有価証券報告書(内国投資信託受益証券)-第17期(2022/02/22-2023/02/21)
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
| 2023年 2月21日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 314,086,804 |
| コール・ローン | 1,827,956,077 |
| 国債証券 | 148,104,169,044 |
| 派生商品評価勘定 | 33,024,263 |
| 未収入金 | 2,440,578 |
| 未収利息 | 934,148,624 |
| 前払金 | 28,052,968 |
| 前払費用 | 65,991,906 |
| 差入委託証拠金 | 87,730,605 |
| 流動資産合計 | 151,397,600,869 |
| 資産合計 | 151,397,600,869 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 28,075,456 |
| 未払解約金 | 115,261,967 |
| 未払利息 | 604 |
| 流動負債合計 | 143,338,027 |
| 負債合計 | 143,338,027 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 57,796,068,029 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 93,458,194,813 |
| 元本等合計 | 151,254,262,842 |
| 純資産合計 | 151,254,262,842 |
| 負債純資産合計 | 151,397,600,869 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2023年 2月21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) |
| 2023年 2月21日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 57,796,068,029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 | 2.6170円 |
| (1万口当たり純資産額) | (26,170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 |
| 2023年 2月21日現在 | |
| 1.金融商品に対する取組方針 | 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。 |
| 2.金融商品の内容及びそのリスク | 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 これらは、価格変動リスク、金利変動リスク、為替変動リスク等の市場リスク、信用リスク、流動性リスク等に晒されております。 また、当ファンドは、ファンド運用の効率化を図ることを目的として債券先物取引及び為替予約取引を行っております。債券先物取引に係る主要なリスクは、債券価格の変動による価格変動リスクであります。為替予約取引に係る主要なリスクは、為替相場の変動による価格変動リスク及び取引相手の信用状況の変動により損失が発生する信用リスクであります。 |
| 3.金融商品に係るリスク管理体制 | 運用部門から独立した運用監理部が、運用に関するリスク管理(流動性リスク管理等を含む)と法令等遵守状況のモニタリングを担当し、毎月開催される運用・リスク委員会等に報告します。 |
| 2.金融商品の時価等に関する事項 |
| 2023年 2月21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 | 2023年 2月21日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2022年 2月22日 |
| 期首元本額 | 56,823,232,074円 |
| 期中追加設定元本額 | 6,545,636,885円 |
| 期中一部解約元本額 | 5,572,800,930円 |
| 期末元本額 | 57,796,068,029円 |
| 期末元本額の内訳 | |
| 外国債券インデックスファンド | 1,960,480,143円 |
| DC外国債券インデックスファンド | 1,898,326,607円 |
| DC外国債券インデックスファンドL | 14,591,400,227円 |
| DCバランスファンド30 | 946,814,641円 |
| DCバランスファンド50 | 1,031,591,457円 |
| DCバランスファンド70 | 236,338,554円 |
| グローバル・インデックス・バランス・ファンド | 483,973,366円 |
| 外国債券インデックスe | 1,030,173,188円 |
| インデックスコレクション(外国債券) | 9,236,953,849円 |
| インデックスコレクション(バランス株式30) | 5,021,682,310円 |
| インデックスコレクション(バランス株式50) | 969,657,767円 |
| インデックスコレクション(バランス株式70) | 318,559,562円 |
| 私募外国債券パッシブファンド(適格機関投資家専用) | 4,956,244,496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) | 2,965,282,244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) | 351,636,729円 |
| バランスVA30(適格機関投資家専用) | 74,916,973円 |
| バランスVA50(適格機関投資家専用) | 369,028,551円 |
| VAバランスファンド(株25/100)(適格機関投資家専用) | 232,593,690円 |
| VAバランスファンド(株50/100)(適格機関投資家専用) | 171,173,388円 |
| VAバランスファンド(株60/100)(適格機関投資家専用) | 101,962,174円 |
| バランスVA25(適格機関投資家専用) | 1,150,067,728円 |
| バランスVA37.5(適格機関投資家専用) | 515,396,981円 |
| バランスVA50L(適格機関投資家専用) | 5,460,249,626円 |
| バランスVA75(適格機関投資家専用) | 293,020,137円 |
| VAバランスファンド(株40/100)(適格機関投資家専用) | 173,421,103円 |
| VAポートフォリオ40(適格機関投資家専用) | 1,400,576,214円 |
| VAポートフォリオ20(適格機関投資家専用) | 74,877,861円 |
| バランスVA40(適格機関投資家専用) | 167,922,609円 |
| VAバランスファンド2(株40/100)(適格機関投資家専用) | 81,229,025円 |
| VAバランス50-50(適格機関投資家専用) | 43,950,779円 |
| VAファンド25(適格機関投資家専用) | 53,739,220円 |
| バランスVA25L(適格機関投資家専用) | 200,749,064円 |
| 世界バランスVA25(適格機関投資家専用) | 62,391,221円 |
| VAバランス20-80(適格機関投資家専用) | 1,157,871,033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) | 11,815,512円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2023年 2月21日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | △1,922,815,219 |
| 合計 | △1,922,815,219 |
| (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 |
| (2023年 2月21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 | 1,588,994,663 | - | 1,560,941,695 | △28,052,968 | |
| 合計 | 1,588,994,663 | - | 1,560,941,695 | △28,052,968 | |
| (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 |
| (2023年 2月21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 | 1,710,867,522 | - | 1,743,869,297 | 33,001,775 | |
| アメリカドル | 907,330,733 | - | 925,372,689 | 18,041,956 | |
| カナダドル | 60,963,601 | - | 61,701,966 | 738,365 | |
| ユーロ | 581,392,989 | - | 592,909,272 | 11,516,283 | |
| イギリスポンド | 87,019,515 | - | 88,672,540 | 1,653,025 | |
| オフショア人民元 | 74,160,684 | - | 75,212,830 | 1,052,146 | |
| 合計 | 1,710,867,522 | - | 1,743,869,297 | 33,001,775 | |
| (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% 03/15/24 | 4,500,000.00 | 4,279,088.38 | |
| T 0.25% 05/15/24 | 5,070,000.00 | 4,786,396.87 | |||
| T 0.25% 05/31/25 | 1,180,000.00 | 1,072,785.93 | |||
| T 0.25% 06/15/24 | 10,610,000.00 | 9,979,202.39 | |||
| T 0.25% 06/30/25 | 4,310,000.00 | 3,911,493.34 | |||
| T 0.25% 07/31/25 | 2,200,000.00 | 1,990,140.63 | |||
| T 0.25% 09/30/25 | 3,290,000.00 | 2,962,285.13 | |||
| T 0.375% 01/31/26 | 1,700,000.00 | 1,517,250.00 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,316,250.00 | |||
| T 0.375% 07/31/27 | 4,000,000.00 | 3,402,656.24 | |||
| T 0.375% 08/15/24 | 5,500,000.00 | 5,149,482.41 | |||
| T 0.375% 09/15/24 | 4,600,000.00 | 4,294,710.92 | |||
| T 0.375% 09/30/27 | 4,000,000.00 | 3,386,406.24 | |||
| T 0.375% 11/30/25 | 3,770,000.00 | 3,383,133.19 | |||
| T 0.5% 02/28/26 | 3,500,000.00 | 3,126,484.37 | |||
| T 0.5% 03/31/25 | 4,000,000.00 | 3,678,750.00 | |||
| T 0.5% 04/30/27 | 2,000,000.00 | 1,724,531.24 | |||
| T 0.5% 05/31/27 | 5,500,000.00 | 4,728,066.42 | |||
| T 0.5% 06/30/27 | 2,500,000.00 | 2,144,335.95 | |||
| T 0.5% 08/31/27 | 1,100,000.00 | 938,996.09 | |||
| T 0.5% 10/31/27 | 1,580,000.00 | 1,341,950.78 | |||
| T 0.625% 03/31/27 | 3,400,000.00 | 2,955,609.39 | |||
| T 0.625% 05/15/30 | 7,400,000.00 | 5,901,500.00 | |||
| T 0.625% 07/31/26 | 4,000,000.00 | 3,541,562.48 | |||
| T 0.625% 08/15/30 | 9,130,000.00 | 7,240,518.01 | |||
| T 0.625% 10/15/24 | 3,250,000.00 | 3,038,496.11 | |||
| T 0.625% 11/30/27 | 3,700,000.00 | 3,154,972.64 | |||
| T 0.625% 12/31/27 | 3,000,000.00 | 2,551,640.64 | |||
| T 0.75% 01/31/28 | 3,500,000.00 | 2,989,082.04 | |||
| T 0.75% 03/31/26 | 2,750,000.00 | 2,472,636.70 | |||
| T 0.75% 04/30/26 | 3,500,000.00 | 3,135,781.25 | |||
| T 0.75% 08/31/26 | 3,000,000.00 | 2,661,210.93 | |||
| T 0.75% 11/15/24 | 5,230,000.00 | 4,885,044.73 | |||
| T 0.875% 09/30/26 | 5,000,000.00 | 4,445,898.45 | |||
| T 0.875% 11/15/30 | 6,160,000.00 | 4,962,890.60 | |||
| T 1.125% 01/15/25 | 5,830,000.00 | 5,459,931.65 | |||
| T 1.125% 02/15/31 | 5,600,000.00 | 4,592,656.26 | |||
| T 1.125% 05/15/40 | 1,550,000.00 | 995,511.71 | |||
| T 1.125% 08/15/40 | 4,000,000.00 | 2,553,125.00 | |||
| T 1.125% 08/31/28 | 4,000,000.00 | 3,433,750.00 | |||
| T 1.125% 10/31/26 | 7,850,000.00 | 7,030,043.00 | |||
| T 1.25% 03/31/28 | 5,300,000.00 | 4,624,871.10 | |||
| T 1.25% 05/15/50 | 5,120,000.00 | 2,859,100.00 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,216,250.00 | |||
| T 1.25% 06/30/28 | 1,000,000.00 | 867,890.62 | |||
| T 1.25% 08/15/31 | 6,550,000.00 | 5,351,554.68 | |||
| T 1.25% 09/30/28 | 3,800,000.00 | 3,278,390.64 | |||
| T 1.25% 11/30/26 | 3,000,000.00 | 2,694,257.82 | |||
| T 1.25% 12/31/26 | 5,500,000.00 | 4,932,167.95 | |||
| T 1.375% 08/15/50 | 2,300,000.00 | 1,326,857.41 | |||
| T 1.375% 10/31/28 | 1,700,000.00 | 1,474,417.97 | |||
| T 1.375% 11/15/31 | 12,110,000.00 | 9,933,511.35 | |||
| T 1.375% 11/15/40 | 4,650,000.00 | 3,095,519.50 | |||
| T 1.5% 02/15/30 | 1,820,000.00 | 1,559,157.03 | |||
| T 1.5% 08/15/26 | 5,300,000.00 | 4,836,457.01 | |||
| T 1.5% 09/30/24 | 3,000,000.00 | 2,848,476.57 | |||
| T 1.5% 11/30/28 | 5,550,000.00 | 4,841,074.19 | |||
| T 1.625% 02/15/26 | 5,750,000.00 | 5,321,220.71 | |||
| T 1.625% 05/15/26 | 5,400,000.00 | 4,972,851.57 | |||
| T 1.625% 05/15/31 | 4,690,000.00 | 3,973,309.37 | |||
| T 1.625% 08/15/29 | 2,260,000.00 | 1,969,201.55 | |||
| T 1.625% 09/30/26 | 2,150,000.00 | 1,966,830.08 | |||
| T 1.625% 11/15/50 | 5,400,000.00 | 3,329,648.42 | |||
| T 1.625% 11/30/26 | 3,030,000.00 | 2,764,164.82 | |||
| T 1.75% 01/31/29 | 2,500,000.00 | 2,205,859.37 | |||
| T 1.75% 06/30/24 | 2,000,000.00 | 1,916,992.18 | |||
| T 1.75% 08/15/41 | 4,800,000.00 | 3,365,906.25 | |||
| T 1.75% 11/15/29 | 3,220,000.00 | 2,824,669.52 | |||
| T 1.75% 12/31/26 | 4,300,000.00 | 3,936,347.66 | |||
| T 1.875% 02/15/32 | 6,200,000.00 | 5,291,312.50 | |||
| T 1.875% 02/15/41 | 4,750,000.00 | 3,439,667.94 | |||
| T 1.875% 02/15/51 | 4,500,000.00 | 2,955,937.50 | |||
| T 1.875% 02/28/27 | 3,000,000.00 | 2,748,105.48 | |||
| T 1.875% 02/28/29 | 1,900,000.00 | 1,688,328.12 | |||
| T 1.875% 06/30/26 | 3,980,000.00 | 3,692,071.87 | |||
| T 1.875% 07/31/26 | 1,800,000.00 | 1,666,687.50 | |||
| T 1.875% 11/15/51 | 3,400,000.00 | 2,222,550.79 | |||
| T 1% 07/31/28 | 2,000,000.00 | 1,707,890.62 | |||
| T 1% 12/15/24 | 3,070,000.00 | 2,873,268.16 | |||
| T 2.125% 02/29/24 | 5,450,000.00 | 5,292,083.84 | |||
| T 2.125% 03/31/24 | 1,200,000.00 | 1,163,039.06 | |||
| T 2.125% 05/15/25 | 3,850,000.00 | 3,655,996.11 | |||
| T 2.125% 07/31/24 | 1,500,000.00 | 1,442,578.12 | |||
| T 2.125% 09/30/24 | 2,200,000.00 | 2,109,980.46 | |||
| T 2.125% 11/30/24 | 1,400,000.00 | 1,338,722.65 | |||
| T 2.25% 01/31/24 | 2,500,000.00 | 2,435,853.55 | |||
| T 2.25% 02/15/27 | 3,900,000.00 | 3,630,808.58 | |||
| T 2.25% 02/15/52 | 2,410,000.00 | 1,727,668.75 | |||
| T 2.25% 03/31/24 | 7,300,000.00 | 7,083,708.95 | |||
| T 2.25% 03/31/26 | 1,500,000.00 | 1,412,929.68 | |||
| T 2.25% 04/30/24 | 2,600,000.00 | 2,517,886.72 | |||
| T 2.25% 05/15/41 | 1,600,000.00 | 1,230,656.25 | |||
| T 2.25% 08/15/27 | 2,320,000.00 | 2,146,725.00 | |||
| T 2.25% 08/15/46 | 2,180,000.00 | 1,590,292.97 | |||
| T 2.25% 08/15/49 | 4,110,000.00 | 2,973,649.19 | |||
| T 2.25% 10/31/24 | 2,500,000.00 | 2,397,949.22 | |||
| T 2.25% 11/15/24 | 5,000,000.00 | 4,795,800.80 | |||
| T 2.25% 11/15/25 | 5,500,000.00 | 5,202,226.59 | |||
| T 2.25% 11/15/27 | 5,260,000.00 | 4,852,350.00 | |||
| T 2.25% 12/31/24 | 2,900,000.00 | 2,775,503.89 | |||
| T 2.375% 02/15/42 | 1,350,000.00 | 1,051,312.50 | |||
| T 2.375% 02/29/24 | 4,280,000.00 | 4,166,852.72 | |||
| T 2.375% 03/31/29 | 1,400,000.00 | 1,277,937.50 | |||
| T 2.375% 04/30/26 | 1,820,000.00 | 1,719,046.87 | |||
| T 2.375% 05/15/27 | 3,600,000.00 | 3,356,156.23 | |||
| T 2.375% 05/15/29 | 3,890,000.00 | 3,546,737.88 | |||
| T 2.375% 05/15/51 | 1,980,000.00 | 1,462,492.96 | |||
| T 2.375% 08/15/24 | 5,460,000.00 | 5,264,634.37 | |||
| T 2.375% 11/15/49 | 2,010,000.00 | 1,493,916.80 | |||
| T 2.5% 01/31/25 | 4,000,000.00 | 3,843,593.76 | |||
| T 2.5% 02/15/45 | 2,150,000.00 | 1,662,050.79 | |||
| T 2.5% 02/15/46 | 2,250,000.00 | 1,729,599.61 | |||
| T 2.5% 02/28/26 | 650,000.00 | 617,131.83 | |||
| T 2.5% 05/15/24 | 3,700,000.00 | 3,590,878.89 | |||
| T 2.5% 05/15/46 | 1,810,000.00 | 1,390,376.94 | |||
| T 2.625% 01/31/26 | 1,350,000.00 | 1,288,300.78 | |||
| T 2.625% 02/15/29 | 6,900,000.00 | 6,398,671.87 | |||
| T 2.625% 03/31/25 | 2,500,000.00 | 2,403,906.25 | |||
| T 2.75% 02/15/24 | 3,900,000.00 | 3,813,650.41 | |||
| T 2.75% 02/15/28 | 4,670,000.00 | 4,400,562.90 | |||
| T 2.75% 05/31/29 | 6,000,000.00 | 5,590,546.86 | |||
| T 2.75% 06/30/25 | 2,000,000.00 | 1,923,515.62 | |||
| T 2.75% 08/15/32 | 2,280,000.00 | 2,086,912.50 | |||
| T 2.75% 08/15/42 | 2,330,000.00 | 1,921,430.86 | |||
| T 2.75% 08/15/47 | 1,150,000.00 | 922,919.91 | |||
| T 2.75% 08/31/25 | 5,000,000.00 | 4,801,367.20 | |||
| T 2.75% 11/15/42 | 1,650,000.00 | 1,357,189.44 | |||
| T 2.75% 11/15/47 | 1,400,000.00 | 1,123,828.13 | |||
| T 2.875% 04/30/25 | 10,770,000.00 | 10,398,939.89 | |||
| T 2.875% 05/15/28 | 4,460,000.00 | 4,217,574.60 | |||
| T 2.875% 05/15/32 | 4,500,000.00 | 4,168,476.54 | |||
| T 2.875% 05/15/43 | 1,050,000.00 | 879,210.93 | |||
| T 2.875% 05/15/49 | 4,400,000.00 | 3,631,031.27 | |||
| T 2.875% 05/15/52 | 3,000,000.00 | 2,470,898.43 | |||
| T 2.875% 07/31/25 | 500,000.00 | 482,148.44 | |||
| T 2.875% 08/15/28 | 10,200,000.00 | 9,627,445.33 | |||
| T 2.875% 08/15/45 | 1,480,000.00 | 1,221,635.94 | |||
| T 2% 02/15/25 | 6,050,000.00 | 5,753,644.50 | |||
| T 2% 02/15/50 | 3,370,000.00 | 2,297,392.18 | |||
| T 2% 04/30/24 | 3,000,000.00 | 2,896,816.41 | |||
| T 2% 05/31/24 | 1,500,000.00 | 1,445,273.43 | |||
| T 2% 06/30/24 | 1,000,000.00 | 961,367.19 | |||
| T 2% 08/15/25 | 3,750,000.00 | 3,538,037.10 | |||
| T 2% 08/15/51 | 6,940,000.00 | 4,687,753.12 | |||
| T 2% 11/15/26 | 2,700,000.00 | 2,496,550.78 | |||
| T 2% 11/15/41 | 4,140,000.00 | 3,026,728.12 | |||
| T 3.125% 02/15/42 | 1,000,000.00 | 880,898.44 | |||
| T 3.125% 02/15/43 | 1,100,000.00 | 960,265.62 | |||
| T 3.125% 05/15/48 | 1,400,000.00 | 1,205,968.75 | |||
| T 3.125% 08/15/44 | 1,550,000.00 | 1,341,355.46 | |||
| T 3.125% 08/31/29 | 4,300,000.00 | 4,091,886.70 | |||
| T 3.125% 11/15/28 | 3,960,000.00 | 3,780,871.85 | |||
| T 3.125% 11/15/41 | 870,000.00 | 769,032.41 | |||
| T 3.25% 05/15/42 | 1,500,000.00 | 1,342,207.03 | |||
| T 3.25% 06/30/27 | 4,850,000.00 | 4,683,754.90 | |||
| T 3.375% 05/15/44 | 1,200,000.00 | 1,082,765.62 | |||
| T 3.375% 11/15/48 | 1,000,000.00 | 903,320.31 | |||
| T 3.5% 02/15/39 | 900,000.00 | 859,693.35 | |||
| T 3.625% 02/15/44 | 1,600,000.00 | 1,502,375.00 | |||
| T 3.625% 08/15/43 | 1,600,000.00 | 1,506,875.00 | |||
| T 3.75% 08/15/41 | 1,100,000.00 | 1,067,988.28 | |||
| T 3.75% 11/15/43 | 900,000.00 | 862,382.80 | |||
| T 3.875% 08/15/40 | 680,000.00 | 675,457.81 | |||
| T 3.875% 09/30/29 | 1,050,000.00 | 1,043,724.61 | |||
| T 3% 02/15/47 | 2,400,000.00 | 2,019,187.48 | |||
| T 3% 02/15/48 | 3,100,000.00 | 2,608,117.17 | |||
| T 3% 02/15/49 | 1,940,000.00 | 1,639,224.22 | |||
| T 3% 05/15/42 | 1,100,000.00 | 947,460.93 | |||
| T 3% 05/15/45 | 600,000.00 | 506,765.62 | |||
| T 3% 05/15/47 | 1,300,000.00 | 1,093,421.87 | |||
| T 3% 08/15/48 | 3,060,000.00 | 2,576,974.22 | |||
| T 3% 08/15/52 | 2,570,000.00 | 2,172,854.68 | |||
| T 3% 09/30/25 | 3,660,000.00 | 3,532,614.83 | |||
| T 3% 10/31/25 | 1,000,000.00 | 965,019.53 | |||
| T 3% 11/15/44 | 1,550,000.00 | 1,312,292.96 | |||
| T 4.25% 05/15/39 | 850,000.00 | 887,519.52 | |||
| T 4.25% 11/15/40 | 900,000.00 | 937,089.84 | |||
| T 4.375% 02/15/38 | 500,000.00 | 530,537.11 | |||
| T 4.375% 05/15/40 | 750,000.00 | 792,363.28 | |||
| T 4.375% 05/15/41 | 550,000.00 | 581,689.45 | |||
| T 4.375% 11/15/39 | 650,000.00 | 688,593.75 | |||
| T 4.5% 02/15/36 | 600,000.00 | 647,425.78 | |||
| T 4.5% 05/15/38 | 970,000.00 | 1,042,257.42 | |||
| T 4.5% 08/15/39 | 750,000.00 | 805,927.73 | |||
| T 4.5% 11/15/25 | 4,350,000.00 | 4,363,508.79 | |||
| T 4.625% 02/15/40 | 700,000.00 | 763,765.62 | |||
| T 4.75% 02/15/41 | 750,000.00 | 831,035.16 | |||
| T 4% 11/15/52 | 1,000,000.00 | 1,024,062.50 | |||
| T 4% 12/15/25 | 5,000,000.00 | 4,957,617.20 | |||
| T 5.0% 05/15/37 | 650,000.00 | 735,299.80 | |||
| T 5.25% 11/15/28 | 900,000.00 | 957,515.62 | |||
| T 5.375% 02/15/31 | 750,000.00 | 826,333.00 | |||
| T 6.0% 02/15/26 | 600,000.00 | 628,289.06 | |||
| T 6.125% 11/15/27 | 1,050,000.00 | 1,142,203.12 | |||
| T 6.25% 05/15/30 | 720,000.00 | 825,243.75 | |||
| アメリカドル 小計 | 624,860,000.00 | 551,774,925.84 | |||
| (74,114,408,038) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 890,000.00 | 802,426.67 | ||
| CAN 0.25% 04/01/24 | 990,000.00 | 945,128.25 | |||
| CAN 0.5% 09/01/25 | 1,590,000.00 | 1,461,612.27 | |||
| CAN 0.5% 12/01/30 | 2,320,000.00 | 1,879,807.84 | |||
| CAN 0.75% 02/01/24 | 430,000.00 | 414,956.02 | |||
| CAN 0.75% 10/01/24 | 300,000.00 | 283,968.60 | |||
| CAN 1.25% 03/01/25 | 500,000.00 | 473,072.50 | |||
| CAN 1.25% 03/01/27 | 640,000.00 | 586,126.08 | |||
| CAN 1.25% 06/01/30 | 1,940,000.00 | 1,686,632.12 | |||
| CAN 1.5% 04/01/25 | 1,210,000.00 | 1,148,373.49 | |||
| CAN 1.5% 05/01/24 | 1,850,000.00 | 1,786,859.50 | |||
| CAN 1.5% 06/01/26 | 740,000.00 | 692,620.76 | |||
| CAN 1.5% 06/01/31 | 2,010,000.00 | 1,751,216.52 | |||
| CAN 1.5% 09/01/24 | 660,000.00 | 633,422.46 | |||
| CAN 1.5% 12/01/31 | 1,230,000.00 | 1,063,534.26 | |||
| CAN 1.75% 12/01/53 | 1,400,000.00 | 992,751.20 | |||
| CAN 1% 06/01/27 | 880,000.00 | 797,264.16 | |||
| CAN 1% 09/01/26 | 1,220,000.00 | 1,115,892.52 | |||
| CAN 2.25% 03/01/24 | 670,000.00 | 655,038.90 | |||
| CAN 2.25% 06/01/25 | 670,000.00 | 646,544.64 | |||
| CAN 2.25% 06/01/29 | 390,000.00 | 367,733.34 | |||
| CAN 2.5% 06/01/24 | 1,780,000.00 | 1,738,714.68 | |||
| CAN 2.5% 12/01/32 | 740,000.00 | 691,669.86 | |||
| CAN 2.75% 08/01/24 | 280,000.00 | 273,804.16 | |||
| CAN 2.75% 09/01/27 | 710,000.00 | 689,338.29 | |||
| CAN 2.75% 12/01/48 | 510,000.00 | 462,500.64 | |||
| CAN 2.75% 12/01/64 | 350,000.00 | 309,716.40 | |||
| CAN 2% 06/01/28 | 500,000.00 | 468,898.50 | |||
| CAN 2% 06/01/32 | 1,190,000.00 | 1,068,396.28 | |||
| CAN 2% 12/01/51 | 2,510,000.00 | 1,915,795.15 | |||
| CAN 3.5% 12/01/45 | 590,000.00 | 606,410.85 | |||
| CAN 4.0% 06/01/41 | 490,000.00 | 534,076.97 | |||
| CAN 5.75% 06/01/29 | 480,000.00 | 546,372.00 | |||
| CAN 5.75% 06/01/33 | 620,000.00 | 749,682.30 | |||
| CAN 5% 06/01/37 | 560,000.00 | 664,760.88 | |||
| カナダドル 小計 | 33,840,000.00 | 30,905,119.06 | |||
| (3,084,330,882) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 6,400,000.00 | 6,920,704.00 | ||
| MBONO 10% 12/05/24 | 20,780,000.00 | 20,525,402.60 | |||
| MBONO 5.5% 03/04/27 | 4,240,000.00 | 3,655,388.80 | |||
| MBONO 5.75% 03/05/26 | 23,680,000.00 | 21,060,861.52 | |||
| MBONO 7.5% 05/26/33 | 1,960,000.00 | 1,775,230.60 | |||
| MBONO 7.5% 06/03/27 | 21,620,000.00 | 20,140,759.60 | |||
| MBONO 7.75% 05/29/31 | 17,390,000.00 | 16,118,964.90 | |||
| MBONO 7.75% 11/13/42 | 13,980,000.00 | 12,215,584.20 | |||
| MBONO 7.75% 11/23/34 | 4,970,000.00 | 4,534,975.90 | |||
| MBONO 8.5% 05/31/29 | 20,740,000.00 | 20,159,694.80 | |||
| MBONO 8.5% 11/18/38 | 13,720,000.00 | 12,988,449.60 | |||
| MBONO 8% 07/31/53 | 4,410,000.00 | 3,957,961.70 | |||
| MBONO 8% 09/05/24 | 18,530,000.00 | 17,714,057.02 | |||
| MBONO 8% 11/07/47 | 14,310,000.00 | 12,846,945.60 | |||
| メキシコペソ 小計 | 186,730,000.00 | 174,614,980.84 | |||
| (1,276,732,355) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 660,000.00 | 541,183.50 | ||
| BGB 0.35% 06/22/32 | 700,000.00 | 549,323.60 | |||
| BGB 0.4% 06/22/40 | 400,000.00 | 247,963.20 | |||
| BGB 0.5% 10/22/24 | 490,000.00 | 470,806.08 | |||
| BGB 0.65% 06/22/71 | 340,000.00 | 139,561.50 | |||
| BGB 0.8% 06/22/25 | 1,100,000.00 | 1,048,995.20 | |||
| BGB 0.8% 06/22/27 | 750,000.00 | 689,391.00 | |||
| BGB 0.8% 06/22/28 | 810,000.00 | 731,485.89 | |||
| BGB 0.9% 06/22/29 | 1,100,000.00 | 979,137.50 | |||
| BGB 0% 10/22/27 | 600,000.00 | 526,807.80 | |||
| BGB 0% 10/22/31 | 730,000.00 | 565,828.84 | |||
| BGB 1.25% 04/22/33 | 550,000.00 | 464,857.25 | |||
| BGB 1.4% 06/22/53 | 520,000.00 | 332,076.68 | |||
| BGB 1.45% 06/22/37 | 400,000.00 | 318,914.40 | |||
| BGB 1.6% 06/22/47 | 640,000.00 | 456,876.80 | |||
| BGB 1.7% 06/22/50 | 710,000.00 | 505,118.14 | |||
| BGB 1.9% 06/22/38 | 510,000.00 | 426,891.93 | |||
| BGB 1% 06/22/26 | 1,080,000.00 | 1,018,746.72 | |||
| BGB 1% 06/22/31 | 910,000.00 | 781,642.68 | |||
| BGB 2.15% 06/22/66 | 450,000.00 | 342,074.25 | |||
| BGB 2.25% 06/22/57 | 380,000.00 | 300,004.30 | |||
| BGB 2.6% 06/22/24 | 1,000,000.00 | 993,962.59 | |||
| BGB 2.75% 04/22/39 | 70,000.00 | 65,327.01 | |||
| BGB 3.75% 06/22/45 | 520,000.00 | 553,149.48 | |||
| BGB 3% 06/22/33 | 300,000.00 | 297,144.47 | |||
| BGB 3% 06/22/34 | 350,000.00 | 344,934.45 | |||
| BGB 4.25% 03/28/41 | 1,110,000.00 | 1,249,529.22 | |||
| BGB 4.5% 03/28/26 | 750,000.00 | 787,033.50 | |||
| BGB 4% 03/28/32 | 620,000.00 | 667,813.16 | |||
| BGB 5.5% 03/28/28 | 1,170,000.00 | 1,318,629.78 | |||
| BGB 5% 03/28/35 | 1,270,000.00 | 1,499,235.00 | |||
| BKO 0.2% 06/14/24 | 1,850,000.00 | 1,785,302.72 | |||
| BKO 0.4% 09/13/24 | 330,000.00 | 317,504.50 | |||
| BKO 0% 03/15/24 | 620,000.00 | 601,314.87 | |||
| BTPS 0.25% 03/15/28 | 1,250,000.00 | 1,051,952.50 | |||
| BTPS 0.35% 02/01/25 | 2,350,000.00 | 2,216,813.75 | |||
| BTPS 0.45% 02/15/29 | 1,710,000.00 | 1,404,919.61 | |||
| BTPS 0.5% 02/01/26 | 500,000.00 | 458,242.00 | |||
| BTPS 0.5% 07/15/28 | 730,000.00 | 615,313.35 | |||
| BTPS 0.6% 08/01/31 | 1,500,000.00 | 1,135,570.50 | |||
| BTPS 0.85% 01/15/27 | 1,600,000.00 | 1,443,204.80 | |||
| BTPS 0.9% 04/01/31 | 1,300,000.00 | 1,024,090.60 | |||
| BTPS 0.95% 03/01/37 | 600,000.00 | 391,525.20 | |||
| BTPS 0.95% 06/01/32 | 880,000.00 | 667,860.16 | |||
| BTPS 0.95% 08/01/30 | 1,330,000.00 | 1,074,006.32 | |||
| BTPS 0.95% 09/15/27 | 1,000,000.00 | 888,779.20 | |||
| BTPS 0.95% 12/01/31 | 1,120,000.00 | 864,700.48 | |||
| BTPS 0% 04/01/26 | 2,700,000.00 | 2,420,982.00 | |||
| BTPS 0% 04/15/24 | 480,000.00 | 462,135.36 | |||
| BTPS 0% 08/01/26 | 1,330,000.00 | 1,179,059.17 | |||
| BTPS 0% 08/15/24 | 1,610,000.00 | 1,531,696.04 | |||
| BTPS 1.2% 08/15/25 | 540,000.00 | 511,229.34 | |||
| BTPS 1.25% 12/01/26 | 1,170,000.00 | 1,075,883.44 | |||
| BTPS 1.35% 04/01/30 | 750,000.00 | 632,082.00 | |||
| BTPS 1.45% 03/01/36 | 830,000.00 | 596,512.70 | |||
| BTPS 1.45% 05/15/25 | 1,070,000.00 | 1,027,017.03 | |||
| BTPS 1.45% 11/15/24 | 1,520,000.00 | 1,471,906.39 | |||
| BTPS 1.5% 04/30/45 | 650,000.00 | 389,454.00 | |||
| BTPS 1.5% 06/01/25 | 1,500,000.00 | 1,438,400.23 | |||
| BTPS 1.6% 06/01/26 | 1,350,000.00 | 1,270,575.45 | |||
| BTPS 1.65% 03/01/32 | 1,300,000.00 | 1,064,914.50 | |||
| BTPS 1.65% 12/01/30 | 1,450,000.00 | 1,225,487.80 | |||
| BTPS 1.7% 09/01/51 | 750,000.00 | 437,743.27 | |||
| BTPS 1.75% 05/30/24 | 280,000.00 | 274,179.46 | |||
| BTPS 1.75% 07/01/24 | 1,840,000.00 | 1,800,324.08 | |||
| BTPS 1.8% 03/01/41 | 890,000.00 | 606,325.85 | |||
| BTPS 1.85% 05/15/24 | 750,000.00 | 736,726.50 | |||
| BTPS 1.85% 07/01/25 | 820,000.00 | 791,210.62 | |||
| BTPS 2.05% 08/01/27 | 1,040,000.00 | 973,740.56 | |||
| BTPS 2.15% 03/01/72 | 240,000.00 | 140,054.73 | |||
| BTPS 2.15% 09/01/52 | 510,000.00 | 325,729.35 | |||
| BTPS 2.2% 06/01/27 | 1,110,000.00 | 1,049,507.22 | |||
| BTPS 2.25% 09/01/36 | 1,190,000.00 | 940,349.90 | |||
| BTPS 2.45% 09/01/33 | 1,360,000.00 | 1,151,824.80 | |||
| BTPS 2.45% 09/01/50 | 970,000.00 | 679,363.75 | |||
| BTPS 2.5% 11/15/25 | 660,000.00 | 643,922.40 | |||
| BTPS 2.5% 12/01/24 | 1,300,000.00 | 1,281,549.10 | |||
| BTPS 2.5% 12/01/32 | 960,000.00 | 832,679.04 | |||
| BTPS 2.65% 12/01/27 | 770,000.00 | 735,604.87 | |||
| BTPS 2.7% 03/01/47 | 940,000.00 | 712,200.40 | |||
| BTPS 2.8% 03/01/67 | 500,000.00 | 347,153.50 | |||
| BTPS 2.8% 06/15/29 | 700,000.00 | 658,583.80 | |||
| BTPS 2.8% 12/01/28 | 1,260,000.00 | 1,199,230.20 | |||
| BTPS 2.95% 09/01/38 | 850,000.00 | 714,957.10 | |||
| BTPS 2% 02/01/28 | 930,000.00 | 860,748.48 | |||
| BTPS 2% 12/01/25 | 1,050,000.00 | 1,009,690.50 | |||
| BTPS 3.1% 03/01/40 | 670,000.00 | 564,883.70 | |||
| BTPS 3.25% 09/01/46 | 980,000.00 | 819,563.22 | |||
| BTPS 3.35% 03/01/35 | 1,100,000.00 | 995,299.80 | |||
| BTPS 3.45% 03/01/48 | 1,040,000.00 | 896,196.08 | |||
| BTPS 3.5% 03/01/30 | 1,950,000.00 | 1,907,119.50 | |||
| BTPS 3.75% 09/01/24 | 1,040,000.00 | 1,045,593.12 | |||
| BTPS 3.85% 09/01/49 | 840,000.00 | 767,189.64 | |||
| BTPS 3% 08/01/29 | 1,210,000.00 | 1,153,940.70 | |||
| BTPS 4.4% 05/01/33 | 250,000.00 | 252,293.37 | |||
| BTPS 4.45% 09/01/43 | 440,000.00 | 436,834.20 | |||
| BTPS 4.5% 03/01/24 | 1,130,000.00 | 1,142,830.24 | |||
| BTPS 4.5% 03/01/26 | 930,000.00 | 955,853.34 | |||
| BTPS 4.75% 09/01/28 | 1,810,000.00 | 1,902,305.29 | |||
| BTPS 4.75% 09/01/44 | 1,130,000.00 | 1,177,421.58 | |||
| BTPS 4% 02/01/37 | 1,800,000.00 | 1,739,169.00 | |||
| BTPS 5.0% 08/01/39 | 1,440,000.00 | 1,534,708.80 | |||
| BTPS 5.25% 11/01/29 | 1,770,000.00 | 1,926,991.92 | |||
| BTPS 5.75% 02/01/33 | 1,320,000.00 | 1,478,946.48 | |||
| BTPS 5% 03/01/25 | 1,290,000.00 | 1,329,791.34 | |||
| BTPS 5% 08/01/34 | 1,260,000.00 | 1,332,776.34 | |||
| BTPS 5% 09/01/40 | 1,600,000.00 | 1,711,683.20 | |||
| BTPS 6.5% 11/01/27 | 2,070,000.00 | 2,327,816.43 | |||
| BTPS 6% 05/01/31 | 1,600,000.00 | 1,829,457.60 | |||
| BTPS 7.25% 11/01/26 | 350,000.00 | 395,325.00 | |||
| DBR 0.25% 02/15/27 | 230,000.00 | 210,226.67 | |||
| DBR 0.25% 02/15/29 | 1,750,000.00 | 1,538,069.75 | |||
| DBR 0.25% 08/15/28 | 1,300,000.00 | 1,153,837.10 | |||
| DBR 0.5% 02/15/25 | 2,090,000.00 | 1,997,204.00 | |||
| DBR 0.5% 02/15/26 | 2,300,000.00 | 2,159,240.00 | |||
| DBR 0.5% 02/15/28 | 1,510,000.00 | 1,371,243.08 | |||
| DBR 0.5% 08/15/27 | 940,000.00 | 860,867.98 | |||
| DBR 0% 02/15/30 | 1,660,000.00 | 1,404,373.28 | |||
| DBR 0% 02/15/31 | 1,240,000.00 | 1,025,801.16 | |||
| DBR 0% 02/15/32 | 2,080,000.00 | 1,678,892.80 | |||
| DBR 0% 05/15/35 | 1,280,000.00 | 944,023.04 | |||
| DBR 0% 05/15/36 | 1,320,000.00 | 947,917.08 | |||
| DBR 0% 08/15/26 | 1,620,000.00 | 1,481,513.08 | |||
| DBR 0% 08/15/29 | 2,430,000.00 | 2,079,467.64 | |||
| DBR 0% 08/15/30 | 1,480,000.00 | 1,238,677.12 | |||
| DBR 0% 08/15/30 | 400,000.00 | 335,408.40 | |||
| DBR 0% 08/15/31 | 2,310,000.00 | 1,888,715.35 | |||
| DBR 0% 08/15/50 | 2,740,000.00 | 1,453,131.60 | |||
| DBR 0% 08/15/52 | 1,140,000.00 | 577,343.88 | |||
| DBR 0% 11/15/27 | 1,230,000.00 | 1,093,990.29 | |||
| DBR 0% 11/15/28 | 830,000.00 | 722,402.95 | |||
| DBR 1.25% 08/15/48 | 1,880,000.00 | 1,481,372.32 | |||
| DBR 1.5% 05/15/24 | 1,020,000.00 | 1,002,483.54 | |||
| DBR 1.7% 08/15/32 | 1,310,000.00 | 1,230,517.73 | |||
| DBR 1.75% 02/15/24 | 1,250,000.00 | 1,235,471.18 | |||
| DBR 1.8% 08/15/53 | 90,000.00 | 78,304.20 | |||
| DBR 1% 05/15/38 | 220,000.00 | 177,572.99 | |||
| DBR 1% 08/15/24 | 1,610,000.00 | 1,565,884.66 | |||
| DBR 1% 08/15/25 | 1,130,000.00 | 1,082,427.00 | |||
| DBR 2.3% 02/15/33 | 170,000.00 | 167,622.04 | |||
| DBR 2.5% 07/04/44 | 1,620,000.00 | 1,633,072.42 | |||
| DBR 2.5% 08/15/46 | 1,770,000.00 | 1,798,587.62 | |||
| DBR 3.25% 07/04/42 | 1,160,000.00 | 1,292,809.09 | |||
| DBR 4.0% 01/04/37 | 1,670,000.00 | 1,957,251.69 | |||
| DBR 4.25% 07/04/39 | 1,090,000.00 | 1,343,220.08 | |||
| DBR 4.75% 07/04/28 | 700,000.00 | 779,028.60 | |||
| DBR 4.75% 07/04/34 | 1,240,000.00 | 1,518,770.60 | |||
| DBR 4.75% 07/04/40 | 1,220,000.00 | 1,600,182.13 | |||
| DBR 5.5% 01/04/31 | 1,640,000.00 | 1,996,139.12 | |||
| DBR 5.625% 01/04/28 | 1,500,000.00 | 1,712,440.35 | |||
| DBR 6.25% 01/04/30 | 610,000.00 | 755,588.70 | |||
| DBR 6.5% 07/04/27 | 1,270,000.00 | 1,474,197.20 | |||
| FRTR 0.25% 11/25/26 | 1,590,000.00 | 1,445,977.80 | |||
| FRTR 0.5% 05/25/25 | 3,160,000.00 | 2,994,226.40 | |||
| FRTR 0.5% 05/25/26 | 2,930,000.00 | 2,718,497.95 | |||
| FRTR 0.5% 05/25/29 | 2,830,000.00 | 2,462,102.83 | |||
| FRTR 0.5% 05/25/40 | 1,260,000.00 | 813,907.81 | |||
| FRTR 0.5% 05/25/72 | 460,000.00 | 176,589.40 | |||
| FRTR 0.5% 06/25/44 | 790,000.00 | 467,285.00 | |||
| FRTR 0.75% 02/25/28 | 1,430,000.00 | 1,293,287.71 | |||
| FRTR 0.75% 05/25/28 | 2,960,000.00 | 2,666,184.48 | |||
| FRTR 0.75% 05/25/52 | 1,930,000.00 | 1,052,936.59 | |||
| FRTR 0.75% 05/25/53 | 1,350,000.00 | 718,972.20 | |||
| FRTR 0.75% 11/25/28 | 3,190,000.00 | 2,846,226.46 | |||
| FRTR 0% 02/25/24 | 1,850,000.00 | 1,794,894.05 | |||
| FRTR 0% 02/25/25 | 880,000.00 | 829,603.28 | |||
| FRTR 0% 02/25/26 | 2,220,000.00 | 2,038,443.96 | |||
| FRTR 0% 02/25/27 | 2,320,000.00 | 2,075,782.88 | |||
| FRTR 0% 03/25/24 | 2,240,000.00 | 2,168,120.64 | |||
| FRTR 0% 03/25/25 | 3,280,000.00 | 3,085,102.40 | |||
| FRTR 0% 05/25/32 | 2,150,000.00 | 1,651,630.00 | |||
| FRTR 0% 11/25/29 | 2,760,000.00 | 2,291,785.32 | |||
| FRTR 0% 11/25/30 | 3,330,000.00 | 2,685,528.45 | |||
| FRTR 0% 11/25/31 | 3,190,000.00 | 2,493,549.63 | |||
| FRTR 1.25% 05/25/34 | 2,030,000.00 | 1,689,495.92 | |||
| FRTR 1.25% 05/25/36 | 2,660,000.00 | 2,125,829.44 | |||
| FRTR 1.5% 05/25/31 | 2,770,000.00 | 2,509,495.35 | |||
| FRTR 1.5% 05/25/50 | 1,960,000.00 | 1,364,307.00 | |||
| FRTR 1.75% 05/25/66 | 850,000.00 | 582,828.00 | |||
| FRTR 1.75% 06/25/39 | 1,660,000.00 | 1,371,854.16 | |||
| FRTR 1.75% 11/25/24 | 2,020,000.00 | 1,977,854.72 | |||
| FRTR 1% 05/25/27 | 2,180,000.00 | 2,024,073.32 | |||
| FRTR 1% 11/25/25 | 1,340,000.00 | 1,274,795.93 | |||
| FRTR 2.25% 05/25/24 | 2,290,000.00 | 2,267,692.53 | |||
| FRTR 2.5% 05/25/30 | 2,900,000.00 | 2,847,544.80 | |||
| FRTR 2.5% 05/25/43 | 250,000.00 | 222,719.22 | |||
| FRTR 2.75% 10/25/27 | 3,280,000.00 | 3,273,722.08 | |||
| FRTR 2% 05/25/48 | 1,890,000.00 | 1,500,786.63 | |||
| FRTR 2% 11/25/32 | 1,360,000.00 | 1,254,748.24 | |||
| FRTR 3.25% 05/25/45 | 1,800,000.00 | 1,811,749.50 | |||
| FRTR 3.5% 04/25/26 | 3,120,000.00 | 3,181,445.28 | |||
| FRTR 4.5% 04/25/41 | 2,340,000.00 | 2,747,274.66 | |||
| FRTR 4.75% 04/25/35 | 1,590,000.00 | 1,855,307.40 | |||
| FRTR 4% 04/25/55 | 1,070,000.00 | 1,231,925.24 | |||
| FRTR 4% 04/25/60 | 1,050,000.00 | 1,231,845.30 | |||
| FRTR 4% 10/25/38 | 1,600,000.00 | 1,760,057.60 | |||
| FRTR 5.5% 04/25/29 | 2,500,000.00 | 2,876,215.00 | |||
| FRTR 5.75% 10/25/32 | 2,150,000.00 | 2,662,499.80 | |||
| FRTR 6.0% 10/25/25 | 1,450,000.00 | 1,564,198.37 | |||
| IRISH 0.2% 05/15/27 | 410,000.00 | 368,323.91 | |||
| IRISH 0.2% 10/18/30 | 470,000.00 | 385,872.82 | |||
| IRISH 0.35% 10/18/32 | 170,000.00 | 133,693.44 | |||
| IRISH 0.4% 05/15/35 | 280,000.00 | 204,593.20 | |||
| IRISH 0.55% 04/22/41 | 220,000.00 | 139,934.08 | |||
| IRISH 0.9% 05/15/28 | 440,000.00 | 400,526.72 | |||
| IRISH 0% 10/18/31 | 440,000.00 | 343,493.14 | |||
| IRISH 1.1% 05/15/29 | 550,000.00 | 496,671.45 | |||
| IRISH 1.3% 05/15/33 | 310,000.00 | 263,558.90 | |||
| IRISH 1.35% 03/18/31 | 240,000.00 | 214,464.96 | |||
| IRISH 1.5% 05/15/50 | 430,000.00 | 298,756.69 | |||
| IRISH 1.7% 05/15/37 | 440,000.00 | 367,391.20 | |||
| IRISH 1% 05/15/26 | 670,000.00 | 634,599.21 | |||
| IRISH 2.4% 05/15/30 | 660,000.00 | 642,989.16 | |||
| IRISH 2% 02/18/45 | 620,000.00 | 500,746.72 | |||
| IRISH 3.4% 03/18/24 | 380,000.00 | 382,053.52 | |||
| IRISH 3% 10/18/43 | 170,000.00 | 165,365.46 | |||
| IRISH 5.4% 03/13/25 | 670,000.00 | 703,924.37 | |||
| NETHER 0.25% 07/15/25 | 760,000.00 | 715,153.54 | |||
| NETHER 0.25% 07/15/29 | 760,000.00 | 653,486.00 | |||
| NETHER 0.5% 01/15/40 | 910,000.00 | 636,132.77 | |||
| NETHER 0.5% 07/15/26 | 840,000.00 | 779,377.47 | |||
| NETHER 0.5% 07/15/32 | 720,000.00 | 588,823.20 | |||
| NETHER 0.75% 07/15/27 | 900,000.00 | 828,744.30 | |||
| NETHER 0.75% 07/15/28 | 1,090,000.00 | 986,014.00 | |||
| NETHER 0% 01/15/26 | 640,000.00 | 590,430.72 | |||
| NETHER 0% 01/15/27 | 750,000.00 | 675,393.14 | |||
| NETHER 0% 01/15/29 | 1,040,000.00 | 889,083.52 | |||
| NETHER 0% 01/15/38 | 530,000.00 | 351,048.68 | |||
| NETHER 0% 01/15/52 | 740,000.00 | 361,493.70 | |||
| NETHER 0% 07/15/30 | 850,000.00 | 699,043.40 | |||
| NETHER 0% 07/15/31 | 700,000.00 | 560,147.70 | |||
| NETHER 2.5% 01/15/33 | 820,000.00 | 803,372.04 | |||
| NETHER 2.75% 01/15/47 | 1,160,000.00 | 1,180,605.08 | |||
| NETHER 2% 01/15/54 | 230,000.00 | 200,385.33 | |||
| NETHER 2% 07/15/24 | 1,110,000.00 | 1,095,028.32 | |||
| NETHER 3.75% 01/15/42 | 1,010,000.00 | 1,155,939.95 | |||
| NETHER 4% 01/15/37 | 1,070,000.00 | 1,216,983.76 | |||
| NETHER 5.5% 01/15/28 | 650,000.00 | 732,608.50 | |||
| OBL 0% 04/05/24 | 1,880,000.00 | 1,820,362.22 | |||
| OBL 0% 04/10/26 | 1,500,000.00 | 1,382,224.50 | |||
| OBL 0% 04/11/25 | 1,420,000.00 | 1,338,307.40 | |||
| OBL 0% 04/16/27 | 1,510,000.00 | 1,359,619.10 | |||
| OBL 0% 10/09/26 | 630,000.00 | 573,743.52 | |||
| OBL 0% 10/10/25 | 1,970,000.00 | 1,835,529.77 | |||
| OBL 0% 10/18/24 | 1,390,000.00 | 1,325,821.61 | |||
| OBL 1.3% 10/15/27 | 2,620,000.00 | 2,480,668.40 | |||
| OBL 2.2% 04/13/28 | 700,000.00 | 688,884.70 | |||
| RAGB 0.25% 10/20/36 | 360,000.00 | 246,114.00 | |||
| RAGB 0.5% 02/20/29 | 810,000.00 | 704,099.79 | |||
| RAGB 0.5% 04/20/27 | 650,000.00 | 591,802.90 | |||
| RAGB 0.7% 04/20/71 | 200,000.00 | 90,104.20 | |||
| RAGB 0.75% 02/20/28 | 830,000.00 | 749,825.32 | |||
| RAGB 0.75% 03/20/51 | 410,000.00 | 236,759.01 | |||
| RAGB 0.75% 10/20/26 | 900,000.00 | 835,410.60 | |||
| RAGB 0.85% 06/30/20 | 200,000.00 | 82,465.60 | |||
| RAGB 0.9% 02/20/32 | 800,000.00 | 668,023.20 | |||
| RAGB 0% 02/20/30 | 660,000.00 | 538,726.32 | |||
| RAGB 0% 02/20/31 | 720,000.00 | 569,764.08 | |||
| RAGB 0% 04/20/25 | 370,000.00 | 347,604.27 | |||
| RAGB 0% 07/15/24 | 660,000.00 | 633,642.90 | |||
| RAGB 0% 10/20/40 | 330,000.00 | 190,373.04 | |||
| RAGB 1.2% 10/20/25 | 830,000.00 | 796,575.07 | |||
| RAGB 1.5% 02/20/47 | 490,000.00 | 360,790.92 | |||
| RAGB 1.5% 11/02/86 | 200,000.00 | 120,636.00 | |||
| RAGB 1.65% 10/21/24 | 560,000.00 | 548,390.36 | |||
| RAGB 1.85% 05/23/49 | 220,000.00 | 173,190.30 | |||
| RAGB 2.1% 09/20/17 | 360,000.00 | 263,195.28 | |||
| RAGB 2.4% 05/23/34 | 530,000.00 | 496,250.66 | |||
| RAGB 2% 07/15/26 | 260,000.00 | 253,100.90 | |||
| RAGB 3.15% 06/20/44 | 420,000.00 | 423,971.10 | |||
| RAGB 3.8% 01/26/62 | 180,000.00 | 209,456.10 | |||
| RAGB 4.15% 03/15/37 | 920,000.00 | 1,025,353.89 | |||
| RAGB 4.85% 03/15/26 | 540,000.00 | 572,889.78 | |||
| RAGB 6.25% 07/15/27 | 540,000.00 | 615,399.12 | |||
| RFGB 0.125% 04/15/36 | 270,000.00 | 184,224.10 | |||
| RFGB 0.125% 04/15/52 | 240,000.00 | 111,548.01 | |||
| RFGB 0.125% 09/15/31 | 370,000.00 | 292,235.95 | |||
| RFGB 0.25% 09/15/40 | 210,000.00 | 129,489.78 | |||
| RFGB 0.5% 04/15/26 | 600,000.00 | 560,554.20 | |||
| RFGB 0.5% 04/15/43 | 180,000.00 | 111,749.22 | |||
| RFGB 0.5% 09/15/27 | 380,000.00 | 342,930.81 | |||
| RFGB 0.5% 09/15/28 | 290,000.00 | 254,707.29 | |||
| RFGB 0.5% 09/15/29 | 290,000.00 | 249,240.00 | |||
| RFGB 0.75% 04/15/31 | 270,000.00 | 227,804.67 | |||
| RFGB 0.875% 09/15/25 | 410,000.00 | 390,792.48 | |||
| RFGB 0% 09/15/24 | 360,000.00 | 344,524.68 | |||
| RFGB 0% 09/15/30 | 330,000.00 | 265,333.20 | |||
| RFGB 1.125% 04/15/34 | 270,000.00 | 221,041.62 | |||
| RFGB 1.375% 04/15/47 | 270,000.00 | 198,362.52 | |||
| RFGB 1.5% 09/15/32 | 220,000.00 | 193,201.72 | |||
| RFGB 2.625% 07/04/42 | 380,000.00 | 357,211.78 | |||
| RFGB 2.75% 07/04/28 | 380,000.00 | 378,519.14 | |||
| RFGB 2% 04/15/24 | 110,000.00 | 108,900.44 | |||
| RFGB 4% 07/04/25 | 320,000.00 | 329,436.80 | |||
| SPGB 0.1% 04/30/31 | 1,570,000.00 | 1,215,677.69 | |||
| SPGB 0.25% 07/30/24 | 1,000,000.00 | 960,873.00 | |||
| SPGB 0.5% 04/30/30 | 1,780,000.00 | 1,474,463.00 | |||
| SPGB 0.5% 10/31/31 | 1,180,000.00 | 931,474.30 | |||
| SPGB 0.6% 10/31/29 | 970,000.00 | 821,070.56 | |||
| SPGB 0.7% 04/30/32 | 810,000.00 | 641,558.07 | |||
| SPGB 0.8% 07/30/27 | 1,190,000.00 | 1,077,209.42 | |||
| SPGB 0.8% 07/30/29 | 230,000.00 | 197,834.50 | |||
| SPGB 0.85% 07/30/37 | 640,000.00 | 436,246.88 | |||
| SPGB 0% 01/31/25 | 1,040,000.00 | 980,740.80 | |||
| SPGB 0% 01/31/26 | 1,070,000.00 | 977,166.80 | |||
| SPGB 0% 01/31/27 | 1,080,000.00 | 956,773.08 | |||
| SPGB 0% 01/31/28 | 1,080,000.00 | 926,860.32 | |||
| SPGB 0% 05/31/24 | 1,480,000.00 | 1,424,017.52 | |||
| SPGB 0% 05/31/25 | 570,000.00 | 531,322.08 | |||
| SPGB 1.2% 10/31/40 | 950,000.00 | 637,578.25 | |||
| SPGB 1.25% 10/31/30 | 1,200,000.00 | 1,037,832.00 | |||
| SPGB 1.3% 10/31/26 | 1,460,000.00 | 1,372,169.32 | |||
| SPGB 1.4% 04/30/28 | 1,920,000.00 | 1,761,379.20 | |||
| SPGB 1.4% 07/30/28 | 780,000.00 | 713,022.96 | |||
| SPGB 1.45% 04/30/29 | 750,000.00 | 678,248.25 | |||
| SPGB 1.45% 10/31/27 | 1,330,000.00 | 1,234,658.64 | |||
| SPGB 1.45% 10/31/71 | 260,000.00 | 124,792.87 | |||
| SPGB 1.5% 04/30/27 | 1,460,000.00 | 1,370,556.51 | |||
| SPGB 1.6% 04/30/25 | 1,250,000.00 | 1,211,866.25 | |||
| SPGB 1.85% 07/30/35 | 1,290,000.00 | 1,066,654.48 | |||
| SPGB 1.9% 10/31/52 | 650,000.00 | 426,487.75 | |||
| SPGB 1.95% 04/30/26 | 1,340,000.00 | 1,294,507.00 | |||
| SPGB 1.95% 07/30/30 | 1,520,000.00 | 1,391,468.80 | |||
| SPGB 1% 07/30/42 | 340,000.00 | 211,980.14 | |||
| SPGB 1% 10/31/50 | 1,040,000.00 | 553,517.12 | |||
| SPGB 2.15% 10/31/25 | 1,760,000.00 | 1,720,320.80 | |||
| SPGB 2.35% 07/30/33 | 990,000.00 | 894,613.67 | |||
| SPGB 2.55% 10/31/32 | 960,000.00 | 891,802.56 | |||
| SPGB 2.7% 10/31/48 | 1,020,000.00 | 842,649.54 | |||
| SPGB 2.75% 10/31/24 | 1,560,000.00 | 1,553,019.00 | |||
| SPGB 2.9% 10/31/46 | 1,120,000.00 | 974,309.28 | |||
| SPGB 3.45% 07/30/43 | 300,000.00 | 283,255.08 | |||
| SPGB 3.45% 07/30/66 | 900,000.00 | 819,698.04 | |||
| SPGB 3.8% 04/30/24 | 1,350,000.00 | 1,361,940.75 | |||
| SPGB 4.2% 01/31/37 | 1,310,000.00 | 1,385,521.50 | |||
| SPGB 4.65% 07/30/25 | 1,410,000.00 | 1,461,620.10 | |||
| SPGB 4.7% 07/30/41 | 1,300,000.00 | 1,463,042.49 | |||
| SPGB 4.9% 07/30/40 | 1,080,000.00 | 1,238,653.08 | |||
| SPGB 5.15% 10/31/28 | 1,100,000.00 | 1,211,122.00 | |||
| SPGB 5.15% 10/31/44 | 850,000.00 | 1,024,346.05 | |||
| SPGB 5.75% 07/30/32 | 1,450,000.00 | 1,731,849.55 | |||
| SPGB 5.9% 07/30/26 | 1,360,000.00 | 1,483,547.84 | |||
| SPGB 6.0% 01/31/29 | 2,350,000.00 | 2,707,850.95 | |||
| ユーロ 小計 | 374,830,000.00 | 344,442,769.79 | |||
| (49,410,315,326) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 780,000.00 | 710,938.80 | ||
| UKT 0.125% 01/31/24 | 980,000.00 | 947,066.12 | |||
| UKT 0.125% 01/31/28 | 880,000.00 | 749,768.80 | |||
| UKT 0.25% 01/31/25 | 1,540,000.00 | 1,440,978.00 | |||
| UKT 0.25% 07/31/31 | 1,890,000.00 | 1,444,527.00 | |||
| UKT 0.375% 10/22/26 | 1,170,000.00 | 1,047,384.00 | |||
| UKT 0.375% 10/22/30 | 1,090,000.00 | 866,550.00 | |||
| UKT 0.5% 01/31/29 | 880,000.00 | 739,596.00 | |||
| UKT 0.5% 10/22/61 | 930,000.00 | 326,067.30 | |||
| UKT 0.625% 06/07/25 | 1,160,000.00 | 1,090,672.36 | |||
| UKT 0.625% 07/31/35 | 1,390,000.00 | 963,784.30 | |||
| UKT 0.625% 10/22/50 | 640,000.00 | 288,133.37 | |||
| UKT 0.875% 01/31/46 | 400,000.00 | 215,348.00 | |||
| UKT 0.875% 07/31/33 | 830,000.00 | 633,339.80 | |||
| UKT 0.875% 10/22/29 | 820,000.00 | 697,451.00 | |||
| UKT 1.125% 01/31/39 | 1,320,000.00 | 887,911.20 | |||
| UKT 1.125% 10/22/73 | 480,000.00 | 206,237.18 | |||
| UKT 1.25% 07/22/27 | 740,000.00 | 675,847.92 | |||
| UKT 1.25% 07/31/51 | 890,000.00 | 485,717.50 | |||
| UKT 1.25% 10/22/41 | 1,440,000.00 | 933,004.80 | |||
| UKT 1.5% 07/22/26 | 930,000.00 | 873,915.21 | |||
| UKT 1.5% 07/22/47 | 1,010,000.00 | 622,220.60 | |||
| UKT 1.5% 07/31/53 | 260,000.00 | 149,578.00 | |||
| UKT 1.625% 10/22/28 | 480,000.00 | 436,944.00 | |||
| UKT 1.625% 10/22/54 | 720,000.00 | 426,384.00 | |||
| UKT 1.625% 10/22/71 | 710,000.00 | 385,821.10 | |||
| UKT 1.75% 01/22/49 | 600,000.00 | 387,798.00 | |||
| UKT 1.75% 07/22/57 | 1,050,000.00 | 637,318.50 | |||
| UKT 1.75% 09/07/37 | 1,110,000.00 | 851,680.80 | |||
| UKT 1% 01/31/32 | 1,680,000.00 | 1,354,752.00 | |||
| UKT 1% 04/22/24 | 1,450,000.00 | 1,405,284.32 | |||
| UKT 2.5% 07/22/65 | 860,000.00 | 634,619.80 | |||
| UKT 2.75% 09/07/24 | 980,000.00 | 966,107.52 | |||
| UKT 2% 09/07/25 | 1,090,000.00 | 1,053,450.45 | |||
| UKT 3.25% 01/22/44 | 1,240,000.00 | 1,114,108.25 | |||
| UKT 3.25% 01/31/33 | 200,000.00 | 194,304.00 | |||
| UKT 3.5% 01/22/45 | 1,230,000.00 | 1,144,344.27 | |||
| UKT 3.5% 07/22/68 | 920,000.00 | 872,794.80 | |||
| UKT 3.75% 01/29/38 | 370,000.00 | 364,268.70 | |||
| UKT 3.75% 07/22/52 | 900,000.00 | 872,937.00 | |||
| UKT 3.75% 10/22/53 | 400,000.00 | 386,820.00 | |||
| UKT 4.125% 01/29/27 | 540,000.00 | 550,391.11 | |||
| UKT 4.25% 03/07/36 | 790,000.00 | 828,424.96 | |||
| UKT 4.25% 06/07/32 | 1,070,000.00 | 1,134,884.80 | |||
| UKT 4.25% 09/07/39 | 670,000.00 | 697,302.50 | |||
| UKT 4.25% 12/07/27 | 1,100,000.00 | 1,141,181.46 | |||
| UKT 4.25% 12/07/40 | 790,000.00 | 822,129.30 | |||
| UKT 4.25% 12/07/46 | 1,060,000.00 | 1,101,817.00 | |||
| UKT 4.25% 12/07/49 | 810,000.00 | 848,256.30 | |||
| UKT 4.25% 12/07/55 | 1,100,000.00 | 1,174,459.00 | |||
| UKT 4.5% 09/07/34 | 730,000.00 | 788,268.60 | |||
| UKT 4.5% 12/07/42 | 770,000.00 | 829,305.40 | |||
| UKT 4.75% 12/07/30 | 850,000.00 | 926,818.75 | |||
| UKT 4.75% 12/07/38 | 810,000.00 | 893,219.40 | |||
| UKT 4% 01/22/60 | 670,000.00 | 696,197.00 | |||
| UKT 5% 03/07/25 | 600,000.00 | 617,800.80 | |||
| UKT 6.0% 12/07/28 | 1,070,000.00 | 1,212,946.65 | |||
| イギリスポンド 小計 | 51,870,000.00 | 44,749,177.80 | |||
| (7,233,257,099) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 3,010,000.00 | 2,482,226.60 | ||
| SGB 0.75% 05/12/28 | 3,240,000.00 | 2,950,955.74 | |||
| SGB 0.75% 11/12/29 | 3,840,000.00 | 3,426,130.98 | |||
| SGB 1% 11/12/26 | 4,650,000.00 | 4,368,122.39 | |||
| SGB 2.25% 06/01/32 | 2,560,000.00 | 2,516,889.60 | |||
| SGB 2.5% 05/12/25 | 4,430,000.00 | 4,384,441.08 | |||
| SGB 3.5% 03/30/39 | 2,440,000.00 | 2,754,224.42 | |||
| スウェーデンクローナ 小計 | 24,170,000.00 | 22,882,990.81 | |||
| (297,250,050) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 2,180,000.00 | 1,859,976.00 | ||
| NGB 1.375% 08/19/30 | 3,280,000.00 | 2,883,267.60 | |||
| NGB 1.5% 02/19/26 | 3,110,000.00 | 2,951,887.60 | |||
| NGB 1.75% 02/17/27 | 2,650,000.00 | 2,502,713.00 | |||
| NGB 1.75% 03/13/25 | 2,820,000.00 | 2,728,784.84 | |||
| NGB 1.75% 09/06/29 | 2,470,000.00 | 2,258,852.05 | |||
| NGB 2.125% 05/18/32 | 1,520,000.00 | 1,386,291.68 | |||
| NGB 2% 04/26/28 | 2,510,000.00 | 2,363,405.96 | |||
| NGB 3% 03/14/24 | 3,630,000.00 | 3,611,860.09 | |||
| ノルウェークローネ 小計 | 24,170,000.00 | 22,547,038.82 | |||
| (296,042,619) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 2,880,000.00 | 1,560,401.28 | ||
| DGB 0.5% 11/15/27 | 4,470,000.00 | 4,047,392.79 | |||
| DGB 0.5% 11/15/29 | 5,650,000.00 | 4,915,573.45 | |||
| DGB 0% 11/15/24 | 2,260,000.00 | 2,147,531.10 | |||
| DGB 0% 11/15/31 | 2,580,000.00 | 2,060,107.80 | |||
| DGB 1.75% 11/15/25 | 2,610,000.00 | 2,536,877.71 | |||
| DGB 4.5% 11/15/39 | 6,480,000.00 | 8,089,482.31 | |||
| デンマーククローネ 小計 | 26,930,000.00 | 25,357,366.44 | |||
| (488,636,451) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 1,430,000.00 | 1,144,286.00 | ||
| POLGB 0.75% 04/25/25 | 720,000.00 | 639,936.00 | |||
| POLGB 0% 07/25/24 | 300,000.00 | 275,700.00 | |||
| POLGB 1.25% 10/25/30 | 1,760,000.00 | 1,216,600.00 | |||
| POLGB 1.75% 04/25/32 | 1,380,000.00 | 937,089.00 | |||
| POLGB 2.25% 10/25/24 | 2,470,000.00 | 2,316,044.90 | |||
| POLGB 2.5% 04/25/24 | 1,880,000.00 | 1,803,578.00 | |||
| POLGB 2.5% 07/25/26 | 3,600,000.00 | 3,169,281.60 | |||
| POLGB 2.5% 07/25/27 | 2,010,000.00 | 1,709,404.50 | |||
| POLGB 2.75% 04/25/28 | 2,330,000.00 | 1,957,316.50 | |||
| POLGB 2.75% 10/25/29 | 3,650,000.00 | 2,922,737.50 | |||
| POLGB 3.25% 07/25/25 | 2,940,000.00 | 2,734,788.00 | |||
| POLGB 3.75% 05/25/27 | 300,000.00 | 269,760.00 | |||
| POLGB 5.75% 04/25/29 | 900,000.00 | 869,895.00 | |||
| ポーランドズロチ 小計 | 25,670,000.00 | 21,966,417.00 | |||
| (664,442,378) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 1,520,000.00 | 1,434,786.76 | ||
| ACGB 0.25% 11/21/25 | 1,340,000.00 | 1,226,244.15 | |||
| ACGB 0.5% 09/21/26 | 900,000.00 | 808,098.22 | |||
| ACGB 1.25% 05/21/32 | 1,140,000.00 | 915,396.89 | |||
| ACGB 1.5% 06/21/31 | 1,190,000.00 | 998,194.47 | |||
| ACGB 1.75% 06/21/51 | 1,010,000.00 | 605,976.55 | |||
| ACGB 1.75% 11/21/32 | 1,380,000.00 | 1,150,398.24 | |||
| ACGB 1% 11/21/31 | 1,990,000.00 | 1,579,772.20 | |||
| ACGB 1% 12/21/30 | 1,480,000.00 | 1,205,756.42 | |||
| ACGB 2.25% 05/21/28 | 630,000.00 | 589,314.46 | |||
| ACGB 2.5% 05/21/30 | 1,220,000.00 | 1,126,393.25 | |||
| ACGB 2.75% 04/21/24 | 680,000.00 | 672,734.71 | |||
| ACGB 2.75% 05/21/41 | 810,000.00 | 663,223.15 | |||
| ACGB 2.75% 06/21/35 | 630,000.00 | 556,948.66 | |||
| ACGB 2.75% 11/21/27 | 1,160,000.00 | 1,117,300.51 | |||
| ACGB 2.75% 11/21/28 | 770,000.00 | 734,932.90 | |||
| ACGB 2.75% 11/21/29 | 1,230,000.00 | 1,161,442.01 | |||
| ACGB 3.25% 04/21/25 | 1,250,000.00 | 1,242,831.62 | |||
| ACGB 3.25% 04/21/29 | 1,180,000.00 | 1,153,844.73 | |||
| ACGB 3.25% 06/21/39 | 650,000.00 | 582,995.51 | |||
| ACGB 3.75% 04/21/37 | 660,000.00 | 639,914.41 | |||
| ACGB 3.75% 05/21/34 | 670,000.00 | 663,243.35 | |||
| ACGB 3% 03/21/47 | 780,000.00 | 637,646.11 | |||
| ACGB 3% 11/21/33 | 950,000.00 | 880,267.60 | |||
| ACGB 4.25% 04/21/26 | 1,200,000.00 | 1,225,408.32 | |||
| ACGB 4.5% 04/21/33 | 1,040,000.00 | 1,100,147.36 | |||
| ACGB 4.75% 04/21/27 | 1,080,000.00 | 1,128,291.55 | |||
| オーストラリアドル 小計 | 28,540,000.00 | 25,801,504.11 | |||
| (2,394,895,611) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 280,000.00 | 227,436.35 | ||
| NZGB 0.5% 05/15/24 | 440,000.00 | 417,112.63 | |||
| NZGB 0.5% 05/15/26 | 360,000.00 | 318,094.87 | |||
| NZGB 1.5% 05/15/31 | 390,000.00 | 314,815.21 | |||
| NZGB 1.75% 05/15/41 | 240,000.00 | 156,669.69 | |||
| NZGB 2.75% 04/15/25 | 490,000.00 | 471,398.12 | |||
| NZGB 2.75% 04/15/37 | 350,000.00 | 286,254.43 | |||
| NZGB 2.75% 05/15/51 | 270,000.00 | 196,914.62 | |||
| NZGB 2% 05/15/32 | 280,000.00 | 231,181.03 | |||
| NZGB 3.5% 04/14/33 | 250,000.00 | 232,897.46 | |||
| NZGB 3% 04/20/29 | 450,000.00 | 418,528.74 | |||
| NZGB 4.25% 05/15/34 | 170,000.00 | 167,948.50 | |||
| NZGB 4.5% 04/15/27 | 430,000.00 | 432,544.22 | |||
| ニュージーランドドル 小計 | 4,400,000.00 | 3,871,795.87 | |||
| (325,230,853) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 320,000.00 | 297,280.00 | ||
| SIGB 1.25% 11/01/26 | 90,000.00 | 83,970.00 | |||
| SIGB 1.625% 07/01/31 | 200,000.00 | 177,180.00 | |||
| SIGB 1.875% 03/01/50 | 360,000.00 | 295,560.00 | |||
| SIGB 1.875% 10/01/51 | 210,000.00 | 175,532.70 | |||
| SIGB 2.125% 06/01/26 | 670,000.00 | 646,885.00 | |||
| SIGB 2.25% 08/01/36 | 440,000.00 | 393,943.00 | |||
| SIGB 2.375% 06/01/25 | 510,000.00 | 499,545.00 | |||
| SIGB 2.375% 07/01/39 | 230,000.00 | 205,620.00 | |||
| SIGB 2.625% 05/01/28 | 280,000.00 | 273,560.00 | |||
| SIGB 2.625% 08/01/32 | 100,000.00 | 95,147.50 | |||
| SIGB 2.75% 03/01/46 | 420,000.00 | 404,880.00 | |||
| SIGB 2.75% 04/01/42 | 300,000.00 | 287,353.50 | |||
| SIGB 2.875% 07/01/29 | 530,000.00 | 521,520.00 | |||
| SIGB 2.875% 09/01/30 | 460,000.00 | 450,248.00 | |||
| SIGB 2% 02/01/24 | 440,000.00 | 433,840.00 | |||
| SIGB 3.375% 09/01/33 | 360,000.00 | 365,688.00 | |||
| SIGB 3.5% 03/01/27 | 530,000.00 | 536,890.00 | |||
| SIGB 3% 08/01/72 | 140,000.00 | 150,010.00 | |||
| SIGB 3% 09/01/24 | 510,000.00 | 508,005.90 | |||
| シンガポールドル 小計 | 7,100,000.00 | 6,802,658.60 | |||
| (684,075,348) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 280,000.00 | 255,794.08 | ||
| MGS 3.478% 06/14/24 | 100,000.00 | 100,330.35 | |||
| MGS 3.502% 05/31/27 | 920,000.00 | 915,684.08 | |||
| MGS 3.582% 07/15/32 | 150,000.00 | 146,387.91 | |||
| MGS 3.733% 06/15/28 | 560,000.00 | 561,248.52 | |||
| MGS 3.757% 05/22/40 | 1,110,000.00 | 1,045,716.98 | |||
| MGS 3.828% 07/05/34 | 250,000.00 | 244,232.07 | |||
| MGS 3.844% 04/15/33 | 860,000.00 | 845,725.27 | |||
| MGS 3.882% 03/14/25 | 690,000.00 | 696,477.72 | |||
| MGS 3.885% 08/15/29 | 1,890,000.00 | 1,897,119.44 | |||
| MGS 3.892% 03/15/27 | 300,000.00 | 303,280.44 | |||
| MGS 3.899% 11/16/27 | 1,960,000.00 | 1,983,920.23 | |||
| MGS 3.9% 11/30/26 | 1,140,000.00 | 1,156,108.20 | |||
| MGS 3.906% 07/15/26 | 750,000.00 | 759,422.25 | |||
| MGS 3.955% 09/15/25 | 1,100,000.00 | 1,113,700.05 | |||
| MGS 4.059% 09/30/24 | 1,060,000.00 | 1,071,486.58 | |||
| MGS 4.065% 06/15/50 | 740,000.00 | 697,976.89 | |||
| MGS 4.181% 07/15/24 | 1,180,000.00 | 1,193,332.23 | |||
| MGS 4.232% 06/30/31 | 850,000.00 | 867,692.75 | |||
| MGS 4.254% 05/31/35 | 1,480,000.00 | 1,501,463.70 | |||
| MGS 4.392% 04/15/26 | 1,160,000.00 | 1,190,475.63 | |||
| MGS 4.498% 04/15/30 | 1,260,000.00 | 1,316,128.96 | |||
| MGS 4.642% 11/07/33 | 1,160,000.00 | 1,228,687.54 | |||
| MGS 4.696% 10/15/42 | 90,000.00 | 95,404.87 | |||
| MGS 4.736% 03/15/46 | 640,000.00 | 675,288.06 | |||
| MGS 4.762% 04/07/37 | 1,160,000.00 | 1,232,717.38 | |||
| MGS 4.893% 06/08/38 | 1,490,000.00 | 1,616,102.86 | |||
| MGS 4.921% 07/06/48 | 1,450,000.00 | 1,563,345.77 | |||
| MGS 4.935% 09/30/43 | 820,000.00 | 884,508.49 | |||
| マレーシアリンギット 小計 | 26,600,000.00 | 27,159,759.30 | |||
| (822,818,487) | |||||
| イスラエルシェケル | ILGOV 0.4% 10/31/24 | 750,000.00 | 704,971.27 | ||
| ILGOV 0.5% 02/27/26 | 350,000.00 | 318,218.56 | |||
| ILGOV 0.5% 04/30/25 | 720,000.00 | 667,344.80 | |||
| ILGOV 1.3% 04/30/32 | 310,000.00 | 253,870.24 | |||
| ILGOV 1.5% 05/31/37 | 930,000.00 | 705,329.20 | |||
| ILGOV 1.75% 08/31/25 | 1,040,000.00 | 984,679.80 | |||
| ILGOV 1% 03/31/30 | 1,570,000.00 | 1,308,581.01 | |||
| ILGOV 2.25% 09/28/28 | 1,070,000.00 | 993,626.93 | |||
| ILGOV 2.8% 11/29/52 | 260,000.00 | 212,766.55 | |||
| ILGOV 2% 03/31/27 | 1,210,000.00 | 1,127,274.96 | |||
| ILGOV 3.75% 03/31/24 | 1,560,000.00 | 1,551,114.39 | |||
| ILGOV 3.75% 03/31/47 | 1,440,000.00 | 1,436,333.90 | |||
| ILGOV 5.5% 01/31/42 | 1,060,000.00 | 1,311,310.73 | |||
| ILGOV 6.25% 10/30/26 | 1,550,000.00 | 1,674,931.08 | |||
| イスラエルシェケル 小計 | 13,820,000.00 | 13,250,353.42 | |||
| (497,426,217) | |||||
| オフショア人民元 | CGB 1.99% 04/09/25 | 63,260,000.00 | 62,659,179.91 | ||
| CGB 2.28% 03/17/24 | 5,100,000.00 | 5,102,295.00 | |||
| CGB 2.47% 09/02/24 | 18,290,000.00 | 18,324,498.59 | |||
| CGB 2.48% 04/15/27 | 18,380,000.00 | 18,243,098.20 | |||
| CGB 2.6% 09/01/32 | 7,750,000.00 | 7,559,197.71 | |||
| CGB 2.62% 09/25/29 | 21,000,000.00 | 20,723,501.82 | |||
| CGB 2.68% 05/21/30 | 11,650,000.00 | 11,513,360.29 | |||
| CGB 2.69% 08/12/26 | 11,720,000.00 | 11,753,412.54 | |||
| CGB 2.69% 08/15/32 | 4,000,000.00 | 3,927,399.92 | |||
| CGB 2.8% 03/24/29 | 15,770,000.00 | 15,765,790.50 | |||
| CGB 2.84% 04/08/24 | 16,020,000.00 | 16,137,565.97 | |||
| CGB 2.85% 06/04/27 | 11,760,000.00 | 11,838,223.98 | |||
| CGB 2.89% 11/18/31 | 22,500,000.00 | 22,539,028.50 | |||
| CGB 2.91% 10/14/28 | 14,300,000.00 | 14,417,260.00 | |||
| CGB 3.01% 05/13/28 | 7,960,000.00 | 8,076,638.67 | |||
| CGB 3.02% 05/27/31 | 7,400,000.00 | 7,497,838.36 | |||
| CGB 3.03% 03/11/26 | 22,150,000.00 | 22,485,944.61 | |||
| CGB 3.12% 10/25/52 | 2,500,000.00 | 2,427,982.87 | |||
| CGB 3.27% 11/19/30 | 3,430,000.00 | 3,554,166.00 | |||
| CGB 3.28% 12/03/27 | 11,140,000.00 | 11,486,480.73 | |||
| CGB 3.32% 04/15/52 | 3,020,000.00 | 3,045,906.16 | |||
| CGB 3.39% 03/16/50 | 5,360,000.00 | 5,431,299.79 | |||
| CGB 3.53% 10/18/51 | 7,010,000.00 | 7,296,203.57 | |||
| CGB 3.72% 04/12/51 | 3,150,000.00 | 3,383,534.07 | |||
| CGB 3.81% 09/14/50 | 8,230,000.00 | 8,965,618.79 | |||
| CGB 3.86% 07/22/49 | 5,810,000.00 | 6,374,159.71 | |||
| CGB 4.08% 10/22/48 | 2,030,000.00 | 2,306,815.06 | |||
| オフショア人民元 小計 | 330,690,000.00 | 332,836,401.32 | |||
| (6,514,307,330) | |||||
| 合計 | 148,104,169,044 | ||||
| (148,104,169,044) | |||||
| 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 | 195銘柄 | 100.0% | 50.0% |
| カナダドル | 国債証券 | 35銘柄 | 100.0% | 2.1% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.9% |
| ユーロ | 国債証券 | 343銘柄 | 100.0% | 33.4% |
| イギリスポンド | 国債証券 | 57銘柄 | 100.0% | 4.9% |
| スウェーデンクローナ | 国債証券 | 7銘柄 | 100.0% | 0.2% |
| 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 | 7銘柄 | 100.0% | 0.3% |
| ポーランドズロチ | 国債証券 | 14銘柄 | 100.0% | 0.4% |
| オーストラリアドル | 国債証券 | 27銘柄 | 100.0% | 1.6% |
| 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% | 0.5% |
| マレーシアリンギット | 国債証券 | 29銘柄 | 100.0% | 0.6% |
| イスラエルシェケル | 国債証券 | 14銘柄 | 100.0% | 0.3% |
| オフショア人民元 | 国債証券 | 27銘柄 | 100.0% | 4.4% |
| (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。 |
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