有価証券報告書(内国投資信託受益証券)-第44期(2024/09/20-2025/03/19)
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
| 2025年 3月19日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 1,164,365,528 |
| コール・ローン | 2,492,092,176 |
| 国債証券 | 378,732,457,444 |
| 派生商品評価勘定 | 25,471,569 |
| 未収入金 | 1,573,602 |
| 未収利息 | 2,963,357,943 |
| 前払金 | 11,560,660 |
| 前払費用 | 326,589,632 |
| 差入委託証拠金 | 217,199,097 |
| 流動資産合計 | 385,934,667,651 |
| 資産合計 | 385,934,667,651 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 12,275,537 |
| 未払金 | 619,609,517 |
| 未払解約金 | 268,594,570 |
| 流動負債合計 | 900,479,624 |
| 負債合計 | 900,479,624 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 106,692,793,109 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 278,341,394,918 |
| 元本等合計 | 385,034,188,027 |
| 純資産合計 | 385,034,188,027 |
| 負債純資産合計 | 385,934,667,651 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2025年 3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) |
| 2025年 3月19日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 106,692,793,109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 | 3.6088円 |
| (1万口当たり純資産額) | (36,088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 |
| 2025年 3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 |
| 2025年 3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 | 2025年 3月19日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2024年 9月20日 |
| 期首元本額 | 101,029,959,825円 |
| 期中追加設定元本額 | 9,082,952,610円 |
| 期中一部解約元本額 | 3,420,119,326円 |
| 期末元本額 | 106,692,793,109円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,039,727,990円 |
| グローバル・インカム&プラス(毎月決算型) | 444,707,461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) | 2,322,063,719円 |
| SBI資産設計オープン(分配型) | 8,651,856円 |
| SMT グローバル債券インデックス・オープン | 8,034,485,922円 |
| 世界経済インデックスファンド | 27,899,147,938円 |
| DCマイセレクション25 | 1,756,732,372円 |
| DCマイセレクション50 | 1,702,724,280円 |
| DCマイセレクション75 | 1,373,388,126円 |
| DC外国債券インデックス・オープン | 2,217,268,015円 |
| DCマイセレクションS25 | 1,382,871,497円 |
| DCマイセレクションS50 | 1,187,970,154円 |
| DCマイセレクションS75 | 835,763,294円 |
| DCターゲット・イヤー ファンド2025 | 3,505,560円 |
| DCターゲット・イヤー ファンド2035 | 101,362,886円 |
| DCターゲット・イヤー ファンド2045 | 58,291,113円 |
| DC世界経済インデックスファンド | 16,403,129,938円 |
| 外国債券インデックス・オープン(SMA専用) | 743,448,488円 |
| マイセレクション50VA1(適格機関投資家専用) | 1,123,887円 |
| マイセレクション75VA1(適格機関投資家専用) | 986,557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) | 6,765,981円 |
| バランス30VA1(適格機関投資家専用) | 16,118,394円 |
| バランス50VA1(適格機関投資家専用) | 30,145,764円 |
| バランス25VA2(適格機関投資家専用) | 43,682,459円 |
| バランス50VA2(適格機関投資家専用) | 49,825,980円 |
| バランスA(25)VA1(適格機関投資家専用) | 468,391,587円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 328,237,896円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,404,252,923円 |
| 世界バランスVA1(適格機関投資家専用) | 50,429,938円 |
| 世界バランスVA2(適格機関投資家専用) | 22,337,386円 |
| バランスD(35)VA1(適格機関投資家専用) | 295,816,978円 |
| バランスE(25)VA1(適格機関投資家専用) | 106,925,000円 |
| バランスF(25)VA1(適格機関投資家専用) | 146,779,882円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 584,047,534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) | 1,086,735,250円 |
| グローバル・バランスファンド・シリーズ1 | 601,330,401円 |
| 外国債券ファンド・シリーズ1 | 818,895,158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 | 1,690,937,945円 |
| DC世界経済インデックスファンド(株式シフト型) | 891,642,005円 |
| DC世界経済インデックスファンド(債券シフト型) | 4,676,516,655円 |
| 世界経済インデックスファンド(株式シフト型) | 226,216,547円 |
| 世界経済インデックスファンド(債券シフト型) | 102,736,481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) | 1,315,500,103円 |
| SMT インデックスバランス・オープン | 156,188,296円 |
| SMT 世界経済インデックス・オープン | 536,605,865円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 791,427,593円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 1,202,064,398円 |
| SMT 8資産インデックスバランス・オープン | 10,281,408円 |
| グローバル経済コア | 1,376,482,590円 |
| SBI資産設計オープン(つみたてNISA対応型) | 26,710,837円 |
| DCターゲット・イヤー ファンド2055 | 3,099,532円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 72,460,505円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 118,449,508円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 63,651,447円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 95,806,960円 |
| My SMT グローバル債券インデックス(ノーロード) | 1,156,699,915円 |
| 10資産分散投資ファンド | 36,538,588円 |
| グローバル10資産バランスファンド | 40,118,554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 | 5,750,656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 | 4,282,615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 | 2,446,612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 | 1,557,905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 | 1,235,187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 | 548,650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 | 536,008円 |
| DCマイセレクションS50(2024-2026リスク抑制型) | 838,922,517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) | 15,104,301,292円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 303,192,519円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 965,339,171円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 141,071,625円 |
| グローバル10資産バランス・アクティブ型ファンドN1(適格機関投資家専用) | 7,687円 |
| グローバル10資産バランス・アクティブ型ファンドN2(適格機関投資家専用) | 22,489円 |
| グローバル10資産バランス・アクティブ型ファンドN3(適格機関投資家専用) | 17,037円 |
| グローバル10資産バランス・アクティブ型ファンドN4(適格機関投資家専用) | 10,397円 |
| グローバル10資産バランス・アクティブ型ファンドN5(適格機関投資家専用) | 3,408円 |
| グローバル10資産バランス・アクティブ型ファンドN6(適格機関投資家専用) | 14,587円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2025年 3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 | 4,188,935,139 |
| 合計 | 4,188,935,139 |
| (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 |
| (2025年 3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 | 1,641,167,524 | - | 1,629,606,864 | △11,560,660 | |
| 合計 | 1,641,167,524 | - | 1,629,606,864 | △11,560,660 | |
| (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 |
| (2025年 3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 | 1,932,510,406 | - | 1,957,267,098 | 24,756,692 | |
| アメリカドル | 930,775,480 | - | 941,498,063 | 10,722,583 | |
| カナダドル | 73,689,912 | - | 75,228,192 | 1,538,280 | |
| ユーロ | 573,829,280 | - | 581,794,780 | 7,965,500 | |
| イギリスポンド | 112,555,834 | - | 114,427,845 | 1,872,011 | |
| オフショア人民元 | 241,659,900 | - | 244,318,218 | 2,658,318 | |
| 合計 | 1,932,510,406 | - | 1,957,267,098 | 24,756,692 | |
| (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 0.375% 07/31/27 | 16,100,000.00 | 14,782,755.79 | |
| T 0.375% 09/30/27 | 8,260,000.00 | 7,541,283.18 | |||
| T 0.5% 02/28/26 | 4,500,000.00 | 4,347,473.71 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,731,214.07 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,241,738.29 | |||
| T 0.5% 06/30/27 | 6,960,000.00 | 6,429,979.71 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,279,736.73 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 6,848,730.45 | |||
| T 0.625% 03/31/27 | 7,500,000.00 | 7,005,468.75 | |||
| T 0.625% 05/15/30 | 9,100,000.00 | 7,639,734.37 | |||
| T 0.625% 07/31/26 | 10,800,000.00 | 10,304,296.84 | |||
| T 0.625% 08/15/30 | 6,900,000.00 | 5,740,476.52 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,284,277.35 | |||
| T 0.625% 12/31/27 | 9,600,000.00 | 8,747,625.02 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,752,597.63 | |||
| T 0.75% 03/31/26 | 6,000,000.00 | 5,796,444.78 | |||
| T 0.75% 04/30/26 | 9,500,000.00 | 9,153,212.85 | |||
| T 0.75% 05/31/26 | 4,000,000.00 | 3,843,359.36 | |||
| T 0.75% 08/31/26 | 9,630,000.00 | 9,180,850.82 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,679,531.28 | |||
| T 0.875% 09/30/26 | 17,160,000.00 | 16,349,592.22 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 9,337,253.96 | |||
| T 1.125% 02/15/31 | 4,080,000.00 | 3,446,803.13 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,361,562.48 | |||
| T 1.125% 05/15/40 | 1,710,000.00 | 1,076,097.66 | |||
| T 1.125% 08/15/40 | 5,200,000.00 | 3,241,875.00 | |||
| T 1.125% 08/31/28 | 12,030,000.00 | 10,908,766.46 | |||
| T 1.25% 03/31/28 | 8,480,000.00 | 7,814,353.15 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 7,353,124.96 | |||
| T 1.25% 05/15/50 | 5,550,000.00 | 2,750,176.73 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,502,070.32 | |||
| T 1.25% 06/30/28 | 9,000,000.00 | 8,234,824.23 | |||
| T 1.25% 08/15/31 | 9,230,000.00 | 7,726,158.96 | |||
| T 1.25% 09/30/28 | 9,500,000.00 | 8,631,826.16 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,679,257.83 | |||
| T 1.25% 12/31/26 | 19,030,000.00 | 18,117,526.34 | |||
| T 1.375% 08/15/50 | 5,700,000.00 | 2,899,652.35 | |||
| T 1.375% 10/31/28 | 3,520,000.00 | 3,205,674.98 | |||
| T 1.375% 11/15/31 | 12,580,000.00 | 10,541,401.18 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 3,877,265.64 | |||
| T 1.375% 12/31/28 | 8,680,000.00 | 7,868,962.50 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,726,835.96 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,731,383.76 | |||
| T 1.5% 08/15/26 | 15,500,000.00 | 14,954,472.69 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 6,847,705.05 | |||
| T 1.625% 05/15/26 | 10,770,000.00 | 10,468,776.56 | |||
| T 1.625% 05/15/31 | 10,980,000.00 | 9,486,977.37 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,097,412.09 | |||
| T 1.625% 10/31/26 | 12,300,000.00 | 11,832,984.37 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 3,751,740.24 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,591,227.33 | |||
| T 1.75% 01/31/29 | 10,200,000.00 | 9,363,281.25 | |||
| T 1.75% 08/15/41 | 7,080,000.00 | 4,777,893.75 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,709,375.00 | |||
| T 1.875% 02/15/32 | 11,720,000.00 | 10,100,259.43 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 5,517,656.25 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 3,823,230.44 | |||
| T 1.875% 02/28/27 | 6,500,000.00 | 6,238,095.69 | |||
| T 1.875% 02/28/29 | 8,470,000.00 | 7,800,671.46 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 5,037,341.02 | |||
| T 1.875% 11/15/51 | 3,300,000.00 | 1,895,824.22 | |||
| T 1% 07/31/28 | 13,000,000.00 | 11,766,269.58 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,516,328.11 | |||
| T 2.25% 02/15/27 | 7,250,000.00 | 7,012,109.37 | |||
| T 2.25% 02/15/52 | 4,300,000.00 | 2,709,839.83 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 7,358,357.47 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 4,762,231.25 | |||
| T 2.25% 08/15/27 | 7,530,000.00 | 7,227,035.11 | |||
| T 2.25% 08/15/46 | 2,740,000.00 | 1,836,442.20 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 3,540,839.83 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,310,830.05 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 4,067,636.70 | |||
| T 2.375% 03/31/29 | 9,900,000.00 | 9,282,023.38 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,551,148.44 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 11,292,265.98 | |||
| T 2.375% 05/15/29 | 6,010,000.00 | 5,625,806.06 | |||
| T 2.375% 05/15/51 | 7,450,000.00 | 4,866,363.24 | |||
| T 2.375% 11/15/49 | 4,100,000.00 | 2,707,441.39 | |||
| T 2.5% 02/15/45 | 6,810,000.00 | 4,893,091.37 | |||
| T 2.5% 02/15/46 | 2,450,000.00 | 1,736,102.53 | |||
| T 2.5% 03/31/27 | 7,100,000.00 | 6,889,634.73 | |||
| T 2.5% 05/15/46 | 1,450,000.00 | 1,023,892.57 | |||
| T 2.625% 02/15/29 | 7,740,000.00 | 7,342,266.78 | |||
| T 2.625% 05/31/27 | 2,400,000.00 | 2,329,312.51 | |||
| T 2.625% 07/31/29 | 15,200,000.00 | 14,329,265.56 | |||
| T 2.75% 02/15/28 | 8,550,000.00 | 8,253,755.83 | |||
| T 2.75% 04/30/27 | 5,450,000.00 | 5,309,279.31 | |||
| T 2.75% 05/31/29 | 5,700,000.00 | 5,412,216.80 | |||
| T 2.75% 08/15/32 | 8,900,000.00 | 8,080,748.05 | |||
| T 2.75% 08/15/42 | 7,100,000.00 | 5,521,359.37 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 2,953,889.65 | |||
| T 2.75% 11/15/42 | 6,020,000.00 | 4,665,029.71 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,219,530.26 | |||
| T 2.875% 04/30/29 | 11,300,000.00 | 10,794,589.87 | |||
| T 2.875% 05/15/28 | 8,960,000.00 | 8,652,875.03 | |||
| T 2.875% 05/15/32 | 10,100,000.00 | 9,280,558.61 | |||
| T 2.875% 05/15/43 | 5,050,000.00 | 3,961,685.55 | |||
| T 2.875% 05/15/49 | 6,080,000.00 | 4,473,431.25 | |||
| T 2.875% 05/15/52 | 10,300,000.00 | 7,470,919.90 | |||
| T 2.875% 08/15/28 | 13,220,000.00 | 12,732,770.68 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 1,755,457.03 | |||
| T 2.875% 11/15/46 | 940,000.00 | 707,753.90 | |||
| T 2% 02/15/50 | 2,750,000.00 | 1,662,031.25 | |||
| T 2% 08/15/51 | 7,850,000.00 | 4,669,370.12 | |||
| T 2% 11/15/26 | 6,320,000.00 | 6,112,378.14 | |||
| T 2% 11/15/41 | 6,200,000.00 | 4,334,187.50 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 870,843.75 | |||
| T 3.125% 02/15/43 | 3,800,000.00 | 3,105,906.25 | |||
| T 3.125% 05/15/48 | 4,780,000.00 | 3,713,275.79 | |||
| T 3.125% 08/15/44 | 5,040,000.00 | 4,050,998.43 | |||
| T 3.125% 08/31/27 | 6,150,000.00 | 6,020,994.15 | |||
| T 3.125% 08/31/29 | 7,150,000.00 | 6,875,032.23 | |||
| T 3.125% 11/15/28 | 10,410,000.00 | 10,083,670.85 | |||
| T 3.25% 05/15/42 | 4,150,000.00 | 3,492,241.22 | |||
| T 3.25% 06/30/29 | 6,500,000.00 | 6,291,162.08 | |||
| T 3.375% 05/15/33 | 13,630,000.00 | 12,826,575.42 | |||
| T 3.375% 05/15/44 | 7,110,000.00 | 5,959,346.46 | |||
| T 3.375% 08/15/42 | 2,300,000.00 | 1,963,984.37 | |||
| T 3.375% 09/15/27 | 9,000,000.00 | 8,863,593.75 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 4,291,654.27 | |||
| T 3.5% 01/31/30 | 4,000,000.00 | 3,896,718.76 | |||
| T 3.5% 02/15/33 | 11,200,000.00 | 10,659,468.73 | |||
| T 3.5% 02/15/39 | 770,000.00 | 697,947.85 | |||
| T 3.5% 04/30/30 | 3,500,000.00 | 3,403,134.77 | |||
| T 3.625% 02/15/44 | 4,890,000.00 | 4,260,794.50 | |||
| T 3.625% 02/15/53 | 9,550,000.00 | 8,036,548.85 | |||
| T 3.625% 05/15/53 | 3,400,000.00 | 2,862,507.79 | |||
| T 3.625% 08/15/43 | 4,700,000.00 | 4,115,253.91 | |||
| T 3.75% 04/15/26 | 6,570,000.00 | 6,543,734.45 | |||
| T 3.75% 06/30/30 | 3,000,000.00 | 2,948,613.27 | |||
| T 3.75% 08/31/31 | 8,000,000.00 | 7,811,250.00 | |||
| T 3.75% 11/15/43 | 6,130,000.00 | 5,451,868.75 | |||
| T 3.75% 12/31/30 | 6,160,000.00 | 6,037,762.50 | |||
| T 3.875% 02/15/43 | 2,500,000.00 | 2,279,980.47 | |||
| T 3.875% 08/15/33 | 11,070,000.00 | 10,783,304.26 | |||
| T 3.875% 08/15/34 | 13,770,000.00 | 13,340,763.21 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,348,641.60 | |||
| T 3.875% 09/30/29 | 8,540,000.00 | 8,466,942.94 | |||
| T 3.875% 10/15/27 | 11,000,000.00 | 10,959,179.66 | |||
| T 3.875% 11/30/29 | 8,130,000.00 | 8,057,274.62 | |||
| T 3% 02/15/47 | 3,920,000.00 | 3,009,978.11 | |||
| T 3% 02/15/48 | 1,000,000.00 | 760,781.25 | |||
| T 3% 02/15/49 | 1,000,000.00 | 754,804.69 | |||
| T 3% 05/15/42 | 2,450,000.00 | 1,986,988.26 | |||
| T 3% 05/15/45 | 700,000.00 | 546,943.36 | |||
| T 3% 05/15/47 | 4,710,000.00 | 3,607,749.59 | |||
| T 3% 08/15/48 | 3,250,000.00 | 2,461,875.00 | |||
| T 3% 08/15/52 | 5,200,000.00 | 3,868,718.77 | |||
| T 3% 11/15/44 | 2,800,000.00 | 2,198,328.13 | |||
| T 3% 11/15/45 | 2,300,000.00 | 1,788,789.07 | |||
| T 4.125% 03/31/29 | 3,350,000.00 | 3,357,131.84 | |||
| T 4.125% 03/31/31 | 6,800,000.00 | 6,790,835.91 | |||
| T 4.125% 07/31/31 | 5,950,000.00 | 5,937,332.98 | |||
| T 4.125% 08/15/53 | 4,300,000.00 | 3,959,023.41 | |||
| T 4.125% 08/31/30 | 9,200,000.00 | 9,199,820.32 | |||
| T 4.125% 10/31/27 | 3,100,000.00 | 3,107,689.45 | |||
| T 4.125% 10/31/31 | 5,000,000.00 | 4,985,546.90 | |||
| T 4.125% 11/15/32 | 8,000,000.00 | 7,961,406.24 | |||
| T 4.25% 02/15/54 | 10,550,000.00 | 9,934,102.49 | |||
| T 4.25% 02/28/31 | 9,000,000.00 | 9,049,746.06 | |||
| T 4.25% 05/15/39 | 900,000.00 | 881,525.39 | |||
| T 4.25% 06/30/31 | 7,830,000.00 | 7,868,538.32 | |||
| T 4.25% 08/15/54 | 4,400,000.00 | 4,151,125.00 | |||
| T 4.25% 11/15/34 | 10,180,000.00 | 10,150,573.48 | |||
| T 4.25% 11/15/40 | 740,000.00 | 717,612.10 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,001,152.34 | |||
| T 4.375% 05/15/34 | 9,830,000.00 | 9,905,260.93 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 1,875,693.35 | |||
| T 4.375% 05/15/41 | 650,000.00 | 638,066.40 | |||
| T 4.375% 07/15/27 | 12,800,000.00 | 12,897,500.03 | |||
| T 4.375% 08/15/26 | 6,000,000.00 | 6,021,679.68 | |||
| T 4.375% 08/15/43 | 1,500,000.00 | 1,457,490.24 | |||
| T 4.375% 08/31/28 | 14,150,000.00 | 14,297,303.76 | |||
| T 4.375% 11/15/39 | 960,000.00 | 949,312.50 | |||
| T 4.375% 11/30/30 | 4,500,000.00 | 4,554,843.75 | |||
| T 4.375% 12/15/26 | 13,000,000.00 | 13,066,015.56 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,116,653.90 | |||
| T 4.5% 04/15/27 | 9,150,000.00 | 9,232,921.87 | |||
| T 4.5% 05/15/38 | 550,000.00 | 557,551.75 | |||
| T 4.5% 05/31/29 | 11,000,000.00 | 11,181,972.67 | |||
| T 4.5% 07/15/26 | 10,000,000.00 | 10,049,218.80 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,707,205.07 | |||
| T 4.5% 11/15/33 | 9,270,000.00 | 9,434,759.78 | |||
| T 4.5% 11/15/54 | 3,250,000.00 | 3,200,234.37 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,400,592.19 | |||
| T 4.625% 04/30/31 | 7,070,000.00 | 7,248,821.29 | |||
| T 4.625% 05/15/54 | 9,450,000.00 | 9,475,839.88 | |||
| T 4.625% 09/15/26 | 4,000,000.00 | 4,030,937.52 | |||
| T 4.625% 09/30/30 | 3,010,000.00 | 3,084,250.58 | |||
| T 4.625% 10/15/26 | 9,520,000.00 | 9,597,907.77 | |||
| T 4.75% 02/15/41 | 750,000.00 | 769,365.23 | |||
| T 4.75% 11/15/53 | 3,880,000.00 | 3,963,283.57 | |||
| T 4.875% 05/31/26 | 3,400,000.00 | 3,429,351.55 | |||
| T 4.875% 10/31/30 | 4,960,000.00 | 5,143,868.73 | |||
| T 4% 01/15/27 | 7,200,000.00 | 7,192,968.76 | |||
| T 4% 02/15/34 | 11,600,000.00 | 11,372,531.19 | |||
| T 4% 02/28/30 | 1,350,000.00 | 1,345,412.10 | |||
| T 4% 07/31/30 | 3,980,000.00 | 3,958,545.33 | |||
| T 4% 10/31/29 | 6,550,000.00 | 6,526,716.78 | |||
| T 4% 11/15/52 | 7,400,000.00 | 6,666,359.41 | |||
| T 5.0% 05/15/37 | 400,000.00 | 425,867.18 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,352,203.12 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,075,302.72 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,527,257.81 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,154,343.75 | |||
| アメリカドル 小計 | 1,313,360,000.00 | 1,194,303,008.76 | |||
| (178,775,217,381) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 1,340,000.00 | 1,310,810.19 | ||
| CAN 0.5% 12/01/30 | 2,320,000.00 | 2,046,090.03 | |||
| CAN 1.25% 03/01/27 | 1,880,000.00 | 1,834,824.54 | |||
| CAN 1.25% 06/01/30 | 3,950,000.00 | 3,670,172.63 | |||
| CAN 1.5% 06/01/26 | 910,000.00 | 899,111.05 | |||
| CAN 1.5% 06/01/31 | 3,500,000.00 | 3,241,772.34 | |||
| CAN 1.5% 12/01/31 | 3,840,000.00 | 3,527,184.72 | |||
| CAN 1.75% 12/01/53 | 2,920,000.00 | 2,104,288.59 | |||
| CAN 1% 06/01/27 | 810,000.00 | 784,235.57 | |||
| CAN 1% 09/01/26 | 1,530,000.00 | 1,496,830.56 | |||
| CAN 2.25% 06/01/29 | 240,000.00 | 236,812.96 | |||
| CAN 2.5% 12/01/32 | 2,300,000.00 | 2,234,226.02 | |||
| CAN 2.75% 03/01/30 | 610,000.00 | 611,745.51 | |||
| CAN 2.75% 06/01/33 | 1,200,000.00 | 1,183,540.77 | |||
| CAN 2.75% 09/01/27 | 2,350,000.00 | 2,361,133.75 | |||
| CAN 2.75% 12/01/48 | 980,000.00 | 899,402.76 | |||
| CAN 2.75% 12/01/55 | 2,600,000.00 | 2,343,740.66 | |||
| CAN 2.75% 12/01/64 | 620,000.00 | 562,858.65 | |||
| CAN 2% 06/01/28 | 410,000.00 | 403,011.42 | |||
| CAN 2% 06/01/32 | 1,420,000.00 | 1,339,380.84 | |||
| CAN 2% 12/01/51 | 3,750,000.00 | 2,906,729.13 | |||
| CAN 3.25% 06/01/35 | 1,140,000.00 | 1,159,234.25 | |||
| CAN 3.25% 09/01/28 | 1,890,000.00 | 1,930,083.38 | |||
| CAN 3.25% 11/01/26 | 2,050,000.00 | 2,072,558.52 | |||
| CAN 3.25% 12/01/33 | 2,370,000.00 | 2,421,687.54 | |||
| CAN 3.25% 12/01/34 | 2,860,000.00 | 2,914,146.66 | |||
| CAN 3.5% 03/01/28 | 1,600,000.00 | 1,642,026.77 | |||
| CAN 3.5% 09/01/29 | 2,970,000.00 | 3,074,123.50 | |||
| CAN 3.5% 12/01/45 | 960,000.00 | 998,848.11 | |||
| CAN 3.5% 12/01/57 | 200,000.00 | 208,194.25 | |||
| CAN 3% 04/01/26 | 3,740,000.00 | 3,755,056.82 | |||
| CAN 3% 06/01/34 | 4,000,000.00 | 4,000,396.03 | |||
| CAN 4.0% 06/01/41 | 740,000.00 | 817,090.75 | |||
| CAN 4% 03/01/29 | 2,180,000.00 | 2,291,296.43 | |||
| CAN 4% 05/01/26 | 2,250,000.00 | 2,284,802.84 | |||
| CAN 4% 08/01/26 | 1,490,000.00 | 1,518,628.59 | |||
| CAN 5.75% 06/01/29 | 1,490,000.00 | 1,676,663.44 | |||
| CAN 5.75% 06/01/33 | 1,620,000.00 | 1,945,759.56 | |||
| CAN 5% 06/01/37 | 490,000.00 | 583,973.22 | |||
| カナダドル 小計 | 73,520,000.00 | 71,292,473.35 | |||
| (7,462,896,110) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 8,898,809.64 | ||
| MBONO 5.5% 03/04/27 | 33,260,000.00 | 31,345,917.93 | |||
| MBONO 5.75% 03/05/26 | 46,850,000.00 | 45,591,950.06 | |||
| MBONO 7.5% 05/26/33 | 30,430,000.00 | 27,173,381.40 | |||
| MBONO 7.5% 06/03/27 | 39,090,000.00 | 38,131,551.11 | |||
| MBONO 7.75% 05/29/31 | 47,170,000.00 | 43,966,362.18 | |||
| MBONO 7.75% 11/13/42 | 44,540,000.00 | 36,531,774.81 | |||
| MBONO 7.75% 11/23/34 | 31,960,000.00 | 28,559,656.06 | |||
| MBONO 7% 09/03/26 | 12,380,000.00 | 12,110,239.80 | |||
| MBONO 8.5% 03/01/29 | 38,390,000.00 | 37,595,327.00 | |||
| MBONO 8.5% 05/31/29 | 32,230,000.00 | 31,585,788.04 | |||
| MBONO 8.5% 11/18/38 | 21,430,000.00 | 19,536,074.03 | |||
| MBONO 8% 07/31/53 | 32,730,000.00 | 26,710,037.54 | |||
| MBONO 8% 11/07/47 | 24,600,000.00 | 20,287,406.96 | |||
| メキシコペソ 小計 | 443,610,000.00 | 408,024,276.56 | |||
| (3,068,505,769) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,420,000.00 | 1,237,329.78 | ||
| BGB 0.35% 06/22/32 | 2,040,000.00 | 1,686,309.90 | |||
| BGB 0.4% 06/22/40 | 1,020,000.00 | 632,214.87 | |||
| BGB 0.65% 06/22/71 | 530,000.00 | 181,660.88 | |||
| BGB 0.8% 06/22/27 | 1,510,000.00 | 1,460,413.86 | |||
| BGB 0.8% 06/22/28 | 1,600,000.00 | 1,517,704.00 | |||
| BGB 0.9% 06/22/29 | 1,790,000.00 | 1,668,086.68 | |||
| BGB 0% 10/22/27 | 900,000.00 | 847,264.50 | |||
| BGB 0% 10/22/31 | 1,460,000.00 | 1,206,883.44 | |||
| BGB 1.25% 04/22/33 | 1,310,000.00 | 1,141,307.37 | |||
| BGB 1.4% 06/22/53 | 1,050,000.00 | 599,047.96 | |||
| BGB 1.45% 06/22/37 | 630,000.00 | 502,341.52 | |||
| BGB 1.6% 06/22/47 | 950,000.00 | 629,826.25 | |||
| BGB 1.7% 06/22/50 | 1,100,000.00 | 710,787.00 | |||
| BGB 1.9% 06/22/38 | 950,000.00 | 783,572.58 | |||
| BGB 1% 06/22/26 | 1,560,000.00 | 1,536,640.95 | |||
| BGB 1% 06/22/31 | 1,670,000.00 | 1,492,085.71 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 564,814.21 | |||
| BGB 2.25% 06/22/57 | 670,000.00 | 458,939.28 | |||
| BGB 2.7% 10/22/29 | 610,000.00 | 610,832.65 | |||
| BGB 2.75% 04/22/39 | 730,000.00 | 662,161.10 | |||
| BGB 2.85% 10/22/34 | 1,260,000.00 | 1,214,875.62 | |||
| BGB 3.1% 06/22/35 | 520,000.00 | 508,185.08 | |||
| BGB 3.3% 06/22/54 | 1,020,000.00 | 900,057.18 | |||
| BGB 3.45% 06/22/43 | 440,000.00 | 419,965.70 | |||
| BGB 3.5% 06/22/55 | 690,000.00 | 628,368.51 | |||
| BGB 3.75% 06/22/45 | 930,000.00 | 918,317.34 | |||
| BGB 3% 06/22/33 | 1,450,000.00 | 1,434,630.72 | |||
| BGB 3% 06/22/34 | 1,220,000.00 | 1,197,915.56 | |||
| BGB 4.25% 03/28/41 | 1,680,000.00 | 1,785,477.12 | |||
| BGB 4.5% 03/28/26 | 1,110,000.00 | 1,135,387.92 | |||
| BGB 4% 03/28/32 | 880,000.00 | 934,181.60 | |||
| BGB 5.5% 03/28/28 | 2,040,000.00 | 2,219,787.24 | |||
| BGB 5% 03/28/35 | 2,180,000.00 | 2,487,358.20 | |||
| BKO 2.2% 03/11/27 | 1,490,000.00 | 1,490,639.21 | |||
| BKO 2.5% 03/19/26 | 2,100,000.00 | 2,106,962.54 | |||
| BKO 2.7% 09/17/26 | 2,650,000.00 | 2,670,386.45 | |||
| BKO 2.9% 06/18/26 | 1,290,000.00 | 1,301,384.89 | |||
| BTPS 0.25% 03/15/28 | 2,030,000.00 | 1,895,482.05 | |||
| BTPS 0.45% 02/15/29 | 1,640,000.00 | 1,500,460.60 | |||
| BTPS 0.5% 07/15/28 | 1,300,000.00 | 1,212,230.24 | |||
| BTPS 0.6% 08/01/31 | 1,960,000.00 | 1,658,506.60 | |||
| BTPS 0.85% 01/15/27 | 2,340,000.00 | 2,280,478.00 | |||
| BTPS 0.9% 04/01/31 | 2,920,000.00 | 2,546,386.00 | |||
| BTPS 0.95% 03/01/37 | 2,420,000.00 | 1,728,873.16 | |||
| BTPS 0.95% 06/01/32 | 1,600,000.00 | 1,348,828.00 | |||
| BTPS 0.95% 08/01/30 | 1,180,000.00 | 1,054,431.48 | |||
| BTPS 0.95% 09/15/27 | 2,040,000.00 | 1,967,439.75 | |||
| BTPS 0.95% 12/01/31 | 1,630,000.00 | 1,395,981.66 | |||
| BTPS 0% 04/01/26 | 2,240,000.00 | 2,189,038.88 | |||
| BTPS 0% 08/01/26 | 3,230,000.00 | 3,134,569.65 | |||
| BTPS 1.1% 04/01/27 | 2,350,000.00 | 2,291,453.74 | |||
| BTPS 1.25% 12/01/26 | 1,670,000.00 | 1,642,077.41 | |||
| BTPS 1.35% 04/01/30 | 2,250,000.00 | 2,075,815.55 | |||
| BTPS 1.45% 03/01/36 | 1,730,000.00 | 1,354,307.14 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 786,040.31 | |||
| BTPS 1.6% 06/01/26 | 1,080,000.00 | 1,071,878.40 | |||
| BTPS 1.65% 03/01/32 | 2,670,000.00 | 2,385,195.10 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,337,972.21 | |||
| BTPS 1.7% 09/01/51 | 1,520,000.00 | 892,758.32 | |||
| BTPS 1.8% 03/01/41 | 1,210,000.00 | 871,165.21 | |||
| BTPS 2.05% 08/01/27 | 1,280,000.00 | 1,269,735.12 | |||
| BTPS 2.1% 07/15/26 | 1,440,000.00 | 1,437,351.84 | |||
| BTPS 2.15% 03/01/72 | 690,000.00 | 397,669.09 | |||
| BTPS 2.15% 09/01/52 | 1,020,000.00 | 654,361.11 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,272,475.56 | |||
| BTPS 2.25% 09/01/36 | 1,650,000.00 | 1,397,239.83 | |||
| BTPS 2.45% 09/01/33 | 2,310,000.00 | 2,118,004.62 | |||
| BTPS 2.45% 09/01/50 | 1,530,000.00 | 1,072,992.06 | |||
| BTPS 2.5% 12/01/32 | 2,520,000.00 | 2,350,727.82 | |||
| BTPS 2.65% 12/01/27 | 1,760,000.00 | 1,766,279.68 | |||
| BTPS 2.7% 03/01/47 | 1,470,000.00 | 1,126,761.93 | |||
| BTPS 2.7% 10/15/27 | 1,200,000.00 | 1,205,211.60 | |||
| BTPS 2.8% 03/01/67 | 1,050,000.00 | 726,329.15 | |||
| BTPS 2.8% 06/15/29 | 2,610,000.00 | 2,603,655.58 | |||
| BTPS 2.8% 12/01/28 | 2,070,000.00 | 2,077,813.21 | |||
| BTPS 2.95% 02/15/27 | 2,920,000.00 | 2,950,213.24 | |||
| BTPS 2.95% 09/01/38 | 1,380,000.00 | 1,219,166.86 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,227,687.65 | |||
| BTPS 3.1% 03/01/40 | 1,040,000.00 | 915,271.17 | |||
| BTPS 3.1% 08/28/26 | 1,210,000.00 | 1,222,956.68 | |||
| BTPS 3.15% 11/15/31 | 2,170,000.00 | 2,136,726.84 | |||
| BTPS 3.25% 03/01/38 | 2,080,000.00 | 1,906,622.68 | |||
| BTPS 3.25% 09/01/46 | 2,270,000.00 | 1,916,206.81 | |||
| BTPS 3.35% 03/01/35 | 2,330,000.00 | 2,244,055.62 | |||
| BTPS 3.35% 07/01/29 | 2,620,000.00 | 2,663,500.64 | |||
| BTPS 3.4% 04/01/28 | 1,550,000.00 | 1,585,155.86 | |||
| BTPS 3.45% 03/01/48 | 1,820,000.00 | 1,570,191.47 | |||
| BTPS 3.45% 07/15/31 | 1,710,000.00 | 1,720,267.69 | |||
| BTPS 3.5% 02/15/31 | 2,960,000.00 | 2,996,112.00 | |||
| BTPS 3.5% 03/01/30 | 2,360,000.00 | 2,417,722.29 | |||
| BTPS 3.65% 08/01/35 | 910,000.00 | 891,629.37 | |||
| BTPS 3.7% 06/15/30 | 1,730,000.00 | 1,777,977.22 | |||
| BTPS 3.8% 04/15/26 | 1,870,000.00 | 1,899,343.29 | |||
| BTPS 3.8% 08/01/28 | 1,760,000.00 | 1,821,907.12 | |||
| BTPS 3.85% 02/01/35 | 1,230,000.00 | 1,232,003.67 | |||
| BTPS 3.85% 07/01/34 | 1,480,000.00 | 1,490,613.08 | |||
| BTPS 3.85% 09/01/49 | 1,940,000.00 | 1,770,747.12 | |||
| BTPS 3.85% 09/15/26 | 860,000.00 | 878,695.71 | |||
| BTPS 3.85% 10/01/40 | 1,300,000.00 | 1,237,909.40 | |||
| BTPS 3.85% 12/15/29 | 2,860,000.00 | 2,969,109.00 | |||
| BTPS 3% 08/01/29 | 1,150,000.00 | 1,156,824.44 | |||
| BTPS 4.1% 02/01/29 | 1,540,000.00 | 1,611,660.05 | |||
| BTPS 4.15% 10/01/39 | 1,010,000.00 | 1,004,456.36 | |||
| BTPS 4.2% 03/01/34 | 2,980,000.00 | 3,091,169.19 | |||
| BTPS 4.3% 10/01/54 | 1,120,000.00 | 1,072,562.40 | |||
| BTPS 4.35% 11/01/33 | 2,090,000.00 | 2,195,787.64 | |||
| BTPS 4.4% 05/01/33 | 1,060,000.00 | 1,120,827.04 | |||
| BTPS 4.45% 09/01/43 | 1,560,000.00 | 1,578,608.14 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,122,447.60 | |||
| BTPS 4.5% 10/01/53 | 1,510,000.00 | 1,501,654.98 | |||
| BTPS 4.75% 09/01/28 | 2,630,000.00 | 2,809,150.34 | |||
| BTPS 4.75% 09/01/44 | 1,850,000.00 | 1,947,786.56 | |||
| BTPS 4% 02/01/37 | 3,070,000.00 | 3,089,324.11 | |||
| BTPS 4% 04/30/35 | 880,000.00 | 897,403.76 | |||
| BTPS 4% 10/30/31 | 1,250,000.00 | 1,302,573.12 | |||
| BTPS 4% 11/15/30 | 2,310,000.00 | 2,403,805.86 | |||
| BTPS 5.0% 08/01/39 | 2,680,000.00 | 2,923,436.46 | |||
| BTPS 5.25% 11/01/29 | 2,930,000.00 | 3,227,166.75 | |||
| BTPS 5.75% 02/01/33 | 2,530,000.00 | 2,908,333.41 | |||
| BTPS 5% 08/01/34 | 2,830,000.00 | 3,111,355.77 | |||
| BTPS 5% 09/01/40 | 2,640,000.00 | 2,869,603.96 | |||
| BTPS 6.5% 11/01/27 | 2,700,000.00 | 2,973,024.00 | |||
| BTPS 6% 05/01/31 | 1,140,000.00 | 1,314,712.98 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,510,258.12 | |||
| DBR 0.25% 02/15/27 | 2,490,000.00 | 2,403,074.10 | |||
| DBR 0.25% 02/15/29 | 1,970,000.00 | 1,822,632.18 | |||
| DBR 0.25% 08/15/28 | 2,090,000.00 | 1,955,201.27 | |||
| DBR 0.5% 02/15/28 | 1,360,000.00 | 1,295,828.40 | |||
| DBR 0.5% 08/15/27 | 350,000.00 | 336,514.50 | |||
| DBR 0% 02/15/30 | 1,260,000.00 | 1,121,823.36 | |||
| DBR 0% 02/15/31 | 1,660,000.00 | 1,436,785.60 | |||
| DBR 0% 02/15/32 | 3,100,000.00 | 2,599,117.50 | |||
| DBR 0% 05/15/35 | 2,650,000.00 | 1,991,064.25 | |||
| DBR 0% 05/15/36 | 2,430,000.00 | 1,763,657.55 | |||
| DBR 0% 08/15/26 | 2,920,000.00 | 2,836,488.00 | |||
| DBR 0% 08/15/29 | 2,360,000.00 | 2,131,784.45 | |||
| DBR 0% 08/15/30 | 3,050,000.00 | 2,679,245.05 | |||
| DBR 0% 08/15/30 | 1,980,000.00 | 1,739,924.00 | |||
| DBR 0% 08/15/31 | 3,490,000.00 | 2,975,831.37 | |||
| DBR 0% 08/15/50 | 5,240,000.00 | 2,428,176.68 | |||
| DBR 0% 08/15/52 | 3,020,000.00 | 1,317,633.53 | |||
| DBR 0% 11/15/27 | 2,820,000.00 | 2,662,383.15 | |||
| DBR 0% 11/15/28 | 1,990,000.00 | 1,834,344.19 | |||
| DBR 1.25% 08/15/48 | 3,480,000.00 | 2,418,534.74 | |||
| DBR 1.7% 08/15/32 | 2,600,000.00 | 2,441,637.25 | |||
| DBR 1.8% 08/15/53 | 3,920,000.00 | 2,956,516.91 | |||
| DBR 1% 05/15/38 | 2,360,000.00 | 1,851,331.49 | |||
| DBR 2.1% 11/15/29 | 2,680,000.00 | 2,642,788.20 | |||
| DBR 2.2% 02/15/34 | 3,550,000.00 | 3,395,843.90 | |||
| DBR 2.3% 02/15/33 | 4,320,000.00 | 4,206,891.60 | |||
| DBR 2.4% 11/15/30 | 2,420,000.00 | 2,405,843.00 | |||
| DBR 2.5% 02/15/35 | 2,100,000.00 | 2,043,298.48 | |||
| DBR 2.5% 07/04/44 | 2,930,000.00 | 2,677,864.71 | |||
| DBR 2.5% 08/15/46 | 3,120,000.00 | 2,828,084.21 | |||
| DBR 2.5% 08/15/54 | 2,270,000.00 | 1,998,133.45 | |||
| DBR 2.6% 05/15/41 | 860,000.00 | 806,954.34 | |||
| DBR 2.6% 08/15/33 | 2,890,000.00 | 2,865,190.07 | |||
| DBR 2.6% 08/15/34 | 2,440,000.00 | 2,402,233.68 | |||
| DBR 3.25% 07/04/42 | 1,950,000.00 | 1,991,746.96 | |||
| DBR 4.0% 01/04/37 | 2,570,000.00 | 2,839,266.61 | |||
| DBR 4.25% 07/04/39 | 1,810,000.00 | 2,062,228.02 | |||
| DBR 4.75% 07/04/28 | 1,430,000.00 | 1,542,283.60 | |||
| DBR 4.75% 07/04/34 | 2,500,000.00 | 2,905,237.50 | |||
| DBR 4.75% 07/04/40 | 2,060,000.00 | 2,481,732.47 | |||
| DBR 5.5% 01/04/31 | 3,100,000.00 | 3,594,705.75 | |||
| DBR 5.625% 01/04/28 | 2,160,000.00 | 2,358,205.92 | |||
| DBR 6.25% 01/04/30 | 1,850,000.00 | 2,165,402.80 | |||
| DBR 6.5% 07/04/27 | 2,690,000.00 | 2,947,639.59 | |||
| FRTR 0.25% 11/25/26 | 3,700,000.00 | 3,577,770.50 | |||
| FRTR 0.5% 05/25/26 | 3,160,000.00 | 3,098,207.78 | |||
| FRTR 0.5% 05/25/29 | 4,260,000.00 | 3,890,541.91 | |||
| FRTR 0.5% 05/25/40 | 3,140,000.00 | 1,962,248.80 | |||
| FRTR 0.5% 05/25/72 | 1,290,000.00 | 385,258.50 | |||
| FRTR 0.5% 06/25/44 | 2,030,000.00 | 1,114,878.53 | |||
| FRTR 0.75% 02/25/28 | 5,200,000.00 | 4,947,124.00 | |||
| FRTR 0.75% 05/25/28 | 5,290,000.00 | 5,004,099.30 | |||
| FRTR 0.75% 05/25/52 | 2,950,000.00 | 1,386,302.35 | |||
| FRTR 0.75% 05/25/53 | 3,040,000.00 | 1,389,711.68 | |||
| FRTR 0.75% 11/25/28 | 5,220,000.00 | 4,878,150.02 | |||
| FRTR 0% 02/25/27 | 4,000,000.00 | 3,826,380.00 | |||
| FRTR 0% 05/25/32 | 3,780,000.00 | 3,023,238.32 | |||
| FRTR 0% 11/25/29 | 4,820,000.00 | 4,237,312.59 | |||
| FRTR 0% 11/25/30 | 6,120,000.00 | 5,187,951.52 | |||
| FRTR 0% 11/25/31 | 5,040,000.00 | 4,112,892.00 | |||
| FRTR 1.25% 05/25/34 | 5,510,000.00 | 4,592,660.75 | |||
| FRTR 1.25% 05/25/36 | 4,450,000.00 | 3,512,698.72 | |||
| FRTR 1.25% 05/25/38 | 3,080,000.00 | 2,299,762.08 | |||
| FRTR 1.5% 05/25/31 | 5,970,000.00 | 5,469,188.64 | |||
| FRTR 1.5% 05/25/50 | 3,050,000.00 | 1,861,174.05 | |||
| FRTR 1.75% 05/25/66 | 2,000,000.00 | 1,112,280.00 | |||
| FRTR 1.75% 06/25/39 | 3,570,000.00 | 2,805,930.75 | |||
| FRTR 1% 05/25/27 | 4,970,000.00 | 4,828,126.38 | |||
| FRTR 2.5% 05/25/30 | 5,570,000.00 | 5,474,435.06 | |||
| FRTR 2.5% 05/25/43 | 2,270,000.00 | 1,865,113.72 | |||
| FRTR 2.5% 09/24/26 | 3,690,000.00 | 3,703,437.87 | |||
| FRTR 2.5% 09/24/27 | 4,040,000.00 | 4,047,393.20 | |||
| FRTR 2.75% 02/25/29 | 8,000,000.00 | 8,018,820.00 | |||
| FRTR 2.75% 02/25/30 | 3,670,000.00 | 3,653,240.94 | |||
| FRTR 2.75% 10/25/27 | 4,140,000.00 | 4,172,969.71 | |||
| FRTR 2% 05/25/48 | 2,860,000.00 | 2,025,692.24 | |||
| FRTR 2% 11/25/32 | 3,160,000.00 | 2,900,880.00 | |||
| FRTR 3.2% 05/25/35 | 1,280,000.00 | 1,247,855.36 | |||
| FRTR 3.25% 05/25/45 | 2,980,000.00 | 2,714,824.70 | |||
| FRTR 3.25% 05/25/55 | 1,740,000.00 | 1,492,147.44 | |||
| FRTR 3.5% 04/25/26 | 4,730,000.00 | 4,796,324.06 | |||
| FRTR 3.5% 11/25/33 | 4,100,000.00 | 4,148,872.00 | |||
| FRTR 3.6% 05/25/42 | 1,050,000.00 | 1,015,960.05 | |||
| FRTR 3.75% 05/25/56 | 1,070,000.00 | 1,005,370.66 | |||
| FRTR 3% 05/25/33 | 4,210,000.00 | 4,124,678.03 | |||
| FRTR 3% 05/25/54 | 2,450,000.00 | 2,011,174.36 | |||
| FRTR 3% 06/25/49 | 1,100,000.00 | 938,836.80 | |||
| FRTR 3% 11/25/34 | 4,450,000.00 | 4,290,033.62 | |||
| FRTR 4.5% 04/25/41 | 3,490,000.00 | 3,783,184.43 | |||
| FRTR 4.75% 04/25/35 | 2,960,000.00 | 3,278,699.34 | |||
| FRTR 4% 04/25/55 | 2,540,000.00 | 2,511,082.10 | |||
| FRTR 4% 04/25/60 | 1,970,000.00 | 1,943,872.37 | |||
| FRTR 4% 10/25/38 | 2,140,000.00 | 2,208,396.54 | |||
| FRTR 5.5% 04/25/29 | 5,920,000.00 | 6,556,430.19 | |||
| FRTR 5.75% 10/25/32 | 4,370,000.00 | 5,118,589.74 | |||
| IRISH 0.2% 05/15/27 | 670,000.00 | 641,142.09 | |||
| IRISH 0.2% 10/18/30 | 910,000.00 | 792,300.35 | |||
| IRISH 0.35% 10/18/32 | 600,000.00 | 496,096.64 | |||
| IRISH 0.4% 05/15/35 | 690,000.00 | 526,125.00 | |||
| IRISH 0.55% 04/22/41 | 410,000.00 | 268,563.94 | |||
| IRISH 0.9% 05/15/28 | 770,000.00 | 736,090.35 | |||
| IRISH 0% 10/18/31 | 1,120,000.00 | 931,171.36 | |||
| IRISH 1.1% 05/15/29 | 980,000.00 | 924,952.42 | |||
| IRISH 1.3% 05/15/33 | 610,000.00 | 538,219.47 | |||
| IRISH 1.35% 03/18/31 | 370,000.00 | 341,942.53 | |||
| IRISH 1.5% 05/15/50 | 800,000.00 | 544,452.40 | |||
| IRISH 1.7% 05/15/37 | 740,000.00 | 624,770.90 | |||
| IRISH 1% 05/15/26 | 1,000,000.00 | 986,316.25 | |||
| IRISH 2.4% 05/15/30 | 930,000.00 | 917,953.71 | |||
| IRISH 2.6% 10/18/34 | 200,000.00 | 191,993.25 | |||
| IRISH 2% 02/18/45 | 1,010,000.00 | 810,057.37 | |||
| IRISH 3.15% 10/18/55 | 280,000.00 | 262,436.65 | |||
| IRISH 3% 10/18/43 | 370,000.00 | 351,080.42 | |||
| NETHER 0.25% 07/15/29 | 1,390,000.00 | 1,263,047.13 | |||
| NETHER 0.5% 01/15/40 | 1,470,000.00 | 1,006,923.90 | |||
| NETHER 0.5% 07/15/26 | 1,750,000.00 | 1,712,550.00 | |||
| NETHER 0.5% 07/15/32 | 1,300,000.00 | 1,104,924.38 | |||
| NETHER 0.75% 07/15/27 | 1,060,000.00 | 1,024,177.83 | |||
| NETHER 0.75% 07/15/28 | 1,540,000.00 | 1,459,724.03 | |||
| NETHER 0% 01/15/27 | 1,640,000.00 | 1,575,980.96 | |||
| NETHER 0% 01/15/29 | 1,770,000.00 | 1,613,027.55 | |||
| NETHER 0% 01/15/38 | 1,340,000.00 | 894,523.70 | |||
| NETHER 0% 01/15/52 | 1,810,000.00 | 784,535.45 | |||
| NETHER 0% 07/15/30 | 1,350,000.00 | 1,176,830.43 | |||
| NETHER 0% 07/15/31 | 1,370,000.00 | 1,157,387.54 | |||
| NETHER 2.5% 01/15/30 | 1,080,000.00 | 1,076,814.00 | |||
| NETHER 2.5% 01/15/33 | 1,210,000.00 | 1,181,772.21 | |||
| NETHER 2.5% 07/15/33 | 1,170,000.00 | 1,136,562.86 | |||
| NETHER 2.5% 07/15/34 | 1,730,000.00 | 1,664,946.81 | |||
| NETHER 2.75% 01/15/47 | 2,160,000.00 | 1,993,731.29 | |||
| NETHER 2% 01/15/54 | 1,490,000.00 | 1,150,260.25 | |||
| NETHER 3.25% 01/15/44 | 840,000.00 | 840,270.06 | |||
| NETHER 3.75% 01/15/42 | 1,700,000.00 | 1,809,715.79 | |||
| NETHER 4% 01/15/37 | 1,660,000.00 | 1,803,350.96 | |||
| NETHER 5.5% 01/15/28 | 1,600,000.00 | 1,736,864.00 | |||
| OBL 0% 04/10/26 | 3,070,000.00 | 3,002,603.92 | |||
| OBL 0% 04/16/27 | 2,920,000.00 | 2,793,635.53 | |||
| OBL 0% 10/09/26 | 2,680,000.00 | 2,594,087.55 | |||
| OBL 1.3% 10/15/27 | 3,550,000.00 | 3,473,577.37 | |||
| OBL 2.1% 04/12/29 | 3,360,000.00 | 3,326,752.80 | |||
| OBL 2.2% 04/13/28 | 2,420,000.00 | 2,417,020.98 | |||
| OBL 2.4% 10/19/28 | 4,270,000.00 | 4,283,637.09 | |||
| OBL 2.5% 10/11/29 | 2,090,000.00 | 2,097,471.12 | |||
| PGB 0.3% 10/17/31 | 840,000.00 | 715,056.30 | |||
| PGB 0.475% 10/18/30 | 1,000,000.00 | 888,343.00 | |||
| PGB 0.7% 10/15/27 | 700,000.00 | 673,406.12 | |||
| PGB 0.9% 10/12/35 | 640,000.00 | 502,989.76 | |||
| PGB 1.15% 04/11/42 | 470,000.00 | 317,461.50 | |||
| PGB 1.65% 07/16/32 | 890,000.00 | 816,363.62 | |||
| PGB 1.95% 06/15/29 | 1,250,000.00 | 1,222,556.25 | |||
| PGB 1% 04/12/52 | 590,000.00 | 307,349.29 | |||
| PGB 2.125% 10/17/28 | 1,400,000.00 | 1,386,504.00 | |||
| PGB 2.25% 04/18/34 | 790,000.00 | 734,495.39 | |||
| PGB 2.875% 07/21/26 | 950,000.00 | 959,952.29 | |||
| PGB 2.875% 10/20/34 | 810,000.00 | 786,529.44 | |||
| PGB 3.5% 06/18/38 | 440,000.00 | 436,439.30 | |||
| PGB 3.625% 06/12/54 | 290,000.00 | 271,704.62 | |||
| PGB 3.875% 02/15/30 | 700,000.00 | 741,337.45 | |||
| PGB 3% 06/15/35 | 350,000.00 | 340,663.05 | |||
| PGB 4.1% 02/15/45 | 710,000.00 | 735,616.44 | |||
| PGB 4.1% 04/15/37 | 980,000.00 | 1,041,310.76 | |||
| PGB 4.125% 04/14/27 | 800,000.00 | 831,093.60 | |||
| RAGB 0.25% 10/20/36 | 720,000.00 | 511,286.04 | |||
| RAGB 0.5% 02/20/29 | 1,800,000.00 | 1,665,452.25 | |||
| RAGB 0.5% 04/20/27 | 1,490,000.00 | 1,435,682.05 | |||
| RAGB 0.7% 04/20/71 | 540,000.00 | 211,691.74 | |||
| RAGB 0.75% 02/20/28 | 1,010,000.00 | 963,365.27 | |||
| RAGB 0.75% 03/20/51 | 930,000.00 | 499,739.68 | |||
| RAGB 0.75% 10/20/26 | 1,480,000.00 | 1,445,733.56 | |||
| RAGB 0.85% 06/30/20 | 230,000.00 | 82,844.27 | |||
| RAGB 0.9% 02/20/32 | 1,480,000.00 | 1,296,307.95 | |||
| RAGB 0% 02/20/30 | 1,790,000.00 | 1,572,162.37 | |||
| RAGB 0% 02/20/31 | 1,670,000.00 | 1,417,933.54 | |||
| RAGB 0% 10/20/28 | 1,340,000.00 | 1,227,015.88 | |||
| RAGB 0% 10/20/40 | 650,000.00 | 383,833.10 | |||
| RAGB 1.5% 02/20/47 | 1,080,000.00 | 755,470.80 | |||
| RAGB 1.5% 11/02/86 | 440,000.00 | 231,910.80 | |||
| RAGB 1.85% 05/23/49 | 660,000.00 | 484,146.63 | |||
| RAGB 2.1% 09/20/17 | 650,000.00 | 432,549.00 | |||
| RAGB 2.4% 05/23/34 | 930,000.00 | 878,823.49 | |||
| RAGB 2.9% 02/20/33 | 1,650,000.00 | 1,638,822.90 | |||
| RAGB 2.9% 02/20/34 | 1,060,000.00 | 1,044,642.45 | |||
| RAGB 2.9% 05/23/29 | 350,000.00 | 354,511.50 | |||
| RAGB 2.95% 02/20/35 | 860,000.00 | 844,378.31 | |||
| RAGB 3.15% 06/20/44 | 960,000.00 | 912,532.80 | |||
| RAGB 3.15% 10/20/53 | 540,000.00 | 499,878.67 | |||
| RAGB 3.2% 07/15/39 | 330,000.00 | 323,171.47 | |||
| RAGB 3.45% 10/20/30 | 330,000.00 | 341,847.00 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 441,995.40 | |||
| RAGB 4.15% 03/15/37 | 1,550,000.00 | 1,679,266.90 | |||
| RAGB 4.85% 03/15/26 | 1,090,000.00 | 1,117,920.35 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,282,757.35 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 312,594.48 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 192,788.30 | |||
| RFGB 0.125% 09/15/31 | 710,000.00 | 595,984.65 | |||
| RFGB 0.25% 09/15/40 | 350,000.00 | 216,013.26 | |||
| RFGB 0.5% 04/15/26 | 540,000.00 | 530,368.83 | |||
| RFGB 0.5% 04/15/43 | 490,000.00 | 294,234.71 | |||
| RFGB 0.5% 09/15/27 | 540,000.00 | 516,023.19 | |||
| RFGB 0.5% 09/15/28 | 780,000.00 | 728,781.69 | |||
| RFGB 0.5% 09/15/29 | 610,000.00 | 555,573.42 | |||
| RFGB 0.75% 04/15/31 | 510,000.00 | 451,889.83 | |||
| RFGB 0% 09/15/26 | 460,000.00 | 445,273.10 | |||
| RFGB 0% 09/15/30 | 720,000.00 | 620,109.17 | |||
| RFGB 1.125% 04/15/34 | 640,000.00 | 539,955.20 | |||
| RFGB 1.375% 04/15/27 | 350,000.00 | 343,420.35 | |||
| RFGB 1.375% 04/15/47 | 570,000.00 | 383,990.61 | |||
| RFGB 1.5% 09/15/32 | 570,000.00 | 513,905.94 | |||
| RFGB 2.5% 04/15/30 | 460,000.00 | 455,976.38 | |||
| RFGB 2.625% 07/04/42 | 470,000.00 | 418,220.57 | |||
| RFGB 2.75% 04/15/38 | 400,000.00 | 372,999.80 | |||
| RFGB 2.75% 07/04/28 | 680,000.00 | 686,539.96 | |||
| RFGB 2.875% 04/15/29 | 520,000.00 | 525,871.40 | |||
| RFGB 2.95% 04/15/55 | 390,000.00 | 345,613.89 | |||
| RFGB 3.2% 04/15/45 | 270,000.00 | 256,482.18 | |||
| RFGB 3% 09/15/33 | 790,000.00 | 786,108.85 | |||
| RFGB 3% 09/15/34 | 590,000.00 | 583,132.40 | |||
| SPGB 0.1% 04/30/31 | 3,160,000.00 | 2,665,237.22 | |||
| SPGB 0.5% 04/30/30 | 2,930,000.00 | 2,613,765.83 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,189,226.23 | |||
| SPGB 0.6% 10/31/29 | 2,930,000.00 | 2,662,586.22 | |||
| SPGB 0.7% 04/30/32 | 2,500,000.00 | 2,127,300.00 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,353,941.20 | |||
| SPGB 0.8% 07/30/29 | 2,210,000.00 | 2,039,010.09 | |||
| SPGB 0.85% 07/30/37 | 1,940,000.00 | 1,405,511.57 | |||
| SPGB 0% 01/31/27 | 2,910,000.00 | 2,790,253.50 | |||
| SPGB 0% 01/31/28 | 3,050,000.00 | 2,846,096.82 | |||
| SPGB 1.2% 10/31/40 | 1,810,000.00 | 1,255,063.05 | |||
| SPGB 1.25% 10/31/30 | 3,010,000.00 | 2,759,590.57 | |||
| SPGB 1.3% 10/31/26 | 1,870,000.00 | 1,843,273.02 | |||
| SPGB 1.4% 04/30/28 | 3,780,000.00 | 3,661,345.80 | |||
| SPGB 1.4% 07/30/28 | 3,300,000.00 | 3,181,460.70 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,566,258.65 | |||
| SPGB 1.45% 10/31/27 | 2,100,000.00 | 2,051,374.50 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 299,062.27 | |||
| SPGB 1.5% 04/30/27 | 1,170,000.00 | 1,151,237.88 | |||
| SPGB 1.85% 07/30/35 | 2,190,000.00 | 1,889,421.40 | |||
| SPGB 1.9% 10/31/52 | 1,890,000.00 | 1,214,750.25 | |||
| SPGB 1.95% 04/30/26 | 2,300,000.00 | 2,294,111.42 | |||
| SPGB 1.95% 07/30/30 | 2,020,000.00 | 1,933,443.00 | |||
| SPGB 1% 07/30/42 | 1,750,000.00 | 1,121,685.25 | |||
| SPGB 1% 10/31/50 | 2,120,000.00 | 1,111,039.00 | |||
| SPGB 2.35% 07/30/33 | 2,180,000.00 | 2,040,572.10 | |||
| SPGB 2.5% 05/31/27 | 2,330,000.00 | 2,337,415.21 | |||
| SPGB 2.55% 10/31/32 | 2,500,000.00 | 2,401,578.75 | |||
| SPGB 2.7% 10/31/48 | 1,860,000.00 | 1,493,387.95 | |||
| SPGB 2.8% 05/31/26 | 2,430,000.00 | 2,446,753.86 | |||
| SPGB 2.9% 10/31/46 | 1,930,000.00 | 1,633,798.07 | |||
| SPGB 3.1% 07/30/31 | 360,000.00 | 362,438.74 | |||
| SPGB 3.15% 04/30/33 | 2,170,000.00 | 2,160,907.70 | |||
| SPGB 3.15% 04/30/35 | 1,780,000.00 | 1,736,116.32 | |||
| SPGB 3.25% 04/30/34 | 2,150,000.00 | 2,134,251.25 | |||
| SPGB 3.45% 07/30/43 | 1,570,000.00 | 1,465,301.41 | |||
| SPGB 3.45% 07/30/66 | 1,530,000.00 | 1,310,650.78 | |||
| SPGB 3.45% 10/31/34 | 2,610,000.00 | 2,621,079.45 | |||
| SPGB 3.5% 05/31/29 | 2,500,000.00 | 2,580,023.74 | |||
| SPGB 3.55% 10/31/33 | 2,270,000.00 | 2,315,558.90 | |||
| SPGB 3.9% 07/30/39 | 1,550,000.00 | 1,570,078.70 | |||
| SPGB 4.2% 01/31/37 | 1,800,000.00 | 1,908,366.66 | |||
| SPGB 4.7% 07/30/41 | 1,990,000.00 | 2,193,363.46 | |||
| SPGB 4.9% 07/30/40 | 1,880,000.00 | 2,114,137.45 | |||
| SPGB 4% 10/31/54 | 1,260,000.00 | 1,227,132.90 | |||
| SPGB 5.15% 10/31/28 | 2,710,000.00 | 2,947,954.26 | |||
| SPGB 5.15% 10/31/44 | 1,640,000.00 | 1,907,935.00 | |||
| SPGB 5.75% 07/30/32 | 2,250,000.00 | 2,641,630.50 | |||
| SPGB 5.9% 07/30/26 | 2,310,000.00 | 2,424,149.80 | |||
| SPGB 6.0% 01/31/29 | 910,000.00 | 1,023,280.44 | |||
| ユーロ 小計 | 740,590,000.00 | 685,126,095.92 | |||
| (112,168,844,424) | |||||
| イギリスポンド | UKT 0.125% 01/31/28 | 1,510,000.00 | 1,356,836.17 | ||
| UKT 0.25% 07/31/31 | 2,490,000.00 | 1,943,484.84 | |||
| UKT 0.375% 10/22/26 | 2,930,000.00 | 2,769,731.93 | |||
| UKT 0.375% 10/22/30 | 2,180,000.00 | 1,773,168.40 | |||
| UKT 0.5% 01/31/29 | 3,190,000.00 | 2,787,163.61 | |||
| UKT 0.5% 10/22/61 | 2,420,000.00 | 675,956.82 | |||
| UKT 0.625% 07/31/35 | 2,250,000.00 | 1,517,748.75 | |||
| UKT 0.625% 10/22/50 | 1,850,000.00 | 687,587.65 | |||
| UKT 0.875% 01/31/46 | 1,530,000.00 | 706,687.11 | |||
| UKT 0.875% 07/31/33 | 2,790,000.00 | 2,094,472.53 | |||
| UKT 0.875% 10/22/29 | 1,460,000.00 | 1,266,815.72 | |||
| UKT 1.125% 01/31/39 | 2,130,000.00 | 1,336,261.89 | |||
| UKT 1.125% 10/22/73 | 1,050,000.00 | 358,627.50 | |||
| UKT 1.25% 07/22/27 | 1,250,000.00 | 1,174,405.00 | |||
| UKT 1.25% 07/31/51 | 2,810,000.00 | 1,243,045.65 | |||
| UKT 1.25% 10/22/41 | 2,190,000.00 | 1,275,979.41 | |||
| UKT 1.5% 07/22/26 | 1,400,000.00 | 1,353,718.80 | |||
| UKT 1.5% 07/22/47 | 1,450,000.00 | 756,414.25 | |||
| UKT 1.5% 07/31/53 | 1,680,000.00 | 771,773.52 | |||
| UKT 1.625% 10/22/28 | 1,460,000.00 | 1,343,981.10 | |||
| UKT 1.625% 10/22/54 | 1,640,000.00 | 770,755.72 | |||
| UKT 1.625% 10/22/71 | 1,790,000.00 | 748,024.89 | |||
| UKT 1.75% 01/22/49 | 1,230,000.00 | 662,530.89 | |||
| UKT 1.75% 07/22/57 | 1,900,000.00 | 900,820.40 | |||
| UKT 1.75% 09/07/37 | 2,400,000.00 | 1,726,884.00 | |||
| UKT 1% 01/31/32 | 3,700,000.00 | 2,974,467.00 | |||
| UKT 2.5% 07/22/65 | 1,420,000.00 | 798,305.54 | |||
| UKT 3.25% 01/22/44 | 2,430,000.00 | 1,881,743.40 | |||
| UKT 3.25% 01/31/33 | 3,960,000.00 | 3,641,948.64 | |||
| UKT 3.5% 01/22/45 | 2,000,000.00 | 1,593,244.00 | |||
| UKT 3.5% 07/22/68 | 1,620,000.00 | 1,176,045.48 | |||
| UKT 3.75% 01/29/38 | 2,780,000.00 | 2,497,663.20 | |||
| UKT 3.75% 03/07/27 | 2,540,000.00 | 2,518,382.06 | |||
| UKT 3.75% 07/22/52 | 1,150,000.00 | 906,265.55 | |||
| UKT 3.75% 10/22/53 | 3,260,000.00 | 2,548,384.38 | |||
| UKT 4.125% 01/29/27 | 3,780,000.00 | 3,776,813.46 | |||
| UKT 4.125% 07/22/29 | 3,410,000.00 | 3,394,842.55 | |||
| UKT 4.25% 03/07/36 | 1,730,000.00 | 1,663,587.03 | |||
| UKT 4.25% 06/07/32 | 1,470,000.00 | 1,460,833.08 | |||
| UKT 4.25% 07/31/34 | 3,390,000.00 | 3,301,860.00 | |||
| UKT 4.25% 09/07/39 | 1,270,000.00 | 1,183,106.60 | |||
| UKT 4.25% 12/07/27 | 2,410,000.00 | 2,425,178.18 | |||
| UKT 4.25% 12/07/40 | 1,650,000.00 | 1,518,160.05 | |||
| UKT 4.25% 12/07/46 | 1,930,000.00 | 1,696,541.41 | |||
| UKT 4.25% 12/07/49 | 1,370,000.00 | 1,189,850.48 | |||
| UKT 4.25% 12/07/55 | 1,700,000.00 | 1,451,157.40 | |||
| UKT 4.375% 01/31/40 | 1,500,000.00 | 1,410,267.00 | |||
| UKT 4.375% 07/31/54 | 2,320,000.00 | 2,024,135.04 | |||
| UKT 4.5% 03/07/35 | 1,440,000.00 | 1,423,052.64 | |||
| UKT 4.5% 06/07/28 | 3,370,000.00 | 3,400,033.44 | |||
| UKT 4.5% 09/07/34 | 1,390,000.00 | 1,382,179.86 | |||
| UKT 4.5% 12/07/42 | 1,940,000.00 | 1,811,393.52 | |||
| UKT 4.625% 01/31/34 | 3,290,000.00 | 3,305,117.55 | |||
| UKT 4.75% 10/22/43 | 2,300,000.00 | 2,198,866.70 | |||
| UKT 4.75% 12/07/30 | 2,660,000.00 | 2,730,854.42 | |||
| UKT 4.75% 12/07/38 | 1,800,000.00 | 1,780,448.40 | |||
| UKT 4% 01/22/60 | 1,250,000.00 | 1,016,240.00 | |||
| UKT 4% 10/22/31 | 2,140,000.00 | 2,094,090.58 | |||
| UKT 4% 10/22/63 | 1,610,000.00 | 1,300,023.48 | |||
| UKT 6.0% 12/07/28 | 2,010,000.00 | 2,145,731.28 | |||
| イギリスポンド 小計 | 126,970,000.00 | 103,623,689.95 | |||
| (20,165,170,064) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 5,280,000.00 | 4,580,642.88 | ||
| SGB 0.75% 05/12/28 | 7,340,000.00 | 7,000,158.00 | |||
| SGB 0.75% 11/12/29 | 8,250,000.00 | 7,660,950.00 | |||
| SGB 1.75% 11/11/33 | 5,050,000.00 | 4,720,689.50 | |||
| SGB 1% 11/12/26 | 8,020,000.00 | 7,868,422.00 | |||
| SGB 2.25% 05/11/35 | 3,860,000.00 | 3,716,534.67 | |||
| SGB 2.25% 06/01/32 | 5,300,000.00 | 5,203,393.56 | |||
| SGB 3.5% 03/30/39 | 3,970,000.00 | 4,285,535.60 | |||
| スウェーデンクローナ 小計 | 47,070,000.00 | 45,036,326.21 | |||
| (671,041,260) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 4,780,000.00 | 4,027,067.54 | ||
| NGB 1.375% 08/19/30 | 5,200,000.00 | 4,543,708.00 | |||
| NGB 1.75% 02/17/27 | 5,340,000.00 | 5,136,570.03 | |||
| NGB 1.75% 09/06/29 | 4,100,000.00 | 3,738,072.50 | |||
| NGB 2.125% 05/18/32 | 4,480,000.00 | 3,947,390.72 | |||
| NGB 2% 04/26/28 | 4,330,000.00 | 4,104,056.27 | |||
| NGB 3.5% 10/06/42 | 1,860,000.00 | 1,737,216.75 | |||
| NGB 3.625% 04/13/34 | 4,210,000.00 | 4,061,753.27 | |||
| NGB 3.75% 06/12/35 | 2,990,000.00 | 2,897,037.91 | |||
| NGB 3% 08/15/33 | 5,180,000.00 | 4,784,895.50 | |||
| ノルウェークローネ 小計 | 42,470,000.00 | 38,977,768.49 | |||
| (551,925,201) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 6,640,000.00 | 3,410,818.59 | ||
| DGB 0.5% 11/15/27 | 5,760,000.00 | 5,538,342.00 | |||
| DGB 0.5% 11/15/29 | 5,490,000.00 | 5,076,485.62 | |||
| DGB 0% 11/15/31 | 4,540,000.00 | 3,891,986.84 | |||
| DGB 2.25% 11/15/26 | 2,280,000.00 | 2,293,266.18 | |||
| DGB 2.25% 11/15/33 | 6,800,000.00 | 6,675,236.10 | |||
| DGB 4.5% 11/15/39 | 9,650,000.00 | 11,613,982.47 | |||
| デンマーククローネ 小計 | 41,160,000.00 | 38,500,117.80 | |||
| (845,077,585) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 4,500,000.00 | 4,172,082.75 | ||
| POLGB 1.25% 10/25/30 | 6,900,000.00 | 5,514,894.00 | |||
| POLGB 1.75% 04/25/32 | 4,610,000.00 | 3,570,433.59 | |||
| POLGB 2.5% 07/25/26 | 4,650,000.00 | 4,493,029.43 | |||
| POLGB 2.5% 07/25/27 | 4,530,000.00 | 4,267,260.09 | |||
| POLGB 2.75% 04/25/28 | 5,040,000.00 | 4,695,981.23 | |||
| POLGB 2.75% 10/25/29 | 6,000,000.00 | 5,362,308.00 | |||
| POLGB 3.75% 05/25/27 | 2,510,000.00 | 2,439,765.20 | |||
| POLGB 4.75% 07/25/29 | 3,470,000.00 | 3,381,778.72 | |||
| POLGB 5.75% 04/25/29 | 6,600,000.00 | 6,689,076.89 | |||
| POLGB 5% 01/25/30 | 2,210,000.00 | 2,164,249.57 | |||
| POLGB 5% 10/25/34 | 2,780,000.00 | 2,607,063.14 | |||
| POLGB 6% 10/25/33 | 4,350,000.00 | 4,403,955.22 | |||
| POLGB 7.5% 07/25/28 | 3,970,000.00 | 4,236,355.24 | |||
| ポーランドズロチ 小計 | 62,120,000.00 | 57,998,233.07 | |||
| (2,266,518,749) | |||||
| オーストラリアドル | ACGB 0.5% 09/21/26 | 2,390,000.00 | 2,276,498.90 | ||
| ACGB 1.25% 05/21/32 | 2,770,000.00 | 2,269,211.70 | |||
| ACGB 1.5% 06/21/31 | 3,070,000.00 | 2,636,516.00 | |||
| ACGB 1.75% 06/21/51 | 1,860,000.00 | 983,884.20 | |||
| ACGB 1.75% 11/21/32 | 2,760,000.00 | 2,312,079.60 | |||
| ACGB 1% 11/21/31 | 3,150,000.00 | 2,578,810.50 | |||
| ACGB 1% 12/21/30 | 1,500,000.00 | 1,269,945.00 | |||
| ACGB 2.25% 05/21/28 | 2,040,000.00 | 1,947,792.00 | |||
| ACGB 2.5% 05/21/30 | 2,340,000.00 | 2,184,530.40 | |||
| ACGB 2.75% 05/21/41 | 1,330,000.00 | 1,034,513.90 | |||
| ACGB 2.75% 06/21/35 | 1,950,000.00 | 1,682,245.50 | |||
| ACGB 2.75% 11/21/27 | 1,530,000.00 | 1,490,908.50 | |||
| ACGB 2.75% 11/21/28 | 1,740,000.00 | 1,678,073.40 | |||
| ACGB 2.75% 11/21/29 | 2,160,000.00 | 2,056,838.40 | |||
| ACGB 3.25% 04/21/29 | 2,110,000.00 | 2,064,297.40 | |||
| ACGB 3.25% 06/21/39 | 940,000.00 | 806,905.40 | |||
| ACGB 3.5% 12/21/34 | 1,690,000.00 | 1,570,584.60 | |||
| ACGB 3.75% 04/21/37 | 1,440,000.00 | 1,338,940.80 | |||
| ACGB 3.75% 05/21/34 | 2,340,000.00 | 2,232,734.40 | |||
| ACGB 3% 03/21/47 | 1,350,000.00 | 1,005,993.00 | |||
| ACGB 3% 11/21/33 | 1,840,000.00 | 1,664,556.00 | |||
| ACGB 4.25% 03/21/36 | 1,710,000.00 | 1,680,075.00 | |||
| ACGB 4.25% 04/21/26 | 1,770,000.00 | 1,777,841.10 | |||
| ACGB 4.25% 06/21/34 | 960,000.00 | 951,926.40 | |||
| ACGB 4.25% 12/21/35 | 1,890,000.00 | 1,859,268.60 | |||
| ACGB 4.5% 04/21/33 | 2,720,000.00 | 2,762,296.00 | |||
| ACGB 4.75% 04/21/27 | 2,840,000.00 | 2,896,175.20 | |||
| ACGB 4.75% 06/21/54 | 720,000.00 | 696,916.80 | |||
| オーストラリアドル 小計 | 54,910,000.00 | 49,710,358.70 | |||
| (4,734,911,666) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 1,340,000.00 | 1,197,645.90 | ||
| NZGB 0.5% 05/15/26 | 730,000.00 | 705,011.65 | |||
| NZGB 1.5% 05/15/31 | 1,000,000.00 | 850,138.83 | |||
| NZGB 1.75% 05/15/41 | 560,000.00 | 355,585.28 | |||
| NZGB 2.75% 04/15/37 | 630,000.00 | 508,621.95 | |||
| NZGB 2.75% 05/15/51 | 600,000.00 | 387,696.86 | |||
| NZGB 2% 05/15/32 | 1,130,000.00 | 963,375.70 | |||
| NZGB 3.5% 04/14/33 | 1,320,000.00 | 1,230,309.89 | |||
| NZGB 3% 04/20/29 | 1,180,000.00 | 1,136,960.23 | |||
| NZGB 4.25% 05/15/34 | 750,000.00 | 730,761.72 | |||
| NZGB 4.25% 05/15/36 | 610,000.00 | 582,582.57 | |||
| NZGB 4.5% 04/15/27 | 930,000.00 | 945,075.02 | |||
| NZGB 4.5% 05/15/30 | 1,210,000.00 | 1,230,660.26 | |||
| NZGB 4.5% 05/15/35 | 1,240,000.00 | 1,221,689.48 | |||
| NZGB 5% 05/15/54 | 380,000.00 | 365,232.56 | |||
| ニュージーランドドル 小計 | 13,610,000.00 | 12,411,347.90 | |||
| (1,080,904,288) | |||||
| シンガポールドル | SIGB 1.25% 11/01/26 | 870,000.00 | 853,035.00 | ||
| SIGB 1.625% 07/01/31 | 450,000.00 | 424,575.00 | |||
| SIGB 1.875% 03/01/50 | 730,000.00 | 621,230.00 | |||
| SIGB 1.875% 10/01/51 | 480,000.00 | 403,680.00 | |||
| SIGB 2.125% 06/01/26 | 1,030,000.00 | 1,025,056.00 | |||
| SIGB 2.25% 08/01/36 | 760,000.00 | 727,700.00 | |||
| SIGB 2.375% 07/01/39 | 560,000.00 | 536,760.00 | |||
| SIGB 2.625% 05/01/28 | 720,000.00 | 723,240.00 | |||
| SIGB 2.625% 08/01/32 | 660,000.00 | 659,670.00 | |||
| SIGB 2.75% 03/01/46 | 820,000.00 | 821,947.50 | |||
| SIGB 2.75% 04/01/42 | 630,000.00 | 632,205.00 | |||
| SIGB 2.875% 07/01/29 | 900,000.00 | 912,429.00 | |||
| SIGB 2.875% 08/01/28 | 610,000.00 | 617,625.00 | |||
| SIGB 2.875% 09/01/27 | 420,000.00 | 424,116.00 | |||
| SIGB 2.875% 09/01/30 | 840,000.00 | 854,112.00 | |||
| SIGB 3.25% 06/01/54 | 210,000.00 | 233,793.00 | |||
| SIGB 3.375% 05/01/34 | 160,000.00 | 168,880.00 | |||
| SIGB 3.375% 09/01/33 | 880,000.00 | 925,760.00 | |||
| SIGB 3.5% 03/01/27 | 740,000.00 | 754,674.20 | |||
| SIGB 3% 04/01/29 | 150,000.00 | 152,790.00 | |||
| SIGB 3% 08/01/72 | 620,000.00 | 653,790.00 | |||
| シンガポールドル 小計 | 13,240,000.00 | 13,127,067.70 | |||
| (1,476,270,033) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 1,650,000.00 | 1,555,370.28 | ||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,513,987.91 | |||
| MGS 3.519% 04/20/28 | 710,000.00 | 711,264.08 | |||
| MGS 3.582% 07/15/32 | 1,570,000.00 | 1,557,653.58 | |||
| MGS 3.733% 06/15/28 | 2,930,000.00 | 2,949,229.88 | |||
| MGS 3.757% 05/22/40 | 2,950,000.00 | 2,885,730.00 | |||
| MGS 3.828% 07/05/34 | 1,770,000.00 | 1,779,984.74 | |||
| MGS 3.844% 04/15/33 | 1,830,000.00 | 1,841,550.96 | |||
| MGS 3.885% 08/15/29 | 2,460,000.00 | 2,492,312.83 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,140,653.30 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 1,993,358.68 | |||
| MGS 3.9% 11/30/26 | 2,470,000.00 | 2,492,737.33 | |||
| MGS 3.906% 07/15/26 | 1,210,000.00 | 1,219,048.01 | |||
| MGS 4.054% 04/18/39 | 1,380,000.00 | 1,399,822.86 | |||
| MGS 4.065% 06/15/50 | 3,070,000.00 | 3,039,295.64 | |||
| MGS 4.18% 05/16/44 | 810,000.00 | 826,615.93 | |||
| MGS 4.232% 06/30/31 | 2,490,000.00 | 2,561,233.92 | |||
| MGS 4.254% 05/31/35 | 1,750,000.00 | 1,817,876.72 | |||
| MGS 4.392% 04/15/26 | 1,750,000.00 | 1,770,660.67 | |||
| MGS 4.457% 03/31/53 | 1,900,000.00 | 1,992,844.06 | |||
| MGS 4.498% 04/15/30 | 2,930,000.00 | 3,053,551.65 | |||
| MGS 4.504% 04/30/29 | 940,000.00 | 974,611.27 | |||
| MGS 4.642% 11/07/33 | 3,430,000.00 | 3,657,705.00 | |||
| MGS 4.696% 10/15/42 | 1,970,000.00 | 2,142,462.66 | |||
| MGS 4.736% 03/15/46 | 980,000.00 | 1,073,353.82 | |||
| MGS 4.762% 04/07/37 | 2,780,000.00 | 3,013,462.45 | |||
| MGS 4.893% 06/08/38 | 2,130,000.00 | 2,342,916.50 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,888,939.58 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,149,935.87 | |||
| マレーシアリンギット 小計 | 55,180,000.00 | 56,838,170.18 | |||
| (1,915,105,306) | |||||
| イスラエルシェケル | ILGOV 1.3% 04/30/32 | 2,970,000.00 | 2,443,114.80 | ||
| ILGOV 1.5% 05/31/37 | 2,880,000.00 | 2,093,966.23 | |||
| ILGOV 1% 03/31/30 | 3,530,000.00 | 3,033,981.55 | |||
| ILGOV 2.25% 09/28/28 | 3,790,000.00 | 3,559,506.14 | |||
| ILGOV 2.8% 11/29/52 | 1,940,000.00 | 1,364,370.75 | |||
| ILGOV 2% 03/31/27 | 3,040,000.00 | 2,917,342.62 | |||
| ILGOV 3.75% 02/28/29 | 2,940,000.00 | 2,897,993.77 | |||
| ILGOV 3.75% 03/31/47 | 2,570,000.00 | 2,258,762.59 | |||
| ILGOV 3.75% 09/30/27 | 2,130,000.00 | 2,110,863.86 | |||
| ILGOV 4% 03/30/35 | 2,960,000.00 | 2,879,677.44 | |||
| ILGOV 5.5% 01/31/42 | 2,490,000.00 | 2,767,800.83 | |||
| ILGOV 6.25% 10/30/26 | 1,340,000.00 | 1,384,284.58 | |||
| イスラエルシェケル 小計 | 32,580,000.00 | 29,711,665.16 | |||
| (1,212,131,947) | |||||
| オフショア人民元 | CGB 1.35% 09/25/26 | 40,940,000.00 | 40,794,863.19 | ||
| CGB 1.49% 12/25/31 | 17,780,000.00 | 17,396,129.80 | |||
| CGB 1.62% 08/15/27 | 40,670,000.00 | 40,654,419.32 | |||
| CGB 1.67% 06/15/26 | 34,680,000.00 | 34,713,115.93 | |||
| CGB 1.74% 10/15/29 | 36,760,000.00 | 36,793,646.42 | |||
| CGB 1.85% 05/15/27 | 42,700,000.00 | 42,887,973.94 | |||
| CGB 1.87% 09/15/31 | 27,620,000.00 | 27,689,525.06 | |||
| CGB 1.91% 07/15/29 | 23,000,000.00 | 23,219,058.90 | |||
| CGB 1.92% 01/15/55 | 3,250,000.00 | 3,103,844.73 | |||
| CGB 1.99% 03/15/26 | 25,520,000.00 | 25,625,065.84 | |||
| CGB 2.04% 02/25/27 | 38,210,000.00 | 38,527,826.95 | |||
| CGB 2.04% 11/25/34 | 11,000,000.00 | 11,074,996.90 | |||
| CGB 2.05% 04/15/29 | 36,880,000.00 | 37,366,646.35 | |||
| CGB 2.11% 08/25/34 | 27,200,000.00 | 27,603,449.44 | |||
| CGB 2.12% 06/25/31 | 32,000,000.00 | 32,546,505.60 | |||
| CGB 2.18% 08/15/26 | 35,600,000.00 | 35,869,331.80 | |||
| CGB 2.27% 05/25/34 | 38,000,000.00 | 39,237,690.40 | |||
| CGB 2.28% 03/25/31 | 50,700,000.00 | 51,999,243.27 | |||
| CGB 2.3% 05/15/26 | 47,100,000.00 | 47,464,177.20 | |||
| CGB 2.35% 02/25/34 | 36,110,000.00 | 37,315,333.74 | |||
| CGB 2.37% 01/15/29 | 39,430,000.00 | 40,390,696.17 | |||
| CGB 2.37% 01/20/27 | 43,880,000.00 | 44,506,084.22 | |||
| CGB 2.39% 11/15/26 | 46,200,000.00 | 46,806,375.00 | |||
| CGB 2.4% 07/15/28 | 42,610,000.00 | 43,580,647.27 | |||
| CGB 2.44% 10/15/27 | 39,500,000.00 | 40,249,239.95 | |||
| CGB 2.48% 04/15/27 | 20,000,000.00 | 20,349,836.00 | |||
| CGB 2.48% 09/25/28 | 26,500,000.00 | 27,203,604.15 | |||
| CGB 2.5% 07/25/27 | 26,760,000.00 | 27,252,953.98 | |||
| CGB 2.52% 08/25/33 | 57,370,000.00 | 59,934,467.68 | |||
| CGB 2.54% 12/25/30 | 30,500,000.00 | 31,709,102.35 | |||
| CGB 2.55% 10/15/28 | 42,250,000.00 | 43,493,806.20 | |||
| CGB 2.6% 09/01/32 | 27,890,000.00 | 29,247,724.24 | |||
| CGB 2.6% 09/15/30 | 30,500,000.00 | 31,768,440.10 | |||
| CGB 2.62% 04/15/28 | 34,000,000.00 | 34,976,673.79 | |||
| CGB 2.62% 06/25/30 | 29,780,000.00 | 31,020,328.06 | |||
| CGB 2.62% 09/25/29 | 20,940,000.00 | 21,767,042.05 | |||
| CGB 2.64% 01/15/28 | 38,220,000.00 | 39,257,137.92 | |||
| CGB 2.67% 05/25/33 | 34,280,000.00 | 36,174,412.21 | |||
| CGB 2.67% 11/25/33 | 23,400,000.00 | 24,760,773.18 | |||
| CGB 2.68% 05/21/30 | 30,700,000.00 | 32,131,983.08 | |||
| CGB 2.69% 08/12/26 | 39,900,000.00 | 40,516,008.12 | |||
| CGB 2.69% 08/15/32 | 19,420,000.00 | 20,515,625.90 | |||
| CGB 2.75% 02/17/32 | 14,500,000.00 | 15,340,989.85 | |||
| CGB 2.75% 06/15/29 | 28,340,000.00 | 29,544,396.14 | |||
| CGB 2.76% 05/15/32 | 13,150,000.00 | 13,938,143.93 | |||
| CGB 2.79% 12/15/29 | 30,300,000.00 | 31,742,510.28 | |||
| CGB 2.8% 03/24/29 | 23,080,000.00 | 24,040,518.05 | |||
| CGB 2.8% 03/25/30 | 39,490,000.00 | 41,478,507.10 | |||
| CGB 2.8% 11/15/32 | 24,600,000.00 | 26,188,466.28 | |||
| CGB 2.85% 06/04/27 | 31,030,000.00 | 31,863,881.60 | |||
| CGB 2.88% 02/25/33 | 11,300,000.00 | 12,114,558.24 | |||
| CGB 2.89% 11/18/31 | 24,210,000.00 | 25,796,752.45 | |||
| CGB 2.91% 10/14/28 | 24,320,000.00 | 25,344,090.88 | |||
| CGB 3.01% 05/13/28 | 11,590,000.00 | 12,071,636.35 | |||
| CGB 3.02% 05/27/31 | 14,560,000.00 | 15,605,718.12 | |||
| CGB 3.03% 03/11/26 | 18,800,000.00 | 19,095,812.36 | |||
| CGB 3.12% 10/25/52 | 12,970,000.00 | 15,360,006.54 | |||
| CGB 3.19% 04/15/53 | 18,360,000.00 | 21,966,416.24 | |||
| CGB 3.27% 11/19/30 | 6,850,000.00 | 7,432,561.67 | |||
| CGB 3.28% 12/03/27 | 27,290,000.00 | 28,569,273.33 | |||
| CGB 3.29% 05/23/29 | 35,000,000.00 | 37,377,438.00 | |||
| CGB 3.32% 04/15/52 | 18,150,000.00 | 22,140,838.33 | |||
| CGB 3.39% 03/16/50 | 20,930,000.00 | 25,691,997.78 | |||
| CGB 3.53% 10/18/51 | 12,850,000.00 | 16,191,384.21 | |||
| CGB 3.72% 04/12/51 | 15,140,000.00 | 19,607,523.31 | |||
| CGB 3.81% 09/14/50 | 26,020,000.00 | 34,268,199.49 | |||
| CGB 3.86% 07/22/49 | 20,160,000.00 | 26,412,658.27 | |||
| CGB 3% 10/15/53 | 18,270,000.00 | 21,385,520.98 | |||
| CGB 4.08% 10/22/48 | 19,370,000.00 | 25,907,615.18 | |||
| オフショア人民元 小計 | 1,950,380,000.00 | 2,045,973,221.36 | |||
| (42,337,937,661) | |||||
| 合計 | 378,732,457,444 | ||||
| (378,732,457,444) | |||||
| 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 | 205銘柄 | 100.0% | 47.2% |
| 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 | 392銘柄 | 100.0% | 29.6% |
| イギリスポンド | 国債証券 | 60銘柄 | 100.0% | 5.3% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.2% |
| ノルウェークローネ | 国債証券 | 10銘柄 | 100.0% | 0.1% |
| デンマーククローネ | 国債証券 | 7銘柄 | 100.0% | 0.2% |
| ポーランドズロチ | 国債証券 | 14銘柄 | 100.0% | 0.6% |
| 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 | 21銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 29銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 12銘柄 | 100.0% | 0.3% |
| オフショア人民元 | 国債証券 | 69銘柄 | 100.0% | 11.2% |
| (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。
