有価証券報告書(内国投資信託受益証券)-第25期(令和3年7月11日-令和4年1月10日)
海外債券インデックスファンド(適格機関投資家向け)
貸借対照表
注記表
(有価証券に関する注記)
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
該当事項はありません。
貸借対照表
| 2021年 7月10日現在 | 2022年 1月10日現在 | |
| 資産の部 | ||
| 流動資産 | ||
| 預金 | 18,134,451 | 76,077,873 |
| コール・ローン | 4,969,748 | 9,169,259 |
| 国債証券 | 34,092,501,697 | 35,720,449,597 |
| 未収利息 | 203,052,006 | 233,318,795 |
| 前払費用 | 12,003,503 | 7,023,757 |
| その他未収収益 | 1,098,132 | 2,892,291 |
| 流動資産合計 | 34,331,759,537 | 36,048,931,572 |
| 資産合計 | 34,331,759,537 | 36,048,931,572 |
| 負債の部 | ||
| 流動負債 | ||
| 未払金 | - | 72,889,079 |
| 未払受託者報酬 | 71,237 | 24,779 |
| 未払委託者報酬 | 239,747 | 84,052 |
| 未払利息 | 3 | - |
| その他未払費用 | 8,845 | 171,042 |
| 流動負債合計 | 319,832 | 73,168,952 |
| 負債合計 | 319,832 | 73,168,952 |
| 純資産の部 | ||
| 元本等 | ||
| 元本 | 33,052,948,807 | 34,702,934,446 |
| 剰余金 | ||
| 剰余金又は欠損金(△) | 1,278,490,898 | 1,272,828,174 |
| (分配準備積立金) | 1,272,647,401 | 1,576,242,880 |
| 元本等合計 | 34,331,439,705 | 35,975,762,620 |
| 純資産合計 | 34,331,439,705 | 35,975,762,620 |
| 負債純資産合計 | 34,331,759,537 | 36,048,931,572 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 1.有価証券の評価基準及び評価方法 | 国債証券は個別法に基づき、以下のとおり原則として時価で評価しております。 |
| (1)金融商品取引所等に上場されている有価証券 | |
| 金融商品取引所等に上場されている有価証券は、原則として金融商品取引所等における計算期間末日の最終相場(外貨建証券の場合は計算期間末日において知りうる直近の日の最終相場)で評価しております。 | |
| (2)金融商品取引所等に上場されていない有価証券 | |
| 当該有価証券については、原則として、日本証券業協会等発表の店頭売買参考統計値(平均値)等、金融商品取引業者、銀行等の提示する価額(ただし、売気配相場は使用しない)又は価格提供会社の提供する価額のいずれかから入手した価額で評価しております。 | |
| (3)時価が入手できなかった有価証券 | |
| 適正な評価額を入手できなかった場合又は入手した評価額が時価と認定できない事由が認められた場合は、投資信託委託会社が忠実義務に基づいて合理的な事由をもって時価と認めた価額もしくは受託者と協議のうえ両者が合理的事由をもって時価と認めた価額で評価しております。 | |
| 2.デリバティブ等の評価基準及び評価方法 | 為替予約取引 原則として、わが国における計算期間末日の対顧客先物売買相場の仲値で評価しております。 |
| 3.その他財務諸表作成のための基礎となる事項 | 外貨建取引等の処理基準 「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条及び第61条にしたがって処理しております。 |
| (貸借対照表に関する注記) |
| 2021年 7月10日現在 | 2022年 1月10日現在 | ||
| 1. | 期首 | 2021年 1月11日 | 2021年 7月11日 |
| 期首元本額 | 31,704,033,137円 | 33,052,948,807円 | |
| 期首からの追加設定元本額 | 1,748,892,374円 | 1,849,962,469円 | |
| 期首からの一部解約元本額 | 399,976,704円 | 199,976,830円 | |
| 2. | 受益権の総数 | 33,052,948,807口 | 34,702,934,446口 |
| (金融商品に関する注記) |
| Ⅰ金融商品の状況に関する事項 |
| 自 2021年 1月11日 至 2021年 7月10日 | 自 2021年 7月11日 至 2022年 1月10日 | |
| 金融商品に対する取組方針 | 当ファンドは証券投資信託として、有価証券、デリバティブ取引等の金融商品の運用を信託約款に定める「運用の基本方針」に基づき行っております。 | 同左 |
| 金融商品の内容及び当該金融商品に係るリスク | 当ファンドが運用する主な有価証券は、「重要な会計方針に係る事項に関する注記」の「有価証券の評価基準及び評価方法」に記載の有価証券等であり、全て売買目的で保有しております。また、主なデリバティブ取引には、先物取引、オプション取引、スワップ取引等があり、信託財産に属する資産の効率的な運用に資するために行うことができます。当該有価証券及びデリバティブ取引には、性質に応じてそれぞれ価格変動リスク、流動性リスク、信用リスク等があります。 | 同左 |
| 金融商品に係るリスク管理体制 | 運用部門、営業部門と独立した組織であるリスク管理部門を設置し、全社的なリスク管理活動のモニタリング、指導の一元化を図っております。 | 同左 |
| Ⅱ金融商品の時価等に関する事項 |
| 2021年 7月10日現在 | 2022年 1月10日現在 | |
| 貸借対照表計上額、時価及びその差額 | 貸借対照表計上額は期末の時価で計上しているため、その差額はありません。 | 同左 |
| 時価の算定方法 | (1)有価証券 | (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「有価証券の評価基準及び評価方法」に記載しております。 | 同左 | |
| (2)デリバティブ取引 | (2)デリバティブ取引 | |
| 該当事項はありません。 | 同左 | |
| (3)上記以外の金融商品 | (3)上記以外の金融商品 | |
| 短期間で決済されることから、時価は帳簿価額と近似しているため、当該金融商品の時価を帳簿価額としております。 | 同左 | |
| 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。 | 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。 |
(有価証券に関する注記)
| (2021年 7月10日現在) |
| 売買目的有価証券 |
| (単位:円) |
| 種類 | 当計算期間の損益に含まれた評価差額 |
| 国債証券 | 275,631,916 |
| 合計 | 275,631,916 |
| (2022年 1月10日現在) |
| 売買目的有価証券 |
| (単位:円) |
| 種類 | 当計算期間の損益に含まれた評価差額 |
| 国債証券 | △88,231,175 |
| 合計 | △88,231,175 |
| (注)当計算期間の損益に含まれた評価差額は、当投資信託の期首日から本書における開示対象ファンドの計算期間末日までに対応する金額であります。 |
| (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。 (1口当たり情報) |
| 2021年 7月10日現在 | 2022年 1月10日現在 | ||
| 1口当たり純資産額 | 1.0387円 | 1口当たり純資産額 | 1.0367円 |
| (1万口当たり純資産額) | (10,387円) | (1万口当たり純資産額) | (10,367円) |
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 |
| 通貨 | 種類 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 米ドル | 国債証券 | US TREASURY N/B-2.125%-22/12/31 | 420,000.00 | 426,660.90 | |
| US TREASURY N/B-2.0%-23/02/15 | 2,070,000.00 | 2,103,960.83 | |||
| US TREASURY N/B-0.5%-23/03/15 | 2,450,000.00 | 2,448,516.59 | |||
| US TREASURY N/B-2.5%-23/03/31 | 1,800,000.00 | 1,842,398.28 | |||
| US TREASURY N/B-2.75%-23/04/30 | 2,660,000.00 | 2,733,253.74 | |||
| US TREASURY N/B-1.75%-23/05/15 | 1,200,000.00 | 1,217,718.72 | |||
| US TREASURY N/B-2.625%-23/06/30 | 1,120,000.00 | 1,151,631.15 | |||
| US TREASURY N/B-2.5%-23/08/15 | 2,770,000.00 | 2,847,094.64 | |||
| US TREASURY N/B-0.125%-23/09/15 | 2,600,000.00 | 2,571,054.69 | |||
| US TREASURY N/B-0.125%-23/10/15 | 4,850,000.00 | 4,790,511.73 | |||
| US TREASURY N/B-2.75%-23/11/15 | 2,790,000.00 | 2,887,976.70 | |||
| US TREASURY N/B-0.125%-23/12/15 | 1,560,000.00 | 1,537,910.15 | |||
| US TREASURY N/B-0.125%-24/01/15 | 2,850,000.00 | 2,805,858.40 | |||
| US TREASURY N/B-2.75%-24/02/15 | 1,660,000.00 | 1,723,579.16 | |||
| US TREASURY N/B-2.125%-24/03/31 | 1,620,000.00 | 1,661,480.74 | |||
| US TREASURY N/B-2.5%-24/05/15 | 1,250,000.00 | 1,293,774.37 | |||
| US TREASURY N/B-0.25%-24/06/15 | 1,400,000.00 | 1,374,105.47 | |||
| US TREASURY N/B-1.75%-24/07/31 | 3,130,000.00 | 3,186,731.25 | |||
| US TREASURY N/B-2.375%-24/08/15 | 3,390,000.00 | 3,505,206.77 | |||
| US TREASURY N/B-0.625%-24/10/15 | 1,900,000.00 | 1,875,656.25 | |||
| US TREASURY N/B-2.25%-24/11/15 | 3,550,000.00 | 3,662,046.87 | |||
| US TREASURY N/B-2.0%-25/02/15 | 1,635,000.00 | 1,675,236.20 | |||
| US TREASURY N/B-2.125%-25/05/15 | 2,610,000.00 | 2,686,668.75 | |||
| US TREASURY N/B-2.75%-25/06/30 | 2,560,000.00 | 2,689,600.00 | |||
| US TREASURY N/B-0.25%-25/06/30 | 2,070,000.00 | 1,999,086.33 | |||
| US TREASURY N/B-2.0%-25/08/15 | 2,460,000.00 | 2,521,403.81 | |||
| US TREASURY N/B-0.25%-25/09/30 | 1,100,000.00 | 1,057,890.62 | |||
| US TREASURY N/B-2.25%-25/11/15 | 2,300,000.00 | 2,378,972.57 | |||
| US TREASURY N/B-2.625%-26/01/31 | 2,300,000.00 | 2,414,056.54 | |||
| US TREASURY N/B-0.375%-26/01/31 | 3,500,000.00 | 3,360,957.04 | |||
| US TREASURY N/B-1.625%-26/02/15 | 2,275,000.00 | 2,297,127.78 | |||
| US TREASURY N/B-1.625%-26/05/15 | 1,960,000.00 | 1,976,843.65 | |||
| US TREASURY N/B-1.875%-26/06/30 | 1,480,000.00 | 1,508,964.04 | |||
| US TREASURY N/B-0.625%-26/07/31 | 1,300,000.00 | 1,253,128.90 | |||
| US TREASURY N/B-1.5%-26/08/15 | 1,190,000.00 | 1,192,835.53 | |||
| US TREASURY N/B-1.625%-26/09/30 | 500,000.00 | 503,945.30 | |||
| US TREASURY N/B-2.0%-26/11/15 | 1,330,000.00 | 1,363,405.74 | |||
| US TREASURY N/B-1.75%-26/12/31 | 1,280,000.00 | 1,297,499.90 | |||
| US TREASURY N/B-2.25%-27/02/15 | 1,580,000.00 | 1,639,250.00 | |||
| US TREASURY N/B-2.375%-27/05/15 | 2,180,000.00 | 2,276,907.75 | |||
| US TREASURY N/B-2.25%-27/08/15 | 1,410,000.00 | 1,462,985.12 | |||
| US TREASURY N/B-6.125%-27/11/15 | 710,000.00 | 892,270.27 | |||
| US TREASURY N/B-2.25%-27/11/15 | 2,035,000.00 | 2,111,948.43 | |||
| US TREASURY N/B-2.75%-28/02/15 | 4,050,000.00 | 4,323,532.95 | |||
| US TREASURY N/B-2.875%-28/05/15 | 2,750,000.00 | 2,958,828.12 | |||
| US TREASURY N/B-1.0%-28/07/31 | 800,000.00 | 768,125.00 | |||
| US TREASURY N/B-2.875%-28/08/15 | 2,025,000.00 | 2,182,649.28 | |||
| US TREASURY N/B-1.375%-28/10/31 | 2,000,000.00 | 1,963,437.50 | |||
| US TREASURY N/B-5.25%-28/11/15 | 885,000.00 | 1,093,147.84 | |||
| US TREASURY N/B-2.625%-29/02/15 | 1,390,000.00 | 1,480,621.46 | |||
| US TREASURY N/B-2.375%-29/05/15 | 1,320,000.00 | 1,385,690.59 | |||
| US TREASURY N/B-1.75%-29/11/15 | 960,000.00 | 967,724.92 | |||
| US TREASURY N/B-1.5%-30/02/15 | 1,120,000.00 | 1,107,006.25 | |||
| US TREASURY N/B-0.625%-30/05/15 | 1,750,000.00 | 1,607,675.79 | |||
| US TREASURY N/B-0.625%-30/08/15 | 2,400,000.00 | 2,198,156.25 | |||
| US TREASURY N/B-0.875%-30/11/15 | 950,000.00 | 886,876.95 | |||
| US TREASURY N/B-5.375%-31/02/15 | 650,000.00 | 854,876.94 | |||
| US TREASURY N/B-1.125%-31/02/15 | 1,420,000.00 | 1,352,827.34 | |||
| US TREASURY N/B-1.625%-31/05/15 | 800,000.00 | 795,187.50 | |||
| US TREASURY N/B-1.25%-31/08/15 | 500,000.00 | 479,492.19 | |||
| US TREASURY N/B-4.5%-36/02/15 | 185,000.00 | 248,022.84 | |||
| US TREASURY N/B-4.5%-38/05/15 | 340,000.00 | 462,785.15 | |||
| US TREASURY N/B-4.25%-39/05/15 | 510,000.00 | 680,491.36 | |||
| US TREASURY N/B-4.625%-40/02/15 | 840,000.00 | 1,174,621.81 | |||
| US TREASURY N/B-1.125%-40/05/15 | 760,000.00 | 646,326.56 | |||
| US TREASURY N/B-1.125%-40/08/15 | 1,000,000.00 | 846,796.88 | |||
| US TREASURY N/B-1.375%-40/11/15 | 800,000.00 | 706,906.24 | |||
| US TREASURY N/B-4.75%-41/02/15 | 1,290,000.00 | 1,846,715.62 | |||
| US TREASURY N/B-1.875%-41/02/15 | 930,000.00 | 893,635.54 | |||
| US TREASURY N/B-2.75%-42/11/15 | 1,830,000.00 | 2,025,366.77 | |||
| US TREASURY N/B-3.75%-43/11/15 | 950,000.00 | 1,220,787.05 | |||
| US TREASURY N/B-3.375%-44/05/15 | 1,060,000.00 | 1,295,270.28 | |||
| US TREASURY N/B-2.5%-45/02/15 | 1,980,000.00 | 2,108,622.58 | |||
| US TREASURY N/B-2.875%-45/08/15 | 1,280,000.00 | 1,455,549.95 | |||
| US TREASURY N/B-2.25%-46/08/15 | 2,335,000.00 | 2,383,980.12 | |||
| US TREASURY N/B-2.75%-47/11/15 | 2,280,000.00 | 2,563,174.17 | |||
| US TREASURY N/B-3.0%-48/08/15 | 2,100,000.00 | 2,480,378.88 | |||
| US TREASURY N/B-3.0%-49/02/15 | 1,340,000.00 | 1,589,103.85 | |||
| US TREASURY N/B-2.25%-49/08/15 | 680,000.00 | 700,373.41 | |||
| US TREASURY N/B-2.375%-49/11/15 | 940,000.00 | 994,050.00 | |||
| US TREASURY N/B-2.0%-50/02/15 | 800,000.00 | 781,687.50 | |||
| US TREASURY N/B-1.25%-50/05/15 | 880,000.00 | 716,890.62 | |||
| US TREASURY N/B-1.375%-50/08/15 | 1,160,000.00 | 975,034.38 | |||
| US TREASURY N/B-1.625%-50/11/15 | 950,000.00 | 849,396.48 | |||
| US TREASURY N/B-2.375%-51/05/15 | 1,130,000.00 | 1,199,742.13 | |||
| US TREASURY N/B-2.0%-51/08/15 | 1,220,000.00 | 1,193,979.69 | |||
| 米ドル小計 | 142,145,000.00 | 146,653,658.40 | |||
| (17,008,891,301) | |||||
| 加ドル | 国債証券 | CANADIAN GOVERNMENT-1.75%-23/03/01 | 620,000.00 | 625,941.46 | |
| CANADIAN GOVERNMENT-1.5%-23/06/01 | 499,000.00 | 502,665.15 | |||
| CANADIAN GOVERNMENT-2.0%-23/09/01 | 475,000.00 | 482,506.42 | |||
| CANADIAN GOVERNMENT-2.25%-24/03/01 | 305,000.00 | 312,118.09 | |||
| CANADIAN GOVERNMENT-0.25%-24/04/01 | 130,000.00 | 127,425.35 | |||
| CANADIAN GOVERNMENT-2.5%-24/06/01 | 322,000.00 | 331,965.57 | |||
| CANADIAN GOVERNMENT-1.5%-24/09/01 | 138,000.00 | 139,008.36 | |||
| CANADIAN GOVERNMENT-1.25%-25/03/01 | 45,000.00 | 44,892.58 | |||
| CANADIAN GOVERNMENT-2.25%-25/06/01 | 278,000.00 | 286,280.78 | |||
| CANADIAN GOVERNMENT-0.5%-25/09/01 | 306,000.00 | 296,266.44 | |||
| CANADIAN GOVERNMENT-1.5%-26/06/01 | 598,000.00 | 599,358.05 | |||
| CANADIAN GOVERNMENT-1.0%-27/06/01 | 200,000.00 | 194,840.00 | |||
| CANADIAN GOVERNMENT-2.0%-28/06/01 | 540,000.00 | 555,017.94 | |||
| CANADIAN GOVERNMENT-5.75%-29/06/01 | 366,000.00 | 472,318.24 | |||
| CANADIAN GOVERNMENT-1.25%-30/06/01 | 423,000.00 | 410,518.96 | |||
| CANADIAN GOVERNMENT-0.5%-30/12/01 | 245,000.00 | 221,405.27 | |||
| CANADIAN GOVERNMENT-1.5%-31/06/01 | 165,000.00 | 162,075.21 | |||
| CANADIAN GOVERNMENT-5.75%-33/06/01 | 180,000.00 | 252,102.42 | |||
| CANADIAN GOVERNMENT-5.0%-37/06/01 | 154,000.00 | 218,259.27 | |||
| CANADIAN GOVERNMENT-4.0%-41/06/01 | 201,000.00 | 269,177.39 | |||
| CANADIAN GOVERNMENT-3.5%-45/12/01 | 209,000.00 | 272,507.57 | |||
| CANADIAN GOVERNMENT-2.75%-48/12/01 | 169,000.00 | 198,508.75 | |||
| CANADIAN GOVERNMENT-2.0%-51/12/01 | 660,000.00 | 671,499.18 | |||
| CANADIAN GOVERNMENT-1.75%-53/12/01 | 108,000.00 | 102,657.13 | |||
| CANADIAN GOVERNMENT-2.75%-64/12/01 | 59,000.00 | 71,562.75 | |||
| 加ドル小計 | 7,395,000.00 | 7,820,878.33 | |||
| (713,029,477) | |||||
| メキシコペソ | 国債証券 | MEX BONOS DESARR FIX RT-6.75%-23/03/09 | 3,100,000.00 | 3,091,281.25 | |
| MEX BONOS DESARR FIX RT-8.0%-23/12/07 | 3,630,000.00 | 3,664,031.25 | |||
| MEX BONOS DESARR FIX RT-8.0%-24/09/05 | 4,110,000.00 | 4,149,815.62 | |||
| MEX BONOS DESARR FIX RT-10.0%-24/12/05 | 3,970,000.00 | 4,220,606.25 | |||
| MEX BONOS DESARR FIX RT-5.75%-26/03/05 | 5,170,000.00 | 4,821,025.00 | |||
| MEX BONOS DESARR FIX RT-7.5%-27/06/03 | 4,660,000.00 | 4,610,487.50 | |||
| MEX BONOS DESARR FIX RT-8.5%-29/05/31 | 4,430,000.00 | 4,619,659.37 | |||
| MEX BONOS DESARR FIX RT-7.75%-31/05/29 | 4,260,000.00 | 4,248,018.75 | |||
| MEX BONOS DESARR FIX RT-7.75%-34/11/23 | 1,400,000.00 | 1,388,187.50 | |||
| MEX BONOS DESARR FIX RT-10.0%-36/11/20 | 1,400,000.00 | 1,655,062.50 | |||
| MEX BONOS DESARR FIX RT-8.5%-38/11/18 | 2,820,000.00 | 2,923,106.25 | |||
| MEX BONOS DESARR FIX RT-7.75%-42/11/13 | 2,870,000.00 | 2,741,746.87 | |||
| MEX BONOS DESARR FIX RT-8.0%-47/11/07 | 3,190,000.00 | 3,115,234.37 | |||
| メキシコペソ小計 | 45,010,000.00 | 45,248,262.48 | |||
| (256,204,711) | |||||
| ユーロ | 国債証券 | BELGIUM KINGDOM-2.25%-23/06/22 | 30,000.00 | 31,271.88 | |
| BELGIUM KINGDOM-2.6%-24/06/22 | 263,000.00 | 283,749.43 | |||
| BELGIUM KINGDOM-0.5%-24/10/22 | 172,000.00 | 177,067.80 | |||
| BELGIUM KINGDOM-0.8%-25/06/22 | 279,000.00 | 291,138.95 | |||
| BELGIUM KINGDOM-1.0%-26/06/22 | 434,000.00 | 459,968.55 | |||
| BELGIUM KINGDOM-0.8%-27/06/22 | 185,000.00 | 195,642.12 | |||
| BELGIUM KINGDOM-5.5%-28/03/28 | 504,000.00 | 685,908.01 | |||
| BELGIUM KINGDOM-0.9%-29/06/22 | 425,000.00 | 454,859.73 | |||
| BELGIUM KINGDOM-1.0%-31/06/22 | 413,000.00 | 445,346.16 | |||
| BELGIUM KINGDOM-4.0%-32/03/28 | 160,000.00 | 221,941.92 | |||
| BELGIUM KINGDOM-1.25%-33/04/22 | 370,000.00 | 411,639.80 | |||
| BELGIUM KINGDOM-3.0%-34/06/22 | 187,000.00 | 246,903.95 | |||
| BELGIUM KINGDOM-5.0%-35/03/28 | 342,000.00 | 545,106.96 | |||
| BELGIUM KINGDOM-1.45%-37/06/22 | 137,000.00 | 154,683.27 | |||
| BELGIUM KINGDOM-1.9%-38/06/22 | 117,000.00 | 141,059.23 | |||
| BELGIUM KINGDOM-0.4%-40/06/22 | 68,000.00 | 64,105.36 | |||
| BELGIUM KINGDOM-4.25%-41/03/28 | 342,000.00 | 559,546.54 | |||
| BELGIUM KINGDOM-3.75%-45/06/22 | 112,000.00 | 182,153.44 | |||
| BELGIUM KINGDOM-1.6%-47/06/22 | 159,000.00 | 183,955.36 | |||
| BELGIUM KINGDOM-1.7%-50/06/22 | 37,000.00 | 43,789.94 | |||
| BELGIUM KINGDOM-2.15%-66/06/22 | 223,000.00 | 306,069.05 | |||
| BONOS Y OBLIG DEL ESTADO-1.45%-71/10/31 | 90,000.00 | 77,798.52 | |||
| BONOS Y OBLIG DEL ESTADO-5.4%-23/01/31 | 357,000.00 | 379,667.17 | |||
| BONOS Y OBLIG DEL ESTADO-0.0%-23/04/30 | 290,000.00 | 292,241.41 | |||
| BONOS Y OBLIG DEL ESTADO-0.35%-23/07/30 | 260,000.00 | 263,650.40 | |||
| BONOS Y OBLIG DEL ESTADO-4.4%-23/10/31 | 398,000.00 | 433,556.12 | |||
| BONOS Y OBLIG DEL ESTADO-4.8%-24/01/31 | 105,000.00 | 116,511.41 | |||
| BONOS Y OBLIG DEL ESTADO-3.8%-24/04/30 | 390,000.00 | 428,374.82 | |||
| BONOS Y OBLIG DEL ESTADO-0.25%-24/07/30 | 460,000.00 | 467,415.66 | |||
| BONOS Y OBLIG DEL ESTADO-2.75%-24/10/31 | 585,000.00 | 637,223.41 | |||
| BONOS Y OBLIG DEL ESTADO-1.6%-25/04/30 | 325,000.00 | 345,532.35 | |||
| BONOS Y OBLIG DEL ESTADO-4.65%-25/07/30 | 333,000.00 | 391,686.92 | |||
| BONOS Y OBLIG DEL ESTADO-2.15%-25/10/31 | 355,000.00 | 387,277.02 | |||
| BONOS Y OBLIG DEL ESTADO-1.95%-26/04/30 | 495,000.00 | 539,132.22 | |||
| BONOS Y OBLIG DEL ESTADO-5.9%-26/07/30 | 428,000.00 | 545,731.67 | |||
| BONOS Y OBLIG DEL ESTADO-1.5%-27/04/30 | 930,000.00 | 1,004,007.54 | |||
| BONOS Y OBLIG DEL ESTADO-1.45%-27/10/31 | 460,000.00 | 496,189.12 | |||
| BONOS Y OBLIG DEL ESTADO-1.4%-28/04/30 | 637,000.00 | 686,835.69 | |||
| BONOS Y OBLIG DEL ESTADO-1.4%-28/07/30 | 270,000.00 | 292,139.32 | |||
| BONOS Y OBLIG DEL ESTADO-5.15%-28/10/31 | 260,000.00 | 347,570.34 | |||
| BONOS Y OBLIG DEL ESTADO-6.0%-29/01/31 | 490,000.00 | 691,365.45 | |||
| BONOS Y OBLIG DEL ESTADO-1.45%-29/04/30 | 300,000.00 | 325,753.20 | |||
| BONOS Y OBLIG DEL ESTADO-0.6%-29/10/31 | 345,000.00 | 352,411.29 | |||
| BONOS Y OBLIG DEL ESTADO-0.5%-30/04/30 | 393,000.00 | 396,613.63 | |||
| BONOS Y OBLIG DEL ESTADO-1.95%-30/07/30 | 583,000.00 | 656,944.80 | |||
| BONOS Y OBLIG DEL ESTADO-1.25%-30/10/31 | 275,000.00 | 293,185.09 | |||
| BONOS Y OBLIG DEL ESTADO-5.75%-32/07/30 | 439,000.00 | 669,595.72 | |||
| BONOS Y OBLIG DEL ESTADO-2.35%-33/07/30 | 280,000.00 | 330,050.56 | |||
| BONOS Y OBLIG DEL ESTADO-1.85%-35/07/30 | 330,000.00 | 369,883.14 | |||
| BONOS Y OBLIG DEL ESTADO-4.2%-37/01/31 | 267,000.00 | 390,026.31 | |||
| BONOS Y OBLIG DEL ESTADO-0.85%-37/07/30 | 165,000.00 | 159,772.80 | |||
| BONOS Y OBLIG DEL ESTADO-4.9%-40/07/30 | 279,000.00 | 460,097.78 | |||
| BONOS Y OBLIG DEL ESTADO-1.2%-40/10/31 | 270,000.00 | 270,684.45 | |||
| BONOS Y OBLIG DEL ESTADO-4.7%-41/07/30 | 320,000.00 | 521,438.17 | |||
| BONOS Y OBLIG DEL ESTADO-5.15%-44/10/31 | 295,000.00 | 526,943.75 | |||
| BONOS Y OBLIG DEL ESTADO-2.9%-46/10/31 | 276,000.00 | 369,245.57 | |||
| BONOS Y OBLIG DEL ESTADO-2.7%-48/10/31 | 203,000.00 | 263,875.43 | |||
| BONOS Y OBLIG DEL ESTADO-1.0%-50/10/31 | 242,000.00 | 217,030.19 | |||
| BONOS Y OBLIG DEL ESTADO-3.45%-66/07/30 | 228,000.00 | 340,730.95 | |||
| BUNDESREPUB. DEUTSCHLAND-1.5%-23/02/15 | 1,500,000.00 | 1,536,474.89 | |||
| BUNDESREPUB. DEUTSCHLAND-1.5%-23/05/15 | 820,000.00 | 843,928.42 | |||
| BUNDESREPUB. DEUTSCHLAND-6.25%-24/01/04 | 430,000.00 | 489,700.34 | |||
| BUNDESREPUB. DEUTSCHLAND-1.75%-24/02/15 | 535,000.00 | 562,226.15 | |||
| BUNDESREPUB. DEUTSCHLAND-1.5%-24/05/15 | 425,000.00 | 446,385.15 | |||
| BUNDESREPUB. DEUTSCHLAND-1.0%-24/08/15 | 425,000.00 | 442,911.62 | |||
| BUNDESREPUB. DEUTSCHLAND-0.5%-25/02/15 | 870,000.00 | 898,653.45 | |||
| BUNDESREPUB. DEUTSCHLAND-1.0%-25/08/15 | 615,000.00 | 648,572.85 | |||
| BUNDESREPUB. DEUTSCHLAND-0.5%-26/02/15 | 1,025,000.00 | 1,065,880.07 | |||
| BUNDESREPUB. DEUTSCHLAND-0.0%-26/08/15 | 320,000.00 | 326,378.56 | |||
| BUNDESREPUB. DEUTSCHLAND-0.25%-27/02/15 | 337,000.00 | 348,183.34 | |||
| BUNDESREPUB. DEUTSCHLAND-6.5%-27/07/04 | 216,000.00 | 299,401.05 | |||
| BUNDESREPUB. DEUTSCHLAND-0.5%-27/08/15 | 561,000.00 | 588,451.41 | |||
| BUNDESREPUB. DEUTSCHLAND-5.625%-28/01/04 | 275,000.00 | 375,910.97 | |||
| BUNDESREPUB. DEUTSCHLAND-0.5%-28/02/15 | 453,000.00 | 476,456.79 | |||
| BUNDESREPUB. DEUTSCHLAND-4.75%-28/07/04 | 260,000.00 | 347,724.78 | |||
| BUNDESREPUB. DEUTSCHLAND-0.25%-28/08/15 | 685,000.00 | 710,769.70 | |||
| BUNDESREPUB. DEUTSCHLAND-0.25%-29/02/15 | 767,000.00 | 796,572.45 | |||
| BUNDESREPUB. DEUTSCHLAND-6.25%-30/01/04 | 387,000.00 | 592,700.17 | |||
| BUNDESREPUB. DEUTSCHLAND-0.0%-30/02/15 | 430,000.00 | 437,986.82 | |||
| BUNDESREPUB. DEUTSCHLAND-0.0%-30/08/15 | 540,000.00 | 549,011.19 | |||
| BUNDESREPUB. DEUTSCHLAND-5.5%-31/01/04 | 265,000.00 | 404,007.07 | |||
| BUNDESREPUB. DEUTSCHLAND-0.0%-31/02/15 | 405,000.00 | 410,469.12 | |||
| BUNDESREPUB. DEUTSCHLAND-4.75%-34/07/04 | 529,000.00 | 853,950.94 | |||
| BUNDESREPUB. DEUTSCHLAND-0.0%-35/05/15 | 255,000.00 | 253,371.06 | |||
| BUNDESREPUB. DEUTSCHLAND-0.0%-36/05/15 | 107,000.00 | 105,714.93 | |||
| BUNDESREPUB. DEUTSCHLAND-4.0%-37/01/04 | 403,000.00 | 648,007.47 | |||
| BUNDESREPUB. DEUTSCHLAND-4.25%-39/07/04 | 304,000.00 | 529,967.15 | |||
| BUNDESREPUB. DEUTSCHLAND-4.75%-40/07/04 | 284,000.00 | 532,676.36 | |||
| BUNDESREPUB. DEUTSCHLAND-3.25%-42/07/04 | 375,000.00 | 619,314.60 | |||
| BUNDESREPUB. DEUTSCHLAND-2.5%-44/07/04 | 470,000.00 | 723,191.82 | |||
| BUNDESREPUB. DEUTSCHLAND-2.5%-46/08/15 | 410,000.00 | 645,443.89 | |||
| BUNDESREPUB. DEUTSCHLAND-1.25%-48/08/15 | 520,000.00 | 661,492.52 | |||
| BUNDESREPUB. DEUTSCHLAND-0.0%-50/08/15 | 457,000.00 | 427,937.54 | |||
| BUNDESREPUB. DEUTSCHLAND-0.0%-52/08/15 | 145,000.00 | 133,998.70 | |||
| BUONI POLIENNALI DEL TES-0.95%-23/03/01 | 849,000.00 | 862,129.78 | |||
| BUONI POLIENNALI DEL TES-4.75%-23/08/01 | 1,040,000.00 | 1,122,154.80 | |||
| BUONI POLIENNALI DEL TES-2.45%-23/10/01 | 155,000.00 | 162,176.50 | |||
| BUONI POLIENNALI DEL TES-0.65%-23/10/15 | 370,000.00 | 375,652.12 | |||
| BUONI POLIENNALI DEL TES-0.0%-24/01/15 | 100,000.00 | 100,176.20 | |||
| BUONI POLIENNALI DEL TES-4.5%-24/03/01 | 482,000.00 | 528,884.47 | |||
| BUONI POLIENNALI DEL TES-0.0%-24/04/15 | 560,000.00 | 559,879.49 | |||
| BUONI POLIENNALI DEL TES-1.75%-24/07/01 | 480,000.00 | 500,254.08 | |||
| BUONI POLIENNALI DEL TES-3.75%-24/09/01 | 465,000.00 | 510,366.33 | |||
| BUONI POLIENNALI DEL TES-2.5%-24/12/01 | 555,000.00 | 593,336.07 | |||
| BUONI POLIENNALI DEL TES-5.0%-25/03/01 | 600,000.00 | 691,051.80 | |||
| BUONI POLIENNALI DEL TES-1.5%-25/06/01 | 395,000.00 | 412,317.47 | |||
| BUONI POLIENNALI DEL TES-2.5%-25/11/15 | 400,000.00 | 434,034.00 | |||
| BUONI POLIENNALI DEL TES-2.0%-25/12/01 | 650,000.00 | 693,026.75 | |||
| BUONI POLIENNALI DEL TES-4.5%-26/03/01 | 450,000.00 | 527,152.50 | |||
| BUONI POLIENNALI DEL TES-2.1%-26/07/15 | 610,000.00 | 655,865.90 | |||
| BUONI POLIENNALI DEL TES-1.25%-26/12/01 | 665,000.00 | 689,955.12 | |||
| BUONI POLIENNALI DEL TES-2.05%-27/08/01 | 527,000.00 | 568,053.30 | |||
| BUONI POLIENNALI DEL TES-6.5%-27/11/01 | 505,000.00 | 673,041.27 | |||
| BUONI POLIENNALI DEL TES-2.0%-28/02/01 | 390,000.00 | 420,127.50 | |||
| BUONI POLIENNALI DEL TES-0.25%-28/03/15 | 460,000.00 | 446,015.86 | |||
| BUONI POLIENNALI DEL TES-4.75%-28/09/01 | 355,000.00 | 445,941.41 | |||
| BUONI POLIENNALI DEL TES-2.8%-28/12/01 | 455,000.00 | 515,617.37 | |||
| BUONI POLIENNALI DEL TES-3.0%-29/08/01 | 347,000.00 | 399,796.05 | |||
| BUONI POLIENNALI DEL TES-5.25%-29/11/01 | 443,000.00 | 588,754.08 | |||
| BUONI POLIENNALI DEL TES-3.5%-30/03/01 | 439,000.00 | 525,578.25 | |||
| BUONI POLIENNALI DEL TES-1.35%-30/04/01 | 505,000.00 | 517,503.80 | |||
| BUONI POLIENNALI DEL TES-0.95%-30/08/01 | 100,000.00 | 98,817.40 | |||
| BUONI POLIENNALI DEL TES-1.65%-30/12/01 | 365,000.00 | 380,509.21 | |||
| BUONI POLIENNALI DEL TES-0.9%-31/04/01 | 490,000.00 | 477,602.02 | |||
| BUONI POLIENNALI DEL TES-6.0%-31/05/01 | 520,000.00 | 744,759.08 | |||
| BUONI POLIENNALI DEL TES-1.65%-32/03/01 | 485,000.00 | 502,713.17 | |||
| BUONI POLIENNALI DEL TES-5.75%-33/02/01 | 467,000.00 | 680,298.51 | |||
| BUONI POLIENNALI DEL TES-2.45%-33/09/01 | 285,000.00 | 317,140.59 | |||
| BUONI POLIENNALI DEL TES-5.0%-34/08/01 | 392,000.00 | 550,829.38 | |||
| BUONI POLIENNALI DEL TES-3.35%-35/03/01 | 310,000.00 | 376,577.77 | |||
| BUONI POLIENNALI DEL TES-2.25%-36/09/01 | 340,000.00 | 368,831.32 | |||
| BUONI POLIENNALI DEL TES-4.0%-37/02/01 | 598,000.00 | 785,546.55 | |||
| BUONI POLIENNALI DEL TES-2.95%-38/09/01 | 510,000.00 | 601,684.74 | |||
| BUONI POLIENNALI DEL TES-5.0%-39/08/01 | 375,000.00 | 558,448.87 | |||
| BUONI POLIENNALI DEL TES-5.0%-40/09/01 | 345,000.00 | 520,455.27 | |||
| BUONI POLIENNALI DEL TES-4.75%-44/09/01 | 380,000.00 | 575,935.60 | |||
| BUONI POLIENNALI DEL TES-3.25%-46/09/01 | 260,000.00 | 321,147.84 | |||
| BUONI POLIENNALI DEL TES-2.7%-47/03/01 | 259,000.00 | 292,291.34 | |||
| BUONI POLIENNALI DEL TES-3.45%-48/03/01 | 232,000.00 | 296,882.74 | |||
| BUONI POLIENNALI DEL TES-3.85%-49/09/01 | 217,000.00 | 296,546.99 | |||
| BUONI POLIENNALI DEL TES-2.45%-50/09/01 | 255,000.00 | 272,250.75 | |||
| BUONI POLIENNALI DEL TES-1.7%-51/09/01 | 180,000.00 | 163,502.64 | |||
| BUONI POLIENNALI DEL TES-2.8%-67/03/01 | 235,000.00 | 254,443.43 | |||
| FINNISH GOVERNMENT-1.5%-23/04/15 | 88,000.00 | 90,398.35 | |||
| FINNISH GOVERNMENT-0.0%-23/09/15 | 73,000.00 | 73,757.95 | |||
| FINNISH GOVERNMENT-2.0%-24/04/15 | 89,000.00 | 94,358.49 | |||
| FINNISH GOVERNMENT-0.0%-24/09/15 | 55,000.00 | 55,818.45 | |||
| FINNISH GOVERNMENT-4.0%-25/07/04 | 133,000.00 | 154,067.20 | |||
| FINNISH GOVERNMENT-0.875%-25/09/15 | 30,000.00 | 31,455.60 | |||
| FINNISH GOVERNMENT-0.5%-26/04/15 | 108,000.00 | 112,123.44 | |||
| FINNISH GOVERNMENT-0.5%-27/09/15 | 100,000.00 | 104,230.00 | |||
| FINNISH GOVERNMENT-2.75%-28/07/04 | 98,000.00 | 116,860.49 | |||
| FINNISH GOVERNMENT-0.5%-28/09/15 | 76,000.00 | 79,211.64 | |||
| FINNISH GOVERNMENT-0.5%-29/09/15 | 35,000.00 | 36,493.62 | |||
| FINNISH GOVERNMENT-0.75%-31/04/15 | 148,000.00 | 157,099.63 | |||
| FINNISH GOVERNMENT-1.125%-34/04/15 | 139,000.00 | 153,425.89 | |||
| FINNISH GOVERNMENT-0.125%-36/04/15 | 125,000.00 | 120,369.37 | |||
| FINNISH GOVERNMENT-2.625%-42/07/04 | 69,000.00 | 98,921.16 | |||
| FINNISH GOVERNMENT-1.375%-47/04/15 | 80,000.00 | 97,324.27 | |||
| FINNISH GOVERNMENT-0.125%-52/04/15 | 46,000.00 | 40,341.44 | |||
| FRANCE (GOVT OF)-0.0%-23/03/25 | 300,000.00 | 302,371.95 | |||
| FRANCE (GOVT OF)-8.5%-23/04/25 | 160,000.00 | 178,984.00 | |||
| FRANCE (GOVT OF)-1.75%-23/05/25 | 600,000.00 | 619,780.80 | |||
| FRANCE (GOVT OF)-4.25%-23/10/25 | 680,000.00 | 740,010.68 | |||
| FRANCE (GOVT OF)-0.0%-24/02/25 | 290,000.00 | 293,440.27 | |||
| FRANCE (GOVT OF)-0.0%-24/03/25 | 645,000.00 | 653,103.13 | |||
| FRANCE (GOVT OF)-2.25%-24/05/25 | 678,000.00 | 723,842.97 | |||
| FRANCE (GOVT OF)-1.75%-24/11/25 | 916,000.00 | 976,024.56 | |||
| FRANCE (GOVT OF)-0.5%-25/05/25 | 815,000.00 | 840,793.12 | |||
| FRANCE (GOVT OF)-6.0%-25/10/25 | 565,000.00 | 704,414.31 | |||
| FRANCE (GOVT OF)-1.0%-25/11/25 | 625,000.00 | 658,396.25 | |||
| FRANCE (GOVT OF)-0.0%-26/02/25 | 330,000.00 | 334,504.33 | |||
| FRANCE (GOVT OF)-3.5%-26/04/25 | 683,000.00 | 796,179.24 | |||
| FRANCE (GOVT OF)-0.5%-26/05/25 | 670,000.00 | 693,931.73 | |||
| FRANCE (GOVT OF)-0.25%-26/11/25 | 690,000.00 | 707,418.36 | |||
| FRANCE (GOVT OF)-1.0%-27/05/25 | 716,000.00 | 763,506.60 | |||
| FRANCE (GOVT OF)-2.75%-27/10/25 | 788,000.00 | 924,759.29 | |||
| FRANCE (GOVT OF)-0.75%-28/05/25 | 730,000.00 | 770,996.80 | |||
| FRANCE (GOVT OF)-0.75%-28/11/25 | 630,000.00 | 665,933.18 | |||
| FRANCE (GOVT OF)-5.5%-29/04/25 | 610,000.00 | 858,484.11 | |||
| FRANCE (GOVT OF)-0.5%-29/05/25 | 670,000.00 | 695,788.30 | |||
| FRANCE (GOVT OF)-0.0%-29/11/25 | 565,000.00 | 562,964.87 | |||
| FRANCE (GOVT OF)-2.5%-30/05/25 | 818,000.00 | 985,078.13 | |||
| FRANCE (GOVT OF)-0.0%-30/11/25 | 375,000.00 | 369,736.12 | |||
| FRANCE (GOVT OF)-1.5%-31/05/25 | 1,055,000.00 | 1,184,164.70 | |||
| FRANCE (GOVT OF)-0.0%-31/11/25 | 100,000.00 | 97,475.50 | |||
| FRANCE (GOVT OF)-5.75%-32/10/25 | 628,000.00 | 996,975.12 | |||
| FRANCE (GOVT OF)-1.25%-34/05/25 | 975,000.00 | 1,071,828.22 | |||
| FRANCE (GOVT OF)-4.75%-35/04/25 | 702,000.00 | 1,097,064.54 | |||
| FRANCE (GOVT OF)-1.25%-36/05/25 | 675,000.00 | 742,516.87 | |||
| FRANCE (GOVT OF)-4.0%-38/10/25 | 375,000.00 | 583,330.50 | |||
| FRANCE (GOVT OF)-1.75%-39/06/25 | 675,000.00 | 808,298.32 | |||
| FRANCE (GOVT OF)-4.5%-41/04/25 | 563,000.00 | 955,001.69 | |||
| FRANCE (GOVT OF)-3.25%-45/05/25 | 533,000.00 | 815,390.86 | |||
| FRANCE (GOVT OF)-2.0%-48/05/25 | 416,000.00 | 530,255.23 | |||
| FRANCE (GOVT OF)-1.5%-50/05/25 | 465,000.00 | 534,615.15 | |||
| FRANCE (GOVT OF)-0.75%-52/05/25 | 260,000.00 | 246,071.80 | |||
| FRANCE (GOVT OF)-4.0%-55/04/25 | 412,000.00 | 769,227.48 | |||
| FRANCE (GOVT OF)-4.0%-60/04/25 | 253,000.00 | 495,123.53 | |||
| FRANCE (GOVT OF)-1.75%-66/05/25 | 230,000.00 | 285,420.80 | |||
| IRISH TREASURY-3.9%-23/03/20 | 90,000.00 | 94,848.28 | |||
| IRISH TREASURY-3.4%-24/03/18 | 119,000.00 | 129,402.76 | |||
| IRISH TREASURY-5.4%-25/03/13 | 164,000.00 | 194,550.57 | |||
| IRISH TREASURY-1.0%-26/05/15 | 163,000.00 | 172,328.35 | |||
| IRISH TREASURY-0.9%-28/05/15 | 107,000.00 | 113,685.36 | |||
| IRISH TREASURY-1.1%-29/05/15 | 220,000.00 | 236,995.35 | |||
| IRISH TREASURY-2.4%-30/05/15 | 254,000.00 | 302,276.00 | |||
| IRISH TREASURY-1.35%-31/03/18 | 252,000.00 | 279,109.15 | |||
| IRISH TREASURY-1.3%-33/05/15 | 122,000.00 | 133,898.04 | |||
| IRISH TREASURY-0.4%-35/05/15 | 50,000.00 | 49,028.00 | |||
| IRISH TREASURY-1.7%-37/05/15 | 86,000.00 | 99,921.59 | |||
| IRISH TREASURY-2.0%-45/02/18 | 133,000.00 | 168,125.03 | |||
| IRISH TREASURY-1.5%-50/05/15 | 136,000.00 | 155,131.12 | |||
| NETHERLANDS GOVERNMENT-3.75%-23/01/15 | 245,000.00 | 256,089.43 | |||
| NETHERLANDS GOVERNMENT-1.75%-23/07/15 | 299,000.00 | 310,016.44 | |||
| NETHERLANDS GOVERNMENT-2.0%-24/07/15 | 317,000.00 | 337,507.03 | |||
| NETHERLANDS GOVERNMENT-0.25%-25/07/15 | 278,000.00 | 284,769.85 | |||
| NETHERLANDS GOVERNMENT-0.5%-26/07/15 | 446,000.00 | 463,712.35 | |||
| NETHERLANDS GOVERNMENT-0.75%-27/07/15 | 424,000.00 | 448,815.44 | |||
| NETHERLANDS GOVERNMENT-5.5%-28/01/15 | 237,000.00 | 320,150.73 | |||
| NETHERLANDS GOVERNMENT-0.75%-28/07/15 | 295,000.00 | 314,071.33 | |||
| NETHERLANDS GOVERNMENT-0.25%-29/07/15 | 200,000.00 | 205,684.80 | |||
| NETHERLANDS GOVERNMENT-0.0%-30/07/15 | 187,000.00 | 187,817.93 | |||
| NETHERLANDS GOVERNMENT-0.0%-31/07/15 | 35,000.00 | 34,915.20 | |||
| NETHERLANDS GOVERNMENT-2.5%-33/01/15 | 218,000.00 | 276,004.99 | |||
| NETHERLANDS GOVERNMENT-4.0%-37/01/15 | 227,000.00 | 356,046.32 | |||
| NETHERLANDS GOVERNMENT-0.5%-40/01/15 | 298,000.00 | 313,463.50 | |||
| NETHERLANDS GOVERNMENT-3.75%-42/01/15 | 267,000.00 | 451,263.37 | |||
| NETHERLANDS GOVERNMENT-2.75%-47/01/15 | 315,000.00 | 505,110.04 | |||
| NETHERLANDS GOVERNMENT-0.0%-52/01/15 | 153,000.00 | 137,118.13 | |||
| REPUBLIC OF AUSTRIA-1.5%-86/11/02 | 34,000.00 | 42,249.08 | |||
| REPUBLIC OF AUSTRIA-2.1%-17/09/20 | 90,000.00 | 134,973.99 | |||
| REPUBLIC OF AUSTRIA-0.0%-23/04/20 | 100,000.00 | 100,839.60 | |||
| REPUBLIC OF AUSTRIA-0.0%-23/07/15 | 125,000.00 | 126,232.62 | |||
| REPUBLIC OF AUSTRIA-1.75%-23/10/20 | 166,000.00 | 173,176.18 | |||
| REPUBLIC OF AUSTRIA-0.0%-24/07/15 | 117,000.00 | 118,669.52 | |||
| REPUBLIC OF AUSTRIA-1.65%-24/10/21 | 125,000.00 | 132,721.00 | |||
| REPUBLIC OF AUSTRIA-0.0%-25/04/20 | 105,000.00 | 106,447.28 | |||
| REPUBLIC OF AUSTRIA-1.2%-25/10/20 | 148,000.00 | 157,284.92 | |||
| REPUBLIC OF AUSTRIA-4.85%-26/03/15 | 123,000.00 | 150,493.81 | |||
| REPUBLIC OF AUSTRIA-0.75%-26/10/20 | 177,000.00 | 185,968.59 | |||
| REPUBLIC OF AUSTRIA-0.5%-27/04/20 | 186,000.00 | 193,499.89 | |||
| REPUBLIC OF AUSTRIA-6.25%-27/07/15 | 130,000.00 | 177,457.15 | |||
| REPUBLIC OF AUSTRIA-0.75%-28/02/20 | 176,000.00 | 185,927.45 | |||
| REPUBLIC OF AUSTRIA-0.5%-29/02/20 | 160,000.00 | 166,236.63 | |||
| REPUBLIC OF AUSTRIA-0.0%-30/02/20 | 132,000.00 | 131,373.00 | |||
| REPUBLIC OF AUSTRIA-0.0%-31/02/20 | 105,000.00 | 103,590.13 | |||
| REPUBLIC OF AUSTRIA-2.4%-34/05/23 | 187,000.00 | 235,591.76 | |||
| REPUBLIC OF AUSTRIA-4.15%-37/03/15 | 312,000.00 | 487,937.10 | |||
| REPUBLIC OF AUSTRIA-3.15%-44/06/20 | 148,000.00 | 231,638.87 | |||
| REPUBLIC OF AUSTRIA-1.5%-47/02/20 | 124,000.00 | 149,289.18 | |||
| REPUBLIC OF AUSTRIA-0.75%-51/03/20 | 87,000.00 | 88,020.07 | |||
| REPUBLIC OF AUSTRIA-3.8%-62/01/26 | 94,000.00 | 190,412.98 | |||
| ユーロ小計 | 89,870,000.00 | 105,265,325.34 | |||
| (13,782,389,046) | |||||
| 英ポンド | 国債証券 | UK TREASURY-0.125%-23/01/31 | 446,000.00 | 443,578.22 | |
| UK TREASURY-2.25%-23/09/07 | 235,000.00 | 240,955.13 | |||
| UK TREASURY-0.125%-24/01/31 | 270,000.00 | 266,309.64 | |||
| UK TREASURY-1.0%-24/04/22 | 317,000.00 | 318,705.46 | |||
| UK TREASURY-2.75%-24/09/07 | 207,000.00 | 217,464.80 | |||
| UK TREASURY-5.0%-25/03/07 | 168,000.00 | 189,579.60 | |||
| UK TREASURY-0.625%-25/06/07 | 240,000.00 | 238,461.40 | |||
| UK TREASURY-0.125%-26/01/30 | 230,000.00 | 223,055.19 | |||
| UK TREASURY-1.5%-26/07/22 | 213,000.00 | 218,871.38 | |||
| UK TREASURY-1.25%-27/07/22 | 232,000.00 | 235,991.32 | |||
| UK TREASURY-4.25%-27/12/07 | 180,000.00 | 213,857.71 | |||
| UK TREASURY-0.125%-28/01/31 | 260,000.00 | 247,150.69 | |||
| UK TREASURY-6.0%-28/12/07 | 172,000.00 | 229,535.72 | |||
| UK TREASURY-0.875%-29/10/22 | 190,000.00 | 187,738.62 | |||
| UK TREASURY-0.375%-30/10/22 | 264,000.00 | 248,198.33 | |||
| UK TREASURY-4.75%-30/12/07 | 201,000.00 | 263,641.65 | |||
| UK TREASURY-4.25%-32/06/07 | 372,000.00 | 484,391.02 | |||
| UK TREASURY-4.5%-34/09/07 | 250,000.00 | 345,744.00 | |||
| UK TREASURY-0.625%-35/07/31 | 165,000.00 | 150,927.15 | |||
| UK TREASURY-4.25%-36/03/07 | 290,000.00 | 402,231.39 | |||
| UK TREASURY-4.75%-38/12/07 | 470,000.00 | 717,408.00 | |||
| UK TREASURY-4.25%-40/12/07 | 550,000.00 | 818,477.88 | |||
| UK TREASURY-3.25%-44/01/22 | 1,231,000.00 | 1,679,291.78 | |||
| UK TREASURY-4.25%-46/12/07 | 558,000.00 | 902,100.96 | |||
| UK TREASURY-4.25%-49/12/07 | 356,000.00 | 602,189.66 | |||
| UK TREASURY-3.75%-52/07/22 | 369,000.00 | 599,205.81 | |||
| UK TREASURY-4.25%-55/12/07 | 300,000.00 | 550,617.60 | |||
| UK TREASURY-4.0%-60/01/22 | 385,000.00 | 721,155.05 | |||
| UK TREASURY-3.5%-68/07/22 | 584,000.00 | 1,095,169.36 | |||
| UNITED KINGDOM GILT-0.75%-23/07/22 | 279,000.00 | 279,493.83 | |||
| UNITED KINGDOM GILT-2.0%-25/09/07 | 148,000.00 | 154,090.49 | |||
| 英ポンド小計 | 10,132,000.00 | 13,485,588.84 | |||
| (2,116,023,744) | |||||
| スウェーデンクローナ | 国債証券 | SWEDISH GOVERNMENT-1.5%-23/11/13 | 1,400,000.00 | 1,443,840.30 | |
| SWEDISH GOVERNMENT-2.5%-25/05/12 | 1,800,000.00 | 1,951,691.22 | |||
| SWEDISH GOVERNMENT-1.0%-26/11/12 | 1,210,000.00 | 1,261,322.15 | |||
| SWEDISH GOVERNMENT-0.75%-28/05/12 | 840,000.00 | 869,229.30 | |||
| SWEDISH GOVERNMENT-0.75%-29/11/12 | 510,000.00 | 529,976.70 | |||
| SWEDISH GOVERNMENT-0.125%-31/05/12 | 290,000.00 | 284,103.25 | |||
| SWEDISH GOVERNMENT-2.25%-32/06/01 | 300,000.00 | 357,532.50 | |||
| SWEDISH GOVERNMENT-3.5%-39/03/30 | 1,060,000.00 | 1,568,504.89 | |||
| スウェーデンクローナ小計 | 7,410,000.00 | 8,266,200.31 | |||
| (104,815,419) | |||||
| ノルウェークローネ | 国債証券 | NORWEGIAN GOVERNMENT-2.0%-23/05/24 | 1,190,000.00 | 1,204,125.30 | |
| NORWEGIAN GOVERNMENT-3.0%-24/03/14 | 1,055,000.00 | 1,090,825.69 | |||
| NORWEGIAN GOVERNMENT-1.75%-25/03/13 | 790,000.00 | 794,171.20 | |||
| NORWEGIAN GOVERNMENT-1.5%-26/02/19 | 630,000.00 | 626,398.29 | |||
| NORWEGIAN GOVERNMENT-1.75%-27/02/17 | 590,000.00 | 591,535.77 | |||
| NORWEGIAN GOVERNMENT-2.0%-28/04/26 | 610,000.00 | 619,716.08 | |||
| NORWEGIAN GOVERNMENT-1.75%-29/09/06 | 630,000.00 | 628,947.90 | |||
| NORWEGIAN GOVERNMENT-1.375%-30/08/19 | 820,000.00 | 793,624.70 | |||
| NORWEGIAN GOVERNMENT-1.25%-31/09/17 | 470,000.00 | 447,722.00 | |||
| ノルウェークローネ小計 | 6,785,000.00 | 6,797,066.93 | |||
| (88,565,782) | |||||
| デンマーククローネ | 国債証券 | KINGDOM OF DENMARK-1.5%-23/11/15 | 760,000.00 | 789,570.84 | |
| KINGDOM OF DENMARK-0.0%-24/11/15 | 270,000.00 | 273,661.20 | |||
| KINGDOM OF DENMARK-1.75%-25/11/15 | 860,000.00 | 929,880.16 | |||
| KINGDOM OF DENMARK-0.5%-27/11/15 | 1,670,000.00 | 1,736,489.71 | |||
| KINGDOM OF DENMARK-0.5%-29/11/15 | 780,000.00 | 814,015.80 | |||
| KINGDOM OF DENMARK-0.0%-31/11/15 | 220,000.00 | 217,698.97 | |||
| KINGDOM OF DENMARK-4.5%-39/11/15 | 2,155,000.00 | 3,803,488.80 | |||
| KINGDOM OF DENMARK-0.25%-52/11/15 | 510,000.00 | 491,915.40 | |||
| デンマーククローネ小計 | 7,225,000.00 | 9,056,720.88 | |||
| (159,398,287) | |||||
| ポーランドズロチ | 国債証券 | POLAND GOVERNMENT BOND-2.5%-23/01/25 | 500,000.00 | 495,005.00 | |
| POLAND GOVERNMENT BOND-0.0%-23/04/25 | 240,000.00 | 229,524.00 | |||
| POLAND GOVERNMENT BOND-4.0%-23/10/25 | 427,000.00 | 430,714.90 | |||
| POLAND GOVERNMENT BOND-2.5%-24/04/25 | 510,000.00 | 497,877.30 | |||
| POLAND GOVERNMENT BOND-2.25%-24/10/25 | 790,000.00 | 761,488.90 | |||
| POLAND GOVERNMENT BOND-3.25%-25/07/25 | 640,000.00 | 628,070.40 | |||
| POLAND GOVERNMENT BOND-2.5%-26/07/25 | 882,000.00 | 831,099.78 | |||
| POLAND GOVERNMENT BOND-2.5%-27/07/25 | 621,000.00 | 576,188.64 | |||
| POLAND GOVERNMENT BOND-2.75%-28/04/25 | 375,000.00 | 351,780.00 | |||
| POLAND GOVERNMENT BOND-5.75%-29/04/25 | 253,000.00 | 283,347.35 | |||
| POLAND GOVERNMENT BOND-2.75%-29/10/25 | 710,000.00 | 655,656.60 | |||
| POLAND GOVERNMENT BOND-1.25%-30/10/25 | 485,000.00 | 393,577.50 | |||
| ポーランドズロチ小計 | 6,433,000.00 | 6,134,330.37 | |||
| (176,395,123) | |||||
| 豪ドル | 国債証券 | AUSTRALIAN GOVERNMENT-5.5%-23/04/21 | 304,000.00 | 323,599.24 | |
| AUSTRALIAN GOVERNMENT-2.75%-24/04/21 | 180,000.00 | 188,296.66 | |||
| AUSTRALIAN GOVERNMENT-0.25%-24/11/21 | 350,000.00 | 342,524.48 | |||
| AUSTRALIAN GOVERNMENT-3.25%-25/04/21 | 232,000.00 | 247,198.92 | |||
| AUSTRALIAN GOVERNMENT-0.25%-25/11/21 | 310,000.00 | 297,283.93 | |||
| AUSTRALIAN GOVERNMENT-4.25%-26/04/21 | 260,000.00 | 290,855.63 | |||
| AUSTRALIAN GOVERNMENT-0.5%-26/09/21 | 263,000.00 | 251,486.96 | |||
| AUSTRALIAN GOVERNMENT-4.75%-27/04/21 | 275,000.00 | 320,164.92 | |||
| AUSTRALIAN GOVERNMENT-2.75%-27/11/21 | 287,000.00 | 305,915.16 | |||
| AUSTRALIAN GOVERNMENT-2.25%-28/05/21 | 223,000.00 | 231,355.31 | |||
| AUSTRALIAN GOVERNMENT-2.75%-28/11/21 | 189,000.00 | 202,116.31 | |||
| AUSTRALIAN GOVERNMENT-3.25%-29/04/21 | 287,000.00 | 317,366.95 | |||
| AUSTRALIAN GOVERNMENT-2.75%-29/11/21 | 236,000.00 | 253,359.90 | |||
| AUSTRALIAN GOVERNMENT-2.5%-30/05/21 | 353,000.00 | 372,695.38 | |||
| AUSTRALIAN GOVERNMENT-1.0%-30/12/21 | 365,000.00 | 340,363.48 | |||
| AUSTRALIAN GOVERNMENT-1.5%-31/06/21 | 365,000.00 | 354,532.60 | |||
| AUSTRALIAN GOVERNMENT-1.0%-31/11/21 | 415,000.00 | 383,553.79 | |||
| AUSTRALIAN GOVERNMENT-1.25%-32/05/21 | 250,000.00 | 235,622.81 | |||
| AUSTRALIAN GOVERNMENT-1.75%-32/11/21 | 250,000.00 | 246,738.26 | |||
| AUSTRALIAN GOVERNMENT-4.5%-33/04/21 | 200,000.00 | 253,169.86 | |||
| AUSTRALIAN GOVERNMENT-2.75%-35/06/21 | 136,000.00 | 147,228.39 | |||
| AUSTRALIAN GOVERNMENT-3.75%-37/04/21 | 178,000.00 | 214,860.63 | |||
| AUSTRALIAN GOVERNMENT-3.25%-39/06/21 | 172,000.00 | 195,237.20 | |||
| AUSTRALIAN GOVERNMENT-2.75%-41/05/21 | 179,000.00 | 188,227.23 | |||
| AUSTRALIAN GOVERNMENT-3.0%-47/03/21 | 202,000.00 | 218,717.19 | |||
| AUSTRALIAN GOVERNMENT-1.75%-51/06/21 | 225,000.00 | 188,092.27 | |||
| 豪ドル小計 | 6,686,000.00 | 6,910,563.46 | |||
| (574,129,612) | |||||
| シンガポールドル | 国債証券 | SINGAPORE GOVERNMENT-1.75%-23/02/01 | 101,000.00 | 102,262.50 | |
| SINGAPORE GOVERNMENT-2.75%-23/07/01 | 165,000.00 | 169,999.50 | |||
| SINGAPORE GOVERNMENT-2.0%-24/02/01 | 30,000.00 | 30,671.55 | |||
| SINGAPORE GOVERNMENT-3.0%-24/09/01 | 141,000.00 | 148,219.20 | |||
| SINGAPORE GOVERNMENT-2.375%-25/06/01 | 108,000.00 | 112,320.00 | |||
| SINGAPORE GOVERNMENT-2.125%-26/06/01 | 119,000.00 | 122,867.50 | |||
| SINGAPORE GOVERNMENT-3.5%-27/03/01 | 108,000.00 | 118,422.00 | |||
| SINGAPORE GOVERNMENT-2.625%-28/05/01 | 128,000.00 | 135,936.00 | |||
| SINGAPORE GOVERNMENT-2.875%-29/07/01 | 130,000.00 | 140,530.00 | |||
| SINGAPORE GOVERNMENT-2.875%-30/09/01 | 131,000.00 | 142,659.00 | |||
| SINGAPORE GOVERNMENT-1.625%-31/07/01 | 45,000.00 | 44,510.30 | |||
| SINGAPORE GOVERNMENT-3.375%-33/09/01 | 95,000.00 | 109,060.00 | |||
| SINGAPORE GOVERNMENT-2.25%-36/08/01 | 154,000.00 | 158,647.72 | |||
| SINGAPORE GOVERNMENT-2.75%-42/04/01 | 130,000.00 | 143,472.54 | |||
| SINGAPORE GOVERNMENT-2.75%-46/03/01 | 91,000.00 | 100,737.00 | |||
| SINGAPORE GOVERNMENT-1.875%-50/03/01 | 103,000.00 | 96,614.00 | |||
| シンガポールドル小計 | 1,779,000.00 | 1,876,928.81 | |||
| (159,876,796) | |||||
| マレーシアリンギット | 国債証券 | MALAYSIA GOVERNMENT-3.8%-23/08/17 | 220,000.00 | 224,895.00 | |
| MALAYSIA GOVERNMENT-3.882%-25/03/14 | 230,000.00 | 236,653.60 | |||
| MALAYSIA GOVERNMENT-3.955%-25/09/15 | 325,000.00 | 334,847.50 | |||
| MALAYSIA GOVERNMENT-3.9%-26/11/30 | 310,000.00 | 318,850.50 | |||
| MALAYSIA GOVERNMENT-3.828%-34/07/05 | 240,000.00 | 237,000.00 | |||
| MALAYSIA GOVERNMENT-4.762%-37/04/07 | 630,000.00 | 684,432.00 | |||
| MALAYSIA GOVERNMENT-4.935%-43/09/30 | 395,000.00 | 433,692.89 | |||
| MALAYSIA GOVERNMENT-4.921%-48/07/06 | 425,000.00 | 468,715.37 | |||
| MALAYSIAN GOVERNMENT-3.48%-23/03/15 | 430,000.00 | 436,342.50 | |||
| MALAYSIAN GOVERNMENT-4.181%-24/07/15 | 310,000.00 | 319,765.00 | |||
| MALAYSIAN GOVERNMENT-4.392%-26/04/15 | 380,000.00 | 398,820.37 | |||
| MALAYSIAN GOVERNMENT-3.502%-27/05/31 | 360,000.00 | 363,420.00 | |||
| MALAYSIAN GOVERNMENT-3.733%-28/06/15 | 353,000.00 | 358,542.10 | |||
| MALAYSIAN GOVERNMENT-4.498%-30/04/15 | 555,000.00 | 588,277.41 | |||
| MALAYSIAN GOVERNMENT-4.232%-31/06/30 | 330,000.00 | 344,992.03 | |||
| MALAYSIAN GOVERNMENT-3.844%-33/04/15 | 720,000.00 | 719,575.35 | |||
| マレーシアリンギット小計 | 6,213,000.00 | 6,468,821.62 | |||
| (178,055,608) | |||||
| 中国元 | 国債証券 | CHINA GOVERNMENT BOND-2.36%-23/07/02 | 2,000,000.00 | 1,999,475.00 | |
| CHINA GOVERNMENT BOND-2.88%-23/11/05 | 1,000,000.00 | 1,008,969.00 | |||
| CHINA GOVERNMENT BOND-2.94%-24/10/17 | 2,000,000.00 | 2,026,133.00 | |||
| CHINA GOVERNMENT BOND-3.02%-25/10/22 | 1,000,000.00 | 1,015,622.00 | |||
| CHINA GOVERNMENT BOND-2.69%-26/08/12 | 1,000,000.00 | 1,004,063.20 | |||
| CHINA GOVERNMENT BOND-3.29%-29/05/23 | 1,000,000.00 | 1,030,661.00 | |||
| CHINA GOVERNMENT BOND-2.68%-30/05/21 | 2,000,000.00 | 1,964,364.00 | |||
| CHINA GOVERNMENT BOND-3.27%-30/11/19 | 1,000,000.00 | 1,030,794.85 | |||
| CHINA GOVERNMENT BOND-3.02%-31/05/27 | 1,000,000.00 | 1,013,175.50 | |||
| CHINA GOVERNMENT BOND-3.81%-50/09/14 | 1,000,000.00 | 1,069,252.50 | |||
| 中国元小計 | 13,000,000.00 | 13,162,510.05 | |||
| (239,233,885) | |||||
| イスラエルシュケル | 国債証券 | ISRAEL FIXED BOND-0.15%-23/07/31 | 378,000.00 | 378,713.81 | |
| ISRAEL FIXED BOND-1.5%-23/11/30 | 420,000.00 | 431,377.12 | |||
| ISRAEL FIXED BOND-3.75%-24/03/31 | 360,000.00 | 388,611.86 | |||
| ISRAEL FIXED BOND-1.75%-25/08/31 | 400,000.00 | 420,366.04 | |||
| ISRAEL FIXED BOND-6.25%-26/10/30 | 200,000.00 | 254,121.24 | |||
| ISRAEL FIXED BOND-2.0%-27/03/31 | 600,000.00 | 642,088.74 | |||
| ISRAEL FIXED BOND-2.25%-28/09/28 | 380,000.00 | 415,433.97 | |||
| ISRAEL FIXED BOND-1.0%-30/03/31 | 380,000.00 | 378,850.12 | |||
| ISRAEL FIXED BOND-1.5%-37/05/31 | 220,000.00 | 210,983.91 | |||
| ISRAEL FIXED BOND-5.5%-42/01/31 | 253,000.00 | 402,109.69 | |||
| ISRAEL FIXED BOND-3.75%-47/03/31 | 360,000.00 | 462,249.85 | |||
| イスラエルシュケル小計 | 3,951,000.00 | 4,384,906.35 | |||
| (163,440,806) | |||||
| 合計 | 35,720,449,597 | ||||
| (35,720,449,597) | |||||
| (注1)通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。 |
| (注2)合計金額欄の( )内は、外貨建有価証券に係わるもので、内書であります。 |
| 外貨建有価証券の内訳 |
| 種 類 | 銘柄数 | 組入債券 時価比率 | 合計金額に 対する比率 | |
| 米ドル | 国債証券 | 86銘柄 | 100.0% | 47.7% |
| 加ドル | 国債証券 | 25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 | 253銘柄 | 100.0% | 38.6% |
| 英ポンド | 国債証券 | 31銘柄 | 100.0% | 5.9% |
| 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 | 12銘柄 | 100.0% | 0.5% |
| 豪ドル | 国債証券 | 26銘柄 | 100.0% | 1.6% |
| シンガポールドル | 国債証券 | 16銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 16銘柄 | 100.0% | 0.5% |
| 中国元 | 国債証券 | 10銘柄 | 100.0% | 0.7% |
| イスラエルシュケル | 国債証券 | 11銘柄 | 100.0% | 0.5% |
| 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
該当事項はありません。
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