有価証券報告書(内国投資信託受益証券)-第11期(令和2年7月28日-令和3年7月26日)
外国債券マザーファンド
貸借対照表
注記表
(有価証券に関する注記)
(デリバティブ取引に関する注記)
附属明細表
該当事項はありません。
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
貸借対照表
| 2021年 7月26日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 123,542,246 |
| コール・ローン | 950,179,971 |
| 国債証券 | 146,695,295,351 |
| 派生商品評価勘定 | 13,136,669 |
| 未収入金 | 51,870 |
| 未収利息 | 909,143,590 |
| 前払費用 | 25,115,998 |
| 差入委託証拠金 | 341,991,481 |
| 流動資産合計 | 149,058,457,176 |
| 資産合計 | 149,058,457,176 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 2,030,288 |
| 前受金 | 11,727,448 |
| 未払金 | 1,348,490 |
| 未払解約金 | 204,289,577 |
| 未払利息 | 1,705 |
| 流動負債合計 | 219,397,508 |
| 負債合計 | 219,397,508 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 55,642,880,509 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 93,196,179,159 |
| 元本等合計 | 148,839,059,668 |
| 純資産合計 | 148,839,059,668 |
| 負債純資産合計 | 149,058,457,176 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2021年 7月26日現在 | |
| 1.有価証券の評価基準及び評価方法 | 国債証券 |
| 移動平均法(買付約定後、最初の利払日までは個別法)に基づき、時価で評価しております。 時価評価にあたっては、金融商品取引業者等の提示する価額、価格情報会社の提供する価額又は業界団体が発表する売買参考統計値等で評価しております。 | |
| 2.デリバティブの評価基準及び評価方法 | (1)先物取引 |
| 債券先物取引 個別法に基づき、時価で評価しております。 時価評価にあたっては、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場によっております。 | |
| (2)為替予約取引 | |
| 個別法に基づき、わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって計算しております。 当ファンドにおける派生商品評価勘定は、当該先物取引及び為替予約取引に係るものであります。 | |
| 3.外貨建資産・負債の本邦通貨への換算基準 | 投資信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算日又は計算日に知りうる直近の日の対顧客電信売買相場の仲値によって計算しております。 なお、外貨建資産等については、「投資信託財産の計算に関する規則(平成12年総理府令第133号)」第60条の規定に基づき、通貨の種類ごとに勘定を設けて、邦貨建資産等と区分する方法を採用しております。従って、外貨の売買については、同規則第61条の規定により処理し、為替差損益を算定しております。 |
| 4.収益及び費用の計上基準 | (1)派生商品取引等損益 |
| 約定日基準で計上しております。 | |
| (2)為替予約取引による為替差損益 | |
| 約定日基準で計上しております。 | |
| (貸借対照表に関する注記) |
| 2021年 7月26日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 55,642,880,509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 | 2.6749円 |
| (1万口当たり純資産額) | (26,749円) | ||
| (金融商品に関する注記) |
| 1.金融商品の状況に関する事項 |
| 2021年 7月26日現在 | |
| 1.金融商品に対する取組方針 | 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。 |
| 2.金融商品の内容及びそのリスク | 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 これらは、価格変動リスク、金利変動リスク、為替変動リスク等の市場リスク、信用リスク、流動性リスク等に晒されております。 また、当ファンドは、ファンド運用の効率化を図ることを目的として債券先物取引及び為替予約取引を行っております。債券先物取引に係る主要なリスクは、債券価格の変動による価格変動リスクであります。為替予約取引に係る主要なリスクは、為替相場の変動による価格変動リスク及び取引相手の信用状況の変動により損失が発生する信用リスクであります。 |
| 3.金融商品に係るリスク管理体制 | 運用部門から独立した運用監理部が、運用に関するリスク管理と法令等遵守状況のモニタリングを担当し、毎月開催される運用リスク管理委員会及び経営会議に報告します。 内部監査部は、業務執行に係る内部管理態勢の適切性・有効性を独立した立場から検証・評価し、監査結果等を取締役会に報告するとともに、指摘事項の是正・改善状況の事後点検を行います。 |
| 2.金融商品の時価等に関する事項 |
| 2021年 7月26日現在 | |
| 1.貸借対照表計上額、時価及びその差額 | 貸借対照表上の金融商品は原則として時価で評価しているため、貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 | (1)有価証券 |
| 売買目的有価証券 | |
| 「(重要な会計方針に係る事項に関する注記)」に記載しております。 | |
| (2)デリバティブ取引 | |
| 「(デリバティブ取引に関する注記)」に記載しております。 | |
| (3)コール・ローン等の金銭債権及び金銭債務 | |
| 短期間で決済されるため、時価は帳簿価額と近似していることから、当該帳簿価額によっております。 | |
| 3.金融商品の時価等に関する事項についての補足説明 | 金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額又は契約上の想定元本であり、当該金額自体がデリバティブ取引のリスクの大きさを示すものではありません。 |
| (関連当事者との取引に関する注記) |
| 該当事項はありません。 |
| (重要な後発事象に関する注記) |
| 該当事項はありません。 |
| (その他の注記) 元本の移動 |
| 区分 | 2021年 7月26日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2020年 7月28日 |
| 期首元本額 | 56,037,038,869円 |
| 期中追加設定元本額 | 5,948,810,393円 |
| 期中一部解約元本額 | 6,342,968,753円 |
| 期末元本額 | 55,642,880,509円 |
| 期末元本額の内訳 | |
| 外国債券インデックスファンド | 2,075,068,624円 |
| DC外国債券インデックスファンド | 1,924,729,335円 |
| DC外国債券インデックスファンドL | 13,949,550,271円 |
| DCバランスファンド30 | 872,169,228円 |
| DCバランスファンド50 | 878,965,177円 |
| DCバランスファンド70 | 203,271,052円 |
| グローバル・インデックス・バランス・ファンド | 456,211,210円 |
| 外国債券インデックスe | 1,087,563,292円 |
| インデックスコレクション(外国債券) | 7,852,417,322円 |
| インデックスコレクション(バランス株式30) | 4,517,867,332円 |
| インデックスコレクション(バランス株式50) | 676,509,373円 |
| インデックスコレクション(バランス株式70) | 192,043,821円 |
| 私募外国債券パッシブファンド(適格機関投資家専用) | 4,168,111,448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) | 1,550,628,944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) | 496,542,835円 |
| バランスVA30(適格機関投資家専用) | 103,140,607円 |
| バランスVA50(適格機関投資家専用) | 518,298,420円 |
| VAバランスファンド(株25/100)(適格機関投資家専用) | 298,723,474円 |
| VAバランスファンド(株50/100)(適格機関投資家専用) | 186,772,923円 |
| VAバランス株式30(適格機関投資家専用) | 141,857円 |
| VAバランスファンド(株60/100)(適格機関投資家専用) | 462,545,850円 |
| バランスVA25(適格機関投資家専用) | 1,549,963,183円 |
| バランスVA37.5(適格機関投資家専用) | 604,535,440円 |
| バランスVA50L(適格機関投資家専用) | 6,434,246,115円 |
| バランスVA75(適格機関投資家専用) | 360,215,104円 |
| VAバランスファンド(株40/100)(適格機関投資家専用) | 246,253,410円 |
| VAポートフォリオ40(適格機関投資家専用) | 1,638,868,967円 |
| VAポートフォリオ20(適格機関投資家専用) | 103,461,184円 |
| バランスVA40(適格機関投資家専用) | 192,961,445円 |
| VAバランスファンド2(株40/100)(適格機関投資家専用) | 100,524,132円 |
| VAバランス50-50(適格機関投資家専用) | 52,500,204円 |
| VAファンド25(適格機関投資家専用) | 88,033,026円 |
| バランスVA25L(適格機関投資家専用) | 249,656,793円 |
| 世界バランスVA25(適格機関投資家専用) | 71,576,904円 |
| VAバランス20-80(適格機関投資家専用) | 1,455,413,603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) | 23,398,604円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2021年 7月26日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | △1,284,255,716 |
| 合計 | △1,284,255,716 |
| (注)当計算期間の損益に含まれた評価差額は、「外国債券マザーファンド」の期首日から本報告書における開示対象ファンドの期末日までの期間に対応する金額であります。 |
(デリバティブ取引に関する注記)
| 債券関連 |
| (2021年 7月26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 | 1,104,163,821 | - | 1,115,891,269 | 11,727,448 | |
| 合計 | 1,104,163,821 | - | 1,115,891,269 | 11,727,448 | |
| (注)1.時価の算定方法 |
| 債券先物取引の時価については、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場で評価しております。 |
| 2.債券先物取引の残高は、契約金額ベースで表示しております。 |
| 3.計算日又は計算日に知りうる直近の日のわが国の対顧客電信売買相場の仲値により邦貨換算しております。 |
| 4.契約額等には手数料相当額を含んでおりません。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
| 通貨関連 |
| (2021年 7月26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 | 864,376,655 | - | 863,755,588 | △621,067 | |
| アメリカドル | 384,575,117 | - | 385,690,021 | 1,114,904 | |
| カナダドル | 49,396,162 | - | 49,192,024 | △204,138 | |
| ユーロ | 350,917,059 | - | 349,880,499 | △1,036,560 | |
| イギリスポンド | 79,488,317 | - | 78,993,044 | △495,273 | |
| 合計 | 864,376,655 | - | 863,755,588 | △621,067 | |
| (注)時価の算定方法 |
| わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって、以下のように評価しております。 |
| ①計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されている場合は、当該為替予約は当該仲値によって評価しております。 |
| ②計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されていない場合は、発表されている先物相場のうち当該日に最も近い前後二つの先物相場の仲値をもとに計算したレートを用いております。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
附属明細表
| 第1 有価証券明細表 (1)株式 |
該当事項はありません。
| (2)株式以外の有価証券 |
| 種類 | 通貨 | 銘 柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | アメリカドル | T 0.125% 01/15/24 | 5,000,000.00 | 4,980,468.75 | |
| T 0.125% 10/15/23 | 5,200,000.00 | 5,186,390.61 | |||
| T 0.25% 03/15/24 | 4,500,000.00 | 4,493,320.33 | |||
| T 0.25% 04/15/23 | 6,500,000.00 | 6,509,521.46 | |||
| T 0.25% 05/15/24 | 5,070,000.00 | 5,057,126.96 | |||
| T 0.25% 05/31/25 | 1,180,000.00 | 1,167,001.56 | |||
| T 0.25% 06/30/25 | 4,310,000.00 | 4,259,323.83 | |||
| T 0.25% 07/31/25 | 2,200,000.00 | 2,172,242.18 | |||
| T 0.25% 09/30/25 | 7,000,000.00 | 6,899,648.42 | |||
| T 0.375% 01/31/26 | 1,700,000.00 | 1,678,683.59 | |||
| T 0.375% 07/31/27 | 4,000,000.00 | 3,880,937.52 | |||
| T 0.375% 09/30/27 | 4,000,000.00 | 3,869,531.24 | |||
| T 0.375% 11/30/25 | 3,770,000.00 | 3,729,354.68 | |||
| T 0.5% 02/28/26 | 3,500,000.00 | 3,474,023.45 | |||
| T 0.5% 03/15/23 | 3,980,000.00 | 4,002,620.68 | |||
| T 0.5% 03/31/25 | 4,000,000.00 | 4,000,156.24 | |||
| T 0.5% 05/31/27 | 5,500,000.00 | 5,386,132.84 | |||
| T 0.5% 06/30/27 | 6,000,000.00 | 5,871,562.50 | |||
| T 0.5% 08/31/27 | 1,100,000.00 | 1,073,574.21 | |||
| T 0.5% 10/31/27 | 3,580,000.00 | 3,485,325.79 | |||
| T 0.625% 03/31/27 | 3,400,000.00 | 3,362,414.05 | |||
| T 0.625% 05/15/30 | 7,400,000.00 | 7,034,046.91 | |||
| T 0.625% 08/15/30 | 9,130,000.00 | 8,649,248.43 | |||
| T 0.625% 11/30/27 | 3,700,000.00 | 3,626,433.60 | |||
| T 0.625% 12/31/27 | 3,000,000.00 | 2,937,187.50 | |||
| T 0.75% 01/31/28 | 3,500,000.00 | 3,450,507.83 | |||
| T 0.75% 03/31/26 | 2,750,000.00 | 2,759,130.85 | |||
| T 0.75% 04/30/26 | 3,500,000.00 | 3,509,843.75 | |||
| T 0.875% 11/15/30 | 6,160,000.00 | 5,953,543.78 | |||
| T 1.125% 02/15/31 | 4,600,000.00 | 4,539,265.64 | |||
| T 1.125% 05/15/40 | 3,920,000.00 | 3,480,531.26 | |||
| T 1.125% 08/15/40 | 4,000,000.00 | 3,539,062.52 | |||
| T 1.25% 03/31/28 | 5,300,000.00 | 5,387,367.21 | |||
| T 1.25% 05/15/50 | 5,120,000.00 | 4,327,600.02 | |||
| T 1.25% 07/31/23 | 3,950,000.00 | 4,033,166.02 | |||
| T 1.375% 08/15/50 | 4,000,000.00 | 3,488,125.00 | |||
| T 1.375% 08/31/23 | 3,450,000.00 | 3,533,689.44 | |||
| T 1.375% 09/30/23 | 3,550,000.00 | 3,638,472.67 | |||
| T 1.375% 10/15/22 | 2,250,000.00 | 2,284,848.63 | |||
| T 1.375% 11/15/40 | 4,650,000.00 | 4,292,894.55 | |||
| T 1.5% 01/15/23 | 2,000,000.00 | 2,040,117.18 | |||
| T 1.5% 02/15/30 | 1,820,000.00 | 1,866,068.75 | |||
| T 1.5% 02/28/23 | 1,760,000.00 | 1,797,950.00 | |||
| T 1.5% 03/31/23 | 4,000,000.00 | 4,089,921.88 | |||
| T 1.5% 08/15/22 | 5,800,000.00 | 5,887,000.00 | |||
| T 1.5% 08/15/26 | 5,300,000.00 | 5,502,476.58 | |||
| T 1.5% 09/15/22 | 4,000,000.00 | 4,063,750.00 | |||
| T 1.5% 09/30/24 | 3,000,000.00 | 3,104,062.50 | |||
| T 1.625% 02/15/26 | 5,750,000.00 | 5,998,417.99 | |||
| T 1.625% 04/30/23 | 5,800,000.00 | 5,948,058.57 | |||
| T 1.625% 05/15/26 | 5,400,000.00 | 5,637,726.57 | |||
| T 1.625% 05/15/31 | 4,200,000.00 | 4,331,578.14 | |||
| T 1.625% 05/31/23 | 4,350,000.00 | 4,465,376.96 | |||
| T 1.625% 08/15/22 | 1,400,000.00 | 1,422,859.38 | |||
| T 1.625% 08/15/29 | 2,260,000.00 | 2,345,103.12 | |||
| T 1.625% 08/31/22 | 500,000.00 | 508,457.03 | |||
| T 1.625% 09/30/26 | 2,150,000.00 | 2,246,078.12 | |||
| T 1.625% 11/15/22 | 4,000,000.00 | 4,078,671.88 | |||
| T 1.625% 11/15/50 | 3,600,000.00 | 3,341,250.00 | |||
| T 1.625% 11/30/26 | 3,030,000.00 | 3,165,166.42 | |||
| T 1.75% 01/31/23 | 2,650,000.00 | 2,714,490.24 | |||
| T 1.75% 05/15/23 | 1,750,000.00 | 1,799,423.83 | |||
| T 1.75% 06/30/22 | 2,500,000.00 | 2,539,062.50 | |||
| T 1.75% 06/30/24 | 2,000,000.00 | 2,081,171.88 | |||
| T 1.75% 07/15/22 | 1,200,000.00 | 1,219,570.30 | |||
| T 1.75% 09/30/22 | 1,050,000.00 | 1,070,487.30 | |||
| T 1.75% 11/15/29 | 3,220,000.00 | 3,372,446.87 | |||
| T 1.875% 02/15/41 | 4,750,000.00 | 4,775,605.48 | |||
| T 1.875% 02/15/51 | 4,500,000.00 | 4,436,015.61 | |||
| T 1.875% 06/30/26 | 3,980,000.00 | 4,204,341.41 | |||
| T 1.875% 07/31/22 | 2,880,000.00 | 2,932,706.24 | |||
| T 1.875% 07/31/26 | 1,800,000.00 | 1,902,375.00 | |||
| T 1.875% 08/31/22 | 2,600,000.00 | 2,650,882.80 | |||
| T 1.875% 09/30/22 | 1,500,000.00 | 1,531,464.84 | |||
| T 1.875% 10/31/22 | 2,000,000.00 | 2,044,570.32 | |||
| T 2.125% 02/29/24 | 1,400,000.00 | 1,466,226.56 | |||
| T 2.125% 03/31/24 | 1,200,000.00 | 1,257,937.50 | |||
| T 2.125% 05/15/25 | 7,250,000.00 | 7,685,000.00 | |||
| T 2.125% 06/30/22 | 1,100,000.00 | 1,121,033.19 | |||
| T 2.125% 07/31/24 | 1,500,000.00 | 1,578,632.82 | |||
| T 2.125% 09/30/24 | 2,200,000.00 | 2,319,625.00 | |||
| T 2.125% 11/30/23 | 2,700,000.00 | 2,817,808.58 | |||
| T 2.125% 11/30/24 | 1,400,000.00 | 1,478,531.25 | |||
| T 2.125% 12/31/22 | 3,800,000.00 | 3,908,062.50 | |||
| T 2.25% 01/31/24 | 5,090,000.00 | 5,340,722.25 | |||
| T 2.25% 02/15/27 | 3,900,000.00 | 4,206,210.95 | |||
| T 2.25% 03/31/26 | 1,500,000.00 | 1,608,984.37 | |||
| T 2.25% 04/30/24 | 2,600,000.00 | 2,737,210.94 | |||
| T 2.25% 08/15/27 | 2,320,000.00 | 2,506,778.11 | |||
| T 2.25% 08/15/46 | 2,880,000.00 | 3,067,875.01 | |||
| T 2.25% 08/15/49 | 4,110,000.00 | 4,390,635.93 | |||
| T 2.25% 10/31/24 | 2,500,000.00 | 2,648,046.87 | |||
| T 2.25% 11/15/24 | 5,000,000.00 | 5,299,023.45 | |||
| T 2.25% 11/15/25 | 5,500,000.00 | 5,882,851.59 | |||
| T 2.25% 11/15/27 | 5,260,000.00 | 5,686,758.58 | |||
| T 2.25% 12/31/23 | 3,500,000.00 | 3,667,617.20 | |||
| T 2.25% 12/31/24 | 2,900,000.00 | 3,077,738.27 | |||
| T 2.375% 01/31/23 | 5,000,000.00 | 5,168,945.30 | |||
| T 2.375% 02/29/24 | 4,280,000.00 | 4,509,548.42 | |||
| T 2.375% 04/30/26 | 1,820,000.00 | 1,964,107.03 | |||
| T 2.375% 05/15/27 | 3,600,000.00 | 3,913,031.26 | |||
| T 2.375% 05/15/29 | 3,890,000.00 | 4,253,471.87 | |||
| T 2.375% 05/15/51 | 1,200,000.00 | 1,322,250.00 | |||
| T 2.375% 08/15/24 | 6,700,000.00 | 7,106,187.50 | |||
| T 2.375% 11/15/49 | 2,010,000.00 | 2,206,603.12 | |||
| T 2.5% 01/31/25 | 4,000,000.00 | 4,283,437.52 | |||
| T 2.5% 02/15/45 | 2,150,000.00 | 2,391,203.12 | |||
| T 2.5% 02/15/46 | 2,250,000.00 | 2,507,871.10 | |||
| T 2.5% 02/28/26 | 650,000.00 | 703,980.47 | |||
| T 2.5% 05/15/24 | 3,700,000.00 | 3,925,035.14 | |||
| T 2.5% 05/15/46 | 1,650,000.00 | 1,840,394.53 | |||
| T 2.5% 08/15/23 | 3,450,000.00 | 3,611,718.75 | |||
| T 2.625% 01/31/26 | 1,350,000.00 | 1,468,652.35 | |||
| T 2.625% 02/15/29 | 5,390,000.00 | 5,987,532.05 | |||
| T 2.625% 03/31/25 | 2,500,000.00 | 2,694,140.62 | |||
| T 2.625% 06/30/23 | 6,000,000.00 | 6,280,429.68 | |||
| T 2.75% 02/15/24 | 3,900,000.00 | 4,144,816.41 | |||
| T 2.75% 02/15/28 | 4,670,000.00 | 5,200,482.81 | |||
| T 2.75% 04/30/23 | 4,200,000.00 | 4,390,230.47 | |||
| T 2.75% 06/30/25 | 2,000,000.00 | 2,170,937.50 | |||
| T 2.75% 07/31/23 | 4,000,000.00 | 4,204,687.52 | |||
| T 2.75% 08/15/42 | 1,450,000.00 | 1,676,222.66 | |||
| T 2.75% 08/15/47 | 2,450,000.00 | 2,868,988.29 | |||
| T 2.75% 08/31/25 | 5,000,000.00 | 5,440,039.05 | |||
| T 2.75% 11/15/23 | 4,450,000.00 | 4,705,353.50 | |||
| T 2.75% 11/15/42 | 1,040,000.00 | 1,201,606.25 | |||
| T 2.75% 11/15/47 | 2,500,000.00 | 2,929,492.20 | |||
| T 2.875% 04/30/25 | 2,300,000.00 | 2,502,867.19 | |||
| T 2.875% 05/15/28 | 4,460,000.00 | 5,011,228.12 | |||
| T 2.875% 05/15/43 | 1,050,000.00 | 1,238,425.78 | |||
| T 2.875% 05/15/49 | 4,400,000.00 | 5,305,437.50 | |||
| T 2.875% 07/31/25 | 5,000,000.00 | 5,458,593.75 | |||
| T 2.875% 08/15/28 | 4,200,000.00 | 4,726,968.75 | |||
| T 2.875% 08/15/45 | 1,480,000.00 | 1,758,309.38 | |||
| T 2.875% 09/30/23 | 1,650,000.00 | 1,744,746.10 | |||
| T 2.875% 11/30/23 | 6,000,000.00 | 6,367,031.28 | |||
| T 2% 02/15/23 | 6,500,000.00 | 6,687,128.89 | |||
| T 2% 02/15/25 | 6,050,000.00 | 6,373,296.87 | |||
| T 2% 02/15/50 | 3,370,000.00 | 3,416,337.50 | |||
| T 2% 04/30/24 | 3,000,000.00 | 3,138,046.89 | |||
| T 2% 05/31/24 | 1,500,000.00 | 1,570,371.09 | |||
| T 2% 06/30/24 | 1,000,000.00 | 1,047,812.50 | |||
| T 2% 07/31/22 | 3,900,000.00 | 3,976,171.87 | |||
| T 2% 08/15/25 | 3,750,000.00 | 3,964,892.58 | |||
| T 2% 10/31/22 | 4,500,000.00 | 4,607,490.24 | |||
| T 2% 11/15/26 | 2,700,000.00 | 2,873,390.62 | |||
| T 2% 11/30/22 | 5,500,000.00 | 5,639,111.33 | |||
| T 3.125% 02/15/42 | 1,000,000.00 | 1,223,125.00 | |||
| T 3.125% 02/15/43 | 1,100,000.00 | 1,347,328.12 | |||
| T 3.125% 05/15/48 | 1,400,000.00 | 1,756,343.75 | |||
| T 3.125% 08/15/44 | 1,550,000.00 | 1,908,679.68 | |||
| T 3.125% 11/15/28 | 3,960,000.00 | 4,534,200.00 | |||
| T 3.125% 11/15/41 | 870,000.00 | 1,062,623.43 | |||
| T 3.375% 05/15/44 | 1,700,000.00 | 2,174,007.82 | |||
| T 3.375% 11/15/48 | 2,500,000.00 | 3,282,617.20 | |||
| T 3.5% 02/15/39 | 900,000.00 | 1,151,507.81 | |||
| T 3.625% 02/15/44 | 1,600,000.00 | 2,119,125.00 | |||
| T 3.625% 08/15/43 | 1,600,000.00 | 2,110,875.00 | |||
| T 3.75% 08/15/41 | 1,100,000.00 | 1,462,828.12 | |||
| T 3.75% 11/15/43 | 900,000.00 | 1,210,781.25 | |||
| T 3.875% 08/15/40 | 680,000.00 | 914,281.25 | |||
| T 3% 02/15/47 | 2,400,000.00 | 2,931,000.00 | |||
| T 3% 02/15/48 | 3,100,000.00 | 3,801,617.20 | |||
| T 3% 02/15/49 | 1,940,000.00 | 2,389,231.25 | |||
| T 3% 05/15/42 | 1,100,000.00 | 1,320,085.94 | |||
| T 3% 05/15/45 | 2,100,000.00 | 2,543,789.07 | |||
| T 3% 05/15/47 | 1,900,000.00 | 2,323,343.75 | |||
| T 3% 08/15/48 | 2,710,000.00 | 3,328,853.91 | |||
| T 3% 09/30/25 | 3,660,000.00 | 4,023,998.45 | |||
| T 3% 10/31/25 | 1,000,000.00 | 1,100,898.44 | |||
| T 3% 11/15/44 | 2,050,000.00 | 2,477,136.72 | |||
| T 4.25% 05/15/39 | 850,000.00 | 1,188,937.50 | |||
| T 4.25% 11/15/40 | 900,000.00 | 1,269,281.25 | |||
| T 4.375% 02/15/38 | 500,000.00 | 702,695.31 | |||
| T 4.375% 05/15/40 | 750,000.00 | 1,070,859.37 | |||
| T 4.375% 05/15/41 | 550,000.00 | 789,894.53 | |||
| T 4.375% 11/15/39 | 650,000.00 | 924,421.87 | |||
| T 4.5% 02/15/36 | 600,000.00 | 838,875.00 | |||
| T 4.5% 05/15/38 | 970,000.00 | 1,383,538.28 | |||
| T 4.5% 08/15/39 | 750,000.00 | 1,080,468.75 | |||
| T 4.625% 02/15/40 | 700,000.00 | 1,026,429.69 | |||
| T 4.75% 02/15/41 | 750,000.00 | 1,124,062.50 | |||
| T 5.0% 05/15/37 | 650,000.00 | 965,300.78 | |||
| T 5.25% 11/15/28 | 900,000.00 | 1,167,398.44 | |||
| T 5.375% 02/15/31 | 750,000.00 | 1,031,953.12 | |||
| T 5.5% 08/15/28 | 250,000.00 | 326,601.56 | |||
| T 6.0% 02/15/26 | 600,000.00 | 744,304.68 | |||
| T 6.125% 11/15/27 | 1,050,000.00 | 1,386,451.17 | |||
| T 6.25% 05/15/30 | 720,000.00 | 1,026,956.25 | |||
| T 6.25% 08/15/23 | 1,350,000.00 | 1,517,431.64 | |||
| アメリカドル 小計 | 574,150,000.00 | 604,415,537.68 | |||
| (66,812,093,535) | |||||
| カナダドル | CAN 0.25% 02/01/23 | 1,000,000.00 | 998,880.00 | ||
| CAN 0.25% 03/01/26 | 890,000.00 | 868,097.10 | |||
| CAN 0.25% 04/01/24 | 600,000.00 | 595,110.00 | |||
| CAN 0.25% 05/01/23 | 300,000.00 | 299,268.00 | |||
| CAN 0.25% 11/01/22 | 810,000.00 | 809,716.50 | |||
| CAN 0.5% 09/01/25 | 1,330,000.00 | 1,317,976.80 | |||
| CAN 0.5% 12/01/30 | 970,000.00 | 909,539.90 | |||
| CAN 1.25% 03/01/25 | 450,000.00 | 459,360.00 | |||
| CAN 1.25% 06/01/30 | 2,560,000.00 | 2,581,683.20 | |||
| CAN 1.5% 06/01/23 | 2,010,000.00 | 2,051,104.50 | |||
| CAN 1.5% 06/01/26 | 840,000.00 | 867,888.00 | |||
| CAN 1.5% 06/01/31 | 700,000.00 | 715,540.00 | |||
| CAN 1.5% 09/01/24 | 660,000.00 | 678,229.20 | |||
| CAN 1.75% 03/01/23 | 700,000.00 | 715,799.00 | |||
| CAN 1% 06/01/27 | 940,000.00 | 945,602.40 | |||
| CAN 1% 09/01/22 | 2,680,000.00 | 2,702,726.40 | |||
| CAN 2.25% 03/01/24 | 670,000.00 | 699,875.30 | |||
| CAN 2.25% 06/01/25 | 1,530,000.00 | 1,621,845.90 | |||
| CAN 2.25% 06/01/29 | 390,000.00 | 425,396.40 | |||
| CAN 2.5% 06/01/24 | 1,780,000.00 | 1,877,526.20 | |||
| CAN 2.75% 12/01/48 | 810,000.00 | 984,312.00 | |||
| CAN 2.75% 12/01/64 | 290,000.00 | 368,897.40 | |||
| CAN 2% 06/01/28 | 800,000.00 | 854,048.00 | |||
| CAN 2% 09/01/23 | 1,180,000.00 | 1,218,149.40 | |||
| CAN 2% 12/01/51 | 2,280,000.00 | 2,396,462.40 | |||
| CAN 3.5% 12/01/45 | 690,000.00 | 933,721.80 | |||
| CAN 4.0% 06/01/41 | 490,000.00 | 686,583.10 | |||
| CAN 5.75% 06/01/29 | 960,000.00 | 1,298,630.40 | |||
| CAN 5.75% 06/01/33 | 670,000.00 | 988,719.00 | |||
| CAN 5% 06/01/37 | 490,000.00 | 730,178.40 | |||
| カナダドル 小計 | 30,470,000.00 | 32,600,866.70 | |||
| (2,864,638,156) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 6,400,000.00 | 7,982,272.00 | ||
| MBONO 10% 12/05/24 | 24,100,000.00 | 26,761,845.00 | |||
| MBONO 5.75% 03/05/26 | 13,590,000.00 | 13,149,548.10 | |||
| MBONO 6.75% 03/09/23 | 20,920,000.00 | 21,290,911.60 | |||
| MBONO 7.5% 06/03/27 | 22,800,000.00 | 23,614,416.00 | |||
| MBONO 7.75% 05/29/31 | 10,950,000.00 | 11,518,414.50 | |||
| MBONO 7.75% 11/13/42 | 13,980,000.00 | 14,158,105.20 | |||
| MBONO 7.75% 11/23/34 | 4,970,000.00 | 5,224,513.70 | |||
| MBONO 8.5% 05/31/29 | 20,740,000.00 | 22,679,812.20 | |||
| MBONO 8.5% 11/18/38 | 10,170,000.00 | 11,072,384.10 | |||
| MBONO 8% 09/05/24 | 5,910,000.00 | 6,195,216.60 | |||
| MBONO 8% 11/07/47 | 11,460,000.00 | 11,865,569.40 | |||
| MBONO 8% 12/07/23 | 13,220,000.00 | 13,801,944.40 | |||
| メキシコペソ 小計 | 179,210,000.00 | 189,314,952.80 | |||
| (1,042,538,513) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 730,000.00 | 753,622.80 | ||
| BGB 0.2% 10/22/23 | 640,000.00 | 653,452.80 | |||
| BGB 0.4% 06/22/40 | 290,000.00 | 290,501.70 | |||
| BGB 0.5% 10/22/24 | 490,000.00 | 509,482.40 | |||
| BGB 0.65% 06/22/71 | 300,000.00 | 273,618.00 | |||
| BGB 0.8% 06/22/25 | 1,100,000.00 | 1,164,559.00 | |||
| BGB 0.8% 06/22/27 | 750,000.00 | 810,705.00 | |||
| BGB 0.8% 06/22/28 | 980,000.00 | 1,066,396.80 | |||
| BGB 0.9% 06/22/29 | 990,000.00 | 1,088,891.10 | |||
| BGB 0% 10/22/27 | 600,000.00 | 619,578.00 | |||
| BGB 0% 10/22/31 | 250,000.00 | 252,882.50 | |||
| BGB 1.25% 04/22/33 | 330,000.00 | 380,955.30 | |||
| BGB 1.45% 06/22/37 | 400,000.00 | 476,820.00 | |||
| BGB 1.6% 06/22/47 | 690,000.00 | 856,628.10 | |||
| BGB 1.7% 06/22/50 | 490,000.00 | 624,304.10 | |||
| BGB 1.9% 06/22/38 | 510,000.00 | 647,113.50 | |||
| BGB 1% 06/22/26 | 1,080,000.00 | 1,167,328.80 | |||
| BGB 1% 06/22/31 | 1,140,000.00 | 1,274,394.60 | |||
| BGB 2.15% 06/22/66 | 440,000.00 | 660,374.00 | |||
| BGB 2.25% 06/22/23 | 970,000.00 | 1,025,726.50 | |||
| BGB 2.25% 06/22/57 | 380,000.00 | 562,194.80 | |||
| BGB 2.6% 06/22/24 | 1,000,000.00 | 1,097,760.00 | |||
| BGB 3.75% 06/22/45 | 580,000.00 | 1,003,945.20 | |||
| BGB 3% 06/22/34 | 680,000.00 | 940,120.40 | |||
| BGB 4.25% 03/28/41 | 1,110,000.00 | 1,925,594.70 | |||
| BGB 4.25% 09/28/22 | 890,000.00 | 942,421.00 | |||
| BGB 4.5% 03/28/26 | 750,000.00 | 934,485.00 | |||
| BGB 4% 03/28/32 | 620,000.00 | 897,127.60 | |||
| BGB 5.5% 03/28/28 | 1,190,000.00 | 1,680,089.60 | |||
| BGB 5% 03/28/35 | 1,270,000.00 | 2,129,269.30 | |||
| BKO 0% 03/10/23 | 780,000.00 | 789,399.00 | |||
| BKO 0% 06/16/23 | 620,000.00 | 628,655.20 | |||
| BKO 0% 12/15/22 | 1,070,000.00 | 1,081,021.00 | |||
| BTPS 0.05% 01/15/23 | 330,000.00 | 332,567.40 | |||
| BTPS 0.25% 03/15/28 | 1,250,000.00 | 1,252,875.00 | |||
| BTPS 0.3% 08/15/23 | 1,100,000.00 | 1,115,917.00 | |||
| BTPS 0.35% 02/01/25 | 1,740,000.00 | 1,774,921.80 | |||
| BTPS 0.5% 02/01/26 | 1,500,000.00 | 1,539,720.00 | |||
| BTPS 0.6% 06/15/23 | 720,000.00 | 734,378.40 | |||
| BTPS 0.6% 08/01/31 | 850,000.00 | 848,640.00 | |||
| BTPS 0.65% 10/15/23 | 560,000.00 | 572,964.00 | |||
| BTPS 0.85% 01/15/27 | 1,100,000.00 | 1,147,388.00 | |||
| BTPS 0.9% 04/01/31 | 1,300,000.00 | 1,340,443.00 | |||
| BTPS 0.9% 08/01/22 | 1,500,000.00 | 1,521,330.00 | |||
| BTPS 0.95% 03/01/23 | 1,720,000.00 | 1,758,682.80 | |||
| BTPS 0.95% 03/01/37 | 320,000.00 | 313,427.20 | |||
| BTPS 0.95% 03/15/23 | 860,000.00 | 879,719.80 | |||
| BTPS 0.95% 08/01/30 | 1,630,000.00 | 1,694,792.50 | |||
| BTPS 0.95% 09/15/27 | 1,000,000.00 | 1,049,190.00 | |||
| BTPS 0.95% 12/01/31 | 670,000.00 | 689,376.40 | |||
| BTPS 0% 01/15/24 | 300,000.00 | 302,454.00 | |||
| BTPS 0% 04/01/26 | 1,050,000.00 | 1,052,058.00 | |||
| BTPS 0% 04/15/24 | 980,000.00 | 987,840.00 | |||
| BTPS 1.25% 12/01/26 | 1,170,000.00 | 1,246,623.30 | |||
| BTPS 1.35% 04/01/30 | 750,000.00 | 807,885.00 | |||
| BTPS 1.45% 03/01/36 | 1,130,000.00 | 1,198,059.90 | |||
| BTPS 1.45% 05/15/25 | 1,070,000.00 | 1,136,479.10 | |||
| BTPS 1.45% 09/15/22 | 1,550,000.00 | 1,584,363.50 | |||
| BTPS 1.45% 11/15/24 | 600,000.00 | 633,624.00 | |||
| BTPS 1.5% 06/01/25 | 1,500,000.00 | 1,597,560.00 | |||
| BTPS 1.6% 06/01/26 | 1,350,000.00 | 1,457,109.00 | |||
| BTPS 1.65% 03/01/32 | 1,340,000.00 | 1,474,495.80 | |||
| BTPS 1.65% 12/01/30 | 1,330,000.00 | 1,465,114.70 | |||
| BTPS 1.7% 09/01/51 | 750,000.00 | 764,985.00 | |||
| BTPS 1.75% 07/01/24 | 990,000.00 | 1,048,914.90 | |||
| BTPS 1.8% 03/01/41 | 650,000.00 | 703,982.50 | |||
| BTPS 1.85% 05/15/24 | 750,000.00 | 795,450.00 | |||
| BTPS 1.85% 07/01/25 | 820,000.00 | 884,632.40 | |||
| BTPS 2.05% 08/01/27 | 1,040,000.00 | 1,160,099.20 | |||
| BTPS 2.1% 07/15/26 | 1,470,000.00 | 1,625,496.60 | |||
| BTPS 2.15% 03/01/72 | 370,000.00 | 383,493.90 | |||
| BTPS 2.2% 06/01/27 | 1,700,000.00 | 1,909,746.00 | |||
| BTPS 2.25% 09/01/36 | 990,000.00 | 1,158,646.50 | |||
| BTPS 2.45% 09/01/33 | 990,000.00 | 1,175,872.50 | |||
| BTPS 2.45% 09/01/50 | 720,000.00 | 863,460.00 | |||
| BTPS 2.45% 10/01/23 | 870,000.00 | 924,174.90 | |||
| BTPS 2.5% 11/15/25 | 660,000.00 | 734,771.40 | |||
| BTPS 2.5% 12/01/24 | 1,300,000.00 | 1,419,483.00 | |||
| BTPS 2.7% 03/01/47 | 1,240,000.00 | 1,549,962.80 | |||
| BTPS 2.8% 03/01/67 | 600,000.00 | 746,856.00 | |||
| BTPS 2.8% 12/01/28 | 1,260,000.00 | 1,490,189.40 | |||
| BTPS 2.95% 09/01/38 | 1,100,000.00 | 1,402,599.00 | |||
| BTPS 2% 02/01/28 | 930,000.00 | 1,039,591.20 | |||
| BTPS 2% 12/01/25 | 1,050,000.00 | 1,147,030.50 | |||
| BTPS 3.1% 03/01/40 | 670,000.00 | 874,510.80 | |||
| BTPS 3.25% 09/01/46 | 680,000.00 | 928,546.80 | |||
| BTPS 3.35% 03/01/35 | 1,100,000.00 | 1,436,875.00 | |||
| BTPS 3.45% 03/01/48 | 1,120,000.00 | 1,588,283.20 | |||
| BTPS 3.5% 03/01/30 | 1,950,000.00 | 2,456,980.50 | |||
| BTPS 3.75% 09/01/24 | 1,740,000.00 | 1,957,517.40 | |||
| BTPS 3.85% 09/01/49 | 1,040,000.00 | 1,580,144.80 | |||
| BTPS 3% 08/01/29 | 1,210,000.00 | 1,462,079.30 | |||
| BTPS 4.5% 03/01/24 | 1,130,000.00 | 1,272,187.90 | |||
| BTPS 4.5% 03/01/26 | 930,000.00 | 1,127,067.00 | |||
| BTPS 4.5% 05/01/23 | 1,050,000.00 | 1,142,253.00 | |||
| BTPS 4.75% 08/01/23 | 1,610,000.00 | 1,778,840.70 | |||
| BTPS 4.75% 09/01/28 | 1,810,000.00 | 2,380,693.00 | |||
| BTPS 4.75% 09/01/44 | 1,560,000.00 | 2,584,498.80 | |||
| BTPS 4% 02/01/37 | 1,800,000.00 | 2,545,488.00 | |||
| BTPS 5.0% 08/01/39 | 1,440,000.00 | 2,327,558.40 | |||
| BTPS 5.25% 11/01/29 | 1,770,000.00 | 2,475,150.30 | |||
| BTPS 5.5% 09/01/22 | 1,700,000.00 | 1,811,928.00 | |||
| BTPS 5.5% 11/01/22 | 1,630,000.00 | 1,753,260.60 | |||
| BTPS 5.75% 02/01/33 | 1,570,000.00 | 2,437,456.40 | |||
| BTPS 5% 03/01/25 | 1,740,000.00 | 2,068,181.40 | |||
| BTPS 5% 08/01/34 | 1,260,000.00 | 1,895,972.40 | |||
| BTPS 5% 09/01/40 | 1,600,000.00 | 2,615,904.00 | |||
| BTPS 6.5% 11/01/27 | 2,070,000.00 | 2,888,374.50 | |||
| BTPS 6% 05/01/31 | 1,940,000.00 | 2,947,092.80 | |||
| BTPS 7.25% 11/01/26 | 350,000.00 | 483,945.00 | |||
| BTPS 9% 11/01/23 | 1,800,000.00 | 2,183,148.00 | |||
| DBR 0.25% 02/15/27 | 1,920,000.00 | 2,024,582.40 | |||
| DBR 0.25% 02/15/29 | 1,880,000.00 | 2,004,117.60 | |||
| DBR 0.25% 08/15/28 | 1,300,000.00 | 1,382,706.00 | |||
| DBR 0.5% 02/15/25 | 1,140,000.00 | 1,193,374.80 | |||
| DBR 0.5% 02/15/26 | 2,300,000.00 | 2,435,263.00 | |||
| DBR 0.5% 02/15/28 | 1,510,000.00 | 1,627,176.00 | |||
| DBR 0.5% 08/15/27 | 900,000.00 | 965,934.00 | |||
| DBR 0% 02/15/30 | 2,060,000.00 | 2,157,417.40 | |||
| DBR 0% 02/15/31 | 1,240,000.00 | 1,296,246.40 | |||
| DBR 0% 05/15/35 | 1,500,000.00 | 1,548,210.00 | |||
| DBR 0% 05/15/36 | 510,000.00 | 522,678.60 | |||
| DBR 0% 08/15/26 | 1,620,000.00 | 1,681,284.60 | |||
| DBR 0% 08/15/29 | 2,430,000.00 | 2,543,675.40 | |||
| DBR 0% 08/15/30 | 1,480,000.00 | 1,549,219.60 | |||
| DBR 0% 08/15/31 | 670,000.00 | 699,004.30 | |||
| DBR 0% 08/15/50 | 1,960,000.00 | 1,926,974.00 | |||
| DBR 0% 11/15/27 | 1,580,000.00 | 1,646,423.20 | |||
| DBR 1.25% 08/15/48 | 1,730,000.00 | 2,303,754.50 | |||
| DBR 1.5% 02/15/23 | 950,000.00 | 983,620.50 | |||
| DBR 1.5% 05/15/23 | 2,290,000.00 | 2,383,935.80 | |||
| DBR 1.5% 05/15/24 | 1,020,000.00 | 1,086,626.40 | |||
| DBR 1.5% 09/04/22 | 920,000.00 | 943,046.00 | |||
| DBR 1.75% 02/15/24 | 1,250,000.00 | 1,332,412.50 | |||
| DBR 1.75% 07/04/22 | 1,650,000.00 | 1,688,610.00 | |||
| DBR 1% 08/15/24 | 1,610,000.00 | 1,699,677.00 | |||
| DBR 1% 08/15/25 | 1,880,000.00 | 2,018,048.40 | |||
| DBR 2.5% 07/04/44 | 1,740,000.00 | 2,787,184.20 | |||
| DBR 2.5% 08/15/46 | 1,980,000.00 | 3,244,606.20 | |||
| DBR 2% 08/15/23 | 1,890,000.00 | 1,999,185.30 | |||
| DBR 3.25% 07/04/42 | 1,240,000.00 | 2,134,784.00 | |||
| DBR 4.0% 01/04/37 | 1,670,000.00 | 2,795,997.50 | |||
| DBR 4.25% 07/04/39 | 1,090,000.00 | 1,982,230.40 | |||
| DBR 4.75% 07/04/28 | 700,000.00 | 970,998.00 | |||
| DBR 4.75% 07/04/34 | 1,440,000.00 | 2,425,089.60 | |||
| DBR 4.75% 07/04/40 | 1,310,000.00 | 2,562,988.80 | |||
| DBR 5.5% 01/04/31 | 1,640,000.00 | 2,605,943.60 | |||
| DBR 5.625% 01/04/28 | 1,500,000.00 | 2,129,235.00 | |||
| DBR 6.25% 01/04/24 | 1,370,000.00 | 1,608,654.00 | |||
| DBR 6.25% 01/04/30 | 610,000.00 | 974,767.80 | |||
| DBR 6.5% 07/04/27 | 1,270,000.00 | 1,830,324.00 | |||
| FRTR 0.25% 11/25/26 | 2,050,000.00 | 2,139,954.00 | |||
| FRTR 0.5% 05/25/25 | 3,350,000.00 | 3,499,510.50 | |||
| FRTR 0.5% 05/25/26 | 2,930,000.00 | 3,088,014.90 | |||
| FRTR 0.5% 05/25/29 | 2,830,000.00 | 3,015,195.20 | |||
| FRTR 0.5% 05/25/40 | 980,000.00 | 999,649.00 | |||
| FRTR 0.5% 05/25/72 | 390,000.00 | 331,523.40 | |||
| FRTR 0.5% 06/25/44 | 300,000.00 | 301,071.00 | |||
| FRTR 0.75% 05/25/28 | 2,960,000.00 | 3,201,210.40 | |||
| FRTR 0.75% 05/25/52 | 1,700,000.00 | 1,726,741.00 | |||
| FRTR 0.75% 11/25/28 | 2,510,000.00 | 2,721,266.70 | |||
| FRTR 0% 02/25/23 | 610,000.00 | 616,758.80 | |||
| FRTR 0% 02/25/24 | 1,420,000.00 | 1,444,949.40 | |||
| FRTR 0% 02/25/26 | 1,690,000.00 | 1,737,134.10 | |||
| FRTR 0% 02/25/27 | 320,000.00 | 329,113.60 | |||
| FRTR 0% 03/25/23 | 1,880,000.00 | 1,901,845.60 | |||
| FRTR 0% 03/25/24 | 2,240,000.00 | 2,281,843.20 | |||
| FRTR 0% 03/25/25 | 2,310,000.00 | 2,366,364.00 | |||
| FRTR 0% 11/25/29 | 3,300,000.00 | 3,377,286.00 | |||
| FRTR 0% 11/25/30 | 2,480,000.00 | 2,522,532.00 | |||
| FRTR 0% 11/25/31 | 850,000.00 | 857,862.50 | |||
| FRTR 1.25% 05/25/34 | 2,400,000.00 | 2,758,176.00 | |||
| FRTR 1.25% 05/25/36 | 2,410,000.00 | 2,782,224.50 | |||
| FRTR 1.5% 05/25/31 | 2,950,000.00 | 3,435,216.00 | |||
| FRTR 1.5% 05/25/50 | 1,960,000.00 | 2,401,764.40 | |||
| FRTR 1.75% 05/25/23 | 2,600,000.00 | 2,717,468.00 | |||
| FRTR 1.75% 05/25/66 | 850,000.00 | 1,150,509.00 | |||
| FRTR 1.75% 06/25/39 | 2,010,000.00 | 2,526,147.90 | |||
| FRTR 1.75% 11/25/24 | 2,020,000.00 | 2,185,559.20 | |||
| FRTR 1% 05/25/27 | 2,480,000.00 | 2,701,860.80 | |||
| FRTR 1% 11/25/25 | 2,240,000.00 | 2,400,854.40 | |||
| FRTR 2.25% 05/25/24 | 2,040,000.00 | 2,212,563.60 | |||
| FRTR 2.25% 10/25/22 | 3,120,000.00 | 3,235,689.60 | |||
| FRTR 2.5% 05/25/30 | 2,900,000.00 | 3,616,068.00 | |||
| FRTR 2.75% 10/25/27 | 3,280,000.00 | 3,956,860.80 | |||
| FRTR 2% 05/25/48 | 2,140,000.00 | 2,891,867.60 | |||
| FRTR 3.25% 05/25/45 | 1,710,000.00 | 2,774,201.40 | |||
| FRTR 3.5% 04/25/26 | 3,120,000.00 | 3,739,257.60 | |||
| FRTR 4.25% 10/25/23 | 2,870,000.00 | 3,193,219.40 | |||
| FRTR 4.5% 04/25/41 | 2,340,000.00 | 4,190,846.40 | |||
| FRTR 4.75% 04/25/35 | 1,810,000.00 | 2,970,173.80 | |||
| FRTR 4% 04/25/55 | 1,070,000.00 | 2,131,407.90 | |||
| FRTR 4% 04/25/60 | 1,080,000.00 | 2,258,604.00 | |||
| FRTR 4% 10/25/38 | 1,600,000.00 | 2,615,776.00 | |||
| FRTR 5.5% 04/25/29 | 2,500,000.00 | 3,657,575.00 | |||
| FRTR 5.75% 10/25/32 | 2,150,000.00 | 3,574,074.00 | |||
| FRTR 6.0% 10/25/25 | 1,450,000.00 | 1,867,542.00 | |||
| FRTR 8.5% 04/25/23 | 1,100,000.00 | 1,278,343.00 | |||
| IRISH 0.2% 05/15/27 | 460,000.00 | 478,390.80 | |||
| IRISH 0.2% 10/18/30 | 470,000.00 | 485,364.30 | |||
| IRISH 0.4% 05/15/35 | 180,000.00 | 185,554.80 | |||
| IRISH 0.55% 04/22/41 | 110,000.00 | 112,369.40 | |||
| IRISH 0.9% 05/15/28 | 440,000.00 | 479,234.80 | |||
| IRISH 0% 10/18/31 | 80,000.00 | 80,398.40 | |||
| IRISH 1.1% 05/15/29 | 550,000.00 | 610,120.50 | |||
| IRISH 1.3% 05/15/33 | 670,000.00 | 770,654.10 | |||
| IRISH 1.35% 03/18/31 | 340,000.00 | 389,755.60 | |||
| IRISH 1.5% 05/15/50 | 400,000.00 | 489,588.00 | |||
| IRISH 1.7% 05/15/37 | 470,000.00 | 574,593.80 | |||
| IRISH 1% 05/15/26 | 730,000.00 | 785,720.90 | |||
| IRISH 2.4% 05/15/30 | 770,000.00 | 950,056.80 | |||
| IRISH 2% 02/18/45 | 580,000.00 | 776,040.00 | |||
| IRISH 3.4% 03/18/24 | 510,000.00 | 565,003.50 | |||
| IRISH 3.9% 03/20/23 | 650,000.00 | 699,172.50 | |||
| IRISH 5.4% 03/13/25 | 700,000.00 | 854,980.00 | |||
| NETHER 0.25% 07/15/25 | 920,000.00 | 955,880.00 | |||
| NETHER 0.25% 07/15/29 | 630,000.00 | 665,481.60 | |||
| NETHER 0.5% 01/15/40 | 620,000.00 | 680,605.00 | |||
| NETHER 0.5% 07/15/26 | 1,260,000.00 | 1,334,894.40 | |||
| NETHER 0.75% 07/15/27 | 900,000.00 | 974,475.00 | |||
| NETHER 0.75% 07/15/28 | 1,040,000.00 | 1,134,640.00 | |||
| NETHER 0% 01/15/24 | 780,000.00 | 795,116.40 | |||
| NETHER 0% 01/15/27 | 480,000.00 | 496,387.20 | |||
| NETHER 0% 01/15/38 | 350,000.00 | 351,540.00 | |||
| NETHER 0% 01/15/52 | 570,000.00 | 547,029.00 | |||
| NETHER 0% 07/15/30 | 850,000.00 | 878,968.00 | |||
| NETHER 0% 07/15/31 | 530,000.00 | 545,862.90 | |||
| NETHER 1.75% 07/15/23 | 1,000,000.00 | 1,050,220.00 | |||
| NETHER 2.25% 07/15/22 | 750,000.00 | 771,832.50 | |||
| NETHER 2.5% 01/15/33 | 920,000.00 | 1,216,148.00 | |||
| NETHER 2.75% 01/15/47 | 1,110,000.00 | 1,875,644.70 | |||
| NETHER 2% 07/15/24 | 1,460,000.00 | 1,581,574.20 | |||
| NETHER 3.75% 01/15/23 | 300,000.00 | 320,235.00 | |||
| NETHER 3.75% 01/15/42 | 1,060,000.00 | 1,882,697.80 | |||
| NETHER 4% 01/15/37 | 1,070,000.00 | 1,760,492.40 | |||
| NETHER 5.5% 01/15/28 | 1,010,000.00 | 1,415,747.30 | |||
| NETHER 7.5% 01/15/23 | 700,000.00 | 786,051.00 | |||
| OBL 0% 04/05/24 | 1,760,000.00 | 1,797,928.00 | |||
| OBL 0% 04/10/26 | 900,000.00 | 931,995.00 | |||
| OBL 0% 04/11/25 | 1,420,000.00 | 1,461,677.00 | |||
| OBL 0% 04/14/23 | 1,110,000.00 | 1,124,618.70 | |||
| OBL 0% 10/07/22 | 1,530,000.00 | 1,543,923.00 | |||
| OBL 0% 10/10/25 | 1,170,000.00 | 1,208,715.30 | |||
| OBL 0% 10/18/24 | 2,150,000.00 | 2,205,276.50 | |||
| RAGB 0.5% 02/20/29 | 700,000.00 | 746,816.00 | |||
| RAGB 0.5% 04/20/27 | 650,000.00 | 690,950.00 | |||
| RAGB 0.75% 02/20/28 | 620,000.00 | 671,100.40 | |||
| RAGB 0.75% 03/20/51 | 290,000.00 | 317,326.70 | |||
| RAGB 0.75% 10/20/26 | 660,000.00 | 707,856.60 | |||
| RAGB 0.85% 06/30/20 | 200,000.00 | 211,338.00 | |||
| RAGB 0% 02/20/30 | 660,000.00 | 677,127.00 | |||
| RAGB 0% 02/20/31 | 480,000.00 | 489,451.20 | |||
| RAGB 0% 04/20/25 | 50,000.00 | 51,258.50 | |||
| RAGB 0% 07/15/23 | 650,000.00 | 659,301.50 | |||
| RAGB 0% 07/15/24 | 590,000.00 | 602,508.00 | |||
| RAGB 0% 09/20/22 | 430,000.00 | 433,590.50 | |||
| RAGB 0% 10/20/40 | 220,000.00 | 209,475.20 | |||
| RAGB 1.2% 10/20/25 | 640,000.00 | 691,884.80 | |||
| RAGB 1.5% 02/20/47 | 540,000.00 | 694,094.40 | |||
| RAGB 1.5% 11/02/86 | 200,000.00 | 289,684.00 | |||
| RAGB 1.65% 10/21/24 | 560,000.00 | 603,708.00 | |||
| RAGB 1.75% 10/20/23 | 750,000.00 | 792,135.00 | |||
| RAGB 2.1% 09/20/17 | 340,000.00 | 631,444.60 | |||
| RAGB 2.4% 05/23/34 | 530,000.00 | 695,471.30 | |||
| RAGB 3.15% 06/20/44 | 470,000.00 | 774,870.20 | |||
| RAGB 3.4% 11/22/22 | 1,210,000.00 | 1,276,404.80 | |||
| RAGB 3.8% 01/26/62 | 230,000.00 | 507,449.00 | |||
| RAGB 4.15% 03/15/37 | 920,000.00 | 1,505,644.40 | |||
| RAGB 4.85% 03/15/26 | 730,000.00 | 919,938.70 | |||
| RAGB 6.25% 07/15/27 | 690,000.00 | 975,963.60 | |||
| RFGB 0.125% 04/15/36 | 270,000.00 | 272,195.10 | |||
| RFGB 0.125% 04/15/52 | 210,000.00 | 196,849.80 | |||
| RFGB 0.125% 09/15/31 | 200,000.00 | 206,236.00 | |||
| RFGB 0.25% 09/15/40 | 200,000.00 | 202,764.00 | |||
| RFGB 0.5% 04/15/26 | 470,000.00 | 496,122.60 | |||
| RFGB 0.5% 09/15/27 | 380,000.00 | 404,844.40 | |||
| RFGB 0.5% 09/15/28 | 470,000.00 | 502,768.40 | |||
| RFGB 0.5% 09/15/29 | 290,000.00 | 310,865.50 | |||
| RFGB 0.75% 04/15/31 | 270,000.00 | 296,635.50 | |||
| RFGB 0.875% 09/15/25 | 300,000.00 | 319,623.00 | |||
| RFGB 0% 09/15/23 | 100,000.00 | 101,601.00 | |||
| RFGB 0% 09/15/24 | 290,000.00 | 296,652.60 | |||
| RFGB 0% 09/15/30 | 250,000.00 | 256,255.00 | |||
| RFGB 1.125% 04/15/34 | 270,000.00 | 310,481.10 | |||
| RFGB 1.375% 04/15/47 | 230,000.00 | 295,044.00 | |||
| RFGB 1.5% 04/15/23 | 440,000.00 | 457,045.60 | |||
| RFGB 1.625% 09/15/22 | 380,000.00 | 390,119.40 | |||
| RFGB 2.625% 07/04/42 | 340,000.00 | 513,597.20 | |||
| RFGB 2.75% 07/04/28 | 380,000.00 | 468,091.60 | |||
| RFGB 2% 04/15/24 | 310,000.00 | 333,507.30 | |||
| RFGB 4% 07/04/25 | 320,000.00 | 380,476.80 | |||
| SPGB 0.1% 04/30/31 | 1,220,000.00 | 1,207,995.20 | |||
| SPGB 0.25% 07/30/24 | 1,000,000.00 | 1,023,060.00 | |||
| SPGB 0.35% 07/30/23 | 1,170,000.00 | 1,191,528.00 | |||
| SPGB 0.45% 10/31/22 | 800,000.00 | 810,936.00 | |||
| SPGB 0.5% 04/30/30 | 1,980,000.00 | 2,053,537.20 | |||
| SPGB 0.5% 10/31/31 | 350,000.00 | 358,141.00 | |||
| SPGB 0.6% 10/31/29 | 1,200,000.00 | 1,257,552.00 | |||
| SPGB 0.8% 07/30/27 | 480,000.00 | 509,942.40 | |||
| SPGB 0.85% 07/30/37 | 460,000.00 | 468,974.60 | |||
| SPGB 0% 01/31/25 | 1,240,000.00 | 1,261,055.20 | |||
| SPGB 0% 01/31/26 | 500,000.00 | 508,655.00 | |||
| SPGB 0% 01/31/28 | 680,000.00 | 686,636.80 | |||
| SPGB 0% 04/30/23 | 1,360,000.00 | 1,373,763.20 | |||
| SPGB 0% 05/31/24 | 350,000.00 | 354,935.00 | |||
| SPGB 1.2% 10/31/40 | 750,000.00 | 794,227.50 | |||
| SPGB 1.25% 10/31/30 | 1,200,000.00 | 1,323,492.00 | |||
| SPGB 1.3% 10/31/26 | 1,460,000.00 | 1,588,348.60 | |||
| SPGB 1.4% 04/30/28 | 1,020,000.00 | 1,126,845.00 | |||
| SPGB 1.4% 07/30/28 | 1,190,000.00 | 1,318,044.00 | |||
| SPGB 1.45% 04/30/29 | 750,000.00 | 836,775.00 | |||
| SPGB 1.45% 10/31/27 | 1,840,000.00 | 2,032,850.40 | |||
| SPGB 1.45% 10/31/71 | 220,000.00 | 210,073.60 | |||
| SPGB 1.5% 04/30/27 | 1,970,000.00 | 2,175,313.40 | |||
| SPGB 1.6% 04/30/25 | 1,250,000.00 | 1,348,862.50 | |||
| SPGB 1.85% 07/30/35 | 1,290,000.00 | 1,517,104.50 | |||
| SPGB 1.95% 04/30/26 | 1,340,000.00 | 1,490,321.20 | |||
| SPGB 1.95% 07/30/30 | 1,350,000.00 | 1,575,315.00 | |||
| SPGB 1% 10/31/50 | 940,000.00 | 902,174.40 | |||
| SPGB 2.15% 10/31/25 | 1,760,000.00 | 1,957,155.20 | |||
| SPGB 2.35% 07/30/33 | 1,290,000.00 | 1,587,061.20 | |||
| SPGB 2.7% 10/31/48 | 1,060,000.00 | 1,462,089.80 | |||
| SPGB 2.75% 10/31/24 | 1,560,000.00 | 1,728,214.80 | |||
| SPGB 2.9% 10/31/46 | 1,100,000.00 | 1,558,084.00 | |||
| SPGB 3.45% 07/30/66 | 980,000.00 | 1,605,622.20 | |||
| SPGB 3.8% 04/30/24 | 1,500,000.00 | 1,680,810.00 | |||
| SPGB 4.2% 01/31/37 | 1,310,000.00 | 2,012,697.10 | |||
| SPGB 4.4% 10/31/23 | 1,320,000.00 | 1,469,410.80 | |||
| SPGB 4.65% 07/30/25 | 1,410,000.00 | 1,703,054.40 | |||
| SPGB 4.7% 07/30/41 | 1,300,000.00 | 2,226,861.00 | |||
| SPGB 4.8% 01/31/24 | 1,150,000.00 | 1,305,917.00 | |||
| SPGB 4.9% 07/30/40 | 1,310,000.00 | 2,272,443.90 | |||
| SPGB 5.15% 10/31/28 | 1,100,000.00 | 1,521,828.00 | |||
| SPGB 5.15% 10/31/44 | 950,000.00 | 1,785,354.00 | |||
| SPGB 5.4% 01/31/23 | 1,790,000.00 | 1,953,337.50 | |||
| SPGB 5.75% 07/30/32 | 1,450,000.00 | 2,313,721.50 | |||
| SPGB 5.9% 07/30/26 | 1,360,000.00 | 1,791,786.40 | |||
| SPGB 6.0% 01/31/29 | 2,350,000.00 | 3,431,587.50 | |||
| ユーロ 小計 | 381,200,000.00 | 454,127,192.90 | |||
| (59,054,700,164) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 1,450,000.00 | 1,440,111.00 | ||
| UKT 0.125% 01/31/23 | 2,050,000.00 | 2,051,681.00 | |||
| UKT 0.125% 01/31/24 | 980,000.00 | 978,765.20 | |||
| UKT 0.125% 01/31/28 | 1,320,000.00 | 1,294,246.80 | |||
| UKT 0.25% 07/31/31 | 620,000.00 | 594,511.80 | |||
| UKT 0.375% 10/22/30 | 1,090,000.00 | 1,067,153.60 | |||
| UKT 0.5% 07/22/22 | 1,800,000.00 | 1,807,866.00 | |||
| UKT 0.5% 10/22/61 | 670,000.00 | 578,665.60 | |||
| UKT 0.625% 06/07/25 | 1,160,000.00 | 1,178,815.20 | |||
| UKT 0.625% 07/31/35 | 1,140,000.00 | 1,102,801.80 | |||
| UKT 0.625% 10/22/50 | 970,000.00 | 877,529.90 | |||
| UKT 0.75% 07/22/23 | 940,000.00 | 952,849.80 | |||
| UKT 0.875% 01/31/46 | 350,000.00 | 338,670.50 | |||
| UKT 0.875% 10/22/29 | 550,000.00 | 565,389.00 | |||
| UKT 1.25% 07/22/27 | 1,190,000.00 | 1,252,486.90 | |||
| UKT 1.25% 07/31/51 | 60,000.00 | 63,613.80 | |||
| UKT 1.25% 10/22/41 | 1,440,000.00 | 1,508,731.20 | |||
| UKT 1.5% 07/22/26 | 820,000.00 | 869,503.40 | |||
| UKT 1.5% 07/22/47 | 1,310,000.00 | 1,457,375.00 | |||
| UKT 1.625% 10/22/28 | 1,400,000.00 | 1,519,252.00 | |||
| UKT 1.625% 10/22/54 | 850,000.00 | 1,003,663.00 | |||
| UKT 1.625% 10/22/71 | 430,000.00 | 570,601.40 | |||
| UKT 1.75% 01/22/49 | 600,000.00 | 707,556.00 | |||
| UKT 1.75% 07/22/57 | 1,140,000.00 | 1,418,661.60 | |||
| UKT 1.75% 09/07/22 | 1,640,000.00 | 1,670,963.20 | |||
| UKT 1.75% 09/07/37 | 1,340,000.00 | 1,509,134.80 | |||
| UKT 1% 04/22/24 | 1,450,000.00 | 1,484,510.00 | |||
| UKT 2.25% 09/07/23 | 1,160,000.00 | 1,213,336.80 | |||
| UKT 2.5% 07/22/65 | 940,000.00 | 1,487,456.00 | |||
| UKT 2.75% 09/07/24 | 820,000.00 | 886,100.20 | |||
| UKT 2% 09/07/25 | 420,000.00 | 450,706.20 | |||
| UKT 3.25% 01/22/44 | 1,430,000.00 | 2,079,377.30 | |||
| UKT 3.5% 01/22/45 | 1,280,000.00 | 1,950,681.60 | |||
| UKT 3.5% 07/22/68 | 910,000.00 | 1,825,505.50 | |||
| UKT 3.75% 07/22/52 | 800,000.00 | 1,389,368.00 | |||
| UKT 4.25% 03/07/36 | 1,200,000.00 | 1,765,296.00 | |||
| UKT 4.25% 06/07/32 | 1,290,000.00 | 1,770,550.80 | |||
| UKT 4.25% 09/07/39 | 820,000.00 | 1,275,559.20 | |||
| UKT 4.25% 12/07/27 | 750,000.00 | 932,595.00 | |||
| UKT 4.25% 12/07/40 | 970,000.00 | 1,536,858.30 | |||
| UKT 4.25% 12/07/46 | 1,060,000.00 | 1,829,528.20 | |||
| UKT 4.25% 12/07/49 | 810,000.00 | 1,463,119.20 | |||
| UKT 4.25% 12/07/55 | 1,040,000.00 | 2,040,698.40 | |||
| UKT 4.5% 09/07/34 | 1,080,000.00 | 1,581,076.80 | |||
| UKT 4.5% 12/07/42 | 1,170,000.00 | 1,965,822.30 | |||
| UKT 4.75% 12/07/30 | 850,000.00 | 1,172,371.00 | |||
| UKT 4.75% 12/07/38 | 880,000.00 | 1,426,990.40 | |||
| UKT 4% 01/22/60 | 840,000.00 | 1,678,034.40 | |||
| UKT 5% 03/07/25 | 600,000.00 | 703,926.00 | |||
| UKT 6.0% 12/07/28 | 450,000.00 | 630,387.00 | |||
| イギリスポンド 小計 | 50,330,000.00 | 62,920,454.10 | |||
| (9,559,504,591) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 3,340,000.00 | 3,341,402.80 | ||
| SGB 0.75% 05/12/28 | 3,860,000.00 | 4,071,026.20 | |||
| SGB 0.75% 11/12/29 | 3,770,000.00 | 3,988,923.90 | |||
| SGB 1.5% 11/13/23 | 5,670,000.00 | 5,908,990.50 | |||
| SGB 1% 11/12/26 | 4,940,000.00 | 5,247,416.20 | |||
| SGB 2.25% 06/01/32 | 1,850,000.00 | 2,261,218.00 | |||
| SGB 2.5% 05/12/25 | 4,630,000.00 | 5,121,613.40 | |||
| SGB 3.5% 03/30/39 | 2,520,000.00 | 3,813,818.40 | |||
| スウェーデンクローナ 小計 | 30,580,000.00 | 33,754,409.40 | |||
| (428,680,999) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 1,730,000.00 | 1,739,013.30 | ||
| NGB 1.375% 08/19/30 | 3,120,000.00 | 3,176,253.60 | |||
| NGB 1.5% 02/19/26 | 3,110,000.00 | 3,189,242.80 | |||
| NGB 1.75% 02/17/27 | 2,900,000.00 | 3,018,436.00 | |||
| NGB 1.75% 03/13/25 | 3,120,000.00 | 3,219,808.80 | |||
| NGB 1.75% 09/06/29 | 2,470,000.00 | 2,588,461.20 | |||
| NGB 2% 04/26/28 | 2,510,000.00 | 2,663,110.00 | |||
| NGB 2% 05/24/23 | 4,940,000.00 | 5,071,107.60 | |||
| NGB 3% 03/14/24 | 3,640,000.00 | 3,853,668.00 | |||
| ノルウェークローネ 小計 | 27,540,000.00 | 28,519,101.30 | |||
| (355,348,002) | |||||
| デンマーククローネ | DGB 0.25% 11/15/22 | 3,190,000.00 | 3,225,791.80 | ||
| DGB 0.25% 11/15/52 | 1,630,000.00 | 1,610,880.10 | |||
| DGB 0.5% 11/15/27 | 4,350,000.00 | 4,604,127.00 | |||
| DGB 0.5% 11/15/29 | 6,410,000.00 | 6,838,123.90 | |||
| DGB 0% 11/15/31 | 810,000.00 | 820,562.40 | |||
| DGB 1.5% 11/15/23 | 4,170,000.00 | 4,375,831.20 | |||
| DGB 1.75% 11/15/25 | 4,230,000.00 | 4,657,272.30 | |||
| DGB 4.5% 11/15/39 | 8,240,000.00 | 14,901,216.00 | |||
| デンマーククローネ 小計 | 33,030,000.00 | 41,033,804.70 | |||
| (717,681,244) | |||||
| ポーランドズロチ | POLGB 0.75% 04/25/25 | 720,000.00 | 722,484.00 | ||
| POLGB 0% 07/25/22 | 2,580,000.00 | 2,579,896.80 | |||
| POLGB 1.25% 10/25/30 | 1,200,000.00 | 1,171,176.00 | |||
| POLGB 2.25% 10/25/24 | 2,860,000.00 | 3,007,004.00 | |||
| POLGB 2.5% 01/25/23 | 1,700,000.00 | 1,759,211.00 | |||
| POLGB 2.5% 04/25/24 | 1,880,000.00 | 1,983,738.40 | |||
| POLGB 2.5% 07/25/26 | 3,420,000.00 | 3,663,675.00 | |||
| POLGB 2.5% 07/25/27 | 1,910,000.00 | 2,060,011.40 | |||
| POLGB 2.75% 04/25/28 | 2,590,000.00 | 2,848,689.20 | |||
| POLGB 2.75% 10/25/29 | 3,640,000.00 | 4,026,022.00 | |||
| POLGB 3.25% 07/25/25 | 2,470,000.00 | 2,707,564.60 | |||
| POLGB 4% 10/25/23 | 1,980,000.00 | 2,141,865.00 | |||
| POLGB 5.75% 04/25/29 | 900,000.00 | 1,188,468.00 | |||
| POLGB 5.75% 09/23/22 | 1,500,000.00 | 1,600,290.00 | |||
| ポーランドズロチ 小計 | 29,350,000.00 | 31,460,095.40 | |||
| (893,246,488) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 1,730,000.00 | 1,728,460.30 | ||
| ACGB 0.25% 11/21/25 | 1,000,000.00 | 989,950.00 | |||
| ACGB 0.5% 09/21/26 | 1,540,000.00 | 1,529,651.20 | |||
| ACGB 1.25% 05/21/32 | 1,140,000.00 | 1,141,801.20 | |||
| ACGB 1.5% 06/21/31 | 1,190,000.00 | 1,227,068.50 | |||
| ACGB 1.75% 06/21/51 | 990,000.00 | 918,650.70 | |||
| ACGB 1.75% 11/21/32 | 850,000.00 | 892,797.50 | |||
| ACGB 1% 11/21/31 | 1,810,000.00 | 1,774,017.20 | |||
| ACGB 1% 12/21/30 | 2,220,000.00 | 2,192,516.40 | |||
| ACGB 2.25% 05/21/28 | 630,000.00 | 688,401.00 | |||
| ACGB 2.25% 11/21/22 | 430,000.00 | 442,814.00 | |||
| ACGB 2.5% 05/21/30 | 1,860,000.00 | 2,084,427.60 | |||
| ACGB 2.75% 04/21/24 | 620,000.00 | 666,072.20 | |||
| ACGB 2.75% 05/21/41 | 810,000.00 | 923,983.20 | |||
| ACGB 2.75% 06/21/35 | 630,000.00 | 731,814.30 | |||
| ACGB 2.75% 11/21/27 | 1,400,000.00 | 1,568,896.00 | |||
| ACGB 2.75% 11/21/28 | 770,000.00 | 870,746.80 | |||
| ACGB 2.75% 11/21/29 | 1,640,000.00 | 1,866,861.20 | |||
| ACGB 3.25% 04/21/25 | 1,250,000.00 | 1,383,675.00 | |||
| ACGB 3.25% 04/21/29 | 1,630,000.00 | 1,909,740.60 | |||
| ACGB 3.25% 06/21/39 | 650,000.00 | 795,938.00 | |||
| ACGB 3.75% 04/21/37 | 810,000.00 | 1,049,986.80 | |||
| ACGB 3% 03/21/47 | 730,000.00 | 869,378.90 | |||
| ACGB 4.25% 04/21/26 | 1,200,000.00 | 1,407,576.00 | |||
| ACGB 4.5% 04/21/33 | 800,000.00 | 1,081,944.00 | |||
| ACGB 4.75% 04/21/27 | 1,430,000.00 | 1,756,068.60 | |||
| ACGB 5.5% 04/21/23 | 1,810,000.00 | 1,982,022.40 | |||
| ACGB 5.75% 07/15/22 | 2,090,000.00 | 2,206,454.80 | |||
| オーストラリアドル 小計 | 33,660,000.00 | 36,681,714.40 | |||
| (2,980,756,112) | |||||
| シンガポールドル | SIGB 1.75% 02/01/23 | 410,000.00 | 418,687.90 | ||
| SIGB 1.875% 03/01/50 | 160,000.00 | 164,878.40 | |||
| SIGB 2.125% 06/01/26 | 450,000.00 | 477,967.50 | |||
| SIGB 2.25% 08/01/36 | 440,000.00 | 474,430.00 | |||
| SIGB 2.375% 06/01/25 | 500,000.00 | 533,530.00 | |||
| SIGB 2.375% 07/01/39 | 230,000.00 | 252,721.70 | |||
| SIGB 2.625% 05/01/28 | 190,000.00 | 208,901.20 | |||
| SIGB 2.75% 03/01/46 | 710,000.00 | 842,358.20 | |||
| SIGB 2.75% 04/01/42 | 300,000.00 | 350,334.00 | |||
| SIGB 2.75% 07/01/23 | 540,000.00 | 564,786.00 | |||
| SIGB 2.875% 07/01/29 | 560,000.00 | 629,636.00 | |||
| SIGB 2.875% 09/01/30 | 460,000.00 | 521,713.60 | |||
| SIGB 2% 02/01/24 | 270,000.00 | 280,589.40 | |||
| SIGB 3.125% 09/01/22 | 570,000.00 | 587,499.00 | |||
| SIGB 3.375% 09/01/33 | 340,000.00 | 408,914.60 | |||
| SIGB 3.5% 03/01/27 | 530,000.00 | 603,569.30 | |||
| SIGB 3% 09/01/24 | 510,000.00 | 549,086.40 | |||
| シンガポールドル 小計 | 7,170,000.00 | 7,869,603.20 | |||
| (638,854,387) | |||||
| マレーシアリンギット | MGS 3.418% 08/15/22 | 1,220,000.00 | 1,241,081.60 | ||
| MGS 3.48% 03/15/23 | 1,300,000.00 | 1,333,475.00 | |||
| MGS 3.502% 05/31/27 | 100,000.00 | 103,521.00 | |||
| MGS 3.733% 06/15/28 | 300,000.00 | 315,219.00 | |||
| MGS 3.757% 05/22/40 | 150,000.00 | 146,184.00 | |||
| MGS 3.795% 09/30/22 | 800,000.00 | 819,072.00 | |||
| MGS 3.8% 08/17/23 | 550,000.00 | 570,476.50 | |||
| MGS 3.828% 07/05/34 | 250,000.00 | 251,052.50 | |||
| MGS 3.844% 04/15/33 | 860,000.00 | 875,996.00 | |||
| MGS 3.882% 03/14/25 | 690,000.00 | 725,031.30 | |||
| MGS 3.885% 08/15/29 | 1,890,000.00 | 1,992,532.50 | |||
| MGS 3.892% 03/15/27 | 780,000.00 | 823,110.60 | |||
| MGS 3.899% 11/16/27 | 1,160,000.00 | 1,227,976.00 | |||
| MGS 3.9% 11/30/26 | 360,000.00 | 383,392.80 | |||
| MGS 3.906% 07/15/26 | 820,000.00 | 866,969.60 | |||
| MGS 3.955% 09/15/25 | 1,030,000.00 | 1,087,690.30 | |||
| MGS 4.059% 09/30/24 | 750,000.00 | 789,667.50 | |||
| MGS 4.181% 07/15/24 | 890,000.00 | 938,460.50 | |||
| MGS 4.232% 06/30/31 | 850,000.00 | 918,408.00 | |||
| MGS 4.254% 05/31/35 | 1,270,000.00 | 1,349,997.30 | |||
| MGS 4.392% 04/15/26 | 1,160,000.00 | 1,249,992.80 | |||
| MGS 4.498% 04/15/30 | 1,260,000.00 | 1,384,311.60 | |||
| MGS 4.642% 11/07/33 | 1,160,000.00 | 1,268,668.80 | |||
| MGS 4.736% 03/15/46 | 1,090,000.00 | 1,158,713.60 | |||
| MGS 4.762% 04/07/37 | 1,160,000.00 | 1,285,024.80 | |||
| MGS 4.893% 06/08/38 | 1,360,000.00 | 1,508,144.80 | |||
| MGS 4.921% 07/06/48 | 900,000.00 | 978,930.00 | |||
| MGS 4.935% 09/30/43 | 530,000.00 | 583,084.80 | |||
| マレーシアリンギット 小計 | 24,640,000.00 | 26,176,185.20 | |||
| (684,344,950) | |||||
| イスラエルシェケル | ILGOV 0.15% 07/31/23 | 110,000.00 | 110,177.80 | ||
| ILGOV 0.5% 04/30/25 | 620,000.00 | 625,399.08 | |||
| ILGOV 0.75% 07/31/22 | 3,180,000.00 | 3,203,952.39 | |||
| ILGOV 1.5% 05/31/37 | 1,020,000.00 | 984,604.57 | |||
| ILGOV 1.5% 11/30/23 | 370,000.00 | 382,402.10 | |||
| ILGOV 1.75% 08/31/25 | 1,040,000.00 | 1,104,611.04 | |||
| ILGOV 1% 03/31/30 | 1,310,000.00 | 1,306,586.79 | |||
| ILGOV 2.25% 09/28/28 | 1,400,000.00 | 1,542,685.89 | |||
| ILGOV 3.75% 03/31/24 | 2,000,000.00 | 2,194,959.00 | |||
| ILGOV 3.75% 03/31/47 | 1,460,000.00 | 1,915,636.06 | |||
| ILGOV 4.25% 03/31/23 | 200,000.00 | 214,115.34 | |||
| ILGOV 5.5% 01/31/42 | 1,270,000.00 | 2,051,023.96 | |||
| ILGOV 6.25% 10/30/26 | 3,050,000.00 | 3,973,962.12 | |||
| イスラエルシェケル 小計 | 17,030,000.00 | 19,610,116.14 | |||
| (662,908,210) | |||||
| 合計 | 146,695,295,351 | ||||
| (146,695,295,351) | |||||
| 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 | 190銘柄 | 100.0% | 45.5% |
| カナダドル | 国債証券 | 30銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 13銘柄 | 100.0% | 0.7% |
| ユーロ | 国債証券 | 338銘柄 | 100.0% | 40.3% |
| イギリスポンド | 国債証券 | 50銘柄 | 100.0% | 6.5% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.3% |
| ノルウェークローネ | 国債証券 | 9銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 8銘柄 | 100.0% | 0.5% |
| ポーランドズロチ | 国債証券 | 14銘柄 | 100.0% | 0.6% |
| オーストラリアドル | 国債証券 | 28銘柄 | 100.0% | 2.0% |
| シンガポールドル | 国債証券 | 17銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 28銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 13銘柄 | 100.0% | 0.5% |
| (注)時価比率は、通貨ごとの有価証券の合計金額に対する比率であります。 |
| 第2 信用取引契約残高明細表 |
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
| 注記表(デリバティブ取引に関する注記)に記載したとおりであります。 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
