有価証券報告書(内国投資信託受益証券)-第12期(令和3年7月27日-令和4年7月25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
| 2022年 7月25日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 117,918,963 |
| コール・ローン | 1,751,983,948 |
| 国債証券 | 156,246,711,979 |
| 派生商品評価勘定 | 64,209,351 |
| 未収入金 | 2,176,479 |
| 未収利息 | 985,137,864 |
| 前払費用 | 41,317,358 |
| 差入委託証拠金 | 241,372,924 |
| 流動資産合計 | 159,450,828,866 |
| 資産合計 | 159,450,828,866 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 3,514,613 |
| 前受金 | 56,894,790 |
| 未払解約金 | 73,273,826 |
| 未払利息 | 713 |
| 流動負債合計 | 133,683,942 |
| 負債合計 | 133,683,942 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 57,470,888,861 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 101,846,256,063 |
| 元本等合計 | 159,317,144,924 |
| 純資産合計 | 159,317,144,924 |
| 負債純資産合計 | 159,450,828,866 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2022年 7月25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) |
| 2022年 7月25日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 57,470,888,861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 | 2.7721円 |
| (1万口当たり純資産額) | (27,721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 |
| 2022年 7月25日現在 | |
| 1.金融商品に対する取組方針 | 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。 |
| 2.金融商品の内容及びそのリスク | 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 これらは、価格変動リスク、金利変動リスク、為替変動リスク等の市場リスク、信用リスク、流動性リスク等に晒されております。 また、当ファンドは、ファンド運用の効率化を図ることを目的として債券先物取引及び為替予約取引を行っております。債券先物取引に係る主要なリスクは、債券価格の変動による価格変動リスクであります。為替予約取引に係る主要なリスクは、為替相場の変動による価格変動リスク及び取引相手の信用状況の変動により損失が発生する信用リスクであります。 |
| 3.金融商品に係るリスク管理体制 | 運用部門から独立した運用監理部が、運用に関するリスク管理(流動性リスク管理等を含む)と法令等遵守状況のモニタリングを担当し、毎月開催される運用・リスク委員会等に報告します。 |
| 2.金融商品の時価等に関する事項 |
| 2022年 7月25日現在 | |
| 1.貸借対照表計上額、時価及びその差額 | 貸借対照表上の金融商品は原則として時価で評価しているため、貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 | (1)有価証券 |
| 売買目的有価証券 | |
| 「(重要な会計方針に係る事項に関する注記)」に記載しております。 | |
| (2)デリバティブ取引 | |
| 「(デリバティブ取引に関する注記)」に記載しております。 | |
| (3)コール・ローン等の金銭債権及び金銭債務 | |
| 短期間で決済されるため、時価は帳簿価額と近似していることから、当該帳簿価額によっております。 | |
| 3.金融商品の時価等に関する事項についての補足説明 | 金融商品の時価の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額又は契約上の想定元本であり、当該金額自体がデリバティブ取引のリスクの大きさを示すものではありません。 |
| (関連当事者との取引に関する注記) |
| 該当事項はありません。 |
| (重要な後発事象に関する注記) |
| 該当事項はありません。 |
| (その他の注記) 元本の移動 |
| 区分 | 2022年 7月25日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2021年 7月27日 |
| 期首元本額 | 55,642,880,509円 |
| 期中追加設定元本額 | 7,409,369,641円 |
| 期中一部解約元本額 | 5,581,361,289円 |
| 期末元本額 | 57,470,888,861円 |
| 期末元本額の内訳 | |
| 外国債券インデックスファンド | 1,979,934,299円 |
| DC外国債券インデックスファンド | 1,898,508,796円 |
| DC外国債券インデックスファンドL | 14,320,047,297円 |
| DCバランスファンド30 | 952,285,070円 |
| DCバランスファンド50 | 979,507,541円 |
| DCバランスファンド70 | 229,395,513円 |
| グローバル・インデックス・バランス・ファンド | 474,249,559円 |
| 外国債券インデックスe | 1,046,709,854円 |
| インデックスコレクション(外国債券) | 8,896,113,158円 |
| インデックスコレクション(バランス株式30) | 4,766,690,001円 |
| インデックスコレクション(バランス株式50) | 791,735,504円 |
| インデックスコレクション(バランス株式70) | 254,103,442円 |
| 私募外国債券パッシブファンド(適格機関投資家専用) | 5,014,720,410円 |
| 外国債券パッシブファンド私募A(為替ヘッジあり)(適格機関投資家専用) | 2,757,514,395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) | 427,492,724円 |
| バランスVA30(適格機関投資家専用) | 94,096,916円 |
| バランスVA50(適格機関投資家専用) | 427,941,153円 |
| VAバランスファンド(株25/100)(適格機関投資家専用) | 254,281,787円 |
| VAバランスファンド(株50/100)(適格機関投資家専用) | 168,470,439円 |
| VAバランスファンド(株60/100)(適格機関投資家専用) | 176,668,243円 |
| バランスVA25(適格機関投資家専用) | 1,274,751,403円 |
| バランスVA37.5(適格機関投資家専用) | 550,504,534円 |
| バランスVA50L(適格機関投資家専用) | 5,850,080,314円 |
| バランスVA75(適格機関投資家専用) | 319,241,338円 |
| VAバランスファンド(株40/100)(適格機関投資家専用) | 190,278,138円 |
| VAポートフォリオ40(適格機関投資家専用) | 1,433,894,719円 |
| VAポートフォリオ20(適格機関投資家専用) | 79,737,579円 |
| バランスVA40(適格機関投資家専用) | 175,129,152円 |
| VAバランスファンド2(株40/100)(適格機関投資家専用) | 83,943,507円 |
| VAバランス50-50(適格機関投資家専用) | 43,035,029円 |
| VAファンド25(適格機関投資家専用) | 65,426,236円 |
| バランスVA25L(適格機関投資家専用) | 222,873,166円 |
| 世界バランスVA25(適格機関投資家専用) | 65,848,257円 |
| VAバランス20-80(適格機関投資家専用) | 1,194,218,962円 |
| 私募外国債券インデックスファンドAL(適格機関投資家専用) | 11,460,426円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2022年 7月25日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | △11,704,461,983 |
| 合計 | △11,704,461,983 |
| (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 |
| (2022年 7月25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 | 1,632,176,161 | - | 1,689,070,951 | 56,894,790 | |
| 合計 | 1,632,176,161 | - | 1,689,070,951 | 56,894,790 | |
| (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 |
| (2022年 7月25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 | 1,704,824,511 | - | 1,708,624,459 | 3,799,948 | |
| アメリカドル | 946,966,297 | - | 944,026,400 | △2,939,897 | |
| カナダドル | 68,244,003 | - | 68,523,390 | 279,387 | |
| ユーロ | 593,655,513 | - | 599,721,415 | 6,065,902 | |
| イギリスポンド | 95,958,698 | - | 96,353,254 | 394,556 | |
| 合計 | 1,704,824,511 | - | 1,708,624,459 | 3,799,948 | |
| (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 | 4,791,699.20 | |
| T 0.125% 06/30/23 | 6,630,000.00 | 6,456,480.50 | |||
| T 0.125% 10/15/23 | 2,530,000.00 | 2,442,932.42 | |||
| T 0.25% 03/15/24 | 4,500,000.00 | 4,301,191.39 | |||
| T 0.25% 05/15/24 | 5,070,000.00 | 4,825,709.19 | |||
| T 0.25% 05/31/25 | 1,180,000.00 | 1,093,067.19 | |||
| T 0.25% 06/15/24 | 10,610,000.00 | 10,076,598.80 | |||
| T 0.25% 06/30/25 | 4,310,000.00 | 3,985,571.47 | |||
| T 0.25% 07/31/25 | 2,200,000.00 | 2,029,671.88 | |||
| T 0.25% 09/30/25 | 7,000,000.00 | 6,430,976.58 | |||
| T 0.375% 01/31/26 | 1,700,000.00 | 1,555,500.00 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,452,500.00 | |||
| T 0.375% 07/31/27 | 4,000,000.00 | 3,538,125.00 | |||
| T 0.375% 08/15/24 | 5,500,000.00 | 5,214,042.95 | |||
| T 0.375% 09/15/24 | 4,600,000.00 | 4,351,492.17 | |||
| T 0.375% 09/30/27 | 4,000,000.00 | 3,519,687.52 | |||
| T 0.375% 11/30/25 | 3,770,000.00 | 3,463,982.05 | |||
| T 0.5% 02/28/26 | 3,500,000.00 | 3,211,660.16 | |||
| T 0.5% 03/31/25 | 4,000,000.00 | 3,746,875.00 | |||
| T 0.5% 05/31/27 | 5,500,000.00 | 4,911,328.12 | |||
| T 0.5% 06/30/27 | 2,500,000.00 | 2,228,222.65 | |||
| T 0.5% 08/31/27 | 1,100,000.00 | 976,550.78 | |||
| T 0.5% 10/31/27 | 3,580,000.00 | 3,164,524.20 | |||
| T 0.625% 03/31/27 | 3,400,000.00 | 3,066,906.25 | |||
| T 0.625% 05/15/30 | 7,400,000.00 | 6,287,109.41 | |||
| T 0.625% 07/31/26 | 4,000,000.00 | 3,656,406.24 | |||
| T 0.625% 08/15/30 | 9,130,000.00 | 7,721,982.81 | |||
| T 0.625% 10/15/24 | 3,250,000.00 | 3,086,992.18 | |||
| T 0.625% 11/30/27 | 3,700,000.00 | 3,287,074.22 | |||
| T 0.625% 12/31/27 | 3,000,000.00 | 2,660,390.64 | |||
| T 0.75% 01/31/28 | 3,500,000.00 | 3,119,648.45 | |||
| T 0.75% 03/31/26 | 2,750,000.00 | 2,542,783.21 | |||
| T 0.75% 04/30/26 | 3,500,000.00 | 3,231,074.21 | |||
| T 0.75% 08/31/26 | 3,000,000.00 | 2,752,265.64 | |||
| T 0.75% 11/15/24 | 5,230,000.00 | 4,971,768.75 | |||
| T 0.875% 09/30/26 | 5,000,000.00 | 4,604,492.20 | |||
| T 0.875% 11/15/30 | 6,160,000.00 | 5,307,225.00 | |||
| T 1.125% 01/15/25 | 5,830,000.00 | 5,574,482.06 | |||
| T 1.125% 02/15/31 | 5,600,000.00 | 4,912,687.52 | |||
| T 1.125% 05/15/40 | 1,550,000.00 | 1,114,910.16 | |||
| T 1.125% 08/15/40 | 4,000,000.00 | 2,854,375.00 | |||
| T 1.125% 08/31/28 | 4,000,000.00 | 3,609,218.76 | |||
| T 1.125% 10/31/26 | 2,700,000.00 | 2,509,312.50 | |||
| T 1.25% 03/31/28 | 5,300,000.00 | 4,845,980.48 | |||
| T 1.25% 05/15/50 | 5,120,000.00 | 3,393,600.00 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,472,421.86 | |||
| T 1.25% 06/30/28 | 1,000,000.00 | 911,015.63 | |||
| T 1.25% 07/31/23 | 3,950,000.00 | 3,880,489.24 | |||
| T 1.25% 08/15/31 | 6,550,000.00 | 5,765,023.43 | |||
| T 1.25% 09/30/28 | 3,800,000.00 | 3,451,320.32 | |||
| T 1.25% 11/30/26 | 3,000,000.00 | 2,801,484.39 | |||
| T 1.25% 12/31/26 | 5,500,000.00 | 5,128,535.17 | |||
| T 1.375% 08/15/50 | 2,300,000.00 | 1,576,039.07 | |||
| T 1.375% 08/31/23 | 3,450,000.00 | 3,388,479.49 | |||
| T 1.375% 09/30/23 | 3,550,000.00 | 3,483,229.50 | |||
| T 1.375% 10/31/28 | 1,700,000.00 | 1,553,906.25 | |||
| T 1.375% 11/15/31 | 10,550,000.00 | 9,354,882.80 | |||
| T 1.375% 11/15/40 | 4,650,000.00 | 3,450,445.31 | |||
| T 1.5% 02/15/30 | 1,820,000.00 | 1,662,456.25 | |||
| T 1.5% 08/15/26 | 5,300,000.00 | 5,013,882.83 | |||
| T 1.5% 09/30/24 | 3,000,000.00 | 2,906,718.75 | |||
| T 1.5% 11/30/28 | 5,550,000.00 | 5,109,035.18 | |||
| T 1.625% 02/15/26 | 5,750,000.00 | 5,498,886.74 | |||
| T 1.625% 05/15/26 | 5,400,000.00 | 5,150,460.92 | |||
| T 1.625% 05/15/31 | 4,690,000.00 | 4,278,525.80 | |||
| T 1.625% 08/15/29 | 2,260,000.00 | 2,091,559.37 | |||
| T 1.625% 09/30/26 | 2,150,000.00 | 2,043,843.75 | |||
| T 1.625% 11/15/50 | 5,400,000.00 | 3,947,906.25 | |||
| T 1.625% 11/30/26 | 3,030,000.00 | 2,874,830.85 | |||
| T 1.75% 01/31/29 | 2,500,000.00 | 2,337,109.37 | |||
| T 1.75% 06/30/24 | 2,000,000.00 | 1,954,101.56 | |||
| T 1.75% 08/15/41 | 4,800,000.00 | 3,766,125.02 | |||
| T 1.75% 11/15/29 | 3,220,000.00 | 3,004,410.95 | |||
| T 1.75% 12/31/26 | 4,300,000.00 | 4,100,789.08 | |||
| T 1.875% 02/15/32 | 3,500,000.00 | 3,240,507.83 | |||
| T 1.875% 02/15/41 | 4,750,000.00 | 3,840,820.31 | |||
| T 1.875% 02/15/51 | 4,500,000.00 | 3,506,484.37 | |||
| T 1.875% 02/28/27 | 3,000,000.00 | 2,873,320.32 | |||
| T 1.875% 06/30/26 | 3,980,000.00 | 3,830,439.08 | |||
| T 1.875% 07/31/26 | 1,800,000.00 | 1,730,953.13 | |||
| T 1.875% 11/15/51 | 3,400,000.00 | 2,649,875.00 | |||
| T 1% 07/31/28 | 2,000,000.00 | 1,792,421.88 | |||
| T 1% 12/15/24 | 3,070,000.00 | 2,931,730.08 | |||
| T 2.125% 02/29/24 | 1,400,000.00 | 1,380,312.50 | |||
| T 2.125% 03/31/24 | 1,200,000.00 | 1,182,304.69 | |||
| T 2.125% 05/15/25 | 3,850,000.00 | 3,764,126.94 | |||
| T 2.125% 07/31/24 | 1,500,000.00 | 1,474,687.50 | |||
| T 2.125% 09/30/24 | 2,200,000.00 | 2,161,328.13 | |||
| T 2.125% 11/30/23 | 2,700,000.00 | 2,667,832.03 | |||
| T 2.125% 11/30/24 | 1,400,000.00 | 1,372,984.38 | |||
| T 2.25% 01/31/24 | 5,090,000.00 | 5,031,146.87 | |||
| T 2.25% 02/15/27 | 3,900,000.00 | 3,792,445.33 | |||
| T 2.25% 02/15/52 | 1,600,000.00 | 1,366,250.00 | |||
| T 2.25% 03/31/24 | 7,300,000.00 | 7,206,183.61 | |||
| T 2.25% 03/31/26 | 1,500,000.00 | 1,465,664.07 | |||
| T 2.25% 04/30/24 | 2,600,000.00 | 2,566,839.83 | |||
| T 2.25% 05/15/41 | 1,600,000.00 | 1,375,000.00 | |||
| T 2.25% 08/15/27 | 2,320,000.00 | 2,250,943.76 | |||
| T 2.25% 08/15/46 | 2,180,000.00 | 1,814,850.00 | |||
| T 2.25% 08/15/49 | 4,110,000.00 | 3,498,637.50 | |||
| T 2.25% 10/31/24 | 2,500,000.00 | 2,460,351.57 | |||
| T 2.25% 11/15/24 | 5,000,000.00 | 4,920,117.20 | |||
| T 2.25% 11/15/25 | 5,500,000.00 | 5,380,976.59 | |||
| T 2.25% 11/15/27 | 5,260,000.00 | 5,093,570.33 | |||
| T 2.25% 12/31/23 | 3,500,000.00 | 3,461,445.33 | |||
| T 2.25% 12/31/24 | 2,900,000.00 | 2,851,062.50 | |||
| T 2.375% 02/15/42 | 1,350,000.00 | 1,178,507.81 | |||
| T 2.375% 02/29/24 | 4,280,000.00 | 4,237,534.39 | |||
| T 2.375% 04/30/26 | 1,820,000.00 | 1,786,159.37 | |||
| T 2.375% 05/15/27 | 3,600,000.00 | 3,517,031.26 | |||
| T 2.375% 05/15/29 | 3,890,000.00 | 3,779,378.12 | |||
| T 2.375% 05/15/51 | 1,600,000.00 | 1,400,875.00 | |||
| T 2.375% 08/15/24 | 5,460,000.00 | 5,392,389.85 | |||
| T 2.375% 11/15/49 | 2,010,000.00 | 1,760,163.29 | |||
| T 2.5% 01/31/25 | 4,000,000.00 | 3,953,593.76 | |||
| T 2.5% 02/15/45 | 2,150,000.00 | 1,879,066.41 | |||
| T 2.5% 02/15/46 | 2,250,000.00 | 1,969,804.68 | |||
| T 2.5% 02/28/26 | 650,000.00 | 640,656.25 | |||
| T 2.5% 05/15/24 | 3,700,000.00 | 3,667,552.73 | |||
| T 2.5% 05/15/46 | 1,810,000.00 | 1,583,750.00 | |||
| T 2.5% 08/15/23 | 3,450,000.00 | 3,430,930.67 | |||
| T 2.625% 01/31/26 | 1,350,000.00 | 1,336,869.14 | |||
| T 2.625% 02/15/29 | 6,900,000.00 | 6,805,664.09 | |||
| T 2.625% 03/31/25 | 2,500,000.00 | 2,478,906.25 | |||
| T 2.625% 06/30/23 | 6,000,000.00 | 5,979,609.36 | |||
| T 2.75% 02/15/24 | 3,900,000.00 | 3,884,003.91 | |||
| T 2.75% 02/15/28 | 4,670,000.00 | 4,636,799.24 | |||
| T 2.75% 05/31/29 | 6,000,000.00 | 5,962,968.78 | |||
| T 2.75% 06/30/25 | 2,000,000.00 | 1,990,000.00 | |||
| T 2.75% 07/31/23 | 4,000,000.00 | 3,990,468.76 | |||
| T 2.75% 08/15/42 | 850,000.00 | 784,789.06 | |||
| T 2.75% 08/15/47 | 2,450,000.00 | 2,259,742.18 | |||
| T 2.75% 08/31/25 | 5,000,000.00 | 4,970,703.15 | |||
| T 2.75% 11/15/23 | 4,450,000.00 | 4,436,093.75 | |||
| T 2.75% 11/15/42 | 1,040,000.00 | 958,425.00 | |||
| T 2.75% 11/15/47 | 2,500,000.00 | 2,312,109.37 | |||
| T 2.875% 04/30/25 | 2,300,000.00 | 2,294,250.00 | |||
| T 2.875% 05/15/28 | 4,460,000.00 | 4,457,560.95 | |||
| T 2.875% 05/15/43 | 1,050,000.00 | 984,867.18 | |||
| T 2.875% 05/15/49 | 4,400,000.00 | 4,246,687.50 | |||
| T 2.875% 05/15/52 | 1,500,000.00 | 1,469,179.69 | |||
| T 2.875% 07/31/25 | 500,000.00 | 499,082.03 | |||
| T 2.875% 08/15/28 | 4,200,000.00 | 4,197,703.14 | |||
| T 2.875% 08/15/45 | 1,480,000.00 | 1,384,725.00 | |||
| T 2.875% 09/30/23 | 1,650,000.00 | 1,647,744.13 | |||
| T 2.875% 11/30/23 | 6,000,000.00 | 5,988,046.86 | |||
| T 2% 02/15/25 | 6,050,000.00 | 5,906,548.81 | |||
| T 2% 02/15/50 | 3,370,000.00 | 2,711,533.61 | |||
| T 2% 04/30/24 | 3,000,000.00 | 2,948,613.27 | |||
| T 2% 05/31/24 | 1,500,000.00 | 1,473,310.54 | |||
| T 2% 06/30/24 | 1,000,000.00 | 981,777.34 | |||
| T 2% 08/15/25 | 3,750,000.00 | 3,646,582.05 | |||
| T 2% 08/15/51 | 6,940,000.00 | 5,570,976.59 | |||
| T 2% 11/15/26 | 2,700,000.00 | 2,601,281.25 | |||
| T 2% 11/15/41 | 4,140,000.00 | 3,389,948.45 | |||
| T 3.125% 02/15/42 | 1,000,000.00 | 986,171.88 | |||
| T 3.125% 02/15/43 | 1,100,000.00 | 1,074,476.56 | |||
| T 3.125% 05/15/48 | 1,400,000.00 | 1,398,578.13 | |||
| T 3.125% 08/15/44 | 1,550,000.00 | 1,511,128.91 | |||
| T 3.125% 11/15/28 | 3,960,000.00 | 4,016,151.57 | |||
| T 3.125% 11/15/41 | 870,000.00 | 860,280.47 | |||
| T 3.375% 05/15/44 | 1,700,000.00 | 1,726,828.12 | |||
| T 3.375% 11/15/48 | 1,000,000.00 | 1,050,156.25 | |||
| T 3.5% 02/15/39 | 900,000.00 | 970,523.44 | |||
| T 3.625% 02/15/44 | 1,600,000.00 | 1,687,875.00 | |||
| T 3.625% 08/15/43 | 1,600,000.00 | 1,688,125.00 | |||
| T 3.75% 08/15/41 | 1,100,000.00 | 1,191,351.56 | |||
| T 3.75% 11/15/43 | 900,000.00 | 966,937.50 | |||
| T 3.875% 08/15/40 | 680,000.00 | 756,075.00 | |||
| T 3% 02/15/47 | 2,400,000.00 | 2,310,000.00 | |||
| T 3% 02/15/48 | 3,100,000.00 | 3,015,960.95 | |||
| T 3% 02/15/49 | 1,940,000.00 | 1,911,960.94 | |||
| T 3% 05/15/42 | 1,100,000.00 | 1,061,929.69 | |||
| T 3% 05/15/45 | 600,000.00 | 572,812.50 | |||
| T 3% 05/15/47 | 1,300,000.00 | 1,252,773.44 | |||
| T 3% 08/15/48 | 3,060,000.00 | 2,988,281.24 | |||
| T 3% 09/30/25 | 3,660,000.00 | 3,668,006.25 | |||
| T 3% 10/31/25 | 1,000,000.00 | 1,001,718.75 | |||
| T 3% 11/15/44 | 1,550,000.00 | 1,478,675.78 | |||
| T 4.25% 05/15/39 | 850,000.00 | 999,546.87 | |||
| T 4.25% 11/15/40 | 900,000.00 | 1,047,726.56 | |||
| T 4.375% 02/15/38 | 500,000.00 | 599,609.37 | |||
| T 4.375% 05/15/40 | 750,000.00 | 891,152.34 | |||
| T 4.375% 05/15/41 | 550,000.00 | 649,687.50 | |||
| T 4.375% 11/15/39 | 650,000.00 | 773,601.56 | |||
| T 4.5% 02/15/36 | 600,000.00 | 723,937.50 | |||
| T 4.5% 05/15/38 | 970,000.00 | 1,178,474.22 | |||
| T 4.5% 08/15/39 | 750,000.00 | 908,144.53 | |||
| T 4.625% 02/15/40 | 700,000.00 | 858,593.75 | |||
| T 4.75% 02/15/41 | 750,000.00 | 931,699.22 | |||
| T 5.0% 05/15/37 | 650,000.00 | 825,906.25 | |||
| T 5.25% 11/15/28 | 900,000.00 | 1,022,765.62 | |||
| T 5.375% 02/15/31 | 750,000.00 | 897,363.28 | |||
| T 6.0% 02/15/26 | 600,000.00 | 661,570.31 | |||
| T 6.125% 11/15/27 | 1,050,000.00 | 1,215,826.17 | |||
| T 6.25% 05/15/30 | 720,000.00 | 893,756.25 | |||
| T 6.25% 08/15/23 | 1,350,000.00 | 1,397,434.57 | |||
| アメリカドル 小計 | 624,860,000.00 | 584,761,141.52 | |||
| (79,895,914,765) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 890,000.00 | 809,935.60 | ||
| CAN 0.25% 04/01/24 | 990,000.00 | 945,212.40 | |||
| CAN 0.25% 08/01/23 | 640,000.00 | 621,574.40 | |||
| CAN 0.5% 09/01/25 | 1,330,000.00 | 1,233,867.60 | |||
| CAN 0.5% 11/01/23 | 530,000.00 | 512,865.10 | |||
| CAN 0.5% 12/01/30 | 2,320,000.00 | 1,917,294.40 | |||
| CAN 0.75% 02/01/24 | 430,000.00 | 415,337.00 | |||
| CAN 1.25% 03/01/25 | 500,000.00 | 478,155.00 | |||
| CAN 1.25% 03/01/27 | 640,000.00 | 596,435.20 | |||
| CAN 1.25% 06/01/30 | 1,940,000.00 | 1,725,649.40 | |||
| CAN 1.5% 05/01/24 | 1,850,000.00 | 1,800,697.50 | |||
| CAN 1.5% 06/01/26 | 840,000.00 | 798,193.20 | |||
| CAN 1.5% 06/01/31 | 2,010,000.00 | 1,799,754.00 | |||
| CAN 1.5% 09/01/24 | 660,000.00 | 639,850.20 | |||
| CAN 1.5% 12/01/31 | 1,230,000.00 | 1,096,212.90 | |||
| CAN 1.75% 12/01/53 | 1,270,000.00 | 989,660.20 | |||
| CAN 1% 06/01/27 | 880,000.00 | 808,244.80 | |||
| CAN 1% 09/01/26 | 1,220,000.00 | 1,132,770.00 | |||
| CAN 2.25% 03/01/24 | 670,000.00 | 661,852.80 | |||
| CAN 2.25% 06/01/25 | 670,000.00 | 657,270.00 | |||
| CAN 2.25% 06/01/29 | 390,000.00 | 376,802.40 | |||
| CAN 2.5% 06/01/24 | 1,780,000.00 | 1,763,517.20 | |||
| CAN 2.75% 12/01/48 | 510,000.00 | 501,289.20 | |||
| CAN 2.75% 12/01/64 | 350,000.00 | 343,703.50 | |||
| CAN 2% 06/01/28 | 500,000.00 | 478,500.00 | |||
| CAN 2% 06/01/32 | 1,190,000.00 | 1,105,533.80 | |||
| CAN 2% 09/01/23 | 1,180,000.00 | 1,164,907.80 | |||
| CAN 2% 12/01/51 | 2,510,000.00 | 2,099,389.10 | |||
| CAN 3.5% 12/01/45 | 490,000.00 | 541,734.20 | |||
| CAN 4.0% 06/01/41 | 490,000.00 | 567,322.00 | |||
| CAN 5.75% 06/01/29 | 960,000.00 | 1,135,536.00 | |||
| CAN 5.75% 06/01/33 | 480,000.00 | 608,155.20 | |||
| CAN 5% 06/01/37 | 390,000.00 | 487,254.30 | |||
| カナダドル 小計 | 32,730,000.00 | 30,814,476.40 | |||
| (3,253,700,563) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 6,400,000.00 | 6,940,480.00 | ||
| MBONO 10% 12/05/24 | 20,780,000.00 | 20,998,190.00 | |||
| MBONO 5.5% 03/04/27 | 2,240,000.00 | 1,944,835.20 | |||
| MBONO 5.75% 03/05/26 | 20,860,000.00 | 18,722,684.40 | |||
| MBONO 7.5% 06/03/27 | 21,620,000.00 | 20,416,198.40 | |||
| MBONO 7.75% 05/29/31 | 17,390,000.00 | 16,229,391.40 | |||
| MBONO 7.75% 11/13/42 | 13,980,000.00 | 12,243,264.60 | |||
| MBONO 7.75% 11/23/34 | 4,970,000.00 | 4,548,146.40 | |||
| MBONO 8.5% 05/31/29 | 20,740,000.00 | 20,332,044.20 | |||
| MBONO 8.5% 11/18/38 | 12,980,000.00 | 12,343,720.40 | |||
| MBONO 8% 09/05/24 | 18,940,000.00 | 18,380,701.80 | |||
| MBONO 8% 11/07/47 | 14,310,000.00 | 12,805,875.90 | |||
| MBONO 8% 12/07/23 | 13,220,000.00 | 12,939,603.80 | |||
| メキシコペソ 小計 | 188,430,000.00 | 178,845,136.50 | |||
| (1,188,068,241) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 730,000.00 | 661,745.00 | ||
| BGB 0.2% 10/22/23 | 640,000.00 | 638,809.60 | |||
| BGB 0.35% 06/22/32 | 700,000.00 | 617,379.00 | |||
| BGB 0.4% 06/22/40 | 400,000.00 | 295,148.00 | |||
| BGB 0.5% 10/22/24 | 490,000.00 | 489,593.30 | |||
| BGB 0.65% 06/22/71 | 300,000.00 | 162,630.00 | |||
| BGB 0.8% 06/22/25 | 1,100,000.00 | 1,103,971.00 | |||
| BGB 0.8% 06/22/27 | 750,000.00 | 743,865.00 | |||
| BGB 0.8% 06/22/28 | 810,000.00 | 796,173.30 | |||
| BGB 0.9% 06/22/29 | 1,280,000.00 | 1,251,494.40 | |||
| BGB 0% 10/22/27 | 600,000.00 | 568,758.00 | |||
| BGB 0% 10/22/31 | 730,000.00 | 634,749.60 | |||
| BGB 1.25% 04/22/33 | 550,000.00 | 530,189.00 | |||
| BGB 1.4% 06/22/53 | 380,000.00 | 300,610.40 | |||
| BGB 1.45% 06/22/37 | 400,000.00 | 369,272.00 | |||
| BGB 1.6% 06/22/47 | 640,000.00 | 555,961.60 | |||
| BGB 1.7% 06/22/50 | 710,000.00 | 619,936.50 | |||
| BGB 1.9% 06/22/38 | 510,000.00 | 498,621.90 | |||
| BGB 1% 06/22/26 | 1,080,000.00 | 1,085,097.60 | |||
| BGB 1% 06/22/31 | 910,000.00 | 874,801.20 | |||
| BGB 2.15% 06/22/66 | 470,000.00 | 452,422.00 | |||
| BGB 2.25% 06/22/57 | 380,000.00 | 373,897.20 | |||
| BGB 2.6% 06/22/24 | 1,000,000.00 | 1,039,020.00 | |||
| BGB 3.75% 06/22/45 | 580,000.00 | 731,090.00 | |||
| BGB 3% 06/22/34 | 350,000.00 | 393,232.00 | |||
| BGB 4.25% 03/28/41 | 1,110,000.00 | 1,449,371.40 | |||
| BGB 4.5% 03/28/26 | 750,000.00 | 849,967.50 | |||
| BGB 4% 03/28/32 | 620,000.00 | 759,047.40 | |||
| BGB 5.5% 03/28/28 | 1,190,000.00 | 1,485,453.20 | |||
| BGB 5% 03/28/35 | 1,270,000.00 | 1,714,754.00 | |||
| BKO 0% 09/15/23 | 700,000.00 | 698,208.00 | |||
| BKO 0% 12/15/23 | 1,250,000.00 | 1,246,587.50 | |||
| BTPS 0.25% 03/15/28 | 1,250,000.00 | 1,088,875.00 | |||
| BTPS 0.3% 08/15/23 | 1,100,000.00 | 1,091,431.00 | |||
| BTPS 0.35% 02/01/25 | 900,000.00 | 866,124.00 | |||
| BTPS 0.45% 02/15/29 | 1,510,000.00 | 1,291,729.50 | |||
| BTPS 0.5% 02/01/26 | 1,500,000.00 | 1,413,885.00 | |||
| BTPS 0.5% 07/15/28 | 730,000.00 | 639,523.80 | |||
| BTPS 0.6% 08/01/31 | 1,500,000.00 | 1,195,635.00 | |||
| BTPS 0.65% 10/15/23 | 1,130,000.00 | 1,123,016.60 | |||
| BTPS 0.85% 01/15/27 | 1,100,000.00 | 1,026,520.00 | |||
| BTPS 0.9% 04/01/31 | 1,300,000.00 | 1,076,634.00 | |||
| BTPS 0.95% 03/01/37 | 600,000.00 | 432,240.00 | |||
| BTPS 0.95% 06/01/32 | 880,000.00 | 708,602.40 | |||
| BTPS 0.95% 08/01/30 | 1,330,000.00 | 1,127,707.00 | |||
| BTPS 0.95% 09/15/27 | 1,000,000.00 | 922,210.00 | |||
| BTPS 0.95% 12/01/31 | 1,120,000.00 | 914,894.40 | |||
| BTPS 0% 01/15/24 | 300,000.00 | 294,264.00 | |||
| BTPS 0% 04/01/26 | 2,700,000.00 | 2,483,676.00 | |||
| BTPS 0% 04/15/24 | 980,000.00 | 955,950.80 | |||
| BTPS 0% 08/01/26 | 1,330,000.00 | 1,209,874.40 | |||
| BTPS 0% 08/15/24 | 1,610,000.00 | 1,556,548.00 | |||
| BTPS 1.25% 12/01/26 | 1,170,000.00 | 1,115,829.00 | |||
| BTPS 1.35% 04/01/30 | 750,000.00 | 665,257.50 | |||
| BTPS 1.45% 03/01/36 | 1,130,000.00 | 894,971.30 | |||
| BTPS 1.45% 05/15/25 | 1,070,000.00 | 1,052,847.90 | |||
| BTPS 1.45% 11/15/24 | 1,520,000.00 | 1,507,019.20 | |||
| BTPS 1.5% 04/30/45 | 710,000.00 | 495,090.10 | |||
| BTPS 1.5% 06/01/25 | 1,500,000.00 | 1,478,310.00 | |||
| BTPS 1.6% 06/01/26 | 1,350,000.00 | 1,318,234.50 | |||
| BTPS 1.65% 03/01/32 | 1,340,000.00 | 1,168,681.00 | |||
| BTPS 1.65% 12/01/30 | 1,830,000.00 | 1,633,915.50 | |||
| BTPS 1.7% 09/01/51 | 750,000.00 | 513,217.50 | |||
| BTPS 1.75% 07/01/24 | 1,840,000.00 | 1,843,772.00 | |||
| BTPS 1.8% 03/01/41 | 790,000.00 | 609,279.60 | |||
| BTPS 1.85% 05/15/24 | 750,000.00 | 754,072.50 | |||
| BTPS 1.85% 07/01/25 | 820,000.00 | 814,260.00 | |||
| BTPS 2.05% 08/01/27 | 1,040,000.00 | 1,015,549.60 | |||
| BTPS 2.1% 07/15/26 | 1,470,000.00 | 1,458,563.40 | |||
| BTPS 2.15% 03/01/72 | 310,000.00 | 218,652.30 | |||
| BTPS 2.15% 09/01/52 | 510,000.00 | 379,751.10 | |||
| BTPS 2.2% 06/01/27 | 1,110,000.00 | 1,093,527.60 | |||
| BTPS 2.25% 09/01/36 | 1,190,000.00 | 1,038,310.70 | |||
| BTPS 2.45% 09/01/33 | 990,000.00 | 908,414.10 | |||
| BTPS 2.45% 09/01/50 | 970,000.00 | 786,980.40 | |||
| BTPS 2.45% 10/01/23 | 870,000.00 | 882,562.80 | |||
| BTPS 2.5% 11/15/25 | 660,000.00 | 667,062.00 | |||
| BTPS 2.5% 12/01/24 | 1,300,000.00 | 1,319,279.00 | |||
| BTPS 2.7% 03/01/47 | 940,000.00 | 824,539.80 | |||
| BTPS 2.8% 03/01/67 | 600,000.00 | 493,896.00 | |||
| BTPS 2.8% 12/01/28 | 1,260,000.00 | 1,261,587.60 | |||
| BTPS 2.95% 09/01/38 | 850,000.00 | 799,756.50 | |||
| BTPS 2% 02/01/28 | 930,000.00 | 899,449.50 | |||
| BTPS 2% 12/01/25 | 1,050,000.00 | 1,045,170.00 | |||
| BTPS 3.1% 03/01/40 | 670,000.00 | 637,565.30 | |||
| BTPS 3.25% 09/01/46 | 980,000.00 | 949,188.80 | |||
| BTPS 3.35% 03/01/35 | 1,100,000.00 | 1,095,083.00 | |||
| BTPS 3.45% 03/01/48 | 1,120,000.00 | 1,112,384.00 | |||
| BTPS 3.5% 03/01/30 | 1,950,000.00 | 2,026,264.50 | |||
| BTPS 3.75% 09/01/24 | 1,040,000.00 | 1,084,200.00 | |||
| BTPS 3.85% 09/01/49 | 840,000.00 | 885,906.00 | |||
| BTPS 3% 08/01/29 | 1,210,000.00 | 1,217,405.20 | |||
| BTPS 4.5% 03/01/24 | 1,130,000.00 | 1,186,059.30 | |||
| BTPS 4.5% 03/01/26 | 930,000.00 | 1,005,906.60 | |||
| BTPS 4.75% 08/01/23 | 1,610,000.00 | 1,670,423.30 | |||
| BTPS 4.75% 09/01/28 | 1,810,000.00 | 2,007,452.90 | |||
| BTPS 4.75% 09/01/44 | 1,180,000.00 | 1,406,406.60 | |||
| BTPS 4% 02/01/37 | 1,800,000.00 | 1,925,550.00 | |||
| BTPS 5.0% 08/01/39 | 1,440,000.00 | 1,724,616.00 | |||
| BTPS 5.25% 11/01/29 | 1,770,000.00 | 2,049,394.50 | |||
| BTPS 5.75% 02/01/33 | 1,320,000.00 | 1,610,096.40 | |||
| BTPS 5% 03/01/25 | 1,290,000.00 | 1,391,432.70 | |||
| BTPS 5% 08/01/34 | 1,260,000.00 | 1,467,446.40 | |||
| BTPS 5% 09/01/40 | 1,600,000.00 | 1,924,944.00 | |||
| BTPS 6.5% 11/01/27 | 2,070,000.00 | 2,483,296.20 | |||
| BTPS 6% 05/01/31 | 1,600,000.00 | 1,961,024.00 | |||
| BTPS 7.25% 11/01/26 | 350,000.00 | 421,491.00 | |||
| BTPS 9% 11/01/23 | 1,800,000.00 | 1,973,682.00 | |||
| DBR 0.25% 02/15/27 | 1,230,000.00 | 1,209,508.20 | |||
| DBR 0.25% 02/15/29 | 1,160,000.00 | 1,120,432.40 | |||
| DBR 0.25% 08/15/28 | 1,300,000.00 | 1,259,115.00 | |||
| DBR 0.5% 02/15/25 | 2,090,000.00 | 2,093,657.50 | |||
| DBR 0.5% 02/15/26 | 2,300,000.00 | 2,297,148.00 | |||
| DBR 0.5% 02/15/28 | 1,510,000.00 | 1,489,735.80 | |||
| DBR 0.5% 08/15/27 | 940,000.00 | 930,600.00 | |||
| DBR 0% 02/15/30 | 1,660,000.00 | 1,559,586.60 | |||
| DBR 0% 02/15/31 | 1,240,000.00 | 1,149,628.80 | |||
| DBR 0% 02/15/32 | 1,230,000.00 | 1,121,145.00 | |||
| DBR 0% 05/15/35 | 1,280,000.00 | 1,101,222.40 | |||
| DBR 0% 05/15/36 | 1,320,000.00 | 1,118,211.60 | |||
| DBR 0% 08/15/26 | 1,620,000.00 | 1,582,853.40 | |||
| DBR 0% 08/15/29 | 2,430,000.00 | 2,296,082.70 | |||
| DBR 0% 08/15/30 | 1,480,000.00 | 1,380,026.00 | |||
| DBR 0% 08/15/31 | 2,310,000.00 | 2,125,223.10 | |||
| DBR 0% 08/15/50 | 2,120,000.00 | 1,490,529.60 | |||
| DBR 0% 08/15/52 | 1,140,000.00 | 778,164.00 | |||
| DBR 0% 11/15/27 | 1,580,000.00 | 1,520,386.60 | |||
| DBR 0% 11/15/28 | 1,510,000.00 | 1,438,259.90 | |||
| DBR 1.25% 08/15/48 | 1,880,000.00 | 1,871,145.20 | |||
| DBR 1.5% 05/15/24 | 1,020,000.00 | 1,041,420.00 | |||
| DBR 1.75% 02/15/24 | 1,250,000.00 | 1,279,462.50 | |||
| DBR 1% 05/15/38 | 220,000.00 | 211,926.00 | |||
| DBR 1% 08/15/24 | 1,610,000.00 | 1,629,239.50 | |||
| DBR 1% 08/15/25 | 1,880,000.00 | 1,909,572.40 | |||
| DBR 2.5% 07/04/44 | 1,670,000.00 | 2,067,977.70 | |||
| DBR 2.5% 08/15/46 | 1,830,000.00 | 2,299,742.70 | |||
| DBR 2% 08/15/23 | 1,080,000.00 | 1,099,267.20 | |||
| DBR 3.25% 07/04/42 | 1,160,000.00 | 1,569,050.80 | |||
| DBR 4.0% 01/04/37 | 1,670,000.00 | 2,281,637.50 | |||
| DBR 4.25% 07/04/39 | 1,090,000.00 | 1,585,579.40 | |||
| DBR 4.75% 07/04/28 | 700,000.00 | 861,742.00 | |||
| DBR 4.75% 07/04/34 | 1,440,000.00 | 2,032,819.20 | |||
| DBR 4.75% 07/04/40 | 1,250,000.00 | 1,943,300.00 | |||
| DBR 5.5% 01/04/31 | 1,640,000.00 | 2,256,984.40 | |||
| DBR 5.625% 01/04/28 | 1,500,000.00 | 1,893,300.00 | |||
| DBR 6.25% 01/04/24 | 1,370,000.00 | 1,490,984.70 | |||
| DBR 6.25% 01/04/30 | 610,000.00 | 848,467.30 | |||
| DBR 6.5% 07/04/27 | 1,270,000.00 | 1,627,428.80 | |||
| FRTR 0.25% 11/25/26 | 2,050,000.00 | 1,990,119.50 | |||
| FRTR 0.5% 05/25/25 | 3,160,000.00 | 3,139,997.20 | |||
| FRTR 0.5% 05/25/26 | 2,930,000.00 | 2,890,034.80 | |||
| FRTR 0.5% 05/25/29 | 2,830,000.00 | 2,698,942.70 | |||
| FRTR 0.5% 05/25/40 | 1,260,000.00 | 968,410.80 | |||
| FRTR 0.5% 05/25/72 | 390,000.00 | 201,392.10 | |||
| FRTR 0.5% 06/25/44 | 790,000.00 | 565,031.70 | |||
| FRTR 0.75% 02/25/28 | 980,000.00 | 959,331.80 | |||
| FRTR 0.75% 05/25/28 | 2,960,000.00 | 2,898,136.00 | |||
| FRTR 0.75% 05/25/52 | 1,930,000.00 | 1,330,078.80 | |||
| FRTR 0.75% 05/25/53 | 920,000.00 | 619,923.60 | |||
| FRTR 0.75% 11/25/28 | 2,990,000.00 | 2,917,253.30 | |||
| FRTR 0% 02/25/24 | 1,850,000.00 | 1,838,548.50 | |||
| FRTR 0% 02/25/26 | 2,220,000.00 | 2,156,041.80 | |||
| FRTR 0% 02/25/27 | 2,320,000.00 | 2,219,520.80 | |||
| FRTR 0% 03/25/24 | 2,240,000.00 | 2,225,932.80 | |||
| FRTR 0% 03/25/25 | 3,280,000.00 | 3,217,122.40 | |||
| FRTR 0% 05/25/32 | 1,990,000.00 | 1,712,753.20 | |||
| FRTR 0% 11/25/29 | 2,760,000.00 | 2,516,623.20 | |||
| FRTR 0% 11/25/30 | 3,330,000.00 | 2,969,261.10 | |||
| FRTR 0% 11/25/31 | 2,460,000.00 | 2,146,891.20 | |||
| FRTR 1.25% 05/25/34 | 2,400,000.00 | 2,269,704.00 | |||
| FRTR 1.25% 05/25/36 | 2,660,000.00 | 2,458,824.20 | |||
| FRTR 1.5% 05/25/31 | 3,230,000.00 | 3,261,395.60 | |||
| FRTR 1.5% 05/25/50 | 1,960,000.00 | 1,690,578.40 | |||
| FRTR 1.75% 05/25/66 | 850,000.00 | 745,458.50 | |||
| FRTR 1.75% 06/25/39 | 1,910,000.00 | 1,859,824.30 | |||
| FRTR 1.75% 11/25/24 | 2,020,000.00 | 2,072,661.40 | |||
| FRTR 1% 05/25/27 | 2,180,000.00 | 2,180,021.80 | |||
| FRTR 1% 11/25/25 | 2,240,000.00 | 2,255,433.60 | |||
| FRTR 2.25% 05/25/24 | 2,290,000.00 | 2,363,463.20 | |||
| FRTR 2.5% 05/25/30 | 2,900,000.00 | 3,167,032.00 | |||
| FRTR 2.75% 10/25/27 | 3,280,000.00 | 3,565,983.20 | |||
| FRTR 2% 05/25/48 | 1,890,000.00 | 1,831,258.80 | |||
| FRTR 3.25% 05/25/45 | 1,800,000.00 | 2,162,970.00 | |||
| FRTR 3.5% 04/25/26 | 3,120,000.00 | 3,423,638.40 | |||
| FRTR 4.25% 10/25/23 | 2,870,000.00 | 3,006,985.10 | |||
| FRTR 4.5% 04/25/41 | 2,340,000.00 | 3,207,157.20 | |||
| FRTR 4.75% 04/25/35 | 1,340,000.00 | 1,792,062.40 | |||
| FRTR 4% 04/25/55 | 1,070,000.00 | 1,496,041.90 | |||
| FRTR 4% 04/25/60 | 1,080,000.00 | 1,543,784.40 | |||
| FRTR 4% 10/25/38 | 1,600,000.00 | 2,049,680.00 | |||
| FRTR 5.5% 04/25/29 | 2,500,000.00 | 3,196,575.00 | |||
| FRTR 5.75% 10/25/32 | 2,150,000.00 | 3,002,217.00 | |||
| FRTR 6.0% 10/25/25 | 1,450,000.00 | 1,692,918.50 | |||
| IRISH 0.2% 05/15/27 | 430,000.00 | 413,350.40 | |||
| IRISH 0.2% 10/18/30 | 470,000.00 | 425,434.60 | |||
| IRISH 0.35% 10/18/32 | 170,000.00 | 149,392.60 | |||
| IRISH 0.4% 05/15/35 | 280,000.00 | 233,343.60 | |||
| IRISH 0.55% 04/22/41 | 220,000.00 | 168,467.20 | |||
| IRISH 0.9% 05/15/28 | 440,000.00 | 433,276.80 | |||
| IRISH 0% 10/18/31 | 440,000.00 | 382,074.00 | |||
| IRISH 1.1% 05/15/29 | 550,000.00 | 544,830.00 | |||
| IRISH 1.3% 05/15/33 | 380,000.00 | 365,856.40 | |||
| IRISH 1.35% 03/18/31 | 420,000.00 | 418,215.00 | |||
| IRISH 1.5% 05/15/50 | 400,000.00 | 341,888.00 | |||
| IRISH 1.7% 05/15/37 | 440,000.00 | 429,818.40 | |||
| IRISH 1% 05/15/26 | 730,000.00 | 734,504.10 | |||
| IRISH 2.4% 05/15/30 | 660,000.00 | 714,337.80 | |||
| IRISH 2% 02/18/45 | 620,000.00 | 606,967.60 | |||
| IRISH 3.4% 03/18/24 | 380,000.00 | 398,308.40 | |||
| IRISH 5.4% 03/13/25 | 700,000.00 | 785,575.00 | |||
| NETHER 0.25% 07/15/25 | 1,050,000.00 | 1,038,240.00 | |||
| NETHER 0.25% 07/15/29 | 760,000.00 | 715,973.20 | |||
| NETHER 0.5% 01/15/40 | 910,000.00 | 758,494.10 | |||
| NETHER 0.5% 07/15/26 | 1,260,000.00 | 1,246,014.00 | |||
| NETHER 0.5% 07/15/32 | 320,000.00 | 294,899.20 | |||
| NETHER 0.75% 07/15/27 | 900,000.00 | 892,980.00 | |||
| NETHER 0.75% 07/15/28 | 1,090,000.00 | 1,072,658.10 | |||
| NETHER 0% 01/15/24 | 1,080,000.00 | 1,075,107.60 | |||
| NETHER 0% 01/15/26 | 640,000.00 | 623,641.60 | |||
| NETHER 0% 01/15/27 | 750,000.00 | 721,260.00 | |||
| NETHER 0% 01/15/29 | 450,000.00 | 418,747.50 | |||
| NETHER 0% 01/15/38 | 530,000.00 | 414,820.40 | |||
| NETHER 0% 01/15/52 | 740,000.00 | 465,563.60 | |||
| NETHER 0% 07/15/30 | 850,000.00 | 775,200.00 | |||
| NETHER 0% 07/15/31 | 700,000.00 | 628,138.00 | |||
| NETHER 1.75% 07/15/23 | 820,000.00 | 831,758.80 | |||
| NETHER 2.5% 01/15/33 | 920,000.00 | 1,020,510.00 | |||
| NETHER 2.75% 01/15/47 | 1,210,000.00 | 1,498,706.00 | |||
| NETHER 2% 07/15/24 | 1,110,000.00 | 1,143,533.10 | |||
| NETHER 3.75% 01/15/42 | 1,150,000.00 | 1,567,634.00 | |||
| NETHER 4% 01/15/37 | 1,070,000.00 | 1,405,487.80 | |||
| NETHER 5.5% 01/15/28 | 650,000.00 | 806,481.00 | |||
| OBL 0% 04/05/24 | 1,880,000.00 | 1,870,976.00 | |||
| OBL 0% 04/10/26 | 1,500,000.00 | 1,470,195.00 | |||
| OBL 0% 04/11/25 | 1,420,000.00 | 1,402,306.80 | |||
| OBL 0% 04/16/27 | 1,100,000.00 | 1,065,691.00 | |||
| OBL 0% 10/09/26 | 630,000.00 | 613,223.10 | |||
| OBL 0% 10/10/25 | 2,770,000.00 | 2,729,031.70 | |||
| OBL 0% 10/18/24 | 1,390,000.00 | 1,377,170.30 | |||
| RAGB 0.25% 10/20/36 | 360,000.00 | 288,086.40 | |||
| RAGB 0.5% 02/20/29 | 810,000.00 | 774,230.40 | |||
| RAGB 0.5% 04/20/27 | 650,000.00 | 636,590.50 | |||
| RAGB 0.7% 04/20/71 | 200,000.00 | 119,868.00 | |||
| RAGB 0.75% 02/20/28 | 830,000.00 | 814,122.10 | |||
| RAGB 0.75% 03/20/51 | 360,000.00 | 266,230.80 | |||
| RAGB 0.75% 10/20/26 | 900,000.00 | 897,894.00 | |||
| RAGB 0.85% 06/30/20 | 200,000.00 | 107,938.00 | |||
| RAGB 0.9% 02/20/32 | 370,000.00 | 348,277.30 | |||
| RAGB 0% 02/20/30 | 660,000.00 | 597,643.20 | |||
| RAGB 0% 02/20/31 | 720,000.00 | 636,278.40 | |||
| RAGB 0% 04/20/25 | 370,000.00 | 363,606.40 | |||
| RAGB 0% 07/15/23 | 650,000.00 | 647,562.50 | |||
| RAGB 0% 07/15/24 | 660,000.00 | 654,660.60 | |||
| RAGB 0% 10/20/40 | 330,000.00 | 230,722.80 | |||
| RAGB 1.2% 10/20/25 | 640,000.00 | 650,726.40 | |||
| RAGB 1.5% 02/20/47 | 490,000.00 | 451,427.20 | |||
| RAGB 1.5% 11/02/86 | 200,000.00 | 161,000.00 | |||
| RAGB 1.65% 10/21/24 | 560,000.00 | 573,468.00 | |||
| RAGB 1.75% 10/20/23 | 750,000.00 | 763,425.00 | |||
| RAGB 1.85% 05/23/49 | 220,000.00 | 215,534.00 | |||
| RAGB 2.1% 09/20/17 | 360,000.00 | 350,308.80 | |||
| RAGB 2.4% 05/23/34 | 530,000.00 | 571,350.60 | |||
| RAGB 3.15% 06/20/44 | 420,000.00 | 513,622.20 | |||
| RAGB 3.8% 01/26/62 | 220,000.00 | 321,774.20 | |||
| RAGB 4.15% 03/15/37 | 920,000.00 | 1,187,508.40 | |||
| RAGB 4.85% 03/15/26 | 590,000.00 | 676,830.30 | |||
| RAGB 6.25% 07/15/27 | 540,000.00 | 681,269.40 | |||
| RFGB 0.125% 04/15/36 | 270,000.00 | 216,051.30 | |||
| RFGB 0.125% 04/15/52 | 210,000.00 | 127,738.80 | |||
| RFGB 0.125% 09/15/31 | 370,000.00 | 328,497.10 | |||
| RFGB 0.25% 09/15/40 | 210,000.00 | 156,741.90 | |||
| RFGB 0.5% 04/15/26 | 600,000.00 | 592,068.00 | |||
| RFGB 0.5% 04/15/43 | 180,000.00 | 134,953.20 | |||
| RFGB 0.5% 09/15/27 | 380,000.00 | 369,987.00 | |||
| RFGB 0.5% 09/15/28 | 290,000.00 | 278,481.20 | |||
| RFGB 0.5% 09/15/29 | 290,000.00 | 275,244.80 | |||
| RFGB 0.75% 04/15/31 | 270,000.00 | 256,540.50 | |||
| RFGB 0.875% 09/15/25 | 300,000.00 | 301,233.00 | |||
| RFGB 0% 09/15/23 | 150,000.00 | 149,302.50 | |||
| RFGB 0% 09/15/24 | 360,000.00 | 356,162.40 | |||
| RFGB 0% 09/15/30 | 400,000.00 | 358,296.00 | |||
| RFGB 1.125% 04/15/34 | 270,000.00 | 254,234.70 | |||
| RFGB 1.375% 04/15/47 | 250,000.00 | 226,202.50 | |||
| RFGB 1.5% 09/15/32 | 180,000.00 | 179,143.20 | |||
| RFGB 2.625% 07/04/42 | 380,000.00 | 421,651.80 | |||
| RFGB 2.75% 07/04/28 | 380,000.00 | 415,712.40 | |||
| RFGB 2% 04/15/24 | 310,000.00 | 318,835.00 | |||
| RFGB 4% 07/04/25 | 320,000.00 | 351,446.40 | |||
| SPGB 0.1% 04/30/31 | 1,570,000.00 | 1,331,155.90 | |||
| SPGB 0.25% 07/30/24 | 1,000,000.00 | 988,680.00 | |||
| SPGB 0.35% 07/30/23 | 640,000.00 | 638,208.00 | |||
| SPGB 0.5% 04/30/30 | 1,780,000.00 | 1,610,116.80 | |||
| SPGB 0.5% 10/31/31 | 1,180,000.00 | 1,024,275.40 | |||
| SPGB 0.6% 10/31/29 | 1,200,000.00 | 1,105,584.00 | |||
| SPGB 0.7% 04/30/32 | 1,140,000.00 | 995,550.60 | |||
| SPGB 0.8% 07/30/27 | 590,000.00 | 571,049.20 | |||
| SPGB 0.85% 07/30/37 | 640,000.00 | 504,659.20 | |||
| SPGB 0% 01/31/25 | 1,040,000.00 | 1,014,915.20 | |||
| SPGB 0% 01/31/26 | 1,070,000.00 | 1,023,765.30 | |||
| SPGB 0% 01/31/27 | 800,000.00 | 750,008.00 | |||
| SPGB 0% 01/31/28 | 1,080,000.00 | 991,429.20 | |||
| SPGB 0% 05/31/24 | 1,480,000.00 | 1,458,984.00 | |||
| SPGB 0% 05/31/25 | 120,000.00 | 116,254.80 | |||
| SPGB 1.2% 10/31/40 | 950,000.00 | 750,395.50 | |||
| SPGB 1.25% 10/31/30 | 1,200,000.00 | 1,140,036.00 | |||
| SPGB 1.3% 10/31/26 | 1,460,000.00 | 1,460,379.60 | |||
| SPGB 1.4% 04/30/28 | 1,920,000.00 | 1,901,587.20 | |||
| SPGB 1.4% 07/30/28 | 780,000.00 | 770,702.40 | |||
| SPGB 1.45% 04/30/29 | 750,000.00 | 737,895.00 | |||
| SPGB 1.45% 10/31/27 | 1,330,000.00 | 1,326,448.90 | |||
| SPGB 1.45% 10/31/71 | 260,000.00 | 158,532.40 | |||
| SPGB 1.5% 04/30/27 | 1,460,000.00 | 1,466,000.60 | |||
| SPGB 1.6% 04/30/25 | 1,250,000.00 | 1,270,625.00 | |||
| SPGB 1.85% 07/30/35 | 1,290,000.00 | 1,214,470.50 | |||
| SPGB 1.9% 10/31/52 | 420,000.00 | 338,087.40 | |||
| SPGB 1.95% 04/30/26 | 1,340,000.00 | 1,373,741.20 | |||
| SPGB 1.95% 07/30/30 | 1,720,000.00 | 1,731,059.60 | |||
| SPGB 1% 07/30/42 | 340,000.00 | 254,517.20 | |||
| SPGB 1% 10/31/50 | 1,040,000.00 | 684,954.40 | |||
| SPGB 2.15% 10/31/25 | 1,760,000.00 | 1,820,438.40 | |||
| SPGB 2.35% 07/30/33 | 1,090,000.00 | 1,104,649.60 | |||
| SPGB 2.55% 10/31/32 | 500,000.00 | 513,740.00 | |||
| SPGB 2.7% 10/31/48 | 1,060,000.00 | 1,057,413.60 | |||
| SPGB 2.75% 10/31/24 | 1,560,000.00 | 1,627,407.60 | |||
| SPGB 2.9% 10/31/46 | 1,100,000.00 | 1,141,646.00 | |||
| SPGB 3.45% 07/30/66 | 900,000.00 | 1,000,845.00 | |||
| SPGB 3.8% 04/30/24 | 1,500,000.00 | 1,580,070.00 | |||
| SPGB 4.2% 01/31/37 | 1,310,000.00 | 1,592,606.30 | |||
| SPGB 4.4% 10/31/23 | 1,320,000.00 | 1,380,772.80 | |||
| SPGB 4.65% 07/30/25 | 1,410,000.00 | 1,561,405.80 | |||
| SPGB 4.7% 07/30/41 | 1,300,000.00 | 1,716,468.00 | |||
| SPGB 4.8% 01/31/24 | 1,150,000.00 | 1,220,518.00 | |||
| SPGB 4.9% 07/30/40 | 1,180,000.00 | 1,580,692.60 | |||
| SPGB 5.15% 10/31/28 | 1,100,000.00 | 1,329,174.00 | |||
| SPGB 5.15% 10/31/44 | 950,000.00 | 1,349,693.50 | |||
| SPGB 5.75% 07/30/32 | 1,450,000.00 | 1,929,863.00 | |||
| SPGB 5.9% 07/30/26 | 1,360,000.00 | 1,607,887.20 | |||
| SPGB 6.0% 01/31/29 | 2,350,000.00 | 2,985,510.50 | |||
| ユーロ 小計 | 382,300,000.00 | 387,791,238.10 | |||
| (53,965,028,693) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 780,000.00 | 738,738.00 | ||
| UKT 0.125% 01/31/24 | 980,000.00 | 952,315.00 | |||
| UKT 0.125% 01/31/28 | 1,320,000.00 | 1,210,888.80 | |||
| UKT 0.25% 01/31/25 | 710,000.00 | 681,372.80 | |||
| UKT 0.25% 07/31/31 | 1,890,000.00 | 1,631,032.20 | |||
| UKT 0.375% 10/22/26 | 1,170,000.00 | 1,103,064.30 | |||
| UKT 0.375% 10/22/30 | 1,090,000.00 | 969,718.50 | |||
| UKT 0.5% 01/31/29 | 480,000.00 | 441,763.20 | |||
| UKT 0.5% 10/22/61 | 730,000.00 | 393,959.10 | |||
| UKT 0.625% 06/07/25 | 1,160,000.00 | 1,124,886.80 | |||
| UKT 0.625% 07/31/35 | 1,390,000.00 | 1,122,647.40 | |||
| UKT 0.625% 10/22/50 | 670,000.00 | 425,316.00 | |||
| UKT 0.75% 07/22/23 | 860,000.00 | 849,740.20 | |||
| UKT 0.875% 01/31/46 | 400,000.00 | 285,824.00 | |||
| UKT 0.875% 07/31/33 | 580,000.00 | 510,719.00 | |||
| UKT 0.875% 10/22/29 | 820,000.00 | 770,078.40 | |||
| UKT 1.125% 01/31/39 | 500,000.00 | 409,525.00 | |||
| UKT 1.125% 10/22/73 | 480,000.00 | 319,603.20 | |||
| UKT 1.25% 07/22/27 | 740,000.00 | 724,282.40 | |||
| UKT 1.25% 07/31/51 | 500,000.00 | 376,780.00 | |||
| UKT 1.25% 10/22/41 | 1,440,000.00 | 1,171,296.00 | |||
| UKT 1.5% 07/22/26 | 440,000.00 | 436,053.20 | |||
| UKT 1.5% 07/22/47 | 1,010,000.00 | 824,856.90 | |||
| UKT 1.5% 07/31/53 | 260,000.00 | 207,511.20 | |||
| UKT 1.625% 10/22/28 | 480,000.00 | 477,984.00 | |||
| UKT 1.625% 10/22/54 | 720,000.00 | 591,220.80 | |||
| UKT 1.625% 10/22/71 | 710,000.00 | 576,058.50 | |||
| UKT 1.75% 01/22/49 | 600,000.00 | 517,158.00 | |||
| UKT 1.75% 07/22/57 | 1,050,000.00 | 895,377.00 | |||
| UKT 1.75% 09/07/37 | 1,110,000.00 | 1,014,329.10 | |||
| UKT 1% 04/22/24 | 1,450,000.00 | 1,429,555.00 | |||
| UKT 2.25% 09/07/23 | 1,160,000.00 | 1,163,236.40 | |||
| UKT 2.5% 07/22/65 | 860,000.00 | 905,244.60 | |||
| UKT 2.75% 09/07/24 | 980,000.00 | 998,698.40 | |||
| UKT 2% 09/07/25 | 1,090,000.00 | 1,097,815.30 | |||
| UKT 3.25% 01/22/44 | 1,240,000.00 | 1,392,296.80 | |||
| UKT 3.5% 01/22/45 | 1,230,000.00 | 1,437,058.20 | |||
| UKT 3.5% 07/22/68 | 910,000.00 | 1,215,223.10 | |||
| UKT 3.75% 07/22/52 | 800,000.00 | 1,020,896.00 | |||
| UKT 4.25% 03/07/36 | 790,000.00 | 964,708.50 | |||
| UKT 4.25% 06/07/32 | 1,070,000.00 | 1,292,185.50 | |||
| UKT 4.25% 09/07/39 | 670,000.00 | 837,741.20 | |||
| UKT 4.25% 12/07/27 | 750,000.00 | 843,442.50 | |||
| UKT 4.25% 12/07/40 | 790,000.00 | 995,502.70 | |||
| UKT 4.25% 12/07/46 | 910,000.00 | 1,197,105.00 | |||
| UKT 4.25% 12/07/49 | 810,000.00 | 1,089,838.80 | |||
| UKT 4.25% 12/07/55 | 990,000.00 | 1,407,255.30 | |||
| UKT 4.5% 09/07/34 | 780,000.00 | 970,905.00 | |||
| UKT 4.5% 12/07/42 | 1,120,000.00 | 1,476,294.40 | |||
| UKT 4.75% 12/07/30 | 850,000.00 | 1,046,018.50 | |||
| UKT 4.75% 12/07/38 | 880,000.00 | 1,155,202.40 | |||
| UKT 4% 01/22/60 | 780,000.00 | 1,101,570.60 | |||
| UKT 5% 03/07/25 | 600,000.00 | 648,912.00 | |||
| UKT 6.0% 12/07/28 | 570,000.00 | 715,754.70 | |||
| イギリスポンド 小計 | 47,150,000.00 | 48,156,559.90 | |||
| (7,872,634,412) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 3,010,000.00 | 2,677,094.00 | ||
| SGB 0.75% 05/12/28 | 3,590,000.00 | 3,429,562.90 | |||
| SGB 0.75% 11/12/29 | 3,840,000.00 | 3,639,360.00 | |||
| SGB 1.5% 11/13/23 | 6,100,000.00 | 6,082,310.00 | |||
| SGB 1% 11/12/26 | 4,940,000.00 | 4,812,202.20 | |||
| SGB 2.25% 06/01/32 | 2,560,000.00 | 2,751,564.80 | |||
| SGB 2.5% 05/12/25 | 4,430,000.00 | 4,507,525.00 | |||
| SGB 3.5% 03/30/39 | 2,610,000.00 | 3,399,655.50 | |||
| スウェーデンクローナ 小計 | 31,080,000.00 | 31,299,274.40 | |||
| (416,906,335) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 2,320,000.00 | 2,022,436.80 | ||
| NGB 1.375% 08/19/30 | 3,280,000.00 | 2,941,471.20 | |||
| NGB 1.5% 02/19/26 | 3,110,000.00 | 2,974,310.70 | |||
| NGB 1.75% 02/17/27 | 2,790,000.00 | 2,669,193.00 | |||
| NGB 1.75% 03/13/25 | 3,120,000.00 | 3,038,380.80 | |||
| NGB 1.75% 09/06/29 | 2,470,000.00 | 2,303,077.40 | |||
| NGB 2.125% 05/18/32 | 1,520,000.00 | 1,427,872.80 | |||
| NGB 2% 04/26/28 | 2,510,000.00 | 2,405,734.60 | |||
| NGB 3% 03/14/24 | 3,630,000.00 | 3,647,097.30 | |||
| ノルウェークローネ 小計 | 24,750,000.00 | 23,429,574.60 | |||
| (321,219,467) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 2,920,000.00 | 1,966,152.80 | ||
| DGB 0.5% 11/15/27 | 4,350,000.00 | 4,231,636.50 | |||
| DGB 0.5% 11/15/29 | 5,650,000.00 | 5,380,664.50 | |||
| DGB 0% 11/15/24 | 740,000.00 | 728,137.80 | |||
| DGB 0% 11/15/31 | 3,170,000.00 | 2,808,588.30 | |||
| DGB 1.5% 11/15/23 | 4,010,000.00 | 4,070,310.40 | |||
| DGB 1.75% 11/15/25 | 2,610,000.00 | 2,693,467.80 | |||
| DGB 4.5% 11/15/39 | 6,700,000.00 | 9,582,943.00 | |||
| デンマーククローネ 小計 | 30,150,000.00 | 31,461,901.10 | |||
| (588,337,550) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 1,430,000.00 | 1,119,475.50 | ||
| POLGB 0.75% 04/25/25 | 720,000.00 | 620,373.60 | |||
| POLGB 0% 07/25/24 | 300,000.00 | 262,755.00 | |||
| POLGB 1.25% 10/25/30 | 1,760,000.00 | 1,248,931.20 | |||
| POLGB 1.75% 04/25/32 | 900,000.00 | 630,360.00 | |||
| POLGB 2.25% 10/25/24 | 2,470,000.00 | 2,246,465.00 | |||
| POLGB 2.5% 04/25/24 | 1,880,000.00 | 1,753,682.80 | |||
| POLGB 2.5% 07/25/26 | 3,600,000.00 | 3,132,072.00 | |||
| POLGB 2.5% 07/25/27 | 2,010,000.00 | 1,702,329.30 | |||
| POLGB 2.75% 04/25/28 | 2,190,000.00 | 1,857,908.40 | |||
| POLGB 2.75% 10/25/29 | 3,410,000.00 | 2,797,257.10 | |||
| POLGB 3.25% 07/25/25 | 2,470,000.00 | 2,264,249.00 | |||
| POLGB 4% 10/25/23 | 1,890,000.00 | 1,829,217.60 | |||
| POLGB 5.75% 04/25/29 | 900,000.00 | 892,728.00 | |||
| ポーランドズロチ 小計 | 25,930,000.00 | 22,357,804.50 | |||
| (656,246,277) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 1,520,000.00 | 1,432,615.20 | ||
| ACGB 0.25% 11/21/25 | 1,340,000.00 | 1,223,004.60 | |||
| ACGB 0.5% 09/21/26 | 780,000.00 | 701,906.40 | |||
| ACGB 1.25% 05/21/32 | 1,140,000.00 | 944,706.60 | |||
| ACGB 1.5% 06/21/31 | 1,190,000.00 | 1,026,517.80 | |||
| ACGB 1.75% 06/21/51 | 990,000.00 | 670,675.50 | |||
| ACGB 1.75% 11/21/32 | 1,380,000.00 | 1,191,009.00 | |||
| ACGB 1% 11/21/31 | 1,810,000.00 | 1,478,426.10 | |||
| ACGB 1% 12/21/30 | 1,480,000.00 | 1,233,698.40 | |||
| ACGB 2.25% 05/21/28 | 630,000.00 | 599,778.90 | |||
| ACGB 2.5% 05/21/30 | 1,320,000.00 | 1,252,587.60 | |||
| ACGB 2.75% 04/21/24 | 680,000.00 | 681,407.60 | |||
| ACGB 2.75% 05/21/41 | 810,000.00 | 719,895.60 | |||
| ACGB 2.75% 06/21/35 | 630,000.00 | 585,774.00 | |||
| ACGB 2.75% 11/21/27 | 1,160,000.00 | 1,138,400.80 | |||
| ACGB 2.75% 11/21/28 | 770,000.00 | 751,458.40 | |||
| ACGB 2.75% 11/21/29 | 1,230,000.00 | 1,192,509.60 | |||
| ACGB 3.25% 04/21/25 | 1,250,000.00 | 1,259,687.50 | |||
| ACGB 3.25% 04/21/29 | 1,180,000.00 | 1,184,012.00 | |||
| ACGB 3.25% 06/21/39 | 650,000.00 | 626,892.50 | |||
| ACGB 3.75% 04/21/37 | 660,000.00 | 681,529.20 | |||
| ACGB 3% 03/21/47 | 730,000.00 | 662,569.90 | |||
| ACGB 3% 11/21/33 | 810,000.00 | 782,314.20 | |||
| ACGB 4.25% 04/21/26 | 1,200,000.00 | 1,250,040.00 | |||
| ACGB 4.5% 04/21/33 | 1,040,000.00 | 1,148,149.60 | |||
| ACGB 4.75% 04/21/27 | 1,080,000.00 | 1,158,073.20 | |||
| オーストラリアドル 小計 | 27,460,000.00 | 25,577,640.20 | |||
| (2,405,832,837) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 210,000.00 | 195,323.10 | ||
| SIGB 1.25% 11/01/26 | 90,000.00 | 84,690.90 | |||
| SIGB 1.625% 07/01/31 | 200,000.00 | 181,936.00 | |||
| SIGB 1.875% 03/01/50 | 390,000.00 | 310,814.40 | |||
| SIGB 1.875% 10/01/51 | 150,000.00 | 120,385.50 | |||
| SIGB 2.125% 06/01/26 | 670,000.00 | 655,199.70 | |||
| SIGB 2.25% 08/01/36 | 440,000.00 | 409,666.40 | |||
| SIGB 2.375% 06/01/25 | 610,000.00 | 603,686.50 | |||
| SIGB 2.375% 07/01/39 | 230,000.00 | 214,157.60 | |||
| SIGB 2.625% 05/01/28 | 280,000.00 | 278,742.80 | |||
| SIGB 2.75% 03/01/46 | 420,000.00 | 402,985.80 | |||
| SIGB 2.75% 04/01/42 | 300,000.00 | 291,312.00 | |||
| SIGB 2.75% 07/01/23 | 540,000.00 | 539,465.40 | |||
| SIGB 2.875% 07/01/29 | 560,000.00 | 564,855.20 | |||
| SIGB 2.875% 09/01/30 | 460,000.00 | 463,992.80 | |||
| SIGB 2% 02/01/24 | 270,000.00 | 266,635.80 | |||
| SIGB 3.375% 09/01/33 | 420,000.00 | 442,226.40 | |||
| SIGB 3.5% 03/01/27 | 530,000.00 | 547,786.80 | |||
| SIGB 3% 09/01/24 | 510,000.00 | 512,009.40 | |||
| シンガポールドル 小計 | 7,280,000.00 | 7,085,872.50 | |||
| (696,612,125) | |||||
| マレーシアリンギット | MGS 3.478% 06/14/24 | 200,000.00 | 200,670.00 | ||
| MGS 3.502% 05/31/27 | 920,000.00 | 908,012.40 | |||
| MGS 3.733% 06/15/28 | 560,000.00 | 554,663.20 | |||
| MGS 3.757% 05/22/40 | 1,110,000.00 | 999,122.10 | |||
| MGS 3.8% 08/17/23 | 550,000.00 | 554,702.50 | |||
| MGS 3.828% 07/05/34 | 250,000.00 | 238,487.50 | |||
| MGS 3.844% 04/15/33 | 860,000.00 | 833,813.00 | |||
| MGS 3.882% 03/14/25 | 690,000.00 | 696,285.90 | |||
| MGS 3.885% 08/15/29 | 1,890,000.00 | 1,873,216.80 | |||
| MGS 3.892% 03/15/27 | 300,000.00 | 301,083.00 | |||
| MGS 3.899% 11/16/27 | 1,960,000.00 | 1,972,054.00 | |||
| MGS 3.9% 11/30/26 | 1,140,000.00 | 1,148,219.40 | |||
| MGS 3.906% 07/15/26 | 750,000.00 | 754,912.50 | |||
| MGS 3.955% 09/15/25 | 1,030,000.00 | 1,040,351.50 | |||
| MGS 4.059% 09/30/24 | 1,060,000.00 | 1,075,317.00 | |||
| MGS 4.065% 06/15/50 | 740,000.00 | 667,835.20 | |||
| MGS 4.181% 07/15/24 | 1,180,000.00 | 1,198,502.40 | |||
| MGS 4.232% 06/30/31 | 850,000.00 | 856,324.00 | |||
| MGS 4.254% 05/31/35 | 1,270,000.00 | 1,251,140.50 | |||
| MGS 4.392% 04/15/26 | 1,160,000.00 | 1,188,048.80 | |||
| MGS 4.498% 04/15/30 | 1,260,000.00 | 1,296,162.00 | |||
| MGS 4.642% 11/07/33 | 1,160,000.00 | 1,198,767.20 | |||
| MGS 4.736% 03/15/46 | 640,000.00 | 638,662.40 | |||
| MGS 4.762% 04/07/37 | 1,160,000.00 | 1,213,986.40 | |||
| MGS 4.893% 06/08/38 | 1,240,000.00 | 1,282,445.20 | |||
| MGS 4.921% 07/06/48 | 1,450,000.00 | 1,482,146.50 | |||
| MGS 4.935% 09/30/43 | 530,000.00 | 546,202.10 | |||
| マレーシアリンギット 小計 | 25,910,000.00 | 25,971,133.50 | |||
| (796,669,714) | |||||
| イスラエルシェケル | ILGOV 0.15% 07/31/23 | 1,700,000.00 | 1,672,654.99 | ||
| ILGOV 0.5% 02/27/26 | 490,000.00 | 459,206.58 | |||
| ILGOV 0.5% 04/30/25 | 660,000.00 | 628,576.21 | |||
| ILGOV 1.3% 04/30/32 | 250,000.00 | 222,492.85 | |||
| ILGOV 1.5% 05/31/37 | 930,000.00 | 772,913.42 | |||
| ILGOV 1.5% 11/30/23 | 720,000.00 | 716,321.01 | |||
| ILGOV 1.75% 08/31/25 | 1,040,000.00 | 1,022,750.56 | |||
| ILGOV 1% 03/31/30 | 1,570,000.00 | 1,408,732.58 | |||
| ILGOV 2.25% 09/28/28 | 1,070,000.00 | 1,060,990.70 | |||
| ILGOV 2% 03/31/27 | 1,240,000.00 | 1,220,226.71 | |||
| ILGOV 3.75% 03/31/24 | 1,560,000.00 | 1,601,343.43 | |||
| ILGOV 3.75% 03/31/47 | 1,520,000.00 | 1,656,605.74 | |||
| ILGOV 5.5% 01/31/42 | 1,130,000.00 | 1,539,331.31 | |||
| ILGOV 6.25% 10/30/26 | 1,550,000.00 | 1,793,087.74 | |||
| イスラエルシェケル 小計 | 15,430,000.00 | 15,775,233.83 | |||
| (626,551,272) | |||||
| オフショア人民元 | CGB 1.99% 04/09/25 | 14,410,000.00 | 14,266,764.60 | ||
| CGB 2.28% 03/17/24 | 5,100,000.00 | 5,110,302.00 | |||
| CGB 2.47% 09/02/24 | 9,290,000.00 | 9,332,641.10 | |||
| CGB 2.48% 04/15/27 | 13,270,000.00 | 13,236,161.50 | |||
| CGB 2.56% 10/21/23 | 14,620,000.00 | 14,711,667.40 | |||
| CGB 2.68% 05/21/30 | 6,850,000.00 | 6,785,747.00 | |||
| CGB 2.69% 08/12/26 | 8,220,000.00 | 8,279,266.20 | |||
| CGB 2.8% 03/24/29 | 3,270,000.00 | 3,280,169.70 | |||
| CGB 2.84% 04/08/24 | 16,020,000.00 | 16,203,589.20 | |||
| CGB 2.85% 06/04/27 | 6,010,000.00 | 6,089,933.00 | |||
| CGB 2.89% 11/18/31 | 6,850,000.00 | 6,888,428.50 | |||
| CGB 2.91% 10/14/28 | 14,300,000.00 | 14,471,028.00 | |||
| CGB 3.01% 05/13/28 | 3,750,000.00 | 3,822,450.00 | |||
| CGB 3.02% 05/27/31 | 7,400,000.00 | 7,516,328.00 | |||
| CGB 3.03% 03/11/26 | 15,210,000.00 | 15,515,112.60 | |||
| CGB 3.27% 11/19/30 | 3,430,000.00 | 3,550,461.60 | |||
| CGB 3.28% 12/03/27 | 6,710,000.00 | 6,947,466.90 | |||
| CGB 3.39% 03/16/50 | 2,760,000.00 | 2,793,782.40 | |||
| CGB 3.53% 10/18/51 | 1,390,000.00 | 1,448,671.90 | |||
| CGB 3.72% 04/12/51 | 3,150,000.00 | 3,378,721.50 | |||
| CGB 3.81% 09/14/50 | 6,730,000.00 | 7,322,509.20 | |||
| CGB 3.86% 07/22/49 | 2,890,000.00 | 3,164,983.50 | |||
| CGB 4.08% 10/22/48 | 2,030,000.00 | 2,298,264.50 | |||
| オフショア人民元 小計 | 173,660,000.00 | 176,414,450.30 | |||
| (3,562,989,728) | |||||
| 合計 | 156,246,711,979 | ||||
| (156,246,711,979) | |||||
| 有価証券明細表注記 |
| 1.通貨ごとの小計の欄における( )内は、邦貨換算額であります。 |
| 2.合計金額欄の記載は、邦貨額であります。( )内は、外貨建有価証券に係るもので、内書であります。 |
| 3.通貨の表示は、外貨についてはその通貨の単位、邦貨については円単位で表示しております。 |
| 4.外貨建有価証券の通貨別内訳 |
| 通貨 | 銘柄数 | 組入債券 時価比率 | 合計金額に 対する比率 | |
| アメリカドル | 国債証券 | 197銘柄 | 100.0% | 51.1% |
| カナダドル | 国債証券 | 33銘柄 | 100.0% | 2.1% |
| メキシコペソ | 国債証券 | 13銘柄 | 100.0% | 0.8% |
| ユーロ | 国債証券 | 338銘柄 | 100.0% | 34.5% |
| イギリスポンド | 国債証券 | 54銘柄 | 100.0% | 5.0% |
| 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% | 0.4% |
| ポーランドズロチ | 国債証券 | 14銘柄 | 100.0% | 0.4% |
| オーストラリアドル | 国債証券 | 26銘柄 | 100.0% | 1.5% |
| シンガポールドル | 国債証券 | 19銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 27銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 14銘柄 | 100.0% | 0.4% |
| オフショア人民元 | 国債証券 | 23銘柄 | 100.0% | 2.3% |
| (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。
