- 有報資料
- 53項目
有価証券報告書(内国投資信託受益証券)-第11期(令和2年2月8日-令和3年2月8日)
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
| 2021年 2月 8日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 44,647,442 |
| コール・ローン | 2,064,271,057 |
| 国債証券 | 140,998,706,512 |
| 派生商品評価勘定 | 19,223,509 |
| 未収入金 | 1,921,075 |
| 未収利息 | 926,317,396 |
| 前払金 | 17,050,866 |
| 前払費用 | 22,745,824 |
| 差入委託証拠金 | 330,744,160 |
| 流動資産合計 | 144,425,627,841 |
| 資産合計 | 144,425,627,841 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 17,050,866 |
| 未払金 | 840,391 |
| 未払解約金 | 61,595,966 |
| 未払利息 | 725 |
| 流動負債合計 | 79,487,948 |
| 負債合計 | 79,487,948 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 55,823,831,282 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 88,522,308,611 |
| 元本等合計 | 144,346,139,893 |
| 純資産合計 | 144,346,139,893 |
| 負債純資産合計 | 144,425,627,841 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2021年 2月 8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) |
| 2021年 2月 8日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 55,823,831,282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 | 2.5857円 |
| (1万口当たり純資産額) | (25,857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 |
| 2021年 2月 8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管理委員会及び経営会議に報告します。 内部監査部は、業務執行に係る内部管理態勢の適切性・有効性を独立した立場から検証・評価し、監査結果等を取締役会に報告するとともに、指摘事項の是正・改善状況の事後点検を行います。 |
| 2.金融商品の時価等に関する事項 |
| 2021年 2月 8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 | 金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 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 | 2021年 2月 8日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2020年 2月 8日 |
| 期首元本額 | 56,813,648,113円 |
| 期中追加設定元本額 | 8,513,837,704円 |
| 期中一部解約元本額 | 9,503,654,535円 |
| 期末元本額 | 55,823,831,282円 |
| 期末元本額の内訳 | |
| 外国債券インデックスファンド | 2,120,543,770円 |
| DC外国債券インデックスファンド | 2,033,526,644円 |
| DC外国債券インデックスファンドL | 13,692,935,312円 |
| DCバランスファンド30 | 858,603,748円 |
| DCバランスファンド50 | 869,278,934円 |
| DCバランスファンド70 | 165,849,535円 |
| グローバル・インデックス・バランス・ファンド | 430,589,437円 |
| 外国債券インデックスe | 1,126,000,321円 |
| インデックスコレクション(外国債券) | 7,540,858,753円 |
| インデックスコレクション(バランス株式30) | 4,622,279,891円 |
| インデックスコレクション(バランス株式50) | 572,973,881円 |
| インデックスコレクション(バランス株式70) | 153,437,609円 |
| 私募外国債券パッシブファンド(適格機関投資家専用) | 3,843,461,876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) | 1,730,797,850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) | 531,389,538円 |
| バランスVA30(適格機関投資家専用) | 111,463,679円 |
| バランスVA50(適格機関投資家専用) | 549,025,573円 |
| VAバランスファンド(株25/100)(適格機関投資家専用) | 320,197,282円 |
| VAバランスファンド(株50/100)(適格機関投資家専用) | 219,582,618円 |
| VAバランス株式30(適格機関投資家専用) | 460,444円 |
| VAバランスファンド(株60/100)(適格機関投資家専用) | 801,390,111円 |
| バランスVA25(適格機関投資家専用) | 1,685,232,540円 |
| バランスVA37.5(適格機関投資家専用) | 623,734,755円 |
| バランスVA50L(適格機関投資家専用) | 6,504,596,395円 |
| バランスVA75(適格機関投資家専用) | 336,452,507円 |
| VAバランスファンド(株40/100)(適格機関投資家専用) | 294,167,473円 |
| VAポートフォリオ40(適格機関投資家専用) | 1,671,437,904円 |
| VAポートフォリオ20(適格機関投資家専用) | 109,779,508円 |
| バランスVA40(適格機関投資家専用) | 202,466,833円 |
| VAバランスファンド2(株40/100)(適格機関投資家専用) | 104,255,258円 |
| VAバランス50-50(適格機関投資家専用) | 55,651,159円 |
| VAファンド25(適格機関投資家専用) | 88,773,810円 |
| バランスVA25L(適格機関投資家専用) | 242,526,416円 |
| 世界バランスVA25(適格機関投資家専用) | 75,340,175円 |
| VAバランス20-80(適格機関投資家専用) | 1,513,347,526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) | 21,422,217円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2021年 2月 8日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | 911,952,967 |
| 合計 | 911,952,967 |
| (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 |
| (2021年 2月 8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 | 2,175,053,703 | - | 2,158,002,837 | △17,050,866 | |
| 合計 | 2,175,053,703 | - | 2,158,002,837 | △17,050,866 | |
| (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 |
| (2021年 2月 8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 | 1,980,114,191 | - | 1,999,337,700 | 19,223,509 | |
| アメリカドル | 862,815,595 | - | 874,843,700 | 12,028,105 | |
| カナダドル | 107,705,866 | - | 109,124,400 | 1,418,534 | |
| ユーロ | 854,348,109 | - | 857,385,000 | 3,036,891 | |
| イギリスポンド | 155,244,621 | - | 157,984,600 | 2,739,979 | |
| 合計 | 1,980,114,191 | - | 1,999,337,700 | 19,223,509 | |
| (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 0.125% 10/15/23 | 5,200,000.00 | 5,194,921.88 | |
| T 0.25% 05/31/25 | 1,180,000.00 | 1,174,146.09 | |||
| T 0.25% 06/30/25 | 4,310,000.00 | 4,285,419.55 | |||
| T 0.25% 07/31/25 | 2,200,000.00 | 2,186,078.13 | |||
| T 0.25% 09/30/25 | 7,000,000.00 | 6,945,859.41 | |||
| T 0.375% 07/31/27 | 4,000,000.00 | 3,908,125.00 | |||
| T 0.375% 09/30/27 | 4,000,000.00 | 3,897,187.52 | |||
| T 0.375% 11/30/25 | 3,770,000.00 | 3,757,482.43 | |||
| T 0.5% 03/15/23 | 3,980,000.00 | 4,011,871.08 | |||
| T 0.5% 03/31/25 | 4,000,000.00 | 4,026,250.00 | |||
| T 0.5% 06/30/27 | 6,000,000.00 | 5,916,328.14 | |||
| T 0.5% 08/31/27 | 1,100,000.00 | 1,081,867.19 | |||
| T 0.5% 10/31/27 | 3,580,000.00 | 3,512,595.33 | |||
| T 0.625% 03/31/27 | 3,400,000.00 | 3,389,242.19 | |||
| T 0.625% 05/15/30 | 7,400,000.00 | 7,072,203.16 | |||
| T 0.625% 08/15/30 | 9,130,000.00 | 8,694,898.43 | |||
| T 0.625% 12/31/27 | 3,000,000.00 | 2,961,796.89 | |||
| T 0.875% 11/15/30 | 2,600,000.00 | 2,528,703.13 | |||
| T 1.125% 05/15/40 | 4,420,000.00 | 3,951,410.95 | |||
| T 1.125% 08/15/40 | 4,000,000.00 | 3,565,000.00 | |||
| T 1.25% 05/15/50 | 5,120,000.00 | 4,284,400.02 | |||
| T 1.25% 07/31/23 | 3,950,000.00 | 4,058,162.09 | |||
| T 1.375% 08/15/50 | 4,000,000.00 | 3,456,250.00 | |||
| T 1.375% 08/31/23 | 3,450,000.00 | 3,558,351.56 | |||
| T 1.375% 09/30/23 | 3,550,000.00 | 3,664,958.97 | |||
| T 1.375% 10/15/22 | 2,250,000.00 | 2,298,120.12 | |||
| T 1.375% 11/15/40 | 700,000.00 | 651,656.25 | |||
| T 1.5% 01/15/23 | 2,000,000.00 | 2,053,750.00 | |||
| T 1.5% 01/31/22 | 3,000,000.00 | 3,041,835.93 | |||
| T 1.5% 02/15/30 | 1,820,000.00 | 1,884,268.75 | |||
| T 1.5% 02/28/23 | 1,760,000.00 | 1,809,981.25 | |||
| T 1.5% 03/31/23 | 4,000,000.00 | 4,117,968.76 | |||
| T 1.5% 08/15/22 | 5,800,000.00 | 5,924,156.25 | |||
| T 1.5% 08/15/26 | 5,300,000.00 | 5,568,519.51 | |||
| T 1.5% 09/15/22 | 4,000,000.00 | 4,089,453.12 | |||
| T 1.5% 09/30/24 | 8,000,000.00 | 8,355,937.52 | |||
| T 1.625% 02/15/26 | 5,750,000.00 | 6,077,705.09 | |||
| T 1.625% 04/30/23 | 5,800,000.00 | 5,993,031.25 | |||
| T 1.625% 05/15/26 | 5,400,000.00 | 5,709,445.32 | |||
| T 1.625% 05/31/23 | 4,350,000.00 | 4,499,701.16 | |||
| T 1.625% 08/15/22 | 1,400,000.00 | 1,432,566.40 | |||
| T 1.625% 08/15/29 | 2,260,000.00 | 2,371,057.82 | |||
| T 1.625% 08/31/22 | 500,000.00 | 511,894.53 | |||
| T 1.625% 09/30/26 | 2,150,000.00 | 2,273,708.97 | |||
| T 1.625% 11/15/22 | 4,000,000.00 | 4,107,265.64 | |||
| T 1.625% 11/15/50 | 2,600,000.00 | 2,393,218.75 | |||
| T 1.625% 11/30/26 | 3,030,000.00 | 3,204,580.08 | |||
| T 1.75% 01/31/23 | 2,650,000.00 | 2,736,021.49 | |||
| T 1.75% 02/28/22 | 3,650,000.00 | 3,714,231.45 | |||
| T 1.75% 03/31/22 | 2,500,000.00 | 2,547,509.77 | |||
| T 1.75% 04/30/22 | 2,000,000.00 | 2,040,703.12 | |||
| T 1.75% 05/15/22 | 4,600,000.00 | 4,696,851.57 | |||
| T 1.75% 05/15/23 | 1,750,000.00 | 1,814,189.45 | |||
| T 1.75% 05/31/22 | 2,650,000.00 | 2,707,451.17 | |||
| T 1.75% 06/30/22 | 2,500,000.00 | 2,557,812.50 | |||
| T 1.75% 06/30/24 | 2,000,000.00 | 2,102,500.00 | |||
| T 1.75% 07/15/22 | 1,200,000.00 | 1,228,523.43 | |||
| T 1.75% 09/30/22 | 1,050,000.00 | 1,078,505.86 | |||
| T 1.75% 11/15/29 | 3,220,000.00 | 3,410,181.25 | |||
| T 1.875% 01/31/22 | 3,800,000.00 | 3,866,796.89 | |||
| T 1.875% 03/31/22 | 5,100,000.00 | 5,204,191.41 | |||
| T 1.875% 04/30/22 | 2,800,000.00 | 2,861,304.68 | |||
| T 1.875% 05/31/22 | 2,350,000.00 | 2,404,894.54 | |||
| T 1.875% 06/30/26 | 3,980,000.00 | 4,262,797.66 | |||
| T 1.875% 07/31/22 | 2,880,000.00 | 2,955,937.50 | |||
| T 1.875% 07/31/26 | 1,800,000.00 | 1,928,320.30 | |||
| T 1.875% 08/31/22 | 2,600,000.00 | 2,671,906.25 | |||
| T 1.875% 09/30/22 | 1,500,000.00 | 1,543,710.94 | |||
| T 1.875% 10/31/22 | 2,000,000.00 | 2,061,132.82 | |||
| T 2.125% 02/29/24 | 1,400,000.00 | 1,482,304.68 | |||
| T 2.125% 03/31/24 | 1,200,000.00 | 1,272,140.62 | |||
| T 2.125% 05/15/22 | 5,400,000.00 | 5,538,902.36 | |||
| T 2.125% 05/15/25 | 7,250,000.00 | 7,794,599.62 | |||
| T 2.125% 06/30/22 | 1,100,000.00 | 1,131,130.85 | |||
| T 2.125% 07/31/24 | 1,500,000.00 | 1,597,851.57 | |||
| T 2.125% 09/30/24 | 2,200,000.00 | 2,347,898.43 | |||
| T 2.125% 11/30/23 | 2,700,000.00 | 2,848,816.41 | |||
| T 2.125% 11/30/24 | 1,400,000.00 | 1,497,179.68 | |||
| T 2.125% 12/31/22 | 3,800,000.00 | 3,944,875.00 | |||
| T 2.25% 01/31/24 | 5,090,000.00 | 5,402,557.81 | |||
| T 2.25% 02/15/27 | 3,900,000.00 | 4,268,824.20 | |||
| T 2.25% 03/31/26 | 1,500,000.00 | 1,633,769.53 | |||
| T 2.25% 04/15/22 | 2,680,000.00 | 2,748,570.31 | |||
| T 2.25% 04/30/24 | 2,600,000.00 | 2,770,117.19 | |||
| T 2.25% 08/15/27 | 2,320,000.00 | 2,543,843.76 | |||
| T 2.25% 08/15/46 | 4,180,000.00 | 4,457,251.58 | |||
| T 2.25% 08/15/49 | 4,110,000.00 | 4,375,865.62 | |||
| T 2.25% 10/31/24 | 2,500,000.00 | 2,682,519.52 | |||
| T 2.25% 11/15/24 | 5,000,000.00 | 5,368,945.30 | |||
| T 2.25% 11/15/25 | 5,500,000.00 | 5,972,871.08 | |||
| T 2.25% 11/15/27 | 5,260,000.00 | 5,770,384.37 | |||
| T 2.25% 12/31/23 | 3,500,000.00 | 3,709,726.58 | |||
| T 2.25% 12/31/24 | 2,900,000.00 | 3,118,972.64 | |||
| T 2.375% 01/31/23 | 5,000,000.00 | 5,223,535.15 | |||
| T 2.375% 04/30/26 | 1,820,000.00 | 1,995,317.19 | |||
| T 2.375% 05/15/27 | 3,600,000.00 | 3,973,359.38 | |||
| T 2.375% 05/15/29 | 3,890,000.00 | 4,315,468.75 | |||
| T 2.375% 08/15/24 | 6,700,000.00 | 7,201,976.59 | |||
| T 2.375% 11/15/49 | 2,010,000.00 | 2,197,495.31 | |||
| T 2.5% 01/31/25 | 4,000,000.00 | 4,346,406.24 | |||
| T 2.5% 02/15/45 | 2,150,000.00 | 2,404,136.72 | |||
| T 2.5% 02/15/46 | 4,750,000.00 | 5,310,351.56 | |||
| T 2.5% 02/28/26 | 650,000.00 | 715,583.98 | |||
| T 2.5% 05/15/24 | 3,700,000.00 | 3,975,910.14 | |||
| T 2.5% 08/15/23 | 3,450,000.00 | 3,654,708.99 | |||
| T 2.625% 01/31/26 | 1,350,000.00 | 1,493,595.70 | |||
| T 2.625% 02/15/29 | 5,390,000.00 | 6,079,751.56 | |||
| T 2.625% 03/31/25 | 2,500,000.00 | 2,735,253.90 | |||
| T 2.75% 02/15/24 | 3,900,000.00 | 4,202,097.66 | |||
| T 2.75% 02/15/28 | 4,670,000.00 | 5,286,585.93 | |||
| T 2.75% 04/30/23 | 4,200,000.00 | 4,444,945.30 | |||
| T 2.75% 06/30/25 | 2,000,000.00 | 2,207,109.38 | |||
| T 2.75% 07/31/23 | 4,000,000.00 | 4,258,281.24 | |||
| T 2.75% 08/15/42 | 1,450,000.00 | 1,694,687.50 | |||
| T 2.75% 08/15/47 | 2,450,000.00 | 2,870,710.93 | |||
| T 2.75% 08/31/25 | 5,000,000.00 | 5,529,882.80 | |||
| T 2.75% 11/15/23 | 4,450,000.00 | 4,768,974.62 | |||
| T 2.75% 11/15/42 | 1,040,000.00 | 1,215,012.50 | |||
| T 2.75% 11/15/47 | 2,500,000.00 | 2,930,859.37 | |||
| T 2.875% 04/30/25 | 2,300,000.00 | 2,543,386.71 | |||
| T 2.875% 05/15/28 | 2,260,000.00 | 2,581,873.44 | |||
| T 2.875% 05/15/43 | 1,050,000.00 | 1,251,550.78 | |||
| T 2.875% 05/15/49 | 4,400,000.00 | 5,299,937.50 | |||
| T 2.875% 07/31/25 | 5,000,000.00 | 5,552,343.75 | |||
| T 2.875% 08/15/28 | 4,200,000.00 | 4,805,718.75 | |||
| T 2.875% 08/15/45 | 1,480,000.00 | 1,766,518.75 | |||
| T 2.875% 09/30/23 | 1,650,000.00 | 1,768,400.38 | |||
| T 2.875% 11/30/23 | 6,000,000.00 | 6,454,921.86 | |||
| T 2% 02/15/22 | 3,100,000.00 | 3,160,607.41 | |||
| T 2% 02/15/23 | 6,500,000.00 | 6,747,050.76 | |||
| T 2% 02/15/25 | 6,050,000.00 | 6,456,957.06 | |||
| T 2% 02/15/50 | 3,370,000.00 | 3,398,171.10 | |||
| T 2% 04/30/24 | 3,000,000.00 | 3,172,382.82 | |||
| T 2% 05/31/24 | 1,500,000.00 | 1,587,832.03 | |||
| T 2% 06/30/24 | 1,000,000.00 | 1,059,726.56 | |||
| T 2% 07/31/22 | 3,900,000.00 | 4,009,763.66 | |||
| T 2% 08/15/25 | 3,750,000.00 | 4,021,142.58 | |||
| T 2% 10/31/22 | 4,500,000.00 | 4,647,041.01 | |||
| T 2% 11/15/26 | 2,700,000.00 | 2,912,941.41 | |||
| T 2% 11/30/22 | 5,500,000.00 | 5,688,310.54 | |||
| T 3.125% 02/15/42 | 1,000,000.00 | 1,238,671.88 | |||
| T 3.125% 02/15/43 | 2,100,000.00 | 2,601,210.94 | |||
| T 3.125% 05/15/48 | 1,400,000.00 | 1,757,000.00 | |||
| T 3.125% 08/15/44 | 2,600,000.00 | 3,226,640.63 | |||
| T 3.125% 11/15/28 | 3,960,000.00 | 4,612,781.25 | |||
| T 3.125% 11/15/41 | 870,000.00 | 1,075,537.50 | |||
| T 3.375% 05/15/44 | 2,000,000.00 | 2,577,500.00 | |||
| T 3.5% 02/15/39 | 900,000.00 | 1,164,937.50 | |||
| T 3.625% 02/15/44 | 1,600,000.00 | 2,137,625.00 | |||
| T 3.625% 08/15/43 | 1,600,000.00 | 2,134,375.00 | |||
| T 3.75% 08/15/41 | 1,100,000.00 | 1,480,531.25 | |||
| T 3.75% 11/15/43 | 2,000,000.00 | 2,717,656.26 | |||
| T 3.875% 08/15/40 | 680,000.00 | 925,118.75 | |||
| T 3% 02/15/48 | 4,400,000.00 | 5,398,937.50 | |||
| T 3% 02/15/49 | 1,940,000.00 | 2,388,928.12 | |||
| T 3% 05/15/42 | 1,100,000.00 | 1,336,328.12 | |||
| T 3% 05/15/45 | 2,100,000.00 | 2,558,226.57 | |||
| T 3% 05/15/47 | 3,400,000.00 | 4,165,000.00 | |||
| T 3% 08/15/48 | 4,910,000.00 | 6,034,696.87 | |||
| T 3% 09/30/25 | 3,660,000.00 | 4,095,339.83 | |||
| T 3% 10/31/25 | 1,000,000.00 | 1,120,234.38 | |||
| T 3% 11/15/44 | 2,050,000.00 | 2,494,433.60 | |||
| T 4.25% 05/15/39 | 850,000.00 | 1,203,015.62 | |||
| T 4.25% 11/15/40 | 900,000.00 | 1,283,765.62 | |||
| T 4.375% 02/15/38 | 500,000.00 | 711,015.62 | |||
| T 4.375% 05/15/40 | 750,000.00 | 1,082,519.53 | |||
| T 4.375% 05/15/41 | 550,000.00 | 799,734.37 | |||
| T 4.375% 11/15/39 | 650,000.00 | 936,101.56 | |||
| T 4.5% 02/15/36 | 100,000.00 | 141,187.50 | |||
| T 4.5% 05/15/38 | 970,000.00 | 1,400,513.28 | |||
| T 4.5% 08/15/39 | 750,000.00 | 1,093,945.31 | |||
| T 4.625% 02/15/40 | 1,500,000.00 | 2,224,921.87 | |||
| T 4.75% 02/15/41 | 750,000.00 | 1,138,242.18 | |||
| T 5.0% 05/15/37 | 650,000.00 | 977,132.81 | |||
| T 5.25% 02/15/29 | 500,000.00 | 666,757.81 | |||
| T 5.25% 11/15/28 | 900,000.00 | 1,194,046.87 | |||
| T 5.375% 02/15/31 | 750,000.00 | 1,052,929.68 | |||
| T 5.5% 08/15/28 | 250,000.00 | 334,296.87 | |||
| T 6.0% 02/15/26 | 600,000.00 | 764,625.00 | |||
| T 6.125% 11/15/27 | 1,050,000.00 | 1,422,667.97 | |||
| T 6.25% 05/15/30 | 720,000.00 | 1,051,312.50 | |||
| T 6.25% 08/15/23 | 1,350,000.00 | 1,558,248.04 | |||
| アメリカドル 小計 | 539,020,000.00 | 576,325,992.58 | |||
| (60,825,445,256) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 890,000.00 | 877,299.70 | ||
| CAN 0.25% 11/01/22 | 810,000.00 | 811,174.50 | |||
| CAN 0.5% 03/01/22 | 1,110,000.00 | 1,114,428.90 | |||
| CAN 0.5% 09/01/25 | 1,330,000.00 | 1,331,276.80 | |||
| CAN 0.5% 12/01/30 | 630,000.00 | 601,127.10 | |||
| CAN 1.25% 03/01/25 | 450,000.00 | 465,264.00 | |||
| CAN 1.25% 06/01/30 | 2,560,000.00 | 2,632,371.20 | |||
| CAN 1.5% 02/01/22 | 1,220,000.00 | 1,236,470.00 | |||
| CAN 1.5% 05/01/22 | 990,000.00 | 1,006,632.00 | |||
| CAN 1.5% 06/01/23 | 2,010,000.00 | 2,070,058.80 | |||
| CAN 1.5% 06/01/26 | 840,000.00 | 883,041.60 | |||
| CAN 1.75% 03/01/23 | 700,000.00 | 722,379.00 | |||
| CAN 1% 06/01/27 | 940,000.00 | 962,663.40 | |||
| CAN 1% 09/01/22 | 2,680,000.00 | 2,716,233.60 | |||
| CAN 2.25% 03/01/24 | 670,000.00 | 710,568.50 | |||
| CAN 2.25% 06/01/25 | 1,530,000.00 | 1,650,609.90 | |||
| CAN 2.25% 06/01/29 | 390,000.00 | 434,760.30 | |||
| CAN 2.5% 06/01/24 | 1,780,000.00 | 1,910,011.20 | |||
| CAN 2.75% 06/01/22 | 1,000,000.00 | 1,034,300.00 | |||
| CAN 2.75% 12/01/48 | 810,000.00 | 1,026,990.90 | |||
| CAN 2.75% 12/01/64 | 290,000.00 | 396,763.50 | |||
| CAN 2% 06/01/28 | 800,000.00 | 872,696.00 | |||
| CAN 2% 09/01/23 | 1,180,000.00 | 1,233,111.80 | |||
| CAN 2% 12/01/51 | 1,730,000.00 | 1,904,747.30 | |||
| CAN 3.5% 12/01/45 | 900,000.00 | 1,267,767.00 | |||
| CAN 4.0% 06/01/41 | 490,000.00 | 713,136.20 | |||
| CAN 5.75% 06/01/29 | 960,000.00 | 1,339,027.20 | |||
| CAN 5.75% 06/01/33 | 670,000.00 | 1,023,605.90 | |||
| CAN 5% 06/01/37 | 520,000.00 | 804,289.20 | |||
| カナダドル 小計 | 30,880,000.00 | 33,752,805.50 | |||
| (2,790,681,958) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 6,400,000.00 | 8,873,024.00 | ||
| MBONO 10% 12/05/24 | 24,100,000.00 | 28,859,991.00 | |||
| MBONO 5.75% 03/05/26 | 10,710,000.00 | 11,256,424.20 | |||
| MBONO 6.5% 06/09/22 | 17,400,000.00 | 17,932,962.00 | |||
| MBONO 6.75% 03/09/23 | 20,920,000.00 | 21,987,338.40 | |||
| MBONO 7.5% 06/03/27 | 22,800,000.00 | 26,081,604.00 | |||
| MBONO 7.75% 05/29/31 | 10,950,000.00 | 12,818,727.00 | |||
| MBONO 7.75% 11/13/42 | 13,980,000.00 | 15,782,441.40 | |||
| MBONO 7.75% 11/23/34 | 4,320,000.00 | 5,062,003.20 | |||
| MBONO 8.5% 05/31/29 | 20,040,000.00 | 24,499,100.40 | |||
| MBONO 8.5% 11/18/38 | 9,870,000.00 | 12,031,135.20 | |||
| MBONO 8% 09/05/24 | 5,910,000.00 | 6,618,372.60 | |||
| MBONO 8% 11/07/47 | 11,460,000.00 | 13,247,187.00 | |||
| MBONO 8% 12/07/23 | 15,420,000.00 | 16,949,972.40 | |||
| メキシコペソ 小計 | 194,280,000.00 | 222,000,282.80 | |||
| (1,165,501,484) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 730,000.00 | 755,958.80 | ||
| BGB 0.2% 10/22/23 | 640,000.00 | 655,462.40 | |||
| BGB 0.4% 06/22/40 | 290,000.00 | 297,685.00 | |||
| BGB 0.5% 10/22/24 | 490,000.00 | 511,168.00 | |||
| BGB 0.8% 06/22/25 | 1,100,000.00 | 1,169,333.00 | |||
| BGB 0.8% 06/22/27 | 750,000.00 | 813,255.00 | |||
| BGB 0.8% 06/22/28 | 980,000.00 | 1,070,865.60 | |||
| BGB 0.9% 06/22/29 | 990,000.00 | 1,095,662.70 | |||
| BGB 0% 10/22/27 | 790,000.00 | 815,588.10 | |||
| BGB 1.25% 04/22/33 | 330,000.00 | 385,324.50 | |||
| BGB 1.45% 06/22/37 | 400,000.00 | 486,048.00 | |||
| BGB 1.6% 06/22/47 | 690,000.00 | 885,670.20 | |||
| BGB 1.7% 06/22/50 | 490,000.00 | 650,210.40 | |||
| BGB 1.9% 06/22/38 | 510,000.00 | 661,832.10 | |||
| BGB 1% 06/22/26 | 1,080,000.00 | 1,172,178.00 | |||
| BGB 1% 06/22/31 | 1,140,000.00 | 1,285,144.80 | |||
| BGB 2.15% 06/22/66 | 440,000.00 | 697,602.40 | |||
| BGB 2.25% 06/22/23 | 970,000.00 | 1,038,297.70 | |||
| BGB 2.25% 06/22/57 | 380,000.00 | 589,148.20 | |||
| BGB 2.6% 06/22/24 | 1,200,000.00 | 1,333,848.00 | |||
| BGB 3.75% 06/22/45 | 650,000.00 | 1,157,292.50 | |||
| BGB 3% 06/22/34 | 680,000.00 | 957,344.80 | |||
| BGB 4.25% 03/28/41 | 1,110,000.00 | 1,974,856.50 | |||
| BGB 4.25% 09/28/22 | 940,000.00 | 1,016,732.20 | |||
| BGB 4.5% 03/28/26 | 750,000.00 | 949,072.50 | |||
| BGB 4% 03/28/22 | 790,000.00 | 832,122.80 | |||
| BGB 4% 03/28/32 | 620,000.00 | 912,237.00 | |||
| BGB 5.5% 03/28/28 | 1,190,000.00 | 1,706,793.20 | |||
| BGB 5% 03/28/35 | 1,270,000.00 | 2,174,875.00 | |||
| BKO 0% 03/11/22 | 830,000.00 | 836,175.20 | |||
| BKO 0% 06/10/22 | 2,150,000.00 | 2,169,866.00 | |||
| BTPS 0.05% 01/15/23 | 330,000.00 | 332,887.50 | |||
| BTPS 0.3% 08/15/23 | 1,100,000.00 | 1,117,897.00 | |||
| BTPS 0.35% 02/01/25 | 1,740,000.00 | 1,776,540.00 | |||
| BTPS 0.6% 06/15/23 | 720,000.00 | 736,711.20 | |||
| BTPS 0.65% 10/15/23 | 560,000.00 | 575,047.20 | |||
| BTPS 0.85% 01/15/27 | 1,100,000.00 | 1,149,511.00 | |||
| BTPS 0.9% 08/01/22 | 1,500,000.00 | 1,529,070.00 | |||
| BTPS 0.95% 03/01/23 | 1,720,000.00 | 1,767,506.40 | |||
| BTPS 0.95% 03/01/37 | 320,000.00 | 319,174.40 | |||
| BTPS 0.95% 03/15/23 | 860,000.00 | 884,191.80 | |||
| BTPS 0.95% 08/01/30 | 1,630,000.00 | 1,704,132.40 | |||
| BTPS 0.95% 09/15/27 | 1,000,000.00 | 1,050,790.00 | |||
| BTPS 0% 01/15/24 | 300,000.00 | 302,529.00 | |||
| BTPS 1.2% 04/01/22 | 1,000,000.00 | 1,018,560.00 | |||
| BTPS 1.25% 12/01/26 | 1,170,000.00 | 1,251,162.90 | |||
| BTPS 1.35% 04/01/30 | 350,000.00 | 379,113.00 | |||
| BTPS 1.35% 04/15/22 | 1,000,000.00 | 1,020,840.00 | |||
| BTPS 1.45% 03/01/36 | 1,130,000.00 | 1,216,365.90 | |||
| BTPS 1.45% 05/15/25 | 1,070,000.00 | 1,141,936.10 | |||
| BTPS 1.45% 09/15/22 | 1,550,000.00 | 1,596,283.00 | |||
| BTPS 1.45% 11/15/24 | 600,000.00 | 637,380.00 | |||
| BTPS 1.5% 06/01/25 | 1,500,000.00 | 1,605,345.00 | |||
| BTPS 1.6% 06/01/26 | 1,350,000.00 | 1,465,276.50 | |||
| BTPS 1.65% 03/01/32 | 1,340,000.00 | 1,488,498.80 | |||
| BTPS 1.65% 12/01/30 | 1,330,000.00 | 1,476,140.40 | |||
| BTPS 1.7% 09/01/51 | 750,000.00 | 794,062.50 | |||
| BTPS 1.75% 07/01/24 | 990,000.00 | 1,056,904.20 | |||
| BTPS 1.8% 03/01/41 | 650,000.00 | 719,849.00 | |||
| BTPS 1.85% 05/15/24 | 750,000.00 | 801,675.00 | |||
| BTPS 1.85% 07/01/25 | 820,000.00 | 890,667.60 | |||
| BTPS 2.05% 08/01/27 | 1,040,000.00 | 1,167,098.40 | |||
| BTPS 2.1% 07/15/26 | 1,470,000.00 | 1,636,095.30 | |||
| BTPS 2.2% 06/01/27 | 1,700,000.00 | 1,921,850.00 | |||
| BTPS 2.25% 09/01/36 | 990,000.00 | 1,180,129.50 | |||
| BTPS 2.45% 09/01/33 | 990,000.00 | 1,191,890.70 | |||
| BTPS 2.45% 09/01/50 | 500,000.00 | 621,550.00 | |||
| BTPS 2.45% 10/01/23 | 870,000.00 | 934,406.10 | |||
| BTPS 2.5% 11/15/25 | 660,000.00 | 741,140.40 | |||
| BTPS 2.5% 12/01/24 | 1,300,000.00 | 1,433,003.00 | |||
| BTPS 2.7% 03/01/47 | 1,240,000.00 | 1,604,684.00 | |||
| BTPS 2.8% 03/01/67 | 600,000.00 | 803,628.00 | |||
| BTPS 2.8% 12/01/28 | 1,260,000.00 | 1,503,003.60 | |||
| BTPS 2.95% 09/01/38 | 1,100,000.00 | 1,435,478.00 | |||
| BTPS 2% 02/01/28 | 380,000.00 | 427,108.60 | |||
| BTPS 2% 12/01/25 | 1,050,000.00 | 1,154,968.50 | |||
| BTPS 3.1% 03/01/40 | 520,000.00 | 694,298.80 | |||
| BTPS 3.25% 09/01/46 | 680,000.00 | 960,126.00 | |||
| BTPS 3.35% 03/01/35 | 1,260,000.00 | 1,676,140.20 | |||
| BTPS 3.45% 03/01/48 | 1,120,000.00 | 1,643,745.60 | |||
| BTPS 3.5% 03/01/30 | 1,950,000.00 | 2,484,514.50 | |||
| BTPS 3.75% 09/01/24 | 1,740,000.00 | 1,985,635.80 | |||
| BTPS 3.85% 09/01/49 | 1,320,000.00 | 2,075,871.60 | |||
| BTPS 3% 08/01/29 | 1,760,000.00 | 2,147,288.00 | |||
| BTPS 4.5% 03/01/24 | 1,130,000.00 | 1,295,477.20 | |||
| BTPS 4.5% 03/01/26 | 1,980,000.00 | 2,433,954.60 | |||
| BTPS 4.5% 05/01/23 | 1,050,000.00 | 1,164,681.00 | |||
| BTPS 4.75% 08/01/23 | 1,610,000.00 | 1,816,160.50 | |||
| BTPS 4.75% 09/01/28 | 1,810,000.00 | 2,413,273.00 | |||
| BTPS 4.75% 09/01/44 | 1,230,000.00 | 2,095,735.50 | |||
| BTPS 4% 02/01/37 | 1,800,000.00 | 2,603,088.00 | |||
| BTPS 5.0% 08/01/39 | 1,440,000.00 | 2,386,987.20 | |||
| BTPS 5.25% 11/01/29 | 2,300,000.00 | 3,261,147.00 | |||
| BTPS 5.5% 09/01/22 | 1,700,000.00 | 1,856,383.00 | |||
| BTPS 5.5% 11/01/22 | 2,200,000.00 | 2,423,982.00 | |||
| BTPS 5.75% 02/01/33 | 1,570,000.00 | 2,482,546.80 | |||
| BTPS 5% 03/01/22 | 650,000.00 | 687,440.00 | |||
| BTPS 5% 03/01/25 | 1,740,000.00 | 2,105,922.00 | |||
| BTPS 5% 08/01/34 | 1,800,000.00 | 2,765,502.00 | |||
| BTPS 5% 09/01/40 | 1,600,000.00 | 2,678,768.00 | |||
| BTPS 6.5% 11/01/27 | 2,070,000.00 | 2,940,724.80 | |||
| BTPS 6% 05/01/31 | 1,940,000.00 | 2,991,693.40 | |||
| BTPS 7.25% 11/01/26 | 350,000.00 | 494,399.50 | |||
| BTPS 9% 11/01/23 | 1,800,000.00 | 2,260,692.00 | |||
| DBR 0.25% 02/15/27 | 1,920,000.00 | 2,029,593.60 | |||
| DBR 0.25% 02/15/29 | 1,880,000.00 | 2,007,652.00 | |||
| DBR 0.25% 08/15/28 | 1,300,000.00 | 1,385,670.00 | |||
| DBR 0.5% 02/15/25 | 1,140,000.00 | 1,197,490.20 | |||
| DBR 0.5% 02/15/26 | 2,300,000.00 | 2,442,508.00 | |||
| DBR 0.5% 02/15/28 | 1,510,000.00 | 1,632,747.90 | |||
| DBR 0.5% 08/15/27 | 900,000.00 | 969,525.00 | |||
| DBR 0% 02/15/30 | 2,060,000.00 | 2,157,314.40 | |||
| DBR 0% 05/15/35 | 1,500,000.00 | 1,557,690.00 | |||
| DBR 0% 08/15/26 | 1,620,000.00 | 1,683,374.40 | |||
| DBR 0% 08/15/29 | 2,430,000.00 | 2,544,817.50 | |||
| DBR 0% 08/15/30 | 1,480,000.00 | 1,549,264.00 | |||
| DBR 0% 08/15/50 | 1,160,000.00 | 1,155,916.80 | |||
| DBR 0% 11/15/27 | 1,580,000.00 | 1,648,603.60 | |||
| DBR 1.25% 08/15/48 | 1,560,000.00 | 2,105,188.80 | |||
| DBR 1.5% 02/15/23 | 950,000.00 | 993,263.00 | |||
| DBR 1.5% 05/15/23 | 2,290,000.00 | 2,407,179.30 | |||
| DBR 1.5% 05/15/24 | 1,020,000.00 | 1,095,755.40 | |||
| DBR 1.5% 09/04/22 | 920,000.00 | 952,200.00 | |||
| DBR 1.75% 02/15/24 | 1,250,000.00 | 1,345,575.00 | |||
| DBR 1.75% 07/04/22 | 1,650,000.00 | 1,706,941.50 | |||
| DBR 1% 08/15/24 | 1,610,000.00 | 1,710,206.40 | |||
| DBR 1% 08/15/25 | 2,250,000.00 | 2,427,997.50 | |||
| DBR 2.5% 07/04/44 | 1,840,000.00 | 2,984,148.80 | |||
| DBR 2.5% 08/15/46 | 1,980,000.00 | 3,289,750.20 | |||
| DBR 2% 08/15/23 | 1,890,000.00 | 2,021,884.20 | |||
| DBR 3.25% 07/04/42 | 1,240,000.00 | 2,163,614.00 | |||
| DBR 4.0% 01/04/37 | 1,670,000.00 | 2,834,457.60 | |||
| DBR 4.25% 07/04/39 | 1,240,000.00 | 2,285,146.40 | |||
| DBR 4.75% 07/04/28 | 700,000.00 | 986,965.00 | |||
| DBR 4.75% 07/04/34 | 1,690,000.00 | 2,882,954.10 | |||
| DBR 4.75% 07/04/40 | 1,310,000.00 | 2,598,909.00 | |||
| DBR 5.5% 01/04/31 | 1,640,000.00 | 2,643,745.60 | |||
| DBR 5.625% 01/04/28 | 1,500,000.00 | 2,168,595.00 | |||
| DBR 6.25% 01/04/24 | 1,370,000.00 | 1,653,233.80 | |||
| DBR 6.25% 01/04/30 | 610,000.00 | 991,268.30 | |||
| DBR 6.5% 07/04/27 | 1,270,000.00 | 1,868,576.40 | |||
| FRTR 0.25% 11/25/26 | 2,050,000.00 | 2,143,849.00 | |||
| FRTR 0.5% 05/25/25 | 3,350,000.00 | 3,511,470.00 | |||
| FRTR 0.5% 05/25/26 | 3,130,000.00 | 3,307,627.50 | |||
| FRTR 0.5% 05/25/29 | 2,830,000.00 | 3,033,392.10 | |||
| FRTR 0.5% 05/25/40 | 720,000.00 | 755,366.40 | |||
| FRTR 0.5% 05/25/72 | 390,000.00 | 359,494.20 | |||
| FRTR 0.75% 05/25/28 | 2,960,000.00 | 3,218,319.20 | |||
| FRTR 0.75% 05/25/52 | 1,330,000.00 | 1,416,117.50 | |||
| FRTR 0.75% 11/25/28 | 2,510,000.00 | 2,737,807.60 | |||
| FRTR 0% 02/25/22 | 2,970,000.00 | 2,990,166.30 | |||
| FRTR 0% 02/25/23 | 610,000.00 | 618,509.50 | |||
| FRTR 0% 02/25/26 | 1,690,000.00 | 1,737,979.10 | |||
| FRTR 0% 03/25/23 | 1,880,000.00 | 1,907,372.80 | |||
| FRTR 0% 03/25/24 | 3,640,000.00 | 3,714,947.60 | |||
| FRTR 0% 03/25/25 | 2,310,000.00 | 2,368,697.10 | |||
| FRTR 0% 05/25/22 | 1,350,000.00 | 1,361,542.50 | |||
| FRTR 0% 11/25/29 | 3,300,000.00 | 3,390,552.00 | |||
| FRTR 0% 11/25/30 | 1,830,000.00 | 1,871,778.90 | |||
| FRTR 1.25% 05/25/34 | 2,400,000.00 | 2,809,344.00 | |||
| FRTR 1.25% 05/25/36 | 2,410,000.00 | 2,843,390.30 | |||
| FRTR 1.5% 05/25/31 | 2,950,000.00 | 3,476,309.50 | |||
| FRTR 1.5% 05/25/50 | 1,960,000.00 | 2,507,506.40 | |||
| FRTR 1.75% 05/25/23 | 2,600,000.00 | 2,746,328.00 | |||
| FRTR 1.75% 05/25/66 | 850,000.00 | 1,225,045.50 | |||
| FRTR 1.75% 06/25/39 | 2,010,000.00 | 2,589,965.40 | |||
| FRTR 1.75% 11/25/24 | 1,980,000.00 | 2,161,269.00 | |||
| FRTR 1% 05/25/27 | 2,480,000.00 | 2,717,832.00 | |||
| FRTR 1% 11/25/25 | 2,240,000.00 | 2,412,681.60 | |||
| FRTR 2.25% 05/25/24 | 2,040,000.00 | 2,237,594.40 | |||
| FRTR 2.25% 10/25/22 | 1,700,000.00 | 1,785,714.00 | |||
| FRTR 2.5% 05/25/30 | 2,450,000.00 | 3,094,619.50 | |||
| FRTR 2.75% 10/25/27 | 2,730,000.00 | 3,332,238.00 | |||
| FRTR 2% 05/25/48 | 2,140,000.00 | 3,007,342.00 | |||
| FRTR 3.25% 05/25/45 | 1,710,000.00 | 2,870,166.60 | |||
| FRTR 3.5% 04/25/26 | 3,120,000.00 | 3,792,360.00 | |||
| FRTR 3% 04/25/22 | 3,750,000.00 | 3,916,537.50 | |||
| FRTR 4.25% 10/25/23 | 2,870,000.00 | 3,257,650.90 | |||
| FRTR 4.5% 04/25/41 | 2,340,000.00 | 4,330,848.60 | |||
| FRTR 4.75% 04/25/35 | 1,810,000.00 | 3,046,718.70 | |||
| FRTR 4% 04/25/55 | 1,070,000.00 | 2,231,538.50 | |||
| FRTR 4% 04/25/60 | 1,080,000.00 | 2,376,021.60 | |||
| FRTR 4% 10/25/38 | 1,600,000.00 | 2,692,576.00 | |||
| FRTR 5.5% 04/25/29 | 2,500,000.00 | 3,732,250.00 | |||
| FRTR 5.75% 10/25/32 | 2,350,000.00 | 3,998,924.50 | |||
| FRTR 6.0% 10/25/25 | 1,450,000.00 | 1,909,998.00 | |||
| FRTR 8.5% 04/25/23 | 1,100,000.00 | 1,325,093.00 | |||
| IRISH 0.2% 05/15/27 | 460,000.00 | 479,545.40 | |||
| IRISH 0.2% 10/18/30 | 470,000.00 | 489,016.20 | |||
| IRISH 0.4% 05/15/35 | 180,000.00 | 189,468.00 | |||
| IRISH 0.8% 03/15/22 | 630,000.00 | 639,733.50 | |||
| IRISH 0.9% 05/15/28 | 440,000.00 | 482,143.20 | |||
| IRISH 1.1% 05/15/29 | 550,000.00 | 615,609.50 | |||
| IRISH 1.3% 05/15/33 | 690,000.00 | 807,237.90 | |||
| IRISH 1.35% 03/18/31 | 340,000.00 | 394,155.20 | |||
| IRISH 1.5% 05/15/50 | 300,000.00 | 385,269.00 | |||
| IRISH 1.7% 05/15/37 | 490,000.00 | 616,258.30 | |||
| IRISH 1% 05/15/26 | 730,000.00 | 789,918.40 | |||
| IRISH 2.4% 05/15/30 | 770,000.00 | 963,077.50 | |||
| IRISH 2% 02/18/45 | 580,000.00 | 806,159.40 | |||
| IRISH 3.4% 03/18/24 | 460,000.00 | 518,065.80 | |||
| IRISH 3.9% 03/20/23 | 580,000.00 | 636,219.40 | |||
| IRISH 5.4% 03/13/25 | 700,000.00 | 873,971.00 | |||
| NETHER 0.25% 07/15/25 | 920,000.00 | 957,628.00 | |||
| NETHER 0.25% 07/15/29 | 630,000.00 | 668,253.60 | |||
| NETHER 0.5% 01/15/40 | 620,000.00 | 690,035.20 | |||
| NETHER 0.5% 07/15/26 | 1,260,000.00 | 1,338,183.00 | |||
| NETHER 0.75% 07/15/27 | 900,000.00 | 978,525.00 | |||
| NETHER 0.75% 07/15/28 | 1,040,000.00 | 1,140,141.60 | |||
| NETHER 0% 01/15/24 | 550,000.00 | 561,588.50 | |||
| NETHER 0% 01/15/27 | 480,000.00 | 496,987.20 | |||
| NETHER 0% 01/15/52 | 390,000.00 | 380,955.90 | |||
| NETHER 0% 07/15/30 | 850,000.00 | 881,739.00 | |||
| NETHER 1.75% 07/15/23 | 1,000,000.00 | 1,060,510.00 | |||
| NETHER 2.25% 07/15/22 | 750,000.00 | 781,680.00 | |||
| NETHER 2.5% 01/15/33 | 860,000.00 | 1,153,217.00 | |||
| NETHER 2.75% 01/15/47 | 1,110,000.00 | 1,909,066.80 | |||
| NETHER 2% 07/15/24 | 1,460,000.00 | 1,597,283.80 | |||
| NETHER 3.75% 01/15/23 | 300,000.00 | 326,094.00 | |||
| NETHER 3.75% 01/15/42 | 1,060,000.00 | 1,918,133.60 | |||
| NETHER 4% 01/15/37 | 1,020,000.00 | 1,714,161.00 | |||
| NETHER 5.5% 01/15/28 | 1,010,000.00 | 1,442,987.00 | |||
| NETHER 7.5% 01/15/23 | 700,000.00 | 812,378.00 | |||
| OBL 0% 04/05/24 | 1,760,000.00 | 1,801,571.20 | |||
| OBL 0% 04/08/22 | 1,460,000.00 | 1,471,621.60 | |||
| OBL 0% 04/11/25 | 1,700,000.00 | 1,752,037.00 | |||
| OBL 0% 04/14/23 | 1,110,000.00 | 1,128,081.90 | |||
| OBL 0% 10/07/22 | 1,530,000.00 | 1,548,038.70 | |||
| OBL 0% 10/10/25 | 1,170,000.00 | 1,209,417.30 | |||
| OBL 0% 10/18/24 | 2,150,000.00 | 2,208,759.50 | |||
| RAGB 0.5% 02/20/29 | 700,000.00 | 752,696.00 | |||
| RAGB 0.5% 04/20/27 | 650,000.00 | 693,082.00 | |||
| RAGB 0.75% 02/20/28 | 620,000.00 | 674,795.60 | |||
| RAGB 0.75% 03/20/51 | 260,000.00 | 295,882.60 | |||
| RAGB 0.75% 10/20/26 | 600,000.00 | 645,522.00 | |||
| RAGB 0.85% 06/30/20 | 200,000.00 | 232,434.00 | |||
| RAGB 0% 02/20/30 | 660,000.00 | 679,569.00 | |||
| RAGB 0% 07/15/23 | 650,000.00 | 660,608.00 | |||
| RAGB 0% 07/15/24 | 590,000.00 | 603,375.30 | |||
| RAGB 0% 09/20/22 | 430,000.00 | 434,777.30 | |||
| RAGB 0% 10/20/40 | 220,000.00 | 215,804.60 | |||
| RAGB 1.2% 10/20/25 | 640,000.00 | 695,731.20 | |||
| RAGB 1.5% 02/20/47 | 450,000.00 | 597,897.00 | |||
| RAGB 1.5% 11/02/86 | 230,000.00 | 357,045.10 | |||
| RAGB 1.65% 10/21/24 | 560,000.00 | 608,580.00 | |||
| RAGB 1.75% 10/20/23 | 750,000.00 | 799,402.50 | |||
| RAGB 2.1% 09/20/17 | 340,000.00 | 687,044.80 | |||
| RAGB 2.4% 05/23/34 | 530,000.00 | 710,592.20 | |||
| RAGB 3.15% 06/20/44 | 470,000.00 | 797,594.70 | |||
| RAGB 3.4% 11/22/22 | 1,210,000.00 | 1,298,729.30 | |||
| RAGB 3.65% 04/20/22 | 500,000.00 | 525,900.00 | |||
| RAGB 3.8% 01/26/62 | 230,000.00 | 532,893.90 | |||
| RAGB 4.15% 03/15/37 | 920,000.00 | 1,545,554.00 | |||
| RAGB 4.85% 03/15/26 | 760,000.00 | 976,037.60 | |||
| RAGB 6.25% 07/15/27 | 690,000.00 | 997,401.90 | |||
| RFGB 0.125% 04/15/36 | 270,000.00 | 276,636.60 | |||
| RFGB 0.25% 09/15/40 | 200,000.00 | 207,120.00 | |||
| RFGB 0.5% 04/15/26 | 470,000.00 | 497,664.20 | |||
| RFGB 0.5% 09/15/27 | 380,000.00 | 406,197.20 | |||
| RFGB 0.5% 09/15/28 | 470,000.00 | 504,653.10 | |||
| RFGB 0.5% 09/15/29 | 290,000.00 | 312,431.50 | |||
| RFGB 0.75% 04/15/31 | 270,000.00 | 299,265.30 | |||
| RFGB 0.875% 09/15/25 | 300,000.00 | 321,375.00 | |||
| RFGB 0% 04/15/22 | 250,000.00 | 252,020.00 | |||
| RFGB 0% 09/15/23 | 100,000.00 | 101,851.00 | |||
| RFGB 0% 09/15/24 | 300,000.00 | 307,446.00 | |||
| RFGB 0% 09/15/30 | 40,000.00 | 41,195.20 | |||
| RFGB 1.125% 04/15/34 | 350,000.00 | 408,289.00 | |||
| RFGB 1.375% 04/15/47 | 230,000.00 | 303,379.20 | |||
| RFGB 1.5% 04/15/23 | 590,000.00 | 618,733.00 | |||
| RFGB 1.625% 09/15/22 | 380,000.00 | 394,261.40 | |||
| RFGB 2.625% 07/04/42 | 340,000.00 | 526,044.60 | |||
| RFGB 2.75% 07/04/28 | 380,000.00 | 472,590.80 | |||
| RFGB 2% 04/15/24 | 410,000.00 | 445,661.80 | |||
| RFGB 4% 07/04/25 | 320,000.00 | 386,790.40 | |||
| SPGB 0.1% 04/30/31 | 480,000.00 | 476,145.60 | |||
| SPGB 0.25% 07/30/24 | 1,000,000.00 | 1,024,830.00 | |||
| SPGB 0.35% 07/30/23 | 1,570,000.00 | 1,603,833.50 | |||
| SPGB 0.4% 04/30/22 | 1,040,000.00 | 1,052,220.00 | |||
| SPGB 0.45% 10/31/22 | 800,000.00 | 813,912.00 | |||
| SPGB 0.5% 04/30/30 | 1,980,000.00 | 2,058,922.80 | |||
| SPGB 0.6% 10/31/29 | 1,200,000.00 | 1,261,560.00 | |||
| SPGB 0.8% 07/30/27 | 480,000.00 | 511,008.00 | |||
| SPGB 0% 01/31/25 | 1,240,000.00 | 1,260,398.00 | |||
| SPGB 0% 04/30/23 | 1,360,000.00 | 1,375,980.00 | |||
| SPGB 1.2% 10/31/40 | 750,000.00 | 813,967.50 | |||
| SPGB 1.25% 10/31/30 | 1,200,000.00 | 1,330,764.00 | |||
| SPGB 1.3% 10/31/26 | 1,460,000.00 | 1,594,801.80 | |||
| SPGB 1.4% 04/30/28 | 1,020,000.00 | 1,133,342.40 | |||
| SPGB 1.4% 07/30/28 | 1,320,000.00 | 1,469,780.40 | |||
| SPGB 1.45% 04/30/29 | 750,000.00 | 841,500.00 | |||
| SPGB 1.45% 10/31/27 | 1,840,000.00 | 2,041,535.20 | |||
| SPGB 1.5% 04/30/27 | 1,970,000.00 | 2,185,064.90 | |||
| SPGB 1.6% 04/30/25 | 1,250,000.00 | 1,357,450.00 | |||
| SPGB 1.85% 07/30/35 | 1,290,000.00 | 1,540,943.70 | |||
| SPGB 1.95% 04/30/26 | 1,340,000.00 | 1,501,684.40 | |||
| SPGB 1.95% 07/30/30 | 1,680,000.00 | 1,976,301.60 | |||
| SPGB 1% 10/31/50 | 850,000.00 | 850,025.50 | |||
| SPGB 2.15% 10/31/25 | 1,760,000.00 | 1,972,520.00 | |||
| SPGB 2.35% 07/30/33 | 1,290,000.00 | 1,608,771.90 | |||
| SPGB 2.7% 10/31/48 | 1,060,000.00 | 1,513,902.60 | |||
| SPGB 2.75% 10/31/24 | 1,560,000.00 | 1,747,262.40 | |||
| SPGB 2.9% 10/31/46 | 1,100,000.00 | 1,606,583.00 | |||
| SPGB 3.45% 07/30/66 | 980,000.00 | 1,705,690.00 | |||
| SPGB 3.8% 04/30/24 | 1,500,000.00 | 1,709,370.00 | |||
| SPGB 4.2% 01/31/37 | 1,310,000.00 | 2,054,158.60 | |||
| SPGB 4.4% 10/31/23 | 1,320,000.00 | 1,498,978.80 | |||
| SPGB 4.65% 07/30/25 | 1,410,000.00 | 1,731,592.80 | |||
| SPGB 4.7% 07/30/41 | 1,300,000.00 | 2,283,879.00 | |||
| SPGB 4.8% 01/31/24 | 1,150,000.00 | 1,333,298.50 | |||
| SPGB 4.9% 07/30/40 | 1,310,000.00 | 2,324,778.40 | |||
| SPGB 5.15% 10/31/28 | 1,100,000.00 | 1,545,852.00 | |||
| SPGB 5.15% 10/31/44 | 950,000.00 | 1,836,245.50 | |||
| SPGB 5.4% 01/31/23 | 1,790,000.00 | 2,001,237.90 | |||
| SPGB 5.75% 07/30/32 | 1,450,000.00 | 2,356,496.50 | |||
| SPGB 5.85% 01/31/22 | 1,780,000.00 | 1,891,588.20 | |||
| SPGB 5.9% 07/30/26 | 1,360,000.00 | 1,826,316.80 | |||
| SPGB 6.0% 01/31/29 | 2,350,000.00 | 3,489,233.00 | |||
| ユーロ 小計 | 379,700,000.00 | 460,229,692.20 | |||
| (58,458,375,503) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 1,750,000.00 | 1,747,812.50 | ||
| UKT 0.125% 01/31/23 | 2,050,000.00 | 2,053,649.00 | |||
| UKT 0.125% 01/31/24 | 980,000.00 | 981,538.60 | |||
| UKT 0.125% 01/31/28 | 1,320,000.00 | 1,304,041.20 | |||
| UKT 0.375% 10/22/30 | 1,870,000.00 | 1,848,158.40 | |||
| UKT 0.5% 07/22/22 | 1,800,000.00 | 1,813,626.00 | |||
| UKT 0.5% 10/22/61 | 670,000.00 | 557,580.70 | |||
| UKT 0.625% 06/07/25 | 1,460,000.00 | 1,494,237.00 | |||
| UKT 0.625% 07/31/35 | 870,000.00 | 845,770.50 | |||
| UKT 0.625% 10/22/50 | 1,200,000.00 | 1,060,008.00 | |||
| UKT 0.75% 07/22/23 | 940,000.00 | 957,032.80 | |||
| UKT 0.875% 01/31/46 | 190,000.00 | 182,151.10 | |||
| UKT 0.875% 10/22/29 | 550,000.00 | 571,318.00 | |||
| UKT 1.25% 07/22/27 | 1,190,000.00 | 1,266,707.40 | |||
| UKT 1.25% 10/22/41 | 1,140,000.00 | 1,190,308.20 | |||
| UKT 1.5% 07/22/26 | 1,060,000.00 | 1,137,782.80 | |||
| UKT 1.5% 07/22/47 | 1,310,000.00 | 1,442,860.20 | |||
| UKT 1.625% 10/22/28 | 1,400,000.00 | 1,539,230.00 | |||
| UKT 1.625% 10/22/54 | 850,000.00 | 984,215.00 | |||
| UKT 1.625% 10/22/71 | 470,000.00 | 605,736.00 | |||
| UKT 1.75% 01/22/49 | 600,000.00 | 700,116.00 | |||
| UKT 1.75% 07/22/57 | 1,060,000.00 | 1,296,274.00 | |||
| UKT 1.75% 09/07/22 | 1,640,000.00 | 1,685,887.20 | |||
| UKT 1.75% 09/07/37 | 1,540,000.00 | 1,743,126.00 | |||
| UKT 1% 04/22/24 | 1,450,000.00 | 1,495,240.00 | |||
| UKT 2.25% 09/07/23 | 1,160,000.00 | 1,226,734.80 | |||
| UKT 2.5% 07/22/65 | 940,000.00 | 1,450,984.00 | |||
| UKT 2.75% 09/07/24 | 820,000.00 | 899,384.20 | |||
| UKT 2% 09/07/25 | 420,000.00 | 456,628.20 | |||
| UKT 3.25% 01/22/44 | 1,430,000.00 | 2,076,703.20 | |||
| UKT 3.5% 01/22/45 | 1,400,000.00 | 2,128,462.00 | |||
| UKT 3.5% 07/22/68 | 910,000.00 | 1,782,098.50 | |||
| UKT 3.75% 07/22/52 | 910,000.00 | 1,569,449.70 | |||
| UKT 4.25% 03/07/36 | 1,200,000.00 | 1,787,892.00 | |||
| UKT 4.25% 06/07/32 | 1,290,000.00 | 1,806,645.00 | |||
| UKT 4.25% 09/07/39 | 820,000.00 | 1,285,940.40 | |||
| UKT 4.25% 12/07/27 | 750,000.00 | 953,212.50 | |||
| UKT 4.25% 12/07/40 | 1,050,000.00 | 1,673,070.00 | |||
| UKT 4.25% 12/07/46 | 1,060,000.00 | 1,826,358.80 | |||
| UKT 4.25% 12/07/49 | 980,000.00 | 1,757,826.00 | |||
| UKT 4.25% 12/07/55 | 1,040,000.00 | 2,017,714.40 | |||
| UKT 4.5% 09/07/34 | 1,080,000.00 | 1,606,392.00 | |||
| UKT 4.5% 12/07/42 | 1,170,000.00 | 1,973,052.90 | |||
| UKT 4.75% 12/07/30 | 850,000.00 | 1,197,684.00 | |||
| UKT 4.75% 12/07/38 | 880,000.00 | 1,442,346.40 | |||
| UKT 4% 01/22/60 | 840,000.00 | 1,646,139.60 | |||
| UKT 4% 03/07/22 | 910,000.00 | 949,439.40 | |||
| UKT 5% 03/07/25 | 600,000.00 | 720,522.00 | |||
| UKT 6.0% 12/07/28 | 450,000.00 | 646,227.00 | |||
| イギリスポンド 小計 | 52,320,000.00 | 65,385,313.60 | |||
| (9,477,601,206) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 1,690,000.00 | 1,687,988.90 | ||
| SGB 0.75% 05/12/28 | 3,860,000.00 | 4,085,308.20 | |||
| SGB 0.75% 11/12/29 | 3,770,000.00 | 4,005,964.30 | |||
| SGB 1.5% 11/13/23 | 5,670,000.00 | 5,962,288.50 | |||
| SGB 1% 11/12/26 | 4,940,000.00 | 5,274,388.60 | |||
| SGB 2.5% 05/12/25 | 4,380,000.00 | 4,901,745.60 | |||
| SGB 3.5% 03/30/39 | 2,950,000.00 | 4,520,845.50 | |||
| SGB 3.5% 06/01/22 | 7,220,000.00 | 7,584,682.20 | |||
| スウェーデンクローナ 小計 | 34,480,000.00 | 38,023,211.80 | |||
| (478,712,236) | |||||
| ノルウェークローネ | NGB 1.375% 08/19/30 | 2,800,000.00 | 2,845,528.00 | ||
| NGB 1.5% 02/19/26 | 3,110,000.00 | 3,219,036.60 | |||
| NGB 1.75% 02/17/27 | 2,900,000.00 | 3,045,522.00 | |||
| NGB 1.75% 03/13/25 | 3,120,000.00 | 3,255,532.80 | |||
| NGB 1.75% 09/06/29 | 2,470,000.00 | 2,596,488.70 | |||
| NGB 2% 04/26/28 | 2,510,000.00 | 2,682,437.00 | |||
| NGB 2% 05/24/23 | 4,940,000.00 | 5,118,926.80 | |||
| NGB 3% 03/14/24 | 3,640,000.00 | 3,915,693.60 | |||
| ノルウェークローネ 小計 | 25,490,000.00 | 26,679,165.50 | |||
| (329,754,485) | |||||
| デンマーククローネ | DGB 0.25% 11/15/22 | 3,800,000.00 | 3,855,670.00 | ||
| DGB 0.25% 11/15/52 | 1,580,000.00 | 1,622,628.40 | |||
| DGB 0.5% 11/15/27 | 5,260,000.00 | 5,594,588.60 | |||
| DGB 0.5% 11/15/29 | 6,410,000.00 | 6,886,583.50 | |||
| DGB 1.5% 11/15/23 | 4,170,000.00 | 4,415,654.70 | |||
| DGB 1.75% 11/15/25 | 4,230,000.00 | 4,697,584.20 | |||
| DGB 4.5% 11/15/39 | 8,240,000.00 | 15,302,339.20 | |||
| デンマーククローネ 小計 | 33,690,000.00 | 42,375,048.60 | |||
| (723,765,830) | |||||
| ポーランドズロチ | POLGB 0.75% 04/25/25 | 720,000.00 | 730,216.80 | ||
| POLGB 0% 07/25/22 | 1,000,000.00 | 999,880.00 | |||
| POLGB 1.25% 10/25/30 | 780,000.00 | 779,477.40 | |||
| POLGB 2.25% 04/25/22 | 3,900,000.00 | 4,006,821.00 | |||
| POLGB 2.25% 10/25/24 | 2,860,000.00 | 3,068,837.20 | |||
| POLGB 2.5% 01/25/23 | 1,550,000.00 | 1,624,632.50 | |||
| POLGB 2.5% 04/25/24 | 1,880,000.00 | 2,021,112.80 | |||
| POLGB 2.5% 07/25/26 | 3,420,000.00 | 3,767,130.00 | |||
| POLGB 2.5% 07/25/27 | 1,910,000.00 | 2,117,101.30 | |||
| POLGB 2.75% 04/25/28 | 2,070,000.00 | 2,336,326.20 | |||
| POLGB 2.75% 10/25/29 | 3,640,000.00 | 4,138,498.00 | |||
| POLGB 3.25% 07/25/25 | 1,710,000.00 | 1,921,646.70 | |||
| POLGB 4% 10/25/23 | 2,080,000.00 | 2,301,249.60 | |||
| POLGB 5.75% 04/25/29 | 900,000.00 | 1,243,647.00 | |||
| POLGB 5.75% 09/23/22 | 1,500,000.00 | 1,640,370.00 | |||
| ポーランドズロチ 小計 | 29,920,000.00 | 32,696,946.50 | |||
| (925,323,585) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 1,730,000.00 | 1,733,511.90 | ||
| ACGB 0.25% 11/21/25 | 1,000,000.00 | 994,140.00 | |||
| ACGB 0.5% 09/21/26 | 1,540,000.00 | 1,536,812.20 | |||
| ACGB 1.25% 05/21/32 | 1,140,000.00 | 1,131,153.60 | |||
| ACGB 1.5% 06/21/31 | 1,190,000.00 | 1,220,868.60 | |||
| ACGB 1.75% 06/21/51 | 990,000.00 | 882,525.60 | |||
| ACGB 1% 11/21/31 | 1,810,000.00 | 1,758,559.80 | |||
| ACGB 1% 12/21/30 | 2,220,000.00 | 2,180,572.80 | |||
| ACGB 2.25% 05/21/28 | 2,260,000.00 | 2,487,062.20 | |||
| ACGB 2.25% 11/21/22 | 430,000.00 | 446,593.70 | |||
| ACGB 2.5% 05/21/30 | 2,480,000.00 | 2,783,527.20 | |||
| ACGB 2.75% 04/21/24 | 2,590,000.00 | 2,808,337.00 | |||
| ACGB 2.75% 05/21/41 | 810,000.00 | 910,577.70 | |||
| ACGB 2.75% 06/21/35 | 630,000.00 | 724,348.80 | |||
| ACGB 2.75% 11/21/27 | 1,400,000.00 | 1,586,536.00 | |||
| ACGB 2.75% 11/21/28 | 1,750,000.00 | 1,993,127.50 | |||
| ACGB 2.75% 11/21/29 | 1,640,000.00 | 1,873,749.20 | |||
| ACGB 3.25% 04/21/25 | 1,750,000.00 | 1,967,857.50 | |||
| ACGB 3.25% 04/21/29 | 2,330,000.00 | 2,750,448.50 | |||
| ACGB 3.25% 06/21/39 | 650,000.00 | 787,046.00 | |||
| ACGB 3.75% 04/21/37 | 810,000.00 | 1,039,991.40 | |||
| ACGB 3% 03/21/47 | 880,000.00 | 1,025,939.20 | |||
| ACGB 4.25% 04/21/26 | 2,600,000.00 | 3,109,626.00 | |||
| ACGB 4.5% 04/21/33 | 1,220,000.00 | 1,650,538.00 | |||
| ACGB 4.75% 04/21/27 | 2,230,000.00 | 2,788,815.70 | |||
| ACGB 5.5% 04/21/23 | 1,810,000.00 | 2,023,923.90 | |||
| ACGB 5.75% 07/15/22 | 3,270,000.00 | 3,536,079.90 | |||
| オーストラリアドル 小計 | 43,160,000.00 | 47,732,269.90 | |||
| (3,863,927,248) | |||||
| シンガポールドル | SIGB 1.75% 02/01/23 | 410,000.00 | 421,668.60 | ||
| SIGB 1.75% 04/01/22 | 160,000.00 | 162,665.60 | |||
| SIGB 2.125% 06/01/26 | 520,000.00 | 560,024.40 | |||
| SIGB 2.25% 08/01/36 | 340,000.00 | 384,570.60 | |||
| SIGB 2.375% 06/01/25 | 500,000.00 | 540,200.00 | |||
| SIGB 2.375% 07/01/39 | 230,000.00 | 265,624.70 | |||
| SIGB 2.625% 05/01/28 | 190,000.00 | 213,104.00 | |||
| SIGB 2.75% 03/01/46 | 630,000.00 | 797,220.90 | |||
| SIGB 2.75% 04/01/42 | 300,000.00 | 369,288.00 | |||
| SIGB 2.75% 07/01/23 | 540,000.00 | 571,114.80 | |||
| SIGB 2.875% 07/01/29 | 640,000.00 | 736,902.40 | |||
| SIGB 2.875% 09/01/30 | 550,000.00 | 641,173.50 | |||
| SIGB 2% 02/01/24 | 90,000.00 | 94,333.50 | |||
| SIGB 3.125% 09/01/22 | 430,000.00 | 448,851.20 | |||
| SIGB 3.375% 09/01/33 | 340,000.00 | 423,735.20 | |||
| SIGB 3.5% 03/01/27 | 530,000.00 | 615,987.20 | |||
| SIGB 3% 09/01/24 | 510,000.00 | 556,063.20 | |||
| シンガポールドル 小計 | 6,910,000.00 | 7,802,527.80 | |||
| (617,179,948) | |||||
| マレーシアリンギット | MGS 3.418% 08/15/22 | 1,220,000.00 | 1,249,365.40 | ||
| MGS 3.48% 03/15/23 | 1,300,000.00 | 1,343,680.00 | |||
| MGS 3.502% 05/31/27 | 100,000.00 | 106,516.00 | |||
| MGS 3.733% 06/15/28 | 300,000.00 | 324,810.00 | |||
| MGS 3.757% 05/22/40 | 150,000.00 | 153,057.00 | |||
| MGS 3.795% 09/30/22 | 800,000.00 | 825,576.00 | |||
| MGS 3.8% 08/17/23 | 550,000.00 | 575,613.50 | |||
| MGS 3.844% 04/15/33 | 860,000.00 | 898,115.20 | |||
| MGS 3.882% 03/10/22 | 930,000.00 | 950,934.30 | |||
| MGS 3.882% 03/14/25 | 690,000.00 | 736,575.00 | |||
| MGS 3.885% 08/15/29 | 1,530,000.00 | 1,663,354.80 | |||
| MGS 3.892% 03/15/27 | 780,000.00 | 846,736.80 | |||
| MGS 3.899% 11/16/27 | 1,160,000.00 | 1,263,576.40 | |||
| MGS 3.9% 11/30/26 | 360,000.00 | 393,066.00 | |||
| MGS 3.906% 07/15/26 | 1,010,000.00 | 1,094,193.60 | |||
| MGS 3.955% 09/15/25 | 520,000.00 | 561,438.80 | |||
| MGS 4.059% 09/30/24 | 750,000.00 | 803,242.50 | |||
| MGS 4.181% 07/15/24 | 1,090,000.00 | 1,167,575.30 | |||
| MGS 4.232% 06/30/31 | 850,000.00 | 947,401.50 | |||
| MGS 4.254% 05/31/35 | 1,270,000.00 | 1,393,190.00 | |||
| MGS 4.392% 04/15/26 | 1,160,000.00 | 1,280,906.80 | |||
| MGS 4.498% 04/15/30 | 1,260,000.00 | 1,431,032.40 | |||
| MGS 4.642% 11/07/33 | 1,160,000.00 | 1,305,812.00 | |||
| MGS 4.736% 03/15/46 | 1,090,000.00 | 1,221,519.40 | |||
| MGS 4.762% 04/07/37 | 1,160,000.00 | 1,333,837.60 | |||
| MGS 4.893% 06/08/38 | 1,080,000.00 | 1,247,400.00 | |||
| MGS 4.921% 07/06/48 | 900,000.00 | 1,039,257.00 | |||
| MGS 4.935% 09/30/43 | 530,000.00 | 611,863.80 | |||
| マレーシアリンギット 小計 | 24,560,000.00 | 26,769,647.10 | |||
| (695,207,735) | |||||
| イスラエルシェケル | ILGOV 0.5% 04/30/25 | 460,000.00 | 464,627.41 | ||
| ILGOV 0.75% 07/31/22 | 3,180,000.00 | 3,213,564.26 | |||
| ILGOV 1.5% 05/31/37 | 740,000.00 | 736,634.99 | |||
| ILGOV 1.5% 11/30/23 | 320,000.00 | 332,551.45 | |||
| ILGOV 1.75% 08/31/25 | 1,040,000.00 | 1,112,104.03 | |||
| ILGOV 1% 03/31/30 | 960,000.00 | 970,173.40 | |||
| ILGOV 2.25% 09/28/28 | 1,400,000.00 | 1,563,064.57 | |||
| ILGOV 3.75% 03/31/24 | 2,000,000.00 | 2,225,079.40 | |||
| ILGOV 3.75% 03/31/47 | 1,330,000.00 | 1,810,581.78 | |||
| ILGOV 4.25% 03/31/23 | 200,000.00 | 217,817.68 | |||
| ILGOV 5.5% 01/31/22 | 940,000.00 | 990,942.83 | |||
| ILGOV 5.5% 01/31/42 | 1,270,000.00 | 2,147,690.01 | |||
| ILGOV 6.25% 10/30/26 | 3,300,000.00 | 4,390,668.15 | |||
| イスラエルシェケル 小計 | 17,140,000.00 | 20,175,499.96 | |||
| (647,230,038) | |||||
| 合計 | 140,998,706,512 | ||||
| (140,998,706,512) | |||||
| 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 | 182銘柄 | 100.0% | 43.1% |
| カナダドル | 国債証券 | 29銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.8% |
| ユーロ | 国債証券 | 318銘柄 | 100.0% | 41.5% |
| イギリスポンド | 国債証券 | 49銘柄 | 100.0% | 6.7% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.3% |
| ノルウェークローネ | 国債証券 | 8銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 7銘柄 | 100.0% | 0.5% |
| ポーランドズロチ | 国債証券 | 15銘柄 | 100.0% | 0.7% |
| オーストラリアドル | 国債証券 | 27銘柄 | 100.0% | 2.7% |
| シンガポールドル | 国債証券 | 17銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 28銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 13銘柄 | 100.0% | 0.5% |
| (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。
