有価証券報告書(内国投資信託受益証券)-第22期(2023/02/08-2024/02/07)
外国債券マザーファンド
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
| 2024年 2月 7日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 255,087,579 |
| コール・ローン | 1,028,911,054 |
| 国債証券 | 172,894,124,454 |
| 派生商品評価勘定 | 6,325,198 |
| 未収入金 | 2,867,559 |
| 未収利息 | 1,395,257,281 |
| 前払金 | 4,263,411 |
| 前払費用 | 77,369,359 |
| 差入委託証拠金 | 95,570,147 |
| 流動資産合計 | 175,759,776,042 |
| 資産合計 | 175,759,776,042 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 7,423,206 |
| 未払金 | 305,672 |
| 未払解約金 | 97,849,785 |
| 未払利息 | 190 |
| 流動負債合計 | 105,578,853 |
| 負債合計 | 105,578,853 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 59,041,902,236 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 116,612,294,953 |
| 元本等合計 | 175,654,197,189 |
| 純資産合計 | 175,654,197,189 |
| 負債純資産合計 | 175,759,776,042 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2024年 2月 7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) |
| 2024年 2月 7日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 59,041,902,236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 | 2.9751円 |
| (1万口当たり純資産額) | (29,751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 |
| 2024年 2月 7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、投資信託財産に属する資産の価格変動リスクを回避するため、並びに投資対象資産を保有した場合と同様の損益を実現するため、債券先物取引及び為替予約取引を行っております。債券先物取引に係る主要なリスクは、債券価格の変動による価格変動リスクであります。為替予約取引に係る主要なリスクは、為替相場の変動による価格変動リスク及び取引相手の信用状況の変動により損失が発生する信用リスクであります。 |
| 3.金融商品に係るリスク管理体制 | 運用部門から独立した運用監理部が、運用に関するリスク管理(流動性リスク管理等を含む)と法令等遵守状況のモニタリングを担当し、毎月開催される運用・リスク委員会等に報告します。 |
| 2.金融商品の時価等に関する事項 |
| 2024年 2月 7日現在 | |
| 1.貸借対照表計上額、時価及びその差額 | 貸借対照表上の金融商品は原則として時価で評価しているため、貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 | (1)有価証券 |
| 売買目的有価証券 | |
| 「(重要な会計方針に係る事項に関する注記)」に記載しております。 | |
| (2)デリバティブ取引 | |
| 「(デリバティブ取引に関する注記)」に記載しております。 | |
| (3)コール・ローン等の金銭債権及び金銭債務 | |
| 短期間で決済されるため、時価は帳簿価額と近似していることから、当該帳簿価額によっております。 | |
| 3.金融商品の時価等に関する事項についての補足説明 | 金融商品の時価の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額又は契約上の想定元本であり、当該金額自体がデリバティブ取引のリスクの大きさを示すものではありません。 |
| (関連当事者との取引に関する注記) |
| 該当事項はありません。 |
| (重要な後発事象に関する注記) |
| 該当事項はありません。 |
| (その他の注記) 元本の移動 |
| 区分 | 2024年 2月 7日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2023年 2月 8日 |
| 期首元本額 | 57,650,368,316円 |
| 期中追加設定元本額 | 7,552,064,306円 |
| 期中一部解約元本額 | 6,160,530,386円 |
| 期末元本額 | 59,041,902,236円 |
| 期末元本額の内訳 | |
| 外国債券インデックスファンド | 1,859,735,392円 |
| DC外国債券インデックスファンド | 1,826,359,771円 |
| DC外国債券インデックスファンドL | 14,415,637,816円 |
| DCバランスファンド30 | 1,004,951,839円 |
| DCバランスファンド50 | 1,144,520,034円 |
| DCバランスファンド70 | 240,598,088円 |
| グローバル・インデックス・バランス・ファンド | 495,219,563円 |
| 外国債券インデックスe | 963,287,173円 |
| インデックスコレクション(外国債券) | 9,882,709,617円 |
| インデックスコレクション(バランス株式30) | 5,407,710,919円 |
| インデックスコレクション(バランス株式50) | 1,147,279,769円 |
| インデックスコレクション(バランス株式70) | 370,896,208円 |
| 私募外国債券パッシブファンド(適格機関投資家専用) | 6,027,378,488円 |
| 外国債券パッシブファンド私募A(為替ヘッジあり)(適格機関投資家専用) | 3,381,182,666円 |
| 外国債券インデックスファンドVA(適格機関投資家専用) | 289,733,609円 |
| バランスVA30(適格機関投資家専用) | 52,263,881円 |
| バランスVA50(適格機関投資家専用) | 316,320,751円 |
| VAバランスファンド(株25/100)(適格機関投資家専用) | 211,208,899円 |
| VAバランスファンド(株50/100)(適格機関投資家専用) | 167,375,574円 |
| VAバランスファンド(株60/100)(適格機関投資家専用) | 75,442,683円 |
| バランスVA25(適格機関投資家専用) | 892,007,200円 |
| バランスVA37.5(適格機関投資家専用) | 472,443,844円 |
| バランスVA50L(適格機関投資家専用) | 5,120,462,663円 |
| バランスVA75(適格機関投資家専用) | 298,385,957円 |
| VAバランスファンド(株40/100)(適格機関投資家専用) | 139,542,354円 |
| VAポートフォリオ40(適格機関投資家専用) | 1,254,570,311円 |
| VAポートフォリオ20(適格機関投資家専用) | 59,268,485円 |
| バランスVA40(適格機関投資家専用) | 156,590,229円 |
| VAバランスファンド2(株40/100)(適格機関投資家専用) | 67,405,339円 |
| VAバランス50-50(適格機関投資家専用) | 38,375,441円 |
| VAファンド25(適格機関投資家専用) | 45,948,321円 |
| バランスVA25L(適格機関投資家専用) | 178,081,773円 |
| 世界バランスVA25(適格機関投資家専用) | 57,311,675円 |
| VAバランス20-80(適格機関投資家専用) | 964,784,157円 |
| 私募外国債券インデックスファンドAL(適格機関投資家専用) | 16,911,747円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2024年 2月 7日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | △884,325,269 |
| 合計 | △884,325,269 |
| (注)当計算期間の損益に含まれた評価差額は、「外国債券マザーファンド」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 |
| (2024年 2月 7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 | 812,949,495 | - | 808,686,084 | △4,263,411 | |
| 合計 | 812,949,495 | - | 808,686,084 | △4,263,411 | |
| (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 |
| (2024年 2月 7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 | 900,096,544 | - | 903,261,947 | 3,165,403 | |
| アメリカドル | 436,097,110 | - | 439,800,618 | 3,703,508 | |
| カナダドル | 35,950,230 | - | 36,112,824 | 162,594 | |
| ユーロ | 292,061,504 | - | 290,746,557 | △1,314,947 | |
| イギリスポンド | 52,047,227 | - | 52,074,792 | 27,565 | |
| オフショア人民元 | 83,940,473 | - | 84,527,156 | 586,683 | |
| 合計 | 900,096,544 | - | 903,261,947 | 3,165,403 | |
| (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 0.25% 05/31/25 | 1,180,000.00 | 1,114,454.68 | |
| T 0.25% 06/30/25 | 4,310,000.00 | 4,058,723.63 | |||
| T 0.25% 07/31/25 | 2,200,000.00 | 2,065,078.13 | |||
| T 0.25% 09/30/25 | 3,290,000.00 | 3,069,531.44 | |||
| T 0.375% 01/31/26 | 1,700,000.00 | 1,571,537.10 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,590,781.28 | |||
| T 0.375% 07/31/27 | 4,000,000.00 | 3,518,281.24 | |||
| T 0.375% 09/30/27 | 4,000,000.00 | 3,499,062.48 | |||
| T 0.375% 11/30/25 | 3,770,000.00 | 3,504,553.69 | |||
| T 0.5% 02/28/26 | 3,500,000.00 | 3,235,517.56 | |||
| T 0.5% 03/31/25 | 4,000,000.00 | 3,812,500.00 | |||
| T 0.5% 04/30/27 | 2,000,000.00 | 1,781,484.38 | |||
| T 0.5% 05/31/27 | 300,000.00 | 266,490.23 | |||
| T 0.5% 06/30/27 | 2,500,000.00 | 2,215,625.00 | |||
| T 0.5% 08/31/27 | 1,100,000.00 | 969,503.90 | |||
| T 0.5% 10/31/27 | 1,580,000.00 | 1,384,629.30 | |||
| T 0.625% 03/31/27 | 3,400,000.00 | 3,048,976.55 | |||
| T 0.625% 05/15/30 | 7,400,000.00 | 5,998,625.00 | |||
| T 0.625% 07/31/26 | 4,000,000.00 | 3,661,562.48 | |||
| T 0.625% 08/15/30 | 9,130,000.00 | 7,341,447.24 | |||
| T 0.625% 11/30/27 | 3,700,000.00 | 3,250,291.01 | |||
| T 0.625% 12/31/27 | 3,000,000.00 | 2,627,929.68 | |||
| T 0.75% 01/31/28 | 3,500,000.00 | 3,074,189.44 | |||
| T 0.75% 03/31/26 | 2,750,000.00 | 2,551,162.10 | |||
| T 0.75% 04/30/26 | 3,500,000.00 | 3,237,500.00 | |||
| T 0.75% 08/31/26 | 3,000,000.00 | 2,748,046.86 | |||
| T 0.875% 09/30/26 | 5,000,000.00 | 4,587,988.30 | |||
| T 0.875% 11/15/30 | 6,160,000.00 | 5,015,226.58 | |||
| T 1.125% 02/15/31 | 5,600,000.00 | 4,624,156.26 | |||
| T 1.125% 02/29/28 | 3,880,000.00 | 3,453,654.69 | |||
| T 1.125% 05/15/40 | 1,550,000.00 | 969,446.29 | |||
| T 1.125% 08/15/40 | 3,600,000.00 | 2,230,523.42 | |||
| T 1.125% 08/31/28 | 4,000,000.00 | 3,514,609.36 | |||
| T 1.125% 10/31/26 | 6,850,000.00 | 6,309,625.96 | |||
| T 1.25% 03/31/28 | 5,300,000.00 | 4,731,492.21 | |||
| T 1.25% 04/30/28 | 7,800,000.00 | 6,949,464.83 | |||
| T 1.25% 05/15/50 | 5,120,000.00 | 2,625,799.98 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,334,960.96 | |||
| T 1.25% 06/30/28 | 1,000,000.00 | 887,343.75 | |||
| T 1.25% 08/15/31 | 6,550,000.00 | 5,364,731.45 | |||
| T 1.25% 09/30/28 | 3,800,000.00 | 3,350,605.46 | |||
| T 1.25% 11/30/26 | 3,000,000.00 | 2,767,265.64 | |||
| T 1.25% 12/31/26 | 5,500,000.00 | 5,065,371.08 | |||
| T 1.375% 08/15/50 | 2,300,000.00 | 1,219,000.00 | |||
| T 1.375% 10/31/28 | 1,700,000.00 | 1,504,998.04 | |||
| T 1.375% 11/15/31 | 12,110,000.00 | 9,946,756.67 | |||
| T 1.375% 11/15/40 | 4,650,000.00 | 2,995,889.63 | |||
| T 1.5% 01/31/27 | 5,800,000.00 | 5,369,304.70 | |||
| T 1.5% 02/15/25 | 3,000,000.00 | 2,900,534.73 | |||
| T 1.5% 02/15/30 | 1,820,000.00 | 1,572,416.00 | |||
| T 1.5% 08/15/26 | 5,300,000.00 | 4,953,222.64 | |||
| T 1.5% 11/30/28 | 5,550,000.00 | 4,933,754.86 | |||
| T 1.625% 02/15/26 | 5,750,000.00 | 5,446,328.12 | |||
| T 1.625% 05/15/26 | 5,400,000.00 | 5,089,078.15 | |||
| T 1.625% 05/15/31 | 4,290,000.00 | 3,639,461.74 | |||
| T 1.625% 08/15/29 | 1,760,000.00 | 1,553,818.74 | |||
| T 1.625% 09/30/26 | 2,150,000.00 | 2,011,761.70 | |||
| T 1.625% 11/15/50 | 3,100,000.00 | 1,758,220.70 | |||
| T 1.625% 11/30/26 | 3,030,000.00 | 2,825,356.64 | |||
| T 1.75% 01/31/29 | 2,500,000.00 | 2,242,089.85 | |||
| T 1.75% 03/15/25 | 5,500,000.00 | 5,322,968.75 | |||
| T 1.75% 08/15/41 | 4,800,000.00 | 3,249,281.23 | |||
| T 1.75% 11/15/29 | 2,220,000.00 | 1,966,174.21 | |||
| T 1.75% 12/31/26 | 4,300,000.00 | 4,017,392.56 | |||
| T 1.875% 02/15/32 | 6,200,000.00 | 5,269,273.42 | |||
| T 1.875% 02/15/41 | 4,750,000.00 | 3,318,784.19 | |||
| T 1.875% 02/15/51 | 4,500,000.00 | 2,721,884.76 | |||
| T 1.875% 02/28/27 | 3,000,000.00 | 2,803,652.34 | |||
| T 1.875% 02/28/29 | 1,900,000.00 | 1,712,263.67 | |||
| T 1.875% 06/30/26 | 3,980,000.00 | 3,767,940.62 | |||
| T 1.875% 07/31/26 | 1,800,000.00 | 1,699,945.30 | |||
| T 1.875% 11/15/51 | 3,400,000.00 | 2,045,378.90 | |||
| T 1% 07/31/28 | 2,500,000.00 | 2,188,574.22 | |||
| T 2.125% 05/15/25 | 3,850,000.00 | 3,730,740.24 | |||
| T 2.25% 02/15/27 | 3,900,000.00 | 3,689,384.75 | |||
| T 2.25% 02/15/52 | 2,410,000.00 | 1,592,906.44 | |||
| T 2.25% 03/31/26 | 1,500,000.00 | 1,436,718.75 | |||
| T 2.25% 05/15/41 | 1,600,000.00 | 1,185,218.75 | |||
| T 2.25% 08/15/27 | 1,820,000.00 | 1,709,200.38 | |||
| T 2.25% 08/15/46 | 2,180,000.00 | 1,500,580.85 | |||
| T 2.25% 08/15/49 | 2,110,000.00 | 1,413,493.93 | |||
| T 2.25% 11/15/25 | 5,500,000.00 | 5,293,750.00 | |||
| T 2.25% 11/15/27 | 5,260,000.00 | 4,921,695.68 | |||
| T 2.375% 02/15/42 | 1,350,000.00 | 1,008,782.22 | |||
| T 2.375% 03/31/29 | 1,400,000.00 | 1,291,281.25 | |||
| T 2.375% 04/30/26 | 1,820,000.00 | 1,745,707.03 | |||
| T 2.375% 05/15/27 | 3,600,000.00 | 3,406,218.76 | |||
| T 2.375% 05/15/29 | 1,390,000.00 | 1,280,103.12 | |||
| T 2.375% 05/15/51 | 1,980,000.00 | 1,350,189.83 | |||
| T 2.375% 11/15/49 | 2,010,000.00 | 1,383,523.82 | |||
| T 2.5% 01/31/25 | 4,000,000.00 | 3,910,967.40 | |||
| T 2.5% 02/15/45 | 1,750,000.00 | 1,287,958.98 | |||
| T 2.5% 02/15/46 | 1,250,000.00 | 909,350.58 | |||
| T 2.5% 02/28/26 | 650,000.00 | 626,234.37 | |||
| T 2.5% 05/15/46 | 1,810,000.00 | 1,313,275.20 | |||
| T 2.625% 01/31/26 | 1,350,000.00 | 1,305,386.71 | |||
| T 2.625% 02/15/29 | 6,900,000.00 | 6,454,464.86 | |||
| T 2.625% 03/31/25 | 2,500,000.00 | 2,441,406.25 | |||
| T 2.625% 05/31/27 | 2,900,000.00 | 2,764,175.77 | |||
| T 2.625% 12/31/25 | 4,500,000.00 | 4,354,804.71 | |||
| T 2.75% 02/15/28 | 4,670,000.00 | 4,439,145.13 | |||
| T 2.75% 05/31/29 | 6,000,000.00 | 5,626,289.04 | |||
| T 2.75% 06/30/25 | 2,000,000.00 | 1,950,703.12 | |||
| T 2.75% 07/31/27 | 5,000,000.00 | 4,777,050.80 | |||
| T 2.75% 08/15/32 | 3,180,000.00 | 2,874,546.07 | |||
| T 2.75% 08/15/42 | 2,330,000.00 | 1,841,428.12 | |||
| T 2.75% 08/15/47 | 1,150,000.00 | 865,936.52 | |||
| T 2.75% 08/31/25 | 5,000,000.00 | 4,865,234.40 | |||
| T 2.75% 11/15/42 | 1,650,000.00 | 1,300,148.43 | |||
| T 2.75% 11/15/47 | 1,400,000.00 | 1,052,351.56 | |||
| T 2.875% 04/30/25 | 8,370,000.00 | 8,189,521.87 | |||
| T 2.875% 04/30/29 | 4,170,000.00 | 3,938,125.19 | |||
| T 2.875% 05/15/28 | 4,460,000.00 | 4,250,676.18 | |||
| T 2.875% 05/15/32 | 6,750,000.00 | 6,177,304.68 | |||
| T 2.875% 05/15/43 | 1,050,000.00 | 840,225.58 | |||
| T 2.875% 05/15/49 | 4,100,000.00 | 3,134,738.27 | |||
| T 2.875% 05/15/52 | 4,300,000.00 | 3,272,535.16 | |||
| T 2.875% 07/31/25 | 500,000.00 | 487,968.75 | |||
| T 2.875% 08/15/28 | 10,200,000.00 | 9,699,761.70 | |||
| T 2.875% 08/15/45 | 1,880,000.00 | 1,473,229.68 | |||
| T 2% 02/15/25 | 6,050,000.00 | 5,878,717.48 | |||
| T 2% 02/15/50 | 3,370,000.00 | 2,120,598.81 | |||
| T 2% 08/15/25 | 3,750,000.00 | 3,611,059.57 | |||
| T 2% 08/15/51 | 6,690,000.00 | 4,163,349.03 | |||
| T 2% 11/15/26 | 2,700,000.00 | 2,544,960.92 | |||
| T 2% 11/15/41 | 4,140,000.00 | 2,915,869.93 | |||
| T 3.125% 02/15/42 | 1,000,000.00 | 842,656.25 | |||
| T 3.125% 02/15/43 | 3,600,000.00 | 3,001,359.38 | |||
| T 3.125% 05/15/48 | 1,400,000.00 | 1,126,070.31 | |||
| T 3.125% 08/15/25 | 2,500,000.00 | 2,447,558.60 | |||
| T 3.125% 08/15/44 | 1,550,000.00 | 1,278,235.35 | |||
| T 3.125% 08/31/29 | 4,300,000.00 | 4,099,781.25 | |||
| T 3.125% 11/15/28 | 7,460,000.00 | 7,161,162.91 | |||
| T 3.125% 11/15/41 | 870,000.00 | 735,455.85 | |||
| T 3.25% 05/15/42 | 1,500,000.00 | 1,281,562.50 | |||
| T 3.25% 06/30/27 | 4,850,000.00 | 4,715,393.53 | |||
| T 3.375% 05/15/33 | 2,310,000.00 | 2,182,950.00 | |||
| T 3.375% 05/15/44 | 400,000.00 | 343,843.75 | |||
| T 3.375% 08/15/42 | 1,200,000.00 | 1,042,945.30 | |||
| T 3.375% 11/15/48 | 1,900,000.00 | 1,596,705.07 | |||
| T 3.5% 02/15/33 | 6,000,000.00 | 5,732,109.36 | |||
| T 3.5% 02/15/39 | 900,000.00 | 830,390.62 | |||
| T 3.625% 02/15/44 | 1,600,000.00 | 1,430,062.49 | |||
| T 3.625% 02/15/53 | 2,870,000.00 | 2,537,932.04 | |||
| T 3.625% 05/15/53 | 1,650,000.00 | 1,460,507.81 | |||
| T 3.625% 08/15/43 | 2,700,000.00 | 2,419,400.38 | |||
| T 3.75% 04/15/26 | 5,800,000.00 | 5,730,105.47 | |||
| T 3.75% 06/30/30 | 2,500,000.00 | 2,453,613.27 | |||
| T 3.75% 08/15/41 | 1,100,000.00 | 1,018,273.43 | |||
| T 3.75% 11/15/43 | 1,800,000.00 | 1,640,179.68 | |||
| T 3.875% 02/15/43 | 830,000.00 | 772,370.12 | |||
| T 3.875% 08/15/33 | 4,000,000.00 | 3,932,500.00 | |||
| T 3.875% 08/15/40 | 680,000.00 | 645,349.21 | |||
| T 3.875% 09/30/29 | 1,050,000.00 | 1,039,294.92 | |||
| T 3.875% 11/30/29 | 3,880,000.00 | 3,840,139.05 | |||
| T 3% 02/15/47 | 2,100,000.00 | 1,662,568.36 | |||
| T 3% 02/15/48 | 2,700,000.00 | 2,124,457.03 | |||
| T 3% 02/15/49 | 1,940,000.00 | 1,520,437.11 | |||
| T 3% 05/15/42 | 1,100,000.00 | 906,726.56 | |||
| T 3% 05/15/45 | 600,000.00 | 481,394.53 | |||
| T 3% 05/15/47 | 1,300,000.00 | 1,027,126.95 | |||
| T 3% 07/15/25 | 6,100,000.00 | 5,967,396.49 | |||
| T 3% 08/15/48 | 2,360,000.00 | 1,852,507.81 | |||
| T 3% 08/15/52 | 2,570,000.00 | 2,008,665.81 | |||
| T 3% 09/30/25 | 3,660,000.00 | 3,572,646.08 | |||
| T 3% 10/31/25 | 1,000,000.00 | 975,410.16 | |||
| T 3% 11/15/44 | 1,550,000.00 | 1,249,021.48 | |||
| T 4.125% 08/15/53 | 1,200,000.00 | 1,162,781.25 | |||
| T 4.125% 08/31/30 | 3,400,000.00 | 3,407,304.69 | |||
| T 4.125% 11/15/32 | 5,690,000.00 | 5,702,891.37 | |||
| T 4.25% 05/15/39 | 850,000.00 | 852,639.64 | |||
| T 4.25% 10/15/25 | 680,000.00 | 677,171.09 | |||
| T 4.25% 11/15/40 | 650,000.00 | 644,782.22 | |||
| T 4.375% 02/15/38 | 500,000.00 | 512,968.75 | |||
| T 4.375% 05/15/40 | 750,000.00 | 758,027.34 | |||
| T 4.375% 05/15/41 | 550,000.00 | 552,116.21 | |||
| T 4.375% 11/15/39 | 650,000.00 | 659,115.23 | |||
| T 4.375% 11/30/30 | 3,170,000.00 | 3,223,989.06 | |||
| T 4.5% 02/15/36 | 600,000.00 | 628,500.00 | |||
| T 4.5% 05/15/38 | 250,000.00 | 259,233.39 | |||
| T 4.5% 08/15/39 | 750,000.00 | 772,719.72 | |||
| T 4.5% 11/15/25 | 4,350,000.00 | 4,351,614.24 | |||
| T 4.5% 11/15/33 | 2,300,000.00 | 2,375,289.07 | |||
| T 4.625% 02/15/40 | 700,000.00 | 729,462.88 | |||
| T 4.625% 03/15/26 | 2,170,000.00 | 2,181,570.50 | |||
| T 4.625% 09/30/28 | 2,950,000.00 | 3,018,910.17 | |||
| T 4.625% 11/15/26 | 3,600,000.00 | 3,637,828.11 | |||
| T 4.75% 02/15/41 | 750,000.00 | 789,448.24 | |||
| T 4.75% 11/15/53 | 2,500,000.00 | 2,689,843.75 | |||
| T 4% 02/28/30 | 2,400,000.00 | 2,389,453.12 | |||
| T 4% 06/30/28 | 2,000,000.00 | 1,994,414.06 | |||
| T 4% 07/31/30 | 800,000.00 | 796,328.12 | |||
| T 4% 11/15/52 | 3,500,000.00 | 3,313,925.79 | |||
| T 4% 12/15/25 | 5,000,000.00 | 4,960,644.55 | |||
| T 5.0% 05/15/37 | 300,000.00 | 328,171.87 | |||
| T 5.25% 11/15/28 | 900,000.00 | 946,160.15 | |||
| T 5.375% 02/15/31 | 750,000.00 | 813,486.33 | |||
| T 6.0% 02/15/26 | 600,000.00 | 618,867.18 | |||
| T 6.125% 11/15/27 | 1,850,000.00 | 1,978,488.26 | |||
| T 6.25% 05/15/30 | 2,920,000.00 | 3,267,548.44 | |||
| アメリカドル 小計 | 625,940,000.00 | 556,306,215.38 | |||
| (82,266,563,130) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 1,130,000.00 | 1,047,194.01 | ||
| CAN 0.5% 09/01/25 | 1,590,000.00 | 1,500,331.63 | |||
| CAN 0.5% 12/01/30 | 1,570,000.00 | 1,295,123.50 | |||
| CAN 1.25% 03/01/25 | 500,000.00 | 482,908.30 | |||
| CAN 1.25% 03/01/27 | 640,000.00 | 594,456.69 | |||
| CAN 1.25% 06/01/30 | 1,940,000.00 | 1,702,588.25 | |||
| CAN 1.5% 04/01/25 | 1,210,000.00 | 1,168,947.99 | |||
| CAN 1.5% 06/01/26 | 740,000.00 | 700,744.39 | |||
| CAN 1.5% 06/01/31 | 2,010,000.00 | 1,760,814.08 | |||
| CAN 1.5% 12/01/31 | 1,230,000.00 | 1,068,063.10 | |||
| CAN 1.75% 12/01/53 | 1,520,000.00 | 1,069,737.19 | |||
| CAN 1% 06/01/27 | 640,000.00 | 588,422.36 | |||
| CAN 1% 09/01/26 | 1,060,000.00 | 986,961.64 | |||
| CAN 2.25% 06/01/25 | 670,000.00 | 651,559.34 | |||
| CAN 2.25% 06/01/29 | 390,000.00 | 368,339.71 | |||
| CAN 2.25% 12/01/29 | 240,000.00 | 225,832.90 | |||
| CAN 2.5% 12/01/32 | 940,000.00 | 873,994.09 | |||
| CAN 2.75% 06/01/33 | 510,000.00 | 482,828.51 | |||
| CAN 2.75% 09/01/27 | 710,000.00 | 689,125.59 | |||
| CAN 2.75% 12/01/48 | 520,000.00 | 467,233.95 | |||
| CAN 2.75% 12/01/55 | 280,000.00 | 249,070.57 | |||
| CAN 2.75% 12/01/64 | 350,000.00 | 308,404.21 | |||
| CAN 2% 06/01/28 | 500,000.00 | 470,451.34 | |||
| CAN 2% 06/01/32 | 1,190,000.00 | 1,067,638.60 | |||
| CAN 2% 12/01/51 | 2,400,000.00 | 1,816,940.52 | |||
| CAN 3.25% 09/01/28 | 1,010,000.00 | 998,610.26 | |||
| CAN 3.5% 03/01/28 | 780,000.00 | 777,820.50 | |||
| CAN 3.5% 08/01/25 | 1,940,000.00 | 1,916,293.21 | |||
| CAN 3.5% 12/01/45 | 490,000.00 | 498,785.23 | |||
| CAN 3% 10/01/25 | 1,880,000.00 | 1,842,106.07 | |||
| CAN 4.0% 06/01/41 | 420,000.00 | 452,422.42 | |||
| CAN 5.75% 06/01/29 | 480,000.00 | 533,710.70 | |||
| CAN 5.75% 06/01/33 | 2,170,000.00 | 2,567,613.30 | |||
| CAN 5% 06/01/37 | 420,000.00 | 489,026.39 | |||
| カナダドル 小計 | 34,070,000.00 | 31,714,100.54 | |||
| (3,476,816,842) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 6,000,000.00 | 6,329,880.00 | ||
| MBONO 5.5% 03/04/27 | 14,220,000.00 | 12,679,689.60 | |||
| MBONO 5.75% 03/05/26 | 28,180,000.00 | 25,935,958.96 | |||
| MBONO 5% 03/06/25 | 6,400,000.00 | 6,066,624.00 | |||
| MBONO 7.5% 05/26/33 | 11,360,000.00 | 10,120,964.80 | |||
| MBONO 7.5% 06/03/27 | 21,620,000.00 | 20,412,090.60 | |||
| MBONO 7.75% 05/29/31 | 22,210,000.00 | 20,506,937.20 | |||
| MBONO 7.75% 11/13/42 | 13,980,000.00 | 11,976,246.60 | |||
| MBONO 7.75% 11/23/34 | 4,970,000.00 | 4,457,990.60 | |||
| MBONO 7% 09/03/26 | 3,040,000.00 | 2,842,734.40 | |||
| MBONO 8.5% 05/31/29 | 17,740,000.00 | 17,227,846.20 | |||
| MBONO 8.5% 11/18/38 | 13,720,000.00 | 12,803,092.40 | |||
| MBONO 8% 07/31/53 | 9,730,000.00 | 8,358,556.50 | |||
| MBONO 8% 11/07/47 | 14,310,000.00 | 12,423,798.90 | |||
| メキシコペソ 小計 | 187,480,000.00 | 172,142,410.76 | |||
| (1,495,074,051) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 660,000.00 | 563,980.56 | ||
| BGB 0.35% 06/22/32 | 860,000.00 | 706,441.84 | |||
| BGB 0.4% 06/22/40 | 400,000.00 | 257,624.00 | |||
| BGB 0.65% 06/22/71 | 340,000.00 | 139,629.16 | |||
| BGB 0.8% 06/22/25 | 940,000.00 | 912,450.01 | |||
| BGB 0.8% 06/22/27 | 920,000.00 | 868,514.96 | |||
| BGB 0.8% 06/22/28 | 810,000.00 | 753,140.43 | |||
| BGB 0.9% 06/22/29 | 1,100,000.00 | 1,009,827.50 | |||
| BGB 0% 10/22/27 | 530,000.00 | 482,900.49 | |||
| BGB 0% 10/22/31 | 730,000.00 | 594,256.50 | |||
| BGB 1.25% 04/22/33 | 550,000.00 | 483,480.25 | |||
| BGB 1.4% 06/22/53 | 520,000.00 | 329,625.40 | |||
| BGB 1.45% 06/22/37 | 400,000.00 | 328,727.20 | |||
| BGB 1.6% 06/22/47 | 640,000.00 | 460,371.20 | |||
| BGB 1.7% 06/22/50 | 610,000.00 | 433,039.91 | |||
| BGB 1.9% 06/22/38 | 480,000.00 | 411,782.40 | |||
| BGB 1% 06/22/26 | 1,000,000.00 | 962,584.75 | |||
| BGB 1% 06/22/31 | 910,000.00 | 808,426.71 | |||
| BGB 2.15% 06/22/66 | 450,000.00 | 333,521.55 | |||
| BGB 2.25% 06/22/57 | 270,000.00 | 208,675.17 | |||
| BGB 2.75% 04/22/39 | 140,000.00 | 132,967.94 | |||
| BGB 2.85% 10/22/34 | 200,000.00 | 198,610.60 | |||
| BGB 3.3% 06/22/54 | 580,000.00 | 564,084.80 | |||
| BGB 3.45% 06/22/43 | 280,000.00 | 285,625.20 | |||
| BGB 3.75% 06/22/45 | 450,000.00 | 479,490.88 | |||
| BGB 3% 06/22/33 | 750,000.00 | 760,279.50 | |||
| BGB 3% 06/22/34 | 350,000.00 | 353,066.00 | |||
| BGB 4.25% 03/28/41 | 980,000.00 | 1,110,285.12 | |||
| BGB 4.5% 03/28/26 | 510,000.00 | 528,737.91 | |||
| BGB 4% 03/28/32 | 620,000.00 | 677,038.14 | |||
| BGB 5.5% 03/28/28 | 1,170,000.00 | 1,304,433.00 | |||
| BGB 5% 03/28/35 | 1,110,000.00 | 1,322,955.72 | |||
| BKO 2.5% 03/13/25 | 1,900,000.00 | 1,887,450.50 | |||
| BKO 3.1% 09/18/25 | 1,000,000.00 | 1,004,285.00 | |||
| BTPS 0.25% 03/15/28 | 1,250,000.00 | 1,113,322.50 | |||
| BTPS 0.35% 02/01/25 | 590,000.00 | 572,869.88 | |||
| BTPS 0.45% 02/15/29 | 1,710,000.00 | 1,491,836.91 | |||
| BTPS 0.5% 02/01/26 | 1,500,000.00 | 1,425,796.50 | |||
| BTPS 0.5% 07/15/28 | 730,000.00 | 650,885.70 | |||
| BTPS 0.6% 08/01/31 | 1,300,000.00 | 1,052,940.20 | |||
| BTPS 0.85% 01/15/27 | 1,000,000.00 | 939,796.00 | |||
| BTPS 0.9% 04/01/31 | 1,300,000.00 | 1,089,478.00 | |||
| BTPS 0.95% 03/01/37 | 600,000.00 | 414,646.80 | |||
| BTPS 0.95% 06/01/32 | 1,290,000.00 | 1,046,849.19 | |||
| BTPS 0.95% 08/01/30 | 1,030,000.00 | 883,276.50 | |||
| BTPS 0.95% 09/15/27 | 1,000,000.00 | 928,595.50 | |||
| BTPS 0.95% 12/01/31 | 1,120,000.00 | 923,003.20 | |||
| BTPS 0% 04/01/26 | 2,700,000.00 | 2,530,048.50 | |||
| BTPS 0% 08/01/26 | 1,330,000.00 | 1,234,658.95 | |||
| BTPS 1.1% 04/01/27 | 1,400,000.00 | 1,319,200.40 | |||
| BTPS 1.2% 08/15/25 | 940,000.00 | 912,496.54 | |||
| BTPS 1.25% 12/01/26 | 1,170,000.00 | 1,115,000.64 | |||
| BTPS 1.35% 04/01/30 | 1,510,000.00 | 1,341,789.02 | |||
| BTPS 1.45% 03/01/36 | 830,000.00 | 630,417.37 | |||
| BTPS 1.45% 05/15/25 | 1,070,000.00 | 1,046,232.44 | |||
| BTPS 1.5% 04/30/45 | 650,000.00 | 402,225.20 | |||
| BTPS 1.5% 06/01/25 | 1,500,000.00 | 1,466,385.00 | |||
| BTPS 1.6% 06/01/26 | 1,350,000.00 | 1,307,369.76 | |||
| BTPS 1.65% 03/01/32 | 1,300,000.00 | 1,126,320.00 | |||
| BTPS 1.65% 12/01/30 | 820,000.00 | 730,445.34 | |||
| BTPS 1.7% 09/01/51 | 750,000.00 | 447,082.50 | |||
| BTPS 1.8% 03/01/41 | 890,000.00 | 630,128.90 | |||
| BTPS 1.85% 07/01/25 | 820,000.00 | 804,636.07 | |||
| BTPS 2.05% 08/01/27 | 1,040,000.00 | 1,005,979.55 | |||
| BTPS 2.15% 03/01/72 | 260,000.00 | 153,777.00 | |||
| BTPS 2.15% 09/01/52 | 510,000.00 | 331,176.15 | |||
| BTPS 2.2% 06/01/27 | 1,110,000.00 | 1,080,967.95 | |||
| BTPS 2.25% 09/01/36 | 1,190,000.00 | 985,098.66 | |||
| BTPS 2.45% 09/01/33 | 1,360,000.00 | 1,221,583.28 | |||
| BTPS 2.45% 09/01/50 | 970,000.00 | 690,073.52 | |||
| BTPS 2.5% 11/15/25 | 660,000.00 | 653,425.08 | |||
| BTPS 2.5% 12/01/32 | 960,000.00 | 877,349.17 | |||
| BTPS 2.65% 12/01/27 | 770,000.00 | 758,149.70 | |||
| BTPS 2.7% 03/01/47 | 940,000.00 | 725,407.40 | |||
| BTPS 2.8% 03/01/67 | 500,000.00 | 356,415.50 | |||
| BTPS 2.8% 06/15/29 | 700,000.00 | 683,200.00 | |||
| BTPS 2.8% 12/01/28 | 1,260,000.00 | 1,238,883.66 | |||
| BTPS 2.95% 09/01/38 | 850,000.00 | 741,302.85 | |||
| BTPS 2% 02/01/28 | 930,000.00 | 892,410.33 | |||
| BTPS 2% 12/01/25 | 1,050,000.00 | 1,030,074.51 | |||
| BTPS 3.1% 03/01/40 | 670,000.00 | 583,475.53 | |||
| BTPS 3.25% 03/01/38 | 270,000.00 | 245,130.84 | |||
| BTPS 3.25% 09/01/46 | 880,000.00 | 748,312.40 | |||
| BTPS 3.35% 03/01/35 | 1,390,000.00 | 1,318,373.30 | |||
| BTPS 3.4% 03/28/25 | 140,000.00 | 140,078.40 | |||
| BTPS 3.4% 04/01/28 | 1,050,000.00 | 1,060,703.70 | |||
| BTPS 3.45% 03/01/48 | 1,040,000.00 | 909,074.40 | |||
| BTPS 3.5% 01/15/26 | 1,490,000.00 | 1,501,189.90 | |||
| BTPS 3.5% 03/01/30 | 1,870,000.00 | 1,885,995.23 | |||
| BTPS 3.6% 09/29/25 | 920,000.00 | 925,819.73 | |||
| BTPS 3.85% 09/01/49 | 840,000.00 | 777,703.59 | |||
| BTPS 3.85% 12/15/29 | 1,250,000.00 | 1,282,279.87 | |||
| BTPS 3% 08/01/29 | 670,000.00 | 660,441.11 | |||
| BTPS 4.35% 11/01/33 | 1,540,000.00 | 1,611,509.59 | |||
| BTPS 4.4% 05/01/33 | 240,000.00 | 252,866.97 | |||
| BTPS 4.45% 09/01/43 | 440,000.00 | 446,388.80 | |||
| BTPS 4.5% 03/01/26 | 930,000.00 | 956,213.91 | |||
| BTPS 4.5% 10/01/53 | 570,000.00 | 575,943.96 | |||
| BTPS 4.75% 09/01/28 | 1,260,000.00 | 1,343,200.57 | |||
| BTPS 4.75% 09/01/44 | 1,030,000.00 | 1,087,559.49 | |||
| BTPS 4% 02/01/37 | 1,800,000.00 | 1,801,157.40 | |||
| BTPS 4% 04/30/35 | 620,000.00 | 625,333.86 | |||
| BTPS 4% 10/30/31 | 440,000.00 | 453,636.48 | |||
| BTPS 4% 11/15/30 | 1,050,000.00 | 1,083,693.45 | |||
| BTPS 5.0% 08/01/39 | 1,440,000.00 | 1,569,160.80 | |||
| BTPS 5.25% 11/01/29 | 1,770,000.00 | 1,950,794.88 | |||
| BTPS 5.75% 02/01/33 | 1,410,000.00 | 1,629,147.84 | |||
| BTPS 5% 03/01/25 | 1,290,000.00 | 1,311,355.04 | |||
| BTPS 5% 08/01/34 | 1,620,000.00 | 1,778,612.58 | |||
| BTPS 5% 09/01/40 | 1,220,000.00 | 1,328,285.98 | |||
| BTPS 6.5% 11/01/27 | 2,070,000.00 | 2,319,104.21 | |||
| BTPS 6% 05/01/31 | 1,320,000.00 | 1,534,155.48 | |||
| BTPS 7.25% 11/01/26 | 350,000.00 | 388,468.81 | |||
| DBR 0.25% 02/15/27 | 230,000.00 | 216,167.11 | |||
| DBR 0.25% 02/15/29 | 1,750,000.00 | 1,590,967.00 | |||
| DBR 0.25% 08/15/28 | 1,300,000.00 | 1,192,080.50 | |||
| DBR 0.5% 02/15/25 | 1,290,000.00 | 1,255,878.44 | |||
| DBR 0.5% 02/15/26 | 1,990,000.00 | 1,909,007.00 | |||
| DBR 0.5% 02/15/28 | 1,510,000.00 | 1,410,891.15 | |||
| DBR 0.5% 08/15/27 | 940,000.00 | 884,540.00 | |||
| DBR 0% 02/15/30 | 1,660,000.00 | 1,458,182.18 | |||
| DBR 0% 02/15/31 | 1,380,000.00 | 1,186,188.66 | |||
| DBR 0% 02/15/32 | 2,080,000.00 | 1,746,929.60 | |||
| DBR 0% 05/15/35 | 1,280,000.00 | 983,717.12 | |||
| DBR 0% 05/15/36 | 1,320,000.00 | 985,889.52 | |||
| DBR 0% 08/15/26 | 1,950,000.00 | 1,835,496.00 | |||
| DBR 0% 08/15/29 | 2,430,000.00 | 2,157,893.46 | |||
| DBR 0% 08/15/30 | 1,880,000.00 | 1,634,434.40 | |||
| DBR 0% 08/15/30 | 400,000.00 | 348,205.20 | |||
| DBR 0% 08/15/31 | 2,310,000.00 | 1,964,077.50 | |||
| DBR 0% 08/15/50 | 2,530,000.00 | 1,319,916.18 | |||
| DBR 0% 08/15/52 | 1,630,000.00 | 809,883.43 | |||
| DBR 0% 11/15/27 | 1,230,000.00 | 1,130,719.32 | |||
| DBR 0% 11/15/28 | 1,250,000.00 | 1,127,150.00 | |||
| DBR 1.25% 08/15/48 | 1,880,000.00 | 1,450,818.56 | |||
| DBR 1.7% 08/15/32 | 1,310,000.00 | 1,257,936.67 | |||
| DBR 1.8% 08/15/53 | 1,580,000.00 | 1,346,706.65 | |||
| DBR 1% 05/15/38 | 970,000.00 | 799,116.07 | |||
| DBR 1% 08/15/25 | 1,130,000.00 | 1,099,456.10 | |||
| DBR 2.1% 11/15/29 | 450,000.00 | 447,216.30 | |||
| DBR 2.3% 02/15/33 | 2,120,000.00 | 2,130,402.84 | |||
| DBR 2.4% 11/15/30 | 300,000.00 | 303,259.50 | |||
| DBR 2.5% 07/04/44 | 1,520,000.00 | 1,509,019.52 | |||
| DBR 2.5% 08/15/46 | 1,680,000.00 | 1,672,107.36 | |||
| DBR 2.6% 08/15/33 | 1,160,000.00 | 1,192,453.32 | |||
| DBR 3.25% 07/04/42 | 930,000.00 | 1,025,352.90 | |||
| DBR 4.0% 01/04/37 | 1,570,000.00 | 1,840,251.95 | |||
| DBR 4.25% 07/04/39 | 1,090,000.00 | 1,329,883.93 | |||
| DBR 4.75% 07/04/28 | 1,180,000.00 | 1,302,446.24 | |||
| DBR 4.75% 07/04/34 | 1,240,000.00 | 1,515,320.92 | |||
| DBR 4.75% 07/04/40 | 1,100,000.00 | 1,426,834.20 | |||
| DBR 5.5% 01/04/31 | 1,090,000.00 | 1,316,666.59 | |||
| DBR 5.625% 01/04/28 | 1,500,000.00 | 1,685,728.80 | |||
| DBR 6.25% 01/04/30 | 610,000.00 | 744,760.59 | |||
| DBR 6.5% 07/04/27 | 1,270,000.00 | 1,440,355.26 | |||
| FRTR 0.25% 11/25/26 | 1,800,000.00 | 1,687,928.40 | |||
| FRTR 0.5% 05/25/25 | 2,500,000.00 | 2,420,674.17 | |||
| FRTR 0.5% 05/25/26 | 2,710,000.00 | 2,581,794.18 | |||
| FRTR 0.5% 05/25/29 | 2,830,000.00 | 2,546,151.00 | |||
| FRTR 0.5% 05/25/40 | 1,460,000.00 | 970,485.36 | |||
| FRTR 0.5% 05/25/72 | 640,000.00 | 243,706.24 | |||
| FRTR 0.5% 06/25/44 | 700,000.00 | 418,460.00 | |||
| FRTR 0.75% 02/25/28 | 1,970,000.00 | 1,835,902.10 | |||
| FRTR 0.75% 05/25/28 | 3,250,000.00 | 3,016,900.25 | |||
| FRTR 0.75% 05/25/52 | 1,930,000.00 | 1,038,027.34 | |||
| FRTR 0.75% 05/25/53 | 1,750,000.00 | 920,537.62 | |||
| FRTR 0.75% 11/25/28 | 3,190,000.00 | 2,935,728.29 | |||
| FRTR 0% 02/25/25 | 880,000.00 | 851,310.24 | |||
| FRTR 0% 02/25/26 | 2,790,000.00 | 2,642,411.79 | |||
| FRTR 0% 02/25/27 | 2,140,000.00 | 1,980,987.30 | |||
| FRTR 0% 03/25/25 | 1,890,000.00 | 1,824,700.50 | |||
| FRTR 0% 05/25/32 | 1,850,000.00 | 1,485,207.75 | |||
| FRTR 0% 11/25/29 | 2,460,000.00 | 2,126,005.18 | |||
| FRTR 0% 11/25/30 | 3,230,000.00 | 2,713,894.45 | |||
| FRTR 0% 11/25/31 | 3,590,000.00 | 2,928,930.22 | |||
| FRTR 1.25% 05/25/34 | 2,200,000.00 | 1,891,663.40 | |||
| FRTR 1.25% 05/25/36 | 2,570,000.00 | 2,118,952.15 | |||
| FRTR 1.25% 05/25/38 | 600,000.00 | 473,765.40 | |||
| FRTR 1.5% 05/25/31 | 2,410,000.00 | 2,234,614.66 | |||
| FRTR 1.5% 05/25/50 | 1,860,000.00 | 1,279,544.22 | |||
| FRTR 1.75% 05/25/66 | 850,000.00 | 568,490.20 | |||
| FRTR 1.75% 06/25/39 | 1,660,000.00 | 1,392,565.70 | |||
| FRTR 1% 05/25/27 | 2,850,000.00 | 2,711,461.50 | |||
| FRTR 1% 11/25/25 | 1,340,000.00 | 1,298,426.50 | |||
| FRTR 2.5% 05/25/30 | 3,520,000.00 | 3,506,028.58 | |||
| FRTR 2.5% 05/25/43 | 510,000.00 | 455,878.26 | |||
| FRTR 2.5% 09/24/26 | 1,670,000.00 | 1,664,367.92 | |||
| FRTR 2.75% 02/25/29 | 760,000.00 | 766,460.76 | |||
| FRTR 2.75% 10/25/27 | 3,080,000.00 | 3,100,817.72 | |||
| FRTR 2% 05/25/48 | 1,580,000.00 | 1,244,585.35 | |||
| FRTR 2% 11/25/32 | 1,960,000.00 | 1,851,310.16 | |||
| FRTR 3.25% 05/25/45 | 1,800,000.00 | 1,799,236.80 | |||
| FRTR 3.5% 04/25/26 | 3,120,000.00 | 3,174,437.76 | |||
| FRTR 3.5% 11/25/33 | 700,000.00 | 741,216.70 | |||
| FRTR 3% 05/25/33 | 2,110,000.00 | 2,151,261.05 | |||
| FRTR 3% 05/25/54 | 970,000.00 | 903,847.94 | |||
| FRTR 4.5% 04/25/41 | 2,090,000.00 | 2,459,832.39 | |||
| FRTR 4.75% 04/25/35 | 1,590,000.00 | 1,868,013.09 | |||
| FRTR 4% 04/25/55 | 1,070,000.00 | 1,201,950.26 | |||
| FRTR 4% 04/25/60 | 1,020,000.00 | 1,161,076.20 | |||
| FRTR 4% 10/25/38 | 1,420,000.00 | 1,577,164.18 | |||
| FRTR 5.5% 04/25/29 | 2,500,000.00 | 2,851,425.00 | |||
| FRTR 5.75% 10/25/32 | 2,150,000.00 | 2,646,525.30 | |||
| FRTR 6.0% 10/25/25 | 1,450,000.00 | 1,525,183.95 | |||
| IRISH 0.2% 05/15/27 | 410,000.00 | 381,347.56 | |||
| IRISH 0.2% 10/18/30 | 380,000.00 | 326,926.28 | |||
| IRISH 0.35% 10/18/32 | 170,000.00 | 140,712.40 | |||
| IRISH 0.4% 05/15/35 | 310,000.00 | 240,754.99 | |||
| IRISH 0.55% 04/22/41 | 250,000.00 | 169,497.00 | |||
| IRISH 0.9% 05/15/28 | 440,000.00 | 413,284.96 | |||
| IRISH 0% 10/18/31 | 530,000.00 | 437,379.85 | |||
| IRISH 1.1% 05/15/29 | 550,000.00 | 513,400.25 | |||
| IRISH 1.3% 05/15/33 | 310,000.00 | 276,487.45 | |||
| IRISH 1.35% 03/18/31 | 240,000.00 | 222,300.00 | |||
| IRISH 1.5% 05/15/50 | 460,000.00 | 332,500.88 | |||
| IRISH 1.7% 05/15/37 | 420,000.00 | 366,405.90 | |||
| IRISH 1% 05/15/26 | 670,000.00 | 647,307.77 | |||
| IRISH 2.4% 05/15/30 | 440,000.00 | 437,758.64 | |||
| IRISH 2% 02/18/45 | 620,000.00 | 522,697.20 | |||
| IRISH 3% 10/18/43 | 170,000.00 | 171,440.75 | |||
| IRISH 5.4% 03/13/25 | 590,000.00 | 603,777.68 | |||
| NETHER 0.25% 07/15/25 | 720,000.00 | 693,478.80 | |||
| NETHER 0.25% 07/15/29 | 540,000.00 | 481,102.20 | |||
| NETHER 0.5% 01/15/40 | 780,000.00 | 556,046.40 | |||
| NETHER 0.5% 07/15/26 | 1,050,000.00 | 999,685.05 | |||
| NETHER 0.5% 07/15/32 | 650,000.00 | 551,249.66 | |||
| NETHER 0.75% 07/15/27 | 900,000.00 | 850,818.78 | |||
| NETHER 0.75% 07/15/28 | 1,010,000.00 | 939,716.12 | |||
| NETHER 0% 01/15/26 | 870,000.00 | 826,380.89 | |||
| NETHER 0% 01/15/27 | 750,000.00 | 698,092.50 | |||
| NETHER 0% 01/15/29 | 1,040,000.00 | 923,957.84 | |||
| NETHER 0% 01/15/38 | 530,000.00 | 362,355.70 | |||
| NETHER 0% 01/15/52 | 970,000.00 | 466,983.77 | |||
| NETHER 0% 07/15/30 | 850,000.00 | 727,774.42 | |||
| NETHER 0% 07/15/31 | 930,000.00 | 775,812.46 | |||
| NETHER 2.5% 01/15/33 | 820,000.00 | 817,619.54 | |||
| NETHER 2.5% 07/15/33 | 500,000.00 | 496,694.00 | |||
| NETHER 2.75% 01/15/47 | 1,050,000.00 | 1,051,689.03 | |||
| NETHER 2% 01/15/54 | 400,000.00 | 341,277.60 | |||
| NETHER 3.25% 01/15/44 | 170,000.00 | 182,164.86 | |||
| NETHER 3.75% 01/15/42 | 1,010,000.00 | 1,146,876.41 | |||
| NETHER 4% 01/15/37 | 950,000.00 | 1,079,864.81 | |||
| NETHER 5.5% 01/15/28 | 780,000.00 | 867,863.10 | |||
| OBL 0% 04/10/26 | 1,500,000.00 | 1,420,800.00 | |||
| OBL 0% 04/11/25 | 1,050,000.00 | 1,013,623.07 | |||
| OBL 0% 04/16/27 | 1,210,000.00 | 1,124,503.82 | |||
| OBL 0% 10/09/26 | 1,360,000.00 | 1,276,074.40 | |||
| OBL 0% 10/10/25 | 1,970,000.00 | 1,883,314.09 | |||
| OBL 1.3% 10/15/27 | 2,620,000.00 | 2,531,855.34 | |||
| OBL 2.2% 04/13/28 | 900,000.00 | 897,844.50 | |||
| OBL 2.4% 10/19/28 | 1,210,000.00 | 1,218,721.68 | |||
| RAGB 0.25% 10/20/36 | 360,000.00 | 256,902.48 | |||
| RAGB 0.5% 02/20/29 | 810,000.00 | 731,572.56 | |||
| RAGB 0.5% 04/20/27 | 650,000.00 | 609,165.05 | |||
| RAGB 0.7% 04/20/71 | 200,000.00 | 88,991.00 | |||
| RAGB 0.75% 02/20/28 | 720,000.00 | 671,166.00 | |||
| RAGB 0.75% 03/20/51 | 460,000.00 | 266,013.40 | |||
| RAGB 0.75% 10/20/26 | 900,000.00 | 857,058.30 | |||
| RAGB 0.85% 06/30/20 | 200,000.00 | 87,214.40 | |||
| RAGB 0.9% 02/20/32 | 800,000.00 | 694,988.00 | |||
| RAGB 0% 02/20/30 | 930,000.00 | 796,890.48 | |||
| RAGB 0% 02/20/31 | 850,000.00 | 706,025.30 | |||
| RAGB 0% 04/20/25 | 370,000.00 | 356,835.77 | |||
| RAGB 0% 10/20/28 | 420,000.00 | 372,804.60 | |||
| RAGB 0% 10/20/40 | 330,000.00 | 199,557.76 | |||
| RAGB 1.2% 10/20/25 | 680,000.00 | 662,104.44 | |||
| RAGB 1.5% 02/20/47 | 530,000.00 | 390,868.64 | |||
| RAGB 1.5% 11/02/86 | 200,000.00 | 118,471.91 | |||
| RAGB 1.85% 05/23/49 | 390,000.00 | 304,818.15 | |||
| RAGB 2.1% 09/20/17 | 280,000.00 | 206,740.24 | |||
| RAGB 2.4% 05/23/34 | 460,000.00 | 441,883.36 | |||
| RAGB 2.9% 02/20/33 | 520,000.00 | 524,303.00 | |||
| RAGB 2.9% 02/20/34 | 240,000.00 | 241,182.96 | |||
| RAGB 2% 07/15/26 | 260,000.00 | 256,020.70 | |||
| RAGB 3.15% 06/20/44 | 420,000.00 | 421,580.88 | |||
| RAGB 3.15% 10/20/53 | 190,000.00 | 190,175.75 | |||
| RAGB 3.45% 10/20/30 | 150,000.00 | 157,155.00 | |||
| RAGB 3.8% 01/26/62 | 210,000.00 | 240,250.50 | |||
| RAGB 4.15% 03/15/37 | 840,000.00 | 941,230.92 | |||
| RAGB 4.85% 03/15/26 | 470,000.00 | 490,084.51 | |||
| RAGB 6.25% 07/15/27 | 540,000.00 | 604,002.96 | |||
| RFGB 0.125% 04/15/36 | 270,000.00 | 192,260.49 | |||
| RFGB 0.125% 04/15/52 | 240,000.00 | 111,027.36 | |||
| RFGB 0.125% 09/15/31 | 290,000.00 | 239,433.57 | |||
| RFGB 0.25% 09/15/40 | 210,000.00 | 133,819.16 | |||
| RFGB 0.5% 04/15/26 | 500,000.00 | 477,375.00 | |||
| RFGB 0.5% 04/15/43 | 180,000.00 | 113,074.56 | |||
| RFGB 0.5% 09/15/27 | 380,000.00 | 353,371.12 | |||
| RFGB 0.5% 09/15/28 | 290,000.00 | 264,254.38 | |||
| RFGB 0.5% 09/15/29 | 290,000.00 | 258,507.16 | |||
| RFGB 0.75% 04/15/31 | 320,000.00 | 280,363.71 | |||
| RFGB 0.875% 09/15/25 | 380,000.00 | 368,551.36 | |||
| RFGB 0% 09/15/30 | 330,000.00 | 277,673.55 | |||
| RFGB 1.125% 04/15/34 | 310,000.00 | 263,302.84 | |||
| RFGB 1.375% 04/15/27 | 140,000.00 | 134,880.10 | |||
| RFGB 1.375% 04/15/47 | 330,000.00 | 239,351.36 | |||
| RFGB 1.5% 09/15/32 | 260,000.00 | 235,369.68 | |||
| RFGB 2.625% 07/04/42 | 350,000.00 | 328,052.69 | |||
| RFGB 2.75% 04/15/38 | 170,000.00 | 164,138.40 | |||
| RFGB 2.75% 07/04/28 | 380,000.00 | 383,030.50 | |||
| RFGB 2.875% 04/15/29 | 130,000.00 | 131,648.16 | |||
| RFGB 2.95% 04/15/55 | 110,000.00 | 107,512.44 | |||
| RFGB 3% 09/15/33 | 290,000.00 | 294,704.67 | |||
| RFGB 4% 07/04/25 | 240,000.00 | 243,550.32 | |||
| SPGB 0.1% 04/30/31 | 1,370,000.00 | 1,117,243.22 | |||
| SPGB 0.5% 04/30/30 | 1,420,000.00 | 1,228,690.50 | |||
| SPGB 0.5% 10/31/31 | 1,180,000.00 | 977,855.38 | |||
| SPGB 0.6% 10/31/29 | 970,000.00 | 855,584.62 | |||
| SPGB 0.7% 04/30/32 | 930,000.00 | 772,459.86 | |||
| SPGB 0.8% 07/30/27 | 1,190,000.00 | 1,112,929.65 | |||
| SPGB 0.8% 07/30/29 | 880,000.00 | 789,295.76 | |||
| SPGB 0.85% 07/30/37 | 640,000.00 | 459,452.16 | |||
| SPGB 0% 01/31/25 | 480,000.00 | 464,637.51 | |||
| SPGB 0% 01/31/26 | 1,070,000.00 | 1,011,263.42 | |||
| SPGB 0% 01/31/27 | 1,080,000.00 | 994,851.72 | |||
| SPGB 0% 01/31/28 | 1,280,000.00 | 1,147,481.60 | |||
| SPGB 0% 05/31/25 | 1,520,000.00 | 1,459,427.51 | |||
| SPGB 1.2% 10/31/40 | 950,000.00 | 660,460.90 | |||
| SPGB 1.25% 10/31/30 | 1,200,000.00 | 1,077,200.40 | |||
| SPGB 1.3% 10/31/26 | 1,460,000.00 | 1,403,662.98 | |||
| SPGB 1.4% 04/30/28 | 1,240,000.00 | 1,172,121.16 | |||
| SPGB 1.4% 07/30/28 | 1,630,000.00 | 1,535,971.82 | |||
| SPGB 1.45% 04/30/29 | 750,000.00 | 700,548.75 | |||
| SPGB 1.45% 10/31/27 | 1,330,000.00 | 1,268,061.60 | |||
| SPGB 1.45% 10/31/71 | 260,000.00 | 124,422.35 | |||
| SPGB 1.5% 04/30/27 | 1,290,000.00 | 1,239,514.56 | |||
| SPGB 1.6% 04/30/25 | 1,250,000.00 | 1,226,332.50 | |||
| SPGB 1.85% 07/30/35 | 1,190,000.00 | 1,023,275.05 | |||
| SPGB 1.9% 10/31/52 | 1,050,000.00 | 691,923.95 | |||
| SPGB 1.95% 04/30/26 | 1,340,000.00 | 1,314,109.86 | |||
| SPGB 1.95% 07/30/30 | 1,520,000.00 | 1,434,721.92 | |||
| SPGB 1% 07/30/42 | 480,000.00 | 308,654.40 | |||
| SPGB 1% 10/31/50 | 1,130,000.00 | 603,268.58 | |||
| SPGB 2.15% 10/31/25 | 1,650,000.00 | 1,629,277.65 | |||
| SPGB 2.35% 07/30/33 | 1,160,000.00 | 1,083,328.64 | |||
| SPGB 2.55% 10/31/32 | 1,480,000.00 | 1,417,877.00 | |||
| SPGB 2.7% 10/31/48 | 970,000.00 | 799,600.10 | |||
| SPGB 2.8% 05/31/26 | 330,000.00 | 329,566.38 | |||
| SPGB 2.9% 10/31/46 | 1,020,000.00 | 885,520.14 | |||
| SPGB 3.15% 04/30/33 | 980,000.00 | 978,775.00 | |||
| SPGB 3.25% 04/30/34 | 540,000.00 | 539,216.21 | |||
| SPGB 3.45% 07/30/43 | 580,000.00 | 555,102.34 | |||
| SPGB 3.45% 07/30/66 | 900,000.00 | 803,419.20 | |||
| SPGB 3.5% 05/31/29 | 150,000.00 | 154,747.50 | |||
| SPGB 3.55% 10/31/33 | 1,330,000.00 | 1,366,872.78 | |||
| SPGB 3.9% 07/30/39 | 540,000.00 | 556,598.52 | |||
| SPGB 4.2% 01/31/37 | 1,210,000.00 | 1,306,407.96 | |||
| SPGB 4.65% 07/30/25 | 1,410,000.00 | 1,441,944.96 | |||
| SPGB 4.7% 07/30/41 | 1,240,000.00 | 1,405,763.20 | |||
| SPGB 4.9% 07/30/40 | 1,080,000.00 | 1,244,970.00 | |||
| SPGB 5.15% 10/31/28 | 1,100,000.00 | 1,212,816.00 | |||
| SPGB 5.15% 10/31/44 | 790,000.00 | 948,813.14 | |||
| SPGB 5.75% 07/30/32 | 1,250,000.00 | 1,498,675.00 | |||
| SPGB 5.9% 07/30/26 | 1,360,000.00 | 1,457,721.44 | |||
| SPGB 6.0% 01/31/29 | 2,350,000.00 | 2,694,653.35 | |||
| ユーロ 小計 | 371,870,000.00 | 346,897,261.94 | |||
| (55,198,292,319) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 780,000.00 | 720,969.60 | ||
| UKT 0.125% 01/31/28 | 880,000.00 | 759,457.60 | |||
| UKT 0.25% 01/31/25 | 1,270,000.00 | 1,217,079.10 | |||
| UKT 0.25% 07/31/31 | 1,730,000.00 | 1,328,034.50 | |||
| UKT 0.375% 10/22/26 | 1,170,000.00 | 1,060,964.89 | |||
| UKT 0.375% 10/22/30 | 1,450,000.00 | 1,158,112.68 | |||
| UKT 0.5% 01/31/29 | 1,180,000.00 | 1,003,099.12 | |||
| UKT 0.5% 10/22/61 | 1,050,000.00 | 312,458.16 | |||
| UKT 0.625% 06/07/25 | 1,160,000.00 | 1,102,951.20 | |||
| UKT 0.625% 07/31/35 | 1,140,000.00 | 779,304.00 | |||
| UKT 0.625% 10/22/50 | 640,000.00 | 257,848.32 | |||
| UKT 0.875% 01/31/46 | 510,000.00 | 253,623.00 | |||
| UKT 0.875% 07/31/33 | 1,500,000.00 | 1,135,110.00 | |||
| UKT 0.875% 10/22/29 | 820,000.00 | 698,344.80 | |||
| UKT 1.125% 01/31/39 | 1,320,000.00 | 855,263.37 | |||
| UKT 1.125% 10/22/73 | 480,000.00 | 175,584.00 | |||
| UKT 1.25% 07/22/27 | 740,000.00 | 676,604.20 | |||
| UKT 1.25% 07/31/51 | 1,170,000.00 | 572,993.69 | |||
| UKT 1.25% 10/22/41 | 1,190,000.00 | 730,541.00 | |||
| UKT 1.5% 07/22/26 | 1,180,000.00 | 1,110,921.85 | |||
| UKT 1.5% 07/22/47 | 1,010,000.00 | 571,054.00 | |||
| UKT 1.5% 07/31/53 | 680,000.00 | 348,228.00 | |||
| UKT 1.625% 10/22/28 | 480,000.00 | 435,216.00 | |||
| UKT 1.625% 10/22/54 | 720,000.00 | 377,755.20 | |||
| UKT 1.625% 10/22/71 | 710,000.00 | 329,298.00 | |||
| UKT 1.75% 01/22/49 | 600,000.00 | 352,920.00 | |||
| UKT 1.75% 07/22/57 | 980,000.00 | 522,411.14 | |||
| UKT 1.75% 09/07/37 | 1,110,000.00 | 826,284.00 | |||
| UKT 1% 01/31/32 | 1,880,000.00 | 1,510,598.80 | |||
| UKT 2.5% 07/22/65 | 860,000.00 | 548,938.00 | |||
| UKT 2% 09/07/25 | 1,300,000.00 | 1,252,745.00 | |||
| UKT 3.25% 01/22/44 | 1,240,000.00 | 1,035,661.88 | |||
| UKT 3.25% 01/31/33 | 1,610,000.00 | 1,526,263.90 | |||
| UKT 3.5% 01/22/45 | 1,130,000.00 | 974,615.96 | |||
| UKT 3.5% 07/22/68 | 800,000.00 | 659,414.72 | |||
| UKT 3.5% 10/22/25 | 490,000.00 | 482,331.50 | |||
| UKT 3.75% 01/29/38 | 1,060,000.00 | 1,000,322.00 | |||
| UKT 3.75% 07/22/52 | 900,000.00 | 787,962.60 | |||
| UKT 3.75% 10/22/53 | 1,370,000.00 | 1,193,166.14 | |||
| UKT 4.125% 01/29/27 | 1,870,000.00 | 1,871,972.85 | |||
| UKT 4.25% 03/07/36 | 850,000.00 | 858,756.02 | |||
| UKT 4.25% 06/07/32 | 770,000.00 | 791,490.70 | |||
| UKT 4.25% 09/07/39 | 670,000.00 | 661,714.78 | |||
| UKT 4.25% 12/07/27 | 1,100,000.00 | 1,111,935.00 | |||
| UKT 4.25% 12/07/40 | 920,000.00 | 903,722.99 | |||
| UKT 4.25% 12/07/46 | 1,060,000.00 | 1,017,566.08 | |||
| UKT 4.25% 12/07/49 | 810,000.00 | 773,955.00 | |||
| UKT 4.25% 12/07/55 | 1,100,000.00 | 1,048,748.80 | |||
| UKT 4.375% 07/31/54 | 150,000.00 | 145,470.00 | |||
| UKT 4.5% 06/07/28 | 720,000.00 | 735,851.30 | |||
| UKT 4.5% 09/07/34 | 840,000.00 | 871,852.80 | |||
| UKT 4.5% 12/07/42 | 850,000.00 | 854,542.40 | |||
| UKT 4.625% 01/31/34 | 570,000.00 | 598,255.41 | |||
| UKT 4.75% 10/22/43 | 420,000.00 | 433,857.14 | |||
| UKT 4.75% 12/07/30 | 760,000.00 | 802,263.60 | |||
| UKT 4.75% 12/07/38 | 810,000.00 | 848,485.69 | |||
| UKT 4% 01/22/60 | 710,000.00 | 650,081.68 | |||
| UKT 4% 10/22/63 | 560,000.00 | 510,689.98 | |||
| UKT 5% 03/07/25 | 1,080,000.00 | 1,083,294.00 | |||
| UKT 6.0% 12/07/28 | 1,070,000.00 | 1,170,868.90 | |||
| イギリスポンド 小計 | 57,980,000.00 | 48,389,827.04 | |||
| (9,016,960,370) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 3,010,000.00 | 2,586,297.35 | ||
| SGB 0.75% 05/12/28 | 3,240,000.00 | 3,040,862.05 | |||
| SGB 0.75% 11/12/29 | 4,430,000.00 | 4,082,331.96 | |||
| SGB 1.75% 11/11/33 | 1,780,000.00 | 1,701,179.56 | |||
| SGB 1% 11/12/26 | 4,120,000.00 | 3,958,277.92 | |||
| SGB 2.25% 06/01/32 | 2,560,000.00 | 2,557,112.55 | |||
| SGB 2.5% 05/12/25 | 4,200,000.00 | 4,170,415.15 | |||
| SGB 3.5% 03/30/39 | 2,340,000.00 | 2,651,641.20 | |||
| スウェーデンクローナ 小計 | 25,680,000.00 | 24,748,117.74 | |||
| (348,453,497) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 2,370,000.00 | 2,003,787.60 | ||
| NGB 1.375% 08/19/30 | 3,280,000.00 | 2,865,788.48 | |||
| NGB 1.5% 02/19/26 | 2,620,000.00 | 2,505,513.86 | |||
| NGB 1.75% 02/17/27 | 2,420,000.00 | 2,291,812.60 | |||
| NGB 1.75% 03/13/25 | 2,960,000.00 | 2,884,253.60 | |||
| NGB 1.75% 09/06/29 | 2,310,000.00 | 2,102,920.05 | |||
| NGB 2.125% 05/18/32 | 1,630,000.00 | 1,458,938.02 | |||
| NGB 2% 04/26/28 | 2,510,000.00 | 2,357,689.18 | |||
| NGB 3.5% 10/06/42 | 1,200,000.00 | 1,201,554.00 | |||
| NGB 3% 08/15/33 | 1,950,000.00 | 1,849,131.56 | |||
| ノルウェークローネ 小計 | 23,250,000.00 | 21,521,388.95 | |||
| (300,653,803) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 2,880,000.00 | 1,540,785.60 | ||
| DGB 0.5% 11/15/27 | 3,770,000.00 | 3,519,638.07 | |||
| DGB 0.5% 11/15/29 | 3,400,000.00 | 3,069,044.34 | |||
| DGB 0% 11/15/31 | 3,330,000.00 | 2,781,913.08 | |||
| DGB 1.75% 11/15/25 | 2,610,000.00 | 2,567,767.59 | |||
| DGB 2.25% 11/15/33 | 1,670,000.00 | 1,643,452.67 | |||
| DGB 4.5% 11/15/39 | 5,390,000.00 | 6,716,150.21 | |||
| デンマーククローネ 小計 | 23,050,000.00 | 21,838,751.56 | |||
| (465,820,570) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 1,220,000.00 | 1,077,899.28 | ||
| POLGB 0.75% 04/25/25 | 1,830,000.00 | 1,740,904.62 | |||
| POLGB 1.25% 10/25/30 | 2,040,000.00 | 1,602,440.40 | |||
| POLGB 1.75% 04/25/32 | 2,940,000.00 | 2,276,747.76 | |||
| POLGB 2.5% 07/25/26 | 3,600,000.00 | 3,400,153.20 | |||
| POLGB 2.5% 07/25/27 | 2,010,000.00 | 1,855,344.57 | |||
| POLGB 2.75% 04/25/28 | 3,870,000.00 | 3,543,569.37 | |||
| POLGB 2.75% 10/25/29 | 4,370,000.00 | 3,872,331.29 | |||
| POLGB 3.25% 07/25/25 | 2,940,000.00 | 2,867,117.40 | |||
| POLGB 3.75% 05/25/27 | 300,000.00 | 288,969.00 | |||
| POLGB 5.75% 04/25/29 | 900,000.00 | 923,164.92 | |||
| POLGB 6% 10/25/33 | 920,000.00 | 968,029.52 | |||
| POLGB 7.5% 07/25/28 | 320,000.00 | 349,861.34 | |||
| ポーランドズロチ 小計 | 27,260,000.00 | 24,766,532.67 | |||
| (906,125,700) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/25 | 1,190,000.00 | 1,117,957.55 | ||
| ACGB 0.5% 09/21/26 | 1,030,000.00 | 948,705.09 | |||
| ACGB 1.25% 05/21/32 | 1,140,000.00 | 916,766.03 | |||
| ACGB 1.5% 06/21/31 | 1,190,000.00 | 1,003,368.20 | |||
| ACGB 1.75% 06/21/51 | 1,060,000.00 | 604,325.28 | |||
| ACGB 1.75% 11/21/32 | 1,380,000.00 | 1,143,594.98 | |||
| ACGB 1% 11/21/31 | 1,990,000.00 | 1,591,653.58 | |||
| ACGB 1% 12/21/30 | 1,480,000.00 | 1,221,081.42 | |||
| ACGB 2.25% 05/21/28 | 630,000.00 | 593,805.71 | |||
| ACGB 2.5% 05/21/30 | 620,000.00 | 572,810.53 | |||
| ACGB 2.75% 05/21/41 | 750,000.00 | 599,765.30 | |||
| ACGB 2.75% 06/21/35 | 630,000.00 | 548,835.27 | |||
| ACGB 2.75% 11/21/27 | 1,160,000.00 | 1,121,664.03 | |||
| ACGB 2.75% 11/21/28 | 770,000.00 | 736,973.27 | |||
| ACGB 2.75% 11/21/29 | 1,080,000.00 | 1,020,300.20 | |||
| ACGB 3.25% 04/21/25 | 1,040,000.00 | 1,031,608.01 | |||
| ACGB 3.25% 04/21/29 | 1,030,000.00 | 1,004,625.47 | |||
| ACGB 3.25% 06/21/39 | 580,000.00 | 509,291.05 | |||
| ACGB 3.5% 12/21/34 | 820,000.00 | 772,893.30 | |||
| ACGB 3.75% 04/21/37 | 780,000.00 | 739,986.51 | |||
| ACGB 3.75% 05/21/34 | 970,000.00 | 938,826.62 | |||
| ACGB 3% 03/21/47 | 780,000.00 | 613,323.14 | |||
| ACGB 3% 11/21/33 | 1,120,000.00 | 1,019,369.89 | |||
| ACGB 4.25% 04/21/26 | 1,200,000.00 | 1,212,973.20 | |||
| ACGB 4.5% 04/21/33 | 1,210,000.00 | 1,246,669.05 | |||
| ACGB 4.75% 04/21/27 | 1,080,000.00 | 1,114,544.01 | |||
| ACGB 4.75% 06/21/54 | 330,000.00 | 345,001.14 | |||
| オーストラリアドル 小計 | 27,040,000.00 | 24,290,717.83 | |||
| (2,345,025,899) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 490,000.00 | 410,582.17 | ||
| NZGB 0.5% 05/15/26 | 360,000.00 | 327,878.46 | |||
| NZGB 1.5% 05/15/31 | 460,000.00 | 373,816.71 | |||
| NZGB 1.75% 05/15/41 | 260,000.00 | 164,509.00 | |||
| NZGB 2.75% 04/15/25 | 490,000.00 | 476,550.07 | |||
| NZGB 2.75% 04/15/37 | 350,000.00 | 279,599.46 | |||
| NZGB 2.75% 05/15/51 | 350,000.00 | 236,173.63 | |||
| NZGB 2% 05/15/32 | 350,000.00 | 288,014.86 | |||
| NZGB 3.5% 04/14/33 | 640,000.00 | 586,440.88 | |||
| NZGB 3% 04/20/29 | 450,000.00 | 420,080.20 | |||
| NZGB 4.25% 05/15/34 | 270,000.00 | 260,698.77 | |||
| NZGB 4.5% 04/15/27 | 460,000.00 | 459,357.42 | |||
| NZGB 4.5% 05/15/30 | 260,000.00 | 260,034.00 | |||
| ニュージーランドドル 小計 | 5,190,000.00 | 4,543,735.63 | |||
| (409,754,079) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 320,000.00 | 305,512.00 | ||
| SIGB 1.25% 11/01/26 | 90,000.00 | 85,828.98 | |||
| SIGB 1.625% 07/01/31 | 390,000.00 | 355,011.07 | |||
| SIGB 1.875% 03/01/50 | 360,000.00 | 290,123.19 | |||
| SIGB 1.875% 10/01/51 | 270,000.00 | 221,236.65 | |||
| SIGB 2.125% 06/01/26 | 670,000.00 | 655,754.09 | |||
| SIGB 2.25% 08/01/36 | 330,000.00 | 304,274.39 | |||
| SIGB 2.375% 06/01/25 | 430,000.00 | 424,612.37 | |||
| SIGB 2.375% 07/01/39 | 230,000.00 | 212,913.30 | |||
| SIGB 2.625% 05/01/28 | 280,000.00 | 276,613.95 | |||
| SIGB 2.625% 08/01/32 | 180,000.00 | 175,118.76 | |||
| SIGB 2.75% 03/01/46 | 410,000.00 | 394,245.00 | |||
| SIGB 2.75% 04/01/42 | 300,000.00 | 291,610.50 | |||
| SIGB 2.875% 07/01/29 | 530,000.00 | 527,733.72 | |||
| SIGB 2.875% 08/01/28 | 80,000.00 | 79,950.00 | |||
| SIGB 2.875% 09/01/27 | 80,000.00 | 79,826.59 | |||
| SIGB 2.875% 09/01/30 | 460,000.00 | 457,197.24 | |||
| SIGB 3.375% 09/01/33 | 400,000.00 | 413,058.00 | |||
| SIGB 3.5% 03/01/27 | 580,000.00 | 588,748.19 | |||
| SIGB 3% 08/01/72 | 270,000.00 | 278,240.18 | |||
| シンガポールドル 小計 | 6,660,000.00 | 6,417,608.17 | |||
| (706,257,779) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 790,000.00 | 735,160.00 | ||
| MGS 3.502% 05/31/27 | 920,000.00 | 921,484.97 | |||
| MGS 3.582% 07/15/32 | 320,000.00 | 314,717.49 | |||
| MGS 3.733% 06/15/28 | 1,180,000.00 | 1,187,438.13 | |||
| MGS 3.757% 05/22/40 | 1,110,000.00 | 1,072,842.05 | |||
| MGS 3.828% 07/05/34 | 250,000.00 | 250,805.17 | |||
| MGS 3.844% 04/15/33 | 860,000.00 | 861,933.45 | |||
| MGS 3.882% 03/14/25 | 1,240,000.00 | 1,247,694.44 | |||
| MGS 3.885% 08/15/29 | 1,890,000.00 | 1,915,472.85 | |||
| MGS 3.892% 03/15/27 | 300,000.00 | 303,546.24 | |||
| MGS 3.899% 11/16/27 | 1,820,000.00 | 1,844,984.41 | |||
| MGS 3.9% 11/30/26 | 1,140,000.00 | 1,154,538.64 | |||
| MGS 3.906% 07/15/26 | 750,000.00 | 758,612.47 | |||
| MGS 3.955% 09/15/25 | 1,100,000.00 | 1,109,657.01 | |||
| MGS 4.065% 06/15/50 | 1,340,000.00 | 1,320,711.15 | |||
| MGS 4.232% 06/30/31 | 1,330,000.00 | 1,374,082.97 | |||
| MGS 4.254% 05/31/35 | 1,480,000.00 | 1,526,780.58 | |||
| MGS 4.392% 04/15/26 | 380,000.00 | 387,463.69 | |||
| MGS 4.457% 03/31/53 | 490,000.00 | 510,186.13 | |||
| MGS 4.498% 04/15/30 | 1,040,000.00 | 1,083,712.13 | |||
| MGS 4.642% 11/07/33 | 1,160,000.00 | 1,237,417.00 | |||
| MGS 4.696% 10/15/42 | 780,000.00 | 843,418.52 | |||
| MGS 4.736% 03/15/46 | 640,000.00 | 695,090.49 | |||
| MGS 4.762% 04/07/37 | 1,160,000.00 | 1,254,009.64 | |||
| MGS 4.893% 06/08/38 | 1,490,000.00 | 1,634,867.93 | |||
| MGS 4.921% 07/06/48 | 1,170,000.00 | 1,304,454.41 | |||
| MGS 4.935% 09/30/43 | 820,000.00 | 909,889.30 | |||
| マレーシアリンギット 小計 | 26,950,000.00 | 27,760,971.26 | |||
| (862,039,231) | |||||
| イスラエルシェケル | ILGOV 0.5% 02/27/26 | 350,000.00 | 327,963.19 | ||
| ILGOV 0.5% 04/30/25 | 1,240,000.00 | 1,191,978.88 | |||
| ILGOV 1.3% 04/30/32 | 1,310,000.00 | 1,051,956.97 | |||
| ILGOV 1.5% 05/31/37 | 1,230,000.00 | 865,850.87 | |||
| ILGOV 1.75% 08/31/25 | 1,290,000.00 | 1,250,627.65 | |||
| ILGOV 1% 03/31/30 | 2,160,000.00 | 1,813,049.34 | |||
| ILGOV 2.25% 09/28/28 | 1,320,000.00 | 1,231,262.60 | |||
| ILGOV 2.8% 11/29/52 | 440,000.00 | 304,680.98 | |||
| ILGOV 2% 03/31/27 | 1,290,000.00 | 1,224,144.59 | |||
| ILGOV 3.75% 02/28/29 | 570,000.00 | 566,090.81 | |||
| ILGOV 3.75% 03/31/47 | 1,440,000.00 | 1,245,517.20 | |||
| ILGOV 5.5% 01/31/42 | 1,060,000.00 | 1,177,919.91 | |||
| ILGOV 6.25% 10/30/26 | 1,550,000.00 | 1,649,351.90 | |||
| イスラエルシェケル 小計 | 15,250,000.00 | 13,900,394.89 | |||
| (564,186,447) | |||||
| オフショア人民元 | CGB 1.99% 04/09/25 | 53,260,000.00 | 53,205,300.38 | ||
| CGB 2.18% 08/15/26 | 23,000,000.00 | 23,000,078.20 | |||
| CGB 2.22% 09/25/25 | 12,250,000.00 | 12,259,537.85 | |||
| CGB 2.24% 05/25/25 | 23,400,000.00 | 23,459,541.30 | |||
| CGB 2.28% 11/25/25 | 23,020,000.00 | 23,080,466.63 | |||
| CGB 2.3% 05/15/26 | 12,000,000.00 | 12,019,488.00 | |||
| CGB 2.37% 01/20/27 | 19,900,000.00 | 20,025,471.49 | |||
| CGB 2.39% 11/15/26 | 14,500,000.00 | 14,591,178.90 | |||
| CGB 2.4% 07/15/28 | 17,600,000.00 | 17,665,734.24 | |||
| CGB 2.44% 10/15/27 | 7,000,000.00 | 7,034,416.20 | |||
| CGB 2.48% 04/15/27 | 18,380,000.00 | 18,503,548.52 | |||
| CGB 2.48% 09/25/28 | 10,800,000.00 | 10,896,785.28 | |||
| CGB 2.5% 07/25/27 | 26,400,000.00 | 26,569,807.44 | |||
| CGB 2.52% 08/25/33 | 13,400,000.00 | 13,457,007.62 | |||
| CGB 2.54% 12/25/30 | 10,000,000.00 | 10,060,758.00 | |||
| CGB 2.55% 10/15/28 | 13,800,000.00 | 13,972,782.90 | |||
| CGB 2.6% 09/01/32 | 14,750,000.00 | 14,851,401.82 | |||
| CGB 2.6% 09/15/30 | 12,500,000.00 | 12,610,898.75 | |||
| CGB 2.62% 06/25/30 | 13,000,000.00 | 13,126,913.80 | |||
| CGB 2.62% 09/25/29 | 20,000,000.00 | 20,269,214.00 | |||
| CGB 2.67% 05/25/33 | 6,400,000.00 | 6,482,643.84 | |||
| CGB 2.67% 11/25/33 | 12,000,000.00 | 12,237,416.40 | |||
| CGB 2.68% 05/21/30 | 21,550,000.00 | 21,907,148.15 | |||
| CGB 2.69% 08/12/26 | 28,920,000.00 | 29,303,797.32 | |||
| CGB 2.69% 08/15/32 | 12,700,000.00 | 12,902,167.49 | |||
| CGB 2.75% 06/15/29 | 12,000,000.00 | 12,236,907.60 | |||
| CGB 2.79% 12/15/29 | 9,740,000.00 | 9,954,636.48 | |||
| CGB 2.8% 03/24/29 | 15,770,000.00 | 16,121,730.92 | |||
| CGB 2.8% 03/25/30 | 5,000,000.00 | 5,110,877.00 | |||
| CGB 2.8% 11/15/32 | 6,000,000.00 | 6,139,230.60 | |||
| CGB 2.85% 06/04/27 | 11,760,000.00 | 12,001,283.44 | |||
| CGB 2.88% 02/25/33 | 5,100,000.00 | 5,259,754.44 | |||
| CGB 2.89% 11/18/31 | 22,500,000.00 | 23,156,241.75 | |||
| CGB 2.91% 10/14/28 | 20,300,000.00 | 20,873,686.12 | |||
| CGB 3.01% 05/13/28 | 15,960,000.00 | 16,438,045.09 | |||
| CGB 3.02% 05/27/31 | 14,720,000.00 | 15,270,870.97 | |||
| CGB 3.03% 03/11/26 | 22,150,000.00 | 22,590,189.16 | |||
| CGB 3.12% 10/25/52 | 8,200,000.00 | 8,827,864.98 | |||
| CGB 3.19% 04/15/53 | 4,600,000.00 | 5,106,530.38 | |||
| CGB 3.27% 11/19/30 | 5,930,000.00 | 6,256,810.60 | |||
| CGB 3.28% 12/03/27 | 11,140,000.00 | 11,615,236.85 | |||
| CGB 3.32% 04/15/52 | 4,390,000.00 | 4,901,141.74 | |||
| CGB 3.39% 03/16/50 | 11,760,000.00 | 13,253,441.20 | |||
| CGB 3.53% 10/18/51 | 6,510,000.00 | 7,547,804.67 | |||
| CGB 3.72% 04/12/51 | 6,850,000.00 | 8,144,097.89 | |||
| CGB 3.81% 09/14/50 | 8,230,000.00 | 9,959,623.38 | |||
| CGB 3.86% 07/22/49 | 5,810,000.00 | 7,052,607.94 | |||
| CGB 3% 10/15/53 | 5,500,000.00 | 5,899,671.25 | |||
| CGB 4.08% 10/22/48 | 8,080,000.00 | 10,121,940.43 | |||
| オフショア人民元 小計 | 688,530,000.00 | 707,333,729.40 | |||
| (14,532,100,737) | |||||
| 合計 | 172,894,124,454 | ||||
| (172,894,124,454) | |||||
| 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 | 200銘柄 | 100.0% | 47.6% |
| カナダドル | 国債証券 | 34銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.9% |
| ユーロ | 国債証券 | 355銘柄 | 100.0% | 31.9% |
| イギリスポンド | 国債証券 | 60銘柄 | 100.0% | 5.2% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.2% |
| ノルウェークローネ | 国債証券 | 10銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 7銘柄 | 100.0% | 0.3% |
| ポーランドズロチ | 国債証券 | 13銘柄 | 100.0% | 0.5% |
| オーストラリアドル | 国債証券 | 27銘柄 | 100.0% | 1.4% |
| ニュージーランドドル | 国債証券 | 13銘柄 | 100.0% | 0.2% |
| シンガポールドル | 国債証券 | 20銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 27銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 13銘柄 | 100.0% | 0.3% |
| オフショア人民元 | 国債証券 | 49銘柄 | 100.0% | 8.4% |
| (注)時価比率は、通貨ごとの有価証券の合計金額に対する比率であります。 |
| 第2 信用取引契約残高明細表 |
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
| 注記表(デリバティブ取引に関する注記)に記載したとおりであります。 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
