有価証券報告書(内国投資信託受益証券)-第4期(令和2年6月11日-令和3年6月10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 6月10日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 140,845,742 |
| コール・ローン | 4,178,428,764 |
| 国債証券 | 300,030,790,537 |
| 派生商品評価勘定 | 27,377,992 |
| 未収入金 | 21,242,043 |
| 未収利息 | 1,593,810,124 |
| 前払費用 | 50,836,966 |
| 差入委託証拠金 | 446,001,116 |
| 流動資産合計 | 306,489,333,284 |
| 資産合計 | 306,489,333,284 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 5,300,484 |
| 前受金 | 19,551,976 |
| 未払解約金 | 295,973,588 |
| 未払利息 | 4,608 |
| 流動負債合計 | 320,830,656 |
| 負債合計 | 320,830,656 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 99,315,132,569 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 206,853,370,059 |
| 元本等合計 | 306,168,502,628 |
| 純資産合計 | 306,168,502,628 |
| 負債純資産合計 | 306,489,333,284 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2021年 6月10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 6月10日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 99,315,132,569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 | 3.0828円 |
| (1万口当たり純資産額) | (30,828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 6月10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 6月10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 6月10日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2020年 6月11日 |
| 期首元本額 | 96,103,991,147円 |
| 期中追加設定元本額 | 16,586,103,416円 |
| 期中一部解約元本額 | 13,374,961,994円 |
| 期末元本額 | 99,315,132,569円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,435,208,752円 |
| グローバル・インカム&プラス(毎月決算型) | 613,650,280円 |
| 財産四分法ファンド(毎月決算型) | 404,171,534円 |
| SBI資産設計オープン(資産成長型) | 2,059,018,972円 |
| SBI資産設計オープン(分配型) | 7,391,523円 |
| SMT グローバル債券インデックス・オープン | 7,236,344,708円 |
| 世界経済インデックスファンド | 9,379,755,096円 |
| DCマイセレクション25 | 1,891,368,272円 |
| DCマイセレクション50 | 1,594,192,938円 |
| DCマイセレクション75 | 1,080,819,981円 |
| DC外国債券インデックス・オープン | 2,147,640,444円 |
| DCマイセレクションS25 | 860,354,115円 |
| DCマイセレクションS50 | 684,139,913円 |
| DCマイセレクションS75 | 358,924,835円 |
| DCターゲット・イヤー ファンド2025 | 38,022,151円 |
| DCターゲット・イヤー ファンド2035 | 81,114,760円 |
| DCターゲット・イヤー ファンド2045 | 41,047,907円 |
| DC世界経済インデックスファンド | 11,133,104,762円 |
| 外国債券インデックス・オープン(SMA専用) | 668,257,526円 |
| 外国債券インデックス 為替ヘッジあり(SMA専用) | 3,926,857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) | 1,529,048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) | 32,068,266円 |
| バランス30VA1(適格機関投資家専用) | 66,579,413円 |
| バランス50VA1(適格機関投資家専用) | 106,881,548円 |
| バランス25VA2(適格機関投資家専用) | 88,131,764円 |
| バランス50VA2(適格機関投資家専用) | 95,372,951円 |
| バランスA(25)VA1(適格機関投資家専用) | 1,598,674,939円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 481,949,100円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,919,758,076円 |
| 世界バランスVA1(適格機関投資家専用) | 399,363,690円 |
| 世界バランスVA2(適格機関投資家専用) | 61,138,545円 |
| バランスD(35)VA1(適格機関投資家専用) | 504,026,017円 |
| バランスE(25)VA1(適格機関投資家専用) | 190,814,607円 |
| バランスF(25)VA1(適格機関投資家専用) | 232,767,930円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 802,540,027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) | 1,578,777,921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 | 628,534,416円 |
| コア投資戦略ファンド(安定型) | 879,380,958円 |
| コア投資戦略ファンド(成長型) | 2,337,888,027円 |
| 分散投資コア戦略ファンドA | 1,164,439,715円 |
| 分散投資コア戦略ファンドS | 2,447,192,293円 |
| DC世界経済インデックスファンド(株式シフト型) | 447,829,879円 |
| DC世界経済インデックスファンド(債券シフト型) | 3,611,816,499円 |
| コア投資戦略ファンド(切替型) | 911,215,909円 |
| 世界経済インデックスファンド(株式シフト型) | 225,441,673円 |
| 世界経済インデックスファンド(債券シフト型) | 100,609,140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) | 1,211,353,164円 |
| SMT インデックスバランス・オープン | 193,883,356円 |
| 外国債券SMTBセレクション(SMA専用) | 20,901,118,995円 |
| SMT 世界経済インデックス・オープン | 176,921,490円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 189,165,294円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 301,714,383円 |
| SMT 8資産インデックスバランス・オープン | 3,322,757円 |
| グローバル経済コア | 765,691,678円 |
| SBI資産設計オープン(つみたてNISA対応型) | 11,757,257円 |
| DCターゲット・イヤー ファンド2055 | 540,788円 |
| コア投資戦略ファンド(切替型ワイド) | 245,707,323円 |
| コア投資戦略ファンド(積極成長型) | 28,131,700円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 4,358,603円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 3,372,356円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 1,603,622円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 1,221,004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) | 491,178,493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) | 10,519,592,950円 |
| 外国債券インデックス・ファンド(適格機関投資家専用) | 337,343,092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) | 339,634,223円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 186,424,730円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2021年 6月10日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | 1,389,629,698 |
| 合計 | 1,389,629,698 |
| (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 6月10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 | 3,951,973,691 | - | 3,971,525,667 | 19,551,976 | |
| 合計 | 3,951,973,691 | - | 3,971,525,667 | 19,551,976 | |
| (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 6月10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 | 3,968,670,820 | - | 3,971,117,303 | 2,446,483 | |
| アメリカドル | 1,779,374,281 | - | 1,781,711,750 | 2,337,469 | |
| カナダドル | 184,614,646 | - | 184,627,752 | 13,106 | |
| ユーロ | 1,714,741,780 | - | 1,715,406,895 | 665,115 | |
| イギリスポンド | 289,940,113 | - | 289,370,906 | △569,207 | |
| 売建 | 65,077,413 | - | 64,998,364 | 79,049 | |
| イギリスポンド | 65,077,413 | - | 64,998,364 | 79,049 | |
| 合計 | 4,033,748,233 | - | 4,036,115,667 | 2,525,532 | |
| (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 | 9,972,656.30 | |
| T 0.125% 02/15/24 | 4,710,000.00 | 4,696,017.18 | |||
| T 0.125% 05/15/23 | 7,500,000.00 | 7,496,923.80 | |||
| T 0.125% 09/15/23 | 8,060,000.00 | 8,048,980.44 | |||
| T 0.125% 10/15/23 | 8,000,000.00 | 7,987,500.00 | |||
| T 0.125% 12/15/23 | 3,250,000.00 | 3,242,636.73 | |||
| T 0.125% 12/31/22 | 6,400,000.00 | 6,400,374.97 | |||
| T 0.25% 03/15/24 | 13,000,000.00 | 12,998,984.44 | |||
| T 0.25% 04/15/23 | 10,150,000.00 | 10,170,220.72 | |||
| T 0.25% 06/15/23 | 8,000,000.00 | 8,015,000.00 | |||
| T 0.25% 06/30/25 | 1,000,000.00 | 988,203.13 | |||
| T 0.25% 07/31/25 | 10,000,000.00 | 9,869,921.90 | |||
| T 0.25% 09/30/25 | 7,500,000.00 | 7,386,621.07 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,541,500.00 | |||
| T 0.375% 01/31/26 | 8,000,000.00 | 7,888,750.00 | |||
| T 0.375% 04/15/24 | 7,000,000.00 | 7,019,960.92 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,960,312.48 | |||
| T 0.375% 07/31/27 | 9,500,000.00 | 9,143,378.93 | |||
| T 0.375% 09/30/27 | 8,000,000.00 | 7,674,687.52 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,964,609.39 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,948,437.52 | |||
| T 0.5% 02/28/26 | 11,500,000.00 | 11,396,679.74 | |||
| T 0.5% 03/15/23 | 7,770,000.00 | 7,820,535.38 | |||
| T 0.5% 03/31/25 | 7,220,000.00 | 7,224,230.48 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,865,121.87 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,404,433.58 | |||
| T 0.5% 06/30/27 | 7,100,000.00 | 6,897,261.70 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,512,736.73 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 7,238,964.82 | |||
| T 0.625% 05/15/30 | 14,100,000.00 | 13,160,367.25 | |||
| T 0.625% 08/15/30 | 15,950,000.00 | 14,829,761.79 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,429,589.85 | |||
| T 0.625% 12/31/27 | 10,000,000.00 | 9,703,906.30 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 8,305,429.73 | |||
| T 0.75% 03/31/26 | 11,000,000.00 | 11,020,195.34 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 10,579,433.64 | |||
| T 1.125% 02/15/31 | 15,050,000.00 | 14,571,457.10 | |||
| T 1.125% 02/29/28 | 2,000,000.00 | 2,001,406.26 | |||
| T 1.125% 05/15/40 | 8,060,000.00 | 6,844,703.12 | |||
| T 1.125% 08/15/40 | 9,300,000.00 | 7,867,945.35 | |||
| T 1.25% 03/31/28 | 5,150,000.00 | 5,188,222.68 | |||
| T 1.25% 05/15/50 | 10,650,000.00 | 8,497,535.20 | |||
| T 1.25% 07/31/23 | 4,550,000.00 | 4,655,751.96 | |||
| T 1.375% 01/31/25 | 9,000,000.00 | 9,301,289.04 | |||
| T 1.375% 06/30/23 | 5,000,000.00 | 5,125,000.00 | |||
| T 1.375% 08/15/50 | 9,900,000.00 | 8,159,765.62 | |||
| T 1.375% 08/31/23 | 2,500,000.00 | 2,566,503.90 | |||
| T 1.375% 09/30/23 | 4,000,000.00 | 4,109,531.24 | |||
| T 1.375% 10/15/22 | 5,000,000.00 | 5,085,644.55 | |||
| T 1.375% 11/15/40 | 13,000,000.00 | 11,489,765.69 | |||
| T 1.5% 01/15/23 | 6,200,000.00 | 6,336,351.57 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 6,203,203.14 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 6,531,161.75 | |||
| T 1.5% 02/28/23 | 7,800,000.00 | 7,983,117.16 | |||
| T 1.5% 03/31/23 | 4,000,000.00 | 4,098,281.24 | |||
| T 1.5% 08/15/22 | 10,000,000.00 | 10,167,382.80 | |||
| T 1.5% 08/15/26 | 8,400,000.00 | 8,701,546.89 | |||
| T 1.5% 09/15/22 | 9,500,000.00 | 9,668,847.68 | |||
| T 1.5% 09/30/24 | 8,500,000.00 | 8,816,425.76 | |||
| T 1.625% 02/15/26 | 8,100,000.00 | 8,452,792.98 | |||
| T 1.625% 04/30/23 | 3,500,000.00 | 3,597,480.46 | |||
| T 1.625% 05/15/26 | 2,270,000.00 | 2,367,805.08 | |||
| T 1.625% 05/31/23 | 1,000,000.00 | 1,028,945.31 | |||
| T 1.625% 08/15/22 | 2,500,000.00 | 2,545,605.47 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,909,257.81 | |||
| T 1.625% 08/31/22 | 5,000,000.00 | 5,093,750.00 | |||
| T 1.625% 10/31/23 | 2,500,000.00 | 2,584,960.95 | |||
| T 1.625% 10/31/26 | 7,300,000.00 | 7,604,546.87 | |||
| T 1.625% 11/15/22 | 8,080,000.00 | 8,255,014.09 | |||
| T 1.625% 11/15/50 | 8,050,000.00 | 7,072,679.68 | |||
| T 1.625% 11/30/26 | 8,780,000.00 | 9,143,889.82 | |||
| T 1.625% 12/15/22 | 3,600,000.00 | 3,682,335.92 | |||
| T 1.75% 01/31/23 | 7,550,000.00 | 7,750,989.22 | |||
| T 1.75% 05/15/23 | 3,690,000.00 | 3,803,654.87 | |||
| T 1.75% 05/31/22 | 9,550,000.00 | 9,706,120.15 | |||
| T 1.75% 06/30/22 | 7,000,000.00 | 7,123,593.75 | |||
| T 1.75% 06/30/24 | 2,400,000.00 | 2,505,375.00 | |||
| T 1.75% 07/15/22 | 8,320,000.00 | 8,472,424.97 | |||
| T 1.75% 09/30/22 | 5,150,000.00 | 5,260,946.29 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 3,098,671.89 | |||
| T 1.875% 02/15/41 | 3,000,000.00 | 2,892,890.64 | |||
| T 1.875% 02/15/51 | 9,900,000.00 | 9,245,671.86 | |||
| T 1.875% 07/31/22 | 9,000,000.00 | 9,183,867.21 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 5,478,085.53 | |||
| T 1.875% 08/31/22 | 4,000,000.00 | 4,087,265.64 | |||
| T 1.875% 08/31/24 | 6,000,000.00 | 6,293,437.50 | |||
| T 1.875% 09/30/22 | 2,660,000.00 | 2,721,772.27 | |||
| T 1.875% 10/31/22 | 7,450,000.00 | 7,632,903.31 | |||
| T 2.125% 02/29/24 | 5,100,000.00 | 5,360,378.91 | |||
| T 2.125% 03/31/24 | 7,400,000.00 | 7,786,476.54 | |||
| T 2.125% 05/15/25 | 2,400,000.00 | 2,551,125.00 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,843,421.88 | |||
| T 2.125% 06/30/22 | 6,000,000.00 | 6,129,960.96 | |||
| T 2.125% 07/31/24 | 4,800,000.00 | 5,069,250.00 | |||
| T 2.125% 09/30/24 | 8,000,000.00 | 8,462,187.52 | |||
| T 2.125% 11/30/23 | 2,680,000.00 | 2,806,776.56 | |||
| T 2.125% 12/31/22 | 5,320,000.00 | 5,485,730.44 | |||
| T 2.25% 01/31/24 | 4,000,000.00 | 4,212,500.00 | |||
| T 2.25% 02/15/27 | 8,950,000.00 | 9,620,550.82 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 8,048,144.55 | |||
| T 2.25% 04/30/24 | 7,000,000.00 | 7,397,304.67 | |||
| T 2.25% 08/15/27 | 8,550,000.00 | 9,190,582.07 | |||
| T 2.25% 08/15/46 | 7,290,000.00 | 7,413,018.75 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 5,586,796.87 | |||
| T 2.25% 10/31/24 | 6,300,000.00 | 6,694,980.45 | |||
| T 2.25% 11/15/24 | 10,150,000.00 | 10,792,304.68 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,713,500.00 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 8,222,255.87 | |||
| T 2.25% 12/31/23 | 4,500,000.00 | 4,732,734.37 | |||
| T 2.25% 12/31/24 | 8,400,000.00 | 8,942,062.50 | |||
| T 2.375% 01/31/23 | 5,000,000.00 | 5,184,277.35 | |||
| T 2.375% 02/29/24 | 5,760,000.00 | 6,092,324.98 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,806,882.80 | |||
| T 2.375% 05/15/27 | 10,750,000.00 | 11,635,195.31 | |||
| T 2.375% 05/15/29 | 8,010,000.00 | 8,662,064.06 | |||
| T 2.375% 08/15/24 | 5,000,000.00 | 5,324,218.75 | |||
| T 2.375% 11/15/49 | 7,500,000.00 | 7,827,539.10 | |||
| T 2.5% 01/31/24 | 3,470,000.00 | 3,677,251.16 | |||
| T 2.5% 01/31/25 | 5,000,000.00 | 5,372,656.25 | |||
| T 2.5% 02/15/45 | 3,210,000.00 | 3,419,903.92 | |||
| T 2.5% 02/15/46 | 4,000,000.00 | 4,264,687.52 | |||
| T 2.5% 03/31/23 | 4,050,000.00 | 4,222,520.52 | |||
| T 2.5% 05/15/24 | 7,900,000.00 | 8,412,882.85 | |||
| T 2.5% 05/15/46 | 5,050,000.00 | 5,383,773.43 | |||
| T 2.5% 08/15/23 | 4,550,000.00 | 4,780,166.02 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 5,109,535.17 | |||
| T 2.625% 02/15/29 | 9,990,000.00 | 10,985,878.12 | |||
| T 2.625% 02/28/23 | 1,400,000.00 | 1,460,101.56 | |||
| T 2.625% 03/31/25 | 7,250,000.00 | 7,838,212.87 | |||
| T 2.625% 06/30/23 | 4,900,000.00 | 5,148,062.50 | |||
| T 2.625% 12/31/23 | 3,500,000.00 | 3,714,238.29 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 6,335,842.95 | |||
| T 2.75% 02/15/24 | 3,000,000.00 | 3,202,031.25 | |||
| T 2.75% 02/15/28 | 6,550,000.00 | 7,249,519.56 | |||
| T 2.75% 04/30/23 | 3,600,000.00 | 3,776,695.30 | |||
| T 2.75% 05/31/23 | 3,880,000.00 | 4,078,471.07 | |||
| T 2.75% 06/30/25 | 5,500,000.00 | 5,989,199.20 | |||
| T 2.75% 07/31/23 | 1,000,000.00 | 1,055,195.31 | |||
| T 2.75% 08/15/42 | 1,300,000.00 | 1,445,742.19 | |||
| T 2.75% 08/15/47 | 4,950,000.00 | 5,536,265.62 | |||
| T 2.75% 08/31/23 | 7,500,000.00 | 7,927,441.42 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 7,526,121.11 | |||
| T 2.75% 11/15/23 | 6,120,000.00 | 6,497,718.75 | |||
| T 2.75% 11/15/42 | 2,820,000.00 | 3,133,504.70 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 3,412,425.79 | |||
| T 2.875% 04/30/25 | 4,000,000.00 | 4,367,656.24 | |||
| T 2.875% 05/15/28 | 7,260,000.00 | 8,098,870.34 | |||
| T 2.875% 05/15/43 | 4,150,000.00 | 4,707,656.25 | |||
| T 2.875% 05/15/49 | 5,570,000.00 | 6,404,194.55 | |||
| T 2.875% 05/31/25 | 3,820,000.00 | 4,175,439.08 | |||
| T 2.875% 07/31/25 | 5,460,000.00 | 5,978,486.73 | |||
| T 2.875% 08/15/28 | 8,920,000.00 | 9,956,950.00 | |||
| T 2.875% 08/15/45 | 4,300,000.00 | 4,896,289.08 | |||
| T 2.875% 09/30/23 | 4,750,000.00 | 5,043,720.71 | |||
| T 2.875% 10/31/23 | 2,500,000.00 | 2,659,667.97 | |||
| T 2.875% 11/30/23 | 4,020,000.00 | 4,284,597.64 | |||
| T 2.875% 11/30/25 | 7,500,000.00 | 8,244,140.62 | |||
| T 2% 02/15/23 | 5,000,000.00 | 5,156,933.60 | |||
| T 2% 02/15/25 | 8,460,000.00 | 8,937,857.85 | |||
| T 2% 02/15/50 | 5,000,000.00 | 4,808,593.75 | |||
| T 2% 04/30/24 | 6,230,000.00 | 6,538,823.03 | |||
| T 2% 05/31/24 | 3,310,000.00 | 3,476,922.27 | |||
| T 2% 06/30/24 | 5,500,000.00 | 5,782,734.37 | |||
| T 2% 07/31/22 | 3,000,000.00 | 3,065,800.77 | |||
| T 2% 08/15/25 | 6,890,000.00 | 7,299,632.06 | |||
| T 2% 10/31/22 | 10,000,000.00 | 10,263,085.90 | |||
| T 2% 11/15/26 | 10,220,000.00 | 10,846,773.48 | |||
| T 2% 11/30/22 | 2,000,000.00 | 2,055,585.94 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 1,236,867.18 | |||
| T 3.125% 02/15/43 | 3,500,000.00 | 4,124,257.83 | |||
| T 3.125% 05/15/48 | 5,930,000.00 | 7,113,220.31 | |||
| T 3.125% 08/15/44 | 4,140,000.00 | 4,900,078.12 | |||
| T 3.125% 11/15/28 | 8,400,000.00 | 9,533,343.79 | |||
| T 3.125% 11/15/41 | 1,750,000.00 | 2,058,027.35 | |||
| T 3.375% 05/15/44 | 3,010,000.00 | 3,700,889.06 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 6,655,640.62 | |||
| T 3.5% 02/15/39 | 770,000.00 | 952,213.28 | |||
| T 3.625% 02/15/44 | 2,400,000.00 | 3,060,375.00 | |||
| T 3.625% 08/15/43 | 2,000,000.00 | 2,543,125.00 | |||
| T 3.75% 08/15/41 | 2,000,000.00 | 2,564,843.76 | |||
| T 3.75% 11/15/43 | 4,500,000.00 | 5,831,367.21 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,882,847.66 | |||
| T 3% 02/15/47 | 2,800,000.00 | 3,273,375.00 | |||
| T 3% 02/15/48 | 4,450,000.00 | 5,214,148.43 | |||
| T 3% 02/15/49 | 7,000,000.00 | 8,233,203.16 | |||
| T 3% 05/15/42 | 1,620,000.00 | 1,871,353.12 | |||
| T 3% 05/15/45 | 3,500,000.00 | 4,067,109.37 | |||
| T 3% 05/15/47 | 5,710,000.00 | 6,680,253.93 | |||
| T 3% 08/15/48 | 5,450,000.00 | 6,395,234.37 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,630,500.00 | |||
| T 3% 10/31/25 | 5,000,000.00 | 5,517,382.80 | |||
| T 3% 11/15/44 | 4,050,000.00 | 4,699,898.43 | |||
| T 4.25% 05/15/39 | 900,000.00 | 1,217,390.62 | |||
| T 4.25% 11/15/40 | 2,350,000.00 | 3,200,957.04 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,362,421.88 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 2,623,632.82 | |||
| T 4.375% 05/15/41 | 1,950,000.00 | 2,704,558.60 | |||
| T 4.375% 11/15/39 | 1,260,000.00 | 1,732,795.31 | |||
| T 4.5% 02/15/36 | 1,590,000.00 | 2,161,903.12 | |||
| T 4.5% 05/15/38 | 550,000.00 | 760,375.00 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 2,369,640.62 | |||
| T 4.625% 02/15/40 | 2,380,000.00 | 3,376,996.87 | |||
| T 4.75% 02/15/41 | 750,000.00 | 1,086,386.72 | |||
| T 5.0% 05/15/37 | 1,100,000.00 | 1,588,812.50 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,675,984.37 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,649,410.16 | |||
| T 5.5% 08/15/28 | 1,200,000.00 | 1,560,281.25 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 2,117,628.90 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,911,224.61 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,484,109.37 | |||
| T 6.25% 08/15/23 | 1,650,000.00 | 1,868,753.91 | |||
| アメリカドル 小計 | 1,162,010,000.00 | 1,209,165,720.72 | |||
| (132,585,021,276) | |||||
| カナダドル | CAN 0.25% 02/01/23 | 3,060,000.00 | 3,059,479.80 | ||
| CAN 0.25% 03/01/26 | 2,280,000.00 | 2,216,889.60 | |||
| CAN 0.25% 04/01/24 | 700,000.00 | 695,338.00 | |||
| CAN 0.25% 05/01/23 | 2,600,000.00 | 2,596,776.00 | |||
| CAN 0.25% 08/01/22 | 910,000.00 | 910,464.10 | |||
| CAN 0.25% 11/01/22 | 1,770,000.00 | 1,770,212.40 | |||
| CAN 0.5% 09/01/25 | 3,990,000.00 | 3,948,344.40 | |||
| CAN 0.5% 12/01/30 | 2,420,000.00 | 2,225,480.40 | |||
| CAN 1.25% 03/01/25 | 2,400,000.00 | 2,454,240.00 | |||
| CAN 1.25% 06/01/30 | 5,620,000.00 | 5,576,220.20 | |||
| CAN 1.5% 06/01/23 | 1,070,000.00 | 1,094,995.20 | |||
| CAN 1.5% 06/01/26 | 1,360,000.00 | 1,402,309.60 | |||
| CAN 1.5% 06/01/31 | 650,000.00 | 651,475.50 | |||
| CAN 1.5% 09/01/24 | 600,000.00 | 618,330.00 | |||
| CAN 1.75% 03/01/23 | 3,620,000.00 | 3,711,187.80 | |||
| CAN 1% 06/01/27 | 1,730,000.00 | 1,730,795.80 | |||
| CAN 1% 09/01/22 | 2,500,000.00 | 2,524,350.00 | |||
| CAN 2.25% 03/01/24 | 2,300,000.00 | 2,412,401.00 | |||
| CAN 2.25% 06/01/25 | 1,800,000.00 | 1,912,680.00 | |||
| CAN 2.25% 06/01/29 | 1,260,000.00 | 1,359,892.80 | |||
| CAN 2.5% 06/01/24 | 300,000.00 | 317,883.00 | |||
| CAN 2.75% 06/01/22 | 3,670,000.00 | 3,761,493.10 | |||
| CAN 2.75% 12/01/48 | 1,880,000.00 | 2,212,854.00 | |||
| CAN 2.75% 12/01/64 | 560,000.00 | 682,567.20 | |||
| CAN 2% 06/01/28 | 1,310,000.00 | 1,388,600.00 | |||
| CAN 2% 09/01/23 | 4,310,000.00 | 4,465,892.70 | |||
| CAN 2% 12/01/51 | 4,530,000.00 | 4,585,537.80 | |||
| CAN 3.5% 12/01/45 | 1,480,000.00 | 1,944,512.80 | |||
| CAN 4.0% 06/01/41 | 1,050,000.00 | 1,435,612.50 | |||
| CAN 5.75% 06/01/29 | 1,170,000.00 | 1,571,906.70 | |||
| CAN 5.75% 06/01/33 | 1,410,000.00 | 2,050,633.50 | |||
| CAN 5% 06/01/37 | 820,000.00 | 1,200,496.40 | |||
| カナダドル 小計 | 65,130,000.00 | 68,489,852.30 | |||
| (6,199,016,531) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 10,993,761.00 | ||
| MBONO 10% 12/05/24 | 29,660,000.00 | 33,718,377.80 | |||
| MBONO 5.75% 03/05/26 | 45,980,000.00 | 45,557,443.80 | |||
| MBONO 6.5% 06/09/22 | 33,080,000.00 | 33,686,356.40 | |||
| MBONO 6.75% 03/09/23 | 33,850,000.00 | 34,875,316.50 | |||
| MBONO 7.5% 06/03/27 | 38,910,000.00 | 41,340,707.70 | |||
| MBONO 7.75% 05/29/31 | 24,180,000.00 | 26,464,768.20 | |||
| MBONO 7.75% 11/13/42 | 24,190,000.00 | 25,563,266.30 | |||
| MBONO 7.75% 11/23/34 | 14,100,000.00 | 15,176,394.00 | |||
| MBONO 8.5% 05/31/29 | 39,970,000.00 | 45,080,164.50 | |||
| MBONO 8.5% 11/18/38 | 26,220,000.00 | 29,650,624.80 | |||
| MBONO 8% 09/05/24 | 34,470,000.00 | 36,824,301.00 | |||
| MBONO 8% 11/07/47 | 23,430,000.00 | 25,384,999.20 | |||
| MBONO 8% 12/07/23 | 34,870,000.00 | 37,109,351.40 | |||
| メキシコペソ 小計 | 411,460,000.00 | 441,425,832.60 | |||
| (2,451,943,929) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,370,000.00 | 1,390,234.90 | ||
| BGB 0.2% 10/22/23 | 980,000.00 | 1,000,305.60 | |||
| BGB 0.4% 06/22/40 | 710,000.00 | 684,432.90 | |||
| BGB 0.5% 10/22/24 | 1,620,000.00 | 1,681,981.20 | |||
| BGB 0.65% 06/22/71 | 640,000.00 | 533,798.40 | |||
| BGB 0.8% 06/22/25 | 2,420,000.00 | 2,555,786.20 | |||
| BGB 0.8% 06/22/27 | 1,690,000.00 | 1,811,240.60 | |||
| BGB 0.8% 06/22/28 | 2,090,000.00 | 2,249,362.50 | |||
| BGB 0.9% 06/22/29 | 2,360,000.00 | 2,561,898.00 | |||
| BGB 0% 10/22/27 | 430,000.00 | 439,128.90 | |||
| BGB 0% 10/22/31 | 630,000.00 | 625,010.40 | |||
| BGB 1.25% 04/22/33 | 1,500,000.00 | 1,693,500.00 | |||
| BGB 1.45% 06/22/37 | 720,000.00 | 831,520.80 | |||
| BGB 1.6% 06/22/47 | 1,380,000.00 | 1,630,332.00 | |||
| BGB 1.7% 06/22/50 | 1,000,000.00 | 1,209,690.00 | |||
| BGB 1.9% 06/22/38 | 1,050,000.00 | 1,292,172.00 | |||
| BGB 1% 06/22/26 | 2,280,000.00 | 2,451,205.20 | |||
| BGB 1% 06/22/31 | 1,980,000.00 | 2,175,168.60 | |||
| BGB 2.15% 06/22/66 | 870,000.00 | 1,219,827.00 | |||
| BGB 2.25% 06/22/23 | 1,850,000.00 | 1,961,111.00 | |||
| BGB 2.25% 06/22/57 | 770,000.00 | 1,074,242.40 | |||
| BGB 2.6% 06/22/24 | 2,140,000.00 | 2,352,994.20 | |||
| BGB 3.75% 06/22/45 | 1,200,000.00 | 1,995,444.00 | |||
| BGB 3% 06/22/34 | 1,030,000.00 | 1,393,147.10 | |||
| BGB 4.25% 03/28/41 | 2,400,000.00 | 4,035,120.00 | |||
| BGB 4.25% 09/28/22 | 2,100,000.00 | 2,235,765.00 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,418,502.00 | |||
| BGB 4% 03/28/32 | 1,080,000.00 | 1,538,535.60 | |||
| BGB 5.5% 03/28/28 | 2,780,000.00 | 3,898,866.60 | |||
| BGB 5% 03/28/35 | 2,690,000.00 | 4,414,343.80 | |||
| BKO 0% 03/10/23 | 1,210,000.00 | 1,224,532.10 | |||
| BKO 0% 06/10/22 | 900,000.00 | 906,039.00 | |||
| BKO 0% 12/15/22 | 4,950,000.00 | 5,001,084.00 | |||
| BTPS 0.05% 01/15/23 | 2,030,000.00 | 2,045,732.50 | |||
| BTPS 0.25% 03/15/28 | 1,680,000.00 | 1,664,224.80 | |||
| BTPS 0.3% 08/15/23 | 1,850,000.00 | 1,876,140.50 | |||
| BTPS 0.35% 02/01/25 | 580,000.00 | 590,057.20 | |||
| BTPS 0.5% 02/01/26 | 3,710,000.00 | 3,788,466.50 | |||
| BTPS 0.5% 07/15/28 | 620,000.00 | 622,027.40 | |||
| BTPS 0.6% 06/15/23 | 1,110,000.00 | 1,132,144.50 | |||
| BTPS 0.6% 08/01/31 | 1,850,000.00 | 1,809,466.50 | |||
| BTPS 0.65% 10/15/23 | 2,170,000.00 | 2,220,300.60 | |||
| BTPS 0.85% 01/15/27 | 2,250,000.00 | 2,331,045.00 | |||
| BTPS 0.9% 04/01/31 | 2,500,000.00 | 2,529,425.00 | |||
| BTPS 0.9% 08/01/22 | 3,180,000.00 | 3,229,067.40 | |||
| BTPS 0.95% 03/01/23 | 2,000,000.00 | 2,046,740.00 | |||
| BTPS 0.95% 03/01/37 | 1,020,000.00 | 970,744.20 | |||
| BTPS 0.95% 03/15/23 | 2,580,000.00 | 2,641,146.00 | |||
| BTPS 0.95% 08/01/30 | 2,230,000.00 | 2,279,327.60 | |||
| BTPS 0.95% 09/15/27 | 2,380,000.00 | 2,474,367.00 | |||
| BTPS 0% 01/15/24 | 1,000,000.00 | 1,007,300.00 | |||
| BTPS 0% 04/15/24 | 2,000,000.00 | 2,012,940.00 | |||
| BTPS 1.25% 12/01/26 | 1,950,000.00 | 2,065,615.50 | |||
| BTPS 1.35% 04/01/30 | 1,940,000.00 | 2,055,546.40 | |||
| BTPS 1.45% 03/01/36 | 1,450,000.00 | 1,494,848.50 | |||
| BTPS 1.45% 05/15/25 | 2,300,000.00 | 2,438,483.00 | |||
| BTPS 1.45% 09/15/22 | 1,990,000.00 | 2,037,202.80 | |||
| BTPS 1.45% 11/15/24 | 2,400,000.00 | 2,532,936.00 | |||
| BTPS 1.5% 06/01/25 | 2,410,000.00 | 2,562,046.90 | |||
| BTPS 1.6% 06/01/26 | 2,830,000.00 | 3,041,231.20 | |||
| BTPS 1.65% 03/01/32 | 3,010,000.00 | 3,247,519.10 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,750,337.40 | |||
| BTPS 1.7% 09/01/51 | 1,120,000.00 | 1,088,662.40 | |||
| BTPS 1.75% 07/01/24 | 3,200,000.00 | 3,392,768.00 | |||
| BTPS 1.8% 03/01/41 | 1,810,000.00 | 1,892,137.80 | |||
| BTPS 1.85% 05/15/24 | 2,000,000.00 | 2,123,020.00 | |||
| BTPS 1.85% 07/01/25 | 2,700,000.00 | 2,907,549.00 | |||
| BTPS 1% 07/15/22 | 2,160,000.00 | 2,194,668.00 | |||
| BTPS 2.05% 08/01/27 | 2,740,000.00 | 3,033,180.00 | |||
| BTPS 2.1% 07/15/26 | 3,200,000.00 | 3,523,328.00 | |||
| BTPS 2.15% 03/01/72 | 730,000.00 | 721,407.90 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,543,089.20 | |||
| BTPS 2.25% 09/01/36 | 1,840,000.00 | 2,095,833.60 | |||
| BTPS 2.45% 09/01/33 | 2,640,000.00 | 3,070,584.00 | |||
| BTPS 2.45% 09/01/50 | 1,810,000.00 | 2,076,938.80 | |||
| BTPS 2.45% 10/01/23 | 910,000.00 | 968,695.00 | |||
| BTPS 2.5% 11/15/25 | 2,950,000.00 | 3,278,512.00 | |||
| BTPS 2.5% 12/01/24 | 2,950,000.00 | 3,221,665.50 | |||
| BTPS 2.7% 03/01/47 | 2,510,000.00 | 3,017,722.80 | |||
| BTPS 2.8% 03/01/67 | 1,320,000.00 | 1,577,914.80 | |||
| BTPS 2.8% 12/01/28 | 1,890,000.00 | 2,212,736.40 | |||
| BTPS 2.95% 09/01/38 | 2,050,000.00 | 2,542,348.50 | |||
| BTPS 2% 02/01/28 | 2,690,000.00 | 2,978,690.80 | |||
| BTPS 2% 12/01/25 | 2,090,000.00 | 2,277,556.60 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,797,904.60 | |||
| BTPS 3.25% 09/01/46 | 1,950,000.00 | 2,564,971.50 | |||
| BTPS 3.35% 03/01/35 | 2,220,000.00 | 2,835,872.40 | |||
| BTPS 3.45% 03/01/48 | 2,120,000.00 | 2,889,517.60 | |||
| BTPS 3.5% 03/01/30 | 3,960,000.00 | 4,922,676.00 | |||
| BTPS 3.75% 09/01/24 | 2,150,000.00 | 2,424,254.00 | |||
| BTPS 3.85% 09/01/49 | 2,160,000.00 | 3,154,204.80 | |||
| BTPS 3% 08/01/29 | 3,360,000.00 | 4,012,512.00 | |||
| BTPS 4.5% 03/01/24 | 2,750,000.00 | 3,107,362.50 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,518,464.00 | |||
| BTPS 4.5% 05/01/23 | 3,580,000.00 | 3,912,868.40 | |||
| BTPS 4.75% 08/01/23 | 4,950,000.00 | 5,494,648.50 | |||
| BTPS 4.75% 09/01/28 | 3,630,000.00 | 4,737,331.50 | |||
| BTPS 4.75% 09/01/44 | 3,050,000.00 | 4,885,795.00 | |||
| BTPS 4% 02/01/37 | 3,550,000.00 | 4,900,562.00 | |||
| BTPS 5.0% 08/01/39 | 3,300,000.00 | 5,195,652.00 | |||
| BTPS 5.25% 11/01/29 | 3,560,000.00 | 4,925,117.60 | |||
| BTPS 5.5% 09/01/22 | 1,400,000.00 | 1,501,752.00 | |||
| BTPS 5.5% 11/01/22 | 3,450,000.00 | 3,734,625.00 | |||
| BTPS 5.75% 02/01/33 | 3,080,000.00 | 4,707,656.80 | |||
| BTPS 5% 03/01/25 | 3,660,000.00 | 4,359,535.80 | |||
| BTPS 5% 08/01/34 | 2,970,000.00 | 4,381,908.30 | |||
| BTPS 5% 09/01/40 | 3,190,000.00 | 5,068,463.40 | |||
| BTPS 6.5% 11/01/27 | 3,600,000.00 | 5,005,368.00 | |||
| BTPS 6% 05/01/31 | 3,940,000.00 | 5,903,893.00 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,934,282.00 | |||
| BTPS 9% 11/01/23 | 800,000.00 | 978,672.00 | |||
| DBR 0.25% 02/15/27 | 3,890,000.00 | 4,075,164.00 | |||
| DBR 0.25% 02/15/29 | 3,890,000.00 | 4,096,053.30 | |||
| DBR 0.25% 08/15/28 | 2,180,000.00 | 2,292,880.40 | |||
| DBR 0.5% 02/15/25 | 3,000,000.00 | 3,134,430.00 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 3,163,380.00 | |||
| DBR 0.5% 02/15/28 | 2,390,000.00 | 2,552,400.50 | |||
| DBR 0.5% 08/15/27 | 5,690,000.00 | 6,060,874.20 | |||
| DBR 0% 02/15/30 | 3,570,000.00 | 3,674,493.90 | |||
| DBR 0% 02/15/31 | 800,000.00 | 819,400.00 | |||
| DBR 0% 05/15/35 | 2,820,000.00 | 2,821,381.80 | |||
| DBR 0% 05/15/36 | 620,000.00 | 614,544.00 | |||
| DBR 0% 08/15/26 | 4,350,000.00 | 4,488,504.00 | |||
| DBR 0% 08/15/29 | 3,500,000.00 | 3,607,135.00 | |||
| DBR 0% 08/15/30 | 6,450,000.00 | 6,628,987.50 | |||
| DBR 0% 08/15/30 | 670,000.00 | 692,324.40 | |||
| DBR 0% 08/15/50 | 4,420,000.00 | 4,038,686.60 | |||
| DBR 0% 11/15/27 | 2,160,000.00 | 2,230,156.80 | |||
| DBR 1.25% 08/15/48 | 3,580,000.00 | 4,497,339.20 | |||
| DBR 1.5% 02/15/23 | 2,960,000.00 | 3,070,644.80 | |||
| DBR 1.5% 05/15/23 | 3,020,000.00 | 3,149,437.20 | |||
| DBR 1.5% 05/15/24 | 2,290,000.00 | 2,440,590.40 | |||
| DBR 1.5% 09/04/22 | 2,800,000.00 | 2,876,356.00 | |||
| DBR 1.75% 02/15/24 | 1,650,000.00 | 1,760,583.00 | |||
| DBR 1.75% 07/04/22 | 2,090,000.00 | 2,144,360.90 | |||
| DBR 1% 08/15/24 | 2,000,000.00 | 2,110,320.00 | |||
| DBR 1% 08/15/25 | 2,720,000.00 | 2,912,875.20 | |||
| DBR 2.5% 07/04/44 | 3,540,000.00 | 5,416,023.00 | |||
| DBR 2.5% 08/15/46 | 3,800,000.00 | 5,926,632.00 | |||
| DBR 2% 08/15/23 | 2,860,000.00 | 3,031,113.80 | |||
| DBR 3.25% 07/04/42 | 2,580,000.00 | 4,266,623.40 | |||
| DBR 4.0% 01/04/37 | 2,930,000.00 | 4,768,575.00 | |||
| DBR 4.25% 07/04/39 | 2,720,000.00 | 4,787,553.60 | |||
| DBR 4.75% 07/04/28 | 2,550,000.00 | 3,519,025.50 | |||
| DBR 4.75% 07/04/34 | 3,390,000.00 | 5,584,686.00 | |||
| DBR 4.75% 07/04/40 | 2,830,000.00 | 5,353,199.70 | |||
| DBR 5.5% 01/04/31 | 2,840,000.00 | 4,461,214.00 | |||
| DBR 5.625% 01/04/28 | 2,360,000.00 | 3,340,391.20 | |||
| DBR 6.25% 01/04/24 | 3,230,000.00 | 3,817,117.10 | |||
| DBR 6.25% 01/04/30 | 1,250,000.00 | 1,978,475.00 | |||
| DBR 6.5% 07/04/27 | 980,000.00 | 1,411,004.00 | |||
| FRTR 0.25% 11/25/26 | 4,680,000.00 | 4,851,007.20 | |||
| FRTR 0.5% 05/25/25 | 5,590,000.00 | 5,822,655.80 | |||
| FRTR 0.5% 05/25/26 | 5,090,000.00 | 5,333,912.80 | |||
| FRTR 0.5% 05/25/29 | 5,350,000.00 | 5,624,615.50 | |||
| FRTR 0.5% 05/25/40 | 2,150,000.00 | 2,110,246.50 | |||
| FRTR 0.5% 05/25/72 | 990,000.00 | 769,408.20 | |||
| FRTR 0.5% 06/25/44 | 910,000.00 | 870,942.80 | |||
| FRTR 0.75% 05/25/28 | 6,870,000.00 | 7,357,838.70 | |||
| FRTR 0.75% 05/25/52 | 3,800,000.00 | 3,623,984.00 | |||
| FRTR 0.75% 11/25/28 | 6,200,000.00 | 6,639,332.00 | |||
| FRTR 0% 02/25/23 | 2,050,000.00 | 2,073,226.50 | |||
| FRTR 0% 02/25/24 | 3,500,000.00 | 3,557,190.00 | |||
| FRTR 0% 02/25/26 | 5,210,000.00 | 5,323,890.60 | |||
| FRTR 0% 02/25/27 | 950,000.00 | 968,582.00 | |||
| FRTR 0% 03/25/23 | 5,290,000.00 | 5,353,374.20 | |||
| FRTR 0% 03/25/24 | 5,950,000.00 | 6,053,589.50 | |||
| FRTR 0% 03/25/25 | 6,690,000.00 | 6,829,687.20 | |||
| FRTR 0% 11/25/29 | 5,260,000.00 | 5,300,081.20 | |||
| FRTR 0% 11/25/30 | 6,040,000.00 | 6,031,000.40 | |||
| FRTR 0% 11/25/31 | 1,670,000.00 | 1,651,546.50 | |||
| FRTR 1.25% 05/25/34 | 5,110,000.00 | 5,744,099.90 | |||
| FRTR 1.25% 05/25/36 | 4,830,000.00 | 5,419,260.00 | |||
| FRTR 1.5% 05/25/31 | 5,890,000.00 | 6,742,224.10 | |||
| FRTR 1.5% 05/25/50 | 4,090,000.00 | 4,748,817.20 | |||
| FRTR 1.75% 05/25/23 | 5,380,000.00 | 5,635,281.00 | |||
| FRTR 1.75% 05/25/66 | 1,630,000.00 | 2,056,522.10 | |||
| FRTR 1.75% 06/25/39 | 3,820,000.00 | 4,643,401.00 | |||
| FRTR 1.75% 11/25/24 | 4,160,000.00 | 4,499,539.20 | |||
| FRTR 1% 05/25/27 | 4,650,000.00 | 5,028,231.00 | |||
| FRTR 1% 11/25/25 | 5,280,000.00 | 5,639,462.40 | |||
| FRTR 2.25% 05/25/24 | 4,100,000.00 | 4,451,698.00 | |||
| FRTR 2.25% 10/25/22 | 5,740,000.00 | 5,972,412.60 | |||
| FRTR 2.5% 05/25/30 | 6,380,000.00 | 7,846,187.80 | |||
| FRTR 2.75% 10/25/27 | 5,970,000.00 | 7,158,149.40 | |||
| FRTR 2% 05/25/48 | 3,560,000.00 | 4,581,791.20 | |||
| FRTR 3.25% 05/25/45 | 3,350,000.00 | 5,224,593.00 | |||
| FRTR 3.5% 04/25/26 | 6,350,000.00 | 7,595,171.50 | |||
| FRTR 4.25% 10/25/23 | 5,020,000.00 | 5,609,498.60 | |||
| FRTR 4.5% 04/25/41 | 4,720,000.00 | 8,206,003.20 | |||
| FRTR 4.75% 04/25/35 | 3,680,000.00 | 5,916,115.20 | |||
| FRTR 4% 04/25/55 | 2,400,000.00 | 4,547,688.00 | |||
| FRTR 4% 04/25/60 | 2,180,000.00 | 4,314,677.80 | |||
| FRTR 4% 10/25/38 | 3,370,000.00 | 5,361,130.80 | |||
| FRTR 5.5% 04/25/29 | 5,170,000.00 | 7,500,791.10 | |||
| FRTR 5.75% 10/25/32 | 4,340,000.00 | 7,107,010.40 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 2,450,145.00 | |||
| FRTR 8.5% 04/25/23 | 1,000,000.00 | 1,173,050.00 | |||
| IRISH 0.2% 05/15/27 | 930,000.00 | 957,909.30 | |||
| IRISH 0.2% 10/18/30 | 1,030,000.00 | 1,045,171.90 | |||
| IRISH 0.4% 05/15/35 | 760,000.00 | 764,096.40 | |||
| IRISH 0.55% 04/22/41 | 490,000.00 | 481,606.30 | |||
| IRISH 0.9% 05/15/28 | 1,070,000.00 | 1,152,539.80 | |||
| IRISH 0% 10/18/22 | 530,000.00 | 534,409.60 | |||
| IRISH 0% 10/18/31 | 730,000.00 | 719,787.30 | |||
| IRISH 1.1% 05/15/29 | 1,200,000.00 | 1,314,444.00 | |||
| IRISH 1.3% 05/15/33 | 670,000.00 | 755,043.10 | |||
| IRISH 1.35% 03/18/31 | 860,000.00 | 968,626.60 | |||
| IRISH 1.5% 05/15/50 | 780,000.00 | 909,058.80 | |||
| IRISH 1.7% 05/15/37 | 820,000.00 | 978,120.60 | |||
| IRISH 1% 05/15/26 | 1,420,000.00 | 1,520,408.20 | |||
| IRISH 2.4% 05/15/30 | 1,210,000.00 | 1,473,380.70 | |||
| IRISH 2% 02/18/45 | 1,090,000.00 | 1,403,865.50 | |||
| IRISH 3.4% 03/18/24 | 970,000.00 | 1,077,437.20 | |||
| IRISH 3.9% 03/20/23 | 1,010,000.00 | 1,091,284.80 | |||
| IRISH 5.4% 03/13/25 | 1,510,000.00 | 1,848,934.60 | |||
| NETHER 0.25% 07/15/25 | 2,310,000.00 | 2,393,760.60 | |||
| NETHER 0.25% 07/15/29 | 1,710,000.00 | 1,782,931.50 | |||
| NETHER 0.5% 01/15/40 | 1,290,000.00 | 1,358,679.60 | |||
| NETHER 0.5% 07/15/26 | 2,320,000.00 | 2,445,140.80 | |||
| NETHER 0.75% 07/15/27 | 2,110,000.00 | 2,266,857.40 | |||
| NETHER 0.75% 07/15/28 | 1,620,000.00 | 1,750,248.00 | |||
| NETHER 0% 01/15/24 | 2,060,000.00 | 2,098,336.60 | |||
| NETHER 0% 01/15/27 | 1,840,000.00 | 1,889,588.00 | |||
| NETHER 0% 01/15/38 | 700,000.00 | 677,264.00 | |||
| NETHER 0% 01/15/52 | 980,000.00 | 872,317.60 | |||
| NETHER 0% 07/15/30 | 1,920,000.00 | 1,952,313.60 | |||
| NETHER 0% 07/15/31 | 1,170,000.00 | 1,182,823.20 | |||
| NETHER 1.75% 07/15/23 | 1,940,000.00 | 2,041,423.20 | |||
| NETHER 2.25% 07/15/22 | 1,220,000.00 | 1,259,430.40 | |||
| NETHER 2.5% 01/15/33 | 2,020,000.00 | 2,621,374.20 | |||
| NETHER 2.75% 01/15/47 | 2,100,000.00 | 3,378,795.00 | |||
| NETHER 2% 07/15/24 | 1,990,000.00 | 2,156,980.90 | |||
| NETHER 3.75% 01/15/23 | 2,330,000.00 | 2,497,899.80 | |||
| NETHER 3.75% 01/15/42 | 2,060,000.00 | 3,534,815.80 | |||
| NETHER 4% 01/15/37 | 2,180,000.00 | 3,504,241.00 | |||
| NETHER 5.5% 01/15/28 | 1,730,000.00 | 2,416,602.40 | |||
| NETHER 7.5% 01/15/23 | 200,000.00 | 226,564.00 | |||
| OBL 0% 04/05/24 | 4,250,000.00 | 4,335,255.00 | |||
| OBL 0% 04/10/26 | 4,070,000.00 | 4,193,850.10 | |||
| OBL 0% 04/11/25 | 3,750,000.00 | 3,848,250.00 | |||
| OBL 0% 04/14/23 | 2,220,000.00 | 2,248,926.60 | |||
| OBL 0% 10/07/22 | 4,160,000.00 | 4,198,355.20 | |||
| OBL 0% 10/10/25 | 4,340,000.00 | 4,465,035.40 | |||
| OBL 0% 10/13/23 | 1,510,000.00 | 1,535,790.80 | |||
| OBL 0% 10/18/24 | 3,490,000.00 | 3,572,189.50 | |||
| RAGB 0.5% 02/20/29 | 1,770,000.00 | 1,868,659.80 | |||
| RAGB 0.5% 04/20/27 | 890,000.00 | 938,416.00 | |||
| RAGB 0.75% 02/20/28 | 1,620,000.00 | 1,737,919.80 | |||
| RAGB 0.75% 03/20/51 | 790,000.00 | 812,838.90 | |||
| RAGB 0.75% 10/20/26 | 2,080,000.00 | 2,219,027.20 | |||
| RAGB 0.85% 06/30/20 | 400,000.00 | 364,356.00 | |||
| RAGB 0% 02/20/30 | 1,450,000.00 | 1,464,920.50 | |||
| RAGB 0% 02/20/31 | 590,000.00 | 590,902.70 | |||
| RAGB 0% 04/20/25 | 930,000.00 | 950,692.50 | |||
| RAGB 0% 07/15/23 | 1,500,000.00 | 1,520,415.00 | |||
| RAGB 0% 07/15/24 | 1,350,000.00 | 1,375,947.00 | |||
| RAGB 0% 09/20/22 | 320,000.00 | 322,668.80 | |||
| RAGB 0% 10/20/40 | 420,000.00 | 384,753.60 | |||
| RAGB 1.2% 10/20/25 | 1,430,000.00 | 1,540,953.70 | |||
| RAGB 1.5% 02/20/47 | 930,000.00 | 1,137,659.70 | |||
| RAGB 1.5% 11/02/86 | 330,000.00 | 429,755.70 | |||
| RAGB 1.65% 10/21/24 | 990,000.00 | 1,066,764.60 | |||
| RAGB 1.75% 10/20/23 | 1,330,000.00 | 1,405,996.20 | |||
| RAGB 2.1% 09/20/17 | 780,000.00 | 1,282,015.80 | |||
| RAGB 2.4% 05/23/34 | 1,260,000.00 | 1,622,917.80 | |||
| RAGB 3.15% 06/20/44 | 830,000.00 | 1,317,102.10 | |||
| RAGB 3.4% 11/22/22 | 2,360,000.00 | 2,499,594.00 | |||
| RAGB 3.8% 01/26/62 | 470,000.00 | 975,113.70 | |||
| RAGB 4.15% 03/15/37 | 1,820,000.00 | 2,916,186.00 | |||
| RAGB 4.85% 03/15/26 | 1,310,000.00 | 1,650,966.80 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,665,971.20 | |||
| RFGB 0.125% 04/15/36 | 540,000.00 | 527,509.80 | |||
| RFGB 0.125% 04/15/52 | 490,000.00 | 427,304.50 | |||
| RFGB 0.125% 09/15/31 | 400,000.00 | 404,976.00 | |||
| RFGB 0.25% 09/15/40 | 400,000.00 | 387,812.00 | |||
| RFGB 0.5% 04/15/26 | 620,000.00 | 651,434.00 | |||
| RFGB 0.5% 09/15/27 | 870,000.00 | 919,894.50 | |||
| RFGB 0.5% 09/15/28 | 1,030,000.00 | 1,089,966.60 | |||
| RFGB 0.5% 09/15/29 | 760,000.00 | 803,160.40 | |||
| RFGB 0.75% 04/15/31 | 500,000.00 | 539,620.00 | |||
| RFGB 0.875% 09/15/25 | 690,000.00 | 733,111.20 | |||
| RFGB 0% 09/15/23 | 540,000.00 | 548,343.00 | |||
| RFGB 0% 09/15/24 | 420,000.00 | 428,794.80 | |||
| RFGB 0% 09/15/30 | 630,000.00 | 634,983.30 | |||
| RFGB 1.125% 04/15/34 | 710,000.00 | 797,337.10 | |||
| RFGB 1.375% 04/15/47 | 490,000.00 | 598,441.90 | |||
| RFGB 1.5% 04/15/23 | 650,000.00 | 676,292.50 | |||
| RFGB 1.625% 09/15/22 | 930,000.00 | 957,100.20 | |||
| RFGB 2.625% 07/04/42 | 590,000.00 | 856,290.60 | |||
| RFGB 2.75% 07/04/28 | 420,000.00 | 512,752.80 | |||
| RFGB 2% 04/15/24 | 730,000.00 | 786,253.80 | |||
| RFGB 4% 07/04/25 | 830,000.00 | 987,683.40 | |||
| SPGB 0.1% 04/30/31 | 2,180,000.00 | 2,116,758.20 | |||
| SPGB 0.25% 07/30/24 | 2,290,000.00 | 2,341,891.40 | |||
| SPGB 0.35% 07/30/23 | 3,590,000.00 | 3,660,220.40 | |||
| SPGB 0.45% 10/31/22 | 3,060,000.00 | 3,104,553.60 | |||
| SPGB 0.5% 04/30/30 | 2,900,000.00 | 2,960,146.00 | |||
| SPGB 0.6% 10/31/29 | 3,400,000.00 | 3,513,628.00 | |||
| SPGB 0.8% 07/30/27 | 2,000,000.00 | 2,110,600.00 | |||
| SPGB 0.85% 07/30/37 | 960,000.00 | 949,814.40 | |||
| SPGB 0% 01/31/25 | 2,350,000.00 | 2,385,226.50 | |||
| SPGB 0% 01/31/26 | 1,410,000.00 | 1,428,992.70 | |||
| SPGB 0% 01/31/28 | 780,000.00 | 780,639.60 | |||
| SPGB 0% 04/30/23 | 2,380,000.00 | 2,404,918.60 | |||
| SPGB 0% 05/31/24 | 1,260,000.00 | 1,276,972.20 | |||
| SPGB 1.2% 10/31/40 | 1,810,000.00 | 1,847,991.90 | |||
| SPGB 1.25% 10/31/30 | 3,050,000.00 | 3,309,768.50 | |||
| SPGB 1.3% 10/31/26 | 3,450,000.00 | 3,736,729.50 | |||
| SPGB 1.4% 04/30/28 | 2,490,000.00 | 2,730,484.20 | |||
| SPGB 1.4% 07/30/28 | 3,300,000.00 | 3,624,225.00 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,968,119.10 | |||
| SPGB 1.45% 10/31/27 | 3,040,000.00 | 3,336,065.60 | |||
| SPGB 1.45% 10/31/71 | 560,000.00 | 500,080.00 | |||
| SPGB 1.5% 04/30/27 | 2,650,000.00 | 2,910,601.00 | |||
| SPGB 1.6% 04/30/25 | 3,050,000.00 | 3,290,218.00 | |||
| SPGB 1.85% 07/30/35 | 2,750,000.00 | 3,154,222.50 | |||
| SPGB 1.95% 04/30/26 | 2,810,000.00 | 3,119,465.30 | |||
| SPGB 1.95% 07/30/30 | 2,940,000.00 | 3,382,352.40 | |||
| SPGB 1% 10/31/50 | 2,430,000.00 | 2,218,249.80 | |||
| SPGB 2.15% 10/31/25 | 2,810,000.00 | 3,121,741.40 | |||
| SPGB 2.35% 07/30/33 | 2,440,000.00 | 2,942,664.40 | |||
| SPGB 2.7% 10/31/48 | 1,850,000.00 | 2,441,056.50 | |||
| SPGB 2.75% 10/31/24 | 3,600,000.00 | 3,995,028.00 | |||
| SPGB 2.9% 10/31/46 | 2,250,000.00 | 3,055,185.00 | |||
| SPGB 3.45% 07/30/66 | 1,940,000.00 | 3,020,560.60 | |||
| SPGB 3.8% 04/30/24 | 2,520,000.00 | 2,834,244.00 | |||
| SPGB 4.2% 01/31/37 | 2,530,000.00 | 3,787,283.50 | |||
| SPGB 4.4% 10/31/23 | 2,690,000.00 | 3,010,755.60 | |||
| SPGB 4.65% 07/30/25 | 2,840,000.00 | 3,437,166.80 | |||
| SPGB 4.7% 07/30/41 | 2,640,000.00 | 4,383,588.00 | |||
| SPGB 4.8% 01/31/24 | 2,400,000.00 | 2,739,168.00 | |||
| SPGB 4.9% 07/30/40 | 2,550,000.00 | 4,291,522.50 | |||
| SPGB 5.15% 10/31/28 | 4,290,000.00 | 5,904,284.10 | |||
| SPGB 5.15% 10/31/44 | 2,100,000.00 | 3,814,272.00 | |||
| SPGB 5.4% 01/31/23 | 2,100,000.00 | 2,306,829.00 | |||
| SPGB 5.75% 07/30/32 | 3,220,000.00 | 5,066,283.60 | |||
| SPGB 5.9% 07/30/26 | 3,480,000.00 | 4,589,737.20 | |||
| SPGB 6.0% 01/31/29 | 1,050,000.00 | 1,524,117.00 | |||
| ユーロ 小計 | 788,990,000.00 | 921,973,794.80 | |||
| (123,074,281,867) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 3,000,000.00 | 2,974,860.00 | ||
| UKT 0.125% 01/31/23 | 4,510,000.00 | 4,515,321.80 | |||
| UKT 0.125% 01/31/24 | 2,970,000.00 | 2,969,019.90 | |||
| UKT 0.125% 01/31/28 | 2,260,000.00 | 2,200,110.00 | |||
| UKT 0.25% 07/31/31 | 2,110,000.00 | 1,986,037.50 | |||
| UKT 0.375% 10/22/30 | 2,420,000.00 | 2,333,630.20 | |||
| UKT 0.5% 07/22/22 | 3,150,000.00 | 3,166,852.50 | |||
| UKT 0.5% 10/22/61 | 1,340,000.00 | 1,046,499.80 | |||
| UKT 0.625% 06/07/25 | 1,700,000.00 | 1,729,189.00 | |||
| UKT 0.625% 07/31/35 | 2,950,000.00 | 2,767,513.00 | |||
| UKT 0.625% 10/22/50 | 2,550,000.00 | 2,150,364.00 | |||
| UKT 0.75% 07/22/23 | 2,910,000.00 | 2,953,097.10 | |||
| UKT 0.875% 01/31/46 | 1,260,000.00 | 1,152,421.20 | |||
| UKT 0.875% 10/22/29 | 1,700,000.00 | 1,728,118.00 | |||
| UKT 1.25% 07/22/27 | 2,990,000.00 | 3,135,433.60 | |||
| UKT 1.25% 07/31/51 | 180,000.00 | 178,837.20 | |||
| UKT 1.25% 10/22/41 | 2,800,000.00 | 2,807,140.00 | |||
| UKT 1.5% 07/22/26 | 2,000,000.00 | 2,117,360.00 | |||
| UKT 1.5% 07/22/47 | 2,550,000.00 | 2,681,401.50 | |||
| UKT 1.625% 10/22/28 | 2,200,000.00 | 2,369,950.00 | |||
| UKT 1.625% 10/22/54 | 1,860,000.00 | 2,046,334.80 | |||
| UKT 1.625% 10/22/71 | 900,000.00 | 1,078,191.00 | |||
| UKT 1.75% 01/22/49 | 1,300,000.00 | 1,447,238.00 | |||
| UKT 1.75% 07/22/57 | 2,530,000.00 | 2,916,887.60 | |||
| UKT 1.75% 09/07/22 | 3,120,000.00 | 3,186,549.60 | |||
| UKT 1.75% 09/07/37 | 2,930,000.00 | 3,193,729.30 | |||
| UKT 1% 04/22/24 | 1,600,000.00 | 1,640,400.00 | |||
| UKT 2.25% 09/07/23 | 2,500,000.00 | 2,622,500.00 | |||
| UKT 2.5% 07/22/65 | 1,920,000.00 | 2,793,139.20 | |||
| UKT 2.75% 09/07/24 | 1,620,000.00 | 1,756,339.20 | |||
| UKT 2% 09/07/25 | 1,780,000.00 | 1,913,998.40 | |||
| UKT 3.25% 01/22/44 | 2,810,000.00 | 3,919,191.30 | |||
| UKT 3.5% 01/22/45 | 2,550,000.00 | 3,723,739.50 | |||
| UKT 3.5% 07/22/68 | 1,930,000.00 | 3,570,615.80 | |||
| UKT 3.75% 07/22/52 | 1,600,000.00 | 2,630,064.00 | |||
| UKT 4.25% 03/07/36 | 2,390,000.00 | 3,432,494.10 | |||
| UKT 4.25% 06/07/32 | 2,100,000.00 | 2,845,101.00 | |||
| UKT 4.25% 09/07/39 | 1,820,000.00 | 2,745,542.80 | |||
| UKT 4.25% 12/07/27 | 1,370,000.00 | 1,700,978.30 | |||
| UKT 4.25% 12/07/40 | 2,070,000.00 | 3,173,993.10 | |||
| UKT 4.25% 12/07/46 | 2,180,000.00 | 3,599,572.40 | |||
| UKT 4.25% 12/07/49 | 1,510,000.00 | 2,594,149.80 | |||
| UKT 4.25% 12/07/55 | 2,210,000.00 | 4,081,494.30 | |||
| UKT 4.5% 09/07/34 | 1,770,000.00 | 2,541,348.30 | |||
| UKT 4.5% 12/07/42 | 2,340,000.00 | 3,790,963.80 | |||
| UKT 4.75% 12/07/30 | 1,780,000.00 | 2,435,093.40 | |||
| UKT 4.75% 12/07/38 | 1,650,000.00 | 2,598,766.50 | |||
| UKT 4% 01/22/60 | 1,540,000.00 | 2,872,654.40 | |||
| UKT 5% 03/07/25 | 1,800,000.00 | 2,123,568.00 | |||
| UKT 6.0% 12/07/28 | 1,250,000.00 | 1,745,337.50 | |||
| イギリスポンド 小計 | 106,280,000.00 | 127,683,131.70 | |||
| (19,758,964,630) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 5,970,000.00 | 5,851,555.20 | ||
| SGB 0.75% 05/12/28 | 8,380,000.00 | 8,765,061.00 | |||
| SGB 0.75% 11/12/29 | 7,430,000.00 | 7,754,616.70 | |||
| SGB 1.5% 11/13/23 | 12,500,000.00 | 13,050,125.00 | |||
| SGB 1% 11/12/26 | 9,010,000.00 | 9,527,083.90 | |||
| SGB 2.25% 06/01/32 | 3,750,000.00 | 4,486,087.50 | |||
| SGB 2.5% 05/12/25 | 10,050,000.00 | 11,120,626.50 | |||
| SGB 3.5% 03/30/39 | 5,860,000.00 | 8,567,261.40 | |||
| SGB 3.5% 06/01/22 | 14,000,000.00 | 14,526,400.00 | |||
| スウェーデンクローナ 小計 | 76,950,000.00 | 83,648,817.20 | |||
| (1,109,183,316) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 3,000,000.00 | 2,924,550.00 | ||
| NGB 1.375% 08/19/30 | 5,040,000.00 | 5,001,343.20 | |||
| NGB 1.5% 02/19/26 | 5,740,000.00 | 5,838,268.80 | |||
| NGB 1.75% 02/17/27 | 5,360,000.00 | 5,516,351.20 | |||
| NGB 1.75% 03/13/25 | 4,770,000.00 | 4,905,134.10 | |||
| NGB 1.75% 09/06/29 | 7,640,000.00 | 7,841,543.20 | |||
| NGB 2% 04/26/28 | 6,100,000.00 | 6,368,583.00 | |||
| NGB 2% 05/24/23 | 11,260,000.00 | 11,579,221.00 | |||
| NGB 3% 03/14/24 | 7,360,000.00 | 7,798,729.60 | |||
| ノルウェークローネ 小計 | 56,270,000.00 | 57,773,724.10 | |||
| (765,501,844) | |||||
| デンマーククローネ | DGB 0.25% 11/15/22 | 8,020,000.00 | 8,112,470.60 | ||
| DGB 0.25% 11/15/52 | 3,870,000.00 | 3,571,042.50 | |||
| DGB 0.5% 11/15/27 | 10,420,000.00 | 10,941,833.60 | |||
| DGB 0.5% 11/15/29 | 14,260,000.00 | 14,993,819.60 | |||
| DGB 0% 11/15/31 | 3,110,000.00 | 3,084,466.90 | |||
| DGB 1.5% 11/15/23 | 7,420,000.00 | 7,794,487.40 | |||
| DGB 1.75% 11/15/25 | 8,330,000.00 | 9,153,837.00 | |||
| DGB 4.5% 11/15/39 | 15,750,000.00 | 27,641,250.00 | |||
| デンマーククローネ 小計 | 71,180,000.00 | 85,293,207.60 | |||
| (1,531,013,076) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 1,500,000.00 | 1,415,760.00 | ||
| POLGB 0.75% 04/25/25 | 3,560,000.00 | 3,539,992.80 | |||
| POLGB 0% 04/25/23 | 1,230,000.00 | 1,221,586.80 | |||
| POLGB 1.25% 10/25/30 | 2,600,000.00 | 2,472,626.00 | |||
| POLGB 2.25% 10/25/24 | 3,930,000.00 | 4,127,010.90 | |||
| POLGB 2.5% 01/25/23 | 5,860,000.00 | 6,059,240.00 | |||
| POLGB 2.5% 04/25/24 | 6,050,000.00 | 6,375,006.00 | |||
| POLGB 2.5% 07/25/26 | 6,060,000.00 | 6,428,084.40 | |||
| POLGB 2.5% 07/25/27 | 3,780,000.00 | 4,017,573.00 | |||
| POLGB 2.75% 04/25/28 | 6,030,000.00 | 6,522,771.60 | |||
| POLGB 2.75% 10/25/29 | 6,520,000.00 | 7,065,593.60 | |||
| POLGB 3.25% 07/25/25 | 6,260,000.00 | 6,826,154.40 | |||
| POLGB 4% 10/25/23 | 3,760,000.00 | 4,073,772.00 | |||
| POLGB 5.75% 04/25/29 | 600,000.00 | 783,174.00 | |||
| POLGB 5.75% 09/23/22 | 3,410,000.00 | 3,651,325.70 | |||
| ポーランドズロチ 小計 | 61,150,000.00 | 64,579,671.20 | |||
| (1,926,056,403) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 2,930,000.00 | 2,930,175.80 | ||
| ACGB 0.25% 11/21/25 | 2,340,000.00 | 2,310,492.60 | |||
| ACGB 0.5% 09/21/26 | 3,640,000.00 | 3,595,046.00 | |||
| ACGB 1.25% 05/21/32 | 2,740,000.00 | 2,648,045.60 | |||
| ACGB 1.5% 06/21/31 | 3,190,000.00 | 3,196,699.00 | |||
| ACGB 1.75% 06/21/51 | 2,090,000.00 | 1,791,318.10 | |||
| ACGB 1.75% 11/21/32 | 1,610,000.00 | 1,633,554.30 | |||
| ACGB 1% 11/21/31 | 3,750,000.00 | 3,560,962.50 | |||
| ACGB 1% 12/21/30 | 4,320,000.00 | 4,152,729.60 | |||
| ACGB 2.25% 05/21/28 | 2,560,000.00 | 2,769,024.00 | |||
| ACGB 2.25% 11/21/22 | 3,160,000.00 | 3,261,530.80 | |||
| ACGB 2.5% 05/21/30 | 3,790,000.00 | 4,161,457.90 | |||
| ACGB 2.75% 04/21/24 | 1,380,000.00 | 1,486,191.00 | |||
| ACGB 2.75% 05/21/41 | 1,630,000.00 | 1,771,027.60 | |||
| ACGB 2.75% 06/21/35 | 1,230,000.00 | 1,371,929.70 | |||
| ACGB 2.75% 11/21/27 | 1,930,000.00 | 2,148,804.10 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,854,867.40 | |||
| ACGB 2.75% 11/21/29 | 3,150,000.00 | 3,524,062.50 | |||
| ACGB 3.25% 04/21/25 | 3,480,000.00 | 3,863,078.40 | |||
| ACGB 3.25% 04/21/29 | 4,100,000.00 | 4,740,666.00 | |||
| ACGB 3.25% 06/21/39 | 980,000.00 | 1,148,138.60 | |||
| ACGB 3.75% 04/21/37 | 1,620,000.00 | 2,017,175.40 | |||
| ACGB 3% 03/21/47 | 1,680,000.00 | 1,884,943.20 | |||
| ACGB 4.25% 04/21/26 | 2,820,000.00 | 3,309,721.20 | |||
| ACGB 4.5% 04/21/33 | 1,910,000.00 | 2,509,759.10 | |||
| ACGB 4.75% 04/21/27 | 2,320,000.00 | 2,841,559.20 | |||
| ACGB 5.5% 04/21/23 | 2,500,000.00 | 2,754,425.00 | |||
| ACGB 5.75% 07/15/22 | 3,350,000.00 | 3,560,547.50 | |||
| オーストラリアドル 小計 | 71,860,000.00 | 76,797,932.10 | |||
| (6,504,016,869) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 390,000.00 | 386,786.40 | ||
| SIGB 1.75% 02/01/23 | 800,000.00 | 818,648.00 | |||
| SIGB 1.875% 03/01/50 | 420,000.00 | 423,675.00 | |||
| SIGB 2.125% 06/01/26 | 740,000.00 | 787,374.80 | |||
| SIGB 2.25% 08/01/36 | 890,000.00 | 943,551.30 | |||
| SIGB 2.375% 06/01/25 | 490,000.00 | 523,922.70 | |||
| SIGB 2.375% 07/01/39 | 430,000.00 | 466,704.80 | |||
| SIGB 2.625% 05/01/28 | 1,050,000.00 | 1,151,608.50 | |||
| SIGB 2.75% 03/01/46 | 1,240,000.00 | 1,465,146.80 | |||
| SIGB 2.75% 04/01/42 | 900,000.00 | 1,042,875.00 | |||
| SIGB 2.75% 07/01/23 | 1,070,000.00 | 1,122,718.90 | |||
| SIGB 2.875% 07/01/29 | 590,000.00 | 659,378.10 | |||
| SIGB 2.875% 09/01/30 | 760,000.00 | 853,601.60 | |||
| SIGB 2% 02/01/24 | 410,000.00 | 427,010.90 | |||
| SIGB 3.125% 09/01/22 | 1,350,000.00 | 1,397,398.50 | |||
| SIGB 3.375% 09/01/33 | 830,000.00 | 983,027.10 | |||
| SIGB 3.5% 03/01/27 | 880,000.00 | 1,001,686.40 | |||
| SIGB 3% 09/01/24 | 1,220,000.00 | 1,316,977.80 | |||
| シンガポールドル 小計 | 14,460,000.00 | 15,772,092.60 | |||
| (1,305,456,104) | |||||
| マレーシアリンギット | MGS 3.418% 08/15/22 | 1,500,000.00 | 1,528,230.00 | ||
| MGS 3.478% 06/14/24 | 700,000.00 | 725,466.00 | |||
| MGS 3.48% 03/15/23 | 2,330,000.00 | 2,392,816.80 | |||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,563,287.90 | |||
| MGS 3.733% 06/15/28 | 3,430,000.00 | 3,594,777.20 | |||
| MGS 3.757% 04/20/23 | 1,090,000.00 | 1,125,861.00 | |||
| MGS 3.757% 05/22/40 | 550,000.00 | 522,395.50 | |||
| MGS 3.795% 09/30/22 | 1,500,000.00 | 1,537,920.00 | |||
| MGS 3.8% 08/17/23 | 930,000.00 | 965,870.10 | |||
| MGS 3.844% 04/15/33 | 2,350,000.00 | 2,367,131.50 | |||
| MGS 3.882% 03/14/25 | 1,030,000.00 | 1,082,736.00 | |||
| MGS 3.885% 08/15/29 | 1,500,000.00 | 1,576,695.00 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,192,884.50 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 2,085,343.50 | |||
| MGS 3.9% 11/30/26 | 1,440,000.00 | 1,536,724.80 | |||
| MGS 3.906% 07/15/26 | 600,000.00 | 634,704.00 | |||
| MGS 3.955% 09/15/25 | 2,380,000.00 | 2,517,254.60 | |||
| MGS 4.059% 09/30/24 | 1,900,000.00 | 2,004,633.00 | |||
| MGS 4.065% 06/15/50 | 760,000.00 | 731,834.40 | |||
| MGS 4.181% 07/15/24 | 1,280,000.00 | 1,352,076.80 | |||
| MGS 4.232% 06/30/31 | 2,000,000.00 | 2,140,560.00 | |||
| MGS 4.254% 05/31/35 | 2,030,000.00 | 2,108,987.30 | |||
| MGS 4.392% 04/15/26 | 2,910,000.00 | 3,139,831.80 | |||
| MGS 4.498% 04/15/30 | 2,650,000.00 | 2,890,620.00 | |||
| MGS 4.642% 11/07/33 | 2,830,000.00 | 3,058,437.60 | |||
| MGS 4.736% 03/15/46 | 1,480,000.00 | 1,563,797.60 | |||
| MGS 4.762% 04/07/37 | 2,280,000.00 | 2,465,158.80 | |||
| MGS 4.893% 06/08/38 | 2,310,000.00 | 2,509,191.30 | |||
| MGS 4.921% 07/06/48 | 1,580,000.00 | 1,706,810.80 | |||
| MGS 4.935% 09/30/43 | 1,560,000.00 | 1,698,309.60 | |||
| マレーシアリンギット 小計 | 51,510,000.00 | 54,320,347.40 | |||
| (1,445,116,794) | |||||
| イスラエルシェケル | ILGOV 0.15% 07/31/23 | 700,000.00 | 699,656.71 | ||
| ILGOV 0.5% 04/30/25 | 2,420,000.00 | 2,428,320.92 | |||
| ILGOV 0.75% 07/31/22 | 6,750,000.00 | 6,804,323.32 | |||
| ILGOV 1.5% 05/31/37 | 2,190,000.00 | 2,045,983.41 | |||
| ILGOV 1.5% 11/30/23 | 1,750,000.00 | 1,808,204.28 | |||
| ILGOV 1.75% 08/31/25 | 1,080,000.00 | 1,143,214.01 | |||
| ILGOV 1% 03/31/30 | 2,920,000.00 | 2,862,198.01 | |||
| ILGOV 2.25% 09/28/28 | 2,880,000.00 | 3,133,883.80 | |||
| ILGOV 3.75% 03/31/24 | 4,080,000.00 | 4,481,290.44 | |||
| ILGOV 3.75% 03/31/47 | 3,130,000.00 | 3,930,827.71 | |||
| ILGOV 5.5% 01/31/42 | 2,580,000.00 | 4,052,692.38 | |||
| ILGOV 6.25% 10/30/26 | 5,620,000.00 | 7,288,381.86 | |||
| イスラエルシェケル 小計 | 36,100,000.00 | 40,678,976.85 | |||
| (1,375,217,898) | |||||
| 合計 | 300,030,790,537 | ||||
| (300,030,790,537) | |||||
| 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 | 211銘柄 | 100.0% | 44.2% |
| カナダドル | 国債証券 | 32銘柄 | 100.0% | 2.1% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.8% |
| ユーロ | 国債証券 | 339銘柄 | 100.0% | 41.0% |
| イギリスポンド | 国債証券 | 50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 | 15銘柄 | 100.0% | 0.6% |
| オーストラリアドル | 国債証券 | 28銘柄 | 100.0% | 2.2% |
| シンガポールドル | 国債証券 | 18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。
