有価証券報告書(内国投資信託受益証券)-第18期(2023/02/22-2024/02/21)
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
| 2024年 2月21日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 561,234,902 |
| コール・ローン | 890,980,396 |
| 国債証券 | 174,730,906,035 |
| 派生商品評価勘定 | 1,109,436 |
| 未収入金 | 64,882 |
| 未収利息 | 1,236,641,581 |
| 前払金 | 6,158,198 |
| 前払費用 | 69,382,960 |
| 差入委託証拠金 | 86,635,538 |
| 流動資産合計 | 177,583,113,928 |
| 資産合計 | 177,583,113,928 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 6,252,082 |
| 未払金 | 1,014,022,158 |
| 未払解約金 | 212,091,182 |
| 未払利息 | 169 |
| 流動負債合計 | 1,232,365,591 |
| 負債合計 | 1,232,365,591 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 58,566,398,371 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 117,784,349,966 |
| 元本等合計 | 176,350,748,337 |
| 純資産合計 | 176,350,748,337 |
| 負債純資産合計 | 177,583,113,928 |
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) |
| 2024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 | 58,566,398,371口 | |
| 2. | 計算期間の末日における1単位当たりの純資産の額 | 1口当たり純資産額 | 3.0111円 |
| (1万口当たり純資産額) | (30,111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、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 | 2024年 2月21日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2023年 2月22日 |
| 期首元本額 | 57,796,068,029円 |
| 期中追加設定元本額 | 7,449,609,718円 |
| 期中一部解約元本額 | 6,679,279,376円 |
| 期末元本額 | 58,566,398,371円 |
| 期末元本額の内訳 | |
| 外国債券インデックスファンド | 1,856,380,809円 |
| DC外国債券インデックスファンド | 1,819,495,078円 |
| DC外国債券インデックスファンドL | 14,373,706,162円 |
| DCバランスファンド30 | 1,001,030,821円 |
| DCバランスファンド50 | 1,142,238,081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 | 957,595,571円 |
| インデックスコレクション(外国債券) | 9,884,745,359円 |
| インデックスコレクション(バランス株式30) | 5,389,328,016円 |
| インデックスコレクション(バランス株式50) | 1,144,589,464円 |
| インデックスコレクション(バランス株式70) | 371,381,524円 |
| 私募外国債券パッシブファンド(適格機関投資家専用) | 5,863,516,266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) | 3,039,146,582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) | 289,366,867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) | 312,464,023円 |
| VAバランスファンド(株25/100)(適格機関投資家専用) | 208,256,874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) | 71,385,963円 |
| バランスVA25(適格機関投資家専用) | 890,961,479円 |
| バランスVA37.5(適格機関投資家専用) | 478,759,255円 |
| バランスVA50L(適格機関投資家専用) | 5,246,958,721円 |
| バランスVA75(適格機関投資家専用) | 295,184,972円 |
| VAバランスファンド(株40/100)(適格機関投資家専用) | 137,466,804円 |
| VAポートフォリオ40(適格機関投資家専用) | 1,252,568,776円 |
| VAポートフォリオ20(適格機関投資家専用) | 58,825,752円 |
| バランスVA40(適格機関投資家専用) | 155,526,501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) | 45,902,233円 |
| バランスVA25L(適格機関投資家専用) | 179,531,836円 |
| 世界バランスVA25(適格機関投資家専用) | 57,152,256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) | 16,910,283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 | △1,018,231,994 |
| 合計 | △1,018,231,994 |
| (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 | 764,167,817 | - | 758,009,619 | △6,158,198 | |
| 合計 | 764,167,817 | - | 758,009,619 | △6,158,198 | |
| (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 | 1,859,210,553 | - | 1,860,226,105 | 1,015,552 | |
| アメリカドル | 1,001,078,456 | - | 1,001,141,058 | 62,602 | |
| カナダドル | 52,362,854 | - | 52,283,685 | △79,169 | |
| ユーロ | 610,879,068 | - | 611,705,416 | 826,348 | |
| イギリスポンド | 101,478,751 | - | 101,596,214 | 117,463 | |
| オーストラリアドル | 13,276,710 | - | 13,276,966 | 256 | |
| オフショア人民元 | 80,134,714 | - | 80,222,766 | 88,052 | |
| 合計 | 1,859,210,553 | - | 1,860,226,105 | 1,015,552 | |
| (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 | 1,113,901.56 | |
| T 0.25% 06/30/25 | 4,310,000.00 | 4,055,524.79 | |||
| T 0.25% 07/31/25 | 2,200,000.00 | 2,062,972.64 | |||
| T 0.25% 09/30/25 | 3,290,000.00 | 3,065,033.38 | |||
| T 0.375% 01/31/26 | 1,700,000.00 | 1,567,818.35 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,590,312.48 | |||
| T 0.375% 07/31/27 | 4,000,000.00 | 3,496,953.12 | |||
| T 0.375% 09/30/27 | 4,000,000.00 | 3,477,578.12 | |||
| T 0.375% 11/30/25 | 3,770,000.00 | 3,498,074.00 | |||
| T 0.5% 02/28/26 | 3,500,000.00 | 3,226,972.66 | |||
| T 0.5% 03/31/25 | 4,000,000.00 | 3,812,656.24 | |||
| T 0.5% 04/30/27 | 2,000,000.00 | 1,772,500.00 | |||
| T 0.5% 05/31/27 | 300,000.00 | 264,972.65 | |||
| T 0.5% 06/30/27 | 2,500,000.00 | 2,202,197.27 | |||
| T 0.5% 08/31/27 | 1,100,000.00 | 963,423.82 | |||
| T 0.5% 10/31/27 | 1,580,000.00 | 1,375,896.08 | |||
| T 0.625% 03/31/27 | 3,400,000.00 | 3,034,765.60 | |||
| T 0.625% 05/15/30 | 7,400,000.00 | 5,934,597.68 | |||
| T 0.625% 07/31/26 | 4,000,000.00 | 3,648,437.52 | |||
| T 0.625% 08/15/30 | 9,130,000.00 | 7,258,350.00 | |||
| T 0.625% 11/30/27 | 3,700,000.00 | 3,229,044.90 | |||
| T 0.625% 12/31/27 | 3,000,000.00 | 2,610,234.36 | |||
| T 0.75% 01/31/28 | 3,500,000.00 | 3,052,382.83 | |||
| T 0.75% 03/31/26 | 2,750,000.00 | 2,543,642.58 | |||
| T 0.75% 04/30/26 | 3,500,000.00 | 3,227,792.96 | |||
| T 0.75% 08/31/26 | 3,000,000.00 | 2,738,027.34 | |||
| T 0.875% 09/30/26 | 5,000,000.00 | 4,570,117.20 | |||
| T 0.875% 11/15/30 | 6,160,000.00 | 4,954,348.41 | |||
| T 1.125% 02/15/31 | 5,600,000.00 | 4,563,343.73 | |||
| T 1.125% 02/29/28 | 3,880,000.00 | 3,428,267.97 | |||
| T 1.125% 05/15/40 | 1,550,000.00 | 946,710.93 | |||
| T 1.125% 08/15/40 | 3,600,000.00 | 2,177,859.38 | |||
| T 1.125% 08/31/28 | 4,000,000.00 | 3,485,234.36 | |||
| T 1.125% 10/31/26 | 6,850,000.00 | 6,283,001.93 | |||
| T 1.25% 03/31/28 | 5,300,000.00 | 4,696,089.85 | |||
| T 1.25% 04/30/28 | 5,300,000.00 | 4,685,427.74 | |||
| T 1.25% 05/15/50 | 5,120,000.00 | 2,557,400.01 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,293,359.36 | |||
| T 1.25% 06/30/28 | 1,000,000.00 | 880,175.78 | |||
| T 1.25% 08/15/31 | 6,550,000.00 | 5,293,730.43 | |||
| T 1.25% 09/30/28 | 3,800,000.00 | 3,322,847.64 | |||
| T 1.25% 11/30/26 | 3,000,000.00 | 2,755,546.86 | |||
| T 1.25% 12/31/26 | 5,500,000.00 | 5,042,919.91 | |||
| T 1.375% 08/15/50 | 2,300,000.00 | 1,187,285.16 | |||
| T 1.375% 10/31/28 | 1,700,000.00 | 1,492,181.64 | |||
| T 1.375% 11/15/31 | 12,110,000.00 | 9,810,992.18 | |||
| T 1.375% 11/15/40 | 4,650,000.00 | 2,925,413.06 | |||
| T 1.5% 01/31/27 | 5,800,000.00 | 5,343,816.42 | |||
| T 1.5% 02/15/25 | 3,000,000.00 | 2,899,357.32 | |||
| T 1.5% 02/15/30 | 1,820,000.00 | 1,555,744.53 | |||
| T 1.5% 08/15/26 | 5,300,000.00 | 4,934,589.85 | |||
| T 1.5% 11/30/28 | 5,550,000.00 | 4,891,371.06 | |||
| T 1.625% 02/15/26 | 4,450,000.00 | 4,202,816.38 | |||
| T 1.625% 05/15/26 | 5,400,000.00 | 5,072,414.07 | |||
| T 1.625% 05/15/31 | 4,290,000.00 | 3,591,450.59 | |||
| T 1.625% 08/15/29 | 1,760,000.00 | 1,539,106.25 | |||
| T 1.625% 09/30/26 | 2,150,000.00 | 2,003,783.20 | |||
| T 1.625% 11/15/50 | 3,100,000.00 | 1,712,871.08 | |||
| T 1.625% 11/30/26 | 3,030,000.00 | 2,812,928.92 | |||
| T 1.75% 01/31/29 | 2,500,000.00 | 2,222,412.10 | |||
| T 1.75% 03/15/25 | 5,500,000.00 | 5,319,316.42 | |||
| T 1.75% 08/15/41 | 4,800,000.00 | 3,173,437.48 | |||
| T 1.75% 11/15/29 | 2,220,000.00 | 1,945,621.87 | |||
| T 1.75% 12/31/26 | 4,300,000.00 | 3,998,748.06 | |||
| T 1.875% 02/15/32 | 6,200,000.00 | 5,195,890.65 | |||
| T 1.875% 02/15/41 | 4,750,000.00 | 3,245,957.05 | |||
| T 1.875% 02/15/51 | 4,500,000.00 | 2,651,660.14 | |||
| T 1.875% 02/28/27 | 3,000,000.00 | 2,789,414.07 | |||
| T 1.875% 02/28/29 | 1,900,000.00 | 1,696,566.41 | |||
| T 1.875% 06/30/26 | 3,980,000.00 | 3,752,393.75 | |||
| T 1.875% 07/31/26 | 1,800,000.00 | 1,693,476.55 | |||
| T 1.875% 11/15/51 | 3,400,000.00 | 1,992,054.69 | |||
| T 1% 07/31/28 | 2,500,000.00 | 2,170,800.77 | |||
| T 2.125% 05/15/25 | 3,850,000.00 | 3,726,378.88 | |||
| T 2.25% 02/15/27 | 3,900,000.00 | 3,669,884.75 | |||
| T 2.25% 02/15/52 | 2,410,000.00 | 1,551,719.92 | |||
| T 2.25% 03/31/26 | 1,500,000.00 | 1,432,089.84 | |||
| T 2.25% 05/15/41 | 1,600,000.00 | 1,158,906.25 | |||
| T 2.25% 08/15/27 | 1,820,000.00 | 1,697,825.38 | |||
| T 2.25% 08/15/46 | 2,180,000.00 | 1,465,539.05 | |||
| T 2.25% 08/15/49 | 2,110,000.00 | 1,379,082.81 | |||
| T 2.25% 11/15/25 | 5,500,000.00 | 5,281,503.92 | |||
| T 2.25% 11/15/27 | 5,260,000.00 | 4,887,382.44 | |||
| T 2.375% 02/15/42 | 1,350,000.00 | 985,842.77 | |||
| T 2.375% 03/31/29 | 1,400,000.00 | 1,279,468.75 | |||
| T 2.375% 04/30/26 | 1,820,000.00 | 1,739,237.50 | |||
| T 2.375% 05/15/27 | 3,600,000.00 | 3,386,039.07 | |||
| T 2.375% 05/15/29 | 1,390,000.00 | 1,268,049.21 | |||
| T 2.375% 05/15/51 | 1,980,000.00 | 1,316,545.32 | |||
| T 2.375% 11/15/49 | 2,010,000.00 | 1,349,919.13 | |||
| T 2.5% 01/31/25 | 4,000,000.00 | 3,908,928.76 | |||
| T 2.5% 02/15/45 | 1,750,000.00 | 1,258,120.11 | |||
| T 2.5% 02/15/46 | 1,250,000.00 | 888,452.15 | |||
| T 2.5% 02/28/26 | 650,000.00 | 624,317.38 | |||
| T 2.5% 05/15/46 | 1,810,000.00 | 1,282,943.54 | |||
| T 2.625% 01/31/26 | 1,350,000.00 | 1,301,378.91 | |||
| T 2.625% 02/15/29 | 6,900,000.00 | 6,397,054.72 | |||
| T 2.625% 03/31/25 | 2,500,000.00 | 2,439,648.45 | |||
| T 2.625% 05/31/27 | 2,900,000.00 | 2,747,070.29 | |||
| T 2.625% 12/31/25 | 4,500,000.00 | 4,342,412.11 | |||
| T 2.75% 02/15/28 | 4,670,000.00 | 4,406,126.74 | |||
| T 2.75% 05/31/29 | 6,000,000.00 | 5,572,734.36 | |||
| T 2.75% 06/30/25 | 2,000,000.00 | 1,947,578.12 | |||
| T 2.75% 07/31/27 | 5,000,000.00 | 4,745,605.45 | |||
| T 2.75% 08/15/32 | 3,180,000.00 | 2,832,932.82 | |||
| T 2.75% 08/15/42 | 2,330,000.00 | 1,800,107.01 | |||
| T 2.75% 08/15/47 | 1,150,000.00 | 845,744.14 | |||
| T 2.75% 08/31/25 | 5,000,000.00 | 4,855,371.10 | |||
| T 2.75% 11/15/42 | 1,650,000.00 | 1,270,306.63 | |||
| T 2.75% 11/15/47 | 1,400,000.00 | 1,028,015.63 | |||
| T 2.875% 04/30/25 | 8,370,000.00 | 8,180,530.65 | |||
| T 2.875% 04/30/29 | 4,170,000.00 | 3,901,556.25 | |||
| T 2.875% 05/15/28 | 4,460,000.00 | 4,216,442.16 | |||
| T 2.875% 05/15/32 | 6,750,000.00 | 6,091,479.51 | |||
| T 2.875% 05/15/43 | 1,350,000.00 | 1,055,531.25 | |||
| T 2.875% 05/15/49 | 4,100,000.00 | 3,061,867.20 | |||
| T 2.875% 05/15/52 | 4,300,000.00 | 3,190,314.43 | |||
| T 2.875% 07/31/25 | 500,000.00 | 487,099.61 | |||
| T 2.875% 08/15/28 | 10,200,000.00 | 9,617,882.83 | |||
| T 2.875% 08/15/45 | 1,880,000.00 | 1,439,411.71 | |||
| T 2% 02/15/25 | 6,050,000.00 | 5,876,579.41 | |||
| T 2% 02/15/50 | 3,370,000.00 | 2,068,469.13 | |||
| T 2% 08/15/25 | 3,750,000.00 | 3,604,174.80 | |||
| T 2% 08/15/51 | 6,090,000.00 | 3,692,181.43 | |||
| T 2% 11/15/26 | 2,700,000.00 | 2,533,570.32 | |||
| T 2% 11/15/41 | 4,140,000.00 | 2,847,786.31 | |||
| T 3.125% 02/15/42 | 1,000,000.00 | 823,710.94 | |||
| T 3.125% 02/15/43 | 3,600,000.00 | 2,934,562.50 | |||
| T 3.125% 05/15/48 | 1,400,000.00 | 1,100,449.22 | |||
| T 3.125% 08/15/25 | 2,500,000.00 | 2,442,822.27 | |||
| T 3.125% 08/15/44 | 1,550,000.00 | 1,249,203.12 | |||
| T 3.125% 08/31/29 | 4,300,000.00 | 4,059,132.83 | |||
| T 3.125% 11/15/28 | 7,460,000.00 | 7,097,199.23 | |||
| T 3.125% 11/15/41 | 870,000.00 | 719,075.39 | |||
| T 3.25% 05/15/42 | 1,500,000.00 | 1,254,228.51 | |||
| T 3.25% 06/30/27 | 4,850,000.00 | 4,684,986.31 | |||
| T 3.375% 05/15/33 | 2,310,000.00 | 2,149,653.52 | |||
| T 3.375% 05/15/44 | 400,000.00 | 336,054.68 | |||
| T 3.375% 08/15/42 | 1,200,000.00 | 1,020,117.19 | |||
| T 3.375% 11/15/48 | 1,400,000.00 | 1,150,105.46 | |||
| T 3.5% 02/15/33 | 6,000,000.00 | 5,647,734.36 | |||
| T 3.5% 02/15/39 | 900,000.00 | 812,935.54 | |||
| T 3.625% 02/15/44 | 1,600,000.00 | 1,398,187.50 | |||
| T 3.625% 02/15/53 | 3,270,000.00 | 2,820,375.00 | |||
| T 3.625% 05/15/53 | 1,650,000.00 | 1,424,349.61 | |||
| T 3.625% 08/15/43 | 2,700,000.00 | 2,365,611.31 | |||
| T 3.75% 04/15/26 | 5,800,000.00 | 5,707,562.50 | |||
| T 3.75% 06/30/30 | 2,500,000.00 | 2,425,878.90 | |||
| T 3.75% 08/15/41 | 1,100,000.00 | 996,552.73 | |||
| T 3.75% 11/15/43 | 1,800,000.00 | 1,603,792.96 | |||
| T 3.875% 02/15/43 | 830,000.00 | 755,753.91 | |||
| T 3.875% 08/15/33 | 4,000,000.00 | 3,871,250.00 | |||
| T 3.875% 08/15/40 | 680,000.00 | 631,523.43 | |||
| T 3.875% 09/30/29 | 1,050,000.00 | 1,029,000.00 | |||
| T 3.875% 11/30/29 | 3,880,000.00 | 3,800,429.69 | |||
| T 3% 02/15/47 | 2,100,000.00 | 1,624,792.97 | |||
| T 3% 02/15/48 | 2,950,000.00 | 2,268,676.75 | |||
| T 3% 02/15/49 | 1,940,000.00 | 1,485,691.40 | |||
| T 3% 05/15/42 | 1,100,000.00 | 885,951.17 | |||
| T 3% 05/15/45 | 600,000.00 | 470,484.37 | |||
| T 3% 05/15/47 | 1,300,000.00 | 1,004,046.87 | |||
| T 3% 07/15/25 | 6,100,000.00 | 5,955,601.53 | |||
| T 3% 08/15/48 | 2,360,000.00 | 1,810,424.22 | |||
| T 3% 08/15/52 | 2,570,000.00 | 1,957,717.57 | |||
| T 3% 09/30/25 | 3,660,000.00 | 3,563,639.08 | |||
| T 3% 10/31/25 | 1,000,000.00 | 972,832.03 | |||
| T 3% 11/15/44 | 1,550,000.00 | 1,220,655.27 | |||
| T 4.125% 08/15/53 | 1,200,000.00 | 1,134,656.25 | |||
| T 4.125% 08/31/30 | 3,400,000.00 | 3,368,324.20 | |||
| T 4.125% 11/15/32 | 5,690,000.00 | 5,620,541.99 | |||
| T 4.25% 05/15/39 | 850,000.00 | 835,125.00 | |||
| T 4.25% 10/15/25 | 680,000.00 | 675,258.59 | |||
| T 4.25% 11/15/40 | 650,000.00 | 630,982.42 | |||
| T 4.375% 02/15/38 | 500,000.00 | 502,861.33 | |||
| T 4.375% 05/15/40 | 750,000.00 | 742,089.84 | |||
| T 4.375% 05/15/41 | 550,000.00 | 540,536.13 | |||
| T 4.375% 11/15/39 | 650,000.00 | 645,353.51 | |||
| T 4.375% 11/30/30 | 3,970,000.00 | 3,989,229.68 | |||
| T 4.5% 02/15/36 | 600,000.00 | 618,117.18 | |||
| T 4.5% 05/15/38 | 250,000.00 | 254,052.73 | |||
| T 4.5% 08/15/39 | 750,000.00 | 756,562.50 | |||
| T 4.5% 11/15/25 | 4,350,000.00 | 4,337,595.71 | |||
| T 4.5% 11/15/33 | 2,300,000.00 | 2,338,093.75 | |||
| T 4.625% 02/15/40 | 700,000.00 | 714,000.00 | |||
| T 4.625% 03/15/26 | 2,170,000.00 | 2,172,670.11 | |||
| T 4.625% 09/30/28 | 2,950,000.00 | 2,992,406.25 | |||
| T 4.625% 11/15/26 | 3,600,000.00 | 3,618,421.88 | |||
| T 4.75% 02/15/41 | 750,000.00 | 772,573.24 | |||
| T 4.75% 11/15/53 | 2,500,000.00 | 2,627,343.75 | |||
| T 4% 02/28/30 | 2,400,000.00 | 2,364,281.25 | |||
| T 4% 06/30/28 | 2,000,000.00 | 1,977,265.62 | |||
| T 4% 07/31/30 | 800,000.00 | 787,093.75 | |||
| T 4% 11/15/52 | 3,500,000.00 | 3,235,312.50 | |||
| T 4% 12/15/25 | 5,000,000.00 | 4,943,945.30 | |||
| T 5.0% 05/15/37 | 300,000.00 | 322,101.56 | |||
| T 5.25% 11/15/28 | 1,900,000.00 | 1,979,191.41 | |||
| T 5.375% 02/15/31 | 750,000.00 | 803,437.50 | |||
| T 5% 08/31/25 | 1,230,000.00 | 1,234,420.31 | |||
| T 6.0% 02/15/26 | 600,000.00 | 616,148.43 | |||
| T 6.125% 11/15/27 | 1,850,000.00 | 1,963,384.75 | |||
| T 6.25% 05/15/30 | 2,920,000.00 | 3,231,162.50 | |||
| アメリカドル 小計 | 625,020,000.00 | 550,396,749.31 | |||
| (82,647,575,876) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 1,130,000.00 | 1,047,158.36 | ||
| CAN 0.5% 09/01/25 | 1,590,000.00 | 1,500,944.64 | |||
| CAN 0.5% 12/01/30 | 1,570,000.00 | 1,287,915.25 | |||
| CAN 1.25% 03/01/25 | 500,000.00 | 483,491.07 | |||
| CAN 1.25% 03/01/27 | 640,000.00 | 594,019.44 | |||
| CAN 1.25% 06/01/30 | 1,940,000.00 | 1,693,792.83 | |||
| CAN 1.5% 04/01/25 | 1,210,000.00 | 1,169,983.29 | |||
| CAN 1.5% 06/01/26 | 740,000.00 | 700,245.69 | |||
| CAN 1.5% 06/01/31 | 2,010,000.00 | 1,750,716.37 | |||
| CAN 1.5% 12/01/31 | 1,230,000.00 | 1,061,927.47 | |||
| CAN 1.75% 12/01/53 | 1,520,000.00 | 1,056,649.43 | |||
| CAN 1% 06/01/27 | 640,000.00 | 587,119.60 | |||
| CAN 1% 09/01/26 | 1,060,000.00 | 986,322.39 | |||
| CAN 2.25% 06/01/25 | 670,000.00 | 651,674.66 | |||
| CAN 2.25% 06/01/29 | 390,000.00 | 366,610.90 | |||
| CAN 2.25% 12/01/29 | 240,000.00 | 224,644.54 | |||
| CAN 2.5% 12/01/32 | 940,000.00 | 868,158.46 | |||
| CAN 2.75% 06/01/33 | 330,000.00 | 310,397.84 | |||
| CAN 2.75% 09/01/27 | 710,000.00 | 686,884.45 | |||
| CAN 2.75% 12/01/48 | 520,000.00 | 462,749.87 | |||
| CAN 2.75% 12/01/55 | 280,000.00 | 246,053.84 | |||
| CAN 2.75% 12/01/64 | 350,000.00 | 304,804.19 | |||
| CAN 2% 06/01/28 | 500,000.00 | 468,693.38 | |||
| CAN 2% 06/01/32 | 1,190,000.00 | 1,060,926.81 | |||
| CAN 2% 12/01/51 | 2,400,000.00 | 1,797,007.77 | |||
| CAN 3.25% 09/01/28 | 1,010,000.00 | 994,272.71 | |||
| CAN 3.5% 03/01/28 | 780,000.00 | 774,954.65 | |||
| CAN 3.5% 08/01/25 | 1,940,000.00 | 1,914,968.70 | |||
| CAN 3.5% 12/01/45 | 490,000.00 | 494,259.73 | |||
| CAN 3% 10/01/25 | 1,880,000.00 | 1,840,866.14 | |||
| CAN 4.0% 06/01/41 | 420,000.00 | 448,505.44 | |||
| CAN 5.75% 06/01/29 | 680,000.00 | 752,071.27 | |||
| CAN 5.75% 06/01/33 | 2,170,000.00 | 2,550,445.21 | |||
| CAN 5% 06/01/37 | 420,000.00 | 485,763.58 | |||
| カナダドル 小計 | 34,090,000.00 | 31,624,999.97 | |||
| (3,511,007,496) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 5,250,000.00 | 5,554,710.00 | ||
| MBONO 5.5% 03/04/27 | 14,220,000.00 | 12,718,510.20 | |||
| MBONO 5.75% 03/05/26 | 28,180,000.00 | 25,970,215.13 | |||
| MBONO 5% 03/06/25 | 6,400,000.00 | 6,079,872.00 | |||
| MBONO 7.5% 05/26/33 | 11,360,000.00 | 10,130,507.20 | |||
| MBONO 7.5% 06/03/27 | 21,620,000.00 | 20,423,549.20 | |||
| MBONO 7.75% 05/29/31 | 22,210,000.00 | 20,466,070.80 | |||
| MBONO 7.75% 11/13/42 | 13,980,000.00 | 11,968,417.80 | |||
| MBONO 7.75% 11/23/34 | 4,970,000.00 | 4,467,433.60 | |||
| MBONO 7% 09/03/26 | 3,040,000.00 | 2,850,881.60 | |||
| MBONO 8.5% 05/31/29 | 17,740,000.00 | 17,209,041.80 | |||
| MBONO 8.5% 11/18/38 | 13,720,000.00 | 12,833,550.80 | |||
| MBONO 8% 07/31/53 | 9,730,000.00 | 8,344,253.40 | |||
| MBONO 8% 11/07/47 | 14,310,000.00 | 12,437,679.60 | |||
| メキシコペソ 小計 | 186,730,000.00 | 171,454,693.13 | |||
| (1,509,469,972) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 660,000.00 | 562,617.00 | ||
| BGB 0.35% 06/22/32 | 860,000.00 | 705,663.11 | |||
| BGB 0.4% 06/22/40 | 400,000.00 | 258,371.60 | |||
| BGB 0.65% 06/22/71 | 340,000.00 | 143,323.60 | |||
| BGB 0.8% 06/22/25 | 940,000.00 | 911,256.99 | |||
| BGB 0.8% 06/22/27 | 920,000.00 | 865,466.08 | |||
| BGB 0.8% 06/22/28 | 810,000.00 | 750,943.71 | |||
| BGB 0.9% 06/22/29 | 1,100,000.00 | 1,006,959.80 | |||
| BGB 0% 10/22/27 | 530,000.00 | 481,394.65 | |||
| BGB 0% 10/22/31 | 730,000.00 | 593,716.30 | |||
| BGB 1.25% 04/22/33 | 410,000.00 | 359,570.41 | |||
| BGB 1.4% 06/22/53 | 520,000.00 | 332,649.20 | |||
| BGB 1.45% 06/22/37 | 400,000.00 | 328,828.80 | |||
| BGB 1.6% 06/22/47 | 640,000.00 | 462,456.96 | |||
| BGB 1.7% 06/22/50 | 610,000.00 | 436,053.60 | |||
| BGB 1.9% 06/22/38 | 480,000.00 | 411,598.08 | |||
| BGB 1% 06/22/26 | 1,000,000.00 | 959,640.00 | |||
| BGB 1% 06/22/31 | 910,000.00 | 807,724.19 | |||
| BGB 2.15% 06/22/66 | 450,000.00 | 339,588.00 | |||
| BGB 2.25% 06/22/57 | 270,000.00 | 210,514.41 | |||
| BGB 2.75% 04/22/39 | 140,000.00 | 133,135.38 | |||
| BGB 2.85% 10/22/34 | 200,000.00 | 198,261.20 | |||
| BGB 3.3% 06/22/54 | 580,000.00 | 569,067.00 | |||
| BGB 3.45% 06/22/43 | 280,000.00 | 286,238.45 | |||
| BGB 3.75% 06/22/45 | 450,000.00 | 480,566.25 | |||
| BGB 3% 06/22/33 | 860,000.00 | 869,853.02 | |||
| BGB 3% 06/22/34 | 350,000.00 | 352,754.85 | |||
| BGB 4.25% 03/28/41 | 980,000.00 | 1,110,622.24 | |||
| BGB 4.5% 03/28/26 | 510,000.00 | 526,778.59 | |||
| BGB 4% 03/28/32 | 620,000.00 | 675,347.40 | |||
| BGB 5.5% 03/28/28 | 1,170,000.00 | 1,299,032.28 | |||
| BGB 5% 03/28/35 | 1,110,000.00 | 1,320,678.00 | |||
| BKO 2.5% 03/13/25 | 1,900,000.00 | 1,884,805.44 | |||
| BKO 3.1% 09/18/25 | 1,000,000.00 | 1,001,566.00 | |||
| BTPS 0.25% 03/15/28 | 1,250,000.00 | 1,110,986.25 | |||
| BTPS 0.35% 02/01/25 | 590,000.00 | 573,223.82 | |||
| BTPS 0.45% 02/15/29 | 1,710,000.00 | 1,488,578.94 | |||
| BTPS 0.5% 02/01/26 | 1,500,000.00 | 1,424,388.88 | |||
| BTPS 0.5% 07/15/28 | 730,000.00 | 649,667.15 | |||
| BTPS 0.6% 08/01/31 | 1,300,000.00 | 1,052,555.40 | |||
| BTPS 0.85% 01/15/27 | 1,000,000.00 | 937,584.00 | |||
| BTPS 0.9% 04/01/31 | 1,300,000.00 | 1,088,610.90 | |||
| BTPS 0.95% 03/01/37 | 600,000.00 | 415,740.00 | |||
| BTPS 0.95% 06/01/32 | 1,290,000.00 | 1,046,828.55 | |||
| BTPS 0.95% 08/01/30 | 420,000.00 | 359,820.71 | |||
| BTPS 0.95% 09/15/27 | 1,000,000.00 | 926,508.80 | |||
| BTPS 0.95% 12/01/31 | 1,120,000.00 | 922,906.88 | |||
| BTPS 0% 04/01/26 | 2,700,000.00 | 2,526,865.20 | |||
| BTPS 0% 08/01/26 | 1,330,000.00 | 1,232,868.77 | |||
| BTPS 1.1% 04/01/27 | 1,400,000.00 | 1,316,309.91 | |||
| BTPS 1.2% 08/15/25 | 940,000.00 | 911,693.64 | |||
| BTPS 1.25% 12/01/26 | 1,170,000.00 | 1,112,562.36 | |||
| BTPS 1.35% 04/01/30 | 1,510,000.00 | 1,339,871.32 | |||
| BTPS 1.45% 03/01/36 | 830,000.00 | 631,998.52 | |||
| BTPS 1.45% 05/15/25 | 1,070,000.00 | 1,046,021.07 | |||
| BTPS 1.5% 04/30/45 | 650,000.00 | 406,907.15 | |||
| BTPS 1.5% 06/01/25 | 1,500,000.00 | 1,465,567.50 | |||
| BTPS 1.6% 06/01/26 | 1,350,000.00 | 1,304,668.35 | |||
| BTPS 1.65% 03/01/32 | 1,300,000.00 | 1,126,076.90 | |||
| BTPS 1.65% 12/01/30 | 820,000.00 | 729,595.00 | |||
| BTPS 1.7% 09/01/51 | 750,000.00 | 453,885.00 | |||
| BTPS 1.8% 03/01/41 | 890,000.00 | 633,516.24 | |||
| BTPS 1.85% 07/01/25 | 820,000.00 | 803,981.61 | |||
| BTPS 2.05% 08/01/27 | 1,040,000.00 | 1,003,289.04 | |||
| BTPS 2.15% 03/01/72 | 260,000.00 | 156,182.00 | |||
| BTPS 2.15% 09/01/52 | 510,000.00 | 335,804.91 | |||
| BTPS 2.2% 06/01/27 | 1,110,000.00 | 1,077,997.59 | |||
| BTPS 2.25% 09/01/36 | 1,190,000.00 | 986,951.49 | |||
| BTPS 2.45% 09/01/33 | 1,360,000.00 | 1,222,275.52 | |||
| BTPS 2.45% 09/01/50 | 970,000.00 | 698,584.30 | |||
| BTPS 2.5% 11/15/25 | 660,000.00 | 652,202.47 | |||
| BTPS 2.5% 12/01/32 | 960,000.00 | 877,365.12 | |||
| BTPS 2.65% 12/01/27 | 770,000.00 | 755,926.71 | |||
| BTPS 2.7% 03/01/47 | 940,000.00 | 732,630.36 | |||
| BTPS 2.8% 03/01/67 | 500,000.00 | 361,909.61 | |||
| BTPS 2.8% 06/15/29 | 700,000.00 | 681,740.50 | |||
| BTPS 2.8% 12/01/28 | 1,260,000.00 | 1,235,775.24 | |||
| BTPS 2.95% 09/01/38 | 850,000.00 | 743,539.20 | |||
| BTPS 2% 02/01/28 | 930,000.00 | 889,944.34 | |||
| BTPS 2% 12/01/25 | 1,050,000.00 | 1,028,380.50 | |||
| BTPS 3.1% 03/01/40 | 670,000.00 | 586,195.06 | |||
| BTPS 3.25% 03/01/38 | 270,000.00 | 245,565.00 | |||
| BTPS 3.25% 09/01/46 | 880,000.00 | 755,788.00 | |||
| BTPS 3.35% 03/01/35 | 1,390,000.00 | 1,320,947.60 | |||
| BTPS 3.4% 03/28/25 | 140,000.00 | 139,919.64 | |||
| BTPS 3.4% 04/01/28 | 1,050,000.00 | 1,057,610.50 | |||
| BTPS 3.45% 03/01/48 | 1,040,000.00 | 917,868.64 | |||
| BTPS 3.5% 01/15/26 | 1,490,000.00 | 1,497,469.37 | |||
| BTPS 3.5% 03/01/30 | 1,870,000.00 | 1,881,824.01 | |||
| BTPS 3.6% 09/29/25 | 920,000.00 | 924,199.80 | |||
| BTPS 3.85% 09/01/49 | 840,000.00 | 785,607.41 | |||
| BTPS 3.85% 12/15/29 | 1,250,000.00 | 1,279,260.00 | |||
| BTPS 3% 08/01/29 | 670,000.00 | 659,001.95 | |||
| BTPS 4.35% 11/01/33 | 1,540,000.00 | 1,611,246.56 | |||
| BTPS 4.4% 05/01/33 | 240,000.00 | 252,783.36 | |||
| BTPS 4.45% 09/01/43 | 440,000.00 | 449,216.46 | |||
| BTPS 4.5% 03/01/26 | 930,000.00 | 953,455.53 | |||
| BTPS 4.5% 10/01/53 | 570,000.00 | 582,303.45 | |||
| BTPS 4.75% 09/01/28 | 1,260,000.00 | 1,338,777.72 | |||
| BTPS 4.75% 09/01/44 | 1,030,000.00 | 1,094,859.10 | |||
| BTPS 4% 02/01/37 | 1,800,000.00 | 1,803,470.94 | |||
| BTPS 4% 04/30/35 | 620,000.00 | 626,378.56 | |||
| BTPS 4% 10/30/31 | 440,000.00 | 453,121.68 | |||
| BTPS 4% 11/15/30 | 1,490,000.00 | 1,533,880.50 | |||
| BTPS 5.0% 08/01/39 | 1,440,000.00 | 1,572,618.24 | |||
| BTPS 5.25% 11/01/29 | 1,770,000.00 | 1,945,178.67 | |||
| BTPS 5.75% 02/01/33 | 1,410,000.00 | 1,627,714.85 | |||
| BTPS 5% 03/01/25 | 1,290,000.00 | 1,309,695.07 | |||
| BTPS 5% 08/01/34 | 1,620,000.00 | 1,778,743.80 | |||
| BTPS 5% 09/01/40 | 1,220,000.00 | 1,332,618.20 | |||
| BTPS 6.5% 11/01/27 | 2,070,000.00 | 2,309,672.88 | |||
| BTPS 6% 05/01/31 | 1,320,000.00 | 1,530,672.00 | |||
| BTPS 7.25% 11/01/26 | 350,000.00 | 386,939.70 | |||
| DBR 0.25% 02/15/27 | 230,000.00 | 215,200.65 | |||
| DBR 0.25% 02/15/29 | 1,750,000.00 | 1,581,902.00 | |||
| DBR 0.25% 08/15/28 | 1,300,000.00 | 1,185,756.00 | |||
| DBR 0.5% 02/15/25 | 1,290,000.00 | 1,255,464.12 | |||
| DBR 0.5% 02/15/26 | 1,990,000.00 | 1,903,625.94 | |||
| DBR 0.5% 02/15/28 | 1,510,000.00 | 1,403,520.84 | |||
| DBR 0.5% 08/15/27 | 580,000.00 | 542,990.78 | |||
| DBR 0% 02/15/30 | 1,660,000.00 | 1,449,566.78 | |||
| DBR 0% 02/15/31 | 1,380,000.00 | 1,179,192.06 | |||
| DBR 0% 02/15/32 | 2,080,000.00 | 1,735,993.68 | |||
| DBR 0% 05/15/35 | 1,280,000.00 | 977,716.41 | |||
| DBR 0% 05/15/36 | 1,320,000.00 | 979,397.22 | |||
| DBR 0% 08/15/26 | 1,950,000.00 | 1,829,119.50 | |||
| DBR 0% 08/15/29 | 2,430,000.00 | 2,145,383.82 | |||
| DBR 0% 08/15/30 | 1,880,000.00 | 1,624,398.96 | |||
| DBR 0% 08/15/30 | 400,000.00 | 346,017.10 | |||
| DBR 0% 08/15/31 | 2,310,000.00 | 1,952,298.81 | |||
| DBR 0% 08/15/50 | 2,530,000.00 | 1,315,106.65 | |||
| DBR 0% 08/15/52 | 1,630,000.00 | 807,534.60 | |||
| DBR 0% 11/15/27 | 1,230,000.00 | 1,125,081.00 | |||
| DBR 0% 11/15/28 | 1,250,000.00 | 1,120,887.50 | |||
| DBR 1.25% 08/15/48 | 1,880,000.00 | 1,443,225.24 | |||
| DBR 1.7% 08/15/32 | 1,310,000.00 | 1,249,542.19 | |||
| DBR 1.8% 08/15/53 | 1,580,000.00 | 1,342,066.22 | |||
| DBR 1% 05/15/38 | 970,000.00 | 793,507.53 | |||
| DBR 1% 08/15/25 | 1,130,000.00 | 1,097,439.05 | |||
| DBR 2.1% 11/15/29 | 450,000.00 | 444,350.25 | |||
| DBR 2.3% 02/15/33 | 2,120,000.00 | 2,116,124.64 | |||
| DBR 2.4% 11/15/30 | 300,000.00 | 301,441.80 | |||
| DBR 2.5% 07/04/44 | 1,520,000.00 | 1,499,860.00 | |||
| DBR 2.5% 08/15/46 | 1,600,000.00 | 1,582,492.80 | |||
| DBR 2.6% 08/15/33 | 1,160,000.00 | 1,184,583.88 | |||
| DBR 3.25% 07/04/42 | 930,000.00 | 1,018,668.06 | |||
| DBR 4.0% 01/04/37 | 1,570,000.00 | 1,829,262.73 | |||
| DBR 4.25% 07/04/39 | 990,000.00 | 1,200,202.74 | |||
| DBR 4.75% 07/04/28 | 1,180,000.00 | 1,294,080.04 | |||
| DBR 4.75% 07/04/34 | 1,440,000.00 | 1,748,900.16 | |||
| DBR 4.75% 07/04/40 | 1,100,000.00 | 1,417,226.80 | |||
| DBR 5.5% 01/04/31 | 1,090,000.00 | 1,307,863.75 | |||
| DBR 5.625% 01/04/28 | 1,500,000.00 | 1,674,873.00 | |||
| DBR 6.25% 01/04/30 | 610,000.00 | 739,575.34 | |||
| DBR 6.5% 07/04/27 | 1,270,000.00 | 1,431,740.85 | |||
| FRTR 0.25% 11/25/26 | 1,800,000.00 | 1,682,265.60 | |||
| FRTR 0.5% 05/25/25 | 2,500,000.00 | 2,418,130.00 | |||
| FRTR 0.5% 05/25/26 | 2,710,000.00 | 2,575,009.48 | |||
| FRTR 0.5% 05/25/29 | 2,830,000.00 | 2,536,973.31 | |||
| FRTR 0.5% 05/25/40 | 1,460,000.00 | 971,981.49 | |||
| FRTR 0.5% 05/25/72 | 640,000.00 | 248,508.16 | |||
| FRTR 0.5% 06/25/44 | 700,000.00 | 419,673.80 | |||
| FRTR 0.75% 02/25/28 | 1,970,000.00 | 1,828,892.84 | |||
| FRTR 0.75% 05/25/28 | 3,250,000.00 | 3,005,613.00 | |||
| FRTR 0.75% 05/25/52 | 1,930,000.00 | 1,045,037.10 | |||
| FRTR 0.75% 05/25/53 | 1,750,000.00 | 926,985.50 | |||
| FRTR 0.75% 11/25/28 | 2,990,000.00 | 2,740,400.78 | |||
| FRTR 0% 02/25/25 | 880,000.00 | 851,194.08 | |||
| FRTR 0% 02/25/26 | 2,790,000.00 | 2,636,522.10 | |||
| FRTR 0% 02/25/27 | 2,140,000.00 | 1,974,057.98 | |||
| FRTR 0% 03/25/25 | 1,890,000.00 | 1,824,068.25 | |||
| FRTR 0% 05/25/32 | 1,850,000.00 | 1,480,588.30 | |||
| FRTR 0% 11/25/29 | 2,460,000.00 | 2,118,041.78 | |||
| FRTR 0% 11/25/30 | 2,880,000.00 | 2,410,643.52 | |||
| FRTR 0% 11/25/31 | 3,590,000.00 | 2,918,372.03 | |||
| FRTR 1.25% 05/25/34 | 2,200,000.00 | 1,885,817.35 | |||
| FRTR 1.25% 05/25/36 | 2,570,000.00 | 2,113,997.19 | |||
| FRTR 1.25% 05/25/38 | 600,000.00 | 472,819.20 | |||
| FRTR 1.5% 05/25/31 | 2,410,000.00 | 2,225,784.42 | |||
| FRTR 1.5% 05/25/50 | 2,030,000.00 | 1,401,670.34 | |||
| FRTR 1.75% 05/25/66 | 850,000.00 | 575,496.75 | |||
| FRTR 1.75% 06/25/39 | 1,660,000.00 | 1,392,613.84 | |||
| FRTR 1% 05/25/27 | 2,850,000.00 | 2,701,418.10 | |||
| FRTR 1% 11/25/25 | 1,520,000.00 | 1,469,851.29 | |||
| FRTR 2.5% 05/25/30 | 3,520,000.00 | 3,490,842.88 | |||
| FRTR 2.5% 05/25/43 | 510,000.00 | 456,224.58 | |||
| FRTR 2.5% 09/24/26 | 1,670,000.00 | 1,658,214.81 | |||
| FRTR 2.75% 02/25/29 | 1,010,000.00 | 1,014,197.56 | |||
| FRTR 2.75% 10/25/27 | 3,080,000.00 | 3,086,723.64 | |||
| FRTR 2% 05/25/48 | 1,580,000.00 | 1,247,312.04 | |||
| FRTR 2% 11/25/32 | 1,960,000.00 | 1,844,005.24 | |||
| FRTR 3.25% 05/25/45 | 1,800,000.00 | 1,801,335.60 | |||
| FRTR 3.5% 04/25/26 | 3,120,000.00 | 3,163,427.28 | |||
| FRTR 3.5% 11/25/33 | 700,000.00 | 738,448.90 | |||
| FRTR 3% 05/25/33 | 2,110,000.00 | 2,142,700.78 | |||
| FRTR 3% 05/25/54 | 970,000.00 | 909,585.19 | |||
| FRTR 4.5% 04/25/41 | 1,940,000.00 | 2,281,889.11 | |||
| FRTR 4.75% 04/25/35 | 1,590,000.00 | 1,862,495.79 | |||
| FRTR 4% 04/25/55 | 1,070,000.00 | 1,209,042.64 | |||
| FRTR 4% 04/25/60 | 1,020,000.00 | 1,169,368.80 | |||
| FRTR 4% 10/25/38 | 1,420,000.00 | 1,572,166.20 | |||
| FRTR 5.5% 04/25/29 | 2,500,000.00 | 2,837,770.00 | |||
| FRTR 5.75% 10/25/32 | 2,150,000.00 | 2,632,984.60 | |||
| FRTR 6.0% 10/25/25 | 1,450,000.00 | 1,519,936.40 | |||
| IRISH 0.2% 05/15/27 | 410,000.00 | 380,058.43 | |||
| IRISH 0.2% 10/18/30 | 380,000.00 | 326,032.76 | |||
| IRISH 0.35% 10/18/32 | 170,000.00 | 140,299.30 | |||
| IRISH 0.4% 05/15/35 | 310,000.00 | 240,358.50 | |||
| IRISH 0.55% 04/22/41 | 250,000.00 | 169,602.00 | |||
| IRISH 0.9% 05/15/28 | 440,000.00 | 411,699.64 | |||
| IRISH 0% 10/18/31 | 530,000.00 | 435,591.83 | |||
| IRISH 1.1% 05/15/29 | 550,000.00 | 511,357.88 | |||
| IRISH 1.3% 05/15/33 | 310,000.00 | 275,648.90 | |||
| IRISH 1.35% 03/18/31 | 240,000.00 | 221,431.68 | |||
| IRISH 1.5% 05/15/50 | 460,000.00 | 334,418.16 | |||
| IRISH 1.7% 05/15/37 | 420,000.00 | 365,456.70 | |||
| IRISH 1% 05/15/26 | 670,000.00 | 645,478.00 | |||
| IRISH 2.4% 05/15/30 | 440,000.00 | 435,952.88 | |||
| IRISH 2% 02/18/45 | 620,000.00 | 523,005.96 | |||
| IRISH 3% 10/18/43 | 170,000.00 | 170,864.62 | |||
| IRISH 5.4% 03/13/25 | 590,000.00 | 602,740.34 | |||
| NETHER 0.25% 07/15/25 | 720,000.00 | 692,640.00 | |||
| NETHER 0.25% 07/15/29 | 540,000.00 | 479,000.65 | |||
| NETHER 0.5% 01/15/40 | 780,000.00 | 553,695.24 | |||
| NETHER 0.5% 07/15/26 | 1,050,000.00 | 996,776.55 | |||
| NETHER 0.5% 07/15/32 | 650,000.00 | 549,030.70 | |||
| NETHER 0.75% 07/15/27 | 900,000.00 | 847,244.70 | |||
| NETHER 0.75% 07/15/28 | 1,010,000.00 | 935,713.99 | |||
| NETHER 0% 01/15/26 | 870,000.00 | 824,454.84 | |||
| NETHER 0% 01/15/27 | 750,000.00 | 695,862.29 | |||
| NETHER 0% 01/15/29 | 1,040,000.00 | 920,188.88 | |||
| NETHER 0% 01/15/38 | 530,000.00 | 361,519.25 | |||
| NETHER 0% 01/15/52 | 970,000.00 | 467,261.93 | |||
| NETHER 0% 07/15/30 | 850,000.00 | 724,406.29 | |||
| NETHER 0% 07/15/31 | 800,000.00 | 664,301.97 | |||
| NETHER 2.5% 01/15/33 | 820,000.00 | 814,410.88 | |||
| NETHER 2.5% 07/15/33 | 590,000.00 | 583,358.37 | |||
| NETHER 2.75% 01/15/47 | 1,050,000.00 | 1,049,267.10 | |||
| NETHER 2% 01/15/54 | 400,000.00 | 341,470.05 | |||
| NETHER 3.25% 01/15/44 | 170,000.00 | 181,496.59 | |||
| NETHER 3.75% 01/15/42 | 1,010,000.00 | 1,144,174.15 | |||
| NETHER 4% 01/15/37 | 950,000.00 | 1,075,582.78 | |||
| NETHER 5.5% 01/15/28 | 780,000.00 | 863,010.72 | |||
| OBL 0% 04/10/26 | 1,500,000.00 | 1,417,033.50 | |||
| OBL 0% 04/11/25 | 1,050,000.00 | 1,013,376.00 | |||
| OBL 0% 04/16/27 | 1,210,000.00 | 1,119,673.50 | |||
| OBL 0% 10/09/26 | 1,360,000.00 | 1,271,612.24 | |||
| OBL 0% 10/10/25 | 1,970,000.00 | 1,880,217.25 | |||
| OBL 1.3% 10/15/27 | 2,620,000.00 | 2,518,315.18 | |||
| OBL 2.2% 04/13/28 | 900,000.00 | 892,714.50 | |||
| OBL 2.4% 10/19/28 | 1,460,000.00 | 1,461,576.80 | |||
| RAGB 0.25% 10/20/36 | 360,000.00 | 256,764.24 | |||
| RAGB 0.5% 02/20/29 | 810,000.00 | 728,415.99 | |||
| RAGB 0.5% 04/20/27 | 650,000.00 | 607,064.25 | |||
| RAGB 0.7% 04/20/71 | 200,000.00 | 90,373.38 | |||
| RAGB 0.75% 02/20/28 | 720,000.00 | 668,362.32 | |||
| RAGB 0.75% 03/20/51 | 460,000.00 | 268,433.46 | |||
| RAGB 0.75% 10/20/26 | 900,000.00 | 854,821.80 | |||
| RAGB 0.85% 06/30/20 | 200,000.00 | 90,846.12 | |||
| RAGB 0.9% 02/20/32 | 800,000.00 | 692,907.00 | |||
| RAGB 0% 02/20/30 | 930,000.00 | 793,202.79 | |||
| RAGB 0% 02/20/31 | 850,000.00 | 702,871.80 | |||
| RAGB 0% 04/20/25 | 370,000.00 | 356,634.86 | |||
| RAGB 0% 10/20/28 | 420,000.00 | 371,196.84 | |||
| RAGB 0% 10/20/40 | 330,000.00 | 199,574.38 | |||
| RAGB 1.2% 10/20/25 | 680,000.00 | 660,764.16 | |||
| RAGB 1.5% 02/20/47 | 530,000.00 | 393,443.12 | |||
| RAGB 1.5% 11/02/86 | 200,000.00 | 120,394.00 | |||
| RAGB 1.85% 05/23/49 | 390,000.00 | 306,828.60 | |||
| RAGB 2.1% 09/20/17 | 280,000.00 | 212,272.76 | |||
| RAGB 2.4% 05/23/34 | 460,000.00 | 440,289.46 | |||
| RAGB 2.9% 02/20/33 | 600,000.00 | 602,818.80 | |||
| RAGB 2.9% 02/20/34 | 150,000.00 | 150,239.70 | |||
| RAGB 2% 07/15/26 | 260,000.00 | 255,242.00 | |||
| RAGB 3.15% 06/20/44 | 420,000.00 | 422,283.54 | |||
| RAGB 3.15% 10/20/53 | 190,000.00 | 191,717.60 | |||
| RAGB 3.45% 10/20/30 | 150,000.00 | 156,248.40 | |||
| RAGB 3.8% 01/26/62 | 210,000.00 | 242,283.93 | |||
| RAGB 4.15% 03/15/37 | 840,000.00 | 940,867.20 | |||
| RAGB 4.85% 03/15/26 | 470,000.00 | 488,259.03 | |||
| RAGB 6.25% 07/15/27 | 540,000.00 | 600,634.44 | |||
| RFGB 0.125% 04/15/36 | 270,000.00 | 192,141.18 | |||
| RFGB 0.125% 04/15/52 | 240,000.00 | 112,082.68 | |||
| RFGB 0.125% 09/15/31 | 290,000.00 | 238,982.50 | |||
| RFGB 0.25% 09/15/40 | 210,000.00 | 133,980.00 | |||
| RFGB 0.5% 04/15/26 | 500,000.00 | 476,342.40 | |||
| RFGB 0.5% 04/15/43 | 180,000.00 | 113,448.31 | |||
| RFGB 0.5% 09/15/27 | 380,000.00 | 352,207.08 | |||
| RFGB 0.5% 09/15/28 | 290,000.00 | 263,607.68 | |||
| RFGB 0.5% 09/15/29 | 290,000.00 | 257,870.90 | |||
| RFGB 0.75% 04/15/31 | 320,000.00 | 279,784.00 | |||
| RFGB 0.875% 09/15/25 | 380,000.00 | 367,981.74 | |||
| RFGB 0% 09/15/30 | 330,000.00 | 277,347.18 | |||
| RFGB 1.125% 04/15/34 | 310,000.00 | 263,250.76 | |||
| RFGB 1.375% 04/15/27 | 140,000.00 | 134,426.74 | |||
| RFGB 1.375% 04/15/47 | 330,000.00 | 240,387.07 | |||
| RFGB 1.5% 09/15/32 | 260,000.00 | 234,972.40 | |||
| RFGB 2.625% 07/04/42 | 350,000.00 | 328,275.50 | |||
| RFGB 2.75% 04/15/38 | 170,000.00 | 163,959.39 | |||
| RFGB 2.75% 07/04/28 | 380,000.00 | 381,700.08 | |||
| RFGB 2.875% 04/15/29 | 130,000.00 | 131,260.35 | |||
| RFGB 2.95% 04/15/55 | 110,000.00 | 108,148.11 | |||
| RFGB 3% 09/15/33 | 290,000.00 | 294,204.71 | |||
| RFGB 4% 07/04/25 | 240,000.00 | 242,825.76 | |||
| SPGB 0.1% 04/30/31 | 1,370,000.00 | 1,114,862.16 | |||
| SPGB 0.5% 04/30/30 | 1,420,000.00 | 1,225,176.00 | |||
| SPGB 0.5% 10/31/31 | 1,180,000.00 | 975,857.64 | |||
| SPGB 0.6% 10/31/29 | 970,000.00 | 852,697.90 | |||
| SPGB 0.7% 04/30/32 | 930,000.00 | 770,877.00 | |||
| SPGB 0.8% 07/30/27 | 1,190,000.00 | 1,110,002.25 | |||
| SPGB 0.8% 07/30/29 | 880,000.00 | 786,706.80 | |||
| SPGB 0.85% 07/30/37 | 640,000.00 | 459,968.00 | |||
| SPGB 0% 01/31/25 | 480,000.00 | 464,926.47 | |||
| SPGB 0% 01/31/26 | 1,070,000.00 | 1,010,602.16 | |||
| SPGB 0% 01/31/27 | 1,080,000.00 | 992,586.96 | |||
| SPGB 0% 01/31/28 | 1,280,000.00 | 1,144,348.16 | |||
| SPGB 0% 05/31/25 | 1,520,000.00 | 1,459,176.81 | |||
| SPGB 1.2% 10/31/40 | 950,000.00 | 662,145.25 | |||
| SPGB 1.25% 10/31/30 | 1,200,000.00 | 1,074,312.00 | |||
| SPGB 1.3% 10/31/26 | 1,460,000.00 | 1,400,017.36 | |||
| SPGB 1.4% 04/30/28 | 1,240,000.00 | 1,168,382.56 | |||
| SPGB 1.4% 07/30/28 | 1,630,000.00 | 1,531,135.61 | |||
| SPGB 1.45% 04/30/29 | 750,000.00 | 698,398.50 | |||
| SPGB 1.45% 10/31/27 | 1,330,000.00 | 1,264,220.96 | |||
| SPGB 1.45% 10/31/71 | 260,000.00 | 126,515.20 | |||
| SPGB 1.5% 04/30/27 | 1,290,000.00 | 1,236,067.68 | |||
| SPGB 1.6% 04/30/25 | 1,250,000.00 | 1,225,843.75 | |||
| SPGB 1.85% 07/30/35 | 1,190,000.00 | 1,023,076.32 | |||
| SPGB 1.9% 10/31/52 | 1,050,000.00 | 699,765.98 | |||
| SPGB 1.95% 04/30/26 | 1,340,000.00 | 1,311,801.37 | |||
| SPGB 1.95% 07/30/30 | 1,520,000.00 | 1,430,134.56 | |||
| SPGB 1% 07/30/42 | 480,000.00 | 310,415.52 | |||
| SPGB 1% 10/31/50 | 1,130,000.00 | 608,146.79 | |||
| SPGB 2.15% 10/31/25 | 1,650,000.00 | 1,626,917.63 | |||
| SPGB 2.35% 07/30/33 | 1,160,000.00 | 1,081,512.08 | |||
| SPGB 2.55% 10/31/32 | 1,630,000.00 | 1,558,304.45 | |||
| SPGB 2.7% 10/31/48 | 970,000.00 | 803,595.98 | |||
| SPGB 2.8% 05/31/26 | 330,000.00 | 328,747.65 | |||
| SPGB 2.9% 10/31/46 | 1,020,000.00 | 889,865.34 | |||
| SPGB 3.15% 04/30/33 | 980,000.00 | 977,030.01 | |||
| SPGB 3.25% 04/30/34 | 540,000.00 | 538,774.25 | |||
| SPGB 3.45% 07/30/43 | 580,000.00 | 556,932.82 | |||
| SPGB 3.45% 07/30/66 | 900,000.00 | 813,866.40 | |||
| SPGB 3.5% 05/31/29 | 310,000.00 | 318,548.87 | |||
| SPGB 3.55% 10/31/33 | 1,330,000.00 | 1,365,138.60 | |||
| SPGB 3.9% 07/30/39 | 540,000.00 | 557,520.35 | |||
| SPGB 4.2% 01/31/37 | 1,210,000.00 | 1,306,318.42 | |||
| SPGB 4.65% 07/30/25 | 1,410,000.00 | 1,438,803.19 | |||
| SPGB 4.7% 07/30/41 | 1,240,000.00 | 1,408,460.20 | |||
| SPGB 4.9% 07/30/40 | 1,080,000.00 | 1,247,250.96 | |||
| SPGB 5.15% 10/31/28 | 1,100,000.00 | 1,207,985.90 | |||
| SPGB 5.15% 10/31/44 | 790,000.00 | 951,798.32 | |||
| SPGB 5.75% 07/30/32 | 950,000.00 | 1,136,523.95 | |||
| SPGB 5.9% 07/30/26 | 1,360,000.00 | 1,452,440.56 | |||
| SPGB 6.0% 01/31/29 | 2,350,000.00 | 2,684,106.55 | |||
| ユーロ 小計 | 371,440,000.00 | 345,919,452.83 | |||
| (56,156,563,972) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 780,000.00 | 720,787.70 | ||
| UKT 0.125% 01/31/28 | 880,000.00 | 756,844.00 | |||
| UKT 0.25% 01/31/25 | 1,270,000.00 | 1,218,133.70 | |||
| UKT 0.25% 07/31/31 | 1,730,000.00 | 1,319,104.24 | |||
| UKT 0.375% 10/22/26 | 1,170,000.00 | 1,059,190.23 | |||
| UKT 0.375% 10/22/30 | 1,450,000.00 | 1,151,097.58 | |||
| UKT 0.5% 01/31/29 | 1,180,000.00 | 998,247.78 | |||
| UKT 0.5% 10/22/61 | 1,050,000.00 | 309,365.70 | |||
| UKT 0.625% 06/07/25 | 1,160,000.00 | 1,103,585.48 | |||
| UKT 0.625% 07/31/35 | 1,140,000.00 | 773,376.00 | |||
| UKT 0.625% 10/22/50 | 640,000.00 | 255,143.68 | |||
| UKT 0.875% 01/31/46 | 510,000.00 | 250,885.32 | |||
| UKT 0.875% 07/31/33 | 1,500,000.00 | 1,126,739.10 | |||
| UKT 0.875% 10/22/29 | 820,000.00 | 694,458.65 | |||
| UKT 1.125% 01/31/39 | 1,320,000.00 | 847,293.51 | |||
| UKT 1.125% 10/22/73 | 480,000.00 | 173,572.80 | |||
| UKT 1.25% 07/22/27 | 740,000.00 | 674,384.20 | |||
| UKT 1.25% 07/31/51 | 1,170,000.00 | 567,552.96 | |||
| UKT 1.25% 10/22/41 | 1,190,000.00 | 722,586.44 | |||
| UKT 1.5% 07/22/26 | 1,180,000.00 | 1,108,680.32 | |||
| UKT 1.5% 07/22/47 | 860,000.00 | 481,590.19 | |||
| UKT 1.5% 07/31/53 | 680,000.00 | 344,351.45 | |||
| UKT 1.625% 10/22/28 | 480,000.00 | 433,216.80 | |||
| UKT 1.625% 10/22/54 | 720,000.00 | 373,665.60 | |||
| UKT 1.625% 10/22/71 | 710,000.00 | 325,409.18 | |||
| UKT 1.75% 01/22/49 | 600,000.00 | 349,536.00 | |||
| UKT 1.75% 07/22/57 | 980,000.00 | 516,840.24 | |||
| UKT 1.75% 09/07/37 | 1,110,000.00 | 818,968.65 | |||
| UKT 1% 01/31/32 | 1,880,000.00 | 1,499,592.15 | |||
| UKT 2.5% 07/22/65 | 860,000.00 | 543,674.80 | |||
| UKT 2% 09/07/25 | 1,300,000.00 | 1,252,095.00 | |||
| UKT 3.25% 01/22/44 | 1,240,000.00 | 1,025,919.61 | |||
| UKT 3.25% 01/31/33 | 1,610,000.00 | 1,514,062.03 | |||
| UKT 3.5% 01/22/45 | 1,130,000.00 | 965,561.72 | |||
| UKT 3.5% 07/22/68 | 800,000.00 | 653,577.60 | |||
| UKT 3.5% 10/22/25 | 490,000.00 | 481,939.50 | |||
| UKT 3.75% 01/29/38 | 1,060,000.00 | 991,757.20 | |||
| UKT 3.75% 07/22/52 | 900,000.00 | 781,174.80 | |||
| UKT 3.75% 10/22/53 | 1,370,000.00 | 1,182,460.70 | |||
| UKT 4.125% 01/29/27 | 1,870,000.00 | 1,865,894.60 | |||
| UKT 4.25% 03/07/36 | 850,000.00 | 851,868.30 | |||
| UKT 4.25% 06/07/32 | 770,000.00 | 784,800.94 | |||
| UKT 4.25% 09/07/39 | 670,000.00 | 656,073.38 | |||
| UKT 4.25% 12/07/27 | 1,100,000.00 | 1,107,278.92 | |||
| UKT 4.25% 12/07/40 | 800,000.00 | 778,320.00 | |||
| UKT 4.25% 12/07/46 | 1,120,000.00 | 1,065,052.80 | |||
| UKT 4.25% 12/07/49 | 810,000.00 | 767,246.09 | |||
| UKT 4.25% 12/07/55 | 1,100,000.00 | 1,040,138.00 | |||
| UKT 4.375% 07/31/54 | 150,000.00 | 144,104.51 | |||
| UKT 4.5% 06/07/28 | 900,000.00 | 915,017.57 | |||
| UKT 4.5% 09/07/34 | 840,000.00 | 865,116.00 | |||
| UKT 4.5% 12/07/42 | 930,000.00 | 926,505.99 | |||
| UKT 4.625% 01/31/34 | 570,000.00 | 593,289.80 | |||
| UKT 4.75% 10/22/43 | 420,000.00 | 429,905.82 | |||
| UKT 4.75% 12/07/30 | 760,000.00 | 796,571.96 | |||
| UKT 4.75% 12/07/38 | 810,000.00 | 841,347.00 | |||
| UKT 4% 01/22/60 | 710,000.00 | 644,254.00 | |||
| UKT 4% 10/22/63 | 560,000.00 | 506,545.28 | |||
| UKT 5% 03/07/25 | 1,080,000.00 | 1,082,754.64 | |||
| UKT 6.0% 12/07/28 | 1,070,000.00 | 1,164,566.60 | |||
| イギリスポンド 小計 | 58,030,000.00 | 48,193,074.81 | |||
| (9,136,443,122) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 3,010,000.00 | 2,564,038.40 | ||
| SGB 0.75% 05/12/28 | 3,240,000.00 | 3,020,001.76 | |||
| SGB 0.75% 11/12/29 | 4,430,000.00 | 4,052,670.49 | |||
| SGB 1.75% 11/11/33 | 1,780,000.00 | 1,680,161.76 | |||
| SGB 1% 11/12/26 | 4,120,000.00 | 3,940,791.49 | |||
| SGB 2.25% 06/01/32 | 2,560,000.00 | 2,531,271.52 | |||
| SGB 2.5% 05/12/25 | 4,200,000.00 | 4,164,585.39 | |||
| SGB 3.5% 03/30/39 | 2,340,000.00 | 2,606,245.20 | |||
| スウェーデンクローナ 小計 | 25,680,000.00 | 24,559,766.01 | |||
| (356,362,204) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 2,370,000.00 | 1,976,475.72 | ||
| NGB 1.375% 08/19/30 | 3,280,000.00 | 2,830,417.61 | |||
| NGB 1.5% 02/19/26 | 2,620,000.00 | 2,493,506.40 | |||
| NGB 1.75% 02/17/27 | 2,420,000.00 | 2,274,303.90 | |||
| NGB 1.75% 03/13/25 | 2,960,000.00 | 2,880,820.00 | |||
| NGB 1.75% 09/06/29 | 2,310,000.00 | 2,078,653.50 | |||
| NGB 2.125% 05/18/32 | 1,630,000.00 | 1,436,134.32 | |||
| NGB 2% 04/26/28 | 2,510,000.00 | 2,334,271.88 | |||
| NGB 3.5% 10/06/42 | 1,200,000.00 | 1,181,874.00 | |||
| NGB 3% 08/15/33 | 1,950,000.00 | 1,826,077.10 | |||
| ノルウェークローネ 小計 | 23,250,000.00 | 21,312,534.43 | |||
| (305,408,618) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 2,880,000.00 | 1,543,233.60 | ||
| DGB 0.5% 11/15/27 | 3,770,000.00 | 3,510,682.05 | |||
| DGB 0.5% 11/15/29 | 3,400,000.00 | 3,060,992.80 | |||
| DGB 0% 11/15/31 | 3,330,000.00 | 2,776,792.75 | |||
| DGB 1.75% 11/15/25 | 2,610,000.00 | 2,564,902.85 | |||
| DGB 2.25% 11/15/33 | 1,670,000.00 | 1,638,559.91 | |||
| DGB 4.5% 11/15/39 | 5,390,000.00 | 6,700,140.83 | |||
| デンマーククローネ 小計 | 23,050,000.00 | 21,795,304.79 | |||
| (474,701,738) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 1,220,000.00 | 1,077,911.48 | ||
| POLGB 0.75% 04/25/25 | 1,830,000.00 | 1,743,649.62 | |||
| POLGB 1.25% 10/25/30 | 2,040,000.00 | 1,592,309.76 | |||
| POLGB 1.75% 04/25/32 | 2,940,000.00 | 2,258,137.56 | |||
| POLGB 2.5% 07/25/26 | 3,600,000.00 | 3,397,068.00 | |||
| POLGB 2.5% 07/25/27 | 2,010,000.00 | 1,852,482.33 | |||
| POLGB 2.75% 04/25/28 | 3,870,000.00 | 3,537,690.84 | |||
| POLGB 2.75% 10/25/29 | 4,370,000.00 | 3,862,136.08 | |||
| POLGB 3.25% 07/25/25 | 2,940,000.00 | 2,868,243.42 | |||
| POLGB 3.75% 05/25/27 | 300,000.00 | 288,629.40 | |||
| POLGB 5.75% 04/25/29 | 900,000.00 | 921,243.96 | |||
| POLGB 6% 10/25/33 | 920,000.00 | 958,435.39 | |||
| POLGB 7.5% 07/25/28 | 320,000.00 | 349,166.40 | |||
| ポーランドズロチ 小計 | 27,260,000.00 | 24,707,104.24 | |||
| (929,214,424) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/25 | 1,190,000.00 | 1,118,661.59 | ||
| ACGB 0.5% 09/21/26 | 1,030,000.00 | 948,582.68 | |||
| ACGB 1.25% 05/21/32 | 1,140,000.00 | 913,418.93 | |||
| ACGB 1.5% 06/21/31 | 1,190,000.00 | 1,000,003.41 | |||
| ACGB 1.75% 06/21/51 | 1,060,000.00 | 597,517.56 | |||
| ACGB 1.75% 11/21/32 | 1,380,000.00 | 1,139,255.92 | |||
| ACGB 1% 11/21/31 | 1,990,000.00 | 1,586,606.44 | |||
| ACGB 1% 12/21/30 | 1,480,000.00 | 1,217,852.35 | |||
| ACGB 2.25% 05/21/28 | 630,000.00 | 592,622.96 | |||
| ACGB 2.5% 05/21/30 | 620,000.00 | 571,265.87 | |||
| ACGB 2.75% 05/21/41 | 750,000.00 | 596,044.94 | |||
| ACGB 2.75% 06/21/35 | 630,000.00 | 546,451.83 | |||
| ACGB 2.75% 11/21/27 | 1,160,000.00 | 1,119,559.92 | |||
| ACGB 2.75% 11/21/28 | 770,000.00 | 735,282.20 | |||
| ACGB 2.75% 11/21/29 | 1,080,000.00 | 1,017,648.87 | |||
| ACGB 3.25% 04/21/25 | 970,000.00 | 962,020.79 | |||
| ACGB 3.25% 04/21/29 | 1,030,000.00 | 1,002,048.99 | |||
| ACGB 3.25% 06/21/39 | 480,000.00 | 419,128.04 | |||
| ACGB 3.5% 12/21/34 | 820,000.00 | 769,441.73 | |||
| ACGB 3.75% 04/21/37 | 780,000.00 | 736,739.48 | |||
| ACGB 3.75% 05/21/34 | 970,000.00 | 934,713.64 | |||
| ACGB 3% 03/21/47 | 780,000.00 | 607,825.01 | |||
| ACGB 3% 11/21/33 | 1,120,000.00 | 1,015,093.83 | |||
| ACGB 4.25% 04/21/26 | 1,200,000.00 | 1,211,453.04 | |||
| ACGB 4.5% 04/21/33 | 1,340,000.00 | 1,374,612.33 | |||
| ACGB 4.75% 04/21/27 | 1,080,000.00 | 1,111,988.62 | |||
| ACGB 4.75% 06/21/54 | 330,000.00 | 341,471.09 | |||
| オーストラリアドル 小計 | 27,000,000.00 | 24,187,312.06 | |||
| (2,380,273,379) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 490,000.00 | 407,519.14 | ||
| NZGB 0.5% 05/15/26 | 360,000.00 | 326,774.32 | |||
| NZGB 1.5% 05/15/31 | 460,000.00 | 369,828.90 | |||
| NZGB 1.75% 05/15/41 | 260,000.00 | 160,919.97 | |||
| NZGB 2.75% 04/15/25 | 490,000.00 | 475,577.96 | |||
| NZGB 2.75% 04/15/37 | 350,000.00 | 274,766.20 | |||
| NZGB 2.75% 05/15/51 | 350,000.00 | 230,153.56 | |||
| NZGB 2% 05/15/32 | 350,000.00 | 284,504.05 | |||
| NZGB 3.5% 04/14/33 | 640,000.00 | 578,259.18 | |||
| NZGB 3% 04/20/29 | 450,000.00 | 415,887.08 | |||
| NZGB 4.25% 05/15/34 | 270,000.00 | 256,879.31 | |||
| NZGB 4.5% 04/15/27 | 460,000.00 | 456,433.88 | |||
| NZGB 4.5% 05/15/30 | 260,000.00 | 257,249.53 | |||
| ニュージーランドドル 小計 | 5,190,000.00 | 4,494,753.08 | |||
| (416,348,977) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 320,000.00 | 305,254.40 | ||
| SIGB 1.25% 11/01/26 | 90,000.00 | 85,734.00 | |||
| SIGB 1.625% 07/01/31 | 390,000.00 | 352,989.00 | |||
| SIGB 1.875% 03/01/50 | 360,000.00 | 288,000.00 | |||
| SIGB 1.875% 10/01/51 | 270,000.00 | 216,662.85 | |||
| SIGB 2.125% 06/01/26 | 670,000.00 | 654,590.00 | |||
| SIGB 2.25% 08/01/36 | 330,000.00 | 302,854.98 | |||
| SIGB 2.375% 06/01/25 | 430,000.00 | 424,324.00 | |||
| SIGB 2.375% 07/01/39 | 230,000.00 | 211,135.40 | |||
| SIGB 2.625% 05/01/28 | 280,000.00 | 275,660.00 | |||
| SIGB 2.625% 08/01/32 | 180,000.00 | 174,186.00 | |||
| SIGB 2.75% 03/01/46 | 410,000.00 | 393,600.00 | |||
| SIGB 2.75% 04/01/42 | 300,000.00 | 289,269.00 | |||
| SIGB 2.875% 07/01/29 | 530,000.00 | 526,025.00 | |||
| SIGB 2.875% 08/01/28 | 80,000.00 | 79,577.60 | |||
| SIGB 2.875% 09/01/27 | 80,000.00 | 79,560.00 | |||
| SIGB 2.875% 09/01/30 | 460,000.00 | 454,940.00 | |||
| SIGB 3.375% 09/01/33 | 400,000.00 | 410,006.00 | |||
| SIGB 3.5% 03/01/27 | 580,000.00 | 587,250.00 | |||
| SIGB 3% 08/01/72 | 270,000.00 | 274,995.00 | |||
| シンガポールドル 小計 | 6,660,000.00 | 6,386,613.23 | |||
| (713,576,296) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 790,000.00 | 732,627.35 | ||
| MGS 3.502% 05/31/27 | 920,000.00 | 920,518.69 | |||
| MGS 3.582% 07/15/32 | 320,000.00 | 313,608.23 | |||
| MGS 3.733% 06/15/28 | 1,180,000.00 | 1,184,764.01 | |||
| MGS 3.757% 05/22/40 | 1,110,000.00 | 1,070,897.66 | |||
| MGS 3.828% 07/05/34 | 250,000.00 | 248,812.57 | |||
| MGS 3.844% 04/15/33 | 860,000.00 | 857,787.98 | |||
| MGS 3.882% 03/14/25 | 1,240,000.00 | 1,247,572.80 | |||
| MGS 3.885% 08/15/29 | 1,890,000.00 | 1,911,474.74 | |||
| MGS 3.892% 03/15/27 | 300,000.00 | 303,527.16 | |||
| MGS 3.899% 11/16/27 | 1,820,000.00 | 1,843,156.77 | |||
| MGS 3.9% 11/30/26 | 1,140,000.00 | 1,153,556.08 | |||
| MGS 3.906% 07/15/26 | 750,000.00 | 758,737.42 | |||
| MGS 3.955% 09/15/25 | 1,100,000.00 | 1,108,325.79 | |||
| MGS 4.065% 06/15/50 | 1,340,000.00 | 1,312,080.25 | |||
| MGS 4.232% 06/30/31 | 1,330,000.00 | 1,364,311.87 | |||
| MGS 4.254% 05/31/35 | 1,480,000.00 | 1,519,835.08 | |||
| MGS 4.392% 04/15/26 | 380,000.00 | 387,362.84 | |||
| MGS 4.457% 03/31/53 | 490,000.00 | 508,918.45 | |||
| MGS 4.498% 04/15/30 | 1,040,000.00 | 1,084,052.42 | |||
| MGS 4.642% 11/07/33 | 1,160,000.00 | 1,232,328.43 | |||
| MGS 4.696% 10/15/42 | 780,000.00 | 841,745.19 | |||
| MGS 4.736% 03/15/46 | 640,000.00 | 692,533.63 | |||
| MGS 4.762% 04/07/37 | 1,160,000.00 | 1,252,468.47 | |||
| MGS 4.893% 06/08/38 | 1,490,000.00 | 1,632,015.02 | |||
| MGS 4.921% 07/06/48 | 1,170,000.00 | 1,295,737.56 | |||
| MGS 4.935% 09/30/43 | 820,000.00 | 905,687.70 | |||
| マレーシアリンギット 小計 | 26,950,000.00 | 27,684,444.16 | |||
| (866,105,067) | |||||
| イスラエルシェケル | ILGOV 0.5% 02/27/26 | 350,000.00 | 328,040.86 | ||
| ILGOV 0.5% 04/30/25 | 1,240,000.00 | 1,193,787.06 | |||
| ILGOV 1.3% 04/30/32 | 1,310,000.00 | 1,051,107.16 | |||
| ILGOV 1.5% 05/31/37 | 1,230,000.00 | 862,744.75 | |||
| ILGOV 1.75% 08/31/25 | 1,290,000.00 | 1,252,277.17 | |||
| ILGOV 1% 03/31/30 | 2,160,000.00 | 1,814,596.76 | |||
| ILGOV 2.25% 09/28/28 | 1,320,000.00 | 1,230,387.31 | |||
| ILGOV 2.8% 11/29/52 | 440,000.00 | 303,636.47 | |||
| ILGOV 2% 03/31/27 | 1,290,000.00 | 1,222,961.53 | |||
| ILGOV 3.75% 02/28/29 | 570,000.00 | 565,480.97 | |||
| ILGOV 3.75% 03/31/47 | 1,440,000.00 | 1,242,581.90 | |||
| ILGOV 5.5% 01/31/42 | 1,060,000.00 | 1,172,927.73 | |||
| ILGOV 6.25% 10/30/26 | 1,550,000.00 | 1,645,248.58 | |||
| イスラエルシェケル 小計 | 15,250,000.00 | 13,885,778.25 | |||
| (565,995,430) | |||||
| オフショア人民元 | CGB 1.99% 04/09/25 | 53,260,000.00 | 53,253,530.50 | ||
| CGB 2.18% 08/15/26 | 23,000,000.00 | 22,999,848.89 | |||
| CGB 2.22% 09/25/25 | 12,250,000.00 | 12,273,749.07 | |||
| CGB 2.24% 05/25/25 | 23,400,000.00 | 23,428,742.22 | |||
| CGB 2.28% 11/25/25 | 23,020,000.00 | 23,076,484.17 | |||
| CGB 2.3% 05/15/26 | 12,000,000.00 | 12,033,238.80 | |||
| CGB 2.37% 01/20/27 | 19,900,000.00 | 20,020,476.59 | |||
| CGB 2.39% 11/15/26 | 14,500,000.00 | 14,586,852.10 | |||
| CGB 2.4% 07/15/28 | 17,600,000.00 | 17,672,240.96 | |||
| CGB 2.44% 10/15/27 | 7,000,000.00 | 7,044,809.80 | |||
| CGB 2.48% 04/15/27 | 18,380,000.00 | 18,541,258.76 | |||
| CGB 2.48% 09/25/28 | 10,800,000.00 | 10,896,869.52 | |||
| CGB 2.5% 07/25/27 | 26,400,000.00 | 26,604,201.36 | |||
| CGB 2.52% 08/25/33 | 13,400,000.00 | 13,484,791.18 | |||
| CGB 2.54% 12/25/30 | 10,000,000.00 | 10,072,930.00 | |||
| CGB 2.55% 10/15/28 | 13,800,000.00 | 13,972,226.76 | |||
| CGB 2.6% 09/01/32 | 14,750,000.00 | 14,863,923.10 | |||
| CGB 2.6% 09/15/30 | 12,500,000.00 | 12,643,575.00 | |||
| CGB 2.62% 06/25/30 | 13,000,000.00 | 13,155,901.20 | |||
| CGB 2.62% 09/25/29 | 20,000,000.00 | 20,286,316.00 | |||
| CGB 2.67% 05/25/33 | 6,400,000.00 | 6,506,417.28 | |||
| CGB 2.67% 11/25/33 | 12,000,000.00 | 12,240,463.20 | |||
| CGB 2.68% 05/21/30 | 21,550,000.00 | 21,897,166.19 | |||
| CGB 2.69% 08/12/26 | 28,920,000.00 | 29,293,308.03 | |||
| CGB 2.69% 08/15/32 | 12,700,000.00 | 12,929,759.51 | |||
| CGB 2.75% 06/15/29 | 12,000,000.00 | 12,243,908.40 | |||
| CGB 2.79% 12/15/29 | 9,740,000.00 | 9,963,342.09 | |||
| CGB 2.8% 03/24/29 | 15,770,000.00 | 16,132,711.57 | |||
| CGB 2.8% 03/25/30 | 5,000,000.00 | 5,115,502.00 | |||
| CGB 2.8% 11/15/32 | 6,000,000.00 | 6,143,772.60 | |||
| CGB 2.85% 06/04/27 | 11,760,000.00 | 11,998,927.92 | |||
| CGB 2.88% 02/25/33 | 5,100,000.00 | 5,277,400.44 | |||
| CGB 2.89% 11/18/31 | 22,500,000.00 | 23,197,531.50 | |||
| CGB 2.91% 10/14/28 | 20,300,000.00 | 20,882,199.94 | |||
| CGB 3.01% 05/13/28 | 15,960,000.00 | 16,445,019.61 | |||
| CGB 3.02% 05/27/31 | 14,720,000.00 | 15,327,166.14 | |||
| CGB 3.03% 03/11/26 | 22,150,000.00 | 22,581,054.50 | |||
| CGB 3.12% 10/25/52 | 8,200,000.00 | 8,932,291.16 | |||
| CGB 3.19% 04/15/53 | 4,600,000.00 | 5,154,665.24 | |||
| CGB 3.27% 11/19/30 | 5,930,000.00 | 6,258,673.21 | |||
| CGB 3.28% 12/03/27 | 11,140,000.00 | 11,613,983.60 | |||
| CGB 3.32% 04/15/52 | 4,390,000.00 | 4,961,803.64 | |||
| CGB 3.39% 03/16/50 | 11,760,000.00 | 13,314,897.79 | |||
| CGB 3.53% 10/18/51 | 6,510,000.00 | 7,600,897.62 | |||
| CGB 3.72% 04/12/51 | 6,850,000.00 | 8,238,070.98 | |||
| CGB 3.81% 09/14/50 | 8,230,000.00 | 10,002,217.74 | |||
| CGB 3.86% 07/22/49 | 5,810,000.00 | 7,071,343.44 | |||
| CGB 3% 10/15/53 | 5,500,000.00 | 5,974,137.95 | |||
| CGB 4.08% 10/22/48 | 8,080,000.00 | 10,074,207.83 | |||
| オフショア人民元 小計 | 688,530,000.00 | 708,284,807.10 | |||
| (14,761,859,464) | |||||
| 合計 | 174,730,906,035 | ||||
| (174,730,906,035) | |||||
| 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 | 201銘柄 | 100.0% | 47.3% |
| 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% | 32.1% |
| 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。
