有価証券報告書(内国投資信託受益証券)-第13期(2022/07/26-2023/07/25)
外国債券マザーファンド
貸借対照表
注記表
(有価証券に関する注記)
(デリバティブ取引に関する注記)
附属明細表
該当事項はありません。
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
貸借対照表
| 2023年 7月25日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 234,350,056 |
| コール・ローン | 1,213,451,710 |
| 国債証券 | 163,694,111,935 |
| 派生商品評価勘定 | 14,237,054 |
| 未収入金 | 2,569,098 |
| 未収利息 | 1,151,500,166 |
| 前払金 | 3,267,645 |
| 前払費用 | 98,311,535 |
| 差入委託証拠金 | 94,561,827 |
| 流動資産合計 | 166,506,361,026 |
| 資産合計 | 166,506,361,026 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 4,206,790 |
| 未払金 | 153,372 |
| 未払解約金 | 92,602,426 |
| 未払利息 | 2,954 |
| 流動負債合計 | 96,965,542 |
| 負債合計 | 96,965,542 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 58,940,295,467 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 107,469,100,017 |
| 元本等合計 | 166,409,395,484 |
| 純資産合計 | 166,409,395,484 |
| 負債純資産合計 | 166,506,361,026 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2023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) |
| 2023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 | 58,940,295,467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 | 2.8234円 |
| (1万口当たり純資産額) | (28,234円) | ||
| (金融商品に関する注記) |
| 1.金融商品の状況に関する事項 |
| 2023年 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 |
| 2023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 | 2023年 7月25日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2022年 7月26日 |
| 期首元本額 | 57,470,888,861円 |
| 期中追加設定元本額 | 7,444,037,723円 |
| 期中一部解約元本額 | 5,974,631,117円 |
| 期末元本額 | 58,940,295,467円 |
| 期末元本額の内訳 | |
| 外国債券インデックスファンド | 1,948,409,567円 |
| DC外国債券インデックスファンド | 1,852,502,801円 |
| DC外国債券インデックスファンドL | 14,463,003,729円 |
| DCバランスファンド30 | 1,041,917,790円 |
| DCバランスファンド50 | 1,127,423,055円 |
| DCバランスファンド70 | 240,537,331円 |
| グローバル・インデックス・バランス・ファンド | 515,038,113円 |
| 外国債券インデックスe | 1,021,111,973円 |
| インデックスコレクション(外国債券) | 9,557,749,277円 |
| インデックスコレクション(バランス株式30) | 5,541,004,872円 |
| インデックスコレクション(バランス株式50) | 1,115,113,243円 |
| インデックスコレクション(バランス株式70) | 346,391,857円 |
| 私募外国債券パッシブファンド(適格機関投資家専用) | 5,374,614,509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) | 3,134,555,018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) | 318,797,159円 |
| バランスVA30(適格機関投資家専用) | 63,612,169円 |
| バランスVA50(適格機関投資家専用) | 347,486,652円 |
| VAバランスファンド(株25/100)(適格機関投資家専用) | 218,429,895円 |
| VAバランスファンド(株50/100)(適格機関投資家専用) | 172,628,441円 |
| VAバランスファンド(株60/100)(適格機関投資家専用) | 83,256,438円 |
| バランスVA25(適格機関投資家専用) | 1,019,752,015円 |
| バランスVA37.5(適格機関投資家専用) | 508,527,927円 |
| バランスVA50L(適格機関投資家専用) | 5,430,178,359円 |
| バランスVA75(適格機関投資家専用) | 295,381,805円 |
| VAバランスファンド(株40/100)(適格機関投資家専用) | 157,211,665円 |
| VAポートフォリオ40(適格機関投資家専用) | 1,333,719,562円 |
| VAポートフォリオ20(適格機関投資家専用) | 68,453,022円 |
| バランスVA40(適格機関投資家専用) | 160,006,464円 |
| VAバランスファンド2(株40/100)(適格機関投資家専用) | 73,544,198円 |
| VAバランス50-50(適格機関投資家専用) | 39,588,656円 |
| VAファンド25(適格機関投資家専用) | 49,568,917円 |
| バランスVA25L(適格機関投資家専用) | 199,747,377円 |
| 世界バランスVA25(適格機関投資家専用) | 60,423,999円 |
| VAバランス20-80(適格機関投資家専用) | 1,041,932,375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) | 18,675,237円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2023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 | △2,137,594,041 |
| 合計 | △2,137,594,041 |
| (注)当計算期間の損益に含まれた評価差額は、「外国債券マザーファンド」の期首日から本報告書における開示対象ファンドの期末日までの期間に対応する金額であります。 |
(デリバティブ取引に関する注記)
| 債券関連 |
| (2023年 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 | 926,151,035 | - | 922,883,390 | △3,267,645 | |
| 合計 | 926,151,035 | - | 922,883,390 | △3,267,645 | |
| (注)1.時価の算定方法 |
| 債券先物取引の時価については、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場で評価しております。 |
| 2.債券先物取引の残高は、契約金額ベースで表示しております。 |
| 3.計算日又は計算日に知りうる直近の日のわが国の対顧客電信売買相場の仲値により邦貨換算しております。 |
| 4.契約額等には手数料相当額を含んでおりません。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
| 通貨関連 |
| (2023年 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 | 991,796,898 | - | 1,005,094,807 | 13,297,909 | |
| アメリカドル | 487,790,010 | - | 495,329,094 | 7,539,084 | |
| カナダドル | 40,035,312 | - | 40,725,208 | 689,896 | |
| ユーロ | 347,918,409 | - | 351,782,325 | 3,863,916 | |
| イギリスポンド | 54,093,845 | - | 54,280,260 | 186,415 | |
| オフショア人民元 | 61,959,322 | - | 62,977,920 | 1,018,598 | |
| 合計 | 991,796,898 | - | 1,005,094,807 | 13,297,909 | |
| (注)時価の算定方法 |
| わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって、以下のように評価しております。 |
| ①計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されている場合は、当該為替予約は当該仲値によって評価しております。 |
| ②計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されていない場合は、発表されている先物相場のうち当該日に最も近い前後二つの先物相場の仲値をもとに計算したレートを用いております。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
附属明細表
| 第1 有価証券明細表 (1)株式 |
該当事項はありません。
| (2)株式以外の有価証券 |
| 種類 | 通貨 | 銘 柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | アメリカドル | T 0.25% 05/31/25 | 1,180,000.00 | 1,082,327.34 | |
| T 0.25% 06/30/25 | 4,310,000.00 | 3,945,081.04 | |||
| T 0.25% 07/31/25 | 2,200,000.00 | 2,006,468.75 | |||
| T 0.25% 09/30/25 | 3,290,000.00 | 2,985,932.01 | |||
| T 0.375% 01/31/26 | 1,700,000.00 | 1,529,236.32 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,378,906.24 | |||
| T 0.375% 07/31/27 | 4,000,000.00 | 3,427,265.64 | |||
| T 0.375% 08/15/24 | 5,500,000.00 | 5,219,897.54 | |||
| T 0.375% 09/15/24 | 1,600,000.00 | 1,512,968.75 | |||
| T 0.375% 09/30/27 | 4,000,000.00 | 3,410,546.88 | |||
| T 0.375% 11/30/25 | 3,770,000.00 | 3,409,420.12 | |||
| T 0.5% 02/28/26 | 3,500,000.00 | 3,149,726.58 | |||
| T 0.5% 03/31/25 | 4,000,000.00 | 3,708,515.64 | |||
| T 0.5% 04/30/27 | 2,000,000.00 | 1,736,328.12 | |||
| T 0.5% 05/31/27 | 300,000.00 | 259,845.70 | |||
| T 0.5% 06/30/27 | 2,500,000.00 | 2,159,619.15 | |||
| T 0.5% 08/31/27 | 1,100,000.00 | 945,162.10 | |||
| T 0.5% 10/31/27 | 1,580,000.00 | 1,350,838.28 | |||
| T 0.625% 03/31/27 | 3,400,000.00 | 2,974,269.54 | |||
| T 0.625% 05/15/30 | 7,400,000.00 | 5,927,226.54 | |||
| T 0.625% 07/31/26 | 4,000,000.00 | 3,568,437.52 | |||
| T 0.625% 08/15/30 | 9,130,000.00 | 7,269,584.19 | |||
| T 0.625% 10/15/24 | 3,250,000.00 | 3,071,503.89 | |||
| T 0.625% 11/30/27 | 3,700,000.00 | 3,174,050.77 | |||
| T 0.625% 12/31/27 | 3,000,000.00 | 2,567,285.16 | |||
| T 0.75% 01/31/28 | 3,500,000.00 | 3,005,556.64 | |||
| T 0.75% 03/31/26 | 2,750,000.00 | 2,488,857.41 | |||
| T 0.75% 04/30/26 | 3,500,000.00 | 3,156,972.66 | |||
| T 0.75% 08/31/26 | 3,000,000.00 | 2,679,726.57 | |||
| T 0.75% 11/15/24 | 5,230,000.00 | 4,933,973.84 | |||
| T 0.875% 09/30/26 | 5,000,000.00 | 4,479,980.45 | |||
| T 0.875% 11/15/30 | 6,160,000.00 | 4,983,584.39 | |||
| T 1.125% 01/15/25 | 5,830,000.00 | 5,496,027.51 | |||
| T 1.125% 02/15/31 | 5,600,000.00 | 4,600,093.73 | |||
| T 1.125% 02/29/28 | 3,880,000.00 | 3,384,769.52 | |||
| T 1.125% 05/15/40 | 1,550,000.00 | 995,602.54 | |||
| T 1.125% 08/15/40 | 4,000,000.00 | 2,547,187.52 | |||
| T 1.125% 08/31/28 | 4,000,000.00 | 3,450,234.36 | |||
| T 1.125% 10/31/26 | 7,850,000.00 | 7,067,913.05 | |||
| T 1.25% 03/31/28 | 5,300,000.00 | 4,643,400.38 | |||
| T 1.25% 04/30/28 | 7,800,000.00 | 6,820,582.00 | |||
| T 1.25% 05/15/50 | 5,120,000.00 | 2,836,299.98 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,237,695.32 | |||
| T 1.25% 06/30/28 | 1,000,000.00 | 871,542.97 | |||
| T 1.25% 08/15/31 | 6,550,000.00 | 5,362,812.50 | |||
| T 1.25% 09/30/28 | 3,800,000.00 | 3,291,675.78 | |||
| T 1.25% 11/30/26 | 3,000,000.00 | 2,706,621.09 | |||
| T 1.25% 12/31/26 | 5,500,000.00 | 4,955,908.21 | |||
| T 1.375% 08/15/50 | 2,300,000.00 | 1,317,199.21 | |||
| T 1.375% 10/31/28 | 1,700,000.00 | 1,479,962.89 | |||
| T 1.375% 11/15/31 | 12,110,000.00 | 9,963,786.35 | |||
| T 1.375% 11/15/40 | 4,650,000.00 | 3,082,532.24 | |||
| T 1.5% 02/15/25 | 3,000,000.00 | 2,837,167.98 | |||
| T 1.5% 02/15/30 | 1,820,000.00 | 1,558,019.53 | |||
| T 1.5% 08/15/26 | 5,300,000.00 | 4,851,363.26 | |||
| T 1.5% 09/30/24 | 3,000,000.00 | 2,869,746.09 | |||
| T 1.5% 11/30/28 | 5,550,000.00 | 4,856,900.40 | |||
| T 1.625% 02/15/26 | 5,750,000.00 | 5,334,023.43 | |||
| T 1.625% 05/15/26 | 5,400,000.00 | 4,987,828.15 | |||
| T 1.625% 05/15/31 | 4,690,000.00 | 3,978,988.68 | |||
| T 1.625% 08/15/29 | 2,260,000.00 | 1,971,408.59 | |||
| T 1.625% 09/30/26 | 2,150,000.00 | 1,971,407.21 | |||
| T 1.625% 11/15/50 | 5,100,000.00 | 3,121,060.56 | |||
| T 1.625% 11/30/26 | 3,030,000.00 | 2,768,958.40 | |||
| T 1.75% 01/31/29 | 2,500,000.00 | 2,211,425.77 | |||
| T 1.75% 03/15/25 | 5,500,000.00 | 5,212,216.79 | |||
| T 1.75% 06/30/24 | 2,000,000.00 | 1,934,228.08 | |||
| T 1.75% 08/15/41 | 4,800,000.00 | 3,347,250.00 | |||
| T 1.75% 11/15/29 | 3,220,000.00 | 2,822,908.60 | |||
| T 1.75% 12/31/26 | 4,300,000.00 | 3,940,966.81 | |||
| T 1.875% 02/15/32 | 6,200,000.00 | 5,296,156.25 | |||
| T 1.875% 02/15/41 | 4,750,000.00 | 3,420,000.00 | |||
| T 1.875% 02/15/51 | 4,500,000.00 | 2,934,667.98 | |||
| T 1.875% 02/28/27 | 3,000,000.00 | 2,752,910.16 | |||
| T 1.875% 02/28/29 | 1,900,000.00 | 1,690,109.37 | |||
| T 1.875% 06/30/26 | 3,980,000.00 | 3,698,057.43 | |||
| T 1.875% 07/31/26 | 1,800,000.00 | 1,668,269.53 | |||
| T 1.875% 11/15/51 | 3,400,000.00 | 2,210,863.29 | |||
| T 1% 07/31/28 | 2,000,000.00 | 1,717,148.44 | |||
| T 1% 12/15/24 | 3,070,000.00 | 2,897,372.45 | |||
| T 2.125% 05/15/25 | 3,850,000.00 | 3,659,831.05 | |||
| T 2.125% 07/31/24 | 3,470,000.00 | 3,359,016.90 | |||
| T 2.125% 09/30/24 | 2,200,000.00 | 2,119,691.39 | |||
| T 2.125% 11/30/24 | 1,400,000.00 | 1,343,535.15 | |||
| T 2.25% 02/15/27 | 3,900,000.00 | 3,628,523.41 | |||
| T 2.25% 02/15/52 | 2,410,000.00 | 1,717,313.26 | |||
| T 2.25% 03/31/26 | 1,500,000.00 | 1,412,695.32 | |||
| T 2.25% 05/15/41 | 1,600,000.00 | 1,221,343.74 | |||
| T 2.25% 08/15/27 | 2,320,000.00 | 2,145,184.38 | |||
| T 2.25% 08/15/46 | 2,180,000.00 | 1,571,814.05 | |||
| T 2.25% 08/15/49 | 4,110,000.00 | 2,944,429.68 | |||
| T 2.25% 10/31/24 | 2,500,000.00 | 2,407,470.70 | |||
| T 2.25% 11/15/24 | 5,000,000.00 | 4,810,839.85 | |||
| T 2.25% 11/15/25 | 5,500,000.00 | 5,200,937.50 | |||
| T 2.25% 11/15/27 | 5,260,000.00 | 4,848,857.04 | |||
| T 2.25% 12/31/24 | 2,900,000.00 | 2,782,130.86 | |||
| T 2.375% 02/15/42 | 1,350,000.00 | 1,042,004.88 | |||
| T 2.375% 03/31/29 | 1,400,000.00 | 1,278,074.22 | |||
| T 2.375% 04/30/26 | 1,820,000.00 | 1,717,625.00 | |||
| T 2.375% 05/15/27 | 3,600,000.00 | 3,354,046.88 | |||
| T 2.375% 05/15/29 | 1,390,000.00 | 1,267,777.73 | |||
| T 2.375% 05/15/51 | 1,980,000.00 | 1,451,548.83 | |||
| T 2.375% 08/15/24 | 5,460,000.00 | 5,292,631.83 | |||
| T 2.375% 11/15/49 | 2,010,000.00 | 1,480,215.81 | |||
| T 2.5% 01/31/25 | 4,000,000.00 | 3,845,703.12 | |||
| T 2.5% 02/15/45 | 2,150,000.00 | 1,644,498.04 | |||
| T 2.5% 02/15/46 | 1,250,000.00 | 949,853.51 | |||
| T 2.5% 02/28/26 | 650,000.00 | 616,585.93 | |||
| T 2.5% 05/15/46 | 1,810,000.00 | 1,374,716.21 | |||
| T 2.625% 01/31/26 | 1,350,000.00 | 1,285,453.12 | |||
| T 2.625% 02/15/29 | 6,900,000.00 | 6,391,933.61 | |||
| T 2.625% 03/31/25 | 2,500,000.00 | 2,402,490.22 | |||
| T 2.625% 05/31/27 | 2,900,000.00 | 2,727,076.16 | |||
| T 2.625% 12/31/25 | 4,500,000.00 | 4,288,359.37 | |||
| T 2.75% 02/15/28 | 4,670,000.00 | 4,389,070.31 | |||
| T 2.75% 05/31/29 | 6,000,000.00 | 5,582,460.96 | |||
| T 2.75% 06/30/25 | 2,000,000.00 | 1,920,039.06 | |||
| T 2.75% 08/15/32 | 2,280,000.00 | 2,082,726.55 | |||
| T 2.75% 08/15/42 | 2,330,000.00 | 1,903,864.85 | |||
| T 2.75% 08/15/47 | 1,150,000.00 | 912,700.19 | |||
| T 2.75% 08/31/25 | 5,000,000.00 | 4,792,187.50 | |||
| T 2.75% 11/15/42 | 1,650,000.00 | 1,345,491.21 | |||
| T 2.75% 11/15/47 | 1,400,000.00 | 1,110,675.77 | |||
| T 2.875% 04/30/25 | 10,770,000.00 | 10,380,639.29 | |||
| T 2.875% 04/30/29 | 4,170,000.00 | 3,908,804.87 | |||
| T 2.875% 05/15/28 | 4,460,000.00 | 4,208,428.12 | |||
| T 2.875% 05/15/32 | 4,500,000.00 | 4,158,808.60 | |||
| T 2.875% 05/15/43 | 1,050,000.00 | 869,408.20 | |||
| T 2.875% 05/15/49 | 4,400,000.00 | 3,586,945.29 | |||
| T 2.875% 05/15/52 | 3,000,000.00 | 2,451,796.86 | |||
| T 2.875% 07/31/25 | 500,000.00 | 480,996.09 | |||
| T 2.875% 08/15/28 | 10,200,000.00 | 9,612,105.45 | |||
| T 2.875% 08/15/45 | 1,480,000.00 | 1,206,893.75 | |||
| T 2% 02/15/25 | 6,050,000.00 | 5,766,288.09 | |||
| T 2% 02/15/50 | 3,370,000.00 | 2,276,987.88 | |||
| T 2% 06/30/24 | 1,000,000.00 | 969,262.55 | |||
| T 2% 08/15/25 | 3,750,000.00 | 3,542,285.17 | |||
| T 2% 08/15/51 | 6,940,000.00 | 4,660,914.82 | |||
| T 2% 11/15/26 | 2,700,000.00 | 2,500,347.66 | |||
| T 2% 11/15/41 | 4,140,000.00 | 3,006,432.43 | |||
| T 3.125% 02/15/42 | 1,000,000.00 | 872,343.75 | |||
| T 3.125% 02/15/43 | 3,600,000.00 | 3,106,828.11 | |||
| T 3.125% 05/15/48 | 1,400,000.00 | 1,191,121.09 | |||
| T 3.125% 08/15/25 | 2,500,000.00 | 2,415,820.30 | |||
| T 3.125% 08/15/44 | 1,550,000.00 | 1,326,400.39 | |||
| T 3.125% 08/31/29 | 4,300,000.00 | 4,080,548.81 | |||
| T 3.125% 11/15/28 | 3,960,000.00 | 3,772,750.76 | |||
| T 3.125% 11/15/41 | 870,000.00 | 761,266.99 | |||
| T 3.25% 05/15/42 | 1,500,000.00 | 1,326,621.09 | |||
| T 3.25% 06/30/27 | 4,850,000.00 | 4,666,704.09 | |||
| T 3.375% 05/15/33 | 1,210,000.00 | 1,161,694.52 | |||
| T 3.375% 05/15/44 | 400,000.00 | 356,515.62 | |||
| T 3.375% 08/15/42 | 1,200,000.00 | 1,079,273.43 | |||
| T 3.375% 11/15/48 | 1,000,000.00 | 890,800.78 | |||
| T 3.5% 02/15/33 | 6,000,000.00 | 5,820,000.00 | |||
| T 3.5% 02/15/39 | 900,000.00 | 857,689.45 | |||
| T 3.625% 02/15/44 | 1,600,000.00 | 1,482,812.49 | |||
| T 3.625% 02/15/53 | 2,070,000.00 | 1,958,899.20 | |||
| T 3.625% 08/15/43 | 1,600,000.00 | 1,485,750.00 | |||
| T 3.75% 04/15/26 | 5,800,000.00 | 5,676,523.45 | |||
| T 3.75% 08/15/41 | 1,100,000.00 | 1,054,689.44 | |||
| T 3.75% 11/15/43 | 900,000.00 | 850,552.73 | |||
| T 3.875% 02/15/43 | 830,000.00 | 801,533.58 | |||
| T 3.875% 08/15/40 | 680,000.00 | 669,786.71 | |||
| T 3.875% 09/30/29 | 1,050,000.00 | 1,038,208.00 | |||
| T 3.875% 11/30/29 | 3,880,000.00 | 3,838,547.67 | |||
| T 3% 02/15/47 | 2,400,000.00 | 1,995,375.00 | |||
| T 3% 02/15/48 | 3,100,000.00 | 2,577,480.46 | |||
| T 3% 02/15/49 | 1,940,000.00 | 1,617,626.55 | |||
| T 3% 05/15/42 | 1,100,000.00 | 937,986.32 | |||
| T 3% 05/15/45 | 600,000.00 | 500,894.53 | |||
| T 3% 05/15/47 | 1,300,000.00 | 1,080,294.91 | |||
| T 3% 07/15/25 | 6,100,000.00 | 5,883,164.03 | |||
| T 3% 08/15/48 | 3,060,000.00 | 2,545,298.45 | |||
| T 3% 08/15/52 | 2,570,000.00 | 2,155,286.32 | |||
| T 3% 09/30/25 | 3,660,000.00 | 3,524,036.70 | |||
| T 3% 10/31/25 | 1,000,000.00 | 962,109.38 | |||
| T 3% 11/15/44 | 1,550,000.00 | 1,296,944.33 | |||
| T 4.125% 11/15/32 | 3,740,000.00 | 3,806,618.74 | |||
| T 4.25% 05/15/39 | 850,000.00 | 883,103.51 | |||
| T 4.25% 10/15/25 | 680,000.00 | 672,177.34 | |||
| T 4.25% 11/15/40 | 900,000.00 | 928,810.54 | |||
| T 4.375% 02/15/38 | 500,000.00 | 528,818.36 | |||
| T 4.375% 05/15/40 | 750,000.00 | 786,987.30 | |||
| T 4.375% 05/15/41 | 550,000.00 | 574,395.50 | |||
| T 4.375% 11/15/39 | 650,000.00 | 683,617.18 | |||
| T 4.5% 02/15/36 | 600,000.00 | 643,839.84 | |||
| T 4.5% 05/15/38 | 250,000.00 | 267,446.29 | |||
| T 4.5% 08/15/39 | 750,000.00 | 801,005.85 | |||
| T 4.5% 11/15/25 | 4,350,000.00 | 4,325,531.25 | |||
| T 4.625% 02/15/40 | 700,000.00 | 757,695.31 | |||
| T 4.625% 03/15/26 | 2,170,000.00 | 2,170,847.64 | |||
| T 4.75% 02/15/41 | 750,000.00 | 821,938.47 | |||
| T 4% 02/28/30 | 2,400,000.00 | 2,393,906.25 | |||
| T 4% 11/15/52 | 3,500,000.00 | 3,548,671.87 | |||
| T 4% 12/15/25 | 5,000,000.00 | 4,919,824.20 | |||
| T 5.0% 05/15/37 | 300,000.00 | 338,021.48 | |||
| T 5.25% 11/15/28 | 900,000.00 | 945,667.97 | |||
| T 5.375% 02/15/31 | 750,000.00 | 819,667.96 | |||
| T 6.0% 02/15/26 | 600,000.00 | 619,523.43 | |||
| T 6.125% 11/15/27 | 1,050,000.00 | 1,127,314.45 | |||
| T 6.25% 05/15/30 | 720,000.00 | 814,500.00 | |||
| アメリカドル 小計 | 632,680,000.00 | 559,483,246.58 | |||
| (79,211,638,050) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 1,130,000.00 | 1,014,930.32 | ||
| CAN 0.5% 09/01/25 | 1,590,000.00 | 1,459,676.98 | |||
| CAN 0.5% 12/01/30 | 2,320,000.00 | 1,862,538.54 | |||
| CAN 0.75% 10/01/24 | 300,000.00 | 285,428.30 | |||
| CAN 1.25% 03/01/25 | 500,000.00 | 472,898.98 | |||
| CAN 1.25% 03/01/27 | 640,000.00 | 579,301.23 | |||
| CAN 1.25% 06/01/30 | 1,940,000.00 | 1,665,115.90 | |||
| CAN 1.5% 04/01/25 | 1,210,000.00 | 1,145,108.66 | |||
| CAN 1.5% 06/01/26 | 740,000.00 | 685,557.03 | |||
| CAN 1.5% 06/01/31 | 2,010,000.00 | 1,728,043.95 | |||
| CAN 1.5% 09/01/24 | 660,000.00 | 635,174.13 | |||
| CAN 1.5% 12/01/31 | 1,230,000.00 | 1,049,728.60 | |||
| CAN 1.75% 12/01/53 | 1,520,000.00 | 1,063,044.30 | |||
| CAN 1% 06/01/27 | 640,000.00 | 573,742.11 | |||
| CAN 1% 09/01/26 | 1,140,000.00 | 1,034,574.39 | |||
| CAN 2.25% 06/01/25 | 670,000.00 | 641,430.64 | |||
| CAN 2.25% 06/01/29 | 390,000.00 | 362,030.23 | |||
| CAN 2.25% 12/01/29 | 240,000.00 | 221,570.71 | |||
| CAN 2.5% 12/01/32 | 940,000.00 | 864,780.50 | |||
| CAN 2.75% 06/01/33 | 510,000.00 | 478,634.37 | |||
| CAN 2.75% 08/01/24 | 280,000.00 | 273,424.76 | |||
| CAN 2.75% 09/01/27 | 710,000.00 | 676,821.84 | |||
| CAN 2.75% 12/01/48 | 510,000.00 | 455,885.98 | |||
| CAN 2.75% 12/01/55 | 150,000.00 | 132,381.87 | |||
| CAN 2.75% 12/01/64 | 350,000.00 | 303,647.08 | |||
| CAN 2% 06/01/28 | 500,000.00 | 461,771.68 | |||
| CAN 2% 06/01/32 | 1,190,000.00 | 1,052,467.36 | |||
| CAN 2% 12/01/51 | 2,510,000.00 | 1,889,719.41 | |||
| CAN 3.5% 03/01/28 | 780,000.00 | 766,932.41 | |||
| CAN 3.5% 08/01/25 | 1,940,000.00 | 1,896,687.57 | |||
| CAN 3.5% 12/01/45 | 590,000.00 | 596,725.26 | |||
| CAN 3% 10/01/25 | 370,000.00 | 357,719.74 | |||
| CAN 3% 11/01/24 | 1,790,000.00 | 1,745,320.95 | |||
| CAN 4.0% 06/01/41 | 490,000.00 | 524,012.36 | |||
| CAN 5.75% 06/01/29 | 480,000.00 | 532,314.42 | |||
| CAN 5.75% 06/01/33 | 620,000.00 | 733,996.59 | |||
| CAN 5% 06/01/37 | 500,000.00 | 581,405.09 | |||
| カナダドル 小計 | 34,080,000.00 | 30,804,544.24 | |||
| (3,311,180,460) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 6,400,000.00 | 7,022,464.00 | ||
| MBONO 10% 12/05/24 | 20,780,000.00 | 20,665,240.99 | |||
| MBONO 5.5% 03/04/27 | 11,270,000.00 | 9,959,299.00 | |||
| MBONO 5.75% 03/05/26 | 23,680,000.00 | 21,611,119.12 | |||
| MBONO 5% 03/06/25 | 1,100,000.00 | 1,020,591.00 | |||
| MBONO 7.5% 05/26/33 | 6,660,000.00 | 6,100,893.00 | |||
| MBONO 7.5% 06/03/27 | 21,620,000.00 | 20,458,141.20 | |||
| MBONO 7.75% 05/29/31 | 22,210,000.00 | 20,918,488.50 | |||
| MBONO 7.75% 11/13/42 | 13,980,000.00 | 12,542,436.60 | |||
| MBONO 7.75% 11/23/34 | 4,970,000.00 | 4,608,780.40 | |||
| MBONO 8.5% 05/31/29 | 20,740,000.00 | 20,456,069.40 | |||
| MBONO 8.5% 11/18/38 | 13,720,000.00 | 13,331,724.00 | |||
| MBONO 8% 07/31/53 | 5,330,000.00 | 4,843,211.10 | |||
| MBONO 8% 09/05/24 | 18,530,000.00 | 17,955,516.81 | |||
| MBONO 8% 11/07/47 | 14,310,000.00 | 13,130,999.10 | |||
| メキシコペソ 小計 | 205,300,000.00 | 194,624,974.22 | |||
| (1,635,706,133) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 660,000.00 | 547,571.77 | ||
| BGB 0.35% 06/22/32 | 960,000.00 | 763,754.78 | |||
| BGB 0.4% 06/22/40 | 400,000.00 | 249,986.53 | |||
| BGB 0.5% 10/22/24 | 540,000.00 | 521,153.31 | |||
| BGB 0.65% 06/22/71 | 340,000.00 | 137,778.20 | |||
| BGB 0.8% 06/22/25 | 1,100,000.00 | 1,051,823.96 | |||
| BGB 0.8% 06/22/27 | 920,000.00 | 848,684.65 | |||
| BGB 0.8% 06/22/28 | 810,000.00 | 735,633.90 | |||
| BGB 0.9% 06/22/29 | 1,100,000.00 | 986,532.80 | |||
| BGB 0% 10/22/27 | 600,000.00 | 531,476.04 | |||
| BGB 0% 10/22/31 | 730,000.00 | 574,544.16 | |||
| BGB 1.25% 04/22/33 | 550,000.00 | 471,658.68 | |||
| BGB 1.4% 06/22/53 | 520,000.00 | 327,258.88 | |||
| BGB 1.45% 06/22/37 | 400,000.00 | 321,183.20 | |||
| BGB 1.6% 06/22/47 | 640,000.00 | 455,499.52 | |||
| BGB 1.7% 06/22/50 | 660,000.00 | 464,467.08 | |||
| BGB 1.9% 06/22/38 | 510,000.00 | 427,574.47 | |||
| BGB 1% 06/22/26 | 1,000,000.00 | 944,604.00 | |||
| BGB 1% 06/22/31 | 910,000.00 | 787,828.86 | |||
| BGB 2.15% 06/22/66 | 450,000.00 | 331,127.55 | |||
| BGB 2.25% 06/22/57 | 380,000.00 | 295,032.38 | |||
| BGB 2.75% 04/22/39 | 70,000.00 | 65,296.77 | |||
| BGB 3.3% 06/22/54 | 310,000.00 | 300,142.62 | |||
| BGB 3.45% 06/22/43 | 280,000.00 | 282,020.48 | |||
| BGB 3.75% 06/22/45 | 520,000.00 | 550,560.40 | |||
| BGB 3% 06/22/33 | 610,000.00 | 606,590.90 | |||
| BGB 3% 06/22/34 | 350,000.00 | 346,072.68 | |||
| BGB 4.25% 03/28/41 | 1,110,000.00 | 1,244,454.07 | |||
| BGB 4.5% 03/28/26 | 750,000.00 | 777,172.50 | |||
| BGB 4% 03/28/32 | 620,000.00 | 667,999.09 | |||
| BGB 5.5% 03/28/28 | 1,170,000.00 | 1,303,943.94 | |||
| BGB 5% 03/28/35 | 1,270,000.00 | 1,493,593.66 | |||
| BKO 0.4% 09/13/24 | 1,140,000.00 | 1,102,965.83 | |||
| BKO 2.5% 03/13/25 | 1,900,000.00 | 1,879,830.07 | |||
| BTPS 0.25% 03/15/28 | 1,250,000.00 | 1,074,937.50 | |||
| BTPS 0.35% 02/01/25 | 1,440,000.00 | 1,370,862.72 | |||
| BTPS 0.45% 02/15/29 | 1,710,000.00 | 1,439,180.46 | |||
| BTPS 0.5% 02/01/26 | 500,000.00 | 463,542.50 | |||
| BTPS 0.5% 07/15/28 | 730,000.00 | 628,716.55 | |||
| BTPS 0.6% 08/01/31 | 1,300,000.00 | 1,017,575.00 | |||
| BTPS 0.85% 01/15/27 | 1,600,000.00 | 1,461,731.20 | |||
| BTPS 0.9% 04/01/31 | 1,300,000.00 | 1,054,292.20 | |||
| BTPS 0.95% 03/01/37 | 600,000.00 | 406,476.60 | |||
| BTPS 0.95% 06/01/32 | 1,390,000.00 | 1,092,620.62 | |||
| BTPS 0.95% 08/01/30 | 1,330,000.00 | 1,104,546.38 | |||
| BTPS 0.95% 09/15/27 | 1,000,000.00 | 901,434.00 | |||
| BTPS 0.95% 12/01/31 | 1,120,000.00 | 893,975.04 | |||
| BTPS 0% 04/01/26 | 2,700,000.00 | 2,456,416.80 | |||
| BTPS 0% 08/01/26 | 1,330,000.00 | 1,196,327.02 | |||
| BTPS 0% 08/15/24 | 1,010,000.00 | 972,212.69 | |||
| BTPS 1.1% 04/01/27 | 1,600,000.00 | 1,466,952.00 | |||
| BTPS 1.2% 08/15/25 | 540,000.00 | 514,481.85 | |||
| BTPS 1.25% 12/01/26 | 1,170,000.00 | 1,086,987.33 | |||
| BTPS 1.35% 04/01/30 | 1,010,000.00 | 870,865.43 | |||
| BTPS 1.45% 03/01/36 | 830,000.00 | 617,511.70 | |||
| BTPS 1.45% 05/15/25 | 1,070,000.00 | 1,030,731.00 | |||
| BTPS 1.45% 11/15/24 | 1,520,000.00 | 1,477,905.12 | |||
| BTPS 1.5% 04/30/45 | 650,000.00 | 403,100.75 | |||
| BTPS 1.5% 06/01/25 | 1,500,000.00 | 1,444,015.39 | |||
| BTPS 1.6% 06/01/26 | 1,350,000.00 | 1,279,654.20 | |||
| BTPS 1.65% 03/01/32 | 1,300,000.00 | 1,096,649.08 | |||
| BTPS 1.65% 12/01/30 | 1,450,000.00 | 1,256,048.00 | |||
| BTPS 1.7% 09/01/51 | 750,000.00 | 448,445.43 | |||
| BTPS 1.75% 07/01/24 | 1,230,000.00 | 1,207,735.77 | |||
| BTPS 1.8% 03/01/41 | 890,000.00 | 627,435.76 | |||
| BTPS 1.85% 07/01/25 | 820,000.00 | 793,637.00 | |||
| BTPS 2.05% 08/01/27 | 1,040,000.00 | 982,942.48 | |||
| BTPS 2.15% 03/01/72 | 340,000.00 | 200,617.83 | |||
| BTPS 2.15% 09/01/52 | 510,000.00 | 333,112.87 | |||
| BTPS 2.2% 06/01/27 | 1,110,000.00 | 1,057,674.27 | |||
| BTPS 2.25% 09/01/36 | 1,190,000.00 | 970,480.70 | |||
| BTPS 2.45% 09/01/33 | 1,360,000.00 | 1,193,192.99 | |||
| BTPS 2.45% 09/01/50 | 970,000.00 | 692,774.00 | |||
| BTPS 2.5% 11/15/25 | 660,000.00 | 645,329.52 | |||
| BTPS 2.5% 12/01/24 | 1,300,000.00 | 1,280,904.30 | |||
| BTPS 2.5% 12/01/32 | 960,000.00 | 858,652.80 | |||
| BTPS 2.65% 12/01/27 | 770,000.00 | 742,020.70 | |||
| BTPS 2.7% 03/01/47 | 940,000.00 | 729,628.00 | |||
| BTPS 2.8% 03/01/67 | 500,000.00 | 355,879.50 | |||
| BTPS 2.8% 06/15/29 | 700,000.00 | 668,523.80 | |||
| BTPS 2.8% 12/01/28 | 1,260,000.00 | 1,212,823.71 | |||
| BTPS 2.95% 09/01/38 | 850,000.00 | 734,744.25 | |||
| BTPS 2% 02/01/28 | 930,000.00 | 870,480.93 | |||
| BTPS 2% 12/01/25 | 1,050,000.00 | 1,013,993.40 | |||
| BTPS 3.1% 03/01/40 | 670,000.00 | 580,518.15 | |||
| BTPS 3.25% 03/01/38 | 70,000.00 | 62,788.74 | |||
| BTPS 3.25% 09/01/46 | 1,080,000.00 | 925,363.44 | |||
| BTPS 3.35% 03/01/35 | 1,390,000.00 | 1,297,870.80 | |||
| BTPS 3.4% 03/28/25 | 140,000.00 | 139,419.00 | |||
| BTPS 3.4% 04/01/28 | 430,000.00 | 426,818.27 | |||
| BTPS 3.45% 03/01/48 | 1,040,000.00 | 913,105.45 | |||
| BTPS 3.5% 01/15/26 | 1,490,000.00 | 1,488,040.65 | |||
| BTPS 3.5% 03/01/30 | 1,950,000.00 | 1,931,358.00 | |||
| BTPS 3.75% 09/01/24 | 1,040,000.00 | 1,040,526.13 | |||
| BTPS 3.85% 09/01/49 | 840,000.00 | 781,648.56 | |||
| BTPS 3.85% 12/15/29 | 1,250,000.00 | 1,260,142.50 | |||
| BTPS 3% 08/01/29 | 1,210,000.00 | 1,168,924.13 | |||
| BTPS 4.4% 05/01/33 | 540,000.00 | 560,902.86 | |||
| BTPS 4.45% 09/01/43 | 440,000.00 | 447,437.05 | |||
| BTPS 4.5% 03/01/26 | 930,000.00 | 951,336.06 | |||
| BTPS 4.5% 10/01/53 | 280,000.00 | 285,370.40 | |||
| BTPS 4.75% 09/01/28 | 1,260,000.00 | 1,328,160.96 | |||
| BTPS 4.75% 09/01/44 | 1,030,000.00 | 1,092,547.78 | |||
| BTPS 4% 02/01/37 | 1,800,000.00 | 1,780,641.00 | |||
| BTPS 4% 04/30/35 | 620,000.00 | 616,757.51 | |||
| BTPS 4% 10/30/31 | 440,000.00 | 446,572.10 | |||
| BTPS 5.0% 08/01/39 | 1,440,000.00 | 1,568,162.88 | |||
| BTPS 5.25% 11/01/29 | 1,770,000.00 | 1,931,961.01 | |||
| BTPS 5.75% 02/01/33 | 1,810,000.00 | 2,069,554.00 | |||
| BTPS 5% 03/01/25 | 1,290,000.00 | 1,317,145.47 | |||
| BTPS 5% 08/01/34 | 1,260,000.00 | 1,366,442.28 | |||
| BTPS 5% 09/01/40 | 1,220,000.00 | 1,333,362.40 | |||
| BTPS 6.5% 11/01/27 | 2,070,000.00 | 2,313,337.40 | |||
| BTPS 6% 05/01/31 | 1,320,000.00 | 1,521,715.80 | |||
| BTPS 7.25% 11/01/26 | 350,000.00 | 389,590.25 | |||
| DBR 0.25% 02/15/27 | 230,000.00 | 211,605.75 | |||
| DBR 0.25% 02/15/29 | 1,750,000.00 | 1,554,086.92 | |||
| DBR 0.25% 08/15/28 | 1,300,000.00 | 1,165,074.30 | |||
| DBR 0.5% 02/15/25 | 2,090,000.00 | 2,006,820.09 | |||
| DBR 0.5% 02/15/26 | 2,300,000.00 | 2,167,701.70 | |||
| DBR 0.5% 02/15/28 | 1,510,000.00 | 1,381,663.59 | |||
| DBR 0.5% 08/15/27 | 940,000.00 | 866,522.08 | |||
| DBR 0% 02/15/30 | 1,660,000.00 | 1,422,616.12 | |||
| DBR 0% 02/15/31 | 1,480,000.00 | 1,241,369.24 | |||
| DBR 0% 02/15/32 | 2,080,000.00 | 1,705,086.24 | |||
| DBR 0% 05/15/35 | 1,280,000.00 | 961,282.56 | |||
| DBR 0% 05/15/36 | 1,320,000.00 | 964,499.85 | |||
| DBR 0% 08/15/26 | 1,620,000.00 | 1,492,281.88 | |||
| DBR 0% 08/15/29 | 2,430,000.00 | 2,104,479.63 | |||
| DBR 0% 08/15/30 | 1,250,000.00 | 1,060,031.25 | |||
| DBR 0% 08/15/30 | 400,000.00 | 339,696.00 | |||
| DBR 0% 08/15/31 | 2,310,000.00 | 1,916,611.62 | |||
| DBR 0% 08/15/50 | 2,740,000.00 | 1,444,722.54 | |||
| DBR 0% 08/15/52 | 1,140,000.00 | 572,769.71 | |||
| DBR 0% 11/15/27 | 1,230,000.00 | 1,104,510.48 | |||
| DBR 0% 11/15/28 | 1,250,000.00 | 1,099,765.00 | |||
| DBR 1.25% 08/15/48 | 1,880,000.00 | 1,469,597.88 | |||
| DBR 1.7% 08/15/32 | 1,310,000.00 | 1,240,210.91 | |||
| DBR 1.8% 08/15/53 | 1,390,000.00 | 1,194,597.55 | |||
| DBR 1% 05/15/38 | 980,000.00 | 796,700.80 | |||
| DBR 1% 08/15/24 | 1,610,000.00 | 1,572,057.53 | |||
| DBR 1% 08/15/25 | 1,130,000.00 | 1,085,026.37 | |||
| DBR 2.1% 11/15/29 | 450,000.00 | 441,337.08 | |||
| DBR 2.3% 02/15/33 | 2,120,000.00 | 2,103,868.19 | |||
| DBR 2.5% 07/04/44 | 1,620,000.00 | 1,618,972.92 | |||
| DBR 2.5% 08/15/46 | 1,770,000.00 | 1,779,943.86 | |||
| DBR 3.25% 07/04/42 | 930,000.00 | 1,028,766.00 | |||
| DBR 4.0% 01/04/37 | 1,570,000.00 | 1,835,000.30 | |||
| DBR 4.25% 07/04/39 | 1,090,000.00 | 1,331,386.38 | |||
| DBR 4.75% 07/04/28 | 1,180,000.00 | 1,303,927.14 | |||
| DBR 4.75% 07/04/34 | 1,240,000.00 | 1,513,418.76 | |||
| DBR 4.75% 07/04/40 | 1,220,000.00 | 1,588,426.45 | |||
| DBR 5.5% 01/04/31 | 1,640,000.00 | 1,984,506.60 | |||
| DBR 5.625% 01/04/28 | 1,500,000.00 | 1,694,313.60 | |||
| DBR 6.25% 01/04/30 | 610,000.00 | 748,782.62 | |||
| DBR 6.5% 07/04/27 | 1,270,000.00 | 1,453,219.09 | |||
| FRTR 0.25% 11/25/26 | 1,590,000.00 | 1,455,102.18 | |||
| FRTR 0.5% 05/25/25 | 2,500,000.00 | 2,380,333.75 | |||
| FRTR 0.5% 05/25/26 | 2,930,000.00 | 2,733,965.42 | |||
| FRTR 0.5% 05/25/29 | 2,830,000.00 | 2,483,329.95 | |||
| FRTR 0.5% 05/25/40 | 1,460,000.00 | 948,616.75 | |||
| FRTR 0.5% 05/25/72 | 620,000.00 | 234,563.67 | |||
| FRTR 0.5% 06/25/44 | 700,000.00 | 413,823.55 | |||
| FRTR 0.75% 02/25/28 | 1,970,000.00 | 1,793,876.09 | |||
| FRTR 0.75% 05/25/28 | 2,960,000.00 | 2,683,796.48 | |||
| FRTR 0.75% 05/25/52 | 1,930,000.00 | 1,036,741.96 | |||
| FRTR 0.75% 05/25/53 | 1,750,000.00 | 916,664.00 | |||
| FRTR 0.75% 11/25/28 | 3,190,000.00 | 2,867,786.07 | |||
| FRTR 0% 02/25/25 | 880,000.00 | 835,933.05 | |||
| FRTR 0% 02/25/26 | 2,790,000.00 | 2,580,864.39 | |||
| FRTR 0% 02/25/27 | 2,320,000.00 | 2,092,296.64 | |||
| FRTR 0% 03/25/25 | 3,280,000.00 | 3,109,440.00 | |||
| FRTR 0% 05/25/32 | 2,150,000.00 | 1,675,138.10 | |||
| FRTR 0% 11/25/29 | 2,460,000.00 | 2,065,639.86 | |||
| FRTR 0% 11/25/30 | 3,330,000.00 | 2,716,516.58 | |||
| FRTR 0% 11/25/31 | 3,590,000.00 | 2,842,310.70 | |||
| FRTR 1.25% 05/25/34 | 2,440,000.00 | 2,047,901.76 | |||
| FRTR 1.25% 05/25/36 | 2,570,000.00 | 2,071,276.08 | |||
| FRTR 1.25% 05/25/38 | 600,000.00 | 463,683.34 | |||
| FRTR 1.5% 05/25/31 | 2,410,000.00 | 2,192,601.13 | |||
| FRTR 1.5% 05/25/50 | 1,960,000.00 | 1,347,033.52 | |||
| FRTR 1.75% 05/25/66 | 850,000.00 | 566,961.90 | |||
| FRTR 1.75% 06/25/39 | 1,660,000.00 | 1,369,810.42 | |||
| FRTR 1.75% 11/25/24 | 2,020,000.00 | 1,978,025.65 | |||
| FRTR 1% 05/25/27 | 2,850,000.00 | 2,656,356.75 | |||
| FRTR 1% 11/25/25 | 1,340,000.00 | 1,277,297.38 | |||
| FRTR 2.5% 05/25/30 | 3,520,000.00 | 3,457,212.38 | |||
| FRTR 2.5% 05/25/43 | 250,000.00 | 221,605.00 | |||
| FRTR 2.5% 09/24/26 | 1,270,000.00 | 1,250,505.50 | |||
| FRTR 2.75% 02/25/29 | 390,000.00 | 387,929.10 | |||
| FRTR 2.75% 10/25/27 | 3,280,000.00 | 3,264,886.58 | |||
| FRTR 2% 05/25/48 | 1,790,000.00 | 1,405,540.22 | |||
| FRTR 2% 11/25/32 | 2,060,000.00 | 1,910,073.20 | |||
| FRTR 3.25% 05/25/45 | 1,800,000.00 | 1,792,639.80 | |||
| FRTR 3.5% 04/25/26 | 3,120,000.00 | 3,157,268.40 | |||
| FRTR 3% 05/25/33 | 850,000.00 | 853,999.50 | |||
| FRTR 3% 05/25/54 | 500,000.00 | 466,698.39 | |||
| FRTR 4.5% 04/25/41 | 2,090,000.00 | 2,444,204.84 | |||
| FRTR 4.75% 04/25/35 | 1,590,000.00 | 1,851,189.30 | |||
| FRTR 4% 04/25/55 | 1,070,000.00 | 1,208,313.55 | |||
| FRTR 4% 04/25/60 | 1,020,000.00 | 1,166,830.22 | |||
| FRTR 4% 10/25/38 | 1,600,000.00 | 1,757,024.00 | |||
| FRTR 5.5% 04/25/29 | 2,500,000.00 | 2,848,025.00 | |||
| FRTR 5.75% 10/25/32 | 2,150,000.00 | 2,640,850.80 | |||
| FRTR 6.0% 10/25/25 | 1,450,000.00 | 1,539,023.47 | |||
| IRISH 0.2% 05/15/27 | 410,000.00 | 371,053.69 | |||
| IRISH 0.2% 10/18/30 | 470,000.00 | 391,413.41 | |||
| IRISH 0.35% 10/18/32 | 170,000.00 | 136,482.13 | |||
| IRISH 0.4% 05/15/35 | 280,000.00 | 209,700.40 | |||
| IRISH 0.55% 04/22/41 | 320,000.00 | 207,214.72 | |||
| IRISH 0.9% 05/15/28 | 440,000.00 | 403,286.26 | |||
| IRISH 0% 10/18/31 | 380,000.00 | 303,516.73 | |||
| IRISH 1.1% 05/15/29 | 550,000.00 | 501,379.58 | |||
| IRISH 1.3% 05/15/33 | 310,000.00 | 269,311.12 | |||
| IRISH 1.35% 03/18/31 | 240,000.00 | 217,345.68 | |||
| IRISH 1.5% 05/15/50 | 460,000.00 | 322,437.00 | |||
| IRISH 1.7% 05/15/37 | 440,000.00 | 371,622.24 | |||
| IRISH 1% 05/15/26 | 670,000.00 | 636,136.99 | |||
| IRISH 2.4% 05/15/30 | 660,000.00 | 645,414.00 | |||
| IRISH 2% 02/18/45 | 620,000.00 | 503,446.20 | |||
| IRISH 3% 10/18/43 | 170,000.00 | 166,575.18 | |||
| IRISH 5.4% 03/13/25 | 620,000.00 | 642,170.51 | |||
| NETHER 0.25% 07/15/25 | 760,000.00 | 719,285.43 | |||
| NETHER 0.25% 07/15/29 | 760,000.00 | 658,605.81 | |||
| NETHER 0.5% 01/15/40 | 910,000.00 | 639,648.10 | |||
| NETHER 0.5% 07/15/26 | 1,050,000.00 | 979,213.20 | |||
| NETHER 0.5% 07/15/32 | 720,000.00 | 595,881.87 | |||
| NETHER 0.75% 07/15/27 | 900,000.00 | 832,120.20 | |||
| NETHER 0.75% 07/15/28 | 1,090,000.00 | 990,709.17 | |||
| NETHER 0% 01/15/26 | 870,000.00 | 808,934.70 | |||
| NETHER 0% 01/15/27 | 750,000.00 | 680,790.00 | |||
| NETHER 0% 01/15/29 | 1,040,000.00 | 897,154.96 | |||
| NETHER 0% 01/15/38 | 530,000.00 | 355,026.01 | |||
| NETHER 0% 01/15/52 | 1,010,000.00 | 483,591.72 | |||
| NETHER 0% 07/15/30 | 850,000.00 | 707,009.60 | |||
| NETHER 0% 07/15/31 | 930,000.00 | 753,544.39 | |||
| NETHER 2.5% 01/15/33 | 820,000.00 | 806,586.44 | |||
| NETHER 2.5% 07/15/33 | 90,000.00 | 88,501.68 | |||
| NETHER 2.75% 01/15/47 | 1,140,000.00 | 1,147,030.38 | |||
| NETHER 2% 01/15/54 | 330,000.00 | 281,461.62 | |||
| NETHER 2% 07/15/24 | 1,110,000.00 | 1,095,476.53 | |||
| NETHER 3.75% 01/15/42 | 1,010,000.00 | 1,149,108.10 | |||
| NETHER 4% 01/15/37 | 1,070,000.00 | 1,211,422.97 | |||
| NETHER 5.5% 01/15/28 | 650,000.00 | 722,701.85 | |||
| OBL 0% 04/10/26 | 1,500,000.00 | 1,390,392.00 | |||
| OBL 0% 04/11/25 | 1,050,000.00 | 996,445.80 | |||
| OBL 0% 04/16/27 | 1,510,000.00 | 1,371,143.42 | |||
| OBL 0% 10/09/26 | 1,360,000.00 | 1,247,285.36 | |||
| OBL 0% 10/10/25 | 1,970,000.00 | 1,846,410.08 | |||
| OBL 0% 10/18/24 | 1,390,000.00 | 1,334,664.10 | |||
| OBL 1.3% 10/15/27 | 2,620,000.00 | 2,489,749.32 | |||
| OBL 2.2% 04/13/28 | 1,100,000.00 | 1,084,472.40 | |||
| RAGB 0.25% 10/20/36 | 360,000.00 | 250,351.92 | |||
| RAGB 0.5% 02/20/29 | 810,000.00 | 711,259.38 | |||
| RAGB 0.5% 04/20/27 | 650,000.00 | 594,720.10 | |||
| RAGB 0.7% 04/20/71 | 200,000.00 | 89,251.17 | |||
| RAGB 0.75% 02/20/28 | 830,000.00 | 754,611.93 | |||
| RAGB 0.75% 03/20/51 | 460,000.00 | 263,209.70 | |||
| RAGB 0.75% 10/20/26 | 900,000.00 | 839,470.50 | |||
| RAGB 0.85% 06/30/20 | 200,000.00 | 81,196.00 | |||
| RAGB 0.9% 02/20/32 | 800,000.00 | 675,976.80 | |||
| RAGB 0% 02/20/30 | 870,000.00 | 719,883.24 | |||
| RAGB 0% 02/20/31 | 720,000.00 | 577,300.32 | |||
| RAGB 0% 04/20/25 | 370,000.00 | 350,392.22 | |||
| RAGB 0% 07/15/24 | 660,000.00 | 639,357.84 | |||
| RAGB 0% 10/20/28 | 380,000.00 | 327,069.42 | |||
| RAGB 0% 10/20/40 | 330,000.00 | 194,835.63 | |||
| RAGB 1.2% 10/20/25 | 830,000.00 | 796,858.10 | |||
| RAGB 1.5% 02/20/47 | 570,000.00 | 417,789.77 | |||
| RAGB 1.5% 11/02/86 | 200,000.00 | 119,156.20 | |||
| RAGB 1.65% 10/21/24 | 560,000.00 | 549,264.42 | |||
| RAGB 1.85% 05/23/49 | 220,000.00 | 171,389.02 | |||
| RAGB 2.1% 09/20/17 | 360,000.00 | 261,203.04 | |||
| RAGB 2.4% 05/23/34 | 530,000.00 | 499,101.48 | |||
| RAGB 2.9% 02/20/33 | 410,000.00 | 405,692.13 | |||
| RAGB 2% 07/15/26 | 260,000.00 | 252,616.26 | |||
| RAGB 3.15% 06/20/44 | 450,000.00 | 452,471.85 | |||
| RAGB 3.8% 01/26/62 | 210,000.00 | 241,504.20 | |||
| RAGB 4.15% 03/15/37 | 840,000.00 | 933,141.38 | |||
| RAGB 4.85% 03/15/26 | 540,000.00 | 564,663.52 | |||
| RAGB 6.25% 07/15/27 | 540,000.00 | 606,392.46 | |||
| RFGB 0.125% 04/15/36 | 270,000.00 | 186,661.39 | |||
| RFGB 0.125% 04/15/52 | 240,000.00 | 110,946.72 | |||
| RFGB 0.125% 09/15/31 | 370,000.00 | 296,387.16 | |||
| RFGB 0.25% 09/15/40 | 210,000.00 | 130,904.34 | |||
| RFGB 0.5% 04/15/26 | 600,000.00 | 561,834.60 | |||
| RFGB 0.5% 04/15/43 | 180,000.00 | 111,599.46 | |||
| RFGB 0.5% 09/15/27 | 380,000.00 | 345,152.55 | |||
| RFGB 0.5% 09/15/28 | 290,000.00 | 257,708.79 | |||
| RFGB 0.5% 09/15/29 | 290,000.00 | 252,186.90 | |||
| RFGB 0.75% 04/15/31 | 270,000.00 | 230,885.64 | |||
| RFGB 0.875% 09/15/25 | 410,000.00 | 391,238.40 | |||
| RFGB 0% 09/15/30 | 330,000.00 | 269,688.87 | |||
| RFGB 1.125% 04/15/34 | 340,000.00 | 282,104.12 | |||
| RFGB 1.375% 04/15/27 | 380,000.00 | 359,243.26 | |||
| RFGB 1.375% 04/15/47 | 270,000.00 | 196,543.64 | |||
| RFGB 1.5% 09/15/32 | 220,000.00 | 195,070.04 | |||
| RFGB 2.625% 07/04/42 | 380,000.00 | 356,042.52 | |||
| RFGB 2.75% 04/15/38 | 170,000.00 | 161,691.92 | |||
| RFGB 2.75% 07/04/28 | 380,000.00 | 378,663.54 | |||
| RFGB 3% 09/15/33 | 290,000.00 | 290,599.51 | |||
| RFGB 4% 07/04/25 | 240,000.00 | 243,527.16 | |||
| SPGB 0.1% 04/30/31 | 1,570,000.00 | 1,237,073.65 | |||
| SPGB 0.5% 04/30/30 | 1,980,000.00 | 1,661,556.60 | |||
| SPGB 0.5% 10/31/31 | 1,180,000.00 | 946,833.18 | |||
| SPGB 0.6% 10/31/29 | 970,000.00 | 830,957.29 | |||
| SPGB 0.7% 04/30/32 | 930,000.00 | 748,808.10 | |||
| SPGB 0.8% 07/30/27 | 1,190,000.00 | 1,085,369.25 | |||
| SPGB 0.8% 07/30/29 | 680,000.00 | 592,471.35 | |||
| SPGB 0.85% 07/30/37 | 640,000.00 | 445,777.60 | |||
| SPGB 0% 01/31/25 | 1,390,000.00 | 1,320,392.97 | |||
| SPGB 0% 01/31/26 | 1,070,000.00 | 986,629.88 | |||
| SPGB 0% 01/31/27 | 1,080,000.00 | 966,702.81 | |||
| SPGB 0% 01/31/28 | 1,280,000.00 | 1,112,416.00 | |||
| SPGB 0% 05/31/25 | 1,760,000.00 | 1,654,282.58 | |||
| SPGB 1.2% 10/31/40 | 950,000.00 | 646,460.21 | |||
| SPGB 1.25% 10/31/30 | 1,200,000.00 | 1,049,946.00 | |||
| SPGB 1.3% 10/31/26 | 1,460,000.00 | 1,375,569.44 | |||
| SPGB 1.4% 04/30/28 | 1,420,000.00 | 1,312,310.50 | |||
| SPGB 1.4% 07/30/28 | 780,000.00 | 717,805.45 | |||
| SPGB 1.45% 04/30/29 | 750,000.00 | 683,900.25 | |||
| SPGB 1.45% 10/31/27 | 1,330,000.00 | 1,240,528.24 | |||
| SPGB 1.45% 10/31/71 | 260,000.00 | 125,360.30 | |||
| SPGB 1.5% 04/30/27 | 1,460,000.00 | 1,375,244.08 | |||
| SPGB 1.6% 04/30/25 | 1,250,000.00 | 1,212,593.75 | |||
| SPGB 1.85% 07/30/35 | 1,290,000.00 | 1,082,223.14 | |||
| SPGB 1.9% 10/31/52 | 820,000.00 | 539,543.60 | |||
| SPGB 1.95% 04/30/26 | 1,340,000.00 | 1,294,795.10 | |||
| SPGB 1.95% 07/30/30 | 1,520,000.00 | 1,402,789.00 | |||
| SPGB 1% 07/30/42 | 480,000.00 | 301,142.98 | |||
| SPGB 1% 10/31/50 | 1,130,000.00 | 600,642.46 | |||
| SPGB 2.15% 10/31/25 | 1,650,000.00 | 1,610,690.40 | |||
| SPGB 2.35% 07/30/33 | 1,030,000.00 | 941,504.46 | |||
| SPGB 2.55% 10/31/32 | 1,480,000.00 | 1,388,949.20 | |||
| SPGB 2.7% 10/31/48 | 1,020,000.00 | 836,470.54 | |||
| SPGB 2.75% 10/31/24 | 1,560,000.00 | 1,545,036.48 | |||
| SPGB 2.8% 05/31/26 | 330,000.00 | 325,738.05 | |||
| SPGB 2.9% 10/31/46 | 1,120,000.00 | 968,212.00 | |||
| SPGB 3.15% 04/30/33 | 980,000.00 | 961,928.80 | |||
| SPGB 3.45% 07/30/43 | 480,000.00 | 453,852.61 | |||
| SPGB 3.45% 07/30/66 | 900,000.00 | 815,852.26 | |||
| SPGB 3.55% 10/31/33 | 730,000.00 | 737,435.05 | |||
| SPGB 3.9% 07/30/39 | 320,000.00 | 325,384.70 | |||
| SPGB 4.2% 01/31/37 | 1,310,000.00 | 1,392,619.99 | |||
| SPGB 4.65% 07/30/25 | 1,410,000.00 | 1,445,540.46 | |||
| SPGB 4.7% 07/30/41 | 1,300,000.00 | 1,460,707.30 | |||
| SPGB 4.9% 07/30/40 | 1,080,000.00 | 1,234,701.25 | |||
| SPGB 5.15% 10/31/28 | 1,100,000.00 | 1,204,643.00 | |||
| SPGB 5.15% 10/31/44 | 850,000.00 | 1,015,794.54 | |||
| SPGB 5.75% 07/30/32 | 1,450,000.00 | 1,726,068.40 | |||
| SPGB 5.9% 07/30/26 | 1,360,000.00 | 1,461,239.76 | |||
| SPGB 6.0% 01/31/29 | 2,350,000.00 | 2,683,151.27 | |||
| ユーロ 小計 | 382,870,000.00 | 352,160,210.71 | |||
| (55,183,505,018) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 780,000.00 | 697,321.09 | ||
| UKT 0.125% 01/31/28 | 880,000.00 | 726,924.00 | |||
| UKT 0.25% 01/31/25 | 1,540,000.00 | 1,434,426.84 | |||
| UKT 0.25% 07/31/31 | 1,730,000.00 | 1,269,058.80 | |||
| UKT 0.375% 10/22/26 | 1,170,000.00 | 1,019,713.50 | |||
| UKT 0.375% 10/22/30 | 1,090,000.00 | 831,911.98 | |||
| UKT 0.5% 01/31/29 | 1,180,000.00 | 957,098.00 | |||
| UKT 0.5% 10/22/61 | 1,050,000.00 | 327,623.10 | |||
| UKT 0.625% 06/07/25 | 1,160,000.00 | 1,072,522.77 | |||
| UKT 0.625% 07/31/35 | 1,280,000.00 | 842,713.60 | |||
| UKT 0.625% 10/22/50 | 640,000.00 | 261,760.00 | |||
| UKT 0.875% 01/31/46 | 510,000.00 | 253,113.00 | |||
| UKT 0.875% 07/31/33 | 1,180,000.00 | 860,373.40 | |||
| UKT 0.875% 10/22/29 | 820,000.00 | 670,563.52 | |||
| UKT 1.125% 01/31/39 | 1,320,000.00 | 835,224.72 | |||
| UKT 1.125% 10/22/73 | 480,000.00 | 184,032.00 | |||
| UKT 1.25% 07/22/27 | 740,000.00 | 653,309.00 | |||
| UKT 1.25% 07/31/51 | 1,050,000.00 | 523,558.55 | |||
| UKT 1.25% 10/22/41 | 1,400,000.00 | 849,788.80 | |||
| UKT 1.5% 07/22/26 | 1,180,000.00 | 1,078,354.80 | |||
| UKT 1.5% 07/22/47 | 1,010,000.00 | 575,861.60 | |||
| UKT 1.5% 07/31/53 | 680,000.00 | 356,618.78 | |||
| UKT 1.625% 10/22/28 | 480,000.00 | 419,712.00 | |||
| UKT 1.625% 10/22/54 | 720,000.00 | 387,990.72 | |||
| UKT 1.625% 10/22/71 | 710,000.00 | 346,472.90 | |||
| UKT 1.75% 01/22/49 | 600,000.00 | 357,300.00 | |||
| UKT 1.75% 07/22/57 | 1,050,000.00 | 578,980.50 | |||
| UKT 1.75% 09/07/37 | 1,110,000.00 | 803,998.53 | |||
| UKT 1% 01/31/32 | 1,880,000.00 | 1,451,250.96 | |||
| UKT 2.5% 07/22/65 | 860,000.00 | 572,871.80 | |||
| UKT 2.75% 09/07/24 | 440,000.00 | 428,657.85 | |||
| UKT 2% 09/07/25 | 1,300,000.00 | 1,224,436.20 | |||
| UKT 3.25% 01/22/44 | 1,240,000.00 | 1,038,390.13 | |||
| UKT 3.25% 01/31/33 | 1,190,000.00 | 1,098,352.86 | |||
| UKT 3.5% 01/22/45 | 1,230,000.00 | 1,064,566.72 | |||
| UKT 3.5% 07/22/68 | 920,000.00 | 788,716.00 | |||
| UKT 3.5% 10/22/25 | 240,000.00 | 231,567.84 | |||
| UKT 3.75% 01/29/38 | 370,000.00 | 343,119.20 | |||
| UKT 3.75% 07/22/52 | 900,000.00 | 804,879.00 | |||
| UKT 3.75% 10/22/53 | 660,000.00 | 587,452.80 | |||
| UKT 4.125% 01/29/27 | 1,570,000.00 | 1,535,822.33 | |||
| UKT 4.25% 03/07/36 | 950,000.00 | 944,123.30 | |||
| UKT 4.25% 06/07/32 | 1,070,000.00 | 1,076,901.50 | |||
| UKT 4.25% 09/07/39 | 670,000.00 | 655,758.48 | |||
| UKT 4.25% 12/07/27 | 1,100,000.00 | 1,087,955.00 | |||
| UKT 4.25% 12/07/40 | 920,000.00 | 899,361.45 | |||
| UKT 4.25% 12/07/46 | 1,060,000.00 | 1,025,327.40 | |||
| UKT 4.25% 12/07/49 | 810,000.00 | 786,271.86 | |||
| UKT 4.25% 12/07/55 | 1,100,000.00 | 1,080,618.00 | |||
| UKT 4.5% 09/07/34 | 840,000.00 | 856,884.00 | |||
| UKT 4.5% 12/07/42 | 850,000.00 | 855,510.71 | |||
| UKT 4.75% 12/07/30 | 850,000.00 | 879,282.50 | |||
| UKT 4.75% 12/07/38 | 810,000.00 | 841,685.90 | |||
| UKT 4% 01/22/60 | 710,000.00 | 672,415.15 | |||
| UKT 4% 10/22/63 | 320,000.00 | 303,085.39 | |||
| UKT 5% 03/07/25 | 1,080,000.00 | 1,080,826.20 | |||
| UKT 6.0% 12/07/28 | 1,070,000.00 | 1,150,688.70 | |||
| イギリスポンド 小計 | 54,550,000.00 | 44,543,105.73 | |||
| (8,085,019,121) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 3,010,000.00 | 2,511,721.59 | ||
| SGB 0.75% 05/12/28 | 3,240,000.00 | 2,972,006.60 | |||
| SGB 0.75% 11/12/29 | 4,290,000.00 | 3,861,246.28 | |||
| SGB 1.75% 11/11/33 | 1,570,000.00 | 1,479,770.42 | |||
| SGB 1% 11/12/26 | 4,650,000.00 | 4,376,941.21 | |||
| SGB 2.25% 06/01/32 | 2,560,000.00 | 2,520,666.08 | |||
| SGB 2.5% 05/12/25 | 4,430,000.00 | 4,368,284.20 | |||
| SGB 3.5% 03/30/39 | 2,440,000.00 | 2,748,464.80 | |||
| スウェーデンクローナ 小計 | 26,190,000.00 | 24,839,101.18 | |||
| (338,060,167) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 2,370,000.00 | 1,963,414.65 | ||
| NGB 1.375% 08/19/30 | 3,280,000.00 | 2,801,694.00 | |||
| NGB 1.5% 02/19/26 | 2,470,000.00 | 2,316,798.25 | |||
| NGB 1.75% 02/17/27 | 2,650,000.00 | 2,456,679.85 | |||
| NGB 1.75% 03/13/25 | 2,960,000.00 | 2,849,250.70 | |||
| NGB 1.75% 09/06/29 | 2,470,000.00 | 2,198,053.00 | |||
| NGB 2.125% 05/18/32 | 1,520,000.00 | 1,339,728.00 | |||
| NGB 2% 04/26/28 | 2,510,000.00 | 2,308,943.98 | |||
| NGB 3% 08/15/33 | 1,540,000.00 | 1,454,209.68 | |||
| ノルウェークローネ 小計 | 21,770,000.00 | 19,688,772.11 | |||
| (277,217,911) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 2,880,000.00 | 1,504,235.52 | ||
| DGB 0.5% 11/15/27 | 4,470,000.00 | 4,074,195.80 | |||
| DGB 0.5% 11/15/29 | 4,350,000.00 | 3,823,888.38 | |||
| DGB 0% 11/15/24 | 2,690,000.00 | 2,578,157.92 | |||
| DGB 0% 11/15/31 | 3,330,000.00 | 2,689,293.80 | |||
| DGB 1.75% 11/15/25 | 2,610,000.00 | 2,535,185.13 | |||
| DGB 4.5% 11/15/39 | 6,130,000.00 | 7,533,770.00 | |||
| デンマーククローネ 小計 | 26,460,000.00 | 24,738,726.55 | |||
| (520,255,419) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 1,430,000.00 | 1,223,579.50 | ||
| POLGB 0.75% 04/25/25 | 1,830,000.00 | 1,692,475.50 | |||
| POLGB 0% 07/25/24 | 180,000.00 | 170,370.00 | |||
| POLGB 1.25% 10/25/30 | 1,760,000.00 | 1,347,272.96 | |||
| POLGB 1.75% 04/25/32 | 2,310,000.00 | 1,739,314.50 | |||
| POLGB 2.25% 10/25/24 | 2,470,000.00 | 2,372,311.50 | |||
| POLGB 2.5% 07/25/26 | 3,600,000.00 | 3,330,000.00 | |||
| POLGB 2.5% 07/25/27 | 2,010,000.00 | 1,819,050.00 | |||
| POLGB 2.75% 04/25/28 | 2,670,000.00 | 2,402,065.50 | |||
| POLGB 2.75% 10/25/29 | 4,370,000.00 | 3,816,102.50 | |||
| POLGB 3.25% 07/25/25 | 2,940,000.00 | 2,826,757.36 | |||
| POLGB 3.75% 05/25/27 | 300,000.00 | 285,240.00 | |||
| POLGB 5.75% 04/25/29 | 900,000.00 | 924,570.00 | |||
| ポーランドズロチ 小計 | 26,770,000.00 | 23,949,109.32 | |||
| (843,056,546) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 1,440,000.00 | 1,368,443.76 | ||
| ACGB 0.25% 11/21/25 | 1,190,000.00 | 1,092,491.87 | |||
| ACGB 0.5% 09/21/26 | 1,030,000.00 | 926,489.69 | |||
| ACGB 1.25% 05/21/32 | 1,140,000.00 | 910,259.47 | |||
| ACGB 1.5% 06/21/31 | 1,190,000.00 | 993,108.70 | |||
| ACGB 1.75% 06/21/51 | 1,010,000.00 | 597,503.16 | |||
| ACGB 1.75% 11/21/32 | 1,380,000.00 | 1,141,051.53 | |||
| ACGB 1% 11/21/31 | 1,990,000.00 | 1,574,171.86 | |||
| ACGB 1% 12/21/30 | 1,480,000.00 | 1,202,325.99 | |||
| ACGB 2.25% 05/21/28 | 630,000.00 | 585,843.50 | |||
| ACGB 2.5% 05/21/30 | 1,220,000.00 | 1,116,861.52 | |||
| ACGB 2.75% 05/21/41 | 810,000.00 | 660,114.52 | |||
| ACGB 2.75% 06/21/35 | 630,000.00 | 553,493.46 | |||
| ACGB 2.75% 11/21/27 | 1,160,000.00 | 1,109,023.25 | |||
| ACGB 2.75% 11/21/28 | 770,000.00 | 729,012.87 | |||
| ACGB 2.75% 11/21/29 | 1,230,000.00 | 1,150,821.62 | |||
| ACGB 3.25% 04/21/25 | 1,250,000.00 | 1,232,953.33 | |||
| ACGB 3.25% 04/21/29 | 1,180,000.00 | 1,141,387.39 | |||
| ACGB 3.25% 06/21/39 | 650,000.00 | 579,627.46 | |||
| ACGB 3.5% 12/21/34 | 820,000.00 | 781,371.89 | |||
| ACGB 3.75% 04/21/37 | 780,000.00 | 750,166.30 | |||
| ACGB 3.75% 05/21/34 | 870,000.00 | 850,759.93 | |||
| ACGB 3% 03/21/47 | 780,000.00 | 632,660.17 | |||
| ACGB 3% 11/21/33 | 950,000.00 | 870,870.86 | |||
| ACGB 4.25% 04/21/26 | 1,200,000.00 | 1,209,397.32 | |||
| ACGB 4.5% 04/21/33 | 1,210,000.00 | 1,259,613.50 | |||
| ACGB 4.75% 04/21/27 | 1,080,000.00 | 1,112,133.34 | |||
| オーストラリアドル 小計 | 29,070,000.00 | 26,131,958.26 | |||
| (2,491,159,580) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 370,000.00 | 300,010.13 | ||
| NZGB 0.5% 05/15/26 | 360,000.00 | 318,423.79 | |||
| NZGB 1.5% 05/15/31 | 540,000.00 | 431,083.00 | |||
| NZGB 1.75% 05/15/41 | 260,000.00 | 165,085.10 | |||
| NZGB 2.75% 04/15/25 | 490,000.00 | 469,193.56 | |||
| NZGB 2.75% 04/15/37 | 350,000.00 | 280,008.64 | |||
| NZGB 2.75% 05/15/51 | 300,000.00 | 207,243.55 | |||
| NZGB 2% 05/15/32 | 320,000.00 | 260,338.44 | |||
| NZGB 3.5% 04/14/33 | 340,000.00 | 311,296.41 | |||
| NZGB 3% 04/20/29 | 450,000.00 | 412,642.71 | |||
| NZGB 4.25% 05/15/34 | 170,000.00 | 164,564.44 | |||
| NZGB 4.5% 04/15/27 | 430,000.00 | 425,452.74 | |||
| NZGB 4.5% 05/15/30 | 260,000.00 | 257,879.69 | |||
| ニュージーランドドル 小計 | 4,640,000.00 | 4,003,222.20 | |||
| (351,242,715) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 320,000.00 | 300,288.00 | ||
| SIGB 1.25% 11/01/26 | 90,000.00 | 84,609.00 | |||
| SIGB 1.625% 07/01/31 | 500,000.00 | 453,500.00 | |||
| SIGB 1.875% 03/01/50 | 360,000.00 | 316,800.00 | |||
| SIGB 1.875% 10/01/51 | 240,000.00 | 213,727.20 | |||
| SIGB 2.125% 06/01/26 | 670,000.00 | 649,230.00 | |||
| SIGB 2.25% 08/01/36 | 330,000.00 | 309,540.00 | |||
| SIGB 2.375% 06/01/25 | 480,000.00 | 470,786.40 | |||
| SIGB 2.375% 07/01/39 | 230,000.00 | 219,865.05 | |||
| SIGB 2.625% 05/01/28 | 280,000.00 | 275,574.60 | |||
| SIGB 2.625% 08/01/32 | 180,000.00 | 175,292.92 | |||
| SIGB 2.75% 03/01/46 | 410,000.00 | 423,530.00 | |||
| SIGB 2.75% 04/01/42 | 300,000.00 | 307,294.50 | |||
| SIGB 2.875% 07/01/29 | 530,000.00 | 527,350.00 | |||
| SIGB 2.875% 09/01/27 | 80,000.00 | 79,576.00 | |||
| SIGB 2.875% 09/01/30 | 460,000.00 | 457,700.00 | |||
| SIGB 3.375% 09/01/33 | 460,000.00 | 476,964.80 | |||
| SIGB 3.5% 03/01/27 | 580,000.00 | 587,772.00 | |||
| SIGB 3% 08/01/72 | 140,000.00 | 164,570.00 | |||
| SIGB 3% 09/01/24 | 510,000.00 | 507,197.92 | |||
| シンガポールドル 小計 | 7,150,000.00 | 7,001,168.39 | |||
| (744,364,223) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 790,000.00 | 728,088.96 | ||
| MGS 3.502% 05/31/27 | 920,000.00 | 917,819.81 | |||
| MGS 3.582% 07/15/32 | 150,000.00 | 146,801.06 | |||
| MGS 3.733% 06/15/28 | 1,180,000.00 | 1,184,578.87 | |||
| MGS 3.757% 05/22/40 | 1,110,000.00 | 1,068,950.60 | |||
| MGS 3.828% 07/05/34 | 250,000.00 | 247,101.22 | |||
| MGS 3.844% 04/15/33 | 860,000.00 | 861,636.66 | |||
| MGS 3.882% 03/14/25 | 690,000.00 | 697,641.12 | |||
| MGS 3.885% 08/15/29 | 1,890,000.00 | 1,906,464.73 | |||
| MGS 3.892% 03/15/27 | 300,000.00 | 303,221.79 | |||
| MGS 3.899% 11/16/27 | 1,960,000.00 | 1,985,829.27 | |||
| MGS 3.9% 11/30/26 | 1,140,000.00 | 1,153,591.53 | |||
| MGS 3.906% 07/15/26 | 750,000.00 | 760,426.87 | |||
| MGS 3.955% 09/15/25 | 1,100,000.00 | 1,112,639.22 | |||
| MGS 4.059% 09/30/24 | 1,060,000.00 | 1,069,318.35 | |||
| MGS 4.065% 06/15/50 | 740,000.00 | 715,063.76 | |||
| MGS 4.232% 06/30/31 | 850,000.00 | 873,996.01 | |||
| MGS 4.254% 05/31/35 | 1,480,000.00 | 1,521,247.00 | |||
| MGS 4.392% 04/15/26 | 1,160,000.00 | 1,188,026.29 | |||
| MGS 4.457% 03/31/53 | 390,000.00 | 406,893.66 | |||
| MGS 4.498% 04/15/30 | 1,260,000.00 | 1,315,495.69 | |||
| MGS 4.642% 11/07/33 | 1,160,000.00 | 1,239,897.90 | |||
| MGS 4.696% 10/15/42 | 530,000.00 | 572,436.51 | |||
| MGS 4.736% 03/15/46 | 640,000.00 | 692,175.10 | |||
| MGS 4.762% 04/07/37 | 1,160,000.00 | 1,251,469.24 | |||
| MGS 4.893% 06/08/38 | 1,490,000.00 | 1,638,001.25 | |||
| MGS 4.921% 07/06/48 | 1,450,000.00 | 1,604,617.56 | |||
| MGS 4.935% 09/30/43 | 820,000.00 | 904,377.42 | |||
| マレーシアリンギット 小計 | 27,280,000.00 | 28,067,807.45 | |||
| (868,855,820) | |||||
| イスラエルシェケル | ILGOV 0.4% 10/31/24 | 750,000.00 | 713,343.00 | ||
| ILGOV 0.5% 02/27/26 | 350,000.00 | 321,610.20 | |||
| ILGOV 0.5% 04/30/25 | 1,240,000.00 | 1,163,705.14 | |||
| ILGOV 1.3% 04/30/32 | 560,000.00 | 458,072.72 | |||
| ILGOV 1.5% 05/31/37 | 930,000.00 | 693,491.42 | |||
| ILGOV 1.75% 08/31/25 | 1,040,000.00 | 991,456.96 | |||
| ILGOV 1% 03/31/30 | 1,570,000.00 | 1,318,049.38 | |||
| ILGOV 2.25% 09/28/28 | 1,320,000.00 | 1,231,599.72 | |||
| ILGOV 2.8% 11/29/52 | 260,000.00 | 201,309.99 | |||
| ILGOV 2% 03/31/27 | 1,210,000.00 | 1,135,093.49 | |||
| ILGOV 3.75% 03/31/47 | 1,440,000.00 | 1,369,702.36 | |||
| ILGOV 5.5% 01/31/42 | 1,060,000.00 | 1,265,141.90 | |||
| ILGOV 6.25% 10/30/26 | 1,550,000.00 | 1,658,625.24 | |||
| イスラエルシェケル 小計 | 13,280,000.00 | 12,521,201.52 | |||
| (484,484,102) | |||||
| オフショア人民元 | CGB 1.99% 04/09/25 | 63,260,000.00 | 63,140,606.87 | ||
| CGB 2.24% 05/25/25 | 24,400,000.00 | 24,463,320.44 | |||
| CGB 2.28% 11/25/25 | 11,420,000.00 | 11,439,332.91 | |||
| CGB 2.3% 05/15/26 | 12,000,000.00 | 12,028,646.40 | |||
| CGB 2.37% 01/20/27 | 19,900,000.00 | 19,922,176.56 | |||
| CGB 2.44% 10/15/27 | 7,000,000.00 | 7,010,895.50 | |||
| CGB 2.47% 09/02/24 | 14,290,000.00 | 14,371,847.40 | |||
| CGB 2.48% 04/15/27 | 18,380,000.00 | 18,467,398.73 | |||
| CGB 2.5% 07/25/27 | 10,000,000.00 | 10,040,504.00 | |||
| CGB 2.6% 09/01/32 | 7,750,000.00 | 7,696,290.79 | |||
| CGB 2.62% 09/25/29 | 21,000,000.00 | 21,042,604.80 | |||
| CGB 2.68% 05/21/30 | 11,650,000.00 | 11,708,651.92 | |||
| CGB 2.69% 08/12/26 | 11,720,000.00 | 11,874,914.96 | |||
| CGB 2.69% 08/15/32 | 13,500,000.00 | 13,511,506.05 | |||
| CGB 2.75% 06/15/29 | 5,000,000.00 | 5,053,675.50 | |||
| CGB 2.79% 12/15/29 | 9,740,000.00 | 9,852,653.81 | |||
| CGB 2.8% 03/24/29 | 15,770,000.00 | 16,003,782.36 | |||
| CGB 2.8% 03/25/30 | 5,000,000.00 | 5,063,235.50 | |||
| CGB 2.8% 11/15/32 | 6,000,000.00 | 6,065,100.00 | |||
| CGB 2.85% 06/04/27 | 11,760,000.00 | 11,975,496.12 | |||
| CGB 2.88% 02/25/33 | 5,100,000.00 | 5,198,803.32 | |||
| CGB 2.89% 11/18/31 | 22,500,000.00 | 22,884,743.25 | |||
| CGB 2.91% 10/14/28 | 18,300,000.00 | 18,699,300.51 | |||
| CGB 3.01% 05/13/28 | 15,960,000.00 | 16,389,196.32 | |||
| CGB 3.02% 05/27/31 | 14,720,000.00 | 15,144,093.50 | |||
| CGB 3.03% 03/11/26 | 22,150,000.00 | 22,655,323.45 | |||
| CGB 3.12% 10/25/52 | 2,500,000.00 | 2,561,477.50 | |||
| CGB 3.27% 11/19/30 | 3,430,000.00 | 3,602,278.95 | |||
| CGB 3.28% 12/03/27 | 11,140,000.00 | 11,584,949.41 | |||
| CGB 3.32% 04/15/52 | 4,790,000.00 | 5,056,708.15 | |||
| CGB 3.39% 03/16/50 | 11,760,000.00 | 12,530,305.87 | |||
| CGB 3.53% 10/18/51 | 7,010,000.00 | 7,672,972.85 | |||
| CGB 3.72% 04/12/51 | 6,850,000.00 | 7,756,644.76 | |||
| CGB 3.81% 09/14/50 | 8,230,000.00 | 9,413,033.69 | |||
| CGB 3.86% 07/22/49 | 5,810,000.00 | 6,679,110.92 | |||
| CGB 4.08% 10/22/48 | 4,780,000.00 | 5,678,696.88 | |||
| オフショア人民元 小計 | 464,570,000.00 | 474,240,279.95 | |||
| (9,348,366,670) | |||||
| 合計 | 163,694,111,935 | ||||
| (163,694,111,935) | |||||
| 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 | 202銘柄 | 100.0% | 48.4% |
| カナダドル | 国債証券 | 37銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 15銘柄 | 100.0% | 1.0% |
| ユーロ | 国債証券 | 352銘柄 | 100.0% | 33.7% |
| イギリスポンド | 国債証券 | 57銘柄 | 100.0% | 4.9% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.2% |
| ノルウェークローネ | 国債証券 | 9銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 7銘柄 | 100.0% | 0.3% |
| ポーランドズロチ | 国債証券 | 13銘柄 | 100.0% | 0.5% |
| オーストラリアドル | 国債証券 | 27銘柄 | 100.0% | 1.5% |
| ニュージーランドドル | 国債証券 | 13銘柄 | 100.0% | 0.2% |
| シンガポールドル | 国債証券 | 20銘柄 | 100.0% | 0.5% |
| マレーシアリンギット | 国債証券 | 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% | 0.3% |
| オフショア人民元 | 国債証券 | 36銘柄 | 100.0% | 5.7% |
| (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。
