有価証券報告書(内国投資信託受益証券)-第14期(令和2年8月29日-令和3年8月30日)
外国債券インデックス マザーファンド
貸借対照表
注記表
(有価証券に関する注記)
(デリバティブ取引に関する注記)
附属明細表
該当事項はありません。
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
貸借対照表
| 2021年 8月30日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 437,793,431 |
| コール・ローン | 5,611,940,512 |
| 国債証券 | 289,902,524,323 |
| 派生商品評価勘定 | 14,728,832 |
| 未収利息 | 1,545,629,789 |
| 前払費用 | 38,107,316 |
| 差入委託証拠金 | 491,488,446 |
| 流動資産合計 | 298,042,212,649 |
| 資産合計 | 298,042,212,649 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 20,967,432 |
| 前受金 | 369,782 |
| 未払解約金 | 33,325,867 |
| 未払利息 | 9,704 |
| 流動負債合計 | 54,672,785 |
| 負債合計 | 54,672,785 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 96,783,804,165 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 201,203,735,699 |
| 元本等合計 | 297,987,539,864 |
| 純資産合計 | 297,987,539,864 |
| 負債純資産合計 | 298,042,212,649 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2021年 8月30日現在 | |
| 1.有価証券の評価基準及び評価方法 | 国債証券 |
| 移動平均法(買付約定後、最初の利払日までは個別法)に基づき、時価で評価しております。 時価評価にあたっては、金融商品取引業者等の提示する価額、価格情報会社の提供する価額又は業界団体が発表する売買参考統計値等で評価しております。 | |
| 2.デリバティブの評価基準及び評価方法 | (1)先物取引 |
| 債券先物取引 個別法に基づき、時価で評価しております。 時価評価にあたっては、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場によっております。 | |
| (2)為替予約取引 | |
| 個別法に基づき、わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって計算しております。 当ファンドにおける派生商品評価勘定は、当該先物取引及び為替予約取引に係るものであります。 | |
| 3.外貨建資産・負債の本邦通貨への換算基準 | 投資信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算日又は計算日に知りうる直近の日の対顧客電信売買相場の仲値によって計算しております。 なお、外貨建資産等については、「投資信託財産の計算に関する規則(平成12年総理府令第133号)」第60条の規定に基づき、通貨の種類ごとに勘定を設けて、邦貨建資産等と区分する方法を採用しております。従って、外貨の売買については、同規則第61条の規定により処理し、為替差損益を算定しております。 |
| 4.収益及び費用の計上基準 | (1)派生商品取引等損益 |
| 約定日基準で計上しております。 | |
| (2)為替予約取引による為替差損益 | |
| 約定日基準で計上しております。 | |
| (貸借対照表に関する注記) |
| 2021年 8月30日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 96,783,804,165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 | 3.0789円 |
| (1万口当たり純資産額) | (30,789円) | ||
| (金融商品に関する注記) |
| 1.金融商品の状況に関する事項 |
| 2021年 8月30日現在 | |
| 1.金融商品に対する取組方針 | 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。 |
| 2.金融商品の内容及びそのリスク | 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 これらは、価格変動リスク、金利変動リスク、為替変動リスク等の市場リスク、信用リスク、流動性リスク等に晒されております。 また、当ファンドは、ファンド運用の効率化を図ることを目的として債券先物取引及び為替予約取引を行っております。債券先物取引に係る主要なリスクは、債券価格の変動による価格変動リスクであります。為替予約取引に係る主要なリスクは、為替相場の変動による価格変動リスク及び取引相手の信用状況の変動により損失が発生する信用リスクであります。 |
| 3.金融商品に係るリスク管理体制 | 運用部門から独立した運用監理部が、運用に関するリスク管理と法令等遵守状況のモニタリングを担当し、毎月開催される運用リスク管理委員会及び経営会議に報告します。 内部監査部は、業務執行に係る内部管理態勢の適切性・有効性を独立した立場から検証・評価し、監査結果等を取締役会に報告するとともに、指摘事項の是正・改善状況の事後点検を行います。 |
| 2.金融商品の時価等に関する事項 |
| 2021年 8月30日現在 | |
| 1.貸借対照表計上額、時価及びその差額 | 貸借対照表上の金融商品は原則として時価で評価しているため、貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 | (1)有価証券 |
| 売買目的有価証券 | |
| 「(重要な会計方針に係る事項に関する注記)」に記載しております。 | |
| (2)デリバティブ取引 | |
| 「(デリバティブ取引に関する注記)」に記載しております。 | |
| (3)コール・ローン等の金銭債権及び金銭債務 | |
| 短期間で決済されるため、時価は帳簿価額と近似していることから、当該帳簿価額によっております。 | |
| 3.金融商品の時価等に関する事項についての補足説明 | 金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額又は契約上の想定元本であり、当該金額自体がデリバティブ取引のリスクの大きさを示すものではありません。 |
| (関連当事者との取引に関する注記) |
| 該当事項はありません。 |
| (重要な後発事象に関する注記) |
| 該当事項はありません。 |
| (その他の注記) 元本の移動 |
| 区分 | 2021年 8月30日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2020年 8月29日 |
| 期首元本額 | 97,121,104,574円 |
| 期中追加設定元本額 | 17,753,270,544円 |
| 期中一部解約元本額 | 18,090,570,953円 |
| 期末元本額 | 96,783,804,165円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,408,849,351円 |
| グローバル・インカム&プラス(毎月決算型) | 603,282,534円 |
| 財産四分法ファンド(毎月決算型) | 397,686,870円 |
| SBI資産設計オープン(資産成長型) | 2,087,855,490円 |
| SBI資産設計オープン(分配型) | 7,694,556円 |
| SMT グローバル債券インデックス・オープン | 7,442,214,223円 |
| 世界経済インデックスファンド | 10,596,941,935円 |
| DCマイセレクション25 | 1,920,837,617円 |
| DCマイセレクション50 | 1,619,649,817円 |
| DCマイセレクション75 | 1,104,816,151円 |
| DC外国債券インデックス・オープン | 2,220,132,290円 |
| DCマイセレクションS25 | 904,740,353円 |
| DCマイセレクションS50 | 699,855,884円 |
| DCマイセレクションS75 | 371,948,092円 |
| DCターゲット・イヤー ファンド2025 | 33,847,224円 |
| DCターゲット・イヤー ファンド2035 | 86,338,817円 |
| DCターゲット・イヤー ファンド2045 | 43,515,108円 |
| DC世界経済インデックスファンド | 11,623,141,575円 |
| 外国債券インデックス・オープン(SMA専用) | 635,114,350円 |
| 外国債券インデックス 為替ヘッジあり(SMA専用) | 225,076円 |
| マイセレクション50VA1(適格機関投資家専用) | 2,235,701円 |
| マイセレクション75VA1(適格機関投資家専用) | 1,233,869円 |
| 外国債券インデックス・オープンVA1(適格機関投資家専用) | 32,018,598円 |
| バランス30VA1(適格機関投資家専用) | 61,785,845円 |
| バランス50VA1(適格機関投資家専用) | 106,632,165円 |
| バランス25VA2(適格機関投資家専用) | 88,244,203円 |
| バランス50VA2(適格機関投資家専用) | 87,030,560円 |
| バランスA(25)VA1(適格機関投資家専用) | 1,523,081,342円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 471,954,017円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,873,963,697円 |
| 世界バランスVA1(適格機関投資家専用) | 220,294,709円 |
| 世界バランスVA2(適格機関投資家専用) | 61,754,529円 |
| バランスD(35)VA1(適格機関投資家専用) | 494,646,709円 |
| バランスE(25)VA1(適格機関投資家専用) | 184,968,047円 |
| バランスF(25)VA1(適格機関投資家専用) | 227,879,181円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 777,788,384円 |
| グローバル債券ファンド・シリーズ1(適格機関投資家専用) | 2,055,913,187円 |
| グローバル・バランスファンド・シリーズ1 | 742,940,466円 |
| 外国債券ファンド・シリーズ1 | 628,143,326円 |
| コア投資戦略ファンド(安定型) | 911,972,296円 |
| コア投資戦略ファンド(成長型) | 2,396,565,810円 |
| 分散投資コア戦略ファンドA | 256,969,288円 |
| 分散投資コア戦略ファンドS | 551,227,295円 |
| DC世界経済インデックスファンド(株式シフト型) | 479,848,653円 |
| DC世界経済インデックスファンド(債券シフト型) | 3,746,376,828円 |
| コア投資戦略ファンド(切替型) | 957,038,082円 |
| 世界経済インデックスファンド(株式シフト型) | 233,456,949円 |
| 世界経済インデックスファンド(債券シフト型) | 102,492,162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) | 1,299,974,131円 |
| SMT インデックスバランス・オープン | 195,413,567円 |
| 外国債券SMTBセレクション(SMA専用) | 18,123,586,009円 |
| SMT 世界経済インデックス・オープン | 194,820,634円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 221,393,803円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 360,611,003円 |
| SMT 8資産インデックスバランス・オープン | 3,684,202円 |
| グローバル経済コア | 771,117,489円 |
| SBI資産設計オープン(つみたてNISA対応型) | 12,748,450円 |
| DCターゲット・イヤー ファンド2055 | 1,313,629円 |
| コア投資戦略ファンド(切替型ワイド) | 271,449,363円 |
| コア投資戦略ファンド(積極成長型) | 33,978,653円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 4,423,606円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 4,183,384円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 2,153,152円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 2,177,543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) | 503,031,815円 |
| FOFs用 外国債券インデックス・ファンドP(適格機関投資家専用) | 10,601,311,536円 |
| 外国債券インデックス・ファンド(適格機関投資家専用) | 337,207,265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) | 344,328,335円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 221,806,158円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 185,883,196円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 43,657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) | 20,374円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2021年 8月30日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | 4,634,616,962 |
| 合計 | 4,634,616,962 |
| (注)当計算期間の損益に含まれた評価差額は、「外国債券インデックス マザーファンド」の期首日から本報告書における開示対象ファンドの期末日までの期間に対応する金額であります。 |
(デリバティブ取引に関する注記)
| 債券関連 |
| (2021年 8月30日現在) |
| 区分 | 種類 | 契約額等(円) | 時価 (円) | 評価損益 (円) | |
| うち1年超 | |||||
| 市場取引 | 債券先物取引 | ||||
| 買建 | 5,825,025,597 | - | 5,825,395,379 | 369,782 | |
| 合計 | 5,825,025,597 | - | 5,825,395,379 | 369,782 | |
| (注)1.時価の算定方法 |
| 債券先物取引の時価については、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場で評価しております。 |
| 2.債券先物取引の残高は、契約金額ベースで表示しております。 |
| 3.計算日又は計算日に知りうる直近の日のわが国の対顧客電信売買相場の仲値により邦貨換算しております。 |
| 4.契約額等には手数料相当額を含んでおりません。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
| 通貨関連 |
| (2021年 8月30日現在) |
| 区分 | 種類 | 契約額等(円) | 時価 (円) | 評価損益 (円) | |
| うち1年超 | |||||
| 市場取引以外の取引 | 為替予約取引 | ||||
| 買建 | 5,798,569,449 | - | 5,791,961,067 | △6,608,382 | |
| アメリカドル | 2,698,469,523 | - | 2,691,416,882 | △7,052,641 | |
| カナダドル | 248,551,014 | - | 246,936,296 | △1,614,718 | |
| ユーロ | 2,448,618,645 | - | 2,453,498,964 | 4,880,319 | |
| イギリスポンド | 402,930,267 | - | 400,108,925 | △2,821,342 | |
| 合計 | 5,798,569,449 | - | 5,791,961,067 | △6,608,382 | |
| (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 | 9,960,156.30 | |
| T 0.125% 02/15/24 | 4,710,000.00 | 4,690,129.68 | |||
| T 0.125% 04/30/23 | 5,000,000.00 | 4,996,875.00 | |||
| T 0.125% 05/15/23 | 7,500,000.00 | 7,495,019.55 | |||
| T 0.125% 09/15/23 | 8,060,000.00 | 8,044,257.85 | |||
| T 0.125% 10/15/23 | 8,000,000.00 | 7,980,625.04 | |||
| T 0.125% 12/15/23 | 3,250,000.00 | 3,238,955.07 | |||
| T 0.125% 12/31/22 | 6,400,000.00 | 6,400,249.98 | |||
| T 0.25% 03/15/24 | 13,000,000.00 | 12,976,640.69 | |||
| T 0.25% 04/15/23 | 10,150,000.00 | 10,165,859.37 | |||
| T 0.25% 05/15/24 | 10,000,000.00 | 9,968,359.40 | |||
| T 0.25% 06/15/23 | 8,000,000.00 | 8,009,843.76 | |||
| T 0.25% 06/30/25 | 1,000,000.00 | 986,406.25 | |||
| T 0.25% 07/31/25 | 10,000,000.00 | 9,855,078.10 | |||
| T 0.25% 09/30/25 | 7,500,000.00 | 7,376,660.17 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,536,859.38 | |||
| T 0.375% 01/31/26 | 8,000,000.00 | 7,879,062.48 | |||
| T 0.375% 04/15/24 | 7,000,000.00 | 7,004,921.91 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,940,937.52 | |||
| T 0.375% 07/31/27 | 9,500,000.00 | 9,196,445.36 | |||
| T 0.375% 09/30/27 | 8,000,000.00 | 7,722,812.48 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,960,390.64 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,943,593.76 | |||
| T 0.5% 02/28/26 | 11,500,000.00 | 11,384,550.81 | |||
| T 0.5% 03/15/23 | 7,770,000.00 | 7,812,492.18 | |||
| T 0.5% 03/31/25 | 7,220,000.00 | 7,206,462.50 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,875,572.66 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,419,199.21 | |||
| T 0.5% 06/30/27 | 7,100,000.00 | 6,931,097.67 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,536,400.76 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 7,284,082.05 | |||
| T 0.625% 05/15/30 | 14,100,000.00 | 13,390,593.75 | |||
| T 0.625% 08/15/30 | 15,950,000.00 | 15,106,394.61 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,444,628.90 | |||
| T 0.625% 12/31/27 | 10,000,000.00 | 9,769,140.60 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 8,357,890.62 | |||
| T 0.75% 03/31/26 | 11,000,000.00 | 11,004,726.59 | |||
| T 0.75% 04/30/26 | 3,000,000.00 | 2,999,765.64 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 8,035,937.52 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 10,778,043.02 | |||
| T 1.125% 02/15/31 | 15,050,000.00 | 14,853,644.60 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 8,053,125.04 | |||
| T 1.125% 05/15/40 | 6,260,000.00 | 5,590,473.46 | |||
| T 1.125% 08/15/40 | 9,300,000.00 | 8,277,726.60 | |||
| T 1.25% 03/31/28 | 5,150,000.00 | 5,220,007.81 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 8,105,000.00 | |||
| T 1.25% 05/15/50 | 8,650,000.00 | 7,369,394.57 | |||
| T 1.25% 07/31/23 | 4,550,000.00 | 4,641,977.52 | |||
| T 1.375% 01/31/25 | 4,000,000.00 | 4,115,781.24 | |||
| T 1.375% 06/30/23 | 5,000,000.00 | 5,109,472.65 | |||
| T 1.375% 08/15/50 | 9,900,000.00 | 8,701,945.36 | |||
| T 1.375% 08/31/23 | 2,500,000.00 | 2,558,154.30 | |||
| T 1.375% 09/30/23 | 4,000,000.00 | 4,095,468.76 | |||
| T 1.375% 10/15/22 | 5,000,000.00 | 5,071,582.05 | |||
| T 1.375% 11/15/40 | 13,000,000.00 | 12,065,625.00 | |||
| T 1.5% 01/15/23 | 6,200,000.00 | 6,317,582.00 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 6,204,375.00 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 6,622,146.12 | |||
| T 1.5% 02/28/23 | 7,800,000.00 | 7,958,742.16 | |||
| T 1.5% 03/31/23 | 4,000,000.00 | 4,085,546.88 | |||
| T 1.5% 08/15/22 | 10,000,000.00 | 10,136,914.10 | |||
| T 1.5% 08/15/26 | 2,400,000.00 | 2,482,218.74 | |||
| T 1.5% 09/15/22 | 9,500,000.00 | 9,640,273.48 | |||
| T 1.5% 09/30/24 | 8,500,000.00 | 8,778,242.23 | |||
| T 1.625% 02/15/26 | 8,100,000.00 | 8,421,785.13 | |||
| T 1.625% 04/30/23 | 3,500,000.00 | 3,585,244.14 | |||
| T 1.625% 05/15/26 | 2,270,000.00 | 2,360,711.33 | |||
| T 1.625% 05/15/31 | 9,470,000.00 | 9,765,197.70 | |||
| T 1.625% 05/31/23 | 1,000,000.00 | 1,025,468.75 | |||
| T 1.625% 08/15/22 | 2,500,000.00 | 2,537,109.37 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,987,304.68 | |||
| T 1.625% 08/31/22 | 5,000,000.00 | 5,077,636.70 | |||
| T 1.625% 10/31/23 | 2,500,000.00 | 2,574,707.02 | |||
| T 1.625% 10/31/26 | 7,300,000.00 | 7,597,703.12 | |||
| T 1.625% 11/15/22 | 8,080,000.00 | 8,228,028.10 | |||
| T 1.625% 11/15/50 | 11,300,000.00 | 10,565,500.00 | |||
| T 1.625% 11/30/26 | 8,780,000.00 | 9,137,373.48 | |||
| T 1.625% 12/15/22 | 3,600,000.00 | 3,670,382.80 | |||
| T 1.75% 01/31/23 | 7,550,000.00 | 7,723,561.51 | |||
| T 1.75% 05/15/23 | 3,690,000.00 | 3,790,177.74 | |||
| T 1.75% 06/30/24 | 2,400,000.00 | 2,492,718.74 | |||
| T 1.75% 09/30/22 | 5,150,000.00 | 5,242,740.22 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 3,135,234.39 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 7,979,617.22 | |||
| T 1.875% 02/15/51 | 9,900,000.00 | 9,818,015.62 | |||
| T 1.875% 07/31/22 | 9,000,000.00 | 9,149,589.81 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 5,463,691.43 | |||
| T 1.875% 08/31/22 | 4,000,000.00 | 4,072,031.24 | |||
| T 1.875% 08/31/24 | 6,000,000.00 | 6,261,562.50 | |||
| T 1.875% 09/30/22 | 2,660,000.00 | 2,711,485.55 | |||
| T 1.875% 10/31/22 | 7,450,000.00 | 7,604,965.81 | |||
| T 2.125% 02/29/24 | 5,100,000.00 | 5,331,093.75 | |||
| T 2.125% 03/31/24 | 7,400,000.00 | 7,741,960.95 | |||
| T 2.125% 05/15/25 | 2,400,000.00 | 2,536,218.74 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,829,359.38 | |||
| T 2.125% 07/31/24 | 4,800,000.00 | 5,040,750.00 | |||
| T 2.125% 09/30/24 | 5,000,000.00 | 5,258,593.75 | |||
| T 2.125% 11/30/23 | 2,680,000.00 | 2,792,120.31 | |||
| T 2.125% 12/31/22 | 5,320,000.00 | 5,461,728.15 | |||
| T 2.25% 01/31/24 | 4,000,000.00 | 4,189,218.76 | |||
| T 2.25% 02/15/27 | 8,950,000.00 | 9,611,810.52 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 8,012,695.35 | |||
| T 2.25% 04/30/24 | 7,000,000.00 | 7,353,554.67 | |||
| T 2.25% 08/15/27 | 8,550,000.00 | 9,202,271.46 | |||
| T 2.25% 08/15/46 | 7,290,000.00 | 7,811,690.62 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 5,913,359.37 | |||
| T 2.25% 10/31/24 | 6,300,000.00 | 6,655,359.37 | |||
| T 2.25% 11/15/24 | 10,150,000.00 | 10,729,660.20 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,688,406.27 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 8,239,587.87 | |||
| T 2.25% 12/31/23 | 4,500,000.00 | 4,706,367.21 | |||
| T 2.25% 12/31/24 | 8,400,000.00 | 8,887,593.79 | |||
| T 2.375% 01/31/23 | 5,000,000.00 | 5,159,277.35 | |||
| T 2.375% 02/29/24 | 5,760,000.00 | 6,056,324.98 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,794,289.05 | |||
| T 2.375% 05/15/27 | 5,840,000.00 | 6,320,431.27 | |||
| T 2.375% 05/15/29 | 8,010,000.00 | 8,735,906.25 | |||
| T 2.375% 05/15/51 | 2,750,000.00 | 3,048,847.67 | |||
| T 2.375% 08/15/24 | 5,000,000.00 | 5,290,039.05 | |||
| T 2.375% 11/15/49 | 6,100,000.00 | 6,738,117.21 | |||
| T 2.5% 01/31/24 | 3,470,000.00 | 3,654,208.21 | |||
| T 2.5% 01/31/25 | 5,000,000.00 | 5,337,109.40 | |||
| T 2.5% 02/15/45 | 3,210,000.00 | 3,588,679.68 | |||
| T 2.5% 02/15/46 | 4,000,000.00 | 4,484,062.52 | |||
| T 2.5% 03/31/23 | 4,050,000.00 | 4,200,688.47 | |||
| T 2.5% 05/15/24 | 7,900,000.00 | 8,357,335.97 | |||
| T 2.5% 05/15/46 | 5,050,000.00 | 5,665,468.75 | |||
| T 2.5% 08/15/23 | 4,550,000.00 | 4,754,305.64 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 5,081,138.68 | |||
| T 2.625% 02/15/29 | 7,490,000.00 | 8,294,589.88 | |||
| T 2.625% 02/28/23 | 1,400,000.00 | 1,452,335.93 | |||
| T 2.625% 03/31/25 | 7,250,000.00 | 7,783,837.87 | |||
| T 2.625% 06/30/23 | 4,900,000.00 | 5,118,298.82 | |||
| T 2.625% 12/31/23 | 3,500,000.00 | 3,690,859.37 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 6,300,377.32 | |||
| T 2.75% 02/15/24 | 3,000,000.00 | 3,180,351.57 | |||
| T 2.75% 02/15/28 | 6,550,000.00 | 7,265,638.65 | |||
| T 2.75% 04/30/23 | 3,600,000.00 | 3,755,320.30 | |||
| T 2.75% 05/31/23 | 3,880,000.00 | 4,055,054.69 | |||
| T 2.75% 06/30/25 | 5,500,000.00 | 5,947,734.37 | |||
| T 2.75% 07/31/23 | 1,000,000.00 | 1,048,906.25 | |||
| T 2.75% 08/15/42 | 1,300,000.00 | 1,508,203.12 | |||
| T 2.75% 08/15/47 | 4,950,000.00 | 5,828,625.00 | |||
| T 2.75% 08/31/23 | 1,500,000.00 | 1,576,054.69 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 7,476,796.87 | |||
| T 2.75% 11/15/23 | 2,320,000.00 | 2,447,418.76 | |||
| T 2.75% 11/15/42 | 2,820,000.00 | 3,272,081.25 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 3,594,472.67 | |||
| T 2.875% 04/30/25 | 4,000,000.00 | 4,334,687.52 | |||
| T 2.875% 05/15/28 | 7,260,000.00 | 8,124,393.75 | |||
| T 2.875% 05/15/43 | 4,150,000.00 | 4,913,859.37 | |||
| T 2.875% 05/15/49 | 5,570,000.00 | 6,754,495.31 | |||
| T 2.875% 05/31/25 | 3,820,000.00 | 4,143,506.25 | |||
| T 2.875% 07/31/25 | 5,460,000.00 | 5,937,110.14 | |||
| T 2.875% 08/15/28 | 3,920,000.00 | 4,395,300.00 | |||
| T 2.875% 08/15/45 | 4,300,000.00 | 5,132,789.08 | |||
| T 2.875% 09/30/23 | 4,750,000.00 | 5,011,064.46 | |||
| T 2.875% 10/31/23 | 2,500,000.00 | 2,641,992.20 | |||
| T 2.875% 11/30/23 | 4,020,000.00 | 4,255,546.87 | |||
| T 2.875% 11/30/25 | 7,500,000.00 | 8,190,527.32 | |||
| T 2% 02/15/23 | 5,000,000.00 | 5,136,132.80 | |||
| T 2% 02/15/25 | 8,460,000.00 | 8,888,617.94 | |||
| T 2% 02/15/50 | 5,000,000.00 | 5,103,515.65 | |||
| T 2% 04/30/24 | 6,230,000.00 | 6,504,266.03 | |||
| T 2% 05/31/24 | 3,310,000.00 | 3,457,527.72 | |||
| T 2% 06/30/24 | 5,500,000.00 | 5,750,722.67 | |||
| T 2% 07/31/22 | 3,000,000.00 | 3,053,261.73 | |||
| T 2% 08/15/25 | 6,890,000.00 | 7,261,144.93 | |||
| T 2% 10/31/22 | 10,000,000.00 | 10,221,679.70 | |||
| T 2% 11/15/26 | 10,220,000.00 | 10,832,002.31 | |||
| T 2% 11/30/22 | 2,000,000.00 | 2,047,382.82 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 1,289,367.18 | |||
| T 3.125% 02/15/43 | 2,000,000.00 | 2,457,656.26 | |||
| T 3.125% 05/15/48 | 5,930,000.00 | 7,480,602.37 | |||
| T 3.125% 08/15/44 | 4,140,000.00 | 5,120,015.62 | |||
| T 3.125% 11/15/28 | 8,400,000.00 | 9,582,562.50 | |||
| T 3.125% 11/15/41 | 1,750,000.00 | 2,145,527.35 | |||
| T 3.375% 05/15/44 | 3,010,000.00 | 3,862,441.42 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 6,996,414.08 | |||
| T 3.5% 02/15/39 | 770,000.00 | 987,645.31 | |||
| T 3.625% 02/15/44 | 2,400,000.00 | 3,189,562.51 | |||
| T 3.625% 08/15/43 | 2,000,000.00 | 2,647,187.50 | |||
| T 3.75% 08/15/41 | 2,000,000.00 | 2,668,125.00 | |||
| T 3.75% 11/15/43 | 3,000,000.00 | 4,048,593.75 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,956,480.47 | |||
| T 3% 02/15/47 | 800,000.00 | 982,500.00 | |||
| T 3% 02/15/48 | 4,450,000.00 | 5,487,058.61 | |||
| T 3% 02/15/49 | 7,000,000.00 | 8,675,078.16 | |||
| T 3% 05/15/42 | 1,620,000.00 | 1,951,467.19 | |||
| T 3% 05/15/45 | 3,500,000.00 | 4,260,976.58 | |||
| T 3% 05/15/47 | 5,710,000.00 | 7,022,853.93 | |||
| T 3% 08/15/48 | 5,450,000.00 | 6,732,878.93 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,598,015.64 | |||
| T 3% 10/31/25 | 5,000,000.00 | 5,481,054.70 | |||
| T 3% 11/15/44 | 2,800,000.00 | 3,397,187.50 | |||
| T 4.25% 05/15/39 | 900,000.00 | 1,261,757.81 | |||
| T 4.25% 11/15/40 | 2,350,000.00 | 3,323,781.25 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,407,265.63 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 2,719,968.75 | |||
| T 4.375% 05/15/41 | 1,950,000.00 | 2,808,914.06 | |||
| T 4.375% 11/15/39 | 1,260,000.00 | 1,795,795.31 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,525,659.37 | |||
| T 4.5% 05/15/38 | 550,000.00 | 785,855.47 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 2,454,375.00 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 2,028,600.00 | |||
| T 4.75% 02/15/41 | 750,000.00 | 1,127,929.68 | |||
| T 5.0% 05/15/37 | 1,100,000.00 | 1,635,390.62 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,677,609.37 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,673,937.50 | |||
| T 5.5% 08/15/28 | 1,200,000.00 | 1,559,718.75 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 2,096,312.50 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,903,068.36 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,490,917.97 | |||
| T 6.25% 08/15/23 | 1,650,000.00 | 1,845,486.32 | |||
| アメリカドル 小計 | 1,142,350,000.00 | 1,196,793,793.47 | |||
| (131,336,150,895) | |||||
| カナダドル | CAN 0.25% 02/01/23 | 3,060,000.00 | 3,056,817.60 | ||
| CAN 0.25% 03/01/26 | 2,280,000.00 | 2,221,563.60 | |||
| CAN 0.25% 04/01/24 | 2,400,000.00 | 2,381,808.00 | |||
| CAN 0.25% 05/01/23 | 2,600,000.00 | 2,594,748.00 | |||
| CAN 0.25% 08/01/22 | 910,000.00 | 909,872.60 | |||
| CAN 0.25% 08/01/23 | 1,360,000.00 | 1,355,104.00 | |||
| CAN 0.25% 11/01/22 | 1,770,000.00 | 1,769,079.60 | |||
| CAN 0.5% 09/01/25 | 2,480,000.00 | 2,454,555.20 | |||
| CAN 0.5% 12/01/30 | 2,420,000.00 | 2,272,549.40 | |||
| CAN 1.25% 03/01/25 | 1,960,000.00 | 1,999,219.60 | |||
| CAN 1.25% 06/01/30 | 5,620,000.00 | 5,672,715.60 | |||
| CAN 1.5% 06/01/23 | 1,070,000.00 | 1,091,100.40 | |||
| CAN 1.5% 06/01/26 | 1,360,000.00 | 1,402,282.40 | |||
| CAN 1.5% 06/01/31 | 2,220,000.00 | 2,270,904.60 | |||
| CAN 1.5% 09/01/24 | 600,000.00 | 615,990.00 | |||
| CAN 1.75% 03/01/23 | 3,620,000.00 | 3,697,178.40 | |||
| CAN 1% 06/01/27 | 1,730,000.00 | 1,738,840.30 | |||
| CAN 1% 09/01/22 | 2,500,000.00 | 2,518,300.00 | |||
| CAN 2.25% 03/01/24 | 2,300,000.00 | 2,398,578.00 | |||
| CAN 2.25% 06/01/25 | 1,800,000.00 | 1,903,482.00 | |||
| CAN 2.25% 06/01/29 | 1,260,000.00 | 1,372,833.00 | |||
| CAN 2.5% 06/01/24 | 300,000.00 | 315,858.00 | |||
| CAN 2.75% 12/01/48 | 1,880,000.00 | 2,301,101.20 | |||
| CAN 2.75% 12/01/64 | 560,000.00 | 712,118.40 | |||
| CAN 2% 06/01/28 | 1,310,000.00 | 1,396,630.30 | |||
| CAN 2% 09/01/23 | 4,310,000.00 | 4,443,437.60 | |||
| CAN 2% 12/01/51 | 4,710,000.00 | 4,988,455.20 | |||
| CAN 3.5% 12/01/45 | 1,150,000.00 | 1,564,333.50 | |||
| CAN 4.0% 06/01/41 | 1,050,000.00 | 1,478,463.00 | |||
| CAN 5.75% 06/01/29 | 1,170,000.00 | 1,577,475.90 | |||
| CAN 5.75% 06/01/33 | 960,000.00 | 1,414,224.00 | |||
| CAN 5% 06/01/37 | 820,000.00 | 1,226,916.80 | |||
| カナダドル 小計 | 63,540,000.00 | 67,116,536.20 | |||
| (5,837,125,153) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 10,625,598.00 | ||
| MBONO 10% 12/05/24 | 30,560,000.00 | 34,035,894.40 | |||
| MBONO 5.75% 03/05/26 | 38,440,000.00 | 37,378,287.20 | |||
| MBONO 6.75% 03/09/23 | 29,950,000.00 | 30,520,248.00 | |||
| MBONO 7.5% 06/03/27 | 38,910,000.00 | 40,438,773.90 | |||
| MBONO 7.75% 05/29/31 | 27,580,000.00 | 29,080,076.20 | |||
| MBONO 7.75% 11/13/42 | 24,190,000.00 | 24,608,970.80 | |||
| MBONO 7.75% 11/23/34 | 10,600,000.00 | 11,105,832.00 | |||
| MBONO 8.5% 05/31/29 | 33,970,000.00 | 37,203,264.60 | |||
| MBONO 8.5% 11/18/38 | 26,220,000.00 | 28,610,215.20 | |||
| MBONO 8% 09/05/24 | 34,470,000.00 | 36,273,125.70 | |||
| MBONO 8% 11/07/47 | 24,630,000.00 | 25,615,692.60 | |||
| MBONO 8% 12/07/23 | 34,870,000.00 | 36,527,371.10 | |||
| メキシコペソ 小計 | 362,940,000.00 | 382,023,349.70 | |||
| (2,076,335,107) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,370,000.00 | 1,412,004.20 | ||
| BGB 0.2% 10/22/23 | 980,000.00 | 999,727.40 | |||
| BGB 0.4% 06/22/40 | 1,050,000.00 | 1,044,057.00 | |||
| BGB 0.5% 10/22/24 | 1,620,000.00 | 1,682,434.80 | |||
| BGB 0.65% 06/22/71 | 640,000.00 | 575,891.20 | |||
| BGB 0.8% 06/22/25 | 2,680,000.00 | 2,832,518.80 | |||
| BGB 0.8% 06/22/27 | 1,690,000.00 | 1,822,191.80 | |||
| BGB 0.8% 06/22/28 | 2,090,000.00 | 2,268,841.30 | |||
| BGB 0.9% 06/22/29 | 2,360,000.00 | 2,589,698.80 | |||
| BGB 0% 10/22/27 | 430,000.00 | 443,054.80 | |||
| BGB 0% 10/22/31 | 1,020,000.00 | 1,028,996.40 | |||
| BGB 1.25% 04/22/33 | 1,500,000.00 | 1,726,350.00 | |||
| BGB 1.45% 06/22/37 | 720,000.00 | 853,336.80 | |||
| BGB 1.6% 06/22/47 | 1,380,000.00 | 1,696,627.20 | |||
| BGB 1.7% 06/22/50 | 1,140,000.00 | 1,439,911.20 | |||
| BGB 1.9% 06/22/38 | 1,050,000.00 | 1,324,984.50 | |||
| BGB 1% 06/22/26 | 2,280,000.00 | 2,457,862.80 | |||
| BGB 1% 06/22/31 | 1,980,000.00 | 2,205,640.80 | |||
| BGB 2.15% 06/22/66 | 770,000.00 | 1,145,505.90 | |||
| BGB 2.25% 06/22/23 | 1,010,000.00 | 1,064,903.60 | |||
| BGB 2.25% 06/22/57 | 770,000.00 | 1,128,565.90 | |||
| BGB 2.6% 06/22/24 | 2,140,000.00 | 2,342,465.40 | |||
| BGB 3.75% 06/22/45 | 1,200,000.00 | 2,059,104.00 | |||
| BGB 3% 06/22/34 | 1,030,000.00 | 1,417,043.10 | |||
| BGB 4.25% 03/28/41 | 1,870,000.00 | 3,215,614.60 | |||
| BGB 4.25% 09/28/22 | 1,820,000.00 | 1,917,897.80 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,413,793.80 | |||
| BGB 4% 03/28/32 | 1,080,000.00 | 1,555,048.80 | |||
| BGB 5.5% 03/28/28 | 2,780,000.00 | 3,904,093.00 | |||
| BGB 5% 03/28/35 | 2,690,000.00 | 4,482,104.90 | |||
| BKO 0% 03/10/23 | 1,210,000.00 | 1,223,951.30 | |||
| BKO 0% 12/15/22 | 4,950,000.00 | 4,998,163.50 | |||
| BTPS 0.05% 01/15/23 | 2,030,000.00 | 2,045,996.40 | |||
| BTPS 0.25% 03/15/28 | 1,680,000.00 | 1,684,015.20 | |||
| BTPS 0.3% 08/15/23 | 1,850,000.00 | 1,876,251.50 | |||
| BTPS 0.35% 02/01/25 | 580,000.00 | 591,611.60 | |||
| BTPS 0.5% 02/01/26 | 3,710,000.00 | 3,805,866.40 | |||
| BTPS 0.5% 07/15/28 | 2,280,000.00 | 2,316,388.80 | |||
| BTPS 0.6% 06/15/23 | 1,110,000.00 | 1,131,978.00 | |||
| BTPS 0.6% 08/01/31 | 1,850,000.00 | 1,844,727.50 | |||
| BTPS 0.65% 10/15/23 | 670,000.00 | 685,349.70 | |||
| BTPS 0.85% 01/15/27 | 2,250,000.00 | 2,346,187.50 | |||
| BTPS 0.9% 04/01/31 | 3,800,000.00 | 3,913,810.00 | |||
| BTPS 0.9% 08/01/22 | 3,180,000.00 | 3,221,594.40 | |||
| BTPS 0.95% 03/01/23 | 2,000,000.00 | 2,043,440.00 | |||
| BTPS 0.95% 03/01/37 | 1,020,000.00 | 996,162.60 | |||
| BTPS 0.95% 03/15/23 | 2,580,000.00 | 2,637,405.00 | |||
| BTPS 0.95% 08/01/30 | 2,230,000.00 | 2,316,680.10 | |||
| BTPS 0.95% 09/15/27 | 2,380,000.00 | 2,496,453.40 | |||
| BTPS 0.95% 12/01/31 | 1,700,000.00 | 1,745,645.00 | |||
| BTPS 0% 01/15/24 | 1,000,000.00 | 1,008,470.00 | |||
| BTPS 0% 04/15/24 | 2,000,000.00 | 2,016,500.00 | |||
| BTPS 1.25% 12/01/26 | 1,950,000.00 | 2,076,867.00 | |||
| BTPS 1.35% 04/01/30 | 1,940,000.00 | 2,086,819.20 | |||
| BTPS 1.45% 03/01/36 | 1,450,000.00 | 1,532,505.00 | |||
| BTPS 1.45% 05/15/25 | 2,300,000.00 | 2,441,312.00 | |||
| BTPS 1.45% 09/15/22 | 1,990,000.00 | 2,030,834.80 | |||
| BTPS 1.45% 11/15/24 | 2,400,000.00 | 2,532,312.00 | |||
| BTPS 1.5% 06/01/25 | 2,410,000.00 | 2,564,456.90 | |||
| BTPS 1.6% 06/01/26 | 2,830,000.00 | 3,052,466.30 | |||
| BTPS 1.65% 03/01/32 | 3,010,000.00 | 3,305,010.10 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,794,381.00 | |||
| BTPS 1.7% 09/01/51 | 1,120,000.00 | 1,137,662.40 | |||
| BTPS 1.75% 07/01/24 | 3,200,000.00 | 3,386,944.00 | |||
| BTPS 1.8% 03/01/41 | 1,810,000.00 | 1,951,795.40 | |||
| BTPS 1.85% 05/15/24 | 2,000,000.00 | 2,118,340.00 | |||
| BTPS 1.85% 07/01/25 | 2,700,000.00 | 2,909,574.00 | |||
| BTPS 2.05% 08/01/27 | 2,740,000.00 | 3,052,880.60 | |||
| BTPS 2.1% 07/15/26 | 3,200,000.00 | 3,533,152.00 | |||
| BTPS 2.15% 03/01/72 | 730,000.00 | 749,863.30 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,558,000.40 | |||
| BTPS 2.25% 09/01/36 | 1,840,000.00 | 2,145,219.20 | |||
| BTPS 2.45% 09/01/33 | 2,640,000.00 | 3,126,208.80 | |||
| BTPS 2.45% 09/01/50 | 1,810,000.00 | 2,157,465.70 | |||
| BTPS 2.45% 10/01/23 | 2,910,000.00 | 3,085,356.60 | |||
| BTPS 2.5% 11/15/25 | 2,950,000.00 | 3,278,895.50 | |||
| BTPS 2.5% 12/01/24 | 2,950,000.00 | 3,216,355.50 | |||
| BTPS 2.7% 03/01/47 | 2,210,000.00 | 2,745,505.10 | |||
| BTPS 2.8% 03/01/67 | 1,020,000.00 | 1,255,212.00 | |||
| BTPS 2.8% 12/01/28 | 1,890,000.00 | 2,231,730.90 | |||
| BTPS 2.95% 09/01/38 | 2,050,000.00 | 2,602,147.00 | |||
| BTPS 2% 02/01/28 | 2,690,000.00 | 3,002,873.90 | |||
| BTPS 2% 12/01/25 | 2,090,000.00 | 2,279,834.70 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,844,665.20 | |||
| BTPS 3.25% 09/01/46 | 1,950,000.00 | 2,646,891.00 | |||
| BTPS 3.35% 03/01/35 | 2,220,000.00 | 2,887,420.80 | |||
| BTPS 3.45% 03/01/48 | 2,120,000.00 | 2,986,507.60 | |||
| BTPS 3.5% 03/01/30 | 3,960,000.00 | 4,976,175.60 | |||
| BTPS 3.75% 09/01/24 | 2,150,000.00 | 2,412,171.00 | |||
| BTPS 3.85% 09/01/49 | 1,860,000.00 | 2,807,428.20 | |||
| BTPS 3% 08/01/29 | 3,360,000.00 | 4,051,992.00 | |||
| BTPS 4.5% 03/01/24 | 2,750,000.00 | 3,085,665.00 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,512,536.00 | |||
| BTPS 4.5% 05/01/23 | 3,580,000.00 | 3,880,254.60 | |||
| BTPS 4.75% 08/01/23 | 3,650,000.00 | 4,017,007.50 | |||
| BTPS 4.75% 09/01/28 | 3,630,000.00 | 4,756,752.00 | |||
| BTPS 4.75% 09/01/44 | 3,050,000.00 | 5,021,794.50 | |||
| BTPS 4% 02/01/37 | 3,550,000.00 | 4,997,654.50 | |||
| BTPS 5.0% 08/01/39 | 3,000,000.00 | 4,816,740.00 | |||
| BTPS 5.25% 11/01/29 | 3,560,000.00 | 4,961,251.60 | |||
| BTPS 5.5% 09/01/22 | 1,400,000.00 | 1,484,742.00 | |||
| BTPS 5.5% 11/01/22 | 3,450,000.00 | 3,692,293.50 | |||
| BTPS 5.75% 02/01/33 | 2,280,000.00 | 3,525,016.80 | |||
| BTPS 5% 03/01/25 | 3,660,000.00 | 4,335,562.80 | |||
| BTPS 5% 08/01/34 | 2,970,000.00 | 4,450,634.10 | |||
| BTPS 5% 09/01/40 | 2,880,000.00 | 4,677,091.20 | |||
| BTPS 6.5% 11/01/27 | 3,600,000.00 | 5,001,660.00 | |||
| BTPS 6% 05/01/31 | 2,940,000.00 | 4,449,807.60 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,927,240.00 | |||
| BTPS 9% 11/01/23 | 800,000.00 | 963,752.00 | |||
| DBR 0.25% 02/15/27 | 3,890,000.00 | 4,098,659.60 | |||
| DBR 0.25% 02/15/29 | 3,890,000.00 | 4,146,584.40 | |||
| DBR 0.25% 08/15/28 | 2,180,000.00 | 2,318,081.20 | |||
| DBR 0.5% 02/15/25 | 1,350,000.00 | 1,410,939.00 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 3,171,690.00 | |||
| DBR 0.5% 02/15/28 | 2,390,000.00 | 2,574,364.60 | |||
| DBR 0.5% 08/15/27 | 4,040,000.00 | 4,333,304.00 | |||
| DBR 0% 02/15/30 | 3,570,000.00 | 3,738,325.50 | |||
| DBR 0% 02/15/31 | 800,000.00 | 836,312.00 | |||
| DBR 0% 05/15/35 | 2,820,000.00 | 2,914,385.40 | |||
| DBR 0% 05/15/36 | 1,670,000.00 | 1,715,206.90 | |||
| DBR 0% 08/15/26 | 4,350,000.00 | 4,512,211.50 | |||
| DBR 0% 08/15/29 | 3,500,000.00 | 3,663,940.00 | |||
| DBR 0% 08/15/30 | 6,450,000.00 | 6,751,473.00 | |||
| DBR 0% 08/15/30 | 670,000.00 | 705,650.70 | |||
| DBR 0% 08/15/31 | 750,000.00 | 782,497.50 | |||
| DBR 0% 08/15/50 | 4,420,000.00 | 4,361,081.40 | |||
| DBR 0% 11/15/27 | 2,160,000.00 | 2,251,540.80 | |||
| DBR 0% 11/15/28 | 900,000.00 | 940,068.00 | |||
| DBR 1.25% 08/15/48 | 3,580,000.00 | 4,779,908.60 | |||
| DBR 1.5% 02/15/23 | 2,960,000.00 | 3,059,633.60 | |||
| DBR 1.5% 05/15/23 | 3,020,000.00 | 3,137,840.40 | |||
| DBR 1.5% 05/15/24 | 2,290,000.00 | 2,433,537.20 | |||
| DBR 1.5% 09/04/22 | 2,800,000.00 | 2,864,400.00 | |||
| DBR 1.75% 02/15/24 | 1,650,000.00 | 1,754,461.50 | |||
| DBR 1% 08/15/24 | 2,000,000.00 | 2,107,220.00 | |||
| DBR 1% 08/15/25 | 2,720,000.00 | 2,913,772.80 | |||
| DBR 2.5% 07/04/44 | 3,540,000.00 | 5,679,930.00 | |||
| DBR 2.5% 08/15/46 | 3,570,000.00 | 5,862,368.40 | |||
| DBR 2% 08/15/23 | 2,860,000.00 | 3,017,528.80 | |||
| DBR 3.25% 07/04/42 | 2,230,000.00 | 3,842,312.30 | |||
| DBR 4.0% 01/04/37 | 2,930,000.00 | 4,897,289.90 | |||
| DBR 4.25% 07/04/39 | 2,310,000.00 | 4,197,708.90 | |||
| DBR 4.75% 07/04/28 | 2,550,000.00 | 3,522,672.00 | |||
| DBR 4.75% 07/04/34 | 2,990,000.00 | 5,019,940.90 | |||
| DBR 4.75% 07/04/40 | 2,830,000.00 | 5,531,291.60 | |||
| DBR 5.5% 01/04/31 | 2,840,000.00 | 4,495,464.40 | |||
| DBR 5.625% 01/04/28 | 2,360,000.00 | 3,333,452.80 | |||
| DBR 6.25% 01/04/24 | 3,230,000.00 | 3,768,182.60 | |||
| DBR 6.25% 01/04/30 | 1,250,000.00 | 1,986,537.50 | |||
| DBR 6.5% 07/04/27 | 980,000.00 | 1,405,153.40 | |||
| FRTR 0.25% 11/25/26 | 4,680,000.00 | 4,874,875.20 | |||
| FRTR 0.5% 05/25/25 | 5,590,000.00 | 5,830,146.40 | |||
| FRTR 0.5% 05/25/26 | 5,090,000.00 | 5,352,542.20 | |||
| FRTR 0.5% 05/25/29 | 5,350,000.00 | 5,688,708.50 | |||
| FRTR 0.5% 05/25/40 | 2,150,000.00 | 2,182,271.50 | |||
| FRTR 0.5% 05/25/72 | 990,000.00 | 830,867.40 | |||
| FRTR 0.5% 06/25/44 | 1,230,000.00 | 1,224,071.40 | |||
| FRTR 0.75% 05/25/28 | 6,290,000.00 | 6,788,230.90 | |||
| FRTR 0.75% 05/25/52 | 3,800,000.00 | 3,830,134.00 | |||
| FRTR 0.75% 05/25/53 | 770,000.00 | 768,852.70 | |||
| FRTR 0.75% 11/25/28 | 5,100,000.00 | 5,516,160.00 | |||
| FRTR 0% 02/25/23 | 2,050,000.00 | 2,072,222.00 | |||
| FRTR 0% 02/25/24 | 3,500,000.00 | 3,559,080.00 | |||
| FRTR 0% 02/25/26 | 5,210,000.00 | 5,346,918.80 | |||
| FRTR 0% 02/25/27 | 950,000.00 | 975,450.50 | |||
| FRTR 0% 03/25/23 | 7,190,000.00 | 7,271,318.90 | |||
| FRTR 0% 03/25/24 | 5,950,000.00 | 6,055,374.50 | |||
| FRTR 0% 03/25/25 | 5,490,000.00 | 5,616,379.80 | |||
| FRTR 0% 11/25/29 | 5,260,000.00 | 5,372,721.80 | |||
| FRTR 0% 11/25/30 | 6,040,000.00 | 6,131,868.40 | |||
| FRTR 0% 11/25/31 | 2,910,000.00 | 2,930,952.00 | |||
| FRTR 1.25% 05/25/34 | 4,110,000.00 | 4,703,566.20 | |||
| FRTR 1.25% 05/25/36 | 5,930,000.00 | 6,815,408.30 | |||
| FRTR 1.5% 05/25/31 | 5,890,000.00 | 6,837,701.00 | |||
| FRTR 1.5% 05/25/50 | 3,590,000.00 | 4,370,394.20 | |||
| FRTR 1.75% 05/25/23 | 5,380,000.00 | 5,611,340.00 | |||
| FRTR 1.75% 05/25/66 | 1,630,000.00 | 2,182,602.60 | |||
| FRTR 1.75% 06/25/39 | 3,820,000.00 | 4,781,494.00 | |||
| FRTR 1.75% 11/25/24 | 4,160,000.00 | 4,489,388.80 | |||
| FRTR 1% 05/25/27 | 4,650,000.00 | 5,053,527.00 | |||
| FRTR 1% 11/25/25 | 5,280,000.00 | 5,645,904.00 | |||
| FRTR 2.25% 05/25/24 | 4,100,000.00 | 4,434,109.00 | |||
| FRTR 2.25% 10/25/22 | 2,940,000.00 | 3,040,842.00 | |||
| FRTR 2.5% 05/25/30 | 6,380,000.00 | 7,926,384.40 | |||
| FRTR 2.75% 10/25/27 | 5,970,000.00 | 7,176,477.30 | |||
| FRTR 2% 05/25/48 | 3,560,000.00 | 4,779,691.60 | |||
| FRTR 3.25% 05/25/45 | 3,050,000.00 | 4,917,179.50 | |||
| FRTR 3.5% 04/25/26 | 6,350,000.00 | 7,575,486.50 | |||
| FRTR 4.25% 10/25/23 | 5,020,000.00 | 5,561,557.60 | |||
| FRTR 4.5% 04/25/41 | 4,520,000.00 | 8,042,074.40 | |||
| FRTR 4.75% 04/25/35 | 3,130,000.00 | 5,106,908.00 | |||
| FRTR 4% 04/25/55 | 2,420,000.00 | 4,782,888.00 | |||
| FRTR 4% 04/25/60 | 2,030,000.00 | 4,209,347.10 | |||
| FRTR 4% 10/25/38 | 3,370,000.00 | 5,475,609.70 | |||
| FRTR 5.5% 04/25/29 | 5,170,000.00 | 7,521,677.90 | |||
| FRTR 5.75% 10/25/32 | 4,340,000.00 | 7,169,810.20 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 2,431,183.00 | |||
| FRTR 8.5% 04/25/23 | 1,000,000.00 | 1,153,340.00 | |||
| IRISH 0.2% 05/15/27 | 930,000.00 | 965,860.80 | |||
| IRISH 0.2% 10/18/30 | 1,030,000.00 | 1,062,218.40 | |||
| IRISH 0.4% 05/15/35 | 760,000.00 | 782,762.00 | |||
| IRISH 0.55% 04/22/41 | 390,000.00 | 396,622.20 | |||
| IRISH 0.9% 05/15/28 | 720,000.00 | 782,661.60 | |||
| IRISH 0% 10/18/22 | 530,000.00 | 533,842.50 | |||
| IRISH 0% 10/18/31 | 880,000.00 | 883,722.40 | |||
| IRISH 1.1% 05/15/29 | 1,200,000.00 | 1,328,868.00 | |||
| IRISH 1.3% 05/15/33 | 670,000.00 | 768,905.40 | |||
| IRISH 1.35% 03/18/31 | 620,000.00 | 709,100.20 | |||
| IRISH 1.5% 05/15/50 | 780,000.00 | 942,653.40 | |||
| IRISH 1.7% 05/15/37 | 820,000.00 | 1,000,547.60 | |||
| IRISH 1% 05/15/26 | 1,420,000.00 | 1,525,207.80 | |||
| IRISH 2.4% 05/15/30 | 1,210,000.00 | 1,489,582.60 | |||
| IRISH 2% 02/18/45 | 1,150,000.00 | 1,526,418.00 | |||
| IRISH 3.4% 03/18/24 | 970,000.00 | 1,071,083.70 | |||
| IRISH 3.9% 03/20/23 | 1,010,000.00 | 1,082,457.40 | |||
| IRISH 5.4% 03/13/25 | 1,510,000.00 | 1,835,314.40 | |||
| NETHER 0.25% 07/15/25 | 2,310,000.00 | 2,397,341.10 | |||
| NETHER 0.25% 07/15/29 | 1,710,000.00 | 1,804,939.20 | |||
| NETHER 0.5% 01/15/40 | 1,440,000.00 | 1,582,862.40 | |||
| NETHER 0.5% 07/15/26 | 2,320,000.00 | 2,455,024.00 | |||
| NETHER 0.75% 07/15/27 | 2,110,000.00 | 2,281,289.80 | |||
| NETHER 0.75% 07/15/28 | 1,620,000.00 | 1,765,378.80 | |||
| NETHER 0% 01/15/24 | 1,420,000.00 | 1,446,028.60 | |||
| NETHER 0% 01/15/27 | 1,840,000.00 | 1,901,511.20 | |||
| NETHER 0% 01/15/38 | 700,000.00 | 703,080.00 | |||
| NETHER 0% 01/15/52 | 980,000.00 | 942,446.40 | |||
| NETHER 0% 07/15/30 | 1,920,000.00 | 1,984,550.40 | |||
| NETHER 0% 07/15/31 | 860,000.00 | 885,628.00 | |||
| NETHER 1.75% 07/15/23 | 1,940,000.00 | 2,032,732.00 | |||
| NETHER 2.5% 01/15/33 | 2,020,000.00 | 2,664,602.20 | |||
| NETHER 2.75% 01/15/47 | 2,230,000.00 | 3,764,931.30 | |||
| NETHER 2% 07/15/24 | 1,990,000.00 | 2,149,697.50 | |||
| NETHER 3.75% 01/15/23 | 1,560,000.00 | 1,657,765.20 | |||
| NETHER 3.75% 01/15/42 | 2,250,000.00 | 3,987,472.50 | |||
| NETHER 4% 01/15/37 | 2,180,000.00 | 3,576,050.20 | |||
| NETHER 5.5% 01/15/28 | 1,730,000.00 | 2,411,498.90 | |||
| NETHER 7.5% 01/15/23 | 200,000.00 | 222,944.00 | |||
| OBL 0% 04/05/24 | 3,330,000.00 | 3,398,498.10 | |||
| OBL 0% 04/10/26 | 4,070,000.00 | 4,212,816.30 | |||
| OBL 0% 04/11/25 | 3,750,000.00 | 3,855,450.00 | |||
| OBL 0% 04/14/23 | 2,220,000.00 | 2,247,816.60 | |||
| OBL 0% 10/07/22 | 3,110,000.00 | 3,135,502.00 | |||
| OBL 0% 10/10/25 | 4,340,000.00 | 4,478,966.80 | |||
| OBL 0% 10/13/23 | 1,510,000.00 | 1,535,322.70 | |||
| OBL 0% 10/18/24 | 3,490,000.00 | 3,576,098.30 | |||
| RAGB 0.5% 02/20/29 | 1,770,000.00 | 1,886,377.50 | |||
| RAGB 0.5% 04/20/27 | 890,000.00 | 944,726.10 | |||
| RAGB 0.75% 02/20/28 | 1,620,000.00 | 1,751,220.00 | |||
| RAGB 0.75% 03/20/51 | 680,000.00 | 743,206.00 | |||
| RAGB 0.75% 10/20/26 | 2,080,000.00 | 2,227,076.80 | |||
| RAGB 0.85% 06/30/20 | 330,000.00 | 333,220.80 | |||
| RAGB 0% 02/20/30 | 1,450,000.00 | 1,484,916.00 | |||
| RAGB 0% 02/20/31 | 740,000.00 | 753,719.60 | |||
| RAGB 0% 04/20/25 | 930,000.00 | 953,157.00 | |||
| RAGB 0% 07/15/23 | 1,500,000.00 | 1,521,960.00 | |||
| RAGB 0% 07/15/24 | 1,440,000.00 | 1,470,096.00 | |||
| RAGB 0% 09/20/22 | 320,000.00 | 322,425.60 | |||
| RAGB 0% 10/20/40 | 420,000.00 | 399,550.20 | |||
| RAGB 1.2% 10/20/25 | 700,000.00 | 755,447.00 | |||
| RAGB 1.5% 02/20/47 | 930,000.00 | 1,192,269.30 | |||
| RAGB 1.5% 11/02/86 | 330,000.00 | 466,880.70 | |||
| RAGB 1.65% 10/21/24 | 990,000.00 | 1,065,279.60 | |||
| RAGB 1.75% 10/20/23 | 1,330,000.00 | 1,401,966.30 | |||
| RAGB 2.1% 09/20/17 | 810,000.00 | 1,444,699.80 | |||
| RAGB 2.4% 05/23/34 | 1,080,000.00 | 1,414,627.20 | |||
| RAGB 3.15% 06/20/44 | 830,000.00 | 1,363,789.60 | |||
| RAGB 3.4% 11/22/22 | 2,360,000.00 | 2,480,312.80 | |||
| RAGB 3.8% 01/26/62 | 470,000.00 | 1,032,463.10 | |||
| RAGB 4.15% 03/15/37 | 1,820,000.00 | 2,972,114.60 | |||
| RAGB 4.85% 03/15/26 | 1,310,000.00 | 1,644,456.10 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,662,808.80 | |||
| RFGB 0.125% 04/15/36 | 540,000.00 | 545,481.00 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 434,175.60 | |||
| RFGB 0.125% 09/15/31 | 400,000.00 | 412,724.00 | |||
| RFGB 0.25% 09/15/40 | 400,000.00 | 406,140.00 | |||
| RFGB 0.5% 04/15/26 | 620,000.00 | 653,442.80 | |||
| RFGB 0.5% 09/15/27 | 870,000.00 | 925,810.50 | |||
| RFGB 0.5% 09/15/28 | 650,000.00 | 693,920.50 | |||
| RFGB 0.5% 09/15/29 | 760,000.00 | 813,283.60 | |||
| RFGB 0.75% 04/15/31 | 620,000.00 | 680,877.80 | |||
| RFGB 0.875% 09/15/25 | 690,000.00 | 733,746.00 | |||
| RFGB 0% 09/15/23 | 540,000.00 | 548,262.00 | |||
| RFGB 0% 09/15/24 | 420,000.00 | 429,101.40 | |||
| RFGB 0% 09/15/30 | 630,000.00 | 645,649.20 | |||
| RFGB 1.125% 04/15/34 | 560,000.00 | 644,369.60 | |||
| RFGB 1.375% 04/15/47 | 490,000.00 | 630,306.60 | |||
| RFGB 1.5% 04/15/23 | 650,000.00 | 674,082.50 | |||
| RFGB 1.625% 09/15/22 | 850,000.00 | 870,969.50 | |||
| RFGB 2.625% 07/04/42 | 590,000.00 | 892,870.60 | |||
| RFGB 2.75% 07/04/28 | 420,000.00 | 515,398.80 | |||
| RFGB 2% 04/15/24 | 730,000.00 | 783,479.80 | |||
| RFGB 4% 07/04/25 | 830,000.00 | 982,960.70 | |||
| SPGB 0.1% 04/30/31 | 2,180,000.00 | 2,154,603.00 | |||
| SPGB 0.25% 07/30/24 | 2,290,000.00 | 2,342,326.50 | |||
| SPGB 0.35% 07/30/23 | 3,590,000.00 | 3,655,804.70 | |||
| SPGB 0.45% 10/31/22 | 2,460,000.00 | 2,491,955.40 | |||
| SPGB 0.5% 04/30/30 | 2,900,000.00 | 3,003,472.00 | |||
| SPGB 0.5% 10/31/31 | 930,000.00 | 949,288.20 | |||
| SPGB 0.6% 10/31/29 | 2,950,000.00 | 3,088,148.50 | |||
| SPGB 0.8% 07/30/27 | 2,000,000.00 | 2,122,160.00 | |||
| SPGB 0.85% 07/30/37 | 960,000.00 | 975,062.40 | |||
| SPGB 0% 01/31/25 | 2,350,000.00 | 2,389,973.50 | |||
| SPGB 0% 01/31/26 | 1,410,000.00 | 1,433,871.30 | |||
| SPGB 0% 01/31/28 | 1,930,000.00 | 1,947,563.00 | |||
| SPGB 0% 04/30/23 | 2,380,000.00 | 2,404,514.00 | |||
| SPGB 0% 05/31/24 | 1,260,000.00 | 1,277,929.80 | |||
| SPGB 1.2% 10/31/40 | 2,260,000.00 | 2,378,582.20 | |||
| SPGB 1.25% 10/31/30 | 3,050,000.00 | 3,355,183.00 | |||
| SPGB 1.3% 10/31/26 | 2,750,000.00 | 2,986,692.50 | |||
| SPGB 1.4% 04/30/28 | 2,490,000.00 | 2,746,818.60 | |||
| SPGB 1.4% 07/30/28 | 3,300,000.00 | 3,649,899.00 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,997,843.60 | |||
| SPGB 1.45% 10/31/27 | 3,040,000.00 | 3,353,545.60 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 613,885.80 | |||
| SPGB 1.5% 04/30/27 | 2,650,000.00 | 2,921,598.50 | |||
| SPGB 1.6% 04/30/25 | 3,050,000.00 | 3,286,039.50 | |||
| SPGB 1.85% 07/30/35 | 2,750,000.00 | 3,223,027.50 | |||
| SPGB 1.95% 04/30/26 | 2,810,000.00 | 3,118,341.30 | |||
| SPGB 1.95% 07/30/30 | 2,940,000.00 | 3,421,542.60 | |||
| SPGB 1% 10/31/50 | 2,330,000.00 | 2,215,993.10 | |||
| SPGB 2.15% 10/31/25 | 2,810,000.00 | 3,118,004.10 | |||
| SPGB 2.35% 07/30/33 | 2,440,000.00 | 2,993,953.20 | |||
| SPGB 2.7% 10/31/48 | 1,850,000.00 | 2,533,445.50 | |||
| SPGB 2.75% 10/31/24 | 2,500,000.00 | 2,762,600.00 | |||
| SPGB 2.9% 10/31/46 | 2,050,000.00 | 2,885,149.50 | |||
| SPGB 3.45% 07/30/66 | 1,780,000.00 | 2,845,258.80 | |||
| SPGB 3.8% 04/30/24 | 2,520,000.00 | 2,815,192.80 | |||
| SPGB 4.2% 01/31/37 | 2,530,000.00 | 3,869,078.40 | |||
| SPGB 4.4% 10/31/23 | 2,690,000.00 | 2,984,339.80 | |||
| SPGB 4.65% 07/30/25 | 2,840,000.00 | 3,416,974.40 | |||
| SPGB 4.7% 07/30/41 | 2,640,000.00 | 4,495,999.20 | |||
| SPGB 4.8% 01/31/24 | 2,400,000.00 | 2,715,336.00 | |||
| SPGB 4.9% 07/30/40 | 2,250,000.00 | 3,883,995.00 | |||
| SPGB 5.15% 10/31/28 | 4,290,000.00 | 5,914,923.30 | |||
| SPGB 5.15% 10/31/44 | 1,810,000.00 | 3,382,310.80 | |||
| SPGB 5.4% 01/31/23 | 2,100,000.00 | 2,280,873.00 | |||
| SPGB 5.75% 07/30/32 | 2,860,000.00 | 4,542,766.80 | |||
| SPGB 5.9% 07/30/26 | 3,480,000.00 | 4,563,915.60 | |||
| SPGB 6.0% 01/31/29 | 1,050,000.00 | 1,527,351.00 | |||
| ユーロ 小計 | 770,860,000.00 | 909,350,593.40 | |||
| (117,779,088,857) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 1,520,000.00 | 1,508,995.20 | ||
| UKT 0.125% 01/31/23 | 4,510,000.00 | 4,510,721.60 | |||
| UKT 0.125% 01/31/24 | 2,970,000.00 | 2,965,099.50 | |||
| UKT 0.125% 01/31/28 | 2,260,000.00 | 2,217,489.40 | |||
| UKT 0.25% 01/31/25 | 650,000.00 | 650,084.50 | |||
| UKT 0.25% 07/31/31 | 2,110,000.00 | 2,025,220.20 | |||
| UKT 0.375% 10/22/30 | 2,420,000.00 | 2,371,793.60 | |||
| UKT 0.5% 10/22/61 | 1,340,000.00 | 1,164,500.20 | |||
| UKT 0.625% 06/07/25 | 1,700,000.00 | 1,726,282.00 | |||
| UKT 0.625% 07/31/35 | 2,950,000.00 | 2,854,066.00 | |||
| UKT 0.625% 10/22/50 | 1,860,000.00 | 1,684,639.20 | |||
| UKT 0.75% 07/22/23 | 2,360,000.00 | 2,388,721.20 | |||
| UKT 0.875% 01/31/46 | 960,000.00 | 927,628.80 | |||
| UKT 0.875% 10/22/29 | 1,700,000.00 | 1,747,940.00 | |||
| UKT 1.125% 01/31/39 | 500,000.00 | 511,775.00 | |||
| UKT 1.25% 07/22/27 | 2,990,000.00 | 3,144,822.20 | |||
| UKT 1.25% 07/31/51 | 180,000.00 | 191,122.20 | |||
| UKT 1.25% 10/22/41 | 2,800,000.00 | 2,929,864.00 | |||
| UKT 1.5% 07/22/26 | 2,000,000.00 | 2,118,240.00 | |||
| UKT 1.5% 07/22/47 | 2,370,000.00 | 2,635,511.10 | |||
| UKT 1.625% 10/22/28 | 1,620,000.00 | 1,756,290.60 | |||
| UKT 1.625% 10/22/54 | 1,860,000.00 | 2,198,110.80 | |||
| UKT 1.625% 10/22/71 | 1,120,000.00 | 1,496,185.60 | |||
| UKT 1.75% 01/22/49 | 1,300,000.00 | 1,532,674.00 | |||
| UKT 1.75% 07/22/57 | 2,210,000.00 | 2,752,974.90 | |||
| UKT 1.75% 09/07/22 | 3,120,000.00 | 3,173,227.20 | |||
| UKT 1.75% 09/07/37 | 2,930,000.00 | 3,293,144.20 | |||
| UKT 1% 04/22/24 | 1,600,000.00 | 1,635,472.00 | |||
| UKT 2.25% 09/07/23 | 2,500,000.00 | 2,607,600.00 | |||
| UKT 2.5% 07/22/65 | 1,920,000.00 | 3,045,216.00 | |||
| UKT 2.75% 09/07/24 | 1,120,000.00 | 1,206,665.60 | |||
| UKT 2% 09/07/25 | 1,780,000.00 | 1,906,308.80 | |||
| UKT 3.25% 01/22/44 | 2,580,000.00 | 3,741,129.00 | |||
| UKT 3.5% 01/22/45 | 2,550,000.00 | 3,876,306.00 | |||
| UKT 3.5% 07/22/68 | 1,930,000.00 | 3,883,893.40 | |||
| UKT 3.75% 07/22/52 | 1,600,000.00 | 2,777,728.00 | |||
| UKT 4.25% 03/07/36 | 2,090,000.00 | 3,063,208.50 | |||
| UKT 4.25% 06/07/32 | 2,100,000.00 | 2,876,223.00 | |||
| UKT 4.25% 09/07/39 | 1,620,000.00 | 2,511,081.00 | |||
| UKT 4.25% 12/07/27 | 1,370,000.00 | 1,698,306.80 | |||
| UKT 4.25% 12/07/40 | 1,900,000.00 | 3,000,404.00 | |||
| UKT 4.25% 12/07/46 | 2,180,000.00 | 3,754,134.40 | |||
| UKT 4.25% 12/07/49 | 1,510,000.00 | 2,723,390.70 | |||
| UKT 4.25% 12/07/55 | 1,910,000.00 | 3,751,125.40 | |||
| UKT 4.5% 09/07/34 | 1,770,000.00 | 2,584,978.80 | |||
| UKT 4.5% 12/07/42 | 2,340,000.00 | 3,922,705.80 | |||
| UKT 4.75% 12/07/30 | 1,460,000.00 | 2,009,179.00 | |||
| UKT 4.75% 12/07/38 | 1,650,000.00 | 2,664,948.00 | |||
| UKT 4% 01/22/60 | 1,540,000.00 | 3,081,232.00 | |||
| UKT 5% 03/07/25 | 1,800,000.00 | 2,102,364.00 | |||
| UKT 6.0% 12/07/28 | 1,250,000.00 | 1,745,037.50 | |||
| イギリスポンド 小計 | 98,380,000.00 | 122,645,760.90 | |||
| (18,519,509,895) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 5,970,000.00 | 5,957,283.90 | ||
| SGB 0.75% 05/12/28 | 7,380,000.00 | 7,763,833.80 | |||
| SGB 0.75% 11/12/29 | 7,430,000.00 | 7,841,993.50 | |||
| SGB 1.5% 11/13/23 | 12,500,000.00 | 13,000,875.00 | |||
| SGB 1% 11/12/26 | 9,010,000.00 | 9,544,112.80 | |||
| SGB 2.25% 06/01/32 | 3,750,000.00 | 4,566,750.00 | |||
| SGB 2.5% 05/12/25 | 9,300,000.00 | 10,247,949.00 | |||
| SGB 3.5% 03/30/39 | 5,580,000.00 | 8,433,054.00 | |||
| スウェーデンクローナ 小計 | 60,920,000.00 | 67,355,852.00 | |||
| (856,766,437) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 3,000,000.00 | 2,994,750.00 | ||
| NGB 1.375% 08/19/30 | 5,040,000.00 | 5,099,623.20 | |||
| NGB 1.5% 02/19/26 | 5,740,000.00 | 5,855,603.60 | |||
| NGB 1.75% 02/17/27 | 6,060,000.00 | 6,270,403.20 | |||
| NGB 1.75% 03/13/25 | 4,770,000.00 | 4,899,887.10 | |||
| NGB 1.75% 09/06/29 | 7,640,000.00 | 7,950,107.60 | |||
| NGB 2% 04/26/28 | 4,510,000.00 | 4,753,359.60 | |||
| NGB 2% 05/24/23 | 10,660,000.00 | 10,914,987.20 | |||
| NGB 3% 03/14/24 | 7,360,000.00 | 7,756,630.40 | |||
| ノルウェークローネ 小計 | 54,780,000.00 | 56,495,351.90 | |||
| (712,406,387) | |||||
| デンマーククローネ | DGB 0.25% 11/15/22 | 7,170,000.00 | 7,242,990.60 | ||
| DGB 0.25% 11/15/52 | 3,870,000.00 | 3,820,193.10 | |||
| DGB 0.5% 11/15/27 | 10,420,000.00 | 11,018,524.80 | |||
| DGB 0.5% 11/15/29 | 14,260,000.00 | 15,186,614.80 | |||
| DGB 0% 11/15/24 | 1,830,000.00 | 1,863,141.30 | |||
| DGB 0% 11/15/31 | 3,110,000.00 | 3,147,755.40 | |||
| DGB 1.5% 11/15/23 | 7,420,000.00 | 7,765,846.20 | |||
| DGB 1.75% 11/15/25 | 7,280,000.00 | 7,986,160.00 | |||
| DGB 4.5% 11/15/39 | 14,980,000.00 | 27,039,499.20 | |||
| デンマーククローネ 小計 | 70,340,000.00 | 85,070,725.40 | |||
| (1,481,932,036) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 1,900,000.00 | 1,803,366.00 | ||
| POLGB 0.75% 04/25/25 | 3,560,000.00 | 3,567,832.00 | |||
| POLGB 0% 04/25/23 | 1,230,000.00 | 1,222,226.40 | |||
| POLGB 1.25% 10/25/30 | 4,150,000.00 | 4,012,303.00 | |||
| POLGB 2.25% 10/25/24 | 3,930,000.00 | 4,130,351.40 | |||
| POLGB 2.5% 01/25/23 | 5,860,000.00 | 6,047,578.60 | |||
| POLGB 2.5% 04/25/24 | 1,800,000.00 | 1,893,654.00 | |||
| POLGB 2.5% 07/25/26 | 6,060,000.00 | 6,454,021.20 | |||
| POLGB 2.5% 07/25/27 | 3,780,000.00 | 4,039,572.60 | |||
| POLGB 2.75% 04/25/28 | 5,380,000.00 | 5,868,288.80 | |||
| POLGB 2.75% 10/25/29 | 6,220,000.00 | 6,802,627.40 | |||
| POLGB 3.25% 07/25/25 | 4,910,000.00 | 5,357,202.80 | |||
| POLGB 4% 10/25/23 | 3,760,000.00 | 4,054,408.00 | |||
| POLGB 5.75% 04/25/29 | 600,000.00 | 786,816.00 | |||
| POLGB 5.75% 09/23/22 | 3,410,000.00 | 3,617,975.90 | |||
| ポーランドズロチ 小計 | 56,550,000.00 | 59,658,224.10 | |||
| (1,688,500,750) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 2,930,000.00 | 2,928,915.90 | ||
| ACGB 0.25% 11/21/25 | 2,340,000.00 | 2,317,582.80 | |||
| ACGB 0.5% 09/21/26 | 2,040,000.00 | 2,027,984.40 | |||
| ACGB 1.25% 05/21/32 | 2,740,000.00 | 2,749,233.80 | |||
| ACGB 1.5% 06/21/31 | 3,190,000.00 | 3,293,898.30 | |||
| ACGB 1.75% 06/21/51 | 1,760,000.00 | 1,642,748.80 | |||
| ACGB 1.75% 11/21/32 | 1,610,000.00 | 1,694,879.20 | |||
| ACGB 1% 11/21/31 | 3,250,000.00 | 3,193,255.00 | |||
| ACGB 1% 12/21/30 | 4,320,000.00 | 4,277,188.80 | |||
| ACGB 2.25% 05/21/28 | 2,560,000.00 | 2,798,284.80 | |||
| ACGB 2.25% 11/21/22 | 3,160,000.00 | 3,246,931.60 | |||
| ACGB 2.5% 05/21/30 | 3,790,000.00 | 4,251,432.50 | |||
| ACGB 2.75% 04/21/24 | 1,380,000.00 | 1,479,346.20 | |||
| ACGB 2.75% 05/21/41 | 1,630,000.00 | 1,871,843.10 | |||
| ACGB 2.75% 06/21/35 | 1,230,000.00 | 1,431,535.50 | |||
| ACGB 2.75% 11/21/27 | 1,930,000.00 | 2,162,275.50 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,877,476.60 | |||
| ACGB 2.75% 11/21/29 | 2,420,000.00 | 2,756,210.60 | |||
| ACGB 3.25% 04/21/25 | 3,480,000.00 | 3,843,764.40 | |||
| ACGB 3.25% 04/21/29 | 2,200,000.00 | 2,577,520.00 | |||
| ACGB 3.25% 06/21/39 | 980,000.00 | 1,206,350.60 | |||
| ACGB 3.75% 04/21/37 | 1,620,000.00 | 2,106,615.60 | |||
| ACGB 3% 03/21/47 | 1,680,000.00 | 2,013,799.20 | |||
| ACGB 4.25% 04/21/26 | 2,820,000.00 | 3,299,202.60 | |||
| ACGB 4.5% 04/21/33 | 1,910,000.00 | 2,583,408.70 | |||
| ACGB 4.75% 04/21/27 | 2,320,000.00 | 2,842,023.20 | |||
| ACGB 5.5% 04/21/23 | 2,500,000.00 | 2,724,550.00 | |||
| オーストラリアドル 小計 | 63,450,000.00 | 69,198,257.70 | |||
| (5,553,160,180) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 390,000.00 | 386,439.30 | ||
| SIGB 1.625% 07/01/31 | 300,000.00 | 305,247.00 | |||
| SIGB 1.75% 02/01/23 | 800,000.00 | 815,840.00 | |||
| SIGB 1.875% 03/01/50 | 420,000.00 | 422,091.60 | |||
| SIGB 2.125% 06/01/26 | 740,000.00 | 785,051.20 | |||
| SIGB 2.25% 08/01/36 | 890,000.00 | 953,848.60 | |||
| SIGB 2.375% 06/01/25 | 490,000.00 | 522,021.50 | |||
| SIGB 2.375% 07/01/39 | 430,000.00 | 470,342.60 | |||
| SIGB 2.625% 05/01/28 | 530,000.00 | 580,821.70 | |||
| SIGB 2.75% 03/01/46 | 1,190,000.00 | 1,384,350.80 | |||
| SIGB 2.75% 04/01/42 | 900,000.00 | 1,037,142.00 | |||
| SIGB 2.75% 07/01/23 | 1,070,000.00 | 1,115,945.80 | |||
| SIGB 2.875% 07/01/29 | 590,000.00 | 661,484.40 | |||
| SIGB 2.875% 09/01/30 | 760,000.00 | 856,208.40 | |||
| SIGB 2% 02/01/24 | 410,000.00 | 425,346.30 | |||
| SIGB 3.125% 09/01/22 | 1,350,000.00 | 1,388,070.00 | |||
| SIGB 3.375% 09/01/33 | 830,000.00 | 990,173.40 | |||
| SIGB 3.5% 03/01/27 | 880,000.00 | 998,615.20 | |||
| SIGB 3% 09/01/24 | 1,590,000.00 | 1,708,470.90 | |||
| シンガポールドル 小計 | 14,560,000.00 | 15,807,510.70 | |||
| (1,289,260,572) | |||||
| マレーシアリンギット | MGS 3.418% 08/15/22 | 1,500,000.00 | 1,523,370.00 | ||
| MGS 3.478% 06/14/24 | 700,000.00 | 721,651.00 | |||
| MGS 3.48% 03/15/23 | 2,330,000.00 | 2,388,203.40 | |||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,556,281.50 | |||
| MGS 3.733% 06/15/28 | 2,630,000.00 | 2,742,406.20 | |||
| MGS 3.757% 04/20/23 | 1,090,000.00 | 1,120,825.20 | |||
| MGS 3.757% 05/22/40 | 550,000.00 | 529,969.00 | |||
| MGS 3.795% 09/30/22 | 1,500,000.00 | 1,532,295.00 | |||
| MGS 3.8% 08/17/23 | 930,000.00 | 962,475.60 | |||
| MGS 3.844% 04/15/33 | 2,350,000.00 | 2,382,618.00 | |||
| MGS 3.882% 03/14/25 | 1,030,000.00 | 1,077,596.30 | |||
| MGS 3.885% 08/15/29 | 1,500,000.00 | 1,573,785.00 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,187,889.90 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 2,076,734.60 | |||
| MGS 3.9% 11/30/26 | 1,440,000.00 | 1,526,644.80 | |||
| MGS 3.906% 07/15/26 | 600,000.00 | 633,612.00 | |||
| MGS 3.955% 09/15/25 | 2,380,000.00 | 2,506,259.00 | |||
| MGS 4.059% 09/30/24 | 960,000.00 | 1,007,452.80 | |||
| MGS 4.065% 06/15/50 | 760,000.00 | 745,438.40 | |||
| MGS 4.181% 07/15/24 | 1,280,000.00 | 1,344,524.80 | |||
| MGS 4.232% 06/30/31 | 3,000,000.00 | 3,220,890.00 | |||
| MGS 4.254% 05/31/35 | 2,030,000.00 | 2,144,654.40 | |||
| MGS 4.392% 04/15/26 | 2,910,000.00 | 3,126,445.80 | |||
| MGS 4.498% 04/15/30 | 2,860,000.00 | 3,114,482.80 | |||
| MGS 4.642% 11/07/33 | 2,830,000.00 | 3,071,597.10 | |||
| MGS 4.736% 03/15/46 | 1,480,000.00 | 1,567,438.40 | |||
| MGS 4.762% 04/07/37 | 2,280,000.00 | 2,495,232.00 | |||
| MGS 4.893% 06/08/38 | 2,310,000.00 | 2,541,508.20 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,821,506.40 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,124,698.20 | |||
| マレーシアリンギット 小計 | 50,550,000.00 | 53,368,485.80 | |||
| (1,402,171,574) | |||||
| イスラエルシェケル | ILGOV 0.15% 07/31/23 | 700,000.00 | 700,960.82 | ||
| ILGOV 0.5% 02/27/26 | 860,000.00 | 866,547.78 | |||
| ILGOV 0.5% 04/30/25 | 2,420,000.00 | 2,444,390.68 | |||
| ILGOV 0.75% 07/31/22 | 6,490,000.00 | 6,537,136.87 | |||
| ILGOV 1.5% 05/31/37 | 2,190,000.00 | 2,120,490.05 | |||
| ILGOV 1.5% 11/30/23 | 1,750,000.00 | 1,806,228.89 | |||
| ILGOV 1.75% 08/31/25 | 1,080,000.00 | 1,146,903.72 | |||
| ILGOV 1% 03/31/30 | 3,180,000.00 | 3,189,335.20 | |||
| ILGOV 2.25% 09/28/28 | 2,360,000.00 | 2,609,949.96 | |||
| ILGOV 3.75% 03/31/24 | 4,080,000.00 | 4,464,065.08 | |||
| ILGOV 3.75% 03/31/47 | 3,130,000.00 | 4,083,346.66 | |||
| ILGOV 5.5% 01/31/42 | 2,410,000.00 | 3,886,258.75 | |||
| ILGOV 6.25% 10/30/26 | 4,940,000.00 | 6,423,211.28 | |||
| イスラエルシェケル 小計 | 35,590,000.00 | 40,278,825.74 | |||
| (1,370,116,480) | |||||
| 合計 | 289,902,524,323 | ||||
| (289,902,524,323) | |||||
| 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% | 45.3% |
| カナダドル | 国債証券 | 32銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 13銘柄 | 100.0% | 0.7% |
| ユーロ | 国債証券 | 340銘柄 | 100.0% | 40.6% |
| イギリスポンド | 国債証券 | 51銘柄 | 100.0% | 6.4% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.3% |
| ノルウェークローネ | 国債証券 | 9銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 9銘柄 | 100.0% | 0.5% |
| ポーランドズロチ | 国債証券 | 15銘柄 | 100.0% | 0.6% |
| オーストラリアドル | 国債証券 | 27銘柄 | 100.0% | 1.9% |
| シンガポールドル | 国債証券 | 19銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 30銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 13銘柄 | 100.0% | 0.5% |
| (注)時価比率は、通貨ごとの有価証券の合計金額に対する比率であります。 |
| 第2 信用取引契約残高明細表 |
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
| 注記表(デリバティブ取引に関する注記)に記載したとおりであります。 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
