有価証券報告書(内国投資信託受益証券)-第17期(令和3年10月21日-令和4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
| 2022年 4月20日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 67,920,262 |
| コール・ローン | 4,306,763,921 |
| 国債証券 | 315,086,963,457 |
| 派生商品評価勘定 | 118,988,881 |
| 未収入金 | 323,408 |
| 未収利息 | 2,064,403,970 |
| 前払金 | 109,707,414 |
| 前払費用 | 110,572,731 |
| 差入委託証拠金 | 188,107,523 |
| 流動資産合計 | 322,053,751,567 |
| 資産合計 | 322,053,751,567 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 109,743,996 |
| 未払解約金 | 30,410,632 |
| 未払利息 | 3,296 |
| 流動負債合計 | 140,157,924 |
| 負債合計 | 140,157,924 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 102,152,335,338 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 219,761,258,305 |
| 元本等合計 | 321,913,593,643 |
| 純資産合計 | 321,913,593,643 |
| 負債純資産合計 | 322,053,751,567 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2022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) |
| 2022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 | 102,152,335,338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 | 3.1513円 |
| (1万口当たり純資産額) | (31,513円) | ||
| (金融商品に関する注記) |
| 1.金融商品の状況に関する事項 |
| 2022年 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(流動性リスク管理等を含む)と法令等遵守状況のモニタリングを担当し、毎月開催される運用・リスク委員会等に報告します。 |
| 2.金融商品の時価等に関する事項 |
| 2022年 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 | 金融商品の時価の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額又は契約上の想定元本であり、当該金額自体がデリバティブ取引のリスクの大きさを示すものではありません。 |
| (関連当事者との取引に関する注記) |
| 該当事項はありません。 |
| (重要な後発事象に関する注記) |
| 該当事項はありません。 |
| (その他の注記) 元本の移動 |
| 区分 | 2022年 4月20日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2021年10月21日 |
| 期首元本額 | 96,698,302,863円 |
| 期中追加設定元本額 | 8,111,924,531円 |
| 期中一部解約元本額 | 2,657,892,056円 |
| 期末元本額 | 102,152,335,338円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,327,680,175円 |
| グローバル・インカム&プラス(毎月決算型) | 574,554,358円 |
| 財産四分法ファンド(毎月決算型) | 387,700,518円 |
| SBI資産設計オープン(資産成長型) | 2,157,769,194円 |
| SBI資産設計オープン(分配型) | 9,639,026円 |
| SMT グローバル債券インデックス・オープン | 8,109,714,867円 |
| 世界経済インデックスファンド | 13,260,674,555円 |
| DCマイセレクション25 | 1,941,511,941円 |
| DCマイセレクション50 | 1,667,358,032円 |
| DCマイセレクション75 | 1,144,332,675円 |
| DC外国債券インデックス・オープン | 2,288,992,750円 |
| DCマイセレクションS25 | 918,201,876円 |
| DCマイセレクションS50 | 725,880,091円 |
| DCマイセレクションS75 | 408,523,161円 |
| DCターゲット・イヤー ファンド2025 | 30,137,566円 |
| DCターゲット・イヤー ファンド2035 | 90,559,130円 |
| DCターゲット・イヤー ファンド2045 | 46,252,904円 |
| DC世界経済インデックスファンド | 12,434,221,561円 |
| 外国債券インデックス・オープン(SMA専用) | 651,265,711円 |
| マイセレクション50VA1(適格機関投資家専用) | 1,650,011円 |
| マイセレクション75VA1(適格機関投資家専用) | 1,395,846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) | 23,174,693円 |
| バランス30VA1(適格機関投資家専用) | 47,930,499円 |
| バランス50VA1(適格機関投資家専用) | 71,940,031円 |
| バランス25VA2(適格機関投資家専用) | 74,911,233円 |
| バランス50VA2(適格機関投資家専用) | 72,401,436円 |
| バランスA(25)VA1(適格機関投資家専用) | 1,340,918,779円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 449,590,381円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,782,668,094円 |
| 世界バランスVA1(適格機関投資家専用) | 95,467,003円 |
| 世界バランスVA2(適格機関投資家専用) | 55,728,791円 |
| バランスD(35)VA1(適格機関投資家専用) | 457,134,447円 |
| バランスE(25)VA1(適格機関投資家専用) | 170,008,549円 |
| バランスF(25)VA1(適格機関投資家専用) | 212,902,050円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 748,490,419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) | 2,038,279,390円 |
| グローバル・バランスファンド・シリーズ1 | 744,152,939円 |
| 外国債券ファンド・シリーズ1 | 701,496,578円 |
| コア投資戦略ファンド(安定型) | 681,973,907円 |
| コア投資戦略ファンド(成長型) | 1,818,091,465円 |
| 分散投資コア戦略ファンドA | 259,544,875円 |
| 分散投資コア戦略ファンドS | 556,972,964円 |
| DC世界経済インデックスファンド(株式シフト型) | 531,540,128円 |
| DC世界経済インデックスファンド(債券シフト型) | 3,948,250,042円 |
| コア投資戦略ファンド(切替型) | 785,303,718円 |
| 世界経済インデックスファンド(株式シフト型) | 249,913,440円 |
| 世界経済インデックスファンド(債券シフト型) | 110,864,837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) | 1,351,615,223円 |
| SMT インデックスバランス・オープン | 196,641,091円 |
| 外国債券SMTBセレクション(SMA専用) | 19,485,147,850円 |
| SMT 世界経済インデックス・オープン | 242,122,786円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 298,105,189円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 484,078,557円 |
| SMT 8資産インデックスバランス・オープン | 4,606,006円 |
| グローバル経済コア | 835,413,170円 |
| SBI資産設計オープン(つみたてNISA対応型) | 16,056,664円 |
| DCターゲット・イヤー ファンド2055 | 1,672,762円 |
| コア投資戦略ファンド(切替型ワイド) | 228,162,525円 |
| コア投資戦略ファンド(積極成長型) | 33,174,177円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 9,450,027円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 10,711,989円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 4,608,603円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 6,849,408円 |
| My SMT グローバル債券インデックス(ノーロード) | 159,751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) | 373,160,810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) | 11,031,242,799円 |
| 外国債券インデックス・ファンド(適格機関投資家専用) | 331,796,273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) | 317,656,749円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 358,285,543円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 164,843,298円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 67,446,196円 |
| ファンドラップ運用戦略F(中庸型)(適格機関投資家専用) | 91,661,256円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2022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 | △31,796,512,615 |
| 合計 | △31,796,512,615 |
| (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 |
| (2022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 | 4,274,069,652 | - | 4,164,362,238 | △109,707,414 | |
| 合計 | 4,274,069,652 | - | 4,164,362,238 | △109,707,414 | |
| (注)1.時価の算定方法 |
| 債券先物取引の時価については、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場で評価しております。 |
| 2.債券先物取引の残高は、契約金額ベースで表示しております。 |
| 3.計算日又は計算日に知りうる直近の日のわが国の対顧客電信売買相場の仲値により邦貨換算しております。 |
| 4.契約額等には手数料相当額を含んでおりません。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
| 通貨関連 |
| (2022年 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 | 4,416,347,745 | - | 4,535,300,044 | 118,952,299 | |
| アメリカドル | 2,272,459,169 | - | 2,339,820,297 | 67,361,128 | |
| カナダドル | 168,857,609 | - | 174,357,610 | 5,500,001 | |
| ユーロ | 1,726,347,651 | - | 1,765,228,161 | 38,880,510 | |
| イギリスポンド | 248,683,316 | - | 255,893,976 | 7,210,660 | |
| 合計 | 4,416,347,745 | - | 4,535,300,044 | 118,952,299 | |
| (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 | 9,591,406.30 | |
| T 0.125% 02/15/24 | 4,710,000.00 | 4,506,329.28 | |||
| T 0.125% 03/31/23 | 8,000,000.00 | 7,868,593.76 | |||
| T 0.125% 04/30/23 | 5,000,000.00 | 4,906,152.35 | |||
| T 0.125% 05/15/23 | 7,500,000.00 | 7,351,464.82 | |||
| T 0.125% 05/31/23 | 6,800,000.00 | 6,655,632.80 | |||
| T 0.125% 07/31/23 | 5,000,000.00 | 4,865,039.05 | |||
| T 0.125% 09/15/23 | 8,060,000.00 | 7,813,949.63 | |||
| T 0.125% 10/15/23 | 8,000,000.00 | 7,733,906.24 | |||
| T 0.125% 12/15/23 | 3,250,000.00 | 3,125,458.99 | |||
| T 0.25% 03/15/24 | 13,000,000.00 | 12,438,359.44 | |||
| T 0.25% 04/15/23 | 10,150,000.00 | 9,984,467.81 | |||
| T 0.25% 05/15/24 | 10,000,000.00 | 9,518,359.40 | |||
| T 0.25% 06/15/23 | 8,000,000.00 | 7,833,281.28 | |||
| T 0.25% 06/15/24 | 9,000,000.00 | 8,542,265.67 | |||
| T 0.25% 06/30/25 | 1,000,000.00 | 920,312.50 | |||
| T 0.25% 07/31/25 | 5,200,000.00 | 4,772,828.11 | |||
| T 0.25% 09/30/23 | 12,000,000.00 | 11,639,062.56 | |||
| T 0.25% 09/30/25 | 7,500,000.00 | 6,852,539.10 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,281,906.26 | |||
| T 0.25% 11/15/23 | 11,000,000.00 | 10,627,675.74 | |||
| T 0.375% 01/31/26 | 8,000,000.00 | 7,274,687.52 | |||
| T 0.375% 04/15/24 | 7,000,000.00 | 6,696,210.92 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,429,062.48 | |||
| T 0.375% 07/15/24 | 9,010,000.00 | 8,555,276.56 | |||
| T 0.375% 07/31/27 | 5,500,000.00 | 4,814,003.92 | |||
| T 0.375% 08/15/24 | 5,000,000.00 | 4,735,156.25 | |||
| T 0.375% 09/15/24 | 6,600,000.00 | 6,234,421.90 | |||
| T 0.375% 09/30/27 | 8,000,000.00 | 6,968,125.04 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,740,195.32 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,647,031.24 | |||
| T 0.5% 02/28/26 | 11,500,000.00 | 10,487,910.18 | |||
| T 0.5% 03/31/25 | 7,220,000.00 | 6,746,187.50 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,607,527.33 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,095,175.79 | |||
| T 0.5% 06/30/27 | 7,100,000.00 | 6,266,859.37 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,095,521.10 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 6,562,792.95 | |||
| T 0.625% 05/15/30 | 14,100,000.00 | 11,767,992.25 | |||
| T 0.625% 07/31/26 | 8,000,000.00 | 7,259,687.52 | |||
| T 0.625% 08/15/30 | 15,950,000.00 | 13,239,746.17 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,199,707.02 | |||
| T 0.625% 12/31/27 | 10,000,000.00 | 8,782,421.90 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,503,574.24 | |||
| T 0.75% 03/31/26 | 11,000,000.00 | 10,113,125.00 | |||
| T 0.75% 04/30/26 | 3,000,000.00 | 2,753,085.93 | |||
| T 0.75% 05/31/26 | 4,000,000.00 | 3,663,125.00 | |||
| T 0.75% 08/31/26 | 11,830,000.00 | 10,776,852.70 | |||
| T 0.75% 11/15/24 | 10,860,000.00 | 10,309,788.30 | |||
| T 0.75% 12/31/23 | 3,370,000.00 | 3,270,216.42 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,353,437.52 | |||
| T 0.875% 09/30/26 | 6,000,000.00 | 5,486,250.00 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 9,418,265.62 | |||
| T 1.125% 01/15/25 | 6,800,000.00 | 6,496,921.89 | |||
| T 1.125% 02/15/31 | 15,050,000.00 | 12,945,351.56 | |||
| T 1.125% 02/28/25 | 8,500,000.00 | 8,104,218.75 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,216,250.00 | |||
| T 1.125% 05/15/40 | 6,260,000.00 | 4,494,484.37 | |||
| T 1.125% 08/15/40 | 7,300,000.00 | 5,212,656.25 | |||
| T 1.125% 08/31/28 | 10,210,000.00 | 9,118,008.64 | |||
| T 1.25% 03/31/28 | 5,150,000.00 | 4,670,607.40 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 7,244,062.48 | |||
| T 1.25% 05/15/50 | 8,650,000.00 | 5,748,195.31 | |||
| T 1.25% 05/31/28 | 8,000,000.00 | 7,232,812.48 | |||
| T 1.25% 06/30/28 | 9,500,000.00 | 8,575,605.44 | |||
| T 1.25% 07/31/23 | 4,550,000.00 | 4,493,125.00 | |||
| T 1.25% 08/15/31 | 12,680,000.00 | 10,941,453.18 | |||
| T 1.25% 09/30/28 | 14,500,000.00 | 13,035,839.88 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,495,781.25 | |||
| T 1.25% 12/31/26 | 7,130,000.00 | 6,604,998.05 | |||
| T 1.375% 01/31/25 | 4,000,000.00 | 3,845,937.52 | |||
| T 1.375% 06/30/23 | 5,000,000.00 | 4,955,957.05 | |||
| T 1.375% 08/15/50 | 9,900,000.00 | 6,790,781.25 | |||
| T 1.375% 08/31/23 | 2,500,000.00 | 2,468,017.57 | |||
| T 1.375% 09/30/23 | 4,000,000.00 | 3,943,671.88 | |||
| T 1.375% 11/15/31 | 18,030,000.00 | 15,686,100.00 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 4,475,625.00 | |||
| T 1.375% 12/31/28 | 4,900,000.00 | 4,428,757.83 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,618,906.28 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,825,527.37 | |||
| T 1.5% 03/31/23 | 4,000,000.00 | 3,986,640.64 | |||
| T 1.5% 08/15/26 | 7,500,000.00 | 7,066,406.25 | |||
| T 1.5% 09/30/24 | 8,500,000.00 | 8,247,656.25 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 6,839,062.50 | |||
| T 1.625% 02/15/26 | 8,100,000.00 | 7,722,210.97 | |||
| T 1.625% 04/30/23 | 3,500,000.00 | 3,487,900.39 | |||
| T 1.625% 05/15/26 | 2,270,000.00 | 2,157,386.73 | |||
| T 1.625% 05/15/31 | 11,150,000.00 | 9,991,445.31 | |||
| T 1.625% 05/31/23 | 1,000,000.00 | 995,332.03 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,170,449.25 | |||
| T 1.625% 10/31/23 | 2,500,000.00 | 2,470,166.02 | |||
| T 1.625% 10/31/26 | 2,800,000.00 | 2,645,234.36 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 5,053,710.97 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,511,871.87 | |||
| T 1.75% 05/15/23 | 3,690,000.00 | 3,680,414.63 | |||
| T 1.75% 06/30/24 | 2,400,000.00 | 2,351,718.74 | |||
| T 1.75% 08/15/41 | 14,500,000.00 | 11,457,265.62 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,762,109.39 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 6,434,179.72 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 5,150,578.15 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 4,973,479.68 | |||
| T 1.875% 08/31/24 | 6,000,000.00 | 5,879,296.86 | |||
| T 1.875% 11/15/51 | 9,300,000.00 | 7,265,625.00 | |||
| T 1% 07/31/28 | 7,000,000.00 | 6,210,585.92 | |||
| T 1% 12/15/24 | 8,000,000.00 | 7,633,750.00 | |||
| T 2.125% 02/29/24 | 5,100,000.00 | 5,057,964.83 | |||
| T 2.125% 03/31/24 | 7,400,000.00 | 7,331,781.25 | |||
| T 2.125% 05/15/25 | 2,400,000.00 | 2,348,250.00 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,488,906.26 | |||
| T 2.125% 07/31/24 | 4,800,000.00 | 4,737,375.02 | |||
| T 2.125% 09/30/24 | 5,000,000.00 | 4,924,804.70 | |||
| T 2.125% 11/30/23 | 2,680,000.00 | 2,665,343.75 | |||
| T 2.25% 01/31/24 | 4,000,000.00 | 3,978,359.36 | |||
| T 2.25% 02/15/27 | 8,950,000.00 | 8,674,507.81 | |||
| T 2.25% 02/15/52 | 2,300,000.00 | 1,967,937.50 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 7,313,671.87 | |||
| T 2.25% 04/30/24 | 7,000,000.00 | 6,946,406.25 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 5,586,890.62 | |||
| T 2.25% 08/15/27 | 8,550,000.00 | 8,254,757.81 | |||
| T 2.25% 08/15/46 | 4,190,000.00 | 3,546,114.86 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 4,702,070.34 | |||
| T 2.25% 10/31/24 | 6,300,000.00 | 6,217,312.50 | |||
| T 2.25% 11/15/24 | 10,150,000.00 | 10,011,626.97 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,303,062.50 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,372,986.30 | |||
| T 2.25% 12/31/23 | 4,500,000.00 | 4,478,994.13 | |||
| T 2.25% 12/31/24 | 5,400,000.00 | 5,321,531.25 | |||
| T 2.375% 02/29/24 | 5,760,000.00 | 5,739,300.00 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,547,492.19 | |||
| T 2.375% 05/15/27 | 5,840,000.00 | 5,688,068.77 | |||
| T 2.375% 05/15/29 | 8,010,000.00 | 7,714,005.50 | |||
| T 2.375% 05/15/51 | 2,750,000.00 | 2,412,265.62 | |||
| T 2.375% 08/15/24 | 5,000,000.00 | 4,958,007.80 | |||
| T 2.375% 11/15/49 | 6,100,000.00 | 5,363,710.96 | |||
| T 2.5% 01/31/24 | 3,470,000.00 | 3,465,594.73 | |||
| T 2.5% 01/31/25 | 5,000,000.00 | 4,956,835.95 | |||
| T 2.5% 02/15/45 | 5,210,000.00 | 4,616,141.43 | |||
| T 2.5% 02/15/46 | 4,000,000.00 | 3,554,687.52 | |||
| T 2.5% 05/15/24 | 7,900,000.00 | 7,875,929.72 | |||
| T 2.5% 05/15/46 | 5,050,000.00 | 4,487,398.43 | |||
| T 2.5% 08/15/23 | 4,550,000.00 | 4,562,796.87 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 4,642,367.18 | |||
| T 2.625% 02/15/29 | 13,340,000.00 | 13,064,862.50 | |||
| T 2.625% 03/31/25 | 7,250,000.00 | 7,207,519.56 | |||
| T 2.625% 06/30/23 | 4,900,000.00 | 4,928,519.51 | |||
| T 2.625% 12/31/23 | 3,500,000.00 | 3,506,083.98 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 5,764,073.46 | |||
| T 2.75% 02/15/24 | 3,000,000.00 | 3,009,199.23 | |||
| T 2.75% 02/15/28 | 6,550,000.00 | 6,476,312.50 | |||
| T 2.75% 04/30/23 | 3,600,000.00 | 3,628,125.00 | |||
| T 2.75% 05/31/23 | 3,880,000.00 | 3,909,251.55 | |||
| T 2.75% 06/30/25 | 5,500,000.00 | 5,479,375.00 | |||
| T 2.75% 07/31/23 | 1,000,000.00 | 1,005,957.03 | |||
| T 2.75% 08/15/42 | 1,300,000.00 | 1,210,218.75 | |||
| T 2.75% 08/15/47 | 7,050,000.00 | 6,610,476.56 | |||
| T 2.75% 08/31/23 | 1,500,000.00 | 1,508,261.71 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 6,869,812.50 | |||
| T 2.75% 11/15/23 | 2,320,000.00 | 2,330,104.69 | |||
| T 2.75% 11/15/42 | 3,920,000.00 | 3,644,375.00 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,860,804.68 | |||
| T 2.875% 04/30/25 | 4,000,000.00 | 4,001,718.76 | |||
| T 2.875% 05/15/28 | 7,260,000.00 | 7,221,431.25 | |||
| T 2.875% 05/15/43 | 4,150,000.00 | 3,930,503.92 | |||
| T 2.875% 05/15/49 | 5,570,000.00 | 5,406,381.25 | |||
| T 2.875% 05/31/25 | 3,820,000.00 | 3,821,342.95 | |||
| T 2.875% 07/31/25 | 5,460,000.00 | 5,459,360.14 | |||
| T 2.875% 08/15/28 | 3,920,000.00 | 3,897,643.76 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 2,181,945.32 | |||
| T 2.875% 09/30/23 | 4,750,000.00 | 4,783,955.09 | |||
| T 2.875% 10/31/23 | 2,500,000.00 | 2,516,308.60 | |||
| T 2.875% 11/15/46 | 2,500,000.00 | 2,388,281.25 | |||
| T 2.875% 11/30/23 | 4,020,000.00 | 4,045,046.48 | |||
| T 2.875% 11/30/25 | 7,500,000.00 | 7,492,382.85 | |||
| T 2% 02/15/25 | 8,460,000.00 | 8,269,319.55 | |||
| T 2% 02/15/50 | 5,000,000.00 | 4,030,078.15 | |||
| T 2% 04/30/24 | 6,230,000.00 | 6,151,881.65 | |||
| T 2% 05/31/24 | 3,310,000.00 | 3,265,263.29 | |||
| T 2% 06/30/24 | 5,500,000.00 | 5,419,648.46 | |||
| T 2% 08/15/25 | 6,890,000.00 | 6,697,026.18 | |||
| T 2% 08/15/51 | 15,150,000.00 | 12,189,832.10 | |||
| T 2% 11/15/26 | 10,220,000.00 | 9,809,603.12 | |||
| T 2% 11/15/41 | 5,700,000.00 | 4,705,171.87 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 1,041,386.72 | |||
| T 3.125% 02/15/43 | 2,000,000.00 | 1,972,500.00 | |||
| T 3.125% 05/15/48 | 5,930,000.00 | 5,996,249.24 | |||
| T 3.125% 08/15/44 | 4,140,000.00 | 4,082,428.12 | |||
| T 3.125% 11/15/28 | 8,400,000.00 | 8,475,468.79 | |||
| T 3.125% 11/15/41 | 1,750,000.00 | 1,732,363.29 | |||
| T 3.375% 05/15/44 | 3,010,000.00 | 3,088,307.04 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 5,621,726.58 | |||
| T 3.5% 02/15/39 | 770,000.00 | 814,335.16 | |||
| T 3.625% 02/15/44 | 2,400,000.00 | 2,556,562.51 | |||
| T 3.625% 08/15/43 | 2,000,000.00 | 2,128,750.00 | |||
| T 3.75% 08/15/41 | 2,000,000.00 | 2,164,062.50 | |||
| T 3.75% 11/15/43 | 3,000,000.00 | 3,253,828.14 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,597,945.31 | |||
| T 3% 02/15/47 | 800,000.00 | 781,875.00 | |||
| T 3% 02/15/48 | 4,450,000.00 | 4,387,769.55 | |||
| T 3% 02/15/49 | 7,000,000.00 | 6,955,156.25 | |||
| T 3% 05/15/42 | 1,620,000.00 | 1,574,310.94 | |||
| T 3% 05/15/45 | 2,500,000.00 | 2,420,703.12 | |||
| T 3% 05/15/47 | 3,210,000.00 | 3,141,787.50 | |||
| T 3% 08/15/48 | 5,450,000.00 | 5,378,894.55 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,215,093.75 | |||
| T 3% 10/31/25 | 5,000,000.00 | 5,017,578.15 | |||
| T 3% 11/15/44 | 2,800,000.00 | 2,706,593.76 | |||
| T 4.25% 05/15/39 | 900,000.00 | 1,042,523.44 | |||
| T 4.25% 11/15/40 | 2,350,000.00 | 2,710,945.31 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,173,046.88 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 2,234,578.12 | |||
| T 4.375% 05/15/41 | 1,950,000.00 | 2,286,375.00 | |||
| T 4.375% 11/15/39 | 2,960,000.00 | 3,473,837.49 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,293,949.22 | |||
| T 4.5% 05/15/38 | 550,000.00 | 654,156.25 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 2,027,914.07 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,673,034.37 | |||
| T 4.75% 02/15/41 | 750,000.00 | 922,031.25 | |||
| T 5.0% 05/15/37 | 1,100,000.00 | 1,370,617.19 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,477,632.81 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,320,347.66 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 1,889,988.27 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,684,662.11 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,300,277.34 | |||
| T 6.25% 08/15/23 | 1,650,000.00 | 1,735,497.07 | |||
| アメリカドル 小計 | 1,273,780,000.00 | 1,190,386,350.55 | |||
| (154,071,705,351) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 2,280,000.00 | 2,078,584.80 | ||
| CAN 0.25% 04/01/24 | 2,400,000.00 | 2,297,544.00 | |||
| CAN 0.25% 05/01/23 | 2,600,000.00 | 2,547,272.00 | |||
| CAN 0.25% 08/01/23 | 1,360,000.00 | 1,324,232.00 | |||
| CAN 0.5% 09/01/25 | 2,480,000.00 | 2,309,400.80 | |||
| CAN 0.5% 12/01/30 | 4,420,000.00 | 3,641,991.60 | |||
| CAN 0.75% 02/01/24 | 1,300,000.00 | 1,260,103.00 | |||
| CAN 0.75% 10/01/24 | 450,000.00 | 430,677.00 | |||
| CAN 1.25% 03/01/25 | 1,440,000.00 | 1,386,561.60 | |||
| CAN 1.25% 03/01/27 | 2,980,000.00 | 2,781,830.00 | |||
| CAN 1.25% 06/01/30 | 3,620,000.00 | 3,219,085.00 | |||
| CAN 1.5% 05/01/24 | 490,000.00 | 479,778.60 | |||
| CAN 1.5% 06/01/23 | 1,070,000.00 | 1,060,894.30 | |||
| CAN 1.5% 06/01/26 | 1,360,000.00 | 1,299,180.80 | |||
| CAN 1.5% 06/01/31 | 3,970,000.00 | 3,551,760.50 | |||
| CAN 1.5% 09/01/24 | 1,200,000.00 | 1,171,440.00 | |||
| CAN 1.5% 12/01/31 | 4,170,000.00 | 3,707,171.70 | |||
| CAN 1.75% 12/01/53 | 1,830,000.00 | 1,435,964.40 | |||
| CAN 1% 06/01/27 | 1,730,000.00 | 1,591,548.10 | |||
| CAN 1% 09/01/26 | 1,530,000.00 | 1,423,588.50 | |||
| CAN 2.25% 03/01/24 | 2,300,000.00 | 2,289,742.00 | |||
| CAN 2.25% 06/01/25 | 1,800,000.00 | 1,780,254.00 | |||
| CAN 2.25% 06/01/29 | 1,260,000.00 | 1,221,633.00 | |||
| CAN 2.5% 06/01/24 | 1,330,000.00 | 1,328,949.30 | |||
| CAN 2.75% 12/01/48 | 1,650,000.00 | 1,642,855.50 | |||
| CAN 2.75% 12/01/64 | 760,000.00 | 746,494.80 | |||
| CAN 2% 06/01/28 | 1,310,000.00 | 1,258,726.60 | |||
| CAN 2% 09/01/23 | 3,460,000.00 | 3,442,561.60 | |||
| CAN 2% 12/01/51 | 4,710,000.00 | 3,976,888.50 | |||
| CAN 3.5% 12/01/45 | 1,300,000.00 | 1,453,608.00 | |||
| CAN 4.0% 06/01/41 | 1,050,000.00 | 1,227,618.00 | |||
| CAN 5.75% 06/01/29 | 1,170,000.00 | 1,397,448.00 | |||
| CAN 5.75% 06/01/33 | 960,000.00 | 1,220,409.60 | |||
| CAN 5% 06/01/37 | 820,000.00 | 1,037,291.80 | |||
| カナダドル 小計 | 66,560,000.00 | 63,023,089.40 | |||
| (6,469,320,126) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 9,298,210.50 | ||
| MBONO 10% 12/05/24 | 30,560,000.00 | 31,358,838.40 | |||
| MBONO 5.5% 03/04/27 | 14,050,000.00 | 12,161,258.50 | |||
| MBONO 5.75% 03/05/26 | 47,710,000.00 | 42,816,862.40 | |||
| MBONO 5% 03/06/25 | 3,700,000.00 | 3,335,661.00 | |||
| MBONO 7.5% 06/03/27 | 38,910,000.00 | 36,670,340.40 | |||
| MBONO 7.75% 05/29/31 | 35,980,000.00 | 33,373,968.60 | |||
| MBONO 7.75% 11/13/42 | 27,040,000.00 | 23,866,856.00 | |||
| MBONO 7.75% 11/23/34 | 10,600,000.00 | 9,654,480.00 | |||
| MBONO 8.5% 05/31/29 | 38,660,000.00 | 37,796,722.20 | |||
| MBONO 8.5% 11/18/38 | 28,220,000.00 | 27,171,627.00 | |||
| MBONO 8% 09/05/24 | 34,470,000.00 | 33,839,543.70 | |||
| MBONO 8% 11/07/47 | 28,400,000.00 | 25,597,204.00 | |||
| MBONO 8% 12/07/23 | 34,870,000.00 | 34,547,103.80 | |||
| メキシコペソ 小計 | 381,720,000.00 | 361,488,676.50 | |||
| (2,337,168,889) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,370,000.00 | 1,258,742.30 | ||
| BGB 0.2% 10/22/23 | 1,030,000.00 | 1,035,191.20 | |||
| BGB 0.35% 06/22/32 | 480,000.00 | 432,062.40 | |||
| BGB 0.4% 06/22/40 | 1,240,000.00 | 974,367.20 | |||
| BGB 0.5% 10/22/24 | 1,620,000.00 | 1,630,708.20 | |||
| BGB 0.65% 06/22/71 | 640,000.00 | 367,641.60 | |||
| BGB 0.8% 06/22/25 | 2,680,000.00 | 2,711,516.80 | |||
| BGB 0.8% 06/22/27 | 1,690,000.00 | 1,690,895.70 | |||
| BGB 0.8% 06/22/28 | 2,160,000.00 | 2,147,342.40 | |||
| BGB 0.9% 06/22/29 | 2,360,000.00 | 2,338,618.40 | |||
| BGB 0% 10/22/27 | 430,000.00 | 410,882.20 | |||
| BGB 0% 10/22/31 | 1,020,000.00 | 899,374.80 | |||
| BGB 1.25% 04/22/33 | 1,500,000.00 | 1,487,670.00 | |||
| BGB 1.4% 06/22/53 | 610,000.00 | 531,932.20 | |||
| BGB 1.45% 06/22/37 | 1,050,000.00 | 1,017,922.50 | |||
| BGB 1.6% 06/22/47 | 1,380,000.00 | 1,304,279.40 | |||
| BGB 1.7% 06/22/50 | 1,300,000.00 | 1,246,791.00 | |||
| BGB 1.9% 06/22/38 | 1,050,000.00 | 1,085,322.00 | |||
| BGB 1% 06/22/26 | 2,280,000.00 | 2,315,340.00 | |||
| BGB 1% 06/22/31 | 2,770,000.00 | 2,710,915.90 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 923,947.20 | |||
| BGB 2.25% 06/22/23 | 1,180,000.00 | 1,215,683.20 | |||
| BGB 2.25% 06/22/57 | 770,000.00 | 830,190.90 | |||
| BGB 2.6% 06/22/24 | 2,140,000.00 | 2,254,254.60 | |||
| BGB 3.75% 06/22/45 | 1,200,000.00 | 1,624,956.00 | |||
| BGB 3% 06/22/34 | 1,030,000.00 | 1,202,710.40 | |||
| BGB 4.25% 03/28/41 | 1,870,000.00 | 2,597,635.70 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,316,814.00 | |||
| BGB 4% 03/28/32 | 1,080,000.00 | 1,350,270.00 | |||
| BGB 5.5% 03/28/28 | 2,780,000.00 | 3,537,883.60 | |||
| BGB 5% 03/28/35 | 2,530,000.00 | 3,549,640.60 | |||
| BKO 0% 06/16/23 | 1,090,000.00 | 1,094,327.30 | |||
| BKO 0% 09/15/23 | 3,150,000.00 | 3,158,914.50 | |||
| BKO 0% 12/15/23 | 1,880,000.00 | 1,882,688.40 | |||
| BTPS 0.25% 03/15/28 | 1,680,000.00 | 1,527,304.80 | |||
| BTPS 0.3% 08/15/23 | 2,900,000.00 | 2,910,034.00 | |||
| BTPS 0.35% 02/01/25 | 580,000.00 | 569,589.00 | |||
| BTPS 0.45% 02/15/29 | 2,070,000.00 | 1,855,962.00 | |||
| BTPS 0.5% 02/01/26 | 1,910,000.00 | 1,851,363.00 | |||
| BTPS 0.5% 07/15/28 | 2,280,000.00 | 2,087,841.60 | |||
| BTPS 0.6% 06/15/23 | 1,110,000.00 | 1,119,124.20 | |||
| BTPS 0.6% 08/01/31 | 3,160,000.00 | 2,673,992.00 | |||
| BTPS 0.65% 10/15/23 | 670,000.00 | 674,576.10 | |||
| BTPS 0.85% 01/15/27 | 2,250,000.00 | 2,174,355.00 | |||
| BTPS 0.9% 04/01/31 | 3,800,000.00 | 3,336,780.00 | |||
| BTPS 0.95% 03/01/37 | 1,020,000.00 | 803,811.00 | |||
| BTPS 0.95% 06/01/32 | 2,550,000.00 | 2,192,949.00 | |||
| BTPS 0.95% 08/01/30 | 2,230,000.00 | 2,002,718.40 | |||
| BTPS 0.95% 09/15/27 | 2,380,000.00 | 2,284,062.20 | |||
| BTPS 0.95% 12/01/31 | 2,140,000.00 | 1,860,708.60 | |||
| BTPS 0% 01/15/24 | 1,000,000.00 | 993,080.00 | |||
| BTPS 0% 04/01/26 | 1,460,000.00 | 1,379,583.20 | |||
| BTPS 0% 04/15/24 | 3,000,000.00 | 2,961,870.00 | |||
| BTPS 0% 08/01/26 | 2,580,000.00 | 2,419,472.40 | |||
| BTPS 0% 08/15/24 | 1,500,000.00 | 1,471,695.00 | |||
| BTPS 0% 12/15/24 | 2,900,000.00 | 2,822,222.00 | |||
| BTPS 1.25% 12/01/26 | 1,950,000.00 | 1,925,683.50 | |||
| BTPS 1.35% 04/01/30 | 1,940,000.00 | 1,817,081.60 | |||
| BTPS 1.45% 03/01/36 | 1,700,000.00 | 1,464,006.00 | |||
| BTPS 1.45% 05/15/25 | 2,300,000.00 | 2,321,206.00 | |||
| BTPS 1.45% 11/15/24 | 2,400,000.00 | 2,427,912.00 | |||
| BTPS 1.5% 04/30/45 | 1,850,000.00 | 1,419,394.00 | |||
| BTPS 1.5% 06/01/25 | 2,410,000.00 | 2,438,148.80 | |||
| BTPS 1.6% 06/01/26 | 2,830,000.00 | 2,849,838.30 | |||
| BTPS 1.65% 03/01/32 | 3,010,000.00 | 2,804,236.40 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,399,715.80 | |||
| BTPS 1.7% 09/01/51 | 1,680,000.00 | 1,264,468.80 | |||
| BTPS 1.75% 07/01/24 | 3,200,000.00 | 3,266,496.00 | |||
| BTPS 1.8% 03/01/41 | 2,260,000.00 | 1,912,118.20 | |||
| BTPS 1.85% 05/15/24 | 2,450,000.00 | 2,508,604.00 | |||
| BTPS 1.85% 07/01/25 | 2,700,000.00 | 2,752,380.00 | |||
| BTPS 2.05% 08/01/27 | 2,740,000.00 | 2,783,812.60 | |||
| BTPS 2.1% 07/15/26 | 3,200,000.00 | 3,284,032.00 | |||
| BTPS 2.15% 03/01/72 | 730,000.00 | 548,872.40 | |||
| BTPS 2.15% 09/01/52 | 920,000.00 | 757,472.80 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,339,667.60 | |||
| BTPS 2.25% 09/01/36 | 1,840,000.00 | 1,748,533.60 | |||
| BTPS 2.45% 09/01/33 | 2,640,000.00 | 2,616,187.20 | |||
| BTPS 2.45% 09/01/50 | 1,810,000.00 | 1,615,081.10 | |||
| BTPS 2.45% 10/01/23 | 2,910,000.00 | 3,007,077.60 | |||
| BTPS 2.5% 11/15/25 | 2,950,000.00 | 3,077,056.50 | |||
| BTPS 2.5% 12/01/24 | 2,950,000.00 | 3,070,832.00 | |||
| BTPS 2.7% 03/01/47 | 2,210,000.00 | 2,128,583.60 | |||
| BTPS 2.8% 03/01/67 | 1,130,000.00 | 1,029,384.80 | |||
| BTPS 2.8% 12/01/28 | 1,890,000.00 | 1,987,883.10 | |||
| BTPS 2.95% 09/01/38 | 2,050,000.00 | 2,101,721.50 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,283,278.00 | |||
| BTPS 2% 12/01/25 | 2,090,000.00 | 2,142,877.00 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,474,371.80 | |||
| BTPS 3.25% 09/01/46 | 1,950,000.00 | 2,062,885.50 | |||
| BTPS 3.35% 03/01/35 | 2,220,000.00 | 2,391,472.80 | |||
| BTPS 3.45% 03/01/48 | 2,120,000.00 | 2,309,697.60 | |||
| BTPS 3.5% 03/01/30 | 3,960,000.00 | 4,350,178.80 | |||
| BTPS 3.75% 09/01/24 | 2,150,000.00 | 2,299,403.50 | |||
| BTPS 3.85% 09/01/49 | 1,860,000.00 | 2,153,433.60 | |||
| BTPS 3% 08/01/29 | 3,360,000.00 | 3,564,825.60 | |||
| BTPS 4.5% 03/01/24 | 2,750,000.00 | 2,955,205.00 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,331,056.00 | |||
| BTPS 4.5% 05/01/23 | 3,580,000.00 | 3,750,551.20 | |||
| BTPS 4.75% 08/01/23 | 3,650,000.00 | 3,871,993.00 | |||
| BTPS 4.75% 09/01/28 | 3,630,000.00 | 4,241,255.70 | |||
| BTPS 4.75% 09/01/44 | 2,100,000.00 | 2,741,823.00 | |||
| BTPS 4% 02/01/37 | 3,550,000.00 | 4,116,189.50 | |||
| BTPS 5.0% 08/01/39 | 3,000,000.00 | 3,907,770.00 | |||
| BTPS 5.25% 11/01/29 | 3,560,000.00 | 4,359,006.40 | |||
| BTPS 5.75% 02/01/33 | 2,280,000.00 | 2,990,379.60 | |||
| BTPS 5% 03/01/25 | 3,660,000.00 | 4,072,994.40 | |||
| BTPS 5% 08/01/34 | 2,970,000.00 | 3,748,021.20 | |||
| BTPS 5% 09/01/40 | 2,240,000.00 | 2,942,934.40 | |||
| BTPS 6.5% 11/01/27 | 3,600,000.00 | 4,512,348.00 | |||
| BTPS 6% 05/01/31 | 2,940,000.00 | 3,828,585.60 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,756,118.00 | |||
| BTPS 9% 11/01/23 | 800,000.00 | 906,848.00 | |||
| DBR 0.25% 02/15/27 | 3,890,000.00 | 3,832,933.70 | |||
| DBR 0.25% 02/15/29 | 3,080,000.00 | 2,983,811.60 | |||
| DBR 0.25% 08/15/28 | 2,630,000.00 | 2,556,386.30 | |||
| DBR 0.5% 02/15/25 | 3,080,000.00 | 3,100,944.00 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 3,006,090.00 | |||
| DBR 0.5% 02/15/28 | 3,680,000.00 | 3,643,016.00 | |||
| DBR 0.5% 08/15/27 | 4,040,000.00 | 4,012,366.40 | |||
| DBR 0% 02/15/30 | 3,570,000.00 | 3,359,120.10 | |||
| DBR 0% 02/15/31 | 3,120,000.00 | 2,899,416.00 | |||
| DBR 0% 02/15/32 | 2,390,000.00 | 2,186,754.40 | |||
| DBR 0% 05/15/35 | 2,820,000.00 | 2,469,925.20 | |||
| DBR 0% 05/15/36 | 3,380,000.00 | 2,921,097.40 | |||
| DBR 0% 08/15/26 | 4,350,000.00 | 4,255,909.50 | |||
| DBR 0% 08/15/29 | 3,500,000.00 | 3,314,185.00 | |||
| DBR 0% 08/15/30 | 4,190,000.00 | 3,918,697.50 | |||
| DBR 0% 08/15/30 | 670,000.00 | 628,138.40 | |||
| DBR 0% 08/15/31 | 3,450,000.00 | 3,182,245.50 | |||
| DBR 0% 08/15/50 | 4,420,000.00 | 3,289,938.60 | |||
| DBR 0% 08/15/52 | 1,730,000.00 | 1,251,845.30 | |||
| DBR 0% 11/15/27 | 2,960,000.00 | 2,855,275.20 | |||
| DBR 0% 11/15/28 | 2,500,000.00 | 2,386,750.00 | |||
| DBR 1.25% 08/15/48 | 3,580,000.00 | 3,766,732.80 | |||
| DBR 1.5% 05/15/23 | 3,020,000.00 | 3,080,611.40 | |||
| DBR 1.5% 05/15/24 | 2,290,000.00 | 2,356,868.00 | |||
| DBR 1.75% 02/15/24 | 1,650,000.00 | 1,702,783.50 | |||
| DBR 1% 08/15/24 | 2,000,000.00 | 2,039,460.00 | |||
| DBR 1% 08/15/25 | 2,720,000.00 | 2,776,956.80 | |||
| DBR 2.5% 07/04/44 | 3,540,000.00 | 4,596,583.80 | |||
| DBR 2.5% 08/15/46 | 3,810,000.00 | 5,046,878.40 | |||
| DBR 2% 08/15/23 | 2,860,000.00 | 2,948,030.80 | |||
| DBR 3.25% 07/04/42 | 2,230,000.00 | 3,142,582.90 | |||
| DBR 4.0% 01/04/37 | 2,930,000.00 | 4,140,060.70 | |||
| DBR 4.25% 07/04/39 | 2,310,000.00 | 3,486,921.90 | |||
| DBR 4.75% 07/04/28 | 2,550,000.00 | 3,187,245.00 | |||
| DBR 4.75% 07/04/34 | 2,990,000.00 | 4,313,942.10 | |||
| DBR 4.75% 07/04/40 | 2,480,000.00 | 4,011,499.20 | |||
| DBR 5.5% 01/04/31 | 2,840,000.00 | 3,960,607.20 | |||
| DBR 5.625% 01/04/28 | 2,360,000.00 | 3,019,030.00 | |||
| DBR 6.25% 01/04/24 | 3,230,000.00 | 3,581,391.70 | |||
| DBR 6.25% 01/04/30 | 1,250,000.00 | 1,766,762.50 | |||
| DBR 6.5% 07/04/27 | 980,000.00 | 1,274,735.00 | |||
| FRTR 0.25% 11/25/26 | 4,680,000.00 | 4,572,547.20 | |||
| FRTR 0.5% 05/25/25 | 5,590,000.00 | 5,591,677.00 | |||
| FRTR 0.5% 05/25/26 | 6,690,000.00 | 6,636,346.20 | |||
| FRTR 0.5% 05/25/29 | 5,350,000.00 | 5,151,408.00 | |||
| FRTR 0.5% 05/25/40 | 2,760,000.00 | 2,251,911.60 | |||
| FRTR 0.5% 05/25/72 | 990,000.00 | 526,719.60 | |||
| FRTR 0.5% 06/25/44 | 1,530,000.00 | 1,185,061.50 | |||
| FRTR 0.75% 05/25/28 | 6,290,000.00 | 6,223,577.60 | |||
| FRTR 0.75% 05/25/52 | 3,800,000.00 | 2,852,660.00 | |||
| FRTR 0.75% 05/25/53 | 2,060,000.00 | 1,518,508.40 | |||
| FRTR 0.75% 11/25/28 | 5,850,000.00 | 5,764,239.00 | |||
| FRTR 0% 02/25/24 | 4,850,000.00 | 4,842,773.50 | |||
| FRTR 0% 02/25/25 | 1,000,000.00 | 986,440.00 | |||
| FRTR 0% 02/25/26 | 5,210,000.00 | 5,079,802.10 | |||
| FRTR 0% 02/25/27 | 3,560,000.00 | 3,421,088.80 | |||
| FRTR 0% 03/25/24 | 5,950,000.00 | 5,932,626.00 | |||
| FRTR 0% 03/25/25 | 6,390,000.00 | 6,307,057.80 | |||
| FRTR 0% 05/25/32 | 1,970,000.00 | 1,715,653.30 | |||
| FRTR 0% 11/25/29 | 5,260,000.00 | 4,839,883.80 | |||
| FRTR 0% 11/25/30 | 6,040,000.00 | 5,438,778.40 | |||
| FRTR 0% 11/25/31 | 5,830,000.00 | 5,134,889.10 | |||
| FRTR 1.25% 05/25/34 | 5,090,000.00 | 4,950,126.80 | |||
| FRTR 1.25% 05/25/36 | 5,130,000.00 | 4,921,773.30 | |||
| FRTR 1.5% 05/25/31 | 6,770,000.00 | 6,924,694.50 | |||
| FRTR 1.5% 05/25/50 | 4,090,000.00 | 3,816,951.60 | |||
| FRTR 1.75% 05/25/23 | 5,380,000.00 | 5,502,664.00 | |||
| FRTR 1.75% 05/25/66 | 1,780,000.00 | 1,688,152.00 | |||
| FRTR 1.75% 06/25/39 | 3,820,000.00 | 3,916,760.60 | |||
| FRTR 1.75% 11/25/24 | 4,160,000.00 | 4,308,678.40 | |||
| FRTR 1% 05/25/27 | 4,650,000.00 | 4,688,176.50 | |||
| FRTR 1% 11/25/25 | 5,280,000.00 | 5,353,233.60 | |||
| FRTR 2.25% 05/25/24 | 4,100,000.00 | 4,275,972.00 | |||
| FRTR 2.5% 05/25/30 | 6,380,000.00 | 7,068,593.40 | |||
| FRTR 2.75% 10/25/27 | 6,910,000.00 | 7,616,340.20 | |||
| FRTR 2% 05/25/48 | 3,560,000.00 | 3,721,944.40 | |||
| FRTR 3.25% 05/25/45 | 3,800,000.00 | 4,889,270.00 | |||
| FRTR 3.5% 04/25/26 | 6,350,000.00 | 7,066,661.00 | |||
| FRTR 4.25% 10/25/23 | 5,650,000.00 | 6,020,640.00 | |||
| FRTR 4.5% 04/25/41 | 4,520,000.00 | 6,577,820.40 | |||
| FRTR 4.75% 04/25/35 | 3,630,000.00 | 5,032,886.10 | |||
| FRTR 4% 04/25/55 | 2,420,000.00 | 3,707,319.00 | |||
| FRTR 4% 04/25/60 | 2,030,000.00 | 3,195,788.40 | |||
| FRTR 4% 10/25/38 | 3,370,000.00 | 4,550,713.20 | |||
| FRTR 5.5% 04/25/29 | 5,170,000.00 | 6,751,864.90 | |||
| FRTR 5.75% 10/25/32 | 4,340,000.00 | 6,210,453.20 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 2,261,095.00 | |||
| FRTR 8.5% 04/25/23 | 1,000,000.00 | 1,090,180.00 | |||
| IRISH 0.2% 05/15/27 | 930,000.00 | 901,848.90 | |||
| IRISH 0.2% 10/18/30 | 1,090,000.00 | 997,426.30 | |||
| IRISH 0.35% 10/18/32 | 470,000.00 | 417,862.90 | |||
| IRISH 0.4% 05/15/35 | 610,000.00 | 525,136.80 | |||
| IRISH 0.55% 04/22/41 | 500,000.00 | 402,850.00 | |||
| IRISH 0.9% 05/15/28 | 1,100,000.00 | 1,094,445.00 | |||
| IRISH 0% 10/18/31 | 1,300,000.00 | 1,137,266.00 | |||
| IRISH 1.1% 05/15/29 | 1,200,000.00 | 1,200,528.00 | |||
| IRISH 1.3% 05/15/33 | 670,000.00 | 655,126.00 | |||
| IRISH 1.35% 03/18/31 | 620,000.00 | 625,263.80 | |||
| IRISH 1.5% 05/15/50 | 870,000.00 | 804,262.80 | |||
| IRISH 1.7% 05/15/37 | 820,000.00 | 829,216.80 | |||
| IRISH 1% 05/15/26 | 1,640,000.00 | 1,663,091.20 | |||
| IRISH 2.4% 05/15/30 | 1,210,000.00 | 1,325,603.40 | |||
| IRISH 2% 02/18/45 | 1,150,000.00 | 1,204,257.00 | |||
| IRISH 3.4% 03/18/24 | 970,000.00 | 1,031,401.00 | |||
| IRISH 5.4% 03/13/25 | 1,160,000.00 | 1,324,685.20 | |||
| NETHER 0.25% 07/15/25 | 2,310,000.00 | 2,297,595.30 | |||
| NETHER 0.25% 07/15/29 | 1,570,000.00 | 1,496,319.90 | |||
| NETHER 0.5% 01/15/40 | 1,440,000.00 | 1,269,849.60 | |||
| NETHER 0.5% 07/15/26 | 2,320,000.00 | 2,311,996.00 | |||
| NETHER 0.5% 07/15/32 | 700,000.00 | 655,494.00 | |||
| NETHER 0.75% 07/15/27 | 2,110,000.00 | 2,111,751.30 | |||
| NETHER 0.75% 07/15/28 | 1,620,000.00 | 1,612,515.60 | |||
| NETHER 0% 01/15/24 | 2,230,000.00 | 2,231,494.10 | |||
| NETHER 0% 01/15/26 | 790,000.00 | 773,252.00 | |||
| NETHER 0% 01/15/27 | 1,840,000.00 | 1,781,083.20 | |||
| NETHER 0% 01/15/29 | 1,390,000.00 | 1,306,822.40 | |||
| NETHER 0% 01/15/38 | 960,000.00 | 785,155.20 | |||
| NETHER 0% 01/15/52 | 1,490,000.00 | 1,038,455.50 | |||
| NETHER 0% 07/15/30 | 1,920,000.00 | 1,767,513.60 | |||
| NETHER 0% 07/15/31 | 1,370,000.00 | 1,242,699.60 | |||
| NETHER 1.75% 07/15/23 | 1,940,000.00 | 1,990,731.00 | |||
| NETHER 2.5% 01/15/33 | 2,020,000.00 | 2,294,558.40 | |||
| NETHER 2.75% 01/15/47 | 2,490,000.00 | 3,312,646.20 | |||
| NETHER 2% 07/15/24 | 1,990,000.00 | 2,072,326.30 | |||
| NETHER 3.75% 01/15/42 | 2,250,000.00 | 3,232,035.00 | |||
| NETHER 4% 01/15/37 | 2,180,000.00 | 2,986,491.00 | |||
| NETHER 5.5% 01/15/28 | 1,730,000.00 | 2,188,190.50 | |||
| OBL 0% 04/05/24 | 3,330,000.00 | 3,327,435.90 | |||
| OBL 0% 04/10/26 | 3,070,000.00 | 3,012,529.60 | |||
| OBL 0% 04/11/25 | 3,750,000.00 | 3,715,687.50 | |||
| OBL 0% 04/14/23 | 2,220,000.00 | 2,228,613.60 | |||
| OBL 0% 04/16/27 | 1,100,000.00 | 1,067,176.00 | |||
| OBL 0% 10/09/26 | 2,900,000.00 | 2,829,066.00 | |||
| OBL 0% 10/10/25 | 3,500,000.00 | 3,452,400.00 | |||
| OBL 0% 10/13/23 | 1,510,000.00 | 1,515,254.80 | |||
| OBL 0% 10/18/24 | 4,190,000.00 | 4,168,086.30 | |||
| RAGB 0.25% 10/20/36 | 730,000.00 | 607,732.30 | |||
| RAGB 0.5% 02/20/29 | 1,770,000.00 | 1,705,996.80 | |||
| RAGB 0.5% 04/20/27 | 890,000.00 | 878,341.00 | |||
| RAGB 0.7% 04/20/71 | 440,000.00 | 281,613.20 | |||
| RAGB 0.75% 02/20/28 | 1,780,000.00 | 1,765,831.20 | |||
| RAGB 0.75% 03/20/51 | 780,000.00 | 628,906.20 | |||
| RAGB 0.75% 10/20/26 | 2,080,000.00 | 2,085,699.20 | |||
| RAGB 0.85% 06/30/20 | 330,000.00 | 173,246.70 | |||
| RAGB 0.9% 02/20/32 | 510,000.00 | 487,973.10 | |||
| RAGB 0% 02/20/30 | 1,450,000.00 | 1,323,270.00 | |||
| RAGB 0% 02/20/31 | 1,640,000.00 | 1,466,504.40 | |||
| RAGB 0% 04/20/23 | 1,140,000.00 | 1,144,765.20 | |||
| RAGB 0% 04/20/25 | 930,000.00 | 918,142.50 | |||
| RAGB 0% 07/15/23 | 1,120,000.00 | 1,123,584.00 | |||
| RAGB 0% 07/15/24 | 1,440,000.00 | 1,435,752.00 | |||
| RAGB 0% 10/20/40 | 670,000.00 | 500,932.20 | |||
| RAGB 1.2% 10/20/25 | 1,070,000.00 | 1,095,487.40 | |||
| RAGB 1.5% 02/20/47 | 1,030,000.00 | 1,023,892.10 | |||
| RAGB 1.5% 11/02/86 | 370,000.00 | 320,682.70 | |||
| RAGB 1.65% 10/21/24 | 990,000.00 | 1,025,768.70 | |||
| RAGB 1.75% 10/20/23 | 1,330,000.00 | 1,367,958.20 | |||
| RAGB 2.1% 09/20/17 | 810,000.00 | 826,621.20 | |||
| RAGB 2.4% 05/23/34 | 1,080,000.00 | 1,200,290.40 | |||
| RAGB 3.15% 06/20/44 | 830,000.00 | 1,093,525.00 | |||
| RAGB 3.8% 01/26/62 | 470,000.00 | 756,540.20 | |||
| RAGB 4.15% 03/15/37 | 1,820,000.00 | 2,478,767.20 | |||
| RAGB 4.85% 03/15/26 | 1,370,000.00 | 1,600,913.50 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,512,535.80 | |||
| RFGB 0.125% 04/15/36 | 540,000.00 | 447,552.00 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 304,966.20 | |||
| RFGB 0.125% 09/15/31 | 540,000.00 | 484,515.00 | |||
| RFGB 0.25% 09/15/40 | 500,000.00 | 397,285.00 | |||
| RFGB 0.5% 04/15/26 | 620,000.00 | 616,075.40 | |||
| RFGB 0.5% 04/15/43 | 380,000.00 | 306,842.40 | |||
| RFGB 0.5% 09/15/27 | 870,000.00 | 854,609.70 | |||
| RFGB 0.5% 09/15/28 | 650,000.00 | 630,649.50 | |||
| RFGB 0.5% 09/15/29 | 760,000.00 | 728,916.00 | |||
| RFGB 0.75% 04/15/31 | 800,000.00 | 768,704.00 | |||
| RFGB 0.875% 09/15/25 | 690,000.00 | 698,024.70 | |||
| RFGB 0% 09/15/23 | 570,000.00 | 571,254.00 | |||
| RFGB 0% 09/15/24 | 420,000.00 | 417,286.80 | |||
| RFGB 0% 09/15/26 | 590,000.00 | 570,919.40 | |||
| RFGB 0% 09/15/30 | 630,000.00 | 570,231.90 | |||
| RFGB 1.125% 04/15/34 | 560,000.00 | 542,236.80 | |||
| RFGB 1.375% 04/15/47 | 490,000.00 | 480,043.20 | |||
| RFGB 1.5% 04/15/23 | 650,000.00 | 661,843.00 | |||
| RFGB 2.625% 07/04/42 | 640,000.00 | 762,470.40 | |||
| RFGB 2.75% 07/04/28 | 550,000.00 | 610,835.50 | |||
| RFGB 2% 04/15/24 | 730,000.00 | 757,769.20 | |||
| RFGB 4% 07/04/25 | 830,000.00 | 924,711.30 | |||
| SPGB 0.1% 04/30/31 | 3,180,000.00 | 2,763,165.60 | |||
| SPGB 0.25% 07/30/24 | 2,290,000.00 | 2,281,023.20 | |||
| SPGB 0.35% 07/30/23 | 3,590,000.00 | 3,608,739.80 | |||
| SPGB 0.5% 04/30/30 | 2,900,000.00 | 2,681,746.00 | |||
| SPGB 0.5% 10/31/31 | 1,960,000.00 | 1,744,635.20 | |||
| SPGB 0.6% 10/31/29 | 2,950,000.00 | 2,773,737.50 | |||
| SPGB 0.7% 04/30/32 | 2,680,000.00 | 2,402,914.80 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,389,296.80 | |||
| SPGB 0.85% 07/30/37 | 1,460,000.00 | 1,217,698.40 | |||
| SPGB 0% 01/31/25 | 2,280,000.00 | 2,241,126.00 | |||
| SPGB 0% 01/31/26 | 2,720,000.00 | 2,623,032.00 | |||
| SPGB 0% 01/31/27 | 1,560,000.00 | 1,475,494.80 | |||
| SPGB 0% 01/31/28 | 1,930,000.00 | 1,795,266.70 | |||
| SPGB 0% 04/30/23 | 1,630,000.00 | 1,635,036.70 | |||
| SPGB 0% 05/31/24 | 2,110,000.00 | 2,092,592.50 | |||
| SPGB 1.2% 10/31/40 | 2,260,000.00 | 1,916,028.00 | |||
| SPGB 1.25% 10/31/30 | 3,050,000.00 | 2,968,778.50 | |||
| SPGB 1.3% 10/31/26 | 2,750,000.00 | 2,782,670.00 | |||
| SPGB 1.4% 04/30/28 | 2,490,000.00 | 2,509,521.60 | |||
| SPGB 1.4% 07/30/28 | 3,570,000.00 | 3,593,526.30 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,702,723.70 | |||
| SPGB 1.45% 10/31/27 | 3,040,000.00 | 3,077,361.60 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 429,501.60 | |||
| SPGB 1.5% 04/30/27 | 2,650,000.00 | 2,692,744.50 | |||
| SPGB 1.6% 04/30/25 | 3,050,000.00 | 3,134,698.50 | |||
| SPGB 1.85% 07/30/35 | 2,750,000.00 | 2,706,192.50 | |||
| SPGB 1.9% 10/31/52 | 900,000.00 | 792,306.00 | |||
| SPGB 1.95% 04/30/26 | 2,810,000.00 | 2,917,847.80 | |||
| SPGB 1.95% 07/30/30 | 2,940,000.00 | 3,031,257.60 | |||
| SPGB 1% 07/30/42 | 650,000.00 | 525,258.50 | |||
| SPGB 1% 10/31/50 | 2,470,000.00 | 1,791,738.00 | |||
| SPGB 2.15% 10/31/25 | 2,810,000.00 | 2,934,567.30 | |||
| SPGB 2.35% 07/30/33 | 2,440,000.00 | 2,561,634.00 | |||
| SPGB 2.7% 10/31/48 | 1,850,000.00 | 1,997,408.00 | |||
| SPGB 2.75% 10/31/24 | 3,050,000.00 | 3,223,331.50 | |||
| SPGB 2.9% 10/31/46 | 2,200,000.00 | 2,470,996.00 | |||
| SPGB 3.45% 07/30/66 | 1,780,000.00 | 2,118,039.80 | |||
| SPGB 3.8% 04/30/24 | 2,520,000.00 | 2,693,955.60 | |||
| SPGB 4.2% 01/31/37 | 2,530,000.00 | 3,244,725.00 | |||
| SPGB 4.4% 10/31/23 | 2,690,000.00 | 2,866,033.60 | |||
| SPGB 4.65% 07/30/25 | 2,840,000.00 | 3,188,013.60 | |||
| SPGB 4.7% 07/30/41 | 2,640,000.00 | 3,712,183.20 | |||
| SPGB 4.8% 01/31/24 | 2,400,000.00 | 2,590,200.00 | |||
| SPGB 4.9% 07/30/40 | 2,250,000.00 | 3,214,957.50 | |||
| SPGB 5.15% 10/31/28 | 4,290,000.00 | 5,306,515.50 | |||
| SPGB 5.15% 10/31/44 | 1,910,000.00 | 2,916,379.00 | |||
| SPGB 5.75% 07/30/32 | 2,860,000.00 | 3,934,216.00 | |||
| SPGB 5.9% 07/30/26 | 3,480,000.00 | 4,191,242.40 | |||
| SPGB 6.0% 01/31/29 | 1,050,000.00 | 1,370,092.50 | |||
| ユーロ 小計 | 800,260,000.00 | 834,167,109.80 | |||
| (116,558,170,252) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 1,520,000.00 | 1,436,020.00 | ||
| UKT 0.125% 01/31/24 | 3,300,000.00 | 3,213,573.00 | |||
| UKT 0.125% 01/31/28 | 2,260,000.00 | 2,060,894.00 | |||
| UKT 0.25% 01/31/25 | 1,110,000.00 | 1,066,066.20 | |||
| UKT 0.25% 07/31/31 | 3,270,000.00 | 2,798,956.50 | |||
| UKT 0.375% 10/22/26 | 1,910,000.00 | 1,799,067.20 | |||
| UKT 0.375% 10/22/30 | 2,420,000.00 | 2,138,287.80 | |||
| UKT 0.5% 01/31/29 | 1,020,000.00 | 933,779.40 | |||
| UKT 0.5% 10/22/61 | 1,340,000.00 | 798,626.60 | |||
| UKT 0.625% 06/07/25 | 1,700,000.00 | 1,648,252.00 | |||
| UKT 0.625% 07/31/35 | 2,360,000.00 | 1,942,940.80 | |||
| UKT 0.625% 10/22/50 | 1,590,000.00 | 1,090,183.50 | |||
| UKT 0.75% 07/22/23 | 2,360,000.00 | 2,338,878.00 | |||
| UKT 0.875% 01/31/46 | 1,170,000.00 | 889,246.80 | |||
| UKT 0.875% 07/31/33 | 510,000.00 | 449,855.70 | |||
| UKT 0.875% 10/22/29 | 1,700,000.00 | 1,588,395.00 | |||
| UKT 1.125% 01/31/39 | 500,000.00 | 424,745.00 | |||
| UKT 1.125% 10/22/73 | 520,000.00 | 389,194.00 | |||
| UKT 1.25% 07/22/27 | 950,000.00 | 929,565.50 | |||
| UKT 1.25% 07/31/51 | 830,000.00 | 672,349.80 | |||
| UKT 1.25% 10/22/41 | 2,800,000.00 | 2,382,324.00 | |||
| UKT 1.5% 07/22/26 | 1,600,000.00 | 1,590,176.00 | |||
| UKT 1.5% 07/22/47 | 2,370,000.00 | 2,070,076.50 | |||
| UKT 1.5% 07/31/53 | 200,000.00 | 173,478.00 | |||
| UKT 1.625% 10/22/28 | 1,620,000.00 | 1,610,150.40 | |||
| UKT 1.625% 10/22/54 | 1,860,000.00 | 1,654,265.40 | |||
| UKT 1.625% 10/22/71 | 1,320,000.00 | 1,197,042.00 | |||
| UKT 1.75% 01/22/49 | 1,300,000.00 | 1,193,634.00 | |||
| UKT 1.75% 07/22/57 | 2,210,000.00 | 2,036,006.70 | |||
| UKT 1.75% 09/07/37 | 2,630,000.00 | 2,481,063.10 | |||
| UKT 1% 01/31/32 | 400,000.00 | 364,728.00 | |||
| UKT 1% 04/22/24 | 1,600,000.00 | 1,581,760.00 | |||
| UKT 2.25% 09/07/23 | 2,500,000.00 | 2,524,250.00 | |||
| UKT 2.5% 07/22/65 | 1,920,000.00 | 2,214,412.80 | |||
| UKT 2.75% 09/07/24 | 1,690,000.00 | 1,734,717.40 | |||
| UKT 2% 09/07/25 | 1,780,000.00 | 1,801,733.80 | |||
| UKT 3.25% 01/22/44 | 2,580,000.00 | 3,052,372.20 | |||
| UKT 3.5% 01/22/45 | 2,290,000.00 | 2,829,569.80 | |||
| UKT 3.5% 07/22/68 | 1,930,000.00 | 2,821,795.10 | |||
| UKT 3.75% 07/22/52 | 1,600,000.00 | 2,183,344.00 | |||
| UKT 4.25% 03/07/36 | 2,090,000.00 | 2,616,721.80 | |||
| UKT 4.25% 06/07/32 | 2,100,000.00 | 2,535,456.00 | |||
| UKT 4.25% 09/07/39 | 1,620,000.00 | 2,107,053.00 | |||
| UKT 4.25% 12/07/27 | 1,370,000.00 | 1,554,388.30 | |||
| UKT 4.25% 12/07/40 | 1,750,000.00 | 2,303,157.50 | |||
| UKT 4.25% 12/07/46 | 1,920,000.00 | 2,673,811.20 | |||
| UKT 4.25% 12/07/49 | 1,510,000.00 | 2,170,202.20 | |||
| UKT 4.25% 12/07/55 | 1,910,000.00 | 2,918,384.50 | |||
| UKT 4.5% 09/07/34 | 1,860,000.00 | 2,347,729.20 | |||
| UKT 4.5% 12/07/42 | 2,210,000.00 | 3,058,728.40 | |||
| UKT 4.75% 12/07/30 | 1,460,000.00 | 1,797,143.20 | |||
| UKT 4.75% 12/07/38 | 1,650,000.00 | 2,248,488.00 | |||
| UKT 4% 01/22/60 | 1,540,000.00 | 2,348,053.40 | |||
| UKT 5% 03/07/25 | 1,800,000.00 | 1,965,582.00 | |||
| UKT 6.0% 12/07/28 | 1,250,000.00 | 1,579,112.50 | |||
| イギリスポンド 小計 | 94,580,000.00 | 100,329,787.20 | |||
| (16,904,565,845) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 6,470,000.00 | 5,677,230.90 | ||
| SGB 0.75% 05/12/28 | 7,800,000.00 | 7,471,464.00 | |||
| SGB 0.75% 11/12/29 | 9,010,000.00 | 8,508,863.80 | |||
| SGB 1.5% 11/13/23 | 12,500,000.00 | 12,623,875.00 | |||
| SGB 1% 11/12/26 | 10,030,000.00 | 9,851,566.30 | |||
| SGB 2.25% 06/01/32 | 4,980,000.00 | 5,280,642.60 | |||
| SGB 2.5% 05/12/25 | 9,300,000.00 | 9,651,633.00 | |||
| SGB 3.5% 03/30/39 | 5,310,000.00 | 6,699,149.10 | |||
| スウェーデンクローナ 小計 | 65,400,000.00 | 65,764,424.70 | |||
| (892,423,243) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 3,590,000.00 | 3,110,483.70 | ||
| NGB 1.375% 08/19/30 | 6,480,000.00 | 5,763,895.20 | |||
| NGB 1.5% 02/19/26 | 6,360,000.00 | 6,085,947.60 | |||
| NGB 1.75% 02/17/27 | 6,060,000.00 | 5,783,179.20 | |||
| NGB 1.75% 03/13/25 | 5,720,000.00 | 5,591,643.20 | |||
| NGB 1.75% 09/06/29 | 6,340,000.00 | 5,873,502.80 | |||
| NGB 2.125% 05/18/32 | 3,220,000.00 | 3,005,322.60 | |||
| NGB 2% 04/26/28 | 5,020,000.00 | 4,792,041.80 | |||
| NGB 2% 05/24/23 | 10,660,000.00 | 10,696,137.40 | |||
| NGB 3% 03/14/24 | 7,760,000.00 | 7,867,010.40 | |||
| ノルウェークローネ 小計 | 61,210,000.00 | 58,569,163.90 | |||
| (858,038,251) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 6,050,000.00 | 4,436,283.50 | ||
| DGB 0.5% 11/15/27 | 8,850,000.00 | 8,654,680.50 | |||
| DGB 0.5% 11/15/29 | 12,410,000.00 | 11,922,162.90 | |||
| DGB 0% 11/15/24 | 2,130,000.00 | 2,108,337.90 | |||
| DGB 0% 11/15/31 | 5,830,000.00 | 5,210,795.70 | |||
| DGB 1.5% 11/15/23 | 7,550,000.00 | 7,738,221.50 | |||
| DGB 1.75% 11/15/25 | 7,280,000.00 | 7,566,759.20 | |||
| DGB 4.5% 11/15/39 | 13,980,000.00 | 20,877,732.00 | |||
| デンマーククローネ 小計 | 64,080,000.00 | 68,514,973.20 | |||
| (1,286,711,196) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 2,850,000.00 | 2,154,600.00 | ||
| POLGB 0.75% 04/25/25 | 3,560,000.00 | 3,004,319.60 | |||
| POLGB 0% 04/25/23 | 1,230,000.00 | 1,162,128.60 | |||
| POLGB 0% 07/25/24 | 2,160,000.00 | 1,868,076.00 | |||
| POLGB 1.25% 10/25/30 | 4,150,000.00 | 2,838,226.50 | |||
| POLGB 1.75% 04/25/32 | 650,000.00 | 437,573.50 | |||
| POLGB 2.25% 10/25/24 | 3,930,000.00 | 3,550,126.20 | |||
| POLGB 2.5% 04/25/24 | 4,690,000.00 | 4,351,944.80 | |||
| POLGB 2.5% 07/25/26 | 6,060,000.00 | 5,126,154.00 | |||
| POLGB 2.5% 07/25/27 | 3,780,000.00 | 3,105,005.40 | |||
| POLGB 2.75% 04/25/28 | 5,750,000.00 | 4,689,240.00 | |||
| POLGB 2.75% 10/25/29 | 6,220,000.00 | 4,940,608.20 | |||
| POLGB 3.25% 07/25/25 | 4,910,000.00 | 4,418,607.20 | |||
| POLGB 4% 10/25/23 | 3,760,000.00 | 3,644,380.00 | |||
| POLGB 5.75% 04/25/29 | 600,000.00 | 580,194.00 | |||
| ポーランドズロチ 小計 | 54,300,000.00 | 45,871,184.00 | |||
| (1,378,020,825) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 3,430,000.00 | 3,251,640.00 | ||
| ACGB 0.25% 11/21/25 | 2,340,000.00 | 2,150,764.20 | |||
| ACGB 0.5% 09/21/26 | 2,040,000.00 | 1,852,299.60 | |||
| ACGB 1.25% 05/21/32 | 2,740,000.00 | 2,306,915.60 | |||
| ACGB 1.5% 06/21/31 | 3,190,000.00 | 2,793,355.40 | |||
| ACGB 1.75% 06/21/51 | 1,760,000.00 | 1,198,859.20 | |||
| ACGB 1.75% 11/21/32 | 2,910,000.00 | 2,553,990.60 | |||
| ACGB 1% 11/21/31 | 3,250,000.00 | 2,693,535.00 | |||
| ACGB 1% 12/21/30 | 3,310,000.00 | 2,797,744.40 | |||
| ACGB 2.25% 05/21/28 | 2,230,000.00 | 2,152,752.80 | |||
| ACGB 2.5% 05/21/30 | 2,830,000.00 | 2,727,412.50 | |||
| ACGB 2.75% 04/21/24 | 1,380,000.00 | 1,396,297.80 | |||
| ACGB 2.75% 05/21/41 | 1,630,000.00 | 1,471,938.90 | |||
| ACGB 2.75% 06/21/35 | 1,050,000.00 | 997,500.00 | |||
| ACGB 2.75% 11/21/27 | 1,930,000.00 | 1,923,109.90 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,644,230.00 | |||
| ACGB 2.75% 11/21/29 | 1,410,000.00 | 1,388,582.10 | |||
| ACGB 3.25% 04/21/25 | 2,560,000.00 | 2,615,142.40 | |||
| ACGB 3.25% 04/21/29 | 2,200,000.00 | 2,243,626.00 | |||
| ACGB 3.25% 06/21/39 | 1,120,000.00 | 1,101,195.20 | |||
| ACGB 3.75% 04/21/37 | 1,620,000.00 | 1,708,111.80 | |||
| ACGB 3% 03/21/47 | 1,680,000.00 | 1,537,939.20 | |||
| ACGB 4.25% 04/21/26 | 1,890,000.00 | 2,003,362.20 | |||
| ACGB 4.5% 04/21/33 | 2,310,000.00 | 2,607,504.90 | |||
| ACGB 4.75% 04/21/27 | 2,320,000.00 | 2,535,040.80 | |||
| ACGB 5.5% 04/21/23 | 2,500,000.00 | 2,602,625.00 | |||
| オーストラリアドル 小計 | 57,290,000.00 | 54,255,475.50 | |||
| (5,193,876,669) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 750,000.00 | 709,350.00 | ||
| SIGB 1.25% 11/01/26 | 530,000.00 | 506,939.70 | |||
| SIGB 1.625% 07/01/31 | 650,000.00 | 600,554.50 | |||
| SIGB 1.875% 03/01/50 | 810,000.00 | 671,198.40 | |||
| SIGB 1.875% 10/01/51 | 320,000.00 | 263,334.40 | |||
| SIGB 2.125% 06/01/26 | 1,080,000.00 | 1,076,425.20 | |||
| SIGB 2.25% 08/01/36 | 890,000.00 | 839,670.50 | |||
| SIGB 2.375% 06/01/25 | 730,000.00 | 737,263.50 | |||
| SIGB 2.375% 07/01/39 | 430,000.00 | 408,689.20 | |||
| SIGB 2.625% 05/01/28 | 530,000.00 | 535,808.80 | |||
| SIGB 2.75% 03/01/46 | 760,000.00 | 754,383.60 | |||
| SIGB 2.75% 04/01/42 | 750,000.00 | 748,080.00 | |||
| SIGB 2.75% 07/01/23 | 620,000.00 | 628,159.20 | |||
| SIGB 2.875% 07/01/29 | 950,000.00 | 972,819.00 | |||
| SIGB 2.875% 09/01/30 | 1,020,000.00 | 1,045,296.00 | |||
| SIGB 2% 02/01/24 | 410,000.00 | 410,967.60 | |||
| SIGB 3.375% 09/01/33 | 830,000.00 | 884,896.20 | |||
| SIGB 3.5% 03/01/27 | 880,000.00 | 925,760.00 | |||
| SIGB 3% 09/01/24 | 1,590,000.00 | 1,627,253.70 | |||
| シンガポールドル 小計 | 14,530,000.00 | 14,346,849.50 | |||
| (1,356,925,025) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 790,000.00 | 699,987.40 | ||
| MGS 3.478% 06/14/24 | 1,920,000.00 | 1,938,412.80 | |||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,496,561.00 | |||
| MGS 3.733% 06/15/28 | 2,870,000.00 | 2,822,358.00 | |||
| MGS 3.757% 04/20/23 | 1,090,000.00 | 1,105,968.50 | |||
| MGS 3.757% 05/22/40 | 1,520,000.00 | 1,333,997.60 | |||
| MGS 3.8% 08/17/23 | 930,000.00 | 947,493.30 | |||
| MGS 3.828% 07/05/34 | 1,180,000.00 | 1,099,122.80 | |||
| MGS 3.844% 04/15/33 | 1,670,000.00 | 1,592,111.20 | |||
| MGS 3.882% 03/14/25 | 1,030,000.00 | 1,044,584.80 | |||
| MGS 3.885% 08/15/29 | 1,500,000.00 | 1,479,870.00 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,140,520.30 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 1,988,971.10 | |||
| MGS 3.9% 11/30/26 | 2,120,000.00 | 2,148,429.20 | |||
| MGS 3.906% 07/15/26 | 600,000.00 | 607,578.00 | |||
| MGS 3.955% 09/15/25 | 3,120,000.00 | 3,168,703.20 | |||
| MGS 4.059% 09/30/24 | 1,780,000.00 | 1,820,530.60 | |||
| MGS 4.065% 06/15/50 | 2,340,000.00 | 2,062,616.40 | |||
| MGS 4.181% 07/15/24 | 1,280,000.00 | 1,310,246.40 | |||
| MGS 4.232% 06/30/31 | 3,000,000.00 | 3,009,540.00 | |||
| MGS 4.254% 05/31/35 | 2,030,000.00 | 1,964,897.90 | |||
| MGS 4.392% 04/15/26 | 2,910,000.00 | 3,003,643.80 | |||
| MGS 4.498% 04/15/30 | 2,860,000.00 | 2,927,095.60 | |||
| MGS 4.642% 11/07/33 | 2,830,000.00 | 2,882,213.50 | |||
| MGS 4.736% 03/15/46 | 1,480,000.00 | 1,453,448.80 | |||
| MGS 4.762% 04/07/37 | 2,280,000.00 | 2,314,975.20 | |||
| MGS 4.893% 06/08/38 | 2,310,000.00 | 2,366,433.30 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,684,888.80 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,050,744.20 | |||
| マレーシアリンギット 小計 | 52,760,000.00 | 52,465,943.70 | |||
| (1,587,477,798) | |||||
| イスラエルシェケル | ILGOV 0.15% 07/31/23 | 840,000.00 | 830,268.68 | ||
| ILGOV 0.5% 02/27/26 | 860,000.00 | 816,786.20 | |||
| ILGOV 0.5% 04/30/25 | 2,420,000.00 | 2,334,421.54 | |||
| ILGOV 1.5% 05/31/37 | 2,190,000.00 | 1,853,473.43 | |||
| ILGOV 1.5% 11/30/23 | 2,230,000.00 | 2,242,165.76 | |||
| ILGOV 1.75% 08/31/25 | 1,240,000.00 | 1,243,443.10 | |||
| ILGOV 1% 03/31/30 | 2,830,000.00 | 2,568,938.44 | |||
| ILGOV 2.25% 09/28/28 | 2,010,000.00 | 2,022,759.27 | |||
| ILGOV 2% 03/31/27 | 2,750,000.00 | 2,752,486.27 | |||
| ILGOV 3.75% 03/31/24 | 4,080,000.00 | 4,259,092.41 | |||
| ILGOV 3.75% 03/31/47 | 3,130,000.00 | 3,483,205.47 | |||
| ILGOV 4.25% 03/31/23 | 3,430,000.00 | 3,542,062.21 | |||
| ILGOV 5.5% 01/31/42 | 2,410,000.00 | 3,361,578.61 | |||
| ILGOV 6.25% 10/30/26 | 3,060,000.00 | 3,630,289.75 | |||
| イスラエルシェケル 小計 | 33,480,000.00 | 34,940,971.14 | |||
| (1,395,881,314) | |||||
| オフショア人民元 | CGB 1.99% 04/09/25 | 29,520,000.00 | 29,130,926.40 | ||
| CGB 2.28% 03/17/24 | 9,700,000.00 | 9,702,910.00 | |||
| CGB 2.47% 09/02/24 | 18,980,000.00 | 19,034,852.20 | |||
| CGB 2.56% 10/21/23 | 30,440,000.00 | 30,608,942.00 | |||
| CGB 2.68% 05/21/30 | 22,480,000.00 | 22,117,847.20 | |||
| CGB 2.69% 08/12/26 | 17,240,000.00 | 17,320,166.00 | |||
| CGB 2.8% 03/24/29 | 7,900,000.00 | 7,889,651.00 | |||
| CGB 2.84% 04/08/24 | 11,650,000.00 | 11,782,344.00 | |||
| CGB 2.85% 06/04/27 | 12,330,000.00 | 12,445,778.70 | |||
| CGB 2.89% 11/18/31 | 5,510,000.00 | 5,531,048.20 | |||
| CGB 2.91% 10/14/28 | 10,280,000.00 | 10,352,474.00 | |||
| CGB 3.01% 05/13/28 | 3,950,000.00 | 4,004,747.00 | |||
| CGB 3.02% 05/27/31 | 2,900,000.00 | 2,930,015.00 | |||
| CGB 3.03% 03/11/26 | 14,760,000.00 | 15,026,860.80 | |||
| CGB 3.27% 11/19/30 | 6,850,000.00 | 7,071,940.00 | |||
| CGB 3.28% 12/03/27 | 5,410,000.00 | 5,583,931.50 | |||
| CGB 3.39% 03/16/50 | 5,520,000.00 | 5,517,957.60 | |||
| CGB 3.53% 10/18/51 | 2,950,000.00 | 3,044,577.00 | |||
| CGB 3.72% 04/12/51 | 2,390,000.00 | 2,536,052.90 | |||
| CGB 3.81% 09/14/50 | 7,460,000.00 | 8,027,556.80 | |||
| CGB 3.86% 07/22/49 | 3,280,000.00 | 3,551,682.40 | |||
| CGB 4.08% 10/22/48 | 4,110,000.00 | 4,602,624.60 | |||
| オフショア人民元 小計 | 235,610,000.00 | 237,814,885.30 | |||
| (4,796,678,673) | |||||
| 合計 | 315,086,963,457 | ||||
| (315,086,963,457) | |||||
| 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 | 224銘柄 | 100.0% | 48.9% |
| カナダドル | 国債証券 | 34銘柄 | 100.0% | 2.1% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.7% |
| ユーロ | 国債証券 | 348銘柄 | 100.0% | 37.0% |
| イギリスポンド | 国債証券 | 55銘柄 | 100.0% | 5.4% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.3% |
| ノルウェークローネ | 国債証券 | 10銘柄 | 100.0% | 0.3% |
| デンマーククローネ | 国債証券 | 8銘柄 | 100.0% | 0.4% |
| ポーランドズロチ | 国債証券 | 15銘柄 | 100.0% | 0.4% |
| オーストラリアドル | 国債証券 | 26銘柄 | 100.0% | 1.6% |
| 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 | 29銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 14銘柄 | 100.0% | 0.4% |
| オフショア人民元 | 国債証券 | 22銘柄 | 100.0% | 1.5% |
| (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。
