有価証券報告書(内国投資信託受益証券)-第15期(令和2年10月21日-令和3年4月20日)
外国債券インデックス マザーファンド
貸借対照表
注記表
(有価証券に関する注記)
(デリバティブ取引に関する注記)
附属明細表
該当事項はありません。
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
貸借対照表
| 2021年 4月20日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 46,650,955 |
| コール・ローン | 5,413,630,517 |
| 国債証券 | 285,815,646,940 |
| 派生商品評価勘定 | 9,712,798 |
| 未収利息 | 1,975,549,471 |
| 前払金 | 11,928,145 |
| 前払費用 | 55,368,250 |
| 差入委託証拠金 | 411,004,543 |
| 流動資産合計 | 293,739,491,619 |
| 資産合計 | 293,739,491,619 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 49,147,796 |
| 未払金 | 244,756 |
| 未払解約金 | 62,128,241 |
| 未払利息 | 2,878 |
| 流動負債合計 | 111,523,671 |
| 負債合計 | 111,523,671 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 97,503,796,524 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 196,124,171,424 |
| 元本等合計 | 293,627,967,948 |
| 純資産合計 | 293,627,967,948 |
| 負債純資産合計 | 293,739,491,619 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2021年 4月20日現在 | |
| 1.有価証券の評価基準及び評価方法 | 国債証券 |
| 移動平均法(買付約定後、最初の利払日までは個別法)に基づき、時価で評価しております。 時価評価にあたっては、金融商品取引業者等の提示する価額、価格情報会社の提供する価額又は業界団体が発表する売買参考統計値等で評価しております。 | |
| 2.デリバティブの評価基準及び評価方法 | (1)先物取引 |
| 債券先物取引 個別法に基づき、時価で評価しております。 時価評価にあたっては、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場によっております。 | |
| (2)為替予約取引 | |
| 個別法に基づき、わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって計算しております。 当ファンドにおける派生商品評価勘定は、当該先物取引及び為替予約取引に係るものであります。 | |
| 3.外貨建資産・負債の本邦通貨への換算基準 | 投資信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算日又は計算日に知りうる直近の日の対顧客電信売買相場の仲値によって計算しております。 なお、外貨建資産等については、「投資信託財産の計算に関する規則(平成12年総理府令第133号)」第60条の規定に基づき、通貨の種類ごとに勘定を設けて、邦貨建資産等と区分する方法を採用しております。従って、外貨の売買については、同規則第61条の規定により処理し、為替差損益を算定しております。 |
| 4.収益及び費用の計上基準 | (1)派生商品取引等損益 |
| 約定日基準で計上しております。 | |
| (2)為替予約取引による為替差損益 | |
| 約定日基準で計上しております。 | |
| (貸借対照表に関する注記) |
| 2021年 4月20日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 97,503,796,524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 | 3.0115円 |
| (1万口当たり純資産額) | (30,115円) | ||
| (金融商品に関する注記) |
| 1.金融商品の状況に関する事項 |
| 2021年 4月20日現在 | |
| 1.金融商品に対する取組方針 | 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。 |
| 2.金融商品の内容及びそのリスク | 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 これらは、価格変動リスク、金利変動リスク、為替変動リスク等の市場リスク、信用リスク、流動性リスク等に晒されております。 また、当ファンドは、ファンド運用の効率化を図ることを目的として債券先物取引及び為替予約取引を行っております。債券先物取引に係る主要なリスクは、債券価格の変動による価格変動リスクであります。為替予約取引に係る主要なリスクは、為替相場の変動による価格変動リスク及び取引相手の信用状況の変動により損失が発生する信用リスクであります。 |
| 3.金融商品に係るリスク管理体制 | 運用部門から独立した運用監理部が、運用に関するリスク管理と法令等遵守状況のモニタリングを担当し、毎月開催される運用リスク管理委員会及び経営会議に報告します。 内部監査部は、業務執行に係る内部管理態勢の適切性・有効性を独立した立場から検証・評価し、監査結果等を取締役会に報告するとともに、指摘事項の是正・改善状況の事後点検を行います。 |
| 2.金融商品の時価等に関する事項 |
| 2021年 4月20日現在 | |
| 1.貸借対照表計上額、時価及びその差額 | 貸借対照表上の金融商品は原則として時価で評価しているため、貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 | (1)有価証券 |
| 売買目的有価証券 | |
| 「(重要な会計方針に係る事項に関する注記)」に記載しております。 | |
| (2)デリバティブ取引 | |
| 「(デリバティブ取引に関する注記)」に記載しております。 | |
| (3)コール・ローン等の金銭債権及び金銭債務 | |
| 短期間で決済されるため、時価は帳簿価額と近似していることから、当該帳簿価額によっております。 | |
| 3.金融商品の時価等に関する事項についての補足説明 | 金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額又は契約上の想定元本であり、当該金額自体がデリバティブ取引のリスクの大きさを示すものではありません。 |
| (関連当事者との取引に関する注記) |
| 該当事項はありません。 |
| (重要な後発事象に関する注記) |
| 該当事項はありません。 |
| (その他の注記) 元本の移動 |
| 区分 | 2021年 4月20日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2020年10月21日 |
| 期首元本額 | 93,399,251,407円 |
| 期中追加設定元本額 | 8,373,359,981円 |
| 期中一部解約元本額 | 4,268,814,864円 |
| 期末元本額 | 97,503,796,524円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,460,412,542円 |
| グローバル・インカム&プラス(毎月決算型) | 619,222,725円 |
| 財産四分法ファンド(毎月決算型) | 420,469,762円 |
| SBI資産設計オープン(資産成長型) | 2,044,932,704円 |
| SBI資産設計オープン(分配型) | 7,351,771円 |
| SMT グローバル債券インデックス・オープン | 7,065,439,104円 |
| 世界経済インデックスファンド | 8,849,289,417円 |
| DCマイセレクション25 | 1,883,533,855円 |
| DCマイセレクション50 | 1,600,718,497円 |
| DCマイセレクション75 | 1,080,370,294円 |
| DC外国債券インデックス・オープン | 2,110,469,317円 |
| DCマイセレクションS25 | 821,940,460円 |
| DCマイセレクションS50 | 651,273,161円 |
| DCマイセレクションS75 | 298,543,190円 |
| DCターゲット・イヤー ファンド2025 | 37,539,412円 |
| DCターゲット・イヤー ファンド2035 | 79,326,474円 |
| DCターゲット・イヤー ファンド2045 | 40,198,441円 |
| DC世界経済インデックスファンド | 10,922,446,211円 |
| 外国債券インデックス・オープン(SMA専用) | 673,334,624円 |
| 外国債券インデックス 為替ヘッジあり(SMA専用) | 7,920,901円 |
| マイセレクション50VA1(適格機関投資家専用) | 2,388,520円 |
| マイセレクション75VA1(適格機関投資家専用) | 1,479,644円 |
| 外国債券インデックス・オープンVA1(適格機関投資家専用) | 30,716,880円 |
| バランス30VA1(適格機関投資家専用) | 71,223,680円 |
| バランス50VA1(適格機関投資家専用) | 106,440,262円 |
| バランス25VA2(適格機関投資家専用) | 92,766,095円 |
| バランス50VA2(適格機関投資家専用) | 95,983,942円 |
| バランスA(25)VA1(適格機関投資家専用) | 1,640,717,677円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 498,640,268円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,953,962,165円 |
| 世界バランスVA1(適格機関投資家専用) | 512,111,187円 |
| 世界バランスVA2(適格機関投資家専用) | 61,297,992円 |
| バランスD(35)VA1(適格機関投資家専用) | 517,512,811円 |
| バランスE(25)VA1(適格機関投資家専用) | 192,553,052円 |
| バランスF(25)VA1(適格機関投資家専用) | 234,465,543円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 814,289,254円 |
| グローバル債券ファンド・シリーズ1(適格機関投資家専用) | 1,256,434,494円 |
| グローバル・バランスファンド・シリーズ1 | 765,529,114円 |
| 外国債券ファンド・シリーズ1 | 628,786,560円 |
| コア投資戦略ファンド(安定型) | 932,103,665円 |
| コア投資戦略ファンド(成長型) | 2,400,516,064円 |
| 分散投資コア戦略ファンドA | 1,098,711,660円 |
| 分散投資コア戦略ファンドS | 2,283,614,514円 |
| DC世界経済インデックスファンド(株式シフト型) | 418,997,142円 |
| DC世界経済インデックスファンド(債券シフト型) | 3,526,275,002円 |
| コア投資戦略ファンド(切替型) | 877,927,110円 |
| 世界経済インデックスファンド(株式シフト型) | 221,081,856円 |
| 世界経済インデックスファンド(債券シフト型) | 100,901,450円 |
| SMT グローバル債券インデックス・オープン(為替ヘッジあり) | 1,162,884,426円 |
| SMT インデックスバランス・オープン | 188,904,421円 |
| 外国債券SMTBセレクション(SMA専用) | 20,262,052,511円 |
| SMT 世界経済インデックス・オープン | 165,939,569円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 168,714,407円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 267,236,774円 |
| SMT 8資産インデックスバランス・オープン | 3,108,625円 |
| グローバル経済コア | 774,482,185円 |
| SBI資産設計オープン(つみたてNISA対応型) | 11,623,953円 |
| DCターゲット・イヤー ファンド2055 | 463,459円 |
| コア投資戦略ファンド(切替型ワイド) | 242,417,632円 |
| コア投資戦略ファンド(積極成長型) | 23,199,434円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 636,318円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 680,967円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 326,229円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 866,226円 |
| FOFs用 外国債券インデックス・ファンドS(適格機関投資家専用) | 522,262,426円 |
| FOFs用 外国債券インデックス・ファンドP(適格機関投資家専用) | 10,505,104,477円 |
| 外国債券インデックス・ファンド(適格機関投資家専用) | 337,431,736円 |
| 外国債券インデックス・ファンド(為替ヘッジあり)(適格機関投資家専用) | 342,739,594円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 140,592,032円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 369,968,658円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2021年 4月20日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | △10,341,215,175 |
| 合計 | △10,341,215,175 |
| (注)当計算期間の損益に含まれた評価差額は、「外国債券インデックス マザーファンド」の期首日から本報告書における開示対象ファンドの期末日までの期間に対応する金額であります。 |
(デリバティブ取引に関する注記)
| 債券関連 |
| (2021年 4月20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 | 5,419,028,073 | - | 5,407,099,928 | △11,928,145 | |
| 合計 | 5,419,028,073 | - | 5,407,099,928 | △11,928,145 | |
| (注)1.時価の算定方法 |
| 債券先物取引の時価については、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場で評価しております。 |
| 2.債券先物取引の残高は、契約金額ベースで表示しております。 |
| 3.計算日又は計算日に知りうる直近の日のわが国の対顧客電信売買相場の仲値により邦貨換算しております。 |
| 4.契約額等には手数料相当額を含んでおりません。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
| 通貨関連 |
| (2021年 4月20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 | 5,556,165,413 | - | 5,528,658,560 | △27,506,853 | |
| アメリカドル | 2,543,836,346 | - | 2,517,255,520 | △26,580,826 | |
| カナダドル | 252,406,698 | - | 250,536,800 | △1,869,898 | |
| ユーロ | 2,370,138,662 | - | 2,368,926,720 | △1,211,942 | |
| イギリスポンド | 389,783,707 | - | 391,939,520 | 2,155,813 | |
| 合計 | 5,556,165,413 | - | 5,528,658,560 | △27,506,853 | |
| (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 | 10,000,000.00 | 9,957,421.90 | |
| T 0.125% 02/15/24 | 4,710,000.00 | 4,687,921.87 | |||
| T 0.125% 05/15/23 | 7,500,000.00 | 7,491,503.92 | |||
| T 0.125% 09/15/23 | 8,060,000.00 | 8,041,739.10 | |||
| T 0.125% 10/15/23 | 8,000,000.00 | 7,978,437.52 | |||
| T 0.125% 12/15/23 | 3,250,000.00 | 3,238,066.42 | |||
| T 0.125% 12/31/22 | 6,400,000.00 | 6,398,124.99 | |||
| T 0.25% 04/15/23 | 10,150,000.00 | 10,166,255.83 | |||
| T 0.25% 06/15/23 | 8,000,000.00 | 8,010,312.48 | |||
| T 0.25% 06/30/25 | 1,000,000.00 | 983,281.25 | |||
| T 0.25% 07/31/25 | 10,000,000.00 | 9,819,921.90 | |||
| T 0.25% 09/30/25 | 7,500,000.00 | 7,347,949.20 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,521,812.50 | |||
| T 0.375% 01/31/26 | 8,000,000.00 | 7,840,000.00 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,926,250.00 | |||
| T 0.375% 07/31/27 | 9,500,000.00 | 9,051,718.75 | |||
| T 0.375% 09/30/27 | 8,000,000.00 | 7,595,312.48 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,947,734.39 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,925,312.52 | |||
| T 0.5% 03/15/23 | 7,770,000.00 | 7,819,928.31 | |||
| T 0.5% 03/31/25 | 7,220,000.00 | 7,196,027.36 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,837,674.21 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,372,304.70 | |||
| T 0.5% 06/30/27 | 7,100,000.00 | 6,830,699.20 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,467,228.89 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 7,165,429.72 | |||
| T 0.625% 05/15/30 | 14,100,000.00 | 13,001,742.25 | |||
| T 0.625% 08/15/30 | 15,950,000.00 | 14,650,324.29 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,405,273.45 | |||
| T 0.625% 12/31/27 | 10,000,000.00 | 9,607,031.30 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 8,224,414.10 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 10,448,769.58 | |||
| T 1.125% 02/15/31 | 8,000,000.00 | 7,654,375.04 | |||
| T 1.125% 05/15/40 | 8,060,000.00 | 6,740,175.00 | |||
| T 1.125% 08/15/40 | 9,300,000.00 | 7,748,789.10 | |||
| T 1.25% 05/15/50 | 10,650,000.00 | 8,274,550.82 | |||
| T 1.25% 07/31/23 | 4,550,000.00 | 4,658,062.50 | |||
| T 1.375% 01/31/25 | 9,000,000.00 | 9,280,546.92 | |||
| T 1.375% 06/30/23 | 5,000,000.00 | 5,128,906.25 | |||
| T 1.375% 08/15/50 | 9,900,000.00 | 7,948,617.23 | |||
| T 1.375% 08/31/23 | 2,500,000.00 | 2,568,652.35 | |||
| T 1.375% 09/30/23 | 4,000,000.00 | 4,112,343.76 | |||
| T 1.375% 10/15/22 | 5,000,000.00 | 5,092,968.75 | |||
| T 1.375% 11/15/40 | 13,000,000.00 | 11,325,234.44 | |||
| T 1.5% 01/15/23 | 6,200,000.00 | 6,345,796.90 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 6,466,461.75 | |||
| T 1.5% 02/28/23 | 7,800,000.00 | 7,994,238.25 | |||
| T 1.5% 03/31/23 | 4,000,000.00 | 4,103,906.24 | |||
| T 1.5% 08/15/22 | 10,000,000.00 | 10,184,375.00 | |||
| T 1.5% 08/15/26 | 8,400,000.00 | 8,650,359.39 | |||
| T 1.5% 09/15/22 | 9,500,000.00 | 9,684,433.57 | |||
| T 1.5% 09/30/24 | 8,500,000.00 | 8,806,796.87 | |||
| T 1.625% 02/15/26 | 8,100,000.00 | 8,416,406.25 | |||
| T 1.625% 04/30/23 | 3,500,000.00 | 3,602,539.08 | |||
| T 1.625% 05/15/26 | 8,270,000.00 | 8,582,709.37 | |||
| T 1.625% 05/31/23 | 1,000,000.00 | 1,030,312.50 | |||
| T 1.625% 08/15/22 | 2,500,000.00 | 2,550,292.97 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,848,085.93 | |||
| T 1.625% 08/31/22 | 5,000,000.00 | 5,103,222.65 | |||
| T 1.625% 10/31/23 | 2,500,000.00 | 2,587,402.35 | |||
| T 1.625% 10/31/26 | 7,300,000.00 | 7,556,070.34 | |||
| T 1.625% 11/15/22 | 8,080,000.00 | 8,269,217.19 | |||
| T 1.625% 11/15/50 | 8,050,000.00 | 6,894,699.25 | |||
| T 1.625% 11/30/26 | 8,780,000.00 | 9,083,870.35 | |||
| T 1.625% 12/15/22 | 3,600,000.00 | 3,688,593.76 | |||
| T 1.75% 01/31/23 | 7,550,000.00 | 7,764,408.22 | |||
| T 1.75% 03/31/22 | 9,550,000.00 | 9,701,643.59 | |||
| T 1.75% 04/30/22 | 5,500,000.00 | 5,594,316.42 | |||
| T 1.75% 05/15/22 | 3,800,000.00 | 3,867,539.07 | |||
| T 1.75% 05/15/23 | 3,690,000.00 | 3,809,348.43 | |||
| T 1.75% 05/31/22 | 9,550,000.00 | 9,726,637.65 | |||
| T 1.75% 06/30/22 | 7,000,000.00 | 7,138,496.12 | |||
| T 1.75% 06/30/24 | 2,400,000.00 | 2,503,968.74 | |||
| T 1.75% 07/15/22 | 8,320,000.00 | 8,489,975.02 | |||
| T 1.75% 09/30/22 | 5,150,000.00 | 5,271,507.81 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 3,069,843.75 | |||
| T 1.875% 02/15/51 | 1,900,000.00 | 1,730,484.37 | |||
| T 1.875% 03/31/22 | 5,500,000.00 | 5,593,779.29 | |||
| T 1.875% 04/30/22 | 4,450,000.00 | 4,531,959.96 | |||
| T 1.875% 07/31/22 | 9,000,000.00 | 9,204,609.42 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 5,448,891.78 | |||
| T 1.875% 08/31/22 | 4,000,000.00 | 4,096,015.64 | |||
| T 1.875% 08/31/24 | 6,000,000.00 | 6,289,921.86 | |||
| T 1.875% 09/30/22 | 2,660,000.00 | 2,727,591.02 | |||
| T 1.875% 10/31/22 | 7,450,000.00 | 7,649,345.68 | |||
| T 2.125% 02/29/24 | 5,100,000.00 | 5,363,964.83 | |||
| T 2.125% 03/31/24 | 7,400,000.00 | 7,789,945.29 | |||
| T 2.125% 05/15/22 | 3,790,000.00 | 3,872,536.11 | |||
| T 2.125% 05/15/25 | 2,400,000.00 | 2,546,906.25 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,826,265.61 | |||
| T 2.125% 06/30/22 | 6,000,000.00 | 6,145,781.28 | |||
| T 2.125% 07/31/24 | 4,800,000.00 | 5,069,625.02 | |||
| T 2.125% 09/30/24 | 8,000,000.00 | 8,459,062.48 | |||
| T 2.125% 11/30/23 | 2,680,000.00 | 2,810,964.06 | |||
| T 2.125% 12/31/22 | 5,320,000.00 | 5,498,510.95 | |||
| T 2.25% 01/31/24 | 4,000,000.00 | 4,217,656.24 | |||
| T 2.25% 02/15/27 | 8,950,000.00 | 9,563,914.06 | |||
| T 2.25% 04/15/22 | 4,000,000.00 | 4,085,859.36 | |||
| T 2.25% 04/30/24 | 7,000,000.00 | 7,401,132.83 | |||
| T 2.25% 08/15/27 | 8,550,000.00 | 9,126,457.07 | |||
| T 2.25% 08/15/46 | 7,290,000.00 | 7,264,371.13 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 5,465,625.00 | |||
| T 2.25% 10/31/24 | 6,300,000.00 | 6,692,765.62 | |||
| T 2.25% 11/15/24 | 10,150,000.00 | 10,787,943.33 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,700,609.36 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 8,159,800.81 | |||
| T 2.25% 12/31/23 | 4,500,000.00 | 4,739,062.50 | |||
| T 2.25% 12/31/24 | 8,400,000.00 | 8,939,437.50 | |||
| T 2.375% 01/31/23 | 5,000,000.00 | 5,197,851.55 | |||
| T 2.375% 02/29/24 | 5,760,000.00 | 6,099,075.01 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,795,812.50 | |||
| T 2.375% 05/15/27 | 10,750,000.00 | 11,564,648.43 | |||
| T 2.375% 05/15/29 | 8,010,000.00 | 8,595,731.25 | |||
| T 2.375% 08/15/24 | 5,000,000.00 | 5,324,218.75 | |||
| T 2.375% 11/15/49 | 7,500,000.00 | 7,656,445.35 | |||
| T 2.5% 01/31/24 | 3,470,000.00 | 3,682,537.50 | |||
| T 2.5% 01/31/25 | 5,000,000.00 | 5,370,312.50 | |||
| T 2.5% 02/15/45 | 3,210,000.00 | 3,360,217.98 | |||
| T 2.5% 02/15/46 | 4,000,000.00 | 4,182,812.52 | |||
| T 2.5% 03/31/23 | 4,050,000.00 | 4,234,148.43 | |||
| T 2.5% 05/15/24 | 7,900,000.00 | 8,420,597.67 | |||
| T 2.5% 05/15/46 | 5,050,000.00 | 5,281,195.31 | |||
| T 2.5% 08/15/23 | 4,550,000.00 | 4,792,429.68 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 5,096,527.74 | |||
| T 2.625% 02/15/29 | 9,990,000.00 | 10,909,392.18 | |||
| T 2.625% 02/28/23 | 1,400,000.00 | 1,464,175.77 | |||
| T 2.625% 03/31/25 | 7,250,000.00 | 7,831,699.25 | |||
| T 2.625% 06/30/23 | 4,900,000.00 | 5,161,843.75 | |||
| T 2.625% 12/31/23 | 3,500,000.00 | 3,721,210.95 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 6,320,610.96 | |||
| T 2.75% 02/15/24 | 3,000,000.00 | 3,207,539.07 | |||
| T 2.75% 02/15/28 | 6,550,000.00 | 7,199,371.12 | |||
| T 2.75% 04/30/23 | 3,600,000.00 | 3,787,171.88 | |||
| T 2.75% 05/31/23 | 3,880,000.00 | 4,089,762.50 | |||
| T 2.75% 06/30/25 | 5,500,000.00 | 5,981,250.00 | |||
| T 2.75% 07/31/23 | 1,000,000.00 | 1,057,929.69 | |||
| T 2.75% 08/15/42 | 1,300,000.00 | 1,426,546.87 | |||
| T 2.75% 08/15/47 | 4,950,000.00 | 5,426,824.24 | |||
| T 2.75% 08/31/23 | 7,500,000.00 | 7,948,242.22 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 7,512,644.51 | |||
| T 2.75% 11/15/23 | 6,120,000.00 | 6,513,018.75 | |||
| T 2.75% 11/15/42 | 2,820,000.00 | 3,092,306.25 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 3,346,421.87 | |||
| T 2.875% 04/30/25 | 4,000,000.00 | 4,364,375.00 | |||
| T 2.875% 05/15/28 | 7,260,000.00 | 8,046,121.87 | |||
| T 2.875% 05/15/43 | 4,150,000.00 | 4,641,839.86 | |||
| T 2.875% 05/15/49 | 5,570,000.00 | 6,273,647.68 | |||
| T 2.875% 05/31/25 | 3,820,000.00 | 4,171,410.16 | |||
| T 2.875% 07/31/25 | 5,460,000.00 | 5,971,021.87 | |||
| T 2.875% 08/15/28 | 8,920,000.00 | 9,894,231.25 | |||
| T 2.875% 08/15/45 | 4,300,000.00 | 4,810,960.95 | |||
| T 2.875% 09/30/23 | 4,750,000.00 | 5,056,708.97 | |||
| T 2.875% 10/31/23 | 2,500,000.00 | 2,665,917.97 | |||
| T 2.875% 11/30/23 | 4,020,000.00 | 4,294,333.60 | |||
| T 2.875% 11/30/25 | 7,500,000.00 | 8,225,390.62 | |||
| T 2% 02/15/23 | 5,000,000.00 | 5,167,578.15 | |||
| T 2% 02/15/25 | 8,460,000.00 | 8,928,935.17 | |||
| T 2% 02/15/50 | 5,000,000.00 | 4,698,828.15 | |||
| T 2% 04/30/24 | 6,230,000.00 | 6,541,013.31 | |||
| T 2% 05/31/24 | 3,310,000.00 | 3,477,568.75 | |||
| T 2% 06/30/24 | 5,500,000.00 | 5,781,445.34 | |||
| T 2% 07/31/22 | 3,000,000.00 | 3,072,949.23 | |||
| T 2% 08/15/25 | 6,890,000.00 | 7,281,330.50 | |||
| T 2% 10/31/22 | 10,000,000.00 | 10,285,937.50 | |||
| T 2% 11/15/26 | 10,220,000.00 | 10,786,092.23 | |||
| T 2% 11/30/22 | 2,000,000.00 | 2,060,039.06 | |||
| T 3.125% 02/15/42 | 2,350,000.00 | 2,735,730.48 | |||
| T 3.125% 02/15/43 | 3,500,000.00 | 4,071,210.95 | |||
| T 3.125% 05/15/48 | 5,930,000.00 | 6,971,919.55 | |||
| T 3.125% 08/15/44 | 4,140,000.00 | 4,822,776.58 | |||
| T 3.125% 11/15/28 | 8,400,000.00 | 9,475,593.79 | |||
| T 3.125% 11/15/41 | 1,750,000.00 | 2,035,468.75 | |||
| T 3.375% 05/15/44 | 3,010,000.00 | 3,645,627.35 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 6,525,625.00 | |||
| T 3.5% 02/15/39 | 770,000.00 | 939,580.47 | |||
| T 3.625% 02/15/44 | 2,400,000.00 | 3,016,500.00 | |||
| T 3.625% 08/15/43 | 2,000,000.00 | 2,509,375.00 | |||
| T 3.75% 08/15/41 | 2,000,000.00 | 2,537,812.50 | |||
| T 3.75% 11/15/43 | 4,500,000.00 | 5,753,320.33 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,863,929.68 | |||
| T 3% 02/15/47 | 2,800,000.00 | 3,211,031.26 | |||
| T 3% 02/15/48 | 4,450,000.00 | 5,116,109.37 | |||
| T 3% 02/15/49 | 7,000,000.00 | 8,071,328.16 | |||
| T 3% 05/15/42 | 1,620,000.00 | 1,849,584.37 | |||
| T 3% 05/15/45 | 3,500,000.00 | 3,997,929.70 | |||
| T 3% 05/15/47 | 5,710,000.00 | 6,551,332.81 | |||
| T 3% 08/15/48 | 5,450,000.00 | 6,270,906.25 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,623,117.19 | |||
| T 3% 10/31/25 | 5,000,000.00 | 5,507,421.90 | |||
| T 3% 11/15/44 | 4,050,000.00 | 4,623,960.93 | |||
| T 4.25% 05/15/39 | 900,000.00 | 1,203,257.81 | |||
| T 4.25% 11/15/40 | 2,350,000.00 | 3,166,625.00 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,344,375.00 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 2,593,351.57 | |||
| T 4.375% 05/15/41 | 1,950,000.00 | 2,677,289.06 | |||
| T 4.375% 11/15/39 | 1,260,000.00 | 1,713,304.69 | |||
| T 4.5% 02/15/36 | 1,590,000.00 | 2,134,202.35 | |||
| T 4.5% 05/15/38 | 550,000.00 | 750,535.15 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 2,342,945.32 | |||
| T 4.625% 02/15/40 | 2,380,000.00 | 3,339,809.37 | |||
| T 4.75% 02/15/41 | 750,000.00 | 1,075,488.28 | |||
| T 5.0% 05/15/37 | 1,100,000.00 | 1,568,015.62 | |||
| T 5.25% 02/15/29 | 1,250,000.00 | 1,611,718.75 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,668,265.62 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,634,175.79 | |||
| T 5.5% 08/15/28 | 1,200,000.00 | 1,553,531.25 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 2,119,820.32 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,906,523.43 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,477,628.91 | |||
| T 6.25% 08/15/23 | 1,650,000.00 | 1,881,451.17 | |||
| アメリカドル 小計 | 1,125,950,000.00 | 1,168,317,125.05 | |||
| (126,411,912,930) | |||||
| カナダドル | CAN 0.25% 02/01/23 | 3,060,000.00 | 3,059,755.20 | ||
| CAN 0.25% 03/01/26 | 1,200,000.00 | 1,160,508.00 | |||
| CAN 0.25% 04/01/24 | 700,000.00 | 695,058.00 | |||
| CAN 0.25% 08/01/22 | 910,000.00 | 910,336.70 | |||
| CAN 0.25% 11/01/22 | 1,770,000.00 | 1,770,017.70 | |||
| CAN 0.5% 09/01/25 | 3,990,000.00 | 3,933,501.60 | |||
| CAN 0.5% 12/01/30 | 2,420,000.00 | 2,199,586.40 | |||
| CAN 1.25% 03/01/25 | 2,400,000.00 | 2,451,216.00 | |||
| CAN 1.25% 06/01/30 | 5,620,000.00 | 5,517,378.80 | |||
| CAN 1.5% 06/01/23 | 1,070,000.00 | 1,097,392.00 | |||
| CAN 1.5% 06/01/26 | 1,360,000.00 | 1,396,760.80 | |||
| CAN 1.5% 09/01/24 | 600,000.00 | 618,576.00 | |||
| CAN 1.75% 03/01/23 | 3,620,000.00 | 3,718,717.40 | |||
| CAN 1% 06/01/27 | 820,000.00 | 814,858.60 | |||
| CAN 1% 09/01/22 | 2,500,000.00 | 2,526,450.00 | |||
| CAN 2.25% 03/01/24 | 2,300,000.00 | 2,417,553.00 | |||
| CAN 2.25% 06/01/25 | 1,800,000.00 | 1,911,960.00 | |||
| CAN 2.25% 06/01/29 | 1,260,000.00 | 1,349,359.20 | |||
| CAN 2.5% 06/01/24 | 3,300,000.00 | 3,504,831.00 | |||
| CAN 2.75% 06/01/22 | 3,670,000.00 | 3,774,228.00 | |||
| CAN 2.75% 12/01/48 | 1,880,000.00 | 2,179,634.40 | |||
| CAN 2.75% 12/01/64 | 560,000.00 | 679,515.20 | |||
| CAN 2% 06/01/28 | 1,310,000.00 | 1,379,168.00 | |||
| CAN 2% 09/01/23 | 4,310,000.00 | 4,476,797.00 | |||
| CAN 2% 12/01/51 | 3,960,000.00 | 3,943,764.00 | |||
| CAN 3.5% 12/01/45 | 1,480,000.00 | 1,919,870.80 | |||
| CAN 4.0% 06/01/41 | 1,050,000.00 | 1,419,663.00 | |||
| CAN 5.75% 06/01/29 | 1,170,000.00 | 1,566,080.10 | |||
| CAN 5.75% 06/01/33 | 1,410,000.00 | 2,034,813.30 | |||
| CAN 5% 06/01/37 | 820,000.00 | 1,189,590.40 | |||
| カナダドル 小計 | 62,320,000.00 | 65,616,940.60 | |||
| (5,669,303,667) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 10,902,361.50 | ||
| MBONO 10% 12/05/24 | 29,660,000.00 | 34,181,370.40 | |||
| MBONO 5.75% 03/05/26 | 40,580,000.00 | 40,745,566.40 | |||
| MBONO 6.5% 06/09/22 | 33,080,000.00 | 33,796,512.80 | |||
| MBONO 6.75% 03/09/23 | 31,500,000.00 | 32,629,590.00 | |||
| MBONO 7.5% 06/03/27 | 38,910,000.00 | 42,013,072.50 | |||
| MBONO 7.75% 05/29/31 | 19,180,000.00 | 20,827,562.00 | |||
| MBONO 7.75% 11/13/42 | 24,190,000.00 | 24,933,358.70 | |||
| MBONO 7.75% 11/23/34 | 14,100,000.00 | 15,126,198.00 | |||
| MBONO 8.5% 05/31/29 | 37,670,000.00 | 42,959,621.40 | |||
| MBONO 8.5% 11/18/38 | 25,020,000.00 | 27,936,581.40 | |||
| MBONO 8% 09/05/24 | 34,470,000.00 | 37,321,703.10 | |||
| MBONO 8% 11/07/47 | 23,430,000.00 | 24,644,845.50 | |||
| MBONO 8% 12/07/23 | 34,870,000.00 | 37,436,432.00 | |||
| メキシコペソ 小計 | 395,210,000.00 | 425,454,775.70 | |||
| (2,321,834,347) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,370,000.00 | 1,390,673.30 | ||
| BGB 0.2% 10/22/23 | 980,000.00 | 1,000,923.00 | |||
| BGB 0.4% 06/22/40 | 710,000.00 | 688,700.00 | |||
| BGB 0.5% 10/22/24 | 1,620,000.00 | 1,682,467.20 | |||
| BGB 0.65% 06/22/71 | 640,000.00 | 542,828.80 | |||
| BGB 0.8% 06/22/25 | 2,420,000.00 | 2,557,189.80 | |||
| BGB 0.8% 06/22/27 | 1,690,000.00 | 1,812,237.70 | |||
| BGB 0.8% 06/22/28 | 1,560,000.00 | 1,681,040.40 | |||
| BGB 0.9% 06/22/29 | 2,360,000.00 | 2,566,854.00 | |||
| BGB 0% 10/22/27 | 430,000.00 | 439,103.10 | |||
| BGB 0% 10/22/31 | 300,000.00 | 297,849.00 | |||
| BGB 1.25% 04/22/33 | 1,500,000.00 | 1,696,965.00 | |||
| BGB 1.45% 06/22/37 | 720,000.00 | 835,495.20 | |||
| BGB 1.6% 06/22/47 | 1,380,000.00 | 1,650,079.80 | |||
| BGB 1.7% 06/22/50 | 1,000,000.00 | 1,226,770.00 | |||
| BGB 1.9% 06/22/38 | 1,050,000.00 | 1,299,931.50 | |||
| BGB 1% 06/22/26 | 2,280,000.00 | 2,453,439.60 | |||
| BGB 1% 06/22/31 | 1,980,000.00 | 2,176,158.60 | |||
| BGB 2.15% 06/22/66 | 870,000.00 | 1,239,123.60 | |||
| BGB 2.25% 06/22/23 | 1,850,000.00 | 1,967,845.00 | |||
| BGB 2.25% 06/22/57 | 770,000.00 | 1,092,044.80 | |||
| BGB 2.6% 06/22/24 | 2,140,000.00 | 2,360,270.20 | |||
| BGB 3.75% 06/22/45 | 1,200,000.00 | 2,015,940.00 | |||
| BGB 3% 06/22/34 | 1,030,000.00 | 1,400,171.70 | |||
| BGB 4.25% 03/28/41 | 2,190,000.00 | 3,713,604.90 | |||
| BGB 4.25% 09/28/22 | 2,100,000.00 | 2,249,940.00 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,424,578.20 | |||
| BGB 4% 03/28/32 | 1,080,000.00 | 1,545,620.40 | |||
| BGB 5.5% 03/28/28 | 2,780,000.00 | 3,919,410.80 | |||
| BGB 5% 03/28/35 | 2,690,000.00 | 4,431,775.00 | |||
| BKO 0% 06/10/22 | 600,000.00 | 604,602.00 | |||
| BKO 0% 12/15/22 | 4,950,000.00 | 5,005,737.00 | |||
| BTPS 0.05% 01/15/23 | 2,030,000.00 | 2,044,149.10 | |||
| BTPS 0.25% 03/15/28 | 1,050,000.00 | 1,037,011.50 | |||
| BTPS 0.3% 08/15/23 | 1,850,000.00 | 1,874,549.50 | |||
| BTPS 0.35% 02/01/25 | 580,000.00 | 588,850.80 | |||
| BTPS 0.5% 02/01/26 | 1,560,000.00 | 1,589,952.00 | |||
| BTPS 0.6% 06/15/23 | 1,110,000.00 | 1,131,700.50 | |||
| BTPS 0.6% 08/01/31 | 1,850,000.00 | 1,807,561.00 | |||
| BTPS 0.65% 10/15/23 | 2,170,000.00 | 2,219,259.00 | |||
| BTPS 0.85% 01/15/27 | 2,250,000.00 | 2,327,400.00 | |||
| BTPS 0.9% 04/01/31 | 700,000.00 | 707,469.00 | |||
| BTPS 0.9% 08/01/22 | 3,180,000.00 | 3,231,770.40 | |||
| BTPS 0.95% 03/01/23 | 2,000,000.00 | 2,047,580.00 | |||
| BTPS 0.95% 03/01/37 | 1,020,000.00 | 970,968.60 | |||
| BTPS 0.95% 03/15/23 | 2,580,000.00 | 2,642,410.20 | |||
| BTPS 0.95% 08/01/30 | 2,230,000.00 | 2,276,986.10 | |||
| BTPS 0.95% 09/15/27 | 2,380,000.00 | 2,470,178.20 | |||
| BTPS 0% 01/15/24 | 1,000,000.00 | 1,005,620.00 | |||
| BTPS 1.2% 04/01/22 | 220,000.00 | 223,390.20 | |||
| BTPS 1.25% 12/01/26 | 1,950,000.00 | 2,062,612.50 | |||
| BTPS 1.35% 04/01/30 | 1,940,000.00 | 2,053,354.20 | |||
| BTPS 1.35% 04/15/22 | 2,900,000.00 | 2,950,576.00 | |||
| BTPS 1.45% 03/01/36 | 1,450,000.00 | 1,495,733.00 | |||
| BTPS 1.45% 05/15/25 | 2,300,000.00 | 2,436,344.00 | |||
| BTPS 1.45% 09/15/22 | 1,990,000.00 | 2,040,665.40 | |||
| BTPS 1.45% 11/15/24 | 2,400,000.00 | 2,532,408.00 | |||
| BTPS 1.5% 06/01/25 | 2,410,000.00 | 2,559,709.20 | |||
| BTPS 1.6% 06/01/26 | 2,830,000.00 | 3,040,212.40 | |||
| BTPS 1.65% 03/01/32 | 3,010,000.00 | 3,250,468.90 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,751,175.60 | |||
| BTPS 1.7% 09/01/51 | 1,120,000.00 | 1,091,798.40 | |||
| BTPS 1.75% 07/01/24 | 3,200,000.00 | 3,394,112.00 | |||
| BTPS 1.8% 03/01/41 | 1,240,000.00 | 1,297,126.80 | |||
| BTPS 1.85% 05/15/24 | 2,000,000.00 | 2,123,920.00 | |||
| BTPS 1.85% 07/01/25 | 2,700,000.00 | 2,907,198.00 | |||
| BTPS 1% 07/15/22 | 2,160,000.00 | 2,197,303.20 | |||
| BTPS 2.05% 08/01/27 | 2,740,000.00 | 3,033,782.80 | |||
| BTPS 2.1% 07/15/26 | 3,200,000.00 | 3,523,008.00 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,543,499.60 | |||
| BTPS 2.25% 09/01/36 | 1,390,000.00 | 1,585,837.10 | |||
| BTPS 2.45% 09/01/33 | 1,790,000.00 | 2,084,204.40 | |||
| BTPS 2.45% 09/01/50 | 1,470,000.00 | 1,689,221.10 | |||
| BTPS 2.45% 10/01/23 | 910,000.00 | 970,487.70 | |||
| BTPS 2.5% 11/15/25 | 2,950,000.00 | 3,279,043.00 | |||
| BTPS 2.5% 12/01/24 | 2,950,000.00 | 3,224,822.00 | |||
| BTPS 2.7% 03/01/47 | 2,510,000.00 | 3,022,642.40 | |||
| BTPS 2.8% 03/01/67 | 1,320,000.00 | 1,577,083.20 | |||
| BTPS 2.8% 12/01/28 | 1,890,000.00 | 2,213,038.80 | |||
| BTPS 2.95% 09/01/38 | 2,050,000.00 | 2,548,478.00 | |||
| BTPS 2% 02/01/28 | 2,690,000.00 | 2,976,646.40 | |||
| BTPS 2% 12/01/25 | 2,090,000.00 | 2,276,908.70 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,801,440.40 | |||
| BTPS 3.25% 09/01/46 | 1,950,000.00 | 2,570,139.00 | |||
| BTPS 3.35% 03/01/35 | 2,220,000.00 | 2,841,888.60 | |||
| BTPS 3.45% 03/01/48 | 2,120,000.00 | 2,898,697.20 | |||
| BTPS 3.5% 03/01/30 | 3,960,000.00 | 4,925,408.40 | |||
| BTPS 3.75% 09/01/24 | 2,150,000.00 | 2,430,317.00 | |||
| BTPS 3.85% 09/01/49 | 2,160,000.00 | 3,159,885.60 | |||
| BTPS 3% 08/01/29 | 3,360,000.00 | 4,011,974.40 | |||
| BTPS 4.5% 03/01/24 | 2,750,000.00 | 3,119,737.50 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,524,724.80 | |||
| BTPS 4.5% 05/01/23 | 3,580,000.00 | 3,932,164.60 | |||
| BTPS 4.75% 08/01/23 | 4,950,000.00 | 5,524,596.00 | |||
| BTPS 4.75% 09/01/28 | 3,630,000.00 | 4,745,789.40 | |||
| BTPS 4.75% 09/01/44 | 3,050,000.00 | 4,893,206.50 | |||
| BTPS 4% 02/01/37 | 3,550,000.00 | 4,918,489.50 | |||
| BTPS 5.0% 08/01/39 | 3,300,000.00 | 5,212,416.00 | |||
| BTPS 5.25% 11/01/29 | 3,560,000.00 | 4,934,978.80 | |||
| BTPS 5.5% 09/01/22 | 1,400,000.00 | 1,511,916.00 | |||
| BTPS 5.5% 11/01/22 | 3,450,000.00 | 3,758,326.50 | |||
| BTPS 5.75% 02/01/33 | 3,080,000.00 | 4,718,467.60 | |||
| BTPS 5% 03/01/25 | 3,660,000.00 | 4,374,249.00 | |||
| BTPS 5% 08/01/34 | 3,420,000.00 | 5,062,044.60 | |||
| BTPS 5% 09/01/40 | 3,190,000.00 | 5,079,022.30 | |||
| BTPS 6.5% 11/01/27 | 3,600,000.00 | 5,022,072.00 | |||
| BTPS 6% 05/01/31 | 3,940,000.00 | 5,922,292.80 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,943,088.00 | |||
| BTPS 9% 11/01/23 | 800,000.00 | 987,480.00 | |||
| DBR 0.25% 02/15/27 | 5,690,000.00 | 5,958,283.50 | |||
| DBR 0.25% 02/15/29 | 3,890,000.00 | 4,092,007.70 | |||
| DBR 0.25% 08/15/28 | 2,180,000.00 | 2,292,989.40 | |||
| DBR 0.5% 02/15/25 | 3,000,000.00 | 3,136,080.00 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 3,163,080.00 | |||
| DBR 0.5% 02/15/28 | 2,390,000.00 | 2,552,472.20 | |||
| DBR 0.5% 08/15/27 | 4,690,000.00 | 4,996,163.20 | |||
| DBR 0% 02/15/30 | 3,570,000.00 | 3,672,173.40 | |||
| DBR 0% 02/15/31 | 800,000.00 | 818,720.00 | |||
| DBR 0% 05/15/35 | 2,370,000.00 | 2,372,061.90 | |||
| DBR 0% 08/15/26 | 4,350,000.00 | 4,486,155.00 | |||
| DBR 0% 08/15/29 | 3,500,000.00 | 3,605,560.00 | |||
| DBR 0% 08/15/30 | 4,260,000.00 | 4,371,313.80 | |||
| DBR 0% 08/15/30 | 670,000.00 | 690,823.60 | |||
| DBR 0% 08/15/50 | 2,440,000.00 | 2,228,574.00 | |||
| DBR 0% 11/15/27 | 2,160,000.00 | 2,229,832.80 | |||
| DBR 1.25% 08/15/48 | 3,580,000.00 | 4,503,210.40 | |||
| DBR 1.5% 02/15/23 | 2,960,000.00 | 3,079,643.20 | |||
| DBR 1.5% 05/15/23 | 3,020,000.00 | 3,159,493.80 | |||
| DBR 1.5% 05/15/24 | 2,290,000.00 | 2,446,407.00 | |||
| DBR 1.5% 09/04/22 | 2,800,000.00 | 2,885,092.00 | |||
| DBR 1.75% 02/15/24 | 1,650,000.00 | 1,765,912.50 | |||
| DBR 1.75% 07/04/22 | 2,090,000.00 | 2,151,905.80 | |||
| DBR 1% 08/15/24 | 2,000,000.00 | 2,114,020.00 | |||
| DBR 1% 08/15/25 | 2,720,000.00 | 2,915,812.80 | |||
| DBR 2.5% 07/04/44 | 3,540,000.00 | 5,429,227.20 | |||
| DBR 2.5% 08/15/46 | 3,800,000.00 | 5,943,618.00 | |||
| DBR 2% 08/15/23 | 2,860,000.00 | 3,041,810.20 | |||
| DBR 3.25% 07/04/42 | 2,580,000.00 | 4,279,342.80 | |||
| DBR 4.0% 01/04/37 | 2,930,000.00 | 4,785,246.70 | |||
| DBR 4.25% 07/04/39 | 2,720,000.00 | 4,801,452.80 | |||
| DBR 4.75% 07/04/28 | 2,550,000.00 | 3,530,092.50 | |||
| DBR 4.75% 07/04/34 | 3,390,000.00 | 5,601,805.50 | |||
| DBR 4.75% 07/04/40 | 2,830,000.00 | 5,370,434.40 | |||
| DBR 5.5% 01/04/31 | 2,840,000.00 | 4,469,450.00 | |||
| DBR 5.625% 01/04/28 | 2,360,000.00 | 3,350,562.80 | |||
| DBR 6.25% 01/04/24 | 3,230,000.00 | 3,846,994.60 | |||
| DBR 6.25% 01/04/30 | 1,250,000.00 | 1,986,062.50 | |||
| DBR 6.5% 07/04/27 | 980,000.00 | 1,417,305.40 | |||
| FRTR 0.25% 11/25/26 | 4,680,000.00 | 4,850,679.60 | |||
| FRTR 0.5% 05/25/25 | 5,590,000.00 | 5,828,581.20 | |||
| FRTR 0.5% 05/25/26 | 5,090,000.00 | 5,338,035.70 | |||
| FRTR 0.5% 05/25/29 | 4,650,000.00 | 4,892,730.00 | |||
| FRTR 0.5% 05/25/40 | 1,650,000.00 | 1,636,206.00 | |||
| FRTR 0.5% 05/25/72 | 990,000.00 | 791,673.30 | |||
| FRTR 0.5% 06/25/44 | 610,000.00 | 591,754.90 | |||
| FRTR 0.75% 05/25/28 | 6,870,000.00 | 7,358,457.00 | |||
| FRTR 0.75% 05/25/52 | 3,140,000.00 | 3,051,452.00 | |||
| FRTR 0.75% 11/25/28 | 4,500,000.00 | 4,825,305.00 | |||
| FRTR 0% 02/25/23 | 2,050,000.00 | 2,075,092.00 | |||
| FRTR 0% 02/25/26 | 3,110,000.00 | 3,178,015.70 | |||
| FRTR 0% 03/25/23 | 5,290,000.00 | 5,357,447.50 | |||
| FRTR 0% 03/25/24 | 5,950,000.00 | 6,057,278.50 | |||
| FRTR 0% 03/25/25 | 8,090,000.00 | 8,264,582.20 | |||
| FRTR 0% 05/25/22 | 2,800,000.00 | 2,819,992.00 | |||
| FRTR 0% 11/25/29 | 5,260,000.00 | 5,298,398.00 | |||
| FRTR 0% 11/25/30 | 4,840,000.00 | 4,834,579.20 | |||
| FRTR 1.25% 05/25/34 | 5,110,000.00 | 5,763,466.80 | |||
| FRTR 1.25% 05/25/36 | 4,830,000.00 | 5,462,005.50 | |||
| FRTR 1.5% 05/25/31 | 5,890,000.00 | 6,760,424.20 | |||
| FRTR 1.5% 05/25/50 | 4,090,000.00 | 4,825,872.80 | |||
| FRTR 1.75% 05/25/23 | 5,380,000.00 | 5,652,819.80 | |||
| FRTR 1.75% 05/25/66 | 1,630,000.00 | 2,106,090.40 | |||
| FRTR 1.75% 06/25/39 | 3,820,000.00 | 4,682,708.80 | |||
| FRTR 1.75% 11/25/24 | 4,160,000.00 | 4,511,478.40 | |||
| FRTR 1% 05/25/27 | 4,650,000.00 | 5,034,834.00 | |||
| FRTR 1% 11/25/25 | 5,280,000.00 | 5,646,801.60 | |||
| FRTR 2.25% 05/25/24 | 4,100,000.00 | 4,466,212.00 | |||
| FRTR 2.25% 10/25/22 | 5,740,000.00 | 5,994,339.40 | |||
| FRTR 2.5% 05/25/30 | 6,380,000.00 | 7,872,282.00 | |||
| FRTR 2.75% 10/25/27 | 5,970,000.00 | 7,179,283.20 | |||
| FRTR 2% 05/25/48 | 3,560,000.00 | 4,650,570.40 | |||
| FRTR 3.25% 05/25/45 | 3,350,000.00 | 5,286,166.00 | |||
| FRTR 3.5% 04/25/26 | 6,350,000.00 | 7,626,604.00 | |||
| FRTR 3% 04/25/22 | 7,970,000.00 | 8,264,810.30 | |||
| FRTR 4.25% 10/25/23 | 5,020,000.00 | 5,644,538.20 | |||
| FRTR 4.5% 04/25/41 | 4,720,000.00 | 8,297,901.60 | |||
| FRTR 4.75% 04/25/35 | 3,680,000.00 | 5,959,392.00 | |||
| FRTR 4% 04/25/55 | 2,400,000.00 | 4,627,992.00 | |||
| FRTR 4% 04/25/60 | 2,180,000.00 | 4,399,218.20 | |||
| FRTR 4% 10/25/38 | 3,370,000.00 | 5,412,186.30 | |||
| FRTR 5.5% 04/25/29 | 5,170,000.00 | 7,547,734.70 | |||
| FRTR 5.75% 10/25/32 | 4,340,000.00 | 7,156,573.20 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 2,467,131.00 | |||
| FRTR 8.5% 04/25/23 | 1,000,000.00 | 1,185,790.00 | |||
| IRISH 0.2% 05/15/27 | 760,000.00 | 784,251.60 | |||
| IRISH 0.2% 10/18/30 | 830,000.00 | 843,039.30 | |||
| IRISH 0.4% 05/15/35 | 760,000.00 | 767,683.60 | |||
| IRISH 0.9% 05/15/28 | 1,070,000.00 | 1,156,274.10 | |||
| IRISH 0% 10/18/22 | 530,000.00 | 534,876.00 | |||
| IRISH 0% 10/18/31 | 580,000.00 | 572,750.00 | |||
| IRISH 1.1% 05/15/29 | 1,200,000.00 | 1,317,972.00 | |||
| IRISH 1.3% 05/15/33 | 670,000.00 | 757,615.90 | |||
| IRISH 1.35% 03/18/31 | 860,000.00 | 971,542.00 | |||
| IRISH 1.5% 05/15/50 | 730,000.00 | 862,655.60 | |||
| IRISH 1.7% 05/15/37 | 820,000.00 | 983,778.60 | |||
| IRISH 1% 05/15/26 | 1,420,000.00 | 1,523,546.40 | |||
| IRISH 2.4% 05/15/30 | 1,210,000.00 | 1,478,402.20 | |||
| IRISH 2% 02/18/45 | 1,090,000.00 | 1,416,149.80 | |||
| IRISH 3.4% 03/18/24 | 970,000.00 | 1,082,859.50 | |||
| IRISH 3.9% 03/20/23 | 1,010,000.00 | 1,097,859.90 | |||
| IRISH 5.4% 03/13/25 | 1,510,000.00 | 1,861,482.70 | |||
| NETHER 0.25% 07/15/25 | 2,310,000.00 | 2,392,882.80 | |||
| NETHER 0.25% 07/15/29 | 1,710,000.00 | 1,782,008.10 | |||
| NETHER 0.5% 01/15/40 | 1,100,000.00 | 1,159,213.00 | |||
| NETHER 0.5% 07/15/26 | 2,320,000.00 | 2,444,375.20 | |||
| NETHER 0.75% 07/15/27 | 2,110,000.00 | 2,266,245.50 | |||
| NETHER 0.75% 07/15/28 | 1,620,000.00 | 1,749,810.60 | |||
| NETHER 0% 01/15/24 | 1,850,000.00 | 1,884,502.50 | |||
| NETHER 0% 01/15/27 | 1,340,000.00 | 1,374,732.80 | |||
| NETHER 0% 01/15/52 | 980,000.00 | 872,984.00 | |||
| NETHER 0% 07/15/30 | 1,920,000.00 | 1,952,025.60 | |||
| NETHER 0% 07/15/31 | 830,000.00 | 838,308.30 | |||
| NETHER 1.75% 07/15/23 | 1,940,000.00 | 2,047,029.80 | |||
| NETHER 2.25% 07/15/22 | 1,220,000.00 | 1,264,237.20 | |||
| NETHER 2.5% 01/15/33 | 1,780,000.00 | 2,313,750.80 | |||
| NETHER 2.75% 01/15/47 | 2,100,000.00 | 3,390,618.00 | |||
| NETHER 2% 07/15/24 | 1,990,000.00 | 2,163,110.10 | |||
| NETHER 3.75% 01/15/23 | 2,330,000.00 | 2,511,600.20 | |||
| NETHER 3.75% 01/15/42 | 2,060,000.00 | 3,541,304.80 | |||
| NETHER 4% 01/15/37 | 2,180,000.00 | 3,512,394.20 | |||
| NETHER 5.5% 01/15/28 | 1,730,000.00 | 2,424,941.00 | |||
| NETHER 7.5% 01/15/23 | 200,000.00 | 228,800.00 | |||
| OBL 0% 04/05/24 | 4,250,000.00 | 4,338,145.00 | |||
| OBL 0% 04/08/22 | 2,650,000.00 | 2,666,668.50 | |||
| OBL 0% 04/11/25 | 3,750,000.00 | 3,848,437.50 | |||
| OBL 0% 04/14/23 | 2,220,000.00 | 2,251,524.00 | |||
| OBL 0% 10/07/22 | 4,160,000.00 | 4,202,099.20 | |||
| OBL 0% 10/10/25 | 4,340,000.00 | 4,463,125.80 | |||
| OBL 0% 10/13/23 | 1,510,000.00 | 1,536,832.70 | |||
| OBL 0% 10/18/24 | 3,490,000.00 | 3,572,992.20 | |||
| RAGB 0.5% 02/20/29 | 1,290,000.00 | 1,362,910.80 | |||
| RAGB 0.5% 04/20/27 | 890,000.00 | 939,804.40 | |||
| RAGB 0.75% 02/20/28 | 1,620,000.00 | 1,740,204.00 | |||
| RAGB 0.75% 03/20/51 | 570,000.00 | 594,869.10 | |||
| RAGB 0.75% 10/20/26 | 2,080,000.00 | 2,219,672.00 | |||
| RAGB 0.85% 06/30/20 | 350,000.00 | 328,618.50 | |||
| RAGB 0% 02/20/30 | 1,130,000.00 | 1,140,090.90 | |||
| RAGB 0% 02/20/31 | 590,000.00 | 590,938.10 | |||
| RAGB 0% 07/15/23 | 1,500,000.00 | 1,521,645.00 | |||
| RAGB 0% 07/15/24 | 1,350,000.00 | 1,376,446.50 | |||
| RAGB 0% 09/20/22 | 320,000.00 | 323,030.40 | |||
| RAGB 0% 10/20/40 | 420,000.00 | 387,433.20 | |||
| RAGB 1.2% 10/20/25 | 1,430,000.00 | 1,542,383.70 | |||
| RAGB 1.5% 02/20/47 | 930,000.00 | 1,150,344.90 | |||
| RAGB 1.5% 11/02/86 | 330,000.00 | 441,794.10 | |||
| RAGB 1.65% 10/21/24 | 990,000.00 | 1,069,140.60 | |||
| RAGB 1.75% 10/20/23 | 1,330,000.00 | 1,409,972.90 | |||
| RAGB 2.1% 09/20/17 | 760,000.00 | 1,288,709.20 | |||
| RAGB 2.4% 05/23/34 | 1,260,000.00 | 1,630,326.60 | |||
| RAGB 3.15% 06/20/44 | 830,000.00 | 1,330,033.50 | |||
| RAGB 3.4% 11/22/22 | 2,360,000.00 | 2,513,234.80 | |||
| RAGB 3.65% 04/20/22 | 1,160,000.00 | 1,209,926.40 | |||
| RAGB 3.8% 01/26/62 | 470,000.00 | 990,858.70 | |||
| RAGB 4.15% 03/15/37 | 1,820,000.00 | 2,934,131.20 | |||
| RAGB 4.85% 03/15/26 | 1,310,000.00 | 1,660,136.80 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,674,785.80 | |||
| RFGB 0.125% 04/15/36 | 540,000.00 | 528,714.00 | |||
| RFGB 0.125% 04/15/52 | 380,000.00 | 333,784.40 | |||
| RFGB 0.25% 09/15/40 | 400,000.00 | 388,992.00 | |||
| RFGB 0.5% 04/15/26 | 620,000.00 | 651,483.60 | |||
| RFGB 0.5% 09/15/27 | 870,000.00 | 919,520.40 | |||
| RFGB 0.5% 09/15/28 | 760,000.00 | 804,323.20 | |||
| RFGB 0.5% 09/15/29 | 760,000.00 | 803,190.80 | |||
| RFGB 0.75% 04/15/31 | 500,000.00 | 539,845.00 | |||
| RFGB 0.875% 09/15/25 | 690,000.00 | 733,828.80 | |||
| RFGB 0% 04/15/22 | 390,000.00 | 392,527.20 | |||
| RFGB 0% 09/15/23 | 540,000.00 | 548,742.60 | |||
| RFGB 0% 09/15/24 | 420,000.00 | 428,908.20 | |||
| RFGB 0% 09/15/30 | 630,000.00 | 634,378.50 | |||
| RFGB 1.125% 04/15/34 | 710,000.00 | 798,643.50 | |||
| RFGB 1.375% 04/15/47 | 490,000.00 | 599,779.60 | |||
| RFGB 1.5% 04/15/23 | 650,000.00 | 678,327.00 | |||
| RFGB 1.625% 09/15/22 | 1,130,000.00 | 1,166,804.10 | |||
| RFGB 2.625% 07/04/42 | 590,000.00 | 860,644.80 | |||
| RFGB 2.75% 07/04/28 | 420,000.00 | 514,151.40 | |||
| RFGB 2% 04/15/24 | 730,000.00 | 788,451.10 | |||
| RFGB 4% 07/04/25 | 830,000.00 | 991,982.80 | |||
| SPGB 0.1% 04/30/31 | 1,000,000.00 | 969,450.00 | |||
| SPGB 0.25% 07/30/24 | 2,290,000.00 | 2,339,326.60 | |||
| SPGB 0.35% 07/30/23 | 3,590,000.00 | 3,659,107.50 | |||
| SPGB 0.4% 04/30/22 | 2,390,000.00 | 2,412,848.40 | |||
| SPGB 0.45% 10/31/22 | 2,360,000.00 | 2,395,801.20 | |||
| SPGB 0.5% 04/30/30 | 2,900,000.00 | 2,955,100.00 | |||
| SPGB 0.6% 10/31/29 | 3,400,000.00 | 3,507,712.00 | |||
| SPGB 0.8% 07/30/27 | 2,000,000.00 | 2,105,500.00 | |||
| SPGB 0% 01/31/25 | 2,350,000.00 | 2,380,033.00 | |||
| SPGB 0% 01/31/26 | 1,410,000.00 | 1,425,679.20 | |||
| SPGB 0% 04/30/23 | 2,380,000.00 | 2,403,704.80 | |||
| SPGB 1.2% 10/31/40 | 1,810,000.00 | 1,857,241.00 | |||
| SPGB 1.25% 10/31/30 | 3,050,000.00 | 3,306,993.00 | |||
| SPGB 1.3% 10/31/26 | 3,450,000.00 | 3,731,278.50 | |||
| SPGB 1.4% 04/30/28 | 2,120,000.00 | 2,321,760.40 | |||
| SPGB 1.4% 07/30/28 | 3,300,000.00 | 3,619,605.00 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,963,895.80 | |||
| SPGB 1.45% 10/31/27 | 3,040,000.00 | 3,330,654.40 | |||
| SPGB 1.45% 10/31/71 | 560,000.00 | 506,794.40 | |||
| SPGB 1.5% 04/30/27 | 2,650,000.00 | 2,906,016.50 | |||
| SPGB 1.6% 04/30/25 | 3,050,000.00 | 3,289,760.50 | |||
| SPGB 1.85% 07/30/35 | 2,750,000.00 | 3,158,430.00 | |||
| SPGB 1.95% 04/30/26 | 2,810,000.00 | 3,119,015.70 | |||
| SPGB 1.95% 07/30/30 | 2,940,000.00 | 3,382,411.20 | |||
| SPGB 1% 10/31/50 | 1,810,000.00 | 1,662,068.70 | |||
| SPGB 2.15% 10/31/25 | 2,810,000.00 | 3,122,443.90 | |||
| SPGB 2.35% 07/30/33 | 2,440,000.00 | 2,945,568.00 | |||
| SPGB 2.7% 10/31/48 | 1,850,000.00 | 2,460,500.00 | |||
| SPGB 2.75% 10/31/24 | 3,600,000.00 | 4,001,112.00 | |||
| SPGB 2.9% 10/31/46 | 2,250,000.00 | 3,077,212.50 | |||
| SPGB 3.45% 07/30/66 | 1,940,000.00 | 3,048,787.60 | |||
| SPGB 3.8% 04/30/24 | 2,520,000.00 | 2,845,962.00 | |||
| SPGB 4.2% 01/31/37 | 2,530,000.00 | 3,801,173.20 | |||
| SPGB 4.4% 10/31/23 | 2,690,000.00 | 3,025,093.30 | |||
| SPGB 4.65% 07/30/25 | 2,840,000.00 | 3,447,589.60 | |||
| SPGB 4.7% 07/30/41 | 2,640,000.00 | 4,408,113.60 | |||
| SPGB 4.8% 01/31/24 | 2,400,000.00 | 2,753,400.00 | |||
| SPGB 4.9% 07/30/40 | 2,550,000.00 | 4,310,112.00 | |||
| SPGB 5.15% 10/31/28 | 4,290,000.00 | 5,913,593.40 | |||
| SPGB 5.15% 10/31/44 | 1,850,000.00 | 3,377,693.00 | |||
| SPGB 5.4% 01/31/23 | 2,100,000.00 | 2,322,495.00 | |||
| SPGB 5.75% 07/30/32 | 3,220,000.00 | 5,085,668.00 | |||
| SPGB 5.9% 07/30/26 | 3,480,000.00 | 4,602,091.20 | |||
| SPGB 6.0% 01/31/29 | 1,050,000.00 | 1,526,973.00 | |||
| ユーロ 小計 | 764,850,000.00 | 900,072,761.80 | |||
| (117,261,479,407) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 3,000,000.00 | 2,971,680.00 | ||
| UKT 0.125% 01/31/23 | 4,510,000.00 | 4,517,170.90 | |||
| UKT 0.125% 01/31/24 | 1,720,000.00 | 1,719,294.80 | |||
| UKT 0.125% 01/31/28 | 2,260,000.00 | 2,196,629.60 | |||
| UKT 0.25% 07/31/31 | 1,200,000.00 | 1,127,208.00 | |||
| UKT 0.375% 10/22/30 | 2,420,000.00 | 2,328,983.80 | |||
| UKT 0.5% 07/22/22 | 3,150,000.00 | 3,170,034.00 | |||
| UKT 0.5% 10/22/61 | 1,340,000.00 | 1,046,687.40 | |||
| UKT 0.625% 06/07/25 | 1,700,000.00 | 1,728,186.00 | |||
| UKT 0.625% 07/31/35 | 2,450,000.00 | 2,293,396.00 | |||
| UKT 0.625% 10/22/50 | 2,550,000.00 | 2,136,415.50 | |||
| UKT 0.75% 07/22/23 | 2,910,000.00 | 2,956,414.50 | |||
| UKT 0.875% 01/31/46 | 760,000.00 | 692,854.00 | |||
| UKT 0.875% 10/22/29 | 1,700,000.00 | 1,725,330.00 | |||
| UKT 1.25% 07/22/27 | 2,990,000.00 | 3,134,118.00 | |||
| UKT 1.25% 10/22/41 | 2,390,000.00 | 2,393,154.80 | |||
| UKT 1.5% 07/22/26 | 2,000,000.00 | 2,120,140.00 | |||
| UKT 1.5% 07/22/47 | 2,550,000.00 | 2,673,267.00 | |||
| UKT 1.625% 10/22/28 | 2,200,000.00 | 2,369,466.00 | |||
| UKT 1.625% 10/22/54 | 1,860,000.00 | 2,043,396.00 | |||
| UKT 1.625% 10/22/71 | 800,000.00 | 961,280.00 | |||
| UKT 1.75% 01/22/49 | 1,300,000.00 | 1,442,519.00 | |||
| UKT 1.75% 07/22/57 | 2,270,000.00 | 2,619,443.80 | |||
| UKT 1.75% 09/07/22 | 3,120,000.00 | 3,195,410.40 | |||
| UKT 1.75% 09/07/37 | 3,100,000.00 | 3,378,070.00 | |||
| UKT 1% 04/22/24 | 1,600,000.00 | 1,642,640.00 | |||
| UKT 2.25% 09/07/23 | 2,500,000.00 | 2,631,300.00 | |||
| UKT 2.5% 07/22/65 | 1,920,000.00 | 2,794,579.20 | |||
| UKT 2.75% 09/07/24 | 1,620,000.00 | 1,762,527.60 | |||
| UKT 2% 09/07/25 | 1,780,000.00 | 1,916,508.20 | |||
| UKT 3.25% 01/22/44 | 2,810,000.00 | 3,915,706.90 | |||
| UKT 3.5% 01/22/45 | 2,550,000.00 | 3,720,169.50 | |||
| UKT 3.5% 07/22/68 | 1,930,000.00 | 3,574,900.40 | |||
| UKT 3.75% 07/22/52 | 1,600,000.00 | 2,627,328.00 | |||
| UKT 4.25% 03/07/36 | 2,390,000.00 | 3,436,413.70 | |||
| UKT 4.25% 06/07/32 | 2,100,000.00 | 2,847,873.00 | |||
| UKT 4.25% 09/07/39 | 1,820,000.00 | 2,752,258.60 | |||
| UKT 4.25% 12/07/27 | 1,370,000.00 | 1,706,609.00 | |||
| UKT 4.25% 12/07/40 | 2,070,000.00 | 3,176,497.80 | |||
| UKT 4.25% 12/07/46 | 2,180,000.00 | 3,595,147.00 | |||
| UKT 4.25% 12/07/49 | 1,490,000.00 | 2,556,437.70 | |||
| UKT 4.25% 12/07/55 | 2,210,000.00 | 4,089,052.50 | |||
| UKT 4.5% 09/07/34 | 1,770,000.00 | 2,546,251.20 | |||
| UKT 4.5% 12/07/42 | 2,340,000.00 | 3,789,115.20 | |||
| UKT 4.75% 12/07/30 | 1,780,000.00 | 2,439,810.40 | |||
| UKT 4.75% 12/07/38 | 1,650,000.00 | 2,607,049.50 | |||
| UKT 4% 01/22/60 | 1,540,000.00 | 2,877,690.20 | |||
| UKT 5% 03/07/25 | 1,980,000.00 | 2,347,943.40 | |||
| UKT 6.0% 12/07/28 | 1,250,000.00 | 1,751,600.00 | |||
| イギリスポンド 小計 | 102,500,000.00 | 124,045,958.50 | |||
| (18,775,596,278) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 3,570,000.00 | 3,478,429.50 | ||
| SGB 0.75% 05/12/28 | 8,380,000.00 | 8,736,904.20 | |||
| SGB 0.75% 11/12/29 | 7,430,000.00 | 7,729,429.00 | |||
| SGB 1.5% 11/13/23 | 12,500,000.00 | 13,079,250.00 | |||
| SGB 1% 11/12/26 | 9,010,000.00 | 9,514,469.90 | |||
| SGB 2.25% 06/01/32 | 3,750,000.00 | 4,479,712.50 | |||
| SGB 2.5% 05/12/25 | 10,050,000.00 | 11,142,435.00 | |||
| SGB 3.5% 03/30/39 | 5,860,000.00 | 8,579,684.60 | |||
| SGB 3.5% 06/01/22 | 12,950,000.00 | 13,504,648.50 | |||
| スウェーデンクローナ 小計 | 73,500,000.00 | 80,244,963.20 | |||
| (1,034,357,575) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 3,000,000.00 | 2,943,060.00 | ||
| NGB 1.375% 08/19/30 | 4,340,000.00 | 4,336,528.00 | |||
| NGB 1.5% 02/19/26 | 5,740,000.00 | 5,882,294.60 | |||
| NGB 1.75% 02/17/27 | 5,360,000.00 | 5,559,124.00 | |||
| NGB 1.75% 03/13/25 | 4,770,000.00 | 4,936,806.90 | |||
| NGB 1.75% 09/06/29 | 7,640,000.00 | 7,903,503.60 | |||
| NGB 2% 04/26/28 | 4,900,000.00 | 5,162,983.00 | |||
| NGB 2% 05/24/23 | 11,260,000.00 | 11,622,234.20 | |||
| NGB 3% 03/14/24 | 7,360,000.00 | 7,855,916.80 | |||
| ノルウェークローネ 小計 | 54,370,000.00 | 56,202,451.10 | |||
| (732,879,962) | |||||
| デンマーククローネ | DGB 0.25% 11/15/22 | 8,020,000.00 | 8,119,929.20 | ||
| DGB 0.25% 11/15/52 | 3,340,000.00 | 3,121,430.40 | |||
| DGB 0.5% 11/15/27 | 10,420,000.00 | 10,962,048.40 | |||
| DGB 0.5% 11/15/29 | 14,260,000.00 | 15,026,047.20 | |||
| DGB 0% 11/15/31 | 1,110,000.00 | 1,105,038.30 | |||
| DGB 1.5% 11/15/23 | 7,420,000.00 | 7,813,556.80 | |||
| DGB 1.75% 11/15/25 | 8,030,000.00 | 8,844,161.70 | |||
| DGB 4.5% 11/15/39 | 16,260,000.00 | 28,807,679.40 | |||
| デンマーククローネ 小計 | 68,860,000.00 | 83,799,891.40 | |||
| (1,468,174,097) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 1,500,000.00 | 1,449,180.00 | ||
| POLGB 0.75% 04/25/25 | 1,980,000.00 | 1,997,186.40 | |||
| POLGB 0% 04/25/23 | 1,230,000.00 | 1,228,683.90 | |||
| POLGB 1.25% 10/25/30 | 1,700,000.00 | 1,662,090.00 | |||
| POLGB 2.25% 04/25/22 | 5,470,000.00 | 5,596,247.60 | |||
| POLGB 2.25% 10/25/24 | 3,930,000.00 | 4,180,773.30 | |||
| POLGB 2.5% 01/25/23 | 5,860,000.00 | 6,111,452.60 | |||
| POLGB 2.5% 04/25/24 | 6,050,000.00 | 6,453,293.00 | |||
| POLGB 2.5% 07/25/26 | 6,060,000.00 | 6,590,068.20 | |||
| POLGB 2.5% 07/25/27 | 3,780,000.00 | 4,129,196.40 | |||
| POLGB 2.75% 04/25/28 | 6,030,000.00 | 6,670,627.20 | |||
| POLGB 2.75% 10/25/29 | 6,520,000.00 | 7,238,895.20 | |||
| POLGB 3.25% 07/25/25 | 5,210,000.00 | 5,788,518.40 | |||
| POLGB 4% 10/25/23 | 3,430,000.00 | 3,764,939.50 | |||
| POLGB 5.75% 04/25/29 | 600,000.00 | 806,064.00 | |||
| POLGB 5.75% 09/23/22 | 3,410,000.00 | 3,688,221.90 | |||
| ポーランドズロチ 小計 | 62,760,000.00 | 67,355,437.60 | |||
| (1,927,167,045) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 1,870,000.00 | 1,867,924.30 | ||
| ACGB 0.25% 11/21/25 | 2,340,000.00 | 2,301,483.60 | |||
| ACGB 0.5% 09/21/26 | 3,640,000.00 | 3,576,627.60 | |||
| ACGB 1.25% 05/21/32 | 2,140,000.00 | 2,024,589.80 | |||
| ACGB 1.5% 06/21/31 | 3,190,000.00 | 3,135,195.80 | |||
| ACGB 1.75% 06/21/51 | 2,090,000.00 | 1,691,395.20 | |||
| ACGB 1% 11/21/31 | 3,750,000.00 | 3,482,700.00 | |||
| ACGB 1% 12/21/30 | 4,320,000.00 | 4,075,444.80 | |||
| ACGB 2.25% 05/21/28 | 2,560,000.00 | 2,745,574.40 | |||
| ACGB 2.25% 11/21/22 | 3,160,000.00 | 3,269,114.80 | |||
| ACGB 2.5% 05/21/30 | 3,790,000.00 | 4,101,954.90 | |||
| ACGB 2.75% 04/21/24 | 2,070,000.00 | 2,234,151.00 | |||
| ACGB 2.75% 05/21/41 | 1,630,000.00 | 1,705,159.30 | |||
| ACGB 2.75% 06/21/35 | 1,230,000.00 | 1,335,054.30 | |||
| ACGB 2.75% 11/21/27 | 3,330,000.00 | 3,684,178.80 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,836,922.80 | |||
| ACGB 2.75% 11/21/29 | 3,150,000.00 | 3,479,647.50 | |||
| ACGB 3.25% 04/21/25 | 3,480,000.00 | 3,868,054.80 | |||
| ACGB 3.25% 04/21/29 | 4,100,000.00 | 4,690,810.00 | |||
| ACGB 3.25% 06/21/39 | 980,000.00 | 1,111,819.80 | |||
| ACGB 3.75% 04/21/37 | 1,620,000.00 | 1,960,507.80 | |||
| ACGB 3% 03/21/47 | 1,680,000.00 | 1,806,319.20 | |||
| ACGB 4.25% 04/21/26 | 2,820,000.00 | 3,311,554.20 | |||
| ACGB 4.5% 04/21/33 | 1,910,000.00 | 2,461,474.30 | |||
| ACGB 4.75% 04/21/27 | 2,320,000.00 | 2,836,687.20 | |||
| ACGB 5.5% 04/21/23 | 2,500,000.00 | 2,771,050.00 | |||
| ACGB 5.75% 07/15/22 | 3,350,000.00 | 3,585,002.50 | |||
| オーストラリアドル 小計 | 70,680,000.00 | 74,950,398.70 | |||
| (6,298,831,506) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 390,000.00 | 385,554.00 | ||
| SIGB 1.75% 02/01/23 | 800,000.00 | 818,680.00 | |||
| SIGB 1.75% 04/01/22 | 290,000.00 | 293,770.00 | |||
| SIGB 1.875% 03/01/50 | 420,000.00 | 418,740.00 | |||
| SIGB 2.125% 06/01/26 | 740,000.00 | 783,822.80 | |||
| SIGB 2.25% 08/01/36 | 730,000.00 | 764,675.00 | |||
| SIGB 2.375% 06/01/25 | 490,000.00 | 523,844.30 | |||
| SIGB 2.375% 07/01/39 | 430,000.00 | 460,310.70 | |||
| SIGB 2.625% 05/01/28 | 1,050,000.00 | 1,145,539.50 | |||
| SIGB 2.75% 03/01/46 | 1,240,000.00 | 1,424,822.00 | |||
| SIGB 2.75% 04/01/42 | 610,000.00 | 694,216.60 | |||
| SIGB 2.75% 07/01/23 | 1,070,000.00 | 1,122,718.90 | |||
| SIGB 2.875% 07/01/29 | 590,000.00 | 657,283.60 | |||
| SIGB 2.875% 09/01/30 | 760,000.00 | 848,912.40 | |||
| SIGB 2% 02/01/24 | 410,000.00 | 426,670.60 | |||
| SIGB 3.125% 09/01/22 | 1,350,000.00 | 1,400,152.50 | |||
| SIGB 3.375% 09/01/33 | 830,000.00 | 976,976.40 | |||
| SIGB 3.5% 03/01/27 | 880,000.00 | 999,768.00 | |||
| SIGB 3% 09/01/24 | 1,220,000.00 | 1,318,088.00 | |||
| シンガポールドル 小計 | 14,300,000.00 | 15,464,545.30 | |||
| (1,259,123,278) | |||||
| マレーシアリンギット | MGS 3.418% 08/15/22 | 1,500,000.00 | 1,528,440.00 | ||
| MGS 3.478% 06/14/24 | 700,000.00 | 724,514.00 | |||
| MGS 3.48% 03/15/23 | 2,330,000.00 | 2,391,046.00 | |||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,568,331.30 | |||
| MGS 3.733% 06/15/28 | 1,930,000.00 | 2,031,093.40 | |||
| MGS 3.757% 04/20/23 | 1,090,000.00 | 1,124,989.00 | |||
| MGS 3.757% 05/22/40 | 550,000.00 | 527,109.00 | |||
| MGS 3.795% 09/30/22 | 1,500,000.00 | 1,539,165.00 | |||
| MGS 3.8% 08/17/23 | 930,000.00 | 964,205.40 | |||
| MGS 3.844% 04/15/33 | 2,350,000.00 | 2,362,737.00 | |||
| MGS 3.882% 03/14/25 | 1,030,000.00 | 1,081,984.10 | |||
| MGS 3.885% 08/15/29 | 1,500,000.00 | 1,589,550.00 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,197,766.10 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 2,092,494.60 | |||
| MGS 3.9% 11/30/26 | 1,440,000.00 | 1,535,788.80 | |||
| MGS 3.906% 07/15/26 | 600,000.00 | 635,928.00 | |||
| MGS 3.955% 09/15/25 | 2,380,000.00 | 2,520,658.00 | |||
| MGS 4.059% 09/30/24 | 1,900,000.00 | 2,004,025.00 | |||
| MGS 4.065% 06/15/50 | 760,000.00 | 737,169.60 | |||
| MGS 4.181% 07/15/24 | 1,280,000.00 | 1,351,283.20 | |||
| MGS 4.232% 06/30/31 | 2,000,000.00 | 2,160,560.00 | |||
| MGS 4.254% 05/31/35 | 2,030,000.00 | 2,113,676.60 | |||
| MGS 4.392% 04/15/26 | 2,110,000.00 | 2,284,201.60 | |||
| MGS 4.498% 04/15/30 | 2,380,000.00 | 2,620,618.00 | |||
| MGS 4.642% 11/07/33 | 2,830,000.00 | 3,056,513.20 | |||
| MGS 4.736% 03/15/46 | 1,480,000.00 | 1,578,109.20 | |||
| MGS 4.762% 04/07/37 | 2,280,000.00 | 2,471,565.60 | |||
| MGS 4.893% 06/08/38 | 2,310,000.00 | 2,518,962.60 | |||
| MGS 4.921% 07/06/48 | 1,400,000.00 | 1,535,380.00 | |||
| MGS 4.935% 09/30/43 | 1,560,000.00 | 1,709,416.80 | |||
| マレーシアリンギット 小計 | 48,760,000.00 | 51,557,281.10 | |||
| (1,353,780,775) | |||||
| イスラエルシェケル | ILGOV 0.15% 07/31/23 | 280,000.00 | 279,767.37 | ||
| ILGOV 0.5% 04/30/25 | 1,910,000.00 | 1,920,193.67 | |||
| ILGOV 0.75% 07/31/22 | 6,750,000.00 | 6,813,084.82 | |||
| ILGOV 1.5% 05/31/37 | 1,900,000.00 | 1,835,846.30 | |||
| ILGOV 1.5% 11/30/23 | 1,750,000.00 | 1,811,347.12 | |||
| ILGOV 1.75% 08/31/25 | 1,080,000.00 | 1,151,848.83 | |||
| ILGOV 1% 03/31/30 | 2,220,000.00 | 2,212,567.65 | |||
| ILGOV 2.25% 09/28/28 | 2,880,000.00 | 3,178,505.94 | |||
| ILGOV 3.75% 03/31/24 | 4,080,000.00 | 4,499,200.41 | |||
| ILGOV 3.75% 03/31/47 | 2,980,000.00 | 3,916,301.68 | |||
| ILGOV 5.5% 01/31/42 | 2,580,000.00 | 4,210,678.42 | |||
| ILGOV 6.25% 10/30/26 | 5,620,000.00 | 7,372,585.76 | |||
| イスラエルシェケル 小計 | 34,030,000.00 | 39,201,927.97 | |||
| (1,301,206,073) | |||||
| 合計 | 285,815,646,940 | ||||
| (285,815,646,940) | |||||
| 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 | 210銘柄 | 100.0% | 44.2% |
| カナダドル | 国債証券 | 30銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.8% |
| ユーロ | 国債証券 | 331銘柄 | 100.0% | 41.0% |
| イギリスポンド | 国債証券 | 49銘柄 | 100.0% | 6.6% |
| スウェーデンクローナ | 国債証券 | 9銘柄 | 100.0% | 0.4% |
| ノルウェークローネ | 国債証券 | 9銘柄 | 100.0% | 0.3% |
| デンマーククローネ | 国債証券 | 8銘柄 | 100.0% | 0.5% |
| ポーランドズロチ | 国債証券 | 16銘柄 | 100.0% | 0.7% |
| オーストラリアドル | 国債証券 | 27銘柄 | 100.0% | 2.2% |
| 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 | 30銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 12銘柄 | 100.0% | 0.5% |
| (注)時価比率は、通貨ごとの有価証券の合計金額に対する比率であります。 |
| 第2 信用取引契約残高明細表 |
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
| 注記表(デリバティブ取引に関する注記)に記載したとおりであります。 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
