有価証券報告書(内国投資信託受益証券)-第12期(2023/01/18-2023/07/18)
外国債券為替ヘッジ型マザーファンド
貸借対照表
注記表
附属明細表
該当事項はありません。
第2 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
貸借対照表
| (2023年 7月18日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 177,835,031 |
| コール・ローン | 387,207,285 |
| 国債証券 | 82,042,813,611 |
| 派生商品評価勘定 | 2,086,715,831 |
| 未収入金 | 21,128,302 |
| 未収利息 | 579,487,308 |
| 前払費用 | 61,611,968 |
| 差入委託証拠金 | 625,388 |
| 流動資産合計 | 85,357,424,724 |
| 資産合計 | 85,357,424,724 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 8,764,545 |
| 未払金 | 2,859,029 |
| 未払解約金 | 72,065,433 |
| 未払利息 | 465 |
| その他未払費用 | 489,200 |
| 流動負債合計 | 84,178,672 |
| 負債合計 | 84,178,672 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 84,836,710,854 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 436,535,198 |
| 元本等合計 | 85,273,246,052 |
| 純資産合計 | 85,273,246,052 |
| 負債純資産合計 | 85,357,424,724 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 1.運用資産の評価基準及び評価方法 | 国債証券 |
| 原則として時価で評価しております。 時価評価にあたっては、価格情報会社の提供する価額等で評価しております。 | |
| 為替予約取引 | |
| 計算日において予約為替の受渡日の対顧客先物相場の仲値で評価しております。 | |
| 2.外貨建資産・負債の本邦通貨への換算基準 | 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期間末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。 |
| 3.費用・収益の計上基準 | 有価証券売買等損益 |
| 約定日基準で計上しております。 | |
| 派生商品取引等損益 | |
| 約定日基準で計上しております。 | |
| 為替差損益 | |
| 約定日基準で計上しております。 | |
| 4.金融商品の時価等に関する事項の補足説明 | 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または計算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市場リスクの大きさを示すものではありません。 |
| (重要な会計上の見積りに関する注記) 該当事項はありません。 |
| (貸借対照表に関する注記) |
| 2023年 7月18日現在 | |||
| 1. | 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 | 1.0051円 | ||
| (10,000口当たり純資産額) | (10,051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 |
| 自 2023年 1月18日 至 2023年 7月18日 |
| 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金融商品に係るリスク |
| 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。 当ファンドが保有する有価証券の詳細は、附属明細表に記載しております。 これらは、金利変動リスク、為替変動リスクなどの市場リスク、信用リスク及び流動性リスクにさらされております。 当ファンドは、信託財産に属する資産の為替変動リスクの低減、並びに信託財産に属する外貨建資金の受渡を行うことを目的として、為替予約取引を利用しております。 |
| 3.金融商品に係るリスク管理体制 |
| 委託会社においては、独立した投資リスク管理に関する委員会を設け、パフォーマンスの考査及び運用リスクの管理を行なっております。 ○市場リスクの管理 市場リスクに関しては、資産配分等の状況を常時、分析・把握し、投資方針に沿っているか等の管理を行なっております。 ○信用リスクの管理 信用リスクに関しては、発行体や取引先の財務状況等に関する情報収集・分析を常時、継続し、格付等の信用度に応じた組入制限等の管理を行なっております。 ○流動性リスクの管理 流動性リスクに関しては、必要に応じて市場流動性の状況を把握し、取引量や組入比率等の管理を行なっております。 |
| (2)金融商品の時価等に関する事項 |
| 2023年 7月18日現在 |
| 1.貸借対照表計上額、時価及び差額 |
| 貸借対照表上の金融商品は原則としてすべ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 |
| 国債証券 (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。 派生商品評価勘定 デリバティブ取引については、附属明細表に記載しております。 コール・ローン等の金銭債権及び金銭債務 これらの科目は短期間で決済されるため、帳簿価額は時価と近似していることから、当該帳簿価額を時価としております。 |
| (その他の注記) 元本の移動及び期末元本額の内訳 |
| 2023年 7月18日現在 | |
| 期首 | 2023年 1月18日 |
| 本報告書における開示対象ファンドの期首における当ファンドの元本額 | 88,669,345,303円 |
| 同期中における追加設定元本額 | 26,221,651,447円 |
| 同期中における一部解約元本額 | 30,054,285,896円 |
| 期末元本額 | 84,836,710,854円 |
| 期末元本額の内訳* | |
| 野村インデックスファンド・内外7資産バランス・為替ヘッジ型 | 2,095,096,513円 |
| 野村インデックスファンド・外国債券・為替ヘッジ型 | 1,272,259,507円 |
| 野村ターゲットデートファンド2016 2026-2028年目標型 | 46,297,115円 |
| 野村ターゲットデートファンド2016 2029-2031年目標型 | 16,337,369円 |
| 野村ターゲットデートファンド2016 2032-2034年目標型 | 7,462,847円 |
| 野村ターゲットデートファンド2016 2035-2037年目標型 | 5,244,007円 |
| 野村外国債券インデックス Aコース(野村SMA・EW向け) | 10,264,414,466円 |
| インデックス・ブレンド(タイプⅠ) | 5,452,349円 |
| インデックス・ブレンド(タイプⅡ) | 4,090,801円 |
| インデックス・ブレンド(タイプⅢ) | 19,949,085円 |
| インデックス・ブレンド(タイプⅣ) | 6,097,844円 |
| インデックス・ブレンド(タイプⅤ) | 8,339,306円 |
| 野村外国債券インデックス Aコース(野村投資一任口座向け) | 49,248,426,127円 |
| 野村外国債券(含む新興国)インデックス Aコース(野村投資一任口座向け) | 10,248,373,403円 |
| ファンドラップ(ウエルス・スクエア)債券・安定型 | 4,554,928,545円 |
| 野村世界バランス25VA(適格機関投資家専用) | 159,897,090円 |
| 野村国内外マルチアセット(6資産)ファンド(適格機関投資家専用) | 723,161円 |
| 野村国内外マルチアセット(6資産)オープン投信(適格機関投資家専用) | 2,891,176円 |
| オールウェザー・ファクターアロケーションMオープン投信(適格機関投資家専用) | 6,047,758,615円 |
| 多資産分散投資ファンド(バランス10)(確定拠出年金向け) | 822,671,528円 |
| *は当該親投資信託受益証券を投資対象とする証券投資信託ごとの元本額 |
附属明細表
| 第1 有価証券明細表 (1)株式(2023年7月18日現在) |
該当事項はありません。
| (2)株式以外の有価証券(2023年7月18日現在) |
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | 米ドル | US TREASURY BOND | 3,000,000.00 | 2,908,979.70 | |
| US TREASURY BOND | 610,000.00 | 632,398.40 | |||
| US TREASURY BOND | 1,800,000.00 | 1,943,226.54 | |||
| US TREASURY BOND | 20,000.00 | 21,127.34 | |||
| US TREASURY BOND | 510,000.00 | 423,688.46 | |||
| US TREASURY BOND | 250,000.00 | 236,879.87 | |||
| US TREASURY N/B | 4,000,000.00 | 3,876,897.20 | |||
| US TREASURY N/B | 3,800,000.00 | 3,717,788.14 | |||
| US TREASURY N/B | 3,000,000.00 | 2,857,872.30 | |||
| US TREASURY N/B | 3,000,000.00 | 2,904,637.80 | |||
| US TREASURY N/B | 3,000,000.00 | 2,893,387.50 | |||
| US TREASURY N/B | 4,000,000.00 | 3,796,917.60 | |||
| US TREASURY N/B | 2,800,000.00 | 2,697,406.04 | |||
| US TREASURY N/B | 1,000,000.00 | 956,601.50 | |||
| US TREASURY N/B | 2,000,000.00 | 1,927,773.40 | |||
| US TREASURY N/B | 2,400,000.00 | 2,305,734.24 | |||
| US TREASURY N/B | 1,500,000.00 | 1,428,925.65 | |||
| US TREASURY N/B | 800,000.00 | 768,453.12 | |||
| US TREASURY N/B | 1,000,000.00 | 953,808.50 | |||
| US TREASURY N/B | 2,500,000.00 | 2,360,156.25 | |||
| US TREASURY N/B | 1,400,000.00 | 1,348,183.48 | |||
| US TREASURY N/B | 2,100,000.00 | 2,005,212.72 | |||
| US TREASURY N/B | 4,000,000.00 | 3,763,359.20 | |||
| US TREASURY N/B | 2,000,000.00 | 1,899,023.40 | |||
| US TREASURY N/B | 3,500,000.00 | 3,370,732.40 | |||
| US TREASURY N/B | 2,500,000.00 | 2,415,185.50 | |||
| US TREASURY N/B | 500,000.00 | 461,982.40 | |||
| US TREASURY N/B | 500,000.00 | 476,435.50 | |||
| US TREASURY N/B | 1,500,000.00 | 1,447,792.95 | |||
| US TREASURY N/B | 1,500,000.00 | 1,444,013.55 | |||
| US TREASURY N/B | 2,000,000.00 | 1,934,023.40 | |||
| US TREASURY N/B | 2,000,000.00 | 1,929,453.00 | |||
| US TREASURY N/B | 2,780,000.00 | 2,632,963.85 | |||
| US TREASURY N/B | 3,100,000.00 | 2,979,875.00 | |||
| US TREASURY N/B | 4,000,000.00 | 3,646,952.80 | |||
| US TREASURY N/B | 3,000,000.00 | 2,897,695.20 | |||
| US TREASURY N/B | 1,500,000.00 | 1,488,076.05 | |||
| US TREASURY N/B | 1,500,000.00 | 1,360,429.65 | |||
| US TREASURY N/B | 1,640,000.00 | 1,555,950.00 | |||
| US TREASURY N/B | 3,300,000.00 | 3,175,605.18 | |||
| US TREASURY N/B | 2,500,000.00 | 2,462,402.25 | |||
| US TREASURY N/B | 4,000,000.00 | 3,610,078.00 | |||
| US TREASURY N/B | 2,200,000.00 | 2,048,320.12 | |||
| US TREASURY N/B | 3,700,000.00 | 3,522,949.08 | |||
| US TREASURY N/B | 1,500,000.00 | 1,354,863.15 | |||
| US TREASURY N/B | 3,000,000.00 | 2,716,171.80 | |||
| US TREASURY N/B | 700,000.00 | 649,085.92 | |||
| US TREASURY N/B | 2,500,000.00 | 2,350,488.25 | |||
| US TREASURY N/B | 5,000,000.00 | 4,479,296.50 | |||
| US TREASURY N/B | 2,700,000.00 | 2,482,101.36 | |||
| US TREASURY N/B | 500,000.00 | 457,451.15 | |||
| US TREASURY N/B | 3,000,000.00 | 2,691,269.40 | |||
| US TREASURY N/B | 1,000,000.00 | 920,996.00 | |||
| US TREASURY N/B | 1,000,000.00 | 899,843.70 | |||
| US TREASURY N/B | 2,600,000.00 | 2,418,913.90 | |||
| US TREASURY N/B | 1,300,000.00 | 1,193,384.66 | |||
| US TREASURY N/B | 1,500,000.00 | 1,357,939.35 | |||
| US TREASURY N/B | 2,000,000.00 | 1,822,421.80 | |||
| US TREASURY N/B | 1,000,000.00 | 935,000.00 | |||
| US TREASURY N/B | 2,000,000.00 | 1,884,882.80 | |||
| US TREASURY N/B | 1,000,000.00 | 872,207.00 | |||
| US TREASURY N/B | 2,000,000.00 | 1,899,726.40 | |||
| US TREASURY N/B | 3,800,000.00 | 3,558,492.14 | |||
| US TREASURY N/B | 2,000,000.00 | 1,740,507.80 | |||
| US TREASURY N/B | 1,500,000.00 | 1,417,470.60 | |||
| US TREASURY N/B | 1,500,000.00 | 1,450,634.70 | |||
| US TREASURY N/B | 1,000,000.00 | 861,113.20 | |||
| US TREASURY N/B | 3,200,000.00 | 2,975,749.76 | |||
| US TREASURY N/B | 4,300,000.00 | 3,695,648.33 | |||
| US TREASURY N/B | 2,000,000.00 | 1,724,687.40 | |||
| US TREASURY N/B | 500,000.00 | 430,097.65 | |||
| US TREASURY N/B | 1,500,000.00 | 1,295,097.60 | |||
| US TREASURY N/B | 300,000.00 | 283,476.54 | |||
| US TREASURY N/B | 1,000,000.00 | 879,199.20 | |||
| US TREASURY N/B | 2,200,000.00 | 2,087,250.00 | |||
| US TREASURY N/B | 2,000,000.00 | 1,726,406.20 | |||
| US TREASURY N/B | 3,100,000.00 | 2,936,160.04 | |||
| US TREASURY N/B | 1,000,000.00 | 867,011.70 | |||
| US TREASURY N/B | 2,000,000.00 | 1,741,914.00 | |||
| US TREASURY N/B | 1,500,000.00 | 1,313,173.80 | |||
| US TREASURY N/B | 5,000,000.00 | 4,787,890.50 | |||
| US TREASURY N/B | 2,000,000.00 | 1,759,960.80 | |||
| US TREASURY N/B | 2,200,000.00 | 1,920,316.20 | |||
| US TREASURY N/B | 1,000,000.00 | 889,257.80 | |||
| US TREASURY N/B | 3,400,000.00 | 3,166,781.08 | |||
| US TREASURY N/B | 4,700,000.00 | 4,314,177.47 | |||
| US TREASURY N/B | 2,500,000.00 | 2,356,591.75 | |||
| US TREASURY N/B | 2,500,000.00 | 2,292,871.00 | |||
| US TREASURY N/B | 2,200,000.00 | 2,058,675.74 | |||
| US TREASURY N/B | 3,000,000.00 | 2,883,339.60 | |||
| US TREASURY N/B | 3,000,000.00 | 2,784,550.50 | |||
| US TREASURY N/B | 2,700,000.00 | 2,367,984.24 | |||
| US TREASURY N/B | 3,000,000.00 | 2,983,769.40 | |||
| US TREASURY N/B | 5,000,000.00 | 5,007,910.00 | |||
| US TREASURY N/B | 2,200,000.00 | 2,189,128.70 | |||
| US TREASURY N/B | 2,000,000.00 | 1,948,789.00 | |||
| US TREASURY N/B | 2,000,000.00 | 1,721,562.40 | |||
| US TREASURY N/B | 1,200,000.00 | 1,203,843.72 | |||
| US TREASURY N/B | 500,000.00 | 568,906.25 | |||
| US TREASURY N/B | 4,700,000.00 | 3,784,968.75 | |||
| US TREASURY N/B | 600,000.00 | 480,503.88 | |||
| US TREASURY N/B | 3,500,000.00 | 3,847,265.45 | |||
| US TREASURY N/B | 2,200,000.00 | 1,819,855.40 | |||
| US TREASURY N/B | 1,400,000.00 | 1,202,003.88 | |||
| US TREASURY N/B | 2,000,000.00 | 1,858,085.80 | |||
| US TREASURY N/B | 3,500,000.00 | 3,214,326.15 | |||
| US TREASURY N/B | 6,000,000.00 | 6,139,687.20 | |||
| US TREASURY N/B | 3,000,000.00 | 2,925,000.00 | |||
| US TREASURY N/B | 2,000,000.00 | 1,288,632.80 | |||
| US TREASURY N/B | 1,700,000.00 | 1,086,539.02 | |||
| US TREASURY N/B | 500,000.00 | 517,626.95 | |||
| US TREASURY N/B | 2,000,000.00 | 1,330,234.20 | |||
| US TREASURY N/B | 4,500,000.00 | 3,251,601.45 | |||
| US TREASURY N/B | 3,700,000.00 | 2,834,040.90 | |||
| US TREASURY N/B | 3,500,000.00 | 2,447,607.40 | |||
| US TREASURY N/B | 500,000.00 | 438,896.45 | |||
| US TREASURY N/B | 1,500,000.00 | 1,092,568.35 | |||
| US TREASURY N/B | 800,000.00 | 700,343.68 | |||
| US TREASURY N/B | 1,000,000.00 | 774,179.60 | |||
| US TREASURY N/B | 400,000.00 | 342,273.40 | |||
| US TREASURY N/B | 500,000.00 | 443,623.00 | |||
| US TREASURY N/B | 1,000,000.00 | 820,156.20 | |||
| US TREASURY N/B | 250,000.00 | 225,620.10 | |||
| US TREASURY N/B | 800,000.00 | 654,734.32 | |||
| US TREASURY N/B | 500,000.00 | 493,671.85 | |||
| US TREASURY N/B | 1,000,000.00 | 866,035.10 | |||
| US TREASURY N/B | 300,000.00 | 279,222.63 | |||
| US TREASURY N/B | 400,000.00 | 371,640.60 | |||
| US TREASURY N/B | 900,000.00 | 772,382.79 | |||
| US TREASURY N/B | 600,000.00 | 503,531.22 | |||
| US TREASURY N/B | 300,000.00 | 230,167.95 | |||
| US TREASURY N/B | 540,000.00 | 451,923.03 | |||
| US TREASURY N/B | 2,260,000.00 | 1,847,550.00 | |||
| US TREASURY N/B | 920,000.00 | 767,804.67 | |||
| US TREASURY N/B | 2,530,000.00 | 1,926,061.17 | |||
| US TREASURY N/B | 2,700,000.00 | 2,054,056.59 | |||
| US TREASURY N/B | 1,400,000.00 | 1,010,788.94 | |||
| US TREASURY N/B | 1,800,000.00 | 1,467,035.10 | |||
| US TREASURY N/B | 1,000,000.00 | 832,617.10 | |||
| US TREASURY N/B | 1,000,000.00 | 831,933.50 | |||
| US TREASURY N/B | 1,520,000.00 | 1,206,915.56 | |||
| US TREASURY N/B | 1,300,000.00 | 1,031,849.52 | |||
| US TREASURY N/B | 2,000,000.00 | 1,663,671.80 | |||
| US TREASURY N/B | 1,400,000.00 | 1,191,831.90 | |||
| US TREASURY N/B | 900,000.00 | 749,003.85 | |||
| US TREASURY N/B | 1,300,000.00 | 931,378.89 | |||
| US TREASURY N/B | 300,000.00 | 220,904.28 | |||
| US TREASURY N/B | 600,000.00 | 405,070.26 | |||
| US TREASURY N/B | 1,100,000.00 | 607,857.36 | |||
| US TREASURY N/B | 2,500,000.00 | 1,428,515.50 | |||
| US TREASURY N/B | 2,900,000.00 | 1,771,888.40 | |||
| US TREASURY N/B | 1,000,000.00 | 651,445.30 | |||
| US TREASURY N/B | 5,200,000.00 | 3,808,898.08 | |||
| US TREASURY N/B | 2,500,000.00 | 1,678,125.00 | |||
| US TREASURY N/B | 2,000,000.00 | 1,299,804.60 | |||
| US TREASURY N/B | 1,500,000.00 | 1,068,632.70 | |||
| US TREASURY N/B | 2,500,000.00 | 2,042,578.00 | |||
| US TREASURY N/B | 800,000.00 | 670,562.48 | |||
| US TREASURY N/B | 500,000.00 | 506,796.85 | |||
| US TREASURY N/B | 1,000,000.00 | 946,328.10 | |||
| 小計 | 銘柄数:160 | 319,030,000.00 | 285,174,649.18 | ||
| (39,605,055,278) | |||||
| 組入時価比率:46.4% | 48.4% | ||||
| カナダドル | CANADIAN GOVERNMENT | 1,500,000.00 | 1,465,404.00 | ||
| CANADIAN GOVERNMENT | 2,750,000.00 | 2,647,491.00 | |||
| CANADIAN GOVERNMENT | 500,000.00 | 488,017.45 | |||
| CANADIAN GOVERNMENT | 500,000.00 | 473,474.35 | |||
| CANADIAN GOVERNMENT | 200,000.00 | 189,531.64 | |||
| CANADIAN GOVERNMENT | 900,000.00 | 871,569.45 | |||
| CANADIAN GOVERNMENT | 500,000.00 | 464,389.55 | |||
| CANADIAN GOVERNMENT | 400,000.00 | 359,849.52 | |||
| CANADIAN GOVERNMENT | 1,000,000.00 | 987,431.90 | |||
| CANADIAN GOVERNMENT | 200,000.00 | 222,958.10 | |||
| CANADIAN GOVERNMENT | 250,000.00 | 215,764.22 | |||
| CANADIAN GOVERNMENT | 1,400,000.00 | 1,130,933.58 | |||
| CANADIAN GOVERNMENT | 600,000.00 | 519,221.46 | |||
| CANADIAN GOVERNMENT | 500,000.00 | 429,713.85 | |||
| CANADIAN GOVERNMENT | 500,000.00 | 445,520.30 | |||
| CANADIAN GOVERNMENT | 300,000.00 | 278,133.87 | |||
| CANADIAN GOVERNMENT | 600,000.00 | 715,925.40 | |||
| CANADIAN GOVERNMENT | 600,000.00 | 567,771.24 | |||
| CANADIAN GOVERNMENT | 200,000.00 | 234,842.42 | |||
| CANADIAN GOVERNMENT | 600,000.00 | 647,058.00 | |||
| CANADIAN GOVERNMENT | 200,000.00 | 204,304.00 | |||
| CANADIAN GOVERNMENT | 700,000.00 | 633,263.75 | |||
| CANADIAN GOVERNMENT | 800,000.00 | 610,791.20 | |||
| CANADIAN GOVERNMENT | 300,000.00 | 212,858.67 | |||
| CANADIAN GOVERNMENT | 100,000.00 | 89,461.36 | |||
| CANADIAN GOVERNMENT | 800,000.00 | 704,939.04 | |||
| 小計 | 銘柄数:26 | 16,900,000.00 | 15,810,619.32 | ||
| (1,664,067,683) | |||||
| 組入時価比率:2.0% | 2.0% | ||||
| メキシコペソ | MEX BONOS DESARR FIX RT | 18,100,000.00 | 17,533,929.74 | ||
| MEX BONOS DESARR FIX RT | 5,000,000.00 | 4,975,380.00 | |||
| MEX BONOS DESARR FIX RT | 7,200,000.00 | 6,676,776.00 | |||
| MEX BONOS DESARR FIX RT | 10,000,000.00 | 9,134,003.00 | |||
| MEX BONOS DESARR FIX RT | 10,000,000.00 | 8,858,000.00 | |||
| MEX BONOS DESARR FIX RT | 4,000,000.00 | 3,797,480.00 | |||
| MEX BONOS DESARR FIX RT | 6,500,000.00 | 6,434,415.00 | |||
| MEX BONOS DESARR FIX RT | 8,700,000.00 | 8,221,500.00 | |||
| MEX BONOS DESARR FIX RT | 3,000,000.00 | 2,759,640.00 | |||
| MEX BONOS DESARR FIX RT | 3,100,000.00 | 2,882,597.00 | |||
| MEX BONOS DESARR FIX RT | 3,000,000.00 | 3,303,540.00 | |||
| MEX BONOS DESARR FIX RT | 7,500,000.00 | 7,296,225.00 | |||
| MEX BONOS DESARR FIX RT | 13,000,000.00 | 11,672,960.00 | |||
| MEX BONOS DESARR FIX RT | 4,300,000.00 | 3,943,272.00 | |||
| MEX BONOS DESARR FIX RT | 4,200,000.00 | 3,815,238.00 | |||
| 小計 | 銘柄数:15 | 107,600,000.00 | 101,304,955.74 | ||
| (841,256,613) | |||||
| 組入時価比率:1.0% | 1.0% | ||||
| ユーロ | BELGIUM KINGDOM | 300,000.00 | 289,500.00 | ||
| BELGIUM KINGDOM | 1,600,000.00 | 1,507,542.40 | |||
| BELGIUM KINGDOM | 150,000.00 | 137,909.70 | |||
| BELGIUM KINGDOM | 1,400,000.00 | 1,245,860.00 | |||
| BELGIUM KINGDOM | 800,000.00 | 714,294.40 | |||
| BELGIUM KINGDOM | 400,000.00 | 344,218.40 | |||
| BELGIUM KINGDOM | 500,000.00 | 391,000.00 | |||
| BELGIUM KINGDOM | 550,000.00 | 589,366.25 | |||
| BELGIUM KINGDOM | 700,000.00 | 552,860.00 | |||
| BELGIUM KINGDOM | 500,000.00 | 491,678.00 | |||
| BELGIUM KINGDOM | 700,000.00 | 558,166.00 | |||
| BELGIUM KINGDOM | 200,000.00 | 185,208.20 | |||
| BELGIUM KINGDOM | 500,000.00 | 557,030.00 | |||
| BELGIUM KINGDOM | 300,000.00 | 315,220.80 | |||
| BELGIUM KINGDOM | 500,000.00 | 349,333.50 | |||
| BELGIUM KINGDOM | 600,000.00 | 374,260.80 | |||
| BELGIUM KINGDOM | 200,000.00 | 154,305.60 | |||
| BELGIUM KINGDOM | 370,000.00 | 271,801.26 | |||
| BELGIUM KINGDOM GOVT | 670,000.00 | 783,739.87 | |||
| BONOS Y OBLIG DE | 300,000.00 | 238,863.30 | |||
| BONOS Y OBLIG DEL ESTADO | 200,000.00 | 94,787.60 | |||
| BONOS Y OBLIG DEL ESTADO | 300,000.00 | 296,978.10 | |||
| BONOS Y OBLIG DEL ESTADO | 300,000.00 | 284,508.00 | |||
| BONOS Y OBLIG DEL ESTADO | 800,000.00 | 774,800.00 | |||
| BONOS Y OBLIG DEL ESTADO | 1,200,000.00 | 1,125,550.80 | |||
| BONOS Y OBLIG DEL ESTADO | 300,000.00 | 307,222.50 | |||
| BONOS Y OBLIG DEL ESTADO | 1,600,000.00 | 1,471,360.00 | |||
| BONOS Y OBLIG DEL ESTADO | 20,000.00 | 19,273.00 | |||
| BONOS Y OBLIG DEL ESTADO | 2,000,000.00 | 1,968,381.60 | |||
| BONOS Y OBLIG DEL ESTADO | 1,200,000.00 | 1,286,005.20 | |||
| BONOS Y OBLIG DEL ESTADO | 1,300,000.00 | 1,157,780.00 | |||
| BONOS Y OBLIG DEL ESTADO | 800,000.00 | 725,400.00 | |||
| BONOS Y OBLIG DEL ESTADO | 500,000.00 | 464,240.00 | |||
| BONOS Y OBLIG DEL ESTADO | 700,000.00 | 604,170.00 | |||
| BONOS Y OBLIG DEL ESTADO | 700,000.00 | 643,428.31 | |||
| BONOS Y OBLIG DEL ESTADO | 800,000.00 | 871,040.00 | |||
| BONOS Y OBLIG DEL ESTADO | 1,300,000.00 | 1,178,771.10 | |||
| BONOS Y OBLIG DEL ESTADO | 2,800,000.00 | 2,417,240.00 | |||
| BONOS Y OBLIG DEL ESTADO | 500,000.00 | 425,617.50 | |||
| BONOS Y OBLIG DEL ESTADO | 800,000.00 | 733,747.20 | |||
| BONOS Y OBLIG DEL ESTADO | 700,000.00 | 652,067.50 | |||
| BONOS Y OBLIG DEL ESTADO | 200,000.00 | 194,920.00 | |||
| BONOS Y OBLIG DEL ESTADO | 700,000.00 | 632,450.00 | |||
| BONOS Y OBLIG DEL ESTADO | 900,000.00 | 749,019.60 | |||
| BONOS Y OBLIG DEL ESTADO | 400,000.00 | 276,253.12 | |||
| BONOS Y OBLIG DEL ESTADO | 500,000.00 | 504,864.05 | |||
| BONOS Y OBLIG DEL ESTADO | 400,000.00 | 454,008.80 | |||
| BONOS Y OBLIG DEL ESTADO | 200,000.00 | 134,811.50 | |||
| BONOS Y OBLIG DEL ESTADO | 700,000.00 | 780,763.20 | |||
| BONOS Y OBLIG DEL ESTADO | 300,000.00 | 281,241.60 | |||
| BONOS Y OBLIG DEL ESTADO | 500,000.00 | 592,225.00 | |||
| BONOS Y OBLIG DEL ESTADO | 500,000.00 | 405,129.00 | |||
| BONOS Y OBLIG DEL ESTADO | 600,000.00 | 313,378.80 | |||
| BONOS Y OBLIG DEL ESTADO | 600,000.00 | 389,187.00 | |||
| BONOS Y OBLIG DEL ESTADO | 900,000.00 | 803,133.00 | |||
| BUNDESOBLIGATION | 600,000.00 | 575,388.00 | |||
| BUNDESOBLIGATION | 700,000.00 | 639,527.00 | |||
| BUNDESOBLIGATION | 1,000,000.00 | 946,260.00 | |||
| BUNDESOBLIGATION | 900,000.00 | 883,602.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 1,000,000.00 | 957,990.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 1,770,000.00 | 1,622,081.10 | |||
| BUNDESREPUB. DEUTSCHLAND | 1,400,000.00 | 1,596,910.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 850,000.00 | 780,317.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 500,000.00 | 455,340.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 1,000,000.00 | 1,100,680.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 1,800,000.00 | 1,589,688.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 3,000,000.00 | 2,583,210.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 2,000,000.00 | 1,951,800.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 500,000.00 | 610,900.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 1,100,000.00 | 1,323,784.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 1,000,000.00 | 814,280.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 1,300,000.00 | 1,222,611.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 400,000.00 | 394,608.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 1,200,000.00 | 1,456,812.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 500,000.00 | 580,839.75 | |||
| BUNDESREPUB. DEUTSCHLAND | 1,200,000.00 | 966,732.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 1,000,000.00 | 1,213,674.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 1,500,000.00 | 1,939,980.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 650,000.00 | 713,870.30 | |||
| BUNDESREPUB. DEUTSCHLAND | 800,000.00 | 792,958.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 200,000.00 | 199,296.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 200,000.00 | 154,706.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 1,800,000.00 | 935,802.00 | |||
| BUNDESREPUB. DEUTSCHLAND | 1,800,000.00 | 891,486.00 | |||
| BUNDESSCHATZANWEISUNGEN | 2,400,000.00 | 2,319,264.00 | |||
| BUNDESSCHATZANWEISUNGEN | 1,300,000.00 | 1,279,863.00 | |||
| BUNDESSCHATZANWEISUNGEN | 1,200,000.00 | 1,185,672.00 | |||
| BUONI POLIENNALI DEL TES | 1,500,000.00 | 1,500,900.00 | |||
| BUONI POLIENNALI DEL TES | 500,000.00 | 509,995.00 | |||
| BUONI POLIENNALI DEL TES | 1,000,000.00 | 993,697.50 | |||
| BUONI POLIENNALI DEL TES | 200,000.00 | 195,020.00 | |||
| BUONI POLIENNALI DEL TES | 1,330,000.00 | 1,280,923.00 | |||
| BUONI POLIENNALI DEL TES | 2,100,000.00 | 2,090,760.00 | |||
| BUONI POLIENNALI DEL TES | 1,200,000.00 | 1,108,151.04 | |||
| BUONI POLIENNALI DEL TES | 1,000,000.00 | 1,019,800.00 | |||
| BUONI POLIENNALI DEL TES | 1,900,000.00 | 1,722,920.00 | |||
| BUONI POLIENNALI DEL TES | 300,000.00 | 300,779.31 | |||
| BUONI POLIENNALI DEL TES | 550,000.00 | 519,365.00 | |||
| BUONI POLIENNALI DEL TES | 400,000.00 | 382,440.00 | |||
| BUONI POLIENNALI DEL TES | 600,000.00 | 554,940.00 | |||
| BUONI POLIENNALI DEL TES | 600,000.00 | 547,020.00 | |||
| BUONI POLIENNALI DEL TES | 200,000.00 | 189,620.00 | |||
| BUONI POLIENNALI DEL TES | 400,000.00 | 444,880.00 | |||
| BUONI POLIENNALI DEL TES | 700,000.00 | 671,160.00 | |||
| BUONI POLIENNALI DEL TES | 500,000.00 | 465,300.00 | |||
| BUONI POLIENNALI DEL TES | 1,000,000.00 | 854,400.00 | |||
| BUONI POLIENNALI DEL TES | 1,000,000.00 | 987,100.00 | |||
| BUONI POLIENNALI DEL TES | 240,000.00 | 251,448.00 | |||
| BUONI POLIENNALI DEL TES | 500,000.00 | 477,800.00 | |||
| BUONI POLIENNALI DEL TES | 1,100,000.00 | 917,675.00 | |||
| BUONI POLIENNALI DEL TES | 3,500,000.00 | 3,316,250.00 | |||
| BUONI POLIENNALI DEL TES | 1,000,000.00 | 958,800.00 | |||
| BUONI POLIENNALI DEL TES | 700,000.00 | 758,520.00 | |||
| BUONI POLIENNALI DEL TES | 600,000.00 | 600,300.00 | |||
| BUONI POLIENNALI DEL TES | 500,000.00 | 491,200.00 | |||
| BUONI POLIENNALI DEL TES | 200,000.00 | 170,940.00 | |||
| BUONI POLIENNALI DEL TES | 500,000.00 | 494,300.00 | |||
| BUONI POLIENNALI DEL TES | 200,000.00 | 164,360.00 | |||
| BUONI POLIENNALI DEL TES | 500,000.00 | 401,026.45 | |||
| BUONI POLIENNALI DEL TES | 700,000.00 | 799,260.00 | |||
| BUONI POLIENNALI DEL TES | 500,000.00 | 441,650.00 | |||
| BUONI POLIENNALI DEL TES | 800,000.00 | 905,280.00 | |||
| BUONI POLIENNALI DEL TES | 200,000.00 | 205,340.00 | |||
| BUONI POLIENNALI DEL TES | 1,070,000.00 | 927,048.00 | |||
| BUONI POLIENNALI DEL TES | 1,610,000.00 | 1,723,666.00 | |||
| BUONI POLIENNALI DEL TES | 2,500,000.00 | 2,300,000.00 | |||
| BUONI POLIENNALI DEL TES | 200,000.00 | 195,240.00 | |||
| BUONI POLIENNALI DEL TES | 500,000.00 | 441,250.00 | |||
| BUONI POLIENNALI DEL TES | 700,000.00 | 750,750.00 | |||
| BUONI POLIENNALI DEL TES | 1,200,000.00 | 1,022,640.00 | |||
| BUONI POLIENNALI DEL TES | 700,000.00 | 752,780.00 | |||
| BUONI POLIENNALI DEL TES | 400,000.00 | 277,920.00 | |||
| BUONI POLIENNALI DEL TES | 300,000.00 | 300,120.00 | |||
| BUONI POLIENNALI DEL TES | 1,200,000.00 | 1,251,960.00 | |||
| BUONI POLIENNALI DEL TES | 460,000.00 | 386,400.00 | |||
| BUONI POLIENNALI DEL TES | 200,000.00 | 152,540.00 | |||
| BUONI POLIENNALI DEL TES | 200,000.00 | 171,020.00 | |||
| BUONI POLIENNALI DEL TES | 700,000.00 | 638,680.00 | |||
| BUONI POLIENNALI DEL TES | 300,000.00 | 210,270.00 | |||
| BUONI POLIENNALI DEL TES | 800,000.00 | 511,200.00 | |||
| BUONI POLIENNALI DEL TES | 300,000.00 | 299,070.00 | |||
| BUONI POLIENNALI DEL TES | 310,000.00 | 215,541.76 | |||
| FINNISH GOVERNMENT | 400,000.00 | 384,415.12 | |||
| FINNISH GOVERNMENT | 400,000.00 | 373,464.76 | |||
| FINNISH GOVERNMENT | 400,000.00 | 396,810.00 | |||
| FINNISH GOVERNMENT | 300,000.00 | 259,700.70 | |||
| FINNISH GOVERNMENT | 300,000.00 | 243,715.20 | |||
| FINNISH GOVERNMENT | 200,000.00 | 159,219.00 | |||
| FINNISH GOVERNMENT | 500,000.00 | 411,994.05 | |||
| FINNISH GOVERNMENT | 300,000.00 | 205,587.60 | |||
| FINNISH GOVERNMENT | 300,000.00 | 278,582.16 | |||
| FINNISH GOVERNMENT | 100,000.00 | 72,076.00 | |||
| FINNISH GOVERNMENT | 200,000.00 | 91,281.36 | |||
| FRANCE (GOVT OF) | 1,800,000.00 | 1,706,731.20 | |||
| FRANCE (GOVT OF) | 400,000.00 | 380,400.00 | |||
| FRANCE (GOVT OF) | 1,100,000.00 | 1,022,603.23 | |||
| FRANCE (GOVT OF) | 750,000.00 | 683,719.50 | |||
| FRANCE (GOVT OF) | 1,900,000.00 | 1,706,935.30 | |||
| FRANCE (GOVT OF) | 3,000,000.00 | 2,784,120.00 | |||
| FRANCE (GOVT OF) | 3,000,000.00 | 2,719,518.00 | |||
| FRANCE (GOVT OF) | 1,000,000.00 | 902,440.00 | |||
| FRANCE (GOVT OF) | 1,600,000.00 | 1,431,533.76 | |||
| FRANCE (GOVT OF) | 2,000,000.00 | 1,745,648.00 | |||
| FRANCE (GOVT OF) | 300,000.00 | 250,463.10 | |||
| FRANCE (GOVT OF) | 1,820,000.00 | 1,778,358.03 | |||
| FRANCE (GOVT OF) | 1,500,000.00 | 1,179,552.00 | |||
| FRANCE (GOVT OF) | 3,000,000.00 | 2,320,500.00 | |||
| FRANCE (GOVT OF) | 2,000,000.00 | 1,667,143.20 | |||
| FRANCE (GOVT OF) | 2,400,000.00 | 1,918,080.00 | |||
| FRANCE (GOVT OF) | 300,000.00 | 193,179.90 | |||
| FRANCE (GOVT OF) | 300,000.00 | 263,659.20 | |||
| FRANCE (GOVT OF) | 200,000.00 | 155,346.80 | |||
| FRANCE (GOVT OF) | 1,600,000.00 | 1,087,835.20 | |||
| FRANCE (GOVT OF) | 600,000.00 | 318,595.20 | |||
| FRANCE (GOVT OF) | 1,600,000.00 | 829,520.00 | |||
| FRANCE (GOVT OF) | 100,000.00 | 92,601.80 | |||
| FRANCE GOVERNMENT O.A.T | 3,100,000.00 | 3,061,560.00 | |||
| FRANCE GOVERNMENT O.A.T | 1,100,000.00 | 1,176,340.00 | |||
| FRANCE GOVERNMENT O.A.T | 1,300,000.00 | 1,311,570.00 | |||
| FRANCE GOVERNMENT O.A.T | 1,200,000.00 | 1,189,680.00 | |||
| FRANCE GOVERNMENT O.A.T | 1,200,000.00 | 1,367,280.00 | |||
| FRANCE GOVERNMENT O.A.T | 640,000.00 | 578,866.88 | |||
| FRANCE GOVERNMENT O.A.T | 300,000.00 | 366,534.72 | |||
| FRANCE GOVERNMENT O.A.T | 1,200,000.00 | 1,389,148.80 | |||
| FRANCE GOVERNMENT O.A.T | 1,000,000.00 | 1,090,480.00 | |||
| FRANCE GOVERNMENT O.A.T | 2,520,000.00 | 2,925,785.52 | |||
| FRANCE GOVERNMENT O.A.T | 800,000.00 | 789,584.00 | |||
| FRANCE GOVERNMENT O.A.T | 700,000.00 | 784,739.90 | |||
| FRANCE GOVERNMENT O.A.T | 800,000.00 | 908,902.16 | |||
| IRISH GOVERNMENT | 150,000.00 | 155,210.05 | |||
| IRISH GOVERNMENT | 400,000.00 | 318,798.48 | |||
| IRISH TSY 0.2% | 200,000.00 | 180,125.00 | |||
| IRISH TSY 0.2% 2030 | 200,000.00 | 165,277.00 | |||
| IRISH TSY 0.4% 2035 | 300,000.00 | 222,846.60 | |||
| IRISH TSY 1.10% 2029 | 1,100,000.00 | 997,088.40 | |||
| IRISH TSY 1.5% 2050 | 400,000.00 | 277,055.20 | |||
| IRISH TSY 1.7% 2037 | 450,000.00 | 375,572.25 | |||
| IRISH TSY 1% 2026 | 500,000.00 | 473,117.00 | |||
| IRISH TSY 2% 2045 | 200,000.00 | 160,684.80 | |||
| NETHERLANDS GOVERNMENT | 1,300,000.00 | 1,282,320.00 | |||
| NETHERLANDS GOVERNMENT | 400,000.00 | 374,720.00 | |||
| NETHERLANDS GOVERNMENT | 800,000.00 | 743,040.00 | |||
| NETHERLANDS GOVERNMENT | 1,100,000.00 | 1,012,880.00 | |||
| NETHERLANDS GOVERNMENT | 500,000.00 | 452,450.00 | |||
| NETHERLANDS GOVERNMENT | 900,000.00 | 773,019.00 | |||
| NETHERLANDS GOVERNMENT | 200,000.00 | 172,425.60 | |||
| NETHERLANDS GOVERNMENT | 1,100,000.00 | 904,080.76 | |||
| NETHERLANDS GOVERNMENT | 400,000.00 | 391,106.80 | |||
| NETHERLANDS GOVERNMENT | 400,000.00 | 450,018.40 | |||
| NETHERLANDS GOVERNMENT | 200,000.00 | 133,200.00 | |||
| NETHERLANDS GOVERNMENT | 300,000.00 | 208,967.70 | |||
| NETHERLANDS GOVERNMENT | 800,000.00 | 903,662.08 | |||
| NETHERLANDS GOVERNMENT | 400,000.00 | 399,098.00 | |||
| NETHERLANDS GOVERNMENT | 1,000,000.00 | 473,653.00 | |||
| REPUBLIC OF AUSTRIA | 200,000.00 | 144,484.10 | |||
| REPUBLIC OF AUSTRIA | 200,000.00 | 193,382.00 | |||
| REPUBLIC OF AUSTRIA | 600,000.00 | 587,701.20 | |||
| REPUBLIC OF AUSTRIA | 100,000.00 | 95,784.70 | |||
| REPUBLIC OF AUSTRIA | 900,000.00 | 871,498.80 | |||
| REPUBLIC OF AUSTRIA | 300,000.00 | 278,834.10 | |||
| REPUBLIC OF AUSTRIA | 400,000.00 | 364,493.60 | |||
| REPUBLIC OF AUSTRIA | 400,000.00 | 361,932.40 | |||
| REPUBLIC OF AUSTRIA | 1,200,000.00 | 1,046,820.00 | |||
| REPUBLIC OF AUSTRIA | 700,000.00 | 588,231.00 | |||
| REPUBLIC OF AUSTRIA | 530,000.00 | 496,106.50 | |||
| REPUBLIC OF AUSTRIA | 600,000.00 | 414,003.60 | |||
| REPUBLIC OF AUSTRIA | 230,000.00 | 253,947.60 | |||
| REPUBLIC OF AUSTRIA | 450,000.00 | 347,943.15 | |||
| REPUBLIC OF AUSTRIA | 400,000.00 | 226,818.80 | |||
| REPUBLIC OF AUSTRIA | 330,000.00 | 375,774.30 | |||
| SPANISH GOVERNMENT | 90,000.00 | 102,256.02 | |||
| SPANISH GOVERNMENT | 1,400,000.00 | 1,655,920.00 | |||
| SPANISH GOVERNMENT | 700,000.00 | 738,888.50 | |||
| 小計 | 銘柄数:233 | 191,360,000.00 | 177,068,296.61 | ||
| (27,652,755,881) | |||||
| 組入時価比率:32.4% | 33.7% | ||||
| 英ポンド | UK TREASURY | 1,700,000.00 | 1,575,985.00 | ||
| UK TREASURY | 1,100,000.00 | 1,029,045.60 | |||
| UK TREASURY | 200,000.00 | 181,430.00 | |||
| UK TREASURY | 800,000.00 | 691,212.80 | |||
| UK TREASURY | 300,000.00 | 293,985.00 | |||
| UK TREASURY | 200,000.00 | 163,352.00 | |||
| UK TREASURY | 200,000.00 | 172,813.28 | |||
| UK TREASURY | 90,000.00 | 95,771.79 | |||
| UK TREASURY | 2,400,000.00 | 1,921,200.00 | |||
| UK TREASURY | 600,000.00 | 612,454.80 | |||
| UK TREASURY | 900,000.00 | 649,139.40 | |||
| UK TREASURY | 600,000.00 | 544,808.88 | |||
| UK TREASURY | 600,000.00 | 429,116.76 | |||
| UK TREASURY | 1,500,000.00 | 1,504,744.80 | |||
| UK TREASURY | 400,000.00 | 257,533.16 | |||
| UK TREASURY | 560,000.00 | 545,904.46 | |||
| UK TREASURY | 870,000.00 | 616,076.58 | |||
| UK TREASURY | 200,000.00 | 181,603.52 | |||
| UK TREASURY | 500,000.00 | 508,900.80 | |||
| UK TREASURY | 150,000.00 | 92,512.50 | |||
| UK TREASURY | 400,000.00 | 382,720.00 | |||
| UK TREASURY | 300,000.00 | 286,704.00 | |||
| UK TREASURY | 350,000.00 | 344,473.50 | |||
| UK TREASURY | 600,000.00 | 507,317.76 | |||
| UK TREASURY | 1,180,000.00 | 1,116,319.17 | |||
| UK TREASURY | 500,000.00 | 276,690.00 | |||
| UK TREASURY | 150,000.00 | 86,683.50 | |||
| UK TREASURY | 1,340,000.00 | 1,269,100.60 | |||
| UK TREASURY | 1,400,000.00 | 676,062.80 | |||
| UK TREASURY | 110,000.00 | 95,770.40 | |||
| UK TREASURY | 300,000.00 | 152,424.00 | |||
| UK TREASURY | 600,000.00 | 312,924.00 | |||
| UK TREASURY | 500,000.00 | 266,046.60 | |||
| UK TREASURY | 200,000.00 | 128,460.00 | |||
| UK TSY 0 1/2% 2061 | 350,000.00 | 104,135.50 | |||
| UK TSY 0 5/8% 2050 | 1,100,000.00 | 434,065.50 | |||
| UK TSY 1 5/8% 2071 | 400,000.00 | 187,434.40 | |||
| UK TSY 3 1/4% 2044 | 300,000.00 | 245,514.00 | |||
| UNITED KINGDOM GILT | 850,000.00 | 815,275.80 | |||
| UNITED KINGDOM GILT | 1,100,000.00 | 1,067,495.00 | |||
| UNITED KINGDOM GILT | 600,000.00 | 289,380.00 | |||
| UNITED KINGDOM(GOVERNMEN | 1,200,000.00 | 1,148,220.00 | |||
| 小計 | 銘柄数:42 | 27,700,000.00 | 22,260,807.66 | ||
| (4,044,788,751) | |||||
| 組入時価比率:4.7% | 4.9% | ||||
| スウェーデンクローナ | SWEDISH GOVERNMENT | 4,000,000.00 | 3,935,640.00 | ||
| SWEDISH GOVERNMENT | 1,200,000.00 | 1,122,857.40 | |||
| SWEDISH GOVERNMENT | 1,000,000.00 | 910,716.00 | |||
| SWEDISH GOVERNMENT | 1,800,000.00 | 1,605,755.34 | |||
| SWEDISH GOVERNMENT | 1,500,000.00 | 1,242,598.50 | |||
| SWEDISH GOVERNMENT | 2,200,000.00 | 2,148,322.22 | |||
| SWEDISH GOVERNMENT | 1,600,000.00 | 1,784,000.00 | |||
| 小計 | 銘柄数:7 | 13,300,000.00 | 12,749,889.46 | ||
| (172,888,501) | |||||
| 組入時価比率:0.2% | 0.2% | ||||
| ノルウェークローネ | NORWEGIAN GOVERNMENT | 1,300,000.00 | 1,249,380.34 | ||
| NORWEGIAN GOVERNMENT | 500,000.00 | 468,204.00 | |||
| NORWEGIAN GOVERNMENT | 1,750,000.00 | 1,619,275.00 | |||
| NORWEGIAN GOVERNMENT | 1,500,000.00 | 1,379,100.00 | |||
| NORWEGIAN GOVERNMENT | 1,000,000.00 | 887,900.00 | |||
| NORWEGIAN GOVERNMENT | 1,300,000.00 | 1,107,743.00 | |||
| NORWEGIAN GOVERNMENT | 4,000,000.00 | 3,304,560.00 | |||
| NORWEGIAN GOVERNMENT | 800,000.00 | 754,296.00 | |||
| 小計 | 銘柄数:8 | 12,150,000.00 | 10,770,458.34 | ||
| (148,632,325) | |||||
| 組入時価比率:0.2% | 0.2% | ||||
| デンマーククローネ | KINGDOM OF DENMARK | 2,300,000.00 | 2,199,757.72 | ||
| KINGDOM OF DENMARK | 1,400,000.00 | 1,354,220.00 | |||
| KINGDOM OF DENMARK | 1,300,000.00 | 1,179,554.87 | |||
| KINGDOM OF DENMARK | 2,100,000.00 | 1,830,780.00 | |||
| KINGDOM OF DENMARK | 1,100,000.00 | 883,400.32 | |||
| KINGDOM OF DENMARK | 3,700,000.00 | 4,522,359.78 | |||
| KINGDOM OF DENMARK | 1,600,000.00 | 825,180.80 | |||
| 小計 | 銘柄数:7 | 13,500,000.00 | 12,795,253.49 | ||
| (268,188,513) | |||||
| 組入時価比率:0.3% | 0.3% | ||||
| ズロチ | POLAND GOVERNMENT BOND | 900,000.00 | 853,337.16 | ||
| POLAND GOVERNMENT BOND | 3,200,000.00 | 3,076,640.00 | |||
| POLAND GOVERNMENT BOND | 1,000,000.00 | 925,750.00 | |||
| POLAND GOVERNMENT BOND | 3,800,000.00 | 3,424,332.00 | |||
| POLAND GOVERNMENT BOND | 2,700,000.00 | 2,351,970.00 | |||
| POLAND GOVERNMENT BOND | 2,500,000.00 | 1,907,175.00 | |||
| 小計 | 銘柄数:6 | 14,100,000.00 | 12,539,204.16 | ||
| (440,961,177) | |||||
| 組入時価比率:0.5% | 0.5% | ||||
| 豪ドル | AUSTRALIAN GOVERNMENT | 300,000.00 | 284,808.87 | ||
| AUSTRALIAN GOVERNMENT | 840,000.00 | 828,235.80 | |||
| AUSTRALIAN GOVERNMENT | 300,000.00 | 275,224.14 | |||
| AUSTRALIAN GOVERNMENT | 520,000.00 | 524,244.18 | |||
| AUSTRALIAN GOVERNMENT | 800,000.00 | 717,760.00 | |||
| AUSTRALIAN GOVERNMENT | 500,000.00 | 515,023.30 | |||
| AUSTRALIAN GOVERNMENT | 800,000.00 | 764,477.36 | |||
| AUSTRALIAN GOVERNMENT | 200,000.00 | 185,620.00 | |||
| AUSTRALIAN GOVERNMENT | 800,000.00 | 756,950.08 | |||
| AUSTRALIAN GOVERNMENT | 500,000.00 | 483,768.30 | |||
| AUSTRALIAN GOVERNMENT | 800,000.00 | 747,120.00 | |||
| AUSTRALIAN GOVERNMENT | 750,000.00 | 686,794.42 | |||
| AUSTRALIAN GOVERNMENT | 1,000,000.00 | 812,500.70 | |||
| AUSTRALIAN GOVERNMENT | 500,000.00 | 417,252.20 | |||
| AUSTRALIAN GOVERNMENT | 750,000.00 | 592,125.00 | |||
| AUSTRALIAN GOVERNMENT | 800,000.00 | 661,863.60 | |||
| AUSTRALIAN GOVERNMENT | 600,000.00 | 625,154.28 | |||
| AUSTRALIAN GOVERNMENT | 1,200,000.00 | 1,100,735.28 | |||
| AUSTRALIAN GOVERNMENT | 400,000.00 | 391,514.76 | |||
| AUSTRALIAN GOVERNMENT | 700,000.00 | 615,656.93 | |||
| AUSTRALIAN GOVERNMENT | 400,000.00 | 355,280.00 | |||
| AUSTRALIAN GOVERNMENT | 1,000,000.00 | 813,466.80 | |||
| AUSTRALIAN GOVERNMENT | 350,000.00 | 282,205.00 | |||
| AUSTRALIAN GOVERNMENT | 300,000.00 | 176,160.00 | |||
| 小計 | 銘柄数:24 | 15,110,000.00 | 13,613,941.00 | ||
| (1,288,695,655) | |||||
| 組入時価比率:1.5% | 1.6% | ||||
| ニュージーランドドル | NEW ZEALAND GOVERNMENT | 300,000.00 | 287,550.00 | ||
| NEW ZEALAND GOVERNMENT | 150,000.00 | 133,129.96 | |||
| NEW ZEALAND GOVERNMENT | 250,000.00 | 248,275.00 | |||
| NEW ZEALAND GOVERNMENT | 200,000.00 | 162,944.34 | |||
| NEW ZEALAND GOVERNMENT | 250,000.00 | 230,492.05 | |||
| NEW ZEALAND GOVERNMENT | 100,000.00 | 80,350.73 | |||
| NEW ZEALAND GOVERNMENT | 150,000.00 | 122,565.00 | |||
| NEW ZEALAND GOVERNMENT | 150,000.00 | 138,179.11 | |||
| NEW ZEALAND GOVERNMENT | 200,000.00 | 194,886.76 | |||
| NEW ZEALAND GOVERNMENT | 400,000.00 | 322,733.76 | |||
| NEW ZEALAND GOVERNMENT | 100,000.00 | 64,175.48 | |||
| NEW ZEALAND GOVERNMENT | 150,000.00 | 104,745.00 | |||
| 小計 | 銘柄数:12 | 2,400,000.00 | 2,090,027.19 | ||
| (183,734,290) | |||||
| 組入時価比率:0.2% | 0.2% | ||||
| シンガポールドル | SINGAPORE GOVERNMENT | 400,000.00 | 391,978.00 | ||
| SINGAPORE GOVERNMENT | 700,000.00 | 677,250.00 | |||
| SINGAPORE GOVERNMENT | 700,000.00 | 656,950.00 | |||
| SINGAPORE GOVERNMENT | 900,000.00 | 883,057.50 | |||
| SINGAPORE GOVERNMENT | 350,000.00 | 346,675.00 | |||
| SINGAPORE GOVERNMENT | 810,000.00 | 802,305.00 | |||
| SINGAPORE GOVERNMENT | 1,700,000.00 | 1,531,360.00 | |||
| SINGAPORE GOVERNMENT | 800,000.00 | 775,104.00 | |||
| SINGAPORE GOVERNMENT | 900,000.00 | 833,400.00 | |||
| SINGAPORE GOVERNMENT | 300,000.00 | 280,270.50 | |||
| SINGAPORE GOVERNMENT | 250,000.00 | 252,750.00 | |||
| SINGAPORE GOVERNMENT | 300,000.00 | 258,300.00 | |||
| SINGAPORE GOVERNMENT | 200,000.00 | 174,067.00 | |||
| 小計 | 銘柄数:13 | 8,310,000.00 | 7,863,467.00 | ||
| (826,371,747) | |||||
| 組入時価比率:1.0% | 1.0% | ||||
| 人民元 | CHINA GOVERNMENT BOND | 7,000,000.00 | 7,036,953.70 | ||
| CHINA GOVERNMENT BOND | 10,000,000.00 | 9,996,922.00 | |||
| CHINA GOVERNMENT BOND | 1,000,000.00 | 1,003,361.20 | |||
| CHINA GOVERNMENT BOND | 8,000,000.00 | 8,020,066.40 | |||
| CHINA GOVERNMENT BOND | 4,000,000.00 | 4,015,348.40 | |||
| CHINA GOVERNMENT BOND | 9,000,000.00 | 9,018,495.00 | |||
| CHINA GOVERNMENT BOND | 2,000,000.00 | 1,999,504.00 | |||
| CHINA GOVERNMENT BOND | 32,000,000.00 | 32,040,531.20 | |||
| CHINA GOVERNMENT BOND | 6,000,000.00 | 6,034,330.20 | |||
| CHINA GOVERNMENT BOND | 6,000,000.00 | 6,072,857.40 | |||
| CHINA GOVERNMENT BOND | 13,000,000.00 | 13,003,680.30 | |||
| CHINA GOVERNMENT BOND | 8,000,000.00 | 8,029,080.00 | |||
| CHINA GOVERNMENT BOND | 8,000,000.00 | 8,007,430.40 | |||
| CHINA GOVERNMENT BOND | 9,000,000.00 | 9,086,310.00 | |||
| CHINA GOVERNMENT BOND | 3,000,000.00 | 3,026,252.70 | |||
| CHINA GOVERNMENT BOND | 7,000,000.00 | 7,154,067.20 | |||
| CHINA GOVERNMENT BOND | 11,000,000.00 | 11,108,432.50 | |||
| CHINA GOVERNMENT BOND | 16,000,000.00 | 16,019,094.40 | |||
| CHINA GOVERNMENT BOND | 15,000,000.00 | 15,158,685.00 | |||
| CHINA GOVERNMENT BOND | 5,000,000.00 | 5,057,643.00 | |||
| CHINA GOVERNMENT BOND | 4,000,000.00 | 4,107,965.20 | |||
| CHINA GOVERNMENT BOND | 4,000,000.00 | 4,061,877.20 | |||
| CHINA GOVERNMENT BOND | 4,000,000.00 | 4,016,690.00 | |||
| CHINA GOVERNMENT BOND | 6,000,000.00 | 5,995,203.60 | |||
| CHINA GOVERNMENT BOND | 5,000,000.00 | 5,040,143.00 | |||
| CHINA GOVERNMENT BOND | 6,000,000.00 | 6,104,606.40 | |||
| CHINA GOVERNMENT BOND | 3,000,000.00 | 3,007,597.50 | |||
| CHINA GOVERNMENT BOND | 3,000,000.00 | 3,371,372.40 | |||
| CHINA GOVERNMENT BOND | 2,000,000.00 | 2,176,503.00 | |||
| CHINA GOVERNMENT BOND | 9,000,000.00 | 9,445,023.00 | |||
| CHINA GOVERNMENT BOND | 12,000,000.00 | 12,181,941.60 | |||
| 小計 | 銘柄数:31 | 238,000,000.00 | 240,397,967.90 | ||
| (4,652,253,594) | |||||
| 組入時価比率:5.5% | 5.7% | ||||
| 新シェケル | ISRAEL FIXED BOND | 1,500,000.00 | 1,428,226.05 | ||
| ISRAEL FIXED BOND | 400,000.00 | 375,207.12 | |||
| ISRAEL FIXED BOND | 900,000.00 | 846,474.66 | |||
| ISRAEL FIXED BOND | 1,100,000.00 | 1,024,717.76 | |||
| ISRAEL FIXED BOND | 1,000,000.00 | 843,313.70 | |||
| ISRAEL FIXED BOND | 300,000.00 | 226,568.22 | |||
| ISRAEL FIXED BOND | 900,000.00 | 1,094,116.41 | |||
| ISRAEL FIXED BOND | 800,000.00 | 775,761.12 | |||
| 小計 | 銘柄数:8 | 6,900,000.00 | 6,614,385.04 | ||
| (253,163,603) | |||||
| 組入時価比率:0.3% | 0.3% | ||||
| 合計 | 82,042,813,611 | ||||
| (82,042,813,611) | |||||
| (注1)外貨建有価証券については、通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。 |
| (注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。 |
| (注3)比率は左より組入時価の純資産に対する比率、及び各小計欄の合計金額に対する比率であります。 |
第2 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
| 種類 | 2023年 7月18日現在 | |||
| 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 | ||||
| 売建 | 85,026,602,901 | - | 82,948,651,615 | 2,077,951,286 |
| 米ドル | 41,490,830,900 | - | 39,865,509,180 | 1,625,321,720 |
| カナダドル | 1,751,195,390 | - | 1,690,376,030 | 60,819,360 |
| メキシコペソ | 866,000,025 | - | 853,947,450 | 12,052,575 |
| ユーロ | 28,251,306,000 | - | 28,060,254,000 | 191,052,000 |
| 英ポンド | 4,145,862,624 | - | 4,132,132,920 | 13,729,704 |
| スウェーデンクローナ | 170,538,775 | - | 173,893,910 | △3,355,135 |
| ノルウェークローネ | 154,885,520 | - | 159,762,160 | △4,876,640 |
| デンマーククローネ | 273,832,169 | - | 272,052,300 | 1,779,869 |
| ズロチ | 443,333,268 | - | 441,405,720 | 1,927,548 |
| 豪ドル | 1,305,650,004 | - | 1,294,137,620 | 11,512,384 |
| ニュージーランドドル | 187,954,935 | - | 188,487,705 | △532,770 |
| シンガポールドル | 850,675,440 | - | 839,096,800 | 11,578,640 |
| 人民元 | 4,870,853,151 | - | 4,719,844,370 | 151,008,781 |
| 新シェケル | 263,684,700 | - | 257,751,450 | 5,933,250 |
| 合計 | 85,026,602,901 | - | 82,948,651,615 | 2,077,951,286 |
| (注)時価の算定方法 |
| 1為替予約取引 |
| 1)計算日において対顧客先物相場の仲値が発表されている外貨については以下のように評価しております。 |
| ①計算日において為替予約の受渡日(以下「当該日」といいます)の対顧客先物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で評価しております。 |
| ②計算日において当該日の対顧客先物相場の仲値が発表されていない場合は、以下の方法によっております。 |
| ・計算日に当該日を超える対顧客先物相場が発表されている場合には、当該日に最も近い前後二つの対顧客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。 |
| ・計算日に当該日を超える対顧客先物相場が発表されていない場合には、当該日に最も近い発表されている対顧客先物相場の仲値を用いております。 |
| 2)計算日に対顧客先物相場の仲値が発表されていない外貨については、計算日の対顧客相場の仲値で評価しております。 |
| ※上記取引でヘッジ会計が適用されているものはございません。 |