有価証券報告書(内国投資信託受益証券)-第43期(2024/03/20-2024/09/19)
外国債券インデックス マザーファンド
貸借対照表
注記表
(有価証券に関する注記)
(デリバティブ取引に関する注記)
附属明細表
該当事項はありません。
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
貸借対照表
| 2024年 9月19日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 760,927,411 |
| コール・ローン | 4,437,814,066 |
| 国債証券 | 351,065,056,621 |
| 派生商品評価勘定 | 39,695,152 |
| 未収入金 | 28,132,687 |
| 未収利息 | 2,450,579,417 |
| 前払費用 | 271,535,417 |
| 差入委託証拠金 | 273,897,356 |
| 流動資産合計 | 359,327,638,127 |
| 資産合計 | 359,327,638,127 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 3,444,788 |
| 前受金 | 2,091,559 |
| 未払金 | 2,148,838,823 |
| 未払解約金 | 113,998,699 |
| 流動負債合計 | 2,268,373,869 |
| 負債合計 | 2,268,373,869 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 101,029,959,825 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 256,029,304,433 |
| 元本等合計 | 357,059,264,258 |
| 純資産合計 | 357,059,264,258 |
| 負債純資産合計 | 359,327,638,127 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2024年 9月19日現在 | |
| 1.有価証券の評価基準及び評価方法 | 国債証券 |
| 移動平均法(買付約定後、最初の利払日までは個別法)に基づき、時価で評価しております。 時価評価にあたっては、金融商品取引業者等の提示する価額、価格情報会社の提供する価額又は業界団体が発表する売買参考統計値等で評価しております。 | |
| 2.デリバティブの評価基準及び評価方法 | (1)先物取引 |
| 債券先物取引 個別法に基づき、時価で評価しております。 時価評価にあたっては、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場によっております。 | |
| (2)為替予約取引 | |
| 個別法に基づき、わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって計算しております。 当ファンドにおける派生商品評価勘定は、当該先物取引及び為替予約取引に係るものであります。 | |
| 3.外貨建資産・負債の本邦通貨への換算基準 | 投資信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算日又は計算日に知りうる直近の日の対顧客電信売買相場の仲値によって計算しております。 なお、外貨建資産等については、「投資信託財産の計算に関する規則(平成12年総理府令第133号)」第60条の規定に基づき、通貨の種類ごとに勘定を設けて、邦貨建資産等と区分する方法を採用しております。従って、外貨の売買については、同規則第61条の規定により処理し、為替差損益を算定しております。 |
| 4.収益及び費用の計上基準 | (1)派生商品取引等損益 |
| 約定日基準で計上しております。 | |
| (2)為替予約取引による為替差損益 | |
| 約定日基準で計上しております。 | |
| (貸借対照表に関する注記) |
| 2024年 9月19日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 101,029,959,825口 | |
| 2. | 計算期間の末日における1単位当たりの純資産の額 | 1口当たり純資産額 | 3.5342円 |
| (1万口当たり純資産額) | (35,342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 |
| 2024年 9月19日現在 | |
| 1.金融商品に対する取組方針 | 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。 |
| 2.金融商品の内容及びそのリスク | 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 これらは、価格変動リスク、金利変動リスク、為替変動リスク等の市場リスク、信用リスク、流動性リスク等に晒されております。 また、当ファンドは、投資信託財産に属する資産の価格変動リスクを回避するため、並びに投資対象資産を保有した場合と同様の損益を実現するため、債券先物取引及び為替予約取引を行っております。債券先物取引に係る主要なリスクは、債券価格の変動による価格変動リスクであります。為替予約取引に係る主要なリスクは、為替相場の変動による価格変動リスク及び取引相手の信用状況の変動により損失が発生する信用リスクであります。 |
| 3.金融商品に係るリスク管理体制 | 運用部門から独立した運用監理部が、運用に関するリスク管理(流動性リスク管理等を含む)と法令等遵守状況のモニタリングを担当し、毎月開催される運用・リスク委員会等に報告します。 |
| 2.金融商品の時価等に関する事項 |
| 2024年 9月19日現在 | |
| 1.貸借対照表計上額、時価及びその差額 | 貸借対照表上の金融商品は原則として時価で評価しているため、貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 | (1)有価証券 |
| 売買目的有価証券 | |
| 「(重要な会計方針に係る事項に関する注記)」に記載しております。 | |
| (2)デリバティブ取引 | |
| 「(デリバティブ取引に関する注記)」に記載しております。 | |
| (3)コール・ローン等の金銭債権及び金銭債務 | |
| 短期間で決済されるため、時価は帳簿価額と近似していることから、当該帳簿価額によっております。 | |
| 3.金融商品の時価等に関する事項についての補足説明 | 金融商品の時価の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額又は契約上の想定元本であり、当該金額自体がデリバティブ取引のリスクの大きさを示すものではありません。 |
| (関連当事者との取引に関する注記) |
| 該当事項はありません。 |
| (重要な後発事象に関する注記) |
| 該当事項はありません。 |
| (その他の注記) 元本の移動 |
| 区分 | 2024年 9月19日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2024年 3月20日 |
| 期首元本額 | 92,931,048,050円 |
| 期中追加設定元本額 | 11,507,174,969円 |
| 期中一部解約元本額 | 3,408,263,194円 |
| 期末元本額 | 101,029,959,825円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,071,307,378円 |
| グローバル・インカム&プラス(毎月決算型) | 452,913,980円 |
| 財産四分法ファンド(毎月決算型) | 309,732,561円 |
| SBI資産設計オープン(資産成長型) | 2,367,712,631円 |
| SBI資産設計オープン(分配型) | 8,948,036円 |
| SMT グローバル債券インデックス・オープン | 8,712,951,812円 |
| 世界経済インデックスファンド | 25,195,187,883円 |
| DCマイセレクション25 | 1,822,832,569円 |
| DCマイセレクション50 | 1,714,583,584円 |
| DCマイセレクション75 | 1,357,135,230円 |
| DC外国債券インデックス・オープン | 2,236,517,494円 |
| DCマイセレクションS25 | 1,149,230,571円 |
| DCマイセレクションS50 | 1,024,626,345円 |
| DCマイセレクションS75 | 669,476,819円 |
| DCターゲット・イヤー ファンド2025 | 7,213,286円 |
| DCターゲット・イヤー ファンド2035 | 100,679,399円 |
| DCターゲット・イヤー ファンド2045 | 56,625,695円 |
| DC世界経済インデックスファンド | 15,920,437,703円 |
| 外国債券インデックス・オープン(SMA専用) | 815,922,923円 |
| マイセレクション50VA1(適格機関投資家専用) | 853,506円 |
| マイセレクション75VA1(適格機関投資家専用) | 896,753円 |
| 外国債券インデックス・オープンVA1(適格機関投資家専用) | 7,658,484円 |
| バランス30VA1(適格機関投資家専用) | 20,178,797円 |
| バランス50VA1(適格機関投資家専用) | 35,213,205円 |
| バランス25VA2(適格機関投資家専用) | 48,891,546円 |
| バランス50VA2(適格機関投資家専用) | 50,766,246円 |
| バランスA(25)VA1(適格機関投資家専用) | 599,672,723円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 343,336,816円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,436,387,160円 |
| 世界バランスVA1(適格機関投資家専用) | 51,063,431円 |
| 世界バランスVA2(適格機関投資家専用) | 25,518,542円 |
| バランスD(35)VA1(適格機関投資家専用) | 316,504,018円 |
| バランスE(25)VA1(適格機関投資家専用) | 116,337,816円 |
| バランスF(25)VA1(適格機関投資家専用) | 160,617,925円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 616,536,441円 |
| グローバル債券ファンド・シリーズ1(適格機関投資家専用) | 1,465,463,569円 |
| グローバル・バランスファンド・シリーズ1 | 591,994,936円 |
| 外国債券ファンド・シリーズ1 | 757,707,031円 |
| 分散投資コア戦略ファンドA | 845,594,890円 |
| 分散投資コア戦略ファンドS | 1,606,006,912円 |
| DC世界経済インデックスファンド(株式シフト型) | 821,972,660円 |
| DC世界経済インデックスファンド(債券シフト型) | 4,557,731,747円 |
| 世界経済インデックスファンド(株式シフト型) | 224,699,147円 |
| 世界経済インデックスファンド(債券シフト型) | 105,256,052円 |
| SMT グローバル債券インデックス・オープン(為替ヘッジあり) | 1,307,884,063円 |
| SMT インデックスバランス・オープン | 163,216,387円 |
| SMT 世界経済インデックス・オープン | 460,815,561円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 692,175,182円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 1,038,077,285円 |
| SMT 8資産インデックスバランス・オープン | 9,365,001円 |
| グローバル経済コア | 1,239,986,394円 |
| SBI資産設計オープン(つみたてNISA対応型) | 24,931,895円 |
| DCターゲット・イヤー ファンド2055 | 2,993,951円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 65,572,601円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 107,519,476円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 54,933,846円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 77,913,919円 |
| My SMT グローバル債券インデックス(ノーロード) | 934,775,556円 |
| 10資産分散投資ファンド | 35,650,508円 |
| グローバル10資産バランスファンド | 33,583,256円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2035 | 24,575円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2040 | 22,194円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2045 | 115,635円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2050 | 22,322円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2055 | 25,205円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2060 | 21,345円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2065 | 36,144円 |
| DCマイセレクションS50(2024-2026リスク抑制型) | 1,282,755円 |
| FOFs用 外国債券インデックス・ファンドP(適格機関投資家専用) | 14,072,854,703円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 241,563,104円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 524,603,806円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 139,096,904円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2024年 9月19日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | 13,346,967,206 |
| 合計 | 13,346,967,206 |
| (注)当計算期間の損益に含まれた評価差額は、「外国債券インデックス マザーファンド」の期首日から本報告書における開示対象ファンドの期末日までの期間に対応する金額であります。 |
(デリバティブ取引に関する注記)
| 債券関連 |
| (2024年 9月19日現在) |
| 区分 | 種類 | 契約額等(円) | 時価 (円) | 評価損益 (円) | |
| うち1年超 | |||||
| 市場取引 | 債券先物取引 | ||||
| 買建 | 1,965,100,679 | - | 1,967,192,238 | 2,091,559 | |
| 合計 | 1,965,100,679 | - | 1,967,192,238 | 2,091,559 | |
| (注)1.時価の算定方法 |
| 債券先物取引の時価については、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場で評価しております。 |
| 2.債券先物取引の残高は、契約金額ベースで表示しております。 |
| 3.計算日又は計算日に知りうる直近の日のわが国の対顧客電信売買相場の仲値により邦貨換算しております。 |
| 4.契約額等には手数料相当額を含んでおりません。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
| 通貨関連 |
| (2024年 9月19日現在) |
| 区分 | 種類 | 契約額等(円) | 時価 (円) | 評価損益 (円) | |
| うち1年超 | |||||
| 市場取引以外の取引 | 為替予約取引 | ||||
| 買建 | 4,231,984,907 | - | 4,266,143,712 | 34,158,805 | |
| アメリカドル | 1,988,384,747 | - | 2,003,647,533 | 15,262,786 | |
| カナダドル | 136,673,478 | - | 137,716,288 | 1,042,810 | |
| メキシコペソ | 16,591,200 | - | 16,588,524 | △2,676 | |
| ユーロ | 1,305,610,713 | - | 1,316,673,209 | 11,062,496 | |
| イギリスポンド | 248,581,780 | - | 251,158,968 | 2,577,188 | |
| ポーランドズロチ | 11,558,660 | - | 11,545,020 | △13,640 | |
| オーストラリアドル | 33,902,050 | - | 33,898,270 | △3,780 | |
| オフショア人民元 | 490,682,279 | - | 494,915,900 | 4,233,621 | |
| 合計 | 4,231,984,907 | - | 4,266,143,712 | 34,158,805 | |
| (注)時価の算定方法 |
| わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって、以下のように評価しております。 |
| ①計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されている場合は、当該為替予約は当該仲値によって評価しております。 |
| ②計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されていない場合は、発表されている先物相場のうち当該日に最も近い前後二つの先物相場の仲値をもとに計算したレートを用いております。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
附属明細表
| 第1 有価証券明細表 (1)株式 |
該当事項はありません。
| (2)株式以外の有価証券 |
| 種類 | 通貨 | 銘 柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | アメリカドル | T 0.25% 08/31/25 | 5,250,000.00 | 5,067,458.65 | |
| T 0.25% 09/30/25 | 3,000,000.00 | 2,888,816.97 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,457,476.57 | |||
| T 0.375% 01/31/26 | 8,000,000.00 | 7,639,375.04 | |||
| T 0.375% 07/31/27 | 16,100,000.00 | 14,734,644.48 | |||
| T 0.375% 09/30/27 | 2,440,000.00 | 2,222,306.25 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,878,242.18 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,829,062.48 | |||
| T 0.5% 02/28/26 | 4,500,000.00 | 4,295,390.62 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,719,270.32 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,229,296.87 | |||
| T 0.5% 06/30/27 | 6,960,000.00 | 6,407,278.14 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,270,453.12 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 6,838,183.57 | |||
| T 0.625% 03/31/27 | 7,500,000.00 | 6,975,000.00 | |||
| T 0.625% 05/15/30 | 9,100,000.00 | 7,751,351.60 | |||
| T 0.625% 07/31/26 | 10,800,000.00 | 10,217,812.50 | |||
| T 0.625% 08/15/30 | 11,950,000.00 | 10,100,550.84 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,283,984.37 | |||
| T 0.625% 12/31/27 | 9,600,000.00 | 8,750,625.02 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,762,226.52 | |||
| T 0.75% 03/31/26 | 6,000,000.00 | 5,736,562.50 | |||
| T 0.75% 04/30/26 | 9,500,000.00 | 9,063,593.75 | |||
| T 0.75% 05/31/26 | 4,000,000.00 | 3,808,125.00 | |||
| T 0.75% 08/31/26 | 9,630,000.00 | 9,113,892.18 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,619,062.48 | |||
| T 0.875% 09/30/26 | 2,900,000.00 | 2,746,673.83 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 9,514,521.45 | |||
| T 1.125% 02/15/31 | 4,080,000.00 | 3,520,593.72 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,385,624.96 | |||
| T 1.125% 05/15/40 | 1,710,000.00 | 1,141,825.78 | |||
| T 1.125% 08/15/40 | 5,200,000.00 | 3,441,242.16 | |||
| T 1.125% 08/31/28 | 12,030,000.00 | 10,982,544.17 | |||
| T 1.25% 03/31/28 | 8,480,000.00 | 7,848,637.54 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 7,391,250.00 | |||
| T 1.25% 05/15/50 | 5,550,000.00 | 3,032,771.47 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,533,125.00 | |||
| T 1.25% 06/30/28 | 9,000,000.00 | 8,286,328.08 | |||
| T 1.25% 08/15/31 | 9,230,000.00 | 7,916,707.97 | |||
| T 1.25% 09/30/28 | 9,500,000.00 | 8,698,808.57 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,657,929.67 | |||
| T 1.25% 12/31/26 | 7,130,000.00 | 6,772,664.43 | |||
| T 1.375% 08/15/50 | 5,700,000.00 | 3,206,583.96 | |||
| T 1.375% 10/31/28 | 3,520,000.00 | 3,234,550.00 | |||
| T 1.375% 11/15/31 | 12,580,000.00 | 10,822,485.56 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 4,110,468.72 | |||
| T 1.375% 12/31/28 | 8,680,000.00 | 7,952,710.95 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,721,562.50 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,827,043.75 | |||
| T 1.5% 08/15/26 | 15,500,000.00 | 14,895,742.11 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 6,916,113.30 | |||
| T 1.625% 02/15/26 | 5,600,000.00 | 5,436,484.36 | |||
| T 1.625% 05/15/26 | 10,770,000.00 | 10,414,085.10 | |||
| T 1.625% 05/15/31 | 10,980,000.00 | 9,715,155.49 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,188,378.94 | |||
| T 1.625% 10/31/26 | 12,300,000.00 | 11,808,000.00 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 4,141,212.88 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,583,198.41 | |||
| T 1.75% 01/31/29 | 10,200,000.00 | 9,479,226.58 | |||
| T 1.75% 08/15/41 | 7,080,000.00 | 5,069,667.20 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,754,023.43 | |||
| T 1.875% 02/15/32 | 11,720,000.00 | 10,399,897.64 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 5,850,320.35 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 4,216,523.45 | |||
| T 1.875% 02/28/27 | 6,500,000.00 | 6,247,617.22 | |||
| T 1.875% 02/28/29 | 8,470,000.00 | 7,904,726.76 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 5,025,582.40 | |||
| T 1.875% 11/15/51 | 3,300,000.00 | 2,097,304.70 | |||
| T 1% 07/31/28 | 13,000,000.00 | 11,830,507.78 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,508,171.88 | |||
| T 2.25% 02/15/27 | 5,550,000.00 | 5,384,583.97 | |||
| T 2.25% 02/15/52 | 4,300,000.00 | 2,992,783.18 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 7,336,230.45 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 5,057,221.07 | |||
| T 2.25% 08/15/27 | 7,530,000.00 | 7,267,920.68 | |||
| T 2.25% 08/15/46 | 1,640,000.00 | 1,193,644.52 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 3,874,169.91 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,319,648.43 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,362,826.19 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 4,323,085.91 | |||
| T 2.375% 03/31/29 | 4,900,000.00 | 4,668,302.71 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,545,968.75 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 11,347,062.86 | |||
| T 2.375% 05/15/29 | 6,010,000.00 | 5,717,834.18 | |||
| T 2.375% 05/15/51 | 7,450,000.00 | 5,350,904.31 | |||
| T 2.375% 11/15/49 | 4,100,000.00 | 2,962,810.55 | |||
| T 2.5% 02/15/45 | 2,810,000.00 | 2,176,871.87 | |||
| T 2.5% 02/15/46 | 2,450,000.00 | 1,880,614.26 | |||
| T 2.5% 03/31/27 | 7,100,000.00 | 6,925,273.40 | |||
| T 2.5% 05/15/46 | 1,450,000.00 | 1,110,042.97 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 4,618,550.75 | |||
| T 2.625% 02/15/29 | 7,740,000.00 | 7,463,053.12 | |||
| T 2.625% 05/31/27 | 2,400,000.00 | 2,344,406.25 | |||
| T 2.625% 07/31/29 | 15,200,000.00 | 14,597,640.56 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 5,732,586.33 | |||
| T 2.75% 02/15/28 | 8,550,000.00 | 8,340,591.77 | |||
| T 2.75% 04/30/27 | 5,450,000.00 | 5,343,767.56 | |||
| T 2.75% 05/31/29 | 5,700,000.00 | 5,512,523.46 | |||
| T 2.75% 08/15/32 | 12,900,000.00 | 12,115,166.06 | |||
| T 2.75% 08/15/42 | 7,100,000.00 | 5,893,000.00 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 3,209,150.38 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 6,818,557.36 | |||
| T 2.75% 11/15/42 | 6,020,000.00 | 4,981,432.42 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,412,955.07 | |||
| T 2.875% 04/30/29 | 3,300,000.00 | 3,210,667.97 | |||
| T 2.875% 05/15/28 | 10,060,000.00 | 9,839,937.50 | |||
| T 2.875% 05/15/32 | 10,100,000.00 | 9,595,000.00 | |||
| T 2.875% 05/15/43 | 5,050,000.00 | 4,233,123.05 | |||
| T 2.875% 05/15/49 | 6,080,000.00 | 4,878,131.25 | |||
| T 2.875% 05/15/52 | 10,800,000.00 | 8,621,226.57 | |||
| T 2.875% 08/15/28 | 13,220,000.00 | 12,914,545.68 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 1,895,792.96 | |||
| T 2.875% 11/15/46 | 940,000.00 | 767,458.59 | |||
| T 2.875% 11/30/25 | 9,000,000.00 | 8,896,113.27 | |||
| T 2% 02/15/50 | 2,750,000.00 | 1,823,969.73 | |||
| T 2% 08/15/51 | 7,850,000.00 | 5,155,242.18 | |||
| T 2% 11/15/26 | 6,320,000.00 | 6,112,748.42 | |||
| T 2% 11/15/41 | 6,200,000.00 | 4,605,437.50 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 930,890.62 | |||
| T 3.125% 02/15/43 | 3,800,000.00 | 3,320,101.57 | |||
| T 3.125% 05/15/48 | 4,780,000.00 | 4,034,618.75 | |||
| T 3.125% 08/15/44 | 1,840,000.00 | 1,588,653.12 | |||
| T 3.125% 08/31/27 | 6,150,000.00 | 6,083,214.81 | |||
| T 3.125% 08/31/29 | 7,150,000.00 | 7,022,919.90 | |||
| T 3.125% 11/15/28 | 10,410,000.00 | 10,251,613.51 | |||
| T 3.25% 05/15/42 | 4,150,000.00 | 3,718,626.96 | |||
| T 3.25% 06/30/29 | 6,500,000.00 | 6,423,193.33 | |||
| T 3.375% 05/15/33 | 13,630,000.00 | 13,331,577.55 | |||
| T 3.375% 05/15/44 | 3,910,000.00 | 3,513,654.27 | |||
| T 3.375% 08/15/42 | 2,300,000.00 | 2,093,763.66 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 4,663,171.87 | |||
| T 3.5% 01/31/30 | 4,000,000.00 | 3,993,437.52 | |||
| T 3.5% 02/15/33 | 11,200,000.00 | 11,067,437.47 | |||
| T 3.5% 02/15/39 | 770,000.00 | 742,177.73 | |||
| T 3.5% 04/30/30 | 3,500,000.00 | 3,492,753.91 | |||
| T 3.5% 09/15/25 | 2,900,000.00 | 2,886,655.47 | |||
| T 3.625% 02/15/44 | 4,890,000.00 | 4,563,745.31 | |||
| T 3.625% 02/15/53 | 9,550,000.00 | 8,836,734.37 | |||
| T 3.625% 05/15/53 | 2,300,000.00 | 2,130,375.00 | |||
| T 3.625% 08/15/43 | 4,700,000.00 | 4,397,070.33 | |||
| T 3.75% 04/15/26 | 6,570,000.00 | 6,574,876.18 | |||
| T 3.75% 06/30/30 | 3,000,000.00 | 3,030,703.14 | |||
| T 3.75% 11/15/43 | 6,130,000.00 | 5,831,401.93 | |||
| T 3.75% 12/31/30 | 6,160,000.00 | 6,222,562.50 | |||
| T 3.875% 01/15/26 | 6,500,000.00 | 6,506,347.64 | |||
| T 3.875% 02/15/43 | 2,500,000.00 | 2,433,593.75 | |||
| T 3.875% 08/15/33 | 11,070,000.00 | 11,228,482.65 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,444,307.61 | |||
| T 3.875% 09/30/29 | 3,540,000.00 | 3,596,833.60 | |||
| T 3.875% 11/30/29 | 8,130,000.00 | 8,261,794.94 | |||
| T 3% 02/15/47 | 3,920,000.00 | 3,263,782.82 | |||
| T 3% 02/15/48 | 1,000,000.00 | 826,250.00 | |||
| T 3% 02/15/49 | 1,000,000.00 | 822,011.72 | |||
| T 3% 05/15/42 | 2,450,000.00 | 2,119,776.35 | |||
| T 3% 05/15/45 | 700,000.00 | 589,968.75 | |||
| T 3% 05/15/47 | 1,710,000.00 | 1,420,836.33 | |||
| T 3% 08/15/48 | 3,250,000.00 | 2,677,187.50 | |||
| T 3% 08/15/52 | 5,200,000.00 | 4,260,039.05 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,159,606.33 | |||
| T 3% 10/31/25 | 5,000,000.00 | 4,951,074.20 | |||
| T 3% 11/15/44 | 2,800,000.00 | 2,366,000.00 | |||
| T 3% 11/15/45 | 2,300,000.00 | 1,934,156.25 | |||
| T 4.125% 03/31/29 | 3,350,000.00 | 3,436,367.18 | |||
| T 4.125% 07/31/31 | 3,500,000.00 | 3,614,296.87 | |||
| T 4.125% 08/15/53 | 4,300,000.00 | 4,354,085.91 | |||
| T 4.125% 08/31/30 | 9,200,000.00 | 9,477,796.85 | |||
| T 4.125% 10/31/27 | 3,100,000.00 | 3,155,824.21 | |||
| T 4.125% 11/15/32 | 8,000,000.00 | 8,272,031.28 | |||
| T 4.25% 02/15/54 | 10,550,000.00 | 10,925,019.58 | |||
| T 4.25% 02/28/31 | 9,000,000.00 | 9,349,980.48 | |||
| T 4.25% 05/15/39 | 900,000.00 | 939,269.52 | |||
| T 4.25% 10/15/25 | 6,900,000.00 | 6,922,416.16 | |||
| T 4.25% 11/15/40 | 740,000.00 | 769,802.34 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,063,007.81 | |||
| T 4.375% 05/15/34 | 3,310,000.00 | 3,488,171.07 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 2,007,134.76 | |||
| T 4.375% 05/15/41 | 650,000.00 | 685,470.70 | |||
| T 4.375% 07/15/27 | 800,000.00 | 818,156.24 | |||
| T 4.375% 08/15/26 | 6,000,000.00 | 6,081,679.68 | |||
| T 4.375% 08/15/43 | 1,500,000.00 | 1,558,212.88 | |||
| T 4.375% 08/31/28 | 14,150,000.00 | 14,598,543.96 | |||
| T 4.375% 11/15/39 | 960,000.00 | 1,014,131.25 | |||
| T 4.375% 11/30/30 | 4,500,000.00 | 4,699,951.15 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,177,200.00 | |||
| T 4.5% 04/15/27 | 9,150,000.00 | 9,364,095.72 | |||
| T 4.5% 05/15/38 | 550,000.00 | 591,228.51 | |||
| T 4.5% 07/15/26 | 10,000,000.00 | 10,148,242.20 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,820,328.12 | |||
| T 4.5% 11/15/33 | 9,270,000.00 | 9,849,375.00 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,497,839.05 | |||
| T 4.625% 04/30/31 | 7,070,000.00 | 7,502,761.33 | |||
| T 4.625% 05/15/54 | 3,900,000.00 | 4,297,312.50 | |||
| T 4.625% 09/30/30 | 3,010,000.00 | 3,182,898.64 | |||
| T 4.625% 10/15/26 | 9,520,000.00 | 9,711,143.70 | |||
| T 4.75% 02/15/41 | 750,000.00 | 826,230.46 | |||
| T 4.75% 11/15/53 | 3,880,000.00 | 4,354,239.05 | |||
| T 4.875% 05/31/26 | 3,400,000.00 | 3,465,210.94 | |||
| T 4.875% 10/31/30 | 4,960,000.00 | 5,315,337.47 | |||
| T 4% 01/15/27 | 7,200,000.00 | 7,268,625.00 | |||
| T 4% 02/15/26 | 6,500,000.00 | 6,520,947.29 | |||
| T 4% 02/15/34 | 11,600,000.00 | 11,872,781.19 | |||
| T 4% 02/28/30 | 1,350,000.00 | 1,380,796.87 | |||
| T 4% 07/31/30 | 3,980,000.00 | 4,073,281.25 | |||
| T 4% 10/31/29 | 6,550,000.00 | 6,693,025.40 | |||
| T 4% 11/15/52 | 7,400,000.00 | 7,317,328.08 | |||
| T 5.0% 05/15/37 | 400,000.00 | 450,515.62 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,388,257.80 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,158,025.39 | |||
| T 5% 08/31/25 | 6,750,000.00 | 6,810,347.70 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 1,756,478.52 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,563,847.64 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,194,539.06 | |||
| アメリカドル 小計 | 1,226,690,000.00 | 1,140,010,781.82 | |||
| (163,751,148,700) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 1,340,000.00 | 1,287,303.16 | ||
| CAN 0.5% 09/01/25 | 3,010,000.00 | 2,930,163.00 | |||
| CAN 0.5% 12/01/30 | 2,320,000.00 | 2,022,086.66 | |||
| CAN 1.25% 03/01/27 | 1,880,000.00 | 1,811,947.12 | |||
| CAN 1.25% 06/01/30 | 3,950,000.00 | 3,636,580.37 | |||
| CAN 1.5% 06/01/26 | 910,000.00 | 888,417.93 | |||
| CAN 1.5% 06/01/31 | 4,110,000.00 | 3,785,645.70 | |||
| CAN 1.5% 12/01/31 | 3,620,000.00 | 3,310,065.91 | |||
| CAN 1.75% 12/01/53 | 2,920,000.00 | 2,152,653.46 | |||
| CAN 1% 06/01/27 | 810,000.00 | 775,128.58 | |||
| CAN 1% 09/01/26 | 1,530,000.00 | 1,476,489.85 | |||
| CAN 2.25% 06/01/29 | 240,000.00 | 235,909.10 | |||
| CAN 2.5% 12/01/32 | 2,300,000.00 | 2,240,626.78 | |||
| CAN 2.75% 06/01/33 | 1,200,000.00 | 1,188,778.99 | |||
| CAN 2.75% 09/01/27 | 1,600,000.00 | 1,599,564.43 | |||
| CAN 2.75% 12/01/48 | 980,000.00 | 918,557.36 | |||
| CAN 2.75% 12/01/55 | 1,990,000.00 | 1,840,781.31 | |||
| CAN 2.75% 12/01/64 | 620,000.00 | 576,780.94 | |||
| CAN 2% 06/01/28 | 410,000.00 | 400,177.40 | |||
| CAN 2% 06/01/32 | 1,520,000.00 | 1,432,001.59 | |||
| CAN 2% 12/01/51 | 3,750,000.00 | 2,971,941.03 | |||
| CAN 3.25% 09/01/28 | 1,890,000.00 | 1,926,780.02 | |||
| CAN 3.25% 12/01/33 | 2,370,000.00 | 2,436,546.39 | |||
| CAN 3.25% 12/01/34 | 1,140,000.00 | 1,168,784.84 | |||
| CAN 3.5% 03/01/28 | 1,160,000.00 | 1,188,946.40 | |||
| CAN 3.5% 09/01/29 | 990,000.00 | 1,024,864.58 | |||
| CAN 3.5% 12/01/45 | 960,000.00 | 1,017,670.00 | |||
| CAN 3% 04/01/26 | 1,340,000.00 | 1,338,519.98 | |||
| CAN 3% 06/01/34 | 2,620,000.00 | 2,635,316.55 | |||
| CAN 3% 10/01/25 | 3,290,000.00 | 3,280,395.60 | |||
| CAN 4.0% 06/01/41 | 740,000.00 | 828,302.50 | |||
| CAN 4.5% 02/01/26 | 300,000.00 | 305,342.13 | |||
| CAN 4.5% 11/01/25 | 1,580,000.00 | 1,601,080.53 | |||
| CAN 4% 03/01/29 | 2,180,000.00 | 2,295,365.12 | |||
| CAN 4% 05/01/26 | 2,250,000.00 | 2,282,854.04 | |||
| CAN 4% 08/01/26 | 1,490,000.00 | 1,518,890.39 | |||
| CAN 5.75% 06/01/29 | 1,490,000.00 | 1,691,619.08 | |||
| CAN 5.75% 06/01/33 | 1,620,000.00 | 1,972,196.53 | |||
| CAN 5% 06/01/37 | 490,000.00 | 591,736.67 | |||
| カナダドル 小計 | 68,910,000.00 | 66,586,812.02 | |||
| (7,014,920,646) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 9,074,889.03 | ||
| MBONO 5.5% 03/04/27 | 33,260,000.00 | 30,664,590.82 | |||
| MBONO 5.75% 03/05/26 | 46,850,000.00 | 44,291,796.97 | |||
| MBONO 7.5% 05/26/33 | 30,430,000.00 | 27,459,119.10 | |||
| MBONO 7.5% 06/03/27 | 33,800,000.00 | 32,527,120.05 | |||
| MBONO 7.75% 05/29/31 | 38,870,000.00 | 36,278,659.15 | |||
| MBONO 7.75% 11/13/42 | 32,960,000.00 | 28,127,057.72 | |||
| MBONO 7.75% 11/23/34 | 18,410,000.00 | 16,736,177.70 | |||
| MBONO 7% 09/03/26 | 14,580,000.00 | 13,926,232.80 | |||
| MBONO 8.5% 03/01/29 | 25,020,000.00 | 24,404,508.00 | |||
| MBONO 8.5% 05/31/29 | 32,230,000.00 | 31,471,894.63 | |||
| MBONO 8.5% 11/18/38 | 21,430,000.00 | 20,051,247.16 | |||
| MBONO 8% 07/31/53 | 25,920,000.00 | 22,274,526.17 | |||
| MBONO 8% 11/07/47 | 24,600,000.00 | 21,314,110.84 | |||
| メキシコペソ 小計 | 386,910,000.00 | 358,601,930.14 | |||
| (2,671,799,540) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,420,000.00 | 1,242,343.80 | ||
| BGB 0.35% 06/22/32 | 1,220,000.00 | 1,026,423.51 | |||
| BGB 0.4% 06/22/40 | 660,000.00 | 437,508.72 | |||
| BGB 0.65% 06/22/71 | 530,000.00 | 227,878.00 | |||
| BGB 0.8% 06/22/27 | 1,510,000.00 | 1,449,336.36 | |||
| BGB 0.8% 06/22/28 | 1,600,000.00 | 1,513,278.40 | |||
| BGB 0.9% 06/22/29 | 1,790,000.00 | 1,671,113.57 | |||
| BGB 0% 10/22/27 | 900,000.00 | 837,978.38 | |||
| BGB 0% 10/22/31 | 1,460,000.00 | 1,220,947.76 | |||
| BGB 1.25% 04/22/33 | 1,310,000.00 | 1,174,268.93 | |||
| BGB 1.4% 06/22/53 | 1,050,000.00 | 675,993.41 | |||
| BGB 1.45% 06/22/37 | 800,000.00 | 672,042.00 | |||
| BGB 1.6% 06/22/47 | 950,000.00 | 697,511.37 | |||
| BGB 1.7% 06/22/50 | 1,100,000.00 | 794,997.50 | |||
| BGB 1.9% 06/22/38 | 1,020,000.00 | 891,143.40 | |||
| BGB 1% 06/22/26 | 1,560,000.00 | 1,523,180.88 | |||
| BGB 1% 06/22/31 | 1,770,000.00 | 1,604,128.87 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 662,488.02 | |||
| BGB 2.25% 06/22/57 | 670,000.00 | 522,963.14 | |||
| BGB 2.7% 10/22/29 | 610,000.00 | 617,454.20 | |||
| BGB 2.75% 04/22/39 | 730,000.00 | 704,156.90 | |||
| BGB 2.85% 10/22/34 | 1,110,000.00 | 1,115,848.80 | |||
| BGB 3.3% 06/22/54 | 1,020,000.00 | 1,001,885.56 | |||
| BGB 3.45% 06/22/43 | 440,000.00 | 454,276.24 | |||
| BGB 3.5% 06/22/55 | 690,000.00 | 699,920.95 | |||
| BGB 3.75% 06/22/45 | 930,000.00 | 999,949.02 | |||
| BGB 3% 06/22/33 | 1,450,000.00 | 1,485,430.75 | |||
| BGB 3% 06/22/34 | 1,030,000.00 | 1,053,337.22 | |||
| BGB 4.25% 03/28/41 | 1,680,000.00 | 1,915,674.60 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,174,255.86 | |||
| BGB 4% 03/28/32 | 880,000.00 | 962,217.25 | |||
| BGB 5.5% 03/28/28 | 2,040,000.00 | 2,255,087.40 | |||
| BGB 5% 03/28/35 | 1,810,000.00 | 2,162,006.99 | |||
| BKO 2.5% 03/19/26 | 1,110,000.00 | 1,111,671.21 | |||
| BKO 2.7% 09/17/26 | 2,650,000.00 | 2,672,730.90 | |||
| BKO 2.9% 06/18/26 | 730,000.00 | 737,153.78 | |||
| BKO 3.1% 09/18/25 | 1,360,000.00 | 1,366,063.28 | |||
| BKO 3.1% 12/12/25 | 1,820,000.00 | 1,832,927.46 | |||
| BTPS 0.25% 03/15/28 | 2,030,000.00 | 1,866,513.95 | |||
| BTPS 0.45% 02/15/29 | 1,640,000.00 | 1,481,402.16 | |||
| BTPS 0.5% 02/01/26 | 1,910,000.00 | 1,853,997.36 | |||
| BTPS 0.5% 07/15/28 | 1,300,000.00 | 1,196,130.00 | |||
| BTPS 0.6% 08/01/31 | 1,960,000.00 | 1,658,681.85 | |||
| BTPS 0.85% 01/15/27 | 2,340,000.00 | 2,249,732.74 | |||
| BTPS 0.9% 04/01/31 | 2,920,000.00 | 2,546,772.90 | |||
| BTPS 0.95% 03/01/37 | 1,320,000.00 | 966,612.90 | |||
| BTPS 0.95% 06/01/32 | 2,320,000.00 | 1,967,575.76 | |||
| BTPS 0.95% 08/01/30 | 1,180,000.00 | 1,050,795.90 | |||
| BTPS 0.95% 09/15/27 | 1,640,000.00 | 1,561,960.60 | |||
| BTPS 0.95% 12/01/31 | 2,140,000.00 | 1,840,400.00 | |||
| BTPS 0% 04/01/26 | 2,240,000.00 | 2,151,452.80 | |||
| BTPS 0% 08/01/26 | 3,230,000.00 | 3,078,023.65 | |||
| BTPS 1.1% 04/01/27 | 2,350,000.00 | 2,264,516.40 | |||
| BTPS 1.25% 12/01/26 | 1,670,000.00 | 1,623,348.55 | |||
| BTPS 1.35% 04/01/30 | 2,250,000.00 | 2,068,402.50 | |||
| BTPS 1.45% 03/01/36 | 1,730,000.00 | 1,386,324.68 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 826,225.00 | |||
| BTPS 1.6% 06/01/26 | 1,080,000.00 | 1,062,001.80 | |||
| BTPS 1.65% 03/01/32 | 2,430,000.00 | 2,189,679.07 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,339,790.85 | |||
| BTPS 1.7% 09/01/51 | 1,520,000.00 | 957,071.80 | |||
| BTPS 1.8% 03/01/41 | 960,000.00 | 718,141.44 | |||
| BTPS 2.05% 08/01/27 | 1,280,000.00 | 1,260,469.00 | |||
| BTPS 2.1% 07/15/26 | 1,440,000.00 | 1,427,196.60 | |||
| BTPS 2.15% 03/01/72 | 690,000.00 | 431,138.77 | |||
| BTPS 2.15% 09/01/52 | 1,020,000.00 | 698,980.50 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,256,727.15 | |||
| BTPS 2.25% 09/01/36 | 1,650,000.00 | 1,434,147.82 | |||
| BTPS 2.45% 09/01/33 | 1,510,000.00 | 1,409,610.67 | |||
| BTPS 2.45% 09/01/50 | 1,380,000.00 | 1,031,905.35 | |||
| BTPS 2.5% 11/15/25 | 1,660,000.00 | 1,656,339.31 | |||
| BTPS 2.5% 12/01/32 | 2,520,000.00 | 2,385,386.64 | |||
| BTPS 2.65% 12/01/27 | 1,760,000.00 | 1,760,375.76 | |||
| BTPS 2.7% 03/01/47 | 1,110,000.00 | 900,054.60 | |||
| BTPS 2.8% 03/01/67 | 950,000.00 | 715,396.35 | |||
| BTPS 2.8% 06/15/29 | 2,610,000.00 | 2,603,054.79 | |||
| BTPS 2.8% 12/01/28 | 1,420,000.00 | 1,423,124.00 | |||
| BTPS 2.95% 02/15/27 | 860,000.00 | 866,167.06 | |||
| BTPS 2.95% 09/01/38 | 1,380,000.00 | 1,258,912.59 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,212,671.26 | |||
| BTPS 2% 12/01/25 | 3,220,000.00 | 3,193,440.63 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,295,948.80 | |||
| BTPS 3.2% 01/28/26 | 2,000,000.00 | 2,011,140.00 | |||
| BTPS 3.25% 03/01/38 | 2,080,000.00 | 1,968,096.00 | |||
| BTPS 3.25% 09/01/46 | 2,270,000.00 | 2,026,985.15 | |||
| BTPS 3.35% 03/01/35 | 2,330,000.00 | 2,297,689.89 | |||
| BTPS 3.35% 07/01/29 | 1,600,000.00 | 1,632,568.64 | |||
| BTPS 3.4% 04/01/28 | 2,000,000.00 | 2,045,204.00 | |||
| BTPS 3.45% 03/01/48 | 1,820,000.00 | 1,665,038.37 | |||
| BTPS 3.5% 01/15/26 | 1,840,000.00 | 1,857,351.20 | |||
| BTPS 3.5% 02/15/31 | 2,440,000.00 | 2,494,814.60 | |||
| BTPS 3.5% 03/01/30 | 2,360,000.00 | 2,431,248.16 | |||
| BTPS 3.7% 06/15/30 | 1,730,000.00 | 1,791,432.30 | |||
| BTPS 3.8% 04/15/26 | 1,870,000.00 | 1,901,283.23 | |||
| BTPS 3.8% 08/01/28 | 1,760,000.00 | 1,826,048.40 | |||
| BTPS 3.85% 07/01/34 | 1,480,000.00 | 1,526,311.42 | |||
| BTPS 3.85% 09/01/49 | 1,580,000.00 | 1,528,901.60 | |||
| BTPS 3.85% 09/15/26 | 860,000.00 | 879,909.00 | |||
| BTPS 3.85% 12/15/29 | 2,860,000.00 | 2,986,869.60 | |||
| BTPS 3% 08/01/29 | 1,150,000.00 | 1,157,683.15 | |||
| BTPS 4.1% 02/01/29 | 1,140,000.00 | 1,198,729.38 | |||
| BTPS 4.15% 10/01/39 | 1,010,000.00 | 1,042,871.25 | |||
| BTPS 4.2% 03/01/34 | 1,920,000.00 | 2,039,704.70 | |||
| BTPS 4.35% 11/01/33 | 2,090,000.00 | 2,248,434.54 | |||
| BTPS 4.4% 05/01/33 | 1,060,000.00 | 1,145,972.57 | |||
| BTPS 4.45% 09/01/43 | 1,560,000.00 | 1,649,632.92 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,132,858.83 | |||
| BTPS 4.5% 10/01/53 | 1,510,000.00 | 1,598,260.10 | |||
| BTPS 4.75% 09/01/28 | 2,630,000.00 | 2,824,107.15 | |||
| BTPS 4.75% 09/01/44 | 1,850,000.00 | 2,039,652.75 | |||
| BTPS 4% 02/01/37 | 3,070,000.00 | 3,192,285.77 | |||
| BTPS 4% 04/30/35 | 880,000.00 | 919,256.09 | |||
| BTPS 4% 10/30/31 | 1,250,000.00 | 1,320,843.75 | |||
| BTPS 4% 11/15/30 | 2,310,000.00 | 2,429,542.50 | |||
| BTPS 5.0% 08/01/39 | 2,680,000.00 | 3,029,273.68 | |||
| BTPS 5.25% 11/01/29 | 3,350,000.00 | 3,728,020.70 | |||
| BTPS 5.75% 02/01/33 | 2,280,000.00 | 2,682,064.32 | |||
| BTPS 5% 08/01/34 | 2,830,000.00 | 3,195,580.81 | |||
| BTPS 5% 09/01/40 | 2,740,000.00 | 3,094,146.37 | |||
| BTPS 6.5% 11/01/27 | 2,700,000.00 | 3,012,136.20 | |||
| BTPS 6% 05/01/31 | 1,140,000.00 | 1,339,873.92 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,533,817.88 | |||
| DBR 0.25% 02/15/27 | 2,490,000.00 | 2,383,431.10 | |||
| DBR 0.25% 02/15/29 | 1,970,000.00 | 1,826,507.17 | |||
| DBR 0.25% 08/15/28 | 2,090,000.00 | 1,954,244.57 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 2,924,721.00 | |||
| DBR 0.5% 02/15/28 | 1,360,000.00 | 1,293,113.84 | |||
| DBR 0.5% 08/15/27 | 350,000.00 | 335,020.00 | |||
| DBR 0% 02/15/30 | 1,260,000.00 | 1,131,610.40 | |||
| DBR 0% 02/15/31 | 1,660,000.00 | 1,460,879.25 | |||
| DBR 0% 02/15/32 | 3,100,000.00 | 2,668,227.34 | |||
| DBR 0% 05/15/35 | 2,380,000.00 | 1,881,684.50 | |||
| DBR 0% 05/15/36 | 2,430,000.00 | 1,866,796.47 | |||
| DBR 0% 08/15/26 | 2,920,000.00 | 2,802,835.00 | |||
| DBR 0% 08/15/29 | 2,950,000.00 | 2,675,365.32 | |||
| DBR 0% 08/15/30 | 2,350,000.00 | 2,090,401.37 | |||
| DBR 0% 08/15/30 | 1,480,000.00 | 1,316,859.60 | |||
| DBR 0% 08/15/31 | 3,990,000.00 | 3,473,560.72 | |||
| DBR 0% 08/15/50 | 5,040,000.00 | 2,702,356.00 | |||
| DBR 0% 08/15/52 | 3,020,000.00 | 1,547,594.45 | |||
| DBR 0% 11/15/27 | 2,820,000.00 | 2,644,814.55 | |||
| DBR 0% 11/15/28 | 1,990,000.00 | 1,832,562.63 | |||
| DBR 1.25% 08/15/48 | 3,520,000.00 | 2,754,350.36 | |||
| DBR 1.7% 08/15/32 | 2,600,000.00 | 2,531,008.35 | |||
| DBR 1.8% 08/15/53 | 3,700,000.00 | 3,202,350.00 | |||
| DBR 1% 05/15/38 | 2,360,000.00 | 1,984,302.03 | |||
| DBR 2.1% 11/15/29 | 3,430,000.00 | 3,433,916.03 | |||
| DBR 2.2% 02/15/34 | 2,900,000.00 | 2,910,550.76 | |||
| DBR 2.3% 02/15/33 | 4,320,000.00 | 4,385,188.80 | |||
| DBR 2.4% 11/15/30 | 2,000,000.00 | 2,036,163.37 | |||
| DBR 2.5% 07/04/44 | 2,930,000.00 | 2,939,291.61 | |||
| DBR 2.5% 08/15/46 | 3,010,000.00 | 3,019,346.05 | |||
| DBR 2.5% 08/15/54 | 1,540,000.00 | 1,553,528.12 | |||
| DBR 2.6% 05/15/41 | 300,000.00 | 305,583.51 | |||
| DBR 2.6% 08/15/33 | 2,890,000.00 | 3,000,542.50 | |||
| DBR 2.6% 08/15/34 | 1,350,000.00 | 1,398,844.35 | |||
| DBR 3.25% 07/04/42 | 2,030,000.00 | 2,257,545.74 | |||
| DBR 4.0% 01/04/37 | 2,570,000.00 | 3,024,687.48 | |||
| DBR 4.25% 07/04/39 | 1,810,000.00 | 2,218,251.83 | |||
| DBR 4.75% 07/04/28 | 1,430,000.00 | 1,569,282.00 | |||
| DBR 4.75% 07/04/34 | 2,500,000.00 | 3,062,768.74 | |||
| DBR 4.75% 07/04/40 | 2,060,000.00 | 2,680,390.63 | |||
| DBR 5.5% 01/04/31 | 3,100,000.00 | 3,718,434.50 | |||
| DBR 5.625% 01/04/28 | 2,810,000.00 | 3,124,690.49 | |||
| DBR 6.25% 01/04/30 | 1,570,000.00 | 1,895,394.27 | |||
| DBR 6.5% 07/04/27 | 2,690,000.00 | 3,005,325.02 | |||
| FRTR 0.25% 11/25/26 | 3,700,000.00 | 3,529,526.60 | |||
| FRTR 0.5% 05/25/26 | 4,500,000.00 | 4,355,806.18 | |||
| FRTR 0.5% 05/25/29 | 4,260,000.00 | 3,881,255.11 | |||
| FRTR 0.5% 05/25/40 | 2,690,000.00 | 1,800,425.07 | |||
| FRTR 0.5% 05/25/72 | 1,290,000.00 | 482,388.67 | |||
| FRTR 0.5% 06/25/44 | 2,030,000.00 | 1,216,719.07 | |||
| FRTR 0.75% 02/25/28 | 5,200,000.00 | 4,910,852.69 | |||
| FRTR 0.75% 05/25/28 | 6,860,000.00 | 6,451,089.12 | |||
| FRTR 0.75% 05/25/52 | 2,940,000.00 | 1,563,586.08 | |||
| FRTR 0.75% 05/25/53 | 3,040,000.00 | 1,575,761.20 | |||
| FRTR 0.75% 11/25/28 | 4,550,000.00 | 4,238,854.75 | |||
| FRTR 0% 02/25/26 | 4,020,000.00 | 3,879,829.62 | |||
| FRTR 0% 02/25/27 | 4,000,000.00 | 3,771,612.00 | |||
| FRTR 0% 05/25/32 | 3,780,000.00 | 3,079,554.66 | |||
| FRTR 0% 11/25/29 | 4,820,000.00 | 4,231,868.42 | |||
| FRTR 0% 11/25/30 | 6,120,000.00 | 5,222,364.28 | |||
| FRTR 0% 11/25/31 | 5,340,000.00 | 4,421,573.40 | |||
| FRTR 1.25% 05/25/34 | 5,510,000.00 | 4,765,560.43 | |||
| FRTR 1.25% 05/25/36 | 4,450,000.00 | 3,685,797.27 | |||
| FRTR 1.25% 05/25/38 | 2,920,000.00 | 2,310,856.17 | |||
| FRTR 1.5% 05/25/31 | 5,280,000.00 | 4,921,160.64 | |||
| FRTR 1.5% 05/25/50 | 3,050,000.00 | 2,072,229.47 | |||
| FRTR 1.75% 05/25/66 | 1,680,000.00 | 1,084,661.34 | |||
| FRTR 1.75% 06/25/39 | 3,570,000.00 | 2,989,798.24 | |||
| FRTR 1% 05/25/27 | 4,970,000.00 | 4,786,607.00 | |||
| FRTR 1% 11/25/25 | 4,200,000.00 | 4,121,323.50 | |||
| FRTR 2.5% 05/25/30 | 5,570,000.00 | 5,548,146.04 | |||
| FRTR 2.5% 05/25/43 | 1,910,000.00 | 1,695,831.70 | |||
| FRTR 2.5% 09/24/26 | 3,690,000.00 | 3,692,623.59 | |||
| FRTR 2.5% 09/24/27 | 1,100,000.00 | 1,101,457.60 | |||
| FRTR 2.75% 02/25/29 | 4,840,000.00 | 4,882,756.56 | |||
| FRTR 2.75% 02/25/30 | 2,170,000.00 | 2,185,288.28 | |||
| FRTR 2.75% 10/25/27 | 5,460,000.00 | 5,508,643.14 | |||
| FRTR 2% 05/25/48 | 2,860,000.00 | 2,228,057.97 | |||
| FRTR 2% 11/25/32 | 2,900,000.00 | 2,742,134.87 | |||
| FRTR 3.25% 05/25/45 | 2,860,000.00 | 2,830,526.27 | |||
| FRTR 3.25% 05/25/55 | 870,000.00 | 830,736.80 | |||
| FRTR 3.5% 04/25/26 | 4,730,000.00 | 4,803,078.50 | |||
| FRTR 3.5% 11/25/33 | 4,100,000.00 | 4,319,555.00 | |||
| FRTR 3% 05/25/33 | 4,210,000.00 | 4,276,837.96 | |||
| FRTR 3% 05/25/54 | 2,450,000.00 | 2,239,560.91 | |||
| FRTR 3% 06/25/49 | 770,000.00 | 723,032.69 | |||
| FRTR 3% 11/25/34 | 250,000.00 | 251,825.30 | |||
| FRTR 4.5% 04/25/41 | 3,490,000.00 | 4,057,762.61 | |||
| FRTR 4.75% 04/25/35 | 3,460,000.00 | 4,028,291.84 | |||
| FRTR 4% 04/25/55 | 2,540,000.00 | 2,789,186.70 | |||
| FRTR 4% 04/25/60 | 1,970,000.00 | 2,183,947.51 | |||
| FRTR 4% 10/25/38 | 2,140,000.00 | 2,350,059.61 | |||
| FRTR 5.5% 04/25/29 | 5,920,000.00 | 6,666,008.80 | |||
| FRTR 5.75% 10/25/32 | 4,370,000.00 | 5,311,761.22 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 1,967,181.15 | |||
| IRISH 0.2% 05/15/27 | 670,000.00 | 636,009.09 | |||
| IRISH 0.2% 10/18/30 | 910,000.00 | 803,088.13 | |||
| IRISH 0.35% 10/18/32 | 450,000.00 | 382,882.50 | |||
| IRISH 0.4% 05/15/35 | 690,000.00 | 550,416.45 | |||
| IRISH 0.55% 04/22/41 | 410,000.00 | 288,401.17 | |||
| IRISH 0.9% 05/15/28 | 770,000.00 | 735,386.96 | |||
| IRISH 0% 10/18/31 | 1,120,000.00 | 949,295.20 | |||
| IRISH 1.1% 05/15/29 | 980,000.00 | 930,572.32 | |||
| IRISH 1.3% 05/15/33 | 430,000.00 | 392,616.01 | |||
| IRISH 1.35% 03/18/31 | 370,000.00 | 348,282.85 | |||
| IRISH 1.5% 05/15/50 | 800,000.00 | 604,336.80 | |||
| IRISH 1.7% 05/15/37 | 740,000.00 | 661,525.51 | |||
| IRISH 1% 05/15/26 | 1,000,000.00 | 978,183.45 | |||
| IRISH 2.4% 05/15/30 | 930,000.00 | 934,406.52 | |||
| IRISH 2.6% 10/18/34 | 200,000.00 | 200,995.72 | |||
| IRISH 2% 02/18/45 | 1,010,000.00 | 877,922.30 | |||
| IRISH 3% 10/18/43 | 370,000.00 | 379,091.82 | |||
| NETHER 0.25% 07/15/29 | 950,000.00 | 864,608.87 | |||
| NETHER 0.5% 01/15/40 | 1,470,000.00 | 1,074,836.07 | |||
| NETHER 0.5% 07/15/26 | 1,750,000.00 | 1,695,824.58 | |||
| NETHER 0.5% 07/15/32 | 1,300,000.00 | 1,129,409.24 | |||
| NETHER 0.75% 07/15/27 | 1,060,000.00 | 1,018,703.19 | |||
| NETHER 0.75% 07/15/28 | 960,000.00 | 908,942.40 | |||
| NETHER 0% 01/15/26 | 1,190,000.00 | 1,152,985.05 | |||
| NETHER 0% 01/15/27 | 1,730,000.00 | 1,644,961.85 | |||
| NETHER 0% 01/15/29 | 1,770,000.00 | 1,608,902.11 | |||
| NETHER 0% 01/15/38 | 1,390,000.00 | 980,379.51 | |||
| NETHER 0% 01/15/52 | 1,740,000.00 | 862,718.10 | |||
| NETHER 0% 07/15/30 | 1,350,000.00 | 1,184,041.80 | |||
| NETHER 0% 07/15/31 | 1,370,000.00 | 1,172,073.97 | |||
| NETHER 2.5% 01/15/30 | 1,210,000.00 | 1,223,154.51 | |||
| NETHER 2.5% 01/15/33 | 1,550,000.00 | 1,562,026.45 | |||
| NETHER 2.5% 07/15/33 | 1,170,000.00 | 1,177,082.01 | |||
| NETHER 2.5% 07/15/34 | 1,090,000.00 | 1,091,843.73 | |||
| NETHER 2.75% 01/15/47 | 1,900,000.00 | 1,923,261.70 | |||
| NETHER 2% 01/15/54 | 1,160,000.00 | 1,001,928.25 | |||
| NETHER 3.25% 01/15/44 | 840,000.00 | 909,192.29 | |||
| NETHER 3.75% 01/15/42 | 1,700,000.00 | 1,947,276.90 | |||
| NETHER 4% 01/15/37 | 1,660,000.00 | 1,903,048.07 | |||
| NETHER 5.5% 01/15/28 | 1,600,000.00 | 1,765,576.79 | |||
| OBL 0% 04/10/26 | 3,070,000.00 | 2,964,138.72 | |||
| OBL 0% 04/16/27 | 1,830,000.00 | 1,734,734.77 | |||
| OBL 0% 10/09/26 | 2,680,000.00 | 2,563,704.08 | |||
| OBL 0% 10/10/25 | 4,000,000.00 | 3,896,564.00 | |||
| OBL 1.3% 10/15/27 | 3,550,000.00 | 3,471,884.02 | |||
| OBL 2.1% 04/12/29 | 2,780,000.00 | 2,783,583.42 | |||
| OBL 2.2% 04/13/28 | 870,000.00 | 873,995.47 | |||
| OBL 2.4% 10/19/28 | 4,270,000.00 | 4,324,758.48 | |||
| RAGB 0.25% 10/20/36 | 720,000.00 | 530,222.40 | |||
| RAGB 0.5% 02/20/29 | 1,800,000.00 | 1,660,707.71 | |||
| RAGB 0.5% 04/20/27 | 1,490,000.00 | 1,423,214.47 | |||
| RAGB 0.7% 04/20/71 | 420,000.00 | 196,352.10 | |||
| RAGB 0.75% 02/20/28 | 880,000.00 | 834,759.20 | |||
| RAGB 0.75% 03/20/51 | 780,000.00 | 463,548.15 | |||
| RAGB 0.75% 10/20/26 | 1,480,000.00 | 1,433,177.72 | |||
| RAGB 0.85% 06/30/20 | 230,000.00 | 106,814.30 | |||
| RAGB 0.9% 02/20/32 | 1,120,000.00 | 994,092.96 | |||
| RAGB 0% 02/20/30 | 1,480,000.00 | 1,296,863.32 | |||
| RAGB 0% 02/20/31 | 1,670,000.00 | 1,422,661.31 | |||
| RAGB 0% 10/20/28 | 880,000.00 | 799,598.80 | |||
| RAGB 0% 10/20/40 | 650,000.00 | 406,390.54 | |||
| RAGB 1.2% 10/20/25 | 1,190,000.00 | 1,172,175.58 | |||
| RAGB 1.5% 02/20/47 | 1,080,000.00 | 813,727.15 | |||
| RAGB 1.5% 11/02/86 | 400,000.00 | 247,676.29 | |||
| RAGB 1.85% 05/23/49 | 660,000.00 | 526,216.02 | |||
| RAGB 2.1% 09/20/17 | 650,000.00 | 508,017.25 | |||
| RAGB 2.4% 05/23/34 | 930,000.00 | 907,712.15 | |||
| RAGB 2.9% 02/20/33 | 1,510,000.00 | 1,538,591.38 | |||
| RAGB 2.9% 02/20/34 | 1,060,000.00 | 1,078,298.24 | |||
| RAGB 2.9% 05/23/29 | 350,000.00 | 357,923.82 | |||
| RAGB 3.15% 06/20/44 | 830,000.00 | 845,065.33 | |||
| RAGB 3.15% 10/20/53 | 440,000.00 | 446,365.69 | |||
| RAGB 3.2% 07/15/39 | 330,000.00 | 339,866.50 | |||
| RAGB 3.45% 10/20/30 | 330,000.00 | 347,642.29 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 491,830.87 | |||
| RAGB 4.15% 03/15/37 | 1,550,000.00 | 1,757,953.26 | |||
| RAGB 4.85% 03/15/26 | 1,170,000.00 | 1,209,360.20 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,305,155.52 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 323,749.36 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 220,733.30 | |||
| RFGB 0.125% 09/15/31 | 710,000.00 | 601,993.28 | |||
| RFGB 0.25% 09/15/40 | 350,000.00 | 230,541.32 | |||
| RFGB 0.5% 04/15/26 | 570,000.00 | 553,421.55 | |||
| RFGB 0.5% 04/15/43 | 490,000.00 | 318,169.00 | |||
| RFGB 0.5% 09/15/27 | 540,000.00 | 512,389.12 | |||
| RFGB 0.5% 09/15/28 | 780,000.00 | 725,434.71 | |||
| RFGB 0.5% 09/15/29 | 530,000.00 | 482,977.07 | |||
| RFGB 0.75% 04/15/31 | 510,000.00 | 456,369.29 | |||
| RFGB 0.875% 09/15/25 | 440,000.00 | 432,392.18 | |||
| RFGB 0% 09/15/26 | 460,000.00 | 438,977.84 | |||
| RFGB 0% 09/15/30 | 720,000.00 | 621,994.67 | |||
| RFGB 1.125% 04/15/34 | 640,000.00 | 556,509.11 | |||
| RFGB 1.375% 04/15/27 | 350,000.00 | 341,721.88 | |||
| RFGB 1.375% 04/15/47 | 570,000.00 | 422,425.00 | |||
| RFGB 1.5% 09/15/32 | 570,000.00 | 525,421.62 | |||
| RFGB 2.5% 04/15/30 | 460,000.00 | 461,156.94 | |||
| RFGB 2.625% 07/04/42 | 470,000.00 | 448,184.71 | |||
| RFGB 2.75% 04/15/38 | 400,000.00 | 392,773.80 | |||
| RFGB 2.75% 07/04/28 | 680,000.00 | 690,378.22 | |||
| RFGB 2.875% 04/15/29 | 320,000.00 | 326,490.29 | |||
| RFGB 2.95% 04/15/55 | 350,000.00 | 345,285.85 | |||
| RFGB 3% 09/15/33 | 480,000.00 | 493,124.64 | |||
| RFGB 3% 09/15/34 | 430,000.00 | 440,185.84 | |||
| SPGB 0.1% 04/30/31 | 2,200,000.00 | 1,863,466.00 | |||
| SPGB 0.5% 04/30/30 | 3,210,000.00 | 2,867,306.82 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,209,647.45 | |||
| SPGB 0.6% 10/31/29 | 1,970,000.00 | 1,788,661.50 | |||
| SPGB 0.7% 04/30/32 | 2,500,000.00 | 2,154,545.00 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,331,054.00 | |||
| SPGB 0.8% 07/30/29 | 2,210,000.00 | 2,036,436.10 | |||
| SPGB 0.85% 07/30/37 | 1,760,000.00 | 1,324,395.15 | |||
| SPGB 0% 01/31/26 | 2,660,000.00 | 2,567,459.92 | |||
| SPGB 0% 01/31/27 | 2,910,000.00 | 2,747,166.57 | |||
| SPGB 0% 01/31/28 | 3,050,000.00 | 2,811,233.80 | |||
| SPGB 1.2% 10/31/40 | 2,110,000.00 | 1,539,020.28 | |||
| SPGB 1.25% 10/31/30 | 3,370,000.00 | 3,112,505.86 | |||
| SPGB 1.3% 10/31/26 | 2,070,000.00 | 2,022,098.13 | |||
| SPGB 1.4% 04/30/28 | 2,230,000.00 | 2,150,387.76 | |||
| SPGB 1.4% 07/30/28 | 2,400,000.00 | 2,307,840.00 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,568,052.88 | |||
| SPGB 1.45% 10/31/27 | 1,960,000.00 | 1,903,081.25 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 340,021.27 | |||
| SPGB 1.5% 04/30/27 | 1,500,000.00 | 1,465,068.00 | |||
| SPGB 1.85% 07/30/35 | 2,190,000.00 | 1,952,735.40 | |||
| SPGB 1.9% 10/31/52 | 1,890,000.00 | 1,319,190.69 | |||
| SPGB 1.95% 04/30/26 | 2,300,000.00 | 2,279,912.95 | |||
| SPGB 1.95% 07/30/30 | 2,020,000.00 | 1,951,477.56 | |||
| SPGB 1% 07/30/42 | 1,350,000.00 | 916,774.20 | |||
| SPGB 1% 10/31/50 | 2,000,000.00 | 1,137,424.00 | |||
| SPGB 2.15% 10/31/25 | 1,570,000.00 | 1,560,915.19 | |||
| SPGB 2.35% 07/30/33 | 2,190,000.00 | 2,104,297.63 | |||
| SPGB 2.5% 05/31/27 | 2,330,000.00 | 2,331,798.98 | |||
| SPGB 2.55% 10/31/32 | 2,500,000.00 | 2,457,209.36 | |||
| SPGB 2.7% 10/31/48 | 1,710,000.00 | 1,473,288.41 | |||
| SPGB 2.8% 05/31/26 | 2,220,000.00 | 2,229,245.18 | |||
| SPGB 2.9% 10/31/46 | 1,780,000.00 | 1,608,986.50 | |||
| SPGB 3.15% 04/30/33 | 2,170,000.00 | 2,220,146.53 | |||
| SPGB 3.25% 04/30/34 | 2,150,000.00 | 2,203,587.67 | |||
| SPGB 3.45% 07/30/43 | 1,290,000.00 | 1,277,045.17 | |||
| SPGB 3.45% 07/30/66 | 1,530,000.00 | 1,443,605.84 | |||
| SPGB 3.45% 10/31/34 | 1,610,000.00 | 1,672,985.13 | |||
| SPGB 3.5% 05/31/29 | 1,980,000.00 | 2,063,723.49 | |||
| SPGB 3.55% 10/31/33 | 2,270,000.00 | 2,386,698.43 | |||
| SPGB 3.9% 07/30/39 | 1,660,000.00 | 1,765,735.36 | |||
| SPGB 4.2% 01/31/37 | 1,800,000.00 | 1,992,331.25 | |||
| SPGB 4.7% 07/30/41 | 1,780,000.00 | 2,073,414.66 | |||
| SPGB 4.9% 07/30/40 | 1,880,000.00 | 2,225,485.72 | |||
| SPGB 4% 10/31/54 | 770,000.00 | 809,895.24 | |||
| SPGB 5.15% 10/31/28 | 3,710,000.00 | 4,092,259.85 | |||
| SPGB 5.15% 10/31/44 | 1,640,000.00 | 2,027,036.72 | |||
| SPGB 5.75% 07/30/32 | 2,250,000.00 | 2,722,709.25 | |||
| SPGB 5.9% 07/30/26 | 2,310,000.00 | 2,451,063.61 | |||
| SPGB 6.0% 01/31/29 | 910,000.00 | 1,041,440.40 | |||
| ユーロ 小計 | 702,120,000.00 | 666,905,695.43 | |||
| (106,218,070,111) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 1,260,000.00 | 1,201,918.53 | ||
| UKT 0.125% 01/31/28 | 1,510,000.00 | 1,347,826.00 | |||
| UKT 0.25% 07/31/31 | 2,490,000.00 | 1,983,462.28 | |||
| UKT 0.375% 10/22/26 | 2,980,000.00 | 2,782,660.10 | |||
| UKT 0.375% 10/22/30 | 2,180,000.00 | 1,799,764.40 | |||
| UKT 0.5% 01/31/29 | 2,180,000.00 | 1,909,047.80 | |||
| UKT 0.5% 10/22/61 | 2,420,000.00 | 771,254.00 | |||
| UKT 0.625% 07/31/35 | 2,250,000.00 | 1,606,275.00 | |||
| UKT 0.625% 10/22/50 | 1,450,000.00 | 619,295.00 | |||
| UKT 0.875% 01/31/46 | 1,530,000.00 | 800,033.63 | |||
| UKT 0.875% 07/31/33 | 3,400,000.00 | 2,663,190.76 | |||
| UKT 0.875% 10/22/29 | 1,460,000.00 | 1,278,222.70 | |||
| UKT 1.125% 01/31/39 | 2,130,000.00 | 1,451,382.00 | |||
| UKT 1.125% 10/22/73 | 1,050,000.00 | 408,660.00 | |||
| UKT 1.25% 07/22/27 | 1,250,000.00 | 1,169,957.50 | |||
| UKT 1.25% 07/31/51 | 2,610,000.00 | 1,333,449.00 | |||
| UKT 1.25% 10/22/41 | 2,030,000.00 | 1,303,869.00 | |||
| UKT 1.5% 07/22/26 | 1,990,000.00 | 1,909,643.80 | |||
| UKT 1.5% 07/22/47 | 1,540,000.00 | 908,446.00 | |||
| UKT 1.5% 07/31/53 | 1,680,000.00 | 893,760.00 | |||
| UKT 1.625% 10/22/28 | 1,460,000.00 | 1,354,120.80 | |||
| UKT 1.625% 10/22/54 | 1,340,000.00 | 729,764.00 | |||
| UKT 1.625% 10/22/71 | 1,790,000.00 | 860,274.00 | |||
| UKT 1.75% 01/22/49 | 1,080,000.00 | 660,312.00 | |||
| UKT 1.75% 07/22/57 | 1,900,000.00 | 1,048,401.00 | |||
| UKT 1.75% 09/07/37 | 2,500,000.00 | 1,936,500.00 | |||
| UKT 1% 01/31/32 | 3,700,000.00 | 3,063,459.40 | |||
| UKT 2.5% 07/22/65 | 1,420,000.00 | 930,242.00 | |||
| UKT 2% 09/07/25 | 2,380,000.00 | 2,331,069.58 | |||
| UKT 3.25% 01/22/44 | 2,310,000.00 | 1,988,217.00 | |||
| UKT 3.25% 01/31/33 | 3,960,000.00 | 3,814,351.20 | |||
| UKT 3.5% 01/22/45 | 2,000,000.00 | 1,775,200.00 | |||
| UKT 3.5% 07/22/68 | 1,470,000.00 | 1,238,350.05 | |||
| UKT 3.5% 10/22/25 | 2,350,000.00 | 2,330,793.99 | |||
| UKT 3.75% 01/29/38 | 2,430,000.00 | 2,360,016.00 | |||
| UKT 3.75% 03/07/27 | 1,970,000.00 | 1,963,617.20 | |||
| UKT 3.75% 07/22/52 | 1,150,000.00 | 1,032,240.00 | |||
| UKT 3.75% 10/22/53 | 3,060,000.00 | 2,732,580.00 | |||
| UKT 4.125% 01/29/27 | 3,540,000.00 | 3,558,525.52 | |||
| UKT 4.125% 07/22/29 | 1,210,000.00 | 1,231,671.10 | |||
| UKT 4.25% 03/07/36 | 1,730,000.00 | 1,781,381.00 | |||
| UKT 4.25% 06/07/32 | 1,320,000.00 | 1,370,410.80 | |||
| UKT 4.25% 07/31/34 | 1,250,000.00 | 1,291,094.87 | |||
| UKT 4.25% 09/07/39 | 1,270,000.00 | 1,286,510.00 | |||
| UKT 4.25% 12/07/27 | 1,800,000.00 | 1,832,737.50 | |||
| UKT 4.25% 12/07/40 | 1,450,000.00 | 1,459,715.00 | |||
| UKT 4.25% 12/07/46 | 1,930,000.00 | 1,897,576.00 | |||
| UKT 4.25% 12/07/49 | 1,440,000.00 | 1,410,480.00 | |||
| UKT 4.25% 12/07/55 | 1,700,000.00 | 1,657,330.00 | |||
| UKT 4.375% 07/31/54 | 1,390,000.00 | 1,380,687.00 | |||
| UKT 4.5% 06/07/28 | 3,370,000.00 | 3,458,401.84 | |||
| UKT 4.5% 09/07/34 | 1,390,000.00 | 1,465,498.26 | |||
| UKT 4.5% 12/07/42 | 2,290,000.00 | 2,357,097.00 | |||
| UKT 4.625% 01/31/34 | 2,230,000.00 | 2,369,932.50 | |||
| UKT 4.75% 10/22/43 | 1,830,000.00 | 1,934,859.00 | |||
| UKT 4.75% 12/07/30 | 1,910,000.00 | 2,029,184.00 | |||
| UKT 4.75% 12/07/38 | 1,800,000.00 | 1,929,600.00 | |||
| UKT 4% 01/22/60 | 1,250,000.00 | 1,167,130.62 | |||
| UKT 4% 10/22/31 | 1,140,000.00 | 1,159,287.88 | |||
| UKT 4% 10/22/63 | 1,440,000.00 | 1,339,369.92 | |||
| UKT 6.0% 12/07/28 | 2,010,000.00 | 2,199,746.01 | |||
| イギリスポンド 小計 | 118,350,000.00 | 101,859,851.54 | |||
| (19,279,014,100) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 5,280,000.00 | 4,730,959.20 | ||
| SGB 0.75% 05/12/28 | 6,780,000.00 | 6,560,271.45 | |||
| SGB 0.75% 11/12/29 | 6,770,000.00 | 6,443,042.85 | |||
| SGB 1.75% 11/11/33 | 4,610,000.00 | 4,557,146.56 | |||
| SGB 1% 11/12/26 | 7,570,000.00 | 7,483,746.50 | |||
| SGB 2.25% 06/01/32 | 5,300,000.00 | 5,450,065.79 | |||
| SGB 3.5% 03/30/39 | 3,970,000.00 | 4,656,055.70 | |||
| スウェーデンクローナ 小計 | 40,280,000.00 | 39,881,288.05 | |||
| (559,933,284) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 4,780,000.00 | 4,197,915.50 | ||
| NGB 1.375% 08/19/30 | 5,200,000.00 | 4,703,660.00 | |||
| NGB 1.5% 02/19/26 | 5,320,000.00 | 5,174,835.80 | |||
| NGB 1.75% 02/17/27 | 4,630,000.00 | 4,466,618.87 | |||
| NGB 1.75% 09/06/29 | 4,100,000.00 | 3,829,769.00 | |||
| NGB 2.125% 05/18/32 | 3,730,000.00 | 3,452,264.20 | |||
| NGB 2% 04/26/28 | 4,150,000.00 | 3,985,763.75 | |||
| NGB 3.5% 10/06/42 | 1,860,000.00 | 1,913,847.00 | |||
| NGB 3.625% 04/13/34 | 3,540,000.00 | 3,627,261.00 | |||
| NGB 3% 08/15/33 | 5,180,000.00 | 5,074,894.43 | |||
| ノルウェークローネ 小計 | 42,490,000.00 | 40,426,829.55 | |||
| (546,166,467) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 5,940,000.00 | 3,423,400.20 | ||
| DGB 0.5% 11/15/27 | 4,990,000.00 | 4,768,129.63 | |||
| DGB 0.5% 11/15/29 | 5,600,000.00 | 5,203,440.80 | |||
| DGB 0% 11/15/31 | 6,540,000.00 | 5,673,535.50 | |||
| DGB 1.75% 11/15/25 | 6,560,000.00 | 6,520,471.86 | |||
| DGB 2.25% 11/15/26 | 1,920,000.00 | 1,927,829.37 | |||
| DGB 2.25% 11/15/33 | 3,880,000.00 | 3,924,506.68 | |||
| DGB 4.5% 11/15/39 | 9,470,000.00 | 12,049,127.98 | |||
| デンマーククローネ 小計 | 44,900,000.00 | 43,490,442.02 | |||
| (928,520,937) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 4,500,000.00 | 4,113,801.00 | ||
| POLGB 0% 10/25/25 | 1,480,000.00 | 1,415,318.08 | |||
| POLGB 1.25% 10/25/30 | 3,900,000.00 | 3,136,320.52 | |||
| POLGB 1.75% 04/25/32 | 4,610,000.00 | 3,638,785.93 | |||
| POLGB 2.5% 07/25/26 | 4,900,000.00 | 4,719,386.00 | |||
| POLGB 2.5% 07/25/27 | 4,530,000.00 | 4,266,265.66 | |||
| POLGB 2.75% 04/25/28 | 4,250,000.00 | 3,970,022.75 | |||
| POLGB 2.75% 10/25/29 | 6,000,000.00 | 5,415,540.00 | |||
| POLGB 3.75% 05/25/27 | 2,110,000.00 | 2,058,281.26 | |||
| POLGB 4.75% 07/25/29 | 1,650,000.00 | 1,632,848.25 | |||
| POLGB 5.75% 04/25/29 | 5,940,000.00 | 6,134,193.44 | |||
| POLGB 5% 10/25/34 | 780,000.00 | 763,010.86 | |||
| POLGB 6% 10/25/33 | 4,350,000.00 | 4,587,436.05 | |||
| POLGB 7.5% 07/25/28 | 3,970,000.00 | 4,333,138.67 | |||
| ポーランドズロチ 小計 | 52,970,000.00 | 50,184,348.47 | |||
| (1,870,551,331) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/25 | 1,980,000.00 | 1,901,552.40 | ||
| ACGB 0.5% 09/21/26 | 2,390,000.00 | 2,251,690.70 | |||
| ACGB 1.25% 05/21/32 | 2,770,000.00 | 2,310,650.90 | |||
| ACGB 1.5% 06/21/31 | 3,250,000.00 | 2,830,880.00 | |||
| ACGB 1.75% 06/21/51 | 1,860,000.00 | 1,085,682.00 | |||
| ACGB 1.75% 11/21/32 | 2,000,000.00 | 1,714,740.00 | |||
| ACGB 1% 11/21/31 | 2,780,000.00 | 2,308,150.60 | |||
| ACGB 1% 12/21/30 | 1,500,000.00 | 1,281,795.00 | |||
| ACGB 2.25% 05/21/28 | 2,040,000.00 | 1,957,237.20 | |||
| ACGB 2.5% 05/21/30 | 2,340,000.00 | 2,213,406.00 | |||
| ACGB 2.75% 05/21/41 | 1,330,000.00 | 1,099,457.80 | |||
| ACGB 2.75% 06/21/35 | 1,950,000.00 | 1,752,933.00 | |||
| ACGB 2.75% 11/21/27 | 1,530,000.00 | 1,498,527.90 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,615,644.80 | |||
| ACGB 2.75% 11/21/29 | 1,780,000.00 | 1,716,098.00 | |||
| ACGB 3.25% 04/21/29 | 2,110,000.00 | 2,089,912.80 | |||
| ACGB 3.25% 06/21/39 | 940,000.00 | 852,956.00 | |||
| ACGB 3.5% 12/21/34 | 1,690,000.00 | 1,635,615.80 | |||
| ACGB 3.75% 04/21/37 | 1,440,000.00 | 1,408,536.00 | |||
| ACGB 3.75% 05/21/34 | 2,340,000.00 | 2,319,478.20 | |||
| ACGB 3% 03/21/47 | 1,350,000.00 | 1,085,926.50 | |||
| ACGB 3% 11/21/33 | 1,840,000.00 | 1,721,025.60 | |||
| ACGB 4.25% 04/21/26 | 1,770,000.00 | 1,788,337.20 | |||
| ACGB 4.25% 06/21/34 | 750,000.00 | 773,670.00 | |||
| ACGB 4.25% 12/21/35 | 940,000.00 | 968,218.80 | |||
| ACGB 4.5% 04/21/33 | 2,720,000.00 | 2,856,652.80 | |||
| ACGB 4.75% 04/21/27 | 2,160,000.00 | 2,228,428.80 | |||
| ACGB 4.75% 06/21/54 | 720,000.00 | 760,550.40 | |||
| オーストラリアドル 小計 | 51,930,000.00 | 48,027,755.20 | |||
| (4,654,369,756) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 1,340,000.00 | 1,185,023.32 | ||
| NZGB 0.5% 05/15/26 | 730,000.00 | 690,750.00 | |||
| NZGB 1.5% 05/15/31 | 1,000,000.00 | 859,272.98 | |||
| NZGB 1.75% 05/15/41 | 460,000.00 | 309,305.73 | |||
| NZGB 2.75% 04/15/37 | 630,000.00 | 530,778.45 | |||
| NZGB 2.75% 05/15/51 | 600,000.00 | 426,466.92 | |||
| NZGB 2% 05/15/32 | 900,000.00 | 781,022.27 | |||
| NZGB 3.5% 04/14/33 | 1,320,000.00 | 1,263,805.31 | |||
| NZGB 3% 04/20/29 | 940,000.00 | 911,941.44 | |||
| NZGB 4.25% 05/15/34 | 750,000.00 | 756,774.89 | |||
| NZGB 4.25% 05/15/36 | 610,000.00 | 607,026.75 | |||
| NZGB 4.5% 04/15/27 | 930,000.00 | 948,549.68 | |||
| NZGB 4.5% 05/15/30 | 570,000.00 | 589,513.38 | |||
| NZGB 4.5% 05/15/35 | 440,000.00 | 450,688.96 | |||
| NZGB 5% 05/15/54 | 380,000.00 | 398,740.80 | |||
| ニュージーランドドル 小計 | 11,600,000.00 | 10,709,660.88 | |||
| (952,731,431) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 790,000.00 | 772,141.80 | ||
| SIGB 1.25% 11/01/26 | 870,000.00 | 851,751.75 | |||
| SIGB 1.625% 07/01/31 | 560,000.00 | 535,652.18 | |||
| SIGB 1.875% 03/01/50 | 730,000.00 | 645,320.00 | |||
| SIGB 1.875% 10/01/51 | 420,000.00 | 368,266.50 | |||
| SIGB 2.125% 06/01/26 | 830,000.00 | 827,144.63 | |||
| SIGB 2.25% 08/01/36 | 760,000.00 | 746,016.00 | |||
| SIGB 2.375% 07/01/39 | 560,000.00 | 554,293.60 | |||
| SIGB 2.625% 05/01/28 | 720,000.00 | 729,216.00 | |||
| SIGB 2.625% 08/01/32 | 460,000.00 | 468,050.00 | |||
| SIGB 2.75% 03/01/46 | 820,000.00 | 853,878.30 | |||
| SIGB 2.75% 04/01/42 | 630,000.00 | 653,310.00 | |||
| SIGB 2.875% 07/01/29 | 900,000.00 | 924,736.50 | |||
| SIGB 2.875% 08/01/28 | 140,000.00 | 143,212.48 | |||
| SIGB 2.875% 09/01/27 | 420,000.00 | 427,350.50 | |||
| SIGB 2.875% 09/01/30 | 840,000.00 | 867,720.00 | |||
| SIGB 3.25% 06/01/54 | 210,000.00 | 242,247.43 | |||
| SIGB 3.375% 05/01/34 | 160,000.00 | 173,215.80 | |||
| SIGB 3.375% 09/01/33 | 880,000.00 | 947,848.00 | |||
| SIGB 3.5% 03/01/27 | 740,000.00 | 762,061.32 | |||
| SIGB 3% 04/01/29 | 150,000.00 | 154,800.00 | |||
| SIGB 3% 08/01/72 | 490,000.00 | 556,297.04 | |||
| シンガポールドル 小計 | 13,080,000.00 | 13,204,529.83 | |||
| (1,460,553,044) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 1,650,000.00 | 1,552,168.53 | ||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,517,569.63 | |||
| MGS 3.519% 04/20/28 | 710,000.00 | 712,497.35 | |||
| MGS 3.582% 07/15/32 | 1,310,000.00 | 1,298,179.60 | |||
| MGS 3.733% 06/15/28 | 2,930,000.00 | 2,960,774.08 | |||
| MGS 3.757% 05/22/40 | 2,950,000.00 | 2,884,211.48 | |||
| MGS 3.828% 07/05/34 | 1,770,000.00 | 1,789,479.02 | |||
| MGS 3.844% 04/15/33 | 1,830,000.00 | 1,844,294.67 | |||
| MGS 3.885% 08/15/29 | 2,160,000.00 | 2,200,551.84 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,145,631.29 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 2,002,221.12 | |||
| MGS 3.9% 11/30/26 | 2,470,000.00 | 2,503,554.70 | |||
| MGS 3.906% 07/15/26 | 1,210,000.00 | 1,224,024.86 | |||
| MGS 3.955% 09/15/25 | 1,690,000.00 | 1,702,568.86 | |||
| MGS 4.065% 06/15/50 | 3,070,000.00 | 3,036,627.01 | |||
| MGS 4.232% 06/30/31 | 2,490,000.00 | 2,572,321.64 | |||
| MGS 4.254% 05/31/35 | 1,750,000.00 | 1,823,523.10 | |||
| MGS 4.392% 04/15/26 | 2,340,000.00 | 2,380,800.47 | |||
| MGS 4.457% 03/31/53 | 1,740,000.00 | 1,822,101.72 | |||
| MGS 4.498% 04/15/30 | 2,930,000.00 | 3,067,849.46 | |||
| MGS 4.504% 04/30/29 | 720,000.00 | 751,617.71 | |||
| MGS 4.642% 11/07/33 | 2,010,000.00 | 2,153,167.27 | |||
| MGS 4.696% 10/15/42 | 1,970,000.00 | 2,145,330.39 | |||
| MGS 4.736% 03/15/46 | 980,000.00 | 1,072,306.59 | |||
| MGS 4.762% 04/07/37 | 2,780,000.00 | 3,023,884.11 | |||
| MGS 4.893% 06/08/38 | 2,130,000.00 | 2,352,354.53 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,882,251.84 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,152,518.39 | |||
| マレーシアリンギット 小計 | 52,910,000.00 | 54,574,381.26 | |||
| (1,838,861,946) | |||||
| イスラエルシェケル | ILGOV 0.5% 02/27/26 | 1,510,000.00 | 1,432,112.99 | ||
| ILGOV 1.3% 04/30/32 | 2,970,000.00 | 2,313,310.72 | |||
| ILGOV 1.5% 05/31/37 | 2,880,000.00 | 1,915,310.59 | |||
| ILGOV 1.75% 08/31/25 | 3,450,000.00 | 3,375,276.79 | |||
| ILGOV 1% 03/31/30 | 3,530,000.00 | 2,907,794.08 | |||
| ILGOV 2.25% 09/28/28 | 2,700,000.00 | 2,475,237.96 | |||
| ILGOV 2.8% 11/29/52 | 1,520,000.00 | 935,858.82 | |||
| ILGOV 2% 03/31/27 | 2,530,000.00 | 2,386,866.00 | |||
| ILGOV 3.75% 02/28/29 | 2,690,000.00 | 2,599,733.80 | |||
| ILGOV 3.75% 03/31/47 | 2,570,000.00 | 2,016,496.01 | |||
| ILGOV 3.75% 09/30/27 | 970,000.00 | 950,969.37 | |||
| ILGOV 4% 03/30/35 | 1,490,000.00 | 1,373,110.53 | |||
| ILGOV 5.5% 01/31/42 | 1,880,000.00 | 1,922,001.26 | |||
| ILGOV 6.25% 10/30/26 | 1,340,000.00 | 1,390,612.60 | |||
| イスラエルシェケル 小計 | 32,030,000.00 | 27,994,691.52 | |||
| (1,062,076,604) | |||||
| オフショア人民元 | CGB 1.67% 06/15/26 | 34,680,000.00 | 34,864,469.85 | ||
| CGB 1.85% 05/15/27 | 42,700,000.00 | 43,118,319.09 | |||
| CGB 1.99% 03/15/26 | 25,520,000.00 | 25,773,523.33 | |||
| CGB 2.04% 02/25/27 | 41,310,000.00 | 41,888,823.32 | |||
| CGB 2.05% 04/15/29 | 36,880,000.00 | 37,431,746.92 | |||
| CGB 2.12% 06/25/31 | 14,000,000.00 | 14,187,073.60 | |||
| CGB 2.18% 08/15/26 | 35,600,000.00 | 36,108,325.28 | |||
| CGB 2.22% 09/25/25 | 32,270,000.00 | 32,535,962.88 | |||
| CGB 2.27% 05/25/34 | 38,000,000.00 | 38,765,339.00 | |||
| CGB 2.28% 03/25/31 | 50,700,000.00 | 51,883,743.60 | |||
| CGB 2.28% 11/25/25 | 30,220,000.00 | 30,516,684.85 | |||
| CGB 2.3% 05/15/26 | 47,100,000.00 | 47,773,544.13 | |||
| CGB 2.33% 12/15/25 | 35,250,000.00 | 35,633,608.12 | |||
| CGB 2.35% 02/25/34 | 25,200,000.00 | 25,901,376.47 | |||
| CGB 2.37% 01/15/29 | 34,560,000.00 | 35,540,204.54 | |||
| CGB 2.37% 01/20/27 | 43,880,000.00 | 44,729,415.87 | |||
| CGB 2.39% 11/15/26 | 42,750,000.00 | 43,594,376.62 | |||
| CGB 2.4% 07/15/28 | 42,610,000.00 | 43,789,994.46 | |||
| CGB 2.44% 10/15/27 | 17,700,000.00 | 18,170,634.15 | |||
| CGB 2.46% 02/15/26 | 29,300,000.00 | 29,698,755.42 | |||
| CGB 2.48% 04/15/27 | 20,000,000.00 | 20,498,294.00 | |||
| CGB 2.48% 09/25/28 | 26,500,000.00 | 27,300,660.40 | |||
| CGB 2.5% 07/25/27 | 26,760,000.00 | 27,505,485.43 | |||
| CGB 2.52% 08/25/33 | 58,370,000.00 | 60,775,783.75 | |||
| CGB 2.54% 12/25/30 | 30,500,000.00 | 31,698,107.10 | |||
| CGB 2.55% 10/15/28 | 27,250,000.00 | 28,202,346.62 | |||
| CGB 2.6% 09/01/32 | 32,050,000.00 | 33,544,866.48 | |||
| CGB 2.6% 09/15/30 | 30,500,000.00 | 31,793,535.50 | |||
| CGB 2.62% 04/15/28 | 34,000,000.00 | 35,193,858.99 | |||
| CGB 2.62% 06/25/30 | 36,400,000.00 | 37,946,519.52 | |||
| CGB 2.62% 09/25/29 | 20,940,000.00 | 21,817,660.31 | |||
| CGB 2.64% 01/15/28 | 38,220,000.00 | 39,508,380.91 | |||
| CGB 2.67% 05/25/33 | 34,280,000.00 | 36,080,025.66 | |||
| CGB 2.67% 11/25/33 | 23,400,000.00 | 24,681,594.60 | |||
| CGB 2.68% 05/21/30 | 30,700,000.00 | 32,088,020.68 | |||
| CGB 2.69% 08/12/26 | 32,900,000.00 | 33,682,000.10 | |||
| CGB 2.69% 08/15/32 | 19,420,000.00 | 20,448,675.45 | |||
| CGB 2.75% 02/17/32 | 14,500,000.00 | 15,311,905.75 | |||
| CGB 2.75% 06/15/29 | 25,490,000.00 | 26,683,133.37 | |||
| CGB 2.76% 05/15/32 | 13,150,000.00 | 13,902,782.27 | |||
| CGB 2.79% 12/15/29 | 30,300,000.00 | 31,837,800.75 | |||
| CGB 2.8% 03/24/29 | 23,080,000.00 | 24,171,194.70 | |||
| CGB 2.8% 03/25/30 | 39,490,000.00 | 41,524,884.15 | |||
| CGB 2.8% 11/15/32 | 4,600,000.00 | 4,880,463.84 | |||
| CGB 2.85% 06/04/27 | 31,030,000.00 | 32,146,757.28 | |||
| CGB 2.88% 02/25/33 | 11,300,000.00 | 12,105,511.46 | |||
| CGB 2.89% 11/18/31 | 24,210,000.00 | 25,795,234.48 | |||
| CGB 2.91% 10/14/28 | 24,320,000.00 | 25,501,592.06 | |||
| CGB 3.01% 05/13/28 | 12,590,000.00 | 13,177,852.28 | |||
| CGB 3.02% 05/27/31 | 27,560,000.00 | 29,556,788.13 | |||
| CGB 3.02% 10/22/25 | 49,870,000.00 | 50,753,985.64 | |||
| CGB 3.03% 03/11/26 | 18,800,000.00 | 19,247,524.60 | |||
| CGB 3.12% 10/25/52 | 12,970,000.00 | 15,484,081.45 | |||
| CGB 3.19% 04/15/53 | 18,360,000.00 | 22,253,469.33 | |||
| CGB 3.27% 11/19/30 | 6,850,000.00 | 7,447,726.20 | |||
| CGB 3.28% 12/03/27 | 14,110,000.00 | 14,879,936.13 | |||
| CGB 3.29% 05/23/29 | 35,000,000.00 | 37,603,083.00 | |||
| CGB 3.32% 04/15/52 | 18,600,000.00 | 22,937,270.76 | |||
| CGB 3.39% 03/16/50 | 20,930,000.00 | 25,761,991.89 | |||
| CGB 3.53% 10/18/51 | 8,350,000.00 | 10,626,148.21 | |||
| CGB 3.72% 04/12/51 | 15,140,000.00 | 19,755,212.49 | |||
| CGB 3.81% 09/14/50 | 21,220,000.00 | 28,010,459.41 | |||
| CGB 3.86% 07/22/49 | 18,180,000.00 | 23,945,292.50 | |||
| CGB 3% 10/15/53 | 13,770,000.00 | 16,191,243.81 | |||
| CGB 4.08% 10/22/48 | 19,370,000.00 | 26,167,374.63 | |||
| オフショア人民元 小計 | 1,795,560,000.00 | 1,892,332,437.57 | |||
| (38,256,338,724) | |||||
| 合計 | 351,065,056,621 | ||||
| (351,065,056,621) | |||||
| 有価証券明細表注記 |
| 1.通貨ごとの小計の欄における( )内は、邦貨換算額であります。 |
| 2.合計金額欄の記載は、邦貨額であります。( )内は、外貨建有価証券に係るもので、内書であります。 |
| 3.通貨の表示は、外貨についてはその通貨の単位、邦貨については円単位で表示しております。 |
| 4.外貨建有価証券の通貨別内訳 |
| 通貨 | 銘柄数 | 組入債券 時価比率 | 合計金額に 対する比率 | |
| アメリカドル | 国債証券 | 212銘柄 | 100.0% | 46.6% |
| カナダドル | 国債証券 | 39銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.8% |
| ユーロ | 国債証券 | 370銘柄 | 100.0% | 30.3% |
| イギリスポンド | 国債証券 | 61銘柄 | 100.0% | 5.5% |
| スウェーデンクローナ | 国債証券 | 7銘柄 | 100.0% | 0.2% |
| ノルウェークローネ | 国債証券 | 10銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 8銘柄 | 100.0% | 0.3% |
| ポーランドズロチ | 国債証券 | 14銘柄 | 100.0% | 0.5% |
| オーストラリアドル | 国債証券 | 28銘柄 | 100.0% | 1.3% |
| ニュージーランドドル | 国債証券 | 15銘柄 | 100.0% | 0.3% |
| シンガポールドル | 国債証券 | 22銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 28銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 14銘柄 | 100.0% | 0.3% |
| オフショア人民元 | 国債証券 | 65銘柄 | 100.0% | 10.9% |
| (注)時価比率は、通貨ごとの有価証券の合計金額に対する比率であります。 |
| 第2 信用取引契約残高明細表 |
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
| 注記表(デリバティブ取引に関する注記)に記載したとおりであります。 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
