有価証券報告書(内国投資信託受益証券)-第16期(2022/06/11-2023/06/12)
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 6月12日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 203,828,098 |
| コール・ローン | 824,920,170 |
| 国債証券 | 156,949,807,629 |
| 派生商品評価勘定 | 1,830,436 |
| 未収入金 | 16,257,901 |
| 未収利息 | 906,968,090 |
| 前払金 | 406,461 |
| 前払費用 | 79,218,050 |
| 差入委託証拠金 | 101,942,055 |
| 流動資産合計 | 159,085,178,890 |
| 資産合計 | 159,085,178,890 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 1,994,765 |
| 未払金 | 6,745,658 |
| 未払解約金 | 199,436,560 |
| 未払利息 | 1,678 |
| 流動負債合計 | 208,178,661 |
| 負債合計 | 208,178,661 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 57,835,795,349 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 101,041,204,880 |
| 元本等合計 | 158,877,000,229 |
| 純資産合計 | 158,877,000,229 |
| 負債純資産合計 | 159,085,178,890 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2023年 6月12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 6月12日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 57,835,795,349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 | 2.7470円 |
| (1万口当たり純資産額) | (27,470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 6月12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 6月12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 6月12日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2022年 6月11日 |
| 期首元本額 | 57,175,787,391円 |
| 期中追加設定元本額 | 6,443,787,544円 |
| 期中一部解約元本額 | 5,783,779,586円 |
| 期末元本額 | 57,835,795,349円 |
| 期末元本額の内訳 | |
| 外国債券インデックスファンド | 1,952,747,122円 |
| DC外国債券インデックスファンド | 1,868,861,626円 |
| DC外国債券インデックスファンドL | 14,570,092,287円 |
| DCバランスファンド30 | 950,730,356円 |
| DCバランスファンド50 | 1,128,892,890円 |
| DCバランスファンド70 | 240,789,705円 |
| グローバル・インデックス・バランス・ファンド | 488,910,026円 |
| 外国債券インデックスe | 1,028,452,293円 |
| インデックスコレクション(外国債券) | 9,508,907,943円 |
| インデックスコレクション(バランス株式30) | 5,016,797,317円 |
| インデックスコレクション(バランス株式50) | 995,467,818円 |
| インデックスコレクション(バランス株式70) | 345,263,036円 |
| 私募外国債券パッシブファンド(適格機関投資家専用) | 5,091,794,911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) | 2,996,564,427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) | 325,191,144円 |
| バランスVA30(適格機関投資家専用) | 65,411,366円 |
| バランスVA50(適格機関投資家専用) | 338,337,771円 |
| VAバランスファンド(株25/100)(適格機関投資家専用) | 218,465,232円 |
| VAバランスファンド(株50/100)(適格機関投資家専用) | 171,204,453円 |
| VAバランスファンド(株60/100)(適格機関投資家専用) | 89,815,481円 |
| バランスVA25(適格機関投資家専用) | 1,049,983,269円 |
| バランスVA37.5(適格機関投資家専用) | 494,168,540円 |
| バランスVA50L(適格機関投資家専用) | 5,321,603,312円 |
| バランスVA75(適格機関投資家専用) | 295,128,233円 |
| VAバランスファンド(株40/100)(適格機関投資家専用) | 161,366,959円 |
| VAポートフォリオ40(適格機関投資家専用) | 1,357,020,560円 |
| VAポートフォリオ20(適格機関投資家専用) | 70,622,618円 |
| バランスVA40(適格機関投資家専用) | 162,182,320円 |
| VAバランスファンド2(株40/100)(適格機関投資家専用) | 76,123,583円 |
| VAバランス50-50(適格機関投資家専用) | 42,098,003円 |
| VAファンド25(適格機関投資家専用) | 51,524,597円 |
| バランスVA25L(適格機関投資家専用) | 195,349,916円 |
| 世界バランスVA25(適格機関投資家専用) | 60,792,715円 |
| VAバランス20-80(適格機関投資家専用) | 1,090,073,098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) | 15,060,422円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2023年 6月12日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | △1,715,519,255 |
| 合計 | △1,715,519,255 |
| (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 6月12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 | 700,138,012 | - | 699,731,551 | △406,461 | |
| 合計 | 700,138,012 | - | 699,731,551 | △406,461 | |
| (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 6月12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 | 646,565,889 | - | 646,808,021 | 242,132 | |
| アメリカドル | 330,618,541 | - | 330,292,680 | △325,861 | |
| カナダドル | 27,953,118 | - | 28,200,690 | 247,572 | |
| ユーロ | 221,465,539 | - | 221,665,520 | 199,981 | |
| イギリスポンド | 32,953,405 | - | 33,297,120 | 343,715 | |
| オフショア人民元 | 33,575,286 | - | 33,352,011 | △223,275 | |
| 合計 | 646,565,889 | - | 646,808,021 | 242,132 | |
| (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 | 1,083,986.71 | |
| T 0.25% 06/15/24 | 10,610,000.00 | 10,095,744.86 | |||
| T 0.25% 06/30/25 | 4,310,000.00 | 3,952,067.94 | |||
| T 0.25% 07/31/25 | 2,200,000.00 | 2,010,937.50 | |||
| T 0.25% 09/30/25 | 3,290,000.00 | 2,994,735.36 | |||
| T 0.375% 01/31/26 | 1,700,000.00 | 1,534,781.25 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,387,812.48 | |||
| T 0.375% 07/31/27 | 4,000,000.00 | 3,444,453.12 | |||
| T 0.375% 08/15/24 | 5,500,000.00 | 5,202,334.00 | |||
| T 0.375% 09/15/24 | 1,600,000.00 | 1,508,906.25 | |||
| T 0.375% 09/30/27 | 4,000,000.00 | 3,426,796.88 | |||
| T 0.375% 11/30/25 | 3,770,000.00 | 3,420,759.56 | |||
| T 0.5% 02/28/26 | 3,500,000.00 | 3,161,962.89 | |||
| T 0.5% 03/31/25 | 4,000,000.00 | 3,711,250.00 | |||
| T 0.5% 04/30/27 | 2,000,000.00 | 1,745,195.32 | |||
| T 0.5% 05/31/27 | 5,500,000.00 | 4,786,396.50 | |||
| T 0.5% 06/30/27 | 2,500,000.00 | 2,170,166.02 | |||
| T 0.5% 08/31/27 | 1,100,000.00 | 950,060.55 | |||
| T 0.5% 10/31/27 | 1,580,000.00 | 1,358,028.51 | |||
| T 0.625% 03/31/27 | 3,400,000.00 | 2,988,746.09 | |||
| T 0.625% 05/15/30 | 7,400,000.00 | 5,965,960.95 | |||
| T 0.625% 07/31/26 | 4,000,000.00 | 3,585,078.12 | |||
| T 0.625% 08/15/30 | 9,130,000.00 | 7,320,762.13 | |||
| T 0.625% 10/15/24 | 3,250,000.00 | 3,065,219.72 | |||
| T 0.625% 11/30/27 | 3,700,000.00 | 3,191,250.00 | |||
| T 0.625% 12/31/27 | 3,000,000.00 | 2,581,933.59 | |||
| T 0.75% 01/31/28 | 3,500,000.00 | 3,023,876.94 | |||
| T 0.75% 03/31/26 | 2,750,000.00 | 2,499,814.46 | |||
| T 0.75% 04/30/26 | 3,500,000.00 | 3,169,824.21 | |||
| T 0.75% 08/31/26 | 3,000,000.00 | 2,693,027.34 | |||
| T 0.75% 11/15/24 | 5,230,000.00 | 4,927,640.62 | |||
| T 0.875% 09/30/26 | 5,000,000.00 | 4,500,097.65 | |||
| T 0.875% 11/15/30 | 6,160,000.00 | 5,017,753.10 | |||
| T 1.125% 01/15/25 | 5,830,000.00 | 5,497,735.53 | |||
| T 1.125% 02/15/31 | 5,600,000.00 | 4,635,093.73 | |||
| T 1.125% 02/29/28 | 3,880,000.00 | 3,405,836.72 | |||
| T 1.125% 05/15/40 | 1,550,000.00 | 1,005,290.04 | |||
| T 1.125% 08/15/40 | 4,000,000.00 | 2,572,109.36 | |||
| T 1.125% 08/31/28 | 4,000,000.00 | 3,470,000.00 | |||
| T 1.125% 10/31/26 | 7,850,000.00 | 7,105,783.18 | |||
| T 1.25% 03/31/28 | 5,300,000.00 | 4,671,763.65 | |||
| T 1.25% 04/30/28 | 7,800,000.00 | 6,863,847.66 | |||
| T 1.25% 05/15/50 | 5,120,000.00 | 2,846,699.98 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,270,390.64 | |||
| T 1.25% 06/30/28 | 1,000,000.00 | 877,031.25 | |||
| T 1.25% 08/15/31 | 6,550,000.00 | 5,398,632.81 | |||
| T 1.25% 09/30/28 | 3,800,000.00 | 3,312,679.67 | |||
| T 1.25% 11/30/26 | 3,000,000.00 | 2,721,914.07 | |||
| T 1.25% 12/31/26 | 5,500,000.00 | 4,983,515.62 | |||
| T 1.375% 08/15/50 | 2,300,000.00 | 1,320,478.50 | |||
| T 1.375% 10/31/28 | 1,700,000.00 | 1,489,625.00 | |||
| T 1.375% 11/15/31 | 12,110,000.00 | 10,030,958.95 | |||
| T 1.375% 11/15/40 | 4,650,000.00 | 3,110,232.43 | |||
| T 1.5% 02/15/25 | 3,000,000.00 | 2,841,035.16 | |||
| T 1.5% 02/15/30 | 1,820,000.00 | 1,571,527.33 | |||
| T 1.5% 08/15/26 | 5,300,000.00 | 4,878,484.37 | |||
| T 1.5% 09/30/24 | 3,000,000.00 | 2,866,757.82 | |||
| T 1.5% 11/30/28 | 5,550,000.00 | 4,890,395.48 | |||
| T 1.625% 02/15/26 | 5,750,000.00 | 5,361,650.40 | |||
| T 1.625% 05/15/26 | 5,400,000.00 | 5,012,085.92 | |||
| T 1.625% 05/15/31 | 4,690,000.00 | 4,007,018.75 | |||
| T 1.625% 08/15/29 | 2,260,000.00 | 1,985,445.30 | |||
| T 1.625% 09/30/26 | 2,150,000.00 | 1,983,165.03 | |||
| T 1.625% 11/15/50 | 5,100,000.00 | 3,130,423.80 | |||
| T 1.625% 11/30/26 | 3,030,000.00 | 2,786,238.86 | |||
| T 1.75% 01/31/29 | 2,500,000.00 | 2,226,611.32 | |||
| T 1.75% 03/15/25 | 5,500,000.00 | 5,222,421.87 | |||
| T 1.75% 06/30/24 | 2,000,000.00 | 1,929,707.62 | |||
| T 1.75% 08/15/41 | 4,800,000.00 | 3,372,000.00 | |||
| T 1.75% 11/15/29 | 3,220,000.00 | 2,845,046.10 | |||
| T 1.75% 12/31/26 | 4,300,000.00 | 3,967,169.93 | |||
| T 1.875% 02/15/32 | 6,200,000.00 | 5,336,843.75 | |||
| T 1.875% 02/15/41 | 4,750,000.00 | 3,451,635.76 | |||
| T 1.875% 02/15/51 | 4,500,000.00 | 2,946,533.22 | |||
| T 1.875% 02/28/27 | 3,000,000.00 | 2,770,488.27 | |||
| T 1.875% 02/28/29 | 1,900,000.00 | 1,702,132.82 | |||
| T 1.875% 06/30/26 | 3,980,000.00 | 3,717,724.20 | |||
| T 1.875% 07/31/26 | 1,800,000.00 | 1,678,253.90 | |||
| T 1.875% 11/15/51 | 3,400,000.00 | 2,218,300.79 | |||
| T 1% 07/31/28 | 2,000,000.00 | 1,727,421.88 | |||
| T 1% 12/15/24 | 3,070,000.00 | 2,895,633.57 | |||
| T 2.125% 05/15/25 | 3,850,000.00 | 3,672,915.05 | |||
| T 2.125% 07/31/24 | 3,470,000.00 | 3,354,242.95 | |||
| T 2.125% 09/30/24 | 2,200,000.00 | 2,119,390.63 | |||
| T 2.125% 11/30/24 | 1,400,000.00 | 1,344,683.59 | |||
| T 2.25% 02/15/27 | 3,900,000.00 | 3,653,964.83 | |||
| T 2.25% 02/15/52 | 2,410,000.00 | 1,724,044.32 | |||
| T 2.25% 03/31/26 | 1,500,000.00 | 1,420,898.43 | |||
| T 2.25% 05/15/41 | 1,600,000.00 | 1,232,718.75 | |||
| T 2.25% 08/15/27 | 2,320,000.00 | 2,161,678.11 | |||
| T 2.25% 08/15/46 | 2,180,000.00 | 1,587,099.60 | |||
| T 2.25% 08/15/49 | 4,110,000.00 | 2,964,096.69 | |||
| T 2.25% 10/31/24 | 2,500,000.00 | 2,408,398.45 | |||
| T 2.25% 11/15/24 | 5,000,000.00 | 4,813,574.20 | |||
| T 2.25% 11/15/25 | 5,500,000.00 | 5,228,437.50 | |||
| T 2.25% 11/15/27 | 5,260,000.00 | 4,884,197.66 | |||
| T 2.25% 12/31/24 | 2,900,000.00 | 2,785,812.50 | |||
| T 2.375% 02/15/42 | 1,350,000.00 | 1,050,653.32 | |||
| T 2.375% 03/31/29 | 1,400,000.00 | 1,288,000.00 | |||
| T 2.375% 04/30/26 | 1,820,000.00 | 1,727,862.50 | |||
| T 2.375% 05/15/27 | 3,600,000.00 | 3,378,937.50 | |||
| T 2.375% 05/15/29 | 1,390,000.00 | 1,277,279.68 | |||
| T 2.375% 05/15/51 | 1,980,000.00 | 1,458,819.13 | |||
| T 2.375% 08/15/24 | 5,460,000.00 | 5,287,135.52 | |||
| T 2.375% 11/15/49 | 2,010,000.00 | 1,490,108.79 | |||
| T 2.5% 01/31/25 | 4,000,000.00 | 3,853,750.00 | |||
| T 2.5% 02/15/45 | 2,150,000.00 | 1,658,733.40 | |||
| T 2.5% 02/15/46 | 1,250,000.00 | 959,326.17 | |||
| T 2.5% 02/28/26 | 650,000.00 | 620,267.57 | |||
| T 2.5% 05/15/46 | 1,810,000.00 | 1,387,513.47 | |||
| T 2.625% 01/31/26 | 1,350,000.00 | 1,293,310.54 | |||
| T 2.625% 02/15/29 | 6,900,000.00 | 6,442,201.14 | |||
| T 2.625% 03/31/25 | 2,500,000.00 | 2,410,107.42 | |||
| T 2.625% 12/31/25 | 4,500,000.00 | 4,313,671.87 | |||
| T 2.75% 02/15/28 | 4,670,000.00 | 4,423,548.03 | |||
| T 2.75% 05/31/29 | 6,000,000.00 | 5,630,625.00 | |||
| T 2.75% 06/30/25 | 2,000,000.00 | 1,928,867.18 | |||
| T 2.75% 08/15/32 | 2,280,000.00 | 2,100,450.00 | |||
| T 2.75% 08/15/42 | 2,330,000.00 | 1,919,291.99 | |||
| T 2.75% 08/15/47 | 1,150,000.00 | 921,437.50 | |||
| T 2.75% 08/31/25 | 5,000,000.00 | 4,816,992.20 | |||
| T 2.75% 11/15/42 | 1,650,000.00 | 1,356,383.78 | |||
| T 2.75% 11/15/47 | 1,400,000.00 | 1,121,996.09 | |||
| T 2.875% 04/30/25 | 10,770,000.00 | 10,420,606.01 | |||
| T 2.875% 04/30/29 | 4,170,000.00 | 3,941,953.12 | |||
| T 2.875% 05/15/28 | 4,460,000.00 | 4,242,923.41 | |||
| T 2.875% 05/15/32 | 4,500,000.00 | 4,193,437.50 | |||
| T 2.875% 05/15/43 | 1,050,000.00 | 877,713.86 | |||
| T 2.875% 05/15/49 | 4,400,000.00 | 3,615,648.43 | |||
| T 2.875% 05/15/52 | 3,000,000.00 | 2,464,804.68 | |||
| T 2.875% 07/31/25 | 500,000.00 | 483,261.72 | |||
| T 2.875% 08/15/28 | 10,200,000.00 | 9,683,226.58 | |||
| T 2.875% 08/15/45 | 1,480,000.00 | 1,218,427.34 | |||
| T 2% 02/15/25 | 6,050,000.00 | 5,779,522.46 | |||
| T 2% 02/15/50 | 3,370,000.00 | 2,288,506.44 | |||
| T 2% 05/31/24 | 1,500,000.00 | 1,454,306.49 | |||
| T 2% 06/30/24 | 1,000,000.00 | 967,471.10 | |||
| T 2% 08/15/25 | 3,750,000.00 | 3,556,494.15 | |||
| T 2% 08/15/51 | 6,940,000.00 | 4,679,755.88 | |||
| T 2% 11/15/26 | 2,700,000.00 | 2,515,324.21 | |||
| T 2% 11/15/41 | 4,140,000.00 | 3,028,183.58 | |||
| T 3.125% 02/15/42 | 1,000,000.00 | 878,164.06 | |||
| T 3.125% 02/15/43 | 3,600,000.00 | 3,138,679.68 | |||
| T 3.125% 05/15/48 | 1,400,000.00 | 1,202,441.40 | |||
| T 3.125% 08/15/25 | 2,500,000.00 | 2,428,808.60 | |||
| T 3.125% 08/15/44 | 1,550,000.00 | 1,339,145.50 | |||
| T 3.125% 08/31/29 | 4,300,000.00 | 4,117,753.91 | |||
| T 3.125% 11/15/28 | 3,960,000.00 | 3,803,842.98 | |||
| T 3.125% 11/15/41 | 870,000.00 | 766,670.50 | |||
| T 3.25% 05/15/42 | 1,500,000.00 | 1,338,808.59 | |||
| T 3.25% 06/30/27 | 4,850,000.00 | 4,702,889.65 | |||
| T 3.375% 05/15/44 | 400,000.00 | 360,382.81 | |||
| T 3.375% 08/15/42 | 1,200,000.00 | 1,089,375.00 | |||
| T 3.375% 11/15/48 | 1,000,000.00 | 899,199.22 | |||
| T 3.5% 02/15/33 | 6,000,000.00 | 5,873,437.49 | |||
| T 3.5% 02/15/39 | 900,000.00 | 864,298.82 | |||
| T 3.625% 02/15/44 | 1,600,000.00 | 1,499,906.25 | |||
| T 3.625% 02/15/53 | 780,000.00 | 743,071.87 | |||
| T 3.625% 08/15/43 | 1,600,000.00 | 1,504,093.74 | |||
| T 3.75% 08/15/41 | 1,100,000.00 | 1,064,056.64 | |||
| T 3.75% 11/15/43 | 900,000.00 | 861,064.45 | |||
| T 3.875% 08/15/40 | 680,000.00 | 676,002.34 | |||
| T 3.875% 09/30/29 | 1,050,000.00 | 1,048,441.40 | |||
| T 3.875% 11/30/29 | 3,880,000.00 | 3,876,817.19 | |||
| T 3% 02/15/47 | 2,400,000.00 | 2,014,359.38 | |||
| T 3% 02/15/48 | 3,100,000.00 | 2,601,638.66 | |||
| T 3% 02/15/49 | 1,940,000.00 | 1,631,380.86 | |||
| T 3% 05/15/42 | 1,100,000.00 | 945,398.43 | |||
| T 3% 05/15/45 | 600,000.00 | 505,488.28 | |||
| T 3% 05/15/47 | 1,300,000.00 | 1,091,212.88 | |||
| T 3% 08/15/48 | 3,060,000.00 | 2,568,786.33 | |||
| T 3% 08/15/52 | 2,570,000.00 | 2,166,831.25 | |||
| T 3% 09/30/25 | 3,660,000.00 | 3,543,766.41 | |||
| T 3% 10/31/25 | 1,000,000.00 | 967,695.31 | |||
| T 3% 11/15/44 | 1,550,000.00 | 1,309,174.81 | |||
| T 4.125% 11/15/32 | 2,170,000.00 | 2,229,505.47 | |||
| T 4.25% 05/15/39 | 850,000.00 | 890,806.63 | |||
| T 4.25% 11/15/40 | 900,000.00 | 937,107.42 | |||
| T 4.375% 02/15/38 | 500,000.00 | 533,330.08 | |||
| T 4.375% 05/15/40 | 750,000.00 | 794,458.00 | |||
| T 4.375% 05/15/41 | 550,000.00 | 579,444.33 | |||
| T 4.375% 11/15/39 | 650,000.00 | 689,558.59 | |||
| T 4.5% 02/15/36 | 600,000.00 | 650,050.78 | |||
| T 4.5% 05/15/38 | 250,000.00 | 269,799.80 | |||
| T 4.5% 08/15/39 | 750,000.00 | 808,535.16 | |||
| T 4.5% 11/15/25 | 4,350,000.00 | 4,358,326.16 | |||
| T 4.625% 02/15/40 | 700,000.00 | 764,531.25 | |||
| T 4.625% 03/15/26 | 2,170,000.00 | 2,189,157.02 | |||
| T 4.75% 02/15/41 | 750,000.00 | 828,940.43 | |||
| T 4% 11/15/52 | 3,500,000.00 | 3,570,000.00 | |||
| T 4% 12/15/25 | 5,000,000.00 | 4,957,421.90 | |||
| T 5.0% 05/15/37 | 300,000.00 | 340,810.54 | |||
| T 5.25% 11/15/28 | 900,000.00 | 954,914.05 | |||
| T 5.375% 02/15/31 | 750,000.00 | 828,457.03 | |||
| T 6.0% 02/15/26 | 600,000.00 | 625,218.75 | |||
| T 6.125% 11/15/27 | 1,050,000.00 | 1,139,373.04 | |||
| T 6.25% 05/15/30 | 720,000.00 | 824,287.50 | |||
| アメリカドル 小計 | 627,210,000.00 | 556,461,241.26 | |||
| (77,587,390,868) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 890,000.00 | 802,848.61 | ||
| CAN 0.5% 09/01/25 | 1,590,000.00 | 1,462,653.72 | |||
| CAN 0.5% 12/01/30 | 2,320,000.00 | 1,876,201.21 | |||
| CAN 0.75% 10/01/24 | 300,000.00 | 284,932.49 | |||
| CAN 1.25% 03/01/25 | 500,000.00 | 473,355.44 | |||
| CAN 1.25% 03/01/27 | 640,000.00 | 583,317.12 | |||
| CAN 1.25% 06/01/30 | 1,940,000.00 | 1,679,398.05 | |||
| CAN 1.5% 04/01/25 | 1,210,000.00 | 1,147,166.84 | |||
| CAN 1.5% 06/01/26 | 740,000.00 | 689,680.51 | |||
| CAN 1.5% 06/01/31 | 2,010,000.00 | 1,742,912.06 | |||
| CAN 1.5% 09/01/24 | 660,000.00 | 634,431.35 | |||
| CAN 1.5% 12/01/31 | 1,230,000.00 | 1,058,364.87 | |||
| CAN 1.75% 12/01/53 | 1,520,000.00 | 1,080,723.34 | |||
| CAN 1% 06/01/27 | 640,000.00 | 577,362.49 | |||
| CAN 1% 09/01/26 | 1,140,000.00 | 1,040,603.93 | |||
| CAN 2.25% 06/01/25 | 670,000.00 | 643,385.69 | |||
| CAN 2.25% 06/01/29 | 390,000.00 | 364,718.48 | |||
| CAN 2.25% 12/01/29 | 240,000.00 | 223,354.32 | |||
| CAN 2.5% 06/01/24 | 1,780,000.00 | 1,739,827.25 | |||
| CAN 2.5% 12/01/32 | 740,000.00 | 687,134.40 | |||
| CAN 2.75% 06/01/33 | 510,000.00 | 483,194.18 | |||
| CAN 2.75% 08/01/24 | 280,000.00 | 273,426.63 | |||
| CAN 2.75% 09/01/27 | 710,000.00 | 682,202.08 | |||
| CAN 2.75% 12/01/48 | 510,000.00 | 462,624.85 | |||
| CAN 2.75% 12/01/55 | 150,000.00 | 134,363.66 | |||
| CAN 2.75% 12/01/64 | 350,000.00 | 309,177.75 | |||
| CAN 2% 06/01/28 | 500,000.00 | 465,250.22 | |||
| CAN 2% 06/01/32 | 1,190,000.00 | 1,062,090.22 | |||
| CAN 2% 12/01/51 | 2,510,000.00 | 1,920,357.02 | |||
| CAN 3.5% 03/01/28 | 780,000.00 | 773,851.32 | |||
| CAN 3.5% 12/01/45 | 590,000.00 | 605,049.97 | |||
| CAN 3% 10/01/25 | 370,000.00 | 359,519.60 | |||
| CAN 3% 11/01/24 | 1,790,000.00 | 1,747,870.98 | |||
| CAN 4.0% 06/01/41 | 490,000.00 | 530,956.46 | |||
| CAN 5.75% 06/01/29 | 480,000.00 | 537,780.15 | |||
| CAN 5.75% 06/01/33 | 620,000.00 | 742,307.29 | |||
| CAN 5% 06/01/37 | 500,000.00 | 589,264.30 | |||
| カナダドル 小計 | 33,480,000.00 | 30,471,658.85 | |||
| (3,183,983,633) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 6,400,000.00 | 6,963,136.00 | ||
| MBONO 10% 12/05/24 | 20,780,000.00 | 20,622,790.78 | |||
| MBONO 5.5% 03/04/27 | 7,760,000.00 | 6,872,333.60 | |||
| MBONO 5.75% 03/05/26 | 23,680,000.00 | 21,582,800.45 | |||
| MBONO 5% 03/06/25 | 1,100,000.00 | 1,011,714.00 | |||
| MBONO 7.5% 05/26/33 | 3,560,000.00 | 3,247,396.40 | |||
| MBONO 7.5% 06/03/27 | 21,620,000.00 | 20,462,465.20 | |||
| MBONO 7.75% 05/29/31 | 22,210,000.00 | 20,846,750.20 | |||
| MBONO 7.75% 11/13/42 | 13,980,000.00 | 12,265,353.00 | |||
| MBONO 7.75% 11/23/34 | 4,970,000.00 | 4,575,928.70 | |||
| MBONO 8.5% 05/31/29 | 20,740,000.00 | 20,424,752.00 | |||
| MBONO 8.5% 11/18/38 | 13,720,000.00 | 13,090,114.80 | |||
| MBONO 8% 07/31/53 | 5,330,000.00 | 4,733,999.40 | |||
| MBONO 8% 09/05/24 | 18,530,000.00 | 17,925,695.19 | |||
| MBONO 8% 11/07/47 | 14,310,000.00 | 12,832,349.40 | |||
| メキシコペソ 小計 | 198,690,000.00 | 187,457,579.12 | |||
| (1,512,314,019) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 660,000.00 | 547,454.16 | ||
| BGB 0.35% 06/22/32 | 700,000.00 | 556,597.30 | |||
| BGB 0.4% 06/22/40 | 400,000.00 | 247,109.20 | |||
| BGB 0.5% 10/22/24 | 540,000.00 | 521,205.30 | |||
| BGB 0.65% 06/22/71 | 340,000.00 | 134,680.12 | |||
| BGB 0.8% 06/22/25 | 1,100,000.00 | 1,053,768.10 | |||
| BGB 0.8% 06/22/27 | 750,000.00 | 693,774.00 | |||
| BGB 0.8% 06/22/28 | 810,000.00 | 737,863.02 | |||
| BGB 0.9% 06/22/29 | 1,100,000.00 | 988,433.95 | |||
| BGB 0% 10/22/27 | 600,000.00 | 532,926.30 | |||
| BGB 0% 10/22/31 | 730,000.00 | 574,203.40 | |||
| BGB 1.25% 04/22/33 | 550,000.00 | 472,373.00 | |||
| BGB 1.4% 06/22/53 | 520,000.00 | 323,746.28 | |||
| BGB 1.45% 06/22/37 | 400,000.00 | 319,651.20 | |||
| BGB 1.6% 06/22/47 | 640,000.00 | 449,993.60 | |||
| BGB 1.7% 06/22/50 | 660,000.00 | 459,825.30 | |||
| BGB 1.9% 06/22/38 | 510,000.00 | 425,933.64 | |||
| BGB 1% 06/22/26 | 1,000,000.00 | 947,242.00 | |||
| BGB 1% 06/22/31 | 910,000.00 | 788,984.56 | |||
| BGB 2.15% 06/22/66 | 450,000.00 | 326,515.50 | |||
| BGB 2.25% 06/22/57 | 380,000.00 | 292,195.30 | |||
| BGB 2.6% 06/22/24 | 1,000,000.00 | 992,892.20 | |||
| BGB 2.75% 04/22/39 | 70,000.00 | 64,944.60 | |||
| BGB 3.3% 06/22/54 | 310,000.00 | 296,814.46 | |||
| BGB 3.45% 06/22/43 | 280,000.00 | 280,341.60 | |||
| BGB 3.75% 06/22/45 | 520,000.00 | 546,946.40 | |||
| BGB 3% 06/22/33 | 420,000.00 | 418,335.31 | |||
| BGB 3% 06/22/34 | 350,000.00 | 346,896.20 | |||
| BGB 4.25% 03/28/41 | 1,110,000.00 | 1,237,343.64 | |||
| BGB 4.5% 03/28/26 | 750,000.00 | 782,233.50 | |||
| BGB 4% 03/28/32 | 620,000.00 | 669,888.92 | |||
| BGB 5.5% 03/28/28 | 1,170,000.00 | 1,314,575.73 | |||
| BGB 5% 03/28/35 | 1,270,000.00 | 1,497,324.92 | |||
| BKO 0.2% 06/14/24 | 1,850,000.00 | 1,796,984.55 | |||
| BKO 0.4% 09/13/24 | 1,140,000.00 | 1,102,703.76 | |||
| BKO 2.5% 03/13/25 | 400,000.00 | 396,919.20 | |||
| BTPS 0.25% 03/15/28 | 1,250,000.00 | 1,074,282.50 | |||
| BTPS 0.35% 02/01/25 | 1,440,000.00 | 1,370,865.55 | |||
| BTPS 0.45% 02/15/29 | 1,710,000.00 | 1,436,369.22 | |||
| BTPS 0.5% 02/01/26 | 500,000.00 | 463,422.66 | |||
| BTPS 0.5% 07/15/28 | 730,000.00 | 628,367.21 | |||
| BTPS 0.6% 08/01/31 | 1,300,000.00 | 1,011,486.45 | |||
| BTPS 0.85% 01/15/27 | 1,600,000.00 | 1,462,707.20 | |||
| BTPS 0.9% 04/01/31 | 1,300,000.00 | 1,050,163.28 | |||
| BTPS 0.95% 03/01/37 | 600,000.00 | 400,302.00 | |||
| BTPS 0.95% 06/01/32 | 880,000.00 | 687,463.04 | |||
| BTPS 0.95% 08/01/30 | 1,330,000.00 | 1,100,596.28 | |||
| BTPS 0.95% 09/15/27 | 1,000,000.00 | 902,581.00 | |||
| BTPS 0.95% 12/01/31 | 1,120,000.00 | 888,647.20 | |||
| BTPS 0% 04/01/26 | 2,700,000.00 | 2,455,145.10 | |||
| BTPS 0% 08/01/26 | 1,330,000.00 | 1,196,275.15 | |||
| BTPS 0% 08/15/24 | 1,010,000.00 | 970,989.85 | |||
| BTPS 1.1% 04/01/27 | 1,600,000.00 | 1,468,323.20 | |||
| BTPS 1.2% 08/15/25 | 540,000.00 | 515,109.24 | |||
| BTPS 1.25% 12/01/26 | 1,170,000.00 | 1,088,509.50 | |||
| BTPS 1.35% 04/01/30 | 1,010,000.00 | 868,877.75 | |||
| BTPS 1.45% 03/01/36 | 830,000.00 | 608,039.74 | |||
| BTPS 1.45% 05/15/25 | 1,070,000.00 | 1,031,965.78 | |||
| BTPS 1.45% 11/15/24 | 1,520,000.00 | 1,479,682.00 | |||
| BTPS 1.5% 04/30/45 | 650,000.00 | 394,002.12 | |||
| BTPS 1.5% 06/01/25 | 1,500,000.00 | 1,446,275.47 | |||
| BTPS 1.6% 06/01/26 | 1,350,000.00 | 1,281,113.55 | |||
| BTPS 1.65% 03/01/32 | 1,300,000.00 | 1,091,948.00 | |||
| BTPS 1.65% 12/01/30 | 1,450,000.00 | 1,252,372.25 | |||
| BTPS 1.7% 09/01/51 | 750,000.00 | 437,748.75 | |||
| BTPS 1.75% 07/01/24 | 1,230,000.00 | 1,208,366.76 | |||
| BTPS 1.8% 03/01/41 | 890,000.00 | 616,023.29 | |||
| BTPS 1.85% 07/01/25 | 820,000.00 | 795,329.48 | |||
| BTPS 2.05% 08/01/27 | 1,040,000.00 | 984,692.80 | |||
| BTPS 2.15% 03/01/72 | 340,000.00 | 194,335.11 | |||
| BTPS 2.15% 09/01/52 | 510,000.00 | 325,679.37 | |||
| BTPS 2.2% 06/01/27 | 1,110,000.00 | 1,059,961.20 | |||
| BTPS 2.25% 09/01/36 | 1,190,000.00 | 956,361.35 | |||
| BTPS 2.45% 09/01/33 | 1,360,000.00 | 1,184,324.72 | |||
| BTPS 2.45% 09/01/50 | 970,000.00 | 676,802.95 | |||
| BTPS 2.5% 11/15/25 | 660,000.00 | 646,745.88 | |||
| BTPS 2.5% 12/01/24 | 1,300,000.00 | 1,283,657.70 | |||
| BTPS 2.5% 12/01/32 | 960,000.00 | 853,128.76 | |||
| BTPS 2.65% 12/01/27 | 770,000.00 | 743,966.30 | |||
| BTPS 2.7% 03/01/47 | 940,000.00 | 715,360.68 | |||
| BTPS 2.8% 03/01/67 | 500,000.00 | 347,000.00 | |||
| BTPS 2.8% 06/15/29 | 700,000.00 | 668,745.00 | |||
| BTPS 2.8% 12/01/28 | 1,260,000.00 | 1,214,035.20 | |||
| BTPS 2.95% 09/01/38 | 850,000.00 | 724,288.40 | |||
| BTPS 2% 02/01/28 | 930,000.00 | 871,975.44 | |||
| BTPS 2% 12/01/25 | 1,050,000.00 | 1,015,610.40 | |||
| BTPS 3.1% 03/01/40 | 670,000.00 | 572,307.30 | |||
| BTPS 3.25% 09/01/46 | 980,000.00 | 822,753.12 | |||
| BTPS 3.35% 03/01/35 | 1,390,000.00 | 1,285,169.67 | |||
| BTPS 3.45% 03/01/48 | 1,040,000.00 | 895,687.52 | |||
| BTPS 3.5% 01/15/26 | 1,490,000.00 | 1,492,510.65 | |||
| BTPS 3.5% 03/01/30 | 1,950,000.00 | 1,932,489.00 | |||
| BTPS 3.75% 09/01/24 | 1,040,000.00 | 1,044,196.40 | |||
| BTPS 3.85% 09/01/49 | 840,000.00 | 765,950.64 | |||
| BTPS 3.85% 12/15/29 | 250,000.00 | 252,078.50 | |||
| BTPS 3% 08/01/29 | 1,210,000.00 | 1,169,763.87 | |||
| BTPS 4.4% 05/01/33 | 540,000.00 | 558,366.26 | |||
| BTPS 4.45% 09/01/43 | 440,000.00 | 440,020.68 | |||
| BTPS 4.5% 03/01/26 | 930,000.00 | 956,015.82 | |||
| BTPS 4.5% 10/01/53 | 280,000.00 | 279,776.00 | |||
| BTPS 4.75% 09/01/28 | 1,260,000.00 | 1,332,777.60 | |||
| BTPS 4.75% 09/01/44 | 1,030,000.00 | 1,074,666.98 | |||
| BTPS 4% 02/01/37 | 1,800,000.00 | 1,758,290.40 | |||
| BTPS 4% 04/30/35 | 620,000.00 | 610,023.36 | |||
| BTPS 4% 10/30/31 | 440,000.00 | 445,683.48 | |||
| BTPS 5.0% 08/01/39 | 1,440,000.00 | 1,548,498.24 | |||
| BTPS 5.25% 11/01/29 | 1,770,000.00 | 1,935,438.36 | |||
| BTPS 5.75% 02/01/33 | 1,810,000.00 | 2,064,449.80 | |||
| BTPS 5% 03/01/25 | 1,290,000.00 | 1,323,834.12 | |||
| BTPS 5% 08/01/34 | 1,260,000.00 | 1,356,372.36 | |||
| BTPS 5% 09/01/40 | 1,220,000.00 | 1,314,331.62 | |||
| BTPS 6.5% 11/01/27 | 2,070,000.00 | 2,327,708.79 | |||
| BTPS 6% 05/01/31 | 1,600,000.00 | 1,844,534.40 | |||
| BTPS 7.25% 11/01/26 | 350,000.00 | 392,584.15 | |||
| DBR 0.25% 02/15/27 | 230,000.00 | 212,020.21 | |||
| DBR 0.25% 02/15/29 | 1,750,000.00 | 1,557,417.17 | |||
| DBR 0.25% 08/15/28 | 1,300,000.00 | 1,167,435.10 | |||
| DBR 0.5% 02/15/25 | 2,090,000.00 | 2,007,322.10 | |||
| DBR 0.5% 02/15/26 | 2,300,000.00 | 2,172,179.80 | |||
| DBR 0.5% 02/15/28 | 1,510,000.00 | 1,385,495.97 | |||
| DBR 0.5% 08/15/27 | 940,000.00 | 868,671.86 | |||
| DBR 0% 02/15/30 | 1,660,000.00 | 1,424,796.26 | |||
| DBR 0% 02/15/31 | 1,240,000.00 | 1,040,660.08 | |||
| DBR 0% 02/15/32 | 2,080,000.00 | 1,706,076.32 | |||
| DBR 0% 05/15/35 | 1,280,000.00 | 957,648.64 | |||
| DBR 0% 05/15/36 | 1,320,000.00 | 958,968.12 | |||
| DBR 0% 08/15/26 | 1,620,000.00 | 1,494,365.76 | |||
| DBR 0% 08/15/29 | 2,430,000.00 | 2,107,947.24 | |||
| DBR 0% 08/15/30 | 1,250,000.00 | 1,061,558.75 | |||
| DBR 0% 08/15/30 | 400,000.00 | 340,202.80 | |||
| DBR 0% 08/15/31 | 2,310,000.00 | 1,917,514.83 | |||
| DBR 0% 08/15/50 | 2,740,000.00 | 1,429,518.28 | |||
| DBR 0% 08/15/52 | 1,140,000.00 | 564,140.40 | |||
| DBR 0% 11/15/27 | 1,230,000.00 | 1,107,046.74 | |||
| DBR 0% 11/15/28 | 1,250,000.00 | 1,102,068.75 | |||
| DBR 1.25% 08/15/48 | 1,880,000.00 | 1,461,564.64 | |||
| DBR 1.7% 08/15/32 | 1,310,000.00 | 1,242,107.94 | |||
| DBR 1.8% 08/15/53 | 700,000.00 | 595,438.90 | |||
| DBR 1% 05/15/38 | 980,000.00 | 792,873.90 | |||
| DBR 1% 08/15/24 | 1,610,000.00 | 1,571,482.36 | |||
| DBR 1% 08/15/25 | 1,130,000.00 | 1,087,250.97 | |||
| DBR 2.3% 02/15/33 | 2,120,000.00 | 2,106,722.44 | |||
| DBR 2.5% 07/04/44 | 1,620,000.00 | 1,612,546.38 | |||
| DBR 2.5% 08/15/46 | 1,770,000.00 | 1,774,520.58 | |||
| DBR 3.25% 07/04/42 | 930,000.00 | 1,025,390.10 | |||
| DBR 4.0% 01/04/37 | 1,570,000.00 | 1,836,593.85 | |||
| DBR 4.25% 07/04/39 | 1,090,000.00 | 1,329,492.62 | |||
| DBR 4.75% 07/04/28 | 1,180,000.00 | 1,312,628.46 | |||
| DBR 4.75% 07/04/34 | 1,240,000.00 | 1,518,711.08 | |||
| DBR 4.75% 07/04/40 | 1,220,000.00 | 1,585,027.66 | |||
| DBR 5.5% 01/04/31 | 1,640,000.00 | 1,995,746.34 | |||
| DBR 5.625% 01/04/28 | 1,500,000.00 | 1,707,561.75 | |||
| DBR 6.25% 01/04/30 | 610,000.00 | 753,875.57 | |||
| DBR 6.5% 07/04/27 | 1,270,000.00 | 1,464,716.40 | |||
| FRTR 0.25% 11/25/26 | 1,590,000.00 | 1,457,530.74 | |||
| FRTR 0.5% 05/25/25 | 2,500,000.00 | 2,381,575.00 | |||
| FRTR 0.5% 05/25/26 | 2,930,000.00 | 2,735,571.06 | |||
| FRTR 0.5% 05/25/29 | 2,830,000.00 | 2,487,349.26 | |||
| FRTR 0.5% 05/25/40 | 1,460,000.00 | 941,362.74 | |||
| FRTR 0.5% 05/25/72 | 620,000.00 | 232,166.78 | |||
| FRTR 0.5% 06/25/44 | 700,000.00 | 408,048.20 | |||
| FRTR 0.75% 02/25/28 | 1,970,000.00 | 1,797,914.59 | |||
| FRTR 0.75% 05/25/28 | 2,960,000.00 | 2,689,900.00 | |||
| FRTR 0.75% 05/25/52 | 1,930,000.00 | 1,025,080.90 | |||
| FRTR 0.75% 05/25/53 | 1,440,000.00 | 745,679.52 | |||
| FRTR 0.75% 11/25/28 | 3,190,000.00 | 2,871,641.19 | |||
| FRTR 0% 02/25/25 | 880,000.00 | 835,393.50 | |||
| FRTR 0% 02/25/26 | 2,790,000.00 | 2,582,703.00 | |||
| FRTR 0% 02/25/27 | 2,320,000.00 | 2,094,718.13 | |||
| FRTR 0% 03/25/25 | 3,280,000.00 | 3,108,205.07 | |||
| FRTR 0% 05/25/32 | 2,150,000.00 | 1,674,493.10 | |||
| FRTR 0% 11/25/29 | 2,460,000.00 | 2,067,530.37 | |||
| FRTR 0% 11/25/30 | 3,330,000.00 | 2,717,989.29 | |||
| FRTR 0% 11/25/31 | 3,590,000.00 | 2,843,190.25 | |||
| FRTR 1.25% 05/25/34 | 2,230,000.00 | 1,870,263.09 | |||
| FRTR 1.25% 05/25/36 | 2,660,000.00 | 2,135,663.46 | |||
| FRTR 1.25% 05/25/38 | 600,000.00 | 461,319.00 | |||
| FRTR 1.5% 05/25/31 | 2,410,000.00 | 2,197,799.50 | |||
| FRTR 1.5% 05/25/50 | 1,960,000.00 | 1,334,907.00 | |||
| FRTR 1.75% 05/25/66 | 850,000.00 | 564,043.00 | |||
| FRTR 1.75% 06/25/39 | 1,660,000.00 | 1,364,611.30 | |||
| FRTR 1.75% 11/25/24 | 2,020,000.00 | 1,980,690.80 | |||
| FRTR 1% 05/25/27 | 2,850,000.00 | 2,662,729.35 | |||
| FRTR 1% 11/25/25 | 1,340,000.00 | 1,280,065.15 | |||
| FRTR 2.5% 05/25/30 | 3,090,000.00 | 3,045,314.55 | |||
| FRTR 2.5% 05/25/43 | 250,000.00 | 220,123.25 | |||
| FRTR 2.5% 09/24/26 | 1,000,000.00 | 987,901.00 | |||
| FRTR 2.75% 10/25/27 | 3,280,000.00 | 3,279,042.24 | |||
| FRTR 2% 05/25/48 | 1,790,000.00 | 1,393,615.24 | |||
| FRTR 2% 11/25/32 | 2,060,000.00 | 1,913,871.84 | |||
| FRTR 3.25% 05/25/45 | 1,800,000.00 | 1,783,382.40 | |||
| FRTR 3.5% 04/25/26 | 3,120,000.00 | 3,172,830.96 | |||
| FRTR 3% 05/25/33 | 350,000.00 | 352,533.30 | |||
| FRTR 3% 05/25/54 | 500,000.00 | 462,283.00 | |||
| FRTR 4.5% 04/25/41 | 2,090,000.00 | 2,439,305.88 | |||
| FRTR 4.75% 04/25/35 | 1,590,000.00 | 1,854,083.10 | |||
| FRTR 4% 04/25/55 | 1,070,000.00 | 1,202,638.27 | |||
| FRTR 4% 04/25/60 | 1,020,000.00 | 1,159,843.02 | |||
| FRTR 4% 10/25/38 | 1,600,000.00 | 1,755,513.60 | |||
| FRTR 5.5% 04/25/29 | 2,500,000.00 | 2,865,380.00 | |||
| FRTR 5.75% 10/25/32 | 2,150,000.00 | 2,653,663.30 | |||
| FRTR 6.0% 10/25/25 | 1,450,000.00 | 1,549,945.60 | |||
| IRISH 0.2% 05/15/27 | 410,000.00 | 371,907.10 | |||
| IRISH 0.2% 10/18/30 | 470,000.00 | 392,821.30 | |||
| IRISH 0.35% 10/18/32 | 170,000.00 | 136,743.58 | |||
| IRISH 0.4% 05/15/35 | 280,000.00 | 209,646.92 | |||
| IRISH 0.55% 04/22/41 | 220,000.00 | 141,926.87 | |||
| IRISH 0.9% 05/15/28 | 440,000.00 | 403,950.80 | |||
| IRISH 0% 10/18/31 | 340,000.00 | 272,080.24 | |||
| IRISH 1.1% 05/15/29 | 550,000.00 | 502,837.50 | |||
| IRISH 1.3% 05/15/33 | 310,000.00 | 269,107.90 | |||
| IRISH 1.35% 03/18/31 | 240,000.00 | 218,707.20 | |||
| IRISH 1.5% 05/15/50 | 460,000.00 | 316,539.80 | |||
| IRISH 1.7% 05/15/37 | 440,000.00 | 371,637.20 | |||
| IRISH 1% 05/15/26 | 670,000.00 | 637,072.58 | |||
| IRISH 2.4% 05/15/30 | 660,000.00 | 648,390.60 | |||
| IRISH 2% 02/18/45 | 620,000.00 | 499,530.28 | |||
| IRISH 3% 10/18/43 | 170,000.00 | 166,116.69 | |||
| IRISH 5.4% 03/13/25 | 620,000.00 | 646,309.57 | |||
| NETHER 0.25% 07/15/25 | 760,000.00 | 719,799.80 | |||
| NETHER 0.25% 07/15/29 | 760,000.00 | 660,184.64 | |||
| NETHER 0.5% 01/15/40 | 910,000.00 | 632,296.21 | |||
| NETHER 0.5% 07/15/26 | 1,050,000.00 | 981,101.62 | |||
| NETHER 0.5% 07/15/32 | 720,000.00 | 595,614.96 | |||
| NETHER 0.75% 07/15/27 | 900,000.00 | 834,208.20 | |||
| NETHER 0.75% 07/15/28 | 1,090,000.00 | 994,030.07 | |||
| NETHER 0% 01/15/26 | 870,000.00 | 809,441.04 | |||
| NETHER 0% 01/15/27 | 750,000.00 | 681,317.25 | |||
| NETHER 0% 01/15/29 | 1,040,000.00 | 898,890.81 | |||
| NETHER 0% 01/15/38 | 530,000.00 | 352,484.98 | |||
| NETHER 0% 01/15/52 | 1,010,000.00 | 476,115.40 | |||
| NETHER 0% 07/15/30 | 850,000.00 | 707,662.40 | |||
| NETHER 0% 07/15/31 | 700,000.00 | 567,562.23 | |||
| NETHER 2.5% 01/15/33 | 820,000.00 | 806,976.76 | |||
| NETHER 2.5% 07/15/33 | 90,000.00 | 88,569.00 | |||
| NETHER 2.75% 01/15/47 | 1,140,000.00 | 1,138,283.73 | |||
| NETHER 2% 01/15/54 | 330,000.00 | 278,480.73 | |||
| NETHER 2% 07/15/24 | 1,110,000.00 | 1,096,791.00 | |||
| NETHER 3.75% 01/15/42 | 1,010,000.00 | 1,144,270.41 | |||
| NETHER 4% 01/15/37 | 1,070,000.00 | 1,209,605.68 | |||
| NETHER 5.5% 01/15/28 | 650,000.00 | 728,158.60 | |||
| OBL 0% 04/10/26 | 1,500,000.00 | 1,392,438.00 | |||
| OBL 0% 04/11/25 | 1,050,000.00 | 996,411.15 | |||
| OBL 0% 04/16/27 | 1,510,000.00 | 1,373,647.00 | |||
| OBL 0% 10/09/26 | 1,050,000.00 | 964,884.90 | |||
| OBL 0% 10/10/25 | 1,970,000.00 | 1,848,060.94 | |||
| OBL 0% 10/18/24 | 1,390,000.00 | 1,334,262.90 | |||
| OBL 1.3% 10/15/27 | 2,620,000.00 | 2,498,275.13 | |||
| OBL 2.2% 04/13/28 | 1,100,000.00 | 1,089,201.30 | |||
| RAGB 0.25% 10/20/36 | 360,000.00 | 246,160.08 | |||
| RAGB 0.5% 02/20/29 | 810,000.00 | 711,011.52 | |||
| RAGB 0.5% 04/20/27 | 650,000.00 | 595,661.95 | |||
| RAGB 0.7% 04/20/71 | 200,000.00 | 87,226.20 | |||
| RAGB 0.75% 02/20/28 | 830,000.00 | 755,021.95 | |||
| RAGB 0.75% 03/20/51 | 440,000.00 | 248,017.88 | |||
| RAGB 0.75% 10/20/26 | 900,000.00 | 840,867.30 | |||
| RAGB 0.85% 06/30/20 | 200,000.00 | 80,408.80 | |||
| RAGB 0.9% 02/20/32 | 800,000.00 | 674,439.20 | |||
| RAGB 0% 02/20/30 | 660,000.00 | 545,220.72 | |||
| RAGB 0% 02/20/31 | 720,000.00 | 576,603.36 | |||
| RAGB 0% 04/20/25 | 370,000.00 | 350,220.91 | |||
| RAGB 0% 07/15/24 | 660,000.00 | 638,031.90 | |||
| RAGB 0% 10/20/28 | 380,000.00 | 327,132.50 | |||
| RAGB 0% 10/20/40 | 330,000.00 | 190,577.64 | |||
| RAGB 1.2% 10/20/25 | 830,000.00 | 798,188.17 | |||
| RAGB 1.5% 02/20/47 | 570,000.00 | 412,592.22 | |||
| RAGB 1.5% 11/02/86 | 200,000.00 | 116,392.40 | |||
| RAGB 1.65% 10/21/24 | 560,000.00 | 549,504.48 | |||
| RAGB 1.85% 05/23/49 | 220,000.00 | 168,883.88 | |||
| RAGB 2.1% 09/20/17 | 360,000.00 | 255,768.86 | |||
| RAGB 2.4% 05/23/34 | 530,000.00 | 497,542.80 | |||
| RAGB 2.9% 02/20/33 | 410,000.00 | 405,582.66 | |||
| RAGB 2% 07/15/26 | 260,000.00 | 253,526.78 | |||
| RAGB 3.15% 06/20/44 | 420,000.00 | 415,697.94 | |||
| RAGB 3.8% 01/26/62 | 210,000.00 | 239,286.60 | |||
| RAGB 4.15% 03/15/37 | 840,000.00 | 925,411.20 | |||
| RAGB 4.85% 03/15/26 | 540,000.00 | 567,374.22 | |||
| RAGB 6.25% 07/15/27 | 540,000.00 | 609,876.00 | |||
| RFGB 0.125% 04/15/36 | 270,000.00 | 183,710.16 | |||
| RFGB 0.125% 04/15/52 | 240,000.00 | 108,737.04 | |||
| RFGB 0.125% 09/15/31 | 370,000.00 | 295,621.12 | |||
| RFGB 0.25% 09/15/40 | 210,000.00 | 129,082.80 | |||
| RFGB 0.5% 04/15/26 | 600,000.00 | 562,533.00 | |||
| RFGB 0.5% 04/15/43 | 180,000.00 | 109,737.54 | |||
| RFGB 0.5% 09/15/27 | 380,000.00 | 345,497.90 | |||
| RFGB 0.5% 09/15/28 | 290,000.00 | 257,901.35 | |||
| RFGB 0.5% 09/15/29 | 290,000.00 | 251,954.90 | |||
| RFGB 0.75% 04/15/31 | 270,000.00 | 230,039.19 | |||
| RFGB 0.875% 09/15/25 | 410,000.00 | 391,869.30 | |||
| RFGB 0% 09/15/30 | 330,000.00 | 268,947.03 | |||
| RFGB 1.125% 04/15/34 | 270,000.00 | 222,822.14 | |||
| RFGB 1.375% 04/15/27 | 380,000.00 | 360,450.90 | |||
| RFGB 1.375% 04/15/47 | 270,000.00 | 193,868.37 | |||
| RFGB 1.5% 09/15/32 | 220,000.00 | 194,677.34 | |||
| RFGB 2.625% 07/04/42 | 380,000.00 | 351,904.01 | |||
| RFGB 2.75% 04/15/38 | 170,000.00 | 160,689.10 | |||
| RFGB 2.75% 07/04/28 | 380,000.00 | 380,032.30 | |||
| RFGB 3% 09/15/33 | 190,000.00 | 190,125.97 | |||
| RFGB 4% 07/04/25 | 240,000.00 | 245,022.48 | |||
| SPGB 0.1% 04/30/31 | 1,570,000.00 | 1,237,682.35 | |||
| SPGB 0.5% 04/30/30 | 1,560,000.00 | 1,311,482.64 | |||
| SPGB 0.5% 10/31/31 | 1,180,000.00 | 948,008.07 | |||
| SPGB 0.6% 10/31/29 | 970,000.00 | 832,745.00 | |||
| SPGB 0.7% 04/30/32 | 930,000.00 | 749,807.85 | |||
| SPGB 0.8% 07/30/27 | 1,190,000.00 | 1,088,106.25 | |||
| SPGB 0.8% 07/30/29 | 680,000.00 | 593,594.44 | |||
| SPGB 0.85% 07/30/37 | 640,000.00 | 443,365.00 | |||
| SPGB 0% 01/31/25 | 1,390,000.00 | 1,322,027.61 | |||
| SPGB 0% 01/31/26 | 1,070,000.00 | 988,255.74 | |||
| SPGB 0% 01/31/27 | 1,080,000.00 | 968,235.12 | |||
| SPGB 0% 01/31/28 | 1,280,000.00 | 1,113,907.20 | |||
| SPGB 0% 05/31/24 | 1,480,000.00 | 1,433,378.78 | |||
| SPGB 0% 05/31/25 | 570,000.00 | 536,132.88 | |||
| SPGB 1.2% 10/31/40 | 950,000.00 | 642,421.35 | |||
| SPGB 1.25% 10/31/30 | 1,200,000.00 | 1,051,688.40 | |||
| SPGB 1.3% 10/31/26 | 1,460,000.00 | 1,380,238.36 | |||
| SPGB 1.4% 04/30/28 | 1,920,000.00 | 1,780,108.80 | |||
| SPGB 1.4% 07/30/28 | 780,000.00 | 720,197.40 | |||
| SPGB 1.45% 04/30/29 | 750,000.00 | 685,992.75 | |||
| SPGB 1.45% 10/31/27 | 1,330,000.00 | 1,244,449.08 | |||
| SPGB 1.45% 10/31/71 | 260,000.00 | 122,391.59 | |||
| SPGB 1.5% 04/30/27 | 1,460,000.00 | 1,379,930.68 | |||
| SPGB 1.6% 04/30/25 | 1,250,000.00 | 1,215,884.71 | |||
| SPGB 1.85% 07/30/35 | 1,290,000.00 | 1,081,699.83 | |||
| SPGB 1.9% 10/31/52 | 650,000.00 | 420,731.35 | |||
| SPGB 1.95% 04/30/26 | 1,340,000.00 | 1,299,438.20 | |||
| SPGB 1.95% 07/30/30 | 1,520,000.00 | 1,406,797.17 | |||
| SPGB 1% 07/30/42 | 340,000.00 | 212,259.62 | |||
| SPGB 1% 10/31/50 | 1,130,000.00 | 591,693.99 | |||
| SPGB 2.15% 10/31/25 | 1,650,000.00 | 1,616,861.40 | |||
| SPGB 2.35% 07/30/33 | 1,030,000.00 | 941,604.81 | |||
| SPGB 2.55% 10/31/32 | 1,480,000.00 | 1,391,426.44 | |||
| SPGB 2.7% 10/31/48 | 1,020,000.00 | 828,377.13 | |||
| SPGB 2.75% 10/31/24 | 1,560,000.00 | 1,553,864.52 | |||
| SPGB 2.8% 05/31/26 | 220,000.00 | 218,091.28 | |||
| SPGB 2.9% 10/31/46 | 1,120,000.00 | 959,507.36 | |||
| SPGB 3.15% 04/30/33 | 980,000.00 | 963,533.06 | |||
| SPGB 3.45% 07/30/43 | 420,000.00 | 395,572.80 | |||
| SPGB 3.45% 07/30/66 | 900,000.00 | 800,208.00 | |||
| SPGB 3.9% 07/30/39 | 320,000.00 | 324,912.12 | |||
| SPGB 4.2% 01/31/37 | 1,310,000.00 | 1,393,781.05 | |||
| SPGB 4.65% 07/30/25 | 1,410,000.00 | 1,454,242.98 | |||
| SPGB 4.7% 07/30/41 | 1,300,000.00 | 1,456,231.40 | |||
| SPGB 4.9% 07/30/40 | 1,080,000.00 | 1,237,502.12 | |||
| SPGB 5.15% 10/31/28 | 1,100,000.00 | 1,212,242.90 | |||
| SPGB 5.15% 10/31/44 | 850,000.00 | 1,011,068.20 | |||
| SPGB 5.75% 07/30/32 | 1,450,000.00 | 1,734,365.30 | |||
| SPGB 5.9% 07/30/26 | 1,360,000.00 | 1,472,991.52 | |||
| SPGB 6.0% 01/31/29 | 2,350,000.00 | 2,704,384.70 | |||
| ユーロ 小計 | 376,280,000.00 | 346,179,861.48 | |||
| (51,864,666,846) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 780,000.00 | 697,359.00 | ||
| UKT 0.125% 01/31/28 | 880,000.00 | 727,142.53 | |||
| UKT 0.25% 01/31/25 | 1,540,000.00 | 1,428,778.12 | |||
| UKT 0.25% 07/31/31 | 1,730,000.00 | 1,267,484.50 | |||
| UKT 0.375% 10/22/26 | 1,170,000.00 | 1,019,362.50 | |||
| UKT 0.375% 10/22/30 | 1,090,000.00 | 831,037.80 | |||
| UKT 0.5% 01/31/29 | 1,180,000.00 | 957,640.80 | |||
| UKT 0.5% 10/22/61 | 1,050,000.00 | 314,895.00 | |||
| UKT 0.625% 06/07/25 | 1,160,000.00 | 1,075,378.00 | |||
| UKT 0.625% 07/31/35 | 1,280,000.00 | 836,164.74 | |||
| UKT 0.625% 10/22/50 | 640,000.00 | 257,061.88 | |||
| UKT 0.875% 01/31/46 | 400,000.00 | 196,412.80 | |||
| UKT 0.875% 07/31/33 | 980,000.00 | 710,745.00 | |||
| UKT 0.875% 10/22/29 | 820,000.00 | 670,744.25 | |||
| UKT 1.125% 01/31/39 | 1,320,000.00 | 829,488.00 | |||
| UKT 1.125% 10/22/73 | 480,000.00 | 178,248.96 | |||
| UKT 1.25% 07/22/27 | 740,000.00 | 654,814.16 | |||
| UKT 1.25% 07/31/51 | 1,050,000.00 | 516,005.48 | |||
| UKT 1.25% 10/22/41 | 1,400,000.00 | 841,650.47 | |||
| UKT 1.5% 07/22/26 | 1,180,000.00 | 1,080,223.92 | |||
| UKT 1.5% 07/22/47 | 1,010,000.00 | 569,110.76 | |||
| UKT 1.5% 07/31/53 | 630,000.00 | 325,017.00 | |||
| UKT 1.625% 10/22/28 | 480,000.00 | 420,652.80 | |||
| UKT 1.625% 10/22/54 | 720,000.00 | 381,463.20 | |||
| UKT 1.625% 10/22/71 | 710,000.00 | 336,730.42 | |||
| UKT 1.75% 01/22/49 | 600,000.00 | 353,239.20 | |||
| UKT 1.75% 07/22/57 | 1,050,000.00 | 570,024.00 | |||
| UKT 1.75% 09/07/37 | 1,110,000.00 | 800,592.38 | |||
| UKT 1% 01/31/32 | 1,680,000.00 | 1,295,868.00 | |||
| UKT 2.5% 07/22/65 | 860,000.00 | 563,136.60 | |||
| UKT 2.75% 09/07/24 | 440,000.00 | 429,249.38 | |||
| UKT 2% 09/07/25 | 1,090,000.00 | 1,029,500.57 | |||
| UKT 3.25% 01/22/44 | 1,240,000.00 | 1,034,213.56 | |||
| UKT 3.25% 01/31/33 | 1,190,000.00 | 1,098,965.00 | |||
| UKT 3.5% 01/22/45 | 1,230,000.00 | 1,061,130.84 | |||
| UKT 3.5% 07/22/68 | 920,000.00 | 776,700.80 | |||
| UKT 3.75% 01/29/38 | 370,000.00 | 342,257.40 | |||
| UKT 3.75% 07/22/52 | 900,000.00 | 797,129.10 | |||
| UKT 3.75% 10/22/53 | 400,000.00 | 352,444.00 | |||
| UKT 4.125% 01/29/27 | 1,180,000.00 | 1,159,951.80 | |||
| UKT 4.25% 03/07/36 | 950,000.00 | 942,553.14 | |||
| UKT 4.25% 06/07/32 | 1,070,000.00 | 1,079,683.50 | |||
| UKT 4.25% 09/07/39 | 670,000.00 | 654,255.00 | |||
| UKT 4.25% 12/07/27 | 1,100,000.00 | 1,095,028.66 | |||
| UKT 4.25% 12/07/40 | 920,000.00 | 896,413.77 | |||
| UKT 4.25% 12/07/46 | 1,060,000.00 | 1,022,338.20 | |||
| UKT 4.25% 12/07/49 | 810,000.00 | 780,491.70 | |||
| UKT 4.25% 12/07/55 | 1,100,000.00 | 1,068,788.60 | |||
| UKT 4.5% 09/07/34 | 840,000.00 | 857,087.28 | |||
| UKT 4.5% 12/07/42 | 770,000.00 | 772,761.52 | |||
| UKT 4.75% 12/07/30 | 850,000.00 | 883,302.66 | |||
| UKT 4.75% 12/07/38 | 810,000.00 | 838,912.95 | |||
| UKT 4% 01/22/60 | 710,000.00 | 665,442.53 | |||
| UKT 4% 10/22/63 | 320,000.00 | 299,525.74 | |||
| UKT 5% 03/07/25 | 1,080,000.00 | 1,083,883.35 | |||
| UKT 6.0% 12/07/28 | 1,070,000.00 | 1,158,416.77 | |||
| イギリスポンド 小計 | 52,810,000.00 | 42,886,900.09 | |||
| (7,518,931,323) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 3,010,000.00 | 2,522,843.54 | ||
| SGB 0.75% 05/12/28 | 3,240,000.00 | 2,980,767.60 | |||
| SGB 0.75% 11/12/29 | 3,840,000.00 | 3,463,785.52 | |||
| SGB 1.75% 11/11/33 | 1,570,000.00 | 1,482,845.24 | |||
| SGB 1% 11/12/26 | 4,650,000.00 | 4,392,483.79 | |||
| SGB 2.25% 06/01/32 | 2,560,000.00 | 2,533,066.00 | |||
| SGB 2.5% 05/12/25 | 4,430,000.00 | 4,386,191.10 | |||
| SGB 3.5% 03/30/39 | 2,440,000.00 | 2,742,120.80 | |||
| スウェーデンクローナ 小計 | 25,740,000.00 | 24,504,103.59 | |||
| (315,122,772) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 2,370,000.00 | 1,981,402.95 | ||
| NGB 1.375% 08/19/30 | 3,280,000.00 | 2,828,477.16 | |||
| NGB 1.5% 02/19/26 | 2,470,000.00 | 2,333,517.68 | |||
| NGB 1.75% 02/17/27 | 2,650,000.00 | 2,481,910.50 | |||
| NGB 1.75% 03/13/25 | 2,870,000.00 | 2,770,827.15 | |||
| NGB 1.75% 09/06/29 | 2,470,000.00 | 2,224,840.15 | |||
| NGB 2.125% 05/18/32 | 1,520,000.00 | 1,352,967.20 | |||
| NGB 2% 04/26/28 | 2,510,000.00 | 2,335,304.00 | |||
| NGB 3% 08/15/33 | 1,270,000.00 | 1,210,153.28 | |||
| ノルウェークローネ 小計 | 21,410,000.00 | 19,519,400.07 | |||
| (252,581,036) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 2,880,000.00 | 1,503,979.20 | ||
| DGB 0.5% 11/15/27 | 4,470,000.00 | 4,078,904.50 | |||
| DGB 0.5% 11/15/29 | 5,110,000.00 | 4,488,619.40 | |||
| DGB 0% 11/15/24 | 2,420,000.00 | 2,314,488.07 | |||
| DGB 0% 11/15/31 | 2,580,000.00 | 2,081,035.21 | |||
| DGB 1.75% 11/15/25 | 2,610,000.00 | 2,540,090.62 | |||
| DGB 4.5% 11/15/39 | 6,130,000.00 | 7,561,164.35 | |||
| デンマーククローネ 小計 | 26,200,000.00 | 24,568,281.35 | |||
| (494,068,137) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 1,430,000.00 | 1,194,407.50 | ||
| POLGB 0.75% 04/25/25 | 1,830,000.00 | 1,668,411.00 | |||
| POLGB 0% 07/25/24 | 180,000.00 | 168,921.99 | |||
| POLGB 1.25% 10/25/30 | 1,760,000.00 | 1,291,206.40 | |||
| POLGB 1.75% 04/25/32 | 2,310,000.00 | 1,665,048.00 | |||
| POLGB 2.25% 10/25/24 | 2,470,000.00 | 2,350,452.00 | |||
| POLGB 2.5% 07/25/26 | 3,600,000.00 | 3,273,840.00 | |||
| POLGB 2.5% 07/25/27 | 2,010,000.00 | 1,777,945.50 | |||
| POLGB 2.75% 04/25/28 | 2,330,000.00 | 2,043,876.00 | |||
| POLGB 2.75% 10/25/29 | 3,650,000.00 | 3,082,242.50 | |||
| POLGB 3.25% 07/25/25 | 2,940,000.00 | 2,790,592.14 | |||
| POLGB 3.75% 05/25/27 | 300,000.00 | 279,414.00 | |||
| POLGB 5.75% 04/25/29 | 900,000.00 | 900,270.00 | |||
| ポーランドズロチ 小計 | 25,710,000.00 | 22,486,627.03 | |||
| (758,348,004) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 1,460,000.00 | 1,382,305.55 | ||
| ACGB 0.25% 11/21/25 | 1,190,000.00 | 1,090,665.09 | |||
| ACGB 0.5% 09/21/26 | 900,000.00 | 809,023.62 | |||
| ACGB 1.25% 05/21/32 | 1,140,000.00 | 910,601.69 | |||
| ACGB 1.5% 06/21/31 | 1,190,000.00 | 993,697.12 | |||
| ACGB 1.75% 06/21/51 | 1,010,000.00 | 591,931.93 | |||
| ACGB 1.75% 11/21/32 | 1,380,000.00 | 1,142,881.25 | |||
| ACGB 1% 11/21/31 | 1,990,000.00 | 1,574,804.96 | |||
| ACGB 1% 12/21/30 | 1,480,000.00 | 1,202,885.24 | |||
| ACGB 2.25% 05/21/28 | 630,000.00 | 586,590.06 | |||
| ACGB 2.5% 05/21/30 | 1,220,000.00 | 1,119,153.89 | |||
| ACGB 2.75% 05/21/41 | 810,000.00 | 656,535.01 | |||
| ACGB 2.75% 06/21/35 | 630,000.00 | 553,689.88 | |||
| ACGB 2.75% 11/21/27 | 1,160,000.00 | 1,110,949.70 | |||
| ACGB 2.75% 11/21/28 | 770,000.00 | 730,516.24 | |||
| ACGB 2.75% 11/21/29 | 1,230,000.00 | 1,153,704.60 | |||
| ACGB 3.25% 04/21/25 | 1,250,000.00 | 1,233,513.45 | |||
| ACGB 3.25% 04/21/29 | 1,180,000.00 | 1,144,929.19 | |||
| ACGB 3.25% 06/21/39 | 650,000.00 | 577,394.55 | |||
| ACGB 3.5% 12/21/34 | 820,000.00 | 781,949.11 | |||
| ACGB 3.75% 04/21/37 | 780,000.00 | 749,269.63 | |||
| ACGB 3.75% 05/21/34 | 670,000.00 | 656,504.29 | |||
| ACGB 3% 03/21/47 | 780,000.00 | 629,997.46 | |||
| ACGB 3% 11/21/33 | 950,000.00 | 872,094.79 | |||
| ACGB 4.25% 04/21/26 | 1,200,000.00 | 1,213,598.76 | |||
| ACGB 4.5% 04/21/33 | 1,210,000.00 | 1,264,009.92 | |||
| ACGB 4.75% 04/21/27 | 1,080,000.00 | 1,116,493.52 | |||
| オーストラリアドル 小計 | 28,760,000.00 | 25,849,690.50 | |||
| (2,432,197,379) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 370,000.00 | 302,212.55 | ||
| NZGB 0.5% 05/15/26 | 360,000.00 | 319,975.96 | |||
| NZGB 1.5% 05/15/31 | 390,000.00 | 313,628.12 | |||
| NZGB 1.75% 05/15/41 | 260,000.00 | 167,482.36 | |||
| NZGB 2.75% 04/15/25 | 490,000.00 | 470,683.80 | |||
| NZGB 2.75% 04/15/37 | 350,000.00 | 282,975.60 | |||
| NZGB 2.75% 05/15/51 | 300,000.00 | 213,249.48 | |||
| NZGB 2% 05/15/32 | 320,000.00 | 261,836.64 | |||
| NZGB 3.5% 04/14/33 | 340,000.00 | 312,803.16 | |||
| NZGB 3% 04/20/29 | 450,000.00 | 416,780.21 | |||
| NZGB 4.25% 05/15/34 | 170,000.00 | 165,702.40 | |||
| NZGB 4.5% 04/15/27 | 430,000.00 | 429,904.94 | |||
| NZGB 4.5% 05/15/30 | 260,000.00 | 260,808.88 | |||
| ニュージーランドドル 小計 | 4,490,000.00 | 3,918,044.10 | |||
| (334,483,424) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 320,000.00 | 299,680.00 | ||
| SIGB 1.25% 11/01/26 | 90,000.00 | 84,384.00 | |||
| SIGB 1.625% 07/01/31 | 500,000.00 | 452,000.00 | |||
| SIGB 1.875% 03/01/50 | 360,000.00 | 317,844.00 | |||
| SIGB 1.875% 10/01/51 | 240,000.00 | 215,719.20 | |||
| SIGB 2.125% 06/01/26 | 670,000.00 | 648,560.00 | |||
| SIGB 2.25% 08/01/36 | 330,000.00 | 308,385.00 | |||
| SIGB 2.375% 06/01/25 | 480,000.00 | 470,700.00 | |||
| SIGB 2.375% 07/01/39 | 230,000.00 | 218,866.85 | |||
| SIGB 2.625% 05/01/28 | 280,000.00 | 275,569.00 | |||
| SIGB 2.625% 08/01/32 | 100,000.00 | 97,294.00 | |||
| SIGB 2.75% 03/01/46 | 420,000.00 | 435,036.00 | |||
| SIGB 2.75% 04/01/42 | 300,000.00 | 305,980.50 | |||
| SIGB 2.875% 07/01/29 | 530,000.00 | 526,290.00 | |||
| SIGB 2.875% 09/01/30 | 460,000.00 | 456,780.00 | |||
| SIGB 3.375% 09/01/33 | 460,000.00 | 477,710.00 | |||
| SIGB 3.5% 03/01/27 | 580,000.00 | 587,250.00 | |||
| SIGB 3% 08/01/72 | 140,000.00 | 165,130.00 | |||
| SIGB 3% 09/01/24 | 510,000.00 | 506,022.00 | |||
| シンガポールドル 小計 | 7,000,000.00 | 6,849,200.55 | |||
| (710,741,541) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 370,000.00 | 341,023.88 | ||
| MGS 3.478% 06/14/24 | 100,000.00 | 100,222.29 | |||
| MGS 3.502% 05/31/27 | 920,000.00 | 917,801.89 | |||
| MGS 3.582% 07/15/32 | 150,000.00 | 148,240.37 | |||
| MGS 3.733% 06/15/28 | 1,180,000.00 | 1,186,860.63 | |||
| MGS 3.757% 05/22/40 | 1,110,000.00 | 1,059,394.03 | |||
| MGS 3.828% 07/05/34 | 250,000.00 | 248,286.77 | |||
| MGS 3.844% 04/15/33 | 860,000.00 | 862,266.70 | |||
| MGS 3.882% 03/14/25 | 690,000.00 | 696,582.60 | |||
| MGS 3.885% 08/15/29 | 1,890,000.00 | 1,914,109.78 | |||
| MGS 3.892% 03/15/27 | 300,000.00 | 303,336.75 | |||
| MGS 3.899% 11/16/27 | 1,960,000.00 | 1,986,382.58 | |||
| MGS 3.9% 11/30/26 | 1,140,000.00 | 1,154,984.84 | |||
| MGS 3.906% 07/15/26 | 750,000.00 | 759,819.60 | |||
| MGS 3.955% 09/15/25 | 1,100,000.00 | 1,112,013.32 | |||
| MGS 4.059% 09/30/24 | 1,060,000.00 | 1,069,782.21 | |||
| MGS 4.065% 06/15/50 | 740,000.00 | 729,580.82 | |||
| MGS 4.181% 07/15/24 | 1,180,000.00 | 1,189,895.24 | |||
| MGS 4.232% 06/30/31 | 850,000.00 | 877,496.14 | |||
| MGS 4.254% 05/31/35 | 1,480,000.00 | 1,519,774.85 | |||
| MGS 4.392% 04/15/26 | 1,160,000.00 | 1,190,224.96 | |||
| MGS 4.457% 03/31/53 | 390,000.00 | 410,346.84 | |||
| MGS 4.498% 04/15/30 | 1,260,000.00 | 1,325,291.43 | |||
| MGS 4.642% 11/07/33 | 1,160,000.00 | 1,243,025.72 | |||
| MGS 4.696% 10/15/42 | 90,000.00 | 97,236.43 | |||
| MGS 4.736% 03/15/46 | 640,000.00 | 693,742.65 | |||
| MGS 4.762% 04/07/37 | 1,160,000.00 | 1,253,359.93 | |||
| MGS 4.893% 06/08/38 | 1,490,000.00 | 1,638,905.98 | |||
| MGS 4.921% 07/06/48 | 1,450,000.00 | 1,627,599.48 | |||
| MGS 4.935% 09/30/43 | 820,000.00 | 909,471.92 | |||
| マレーシアリンギット 小計 | 27,700,000.00 | 28,567,060.63 | |||
| (862,416,706) | |||||
| イスラエルシェケル | ILGOV 0.4% 10/31/24 | 750,000.00 | 711,071.40 | ||
| ILGOV 0.5% 02/27/26 | 350,000.00 | 319,226.35 | |||
| ILGOV 0.5% 04/30/25 | 1,240,000.00 | 1,155,631.64 | |||
| ILGOV 1.3% 04/30/32 | 310,000.00 | 251,880.73 | |||
| ILGOV 1.5% 05/31/37 | 930,000.00 | 683,184.32 | |||
| ILGOV 1.75% 08/31/25 | 1,040,000.00 | 985,281.02 | |||
| ILGOV 1% 03/31/30 | 1,570,000.00 | 1,306,632.50 | |||
| ILGOV 2.25% 09/28/28 | 1,320,000.00 | 1,224,670.65 | |||
| ILGOV 2.8% 11/29/52 | 260,000.00 | 196,382.62 | |||
| ILGOV 2% 03/31/27 | 1,210,000.00 | 1,127,901.50 | |||
| ILGOV 3.75% 03/31/47 | 1,440,000.00 | 1,343,592.00 | |||
| ILGOV 5.5% 01/31/42 | 1,060,000.00 | 1,254,520.17 | |||
| ILGOV 6.25% 10/30/26 | 1,550,000.00 | 1,657,172.89 | |||
| イスラエルシェケル 小計 | 13,030,000.00 | 12,217,147.79 | |||
| (475,411,980) | |||||
| オフショア人民元 | CGB 1.99% 04/09/25 | 63,260,000.00 | 63,086,717.57 | ||
| CGB 2.24% 05/25/25 | 24,400,000.00 | 24,448,902.48 | |||
| CGB 2.28% 11/25/25 | 11,000,000.00 | 11,024,361.70 | |||
| CGB 2.37% 01/20/27 | 19,900,000.00 | 19,897,594.48 | |||
| CGB 2.44% 10/15/27 | 7,000,000.00 | 7,003,985.10 | |||
| CGB 2.47% 09/02/24 | 18,290,000.00 | 18,385,872.52 | |||
| CGB 2.48% 04/15/27 | 18,380,000.00 | 18,446,421.64 | |||
| CGB 2.5% 07/25/27 | 10,000,000.00 | 10,030,643.00 | |||
| CGB 2.6% 09/01/32 | 7,750,000.00 | 7,667,778.00 | |||
| CGB 2.62% 09/25/29 | 21,000,000.00 | 20,982,365.25 | |||
| CGB 2.68% 05/21/30 | 11,650,000.00 | 11,661,105.94 | |||
| CGB 2.69% 08/12/26 | 11,720,000.00 | 11,858,419.06 | |||
| CGB 2.69% 08/15/32 | 13,500,000.00 | 13,458,650.58 | |||
| CGB 2.75% 06/15/29 | 5,000,000.00 | 5,040,011.50 | |||
| CGB 2.79% 12/15/29 | 1,000,000.00 | 1,008,539.50 | |||
| CGB 2.8% 03/24/29 | 15,770,000.00 | 15,974,260.92 | |||
| CGB 2.8% 03/25/30 | 5,000,000.00 | 5,047,780.50 | |||
| CGB 2.8% 11/15/32 | 6,000,000.00 | 6,041,382.60 | |||
| CGB 2.85% 06/04/27 | 11,760,000.00 | 11,966,392.70 | |||
| CGB 2.88% 02/25/33 | 5,100,000.00 | 5,183,094.81 | |||
| CGB 2.89% 11/18/31 | 22,500,000.00 | 22,801,727.25 | |||
| CGB 2.91% 10/14/28 | 18,300,000.00 | 18,668,776.11 | |||
| CGB 3.01% 05/13/28 | 15,960,000.00 | 16,392,910.21 | |||
| CGB 3.02% 05/27/31 | 7,400,000.00 | 7,578,387.36 | |||
| CGB 3.03% 03/11/26 | 22,150,000.00 | 22,653,584.68 | |||
| CGB 3.12% 10/25/52 | 2,500,000.00 | 2,517,894.75 | |||
| CGB 3.27% 11/19/30 | 3,430,000.00 | 3,584,466.27 | |||
| CGB 3.28% 12/03/27 | 11,140,000.00 | 11,572,034.81 | |||
| CGB 3.32% 04/15/52 | 4,790,000.00 | 4,978,890.29 | |||
| CGB 3.39% 03/16/50 | 7,360,000.00 | 7,704,002.72 | |||
| CGB 3.53% 10/18/51 | 7,010,000.00 | 7,552,046.14 | |||
| CGB 3.72% 04/12/51 | 6,850,000.00 | 7,609,841.73 | |||
| CGB 3.81% 09/14/50 | 8,230,000.00 | 9,262,938.24 | |||
| CGB 3.86% 07/22/49 | 5,810,000.00 | 6,571,172.16 | |||
| CGB 4.08% 10/22/48 | 4,780,000.00 | 5,582,879.39 | |||
| オフショア人民元 小計 | 435,690,000.00 | 443,245,831.96 | |||
| (8,647,149,961) | |||||
| 合計 | 156,949,807,629 | ||||
| (156,949,807,629) | |||||
| 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 | 197銘柄 | 100.0% | 49.4% |
| カナダドル | 国債証券 | 37銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 15銘柄 | 100.0% | 1.0% |
| ユーロ | 国債証券 | 349銘柄 | 100.0% | 33.0% |
| イギリスポンド | 国債証券 | 56銘柄 | 100.0% | 4.8% |
| 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 | 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 | 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% | 1.5% |
| 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 | 19銘柄 | 100.0% | 0.5% |
| マレーシアリンギット | 国債証券 | 30銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 13銘柄 | 100.0% | 0.3% |
| オフショア人民元 | 国債証券 | 35銘柄 | 100.0% | 5.5% |
| (注)時価比率は、通貨ごとの有価証券の合計金額に対する比率であります。 |
| 第2 信用取引契約残高明細表 |
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
| 注記表(デリバティブ取引に関する注記)に記載したとおりであります。 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
