/44 | 830,000.00 | 865,797.90 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 506,179.80 | |||
| RAGB 4.15% 03/15/37 | 1,820,000.00 | 2,075,728.20 | |||
| RAGB 4.85% 03/15/26 | 1,370,000.00 | 1,481,887.90 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,378,228.20 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 304,805.60 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 223,081.60 | |||
| RFGB 0.125% 09/15/31 | 540,000.00 | 432,966.60 | |||
| RFGB 0.25% 09/15/40 | 500,000.00 | 314,165.00 | |||
| RFGB 0.5% 04/15/26 | 620,000.00 | 583,556.40 | |||
| RFGB 0.5% 04/15/43 | 490,000.00 | 309,523.20 | |||
| RFGB 0.5% 09/15/27 | 870,000.00 | 790,803.90 | |||
| RFGB 0.5% 09/15/28 | 650,000.00 | 577,941.00 | |||
| RFGB 0.5% 09/15/29 | 550,000.00 | 476,404.50 | |||
| RFGB 0.75% 04/15/31 | 800,000.00 | 686,312.00 | |||
| RFGB 0.875% 09/15/25 | 440,000.00 | 422,906.00 | |||
| RFGB 0% 09/15/24 | 420,000.00 | 404,157.60 | |||
| RFGB 0% 09/15/26 | 300,000.00 | 273,723.00 | |||
| RFGB 0% 09/15/30 | 520,000.00 | 423,118.80 | |||
| RFGB 1.125% 04/15/34 | 530,000.00 | 439,921.20 | |||
| RFGB 1.375% 04/15/27 | 350,000.00 | 333,735.50 | |||
| RFGB 1.375% 04/15/47 | 490,000.00 | 368,612.30 | |||
| RFGB 1.5% 09/15/32 | 490,000.00 | 436,668.40 | |||
| RFGB 2.625% 07/04/42 | 520,000.00 | 494,296.40 | |||
| RFGB 2.75% 07/04/28 | 550,000.00 | 555,670.50 | |||
| RFGB 2% 04/15/24 | 510,000.00 | 509,694.00 | |||
| RFGB 4% 07/04/25 | 830,000.00 | 867,582.40 | |||
| SPGB 0.1% 04/30/31 | 2,700,000.00 | 2,122,389.00 | |||
| SPGB 0.25% 07/30/24 | 2,290,000.00 | 2,211,567.50 | |||
| SPGB 0.5% 04/30/30 | 3,400,000.00 | 2,862,358.00 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,065,843.10 | |||
| SPGB 0.6% 10/31/29 | 1,220,000.00 | 1,050,127.20 | |||
| SPGB 0.7% 04/30/32 | 2,200,000.00 | 1,771,242.00 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,241,286.40 | |||
| SPGB 0.8% 07/30/29 | 1,130,000.00 | 988,004.20 | |||
| SPGB 0.85% 07/30/37 | 1,460,000.00 | 1,021,343.00 | |||
| SPGB 0% 01/31/25 | 2,280,000.00 | 2,166,159.60 | |||
| SPGB 0% 01/31/26 | 2,720,000.00 | 2,511,022.40 | |||
| SPGB 0% 01/31/27 | 1,560,000.00 | 1,397,853.60 | |||
| SPGB 0% 01/31/28 | 1,930,000.00 | 1,674,448.70 | |||
| SPGB 0% 05/31/24 | 2,110,000.00 | 2,035,728.00 | |||
| SPGB 0% 05/31/25 | 1,670,000.00 | 1,569,766.60 | |||
| SPGB 1.2% 10/31/40 | 2,810,000.00 | 1,949,268.90 | |||
| SPGB 1.25% 10/31/30 | 1,950,000.00 | 1,718,106.00 | |||
| SPGB 1.3% 10/31/26 | 4,250,000.00 | 4,060,152.50 | |||
| SPGB 1.4% 04/30/28 | 2,170,000.00 | 2,022,374.90 | |||
| SPGB 1.4% 07/30/28 | 3,030,000.00 | 2,813,961.00 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,476,736.80 | |||
| SPGB 1.45% 10/31/27 | 3,040,000.00 | 2,867,966.40 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 333,491.40 | |||
| SPGB 1.5% 04/30/27 | 2,000,000.00 | 1,907,340.00 | |||
| SPGB 1.6% 04/30/25 | 3,050,000.00 | 2,993,788.50 | |||
| SPGB 1.85% 07/30/35 | 2,000,000.00 | 1,699,380.00 | |||
| SPGB 1.9% 10/31/52 | 1,190,000.00 | 815,721.20 | |||
| SPGB 1.95% 04/30/26 | 2,300,000.00 | 2,258,646.00 | |||
| SPGB 1.95% 07/30/30 | 2,740,000.00 | 2,557,570.80 | |||
| SPGB 1% 07/30/42 | 890,000.00 | 580,876.30 | |||
| SPGB 1% 10/31/50 | 2,330,000.00 | 1,291,192.80 | |||
| SPGB 2.15% 10/31/25 | 2,810,000.00 | 2,792,802.80 | |||
| SPGB 2.35% 07/30/33 | 2,150,000.00 | 1,989,610.00 | |||
| SPGB 2.55% 10/31/32 | 1,980,000.00 | 1,873,436.40 | |||
| SPGB 2.7% 10/31/48 | 1,760,000.00 | 1,506,964.80 | |||
| SPGB 2.75% 10/31/24 | 1,350,000.00 | 1,360,908.00 | |||
| SPGB 2.9% 10/31/46 | 1,800,000.00 | 1,627,290.00 | |||
| SPGB 3.45% 07/30/43 | 570,000.00 | 557,579.70 | |||
| SPGB 3.45% 07/30/66 | 1,780,000.00 | 1,699,490.60 | |||
| SPGB 3.8% 04/30/24 | 2,520,000.00 | 2,570,878.80 | |||
| SPGB 4.2% 01/31/37 | 2,530,000.00 | 2,769,338.00 | |||
| SPGB 4.4% 10/31/23 | 2,590,000.00 | 2,642,343.90 | |||
| SPGB 4.65% 07/30/25 | 2,840,000.00 | 3,010,087.60 | |||
| SPGB 4.7% 07/30/41 | 1,590,000.00 | 1,861,110.90 | |||
| SPGB 4.8% 01/31/24 | 1,840,000.00 | 1,895,052.80 | |||
| SPGB 4.9% 07/30/40 | 2,030,000.00 | 2,423,008.00 | |||
| SPGB 5.15% 10/31/28 | 3,490,000.00 | 3,932,566.90 | |||
| SPGB 5.15% 10/31/44 | 1,740,000.00 | 2,175,887.40 | |||
| SPGB 5.75% 07/30/32 | 2,860,000.00 | 3,515,254.60 | |||
| SPGB 5.9% 07/30/26 | 2,060,000.00 | 2,311,340.60 | |||
| SPGB 6.0% 01/31/29 | 1,050,000.00 | 1,246,791.00 | |||
| ユーロ 小計 | 725,840,000.00 | 678,529,118.00 | |||
| (97,816,757,650) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 1,260,000.00 | 1,143,865.80 | ||
| UKT 0.125% 01/31/24 | 3,300,000.00 | 3,180,804.00 | |||
| UKT 0.125% 01/31/28 | 1,460,000.00 | 1,235,948.40 | |||
| UKT 0.25% 01/31/25 | 2,960,000.00 | 2,767,659.20 | |||
| UKT 0.25% 07/31/31 | 2,370,000.00 | 1,816,368.00 | |||
| UKT 0.375% 10/22/26 | 2,970,000.00 | 2,651,289.30 | |||
| UKT 0.375% 10/22/30 | 2,150,000.00 | 1,710,583.00 | |||
| UKT 0.5% 01/31/29 | 1,930,000.00 | 1,615,236.30 | |||
| UKT 0.5% 10/22/61 | 1,340,000.00 | 562,558.80 | |||
| UKT 0.625% 06/07/25 | 1,700,000.00 | 1,595,348.00 | |||
| UKT 0.625% 07/31/35 | 1,910,000.00 | 1,334,383.30 | |||
| UKT 0.625% 10/22/50 | 1,070,000.00 | 530,634.40 | |||
| UKT 0.875% 01/31/46 | 1,170,000.00 | 671,100.30 | |||
| UKT 0.875% 07/31/33 | 1,260,000.00 | 968,662.80 | |||
| UKT 0.875% 10/22/29 | 1,700,000.00 | 1,444,337.00 | |||
| UKT 1.125% 01/31/39 | 1,120,000.00 | 773,819.20 | |||
| UKT 1.125% 10/22/73 | 870,000.00 | 455,601.60 | |||
| UKT 1.25% 07/22/27 | 950,000.00 | 864,595.00 | |||
| UKT 1.25% 07/31/51 | 1,710,000.00 | 1,022,785.20 | |||
| UKT 1.25% 10/22/41 | 2,460,000.00 | 1,658,778.00 | |||
| UKT 1.5% 07/22/26 | 1,600,000.00 | 1,504,320.00 | |||
| UKT 1.5% 07/22/47 | 2,370,000.00 | 1,569,011.10 | |||
| UKT 1.5% 07/31/53 | 1,070,000.00 | 679,043.40 | |||
| UKT 1.625% 10/22/28 | 1,070,000.00 | 972,769.10 | |||
| UKT 1.625% 10/22/54 | 1,340,000.00 | 881,090.20 | |||
| UKT 1.625% 10/22/71 | 1,480,000.00 | 961,689.20 | |||
| UKT 1.75% 01/22/49 | 1,300,000.00 | 908,596.00 | |||
| UKT 1.75% 07/22/57 | 2,210,000.00 | 1,525,054.70 | |||
| UKT 1.75% 09/07/37 | 2,190,000.00 | 1,716,281.10 | |||
| UKT 1% 01/31/32 | 3,600,000.00 | 2,918,700.00 | |||
| UKT 1% 04/22/24 | 1,800,000.00 | 1,747,026.00 | |||
| UKT 2.5% 07/22/65 | 1,820,000.00 | 1,539,811.00 | |||
| UKT 2.75% 09/07/24 | 1,690,000.00 | 1,676,023.70 | |||
| UKT 2% 09/07/25 | 1,780,000.00 | 1,727,223.00 | |||
| UKT 3.25% 01/22/44 | 2,010,000.00 | 1,890,445.20 | |||
| UKT 3.5% 01/22/45 | 2,120,000.00 | 2,074,632.00 | |||
| UKT 3.5% 07/22/68 | 1,830,000.00 | 1,980,718.80 | |||
| UKT 3.75% 07/22/52 | 1,100,000.00 | 1,155,616.00 | |||
| UKT 4.125% 01/29/27 | 740,000.00 | 758,633.20 | |||
| UKT 4.25% 03/07/36 | 1,940,000.00 | 2,075,780.60 | |||
| UKT 4.25% 06/07/32 | 2,100,000.00 | 2,256,072.00 | |||
| UKT 4.25% 09/07/39 | 1,620,000.00 | 1,730,532.60 | |||
| UKT 4.25% 12/07/27 | 1,370,000.00 | 1,421,840.80 | |||
| UKT 4.25% 12/07/40 | 1,750,000.00 | 1,876,822.50 | |||
| UKT 4.25% 12/07/46 | 1,320,000.00 | 1,450,614.00 | |||
| UKT 4.25% 12/07/49 | 1,510,000.00 | 1,687,470.30 | |||
| UKT 4.25% 12/07/55 | 1,910,000.00 | 2,229,753.10 | |||
| UKT 4.5% 09/07/34 | 1,570,000.00 | 1,722,619.70 | |||
| UKT 4.5% 12/07/42 | 2,050,000.00 | 2,292,658.50 | |||
| UKT 4.75% 12/07/30 | 1,460,000.00 | 1,610,964.00 | |||
| UKT 4.75% 12/07/38 | 1,650,000.00 | 1,864,780.50 | |||
| UKT 4% 01/22/60 | 1,250,000.00 | 1,448,262.50 | |||
| UKT 5% 03/07/25 | 1,180,000.00 | 1,226,952.20 | |||
| UKT 6.0% 12/07/28 | 1,250,000.00 | 1,421,887.50 | |||
| イギリスポンド 小計 | 92,710,000.00 | 82,508,052.10 | |||
| (13,585,775,858) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 6,470,000.00 | 5,490,700.80 | ||
| SGB 0.75% 05/12/28 | 6,430,000.00 | 5,959,838.40 | |||
| SGB 0.75% 11/12/29 | 7,560,000.00 | 6,882,699.60 | |||
| SGB 1.5% 11/13/23 | 12,500,000.00 | 12,396,000.00 | |||
| SGB 1% 11/12/26 | 9,640,000.00 | 9,183,835.20 | |||
| SGB 2.25% 06/01/32 | 5,510,000.00 | 5,613,202.30 | |||
| SGB 2.5% 05/12/25 | 6,360,000.00 | 6,379,588.80 | |||
| SGB 3.5% 03/30/39 | 4,440,000.00 | 5,411,427.60 | |||
| スウェーデンクローナ 小計 | 58,910,000.00 | 57,317,292.70 | |||
| (769,771,240) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 4,340,000.00 | 3,652,978.00 | ||
| NGB 1.375% 08/19/30 | 6,480,000.00 | 5,624,056.80 | |||
| NGB 1.5% 02/19/26 | 4,820,000.00 | 4,540,777.40 | |||
| NGB 1.75% 02/17/27 | 4,230,000.00 | 3,957,672.60 | |||
| NGB 1.75% 03/13/25 | 6,570,000.00 | 6,325,004.70 | |||
| NGB 1.75% 09/06/29 | 4,250,000.00 | 3,839,450.00 | |||
| NGB 2.125% 05/18/32 | 3,360,000.00 | 3,034,315.20 | |||
| NGB 2% 04/26/28 | 5,020,000.00 | 4,682,304.60 | |||
| NGB 3% 03/14/24 | 7,530,000.00 | 7,487,304.90 | |||
| ノルウェークローネ 小計 | 46,600,000.00 | 43,143,864.20 | |||
| (606,171,292) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 6,210,000.00 | 3,516,412.50 | ||
| DGB 0.5% 11/15/27 | 6,850,000.00 | 6,288,574.00 | |||
| DGB 0.5% 11/15/29 | 8,280,000.00 | 7,295,756.40 | |||
| DGB 0% 11/15/24 | 3,840,000.00 | 3,671,731.20 | |||
| DGB 0% 11/15/31 | 6,960,000.00 | 5,642,611.20 | |||
| DGB 1.5% 11/15/23 | 7,550,000.00 | 7,510,815.50 | |||
| DGB 1.75% 11/15/25 | 5,510,000.00 | 5,432,253.90 | |||
| DGB 4.5% 11/15/39 | 12,270,000.00 | 15,616,765.20 | |||
| デンマーククローネ 小計 | 57,470,000.00 | 54,974,919.90 | |||
| (1,065,413,947) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 2,290,000.00 | 1,748,964.60 | ||
| POLGB 0.75% 04/25/25 | 3,560,000.00 | 3,070,606.80 | |||
| POLGB 0% 07/25/24 | 2,160,000.00 | 1,919,980.80 | |||
| POLGB 1.25% 10/25/30 | 4,150,000.00 | 2,694,470.50 | |||
| POLGB 1.75% 04/25/32 | 2,650,000.00 | 1,687,679.00 | |||
| POLGB 2.25% 10/25/24 | 3,930,000.00 | 3,597,286.20 | |||
| POLGB 2.5% 04/25/24 | 3,130,000.00 | 2,950,557.10 | |||
| POLGB 2.5% 07/25/26 | 7,650,000.00 | 6,477,561.00 | |||
| POLGB 2.5% 07/25/27 | 4,260,000.00 | 3,461,037.00 | |||
| POLGB 2.75% 04/25/28 | 3,910,000.00 | 3,141,137.60 | |||
| POLGB 2.75% 10/25/29 | 6,220,000.00 | 4,744,491.60 | |||
| POLGB 3.25% 07/25/25 | 3,180,000.00 | 2,877,041.40 | |||
| POLGB 3.75% 05/25/27 | 1,390,000.00 | 1,202,600.20 | |||
| POLGB 5.75% 04/25/29 | 600,000.00 | 556,662.00 | |||
| ポーランドズロチ 小計 | 49,080,000.00 | 40,130,075.80 | |||
| (1,237,238,327) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 2,230,000.00 | 2,106,703.30 | ||
| ACGB 0.25% 11/21/25 | 2,100,000.00 | 1,923,348.00 | |||
| ACGB 0.5% 09/21/26 | 2,810,000.00 | 2,530,348.80 | |||
| ACGB 1.25% 05/21/32 | 2,740,000.00 | 2,211,207.40 | |||
| ACGB 1.5% 06/21/31 | 2,170,000.00 | 1,829,982.70 | |||
| ACGB 1.75% 06/21/51 | 1,970,000.00 | 1,189,486.00 | |||
| ACGB 1.75% 11/21/32 | 2,400,000.00 | 2,014,704.00 | |||
| ACGB 1% 11/21/31 | 3,610,000.00 | 2,879,299.90 | |||
| ACGB 1% 12/21/30 | 2,360,000.00 | 1,928,308.80 | |||
| ACGB 2.25% 05/21/28 | 1,480,000.00 | 1,394,396.80 | |||
| ACGB 2.5% 05/21/30 | 2,760,000.00 | 2,568,759.60 | |||
| ACGB 2.75% 04/21/24 | 1,380,000.00 | 1,373,928.00 | |||
| ACGB 2.75% 05/21/41 | 1,630,000.00 | 1,339,322.10 | |||
| ACGB 2.75% 06/21/35 | 1,200,000.00 | 1,069,836.00 | |||
| ACGB 2.75% 11/21/27 | 1,930,000.00 | 1,875,303.80 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,597,069.40 | |||
| ACGB 2.75% 11/21/29 | 2,070,000.00 | 1,970,598.60 | |||
| ACGB 3.25% 04/21/25 | 2,560,000.00 | 2,566,400.00 | |||
| ACGB 3.25% 04/21/29 | 2,200,000.00 | 2,170,652.00 | |||
| ACGB 3.25% 06/21/39 | 1,120,000.00 | 1,008,537.60 | |||
| ACGB 3.75% 04/21/37 | 1,150,000.00 | 1,122,308.00 | |||
| ACGB 3% 03/21/47 | 1,360,000.00 | 1,120,776.00 | |||
| ACGB 3% 11/21/33 | 1,840,000.00 | 1,720,786.40 | |||
| ACGB 4.25% 04/21/26 | 2,130,000.00 | 2,200,077.00 | |||
| ACGB 4.5% 04/21/33 | 2,310,000.00 | 2,471,030.10 | |||
| ACGB 4.75% 04/21/27 | 2,320,000.00 | 2,455,673.60 | |||
| オーストラリアドル 小計 | 53,490,000.00 | 48,638,843.90 | |||
| (4,546,759,127) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 590,000.00 | 477,345.40 | ||
| NZGB 0.5% 05/15/24 | 930,000.00 | 879,240.60 | |||
| NZGB 0.5% 05/15/26 | 670,000.00 | 588,903.20 | |||
| NZGB 1.5% 05/15/31 | 720,000.00 | 583,632.00 | |||
| NZGB 1.75% 05/15/41 | 470,000.00 | 304,470.70 | |||
| NZGB 2.75% 04/15/25 | 850,000.00 | 820,462.50 | |||
| NZGB 2.75% 04/15/37 | 630,000.00 | 516,492.90 | |||
| NZGB 2.75% 05/15/51 | 520,000.00 | 370,240.00 | |||
| NZGB 2% 05/15/32 | 580,000.00 | 481,069.40 | |||
| NZGB 3.5% 04/14/33 | 540,000.00 | 506,671.20 | |||
| NZGB 3% 04/20/29 | 830,000.00 | 775,933.80 | |||
| NZGB 4.5% 04/15/27 | 840,000.00 | 849,903.60 | |||
| ニュージーランドドル 小計 | 8,170,000.00 | 7,154,365.30 | |||
| (609,838,098) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 750,000.00 | 696,187.50 | ||
| SIGB 1.25% 11/01/26 | 810,000.00 | 754,344.90 | |||
| SIGB 1.625% 07/01/31 | 650,000.00 | 566,598.50 | |||
| SIGB 1.875% 03/01/50 | 770,000.00 | 595,179.20 | |||
| SIGB 1.875% 10/01/51 | 320,000.00 | 248,902.40 | |||
| SIGB 2.125% 06/01/26 | 1,080,000.00 | 1,045,634.40 | |||
| SIGB 2.25% 08/01/36 | 890,000.00 | 781,250.90 | |||
| SIGB 2.375% 06/01/25 | 940,000.00 | 924,950.60 | |||
| SIGB 2.375% 07/01/39 | 430,000.00 | 375,200.80 | |||
| SIGB 2.625% 05/01/28 | 610,000.00 | 591,279.10 | |||
| SIGB 2.625% 08/01/32 | 350,000.00 | 328,979.00 | |||
| SIGB 2.75% 03/01/46 | 760,000.00 | 709,718.40 | |||
| SIGB 2.75% 04/01/42 | 630,000.00 | 585,276.30 | |||
| SIGB 2.875% 07/01/29 | 650,000.00 | 632,801.00 | |||
| SIGB 2.875% 09/01/30 | 630,000.00 | 609,361.20 | |||
| SIGB 2% 02/01/24 | 680,000.00 | 669,541.60 | |||
| SIGB 3.375% 09/01/33 | 830,000.00 | 831,452.50 | |||
| SIGB 3.5% 03/01/27 | 740,000.00 | 749,812.40 | |||
| SIGB 3% 08/01/72 | 280,000.00 | 280,901.60 | |||
| SIGB 3% 09/01/24 | 1,210,000.00 | 1,207,846.20 | |||
| シンガポールドル 小計 | 14,010,000.00 | 13,185,218.50 | |||
| (1,339,881,903) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 1,800,000.00 | 1,574,298.00 | ||
| MGS 3.478% 06/14/24 | 1,920,000.00 | 1,919,366.40 | |||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,467,342.50 | |||
| MGS 3.582% 07/15/32 | 710,000.00 | 664,943.40 | |||
| MGS 3.733% 06/15/28 | 3,620,000.00 | 3,515,961.20 | |||
| MGS 3.757% 05/22/40 | 1,830,000.00 | 1,595,156.10 | |||
| MGS 3.828% 07/05/34 | 1,770,000.00 | 1,647,763.80 | |||
| MGS 3.844% 04/15/33 | 1,670,000.00 | 1,570,150.70 | |||
| MGS 3.882% 03/14/25 | 1,370,000.00 | 1,372,205.70 | |||
| MGS 3.885% 08/15/29 | 2,160,000.00 | 2,093,774.40 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,118,880.80 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 1,943,405.00 | |||
| MGS 3.9% 11/30/26 | 2,120,000.00 | 2,106,919.60 | |||
| MGS 3.906% 07/15/26 | 600,000.00 | 596,706.00 | |||
| MGS 3.955% 09/15/25 | 3,120,000.00 | 3,124,836.00 | |||
| MGS 4.059% 09/30/24 | 1,280,000.00 | 1,290,892.80 | |||
| MGS 4.065% 06/15/50 | 2,340,000.00 | 2,043,709.20 | |||
| MGS 4.181% 07/15/24 | 1,280,000.00 | 1,292,825.60 | |||
| MGS 4.232% 06/30/31 | 2,490,000.00 | 2,446,151.10 | |||
| MGS 4.254% 05/31/35 | 1,750,000.00 | 1,683,272.50 | |||
| MGS 4.392% 04/15/26 | 2,500,000.00 | 2,527,975.00 | |||
| MGS 4.498% 04/15/30 | 580,000.00 | 582,105.40 | |||
| MGS 4.642% 11/07/33 | 1,770,000.00 | 1,773,947.10 | |||
| MGS 4.696% 10/15/42 | 1,050,000.00 | 1,039,153.50 | |||
| MGS 4.736% 03/15/46 | 1,480,000.00 | 1,434,238.40 | |||
| MGS 4.762% 04/07/37 | 2,280,000.00 | 2,315,454.00 | |||
| MGS 4.893% 06/08/38 | 1,840,000.00 | 1,848,188.00 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,666,744.80 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,035,695.90 | |||
| マレーシアリンギット 小計 | 50,650,000.00 | 49,292,062.90 | |||
| (1,490,064,557) | |||||
| イスラエルシェケル | ILGOV 0.4% 10/31/24 | 1,010,000.00 | 957,314.96 | ||
| ILGOV 0.5% 02/27/26 | 1,130,000.00 | 1,033,782.86 | |||
| ILGOV 0.5% 04/30/25 | 2,420,000.00 | 2,265,081.28 | |||
| ILGOV 1.3% 04/30/32 | 950,000.00 | 806,181.67 | |||
| ILGOV 1.5% 05/31/37 | 1,970,000.00 | 1,556,274.39 | |||
| ILGOV 1.5% 11/30/23 | 2,230,000.00 | 2,195,674.72 | |||
| ILGOV 1.75% 08/31/25 | 1,240,000.00 | 1,191,533.48 | |||
| ILGOV 1% 03/31/30 | 2,830,000.00 | 2,427,611.92 | |||
| ILGOV 2.25% 09/28/28 | 2,010,000.00 | 1,907,602.56 | |||
| ILGOV 2% 03/31/27 | 2,750,000.00 | 2,617,248.70 | |||
| ILGOV 3.75% 03/31/24 | 3,030,000.00 | 3,053,104.65 | |||
| ILGOV 3.75% 03/31/47 | 2,680,000.00 | 2,807,689.40 | |||
| ILGOV 5.5% 01/31/42 | 2,130,000.00 | 2,764,385.14 | |||
| ILGOV 6.25% 10/30/26 | 1,340,000.00 | 1,488,328.21 | |||
| イスラエルシェケル 小計 | 27,720,000.00 | 27,071,813.94 | |||
| (1,106,896,085) | |||||
| オフショア人民元 | CGB 1.99% 04/09/25 | 76,520,000.00 | 76,027,976.40 | ||
| CGB 2.18% 06/25/24 | 22,500,000.00 | 22,549,050.00 | |||
| CGB 2.28% 03/17/24 | 9,700,000.00 | 9,731,913.00 | |||
| CGB 2.47% 09/02/24 | 32,480,000.00 | 32,694,692.80 | |||
| CGB 2.48% 04/15/27 | 20,000,000.00 | 19,979,200.00 | |||
| CGB 2.68% 05/21/30 | 15,030,000.00 | 14,947,785.90 | |||
| CGB 2.69% 08/12/26 | 17,240,000.00 | 17,387,402.00 | |||
| CGB 2.75% 02/17/32 | 23,500,000.00 | 23,393,310.00 | |||
| CGB 2.75% 06/15/29 | 25,700,000.00 | 25,743,433.00 | |||
| CGB 2.8% 03/24/29 | 19,750,000.00 | 19,873,042.50 | |||
| CGB 2.84% 04/08/24 | 11,650,000.00 | 11,789,916.50 | |||
| CGB 2.85% 06/04/27 | 29,530,000.00 | 29,962,319.20 | |||
| CGB 2.89% 11/18/31 | 18,510,000.00 | 18,676,590.00 | |||
| CGB 2.91% 10/14/28 | 10,720,000.00 | 10,893,556.80 | |||
| CGB 3.01% 05/13/28 | 10,930,000.00 | 11,176,799.40 | |||
| CGB 3.02% 05/27/31 | 21,690,000.00 | 22,151,129.40 | |||
| CGB 3.03% 03/11/26 | 46,760,000.00 | 47,863,536.00 | |||
| CGB 3.27% 11/19/30 | 6,850,000.00 | 7,164,278.00 | |||
| CGB 3.28% 12/03/27 | 19,110,000.00 | 19,848,601.50 | |||
| CGB 3.39% 03/16/50 | 10,420,000.00 | 10,760,317.20 | |||
| CGB 3.53% 10/18/51 | 7,450,000.00 | 7,916,072.00 | |||
| CGB 3.72% 04/12/51 | 7,390,000.00 | 8,089,611.30 | |||
| CGB 3.81% 09/14/50 | 8,860,000.00 | 9,833,625.40 | |||
| CGB 3.86% 07/22/49 | 11,980,000.00 | 13,360,934.60 | |||
| CGB 4.08% 10/22/48 | 9,060,000.00 | 10,458,048.60 | |||
| オフショア人民元 小計 | 493,330,000.00 | 502,273,141.50 | |||
| (9,890,059,520) | |||||
| 合計 | 289,901,688,847 | ||||
| (289,901,688,847) | |||||
| 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 | 214銘柄 | 100.0% | 50.8% |
| カナダドル | 国債証券 | 38銘柄 | 100.0% | 2.1% |
| メキシコペソ | 国債証券 | 15銘柄 | 100.0% | 0.9% |
| ユーロ | 国債証券 | 350銘柄 | 100.0% | 33.7% |
| イギリスポンド | 国債証券 | 54銘柄 | 100.0% | 4.7% |
| 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% | 0.2% |
| 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 | 14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% |
| ニュージーランドドル | 国債証券 | 12銘柄 | 100.0% | 0.2% |
| シンガポールドル | 国債証券 | 20銘柄 | 100.0% | 0.5% |
| マレーシアリンギット | 国債証券 | 29銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 14銘柄 | 100.0% | 0.4% |
| オフショア人民元 | 国債証券 | 25銘柄 | 100.0% | 3.4% |
| (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。
