- 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13期(2022/02/08-2023/02/07)
外国債券マザーファンド
貸借対照表
注記表
(有価証券に関する注記)
(デリバティブ取引に関する注記)
附属明細表
該当事項はありません。
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
貸借対照表
| 2023年 2月 7日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 53,354,324 |
| コール・ローン | 1,388,531,286 |
| 国債証券 | 148,371,579,304 |
| 派生商品評価勘定 | 20,604,293 |
| 未収入金 | 14,928,180 |
| 未収利息 | 1,061,074,568 |
| 前払金 | 8,947,402 |
| 前払費用 | 76,309,757 |
| 差入委託証拠金 | 107,851,597 |
| 流動資産合計 | 151,103,180,711 |
| 資産合計 | 151,103,180,711 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 9,666,828 |
| 未払金 | 11,937,224 |
| 未払解約金 | 75,688,185 |
| 未払利息 | 1,657 |
| 流動負債合計 | 97,293,894 |
| 負債合計 | 97,293,894 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 57,650,368,316 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 93,355,518,501 |
| 元本等合計 | 151,005,886,817 |
| 純資産合計 | 151,005,886,817 |
| 負債純資産合計 | 151,103,180,711 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2023年 2月 7日現在 | |
| 1.有価証券の評価基準及び評価方法 | 国債証券 |
| 移動平均法(買付約定後、最初の利払日までは個別法)に基づき、時価で評価しております。 時価評価にあたっては、金融商品取引業者等の提示する価額、価格情報会社の提供する価額又は業界団体が発表する売買参考統計値等で評価しております。 | |
| 2.デリバティブの評価基準及び評価方法 | (1)先物取引 |
| 債券先物取引 個別法に基づき、時価で評価しております。 時価評価にあたっては、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場によっております。 | |
| (2)為替予約取引 | |
| 個別法に基づき、わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって計算しております。 当ファンドにおける派生商品評価勘定は、当該先物取引及び為替予約取引に係るものであります。 | |
| 3.外貨建資産・負債の本邦通貨への換算基準 | 投資信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算日又は計算日に知りうる直近の日の対顧客電信売買相場の仲値によって計算しております。 なお、外貨建資産等については、「投資信託財産の計算に関する規則(平成12年総理府令第133号)」第60条の規定に基づき、通貨の種類ごとに勘定を設けて、邦貨建資産等と区分する方法を採用しております。従って、外貨の売買については、同規則第61条の規定により処理し、為替差損益を算定しております。 |
| 4.収益及び費用の計上基準 | (1)派生商品取引等損益 |
| 約定日基準で計上しております。 | |
| (2)為替予約取引による為替差損益 | |
| 約定日基準で計上しております。 | |
| (貸借対照表に関する注記) |
| 2023年 2月 7日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 57,650,368,316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 | 2.6193円 |
| (1万口当たり純資産額) | (26,193円) | ||
| (金融商品に関する注記) |
| 1.金融商品の状況に関する事項 |
| 2023年 2月 7日現在 | |
| 1.金融商品に対する取組方針 | 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。 |
| 2.金融商品の内容及びそのリスク | 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 これらは、価格変動リスク、金利変動リスク、為替変動リスク等の市場リスク、信用リスク、流動性リスク等に晒されております。 また、当ファンドは、ファンド運用の効率化を図ることを目的として債券先物取引及び為替予約取引を行っております。債券先物取引に係る主要なリスクは、債券価格の変動による価格変動リスクであります。為替予約取引に係る主要なリスクは、為替相場の変動による価格変動リスク及び取引相手の信用状況の変動により損失が発生する信用リスクであります。 |
| 3.金融商品に係るリスク管理体制 | 運用部門から独立した運用監理部が、運用に関するリスク管理(流動性リスク管理等を含む)と法令等遵守状況のモニタリングを担当し、毎月開催される運用・リスク委員会等に報告します。 |
| 2.金融商品の時価等に関する事項 |
| 2023年 2月 7日現在 | |
| 1.貸借対照表計上額、時価及びその差額 | 貸借対照表上の金融商品は原則として時価で評価しているため、貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 | (1)有価証券 |
| 売買目的有価証券 | |
| 「(重要な会計方針に係る事項に関する注記)」に記載しております。 | |
| (2)デリバティブ取引 | |
| 「(デリバティブ取引に関する注記)」に記載しております。 | |
| (3)コール・ローン等の金銭債権及び金銭債務 | |
| 短期間で決済されるため、時価は帳簿価額と近似していることから、当該帳簿価額によっております。 | |
| 3.金融商品の時価等に関する事項についての補足説明 | 金融商品の時価の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額又は契約上の想定元本であり、当該金額自体がデリバティブ取引のリスクの大きさを示すものではありません。 |
| (関連当事者との取引に関する注記) |
| 該当事項はありません。 |
| (重要な後発事象に関する注記) |
| 該当事項はありません。 |
| (その他の注記) 元本の移動 |
| 区分 | 2023年 2月 7日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2022年 2月 8日 |
| 期首元本額 | 56,972,115,875円 |
| 期中追加設定元本額 | 6,303,164,048円 |
| 期中一部解約元本額 | 5,624,911,607円 |
| 期末元本額 | 57,650,368,316円 |
| 期末元本額の内訳 | |
| 外国債券インデックスファンド | 1,969,452,026円 |
| DC外国債券インデックスファンド | 1,900,402,136円 |
| DC外国債券インデックスファンドL | 14,626,185,952円 |
| DCバランスファンド30 | 951,906,041円 |
| DCバランスファンド50 | 1,035,865,717円 |
| DCバランスファンド70 | 236,829,006円 |
| グローバル・インデックス・バランス・ファンド | 484,503,658円 |
| 外国債券インデックスe | 1,033,375,043円 |
| インデックスコレクション(外国債券) | 9,238,659,547円 |
| インデックスコレクション(バランス株式30) | 4,885,075,400円 |
| インデックスコレクション(バランス株式50) | 911,297,674円 |
| インデックスコレクション(バランス株式70) | 301,598,446円 |
| 私募外国債券パッシブファンド(適格機関投資家専用) | 4,891,314,804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) | 2,979,343,710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) | 353,900,102円 |
| バランスVA30(適格機関投資家専用) | 76,446,573円 |
| バランスVA50(適格機関投資家専用) | 371,967,757円 |
| VAバランスファンド(株25/100)(適格機関投資家専用) | 232,593,690円 |
| VAバランスファンド(株50/100)(適格機関投資家専用) | 171,173,388円 |
| VAバランスファンド(株60/100)(適格機関投資家専用) | 101,962,174円 |
| バランスVA25(適格機関投資家専用) | 1,153,818,507円 |
| バランスVA37.5(適格機関投資家専用) | 516,605,278円 |
| バランスVA50L(適格機関投資家専用) | 5,479,849,568円 |
| バランスVA75(適格機関投資家専用) | 293,710,613円 |
| VAバランスファンド(株40/100)(適格機関投資家専用) | 177,600,348円 |
| VAポートフォリオ40(適格機関投資家専用) | 1,406,851,739円 |
| VAポートフォリオ20(適格機関投資家専用) | 75,236,652円 |
| バランスVA40(適格機関投資家専用) | 168,369,489円 |
| VAバランスファンド2(株40/100)(適格機関投資家専用) | 81,229,025円 |
| VAバランス50-50(適格機関投資家専用) | 43,950,779円 |
| VAファンド25(適格機関投資家専用) | 53,837,287円 |
| バランスVA25L(適格機関投資家専用) | 200,749,064円 |
| 世界バランスVA25(適格機関投資家専用) | 62,414,556円 |
| VAバランス20-80(適格機関投資家専用) | 1,170,380,456円 |
| 私募外国債券インデックスファンドAL(適格機関投資家専用) | 11,912,111円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2023年 2月 7日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | △19,325,142,642 |
| 合計 | △19,325,142,642 |
| (注)当計算期間の損益に含まれた評価差額は、「外国債券マザーファンド」の期首日から本報告書における開示対象ファンドの期末日までの期間に対応する金額であります。 |
(デリバティブ取引に関する注記)
| 債券関連 |
| (2023年 2月 7日現在) |
| 区分 | 種類 | 契約額等(円) | 時価 (円) | 評価損益 (円) | |
| うち1年超 | |||||
| 市場取引 | 債券先物取引 | ||||
| 買建 | 1,218,655,439 | - | 1,209,708,037 | △8,947,402 | |
| 合計 | 1,218,655,439 | - | 1,209,708,037 | △8,947,402 | |
| (注)1.時価の算定方法 |
| 債券先物取引の時価については、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場で評価しております。 |
| 2.債券先物取引の残高は、契約金額ベースで表示しております。 |
| 3.計算日又は計算日に知りうる直近の日のわが国の対顧客電信売買相場の仲値により邦貨換算しております。 |
| 4.契約額等には手数料相当額を含んでおりません。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
| 通貨関連 |
| (2023年 2月 7日現在) |
| 区分 | 種類 | 契約額等(円) | 時価 (円) | 評価損益 (円) | |
| うち1年超 | |||||
| 市場取引以外の取引 | 為替予約取引 | ||||
| 買建 | 1,256,085,925 | - | 1,275,970,792 | 19,884,867 | |
| アメリカドル | 641,982,238 | - | 656,888,016 | 14,905,778 | |
| カナダドル | 46,531,641 | - | 47,321,808 | 790,167 | |
| ユーロ | 437,361,683 | - | 440,789,000 | 3,427,317 | |
| イギリスポンド | 70,291,787 | - | 70,141,016 | △150,771 | |
| オフショア人民元 | 59,918,576 | - | 60,830,952 | 912,376 | |
| 合計 | 1,256,085,925 | - | 1,275,970,792 | 19,884,867 | |
| (注)時価の算定方法 |
| わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって、以下のように評価しております。 |
| ①計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されている場合は、当該為替予約は当該仲値によって評価しております。 |
| ②計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されていない場合は、発表されている先物相場のうち当該日に最も近い前後二つの先物相場の仲値をもとに計算したレートを用いております。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
附属明細表
| 第1 有価証券明細表 (1)株式 |
該当事項はありません。
| (2)株式以外の有価証券 |
| 種類 | 通貨 | 銘 柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | アメリカドル | T 0.25% 03/15/24 | 4,500,000.00 | 4,279,746.10 | |
| T 0.25% 05/15/24 | 5,070,000.00 | 4,784,614.46 | |||
| T 0.25% 05/31/25 | 1,180,000.00 | 1,075,459.37 | |||
| T 0.25% 06/15/24 | 10,610,000.00 | 9,979,616.82 | |||
| T 0.25% 06/30/25 | 4,310,000.00 | 3,922,268.34 | |||
| T 0.25% 07/31/25 | 2,200,000.00 | 1,995,210.93 | |||
| T 0.25% 09/30/25 | 3,290,000.00 | 2,971,152.74 | |||
| T 0.375% 01/31/26 | 1,700,000.00 | 1,522,894.52 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,331,875.04 | |||
| T 0.375% 07/31/27 | 4,000,000.00 | 3,428,750.00 | |||
| T 0.375% 08/15/24 | 5,500,000.00 | 5,150,878.92 | |||
| T 0.375% 09/15/24 | 4,600,000.00 | 4,296,867.17 | |||
| T 0.375% 09/30/27 | 4,000,000.00 | 3,413,125.00 | |||
| T 0.375% 11/30/25 | 3,770,000.00 | 3,394,914.44 | |||
| T 0.5% 02/28/26 | 3,500,000.00 | 3,139,199.21 | |||
| T 0.5% 03/31/25 | 4,000,000.00 | 3,687,968.76 | |||
| T 0.5% 04/30/27 | 2,000,000.00 | 1,737,421.88 | |||
| T 0.5% 05/31/27 | 5,500,000.00 | 4,762,871.08 | |||
| T 0.5% 06/30/27 | 2,500,000.00 | 2,160,253.90 | |||
| T 0.5% 08/31/27 | 1,100,000.00 | 946,214.84 | |||
| T 0.5% 10/31/27 | 1,580,000.00 | 1,352,504.67 | |||
| T 0.625% 03/31/27 | 3,400,000.00 | 2,976,992.19 | |||
| T 0.625% 05/15/30 | 7,400,000.00 | 5,976,367.20 | |||
| T 0.625% 07/31/26 | 4,000,000.00 | 3,562,187.52 | |||
| T 0.625% 08/15/30 | 9,130,000.00 | 7,336,097.61 | |||
| T 0.625% 10/15/24 | 3,250,000.00 | 3,040,781.25 | |||
| T 0.625% 11/30/27 | 3,700,000.00 | 3,180,699.22 | |||
| T 0.625% 12/31/27 | 3,000,000.00 | 2,573,437.50 | |||
| T 0.75% 01/31/28 | 3,500,000.00 | 3,013,828.12 | |||
| T 0.75% 03/31/26 | 2,750,000.00 | 2,483,378.92 | |||
| T 0.75% 04/30/26 | 3,500,000.00 | 3,150,820.33 | |||
| T 0.75% 08/31/26 | 3,000,000.00 | 2,677,265.64 | |||
| T 0.75% 11/15/24 | 5,230,000.00 | 4,890,050.00 | |||
| T 0.875% 09/30/26 | 5,000,000.00 | 4,473,339.85 | |||
| T 0.875% 11/15/30 | 6,160,000.00 | 5,026,896.89 | |||
| T 1.125% 01/15/25 | 5,830,000.00 | 5,467,446.87 | |||
| T 1.125% 02/15/31 | 5,600,000.00 | 4,659,156.26 | |||
| T 1.125% 05/15/40 | 1,550,000.00 | 1,024,120.12 | |||
| T 1.125% 08/15/40 | 4,000,000.00 | 2,626,250.00 | |||
| T 1.125% 08/31/28 | 4,000,000.00 | 3,464,375.00 | |||
| T 1.125% 10/31/26 | 7,850,000.00 | 7,075,732.43 | |||
| T 1.25% 03/31/28 | 5,300,000.00 | 4,664,828.12 | |||
| T 1.25% 05/15/50 | 5,120,000.00 | 2,982,400.00 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,263,125.00 | |||
| T 1.25% 06/30/28 | 1,000,000.00 | 876,054.69 | |||
| T 1.25% 08/15/31 | 6,550,000.00 | 5,430,871.06 | |||
| T 1.25% 09/30/28 | 3,800,000.00 | 3,309,859.35 | |||
| T 1.25% 11/30/26 | 3,000,000.00 | 2,712,539.07 | |||
| T 1.25% 12/31/26 | 5,500,000.00 | 4,965,683.58 | |||
| T 1.375% 08/15/50 | 2,300,000.00 | 1,381,886.71 | |||
| T 1.375% 10/31/28 | 1,700,000.00 | 1,488,761.72 | |||
| T 1.375% 11/15/31 | 12,110,000.00 | 10,083,467.18 | |||
| T 1.375% 11/15/40 | 4,650,000.00 | 3,184,432.62 | |||
| T 1.5% 02/15/30 | 1,820,000.00 | 1,578,636.71 | |||
| T 1.5% 08/15/26 | 5,300,000.00 | 4,863,164.03 | |||
| T 1.5% 09/30/24 | 3,000,000.00 | 2,851,171.86 | |||
| T 1.5% 11/30/28 | 5,550,000.00 | 4,888,769.55 | |||
| T 1.625% 02/15/26 | 5,750,000.00 | 5,343,457.06 | |||
| T 1.625% 05/15/26 | 5,400,000.00 | 4,998,375.00 | |||
| T 1.625% 05/15/31 | 4,690,000.00 | 4,032,300.75 | |||
| T 1.625% 08/15/29 | 2,260,000.00 | 1,990,742.19 | |||
| T 1.625% 09/30/26 | 2,150,000.00 | 1,978,839.83 | |||
| T 1.625% 11/15/50 | 5,400,000.00 | 3,463,382.82 | |||
| T 1.625% 11/30/26 | 3,030,000.00 | 2,781,682.04 | |||
| T 1.75% 01/31/29 | 2,500,000.00 | 2,229,296.87 | |||
| T 1.75% 06/30/24 | 2,000,000.00 | 1,917,968.76 | |||
| T 1.75% 08/15/41 | 4,800,000.00 | 3,460,593.74 | |||
| T 1.75% 11/15/29 | 3,220,000.00 | 2,853,473.45 | |||
| T 1.75% 12/31/26 | 4,300,000.00 | 3,963,222.66 | |||
| T 1.875% 02/15/32 | 6,200,000.00 | 5,372,687.50 | |||
| T 1.875% 02/15/41 | 4,750,000.00 | 3,536,523.43 | |||
| T 1.875% 02/15/51 | 4,500,000.00 | 3,070,898.46 | |||
| T 1.875% 02/28/27 | 3,000,000.00 | 2,768,085.93 | |||
| T 1.875% 02/28/29 | 1,900,000.00 | 1,705,992.17 | |||
| T 1.875% 06/30/26 | 3,980,000.00 | 3,712,049.60 | |||
| T 1.875% 07/31/26 | 1,800,000.00 | 1,675,687.50 | |||
| T 1.875% 11/15/51 | 3,400,000.00 | 2,309,078.10 | |||
| T 1% 07/31/28 | 2,000,000.00 | 1,723,750.00 | |||
| T 1% 12/15/24 | 3,070,000.00 | 2,878,005.08 | |||
| T 2.125% 02/29/24 | 5,450,000.00 | 5,294,435.84 | |||
| T 2.125% 03/31/24 | 1,200,000.00 | 1,163,601.56 | |||
| T 2.125% 05/15/25 | 3,850,000.00 | 3,665,470.69 | |||
| T 2.125% 07/31/24 | 1,500,000.00 | 1,444,042.96 | |||
| T 2.125% 09/30/24 | 2,200,000.00 | 2,112,429.68 | |||
| T 2.125% 11/30/24 | 1,400,000.00 | 1,340,828.13 | |||
| T 2.25% 01/31/24 | 2,500,000.00 | 2,437,127.75 | |||
| T 2.25% 02/15/27 | 3,900,000.00 | 3,658,382.83 | |||
| T 2.25% 02/15/52 | 2,410,000.00 | 1,792,719.92 | |||
| T 2.25% 03/31/24 | 7,300,000.00 | 7,088,128.88 | |||
| T 2.25% 03/31/26 | 1,500,000.00 | 1,419,931.63 | |||
| T 2.25% 04/30/24 | 2,600,000.00 | 2,519,054.69 | |||
| T 2.25% 05/15/41 | 1,600,000.00 | 1,264,531.24 | |||
| T 2.25% 08/15/27 | 2,320,000.00 | 2,164,034.38 | |||
| T 2.25% 08/15/46 | 2,180,000.00 | 1,650,242.97 | |||
| T 2.25% 08/15/49 | 4,110,000.00 | 3,091,169.55 | |||
| T 2.25% 10/31/24 | 2,500,000.00 | 2,401,464.85 | |||
| T 2.25% 11/15/24 | 5,000,000.00 | 4,802,734.40 | |||
| T 2.25% 11/15/25 | 5,500,000.00 | 5,225,214.83 | |||
| T 2.25% 11/15/27 | 5,260,000.00 | 4,892,621.87 | |||
| T 2.25% 12/31/24 | 2,900,000.00 | 2,780,488.27 | |||
| T 2.375% 02/15/42 | 1,350,000.00 | 1,081,318.35 | |||
| T 2.375% 02/29/24 | 4,280,000.00 | 4,170,539.00 | |||
| T 2.375% 03/31/29 | 1,400,000.00 | 1,291,992.18 | |||
| T 2.375% 04/30/26 | 1,820,000.00 | 1,728,146.87 | |||
| T 2.375% 05/15/27 | 3,600,000.00 | 3,382,593.76 | |||
| T 2.375% 05/15/29 | 3,890,000.00 | 3,586,701.56 | |||
| T 2.375% 05/15/51 | 1,980,000.00 | 1,518,025.78 | |||
| T 2.375% 08/15/24 | 5,460,000.00 | 5,270,606.25 | |||
| T 2.375% 11/15/49 | 2,010,000.00 | 1,552,489.44 | |||
| T 2.5% 01/31/25 | 4,000,000.00 | 3,850,937.52 | |||
| T 2.5% 02/15/45 | 2,150,000.00 | 1,717,648.43 | |||
| T 2.5% 02/15/46 | 2,250,000.00 | 1,792,968.75 | |||
| T 2.5% 02/28/26 | 650,000.00 | 619,924.80 | |||
| T 2.5% 05/15/24 | 3,700,000.00 | 3,592,613.27 | |||
| T 2.5% 05/15/46 | 1,810,000.00 | 1,441,424.61 | |||
| T 2.625% 01/31/26 | 1,350,000.00 | 1,294,365.23 | |||
| T 2.625% 02/15/29 | 6,900,000.00 | 6,465,515.62 | |||
| T 2.625% 03/31/25 | 2,500,000.00 | 2,411,132.80 | |||
| T 2.75% 02/15/24 | 3,900,000.00 | 3,817,466.36 | |||
| T 2.75% 02/15/28 | 4,670,000.00 | 4,435,770.31 | |||
| T 2.75% 05/31/29 | 6,000,000.00 | 5,653,125.00 | |||
| T 2.75% 06/30/25 | 2,000,000.00 | 1,930,156.24 | |||
| T 2.75% 08/15/32 | 2,280,000.00 | 2,120,043.74 | |||
| T 2.75% 08/15/42 | 2,330,000.00 | 1,978,861.72 | |||
| T 2.75% 08/15/47 | 1,150,000.00 | 958,947.26 | |||
| T 2.75% 08/31/25 | 5,000,000.00 | 4,818,164.05 | |||
| T 2.75% 11/15/42 | 1,650,000.00 | 1,398,568.35 | |||
| T 2.75% 11/15/47 | 1,400,000.00 | 1,167,632.81 | |||
| T 2.875% 04/30/25 | 10,770,000.00 | 10,429,230.52 | |||
| T 2.875% 05/15/28 | 4,460,000.00 | 4,253,550.79 | |||
| T 2.875% 05/15/32 | 4,500,000.00 | 4,234,218.75 | |||
| T 2.875% 05/15/43 | 1,050,000.00 | 906,404.29 | |||
| T 2.875% 05/15/49 | 4,400,000.00 | 3,773,000.00 | |||
| T 2.875% 05/15/52 | 3,000,000.00 | 2,561,015.64 | |||
| T 2.875% 07/31/25 | 500,000.00 | 483,867.19 | |||
| T 2.875% 08/15/28 | 10,200,000.00 | 9,719,484.32 | |||
| T 2.875% 08/15/45 | 1,480,000.00 | 1,263,318.75 | |||
| T 2% 02/15/25 | 6,050,000.00 | 5,763,806.62 | |||
| T 2% 02/15/50 | 3,370,000.00 | 2,387,829.30 | |||
| T 2% 04/30/24 | 3,000,000.00 | 2,897,929.68 | |||
| T 2% 05/31/24 | 1,500,000.00 | 1,445,917.96 | |||
| T 2% 06/30/24 | 1,000,000.00 | 962,031.25 | |||
| T 2% 08/15/25 | 3,750,000.00 | 3,547,705.08 | |||
| T 2% 08/15/51 | 6,940,000.00 | 4,870,199.20 | |||
| T 2% 11/15/26 | 2,700,000.00 | 2,513,109.37 | |||
| T 2% 11/15/41 | 4,140,000.00 | 3,112,924.20 | |||
| T 3.125% 02/15/42 | 1,000,000.00 | 906,015.62 | |||
| T 3.125% 02/15/43 | 1,100,000.00 | 989,441.40 | |||
| T 3.125% 05/15/48 | 1,400,000.00 | 1,253,000.00 | |||
| T 3.125% 08/15/44 | 1,550,000.00 | 1,384,464.83 | |||
| T 3.125% 08/31/29 | 4,300,000.00 | 4,139,085.91 | |||
| T 3.125% 11/15/28 | 3,960,000.00 | 3,819,543.75 | |||
| T 3.125% 11/15/41 | 870,000.00 | 791,020.31 | |||
| T 3.25% 05/15/42 | 1,500,000.00 | 1,378,828.12 | |||
| T 3.25% 06/30/27 | 4,850,000.00 | 4,721,929.68 | |||
| T 3.375% 05/15/44 | 1,200,000.00 | 1,116,515.62 | |||
| T 3.375% 11/15/48 | 1,000,000.00 | 937,968.75 | |||
| T 3.5% 02/15/39 | 900,000.00 | 882,017.57 | |||
| T 3.625% 02/15/44 | 1,600,000.00 | 1,548,687.50 | |||
| T 3.625% 08/15/43 | 1,600,000.00 | 1,552,624.99 | |||
| T 3.75% 08/15/41 | 1,100,000.00 | 1,097,378.90 | |||
| T 3.75% 11/15/43 | 900,000.00 | 888,328.12 | |||
| T 3.875% 08/15/40 | 680,000.00 | 693,852.34 | |||
| T 3.875% 09/30/29 | 1,050,000.00 | 1,056,213.86 | |||
| T 3% 02/15/47 | 2,400,000.00 | 2,094,937.48 | |||
| T 3% 02/15/48 | 3,100,000.00 | 2,709,835.92 | |||
| T 3% 02/15/49 | 1,940,000.00 | 1,703,183.59 | |||
| T 3% 05/15/42 | 1,100,000.00 | 975,132.81 | |||
| T 3% 05/15/45 | 600,000.00 | 523,429.68 | |||
| T 3% 05/15/47 | 1,300,000.00 | 1,134,859.37 | |||
| T 3% 08/15/48 | 3,060,000.00 | 2,678,934.37 | |||
| T 3% 08/15/52 | 2,570,000.00 | 2,251,360.13 | |||
| T 3% 09/30/25 | 3,660,000.00 | 3,547,626.58 | |||
| T 3% 10/31/25 | 1,000,000.00 | 969,062.50 | |||
| T 3% 11/15/44 | 1,550,000.00 | 1,353,707.03 | |||
| T 4.25% 05/15/39 | 850,000.00 | 911,591.79 | |||
| T 4.25% 11/15/40 | 900,000.00 | 962,578.12 | |||
| T 4.375% 02/15/38 | 500,000.00 | 543,046.87 | |||
| T 4.375% 05/15/40 | 750,000.00 | 814,189.45 | |||
| T 4.375% 05/15/41 | 550,000.00 | 597,781.25 | |||
| T 4.375% 11/15/39 | 650,000.00 | 706,506.83 | |||
| T 4.5% 02/15/36 | 600,000.00 | 660,539.06 | |||
| T 4.5% 05/15/38 | 970,000.00 | 1,067,454.68 | |||
| T 4.5% 08/15/39 | 750,000.00 | 828,046.87 | |||
| T 4.5% 11/15/25 | 4,350,000.00 | 4,383,814.46 | |||
| T 4.625% 02/15/40 | 700,000.00 | 784,792.96 | |||
| T 4.75% 02/15/41 | 750,000.00 | 853,417.96 | |||
| T 4% 11/15/52 | 1,000,000.00 | 1,059,687.50 | |||
| T 4% 12/15/25 | 5,000,000.00 | 4,980,859.40 | |||
| T 5.0% 05/15/37 | 650,000.00 | 750,940.43 | |||
| T 5.25% 11/15/28 | 900,000.00 | 966,937.50 | |||
| T 5.375% 02/15/31 | 750,000.00 | 836,718.75 | |||
| T 6.0% 02/15/26 | 600,000.00 | 631,804.68 | |||
| T 6.125% 11/15/27 | 1,050,000.00 | 1,152,251.95 | |||
| T 6.25% 05/15/30 | 720,000.00 | 834,665.62 | |||
| アメリカドル 小計 | 624,860,000.00 | 558,113,268.05 | |||
| (73,994,657,078) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 890,000.00 | 807,529.93 | ||
| CAN 0.25% 04/01/24 | 990,000.00 | 944,823.33 | |||
| CAN 0.5% 09/01/25 | 1,590,000.00 | 1,468,377.72 | |||
| CAN 0.5% 12/01/30 | 2,320,000.00 | 1,918,041.44 | |||
| CAN 0.75% 02/01/24 | 430,000.00 | 414,526.02 | |||
| CAN 0.75% 10/01/24 | 300,000.00 | 284,299.50 | |||
| CAN 1.25% 03/01/25 | 500,000.00 | 474,628.50 | |||
| CAN 1.25% 03/01/27 | 640,000.00 | 592,362.24 | |||
| CAN 1.25% 06/01/30 | 1,940,000.00 | 1,718,355.00 | |||
| CAN 1.5% 04/01/25 | 1,210,000.00 | 1,152,770.63 | |||
| CAN 1.5% 05/01/24 | 1,850,000.00 | 1,787,381.20 | |||
| CAN 1.5% 06/01/26 | 740,000.00 | 698,451.22 | |||
| CAN 1.5% 06/01/31 | 2,010,000.00 | 1,787,378.43 | |||
| CAN 1.5% 09/01/24 | 660,000.00 | 634,059.36 | |||
| CAN 1.5% 12/01/31 | 1,230,000.00 | 1,085,894.43 | |||
| CAN 1.75% 12/01/53 | 1,400,000.00 | 1,032,662.40 | |||
| CAN 1% 06/01/27 | 880,000.00 | 806,171.52 | |||
| CAN 1% 09/01/26 | 1,220,000.00 | 1,125,830.64 | |||
| CAN 2.25% 03/01/24 | 670,000.00 | 654,989.32 | |||
| CAN 2.25% 06/01/25 | 670,000.00 | 649,378.74 | |||
| CAN 2.25% 06/01/29 | 390,000.00 | 373,182.03 | |||
| CAN 2.5% 06/01/24 | 1,780,000.00 | 1,739,905.50 | |||
| CAN 2.5% 12/01/32 | 740,000.00 | 706,620.82 | |||
| CAN 2.75% 08/01/24 | 280,000.00 | 274,140.44 | |||
| CAN 2.75% 09/01/27 | 710,000.00 | 697,489.80 | |||
| CAN 2.75% 12/01/48 | 510,000.00 | 478,743.63 | |||
| CAN 2.75% 12/01/64 | 350,000.00 | 323,282.75 | |||
| CAN 2% 06/01/28 | 500,000.00 | 475,053.00 | |||
| CAN 2% 06/01/32 | 1,190,000.00 | 1,091,339.48 | |||
| CAN 2% 12/01/51 | 2,510,000.00 | 1,989,380.82 | |||
| CAN 3.5% 12/01/45 | 590,000.00 | 625,554.58 | |||
| CAN 4.0% 06/01/41 | 490,000.00 | 549,037.16 | |||
| CAN 5.75% 06/01/29 | 480,000.00 | 554,372.64 | |||
| CAN 5.75% 06/01/33 | 620,000.00 | 765,113.48 | |||
| CAN 5% 06/01/37 | 560,000.00 | 680,450.40 | |||
| カナダドル 小計 | 33,840,000.00 | 31,361,578.10 | |||
| (3,095,074,142) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 6,400,000.00 | 7,162,048.00 | ||
| MBONO 10% 12/05/24 | 20,780,000.00 | 20,880,596.60 | |||
| MBONO 5.5% 03/04/27 | 4,240,000.00 | 3,751,721.60 | |||
| MBONO 5.75% 03/05/26 | 23,680,000.00 | 21,525,374.55 | |||
| MBONO 7.5% 05/26/33 | 1,960,000.00 | 1,833,586.46 | |||
| MBONO 7.5% 06/03/27 | 21,620,000.00 | 20,670,017.20 | |||
| MBONO 7.75% 05/29/31 | 17,390,000.00 | 16,611,449.70 | |||
| MBONO 7.75% 11/13/42 | 13,980,000.00 | 12,715,369.20 | |||
| MBONO 7.75% 11/23/34 | 4,970,000.00 | 4,696,103.30 | |||
| MBONO 8.5% 05/31/29 | 20,740,000.00 | 20,723,615.40 | |||
| MBONO 8.5% 11/18/38 | 13,720,000.00 | 13,517,630.00 | |||
| MBONO 8% 07/31/53 | 4,410,000.00 | 4,104,436.86 | |||
| MBONO 8% 09/05/24 | 18,530,000.00 | 17,940,998.19 | |||
| MBONO 8% 11/07/47 | 14,310,000.00 | 13,298,855.40 | |||
| メキシコペソ 小計 | 186,730,000.00 | 179,431,802.46 | |||
| (1,241,668,073) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 660,000.00 | 549,692.88 | ||
| BGB 0.35% 06/22/32 | 700,000.00 | 558,389.43 | |||
| BGB 0.4% 06/22/40 | 400,000.00 | 254,037.60 | |||
| BGB 0.5% 10/22/24 | 490,000.00 | 473,153.80 | |||
| BGB 0.65% 06/22/71 | 340,000.00 | 149,031.52 | |||
| BGB 0.8% 06/22/25 | 1,100,000.00 | 1,055,714.00 | |||
| BGB 0.8% 06/22/27 | 750,000.00 | 696,839.25 | |||
| BGB 0.8% 06/22/28 | 810,000.00 | 740,517.39 | |||
| BGB 0.9% 06/22/29 | 1,100,000.00 | 992,831.40 | |||
| BGB 0% 10/22/27 | 600,000.00 | 532,826.40 | |||
| BGB 0% 10/22/31 | 730,000.00 | 575,501.34 | |||
| BGB 1.25% 04/22/33 | 550,000.00 | 473,412.50 | |||
| BGB 1.4% 06/22/53 | 520,000.00 | 343,577.41 | |||
| BGB 1.45% 06/22/37 | 400,000.00 | 325,202.00 | |||
| BGB 1.6% 06/22/47 | 640,000.00 | 471,031.04 | |||
| BGB 1.7% 06/22/50 | 710,000.00 | 520,676.37 | |||
| BGB 1.9% 06/22/38 | 510,000.00 | 435,631.45 | |||
| BGB 1% 06/22/26 | 1,080,000.00 | 1,027,614.81 | |||
| BGB 1% 06/22/31 | 910,000.00 | 794,228.89 | |||
| BGB 2.15% 06/22/66 | 450,000.00 | 358,287.11 | |||
| BGB 2.25% 06/22/57 | 380,000.00 | 313,241.78 | |||
| BGB 2.6% 06/22/24 | 1,000,000.00 | 998,504.00 | |||
| BGB 2.75% 04/22/39 | 70,000.00 | 66,592.75 | |||
| BGB 3.75% 06/22/45 | 520,000.00 | 567,055.32 | |||
| BGB 3% 06/22/33 | 300,000.00 | 302,108.49 | |||
| BGB 3% 06/22/34 | 350,000.00 | 350,845.95 | |||
| BGB 4.25% 03/28/41 | 1,110,000.00 | 1,274,726.99 | |||
| BGB 4.5% 03/28/26 | 750,000.00 | 794,436.75 | |||
| BGB 4% 03/28/32 | 620,000.00 | 678,211.80 | |||
| BGB 5.5% 03/28/28 | 1,170,000.00 | 1,334,869.38 | |||
| BGB 5% 03/28/35 | 1,270,000.00 | 1,526,284.73 | |||
| BKO 0.2% 06/14/24 | 1,850,000.00 | 1,790,302.35 | |||
| BKO 0.4% 09/13/24 | 330,000.00 | 318,615.99 | |||
| BKO 0% 03/15/24 | 620,000.00 | 602,651.54 | |||
| BTPS 0.25% 03/15/28 | 1,250,000.00 | 1,065,163.75 | |||
| BTPS 0.35% 02/01/25 | 2,350,000.00 | 2,229,825.70 | |||
| BTPS 0.45% 02/15/29 | 1,710,000.00 | 1,423,291.14 | |||
| BTPS 0.5% 02/01/26 | 500,000.00 | 461,703.00 | |||
| BTPS 0.5% 07/15/28 | 730,000.00 | 623,544.83 | |||
| BTPS 0.6% 08/01/31 | 1,500,000.00 | 1,154,149.50 | |||
| BTPS 0.85% 01/15/27 | 1,600,000.00 | 1,458,144.00 | |||
| BTPS 0.9% 04/01/31 | 1,300,000.00 | 1,039,886.90 | |||
| BTPS 0.95% 03/01/37 | 600,000.00 | 399,558.00 | |||
| BTPS 0.95% 06/01/32 | 880,000.00 | 680,029.32 | |||
| BTPS 0.95% 08/01/30 | 1,330,000.00 | 1,090,006.82 | |||
| BTPS 0.95% 09/15/27 | 1,000,000.00 | 899,503.00 | |||
| BTPS 0.95% 12/01/31 | 1,120,000.00 | 879,103.18 | |||
| BTPS 0% 04/01/26 | 2,700,000.00 | 2,438,988.30 | |||
| BTPS 0% 04/15/24 | 480,000.00 | 463,192.80 | |||
| BTPS 0% 08/01/26 | 1,330,000.00 | 1,188,887.00 | |||
| BTPS 0% 08/15/24 | 1,610,000.00 | 1,538,375.93 | |||
| BTPS 1.2% 08/15/25 | 540,000.00 | 514,780.92 | |||
| BTPS 1.25% 12/01/26 | 1,170,000.00 | 1,087,039.98 | |||
| BTPS 1.35% 04/01/30 | 750,000.00 | 641,444.70 | |||
| BTPS 1.45% 03/01/36 | 830,000.00 | 607,561.66 | |||
| BTPS 1.45% 05/15/25 | 1,070,000.00 | 1,034,012.69 | |||
| BTPS 1.45% 11/15/24 | 1,520,000.00 | 1,479,566.48 | |||
| BTPS 1.5% 04/30/45 | 650,000.00 | 398,728.20 | |||
| BTPS 1.5% 06/01/25 | 1,500,000.00 | 1,448,488.50 | |||
| BTPS 1.6% 06/01/26 | 1,350,000.00 | 1,281,490.20 | |||
| BTPS 1.65% 03/01/32 | 1,300,000.00 | 1,083,573.06 | |||
| BTPS 1.65% 12/01/30 | 1,450,000.00 | 1,243,868.00 | |||
| BTPS 1.7% 09/01/51 | 750,000.00 | 449,672.67 | |||
| BTPS 1.75% 05/30/24 | 280,000.00 | 275,120.06 | |||
| BTPS 1.75% 07/01/24 | 1,840,000.00 | 1,807,546.08 | |||
| BTPS 1.8% 03/01/41 | 890,000.00 | 619,402.53 | |||
| BTPS 1.85% 05/15/24 | 750,000.00 | 739,220.25 | |||
| BTPS 1.85% 07/01/25 | 820,000.00 | 796,304.46 | |||
| BTPS 2.05% 08/01/27 | 1,040,000.00 | 985,465.84 | |||
| BTPS 2.15% 03/01/72 | 240,000.00 | 146,318.40 | |||
| BTPS 2.15% 09/01/52 | 510,000.00 | 334,008.23 | |||
| BTPS 2.2% 06/01/27 | 1,110,000.00 | 1,061,942.93 | |||
| BTPS 2.25% 09/01/36 | 1,190,000.00 | 957,823.86 | |||
| BTPS 2.45% 09/01/33 | 1,360,000.00 | 1,170,409.20 | |||
| BTPS 2.45% 09/01/50 | 970,000.00 | 697,010.96 | |||
| BTPS 2.5% 11/15/25 | 660,000.00 | 649,082.28 | |||
| BTPS 2.5% 12/01/24 | 1,300,000.00 | 1,289,470.00 | |||
| BTPS 2.5% 12/01/32 | 960,000.00 | 846,024.96 | |||
| BTPS 2.65% 12/01/27 | 770,000.00 | 744,157.26 | |||
| BTPS 2.7% 03/01/47 | 940,000.00 | 730,700.54 | |||
| BTPS 2.8% 03/01/67 | 500,000.00 | 360,157.50 | |||
| BTPS 2.8% 06/15/29 | 700,000.00 | 667,353.40 | |||
| BTPS 2.8% 12/01/28 | 1,260,000.00 | 1,216,857.60 | |||
| BTPS 2.95% 09/01/38 | 850,000.00 | 727,574.50 | |||
| BTPS 2% 02/01/28 | 930,000.00 | 871,582.98 | |||
| BTPS 2% 12/01/25 | 1,050,000.00 | 1,017,748.20 | |||
| BTPS 3.1% 03/01/40 | 670,000.00 | 574,563.86 | |||
| BTPS 3.25% 09/01/46 | 980,000.00 | 838,366.48 | |||
| BTPS 3.35% 03/01/35 | 1,100,000.00 | 1,010,992.40 | |||
| BTPS 3.45% 03/01/48 | 1,040,000.00 | 918,485.36 | |||
| BTPS 3.5% 03/01/30 | 1,950,000.00 | 1,935,794.25 | |||
| BTPS 3.75% 09/01/24 | 1,040,000.00 | 1,050,858.64 | |||
| BTPS 3.85% 09/01/49 | 840,000.00 | 784,680.96 | |||
| BTPS 3% 08/01/29 | 1,210,000.00 | 1,171,582.50 | |||
| BTPS 4.4% 05/01/33 | 250,000.00 | 256,061.20 | |||
| BTPS 4.45% 09/01/43 | 440,000.00 | 445,641.68 | |||
| BTPS 4.5% 03/01/24 | 1,130,000.00 | 1,146,426.81 | |||
| BTPS 4.5% 03/01/26 | 930,000.00 | 964,028.42 | |||
| BTPS 4.75% 09/01/28 | 1,810,000.00 | 1,927,092.52 | |||
| BTPS 4.75% 09/01/44 | 1,130,000.00 | 1,199,237.13 | |||
| BTPS 4% 02/01/37 | 1,800,000.00 | 1,771,388.58 | |||
| BTPS 5.0% 08/01/39 | 1,440,000.00 | 1,563,503.04 | |||
| BTPS 5.25% 11/01/29 | 1,770,000.00 | 1,953,924.24 | |||
| BTPS 5.75% 02/01/33 | 1,320,000.00 | 1,501,279.56 | |||
| BTPS 5% 03/01/25 | 1,290,000.00 | 1,339,778.52 | |||
| BTPS 5% 08/01/34 | 1,260,000.00 | 1,354,122.00 | |||
| BTPS 5% 09/01/40 | 1,600,000.00 | 1,741,737.28 | |||
| BTPS 6.5% 11/01/27 | 2,070,000.00 | 2,357,924.58 | |||
| BTPS 6% 05/01/31 | 1,600,000.00 | 1,856,304.00 | |||
| BTPS 7.25% 11/01/26 | 350,000.00 | 399,703.50 | |||
| DBR 0.25% 02/15/27 | 230,000.00 | 212,282.87 | |||
| DBR 0.25% 02/15/29 | 1,750,000.00 | 1,557,672.36 | |||
| DBR 0.25% 08/15/28 | 1,300,000.00 | 1,167,524.80 | |||
| DBR 0.5% 02/15/25 | 2,090,000.00 | 2,007,582.94 | |||
| DBR 0.5% 02/15/26 | 2,300,000.00 | 2,176,424.45 | |||
| DBR 0.5% 02/15/28 | 1,510,000.00 | 1,386,184.53 | |||
| DBR 0.5% 08/15/27 | 940,000.00 | 869,763.20 | |||
| DBR 0% 02/15/30 | 1,660,000.00 | 1,424,382.92 | |||
| DBR 0% 02/15/31 | 1,240,000.00 | 1,040,959.53 | |||
| DBR 0% 02/15/32 | 2,080,000.00 | 1,705,277.06 | |||
| DBR 0% 05/15/35 | 1,280,000.00 | 964,184.32 | |||
| DBR 0% 05/15/36 | 1,320,000.00 | 969,393.48 | |||
| DBR 0% 08/15/26 | 1,620,000.00 | 1,494,752.13 | |||
| DBR 0% 08/15/29 | 2,430,000.00 | 2,106,144.18 | |||
| DBR 0% 08/15/30 | 1,480,000.00 | 1,257,445.00 | |||
| DBR 0% 08/15/30 | 400,000.00 | 340,515.58 | |||
| DBR 0% 08/15/31 | 2,310,000.00 | 1,917,679.40 | |||
| DBR 0% 08/15/50 | 2,740,000.00 | 1,505,473.43 | |||
| DBR 0% 08/15/52 | 1,140,000.00 | 601,084.38 | |||
| DBR 0% 11/15/27 | 1,230,000.00 | 1,105,622.40 | |||
| DBR 0% 11/15/28 | 830,000.00 | 730,986.81 | |||
| DBR 1.25% 08/15/48 | 1,880,000.00 | 1,522,696.22 | |||
| DBR 1.5% 05/15/24 | 1,020,000.00 | 1,006,036.20 | |||
| DBR 1.7% 08/15/32 | 1,310,000.00 | 1,249,223.35 | |||
| DBR 1.75% 02/15/24 | 1,250,000.00 | 1,238,881.25 | |||
| DBR 1.8% 08/15/53 | 90,000.00 | 80,751.51 | |||
| DBR 1% 05/15/38 | 220,000.00 | 182,055.28 | |||
| DBR 1% 08/15/24 | 1,610,000.00 | 1,572,792.90 | |||
| DBR 1% 08/15/25 | 1,130,000.00 | 1,089,896.30 | |||
| DBR 2.3% 02/15/33 | 170,000.00 | 170,266.73 | |||
| DBR 2.5% 07/04/44 | 1,620,000.00 | 1,674,131.32 | |||
| DBR 2.5% 08/15/46 | 1,770,000.00 | 1,843,355.88 | |||
| DBR 3.25% 07/04/42 | 1,160,000.00 | 1,324,061.12 | |||
| DBR 4.0% 01/04/37 | 1,670,000.00 | 1,997,284.26 | |||
| DBR 4.25% 07/04/39 | 1,090,000.00 | 1,373,225.60 | |||
| DBR 4.75% 07/04/28 | 700,000.00 | 789,220.60 | |||
| DBR 4.75% 07/04/34 | 1,240,000.00 | 1,544,617.16 | |||
| DBR 4.75% 07/04/40 | 1,220,000.00 | 1,635,237.98 | |||
| DBR 5.5% 01/04/31 | 1,640,000.00 | 2,024,314.32 | |||
| DBR 5.625% 01/04/28 | 1,500,000.00 | 1,732,114.50 | |||
| DBR 6.25% 01/04/30 | 610,000.00 | 765,715.92 | |||
| DBR 6.5% 07/04/27 | 1,270,000.00 | 1,491,527.37 | |||
| FRTR 0.25% 11/25/26 | 1,590,000.00 | 1,459,901.43 | |||
| FRTR 0.5% 05/25/25 | 3,160,000.00 | 3,010,500.40 | |||
| FRTR 0.5% 05/25/26 | 2,930,000.00 | 2,741,457.43 | |||
| FRTR 0.5% 05/25/29 | 2,830,000.00 | 2,495,778.41 | |||
| FRTR 0.5% 05/25/40 | 1,260,000.00 | 832,664.70 | |||
| FRTR 0.5% 05/25/72 | 460,000.00 | 184,300.65 | |||
| FRTR 0.5% 06/25/44 | 790,000.00 | 479,828.62 | |||
| FRTR 0.75% 02/25/28 | 1,430,000.00 | 1,308,208.33 | |||
| FRTR 0.75% 05/25/28 | 2,960,000.00 | 2,697,282.24 | |||
| FRTR 0.75% 05/25/52 | 1,930,000.00 | 1,090,260.89 | |||
| FRTR 0.75% 05/25/53 | 1,350,000.00 | 744,404.85 | |||
| FRTR 0.75% 11/25/28 | 3,190,000.00 | 2,883,351.68 | |||
| FRTR 0% 02/25/24 | 1,850,000.00 | 1,798,313.95 | |||
| FRTR 0% 02/25/25 | 880,000.00 | 833,272.00 | |||
| FRTR 0% 02/25/26 | 2,220,000.00 | 2,052,906.86 | |||
| FRTR 0% 02/25/27 | 2,320,000.00 | 2,096,268.48 | |||
| FRTR 0% 03/25/24 | 2,240,000.00 | 2,172,428.16 | |||
| FRTR 0% 03/25/25 | 3,280,000.00 | 3,099,094.88 | |||
| FRTR 0% 05/25/32 | 2,150,000.00 | 1,679,208.05 | |||
| FRTR 0% 11/25/29 | 2,760,000.00 | 2,325,542.88 | |||
| FRTR 0% 11/25/30 | 3,330,000.00 | 2,727,899.37 | |||
| FRTR 0% 11/25/31 | 3,190,000.00 | 2,534,691.06 | |||
| FRTR 1.25% 05/25/34 | 2,030,000.00 | 1,716,242.59 | |||
| FRTR 1.25% 05/25/36 | 2,660,000.00 | 2,163,827.54 | |||
| FRTR 1.5% 05/25/31 | 2,770,000.00 | 2,550,632.62 | |||
| FRTR 1.5% 05/25/50 | 1,960,000.00 | 1,404,046.00 | |||
| FRTR 1.75% 05/25/66 | 850,000.00 | 607,623.58 | |||
| FRTR 1.75% 06/25/39 | 1,660,000.00 | 1,400,442.40 | |||
| FRTR 1.75% 11/25/24 | 2,020,000.00 | 1,986,989.16 | |||
| FRTR 1% 05/25/27 | 2,180,000.00 | 2,045,119.04 | |||
| FRTR 1% 11/25/25 | 1,340,000.00 | 1,283,552.50 | |||
| FRTR 2.25% 05/25/24 | 2,290,000.00 | 2,275,992.07 | |||
| FRTR 2.5% 05/25/30 | 2,900,000.00 | 2,889,818.10 | |||
| FRTR 2.5% 05/25/43 | 250,000.00 | 228,254.03 | |||
| FRTR 2.75% 10/25/27 | 3,280,000.00 | 3,310,930.40 | |||
| FRTR 2% 05/25/48 | 1,890,000.00 | 1,540,501.20 | |||
| FRTR 2% 11/25/32 | 1,360,000.00 | 1,274,534.88 | |||
| FRTR 3.25% 05/25/45 | 1,800,000.00 | 1,852,801.20 | |||
| FRTR 3.5% 04/25/26 | 3,120,000.00 | 3,208,998.00 | |||
| FRTR 4.5% 04/25/41 | 2,340,000.00 | 2,800,603.26 | |||
| FRTR 4.75% 04/25/35 | 1,590,000.00 | 1,883,402.70 | |||
| FRTR 4% 04/25/55 | 1,070,000.00 | 1,266,811.94 | |||
| FRTR 4% 04/25/60 | 1,050,000.00 | 1,267,363.65 | |||
| FRTR 4% 10/25/38 | 1,600,000.00 | 1,789,313.44 | |||
| FRTR 5.5% 04/25/29 | 2,500,000.00 | 2,915,250.00 | |||
| FRTR 5.75% 10/25/32 | 2,150,000.00 | 2,702,962.80 | |||
| FRTR 6.0% 10/25/25 | 1,450,000.00 | 1,577,254.90 | |||
| IRISH 0.2% 05/15/27 | 410,000.00 | 372,203.33 | |||
| IRISH 0.2% 10/18/30 | 470,000.00 | 391,767.56 | |||
| IRISH 0.35% 10/18/32 | 170,000.00 | 136,252.96 | |||
| IRISH 0.4% 05/15/35 | 280,000.00 | 208,365.92 | |||
| IRISH 0.55% 04/22/41 | 220,000.00 | 143,894.08 | |||
| IRISH 0.9% 05/15/28 | 440,000.00 | 405,202.60 | |||
| IRISH 0% 10/18/31 | 440,000.00 | 349,759.29 | |||
| IRISH 1.1% 05/15/29 | 550,000.00 | 503,388.60 | |||
| IRISH 1.3% 05/15/33 | 310,000.00 | 269,298.86 | |||
| IRISH 1.35% 03/18/31 | 240,000.00 | 218,240.40 | |||
| IRISH 1.5% 05/15/50 | 430,000.00 | 309,752.22 | |||
| IRISH 1.7% 05/15/37 | 440,000.00 | 374,941.60 | |||
| IRISH 1% 05/15/26 | 670,000.00 | 640,143.62 | |||
| IRISH 2.4% 05/15/30 | 660,000.00 | 652,467.42 | |||
| IRISH 2% 02/18/45 | 620,000.00 | 514,609.30 | |||
| IRISH 3.4% 03/18/24 | 380,000.00 | 383,234.63 | |||
| IRISH 3% 10/18/43 | 170,000.00 | 169,816.23 | |||
| IRISH 5.4% 03/13/25 | 670,000.00 | 708,418.47 | |||
| NETHER 0.25% 07/15/25 | 760,000.00 | 719,353.45 | |||
| NETHER 0.25% 07/15/29 | 760,000.00 | 662,282.08 | |||
| NETHER 0.5% 01/15/40 | 910,000.00 | 655,761.47 | |||
| NETHER 0.5% 07/15/26 | 840,000.00 | 785,754.48 | |||
| NETHER 0.5% 07/15/32 | 720,000.00 | 598,133.52 | |||
| NETHER 0.75% 07/15/27 | 900,000.00 | 837,444.90 | |||
| NETHER 0.75% 07/15/28 | 1,090,000.00 | 997,726.05 | |||
| NETHER 0% 01/15/26 | 640,000.00 | 594,410.04 | |||
| NETHER 0% 01/15/27 | 750,000.00 | 681,558.75 | |||
| NETHER 0% 01/15/29 | 1,040,000.00 | 900,106.48 | |||
| NETHER 0% 01/15/38 | 530,000.00 | 360,328.45 | |||
| NETHER 0% 01/15/52 | 740,000.00 | 376,544.56 | |||
| NETHER 0% 07/15/30 | 850,000.00 | 710,270.20 | |||
| NETHER 0% 07/15/31 | 700,000.00 | 569,447.20 | |||
| NETHER 2.5% 01/15/33 | 820,000.00 | 814,159.14 | |||
| NETHER 2.75% 01/15/47 | 1,160,000.00 | 1,212,762.60 | |||
| NETHER 2% 01/15/54 | 230,000.00 | 206,694.99 | |||
| NETHER 2% 07/15/24 | 1,110,000.00 | 1,100,137.42 | |||
| NETHER 3.75% 01/15/42 | 1,010,000.00 | 1,184,881.50 | |||
| NETHER 4% 01/15/37 | 1,070,000.00 | 1,239,687.66 | |||
| NETHER 5.5% 01/15/28 | 650,000.00 | 741,264.87 | |||
| OBL 0% 04/05/24 | 1,880,000.00 | 1,824,493.00 | |||
| OBL 0% 04/10/26 | 1,500,000.00 | 1,393,564.50 | |||
| OBL 0% 04/11/25 | 1,420,000.00 | 1,345,001.74 | |||
| OBL 0% 04/16/27 | 1,510,000.00 | 1,372,349.91 | |||
| OBL 0% 10/09/26 | 630,000.00 | 578,782.26 | |||
| OBL 0% 10/10/25 | 1,970,000.00 | 1,847,848.18 | |||
| OBL 0% 10/18/24 | 1,390,000.00 | 1,330,932.39 | |||
| OBL 1.3% 10/15/27 | 2,620,000.00 | 2,506,189.82 | |||
| OBL 2.2% 04/13/28 | 700,000.00 | 696,831.80 | |||
| RAGB 0.25% 10/20/36 | 360,000.00 | 251,991.00 | |||
| RAGB 0.5% 02/20/29 | 810,000.00 | 712,499.49 | |||
| RAGB 0.5% 04/20/27 | 650,000.00 | 596,817.00 | |||
| RAGB 0.7% 04/20/71 | 200,000.00 | 94,951.40 | |||
| RAGB 0.75% 02/20/28 | 830,000.00 | 757,551.79 | |||
| RAGB 0.75% 03/20/51 | 410,000.00 | 245,874.95 | |||
| RAGB 0.75% 10/20/26 | 900,000.00 | 842,653.80 | |||
| RAGB 0.85% 06/30/20 | 200,000.00 | 87,490.00 | |||
| RAGB 0.9% 02/20/32 | 800,000.00 | 677,956.80 | |||
| RAGB 0% 02/20/30 | 660,000.00 | 545,781.72 | |||
| RAGB 0% 02/20/31 | 720,000.00 | 577,177.20 | |||
| RAGB 0% 04/20/25 | 370,000.00 | 349,318.11 | |||
| RAGB 0% 07/15/24 | 660,000.00 | 635,865.78 | |||
| RAGB 0% 10/20/40 | 330,000.00 | 196,279.71 | |||
| RAGB 1.2% 10/20/25 | 830,000.00 | 801,570.84 | |||
| RAGB 1.5% 02/20/47 | 490,000.00 | 371,898.24 | |||
| RAGB 1.5% 11/02/86 | 200,000.00 | 127,281.21 | |||
| RAGB 1.65% 10/21/24 | 560,000.00 | 550,861.36 | |||
| RAGB 1.85% 05/23/49 | 220,000.00 | 178,706.44 | |||
| RAGB 2.1% 09/20/17 | 360,000.00 | 278,740.97 | |||
| RAGB 2.4% 05/23/34 | 530,000.00 | 504,452.41 | |||
| RAGB 2% 07/15/26 | 260,000.00 | 255,047.52 | |||
| RAGB 3.15% 06/20/44 | 420,000.00 | 434,337.96 | |||
| RAGB 3.8% 01/26/62 | 180,000.00 | 216,382.68 | |||
| RAGB 4.15% 03/15/37 | 920,000.00 | 1,045,365.64 | |||
| RAGB 4.85% 03/15/26 | 540,000.00 | 577,369.62 | |||
| RAGB 6.25% 07/15/27 | 540,000.00 | 622,156.68 | |||
| RFGB 0.125% 04/15/36 | 270,000.00 | 188,031.88 | |||
| RFGB 0.125% 04/15/52 | 240,000.00 | 116,943.36 | |||
| RFGB 0.125% 09/15/31 | 370,000.00 | 296,186.85 | |||
| RFGB 0.25% 09/15/40 | 210,000.00 | 133,245.84 | |||
| RFGB 0.5% 04/15/26 | 600,000.00 | 564,539.40 | |||
| RFGB 0.5% 04/15/43 | 180,000.00 | 115,133.34 | |||
| RFGB 0.5% 09/15/27 | 380,000.00 | 346,497.75 | |||
| RFGB 0.5% 09/15/28 | 290,000.00 | 257,824.21 | |||
| RFGB 0.5% 09/15/29 | 290,000.00 | 252,375.40 | |||
| RFGB 0.75% 04/15/31 | 270,000.00 | 230,818.14 | |||
| RFGB 0.875% 09/15/25 | 410,000.00 | 393,448.75 | |||
| RFGB 0% 09/15/24 | 360,000.00 | 345,722.04 | |||
| RFGB 0% 09/15/30 | 330,000.00 | 268,925.30 | |||
| RFGB 1.125% 04/15/34 | 270,000.00 | 224,689.68 | |||
| RFGB 1.375% 04/15/47 | 270,000.00 | 204,904.08 | |||
| RFGB 1.5% 09/15/32 | 220,000.00 | 195,887.12 | |||
| RFGB 2.625% 07/04/42 | 380,000.00 | 366,318.55 | |||
| RFGB 2.75% 07/04/28 | 380,000.00 | 383,057.67 | |||
| RFGB 2% 04/15/24 | 110,000.00 | 109,276.64 | |||
| RFGB 4% 07/04/25 | 320,000.00 | 331,703.68 | |||
| SPGB 0.1% 04/30/31 | 1,570,000.00 | 1,237,599.60 | |||
| SPGB 0.25% 07/30/24 | 1,000,000.00 | 964,120.00 | |||
| SPGB 0.5% 04/30/30 | 1,780,000.00 | 1,499,696.28 | |||
| SPGB 0.5% 10/31/31 | 1,180,000.00 | 948,223.22 | |||
| SPGB 0.6% 10/31/29 | 970,000.00 | 834,437.65 | |||
| SPGB 0.7% 04/30/32 | 810,000.00 | 652,881.06 | |||
| SPGB 0.8% 07/30/27 | 1,190,000.00 | 1,090,444.60 | |||
| SPGB 0.8% 07/30/29 | 230,000.00 | 200,794.60 | |||
| SPGB 0.85% 07/30/37 | 640,000.00 | 446,409.60 | |||
| SPGB 0% 01/31/25 | 1,040,000.00 | 985,089.04 | |||
| SPGB 0% 01/31/26 | 1,070,000.00 | 984,749.89 | |||
| SPGB 0% 01/31/27 | 1,080,000.00 | 966,926.16 | |||
| SPGB 0% 01/31/28 | 1,080,000.00 | 938,688.48 | |||
| SPGB 0% 05/31/24 | 1,480,000.00 | 1,427,645.00 | |||
| SPGB 0% 05/31/25 | 570,000.00 | 534,280.38 | |||
| SPGB 1.2% 10/31/40 | 950,000.00 | 655,302.40 | |||
| SPGB 1.25% 10/31/30 | 1,200,000.00 | 1,056,558.00 | |||
| SPGB 1.3% 10/31/26 | 1,460,000.00 | 1,386,512.36 | |||
| SPGB 1.4% 04/30/28 | 1,920,000.00 | 1,785,171.84 | |||
| SPGB 1.4% 07/30/28 | 780,000.00 | 722,775.30 | |||
| SPGB 1.45% 04/30/29 | 750,000.00 | 689,102.25 | |||
| SPGB 1.45% 10/31/27 | 1,330,000.00 | 1,250,422.11 | |||
| SPGB 1.45% 10/31/71 | 260,000.00 | 129,144.95 | |||
| SPGB 1.5% 04/30/27 | 1,460,000.00 | 1,386,702.16 | |||
| SPGB 1.6% 04/30/25 | 1,250,000.00 | 1,218,757.50 | |||
| SPGB 1.85% 07/30/35 | 1,290,000.00 | 1,090,395.62 | |||
| SPGB 1.9% 10/31/52 | 650,000.00 | 440,570.00 | |||
| SPGB 1.95% 04/30/26 | 1,340,000.00 | 1,306,710.38 | |||
| SPGB 1.95% 07/30/30 | 1,520,000.00 | 1,416,071.52 | |||
| SPGB 1% 07/30/42 | 340,000.00 | 218,734.92 | |||
| SPGB 1% 10/31/50 | 1,040,000.00 | 572,609.44 | |||
| SPGB 2.15% 10/31/25 | 1,760,000.00 | 1,733,908.00 | |||
| SPGB 2.35% 07/30/33 | 990,000.00 | 911,283.12 | |||
| SPGB 2.55% 10/31/32 | 960,000.00 | 907,291.20 | |||
| SPGB 2.7% 10/31/48 | 1,020,000.00 | 867,683.73 | |||
| SPGB 2.75% 10/31/24 | 1,560,000.00 | 1,560,661.44 | |||
| SPGB 2.9% 10/31/46 | 1,120,000.00 | 1,003,816.80 | |||
| SPGB 3.45% 07/30/43 | 300,000.00 | 291,232.20 | |||
| SPGB 3.45% 07/30/66 | 900,000.00 | 845,193.60 | |||
| SPGB 3.8% 04/30/24 | 1,350,000.00 | 1,365,755.85 | |||
| SPGB 4.2% 01/31/37 | 1,310,000.00 | 1,416,547.54 | |||
| SPGB 4.65% 07/30/25 | 1,410,000.00 | 1,472,774.61 | |||
| SPGB 4.7% 07/30/41 | 1,300,000.00 | 1,501,074.90 | |||
| SPGB 4.9% 07/30/40 | 1,080,000.00 | 1,273,442.79 | |||
| SPGB 5.15% 10/31/28 | 1,100,000.00 | 1,228,686.80 | |||
| SPGB 5.15% 10/31/44 | 850,000.00 | 1,052,595.80 | |||
| SPGB 5.75% 07/30/32 | 1,450,000.00 | 1,764,494.85 | |||
| SPGB 5.9% 07/30/26 | 1,360,000.00 | 1,500,047.36 | |||
| SPGB 6.0% 01/31/29 | 2,350,000.00 | 2,751,723.10 | |||
| ユーロ 小計 | 374,830,000.00 | 349,308,669.53 | |||
| (49,696,144,414) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 780,000.00 | 715,884.00 | ||
| UKT 0.125% 01/31/24 | 980,000.00 | 948,512.60 | |||
| UKT 0.125% 01/31/28 | 880,000.00 | 758,984.60 | |||
| UKT 0.25% 01/31/25 | 1,540,000.00 | 1,446,614.40 | |||
| UKT 0.25% 07/31/31 | 1,890,000.00 | 1,472,877.00 | |||
| UKT 0.375% 10/22/26 | 1,170,000.00 | 1,056,779.10 | |||
| UKT 0.375% 10/22/30 | 1,090,000.00 | 882,333.20 | |||
| UKT 0.5% 01/31/29 | 880,000.00 | 750,833.60 | |||
| UKT 0.5% 10/22/61 | 930,000.00 | 347,192.25 | |||
| UKT 0.625% 06/07/25 | 1,160,000.00 | 1,096,142.00 | |||
| UKT 0.625% 07/31/35 | 1,390,000.00 | 988,075.94 | |||
| UKT 0.625% 10/22/50 | 640,000.00 | 302,808.06 | |||
| UKT 0.875% 01/31/46 | 400,000.00 | 223,916.00 | |||
| UKT 0.875% 07/31/33 | 830,000.00 | 648,520.50 | |||
| UKT 0.875% 10/22/29 | 820,000.00 | 709,261.62 | |||
| UKT 1.125% 01/31/39 | 1,320,000.00 | 912,568.80 | |||
| UKT 1.125% 10/22/73 | 480,000.00 | 219,315.64 | |||
| UKT 1.25% 07/22/27 | 740,000.00 | 683,271.60 | |||
| UKT 1.25% 07/31/51 | 890,000.00 | 508,563.80 | |||
| UKT 1.25% 10/22/41 | 1,440,000.00 | 961,804.80 | |||
| UKT 1.5% 07/22/26 | 930,000.00 | 881,638.51 | |||
| UKT 1.5% 07/22/47 | 1,010,000.00 | 646,844.40 | |||
| UKT 1.5% 07/31/53 | 260,000.00 | 156,397.64 | |||
| UKT 1.625% 10/22/28 | 480,000.00 | 443,211.84 | |||
| UKT 1.625% 10/22/54 | 720,000.00 | 445,809.60 | |||
| UKT 1.625% 10/22/71 | 710,000.00 | 408,037.00 | |||
| UKT 1.75% 01/22/49 | 600,000.00 | 403,176.00 | |||
| UKT 1.75% 07/22/57 | 1,050,000.00 | 668,057.46 | |||
| UKT 1.75% 09/07/37 | 1,110,000.00 | 875,722.95 | |||
| UKT 1% 01/31/32 | 1,680,000.00 | 1,382,640.00 | |||
| UKT 1% 04/22/24 | 1,450,000.00 | 1,409,087.67 | |||
| UKT 2.5% 07/22/65 | 860,000.00 | 664,040.40 | |||
| UKT 2.75% 09/07/24 | 980,000.00 | 970,395.02 | |||
| UKT 2% 09/07/25 | 1,090,000.00 | 1,060,264.80 | |||
| UKT 3.25% 01/22/44 | 1,240,000.00 | 1,147,448.38 | |||
| UKT 3.25% 01/31/33 | 200,000.00 | 198,452.00 | |||
| UKT 3.5% 01/22/45 | 1,230,000.00 | 1,179,433.47 | |||
| UKT 3.5% 07/22/68 | 920,000.00 | 908,500.00 | |||
| UKT 3.75% 01/29/38 | 370,000.00 | 373,455.80 | |||
| UKT 3.75% 07/22/52 | 900,000.00 | 904,599.00 | |||
| UKT 3.75% 10/22/53 | 400,000.00 | 401,120.00 | |||
| UKT 4.125% 01/29/27 | 540,000.00 | 555,503.40 | |||
| UKT 4.25% 03/07/36 | 790,000.00 | 849,867.78 | |||
| UKT 4.25% 06/07/32 | 1,070,000.00 | 1,157,440.40 | |||
| UKT 4.25% 09/07/39 | 670,000.00 | 714,474.60 | |||
| UKT 4.25% 12/07/27 | 1,100,000.00 | 1,154,496.20 | |||
| UKT 4.25% 12/07/40 | 790,000.00 | 842,377.00 | |||
| UKT 4.25% 12/07/46 | 1,060,000.00 | 1,136,500.20 | |||
| UKT 4.25% 12/07/49 | 810,000.00 | 875,115.90 | |||
| UKT 4.25% 12/07/55 | 1,100,000.00 | 1,216,754.00 | |||
| UKT 4.5% 09/07/34 | 730,000.00 | 806,701.83 | |||
| UKT 4.5% 12/07/42 | 770,000.00 | 850,819.20 | |||
| UKT 4.75% 12/07/30 | 850,000.00 | 943,143.00 | |||
| UKT 4.75% 12/07/38 | 810,000.00 | 916,346.52 | |||
| UKT 4% 01/22/60 | 670,000.00 | 725,096.78 | |||
| UKT 5% 03/07/25 | 600,000.00 | 622,014.72 | |||
| UKT 6.0% 12/07/28 | 1,070,000.00 | 1,227,455.85 | |||
| イギリスポンド 小計 | 51,870,000.00 | 45,756,698.83 | |||
| (7,300,938,865) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 3,010,000.00 | 2,588,050.97 | ||
| SGB 0.75% 05/12/28 | 3,240,000.00 | 3,029,890.53 | |||
| SGB 0.75% 11/12/29 | 3,840,000.00 | 3,539,642.03 | |||
| SGB 1% 11/12/26 | 4,650,000.00 | 4,456,893.73 | |||
| SGB 2.25% 06/01/32 | 2,560,000.00 | 2,627,443.20 | |||
| SGB 2.5% 05/12/25 | 4,430,000.00 | 4,435,948.16 | |||
| SGB 3.5% 03/30/39 | 2,440,000.00 | 2,981,594.11 | |||
| スウェーデンクローナ 小計 | 24,170,000.00 | 23,659,462.73 | |||
| (295,743,284) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 2,180,000.00 | 1,903,961.86 | ||
| NGB 1.375% 08/19/30 | 3,280,000.00 | 2,943,521.20 | |||
| NGB 1.5% 02/19/26 | 3,110,000.00 | 2,986,268.65 | |||
| NGB 1.75% 02/17/27 | 2,650,000.00 | 2,538,753.00 | |||
| NGB 1.75% 03/13/25 | 2,820,000.00 | 2,749,629.72 | |||
| NGB 1.75% 09/06/29 | 2,470,000.00 | 2,303,922.14 | |||
| NGB 2.125% 05/18/32 | 1,520,000.00 | 1,419,862.85 | |||
| NGB 2% 04/26/28 | 2,510,000.00 | 2,405,473.56 | |||
| NGB 3% 03/14/24 | 3,630,000.00 | 3,625,141.78 | |||
| ノルウェークローネ 小計 | 24,170,000.00 | 22,876,534.76 | |||
| (293,505,940) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 2,880,000.00 | 1,621,107.07 | ||
| DGB 0.5% 11/15/27 | 4,470,000.00 | 4,091,346.30 | |||
| DGB 0.5% 11/15/29 | 5,650,000.00 | 4,987,484.39 | |||
| DGB 0% 11/15/24 | 2,260,000.00 | 2,155,339.40 | |||
| DGB 0% 11/15/31 | 2,580,000.00 | 2,095,060.62 | |||
| DGB 1.75% 11/15/25 | 2,610,000.00 | 2,556,610.36 | |||
| DGB 4.5% 11/15/39 | 6,480,000.00 | 8,276,219.71 | |||
| デンマーククローネ 小計 | 26,930,000.00 | 25,783,167.85 | |||
| (492,974,169) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 1,430,000.00 | 1,168,596.00 | ||
| POLGB 0.75% 04/25/25 | 720,000.00 | 646,812.00 | |||
| POLGB 0% 07/25/24 | 300,000.00 | 275,985.00 | |||
| POLGB 1.25% 10/25/30 | 1,760,000.00 | 1,276,862.40 | |||
| POLGB 1.75% 04/25/32 | 1,380,000.00 | 988,425.00 | |||
| POLGB 2.25% 10/25/24 | 2,470,000.00 | 2,324,764.00 | |||
| POLGB 2.5% 04/25/24 | 1,880,000.00 | 1,805,646.00 | |||
| POLGB 2.5% 07/25/26 | 3,600,000.00 | 3,229,329.60 | |||
| POLGB 2.5% 07/25/27 | 2,010,000.00 | 1,755,433.50 | |||
| POLGB 2.75% 04/25/28 | 2,330,000.00 | 2,019,184.75 | |||
| POLGB 2.75% 10/25/29 | 3,650,000.00 | 3,050,396.25 | |||
| POLGB 3.25% 07/25/25 | 2,940,000.00 | 2,759,631.00 | |||
| POLGB 3.75% 05/25/27 | 300,000.00 | 276,600.00 | |||
| POLGB 5.75% 04/25/29 | 900,000.00 | 902,295.00 | |||
| ポーランドズロチ 小計 | 25,670,000.00 | 22,479,960.50 | |||
| (674,227,967) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 1,520,000.00 | 1,444,337.28 | ||
| ACGB 0.25% 11/21/25 | 1,340,000.00 | 1,239,813.37 | |||
| ACGB 0.5% 09/21/26 | 900,000.00 | 819,961.98 | |||
| ACGB 1.25% 05/21/32 | 1,140,000.00 | 942,474.92 | |||
| ACGB 1.5% 06/21/31 | 1,190,000.00 | 1,024,915.59 | |||
| ACGB 1.75% 06/21/51 | 1,010,000.00 | 643,411.32 | |||
| ACGB 1.75% 11/21/32 | 1,380,000.00 | 1,185,543.06 | |||
| ACGB 1% 11/21/31 | 1,990,000.00 | 1,624,767.77 | |||
| ACGB 1% 12/21/30 | 1,480,000.00 | 1,237,196.38 | |||
| ACGB 2.25% 05/21/28 | 630,000.00 | 601,087.64 | |||
| ACGB 2.5% 05/21/30 | 1,220,000.00 | 1,153,794.13 | |||
| ACGB 2.75% 04/21/24 | 680,000.00 | 675,831.32 | |||
| ACGB 2.75% 05/21/41 | 810,000.00 | 691,999.04 | |||
| ACGB 2.75% 06/21/35 | 630,000.00 | 576,739.64 | |||
| ACGB 2.75% 11/21/27 | 1,160,000.00 | 1,138,396.67 | |||
| ACGB 2.75% 11/21/28 | 770,000.00 | 750,580.13 | |||
| ACGB 2.75% 11/21/29 | 1,230,000.00 | 1,188,473.73 | |||
| ACGB 3.25% 04/21/25 | 1,250,000.00 | 1,254,818.50 | |||
| ACGB 3.25% 04/21/29 | 1,180,000.00 | 1,178,890.94 | |||
| ACGB 3.25% 06/21/39 | 650,000.00 | 606,743.78 | |||
| ACGB 3.75% 04/21/37 | 660,000.00 | 663,403.62 | |||
| ACGB 3.75% 05/21/34 | 670,000.00 | 684,630.18 | |||
| ACGB 3% 03/21/47 | 780,000.00 | 670,290.27 | |||
| ACGB 3% 11/21/33 | 950,000.00 | 908,100.93 | |||
| ACGB 4.25% 04/21/26 | 1,200,000.00 | 1,241,826.48 | |||
| ACGB 4.5% 04/21/33 | 1,040,000.00 | 1,132,239.78 | |||
| ACGB 4.75% 04/21/27 | 1,080,000.00 | 1,147,693.53 | |||
| オーストラリアドル 小計 | 28,540,000.00 | 26,427,961.98 | |||
| (2,415,251,445) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 280,000.00 | 233,029.11 | ||
| NZGB 0.5% 05/15/24 | 440,000.00 | 417,954.67 | |||
| NZGB 0.5% 05/15/26 | 360,000.00 | 322,269.93 | |||
| NZGB 1.5% 05/15/31 | 390,000.00 | 325,940.62 | |||
| NZGB 1.75% 05/15/41 | 240,000.00 | 165,317.70 | |||
| NZGB 2.75% 04/15/25 | 490,000.00 | 475,095.38 | |||
| NZGB 2.75% 04/15/37 | 350,000.00 | 298,903.50 | |||
| NZGB 2.75% 05/15/51 | 270,000.00 | 207,878.84 | |||
| NZGB 2% 05/15/32 | 280,000.00 | 239,718.46 | |||
| NZGB 3.5% 04/14/33 | 250,000.00 | 241,246.25 | |||
| NZGB 3% 04/20/29 | 450,000.00 | 429,841.17 | |||
| NZGB 4.25% 05/15/34 | 170,000.00 | 174,066.91 | |||
| NZGB 4.5% 04/15/27 | 430,000.00 | 440,684.81 | |||
| ニュージーランドドル 小計 | 4,400,000.00 | 3,971,947.35 | |||
| (332,451,993) | |||||
| 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 | 84,897.00 | |||
| SIGB 1.625% 07/01/31 | 200,000.00 | 179,887.19 | |||
| SIGB 1.875% 03/01/50 | 360,000.00 | 303,840.00 | |||
| SIGB 1.875% 10/01/51 | 210,000.00 | 178,712.10 | |||
| SIGB 2.125% 06/01/26 | 670,000.00 | 653,116.00 | |||
| SIGB 2.25% 08/01/36 | 440,000.00 | 402,932.20 | |||
| SIGB 2.375% 06/01/25 | 510,000.00 | 503,115.00 | |||
| SIGB 2.375% 07/01/39 | 230,000.00 | 211,830.00 | |||
| SIGB 2.625% 05/01/28 | 280,000.00 | 275,800.00 | |||
| SIGB 2.625% 08/01/32 | 100,000.00 | 96,843.87 | |||
| SIGB 2.75% 03/01/46 | 420,000.00 | 416,640.00 | |||
| SIGB 2.75% 04/01/42 | 300,000.00 | 296,358.00 | |||
| SIGB 2.875% 07/01/29 | 530,000.00 | 526,873.00 | |||
| SIGB 2.875% 09/01/30 | 460,000.00 | 456,182.00 | |||
| SIGB 2% 02/01/24 | 440,000.00 | 434,496.25 | |||
| SIGB 3.375% 09/01/33 | 360,000.00 | 371,808.00 | |||
| SIGB 3.5% 03/01/27 | 530,000.00 | 542,031.00 | |||
| SIGB 3% 08/01/72 | 140,000.00 | 154,330.75 | |||
| SIGB 3% 09/01/24 | 510,000.00 | 509,492.55 | |||
| シンガポールドル 小計 | 7,100,000.00 | 6,898,864.91 | |||
| (689,334,581) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 280,000.00 | 257,374.05 | ||
| MGS 3.478% 06/14/24 | 100,000.00 | 100,402.21 | |||
| MGS 3.502% 05/31/27 | 920,000.00 | 920,051.33 | |||
| MGS 3.582% 07/15/32 | 150,000.00 | 147,658.47 | |||
| MGS 3.733% 06/15/28 | 560,000.00 | 565,129.82 | |||
| MGS 3.757% 05/22/40 | 1,110,000.00 | 1,057,875.95 | |||
| MGS 3.828% 07/05/34 | 250,000.00 | 246,994.66 | |||
| MGS 3.844% 04/15/33 | 860,000.00 | 856,684.63 | |||
| MGS 3.882% 03/14/25 | 690,000.00 | 697,494.78 | |||
| MGS 3.885% 08/15/29 | 1,890,000.00 | 1,908,053.46 | |||
| MGS 3.892% 03/15/27 | 300,000.00 | 304,620.93 | |||
| MGS 3.899% 11/16/27 | 1,960,000.00 | 1,998,320.15 | |||
| MGS 3.9% 11/30/26 | 1,140,000.00 | 1,157,549.27 | |||
| MGS 3.906% 07/15/26 | 750,000.00 | 761,279.47 | |||
| MGS 3.955% 09/15/25 | 1,100,000.00 | 1,115,596.67 | |||
| MGS 4.059% 09/30/24 | 1,060,000.00 | 1,074,411.23 | |||
| MGS 4.065% 06/15/50 | 740,000.00 | 709,858.96 | |||
| MGS 4.181% 07/15/24 | 1,180,000.00 | 1,196,072.30 | |||
| MGS 4.232% 06/30/31 | 850,000.00 | 876,148.38 | |||
| MGS 4.254% 05/31/35 | 1,480,000.00 | 1,520,586.33 | |||
| MGS 4.392% 04/15/26 | 1,160,000.00 | 1,193,666.91 | |||
| MGS 4.498% 04/15/30 | 1,260,000.00 | 1,318,983.12 | |||
| MGS 4.642% 11/07/33 | 1,160,000.00 | 1,232,565.54 | |||
| MGS 4.696% 10/15/42 | 90,000.00 | 96,813.21 | |||
| MGS 4.736% 03/15/46 | 640,000.00 | 687,438.20 | |||
| MGS 4.762% 04/07/37 | 1,160,000.00 | 1,245,796.73 | |||
| MGS 4.893% 06/08/38 | 1,490,000.00 | 1,641,321.42 | |||
| MGS 4.921% 07/06/48 | 1,450,000.00 | 1,590,497.17 | |||
| MGS 4.935% 09/30/43 | 820,000.00 | 903,599.90 | |||
| マレーシアリンギット 小計 | 26,600,000.00 | 27,382,845.25 | |||
| (842,433,234) | |||||
| イスラエルシェケル | ILGOV 0.4% 10/31/24 | 750,000.00 | 708,648.82 | ||
| ILGOV 0.5% 02/27/26 | 350,000.00 | 321,225.69 | |||
| ILGOV 0.5% 04/30/25 | 720,000.00 | 672,990.90 | |||
| ILGOV 1.3% 04/30/32 | 310,000.00 | 262,115.81 | |||
| ILGOV 1.5% 05/31/37 | 930,000.00 | 733,299.23 | |||
| ILGOV 1.75% 08/31/25 | 1,040,000.00 | 992,761.95 | |||
| ILGOV 1% 03/31/30 | 1,570,000.00 | 1,344,272.77 | |||
| ILGOV 2.25% 09/28/28 | 1,070,000.00 | 1,015,308.34 | |||
| ILGOV 2.8% 11/29/52 | 260,000.00 | 222,639.76 | |||
| ILGOV 2% 03/31/27 | 1,210,000.00 | 1,144,054.15 | |||
| ILGOV 3.75% 03/31/24 | 1,560,000.00 | 1,558,584.30 | |||
| ILGOV 3.75% 03/31/47 | 1,440,000.00 | 1,494,421.20 | |||
| ILGOV 5.5% 01/31/42 | 1,060,000.00 | 1,356,635.91 | |||
| ILGOV 6.25% 10/30/26 | 1,550,000.00 | 1,697,866.74 | |||
| イスラエルシェケル 小計 | 13,820,000.00 | 13,524,825.57 | |||
| (516,250,706) | |||||
| オフショア人民元 | CGB 1.99% 04/09/25 | 63,260,000.00 | 62,652,843.78 | ||
| CGB 2.28% 03/17/24 | 5,100,000.00 | 5,102,393.43 | |||
| CGB 2.47% 09/02/24 | 18,290,000.00 | 18,324,134.62 | |||
| CGB 2.48% 04/15/27 | 18,380,000.00 | 18,229,058.09 | |||
| CGB 2.6% 09/01/32 | 7,750,000.00 | 7,557,451.32 | |||
| CGB 2.62% 09/25/29 | 21,000,000.00 | 20,709,852.03 | |||
| CGB 2.68% 05/21/30 | 11,650,000.00 | 11,495,166.72 | |||
| CGB 2.69% 08/12/26 | 11,720,000.00 | 11,754,166.14 | |||
| CGB 2.69% 08/15/32 | 4,000,000.00 | 3,930,472.00 | |||
| CGB 2.8% 03/24/29 | 15,770,000.00 | 15,759,886.06 | |||
| CGB 2.84% 04/08/24 | 16,020,000.00 | 16,141,873.75 | |||
| CGB 2.85% 06/04/27 | 11,760,000.00 | 11,836,508.20 | |||
| CGB 2.89% 11/18/31 | 22,500,000.00 | 22,508,862.75 | |||
| CGB 2.91% 10/14/28 | 14,300,000.00 | 14,426,600.76 | |||
| CGB 3.01% 05/13/28 | 7,960,000.00 | 8,069,929.98 | |||
| CGB 3.02% 05/27/31 | 7,400,000.00 | 7,490,547.88 | |||
| CGB 3.03% 03/11/26 | 22,150,000.00 | 22,499,327.65 | |||
| CGB 3.12% 10/25/52 | 2,500,000.00 | 2,423,785.55 | |||
| CGB 3.27% 11/19/30 | 3,430,000.00 | 3,552,063.41 | |||
| CGB 3.28% 12/03/27 | 11,140,000.00 | 11,487,240.47 | |||
| CGB 3.32% 04/15/52 | 3,020,000.00 | 3,039,545.74 | |||
| CGB 3.39% 03/16/50 | 5,360,000.00 | 5,433,973.36 | |||
| CGB 3.53% 10/18/51 | 7,010,000.00 | 7,286,319.47 | |||
| CGB 3.72% 04/12/51 | 3,150,000.00 | 3,380,285.16 | |||
| CGB 3.81% 09/14/50 | 8,230,000.00 | 8,966,085.43 | |||
| CGB 3.86% 07/22/49 | 5,810,000.00 | 6,371,266.33 | |||
| CGB 4.08% 10/22/48 | 2,030,000.00 | 2,306,839.01 | |||
| オフショア人民元 小計 | 330,690,000.00 | 332,736,479.09 | |||
| (6,490,923,413) | |||||
| 合計 | 148,371,579,304 | ||||
| (148,371,579,304) | |||||
| 有価証券明細表注記 |
| 1.通貨ごとの小計の欄における( )内は、邦貨換算額であります。 |
| 2.合計金額欄の記載は、邦貨額であります。( )内は、外貨建有価証券に係るもので、内書であります。 |
| 3.通貨の表示は、外貨についてはその通貨の単位、邦貨については円単位で表示しております。 |
| 4.外貨建有価証券の通貨別内訳 |
| 通貨 | 銘柄数 | 組入債券 時価比率 | 合計金額に 対する比率 | |
| アメリカドル | 国債証券 | 195銘柄 | 100.0% | 49.9% |
| カナダドル | 国債証券 | 35銘柄 | 100.0% | 2.1% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.8% |
| ユーロ | 国債証券 | 343銘柄 | 100.0% | 33.5% |
| イギリスポンド | 国債証券 | 57銘柄 | 100.0% | 4.9% |
| スウェーデンクローナ | 国債証券 | 7銘柄 | 100.0% | 0.2% |
| ノルウェークローネ | 国債証券 | 9銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 7銘柄 | 100.0% | 0.3% |
| ポーランドズロチ | 国債証券 | 14銘柄 | 100.0% | 0.5% |
| オーストラリアドル | 国債証券 | 27銘柄 | 100.0% | 1.6% |
| ニュージーランドドル | 国債証券 | 13銘柄 | 100.0% | 0.2% |
| シンガポールドル | 国債証券 | 20銘柄 | 100.0% | 0.5% |
| マレーシアリンギット | 国債証券 | 29銘柄 | 100.0% | 0.6% |
| イスラエルシェケル | 国債証券 | 14銘柄 | 100.0% | 0.3% |
| オフショア人民元 | 国債証券 | 27銘柄 | 100.0% | 4.4% |
| (注)時価比率は、通貨ごとの有価証券の合計金額に対する比率であります。 |
| 第2 信用取引契約残高明細表 |
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
| 注記表(デリバティブ取引に関する注記)に記載したとおりであります。 |
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