有価証券報告書(内国投資信託受益証券)-第22期(2022/05/13-2023/05/12)
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)
取引の時価等に関する事項
該当事項はありません。
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
| [2023年 5月12日現在] | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 4,620,509,285 |
| コール・ローン | 2,797,604,938 |
| 国債証券 | 432,163,832,554 |
| 派生商品評価勘定 | 765,097 |
| 未収利息 | 3,073,913,333 |
| 前払費用 | 457,804,233 |
| 流動資産合計 | 443,114,429,440 |
| 資産合計 | 443,114,429,440 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 4,928,974 |
| 未払金 | 3,075,466,592 |
| 未払解約金 | 1,084,926,207 |
| 未払利息 | 3,311 |
| 流動負債合計 | 4,165,325,084 |
| 負債合計 | 4,165,325,084 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 187,414,503,873 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 251,534,600,483 |
| 元本等合計 | 438,949,104,356 |
| 純資産合計 | 438,949,104,356 |
| 負債純資産合計 | 443,114,429,440 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 1.有価証券の評価基準及び評価方法 | 公社債は時価で評価しております。時価評価にあたっては、価格情報会社等の提供する理論価格で評価しております。 |
| 2.デリバティブ等の評価基準及び評価方法 | 為替予約取引は原則としてわが国における対顧客先物相場の仲値で評価しております。 |
| 3.その他財務諸表作成のための基礎となる事項 | 外貨建資産等の会計処理 「投資信託財産の計算に関する規則」第60条および第61条にしたがって処理しております。 |
| (重要な会計上の見積りに関する注記) 財務諸表の作成にあたって行った会計上の見積りが翌期間の財務諸表に重要な影響を及ぼすリスクは識別していないため、注記を省略しております。 |
| (貸借対照表に関する注記) |
| [2023年 5月12日現在] | ||
| 1. | 期首 | 2022年 5月13日 |
| 期首元本額 | 130,645,783,749円 | |
| 期中追加設定元本額 | 89,496,876,451円 | |
| 期中一部解約元本額 | 32,728,156,327円 | |
| 元本の内訳※ | ||
| 三菱UFJ ライフセレクトファンド(安定型) | 288,855,047円 | |
| 三菱UFJ ライフセレクトファンド(安定成長型) | 622,195,097円 | |
| 三菱UFJ ライフセレクトファンド(成長型) | 379,189,541円 | |
| 三菱UFJ 外国債券オープン | 943,508,323円 | |
| 三菱UFJ プライムバランス(安定型)(確定拠出年金) | 2,245,206,953円 | |
| 三菱UFJ プライムバランス(安定成長型)(確定拠出年金) | 6,108,692,888円 | |
| 三菱UFJ プライムバランス(成長型)(確定拠出年金) | 4,442,752,400円 | |
| 三菱UFJ 6資産バランスファンド(2ヵ月分配型) | 546,364,581円 | |
| 三菱UFJ 6資産バランスファンド(成長型) | 96,488,467円 | |
| ファンド・マネジャー(海外債券) | 625,951,232円 | |
| eMAXIS 先進国債券インデックス | 5,748,942,871円 | |
| eMAXIS バランス(8資産均等型) | 2,330,308,055円 | |
| eMAXIS バランス(波乗り型) | 227,901,520円 | |
| 三菱UFJ プライムバランス(8資産)(確定拠出年金) | 950,166,493円 | |
| 三菱UFJ ターゲット・イヤー・ファンド2030(確定拠出年金) | 391,387,792円 | |
| 三菱UFJ ターゲット・イヤー・ファンド2040(確定拠出年金) | 201,413,304円 | |
| 三菱UFJ ターゲット・イヤー・ファンド2050(確定拠出年金) | 129,612,489円 | |
| eMAXIS Slim 先進国債券インデックス | 28,814,450,386円 | |
| 海外債券セレクション(ラップ向け) | 5,530,356,826円 | |
| eMAXIS Slim バランス(8資産均等型) | 10,187,407,813円 | |
| つみたて8資産均等バランス | 4,881,952,480円 | |
| つみたて4資産均等バランス | 1,657,706,534円 | |
| eMAXIS マイマネージャー 1970s | 3,858,584円 | |
| eMAXIS マイマネージャー 1980s | 1,996,018円 | |
| eMAXIS マイマネージャー 1990s | 430,163円 | |
| 三菱UFJ ターゲット・イヤー・ファンド2035(確定拠出年金) | 199,391,427円 | |
| 三菱UFJ ターゲット・イヤー・ファンド2045(確定拠出年金) | 127,703,170円 | |
| 三菱UFJ ターゲット・イヤー・ファンド2055(確定拠出年金) | 67,394,969円 | |
| 三菱UFJ DC年金バランス(株式15) | 625,677,891円 | |
| 三菱UFJ DC年金バランス(株式40) | 1,002,617,862円 | |
| 三菱UFJ DC年金バランス(株式65) | 1,336,382,083円 | |
| 三菱UFJ DC年金インデックス(先進国債券) | 1,685,566,185円 | |
| 三菱UFJ ターゲット・イヤー・ファンド2060(確定拠出年金) | 54,006,522円 | |
| 三菱UFJ DC年金バランス(株式25) | 157,298,781円 | |
| 三菱UFJ ターゲット・イヤー・ファンド2065(確定拠出年金) | 21,016,144円 | |
| ラップ向けインデックスf 先進国債券 | 1,875,465,345円 | |
| 三菱UFJ DC年金バランス(株式80) | 10,358,602円 | |
| ダイナミックアロケーションファンド(ラップ向け) | 5,020,170,893円 | |
| ラップ向けダイナミックアロケーションファンド | 45,046,948円 | |
| ラップ向けアクティブアロケーションファンド | 22,350,024円 | |
| アクティブアロケーションファンド(ラップ向け) | 61,692,086円 | |
| 三菱UFJ 外国債券オープン(確定拠出年金) | 3,023,028,851円 | |
| 三菱UFJ 外国債券オープン(毎月分配型) | 18,226,597,326円 | |
| ワールド・インカムオープン | 1,053,216,176円 | |
| 三菱UFJ DC海外債券インデックスファンド | 14,892,577,798円 | |
| 三菱UFJ 世界国債インデックスファンド(毎月分配型) | 431,469,643円 | |
| 三菱UFJ 世界国債インデックスファンド(年1回決算型) | 1,895,240,582円 | |
| eMAXIS バランス(4資産均等型) | 688,643,497円 | |
| eMAXIS 最適化バランス(マイゴールキーパー) | 519,245,544円 | |
| eMAXIS 最適化バランス(マイディフェンダー) | 252,402,895円 | |
| eMAXIS 最適化バランス(マイミッドフィルダー) | 287,539,625円 | |
| eMAXIS 最適化バランス(マイフォワード) | 150,296,670円 | |
| eMAXIS 最適化バランス(マイストライカー) | 58,006,403円 | |
| 三菱UFJ 外国債券ファンドVA(適格機関投資家限定) | 1,176,683,452円 | |
| 三菱UFJ ライフセレクトファンド(安定成長型)VA(適格機関投資家限定) | 8,925円 | |
| 三菱UFJ 外国債券ファンドVA2(適格機関投資家限定) | 14,307,790円 | |
| MUAM 世界債券オープン(適格機関投資家限定) | 532,787,246円 | |
| 三菱UFJ バランスファンド45VA(適格機関投資家限定) | 13,027,436円 | |
| 三菱UFJ バランスファンド40VA(適格機関投資家限定) | 1,689,603,690円 | |
| 三菱UFJ バランスファンドVA 40型(適格機関投資家限定) | 1,249,524,589円 | |
| MUAM 外国債券インデックスファンド(適格機関投資家限定) | 39,738,593,500円 | |
| 三菱UFJ バランスファンドVA 50型(適格機関投資家限定) | 509,769,954円 | |
| 三菱UFJ バランスファンド55VA(適格機関投資家限定) | 403,401円 | |
| 三菱UFJ バランスファンドVA 30型(適格機関投資家限定) | 536,373円 | |
| 三菱UFJ バランスファンド20VA(適格機関投資家限定) | 1,446,793,569円 | |
| アドバンスト・バランスⅠ(FOFs用)(適格機関投資家限定) | 64,756,271円 | |
| アドバンスト・バランスⅡ(FOFs用)(適格機関投資家限定) | 114,207,191円 | |
| MUKAM スマート・クオリティ・セレクション(適格機関投資家転売制限付) | 672,493,265円 | |
| 世界8資産バランスファンドVL(適格機関投資家限定) | 29,012,753円 | |
| MUKAM 外国債券インデックスファンド2(適格機関投資家限定) | 2,780,155,532円 | |
| MUKAM スマート・クオリティ・セレクション2(適格機関投資家限定) | 670,216,424円 | |
| 外国債券インデックスファンドV(適格機関投資家限定) | 729,262,532円 | |
| 海外債券インデックスファンドS | 1,589,361,392円 | |
| インデックス・ライフ・バランスファンド(安定型)VA | 1,696,708円 | |
| インデックス・ライフ・バランスファンド(安定成長型)VA | 2,998,291円 | |
| インデックス・ライフ・バランスファンド(成長型)VA | 675,668円 | |
| インデックス・ライフ・バランスファンド(積極型)VA | 857,987円 | |
| 三菱UFJ 外国債券インデックスファンドVA | 5,148,930円 | |
| 三菱UFJ バランスVA30D(適格機関投資家限定) | 3,704,278円 | |
| 三菱UFJ バランスVA60D(適格機関投資家限定) | 9,981,478円 | |
| 三菱UFJ バランスVA30G(適格機関投資家限定) | 5,999,800円 | |
| 三菱UFJ バランスVA60G(適格機関投資家限定) | 15,312,462円 | |
| 三菱UFJ | 1,794,102,985円 | |
| 三菱UFJ | 206,007,507円 | |
| 三菱UFJ | 566,800,741円 | |
| 三菱UFJ | 454,194,293円 | |
| 三菱UFJ | 178,017,661円 | |
| 合計 | 187,414,503,873円 | |
| 2. | 受益権の総数 | 187,414,503,873口 |
| ※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 |
| (金融商品に関する注記) |
| 1 金融商品の状況に関する事項 |
| 区分 | 自 2022年 5月13日 至 2023年 5月12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」(昭和26年法律第198号)第2条第4項に定める証券投資信託であり、有価証券等の金融商品への投資を信託約款に定める「運用の基本方針」に基づき行っております。 |
| 2.金融商品の内容及び当該金融商品に係るリスク | 当ファンドは、公社債等に投資しております。当該投資対象は、価格変動リスク、為替リスク等の市場リスク、信用リスクおよび流動性リスクに晒されております。 当ファンドは、運用の効率化を図るために、為替予約取引を利用しております。当該デリバティブ取引は、為替相場の変動による市場リスクおよび信用リスク等を有しております。 当ファンドは、外貨の決済のために為替予約取引を利用しております。当該デリバティブ取引は、為替相場の変動による市場リスクおよび信用リスク等を有しておりますが、ごく短期間で実際に外貨の受渡を伴うことから、為替相場の変動によるリスクは限定的であります。 また、デリバティブ取引の時価等に関する事項についての契約額等は、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リスクの大きさを示すものではありません。 |
| 3.金融商品に係るリスク管理体制 | ファンドのコンセプトに応じて、適切にコントロールするため、委託会社では、運用部門において、ファンドに含まれる各種投資リスクを常時把握しつつ、ファンドのコンセプトに沿ったリスクの範囲で運用を行っております。 また、運用部から独立した管理担当部署によりリスク運営状況のモニタリング等のリスク管理を行っており、この結果はリスク管理委員会等を通じて運用部門にフィードバックされます。 |
| 2 金融商品の時価等に関する事項 |
| 区分 | [2023年 5月12日現在] |
| 1.貸借対照表計上額、時価及びその差額 | 時価で計上しているためその差額はありません。 |
| 2.時価の算定方法 | (1)有価証券 |
| 売買目的有価証券は、(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 | |
| デリバティブ取引は、(デリバティブ取引に関する注記)に記載しております。 | |
| (3)上記以外の金融商品 | |
| 上記以外の金融商品(コールローン等)は、短期間で決済され、時価は帳簿価額と近似していることから、当該金融商品の帳簿価額を時価としております。 | |
| 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。 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | [2023年 5月12日現在] |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | △13,456,630,335 |
| 合計 | △13,456,630,335 |
| (注)当期間の開始日は、当該親投資信託の期首日であります。 |
(デリバティブ取引に関する注記)
取引の時価等に関する事項
| 通貨関連 |
| [2023年 5月12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 | |||||
| アメリカドル | 1,599,295,900 | ― | 1,595,743,997 | △3,551,903 | |
| カナダドル | 7,023,730 | ― | 6,982,591 | △41,139 | |
| オーストラリアドル | 5,463,240 | ― | 5,411,886 | △51,354 | |
| イギリスポンド | 25,357,380 | ― | 25,263,978 | △93,402 | |
| スウェーデンクローネ | 3,256,300 | ― | 3,256,200 | △100 | |
| デンマーククローネ | 3,945,000 | ― | 3,944,700 | △300 | |
| メキシコペソ | 5,134,210 | ― | 5,126,103 | △8,107 | |
| オフショア元 | 26,660,076 | ― | 26,635,794 | △24,282 | |
| ユーロ | 185,504,080 | ― | 185,110,790 | △393,290 | |
| 合計 | 1,861,639,916 | ― | 1,857,476,039 | △4,163,877 | |
| (注)時価の算定方法 |
| 1 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、当該対顧客先物相場の仲値で評価しております。 |
| ②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。 |
| (イ)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、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。 |
| (ロ)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 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、対顧客電信売買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。
| (1口当たり情報) |
| [2023年 5月12日現在] | |
| 1口当たり純資産額 | 2.3421円 |
| (1万口当たり純資産額) | (23,421円) |
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 |
| (単位:円) |
| 通貨 | 種 類 | 銘 柄 | 券面総額 | 評価額 | 備考 |
| アメリカドル | 国債証券 | 0.25 T-NOTE 240615 | 7,100,000.00 | 6,774,814.46 | |
| 0.25 T-NOTE 250531 | 5,000,000.00 | 4,644,726.55 | |||
| 0.25 T-NOTE 250630 | 6,650,000.00 | 6,172,680.68 | |||
| 0.25 T-NOTE 250731 | 5,800,000.00 | 5,365,113.27 | |||
| 0.25 T-NOTE 250831 | 4,200,000.00 | 3,876,714.82 | |||
| 0.25 T-NOTE 250930 | 7,600,000.00 | 7,009,664.07 | |||
| 0.25 T-NOTE 251031 | 10,300,000.00 | 9,465,740.27 | |||
| 0.375 T-NOTE 240715 | 6,200,000.00 | 5,910,464.83 | |||
| 0.375 T-NOTE 240815 | 7,200,000.00 | 6,845,765.61 | |||
| 0.375 T-NOTE 240915 | 12,000,000.00 | 11,387,109.36 | |||
| 0.375 T-NOTE 250430 | 4,670,000.00 | 4,359,426.74 | |||
| 0.375 T-NOTE 251130 | 10,150,000.00 | 9,339,189.47 | |||
| 0.375 T-NOTE 251231 | 8,500,000.00 | 7,816,845.73 | |||
| 0.375 T-NOTE 260131 | 7,700,000.00 | 7,054,373.01 | |||
| 0.375 T-NOTE 270731 | 7,150,000.00 | 6,298,842.76 | |||
| 0.375 T-NOTE 270930 | 7,300,000.00 | 6,401,615.20 | |||
| 0.5 T-NOTE 250331 | 6,500,000.00 | 6,097,685.55 | |||
| 0.5 T-NOTE 260228 | 7,900,000.00 | 7,249,021.51 | |||
| 0.5 T-NOTE 270430 | 5,280,000.00 | 4,707,553.11 | |||
| 0.5 T-NOTE 270531 | 4,280,000.00 | 3,807,444.51 | |||
| 0.5 T-NOTE 270630 | 4,700,000.00 | 4,172,259.74 | |||
| 0.5 T-NOTE 270831 | 4,950,000.00 | 4,375,045.91 | |||
| 0.5 T-NOTE 271031 | 7,900,000.00 | 6,951,845.71 | |||
| 0.625 T-NOTE 241015 | 7,400,000.00 | 7,029,421.91 | |||
| 0.625 T-NOTE 260731 | 7,930,000.00 | 7,233,801.74 | |||
| 0.625 T-NOTE 270331 | 1,800,000.00 | 1,617,011.71 | |||
| 0.625 T-NOTE 271130 | 7,550,000.00 | 6,672,017.58 | |||
| 0.625 T-NOTE 271231 | 7,630,000.00 | 6,729,004.26 | |||
| 0.625 T-NOTE 300515 | 12,090,000.00 | 10,048,395.66 | |||
| 0.625 T-NOTE 300815 | 15,160,000.00 | 12,532,464.10 | |||
| 0.75 T-NOTE 241115 | 6,700,000.00 | 6,362,906.25 | |||
| 0.75 T-NOTE 260331 | 8,100,000.00 | 7,483,957.01 | |||
| 0.75 T-NOTE 260430 | 7,000,000.00 | 6,446,972.63 | |||
| 0.75 T-NOTE 260531 | 8,200,000.00 | 7,536,312.50 | |||
| 0.75 T-NOTE 260831 | 7,600,000.00 | 6,945,687.50 | |||
| 0.75 T-NOTE 280131 | 8,850,000.00 | 7,838,126.92 | |||
| 0.875 T-NOTE 260630 | 8,300,000.00 | 7,652,210.89 | |||
| 0.875 T-NOTE 260930 | 10,000,000.00 | 9,167,968.80 | |||
| 0.875 T-NOTE 301115 | 17,730,000.00 | 14,903,242.44 | |||
| 1 T-NOTE 241215 | 8,000,000.00 | 7,613,906.24 | |||
| 1 T-NOTE 280731 | 9,150,000.00 | 8,109,544.89 | |||
| 1.125 T-BOND 400515 | 6,020,000.00 | 4,027,285.96 | |||
| 1.125 T-BOND 400815 | 7,350,000.00 | 4,873,968.75 | |||
| 1.125 T-NOTE 250115 | 6,000,000.00 | 5,711,250.00 | |||
| 1.125 T-NOTE 250228 | 4,150,000.00 | 3,943,148.43 | |||
| 1.125 T-NOTE 261031 | 7,600,000.00 | 7,013,523.42 | |||
| 1.125 T-NOTE 270228 | 2,950,000.00 | 2,708,641.59 | |||
| 1.125 T-NOTE 280229 | 8,660,000.00 | 7,798,905.11 | |||
| 1.125 T-NOTE 280831 | 8,500,000.00 | 7,570,312.50 | |||
| 1.125 T-NOTE 310215 | 14,760,000.00 | 12,616,340.55 | |||
| 1.25 T-BOND 500515 | 8,900,000.00 | 5,104,984.37 | |||
| 1.25 T-NOTE 240831 | 9,500,000.00 | 9,126,679.64 | |||
| 1.25 T-NOTE 261130 | 10,200,000.00 | 9,440,777.37 | |||
| 1.25 T-NOTE 261231 | 8,200,000.00 | 7,578,593.75 | |||
| 1.25 T-NOTE 280331 | 9,950,000.00 | 8,997,365.20 | |||
| 1.25 T-NOTE 280430 | 8,150,000.00 | 7,357,921.87 | |||
| 1.25 T-NOTE 280531 | 11,250,000.00 | 10,140,820.31 | |||
| 1.25 T-NOTE 280630 | 8,480,000.00 | 7,630,012.45 | |||
| 1.25 T-NOTE 280930 | 12,200,000.00 | 10,916,617.21 | |||
| 1.25 T-NOTE 310815 | 17,720,000.00 | 15,073,767.14 | |||
| 1.375 T-BOND 401115 | 8,100,000.00 | 5,593,271.44 | |||
| 1.375 T-BOND 500815 | 10,130,000.00 | 5,994,902.38 | |||
| 1.375 T-NOTE 250131 | 5,320,000.00 | 5,083,301.54 | |||
| 1.375 T-NOTE 260831 | 2,000,000.00 | 1,866,132.82 | |||
| 1.375 T-NOTE 281031 | 8,250,000.00 | 7,420,810.56 | |||
| 1.375 T-NOTE 281231 | 8,700,000.00 | 7,809,609.37 | |||
| 1.375 T-NOTE 311115 | 16,700,000.00 | 14,275,238.32 | |||
| 1.5 T-NOTE 240930 | 6,000,000.00 | 5,776,523.46 | |||
| 1.5 T-NOTE 241031 | 4,100,000.00 | 3,940,724.59 | |||
| 1.5 T-NOTE 241130 | 6,430,000.00 | 6,174,683.79 | |||
| 1.5 T-NOTE 250215 | 6,300,000.00 | 6,027,205.08 | |||
| 1.5 T-NOTE 260815 | 9,740,000.00 | 9,132,391.43 | |||
| 1.5 T-NOTE 270131 | 11,540,000.00 | 10,750,231.25 | |||
| 1.5 T-NOTE 281130 | 7,650,000.00 | 6,918,767.55 | |||
| 1.5 T-NOTE 300215 | 8,740,000.00 | 7,769,723.48 | |||
| 1.625 T-BOND 501115 | 10,140,000.00 | 6,413,153.92 | |||
| 1.625 T-NOTE 260215 | 9,760,000.00 | 9,247,981.22 | |||
| 1.625 T-NOTE 260515 | 7,670,000.00 | 7,245,453.53 | |||
| 1.625 T-NOTE 260930 | 2,100,000.00 | 1,974,697.26 | |||
| 1.625 T-NOTE 261031 | 3,350,000.00 | 3,146,840.82 | |||
| 1.625 T-NOTE 261130 | 3,400,000.00 | 3,190,023.44 | |||
| 1.625 T-NOTE 290815 | 6,050,000.00 | 5,466,505.87 | |||
| 1.625 T-NOTE 310515 | 15,460,000.00 | 13,633,787.50 | |||
| 1.75 T-BOND 410815 | 11,370,000.00 | 8,254,575.54 | |||
| 1.75 T-NOTE 240630 | 3,500,000.00 | 3,392,607.43 | |||
| 1.75 T-NOTE 240731 | 5,150,000.00 | 4,984,435.53 | |||
| 1.75 T-NOTE 241231 | 3,350,000.00 | 3,224,767.58 | |||
| 1.75 T-NOTE 250315 | 9,030,000.00 | 8,670,916.45 | |||
| 1.75 T-NOTE 261231 | 4,300,000.00 | 4,047,458.97 | |||
| 1.75 T-NOTE 290131 | 7,300,000.00 | 6,677,931.66 | |||
| 1.75 T-NOTE 291115 | 5,150,000.00 | 4,684,890.62 | |||
| 1.875 T-BOND 410215 | 10,800,000.00 | 8,096,203.14 | |||
| 1.875 T-BOND 510215 | 11,310,000.00 | 7,627,623.01 | |||
| 1.875 T-BOND 511115 | 10,450,000.00 | 7,011,705.03 | |||
| 1.875 T-NOTE 260630 | 3,500,000.00 | 3,327,802.73 | |||
| 1.875 T-NOTE 260731 | 2,500,000.00 | 2,374,169.92 | |||
| 1.875 T-NOTE 270228 | 7,700,000.00 | 7,265,671.87 | |||
| 1.875 T-NOTE 290228 | 8,800,000.00 | 8,102,187.45 | |||
| 1.875 T-NOTE 320215 | 17,060,000.00 | 15,149,746.42 | |||
| 2 T-BOND 411115 | 9,250,000.00 | 6,998,022.46 | |||
| 2 T-BOND 500215 | 8,090,000.00 | 5,669,320.31 | |||
| 2 T-BOND 510815 | 11,240,000.00 | 7,795,115.56 | |||
| 2 T-NOTE 240531 | 11,730,000.00 | 11,411,674.19 | |||
| 2 T-NOTE 240630 | 7,000,000.00 | 6,803,671.84 | |||
| 2 T-NOTE 250215 | 8,110,000.00 | 7,829,634.78 | |||
| 2 T-NOTE 250815 | 11,490,000.00 | 11,046,557.81 | |||
| 2 T-NOTE 261115 | 9,550,000.00 | 9,079,960.93 | |||
| 2.125 T-NOTE 240731 | 3,450,000.00 | 3,354,451.18 | |||
| 2.125 T-NOTE 240930 | 6,800,000.00 | 6,603,968.78 | |||
| 2.125 T-NOTE 241130 | 1,900,000.00 | 1,841,775.39 | |||
| 2.125 T-NOTE 250515 | 6,970,000.00 | 6,730,950.74 | |||
| 2.125 T-NOTE 260531 | 5,000,000.00 | 4,792,871.10 | |||
| 2.25 T-BOND 410515 | 8,940,000.00 | 7,112,363.69 | |||
| 2.25 T-BOND 460815 | 5,490,000.00 | 4,126,078.12 | |||
| 2.25 T-BOND 490815 | 6,330,000.00 | 4,713,624.61 | |||
| 2.25 T-BOND 520215 | 9,580,000.00 | 7,048,035.88 | |||
| 2.25 T-NOTE 241031 | 2,380,000.00 | 2,312,783.58 | |||
| 2.25 T-NOTE 241115 | 6,450,000.00 | 6,264,940.40 | |||
| 2.25 T-NOTE 241231 | 6,900,000.00 | 6,695,425.76 | |||
| 2.25 T-NOTE 251115 | 10,290,000.00 | 9,930,251.92 | |||
| 2.25 T-NOTE 260331 | 4,500,000.00 | 4,336,523.46 | |||
| 2.25 T-NOTE 270215 | 6,810,000.00 | 6,520,308.99 | |||
| 2.25 T-NOTE 270815 | 6,190,000.00 | 5,906,372.28 | |||
| 2.25 T-NOTE 271115 | 7,290,000.00 | 6,940,023.06 | |||
| 2.375 T-BOND 420215 | 7,780,000.00 | 6,261,988.25 | |||
| 2.375 T-BOND 491115 | 6,100,000.00 | 4,663,878.88 | |||
| 2.375 T-BOND 510515 | 11,720,000.00 | 8,893,007.77 | |||
| 2.375 T-NOTE 240815 | 7,590,000.00 | 7,401,287.70 | |||
| 2.375 T-NOTE 260430 | 4,500,000.00 | 4,348,740.24 | |||
| 2.375 T-NOTE 270515 | 7,070,000.00 | 6,790,514.06 | |||
| 2.375 T-NOTE 290331 | 6,200,000.00 | 5,862,753.91 | |||
| 2.375 T-NOTE 290515 | 7,480,000.00 | 7,066,992.99 | |||
| 2.5 T-BOND 450215 | 5,050,000.00 | 4,029,742.18 | |||
| 2.5 T-BOND 460215 | 4,030,000.00 | 3,192,358.21 | |||
| 2.5 T-BOND 460515 | 3,830,000.00 | 3,031,684.37 | |||
| 2.5 T-NOTE 240515 | 11,950,000.00 | 11,695,234.60 | |||
| 2.5 T-NOTE 240531 | 6,000,000.00 | 5,867,877.78 | |||
| 2.5 T-NOTE 250131 | 3,350,000.00 | 3,263,043.94 | |||
| 2.5 T-NOTE 260228 | 3,450,000.00 | 3,347,173.81 | |||
| 2.5 T-NOTE 270331 | 9,200,000.00 | 8,883,031.29 | |||
| 2.625 T-NOTE 250331 | 1,960,000.00 | 1,913,067.19 | |||
| 2.625 T-NOTE 250415 | 4,000,000.00 | 3,902,265.64 | |||
| 2.625 T-NOTE 251231 | 3,200,000.00 | 3,116,375.00 | |||
| 2.625 T-NOTE 260131 | 3,900,000.00 | 3,797,320.33 | |||
| 2.625 T-NOTE 270531 | 7,900,000.00 | 7,656,056.61 | |||
| 2.625 T-NOTE 290215 | 10,420,000.00 | 9,999,129.73 | |||
| 2.625 T-NOTE 290731 | 5,600,000.00 | 5,360,031.26 | |||
| 2.75 T-BOND 420815 | 2,120,000.00 | 1,809,867.19 | |||
| 2.75 T-BOND 421115 | 3,100,000.00 | 2,638,269.53 | |||
| 2.75 T-BOND 470815 | 5,160,000.00 | 4,263,450.00 | |||
| 2.75 T-BOND 471115 | 5,110,000.00 | 4,223,135.53 | |||
| 2.75 T-NOTE 250228 | 3,440,000.00 | 3,365,018.73 | |||
| 2.75 T-NOTE 250515 | 6,400,000.00 | 6,257,875.00 | |||
| 2.75 T-NOTE 250630 | 2,370,000.00 | 2,316,397.25 | |||
| 2.75 T-NOTE 250831 | 8,250,000.00 | 8,065,341.81 | |||
| 2.75 T-NOTE 270430 | 9,700,000.00 | 9,448,406.25 | |||
| 2.75 T-NOTE 270731 | 7,650,000.00 | 7,447,543.97 | |||
| 2.75 T-NOTE 280215 | 9,990,000.00 | 9,710,982.39 | |||
| 2.75 T-NOTE 290531 | 5,500,000.00 | 5,306,210.90 | |||
| 2.75 T-NOTE 320815 | 15,810,000.00 | 15,016,720.91 | |||
| 2.875 T-BOND 430515 | 4,880,000.00 | 4,224,821.88 | |||
| 2.875 T-BOND 450815 | 3,500,000.00 | 2,977,119.14 | |||
| 2.875 T-BOND 461115 | 2,340,000.00 | 1,984,155.47 | |||
| 2.875 T-BOND 490515 | 7,270,000.00 | 6,171,264.47 | |||
| 2.875 T-BOND 520515 | 8,920,000.00 | 7,536,703.16 | |||
| 2.875 T-NOTE 250430 | 6,000,000.00 | 5,879,531.28 | |||
| 2.875 T-NOTE 250531 | 4,230,000.00 | 4,145,730.44 | |||
| 2.875 T-NOTE 250615 | 7,800,000.00 | 7,647,199.24 | |||
| 2.875 T-NOTE 250731 | 6,100,000.00 | 5,979,906.25 | |||
| 2.875 T-NOTE 251130 | 3,800,000.00 | 3,723,703.14 | |||
| 2.875 T-NOTE 280515 | 8,990,000.00 | 8,777,541.03 | |||
| 2.875 T-NOTE 280815 | 9,110,000.00 | 8,885,808.54 | |||
| 2.875 T-NOTE 290430 | 7,000,000.00 | 6,801,894.54 | |||
| 2.875 T-NOTE 320515 | 14,680,000.00 | 14,107,996.13 | |||
| 3 T-BOND 420515 | 1,920,000.00 | 1,710,450.00 | |||
| 3 T-BOND 441115 | 3,560,000.00 | 3,107,212.50 | |||
| 3 T-BOND 450515 | 2,190,000.00 | 1,906,497.65 | |||
| 3 T-BOND 451115 | 2,300,000.00 | 1,998,753.90 | |||
| 3 T-BOND 470215 | 4,210,000.00 | 3,645,925.76 | |||
| 3 T-BOND 470515 | 3,390,000.00 | 2,934,336.33 | |||
| 3 T-BOND 480215 | 5,800,000.00 | 5,022,210.95 | |||
| 3 T-BOND 480815 | 6,770,000.00 | 5,865,305.86 | |||
| 3 T-BOND 490215 | 7,090,000.00 | 6,158,191.21 | |||
| 3 T-BOND 520815 | 8,670,000.00 | 7,518,515.62 | |||
| 3 T-NOTE 240630 | 4,100,000.00 | 4,029,931.65 | |||
| 3 T-NOTE 240731 | 6,000,000.00 | 5,895,351.54 | |||
| 3 T-NOTE 250715 | 6,700,000.00 | 6,584,058.57 | |||
| 3 T-NOTE 250930 | 5,400,000.00 | 5,306,343.75 | |||
| 3 T-NOTE 251031 | 3,300,000.00 | 3,242,894.52 | |||
| 3.125 T-BOND 411115 | 1,990,000.00 | 1,816,924.40 | |||
| 3.125 T-BOND 420215 | 2,200,000.00 | 2,003,632.81 | |||
| 3.125 T-BOND 430215 | 2,850,000.00 | 2,571,345.69 | |||
| 3.125 T-BOND 440815 | 4,130,000.00 | 3,688,767.56 | |||
| 3.125 T-BOND 480515 | 6,010,000.00 | 5,325,188.68 | |||
| 3.125 T-NOTE 250815 | 5,000,000.00 | 4,927,734.40 | |||
| 3.125 T-NOTE 270831 | 7,300,000.00 | 7,214,453.12 | |||
| 3.125 T-NOTE 281115 | 8,280,000.00 | 8,164,856.25 | |||
| 3.125 T-NOTE 290831 | 5,900,000.00 | 5,809,425.79 | |||
| 3.25 T-BOND 420515 | 6,580,000.00 | 6,082,901.52 | |||
| 3.25 T-NOTE 240831 | 7,400,000.00 | 7,293,769.52 | |||
| 3.25 T-NOTE 270630 | 6,300,000.00 | 6,254,349.62 | |||
| 3.25 T-NOTE 290630 | 6,700,000.00 | 6,643,730.45 | |||
| 3.375 T-BOND 420815 | 6,300,000.00 | 5,923,476.59 | |||
| 3.375 T-BOND 440515 | 3,160,000.00 | 2,943,120.32 | |||
| 3.375 T-BOND 481115 | 6,620,000.00 | 6,146,773.40 | |||
| 3.5 T-BOND 390215 | 760,000.00 | 755,146.09 | |||
| 3.5 T-NOTE 250915 | 5,100,000.00 | 5,070,914.08 | |||
| 3.5 T-NOTE 280131 | 8,300,000.00 | 8,343,445.35 | |||
| 3.5 T-NOTE 300131 | 5,100,000.00 | 5,135,660.16 | |||
| 3.5 T-NOTE 330215 | 15,100,000.00 | 15,233,304.60 | |||
| 3.625 T-BOND 430815 | 3,500,000.00 | 3,405,527.32 | |||
| 3.625 T-BOND 440215 | 3,770,000.00 | 3,652,334.75 | |||
| 3.625 T-BOND 530215 | 8,690,000.00 | 8,512,126.54 | |||
| 3.625 T-NOTE 280331 | 4,500,000.00 | 4,552,382.79 | |||
| 3.625 T-NOTE 300331 | 6,500,000.00 | 6,603,593.75 | |||
| 3.75 T-BOND 410815 | 2,060,000.00 | 2,059,114.83 | |||
| 3.75 T-BOND 431115 | 3,450,000.00 | 3,415,904.28 | |||
| 3.75 T-NOTE 260415 | 7,000,000.00 | 7,030,625.00 | |||
| 3.875 T-BOND 400815 | 1,870,000.00 | 1,922,447.65 | |||
| 3.875 T-BOND 430215 | 4,290,000.00 | 4,325,861.73 | |||
| 3.875 T-NOTE 250331 | 5,000,000.00 | 4,990,722.65 | |||
| 3.875 T-NOTE 260115 | 6,700,000.00 | 6,735,201.19 | |||
| 3.875 T-NOTE 271130 | 6,900,000.00 | 7,042,177.74 | |||
| 3.875 T-NOTE 271231 | 7,000,000.00 | 7,144,921.84 | |||
| 3.875 T-NOTE 290930 | 5,100,000.00 | 5,238,257.83 | |||
| 3.875 T-NOTE 291130 | 5,100,000.00 | 5,243,636.70 | |||
| 3.875 T-NOTE 291231 | 5,700,000.00 | 5,864,765.62 | |||
| 4 T-BOND 421115 | 6,370,000.00 | 6,548,160.91 | |||
| 4 T-BOND 521115 | 8,950,000.00 | 9,387,710.92 | |||
| 4 T-NOTE 251215 | 5,700,000.00 | 5,745,533.19 | |||
| 4 T-NOTE 260215 | 8,000,000.00 | 8,075,312.48 | |||
| 4 T-NOTE 280229 | 6,000,000.00 | 6,170,156.28 | |||
| 4 T-NOTE 291031 | 5,500,000.00 | 5,692,070.34 | |||
| 4 T-NOTE 300228 | 5,000,000.00 | 5,187,109.40 | |||
| 4.125 T-NOTE 250131 | 5,000,000.00 | 5,002,636.70 | |||
| 4.125 T-NOTE 270930 | 5,900,000.00 | 6,068,242.15 | |||
| 4.125 T-NOTE 271031 | 6,500,000.00 | 6,690,048.82 | |||
| 4.125 T-NOTE 321115 | 14,300,000.00 | 15,142,359.35 | |||
| 4.25 T-BOND 390515 | 1,770,000.00 | 1,917,753.50 | |||
| 4.25 T-BOND 401115 | 2,180,000.00 | 2,346,991.40 | |||
| 4.25 T-NOTE 240930 | 2,200,000.00 | 2,197,851.56 | |||
| 4.25 T-NOTE 241231 | 5,200,000.00 | 5,207,312.50 | |||
| 4.25 T-NOTE 251015 | 6,000,000.00 | 6,069,257.82 | |||
| 4.375 T-BOND 380215 | 1,000,000.00 | 1,100,722.65 | |||
| 4.375 T-BOND 391115 | 1,930,000.00 | 2,115,385.55 | |||
| 4.375 T-BOND 400515 | 2,080,000.00 | 2,278,168.75 | |||
| 4.375 T-BOND 410515 | 1,760,000.00 | 1,918,812.50 | |||
| 4.375 T-NOTE 241031 | 4,000,000.00 | 4,006,328.12 | |||
| 4.5 T-BOND 360215 | 1,160,000.00 | 1,298,044.53 | |||
| 4.5 T-BOND 380515 | 1,530,000.00 | 1,704,874.22 | |||
| 4.5 T-BOND 390815 | 1,880,000.00 | 2,095,832.81 | |||
| 4.5 T-NOTE 241130 | 9,000,000.00 | 9,038,671.92 | |||
| 4.5 T-NOTE 251115 | 8,700,000.00 | 8,861,085.89 | |||
| 4.625 T-BOND 400215 | 2,100,000.00 | 2,371,605.46 | |||
| 4.625 T-NOTE 250228 | 8,000,000.00 | 8,083,281.28 | |||
| 4.625 T-NOTE 260315 | 6,000,000.00 | 6,166,640.64 | |||
| 4.75 T-BOND 410215 | 2,010,000.00 | 2,297,131.62 | |||
| 5 T-BOND 370515 | 1,020,000.00 | 1,195,850.38 | |||
| 5.25 T-BOND 281115 | 2,690,000.00 | 2,937,143.75 | |||
| 5.375 T-BOND 310215 | 2,300,000.00 | 2,619,933.58 | |||
| 6 T-BOND 260215 | 1,200,000.00 | 1,274,765.62 | |||
| 6.125 T-BOND 271115 | 1,160,000.00 | 1,292,085.93 | |||
| 6.25 T-BOND 300515 | 1,150,000.00 | 1,356,124.02 | |||
| アメリカドル合計 | 1,725,740,000.00 | 1,585,778,821.18 | |||
| (213,493,402,695) | |||||
| カナダドル | 国債証券 | 0.25 CAN GOVT 260301 | 2,200,000.00 | 2,020,046.60 | |
| 0.5 CAN GOVT 250901 | 2,900,000.00 | 2,707,184.80 | |||
| 0.5 CAN GOVT 301201 | 5,800,000.00 | 4,897,850.60 | |||
| 0.75 CAN GOVT 241001 | 3,500,000.00 | 3,351,922.00 | |||
| 1 CAN GOVT 270601 | 1,930,000.00 | 1,789,111.93 | |||
| 1.25 CAN GOVT 250301 | 2,100,000.00 | 2,012,148.60 | |||
| 1.25 CAN GOVT 270301 | 2,500,000.00 | 2,337,867.50 | |||
| 1.25 CAN GOVT 300601 | 3,510,000.00 | 3,165,037.20 | |||
| 1.5 CAN GOVT 240901 | 2,000,000.00 | 1,937,766.00 | |||
| 1.5 CAN GOVT 250401 | 1,000,000.00 | 960,478.00 | |||
| 1.5 CAN GOVT 260601 | 4,070,000.00 | 3,872,238.70 | |||
| 1.5 CAN GOVT 310601 | 5,900,000.00 | 5,347,624.30 | |||
| 1.5 CAN GOVT 311201 | 4,270,000.00 | 3,849,545.91 | |||
| 1.75 CAN GOVT 531201 | 4,500,000.00 | 3,395,839.50 | |||
| 2 CAN GOVT 280601 | 670,000.00 | 644,460.94 | |||
| 2 CAN GOVT 320601 | 3,750,000.00 | 3,506,910.00 | |||
| 2 CAN GOVT 511201 | 6,060,000.00 | 4,902,812.70 | |||
| 2.25 CAN GOVT 250601 | 4,360,000.00 | 4,248,235.76 | |||
| 2.25 CAN GOVT 290601 | 2,210,000.00 | 2,147,187.38 | |||
| 2.25 CAN GOVT 291201 | 1,000,000.00 | 969,752.00 | |||
| 2.5 CAN GOVT 240601 | 4,000,000.00 | 3,933,080.00 | |||
| 2.5 CAN GOVT 321201 | 2,800,000.00 | 2,723,901.60 | |||
| 2.75 CAN GOVT 270901 | 2,000,000.00 | 1,979,558.00 | |||
| 2.75 CAN GOVT 330601 | 2,300,000.00 | 2,283,396.30 | |||
| 2.75 CAN GOVT 481201 | 1,680,000.00 | 1,603,457.52 | |||
| 2.75 CAN GOVT 551201 | 450,000.00 | 425,129.40 | |||
| 2.75 CANADA GOVER 641201 | 1,250,000.00 | 1,177,291.25 | |||
| 3 CAN GOVT 251001 | 3,000,000.00 | 2,965,524.00 | |||
| 3.5 CAN GOVT 280301 | 2,000,000.00 | 2,049,830.00 | |||
| 3.5 CAN GOVT 451201 | 1,650,000.00 | 1,775,708.55 | |||
| 3.75 CAN GOVT 250501 | 3,500,000.00 | 3,507,021.00 | |||
| 4 CAN GOVT 410601 | 1,200,000.00 | 1,359,865.20 | |||
| 5 CAN GOVT 370601 | 830,000.00 | 1,020,911.62 | |||
| 5.75 CAN GOVT 290601 | 950,000.00 | 1,105,163.50 | |||
| 5.75 CAN GOVT 330601 | 1,430,000.00 | 1,791,044.97 | |||
| カナダドル合計 | 93,270,000.00 | 87,764,903.33 | |||
| (8,758,059,703) | |||||
| オーストラリアドル | 国債証券 | 0.25 AUST GOVT 251121 | 5,450,000.00 | 5,079,439.51 | |
| 0.5 AUST GOVT 260921 | 4,100,000.00 | 3,766,572.17 | |||
| 1 AUST GOVT 301221 | 3,010,000.00 | 2,548,777.30 | |||
| 1 AUST GOVT 311121 | 4,250,000.00 | 3,515,027.22 | |||
| 1.25 AUST GOVT 320521 | 4,530,000.00 | 3,788,006.56 | |||
| 1.5 AUST GOVT 310621 | 4,740,000.00 | 4,130,991.08 | |||
| 1.75 AUST GOVT 321121 | 3,980,000.00 | 3,453,840.84 | |||
| 1.75 AUST GOVT 510621 | 3,070,000.00 | 1,929,987.15 | |||
| 2.25 AUST GOVT 280521 | 1,900,000.00 | 1,824,332.02 | |||
| 2.5 AUST GOVT 300521 | 3,940,000.00 | 3,756,410.85 | |||
| 2.75 AUST GOVT 271121 | 2,490,000.00 | 2,454,005.80 | |||
| 2.75 AUST GOVT 281121 | 1,940,000.00 | 1,902,370.30 | |||
| 2.75 AUST GOVT 291121 | 2,980,000.00 | 2,900,086.88 | |||
| 2.75 AUST GOVT 350621 | 1,520,000.00 | 1,405,548.75 | |||
| 2.75 AUST GOVT 410521 | 1,370,000.00 | 1,173,368.03 | |||
| 3 AUST GOVT 331121 | 4,100,000.00 | 3,951,306.53 | |||
| 3 AUST GOVT 470321 | 2,020,000.00 | 1,728,887.67 | |||
| 3.25 AUST GOVT 250421 | 5,460,000.00 | 5,465,745.55 | |||
| 3.25 AUST GOVT 290421 | 2,660,000.00 | 2,671,825.29 | |||
| 3.25 AUST GOVT 390621 | 2,130,000.00 | 1,997,288.24 | |||
| 3.5 AUST GOVT 341221 | 2,300,000.00 | 2,306,356.97 | |||
| 3.75 AUST GOVT 340521 | 1,700,000.00 | 1,749,451.30 | |||
| 3.75 AUST GOVT 370421 | 2,150,000.00 | 2,172,519.10 | |||
| 4.25 AUST GOVT 260421 | 2,490,000.00 | 2,572,333.59 | |||
| 4.5 AUST GOVT 330421 | 3,100,000.00 | 3,389,202.10 | |||
| 4.75 AUST GOVT 270421 | 3,050,000.00 | 3,237,656.13 | |||
| オーストラリアドル合計 | 80,430,000.00 | 74,871,336.93 | |||
| (6,755,640,731) | |||||
| イギリスポンド | 国債証券 | 0.125 GILT 260130 | 2,600,000.00 | 2,366,052.00 | |
| 0.125 GILT 280131 | 2,300,000.00 | 1,956,978.00 | |||
| 0.25 GILT 250131 | 4,100,000.00 | 3,838,297.00 | |||
| 0.25 GILT 310731 | 4,460,000.00 | 3,402,043.40 | |||
| 0.375 GILT 261022 | 3,750,000.00 | 3,345,000.00 | |||
| 0.375 GILT 301022 | 2,390,000.00 | 1,895,166.75 | |||
| 0.5 GILT 290131 | 4,900,000.00 | 4,104,534.00 | |||
| 0.5 GILT 611022 | 2,550,000.00 | 844,757.62 | |||
| 0.625 GILT 250607 | 2,880,000.00 | 2,703,046.46 | |||
| 0.625 GILT 350731 | 4,030,000.00 | 2,772,849.56 | |||
| 0.625 GILT 501022 | 1,590,000.00 | 689,688.57 | |||
| 0.875 GILT 291022 | 2,320,000.00 | 1,967,397.12 | |||
| 0.875 GILT 330731 | 2,350,000.00 | 1,785,154.00 | |||
| 0.875 GILT 460131 | 2,420,000.00 | 1,267,184.60 | |||
| 1 GILT 320131 | 5,100,000.00 | 4,099,890.00 | |||
| 1.125 GILT 390131 | 3,550,000.00 | 2,356,029.92 | |||
| 1.125 GILT 731022 | 1,500,000.00 | 613,633.20 | |||
| 1.25 GILT 270722 | 2,100,000.00 | 1,910,538.00 | |||
| 1.25 GILT 411022 | 3,750,000.00 | 2,386,621.80 | |||
| 1.25 GILT 510731 | 3,480,000.00 | 1,835,031.84 | |||
| 1.5 GILT 260722 | 2,490,000.00 | 2,328,223.55 | |||
| 1.5 GILT 470722 | 3,160,000.00 | 1,893,536.46 | |||
| 1.5 GILT 530731 | 1,250,000.00 | 691,900.00 | |||
| 1.625 GILT 281022 | 1,790,000.00 | 1,621,295.36 | |||
| 1.625 GILT 541022 | 2,060,000.00 | 1,171,233.60 | |||
| 1.625 GILT 711022 | 2,530,000.00 | 1,307,908.80 | |||
| 1.75 GILT 370907 | 3,340,000.00 | 2,540,664.52 | |||
| 1.75 GILT 490122 | 1,780,000.00 | 1,115,554.48 | |||
| 1.75 GILT 570722 | 2,830,000.00 | 1,647,626.00 | |||
| 2 GILT 250907 | 2,100,000.00 | 2,015,229.23 | |||
| 2.5 GILT 650722 | 2,480,000.00 | 1,747,060.80 | |||
| 3.25 GILT 330131 | 2,100,000.00 | 2,023,140.00 | |||
| 3.25 GILT 440122 | 3,060,000.00 | 2,684,684.88 | |||
| 3.5 GILT 251022 | 2,500,000.00 | 2,464,401.35 | |||
| 3.5 GILT 450122 | 3,190,000.00 | 2,893,480.56 | |||
| 3.5 GILT 680722 | 2,250,000.00 | 2,038,167.00 | |||
| 3.75 GILT 380129 | 1,250,000.00 | 1,215,737.50 | |||
| 3.75 GILT 520722 | 1,810,000.00 | 1,698,480.10 | |||
| 3.75 GILT 531022 | 2,150,000.00 | 2,009,175.00 | |||
| 4 GILT 600122 | 1,980,000.00 | 1,975,376.70 | |||
| 4.125 GILT 270129 | 3,300,000.00 | 3,325,674.00 | |||
| 4.25 GILT 271207 | 2,450,000.00 | 2,514,753.01 | |||
| 4.25 GILT 320607 | 2,770,000.00 | 2,907,588.67 | |||
| 4.25 GILT 360307 | 2,410,000.00 | 2,509,521.43 | |||
| 4.25 GILT 390907 | 2,320,000.00 | 2,376,538.40 | |||
| 4.25 GILT 401207 | 2,120,000.00 | 2,169,295.93 | |||
| 4.25 GILT 461207 | 2,680,000.00 | 2,718,768.88 | |||
| 4.25 GILT 491207 | 2,340,000.00 | 2,380,337.85 | |||
| 4.25 GILT 551207 | 2,770,000.00 | 2,853,986.40 | |||
| 4.5 GILT 340907 | 1,990,000.00 | 2,123,084.83 | |||
| 4.5 GILT 421207 | 2,790,000.00 | 2,945,659.68 | |||
| 4.75 GILT 301207 | 3,650,000.00 | 3,934,705.84 | |||
| 4.75 GILT 381207 | 2,310,000.00 | 2,516,278.38 | |||
| 5 GILT 250307 | 2,490,000.00 | 2,532,379.80 | |||
| 6 GILT 281207 | 1,890,000.00 | 2,118,217.50 | |||
| イギリスポンド合計 | 146,500,000.00 | 123,149,560.33 | |||
| (20,750,700,915) | |||||
| シンガポールドル | 国債証券 | 1.25 SINGAPORGOVT 261101 | 700,000.00 | 662,550.00 | |
| 1.625 SINGAPORGOV 310701 | 1,050,000.00 | 967,050.00 | |||
| 1.875 SINGAPORGOV 500301 | 700,000.00 | 642,950.00 | |||
| 1.875 SINGAPORGOV 511001 | 950,000.00 | 884,592.50 | |||
| 2.125 SINGAPORGOV 260601 | 1,530,000.00 | 1,494,045.00 | |||
| 2.25 SINGAPORGOVT 360801 | 1,300,000.00 | 1,245,660.00 | |||
| 2.375 SINGAPORGOV 250601 | 1,560,000.00 | 1,537,785.60 | |||
| 2.375 SINGAPORGOV 390701 | 380,000.00 | 370,625.40 | |||
| 2.625 SINGAPORGOV 280501 | 800,000.00 | 797,776.00 | |||
| 2.625 SINGAPORGOV 320801 | 700,000.00 | 693,605.50 | |||
| 2.75 SINGAPORGOVT 420401 | 980,000.00 | 1,026,888.10 | |||
| 2.75 SINGAPORGOVT 460301 | 1,140,000.00 | 1,208,400.00 | |||
| 2.875 SINGAPORGOV 270901 | 1,000,000.00 | 1,006,000.00 | |||
| 2.875 SINGAPORGOV 290701 | 920,000.00 | 930,580.00 | |||
| 2.875SINGAPORGOVT 300901 | 1,340,000.00 | 1,354,740.00 | |||
| 3 SINGAPORGOVT 240901 | 1,500,000.00 | 1,492,950.00 | |||
| 3 SINGAPORGOVT 720801 | 560,000.00 | 690,760.00 | |||
| 3.375 SINGAPORGOV 330901 | 780,000.00 | 825,786.00 | |||
| 3.5 SINGAPORGOVT 270301 | 1,000,000.00 | 1,025,900.00 | |||
| シンガポールドル合計 | 18,890,000.00 | 18,858,644.10 | |||
| (1,906,986,091) | |||||
| マレーシアリンギット | 国債証券 | 2.632 MALAYSIAGOV 310415 | 2,800,000.00 | 2,587,450.34 | |
| 3.478 MALAYSIAGOV 240614 | 1,300,000.00 | 1,305,856.63 | |||
| 3.502MALAYSIAGOVT 270531 | 3,000,000.00 | 2,995,187.03 | |||
| 3.582 MALAYSIAGOV 320715 | 2,100,000.00 | 2,080,779.12 | |||
| 3.733 MALAYSIAGO 280615 | 2,800,000.00 | 2,827,861.96 | |||
| 3.757 MALAYSIAGOV 400522 | 3,630,000.00 | 3,540,019.84 | |||
| 3.828 MALAYSIAGOV 340705 | 2,300,000.00 | 2,302,758.39 | |||
| 3.844 MALAYSIAGOV 330415 | 2,400,000.00 | 2,408,407.92 | |||
| 3.882 MALAYSIAGOV 250314 | 2,410,000.00 | 2,439,788.56 | |||
| 3.885 MALAYSIAGOV 290815 | 3,600,000.00 | 3,641,572.08 | |||
| 3.892 MALAYSIAGOV 270315 | 5,100,000.00 | 5,170,316.76 | |||
| 3.899 MALAYSIAGOV 271116 | 5,640,000.00 | 5,737,737.25 | |||
| 3.9 MALAYSIAGOVT 261130 | 1,100,000.00 | 1,116,691.40 | |||
| 3.906 MALAYSIAGOV 260715 | 1,400,000.00 | 1,422,793.54 | |||
| 3.955 MALAYSIAGOV 250915 | 4,270,000.00 | 4,334,939.86 | |||
| 4.059 MALAYSIAGOV 240930 | 2,000,000.00 | 2,022,926.20 | |||
| 4.065 MALAYSIAGOV 500615 | 5,250,000.00 | 5,189,400.96 | |||
| 4.181 MALAYSIAGOV 240715 | 2,500,000.00 | 2,527,980.50 | |||
| 4.232MALAYSIAGOVT 310630 | 2,550,000.00 | 2,637,144.46 | |||
| 4.254 MALAYSIAGOV 350531 | 2,150,000.00 | 2,213,007.90 | |||
| 4.392 MALAYSIAGOV 260415 | 900,000.00 | 925,950.06 | |||
| 4.457 MALAYSIAGOV 530331 | 600,000.00 | 631,887.60 | |||
| 4.498 MALAYSIAGOV 300415 | 2,240,000.00 | 2,356,669.95 | |||
| 4.504 MALAYSIAGOV 290430 | 1,500,000.00 | 1,567,015.20 | |||
| 4.642 MALAYSIAGOV 331107 | 1,200,000.00 | 1,292,560.44 | |||
| 4.696 MALAYSIAGOV 421015 | 1,900,000.00 | 2,097,767.58 | |||
| 4.736 MALAYSIAGOV 460315 | 1,650,000.00 | 1,806,323.80 | |||
| 4.762 MALAYSIAGOV 370407 | 4,440,000.00 | 4,814,681.38 | |||
| 4.893 MALAYSIAGOV 380608 | 2,750,000.00 | 3,065,621.62 | |||
| 4.921 MALAYSIAGOV 480706 | 2,020,000.00 | 2,327,690.44 | |||
| 4.935 MALAYSIAGOV 430930 | 1,000,000.00 | 1,118,444.60 | |||
| マレーシアリンギット合計 | 78,500,000.00 | 80,507,233.37 | |||
| (2,420,297,007) | |||||
| ニュージーランドドル | 国債証券 | 0.25 NZ GOVT 280515 | 2,000,000.00 | 1,659,007.70 | |
| 1.75 NZ GOVT 410515 | 600,000.00 | 400,557.48 | |||
| 2 NZ GOVT 320515 | 2,300,000.00 | 1,939,169.34 | |||
| 2.75 NZ GOVT 250415 | 2,000,000.00 | 1,931,295.04 | |||
| 2.75 NZ GOVT 370415 | 1,450,000.00 | 1,210,271.68 | |||
| 2.75 NZ GOVT 510515 | 680,000.00 | 503,031.31 | |||
| 3 NZ GOVT 290420 | 1,700,000.00 | 1,604,927.87 | |||
| 3.5 NZ GOVT 330414 | 800,000.00 | 760,234.72 | |||
| 4.5 NZ GOVT 270415 | 1,800,000.00 | 1,825,616.70 | |||
| ニュージーランドドル合計 | 13,330,000.00 | 11,834,111.84 | |||
| (1,003,059,319) | |||||
| スウェーデンクローネ | 国債証券 | 0.125 SWD GOVT 310512 | 9,450,000.00 | 8,034,966.45 | |
| 0.75 SWD GOVT 280512 | 8,000,000.00 | 7,421,679.35 | |||
| 0.75 SWD GOVT 291112 | 12,200,000.00 | 11,123,223.12 | |||
| 1 SWD GOVT 261112 | 11,960,000.00 | 11,371,420.29 | |||
| 1.75 SWD GOVT 331111 | 3,500,000.00 | 3,362,894.53 | |||
| 2.25 SWD GOVT 320601 | 6,750,000.00 | 6,764,509.12 | |||
| 2.5 SWD GOVT 250512 | 8,840,000.00 | 8,785,945.42 | |||
| 3.5 SWD GOVT 390330 | 6,470,000.00 | 7,460,880.50 | |||
| スウェーデンクローネ合計 | 67,170,000.00 | 64,325,518.78 | |||
| (838,161,509) | |||||
| ノルウェークローネ | 国債証券 | 1.25 NORWE GOVT 310917 | 4,700,000.00 | 4,049,031.20 | |
| 1.375 NORWE GOVT 300819 | 8,770,000.00 | 7,773,036.04 | |||
| 1.5 NORWE GOVT 260219 | 6,040,000.00 | 5,760,317.80 | |||
| 1.75 NORWE GOVT 250313 | 10,200,000.00 | 9,894,838.44 | |||
| 1.75 NORWE GOVT 270217 | 5,120,000.00 | 4,868,459.52 | |||
| 1.75 NORWE GOVT 290906 | 4,600,000.00 | 4,245,487.20 | |||
| 2 NORWE GOVT 280426 | 6,900,000.00 | 6,541,310.40 | |||
| 2.125 NORWE GOVT 320518 | 5,500,000.00 | 5,057,470.00 | |||
| 3 NORWE GOVT 330815 | 4,500,000.00 | 4,441,241.70 | |||
| ノルウェークローネ合計 | 56,330,000.00 | 52,631,192.30 | |||
| (664,205,646) | |||||
| デンマーククローネ | 国債証券 | 0 DMK GOVT 241115 | 4,800,000.00 | 4,603,440.00 | |
| 0 DMK GOVT 311115 | 14,550,000.00 | 11,873,051.56 | |||
| 0.25 DMK GOVT 521115 | 8,900,000.00 | 4,713,155.20 | |||
| 0.5 DMK GOVT 271115 | 10,200,000.00 | 9,388,233.00 | |||
| 0.5 DMK GOVT 291115 | 10,550,000.00 | 9,360,540.25 | |||
| 1.75 DMK GOVT 251115 | 7,490,000.00 | 7,336,724.64 | |||
| 4.5 DMK GOVT 391115 | 15,650,000.00 | 19,536,411.45 | |||
| デンマーククローネ合計 | 72,140,000.00 | 66,811,556.10 | |||
| (1,318,192,001) | |||||
| メキシコペソ | 国債証券 | 10 MEXICAN BONOS 241205 | 58,650,000.00 | 58,093,227.92 | |
| 10 MEXICAN BONOS 361120 | 12,350,000.00 | 13,566,475.00 | |||
| 5 MEXICAN BONOS 250306 | 49,000,000.00 | 44,787,960.00 | |||
| 5.5 MEXICAN BONOS 270304 | 34,000,000.00 | 30,188,600.00 | |||
| 5.75 MEXICAN BONO 260305 | 65,500,000.00 | 59,562,624.12 | |||
| 7.5 MEXICAN BONOS 270603 | 48,750,000.00 | 46,332,000.00 | |||
| 7.5 MEXICAN BONOS 330526 | 10,000,000.00 | 9,167,450.00 | |||
| 7.75 MEXICAN BONO 310529 | 68,050,000.00 | 64,052,062.50 | |||
| 7.75 MEXICAN BONO 341123 | 13,400,000.00 | 12,423,140.00 | |||
| 7.75 MEXICAN BONO 421113 | 35,190,000.00 | 31,065,732.00 | |||
| 8 MEXICAN BONOS 240905 | 12,000,000.00 | 11,592,971.76 | |||
| 8 MEXICAN BONOS 471107 | 39,100,000.00 | 35,273,283.00 | |||
| 8 MEXICAN BONOS 530731 | 20,500,000.00 | 18,355,085.00 | |||
| 8.5 MEXICAN BONOS 290531 | 39,150,000.00 | 38,674,327.50 | |||
| 8.5 MEXICAN BONOS 381118 | 39,700,000.00 | 38,183,460.00 | |||
| メキシコペソ合計 | 545,340,000.00 | 511,318,398.80 | |||
| (3,918,232,890) | |||||
| イスラエルシェケル | 国債証券 | 0.5 ISRAEL FIXED 250430 | 6,500,000.00 | 6,082,050.00 | |
| 1 ISRAEL FIXED BO 300331 | 3,370,000.00 | 2,859,445.00 | |||
| 1.3 ISRAEL FIXED 320430 | 1,300,000.00 | 1,078,285.00 | |||
| 1.5 ISRAEL FIXED 370531 | 4,900,000.00 | 3,771,040.00 | |||
| 2.25 ISRAEL FIXED 280928 | 3,080,000.00 | 2,943,556.00 | |||
| 2.8 ISRAEL FIXED 521129 | 800,000.00 | 636,800.00 | |||
| 3.75 ISRAEL FIXED 470331 | 3,790,000.00 | 3,672,320.50 | |||
| 5.5 ISRAEL FIXED 420131 | 3,130,000.00 | 3,850,995.50 | |||
| 6.25 ISRAEL FIXED 261030 | 5,000,000.00 | 5,574,500.00 | |||
| イスラエルシェケル合計 | 31,870,000.00 | 30,468,992.00 | |||
| (1,125,216,827) | |||||
| ポーランドズロチ | 国債証券 | 0.25 POLAND 261025 | 3,000,000.00 | 2,500,290.00 | |
| 0.75 POLAND 250425 | 3,500,000.00 | 3,190,600.00 | |||
| 1.25 POLAND 301025 | 5,890,000.00 | 4,346,348.80 | |||
| 1.75 POLAND 320425 | 7,600,000.00 | 5,552,940.00 | |||
| 2.25 POLAND 241025 | 4,000,000.00 | 3,816,900.00 | |||
| 2.5 POLAND 260725 | 7,840,000.00 | 7,119,268.80 | |||
| 2.5 POLAND 270725 | 6,110,000.00 | 5,394,824.50 | |||
| 2.75 POLAND 280425 | 5,760,000.00 | 5,047,488.00 | |||
| 2.75 POLAND 291025 | 7,900,000.00 | 6,684,743.00 | |||
| 3.25 POLAND 250725 | 8,700,000.00 | 8,268,219.00 | |||
| 3.75 POLAND 270525 | 4,000,000.00 | 3,721,600.00 | |||
| 5.75 POLAND 290425 | 1,450,000.00 | 1,457,395.00 | |||
| 7.5 POLAND 280725 | 3,500,000.00 | 3,763,754.75 | |||
| ポーランドズロチ合計 | 69,250,000.00 | 60,864,371.85 | |||
| (1,970,642,286) | |||||
| 中国元 | 国債証券 | 1.99 CHINA GOVT 240915 | 14,000,000.00 | 13,950,161.12 | |
| 1.99 CHINA GOVT 250409 | 20,000,000.00 | 19,866,593.80 | |||
| 2.18 CHINA GOVT 240625 | 26,000,000.00 | 25,992,937.88 | |||
| 2.18 CHINA GOVT 250825 | 16,000,000.00 | 15,923,289.60 | |||
| 2.24 CHINA GOVT 250525 | 9,000,000.00 | 8,979,784.83 | |||
| 2.26 CHINA GOVT 250224 | 14,000,000.00 | 13,985,313.16 | |||
| 2.28 CHINA GOVT 251125 | 22,000,000.00 | 21,946,186.68 | |||
| 2.29 CHINA GOVT 241225 | 33,000,000.00 | 33,014,826.90 | |||
| 2.35 CHINA GOVT 250315 | 12,000,000.00 | 12,010,218.00 | |||
| 2.37 CHINA GOVT 270120 | 21,000,000.00 | 20,887,009.08 | |||
| 2.44 CHINA GOVT 271015 | 15,000,000.00 | 14,924,957.85 | |||
| 2.46 CHINA GOVT 260215 | 20,000,000.00 | 20,033,076.00 | |||
| 2.47 CHINA GOVT 240902 | 16,000,000.00 | 16,047,028.80 | |||
| 2.48 CHINA GOVT 270415 | 13,000,000.00 | 12,974,079.82 | |||
| 2.5 CHINA GOVT 270725 | 17,000,000.00 | 16,962,381.55 | |||
| 2.6 CHINA GOVT 320901 | 17,000,000.00 | 16,753,601.15 | |||
| 2.62 CHINA GOVT 280415 | 8,000,000.00 | 8,016,990.40 | |||
| 2.62 CHINA GOVT 290925 | 14,000,000.00 | 13,922,353.06 | |||
| 2.64 CHINA GOVT 280115 | 19,000,000.00 | 19,052,432.40 | |||
| 2.68 CHINA GOVT 300521 | 27,000,000.00 | 26,907,834.15 | |||
| 2.69 CHINA GOVT 260812 | 24,000,000.00 | 24,163,408.80 | |||
| 2.69 CHINA GOVT 320815 | 17,000,000.00 | 16,879,060.81 | |||
| 2.74 CHINA GOVT 260804 | 5,000,000.00 | 5,042,788.50 | |||
| 2.75 CHINA GOVT 290615 | 20,000,000.00 | 20,061,090.00 | |||
| 2.75 CHINA GOVT 320217 | 15,000,000.00 | 14,969,448.45 | |||
| 2.76 CHINA GOVT 320515 | 16,000,000.00 | 15,985,104.16 | |||
| 2.79 CHINA GOVT 291215 | 19,000,000.00 | 19,077,958.90 | |||
| 2.8 CHINA GOVT 290324 | 14,000,000.00 | 14,089,611.20 | |||
| 2.8 CHINA GOVT 300325 | 15,000,000.00 | 15,077,284.50 | |||
| 2.8 CHINA GOVT 321115 | 17,000,000.00 | 17,049,526.10 | |||
| 2.85 CHINA GOVT 270604 | 22,000,000.00 | 22,267,979.80 | |||
| 2.88 CHINA GOVT 330225 | 13,000,000.00 | 13,168,487.80 | |||
| 2.89 CHINA GOVT 311118 | 18,000,000.00 | 18,156,787.20 | |||
| 2.9 CHINA GOVT 260505 | 17,000,000.00 | 17,243,169.70 | |||
| 2.91 CHINA GOVT 281014 | 16,000,000.00 | 16,222,400.00 | |||
| 2.94 CHINA GOVT 241017 | 10,000,000.00 | 10,105,691.00 | |||
| 2.99 CHINA GOVT 251015 | 9,000,000.00 | 9,136,429.20 | |||
| 3.01 CHINA GOVT 280513 | 21,000,000.00 | 21,428,983.80 | |||
| 3.02 CHINA GOVT 251022 | 22,000,000.00 | 22,353,163.80 | |||
| 3.02 CHINA GOVT 310527 | 30,000,000.00 | 30,625,500.00 | |||
| 3.03 CHINA GOVT 260311 | 28,000,000.00 | 28,504,084.00 | |||
| 3.12 CHINA GOVT 261205 | 17,000,000.00 | 17,369,146.50 | |||
| 3.12 CHINA GOVT 521025 | 8,000,000.00 | 8,053,488.80 | |||
| 3.13 CHINA GOVT 291121 | 21,000,000.00 | 21,599,621.40 | |||
| 3.22 CHINA GOVT 251206 | 13,000,000.00 | 13,293,176.00 | |||
| 3.25 CHINA GOVT 260606 | 18,000,000.00 | 18,467,424.00 | |||
| 3.25 CHINA GOVT 281122 | 17,000,000.00 | 17,622,504.30 | |||
| 3.27 CHINA GOVT 301119 | 24,000,000.00 | 25,050,868.80 | |||
| 3.28 CHINA GOVT 271203 | 24,000,000.00 | 24,822,057.60 | |||
| 3.29 CHINA GOVT 290523 | 25,000,000.00 | 26,011,370.00 | |||
| 3.32 CHINA GOVT 520415 | 14,000,000.00 | 14,502,796.00 | |||
| 3.39 CHINA GOVT 500316 | 20,000,000.00 | 20,896,886.00 | |||
| 3.52 CHINA GOVT 270504 | 19,000,000.00 | 19,851,688.30 | |||
| 3.53 CHINA GOVT 511018 | 12,000,000.00 | 12,889,687.20 | |||
| 3.54 CHINA GOVT 280816 | 13,000,000.00 | 13,686,185.50 | |||
| 3.57 CHINA GOVT 240622 | 10,000,000.00 | 10,175,304.00 | |||
| 3.59 CHINA GOVT 270803 | 7,000,000.00 | 7,345,699.20 | |||
| 3.6 CHINA GOVT 250906 | 8,000,000.00 | 8,262,017.60 | |||
| 3.61 CHINA GOVT 250607 | 10,000,000.00 | 10,312,053.00 | |||
| 3.69 CHINA GOVT 240921 | 20,000,000.00 | 20,460,810.00 | |||
| 3.69 CHINA GOVT 280517 | 18,000,000.00 | 19,091,507.40 | |||
| 3.72 CHINA GOVT 510412 | 14,000,000.00 | 15,511,727.00 | |||
| 3.77 CHINA GOVT 250308 | 11,000,000.00 | 11,343,811.60 | |||
| 3.81 CHINA GOVT 500914 | 23,000,000.00 | 25,823,070.60 | |||
| 3.86 CHINA GOVT 490722 | 17,000,000.00 | 19,191,769.20 | |||
| 4.08 CHINA GOVT 481022 | 16,000,000.00 | 18,664,628.80 | |||
| 中国元合計 | 1,120,000,000.00 | 1,144,058,312.75 | |||
| (22,153,430,762) | |||||
| ユーロ | 国債証券 | 0 AUSTRIA GOVT 250420 | 800,000.00 | 760,220.00 | |
| 0 AUSTRIA GOVT 281020 | 900,000.00 | 781,730.10 | |||
| 0 AUSTRIA GOVT 300220 | 2,150,000.00 | 1,794,858.70 | |||
| 0 AUSTRIA GOVT 310220 | 2,130,000.00 | 1,722,950.61 | |||
| 0 AUSTRIA GOVT 401020 | 810,000.00 | 475,523.46 | |||
| 0 BEL GOVT 271022 | 1,800,000.00 | 1,610,532.00 | |||
| 0 BEL GOVT 311022 | 1,700,000.00 | 1,347,129.30 | |||
| 0 BUND 260815 | 5,930,000.00 | 5,513,885.97 | |||
| 0 BUND 271115 | 3,100,000.00 | 2,816,238.40 | |||
| 0 BUND 281115 | 4,400,000.00 | 3,916,871.20 | |||
| 0 BUND 290815 | 4,550,000.00 | 3,989,694.80 | |||
| 0 BUND 300215 | 4,120,000.00 | 3,575,492.56 | |||
| 0 BUND 300815 | 4,960,000.00 | 4,260,615.20 | |||
| 0 BUND 300815 | 650,000.00 | 559,402.35 | |||
| 0 BUND 310215 | 3,700,000.00 | 3,143,335.00 | |||
| 0 BUND 310815 | 5,400,000.00 | 4,537,004.40 | |||
| 0 BUND 310815 | 1,900,000.00 | 1,598,445.30 | |||
| 0 BUND 320215 | 4,690,000.00 | 3,892,990.78 | |||
| 0 BUND 350515 | 3,630,000.00 | 2,757,533.13 | |||
| 0 BUND 360515 | 3,800,000.00 | 2,804,954.80 | |||
| 0 BUND 500815 | 5,350,000.00 | 2,863,282.55 | |||
| 0 BUND 500815 | 1,560,000.00 | 838,055.40 | |||
| 0 BUND 520815 | 3,690,000.00 | 1,878,844.68 | |||
| 0 FINNISH GOVT 240915 | 850,000.00 | 820,136.10 | |||
| 0 FINNISH GOVT 300915 | 750,000.00 | 616,404.75 | |||
| 0 IRISH GOVT 311018 | 1,350,000.00 | 1,083,191.73 | |||
| 0 ITALY GOVT 240815 | 2,500,000.00 | 2,400,382.50 | |||
| 0 ITALY GOVT 241215 | 2,000,000.00 | 1,901,516.00 | |||
| 0 ITALY GOVT 260401 | 3,300,000.00 | 3,002,326.80 | |||
| 0 ITALY GOVT 260801 | 2,500,000.00 | 2,248,897.50 | |||
| 0 NETH GOVT 260115 | 2,200,000.00 | 2,059,294.16 | |||
| 0 NETH GOVT 270115 | 1,950,000.00 | 1,785,523.35 | |||
| 0 NETH GOVT 290115 | 1,300,000.00 | 1,134,972.80 | |||
| 0 NETH GOVT 300715 | 2,650,000.00 | 2,227,311.48 | |||
| 0 NETH GOVT 310715 | 1,620,000.00 | 1,325,700.43 | |||
| 0 NETH GOVT 380115 | 1,540,000.00 | 1,036,196.70 | |||
| 0 NETH GOVT 520115 | 2,830,000.00 | 1,367,351.85 | |||
| 0 O.A.T 250225 | 2,900,000.00 | 2,764,329.30 | |||
| 0 O.A.T 250325 | 7,380,000.00 | 7,023,477.14 | |||
| 0 O.A.T 260225 | 6,600,000.00 | 6,149,451.00 | |||
| 0 O.A.T 270225 | 6,130,000.00 | 5,581,358.87 | |||
| 0 O.A.T 291125 | 6,380,000.00 | 5,408,517.40 | |||
| 0 O.A.T 301125 | 8,390,000.00 | 6,904,340.75 | |||
| 0 O.A.T 311125 | 9,100,000.00 | 7,263,847.50 | |||
| 0 O.A.T 320525 | 5,430,000.00 | 4,265,547.36 | |||
| 0 OBL 241018 | 4,400,000.00 | 4,235,085.40 | |||
| 0 OBL 250411 | 2,800,000.00 | 2,669,772.00 | |||
| 0 OBL 251010 | 4,000,000.00 | 3,775,243.31 | |||
| 0 OBL 251010 | 1,000,000.00 | 945,141.27 | |||
| 0 OBL 260410 | 3,700,000.00 | 3,460,857.90 | |||
| 0 OBL 261009 | 2,900,000.00 | 2,687,321.97 | |||
| 0 OBL 270416 | 3,050,000.00 | 2,800,098.25 | |||
| 0 SPAIN GOVT 240531 | 5,600,000.00 | 5,421,223.64 | |||
| 0 SPAIN GOVT 250131 | 3,630,000.00 | 3,459,190.35 | |||
| 0 SPAIN GOVT 250531 | 2,500,000.00 | 2,359,175.00 | |||
| 0 SPAIN GOVT 260131 | 3,000,000.00 | 2,781,423.00 | |||
| 0 SPAIN GOVT 270131 | 2,800,000.00 | 2,522,364.32 | |||
| 0 SPAIN GOVT 280131 | 3,800,000.00 | 3,325,836.00 | |||
| 0.1 BEL GOVT 300622 | 2,520,000.00 | 2,108,975.40 | |||
| 0.1 SPAIN GOVT 310430 | 4,360,000.00 | 3,451,713.90 | |||
| 0.125 FINNISH GOV 310915 | 1,070,000.00 | 862,795.57 | |||
| 0.125 FINNISH GOV 360415 | 510,000.00 | 353,794.65 | |||
| 0.125 FINNISH GOV 520415 | 750,000.00 | 347,226.75 | |||
| 0.2 IRISH GOVT 270515 | 500,000.00 | 456,718.50 | |||
| 0.2 IRISH GOVT 301018 | 620,000.00 | 522,553.05 | |||
| 0.2 SCHATS 240614 | 3,800,000.00 | 3,693,619.76 | |||
| 0.25 AUSTRIA GOVT 361020 | 1,050,000.00 | 731,146.50 | |||
| 0.25 BUND 270215 | 4,490,000.00 | 4,177,769.89 | |||
| 0.25 BUND 280815 | 4,170,000.00 | 3,782,265.06 | |||
| 0.25 BUND 290215 | 4,050,000.00 | 3,641,764.05 | |||
| 0.25 FINNISH GOVT 400915 | 540,000.00 | 337,688.46 | |||
| 0.25 ITALY GOVT 280315 | 2,700,000.00 | 2,314,947.60 | |||
| 0.25 NETH GOVT 250715 | 1,930,000.00 | 1,838,818.40 | |||
| 0.25 NETH GOVT 290715 | 2,950,000.00 | 2,587,931.75 | |||
| 0.25 O.A.T 261125 | 5,680,000.00 | 5,246,445.60 | |||
| 0.25 SPAIN GOVT 240730 | 2,700,000.00 | 2,610,667.80 | |||
| 0.35 BEL GOVT 320622 | 2,450,000.00 | 1,964,510.45 | |||
| 0.35 IRISH GOVT 321018 | 400,000.00 | 323,314.66 | |||
| 0.35 ITALY GOVT 250201 | 3,060,000.00 | 2,914,809.12 | |||
| 0.4 BEL GOVT 400622 | 1,300,000.00 | 816,416.90 | |||
| 0.4 IRISH GOVT 350515 | 700,000.00 | 527,335.90 | |||
| 0.45 ITALY GOVT 290215 | 2,300,000.00 | 1,922,869.00 | |||
| 0.5 AUSTRIA GOVT 270420 | 2,300,000.00 | 2,125,581.80 | |||
| 0.5 AUSTRIA GOVT 290220 | 2,050,000.00 | 1,819,764.50 | |||
| 0.5 BEL GOVT 241022 | 2,190,000.00 | 2,121,046.75 | |||
| 0.5 BUND 250215 | 7,110,000.00 | 6,862,074.30 | |||
| 0.5 BUND 260215 | 6,660,000.00 | 6,336,343.98 | |||
| 0.5 BUND 270815 | 5,120,000.00 | 4,777,994.24 | |||
| 0.5 BUND 280215 | 4,280,000.00 | 3,965,719.60 | |||
| 0.5 FINNISH GOVT 260415 | 1,670,000.00 | 1,578,575.85 | |||
| 0.5 FINNISH GOVT 270915 | 700,000.00 | 642,861.80 | |||
| 0.5 FINNISH GOVT 280915 | 1,480,000.00 | 1,329,590.56 | |||
| 0.5 FINNISH GOVT 290915 | 720,000.00 | 631,378.80 | |||
| 0.5 FINNISH GOVT 430415 | 480,000.00 | 297,425.28 | |||
| 0.5 ITALY GOVT 260201 | 2,450,000.00 | 2,273,421.15 | |||
| 0.5 ITALY GOVT 280715 | 2,400,000.00 | 2,059,560.00 | |||
| 0.5 NETH GOVT 260715 | 3,970,000.00 | 3,737,159.50 | |||
| 0.5 NETH GOVT 320715 | 2,300,000.00 | 1,921,608.60 | |||
| 0.5 NETH GOVT 400115 | 2,630,000.00 | 1,852,671.94 | |||
| 0.5 O.A.T 250525 | 6,490,000.00 | 6,214,804.53 | |||
| 0.5 O.A.T 260525 | 7,530,000.00 | 7,084,547.79 | |||
| 0.5 O.A.T 290525 | 9,570,000.00 | 8,488,503.87 | |||
| 0.5 O.A.T 400525 | 4,390,000.00 | 2,869,483.99 | |||
| 0.5 O.A.T 440625 | 2,730,000.00 | 1,625,239.98 | |||
| 0.5 O.A.T 720525 | 1,500,000.00 | 588,295.50 | |||
| 0.5 SPAIN GOVT 300430 | 3,580,000.00 | 3,023,256.30 | |||
| 0.5 SPAIN GOVT 311031 | 2,490,000.00 | 2,007,614.79 | |||
| 0.55 IRISH GOVT 410422 | 1,000,000.00 | 650,953.00 | |||
| 0.6 ITALY GOVT 310801 | 3,100,000.00 | 2,388,005.02 | |||
| 0.6 SPAIN GOVT 291031 | 3,680,000.00 | 3,173,996.32 | |||
| 0.65 BEL GOVT 710622 | 910,000.00 | 376,858.30 | |||
| 0.7 AUSTRIA GOVT 710420 | 680,000.00 | 306,724.20 | |||
| 0.7 SPAIN GOVT 320430 | 3,800,000.00 | 3,073,033.40 | |||
| 0.75 AUSTRIA GOVT 261020 | 2,480,000.00 | 2,336,477.44 | |||
| 0.75 AUSTRIA GOVT 280220 | 1,690,000.00 | 1,553,375.33 | |||
| 0.75 AUSTRIA GOVT 510320 | 1,180,000.00 | 676,321.72 | |||
| 0.75 FINNISH GOVT 310415 | 1,050,000.00 | 902,344.80 | |||
| 0.75 NETH GOVT 270715 | 2,670,000.00 | 2,497,021.38 | |||
| 0.75 NETH GOVT 280715 | 3,020,000.00 | 2,780,287.50 | |||
| 0.75 O.A.T 280225 | 7,400,000.00 | 6,812,706.40 | |||
| 0.75 O.A.T 280525 | 8,850,000.00 | 8,115,450.00 | |||
| 0.75 O.A.T 281125 | 8,360,000.00 | 7,600,661.20 | |||
| 0.75 O.A.T 520525 | 4,710,000.00 | 2,546,777.07 | |||
| 0.75 O.A.T 530525 | 5,540,000.00 | 2,915,668.76 | |||
| 0.8 BEL GOVT 250622 | 2,970,000.00 | 2,861,342.55 | |||
| 0.8 BEL GOVT 270622 | 2,880,000.00 | 2,686,936.32 | |||
| 0.8 BEL GOVT 280622 | 2,250,000.00 | 2,067,693.75 | |||
| 0.8 SPAIN GOVT 270730 | 4,850,000.00 | 4,460,375.25 | |||
| 0.8 SPAIN GOVT 290730 | 2,530,000.00 | 2,218,270.09 | |||
| 0.85 AUSTRIA GOVT 200630 | 650,000.00 | 275,925.65 | |||
| 0.85 ITALY GOVT 270115 | 3,060,000.00 | 2,798,663.76 | |||
| 0.85 SPAIN GOVT 370730 | 1,850,000.00 | 1,284,445.75 | |||
| 0.875 FINNISH GOV 250915 | 630,000.00 | 606,566.52 | |||
| 0.9 AUSTRIA GOVT 320220 | 2,120,000.00 | 1,805,930.48 | |||
| 0.9 BEL GOVT 290622 | 3,090,000.00 | 2,804,307.87 | |||
| 0.9 IRISH GOVT 280515 | 1,640,000.00 | 1,521,165.60 | |||
| 0.9 ITALY GOVT 310401 | 2,830,000.00 | 2,263,071.76 | |||
| 0.95 ITALY GOVT 270915 | 4,000,000.00 | 3,606,595.60 | |||
| 0.95 ITALY GOVT 300801 | 2,500,000.00 | 2,052,502.50 | |||
| 0.95 ITALY GOVT 311201 | 2,730,000.00 | 2,143,191.96 | |||
| 0.95 ITALY GOVT 320601 | 2,600,000.00 | 2,008,141.20 | |||
| 0.95 ITALY GOVT 370301 | 2,560,000.00 | 1,683,576.32 | |||
| 1 BEL GOVT 260622 | 2,760,000.00 | 2,634,337.20 | |||
| 1 BEL GOVT 310622 | 2,850,000.00 | 2,494,382.70 | |||
| 1 BUND 240815 | 3,600,000.00 | 3,523,608.00 | |||
| 1 BUND 250815 | 5,580,000.00 | 5,403,002.40 | |||
| 1 BUND 380515 | 2,260,000.00 | 1,860,827.50 | |||
| 1 IRISH GOVT 260515 | 1,850,000.00 | 1,771,124.50 | |||
| 1 O.A.T 251125 | 6,580,000.00 | 6,327,064.80 | |||
| 1 O.A.T 270525 | 6,260,000.00 | 5,899,017.10 | |||
| 1 SPAIN GOVT 420730 | 1,350,000.00 | 843,993.00 | |||
| 1 SPAIN GOVT 501031 | 3,100,000.00 | 1,627,903.00 | |||
| 1.1 IRISH GOVT 290515 | 1,610,000.00 | 1,488,358.06 | |||
| 1.1 ITALY GOVT 270401 | 3,300,000.00 | 3,028,713.60 | |||
| 1.125 FINNISH GOV 340415 | 730,000.00 | 608,943.37 | |||
| 1.2 AUSTRIA GOVT 251020 | 2,710,000.00 | 2,623,771.86 | |||
| 1.2 ITALY GOVT 250815 | 2,100,000.00 | 2,007,495.00 | |||
| 1.2 SPAIN GOVT 401031 | 2,730,000.00 | 1,846,675.74 | |||
| 1.25 BEL GOVT 330422 | 1,770,000.00 | 1,530,809.28 | |||
| 1.25 BUND 480815 | 5,740,000.00 | 4,558,478.40 | |||
| 1.25 ITALY GOVT 261201 | 2,680,000.00 | 2,495,851.84 | |||
| 1.25 O.A.T 340525 | 6,390,000.00 | 5,413,556.88 | |||
| 1.25 O.A.T 360525 | 7,070,000.00 | 5,745,647.60 | |||
| 1.25 O.A.T 380525 | 2,000,000.00 | 1,558,840.00 | |||
| 1.25 SPAIN GOVT 301031 | 3,230,000.00 | 2,844,042.61 | |||
| 1.3 IRISH GOVT 330515 | 860,000.00 | 753,041.80 | |||
| 1.3 OBL 271015 | 4,050,000.00 | 3,901,737.60 | |||
| 1.3 OBL 271015 | 2,500,000.00 | 2,415,575.00 | |||
| 1.3 SPAIN GOVT 261031 | 3,650,000.00 | 3,472,339.90 | |||
| 1.35 IRISH GOVT 310318 | 1,070,000.00 | 978,767.52 | |||
| 1.35 ITALY GOVT 300401 | 3,610,000.00 | 3,085,026.58 | |||
| 1.375 FINNISH GOV 270415 | 800,000.00 | 766,830.40 | |||
| 1.375 FINNISH GOV 470415 | 840,000.00 | 615,472.51 | |||
| 1.4 BEL GOVT 530622 | 2,120,000.00 | 1,338,830.12 | |||
| 1.4 SPAIN GOVT 280430 | 3,740,000.00 | 3,487,597.42 | |||
| 1.4 SPAIN GOVT 280730 | 4,240,000.00 | 3,935,975.04 | |||
| 1.45 BEL GOVT 370622 | 1,220,000.00 | 986,374.88 | |||
| 1.45 ITALY GOVT 241115 | 2,400,000.00 | 2,337,806.40 | |||
| 1.45 ITALY GOVT 250515 | 2,300,000.00 | 2,222,996.00 | |||
| 1.45 ITALY GOVT 360301 | 2,140,000.00 | 1,547,117.28 | |||
| 1.45 SPAIN GOVT 271031 | 3,330,000.00 | 3,135,478.05 | |||
| 1.45 SPAIN GOVT 290430 | 3,300,000.00 | 3,036,270.60 | |||
| 1.45 SPAIN GOVT 711031 | 950,000.00 | 450,930.80 | |||
| 1.5 AUSTRIA GOVT 470220 | 1,430,000.00 | 1,052,544.35 | |||
| 1.5 AUSTRIA GOVT 861102 | 460,000.00 | 275,879.48 | |||
| 1.5 BUND 240515 | 2,460,000.00 | 2,428,111.02 | |||
| 1.5 FINNISH GOVT 320915 | 750,000.00 | 670,341.75 | |||
| 1.5 IRISH GOVT 500515 | 1,160,000.00 | 809,436.40 | |||
| 1.5 ITALY GOVT 250601 | 3,300,000.00 | 3,188,499.60 | |||
| 1.5 ITALY GOVT 450430 | 2,010,000.00 | 1,196,287.68 | |||
| 1.5 O.A.T 310525 | 8,560,000.00 | 7,883,126.56 | |||
| 1.5 O.A.T 500525 | 5,230,000.00 | 3,618,448.72 | |||
| 1.5 SPAIN GOVT 270430 | 3,290,000.00 | 3,128,296.50 | |||
| 1.6 BEL GOVT 470622 | 1,570,000.00 | 1,122,193.61 | |||
| 1.6 ITALY GOVT 260601 | 2,620,000.00 | 2,490,629.64 | |||
| 1.6 SPAIN GOVT 250430 | 3,510,000.00 | 3,429,305.10 | |||
| 1.65 AUSTRIA GOVT 241021 | 2,510,000.00 | 2,472,412.75 | |||
| 1.65 ITALY GOVT 301201 | 3,870,000.00 | 3,315,769.56 | |||
| 1.65 ITALY GOVT 320301 | 4,450,000.00 | 3,698,337.15 | |||
| 1.7 BEL GOVT 500622 | 1,540,000.00 | 1,092,145.67 | |||
| 1.7 BUND 320815 | 3,750,000.00 | 3,601,170.60 | |||
| 1.7 IRISH GOVT 370515 | 1,190,000.00 | 1,015,962.50 | |||
| 1.7 ITALY GOVT 510901 | 2,390,000.00 | 1,366,855.69 | |||
| 1.75 ITALY GOVT 240530 | 2,500,000.00 | 2,458,018.75 | |||
| 1.75 ITALY GOVT 240701 | 3,000,000.00 | 2,947,135.50 | |||
| 1.75 O.A.T 241125 | 6,520,000.00 | 6,420,439.60 | |||
| 1.75 O.A.T 390625 | 4,550,000.00 | 3,790,514.00 | |||
| 1.75 O.A.T 660525 | 2,590,000.00 | 1,762,145.92 | |||
| 1.8 BUND 530815 | 1,850,000.00 | 1,609,868.15 | |||
| 1.8 ITALY GOVT 410301 | 2,240,000.00 | 1,522,707.20 | |||
| 1.85 AUSTRIA GOVT 490523 | 870,000.00 | 676,969.62 | |||
| 1.85 ITALY GOVT 240515 | 1,870,000.00 | 1,843,107.53 | |||
| 1.85 ITALY GOVT 250701 | 2,400,000.00 | 2,335,848.00 | |||
| 1.85 SPAIN GOVT 350730 | 4,200,000.00 | 3,532,893.00 | |||
| 1.9 BEL GOVT 380622 | 1,360,000.00 | 1,150,957.12 | |||
| 1.9 SPAIN GOVT 521031 | 1,700,000.00 | 1,104,031.00 | |||
| 1.95 SPAIN GOVT 260430 | 3,520,000.00 | 3,435,942.40 | |||
| 1.95 SPAIN GOVT 300730 | 3,790,000.00 | 3,525,344.30 | |||
| 2 AUSTRIA GOVT 260715 | 1,000,000.00 | 984,275.00 | |||
| 2 IRISH GOVT 450218 | 1,640,000.00 | 1,338,518.80 | |||
| 2 ITALY GOVT 251201 | 3,530,000.00 | 3,422,223.62 | |||
| 2 ITALY GOVT 280201 | 4,580,000.00 | 4,291,093.60 | |||
| 2 NETH GOVT 240715 | 2,900,000.00 | 2,875,640.00 | |||
| 2 NETH GOVT 540115 | 960,000.00 | 825,845.76 | |||
| 2 O.A.T 321125 | 6,650,000.00 | 6,242,587.75 | |||
| 2 O.A.T 480525 | 4,650,000.00 | 3,680,893.50 | |||
| 2.05 ITALY GOVT 270801 | 3,650,000.00 | 3,458,254.55 | |||
| 2.1 AUSTRIA GOVT 170920 | 810,000.00 | 595,908.09 | |||
| 2.1 BUND 291115 | 3,800,000.00 | 3,786,329.50 | |||
| 2.1 ITALY GOVT 260715 | 2,350,000.00 | 2,264,507.00 | |||
| 2.15 BEL GOVT 660622 | 1,090,000.00 | 813,336.20 | |||
| 2.15 ITALY GOVT 520901 | 2,150,000.00 | 1,346,467.60 | |||
| 2.15 ITALY GOVT 720301 | 850,000.00 | 476,955.40 | |||
| 2.2 ITALY GOVT 270601 | 2,000,000.00 | 1,911,668.00 | |||
| 2.2 OBL 280413 | 2,250,000.00 | 2,253,453.75 | |||
| 2.25 BEL GOVT 570622 | 1,020,000.00 | 798,144.90 | |||
| 2.25 ITALY GOVT 360901 | 2,720,000.00 | 2,156,870.24 | |||
| 2.25 O.A.T 240525 | 6,190,000.00 | 6,141,625.15 | |||
| 2.3 BUND 330215 | 3,450,000.00 | 3,472,975.96 | |||
| 2.35 SPAIN GOVT 330730 | 3,110,000.00 | 2,857,107.24 | |||
| 2.4 AUSTRIA GOVT 340523 | 1,300,000.00 | 1,236,006.20 | |||
| 2.4 IRISH GOVT 300515 | 2,090,000.00 | 2,078,484.10 | |||
| 2.45 ITALY GOVT 330901 | 2,870,000.00 | 2,468,286.10 | |||
| 2.45 ITALY GOVT 500901 | 2,490,000.00 | 1,704,632.83 | |||
| 2.5 BUND 440704 | 4,730,000.00 | 4,803,707.59 | |||
| 2.5 BUND 460815 | 4,600,000.00 | 4,706,779.80 | |||
| 2.5 ITALY GOVT 241201 | 3,360,000.00 | 3,322,988.92 | |||
| 2.5 ITALY GOVT 251115 | 2,330,000.00 | 2,289,593.14 | |||
| 2.5 ITALY GOVT 321201 | 2,850,000.00 | 2,507,675.10 | |||
| 2.5 NETH GOVT 330115 | 2,250,000.00 | 2,241,607.50 | |||
| 2.5 NETH GOVT 330715 | 650,000.00 | 647,562.50 | |||
| 2.5 O.A.T 260924 | 1,800,000.00 | 1,794,286.80 | |||
| 2.5 O.A.T 300525 | 9,590,000.00 | 9,548,686.28 | |||
| 2.5 O.A.T 430525 | 1,330,000.00 | 1,188,993.40 | |||
| 2.5 SCHATS 250313 | 1,000,000.00 | 998,575.00 | |||
| 2.55 SPAIN GOVT 321031 | 4,190,000.00 | 3,955,397.71 | |||
| 2.6 BEL GOVT 240622 | 2,180,000.00 | 2,171,181.90 | |||
| 2.625 FINNISH GOV 420704 | 940,000.00 | 884,114.08 | |||
| 2.65 ITALY GOVT 271201 | 2,800,000.00 | 2,707,104.40 | |||
| 2.7 ITALY GOVT 470301 | 2,630,000.00 | 1,966,837.61 | |||
| 2.7 SPAIN GOVT 481031 | 2,610,000.00 | 2,126,607.12 | |||
| 2.75 BEL GOVT 390422 | 950,000.00 | 893,000.00 | |||
| 2.75 FINNISH GOVT 280704 | 1,110,000.00 | 1,121,566.20 | |||
| 2.75 FINNISH GOVT 380415 | 680,000.00 | 652,751.08 | |||
| 2.75 NETH GOVT 470115 | 3,270,000.00 | 3,319,236.39 | |||
| 2.75 O.A.T 271025 | 8,490,000.00 | 8,572,115.28 | |||
| 2.75 O.A.T 290225 | 1,500,000.00 | 1,513,365.00 | |||
| 2.75 SPAIN GOVT 241031 | 5,400,000.00 | 5,386,964.40 | |||
| 2.8 ITALY GOVT 281201 | 4,680,000.00 | 4,500,311.40 | |||
| 2.8 ITALY GOVT 290615 | 3,200,000.00 | 3,046,064.00 | |||
| 2.8 ITALY GOVT 670301 | 1,620,000.00 | 1,104,516.00 | |||
| 2.8 SPAIN GOVT 260531 | 1,500,000.00 | 1,496,623.50 | |||
| 2.9 AUSTRIA GOVT 290523 | 700,000.00 | 709,065.00 | |||
| 2.9 AUSTRIA GOVT 330220 | 1,000,000.00 | 1,000,579.00 | |||
| 2.9 SPAIN GOVT 461031 | 2,990,000.00 | 2,576,363.40 | |||
| 2.95 ITALY GOVT 380901 | 2,380,000.00 | 2,000,357.87 | |||
| 3 BEL GOVT 330622 | 1,300,000.00 | 1,308,312.59 | |||
| 3 BEL GOVT 340622 | 1,230,000.00 | 1,231,190.64 | |||
| 3 IRISH GOVT 431018 | 450,000.00 | 440,677.10 | |||
| 3 ITALY GOVT 290801 | 3,400,000.00 | 3,275,410.40 | |||
| 3 O.A.T 330525 | 1,000,000.00 | 1,017,356.00 | |||
| 3 O.A.T 540525 | 700,000.00 | 656,805.10 | |||
| 3.1 ITALY GOVT 400301 | 1,890,000.00 | 1,590,673.14 | |||
| 3.15 AUSTRIA GOVT 440620 | 1,250,000.00 | 1,258,793.75 | |||
| 3.15 SPAIN GOVT 330430 | 3,000,000.00 | 2,960,862.80 | |||
| 3.25 BUND 420704 | 2,880,000.00 | 3,238,125.12 | |||
| 3.25 ITALY GOVT 380301 | 1,340,000.00 | 1,171,445.92 | |||
| 3.25 ITALY GOVT 460901 | 2,740,000.00 | 2,263,782.52 | |||
| 3.25 O.A.T 450525 | 4,710,000.00 | 4,733,469.93 | |||
| 3.3 BEL GOVT 540622 | 800,000.00 | 778,046.40 | |||
| 3.35 ITALY GOVT 350301 | 3,110,000.00 | 2,842,664.40 | |||
| 3.4 ITALY GOVT 250328 | 2,300,000.00 | 2,303,277.50 | |||
| 3.4 ITALY GOVT 280401 | 1,500,000.00 | 1,491,733.11 | |||
| 3.45 ITALY GOVT 480301 | 2,820,000.00 | 2,388,060.60 | |||
| 3.45 SPAIN GOVT 430730 | 1,820,000.00 | 1,718,454.92 | |||
| 3.45 SPAIN GOVT 660730 | 2,230,000.00 | 2,001,144.38 | |||
| 3.5 ITALY GOVT 260115 | 2,500,000.00 | 2,511,495.00 | |||
| 3.5 ITALY GOVT 300301 | 3,670,000.00 | 3,621,556.00 | |||
| 3.5 O.A.T 260425 | 6,690,000.00 | 6,867,251.55 | |||
| 3.75 BEL GOVT 450622 | 1,620,000.00 | 1,727,370.36 | |||
| 3.75 ITALY GOVT 240901 | 4,230,000.00 | 4,255,248.87 | |||
| 3.75 NETH GOVT 420115 | 2,690,000.00 | 3,078,933.65 | |||
| 3.8 AUSTRIA GOVT 620126 | 700,000.00 | 811,041.35 | |||
| 3.8 ITALY GOVT 260415 | 1,500,000.00 | 1,518,183.30 | |||
| 3.85 ITALY GOVT 291215 | 2,600,000.00 | 2,613,668.20 | |||
| 3.85 ITALY GOVT 490901 | 1,950,000.00 | 1,750,429.20 | |||
| 3.9 SPAIN GOVT 390730 | 1,050,000.00 | 1,071,651.31 | |||
| 4 BEL GOVT 320328 | 1,250,000.00 | 1,364,292.50 | |||
| 4 BUND 370104 | 4,040,000.00 | 4,798,404.96 | |||
| 4 FINNISH GOVT 250704 | 240,000.00 | 247,099.20 | |||
| 4 ITALY GOVT 311030 | 2,400,000.00 | 2,415,423.36 | |||
| 4 ITALY GOVT 350430 | 1,150,000.00 | 1,119,545.52 | |||
| 4 ITALY GOVT 370201 | 4,300,000.00 | 4,152,295.00 | |||
| 4 NETH GOVT 370115 | 3,100,000.00 | 3,546,148.90 | |||
| 4 O.A.T 381025 | 4,020,000.00 | 4,455,148.92 | |||
| 4 O.A.T 550425 | 3,090,000.00 | 3,521,397.99 | |||
| 4 O.A.T 600425 | 2,740,000.00 | 3,158,789.82 | |||
| 4.15 AUSTRIA GOVT 370315 | 2,190,000.00 | 2,454,746.91 | |||
| 4.2 SPAIN GOVT 370131 | 3,460,000.00 | 3,696,871.60 | |||
| 4.25 BEL GOVT 410328 | 2,780,000.00 | 3,142,517.56 | |||
| 4.25 BUND 390704 | 2,710,000.00 | 3,366,118.10 | |||
| 4.4 ITALY GOVT 330501 | 2,900,000.00 | 2,975,530.50 | |||
| 4.45 ITALY GOVT 430901 | 1,200,000.00 | 1,182,958.80 | |||
| 4.5 BEL GOVT 260328 | 1,610,000.00 | 1,695,272.04 | |||
| 4.5 ITALY GOVT 260301 | 3,740,000.00 | 3,858,808.58 | |||
| 4.5 ITALY GOVT 531001 | 700,000.00 | 688,184.00 | |||
| 4.5 O.A.T 410425 | 5,580,000.00 | 6,593,143.86 | |||
| 4.65 SPAIN GOVT 250730 | 2,890,000.00 | 3,001,952.82 | |||
| 4.7 SPAIN GOVT 410730 | 3,200,000.00 | 3,593,107.20 | |||
| 4.75 BUND 280704 | 2,340,000.00 | 2,636,246.34 | |||
| 4.75 BUND 340704 | 3,550,000.00 | 4,411,620.50 | |||
| 4.75 BUND 400704 | 3,430,000.00 | 4,539,687.32 | |||
| 4.75 ITALY GOVT 280901 | 3,930,000.00 | 4,156,368.00 | |||
| 4.75 ITALY GOVT 440901 | 2,650,000.00 | 2,726,081.50 | |||
| 4.75 O.A.T 350425 | 4,800,000.00 | 5,669,424.00 | |||
| 4.85 AUSTRIA GOVT 260315 | 1,370,000.00 | 1,457,221.05 | |||
| 4.9 SPAIN GOVT 400730 | 2,930,000.00 | 3,367,771.30 | |||
| 5 BEL GOVT 350328 | 2,950,000.00 | 3,513,780.40 | |||
| 5 ITALY GOVT 250301 | 4,280,000.00 | 4,409,333.04 | |||
| 5 ITALY GOVT 340801 | 3,850,000.00 | 4,108,057.80 | |||
| 5 ITALY GOVT 390801 | 3,980,000.00 | 4,230,978.80 | |||
| 5 ITALY GOVT 400901 | 3,600,000.00 | 3,828,636.00 | |||
| 5.15 SPAIN GOVT 281031 | 2,500,000.00 | 2,774,877.50 | |||
| 5.15 SPAIN GOVT 441031 | 2,390,000.00 | 2,851,693.03 | |||
| 5.25 ITALY GOVT 291101 | 4,110,000.00 | 4,486,718.49 | |||
| 5.4 IRISH GOVT 250313 | 2,100,000.00 | 2,203,400.22 | |||
| 5.5 BEL GOVT 280328 | 2,380,000.00 | 2,703,399.16 | |||
| 5.5 BUND 310104 | 4,280,000.00 | 5,279,790.88 | |||
| 5.5 NETH GOVT 280115 | 1,480,000.00 | 1,677,625.14 | |||
| 5.5 O.A.T 290425 | 5,820,000.00 | 6,747,801.12 | |||
| 5.625 BUND 280104 | 2,540,000.00 | 2,926,320.53 | |||
| 5.75 ITALY GOVT 330201 | 3,820,000.00 | 4,326,363.92 | |||
| 5.75 O.A.T 321025 | 5,090,000.00 | 6,356,997.71 | |||
| 5.75 SPAIN GOVT 320730 | 3,480,000.00 | 4,188,354.00 | |||
| 5.9 SPAIN GOVT 260730 | 4,650,000.00 | 5,080,566.75 | |||
| 6 ITALY GOVT 310501 | 5,230,000.00 | 5,998,271.31 | |||
| 6 O.A.T 251025 | 8,760,000.00 | 9,451,803.48 | |||
| 6 SPAIN GOVT 290131 | 4,230,000.00 | 4,905,750.53 | |||
| 6.25 AUSTRIA GOVT 270715 | 1,630,000.00 | 1,860,627.07 | |||
| 6.25 BUND 300104 | 1,700,000.00 | 2,130,251.30 | |||
| 6.5 BUND 270704 | 1,750,000.00 | 2,045,286.25 | |||
| 6.5 ITALY GOVT 271101 | 3,900,000.00 | 4,398,841.20 | |||
| 7.25 ITALY GOVT 261101 | 2,300,000.00 | 2,592,983.20 | |||
| ユーロ合計 | 1,068,350,000.00 | 987,259,146.52 | |||
| (145,087,604,172) | |||||
| 合計 | 432,163,832,554 | ||||
| (432,163,832,554) | |||||
| (注1)通貨の種類ごとの小計/合計欄の( )内は、邦貨換算額であります。 |
| (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。 |
| 外貨建有価証券の内訳 |
| 種類 | 銘柄数 | 組入債券 時価比率 | 有価証券の 合計金額に 対する比率 | |
| アメリカドル | 国債証券 | 263銘柄 | 100.00% | 49.40% |
| カナダドル | 国債証券 | 35銘柄 | 100.00% | 2.03% |
| オーストラリアドル | 国債証券 | 26銘柄 | 100.00% | 1.56% |
| イギリスポンド | 国債証券 | 55銘柄 | 100.00% | 4.80% |
| シンガポールドル | 国債証券 | 19銘柄 | 100.00% | 0.44% |
| マレーシアリンギット | 国債証券 | 31銘柄 | 100.00% | 0.56% |
| ニュージーランドドル | 国債証券 | 9銘柄 | 100.00% | 0.23% |
| スウェーデンクローネ | 国債証券 | 8銘柄 | 100.00% | 0.19% |
| ノルウェークローネ | 国債証券 | 9銘柄 | 100.00% | 0.15% |
| デンマーククローネ | 国債証券 | 7銘柄 | 100.00% | 0.31% |
| メキシコペソ | 国債証券 | 15銘柄 | 100.00% | 0.91% |
| イスラエルシェケル | 国債証券 | 9銘柄 | 100.00% | 0.26% |
| ポーランドズロチ | 国債証券 | 13銘柄 | 100.00% | 0.46% |
| 中国元 | 国債証券 | 66銘柄 | 100.00% | 5.13% |
| ユーロ | 国債証券 | 363銘柄 | 100.00% | 33.57% |
| 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
| (デリバティブ取引に関する注記)に記載しております。 |
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。
