有価証券報告書(内国投資信託受益証券)-第5期(令和3年6月11日-令和4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
| 2022年 6月10日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 248,360,064 |
| コール・ローン | 3,269,605,957 |
| 国債証券 | 309,477,572,304 |
| 派生商品評価勘定 | 118,522,745 |
| 未収入金 | 45,713,423 |
| 未収利息 | 1,564,144,710 |
| 前払金 | 42,052,033 |
| 前払費用 | 80,740,747 |
| 差入委託証拠金 | 642,404,495 |
| 流動資産合計 | 315,489,116,478 |
| 資産合計 | 315,489,116,478 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 42,124,702 |
| 未払金 | 11,054,091 |
| 未払解約金 | 572,278,377 |
| 未払利息 | 3,732 |
| 流動負債合計 | 625,460,902 |
| 負債合計 | 625,460,902 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 99,895,494,586 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 214,968,160,990 |
| 元本等合計 | 314,863,655,576 |
| 純資産合計 | 314,863,655,576 |
| 負債純資産合計 | 315,489,116,478 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2022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) |
| 2022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 | 99,895,494,586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 | 3.1519円 |
| (1万口当たり純資産額) | (31,519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 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(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 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 6月10日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2021年 6月11日 |
| 期首元本額 | 99,315,132,569円 |
| 期中追加設定元本額 | 17,946,613,272円 |
| 期中一部解約元本額 | 17,366,251,255円 |
| 期末元本額 | 99,895,494,586円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,319,963,872円 |
| グローバル・インカム&プラス(毎月決算型) | 568,968,621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) | 2,173,864,177円 |
| SBI資産設計オープン(分配型) | 8,669,457円 |
| SMT グローバル債券インデックス・オープン | 8,230,273,450円 |
| 世界経済インデックスファンド | 13,838,312,799円 |
| DCマイセレクション25 | 1,949,811,414円 |
| DCマイセレクション50 | 1,680,963,726円 |
| DCマイセレクション75 | 1,142,023,279円 |
| DC外国債券インデックス・オープン | 2,296,168,954円 |
| DCマイセレクションS25 | 952,616,534円 |
| DCマイセレクションS50 | 750,753,709円 |
| DCマイセレクションS75 | 423,340,282円 |
| DCターゲット・イヤー ファンド2025 | 30,384,057円 |
| DCターゲット・イヤー ファンド2035 | 92,295,990円 |
| DCターゲット・イヤー ファンド2045 | 47,369,299円 |
| DC世界経済インデックスファンド | 12,733,710,481円 |
| 外国債券インデックス・オープン(SMA専用) | 591,190,221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) | 1,324,475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) | 23,151,839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) | 71,067,611円 |
| バランス25VA2(適格機関投資家専用) | 74,317,281円 |
| バランス50VA2(適格機関投資家専用) | 68,793,252円 |
| バランスA(25)VA1(適格機関投資家専用) | 1,299,182,324円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 444,034,382円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,751,677,877円 |
| 世界バランスVA1(適格機関投資家専用) | 81,370,014円 |
| 世界バランスVA2(適格機関投資家専用) | 40,309,570円 |
| バランスD(35)VA1(適格機関投資家専用) | 445,565,095円 |
| バランスE(25)VA1(適格機関投資家専用) | 169,123,558円 |
| バランスF(25)VA1(適格機関投資家専用) | 210,882,678円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 737,006,178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) | 2,526,680,657円 |
| グローバル・バランスファンド・シリーズ1 | 744,139,958円 |
| 外国債券ファンド・シリーズ1 | 701,214,337円 |
| コア投資戦略ファンド(安定型) | 539,035,373円 |
| コア投資戦略ファンド(成長型) | 1,411,756,777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) | 548,803,564円 |
| DC世界経済インデックスファンド(債券シフト型) | 4,005,436,256円 |
| コア投資戦略ファンド(切替型) | 569,671,531円 |
| 世界経済インデックスファンド(株式シフト型) | 250,703,262円 |
| 世界経済インデックスファンド(債券シフト型) | 111,883,133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) | 1,324,419,977円 |
| SMT インデックスバランス・オープン | 197,038,113円 |
| 外国債券SMTBセレクション(SMA専用) | 15,716,081,124円 |
| SMT 世界経済インデックス・オープン | 253,542,314円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 315,349,814円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 504,887,461円 |
| SMT 8資産インデックスバランス・オープン | 5,179,541円 |
| グローバル経済コア | 844,055,727円 |
| SBI資産設計オープン(つみたてNISA対応型) | 16,652,672円 |
| DCターゲット・イヤー ファンド2055 | 1,802,319円 |
| コア投資戦略ファンド(切替型ワイド) | 185,614,783円 |
| コア投資戦略ファンド(積極成長型) | 29,022,986円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 14,464,840円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 14,795,968円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 7,084,831円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 8,866,292円 |
| My SMT グローバル債券インデックス(ノーロード) | 159,703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) | 283,040,045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) | 11,070,181,757円 |
| 外国債券インデックス・ファンド(適格機関投資家専用) | 331,708,667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) | 305,299,544円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 345,682,511円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 1,040,592,444円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 79,378,748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) | 88,982,234円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2022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 | △8,155,796,655 |
| 合計 | △8,155,796,655 |
| (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 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 | 3,077,131,592 | - | 3,035,079,559 | △42,052,033 | |
| 合計 | 3,077,131,592 | - | 3,035,079,559 | △42,052,033 | |
| (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 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 | 2,789,604,324 | - | 2,907,756,102 | 118,151,778 | |
| アメリカドル | 1,519,357,468 | - | 1,588,821,440 | 69,463,972 | |
| カナダドル | 124,711,337 | - | 130,963,592 | 6,252,255 | |
| ユーロ | 968,578,108 | - | 1,003,527,360 | 34,949,252 | |
| イギリスポンド | 176,957,411 | - | 184,443,710 | 7,486,299 | |
| 売建 | 65,831,432 | - | 65,533,134 | 298,298 | |
| イギリスポンド | 65,831,432 | - | 65,533,134 | 298,298 | |
| 合計 | 2,855,435,756 | - | 2,973,289,236 | 118,450,076 | |
| (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 | 9,601,171.90 | |
| T 0.125% 02/15/24 | 4,710,000.00 | 4,511,020.91 | |||
| T 0.125% 05/31/23 | 6,800,000.00 | 6,653,109.39 | |||
| T 0.125% 07/31/23 | 5,000,000.00 | 4,868,945.30 | |||
| T 0.125% 09/15/23 | 8,060,000.00 | 7,818,514.82 | |||
| T 0.125% 10/15/23 | 8,000,000.00 | 7,740,781.28 | |||
| T 0.125% 12/15/23 | 3,250,000.00 | 3,128,823.23 | |||
| T 0.25% 03/15/24 | 13,000,000.00 | 12,445,722.64 | |||
| T 0.25% 05/15/24 | 10,000,000.00 | 9,524,023.40 | |||
| T 0.25% 06/15/23 | 8,000,000.00 | 7,829,531.28 | |||
| T 0.25% 06/15/24 | 9,000,000.00 | 8,548,945.29 | |||
| T 0.25% 06/30/25 | 1,000,000.00 | 919,765.63 | |||
| T 0.25% 07/31/25 | 5,200,000.00 | 4,769,578.11 | |||
| T 0.25% 09/30/23 | 12,000,000.00 | 11,643,281.28 | |||
| T 0.25% 09/30/25 | 7,500,000.00 | 6,845,507.85 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,277,265.61 | |||
| T 0.25% 11/15/23 | 11,000,000.00 | 10,637,988.24 | |||
| T 0.375% 01/31/26 | 8,000,000.00 | 7,261,562.48 | |||
| T 0.375% 04/15/24 | 7,000,000.00 | 6,698,671.91 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,421,875.04 | |||
| T 0.375% 07/15/24 | 9,010,000.00 | 8,562,315.62 | |||
| T 0.375% 07/31/27 | 5,500,000.00 | 4,795,527.33 | |||
| T 0.375% 08/15/24 | 5,000,000.00 | 4,739,648.45 | |||
| T 0.375% 09/15/24 | 6,600,000.00 | 6,238,289.04 | |||
| T 0.375% 09/30/27 | 8,000,000.00 | 6,940,625.04 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,735,976.57 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,640,156.24 | |||
| T 0.5% 02/28/26 | 11,500,000.00 | 10,464,550.81 | |||
| T 0.5% 03/31/25 | 7,220,000.00 | 6,739,136.73 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,597,765.62 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,083,828.12 | |||
| T 0.5% 06/30/27 | 3,100,000.00 | 2,726,062.50 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,079,502.35 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 6,534,960.97 | |||
| T 0.625% 03/31/27 | 4,500,000.00 | 4,009,218.75 | |||
| T 0.625% 05/15/30 | 14,100,000.00 | 11,704,101.63 | |||
| T 0.625% 07/31/26 | 8,000,000.00 | 7,240,312.48 | |||
| T 0.625% 08/15/30 | 11,950,000.00 | 9,860,617.18 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,189,453.12 | |||
| T 0.625% 12/31/27 | 10,000,000.00 | 8,739,453.10 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,467,050.76 | |||
| T 0.75% 03/31/26 | 11,000,000.00 | 10,086,914.09 | |||
| T 0.75% 04/30/26 | 3,000,000.00 | 2,745,703.14 | |||
| T 0.75% 05/31/26 | 4,000,000.00 | 3,653,125.00 | |||
| T 0.75% 08/31/26 | 11,830,000.00 | 10,743,118.75 | |||
| T 0.75% 11/15/24 | 10,860,000.00 | 10,307,242.94 | |||
| T 0.75% 12/31/23 | 3,370,000.00 | 3,270,940.43 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,330,625.04 | |||
| T 0.875% 09/30/26 | 6,000,000.00 | 5,468,437.50 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 9,367,742.18 | |||
| T 1.125% 01/15/25 | 6,800,000.00 | 6,489,218.78 | |||
| T 1.125% 02/15/31 | 15,050,000.00 | 12,867,750.00 | |||
| T 1.125% 02/28/25 | 8,500,000.00 | 8,094,257.85 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,173,750.00 | |||
| T 1.125% 05/15/40 | 1,710,000.00 | 1,190,186.72 | |||
| T 1.125% 08/15/40 | 7,300,000.00 | 5,046,125.00 | |||
| T 1.125% 08/31/28 | 10,210,000.00 | 9,068,155.05 | |||
| T 1.25% 03/31/28 | 5,150,000.00 | 4,643,248.03 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 7,201,250.00 | |||
| T 1.25% 05/15/50 | 8,650,000.00 | 5,479,910.19 | |||
| T 1.25% 05/31/28 | 8,000,000.00 | 7,192,187.52 | |||
| T 1.25% 06/30/28 | 9,500,000.00 | 8,528,847.68 | |||
| T 1.25% 07/31/23 | 4,550,000.00 | 4,488,237.29 | |||
| T 1.25% 08/15/31 | 16,120,000.00 | 13,812,825.00 | |||
| T 1.25% 09/30/28 | 14,500,000.00 | 12,961,074.25 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,467,617.17 | |||
| T 1.25% 12/31/26 | 7,130,000.00 | 6,577,146.49 | |||
| T 1.375% 01/31/25 | 4,000,000.00 | 3,839,687.52 | |||
| T 1.375% 06/30/23 | 5,000,000.00 | 4,946,289.05 | |||
| T 1.375% 08/15/50 | 9,900,000.00 | 6,485,273.48 | |||
| T 1.375% 08/31/23 | 2,500,000.00 | 2,465,625.00 | |||
| T 1.375% 09/30/23 | 4,000,000.00 | 3,938,906.24 | |||
| T 1.375% 11/15/31 | 18,030,000.00 | 15,567,778.12 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 4,326,093.78 | |||
| T 1.375% 12/31/28 | 4,900,000.00 | 4,407,703.12 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,591,953.14 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,790,144.56 | |||
| T 1.5% 08/15/26 | 7,500,000.00 | 7,032,128.92 | |||
| T 1.5% 09/30/24 | 8,500,000.00 | 8,240,019.51 | |||
| T 1.5% 11/30/24 | 8,800,000.00 | 8,501,968.72 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 6,796,582.05 | |||
| T 1.625% 02/15/26 | 8,100,000.00 | 7,693,734.37 | |||
| T 1.625% 05/15/26 | 2,270,000.00 | 2,147,987.50 | |||
| T 1.625% 05/15/31 | 11,150,000.00 | 9,917,402.39 | |||
| T 1.625% 05/31/23 | 1,000,000.00 | 992,812.50 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,130,898.43 | |||
| T 1.625% 10/31/23 | 2,500,000.00 | 2,466,894.52 | |||
| T 1.625% 10/31/26 | 2,800,000.00 | 2,632,875.00 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 4,833,773.47 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,492,079.71 | |||
| T 1.75% 06/30/24 | 2,400,000.00 | 2,348,343.74 | |||
| T 1.75% 08/15/41 | 14,500,000.00 | 11,057,382.88 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,745,000.00 | |||
| T 1.875% 02/15/32 | 5,020,000.00 | 4,528,589.08 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 6,216,312.50 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 4,930,406.25 | |||
| T 1.875% 02/28/27 | 4,000,000.00 | 3,790,937.52 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 4,950,570.71 | |||
| T 1.875% 08/31/24 | 6,000,000.00 | 5,872,734.36 | |||
| T 1.875% 11/15/51 | 9,300,000.00 | 6,953,203.12 | |||
| T 1% 07/31/28 | 7,000,000.00 | 6,177,500.00 | |||
| T 1% 12/15/24 | 8,000,000.00 | 7,626,875.04 | |||
| T 2.125% 02/29/24 | 5,100,000.00 | 5,049,099.60 | |||
| T 2.125% 03/31/24 | 7,400,000.00 | 7,317,328.16 | |||
| T 2.125% 05/15/25 | 2,400,000.00 | 2,342,625.00 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,473,437.50 | |||
| T 2.125% 07/31/24 | 4,800,000.00 | 4,729,687.48 | |||
| T 2.125% 09/30/24 | 5,000,000.00 | 4,917,382.80 | |||
| T 2.125% 11/30/23 | 2,680,000.00 | 2,661,208.59 | |||
| T 2.25% 01/31/24 | 4,000,000.00 | 3,971,015.64 | |||
| T 2.25% 02/15/27 | 8,950,000.00 | 8,620,668.01 | |||
| T 2.25% 02/15/52 | 2,300,000.00 | 1,887,437.50 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 7,283,789.10 | |||
| T 2.25% 04/30/24 | 7,000,000.00 | 6,932,597.63 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 5,397,128.12 | |||
| T 2.25% 08/15/27 | 8,550,000.00 | 8,201,654.27 | |||
| T 2.25% 08/15/46 | 4,190,000.00 | 3,386,043.75 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 4,508,281.25 | |||
| T 2.25% 10/31/24 | 6,300,000.00 | 6,205,500.00 | |||
| T 2.25% 11/15/24 | 10,150,000.00 | 9,991,406.25 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,285,875.00 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,322,783.18 | |||
| T 2.25% 12/31/23 | 4,500,000.00 | 4,471,171.87 | |||
| T 2.25% 12/31/24 | 5,400,000.00 | 5,308,875.00 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 4,675,429.71 | |||
| T 2.375% 02/29/24 | 5,760,000.00 | 5,726,812.49 | |||
| T 2.375% 03/31/29 | 4,900,000.00 | 4,684,476.58 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,535,914.05 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 11,303,225.36 | |||
| T 2.375% 05/15/29 | 8,010,000.00 | 7,655,807.81 | |||
| T 2.375% 05/15/51 | 8,150,000.00 | 6,859,371.12 | |||
| T 2.375% 08/15/24 | 5,000,000.00 | 4,947,851.55 | |||
| T 2.375% 11/15/49 | 6,100,000.00 | 5,144,015.62 | |||
| T 2.5% 01/31/24 | 3,470,000.00 | 3,457,461.91 | |||
| T 2.5% 01/31/25 | 5,000,000.00 | 4,941,015.65 | |||
| T 2.5% 02/15/45 | 1,710,000.00 | 1,453,633.60 | |||
| T 2.5% 02/15/46 | 4,000,000.00 | 3,399,687.52 | |||
| T 2.5% 05/15/24 | 7,900,000.00 | 7,857,722.67 | |||
| T 2.5% 05/15/46 | 5,050,000.00 | 4,292,105.49 | |||
| T 2.5% 08/15/23 | 4,550,000.00 | 4,549,644.55 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 4,622,214.86 | |||
| T 2.625% 02/15/29 | 13,340,000.00 | 12,967,939.12 | |||
| T 2.625% 03/31/25 | 7,250,000.00 | 7,183,164.06 | |||
| T 2.625% 06/30/23 | 4,900,000.00 | 4,911,580.07 | |||
| T 2.625% 12/31/23 | 3,500,000.00 | 3,498,906.25 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 5,739,747.67 | |||
| T 2.75% 02/15/24 | 3,000,000.00 | 3,001,406.25 | |||
| T 2.75% 02/15/28 | 6,550,000.00 | 6,429,490.21 | |||
| T 2.75% 05/31/23 | 3,880,000.00 | 3,894,171.07 | |||
| T 2.75% 06/30/25 | 5,500,000.00 | 5,460,253.92 | |||
| T 2.75% 07/31/23 | 1,000,000.00 | 1,003,164.06 | |||
| T 2.75% 08/15/42 | 1,300,000.00 | 1,169,187.50 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 3,630,761.73 | |||
| T 2.75% 08/31/23 | 1,500,000.00 | 1,504,101.57 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 6,842,050.76 | |||
| T 2.75% 11/15/23 | 2,320,000.00 | 2,324,984.38 | |||
| T 2.75% 11/15/42 | 3,920,000.00 | 3,519,118.76 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,736,898.43 | |||
| T 2.875% 04/30/25 | 4,000,000.00 | 3,986,875.00 | |||
| T 2.875% 05/15/28 | 7,260,000.00 | 7,166,981.25 | |||
| T 2.875% 05/15/43 | 4,150,000.00 | 3,794,332.05 | |||
| T 2.875% 05/15/49 | 5,570,000.00 | 5,192,284.37 | |||
| T 2.875% 05/31/25 | 3,820,000.00 | 3,807,614.83 | |||
| T 2.875% 07/31/25 | 5,460,000.00 | 5,438,671.87 | |||
| T 2.875% 08/15/28 | 3,920,000.00 | 3,867,325.00 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 2,094,257.82 | |||
| T 2.875% 09/30/23 | 4,750,000.00 | 4,770,039.06 | |||
| T 2.875% 10/31/23 | 7,900,000.00 | 7,929,162.13 | |||
| T 2.875% 11/15/46 | 2,500,000.00 | 2,284,960.95 | |||
| T 2.875% 11/30/23 | 4,020,000.00 | 4,033,661.72 | |||
| T 2.875% 11/30/25 | 7,500,000.00 | 7,456,933.57 | |||
| T 2% 02/15/25 | 8,460,000.00 | 8,252,465.62 | |||
| T 2% 02/15/50 | 5,000,000.00 | 3,862,500.00 | |||
| T 2% 04/30/24 | 6,230,000.00 | 6,141,538.85 | |||
| T 2% 05/31/24 | 3,310,000.00 | 3,259,768.16 | |||
| T 2% 06/30/24 | 5,500,000.00 | 5,411,054.71 | |||
| T 2% 08/15/25 | 6,890,000.00 | 6,674,956.62 | |||
| T 2% 08/15/51 | 15,150,000.00 | 11,670,234.37 | |||
| T 2% 11/15/26 | 10,220,000.00 | 9,754,510.98 | |||
| T 2% 11/15/41 | 5,700,000.00 | 4,543,968.75 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 1,007,343.75 | |||
| T 3.125% 02/15/43 | 2,000,000.00 | 1,905,937.50 | |||
| T 3.125% 05/15/48 | 5,930,000.00 | 5,743,760.93 | |||
| T 3.125% 08/15/44 | 4,140,000.00 | 3,932,353.12 | |||
| T 3.125% 11/15/28 | 8,400,000.00 | 8,403,281.29 | |||
| T 3.125% 11/15/41 | 1,750,000.00 | 1,681,230.47 | |||
| T 3.375% 05/15/44 | 3,010,000.00 | 2,978,253.92 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 5,393,164.08 | |||
| T 3.5% 02/15/39 | 770,000.00 | 800,980.47 | |||
| T 3.625% 02/15/44 | 2,400,000.00 | 2,468,625.00 | |||
| T 3.625% 08/15/43 | 2,000,000.00 | 2,057,968.76 | |||
| T 3.75% 08/15/41 | 2,000,000.00 | 2,097,812.50 | |||
| T 3.75% 11/15/43 | 3,000,000.00 | 3,145,781.25 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,560,335.93 | |||
| T 3% 02/15/47 | 800,000.00 | 749,125.00 | |||
| T 3% 02/15/48 | 4,450,000.00 | 4,199,339.86 | |||
| T 3% 02/15/49 | 5,000,000.00 | 4,765,625.00 | |||
| T 3% 05/15/42 | 1,620,000.00 | 1,521,787.50 | |||
| T 3% 05/15/45 | 2,500,000.00 | 2,325,195.32 | |||
| T 3% 05/15/47 | 3,210,000.00 | 3,007,870.31 | |||
| T 3% 08/15/48 | 5,450,000.00 | 5,157,062.50 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,196,718.75 | |||
| T 3% 10/31/25 | 5,000,000.00 | 4,992,968.75 | |||
| T 3% 11/15/44 | 2,800,000.00 | 2,601,375.00 | |||
| T 4.25% 05/15/39 | 900,000.00 | 1,024,031.25 | |||
| T 4.25% 11/15/40 | 2,350,000.00 | 2,645,585.93 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,157,656.25 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 2,185,000.00 | |||
| T 4.375% 05/15/41 | 1,950,000.00 | 2,225,742.18 | |||
| T 4.375% 11/15/39 | 2,960,000.00 | 3,408,856.26 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,278,961.72 | |||
| T 4.5% 05/15/38 | 550,000.00 | 645,261.72 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,991,257.82 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,638,642.19 | |||
| T 4.75% 02/15/41 | 750,000.00 | 899,707.03 | |||
| T 5.0% 05/15/37 | 1,100,000.00 | 1,354,289.06 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,462,601.56 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,292,925.79 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 1,873,187.50 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,667,046.87 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,285,839.84 | |||
| T 6.25% 08/15/23 | 1,650,000.00 | 1,723,025.38 | |||
| アメリカドル 小計 | 1,260,100,000.00 | 1,164,962,665.43 | |||
| (156,361,288,954) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 2,280,000.00 | 2,051,612.40 | ||
| CAN 0.25% 04/01/24 | 2,400,000.00 | 2,283,960.00 | |||
| CAN 0.25% 08/01/23 | 1,360,000.00 | 1,319,431.20 | |||
| CAN 0.5% 09/01/25 | 2,480,000.00 | 2,282,492.80 | |||
| CAN 0.5% 12/01/30 | 2,590,000.00 | 2,065,887.60 | |||
| CAN 0.75% 02/01/24 | 1,300,000.00 | 1,252,836.00 | |||
| CAN 0.75% 10/01/24 | 700,000.00 | 664,286.00 | |||
| CAN 1.25% 03/01/25 | 1,440,000.00 | 1,371,945.60 | |||
| CAN 1.25% 03/01/27 | 2,980,000.00 | 2,731,408.40 | |||
| CAN 1.25% 06/01/30 | 3,620,000.00 | 3,118,050.80 | |||
| CAN 1.5% 04/01/25 | 2,710,000.00 | 2,593,388.70 | |||
| CAN 1.5% 05/01/24 | 490,000.00 | 475,986.00 | |||
| CAN 1.5% 06/01/23 | 1,070,000.00 | 1,055,758.30 | |||
| CAN 1.5% 06/01/26 | 1,360,000.00 | 1,278,726.40 | |||
| CAN 1.5% 06/01/31 | 3,970,000.00 | 3,434,645.50 | |||
| CAN 1.5% 09/01/24 | 1,200,000.00 | 1,160,184.00 | |||
| CAN 1.5% 12/01/31 | 4,170,000.00 | 3,584,698.80 | |||
| CAN 1.75% 12/01/53 | 2,260,000.00 | 1,637,437.80 | |||
| CAN 1% 06/01/27 | 810,000.00 | 730,555.20 | |||
| CAN 1% 09/01/26 | 1,530,000.00 | 1,401,296.40 | |||
| CAN 2.25% 03/01/24 | 2,300,000.00 | 2,270,813.00 | |||
| CAN 2.25% 06/01/25 | 1,800,000.00 | 1,758,726.00 | |||
| CAN 2.25% 06/01/29 | 1,260,000.00 | 1,185,912.00 | |||
| CAN 2.5% 06/01/24 | 1,330,000.00 | 1,316,261.10 | |||
| CAN 2.75% 12/01/48 | 1,650,000.00 | 1,528,824.00 | |||
| CAN 2.75% 12/01/64 | 760,000.00 | 690,756.40 | |||
| CAN 2% 06/01/28 | 1,310,000.00 | 1,226,697.10 | |||
| CAN 2% 06/01/32 | 1,290,000.00 | 1,155,053.10 | |||
| CAN 2% 09/01/23 | 3,460,000.00 | 3,420,140.80 | |||
| CAN 2% 12/01/51 | 4,710,000.00 | 3,683,078.70 | |||
| CAN 3.5% 12/01/45 | 1,300,000.00 | 1,364,077.00 | |||
| CAN 4.0% 06/01/41 | 1,050,000.00 | 1,163,620.50 | |||
| CAN 5.75% 06/01/29 | 1,170,000.00 | 1,355,445.00 | |||
| CAN 5.75% 06/01/33 | 960,000.00 | 1,176,096.00 | |||
| CAN 5% 06/01/37 | 420,000.00 | 506,910.60 | |||
| カナダドル 小計 | 65,490,000.00 | 60,296,999.20 | |||
| (6,369,774,995) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 9,274,698.00 | ||
| MBONO 10% 12/05/24 | 30,560,000.00 | 31,062,406.40 | |||
| MBONO 5.5% 03/04/27 | 12,500,000.00 | 10,762,500.00 | |||
| MBONO 5.75% 03/05/26 | 47,710,000.00 | 42,552,549.00 | |||
| MBONO 5% 03/06/25 | 5,200,000.00 | 4,669,704.00 | |||
| MBONO 7.5% 06/03/27 | 38,910,000.00 | 36,515,089.50 | |||
| MBONO 7.75% 05/29/31 | 45,510,000.00 | 42,180,943.50 | |||
| MBONO 7.75% 11/13/42 | 24,040,000.00 | 21,073,944.80 | |||
| MBONO 7.75% 11/23/34 | 10,600,000.00 | 9,655,540.00 | |||
| MBONO 8.5% 05/31/29 | 38,660,000.00 | 37,676,489.60 | |||
| MBONO 8.5% 11/18/38 | 26,670,000.00 | 25,588,531.50 | |||
| MBONO 8% 09/05/24 | 34,470,000.00 | 33,595,151.40 | |||
| MBONO 8% 11/07/47 | 28,400,000.00 | 25,349,840.00 | |||
| MBONO 8% 12/07/23 | 29,070,000.00 | 28,569,705.30 | |||
| メキシコペソ 小計 | 380,850,000.00 | 358,527,093.00 | |||
| (2,447,162,525) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,370,000.00 | 1,199,955.60 | ||
| BGB 0.2% 10/22/23 | 1,030,000.00 | 1,025,838.80 | |||
| BGB 0.35% 06/22/32 | 1,030,000.00 | 872,873.50 | |||
| BGB 0.4% 06/22/40 | 1,240,000.00 | 888,187.20 | |||
| BGB 0.5% 10/22/24 | 1,620,000.00 | 1,602,487.80 | |||
| BGB 0.65% 06/22/71 | 640,000.00 | 302,009.60 | |||
| BGB 0.8% 06/22/25 | 2,680,000.00 | 2,651,752.80 | |||
| BGB 0.8% 06/22/27 | 1,690,000.00 | 1,638,302.90 | |||
| BGB 0.8% 06/22/28 | 1,860,000.00 | 1,783,107.60 | |||
| BGB 0.9% 06/22/29 | 2,060,000.00 | 1,957,226.60 | |||
| BGB 0% 10/22/27 | 430,000.00 | 397,698.40 | |||
| BGB 0% 10/22/31 | 1,680,000.00 | 1,403,976.00 | |||
| BGB 1.25% 04/22/33 | 1,500,000.00 | 1,398,945.00 | |||
| BGB 1.4% 06/22/53 | 800,000.00 | 608,000.00 | |||
| BGB 1.45% 06/22/37 | 800,000.00 | 720,600.00 | |||
| BGB 1.6% 06/22/47 | 1,240,000.00 | 1,039,368.00 | |||
| BGB 1.7% 06/22/50 | 1,300,000.00 | 1,094,964.00 | |||
| BGB 1.9% 06/22/38 | 1,050,000.00 | 1,000,261.50 | |||
| BGB 1% 06/22/26 | 2,280,000.00 | 2,253,278.40 | |||
| BGB 1% 06/22/31 | 2,070,000.00 | 1,921,208.40 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 788,145.60 | |||
| BGB 2.25% 06/22/23 | 1,180,000.00 | 1,202,030.60 | |||
| BGB 2.25% 06/22/57 | 770,000.00 | 723,415.00 | |||
| BGB 2.6% 06/22/24 | 2,140,000.00 | 2,215,627.60 | |||
| BGB 3.75% 06/22/45 | 1,200,000.00 | 1,478,772.00 | |||
| BGB 3% 06/22/34 | 1,030,000.00 | 1,128,395.90 | |||
| BGB 4.25% 03/28/41 | 1,870,000.00 | 2,392,459.30 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,279,171.20 | |||
| BGB 4% 03/28/32 | 1,080,000.00 | 1,277,877.60 | |||
| BGB 5.5% 03/28/28 | 2,780,000.00 | 3,407,168.00 | |||
| BGB 5% 03/28/35 | 2,290,000.00 | 3,024,952.60 | |||
| BKO 0% 03/15/24 | 1,850,000.00 | 1,828,947.00 | |||
| BKO 0% 06/16/23 | 1,090,000.00 | 1,086,457.50 | |||
| BKO 0% 09/15/23 | 3,150,000.00 | 3,133,651.50 | |||
| BKO 0% 12/15/23 | 1,880,000.00 | 1,866,783.60 | |||
| BTPS 0.25% 03/15/28 | 1,680,000.00 | 1,443,758.40 | |||
| BTPS 0.3% 08/15/23 | 2,900,000.00 | 2,881,150.00 | |||
| BTPS 0.35% 02/01/25 | 580,000.00 | 554,543.80 | |||
| BTPS 0.45% 02/15/29 | 2,070,000.00 | 1,738,489.50 | |||
| BTPS 0.5% 02/01/26 | 1,910,000.00 | 1,781,476.10 | |||
| BTPS 0.5% 07/15/28 | 2,280,000.00 | 1,970,125.20 | |||
| BTPS 0.6% 06/15/23 | 1,110,000.00 | 1,108,878.90 | |||
| BTPS 0.6% 08/01/31 | 3,160,000.00 | 2,451,180.40 | |||
| BTPS 0.65% 10/15/23 | 670,000.00 | 666,737.10 | |||
| BTPS 0.85% 01/15/27 | 2,250,000.00 | 2,073,532.50 | |||
| BTPS 0.9% 04/01/31 | 3,830,000.00 | 3,095,176.20 | |||
| BTPS 0.95% 03/01/37 | 1,020,000.00 | 703,708.20 | |||
| BTPS 0.95% 06/01/32 | 2,550,000.00 | 1,995,069.00 | |||
| BTPS 0.95% 08/01/30 | 2,230,000.00 | 1,848,692.30 | |||
| BTPS 0.95% 09/15/27 | 2,380,000.00 | 2,164,562.40 | |||
| BTPS 0.95% 12/01/31 | 2,140,000.00 | 1,700,893.40 | |||
| BTPS 0% 01/15/24 | 1,000,000.00 | 978,600.00 | |||
| BTPS 0% 01/30/24 | 940,000.00 | 919,160.20 | |||
| BTPS 0% 04/01/26 | 3,860,000.00 | 3,504,802.80 | |||
| BTPS 0% 04/15/24 | 3,000,000.00 | 2,913,270.00 | |||
| BTPS 0% 08/01/26 | 2,580,000.00 | 2,317,149.60 | |||
| BTPS 0% 08/15/24 | 1,500,000.00 | 1,442,520.00 | |||
| BTPS 0% 11/29/23 | 1,750,000.00 | 1,716,505.00 | |||
| BTPS 0% 12/15/24 | 2,900,000.00 | 2,751,752.00 | |||
| BTPS 1.25% 12/01/26 | 1,950,000.00 | 1,837,914.00 | |||
| BTPS 1.35% 04/01/30 | 1,940,000.00 | 1,684,385.60 | |||
| BTPS 1.45% 03/01/36 | 1,700,000.00 | 1,291,337.00 | |||
| BTPS 1.45% 05/15/25 | 2,300,000.00 | 2,248,641.00 | |||
| BTPS 1.45% 11/15/24 | 2,400,000.00 | 2,366,784.00 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 820,600.00 | |||
| BTPS 1.5% 06/01/25 | 2,410,000.00 | 2,361,077.00 | |||
| BTPS 1.6% 06/01/26 | 2,830,000.00 | 2,733,412.10 | |||
| BTPS 1.65% 03/01/32 | 3,010,000.00 | 2,554,767.60 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,215,845.20 | |||
| BTPS 1.7% 09/01/51 | 1,680,000.00 | 1,060,164.00 | |||
| BTPS 1.75% 07/01/24 | 1,000,000.00 | 999,740.00 | |||
| BTPS 1.8% 03/01/41 | 2,260,000.00 | 1,654,433.00 | |||
| BTPS 1.85% 05/15/24 | 2,450,000.00 | 2,460,020.50 | |||
| BTPS 1.85% 07/01/25 | 2,700,000.00 | 2,664,981.00 | |||
| BTPS 2.05% 08/01/27 | 2,740,000.00 | 2,642,099.80 | |||
| BTPS 2.1% 07/15/26 | 3,200,000.00 | 3,141,568.00 | |||
| BTPS 2.15% 03/01/72 | 730,000.00 | 465,725.40 | |||
| BTPS 2.15% 09/01/52 | 920,000.00 | 636,492.80 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,221,996.80 | |||
| BTPS 2.25% 09/01/36 | 2,250,000.00 | 1,887,817.50 | |||
| BTPS 2.45% 09/01/33 | 2,640,000.00 | 2,358,417.60 | |||
| BTPS 2.45% 09/01/50 | 1,810,000.00 | 1,377,808.20 | |||
| BTPS 2.45% 10/01/23 | 2,910,000.00 | 2,961,623.40 | |||
| BTPS 2.5% 11/15/25 | 2,950,000.00 | 2,962,803.00 | |||
| BTPS 2.5% 12/01/24 | 2,950,000.00 | 2,984,898.50 | |||
| BTPS 2.7% 03/01/47 | 2,210,000.00 | 1,828,973.90 | |||
| BTPS 2.8% 03/01/67 | 1,130,000.00 | 879,286.90 | |||
| BTPS 2.8% 12/01/28 | 3,190,000.00 | 3,151,560.50 | |||
| BTPS 2.95% 09/01/38 | 2,050,000.00 | 1,851,580.50 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,161,599.60 | |||
| BTPS 2% 12/01/25 | 2,090,000.00 | 2,064,021.30 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,291,759.80 | |||
| BTPS 3.25% 03/01/38 | 500,000.00 | 466,815.00 | |||
| BTPS 3.25% 09/01/46 | 1,950,000.00 | 1,786,648.50 | |||
| BTPS 3.35% 03/01/35 | 1,820,000.00 | 1,754,152.40 | |||
| BTPS 3.45% 03/01/48 | 2,120,000.00 | 1,991,146.40 | |||
| BTPS 3.5% 03/01/30 | 3,960,000.00 | 4,050,288.00 | |||
| BTPS 3.75% 09/01/24 | 2,150,000.00 | 2,239,956.00 | |||
| BTPS 3.85% 09/01/49 | 1,860,000.00 | 1,859,144.40 | |||
| BTPS 3% 08/01/29 | 3,360,000.00 | 3,328,920.00 | |||
| BTPS 4.5% 03/01/24 | 2,750,000.00 | 2,894,402.50 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,236,644.80 | |||
| BTPS 4.75% 08/01/23 | 3,650,000.00 | 3,811,220.50 | |||
| BTPS 4.75% 09/01/28 | 2,630,000.00 | 2,892,526.60 | |||
| BTPS 4.75% 09/01/44 | 2,100,000.00 | 2,397,864.00 | |||
| BTPS 4% 02/01/37 | 3,550,000.00 | 3,664,523.00 | |||
| BTPS 5.0% 08/01/39 | 3,000,000.00 | 3,460,620.00 | |||
| BTPS 5.25% 11/01/29 | 3,560,000.00 | 4,070,076.80 | |||
| BTPS 5.75% 02/01/33 | 2,280,000.00 | 2,719,606.80 | |||
| BTPS 5% 03/01/25 | 3,660,000.00 | 3,944,125.80 | |||
| BTPS 5% 08/01/34 | 2,970,000.00 | 3,369,672.90 | |||
| BTPS 5% 09/01/40 | 2,240,000.00 | 2,595,353.60 | |||
| BTPS 6.5% 11/01/27 | 3,600,000.00 | 4,273,452.00 | |||
| BTPS 6% 05/01/31 | 2,940,000.00 | 3,532,851.00 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,675,618.00 | |||
| BTPS 9% 11/01/23 | 800,000.00 | 886,624.00 | |||
| DBR 0.25% 02/15/27 | 3,890,000.00 | 3,734,283.30 | |||
| DBR 0.25% 02/15/29 | 3,080,000.00 | 2,880,693.20 | |||
| DBR 0.25% 08/15/28 | 2,630,000.00 | 2,474,225.10 | |||
| DBR 0.5% 02/15/25 | 3,080,000.00 | 3,046,212.40 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 2,941,770.00 | |||
| DBR 0.5% 02/15/28 | 3,680,000.00 | 3,532,358.40 | |||
| DBR 0.5% 08/15/27 | 1,940,000.00 | 1,871,925.40 | |||
| DBR 0% 02/15/30 | 2,470,000.00 | 2,236,165.10 | |||
| DBR 0% 02/15/31 | 3,120,000.00 | 2,777,112.00 | |||
| DBR 0% 02/15/32 | 2,790,000.00 | 2,433,242.70 | |||
| DBR 0% 05/15/35 | 2,260,000.00 | 1,853,109.60 | |||
| DBR 0% 05/15/36 | 3,380,000.00 | 2,722,860.40 | |||
| DBR 0% 08/15/26 | 4,350,000.00 | 4,156,555.50 | |||
| DBR 0% 08/15/29 | 3,500,000.00 | 3,192,490.00 | |||
| DBR 0% 08/15/30 | 4,190,000.00 | 3,762,913.30 | |||
| DBR 0% 08/15/30 | 670,000.00 | 602,618.10 | |||
| DBR 0% 08/15/31 | 4,370,000.00 | 3,851,106.20 | |||
| DBR 0% 08/15/50 | 4,420,000.00 | 2,828,004.40 | |||
| DBR 0% 08/15/52 | 1,640,000.00 | 1,010,748.40 | |||
| DBR 0% 11/15/27 | 2,960,000.00 | 2,771,921.60 | |||
| DBR 0% 11/15/28 | 2,500,000.00 | 2,307,200.00 | |||
| DBR 1.25% 08/15/48 | 3,580,000.00 | 3,331,011.00 | |||
| DBR 1.5% 05/15/24 | 2,290,000.00 | 2,323,273.70 | |||
| DBR 1.75% 02/15/24 | 1,650,000.00 | 1,681,416.00 | |||
| DBR 1% 08/15/24 | 2,000,000.00 | 2,007,360.00 | |||
| DBR 1% 08/15/25 | 3,640,000.00 | 3,642,038.40 | |||
| DBR 2.5% 07/04/44 | 3,360,000.00 | 3,945,580.80 | |||
| DBR 2.5% 08/15/46 | 3,810,000.00 | 4,537,976.70 | |||
| DBR 2% 08/15/23 | 2,860,000.00 | 2,915,855.80 | |||
| DBR 3.25% 07/04/42 | 2,230,000.00 | 2,865,260.10 | |||
| DBR 4.0% 01/04/37 | 2,930,000.00 | 3,862,882.70 | |||
| DBR 4.25% 07/04/39 | 2,150,000.00 | 3,002,819.00 | |||
| DBR 4.75% 07/04/28 | 2,550,000.00 | 3,075,325.50 | |||
| DBR 4.75% 07/04/34 | 2,990,000.00 | 4,076,446.40 | |||
| DBR 4.75% 07/04/40 | 2,480,000.00 | 3,701,524.00 | |||
| DBR 5.5% 01/04/31 | 2,840,000.00 | 3,795,489.60 | |||
| DBR 5.625% 01/04/28 | 2,360,000.00 | 2,920,830.40 | |||
| DBR 6.25% 01/04/24 | 3,230,000.00 | 3,520,312.40 | |||
| DBR 6.25% 01/04/30 | 1,250,000.00 | 1,695,075.00 | |||
| DBR 6.5% 07/04/27 | 980,000.00 | 1,234,819.60 | |||
| FRTR 0.25% 11/25/26 | 4,680,000.00 | 4,449,931.20 | |||
| FRTR 0.5% 05/25/25 | 5,590,000.00 | 5,490,274.40 | |||
| FRTR 0.5% 05/25/26 | 6,690,000.00 | 6,480,803.70 | |||
| FRTR 0.5% 05/25/29 | 5,350,000.00 | 4,955,705.00 | |||
| FRTR 0.5% 05/25/40 | 3,160,000.00 | 2,339,063.60 | |||
| FRTR 0.5% 05/25/72 | 990,000.00 | 437,421.60 | |||
| FRTR 0.5% 06/25/44 | 1,980,000.00 | 1,364,398.20 | |||
| FRTR 0.75% 02/25/28 | 1,500,000.00 | 1,432,290.00 | |||
| FRTR 0.75% 05/25/28 | 6,290,000.00 | 6,007,516.10 | |||
| FRTR 0.75% 05/25/52 | 3,350,000.00 | 2,181,185.00 | |||
| FRTR 0.75% 05/25/53 | 2,560,000.00 | 1,629,260.80 | |||
| FRTR 0.75% 11/25/28 | 5,850,000.00 | 5,550,889.50 | |||
| FRTR 0% 02/25/24 | 4,850,000.00 | 4,796,165.00 | |||
| FRTR 0% 02/25/25 | 2,050,000.00 | 1,988,500.00 | |||
| FRTR 0% 02/25/26 | 5,210,000.00 | 4,970,965.20 | |||
| FRTR 0% 02/25/27 | 4,560,000.00 | 4,262,505.60 | |||
| FRTR 0% 03/25/24 | 3,750,000.00 | 3,700,800.00 | |||
| FRTR 0% 03/25/25 | 6,390,000.00 | 6,200,536.50 | |||
| FRTR 0% 05/25/32 | 2,780,000.00 | 2,288,635.00 | |||
| FRTR 0% 11/25/29 | 5,260,000.00 | 4,640,529.80 | |||
| FRTR 0% 11/25/30 | 6,040,000.00 | 5,191,923.60 | |||
| FRTR 0% 11/25/31 | 4,990,000.00 | 4,176,131.00 | |||
| FRTR 1.25% 05/25/34 | 4,090,000.00 | 3,731,184.30 | |||
| FRTR 1.25% 05/25/36 | 5,130,000.00 | 4,574,934.00 | |||
| FRTR 1.5% 05/25/31 | 6,770,000.00 | 6,597,026.50 | |||
| FRTR 1.5% 05/25/50 | 3,590,000.00 | 2,960,385.80 | |||
| FRTR 1.75% 05/25/66 | 1,780,000.00 | 1,452,693.60 | |||
| FRTR 1.75% 06/25/39 | 3,320,000.00 | 3,124,219.60 | |||
| FRTR 1.75% 11/25/24 | 4,160,000.00 | 4,237,043.20 | |||
| FRTR 1% 05/25/27 | 4,650,000.00 | 4,550,629.50 | |||
| FRTR 1% 11/25/25 | 5,280,000.00 | 5,240,400.00 | |||
| FRTR 2.25% 05/25/24 | 4,100,000.00 | 4,211,315.00 | |||
| FRTR 2.5% 05/25/30 | 7,180,000.00 | 7,614,102.80 | |||
| FRTR 2.75% 10/25/27 | 5,110,000.00 | 5,446,595.70 | |||
| FRTR 2% 05/25/48 | 3,560,000.00 | 3,302,861.20 | |||
| FRTR 3.25% 05/25/45 | 3,400,000.00 | 3,957,736.00 | |||
| FRTR 3.5% 04/25/26 | 5,050,000.00 | 5,475,109.00 | |||
| FRTR 4.25% 10/25/23 | 5,650,000.00 | 5,938,884.50 | |||
| FRTR 4.5% 04/25/41 | 4,520,000.00 | 6,031,171.60 | |||
| FRTR 4.75% 04/25/35 | 3,630,000.00 | 4,721,541.00 | |||
| FRTR 4% 04/25/55 | 2,420,000.00 | 3,250,423.00 | |||
| FRTR 4% 04/25/60 | 2,030,000.00 | 2,782,683.40 | |||
| FRTR 4% 10/25/38 | 3,370,000.00 | 4,213,275.10 | |||
| FRTR 5.5% 04/25/29 | 5,170,000.00 | 6,471,030.50 | |||
| FRTR 5.75% 10/25/32 | 4,340,000.00 | 5,880,613.20 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 2,202,404.00 | |||
| IRISH 0.2% 05/15/27 | 930,000.00 | 876,004.20 | |||
| IRISH 0.2% 10/18/30 | 1,090,000.00 | 953,913.50 | |||
| IRISH 0.35% 10/18/32 | 470,000.00 | 396,369.80 | |||
| IRISH 0.4% 05/15/35 | 610,000.00 | 492,270.00 | |||
| IRISH 0.55% 04/22/41 | 500,000.00 | 368,225.00 | |||
| IRISH 0.9% 05/15/28 | 770,000.00 | 740,254.90 | |||
| IRISH 0% 10/18/31 | 850,000.00 | 708,687.50 | |||
| IRISH 1.1% 05/15/29 | 1,200,000.00 | 1,159,536.00 | |||
| IRISH 1.3% 05/15/33 | 670,000.00 | 619,910.80 | |||
| IRISH 1.35% 03/18/31 | 810,000.00 | 779,292.90 | |||
| IRISH 1.5% 05/15/50 | 800,000.00 | 652,464.00 | |||
| IRISH 1.7% 05/15/37 | 820,000.00 | 773,087.80 | |||
| IRISH 1% 05/15/26 | 1,640,000.00 | 1,626,699.60 | |||
| IRISH 2.4% 05/15/30 | 1,210,000.00 | 1,275,158.50 | |||
| IRISH 2% 02/18/45 | 1,280,000.00 | 1,207,526.40 | |||
| IRISH 3.4% 03/18/24 | 970,000.00 | 1,015,939.20 | |||
| IRISH 5.4% 03/13/25 | 1,160,000.00 | 1,297,599.20 | |||
| NETHER 0.25% 07/15/25 | 2,310,000.00 | 2,252,226.90 | |||
| NETHER 0.25% 07/15/29 | 1,570,000.00 | 1,436,345.90 | |||
| NETHER 0.5% 01/15/40 | 1,310,000.00 | 1,035,293.00 | |||
| NETHER 0.5% 07/15/26 | 2,320,000.00 | 2,254,042.40 | |||
| NETHER 0.5% 07/15/32 | 700,000.00 | 620,627.00 | |||
| NETHER 0.75% 07/15/27 | 1,560,000.00 | 1,513,761.60 | |||
| NETHER 0.75% 07/15/28 | 2,080,000.00 | 1,997,132.80 | |||
| NETHER 0% 01/15/24 | 2,230,000.00 | 2,207,053.30 | |||
| NETHER 0% 01/15/26 | 790,000.00 | 756,377.60 | |||
| NETHER 0% 01/15/27 | 1,840,000.00 | 1,732,691.20 | |||
| NETHER 0% 01/15/29 | 1,390,000.00 | 1,257,824.90 | |||
| NETHER 0% 01/15/38 | 960,000.00 | 715,632.00 | |||
| NETHER 0% 01/15/52 | 1,490,000.00 | 864,542.70 | |||
| NETHER 0% 07/15/30 | 1,500,000.00 | 1,322,235.00 | |||
| NETHER 0% 07/15/31 | 1,820,000.00 | 1,572,461.80 | |||
| NETHER 1.75% 07/15/23 | 1,540,000.00 | 1,561,852.60 | |||
| NETHER 2.5% 01/15/33 | 2,020,000.00 | 2,166,732.80 | |||
| NETHER 2.75% 01/15/47 | 2,330,000.00 | 2,754,036.70 | |||
| NETHER 2% 07/15/24 | 1,990,000.00 | 2,037,003.80 | |||
| NETHER 3.75% 01/15/42 | 2,250,000.00 | 2,922,457.50 | |||
| NETHER 4% 01/15/37 | 2,180,000.00 | 2,772,415.00 | |||
| NETHER 5.5% 01/15/28 | 1,730,000.00 | 2,110,980.60 | |||
| OBL 0% 04/05/24 | 3,330,000.00 | 3,288,474.90 | |||
| OBL 0% 04/10/26 | 3,070,000.00 | 2,948,090.30 | |||
| OBL 0% 04/11/25 | 3,750,000.00 | 3,652,050.00 | |||
| OBL 0% 04/16/27 | 1,100,000.00 | 1,038,785.00 | |||
| OBL 0% 10/09/26 | 2,900,000.00 | 2,762,337.00 | |||
| OBL 0% 10/10/25 | 3,500,000.00 | 3,386,810.00 | |||
| OBL 0% 10/13/23 | 1,510,000.00 | 1,502,012.10 | |||
| OBL 0% 10/18/24 | 2,410,000.00 | 2,361,293.90 | |||
| RAGB 0.25% 10/20/36 | 600,000.00 | 461,550.00 | |||
| RAGB 0.5% 02/20/29 | 2,220,000.00 | 2,057,185.20 | |||
| RAGB 0.5% 04/20/27 | 1,090,000.00 | 1,043,489.70 | |||
| RAGB 0.7% 04/20/71 | 440,000.00 | 234,484.80 | |||
| RAGB 0.75% 02/20/28 | 1,210,000.00 | 1,158,744.40 | |||
| RAGB 0.75% 03/20/51 | 780,000.00 | 545,196.60 | |||
| RAGB 0.75% 10/20/26 | 2,080,000.00 | 2,028,832.00 | |||
| RAGB 0.85% 06/30/20 | 330,000.00 | 144,556.50 | |||
| RAGB 0.9% 02/20/32 | 510,000.00 | 462,978.00 | |||
| RAGB 0% 02/20/30 | 1,450,000.00 | 1,267,459.50 | |||
| RAGB 0% 02/20/31 | 1,640,000.00 | 1,396,082.80 | |||
| RAGB 0% 04/20/25 | 930,000.00 | 901,449.00 | |||
| RAGB 0% 07/15/23 | 1,120,000.00 | 1,114,310.40 | |||
| RAGB 0% 07/15/24 | 1,440,000.00 | 1,415,131.20 | |||
| RAGB 0% 10/20/40 | 670,000.00 | 449,844.70 | |||
| RAGB 1.2% 10/20/25 | 1,070,000.00 | 1,072,707.10 | |||
| RAGB 1.5% 02/20/47 | 1,030,000.00 | 908,923.50 | |||
| RAGB 1.5% 11/02/86 | 270,000.00 | 191,332.80 | |||
| RAGB 1.65% 10/21/24 | 990,000.00 | 1,007,661.60 | |||
| RAGB 1.75% 10/20/23 | 1,330,000.00 | 1,352,955.80 | |||
| RAGB 1.85% 05/23/49 | 540,000.00 | 505,391.40 | |||
| RAGB 2.1% 09/20/17 | 810,000.00 | 689,326.20 | |||
| RAGB 2.4% 05/23/34 | 1,080,000.00 | 1,125,090.00 | |||
| RAGB 3.15% 06/20/44 | 830,000.00 | 987,226.90 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 587,836.20 | |||
| RAGB 4.15% 03/15/37 | 1,820,000.00 | 2,299,934.00 | |||
| RAGB 4.85% 03/15/26 | 1,370,000.00 | 1,558,553.10 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,463,967.00 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 337,352.40 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 259,145.60 | |||
| RFGB 0.125% 09/15/31 | 540,000.00 | 460,161.00 | |||
| RFGB 0.25% 09/15/40 | 500,000.00 | 358,930.00 | |||
| RFGB 0.5% 04/15/26 | 620,000.00 | 601,393.80 | |||
| RFGB 0.5% 04/15/43 | 440,000.00 | 315,273.20 | |||
| RFGB 0.5% 09/15/27 | 870,000.00 | 827,561.40 | |||
| RFGB 0.5% 09/15/28 | 650,000.00 | 607,009.00 | |||
| RFGB 0.5% 09/15/29 | 760,000.00 | 698,903.60 | |||
| RFGB 0.75% 04/15/31 | 800,000.00 | 731,088.00 | |||
| RFGB 0.875% 09/15/25 | 690,000.00 | 682,686.00 | |||
| RFGB 0% 09/15/23 | 570,000.00 | 567,007.50 | |||
| RFGB 0% 09/15/24 | 420,000.00 | 411,377.40 | |||
| RFGB 0% 09/15/26 | 200,000.00 | 188,608.00 | |||
| RFGB 0% 09/15/30 | 800,000.00 | 690,224.00 | |||
| RFGB 1.125% 04/15/34 | 560,000.00 | 506,363.20 | |||
| RFGB 1.375% 04/15/47 | 490,000.00 | 424,349.80 | |||
| RFGB 2.625% 07/04/42 | 640,000.00 | 685,862.40 | |||
| RFGB 2.75% 07/04/28 | 550,000.00 | 588,296.50 | |||
| RFGB 2% 04/15/24 | 730,000.00 | 746,753.50 | |||
| RFGB 4% 07/04/25 | 830,000.00 | 901,936.10 | |||
| SPGB 0.1% 04/30/31 | 3,180,000.00 | 2,588,583.60 | |||
| SPGB 0.25% 07/30/24 | 2,290,000.00 | 2,243,902.30 | |||
| SPGB 0.35% 07/30/23 | 2,020,000.00 | 2,015,899.40 | |||
| SPGB 0.5% 04/30/30 | 3,400,000.00 | 2,967,894.00 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,137,803.10 | |||
| SPGB 0.6% 10/31/29 | 2,950,000.00 | 2,628,568.00 | |||
| SPGB 0.7% 04/30/32 | 2,200,000.00 | 1,837,330.00 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,300,651.60 | |||
| SPGB 0.85% 07/30/37 | 1,460,000.00 | 1,089,583.40 | |||
| SPGB 0% 01/31/25 | 2,280,000.00 | 2,197,418.40 | |||
| SPGB 0% 01/31/26 | 2,720,000.00 | 2,554,270.40 | |||
| SPGB 0% 01/31/27 | 1,560,000.00 | 1,425,528.00 | |||
| SPGB 0% 01/31/28 | 1,930,000.00 | 1,720,730.10 | |||
| SPGB 0% 05/31/24 | 2,110,000.00 | 2,064,149.70 | |||
| SPGB 1.2% 10/31/40 | 2,260,000.00 | 1,685,327.20 | |||
| SPGB 1.25% 10/31/30 | 3,050,000.00 | 2,793,647.50 | |||
| SPGB 1.3% 10/31/26 | 4,250,000.00 | 4,166,190.00 | |||
| SPGB 1.4% 04/30/28 | 3,070,000.00 | 2,959,817.70 | |||
| SPGB 1.4% 07/30/28 | 3,570,000.00 | 3,430,627.20 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,568,627.20 | |||
| SPGB 1.45% 10/31/27 | 3,040,000.00 | 2,953,694.40 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 357,053.40 | |||
| SPGB 1.5% 04/30/27 | 2,650,000.00 | 2,597,901.00 | |||
| SPGB 1.6% 04/30/25 | 3,050,000.00 | 3,060,980.00 | |||
| SPGB 1.85% 07/30/35 | 2,750,000.00 | 2,465,127.50 | |||
| SPGB 1.9% 10/31/52 | 900,000.00 | 667,350.00 | |||
| SPGB 1.95% 04/30/26 | 2,810,000.00 | 2,830,794.00 | |||
| SPGB 1.95% 07/30/30 | 1,990,000.00 | 1,935,374.50 | |||
| SPGB 1% 07/30/42 | 890,000.00 | 624,797.80 | |||
| SPGB 1% 10/31/50 | 2,470,000.00 | 1,491,361.30 | |||
| SPGB 2.15% 10/31/25 | 2,810,000.00 | 2,861,928.80 | |||
| SPGB 2.35% 07/30/33 | 2,440,000.00 | 2,367,092.80 | |||
| SPGB 2.7% 10/31/48 | 1,850,000.00 | 1,724,570.00 | |||
| SPGB 2.75% 10/31/24 | 3,050,000.00 | 3,158,305.50 | |||
| SPGB 2.9% 10/31/46 | 2,200,000.00 | 2,146,056.00 | |||
| SPGB 3.45% 07/30/66 | 1,780,000.00 | 1,784,895.00 | |||
| SPGB 3.8% 04/30/24 | 2,520,000.00 | 2,648,217.60 | |||
| SPGB 4.2% 01/31/37 | 2,530,000.00 | 2,952,535.30 | |||
| SPGB 4.4% 10/31/23 | 2,690,000.00 | 2,824,715.20 | |||
| SPGB 4.65% 07/30/25 | 2,840,000.00 | 3,106,960.00 | |||
| SPGB 4.7% 07/30/41 | 2,240,000.00 | 2,819,712.00 | |||
| SPGB 4.8% 01/31/24 | 2,400,000.00 | 2,549,424.00 | |||
| SPGB 4.9% 07/30/40 | 2,250,000.00 | 2,888,775.00 | |||
| SPGB 5.15% 10/31/28 | 3,490,000.00 | 4,118,583.90 | |||
| SPGB 5.15% 10/31/44 | 1,740,000.00 | 2,354,394.00 | |||
| SPGB 5.75% 07/30/32 | 2,860,000.00 | 3,683,022.20 | |||
| SPGB 5.9% 07/30/26 | 2,060,000.00 | 2,400,291.40 | |||
| SPGB 6.0% 01/31/29 | 1,050,000.00 | 1,305,433.50 | |||
| ユーロ 小計 | 776,320,000.00 | 764,493,421.40 | |||
| (108,970,892,286) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 1,520,000.00 | 1,425,516.80 | ||
| UKT 0.125% 01/31/24 | 3,300,000.00 | 3,206,478.00 | |||
| UKT 0.125% 01/31/28 | 2,260,000.00 | 2,033,502.80 | |||
| UKT 0.25% 01/31/25 | 1,110,000.00 | 1,059,162.00 | |||
| UKT 0.25% 07/31/31 | 3,270,000.00 | 2,722,307.70 | |||
| UKT 0.375% 10/22/26 | 1,910,000.00 | 1,779,184.10 | |||
| UKT 0.375% 10/22/30 | 2,420,000.00 | 2,089,766.80 | |||
| UKT 0.5% 01/31/29 | 1,650,000.00 | 1,483,119.00 | |||
| UKT 0.5% 10/22/61 | 1,340,000.00 | 712,813.00 | |||
| UKT 0.625% 06/07/25 | 1,700,000.00 | 1,638,188.00 | |||
| UKT 0.625% 07/31/35 | 2,810,000.00 | 2,220,658.70 | |||
| UKT 0.625% 10/22/50 | 880,000.00 | 550,633.60 | |||
| UKT 0.75% 07/22/23 | 2,360,000.00 | 2,333,898.40 | |||
| UKT 0.875% 01/31/46 | 1,170,000.00 | 826,511.40 | |||
| UKT 0.875% 07/31/33 | 510,000.00 | 434,514.90 | |||
| UKT 0.875% 10/22/29 | 1,700,000.00 | 1,557,795.00 | |||
| UKT 1.125% 01/31/39 | 500,000.00 | 404,155.00 | |||
| UKT 1.125% 10/22/73 | 520,000.00 | 344,494.80 | |||
| UKT 1.25% 07/22/27 | 950,000.00 | 917,510.00 | |||
| UKT 1.25% 07/31/51 | 1,180,000.00 | 878,368.40 | |||
| UKT 1.25% 10/22/41 | 2,800,000.00 | 2,247,700.00 | |||
| UKT 1.5% 07/22/26 | 1,600,000.00 | 1,572,944.00 | |||
| UKT 1.5% 07/22/47 | 2,370,000.00 | 1,920,339.90 | |||
| UKT 1.5% 07/31/53 | 420,000.00 | 333,202.80 | |||
| UKT 1.625% 10/22/28 | 1,620,000.00 | 1,583,452.80 | |||
| UKT 1.625% 10/22/54 | 1,860,000.00 | 1,517,685.60 | |||
| UKT 1.625% 10/22/71 | 1,480,000.00 | 1,198,755.60 | |||
| UKT 1.75% 01/22/49 | 1,300,000.00 | 1,109,199.00 | |||
| UKT 1.75% 07/22/57 | 2,210,000.00 | 1,867,030.10 | |||
| UKT 1.75% 09/07/37 | 2,630,000.00 | 2,371,102.80 | |||
| UKT 1% 01/31/32 | 400,000.00 | 353,384.00 | |||
| UKT 1% 04/22/24 | 800,000.00 | 787,768.00 | |||
| UKT 2.25% 09/07/23 | 2,500,000.00 | 2,511,625.00 | |||
| UKT 2.5% 07/22/65 | 1,510,000.00 | 1,583,944.70 | |||
| UKT 2.75% 09/07/24 | 1,690,000.00 | 1,719,760.90 | |||
| UKT 2% 09/07/25 | 1,780,000.00 | 1,784,094.00 | |||
| UKT 3.25% 01/22/44 | 2,380,000.00 | 2,653,438.20 | |||
| UKT 3.5% 01/22/45 | 2,290,000.00 | 2,658,048.80 | |||
| UKT 3.5% 07/22/68 | 1,930,000.00 | 2,571,416.20 | |||
| UKT 3.75% 07/22/52 | 1,600,000.00 | 2,031,376.00 | |||
| UKT 4.25% 03/07/36 | 1,640,000.00 | 1,976,282.00 | |||
| UKT 4.25% 06/07/32 | 2,100,000.00 | 2,459,268.00 | |||
| UKT 4.25% 09/07/39 | 1,620,000.00 | 2,008,103.40 | |||
| UKT 4.25% 12/07/27 | 1,370,000.00 | 1,528,070.60 | |||
| UKT 4.25% 12/07/40 | 1,750,000.00 | 2,188,410.00 | |||
| UKT 4.25% 12/07/46 | 1,920,000.00 | 2,515,046.40 | |||
| UKT 4.25% 12/07/49 | 1,510,000.00 | 2,026,163.30 | |||
| UKT 4.25% 12/07/55 | 1,910,000.00 | 2,703,108.40 | |||
| UKT 4.5% 09/07/34 | 1,860,000.00 | 2,261,388.00 | |||
| UKT 4.5% 12/07/42 | 2,210,000.00 | 2,893,774.00 | |||
| UKT 4.75% 12/07/30 | 1,460,000.00 | 1,752,073.00 | |||
| UKT 4.75% 12/07/38 | 1,650,000.00 | 2,147,277.00 | |||
| UKT 4% 01/22/60 | 1,540,000.00 | 2,166,271.80 | |||
| UKT 5% 03/07/25 | 2,300,000.00 | 2,484,966.00 | |||
| UKT 6.0% 12/07/28 | 1,250,000.00 | 1,548,187.50 | |||
| イギリスポンド 小計 | 94,320,000.00 | 95,653,236.20 | |||
| (16,042,004,243) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 6,470,000.00 | 5,571,446.40 | ||
| SGB 0.75% 05/12/28 | 7,800,000.00 | 7,339,644.00 | |||
| SGB 0.75% 11/12/29 | 7,560,000.00 | 7,000,862.40 | |||
| SGB 1.5% 11/13/23 | 12,500,000.00 | 12,518,250.00 | |||
| SGB 1% 11/12/26 | 9,180,000.00 | 8,872,837.20 | |||
| SGB 2.25% 06/01/32 | 5,300,000.00 | 5,509,562.00 | |||
| SGB 2.5% 05/12/25 | 9,300,000.00 | 9,498,276.00 | |||
| SGB 3.5% 03/30/39 | 5,310,000.00 | 6,457,331.70 | |||
| スウェーデンクローナ 小計 | 63,420,000.00 | 62,768,209.70 | |||
| (849,253,877) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 3,590,000.00 | 3,090,954.10 | ||
| NGB 1.375% 08/19/30 | 6,480,000.00 | 5,733,309.60 | |||
| NGB 1.5% 02/19/26 | 6,470,000.00 | 6,157,175.50 | |||
| NGB 1.75% 02/17/27 | 5,130,000.00 | 4,866,420.60 | |||
| NGB 1.75% 03/13/25 | 5,720,000.00 | 5,560,583.60 | |||
| NGB 1.75% 09/06/29 | 6,340,000.00 | 5,835,082.40 | |||
| NGB 2.125% 05/18/32 | 3,220,000.00 | 2,977,115.40 | |||
| NGB 2% 04/26/28 | 5,020,000.00 | 4,762,875.60 | |||
| NGB 3% 03/14/24 | 7,760,000.00 | 7,819,208.80 | |||
| ノルウェークローネ 小計 | 49,730,000.00 | 46,802,725.60 | |||
| (654,302,103) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 6,050,000.00 | 3,770,541.50 | ||
| DGB 0.5% 11/15/27 | 8,850,000.00 | 8,368,294.50 | |||
| DGB 0.5% 11/15/29 | 11,410,000.00 | 10,489,098.90 | |||
| DGB 0% 11/15/24 | 2,550,000.00 | 2,482,297.50 | |||
| DGB 0% 11/15/31 | 6,690,000.00 | 5,667,299.70 | |||
| DGB 1.5% 11/15/23 | 7,550,000.00 | 7,643,167.00 | |||
| DGB 1.75% 11/15/25 | 5,510,000.00 | 5,595,349.90 | |||
| DGB 4.5% 11/15/39 | 13,290,000.00 | 18,343,256.70 | |||
| デンマーククローネ 小計 | 61,900,000.00 | 62,359,305.70 | |||
| (1,194,804,297) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 2,850,000.00 | 2,138,953.50 | ||
| POLGB 0.75% 04/25/25 | 3,560,000.00 | 3,015,213.20 | |||
| POLGB 0% 07/25/24 | 2,160,000.00 | 1,868,356.80 | |||
| POLGB 1.25% 10/25/30 | 4,150,000.00 | 2,706,879.00 | |||
| POLGB 1.75% 04/25/32 | 980,000.00 | 626,435.60 | |||
| POLGB 2.25% 10/25/24 | 3,930,000.00 | 3,552,484.20 | |||
| POLGB 2.5% 04/25/24 | 3,550,000.00 | 3,286,093.00 | |||
| POLGB 2.5% 07/25/26 | 6,860,000.00 | 5,756,706.20 | |||
| POLGB 2.5% 07/25/27 | 3,780,000.00 | 3,044,412.00 | |||
| POLGB 2.75% 04/25/28 | 5,750,000.00 | 4,604,772.50 | |||
| POLGB 2.75% 10/25/29 | 6,220,000.00 | 4,764,022.40 | |||
| POLGB 3.25% 07/25/25 | 4,910,000.00 | 4,404,564.60 | |||
| POLGB 3.75% 05/25/27 | 100,000.00 | 86,165.00 | |||
| POLGB 4% 10/25/23 | 2,410,000.00 | 2,330,686.90 | |||
| POLGB 5.75% 04/25/29 | 600,000.00 | 565,590.00 | |||
| ポーランドズロチ 小計 | 51,810,000.00 | 42,751,334.90 | |||
| (1,324,000,291) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/24 | 3,430,000.00 | 3,215,659.30 | ||
| ACGB 0.25% 11/21/25 | 2,340,000.00 | 2,115,009.00 | |||
| ACGB 0.5% 09/21/26 | 2,660,000.00 | 2,365,830.60 | |||
| ACGB 1.25% 05/21/32 | 2,740,000.00 | 2,198,658.20 | |||
| ACGB 1.5% 06/21/31 | 3,190,000.00 | 2,672,964.80 | |||
| ACGB 1.75% 06/21/51 | 1,970,000.00 | 1,230,383.20 | |||
| ACGB 1.75% 11/21/32 | 2,910,000.00 | 2,432,119.80 | |||
| ACGB 1% 11/21/31 | 3,250,000.00 | 2,572,862.50 | |||
| ACGB 1% 12/21/30 | 2,360,000.00 | 1,912,260.80 | |||
| ACGB 2.25% 05/21/28 | 1,140,000.00 | 1,067,518.80 | |||
| ACGB 2.5% 05/21/30 | 3,520,000.00 | 3,260,998.40 | |||
| ACGB 2.75% 04/21/24 | 1,380,000.00 | 1,379,972.40 | |||
| ACGB 2.75% 05/21/41 | 1,630,000.00 | 1,373,633.60 | |||
| ACGB 2.75% 06/21/35 | 1,050,000.00 | 940,569.00 | |||
| ACGB 2.75% 11/21/27 | 1,930,000.00 | 1,869,127.80 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,590,844.40 | |||
| ACGB 2.75% 11/21/29 | 1,410,000.00 | 1,336,581.30 | |||
| ACGB 3.25% 04/21/25 | 2,560,000.00 | 2,570,470.40 | |||
| ACGB 3.25% 04/21/29 | 2,200,000.00 | 2,165,702.00 | |||
| ACGB 3.25% 06/21/39 | 1,120,000.00 | 1,032,852.80 | |||
| ACGB 3.75% 04/21/37 | 1,620,000.00 | 1,606,197.60 | |||
| ACGB 3% 03/21/47 | 1,680,000.00 | 1,426,370.40 | |||
| ACGB 3% 11/21/33 | 1,000,000.00 | 936,580.00 | |||
| ACGB 4.25% 04/21/26 | 1,890,000.00 | 1,957,076.10 | |||
| ACGB 4.5% 04/21/33 | 2,310,000.00 | 2,483,319.30 | |||
| ACGB 4.75% 04/21/27 | 2,320,000.00 | 2,466,948.80 | |||
| オーストラリアドル 小計 | 55,270,000.00 | 50,180,511.30 | |||
| (4,776,682,870) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 750,000.00 | 700,297.50 | ||
| SIGB 1.25% 11/01/26 | 530,000.00 | 499,689.30 | |||
| SIGB 1.625% 07/01/31 | 650,000.00 | 583,778.00 | |||
| SIGB 1.875% 03/01/50 | 810,000.00 | 655,970.40 | |||
| SIGB 1.875% 10/01/51 | 320,000.00 | 261,814.40 | |||
| SIGB 2.125% 06/01/26 | 1,080,000.00 | 1,059,750.00 | |||
| SIGB 2.25% 08/01/36 | 890,000.00 | 809,935.60 | |||
| SIGB 2.375% 06/01/25 | 730,000.00 | 727,547.20 | |||
| SIGB 2.375% 07/01/39 | 430,000.00 | 392,779.20 | |||
| SIGB 2.625% 05/01/28 | 610,000.00 | 605,961.80 | |||
| SIGB 2.75% 03/01/46 | 760,000.00 | 729,714.00 | |||
| SIGB 2.75% 04/01/42 | 630,000.00 | 603,766.80 | |||
| SIGB 2.75% 07/01/23 | 620,000.00 | 624,253.20 | |||
| SIGB 2.875% 07/01/29 | 650,000.00 | 651,943.50 | |||
| SIGB 2.875% 09/01/30 | 1,200,000.00 | 1,196,508.00 | |||
| SIGB 2% 02/01/24 | 680,000.00 | 677,939.60 | |||
| SIGB 3.375% 09/01/33 | 830,000.00 | 859,224.30 | |||
| SIGB 3.5% 03/01/27 | 880,000.00 | 911,750.40 | |||
| SIGB 3% 09/01/24 | 1,590,000.00 | 1,611,306.00 | |||
| シンガポールドル 小計 | 14,640,000.00 | 14,163,929.20 | |||
| (1,376,025,721) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 1,510,000.00 | 1,337,271.10 | ||
| MGS 3.478% 06/14/24 | 1,920,000.00 | 1,927,315.20 | |||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,487,048.00 | |||
| MGS 3.733% 06/15/28 | 3,620,000.00 | 3,570,768.00 | |||
| MGS 3.757% 05/22/40 | 1,520,000.00 | 1,347,221.60 | |||
| MGS 3.8% 08/17/23 | 930,000.00 | 941,187.90 | |||
| MGS 3.828% 07/05/34 | 1,770,000.00 | 1,660,366.20 | |||
| MGS 3.844% 04/15/33 | 1,670,000.00 | 1,595,601.50 | |||
| MGS 3.882% 03/14/25 | 1,030,000.00 | 1,041,350.60 | |||
| MGS 3.885% 08/15/29 | 1,500,000.00 | 1,477,305.00 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,133,672.50 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 1,973,250.50 | |||
| MGS 3.9% 11/30/26 | 2,120,000.00 | 2,135,052.00 | |||
| MGS 3.906% 07/15/26 | 600,000.00 | 604,224.00 | |||
| MGS 3.955% 09/15/25 | 3,120,000.00 | 3,156,192.00 | |||
| MGS 4.059% 09/30/24 | 1,780,000.00 | 1,810,509.20 | |||
| MGS 4.065% 06/15/50 | 2,340,000.00 | 2,040,807.60 | |||
| MGS 4.181% 07/15/24 | 1,280,000.00 | 1,301,376.00 | |||
| MGS 4.232% 06/30/31 | 3,000,000.00 | 3,009,180.00 | |||
| MGS 4.254% 05/31/35 | 2,030,000.00 | 1,976,265.90 | |||
| MGS 4.392% 04/15/26 | 2,500,000.00 | 2,562,275.00 | |||
| MGS 4.498% 04/15/30 | 2,860,000.00 | 2,920,288.80 | |||
| MGS 4.642% 11/07/33 | 1,770,000.00 | 1,806,125.70 | |||
| MGS 4.736% 03/15/46 | 1,480,000.00 | 1,447,499.20 | |||
| MGS 4.762% 04/07/37 | 2,280,000.00 | 2,325,326.40 | |||
| MGS 4.893% 06/08/38 | 2,310,000.00 | 2,369,759.70 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,678,706.40 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,042,782.30 | |||
| マレーシアリンギット 小計 | 52,260,000.00 | 51,678,728.30 | |||
| (1,576,831,693) | |||||
| イスラエルシェケル | ILGOV 0.15% 07/31/23 | 840,000.00 | 826,312.62 | ||
| ILGOV 0.4% 10/31/24 | 1,210,000.00 | 1,156,417.68 | |||
| ILGOV 0.5% 02/27/26 | 860,000.00 | 795,889.32 | |||
| ILGOV 0.5% 04/30/25 | 2,420,000.00 | 2,290,952.77 | |||
| ILGOV 1.3% 04/30/32 | 280,000.00 | 240,241.14 | |||
| ILGOV 1.5% 05/31/37 | 2,190,000.00 | 1,715,950.41 | |||
| ILGOV 1.5% 11/30/23 | 2,230,000.00 | 2,232,251.40 | |||
| ILGOV 1.75% 08/31/25 | 1,240,000.00 | 1,220,509.06 | |||
| ILGOV 1% 03/31/30 | 2,830,000.00 | 2,466,217.08 | |||
| ILGOV 2.25% 09/28/28 | 2,010,000.00 | 1,949,205.74 | |||
| ILGOV 2% 03/31/27 | 2,750,000.00 | 2,668,076.40 | |||
| ILGOV 3.75% 03/31/24 | 4,080,000.00 | 4,200,382.44 | |||
| ILGOV 3.75% 03/31/47 | 3,130,000.00 | 3,202,007.21 | |||
| ILGOV 5.5% 01/31/42 | 2,130,000.00 | 2,745,486.93 | |||
| ILGOV 6.25% 10/30/26 | 3,060,000.00 | 3,507,636.07 | |||
| イスラエルシェケル 小計 | 31,260,000.00 | 31,217,536.27 | |||
| (1,245,820,072) | |||||
| オフショア人民元 | CGB 1.99% 04/09/25 | 29,520,000.00 | 29,185,833.60 | ||
| CGB 2.28% 03/17/24 | 9,700,000.00 | 9,708,245.00 | |||
| CGB 2.47% 09/02/24 | 18,980,000.00 | 19,055,540.40 | |||
| CGB 2.48% 04/15/27 | 9,000,000.00 | 8,972,820.00 | |||
| CGB 2.56% 10/21/23 | 30,440,000.00 | 30,602,549.60 | |||
| CGB 2.68% 05/21/30 | 22,480,000.00 | 22,238,789.60 | |||
| CGB 2.69% 08/12/26 | 17,240,000.00 | 17,337,061.20 | |||
| CGB 2.8% 03/24/29 | 23,080,000.00 | 23,126,852.40 | |||
| CGB 2.84% 04/08/24 | 11,650,000.00 | 11,776,519.00 | |||
| CGB 2.85% 06/04/27 | 12,330,000.00 | 12,465,630.00 | |||
| CGB 2.89% 11/18/31 | 9,510,000.00 | 9,559,547.10 | |||
| CGB 2.91% 10/14/28 | 10,280,000.00 | 10,380,949.60 | |||
| CGB 3.01% 05/13/28 | 7,230,000.00 | 7,350,957.90 | |||
| CGB 3.02% 05/27/31 | 6,850,000.00 | 6,951,585.50 | |||
| CGB 3.03% 03/11/26 | 46,760,000.00 | 47,644,231.60 | |||
| CGB 3.27% 11/19/30 | 6,850,000.00 | 7,097,216.50 | |||
| CGB 3.28% 12/03/27 | 5,410,000.00 | 5,589,990.70 | |||
| CGB 3.39% 03/16/50 | 5,520,000.00 | 5,573,544.00 | |||
| CGB 3.53% 10/18/51 | 7,450,000.00 | 7,751,278.00 | |||
| CGB 3.72% 04/12/51 | 2,390,000.00 | 2,559,642.20 | |||
| CGB 3.81% 09/14/50 | 7,460,000.00 | 8,103,350.40 | |||
| CGB 3.86% 07/22/49 | 5,580,000.00 | 6,098,716.80 | |||
| CGB 4.08% 10/22/48 | 4,110,000.00 | 4,649,766.30 | |||
| オフショア人民元 小計 | 309,820,000.00 | 313,780,617.40 | |||
| (6,288,728,377) | |||||
| 合計 | 309,477,572,304 | ||||
| (309,477,572,304) | |||||
| 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 | 222銘柄 | 100.0% | 50.5% |
| カナダドル | 国債証券 | 35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 | 346銘柄 | 100.0% | 35.2% |
| イギリスポンド | 国債証券 | 55銘柄 | 100.0% | 5.2% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.3% |
| ノルウェークローネ | 国債証券 | 9銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 8銘柄 | 100.0% | 0.4% |
| ポーランドズロチ | 国債証券 | 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% | 1.5% |
| シンガポールドル | 国債証券 | 19銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 28銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 15銘柄 | 100.0% | 0.4% |
| オフショア人民元 | 国債証券 | 23銘柄 | 100.0% | 2.0% |
| (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。
