有価証券報告書(内国投資信託受益証券)-第10期(令和1年7月26日-令和2年7月27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
| 2020年 7月27日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 152,973,807 |
| コール・ローン | 1,771,331,474 |
| 国債証券 | 140,917,772,447 |
| 派生商品評価勘定 | 20,880,770 |
| 未収入金 | 2,239,917 |
| 未収利息 | 942,276,742 |
| 前払費用 | 53,953,425 |
| 差入委託証拠金 | 354,387,936 |
| 流動資産合計 | 144,215,816,518 |
| 資産合計 | 144,215,816,518 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 8,616,068 |
| 前受金 | 8,984,028 |
| 未払金 | 26,701 |
| 未払解約金 | 262,790,957 |
| 未払利息 | 1,785 |
| 流動負債合計 | 280,419,539 |
| 負債合計 | 280,419,539 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 56,037,038,869 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 87,898,358,110 |
| 元本等合計 | 143,935,396,979 |
| 純資産合計 | 143,935,396,979 |
| 負債純資産合計 | 144,215,816,518 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2020年 7月27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) |
| 2020年 7月27日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 56,037,038,869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 | 2.5686円 |
| (1万口当たり純資産額) | (25,686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 |
| 2020年 7月27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 |
| 2020年 7月27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 | 2020年 7月27日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2019年 7月26日 |
| 期首元本額 | 56,338,276,909円 |
| 期中追加設定元本額 | 13,214,793,125円 |
| 期中一部解約元本額 | 13,516,031,165円 |
| 期末元本額 | 56,037,038,869円 |
| 期末元本額の内訳 | |
| 外国債券インデックスファンド | 2,185,899,936円 |
| DC外国債券インデックスファンド | 2,105,027,226円 |
| DC外国債券インデックスファンドL | 13,191,576,774円 |
| DCバランスファンド30 | 827,673,449円 |
| DCバランスファンド50 | 811,763,261円 |
| DCバランスファンド70 | 164,354,642円 |
| グローバル・インデックス・バランス・ファンド | 423,503,513円 |
| 外国債券インデックスe | 1,206,562,903円 |
| インデックスコレクション(外国債券) | 7,023,904,830円 |
| インデックスコレクション(バランス株式30) | 4,417,036,798円 |
| インデックスコレクション(バランス株式50) | 547,146,973円 |
| インデックスコレクション(バランス株式70) | 144,020,138円 |
| 私募外国債券パッシブファンド(適格機関投資家専用) | 4,080,960,497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) | 1,382,650,097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) | 570,674,496円 |
| バランスVA30(適格機関投資家専用) | 127,810,474円 |
| バランスVA50(適格機関投資家専用) | 626,111,629円 |
| VAバランスファンド(株25/100)(適格機関投資家専用) | 357,898,874円 |
| VAバランスファンド(株50/100)(適格機関投資家専用) | 421,112,654円 |
| VAバランス株式30(適格機関投資家専用) | 582,803円 |
| VAバランスファンド(株60/100)(適格機関投資家専用) | 1,301,024,805円 |
| バランスVA25(適格機関投資家専用) | 1,824,805,233円 |
| バランスVA37.5(適格機関投資家専用) | 656,350,271円 |
| バランスVA50L(適格機関投資家専用) | 6,822,327,149円 |
| バランスVA75(適格機関投資家専用) | 339,990,338円 |
| VAバランスファンド(株40/100)(適格機関投資家専用) | 312,724,786円 |
| VAポートフォリオ40(適格機関投資家専用) | 1,677,352,352円 |
| VAポートフォリオ20(適格機関投資家専用) | 118,864,190円 |
| バランスVA40(適格機関投資家専用) | 201,114,122円 |
| VAバランスファンド2(株40/100)(適格機関投資家専用) | 104,573,304円 |
| VAバランス50-50(適格機関投資家専用) | 53,979,308円 |
| VAファンド25(適格機関投資家専用) | 109,214,040円 |
| バランスVA25L(適格機関投資家専用) | 277,710,844円 |
| 世界バランスVA25(適格機関投資家専用) | 79,361,957円 |
| VAバランス20-80(適格機関投資家専用) | 1,532,903,810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) | 8,470,393円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2020年 7月27日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | 4,474,267,847 |
| 合計 | 4,474,267,847 |
| (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 |
| (2020年 7月27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 | 2,098,724,913 | - | 2,107,708,941 | 8,984,028 | |
| 合計 | 2,098,724,913 | - | 2,107,708,941 | 8,984,028 | |
| (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 |
| (2020年 7月27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 | 1,938,821,926 | - | 1,942,102,600 | 3,280,674 | |
| アメリカドル | 855,617,677 | - | 847,458,000 | △8,159,677 | |
| カナダドル | 97,755,368 | - | 97,947,600 | 192,232 | |
| ユーロ | 836,828,068 | - | 847,482,000 | 10,653,932 | |
| イギリスポンド | 148,620,813 | - | 149,215,000 | 594,187 | |
| 合計 | 1,938,821,926 | - | 1,942,102,600 | 3,280,674 | |
| (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 0.5% 03/31/25 | 4,000,000.00 | 4,044,843.76 | |
| T 0.625% 03/31/27 | 3,400,000.00 | 3,445,421.89 | |||
| T 0.625% 05/15/30 | 1,500,000.00 | 1,505,742.19 | |||
| T 1.125% 05/15/40 | 2,850,000.00 | 2,904,996.10 | |||
| T 1.125% 06/30/21 | 4,000,000.00 | 4,036,640.64 | |||
| T 1.25% 05/15/50 | 2,070,000.00 | 2,079,864.84 | |||
| T 1.25% 07/31/23 | 3,950,000.00 | 4,078,220.71 | |||
| T 1.25% 10/31/21 | 4,950,000.00 | 5,018,739.26 | |||
| T 1.375% 08/31/23 | 3,450,000.00 | 3,577,892.56 | |||
| T 1.375% 09/30/23 | 3,550,000.00 | 3,684,927.72 | |||
| T 1.375% 10/15/22 | 2,250,000.00 | 2,310,908.19 | |||
| T 1.5% 01/31/22 | 3,000,000.00 | 3,060,996.09 | |||
| T 1.5% 02/15/30 | 1,820,000.00 | 1,978,539.07 | |||
| T 1.5% 02/28/23 | 1,760,000.00 | 1,821,118.74 | |||
| T 1.5% 03/31/23 | 4,000,000.00 | 4,143,437.52 | |||
| T 1.5% 08/15/22 | 5,800,000.00 | 5,960,632.79 | |||
| T 1.5% 08/15/26 | 8,300,000.00 | 8,859,925.80 | |||
| T 1.5% 09/30/24 | 8,000,000.00 | 8,421,562.48 | |||
| T 1.625% 02/15/26 | 5,750,000.00 | 6,159,013.65 | |||
| T 1.625% 04/30/23 | 5,800,000.00 | 6,033,359.40 | |||
| T 1.625% 05/15/26 | 5,400,000.00 | 5,794,453.15 | |||
| T 1.625% 05/31/23 | 4,350,000.00 | 4,530,287.09 | |||
| T 1.625% 08/15/22 | 1,400,000.00 | 1,442,328.13 | |||
| T 1.625% 08/15/29 | 6,260,000.00 | 6,860,079.71 | |||
| T 1.625% 08/31/22 | 500,000.00 | 515,371.09 | |||
| T 1.625% 09/30/26 | 2,150,000.00 | 2,312,929.68 | |||
| T 1.625% 11/15/22 | 4,000,000.00 | 4,134,843.76 | |||
| T 1.625% 11/30/26 | 5,030,000.00 | 5,416,681.25 | |||
| T 1.75% 01/31/23 | 2,650,000.00 | 2,755,689.44 | |||
| T 1.75% 02/28/22 | 3,650,000.00 | 3,742,818.36 | |||
| T 1.75% 03/31/22 | 2,500,000.00 | 2,566,845.70 | |||
| T 1.75% 04/30/22 | 2,000,000.00 | 2,056,210.94 | |||
| T 1.75% 05/15/22 | 4,600,000.00 | 4,732,160.16 | |||
| T 1.75% 05/15/23 | 1,750,000.00 | 1,827,656.25 | |||
| T 1.75% 05/31/22 | 2,650,000.00 | 2,727,791.99 | |||
| T 1.75% 06/30/22 | 2,500,000.00 | 2,576,757.82 | |||
| T 1.75% 06/30/24 | 2,000,000.00 | 2,119,921.88 | |||
| T 1.75% 07/15/22 | 1,200,000.00 | 1,237,664.06 | |||
| T 1.75% 09/30/22 | 1,050,000.00 | 1,086,462.88 | |||
| T 1.75% 11/15/29 | 3,220,000.00 | 3,571,935.95 | |||
| T 1.875% 01/31/22 | 3,800,000.00 | 3,898,710.92 | |||
| T 1.875% 03/31/22 | 5,100,000.00 | 5,246,923.80 | |||
| T 1.875% 04/30/22 | 2,800,000.00 | 2,884,710.94 | |||
| T 1.875% 05/31/22 | 2,350,000.00 | 2,424,447.27 | |||
| T 1.875% 06/30/26 | 3,980,000.00 | 4,332,914.08 | |||
| T 1.875% 07/31/22 | 2,880,000.00 | 2,979,675.01 | |||
| T 1.875% 07/31/26 | 1,800,000.00 | 1,961,156.25 | |||
| T 1.875% 08/31/22 | 2,600,000.00 | 2,693,539.05 | |||
| T 1.875% 09/30/22 | 1,500,000.00 | 1,556,250.00 | |||
| T 1.875% 10/31/22 | 2,000,000.00 | 2,077,656.26 | |||
| T 1.875% 11/30/21 | 3,500,000.00 | 3,581,142.56 | |||
| T 2.125% 02/29/24 | 1,400,000.00 | 1,496,687.50 | |||
| T 2.125% 03/31/24 | 1,200,000.00 | 1,284,468.75 | |||
| T 2.125% 05/15/22 | 5,400,000.00 | 5,591,320.32 | |||
| T 2.125% 05/15/25 | 7,250,000.00 | 7,892,021.50 | |||
| T 2.125% 06/30/21 | 3,000,000.00 | 3,055,253.91 | |||
| T 2.125% 06/30/22 | 1,100,000.00 | 1,141,658.19 | |||
| T 2.125% 07/31/24 | 1,500,000.00 | 1,614,140.62 | |||
| T 2.125% 08/15/21 | 2,900,000.00 | 2,960,435.53 | |||
| T 2.125% 09/30/21 | 2,000,000.00 | 2,046,484.38 | |||
| T 2.125% 09/30/24 | 2,200,000.00 | 2,373,164.06 | |||
| T 2.125% 11/30/23 | 2,700,000.00 | 2,874,550.78 | |||
| T 2.125% 11/30/24 | 1,400,000.00 | 1,513,968.75 | |||
| T 2.125% 12/31/22 | 3,800,000.00 | 3,980,945.32 | |||
| T 2.25% 01/31/24 | 5,090,000.00 | 5,456,639.06 | |||
| T 2.25% 02/15/27 | 3,900,000.00 | 4,364,343.75 | |||
| T 2.25% 03/31/26 | 1,500,000.00 | 1,661,191.41 | |||
| T 2.25% 04/15/22 | 2,680,000.00 | 2,776,469.52 | |||
| T 2.25% 04/30/24 | 7,600,000.00 | 8,180,984.35 | |||
| T 2.25% 07/31/21 | 4,500,000.00 | 4,596,064.47 | |||
| T 2.25% 08/15/27 | 2,320,000.00 | 2,611,812.50 | |||
| T 2.25% 08/15/46 | 6,180,000.00 | 7,609,607.84 | |||
| T 2.25% 08/15/49 | 5,110,000.00 | 6,398,678.12 | |||
| T 2.25% 10/31/24 | 2,500,000.00 | 2,713,476.57 | |||
| T 2.25% 11/15/24 | 5,000,000.00 | 5,430,468.75 | |||
| T 2.25% 11/15/25 | 6,500,000.00 | 7,163,964.86 | |||
| T 2.25% 11/15/27 | 5,260,000.00 | 5,938,046.87 | |||
| T 2.25% 12/31/23 | 3,500,000.00 | 3,746,230.46 | |||
| T 2.25% 12/31/24 | 2,900,000.00 | 3,156,015.62 | |||
| T 2.375% 01/31/23 | 5,000,000.00 | 5,277,343.75 | |||
| T 2.375% 04/30/26 | 1,820,000.00 | 2,030,721.87 | |||
| T 2.375% 05/15/27 | 3,600,000.00 | 4,070,812.50 | |||
| T 2.375% 05/15/29 | 3,890,000.00 | 4,505,714.06 | |||
| T 2.375% 08/15/24 | 6,700,000.00 | 7,281,800.79 | |||
| T 2.375% 11/15/49 | 2,010,000.00 | 2,583,478.12 | |||
| T 2.5% 01/15/22 | 4,000,000.00 | 4,137,421.88 | |||
| T 2.5% 01/31/25 | 4,000,000.00 | 4,404,062.52 | |||
| T 2.5% 02/15/45 | 2,150,000.00 | 2,746,625.00 | |||
| T 2.5% 02/15/46 | 4,750,000.00 | 6,099,667.99 | |||
| T 2.5% 02/28/26 | 650,000.00 | 728,203.12 | |||
| T 2.5% 05/15/24 | 3,700,000.00 | 4,021,292.97 | |||
| T 2.5% 08/15/23 | 3,450,000.00 | 3,694,599.61 | |||
| T 2.625% 01/31/26 | 1,350,000.00 | 1,519,804.68 | |||
| T 2.625% 02/15/29 | 5,390,000.00 | 6,337,039.87 | |||
| T 2.625% 03/31/25 | 2,500,000.00 | 2,774,902.35 | |||
| T 2.625% 12/15/21 | 6,320,000.00 | 6,536,262.50 | |||
| T 2.75% 02/15/24 | 8,900,000.00 | 9,705,171.87 | |||
| T 2.75% 02/15/28 | 4,670,000.00 | 5,460,251.56 | |||
| T 2.75% 04/30/23 | 4,200,000.00 | 4,499,085.94 | |||
| T 2.75% 06/30/25 | 2,000,000.00 | 2,242,109.38 | |||
| T 2.75% 08/15/42 | 1,450,000.00 | 1,917,964.85 | |||
| T 2.75% 08/15/47 | 3,950,000.00 | 5,353,792.98 | |||
| T 2.75% 11/15/23 | 4,450,000.00 | 4,825,642.56 | |||
| T 2.75% 11/15/42 | 1,040,000.00 | 1,375,075.00 | |||
| T 2.75% 11/15/47 | 2,500,000.00 | 3,395,507.82 | |||
| T 2.875% 04/30/25 | 2,300,000.00 | 2,584,085.94 | |||
| T 2.875% 05/15/28 | 2,260,000.00 | 2,673,862.50 | |||
| T 2.875% 05/15/43 | 1,050,000.00 | 1,416,843.75 | |||
| T 2.875% 05/15/49 | 4,400,000.00 | 6,183,718.77 | |||
| T 2.875% 08/15/28 | 4,200,000.00 | 4,987,828.14 | |||
| T 2.875% 08/15/45 | 3,580,000.00 | 4,881,945.33 | |||
| T 2.875% 10/15/21 | 4,250,000.00 | 4,391,113.30 | |||
| T 2.875% 11/15/21 | 7,000,000.00 | 7,247,597.63 | |||
| T 2% 02/15/22 | 3,100,000.00 | 3,188,822.25 | |||
| T 2% 02/15/23 | 6,500,000.00 | 6,804,687.50 | |||
| T 2% 02/15/25 | 6,050,000.00 | 6,528,328.12 | |||
| T 2% 02/15/50 | 1,920,000.00 | 2,291,700.00 | |||
| T 2% 04/30/24 | 8,000,000.00 | 8,538,437.52 | |||
| T 2% 05/31/24 | 1,500,000.00 | 1,602,656.25 | |||
| T 2% 06/30/24 | 1,000,000.00 | 1,069,843.75 | |||
| T 2% 07/31/22 | 3,900,000.00 | 4,044,574.20 | |||
| T 2% 08/15/25 | 3,750,000.00 | 4,072,412.10 | |||
| T 2% 08/31/21 | 4,200,000.00 | 4,285,230.47 | |||
| T 2% 10/31/21 | 4,200,000.00 | 4,297,945.30 | |||
| T 2% 10/31/22 | 4,500,000.00 | 4,687,382.83 | |||
| T 2% 11/15/21 | 1,300,000.00 | 1,331,332.02 | |||
| T 2% 11/15/26 | 2,700,000.00 | 2,969,789.07 | |||
| T 2% 11/30/22 | 5,500,000.00 | 5,736,757.84 | |||
| T 2% 12/31/21 | 3,380,000.00 | 3,469,055.09 | |||
| T 3.125% 02/15/42 | 1,300,000.00 | 1,816,445.31 | |||
| T 3.125% 02/15/43 | 2,100,000.00 | 2,936,882.82 | |||
| T 3.125% 08/15/44 | 2,600,000.00 | 3,664,781.25 | |||
| T 3.125% 11/15/28 | 5,260,000.00 | 6,377,339.08 | |||
| T 3.125% 11/15/41 | 870,000.00 | 1,212,154.68 | |||
| T 3.375% 05/15/44 | 2,000,000.00 | 2,921,093.76 | |||
| T 3.5% 02/15/39 | 1,100,000.00 | 1,587,179.69 | |||
| T 3.625% 02/15/44 | 2,650,000.00 | 4,002,949.23 | |||
| T 3.625% 08/15/43 | 1,600,000.00 | 2,409,500.00 | |||
| T 3.75% 08/15/41 | 1,100,000.00 | 1,664,437.50 | |||
| T 3.75% 11/15/43 | 2,500,000.00 | 3,835,937.50 | |||
| T 3.875% 08/15/40 | 680,000.00 | 1,036,415.62 | |||
| T 3% 02/15/48 | 4,400,000.00 | 6,250,750.00 | |||
| T 3% 02/15/49 | 1,940,000.00 | 2,780,414.07 | |||
| T 3% 05/15/42 | 1,100,000.00 | 1,509,492.19 | |||
| T 3% 05/15/45 | 2,100,000.00 | 2,916,867.19 | |||
| T 3% 05/15/47 | 3,400,000.00 | 4,800,375.00 | |||
| T 3% 08/15/48 | 6,910,000.00 | 9,858,626.56 | |||
| T 3% 09/30/25 | 3,660,000.00 | 4,168,825.79 | |||
| T 3% 10/31/25 | 5,950,000.00 | 6,788,113.31 | |||
| T 3% 11/15/44 | 2,050,000.00 | 2,839,089.85 | |||
| T 4.25% 05/15/39 | 850,000.00 | 1,338,949.22 | |||
| T 4.25% 11/15/40 | 900,000.00 | 1,438,664.06 | |||
| T 4.375% 02/15/38 | 500,000.00 | 790,078.12 | |||
| T 4.375% 05/15/40 | 750,000.00 | 1,210,312.50 | |||
| T 4.375% 05/15/41 | 550,000.00 | 895,984.37 | |||
| T 4.375% 11/15/39 | 650,000.00 | 1,043,148.43 | |||
| T 4.5% 02/15/36 | 100,000.00 | 155,062.50 | |||
| T 4.5% 08/15/39 | 750,000.00 | 1,217,753.91 | |||
| T 4.625% 02/15/40 | 1,500,000.00 | 2,482,734.37 | |||
| T 4.75% 02/15/41 | 750,000.00 | 1,273,300.78 | |||
| T 5.0% 05/15/37 | 650,000.00 | 1,080,929.68 | |||
| T 5.25% 02/15/29 | 500,000.00 | 698,984.37 | |||
| T 5.25% 11/15/28 | 900,000.00 | 1,249,031.25 | |||
| T 5.375% 02/15/31 | 750,000.00 | 1,119,667.97 | |||
| T 5.5% 08/15/28 | 250,000.00 | 349,296.87 | |||
| T 6.0% 02/15/26 | 600,000.00 | 787,218.75 | |||
| T 6.125% 11/15/27 | 1,050,000.00 | 1,481,402.34 | |||
| T 6.25% 05/15/30 | 720,000.00 | 1,112,681.25 | |||
| T 6.25% 08/15/23 | 1,350,000.00 | 1,601,121.10 | |||
| T 8.0% 11/15/21 | 2,600,000.00 | 2,866,144.52 | |||
| アメリカドル 小計 | 528,680,000.00 | 594,782,334.56 | |||
| (62,939,866,643) | |||||
| カナダドル | CAN 0.5% 03/01/22 | 1,110,000.00 | 1,114,956.15 | ||
| CAN 0.5% 09/01/25 | 880,000.00 | 886,947.60 | |||
| CAN 0.75% 09/01/21 | 1,740,000.00 | 1,750,300.80 | |||
| CAN 1.25% 03/01/25 | 1,300,000.00 | 1,355,354.00 | |||
| CAN 1.25% 06/01/30 | 1,750,000.00 | 1,876,210.00 | |||
| CAN 1.5% 02/01/22 | 1,220,000.00 | 1,243,417.90 | |||
| CAN 1.5% 05/01/22 | 990,000.00 | 1,011,780.00 | |||
| CAN 1.5% 06/01/23 | 2,010,000.00 | 2,082,018.30 | |||
| CAN 1.5% 06/01/26 | 840,000.00 | 896,212.80 | |||
| CAN 1.75% 03/01/23 | 700,000.00 | 727,310.50 | |||
| CAN 1% 06/01/27 | 1,060,000.00 | 1,104,652.50 | |||
| CAN 1% 09/01/22 | 2,360,000.00 | 2,397,429.60 | |||
| CAN 2.25% 03/01/24 | 670,000.00 | 717,087.60 | |||
| CAN 2.25% 06/01/25 | 1,530,000.00 | 1,674,340.20 | |||
| CAN 2.25% 06/01/29 | 390,000.00 | 451,348.95 | |||
| CAN 2.5% 06/01/24 | 1,780,000.00 | 1,932,305.70 | |||
| CAN 2.75% 06/01/22 | 1,000,000.00 | 1,046,800.00 | |||
| CAN 2.75% 12/01/48 | 870,000.00 | 1,257,772.05 | |||
| CAN 2.75% 12/01/64 | 290,000.00 | 478,778.40 | |||
| CAN 2% 06/01/28 | 530,000.00 | 595,216.50 | |||
| CAN 2% 12/01/51 | 640,000.00 | 817,792.00 | |||
| CAN 3.5% 12/01/45 | 1,400,000.00 | 2,209,221.00 | |||
| CAN 4.0% 06/01/41 | 820,000.00 | 1,309,609.70 | |||
| CAN 5.75% 06/01/29 | 960,000.00 | 1,400,236.80 | |||
| CAN 5.75% 06/01/33 | 700,000.00 | 1,141,836.50 | |||
| CAN 5% 06/01/37 | 670,000.00 | 1,118,846.40 | |||
| CAN 8.0% 06/01/27 | 480,000.00 | 726,424.80 | |||
| カナダドル 小計 | 28,690,000.00 | 33,324,206.75 | |||
| (2,632,945,575) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 6,400,000.00 | 8,726,592.00 | ||
| MBONO 10% 12/05/24 | 24,100,000.00 | 28,912,408.50 | |||
| MBONO 5.75% 03/05/26 | 13,280,000.00 | 13,650,976.80 | |||
| MBONO 6.5% 06/09/22 | 17,400,000.00 | 18,006,477.00 | |||
| MBONO 6.75% 03/09/23 | 5,800,000.00 | 6,101,455.00 | |||
| MBONO 7.25% 12/09/21 | 19,090,000.00 | 19,771,799.35 | |||
| MBONO 7.5% 06/03/27 | 20,200,000.00 | 22,543,200.00 | |||
| MBONO 7.75% 05/29/31 | 10,950,000.00 | 12,492,252.75 | |||
| MBONO 7.75% 11/13/42 | 13,980,000.00 | 15,550,373.40 | |||
| MBONO 7.75% 11/23/34 | 4,320,000.00 | 4,940,460.00 | |||
| MBONO 8.5% 05/31/29 | 20,040,000.00 | 23,864,333.40 | |||
| MBONO 8.5% 11/18/38 | 9,320,000.00 | 11,235,446.40 | |||
| MBONO 8% 09/05/24 | 5,910,000.00 | 6,604,868.25 | |||
| MBONO 8% 11/07/47 | 9,870,000.00 | 11,227,371.75 | |||
| MBONO 8% 12/07/23 | 15,420,000.00 | 16,984,667.40 | |||
| メキシコペソ 小計 | 196,080,000.00 | 220,612,682.00 | |||
| (1,050,116,366) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 730,000.00 | 749,655.25 | ||
| BGB 0.2% 10/22/23 | 640,000.00 | 656,835.20 | |||
| BGB 0.4% 06/22/40 | 410,000.00 | 414,290.65 | |||
| BGB 0.5% 10/22/24 | 490,000.00 | 511,868.70 | |||
| BGB 0.8% 06/22/25 | 1,100,000.00 | 1,171,951.00 | |||
| BGB 0.8% 06/22/27 | 750,000.00 | 811,095.00 | |||
| BGB 0.8% 06/22/28 | 980,000.00 | 1,066,891.70 | |||
| BGB 0.9% 06/22/29 | 790,000.00 | 871,326.55 | |||
| BGB 0% 10/22/27 | 1,170,000.00 | 1,198,647.45 | |||
| BGB 1.25% 04/22/33 | 330,000.00 | 383,804.85 | |||
| BGB 1.45% 06/22/37 | 400,000.00 | 482,680.00 | |||
| BGB 1.6% 06/22/47 | 810,000.00 | 1,030,700.70 | |||
| BGB 1.7% 06/22/50 | 490,000.00 | 644,901.25 | |||
| BGB 1.9% 06/22/38 | 510,000.00 | 658,007.10 | |||
| BGB 1% 06/22/26 | 1,260,000.00 | 1,368,051.30 | |||
| BGB 1% 06/22/31 | 1,140,000.00 | 1,277,985.60 | |||
| BGB 2.15% 06/22/66 | 440,000.00 | 700,376.60 | |||
| BGB 2.25% 06/22/23 | 970,000.00 | 1,051,324.80 | |||
| BGB 2.25% 06/22/57 | 380,000.00 | 584,886.50 | |||
| BGB 2.6% 06/22/24 | 1,200,000.00 | 1,349,868.00 | |||
| BGB 3.75% 06/22/45 | 620,000.00 | 1,099,842.80 | |||
| BGB 3% 06/22/34 | 500,000.00 | 705,422.50 | |||
| BGB 4.25% 03/28/41 | 1,110,000.00 | 1,970,433.15 | |||
| BGB 4.25% 09/28/21 | 1,130,000.00 | 1,194,376.10 | |||
| BGB 4.25% 09/28/22 | 940,000.00 | 1,040,476.60 | |||
| BGB 4.5% 03/28/26 | 750,000.00 | 963,483.75 | |||
| BGB 4% 03/28/22 | 790,000.00 | 851,789.85 | |||
| BGB 4% 03/28/32 | 450,000.00 | 664,740.00 | |||
| BGB 5.5% 03/28/28 | 1,190,000.00 | 1,729,070.00 | |||
| BGB 5% 03/28/35 | 1,270,000.00 | 2,181,174.20 | |||
| BKO 0% 03/11/22 | 830,000.00 | 838,768.95 | |||
| BKO 0% 12/10/21 | 1,180,000.00 | 1,190,625.90 | |||
| BTPS 0.05% 01/15/23 | 330,000.00 | 330,438.90 | |||
| BTPS 0.35% 02/01/25 | 1,740,000.00 | 1,738,338.30 | |||
| BTPS 0.35% 11/01/21 | 800,000.00 | 805,288.00 | |||
| BTPS 0.6% 06/15/23 | 720,000.00 | 731,347.20 | |||
| BTPS 0.65% 10/15/23 | 560,000.00 | 569,738.40 | |||
| BTPS 0.85% 01/15/27 | 1,100,000.00 | 1,113,579.50 | |||
| BTPS 0.9% 08/01/22 | 1,500,000.00 | 1,529,565.00 | |||
| BTPS 0.95% 03/01/23 | 1,720,000.00 | 1,760,815.60 | |||
| BTPS 0.95% 08/01/30 | 980,000.00 | 975,977.10 | |||
| BTPS 1.2% 04/01/22 | 1,000,000.00 | 1,021,655.00 | |||
| BTPS 1.25% 12/01/26 | 1,170,000.00 | 1,216,033.65 | |||
| BTPS 1.35% 04/01/30 | 350,000.00 | 362,439.00 | |||
| BTPS 1.35% 04/15/22 | 1,000,000.00 | 1,024,710.00 | |||
| BTPS 1.45% 03/01/36 | 600,000.00 | 604,455.00 | |||
| BTPS 1.45% 05/15/25 | 1,070,000.00 | 1,121,194.15 | |||
| BTPS 1.45% 09/15/22 | 1,550,000.00 | 1,599,181.50 | |||
| BTPS 1.45% 11/15/24 | 600,000.00 | 628,458.00 | |||
| BTPS 1.5% 06/01/25 | 1,500,000.00 | 1,576,807.50 | |||
| BTPS 1.6% 06/01/26 | 1,350,000.00 | 1,430,379.00 | |||
| BTPS 1.65% 03/01/32 | 1,340,000.00 | 1,416,581.00 | |||
| BTPS 1.65% 12/01/30 | 1,330,000.00 | 1,407,412.65 | |||
| BTPS 1.75% 07/01/24 | 990,000.00 | 1,046,009.25 | |||
| BTPS 1.85% 05/15/24 | 380,000.00 | 402,788.60 | |||
| BTPS 2.05% 08/01/27 | 2,320,000.00 | 2,528,568.00 | |||
| BTPS 2.1% 07/15/26 | 1,470,000.00 | 1,598,419.20 | |||
| BTPS 2.15% 12/15/21 | 1,700,000.00 | 1,754,774.00 | |||
| BTPS 2.2% 06/01/27 | 1,840,000.00 | 2,023,107.60 | |||
| BTPS 2.25% 09/01/36 | 990,000.00 | 1,106,612.10 | |||
| BTPS 2.45% 09/01/33 | 990,000.00 | 1,130,872.05 | |||
| BTPS 2.45% 09/01/50 | 410,000.00 | 457,113.10 | |||
| BTPS 2.45% 10/01/23 | 870,000.00 | 934,201.65 | |||
| BTPS 2.5% 11/15/25 | 1,650,000.00 | 1,821,855.75 | |||
| BTPS 2.5% 12/01/24 | 1,300,000.00 | 1,418,683.50 | |||
| BTPS 2.7% 03/01/47 | 1,240,000.00 | 1,452,988.60 | |||
| BTPS 2.8% 03/01/67 | 600,000.00 | 712,644.00 | |||
| BTPS 2.8% 12/01/28 | 1,260,000.00 | 1,458,166.50 | |||
| BTPS 2.95% 09/01/38 | 1,100,000.00 | 1,335,147.00 | |||
| BTPS 2% 12/01/25 | 1,050,000.00 | 1,133,123.25 | |||
| BTPS 3.1% 03/01/40 | 930,000.00 | 1,150,642.50 | |||
| BTPS 3.25% 09/01/46 | 680,000.00 | 870,920.20 | |||
| BTPS 3.35% 03/01/35 | 850,000.00 | 1,069,763.25 | |||
| BTPS 3.45% 03/01/48 | 1,120,000.00 | 1,489,555.20 | |||
| BTPS 3.5% 03/01/30 | 1,950,000.00 | 2,401,912.50 | |||
| BTPS 3.75% 08/01/21 | 1,900,000.00 | 1,975,116.50 | |||
| BTPS 3.75% 09/01/24 | 1,740,000.00 | 1,979,902.50 | |||
| BTPS 3.85% 09/01/49 | 1,510,000.00 | 2,150,187.15 | |||
| BTPS 3% 08/01/29 | 1,760,000.00 | 2,079,413.60 | |||
| BTPS 4.5% 03/01/24 | 1,810,000.00 | 2,086,043.10 | |||
| BTPS 4.5% 03/01/26 | 1,980,000.00 | 2,409,947.10 | |||
| BTPS 4.5% 05/01/23 | 1,050,000.00 | 1,179,139.50 | |||
| BTPS 4.75% 08/01/23 | 1,610,000.00 | 1,835,247.05 | |||
| BTPS 4.75% 09/01/21 | 2,630,000.00 | 2,772,164.65 | |||
| BTPS 4.75% 09/01/28 | 1,650,000.00 | 2,154,611.25 | |||
| BTPS 4.75% 09/01/44 | 1,230,000.00 | 1,925,577.30 | |||
| BTPS 4% 02/01/37 | 1,800,000.00 | 2,445,525.00 | |||
| BTPS 5.0% 08/01/39 | 1,440,000.00 | 2,229,724.80 | |||
| BTPS 5.25% 11/01/29 | 2,300,000.00 | 3,180,198.50 | |||
| BTPS 5.5% 09/01/22 | 1,700,000.00 | 1,897,973.50 | |||
| BTPS 5.5% 11/01/22 | 2,200,000.00 | 2,472,547.00 | |||
| BTPS 5.75% 02/01/33 | 1,570,000.00 | 2,385,332.40 | |||
| BTPS 5% 03/01/22 | 1,450,000.00 | 1,569,451.00 | |||
| BTPS 5% 03/01/25 | 1,740,000.00 | 2,104,051.50 | |||
| BTPS 5% 08/01/34 | 1,800,000.00 | 2,632,401.00 | |||
| BTPS 5% 09/01/40 | 1,600,000.00 | 2,493,312.00 | |||
| BTPS 6.5% 11/01/27 | 2,070,000.00 | 2,901,643.20 | |||
| BTPS 6% 05/01/31 | 1,940,000.00 | 2,902,307.90 | |||
| BTPS 7.25% 11/01/26 | 350,000.00 | 491,949.50 | |||
| BTPS 9% 11/01/23 | 1,800,000.00 | 2,317,797.00 | |||
| DBR 0.25% 02/15/27 | 2,870,000.00 | 3,039,645.70 | |||
| DBR 0.25% 02/15/29 | 2,680,000.00 | 2,866,956.80 | |||
| DBR 0.25% 08/15/28 | 1,300,000.00 | 1,387,971.00 | |||
| DBR 0.5% 02/15/25 | 1,140,000.00 | 1,202,278.20 | |||
| DBR 0.5% 02/15/26 | 2,300,000.00 | 2,451,179.00 | |||
| DBR 0.5% 02/15/28 | 1,510,000.00 | 1,637,836.60 | |||
| DBR 0.5% 08/15/27 | 900,000.00 | 972,283.50 | |||
| DBR 0% 02/15/30 | 960,000.00 | 1,005,374.40 | |||
| DBR 0% 05/15/35 | 220,000.00 | 229,142.10 | |||
| DBR 0% 08/15/26 | 1,620,000.00 | 1,684,775.70 | |||
| DBR 0% 08/15/29 | 2,430,000.00 | 2,545,643.70 | |||
| DBR 0% 08/15/50 | 940,000.00 | 948,934.70 | |||
| DBR 1.25% 08/15/48 | 1,400,000.00 | 1,915,984.00 | |||
| DBR 1.5% 02/15/23 | 950,000.00 | 1,004,026.50 | |||
| DBR 1.5% 05/15/23 | 1,180,000.00 | 1,253,331.10 | |||
| DBR 1.5% 05/15/24 | 1,020,000.00 | 1,106,098.20 | |||
| DBR 1.5% 09/04/22 | 920,000.00 | 962,784.60 | |||
| DBR 1.75% 02/15/24 | 1,250,000.00 | 1,360,193.75 | |||
| DBR 1.75% 07/04/22 | 1,650,000.00 | 1,728,012.00 | |||
| DBR 1% 08/15/24 | 1,610,000.00 | 1,721,605.20 | |||
| DBR 1% 08/15/25 | 760,000.00 | 825,189.00 | |||
| DBR 2.25% 09/04/21 | 1,950,000.00 | 2,013,219.00 | |||
| DBR 2.5% 07/04/44 | 1,950,000.00 | 3,206,531.25 | |||
| DBR 2.5% 08/15/46 | 2,090,000.00 | 3,517,762.60 | |||
| DBR 2% 01/04/22 | 1,370,000.00 | 1,423,532.75 | |||
| DBR 2% 08/15/23 | 1,890,000.00 | 2,047,673.25 | |||
| DBR 3.25% 07/04/21 | 2,210,000.00 | 2,291,084.90 | |||
| DBR 3.25% 07/04/42 | 1,410,000.00 | 2,498,139.30 | |||
| DBR 4.0% 01/04/37 | 1,670,000.00 | 2,881,785.40 | |||
| DBR 4.25% 07/04/39 | 1,470,000.00 | 2,754,728.55 | |||
| DBR 4.75% 07/04/28 | 700,000.00 | 1,003,446.50 | |||
| DBR 4.75% 07/04/34 | 1,840,000.00 | 3,193,163.60 | |||
| DBR 4.75% 07/04/40 | 1,310,000.00 | 2,646,049.35 | |||
| DBR 5.5% 01/04/31 | 1,780,000.00 | 2,919,324.60 | |||
| DBR 5.625% 01/04/28 | 1,500,000.00 | 2,210,317.50 | |||
| DBR 6.25% 01/04/24 | 1,370,000.00 | 1,701,348.20 | |||
| DBR 6.25% 01/04/30 | 610,000.00 | 1,011,309.85 | |||
| DBR 6.5% 07/04/27 | 1,920,000.00 | 2,890,185.60 | |||
| FRTR 0.25% 11/25/26 | 2,050,000.00 | 2,138,724.00 | |||
| FRTR 0.5% 05/25/25 | 3,350,000.00 | 3,517,952.25 | |||
| FRTR 0.5% 05/25/26 | 3,130,000.00 | 3,308,707.35 | |||
| FRTR 0.5% 05/25/29 | 2,830,000.00 | 3,022,623.95 | |||
| FRTR 0.5% 05/25/40 | 720,000.00 | 749,574.00 | |||
| FRTR 0.75% 05/25/28 | 2,960,000.00 | 3,212,562.00 | |||
| FRTR 0.75% 05/25/52 | 630,000.00 | 665,995.05 | |||
| FRTR 0.75% 11/25/28 | 2,510,000.00 | 2,731,281.60 | |||
| FRTR 0% 02/25/22 | 2,970,000.00 | 2,999,195.10 | |||
| FRTR 0% 02/25/23 | 430,000.00 | 436,548.90 | |||
| FRTR 0% 02/25/26 | 790,000.00 | 809,829.00 | |||
| FRTR 0% 03/25/23 | 1,880,000.00 | 1,910,615.80 | |||
| FRTR 0% 03/25/24 | 2,050,000.00 | 2,093,224.25 | |||
| FRTR 0% 03/25/25 | 2,850,000.00 | 2,919,468.75 | |||
| FRTR 0% 05/25/22 | 1,350,000.00 | 1,365,464.25 | |||
| FRTR 0% 11/25/29 | 3,300,000.00 | 3,367,881.00 | |||
| FRTR 1.25% 05/25/34 | 1,830,000.00 | 2,139,087.00 | |||
| FRTR 1.25% 05/25/36 | 2,010,000.00 | 2,367,136.80 | |||
| FRTR 1.5% 05/25/31 | 2,950,000.00 | 3,480,056.00 | |||
| FRTR 1.5% 05/25/50 | 1,690,000.00 | 2,155,958.35 | |||
| FRTR 1.75% 05/25/23 | 2,600,000.00 | 2,774,291.00 | |||
| FRTR 1.75% 05/25/66 | 850,000.00 | 1,230,086.00 | |||
| FRTR 1.75% 06/25/39 | 2,010,000.00 | 2,581,402.80 | |||
| FRTR 1.75% 11/25/24 | 1,980,000.00 | 2,180,059.20 | |||
| FRTR 1% 05/25/27 | 2,480,000.00 | 2,718,551.20 | |||
| FRTR 1% 11/25/25 | 2,240,000.00 | 2,421,451.20 | |||
| FRTR 2.25% 05/25/24 | 2,040,000.00 | 2,263,196.40 | |||
| FRTR 2.25% 10/25/22 | 1,700,000.00 | 1,810,330.00 | |||
| FRTR 2.5% 05/25/30 | 2,450,000.00 | 3,108,413.00 | |||
| FRTR 2.75% 10/25/27 | 2,400,000.00 | 2,952,948.00 | |||
| FRTR 2% 05/25/48 | 2,140,000.00 | 3,002,002.70 | |||
| FRTR 3.25% 05/25/45 | 1,770,000.00 | 2,965,024.35 | |||
| FRTR 3.25% 10/25/21 | 4,120,000.00 | 4,318,954.80 | |||
| FRTR 3.5% 04/25/26 | 3,120,000.00 | 3,842,607.60 | |||
| FRTR 3% 04/25/22 | 3,750,000.00 | 3,988,612.50 | |||
| FRTR 4.25% 10/25/23 | 2,870,000.00 | 3,327,664.55 | |||
| FRTR 4.5% 04/25/41 | 2,340,000.00 | 4,334,955.30 | |||
| FRTR 4.75% 04/25/35 | 1,810,000.00 | 3,069,207.95 | |||
| FRTR 4% 04/25/55 | 970,000.00 | 2,025,311.50 | |||
| FRTR 4% 04/25/60 | 1,080,000.00 | 2,384,110.80 | |||
| FRTR 4% 10/25/38 | 1,600,000.00 | 2,699,760.00 | |||
| FRTR 5.5% 04/25/29 | 2,500,000.00 | 3,783,937.50 | |||
| FRTR 5.75% 10/25/32 | 2,720,000.00 | 4,686,315.20 | |||
| FRTR 6.0% 10/25/25 | 1,450,000.00 | 1,954,136.00 | |||
| FRTR 8.5% 04/25/23 | 1,100,000.00 | 1,377,755.50 | |||
| IRISH 0.2% 05/15/27 | 530,000.00 | 547,585.40 | |||
| IRISH 0.2% 10/18/30 | 300,000.00 | 308,296.50 | |||
| IRISH 0.8% 03/15/22 | 750,000.00 | 767,047.50 | |||
| IRISH 0.9% 05/15/28 | 440,000.00 | 479,481.20 | |||
| IRISH 1.1% 05/15/29 | 550,000.00 | 611,954.75 | |||
| IRISH 1.3% 05/15/33 | 530,000.00 | 614,691.35 | |||
| IRISH 1.35% 03/18/31 | 340,000.00 | 391,125.80 | |||
| IRISH 1.5% 05/15/50 | 270,000.00 | 340,040.70 | |||
| IRISH 1.7% 05/15/37 | 560,000.00 | 694,971.20 | |||
| IRISH 1% 05/15/26 | 730,000.00 | 788,940.20 | |||
| IRISH 2.4% 05/15/30 | 770,000.00 | 960,863.75 | |||
| IRISH 2% 02/18/45 | 580,000.00 | 795,986.20 | |||
| IRISH 3.4% 03/18/24 | 420,000.00 | 480,097.80 | |||
| IRISH 3.9% 03/20/23 | 580,000.00 | 649,167.90 | |||
| IRISH 5.4% 03/13/25 | 700,000.00 | 890,946.00 | |||
| NETHER 0.25% 07/15/25 | 920,000.00 | 958,833.20 | |||
| NETHER 0.25% 07/15/29 | 800,000.00 | 846,780.00 | |||
| NETHER 0.5% 01/15/40 | 620,000.00 | 688,680.50 | |||
| NETHER 0.5% 07/15/26 | 1,260,000.00 | 1,339,764.30 | |||
| NETHER 0.75% 07/15/27 | 900,000.00 | 978,754.50 | |||
| NETHER 0.75% 07/15/28 | 790,000.00 | 867,052.65 | |||
| NETHER 0% 01/15/22 | 900,000.00 | 908,127.00 | |||
| NETHER 0% 01/15/24 | 550,000.00 | 561,869.00 | |||
| NETHER 0% 01/15/27 | 180,000.00 | 185,834.70 | |||
| NETHER 0% 07/15/30 | 850,000.00 | 877,820.50 | |||
| NETHER 1.75% 07/15/23 | 1,170,000.00 | 1,253,731.05 | |||
| NETHER 2.25% 07/15/22 | 750,000.00 | 793,023.75 | |||
| NETHER 2.5% 01/15/33 | 980,000.00 | 1,321,309.50 | |||
| NETHER 2.75% 01/15/47 | 1,110,000.00 | 1,925,589.15 | |||
| NETHER 2% 07/15/24 | 1,560,000.00 | 1,724,502.00 | |||
| NETHER 3.25% 07/15/21 | 1,330,000.00 | 1,379,781.90 | |||
| NETHER 3.75% 01/15/23 | 300,000.00 | 332,911.50 | |||
| NETHER 3.75% 01/15/42 | 1,080,000.00 | 1,974,407.40 | |||
| NETHER 4% 01/15/37 | 1,020,000.00 | 1,723,468.50 | |||
| NETHER 5.5% 01/15/28 | 1,010,000.00 | 1,468,343.05 | |||
| NETHER 7.5% 01/15/23 | 700,000.00 | 842,625.00 | |||
| OBL 0% 04/05/24 | 2,260,000.00 | 2,318,206.30 | |||
| OBL 0% 04/08/22 | 1,460,000.00 | 1,476,468.80 | |||
| OBL 0% 04/11/25 | 1,700,000.00 | 1,754,017.50 | |||
| OBL 0% 04/14/23 | 2,110,000.00 | 2,150,385.40 | |||
| OBL 0% 10/07/22 | 1,530,000.00 | 1,553,156.55 | |||
| OBL 0% 10/08/21 | 1,120,000.00 | 1,128,853.60 | |||
| OBL 0% 10/18/24 | 2,150,000.00 | 2,211,780.25 | |||
| RAGB 0.5% 02/20/29 | 700,000.00 | 749,658.00 | |||
| RAGB 0.5% 04/20/27 | 890,000.00 | 947,560.75 | |||
| RAGB 0.75% 02/20/28 | 620,000.00 | 673,887.30 | |||
| RAGB 0.75% 03/20/51 | 260,000.00 | 296,095.80 | |||
| RAGB 0.75% 10/20/26 | 600,000.00 | 646,998.00 | |||
| RAGB 0% 02/20/30 | 210,000.00 | 215,204.85 | |||
| RAGB 0% 07/15/23 | 650,000.00 | 661,615.50 | |||
| RAGB 0% 07/15/24 | 590,000.00 | 603,564.10 | |||
| RAGB 0% 09/20/22 | 430,000.00 | 435,740.50 | |||
| RAGB 1.2% 10/20/25 | 540,000.00 | 589,871.70 | |||
| RAGB 1.5% 02/20/47 | 450,000.00 | 598,882.50 | |||
| RAGB 1.5% 11/02/86 | 270,000.00 | 420,493.95 | |||
| RAGB 1.65% 10/21/24 | 560,000.00 | 613,838.40 | |||
| RAGB 1.75% 10/20/23 | 750,000.00 | 807,806.25 | |||
| RAGB 2.1% 09/20/17 | 340,000.00 | 688,687.00 | |||
| RAGB 2.4% 05/23/34 | 530,000.00 | 711,188.45 | |||
| RAGB 3.15% 06/20/44 | 520,000.00 | 887,367.00 | |||
| RAGB 3.4% 11/22/22 | 1,210,000.00 | 1,323,945.70 | |||
| RAGB 3.5% 09/15/21 | 1,000,000.00 | 1,046,455.00 | |||
| RAGB 3.65% 04/20/22 | 500,000.00 | 537,195.00 | |||
| RAGB 3.8% 01/26/62 | 230,000.00 | 536,481.90 | |||
| RAGB 4.15% 03/15/37 | 990,000.00 | 1,670,590.35 | |||
| RAGB 4.85% 03/15/26 | 760,000.00 | 995,132.60 | |||
| RAGB 6.25% 07/15/27 | 820,000.00 | 1,206,671.00 | |||
| RFGB 0.125% 04/15/36 | 200,000.00 | 204,142.00 | |||
| RFGB 0.25% 09/15/40 | 200,000.00 | 205,822.00 | |||
| RFGB 0.5% 04/15/26 | 530,000.00 | 560,708.20 | |||
| RFGB 0.5% 09/15/27 | 380,000.00 | 405,228.20 | |||
| RFGB 0.5% 09/15/28 | 540,000.00 | 578,010.60 | |||
| RFGB 0.5% 09/15/29 | 290,000.00 | 310,971.35 | |||
| RFGB 0.75% 04/15/31 | 270,000.00 | 298,142.10 | |||
| RFGB 0.875% 09/15/25 | 300,000.00 | 322,227.00 | |||
| RFGB 0% 04/15/22 | 250,000.00 | 252,650.00 | |||
| RFGB 0% 09/15/23 | 100,000.00 | 101,915.50 | |||
| RFGB 0% 09/15/24 | 300,000.00 | 307,339.50 | |||
| RFGB 1.125% 04/15/34 | 280,000.00 | 326,338.60 | |||
| RFGB 1.375% 04/15/47 | 230,000.00 | 302,767.40 | |||
| RFGB 1.5% 04/15/23 | 590,000.00 | 624,116.75 | |||
| RFGB 1.625% 09/15/22 | 380,000.00 | 398,367.30 | |||
| RFGB 2.625% 07/04/42 | 340,000.00 | 528,004.70 | |||
| RFGB 2.75% 07/04/28 | 380,000.00 | 475,570.00 | |||
| RFGB 2% 04/15/24 | 410,000.00 | 450,321.45 | |||
| RFGB 4% 07/04/25 | 320,000.00 | 393,688.00 | |||
| SPGB 0.05% 10/31/21 | 3,470,000.00 | 3,491,149.65 | |||
| SPGB 0.25% 07/30/24 | 1,580,000.00 | 1,614,056.90 | |||
| SPGB 0.35% 07/30/23 | 1,570,000.00 | 1,602,342.00 | |||
| SPGB 0.4% 04/30/22 | 1,040,000.00 | 1,054,757.60 | |||
| SPGB 0.45% 10/31/22 | 800,000.00 | 815,328.00 | |||
| SPGB 0.5% 04/30/30 | 2,200,000.00 | 2,246,695.00 | |||
| SPGB 0.6% 10/31/29 | 1,200,000.00 | 1,240,062.00 | |||
| SPGB 0.75% 07/30/21 | 500,000.00 | 506,025.00 | |||
| SPGB 0.8% 07/30/27 | 480,000.00 | 505,459.20 | |||
| SPGB 0% 01/31/25 | 710,000.00 | 716,901.20 | |||
| SPGB 0% 04/30/23 | 1,580,000.00 | 1,594,923.10 | |||
| SPGB 1.2% 10/31/40 | 750,000.00 | 790,492.50 | |||
| SPGB 1.25% 10/31/30 | 1,200,000.00 | 1,309,212.00 | |||
| SPGB 1.3% 10/31/26 | 1,460,000.00 | 1,586,012.60 | |||
| SPGB 1.4% 04/30/28 | 1,020,000.00 | 1,122,326.40 | |||
| SPGB 1.4% 07/30/28 | 1,320,000.00 | 1,454,587.20 | |||
| SPGB 1.45% 04/30/29 | 750,000.00 | 831,450.00 | |||
| SPGB 1.45% 10/31/27 | 1,840,000.00 | 2,025,039.60 | |||
| SPGB 1.5% 04/30/27 | 1,970,000.00 | 2,172,545.55 | |||
| SPGB 1.6% 04/30/25 | 1,250,000.00 | 1,358,331.25 | |||
| SPGB 1.85% 07/30/35 | 920,000.00 | 1,077,876.60 | |||
| SPGB 1.95% 04/30/26 | 1,340,000.00 | 1,500,250.60 | |||
| SPGB 1.95% 07/30/30 | 1,680,000.00 | 1,953,512.40 | |||
| SPGB 1% 10/31/50 | 540,000.00 | 520,408.80 | |||
| SPGB 2.15% 10/31/25 | 1,760,000.00 | 1,974,016.00 | |||
| SPGB 2.35% 07/30/33 | 1,290,000.00 | 1,586,448.45 | |||
| SPGB 2.7% 10/31/48 | 1,070,000.00 | 1,483,522.90 | |||
| SPGB 2.75% 10/31/24 | 1,560,000.00 | 1,760,974.80 | |||
| SPGB 2.9% 10/31/46 | 1,100,000.00 | 1,562,209.00 | |||
| SPGB 3.45% 07/30/66 | 900,000.00 | 1,539,837.00 | |||
| SPGB 3.8% 04/30/24 | 1,500,000.00 | 1,732,837.50 | |||
| SPGB 4.2% 01/31/37 | 1,450,000.00 | 2,246,238.50 | |||
| SPGB 4.4% 10/31/23 | 1,320,000.00 | 1,525,583.40 | |||
| SPGB 4.65% 07/30/25 | 1,410,000.00 | 1,753,151.70 | |||
| SPGB 4.7% 07/30/41 | 1,300,000.00 | 2,248,304.50 | |||
| SPGB 4.8% 01/31/24 | 1,150,000.00 | 1,358,127.00 | |||
| SPGB 4.9% 07/30/40 | 1,310,000.00 | 2,289,880.00 | |||
| SPGB 5.15% 10/31/28 | 750,000.00 | 1,057,230.00 | |||
| SPGB 5.15% 10/31/44 | 1,030,000.00 | 1,949,645.80 | |||
| SPGB 5.4% 01/31/23 | 920,000.00 | 1,053,841.60 | |||
| SPGB 5.75% 07/30/32 | 1,450,000.00 | 2,352,799.00 | |||
| SPGB 5.85% 01/31/22 | 1,780,000.00 | 1,949,206.80 | |||
| SPGB 5.9% 07/30/26 | 1,360,000.00 | 1,851,130.00 | |||
| SPGB 6.0% 01/31/29 | 2,350,000.00 | 3,505,506.75 | |||
| ユーロ 小計 | 387,200,000.00 | 467,149,768.55 | |||
| (57,786,426,369) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 420,000.00 | 424,124.40 | ||
| UKT 0.125% 01/31/23 | 510,000.00 | 512,822.85 | |||
| UKT 0.375% 10/22/30 | 710,000.00 | 723,965.70 | |||
| UKT 0.5% 07/22/22 | 1,800,000.00 | 1,821,393.00 | |||
| UKT 0.5% 10/22/61 | 420,000.00 | 408,445.80 | |||
| UKT 0.625% 06/07/25 | 1,210,000.00 | 1,252,930.80 | |||
| UKT 0.625% 10/22/50 | 340,000.00 | 335,710.90 | |||
| UKT 0.75% 07/22/23 | 1,500,000.00 | 1,539,487.50 | |||
| UKT 0.875% 10/22/29 | 1,130,000.00 | 1,212,038.00 | |||
| UKT 1.25% 07/22/27 | 1,190,000.00 | 1,296,415.75 | |||
| UKT 1.25% 10/22/41 | 350,000.00 | 393,471.75 | |||
| UKT 1.5% 07/22/26 | 1,060,000.00 | 1,160,795.40 | |||
| UKT 1.5% 07/22/47 | 1,310,000.00 | 1,582,617.55 | |||
| UKT 1.625% 10/22/28 | 1,400,000.00 | 1,584,807.00 | |||
| UKT 1.625% 10/22/54 | 600,000.00 | 781,557.00 | |||
| UKT 1.625% 10/22/71 | 610,000.00 | 925,549.95 | |||
| UKT 1.75% 01/22/49 | 800,000.00 | 1,027,884.00 | |||
| UKT 1.75% 07/22/57 | 930,000.00 | 1,285,669.20 | |||
| UKT 1.75% 09/07/22 | 1,640,000.00 | 1,704,247.00 | |||
| UKT 1.75% 09/07/37 | 1,540,000.00 | 1,845,828.60 | |||
| UKT 1% 04/22/24 | 1,450,000.00 | 1,511,690.25 | |||
| UKT 2.25% 09/07/23 | 1,160,000.00 | 1,245,370.20 | |||
| UKT 2.5% 07/22/65 | 1,100,000.00 | 1,938,238.50 | |||
| UKT 2.75% 09/07/24 | 420,000.00 | 469,776.30 | |||
| UKT 2% 09/07/25 | 420,000.00 | 465,847.20 | |||
| UKT 3.25% 01/22/44 | 1,430,000.00 | 2,237,656.85 | |||
| UKT 3.5% 01/22/45 | 1,470,000.00 | 2,415,077.70 | |||
| UKT 3.5% 07/22/68 | 1,170,000.00 | 2,620,595.25 | |||
| UKT 3.75% 07/22/52 | 1,110,000.00 | 2,110,581.75 | |||
| UKT 3.75% 09/07/21 | 1,650,000.00 | 1,719,745.50 | |||
| UKT 4.25% 03/07/36 | 1,490,000.00 | 2,342,227.85 | |||
| UKT 4.25% 06/07/32 | 1,290,000.00 | 1,889,798.40 | |||
| UKT 4.25% 09/07/39 | 1,060,000.00 | 1,771,026.80 | |||
| UKT 4.25% 12/07/27 | 750,000.00 | 985,946.25 | |||
| UKT 4.25% 12/07/40 | 1,130,000.00 | 1,922,389.90 | |||
| UKT 4.25% 12/07/46 | 1,260,000.00 | 2,354,373.00 | |||
| UKT 4.25% 12/07/49 | 980,000.00 | 1,919,962.10 | |||
| UKT 4.25% 12/07/55 | 1,040,000.00 | 2,239,078.40 | |||
| UKT 4.5% 09/07/34 | 910,000.00 | 1,425,792.55 | |||
| UKT 4.5% 12/07/42 | 1,370,000.00 | 2,478,576.60 | |||
| UKT 4.75% 12/07/30 | 1,550,000.00 | 2,284,180.75 | |||
| UKT 4.75% 12/07/38 | 880,000.00 | 1,530,843.60 | |||
| UKT 4% 01/22/60 | 1,000,000.00 | 2,205,130.00 | |||
| UKT 4% 03/07/22 | 910,000.00 | 970,009.95 | |||
| UKT 5% 03/07/25 | 1,600,000.00 | 1,977,920.00 | |||
| UKT 6.0% 12/07/28 | 450,000.00 | 672,322.50 | |||
| イギリスポンド 小計 | 48,520,000.00 | 67,523,920.30 | |||
| (9,160,970,267) | |||||
| スウェーデンクローナ | SGB 0.75% 05/12/28 | 2,800,000.00 | 2,999,304.00 | ||
| SGB 0.75% 11/12/29 | 3,770,000.00 | 4,056,897.00 | |||
| SGB 1.5% 11/13/23 | 5,670,000.00 | 6,012,014.40 | |||
| SGB 1% 11/12/26 | 4,940,000.00 | 5,337,818.20 | |||
| SGB 2.5% 05/12/25 | 4,150,000.00 | 4,709,129.50 | |||
| SGB 3.5% 03/30/39 | 2,950,000.00 | 4,618,579.00 | |||
| SGB 3.5% 06/01/22 | 6,990,000.00 | 7,484,752.20 | |||
| スウェーデンクローナ 小計 | 31,270,000.00 | 35,218,494.30 | |||
| (423,326,301) | |||||
| ノルウェークローネ | NGB 1.375% 08/19/30 | 2,690,000.00 | 2,895,798.45 | ||
| NGB 1.5% 02/19/26 | 3,460,000.00 | 3,686,578.10 | |||
| NGB 1.75% 02/17/27 | 2,900,000.00 | 3,155,939.50 | |||
| NGB 1.75% 03/13/25 | 2,610,000.00 | 2,790,011.70 | |||
| NGB 1.75% 09/06/29 | 2,240,000.00 | 2,480,172.80 | |||
| NGB 2% 04/26/28 | 2,160,000.00 | 2,412,244.80 | |||
| NGB 2% 05/24/23 | 5,000,000.00 | 5,262,325.00 | |||
| NGB 3% 03/14/24 | 3,640,000.00 | 4,010,679.40 | |||
| ノルウェークローネ 小計 | 24,700,000.00 | 26,693,749.75 | |||
| (310,448,309) | |||||
| デンマーククローネ | DGB 0.25% 11/15/22 | 520,000.00 | 530,098.40 | ||
| DGB 0.5% 11/15/27 | 5,450,000.00 | 5,822,725.50 | |||
| DGB 0.5% 11/15/29 | 5,780,000.00 | 6,230,897.80 | |||
| DGB 1.5% 11/15/23 | 3,890,000.00 | 4,161,444.20 | |||
| DGB 1.75% 11/15/25 | 4,230,000.00 | 4,746,821.40 | |||
| DGB 3% 11/15/21 | 6,370,000.00 | 6,668,466.35 | |||
| DGB 4.5% 11/15/39 | 8,740,000.00 | 16,519,867.30 | |||
| デンマーククローネ 小計 | 34,980,000.00 | 44,680,320.95 | |||
| (742,586,934) | |||||
| ポーランドズロチ | POLGB 0% 07/25/22 | 1,000,000.00 | 998,390.00 | ||
| POLGB 1.75% 07/25/21 | 2,050,000.00 | 2,086,274.75 | |||
| POLGB 2.25% 04/25/22 | 3,900,000.00 | 4,051,768.50 | |||
| POLGB 2.25% 10/25/24 | 1,860,000.00 | 1,995,119.70 | |||
| POLGB 2.5% 01/25/23 | 1,550,000.00 | 1,642,581.50 | |||
| POLGB 2.5% 04/25/24 | 2,180,000.00 | 2,349,800.20 | |||
| POLGB 2.5% 07/25/26 | 2,780,000.00 | 3,027,406.10 | |||
| POLGB 2.5% 07/25/27 | 1,910,000.00 | 2,087,458.10 | |||
| POLGB 2.75% 04/25/28 | 1,920,000.00 | 2,137,132.80 | |||
| POLGB 2.75% 10/25/29 | 2,200,000.00 | 2,483,756.00 | |||
| POLGB 3.25% 07/25/25 | 1,710,000.00 | 1,919,056.05 | |||
| POLGB 4% 10/25/23 | 2,080,000.00 | 2,330,068.00 | |||
| POLGB 5.75% 04/25/29 | 900,000.00 | 1,245,874.50 | |||
| POLGB 5.75% 09/23/22 | 1,500,000.00 | 1,683,412.50 | |||
| POLGB 5.75% 10/25/21 | 1,130,000.00 | 1,211,388.25 | |||
| ポーランドズロチ 小計 | 28,670,000.00 | 31,249,486.95 | |||
| (878,110,583) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 1,730,000.00 | 1,720,467.70 | ||
| ACGB 1.5% 06/21/31 | 1,190,000.00 | 1,258,752.25 | |||
| ACGB 1% 12/21/30 | 2,220,000.00 | 2,237,571.30 | |||
| ACGB 2.25% 05/21/28 | 1,450,000.00 | 1,618,504.50 | |||
| ACGB 2.5% 05/21/30 | 2,480,000.00 | 2,859,960.80 | |||
| ACGB 2.75% 04/21/24 | 1,810,000.00 | 1,972,737.10 | |||
| ACGB 2.75% 05/21/41 | 510,000.00 | 613,512.15 | |||
| ACGB 2.75% 06/21/35 | 630,000.00 | 762,706.35 | |||
| ACGB 2.75% 11/21/27 | 2,400,000.00 | 2,756,436.00 | |||
| ACGB 2.75% 11/21/28 | 1,750,000.00 | 2,029,422.50 | |||
| ACGB 2.75% 11/21/29 | 1,440,000.00 | 1,686,571.20 | |||
| ACGB 2% 12/21/21 | 690,000.00 | 706,811.85 | |||
| ACGB 3.25% 04/21/25 | 1,750,000.00 | 1,983,152.50 | |||
| ACGB 3.25% 04/21/29 | 2,330,000.00 | 2,811,214.90 | |||
| ACGB 3.25% 06/21/39 | 650,000.00 | 836,670.25 | |||
| ACGB 3.75% 04/21/37 | 810,000.00 | 1,101,940.20 | |||
| ACGB 3% 03/21/47 | 880,000.00 | 1,118,590.00 | |||
| ACGB 4.25% 04/21/26 | 2,600,000.00 | 3,150,719.00 | |||
| ACGB 4.5% 04/21/33 | 1,220,000.00 | 1,727,837.20 | |||
| ACGB 4.75% 04/21/27 | 1,750,000.00 | 2,229,500.00 | |||
| ACGB 5.5% 04/21/23 | 1,810,000.00 | 2,067,644.45 | |||
| ACGB 5.75% 07/15/22 | 3,920,000.00 | 4,340,949.20 | |||
| オーストラリアドル 小計 | 36,020,000.00 | 41,591,671.40 | |||
| (3,134,764,273) | |||||
| シンガポールドル | SIGB 1.25% 10/01/21 | 630,000.00 | 637,377.30 | ||
| SIGB 1.75% 02/01/23 | 320,000.00 | 331,878.40 | |||
| SIGB 1.75% 04/01/22 | 160,000.00 | 164,160.00 | |||
| SIGB 2.125% 06/01/26 | 520,000.00 | 566,802.60 | |||
| SIGB 2.25% 08/01/36 | 340,000.00 | 399,670.00 | |||
| SIGB 2.375% 06/01/25 | 500,000.00 | 544,975.00 | |||
| SIGB 2.375% 07/01/39 | 100,000.00 | 121,343.00 | |||
| SIGB 2.625% 05/01/28 | 190,000.00 | 217,015.15 | |||
| SIGB 2.75% 03/01/46 | 630,000.00 | 852,484.50 | |||
| SIGB 2.75% 04/01/42 | 300,000.00 | 393,573.00 | |||
| SIGB 2.75% 07/01/23 | 540,000.00 | 578,674.80 | |||
| SIGB 2.875% 07/01/29 | 640,000.00 | 754,051.20 | |||
| SIGB 2.875% 09/01/30 | 370,000.00 | 442,877.05 | |||
| SIGB 2% 02/01/24 | 90,000.00 | 95,202.00 | |||
| SIGB 3.125% 09/01/22 | 320,000.00 | 339,358.40 | |||
| SIGB 3.375% 09/01/33 | 270,000.00 | 350,677.35 | |||
| SIGB 3.5% 03/01/27 | 530,000.00 | 627,745.25 | |||
| SIGB 3% 09/01/24 | 510,000.00 | 563,958.00 | |||
| シンガポールドル 小計 | 6,960,000.00 | 7,981,823.00 | |||
| (611,806,732) | |||||
| マレーシアリンギット | MGS 3.418% 08/15/22 | 1,220,000.00 | 1,257,216.10 | ||
| MGS 3.48% 03/15/23 | 1,300,000.00 | 1,351,044.50 | |||
| MGS 3.502% 05/31/27 | 100,000.00 | 107,583.50 | |||
| MGS 3.62% 11/30/21 | 950,000.00 | 972,923.50 | |||
| MGS 3.733% 06/15/28 | 300,000.00 | 327,147.00 | |||
| MGS 3.795% 09/30/22 | 800,000.00 | 832,064.00 | |||
| MGS 3.8% 08/17/23 | 550,000.00 | 579,029.00 | |||
| MGS 3.844% 04/15/33 | 860,000.00 | 936,952.80 | |||
| MGS 3.882% 03/14/25 | 950,000.00 | 1,023,644.00 | |||
| MGS 3.885% 08/15/29 | 260,000.00 | 287,086.80 | |||
| MGS 3.892% 03/15/27 | 1,200,000.00 | 1,314,150.00 | |||
| MGS 3.899% 11/16/27 | 1,160,000.00 | 1,282,014.60 | |||
| MGS 3.9% 11/30/26 | 360,000.00 | 395,337.60 | |||
| MGS 3.955% 09/15/25 | 150,000.00 | 163,543.50 | |||
| MGS 4.059% 09/30/24 | 750,000.00 | 809,568.75 | |||
| MGS 4.127% 04/15/32 | 690,000.00 | 770,930.10 | |||
| MGS 4.16% 07/15/21 | 2,040,000.00 | 2,086,481.40 | |||
| MGS 4.181% 07/15/24 | 1,090,000.00 | 1,178,698.75 | |||
| MGS 4.232% 06/30/31 | 850,000.00 | 969,803.25 | |||
| MGS 4.254% 05/31/35 | 890,000.00 | 996,088.00 | |||
| MGS 4.392% 04/15/26 | 1,650,000.00 | 1,841,746.50 | |||
| MGS 4.498% 04/15/30 | 1,260,000.00 | 1,456,578.90 | |||
| MGS 4.642% 11/07/33 | 660,000.00 | 776,499.90 | |||
| MGS 4.736% 03/15/46 | 1,090,000.00 | 1,278,248.45 | |||
| MGS 4.762% 04/07/37 | 1,160,000.00 | 1,379,408.20 | |||
| MGS 4.893% 06/08/38 | 570,000.00 | 688,198.05 | |||
| MGS 4.921% 07/06/48 | 900,000.00 | 1,090,759.50 | |||
| MGS 4.935% 09/30/43 | 530,000.00 | 636,111.30 | |||
| MGS 5.248% 09/15/28 | 1,480,000.00 | 1,769,132.80 | |||
| マレーシアリンギット 小計 | 25,770,000.00 | 28,557,990.75 | |||
| (710,237,229) | |||||
| イスラエルシェケル | ILGOV 0.75% 07/31/22 | 3,180,000.00 | 3,223,350.39 | ||
| ILGOV 1% 03/31/30 | 960,000.00 | 992,272.41 | |||
| ILGOV 2.25% 09/28/28 | 1,050,000.00 | 1,193,780.28 | |||
| ILGOV 3.75% 03/31/24 | 2,000,000.00 | 2,259,653.40 | |||
| ILGOV 3.75% 03/31/47 | 1,100,000.00 | 1,619,009.36 | |||
| ILGOV 4.25% 03/31/23 | 200,000.00 | 222,042.06 | |||
| ILGOV 5.5% 01/31/22 | 940,000.00 | 1,017,858.41 | |||
| ILGOV 5.5% 01/31/42 | 1,270,000.00 | 2,265,525.18 | |||
| ILGOV 6.25% 10/30/26 | 3,300,000.00 | 4,496,636.43 | |||
| イスラエルシェケル 小計 | 14,000,000.00 | 17,290,127.92 | |||
| (536,166,866) | |||||
| 合計 | 140,917,772,447 | ||||
| (140,917,772,447) | |||||
| 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 | 170銘柄 | 100.0% | 44.7% |
| カナダドル | 国債証券 | 27銘柄 | 100.0% | 1.9% |
| メキシコペソ | 国債証券 | 15銘柄 | 100.0% | 0.7% |
| ユーロ | 国債証券 | 313銘柄 | 100.0% | 41.0% |
| イギリスポンド | 国債証券 | 46銘柄 | 100.0% | 6.5% |
| スウェーデンクローナ | 国債証券 | 7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% | 0.6% |
| オーストラリアドル | 国債証券 | 22銘柄 | 100.0% | 2.2% |
| シンガポールドル | 国債証券 | 18銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 29銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 9銘柄 | 100.0% | 0.4% |
| (注)時価比率は、通貨ごとの有価証券の合計金額に対する比率であります。 |
| 第2 信用取引契約残高明細表 |
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
| 注記表(デリバティブ取引に関する注記)に記載したとおりであります。 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
