有価証券報告書(内国投資信託受益証券)-第41期(2024/11/20-2025/05/19)
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 5月19日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 1,043,708,723 |
| コール・ローン | 2,283,627,760 |
| 国債証券 | 375,731,105,064 |
| 派生商品評価勘定 | 19,249 |
| 未収利息 | 2,831,780,681 |
| 前払金 | 17,274,187 |
| 前払費用 | 261,984,432 |
| 差入委託証拠金 | 233,977,212 |
| 流動資産合計 | 382,403,477,308 |
| 資産合計 | 382,403,477,308 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 49,675,121 |
| 未払解約金 | 196,983,242 |
| 流動負債合計 | 246,658,363 |
| 負債合計 | 246,658,363 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 107,515,384,667 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 274,641,434,278 |
| 元本等合計 | 382,156,818,945 |
| 純資産合計 | 382,156,818,945 |
| 負債純資産合計 | 382,403,477,308 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2025年 5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 5月19日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 107,515,384,667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 | 3.5544円 |
| (1万口当たり純資産額) | (35,544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 5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 5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 5月19日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2024年11月20日 |
| 期首元本額 | 101,425,615,934円 |
| 期中追加設定元本額 | 10,048,164,232円 |
| 期中一部解約元本額 | 3,958,395,499円 |
| 期末元本額 | 107,515,384,667円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,030,372,292円 |
| グローバル・インカム&プラス(毎月決算型) | 443,868,494円 |
| 財産四分法ファンド(毎月決算型) | 295,418,218円 |
| SBI資産設計オープン(資産成長型) | 2,315,928,525円 |
| SBI資産設計オープン(分配型) | 8,759,360円 |
| SMT グローバル債券インデックス・オープン | 7,880,518,414円 |
| 世界経済インデックスファンド | 28,552,955,645円 |
| DCマイセレクション25 | 1,794,292,268円 |
| DCマイセレクション50 | 1,723,170,016円 |
| DCマイセレクション75 | 1,377,893,309円 |
| DC外国債券インデックス・オープン | 2,200,294,533円 |
| DCマイセレクションS25 | 1,435,028,387円 |
| DCマイセレクションS50 | 1,232,043,283円 |
| DCマイセレクションS75 | 856,473,274円 |
| DCターゲット・イヤー ファンド2025 | 3,505,655円 |
| DCターゲット・イヤー ファンド2035 | 102,063,513円 |
| DCターゲット・イヤー ファンド2045 | 58,645,142円 |
| DC世界経済インデックスファンド | 16,415,492,955円 |
| 外国債券インデックス・オープン(SMA専用) | 751,137,327円 |
| マイセレクション50VA1(適格機関投資家専用) | 898,171円 |
| マイセレクション75VA1(適格機関投資家専用) | 937,552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) | 6,697,764円 |
| バランス30VA1(適格機関投資家専用) | 16,289,970円 |
| バランス50VA1(適格機関投資家専用) | 29,384,084円 |
| バランス25VA2(適格機関投資家専用) | 38,761,628円 |
| バランス50VA2(適格機関投資家専用) | 45,410,099円 |
| バランスA(25)VA1(適格機関投資家専用) | 428,901,532円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 322,268,157円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,378,185,412円 |
| 世界バランスVA1(適格機関投資家専用) | 48,641,329円 |
| 世界バランスVA2(適格機関投資家専用) | 21,849,196円 |
| バランスD(35)VA1(適格機関投資家専用) | 283,735,883円 |
| バランスE(25)VA1(適格機関投資家専用) | 108,209,292円 |
| バランスF(25)VA1(適格機関投資家専用) | 146,811,477円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 573,630,484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) | 1,086,174,812円 |
| グローバル・バランスファンド・シリーズ1 | 660,248,415円 |
| 外国債券ファンド・シリーズ1 | 818,518,375円 |
| 分散投資コア戦略ファンドA | 838,576,134円 |
| 分散投資コア戦略ファンドS | 1,685,946,645円 |
| DC世界経済インデックスファンド(株式シフト型) | 909,906,469円 |
| DC世界経済インデックスファンド(債券シフト型) | 4,728,841,431円 |
| 世界経済インデックスファンド(株式シフト型) | 226,778,093円 |
| 世界経済インデックスファンド(債券シフト型) | 103,176,631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) | 1,331,762,085円 |
| SMT インデックスバランス・オープン | 155,337,123円 |
| SMT 世界経済インデックス・オープン | 549,663,401円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 819,475,052円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 1,232,301,656円 |
| SMT 8資産インデックスバランス・オープン | 10,617,361円 |
| グローバル経済コア | 1,552,179,912円 |
| SBI資産設計オープン(つみたてNISA対応型) | 27,322,605円 |
| DCターゲット・イヤー ファンド2055 | 3,094,252円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 74,687,385円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 123,542,729円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 67,285,704円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 101,424,694円 |
| My SMT グローバル債券インデックス(ノーロード) | 1,206,966,002円 |
| 10資産分散投資ファンド | 36,783,027円 |
| グローバル10資産バランスファンド | 44,740,011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 | 8,787,882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 | 6,887,068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 | 3,251,383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 | 1,927,942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 | 1,392,190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 | 725,744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 | 972,260円 |
| DCマイセレクションS50(2024-2026リスク抑制型) | 829,280,749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) | 15,323,433,790円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 295,080,529円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 291,762,580円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 142,962,038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) | 17,520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) | 17,373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) | 3,419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) | 3,464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) | 9,245円 |
| 外国債券インデックスファンドT(一般投資家私募/適格機関投資家転売制限付) | 285,024,358円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2025年 5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 | 4,646,291,147 |
| 合計 | 4,646,291,147 |
| (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 5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 | 1,669,060,601 | - | 1,651,786,414 | △17,274,187 | |
| 合計 | 1,669,060,601 | - | 1,651,786,414 | △17,274,187 | |
| (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 5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 | 1,963,368,521 | - | 1,930,986,836 | △32,381,685 | |
| アメリカドル | 935,509,305 | - | 917,376,880 | △18,132,425 | |
| カナダドル | 76,002,480 | - | 74,648,016 | △1,354,464 | |
| ユーロ | 575,256,357 | - | 568,702,134 | △6,554,223 | |
| イギリスポンド | 120,386,764 | - | 119,245,778 | △1,140,986 | |
| オフショア人民元 | 256,213,615 | - | 251,014,028 | △5,199,587 | |
| 合計 | 1,963,368,521 | - | 1,930,986,836 | △32,381,685 | |
| (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 | 14,886,211.01 | |
| T 0.375% 09/30/27 | 8,260,000.00 | 7,593,876.18 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,748,957.41 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,262,724.60 | |||
| T 0.5% 06/30/27 | 6,960,000.00 | 6,472,120.28 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,308,952.74 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 6,895,312.50 | |||
| T 0.625% 03/31/27 | 7,500,000.00 | 7,050,146.47 | |||
| T 0.625% 05/15/30 | 9,100,000.00 | 7,692,699.19 | |||
| T 0.625% 07/31/26 | 10,800,000.00 | 10,359,773.42 | |||
| T 0.625% 08/15/30 | 6,900,000.00 | 5,777,402.36 | |||
| T 0.625% 11/30/27 | 15,500,000.00 | 14,257,880.84 | |||
| T 0.625% 12/31/27 | 9,600,000.00 | 8,806,125.02 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,802,900.38 | |||
| T 0.75% 04/30/26 | 9,500,000.00 | 9,199,079.61 | |||
| T 0.75% 05/31/26 | 4,000,000.00 | 3,863,702.68 | |||
| T 0.75% 08/31/26 | 9,630,000.00 | 9,229,188.90 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,717,500.00 | |||
| T 0.875% 09/30/26 | 17,160,000.00 | 16,431,705.40 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 9,386,470.73 | |||
| T 1.125% 02/15/31 | 4,080,000.00 | 3,464,095.31 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,404,062.48 | |||
| T 1.125% 05/15/40 | 1,710,000.00 | 1,036,821.08 | |||
| T 1.125% 08/15/40 | 5,200,000.00 | 3,120,812.50 | |||
| T 1.125% 08/31/28 | 12,030,000.00 | 10,977,140.05 | |||
| T 1.25% 03/31/28 | 8,480,000.00 | 7,858,409.38 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 7,397,812.48 | |||
| T 1.25% 05/15/50 | 5,550,000.00 | 2,598,202.14 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,534,531.28 | |||
| T 1.25% 06/30/28 | 9,000,000.00 | 8,284,218.75 | |||
| T 1.25% 08/15/31 | 9,230,000.00 | 7,745,628.53 | |||
| T 1.25% 09/30/28 | 9,500,000.00 | 8,683,037.14 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,708,789.08 | |||
| T 1.25% 12/31/26 | 19,030,000.00 | 18,199,667.62 | |||
| T 1.375% 08/15/50 | 5,700,000.00 | 2,738,894.51 | |||
| T 1.375% 10/31/28 | 3,520,000.00 | 3,224,374.98 | |||
| T 1.375% 11/15/31 | 12,580,000.00 | 10,556,634.81 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 3,738,984.36 | |||
| T 1.375% 12/31/28 | 8,680,000.00 | 7,916,939.81 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,751,093.72 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,760,448.23 | |||
| T 1.5% 08/15/26 | 15,500,000.00 | 15,011,386.68 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 6,886,523.40 | |||
| T 1.625% 05/15/26 | 7,270,000.00 | 7,093,137.54 | |||
| T 1.625% 05/15/31 | 10,980,000.00 | 9,506,707.00 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,129,711.92 | |||
| T 1.625% 10/31/26 | 12,300,000.00 | 11,880,310.59 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 3,547,300.76 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,607,378.52 | |||
| T 1.75% 01/31/29 | 10,200,000.00 | 9,411,093.75 | |||
| T 1.75% 08/15/41 | 7,080,000.00 | 4,589,831.25 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,722,207.02 | |||
| T 1.875% 02/15/32 | 11,720,000.00 | 10,099,114.85 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 5,314,292.94 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 3,620,332.05 | |||
| T 1.875% 02/28/27 | 6,500,000.00 | 6,260,820.28 | |||
| T 1.875% 02/28/29 | 8,470,000.00 | 7,838,058.55 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 5,054,472.07 | |||
| T 1.875% 11/15/51 | 3,300,000.00 | 1,793,408.19 | |||
| T 1% 07/31/28 | 10,120,000.00 | 9,218,094.56 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,526,920.54 | |||
| T 2.25% 02/15/27 | 7,250,000.00 | 7,034,907.21 | |||
| T 2.25% 02/15/52 | 4,300,000.00 | 2,567,822.27 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 4,589,375.79 | |||
| T 2.25% 08/15/27 | 7,530,000.00 | 7,253,066.62 | |||
| T 2.25% 08/15/46 | 2,740,000.00 | 1,754,991.39 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 3,368,427.75 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,336,977.52 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 3,912,949.20 | |||
| T 2.375% 03/31/29 | 9,900,000.00 | 9,318,568.34 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,556,747.23 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 11,329,253.84 | |||
| T 2.375% 05/15/29 | 6,010,000.00 | 5,646,582.81 | |||
| T 2.375% 05/15/51 | 7,450,000.00 | 4,620,746.13 | |||
| T 2.375% 11/15/49 | 4,100,000.00 | 2,576,914.04 | |||
| T 2.5% 02/15/45 | 6,810,000.00 | 4,689,190.43 | |||
| T 2.5% 02/15/46 | 2,450,000.00 | 1,661,789.06 | |||
| T 2.5% 03/31/27 | 7,100,000.00 | 6,908,771.51 | |||
| T 2.5% 05/15/46 | 1,450,000.00 | 979,939.44 | |||
| T 2.625% 02/15/29 | 7,740,000.00 | 7,368,268.38 | |||
| T 2.625% 05/31/27 | 2,400,000.00 | 2,336,390.61 | |||
| T 2.625% 07/31/29 | 15,200,000.00 | 14,374,093.71 | |||
| T 2.75% 02/15/28 | 8,550,000.00 | 8,277,134.78 | |||
| T 2.75% 04/30/27 | 5,450,000.00 | 5,322,691.37 | |||
| T 2.75% 05/31/29 | 5,700,000.00 | 5,429,472.64 | |||
| T 2.75% 08/15/32 | 8,900,000.00 | 8,058,150.42 | |||
| T 2.75% 08/15/42 | 7,100,000.00 | 5,316,957.04 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 2,824,954.09 | |||
| T 2.75% 11/15/42 | 6,020,000.00 | 4,488,780.07 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,121,179.68 | |||
| T 2.875% 04/30/29 | 11,300,000.00 | 10,826,812.50 | |||
| T 2.875% 05/15/28 | 8,960,000.00 | 8,680,875.03 | |||
| T 2.875% 05/15/32 | 10,100,000.00 | 9,258,267.61 | |||
| T 2.875% 05/15/43 | 5,050,000.00 | 3,812,158.19 | |||
| T 2.875% 05/15/49 | 5,080,000.00 | 3,565,525.00 | |||
| T 2.875% 05/15/52 | 8,100,000.00 | 5,581,564.44 | |||
| T 2.875% 08/15/28 | 13,220,000.00 | 12,773,566.81 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 1,683,492.17 | |||
| T 2.875% 11/15/46 | 940,000.00 | 677,717.96 | |||
| T 2% 02/15/50 | 2,750,000.00 | 1,576,792.00 | |||
| T 2% 08/15/51 | 9,850,000.00 | 5,549,474.63 | |||
| T 2% 11/15/26 | 6,320,000.00 | 6,131,387.50 | |||
| T 2% 11/15/41 | 6,200,000.00 | 4,169,136.74 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 839,302.73 | |||
| T 3.125% 02/15/43 | 3,800,000.00 | 2,991,460.92 | |||
| T 3.125% 05/15/48 | 4,780,000.00 | 3,550,550.39 | |||
| T 3.125% 08/15/44 | 5,040,000.00 | 3,892,218.72 | |||
| T 3.125% 08/31/27 | 6,150,000.00 | 6,036,369.15 | |||
| T 3.125% 08/31/29 | 7,150,000.00 | 6,891,371.05 | |||
| T 3.125% 11/15/28 | 10,410,000.00 | 10,113,762.31 | |||
| T 3.25% 05/15/42 | 4,150,000.00 | 3,366,282.21 | |||
| T 3.25% 06/30/29 | 6,500,000.00 | 6,305,634.79 | |||
| T 3.375% 05/15/33 | 13,630,000.00 | 12,758,691.61 | |||
| T 3.375% 05/15/44 | 7,110,000.00 | 5,731,187.70 | |||
| T 3.375% 08/15/42 | 2,300,000.00 | 1,892,917.96 | |||
| T 3.375% 09/15/27 | 9,000,000.00 | 8,881,171.92 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 4,104,291.00 | |||
| T 3.5% 01/31/30 | 9,000,000.00 | 8,781,328.08 | |||
| T 3.5% 02/15/33 | 11,200,000.00 | 10,607,625.05 | |||
| T 3.5% 02/15/39 | 770,000.00 | 680,036.32 | |||
| T 3.5% 04/30/30 | 3,500,000.00 | 3,409,218.75 | |||
| T 3.625% 02/15/44 | 4,890,000.00 | 4,104,639.25 | |||
| T 3.625% 02/15/53 | 9,550,000.00 | 7,641,865.21 | |||
| T 3.625% 05/15/53 | 3,400,000.00 | 2,719,867.19 | |||
| T 3.625% 08/15/43 | 4,700,000.00 | 3,963,880.87 | |||
| T 3.75% 06/30/30 | 3,000,000.00 | 2,952,539.07 | |||
| T 3.75% 08/31/31 | 8,000,000.00 | 7,800,312.48 | |||
| T 3.75% 11/15/43 | 6,130,000.00 | 5,254,918.53 | |||
| T 3.75% 12/31/30 | 6,160,000.00 | 6,040,770.30 | |||
| T 3.875% 02/15/43 | 2,500,000.00 | 2,196,386.72 | |||
| T 3.875% 08/15/33 | 11,070,000.00 | 10,710,441.19 | |||
| T 3.875% 08/15/34 | 13,770,000.00 | 13,206,021.69 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,305,736.32 | |||
| T 3.875% 09/30/29 | 8,540,000.00 | 8,478,618.75 | |||
| T 3.875% 10/15/27 | 11,000,000.00 | 10,972,929.66 | |||
| T 3.875% 11/30/29 | 8,130,000.00 | 8,067,595.90 | |||
| T 3.875% 12/31/29 | 7,500,000.00 | 7,439,501.92 | |||
| T 3% 02/15/47 | 3,920,000.00 | 2,882,195.32 | |||
| T 3% 02/15/48 | 1,000,000.00 | 727,343.75 | |||
| T 3% 02/15/49 | 1,000,000.00 | 720,859.38 | |||
| T 3% 05/15/42 | 2,450,000.00 | 1,914,636.73 | |||
| T 3% 05/15/45 | 700,000.00 | 525,177.73 | |||
| T 3% 05/15/47 | 4,710,000.00 | 3,454,030.64 | |||
| T 3% 08/15/48 | 3,250,000.00 | 2,352,695.31 | |||
| T 3% 08/15/52 | 5,200,000.00 | 3,676,460.94 | |||
| T 3% 11/15/44 | 4,900,000.00 | 3,696,054.71 | |||
| T 3% 11/15/45 | 2,300,000.00 | 1,715,611.33 | |||
| T 4.125% 03/31/29 | 3,350,000.00 | 3,361,057.61 | |||
| T 4.125% 03/31/31 | 6,800,000.00 | 6,786,851.58 | |||
| T 4.125% 07/31/31 | 5,950,000.00 | 5,927,455.09 | |||
| T 4.125% 08/15/53 | 4,300,000.00 | 3,767,035.16 | |||
| T 4.125% 08/31/30 | 9,200,000.00 | 9,206,109.35 | |||
| T 4.125% 10/31/27 | 5,860,000.00 | 5,879,113.67 | |||
| T 4.125% 10/31/31 | 5,000,000.00 | 4,973,144.55 | |||
| T 4.125% 11/15/32 | 8,000,000.00 | 7,924,218.72 | |||
| T 4.25% 02/15/54 | 10,550,000.00 | 9,444,516.56 | |||
| T 4.25% 02/28/31 | 9,000,000.00 | 9,045,175.77 | |||
| T 4.25% 05/15/39 | 900,000.00 | 858,796.87 | |||
| T 4.25% 06/30/31 | 7,830,000.00 | 7,856,303.94 | |||
| T 4.25% 08/15/54 | 4,400,000.00 | 3,943,671.86 | |||
| T 4.25% 11/15/34 | 10,180,000.00 | 10,037,639.01 | |||
| T 4.25% 11/15/40 | 740,000.00 | 694,964.05 | |||
| T 4.375% 01/31/32 | 1,960,000.00 | 1,975,274.22 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 979,648.44 | |||
| T 4.375% 05/15/34 | 9,830,000.00 | 9,812,336.66 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 1,821,105.46 | |||
| T 4.375% 05/15/41 | 650,000.00 | 617,322.26 | |||
| T 4.375% 07/15/27 | 12,800,000.00 | 12,900,999.93 | |||
| T 4.375% 08/15/26 | 6,000,000.00 | 6,017,343.72 | |||
| T 4.375% 08/15/43 | 1,500,000.00 | 1,404,375.00 | |||
| T 4.375% 08/31/28 | 10,420,000.00 | 10,539,056.62 | |||
| T 4.375% 11/15/39 | 960,000.00 | 922,612.50 | |||
| T 4.375% 11/30/30 | 4,500,000.00 | 4,553,876.97 | |||
| T 4.375% 12/15/26 | 13,000,000.00 | 13,060,175.83 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,099,580.07 | |||
| T 4.5% 04/15/27 | 9,150,000.00 | 9,231,313.48 | |||
| T 4.5% 05/15/38 | 550,000.00 | 545,574.21 | |||
| T 4.5% 05/31/29 | 11,000,000.00 | 11,187,128.92 | |||
| T 4.5% 07/15/26 | 10,000,000.00 | 10,040,429.70 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,660,289.05 | |||
| T 4.5% 11/15/33 | 9,270,000.00 | 9,361,975.82 | |||
| T 4.5% 11/15/54 | 5,350,000.00 | 5,005,593.75 | |||
| T 4.625% 02/15/35 | 5,990,000.00 | 6,077,978.12 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,361,617.97 | |||
| T 4.625% 02/15/55 | 2,600,000.00 | 2,485,437.50 | |||
| T 4.625% 04/30/31 | 7,070,000.00 | 7,238,050.57 | |||
| T 4.625% 05/15/54 | 9,450,000.00 | 9,010,168.93 | |||
| T 4.625% 09/15/26 | 4,000,000.00 | 4,026,328.12 | |||
| T 4.625% 09/30/30 | 3,010,000.00 | 3,082,839.65 | |||
| T 4.625% 10/15/26 | 9,520,000.00 | 9,587,495.27 | |||
| T 4.75% 02/15/41 | 750,000.00 | 744,902.34 | |||
| T 4.75% 11/15/53 | 3,880,000.00 | 3,772,769.52 | |||
| T 4.875% 05/31/26 | 3,400,000.00 | 3,424,248.49 | |||
| T 4.875% 10/31/30 | 4,960,000.00 | 5,139,509.39 | |||
| T 4% 01/15/27 | 7,200,000.00 | 7,193,671.84 | |||
| T 4% 02/15/34 | 11,600,000.00 | 11,278,734.40 | |||
| T 4% 02/28/30 | 10,350,000.00 | 10,322,507.81 | |||
| T 4% 07/31/30 | 3,980,000.00 | 3,961,266.02 | |||
| T 4% 10/31/29 | 6,550,000.00 | 6,534,392.59 | |||
| T 4% 11/15/52 | 6,650,000.00 | 5,705,622.06 | |||
| T 5.0% 05/15/37 | 400,000.00 | 417,781.24 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,351,542.97 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,071,494.14 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,524,029.30 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,152,005.86 | |||
| アメリカドル 小計 | 1,328,740,000.00 | 1,200,127,266.42 | |||
| (173,946,445,994) | |||||
| カナダドル | CAN 0.5% 12/01/30 | 2,320,000.00 | 2,042,604.72 | ||
| CAN 1.25% 03/01/27 | 5,750,000.00 | 5,623,411.67 | |||
| CAN 1.25% 06/01/30 | 3,950,000.00 | 3,664,315.49 | |||
| CAN 1.5% 06/01/26 | 910,000.00 | 900,749.34 | |||
| CAN 1.5% 06/01/31 | 3,500,000.00 | 3,229,351.40 | |||
| CAN 1.5% 12/01/31 | 3,620,000.00 | 3,310,223.52 | |||
| CAN 1.75% 12/01/53 | 2,920,000.00 | 2,007,993.04 | |||
| CAN 1% 06/01/27 | 810,000.00 | 785,905.52 | |||
| CAN 1% 09/01/26 | 1,530,000.00 | 1,501,044.87 | |||
| CAN 2.25% 06/01/29 | 240,000.00 | 236,077.55 | |||
| CAN 2.5% 12/01/32 | 2,300,000.00 | 2,218,477.83 | |||
| CAN 2.75% 03/01/30 | 2,560,000.00 | 2,557,916.16 | |||
| CAN 2.75% 06/01/33 | 1,200,000.00 | 1,173,291.27 | |||
| CAN 2.75% 09/01/27 | 2,350,000.00 | 2,360,329.04 | |||
| CAN 2.75% 12/01/48 | 980,000.00 | 867,743.39 | |||
| CAN 2.75% 12/01/55 | 2,600,000.00 | 2,243,117.96 | |||
| CAN 2.75% 12/01/64 | 620,000.00 | 533,543.57 | |||
| CAN 2% 06/01/28 | 410,000.00 | 402,977.01 | |||
| CAN 2% 06/01/32 | 1,420,000.00 | 1,331,034.04 | |||
| CAN 2% 12/01/51 | 3,750,000.00 | 2,782,699.01 | |||
| CAN 3.25% 06/01/35 | 1,360,000.00 | 1,365,255.66 | |||
| CAN 3.25% 09/01/28 | 1,890,000.00 | 1,925,078.70 | |||
| CAN 3.25% 11/01/26 | 2,050,000.00 | 2,071,004.58 | |||
| CAN 3.25% 12/01/33 | 1,810,000.00 | 1,831,048.85 | |||
| CAN 3.25% 12/01/34 | 2,860,000.00 | 2,879,267.15 | |||
| CAN 3.5% 03/01/28 | 1,600,000.00 | 1,638,383.42 | |||
| CAN 3.5% 09/01/29 | 2,970,000.00 | 3,061,498.30 | |||
| CAN 3.5% 12/01/45 | 960,000.00 | 973,690.07 | |||
| CAN 3.5% 12/01/57 | 530,000.00 | 529,015.90 | |||
| CAN 3% 06/01/34 | 4,000,000.00 | 3,959,092.75 | |||
| CAN 4.0% 06/01/41 | 740,000.00 | 799,925.54 | |||
| CAN 4% 03/01/29 | 2,180,000.00 | 2,281,618.67 | |||
| CAN 4% 05/01/26 | 2,250,000.00 | 2,281,302.81 | |||
| CAN 4% 08/01/26 | 1,490,000.00 | 1,516,044.03 | |||
| CAN 5.75% 06/01/29 | 1,490,000.00 | 1,664,035.79 | |||
| CAN 5.75% 06/01/33 | 1,620,000.00 | 1,923,274.46 | |||
| CAN 5% 06/01/37 | 490,000.00 | 573,771.86 | |||
| カナダドル 小計 | 74,030,000.00 | 71,046,114.94 | |||
| (7,378,139,036) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 8,917,228.74 | ||
| MBONO 5.5% 03/04/27 | 33,260,000.00 | 31,768,147.64 | |||
| MBONO 7.5% 05/26/33 | 30,430,000.00 | 27,406,530.88 | |||
| MBONO 7.5% 06/03/27 | 53,140,000.00 | 52,394,552.08 | |||
| MBONO 7.75% 05/29/31 | 43,580,000.00 | 41,139,200.12 | |||
| MBONO 7.75% 11/13/42 | 41,240,000.00 | 33,829,700.68 | |||
| MBONO 7.75% 11/23/34 | 34,230,000.00 | 30,789,824.40 | |||
| MBONO 7% 09/03/26 | 12,380,000.00 | 12,201,996.64 | |||
| MBONO 8.5% 03/01/29 | 38,390,000.00 | 38,146,147.10 | |||
| MBONO 8.5% 05/31/29 | 44,530,000.00 | 44,241,588.52 | |||
| MBONO 8.5% 11/18/38 | 21,430,000.00 | 19,493,131.95 | |||
| MBONO 8% 07/31/53 | 32,730,000.00 | 26,525,737.53 | |||
| MBONO 8% 11/07/47 | 24,600,000.00 | 20,293,989.92 | |||
| メキシコペソ 小計 | 418,490,000.00 | 387,147,776.20 | |||
| (2,888,470,843) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,420,000.00 | 1,261,317.13 | ||
| BGB 0.35% 06/22/32 | 1,810,000.00 | 1,532,931.53 | |||
| BGB 0.4% 06/22/40 | 1,020,000.00 | 651,317.58 | |||
| BGB 0.65% 06/22/71 | 530,000.00 | 180,811.22 | |||
| BGB 0.8% 06/22/27 | 1,510,000.00 | 1,473,674.11 | |||
| BGB 0.8% 06/22/28 | 1,600,000.00 | 1,536,536.00 | |||
| BGB 0.9% 06/22/29 | 1,790,000.00 | 1,693,237.07 | |||
| BGB 0% 10/22/27 | 900,000.00 | 857,106.00 | |||
| BGB 0% 10/22/31 | 1,460,000.00 | 1,234,855.58 | |||
| BGB 1.25% 04/22/33 | 1,310,000.00 | 1,167,460.36 | |||
| BGB 1.4% 06/22/53 | 1,050,000.00 | 617,226.75 | |||
| BGB 1.45% 06/22/37 | 800,000.00 | 654,243.55 | |||
| BGB 1.6% 06/22/47 | 950,000.00 | 649,440.18 | |||
| BGB 1.7% 06/22/50 | 1,100,000.00 | 730,053.50 | |||
| BGB 1.9% 06/22/38 | 950,000.00 | 803,708.55 | |||
| BGB 1% 06/22/26 | 1,560,000.00 | 1,544,821.77 | |||
| BGB 1% 06/22/31 | 1,670,000.00 | 1,522,048.43 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 570,854.82 | |||
| BGB 2.25% 06/22/57 | 670,000.00 | 470,524.58 | |||
| BGB 2.7% 10/22/29 | 840,000.00 | 851,992.42 | |||
| BGB 2.75% 04/22/39 | 730,000.00 | 676,652.51 | |||
| BGB 2.85% 10/22/34 | 1,260,000.00 | 1,241,076.76 | |||
| BGB 3.1% 06/22/35 | 520,000.00 | 519,234.04 | |||
| BGB 3.3% 06/22/54 | 1,020,000.00 | 922,151.15 | |||
| BGB 3.45% 06/22/42 | 540,000.00 | 529,671.82 | |||
| BGB 3.45% 06/22/43 | 440,000.00 | 430,316.70 | |||
| BGB 3.5% 06/22/55 | 690,000.00 | 643,855.60 | |||
| BGB 3.75% 06/22/45 | 930,000.00 | 942,005.83 | |||
| BGB 3% 06/22/33 | 1,450,000.00 | 1,463,815.60 | |||
| BGB 3% 06/22/34 | 1,220,000.00 | 1,222,253.34 | |||
| BGB 4.25% 03/28/41 | 1,580,000.00 | 1,715,111.64 | |||
| BGB 4% 03/28/32 | 880,000.00 | 950,287.09 | |||
| BGB 5.5% 03/28/28 | 2,040,000.00 | 2,229,975.00 | |||
| BGB 5% 03/28/35 | 2,080,000.00 | 2,421,633.96 | |||
| BKO 2.2% 03/11/27 | 1,490,000.00 | 1,499,493.53 | |||
| BKO 2.7% 09/17/26 | 2,650,000.00 | 2,679,199.55 | |||
| BKO 2.9% 06/18/26 | 1,290,000.00 | 1,304,336.67 | |||
| BTPS 0.25% 03/15/28 | 2,030,000.00 | 1,923,630.03 | |||
| BTPS 0.45% 02/15/29 | 1,640,000.00 | 1,527,668.61 | |||
| BTPS 0.5% 07/15/28 | 1,300,000.00 | 1,231,336.92 | |||
| BTPS 0.6% 08/01/31 | 1,960,000.00 | 1,703,602.60 | |||
| BTPS 0.85% 01/15/27 | 2,340,000.00 | 2,299,761.80 | |||
| BTPS 0.9% 04/01/31 | 2,920,000.00 | 2,612,471.44 | |||
| BTPS 0.95% 03/01/37 | 2,420,000.00 | 1,792,637.79 | |||
| BTPS 0.95% 06/01/32 | 2,090,000.00 | 1,812,697.75 | |||
| BTPS 0.95% 08/01/30 | 1,180,000.00 | 1,079,287.88 | |||
| BTPS 0.95% 09/15/27 | 2,040,000.00 | 1,989,419.22 | |||
| BTPS 0.95% 12/01/31 | 1,630,000.00 | 1,434,858.43 | |||
| BTPS 0% 08/01/26 | 3,010,000.00 | 2,942,726.50 | |||
| BTPS 1.1% 04/01/27 | 2,350,000.00 | 2,311,366.00 | |||
| BTPS 1.25% 12/01/26 | 1,670,000.00 | 1,653,440.69 | |||
| BTPS 1.35% 04/01/30 | 2,250,000.00 | 2,120,081.62 | |||
| BTPS 1.45% 03/01/36 | 1,730,000.00 | 1,401,043.96 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 819,253.75 | |||
| BTPS 1.6% 06/01/26 | 1,080,000.00 | 1,076,457.06 | |||
| BTPS 1.65% 03/01/32 | 2,670,000.00 | 2,448,346.61 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,391,935.98 | |||
| BTPS 1.7% 09/01/51 | 1,520,000.00 | 929,990.14 | |||
| BTPS 1.8% 03/01/41 | 1,210,000.00 | 902,829.40 | |||
| BTPS 2.05% 08/01/27 | 1,280,000.00 | 1,280,427.64 | |||
| BTPS 2.1% 07/15/26 | 1,440,000.00 | 1,442,586.24 | |||
| BTPS 2.15% 03/01/72 | 690,000.00 | 414,033.12 | |||
| BTPS 2.15% 09/01/52 | 1,020,000.00 | 681,390.60 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,289,834.78 | |||
| BTPS 2.25% 09/01/36 | 1,650,000.00 | 1,442,888.70 | |||
| BTPS 2.45% 09/01/33 | 2,310,000.00 | 2,176,519.53 | |||
| BTPS 2.45% 09/01/50 | 1,530,000.00 | 1,113,205.99 | |||
| BTPS 2.5% 12/01/32 | 2,520,000.00 | 2,410,708.86 | |||
| BTPS 2.65% 12/01/27 | 2,860,000.00 | 2,895,837.23 | |||
| BTPS 2.7% 03/01/47 | 1,470,000.00 | 1,169,345.67 | |||
| BTPS 2.7% 10/15/27 | 1,200,000.00 | 1,215,556.80 | |||
| BTPS 2.8% 03/01/67 | 1,050,000.00 | 750,432.90 | |||
| BTPS 2.8% 06/15/29 | 2,610,000.00 | 2,643,871.27 | |||
| BTPS 2.8% 12/01/28 | 2,070,000.00 | 2,105,191.03 | |||
| BTPS 2.95% 02/15/27 | 2,920,000.00 | 2,964,940.84 | |||
| BTPS 2.95% 09/01/38 | 1,380,000.00 | 1,258,270.31 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,252,028.98 | |||
| BTPS 3.1% 03/01/40 | 1,040,000.00 | 945,620.78 | |||
| BTPS 3.1% 08/28/26 | 1,210,000.00 | 1,226,371.54 | |||
| BTPS 3.15% 11/15/31 | 2,170,000.00 | 2,185,127.07 | |||
| BTPS 3.25% 03/01/38 | 2,080,000.00 | 1,966,001.44 | |||
| BTPS 3.25% 09/01/46 | 2,270,000.00 | 1,984,797.20 | |||
| BTPS 3.35% 03/01/35 | 2,330,000.00 | 2,308,497.59 | |||
| BTPS 3.35% 07/01/29 | 2,620,000.00 | 2,703,008.15 | |||
| BTPS 3.4% 04/01/28 | 1,550,000.00 | 1,600,403.98 | |||
| BTPS 3.45% 03/01/48 | 1,820,000.00 | 1,626,223.69 | |||
| BTPS 3.45% 07/15/31 | 2,670,000.00 | 2,742,980.97 | |||
| BTPS 3.5% 02/15/31 | 2,120,000.00 | 2,188,900.00 | |||
| BTPS 3.5% 03/01/30 | 2,360,000.00 | 2,458,746.41 | |||
| BTPS 3.65% 08/01/35 | 1,260,000.00 | 1,269,899.82 | |||
| BTPS 3.7% 06/15/30 | 2,030,000.00 | 2,123,078.54 | |||
| BTPS 3.8% 08/01/28 | 2,260,000.00 | 2,363,940.79 | |||
| BTPS 3.85% 02/01/35 | 1,230,000.00 | 1,265,643.30 | |||
| BTPS 3.85% 07/01/34 | 1,480,000.00 | 1,530,172.00 | |||
| BTPS 3.85% 09/01/49 | 1,940,000.00 | 1,833,497.88 | |||
| BTPS 3.85% 09/15/26 | 860,000.00 | 880,360.50 | |||
| BTPS 3.85% 10/01/40 | 1,300,000.00 | 1,275,653.60 | |||
| BTPS 3.85% 12/15/29 | 2,860,000.00 | 3,013,939.21 | |||
| BTPS 3% 08/01/29 | 1,150,000.00 | 1,174,644.27 | |||
| BTPS 4.1% 02/01/29 | 2,070,000.00 | 2,191,164.75 | |||
| BTPS 4.15% 10/01/39 | 1,790,000.00 | 1,833,407.50 | |||
| BTPS 4.2% 03/01/34 | 2,980,000.00 | 3,169,186.79 | |||
| BTPS 4.3% 10/01/54 | 1,120,000.00 | 1,108,733.08 | |||
| BTPS 4.35% 11/01/33 | 2,090,000.00 | 2,249,458.64 | |||
| BTPS 4.4% 05/01/33 | 1,660,000.00 | 1,796,369.00 | |||
| BTPS 4.45% 09/01/43 | 1,140,000.00 | 1,189,175.61 | |||
| BTPS 4.5% 10/01/53 | 1,290,000.00 | 1,324,740.21 | |||
| BTPS 4.75% 09/01/28 | 2,630,000.00 | 2,833,588.30 | |||
| BTPS 4.75% 09/01/44 | 1,850,000.00 | 2,009,916.77 | |||
| BTPS 4% 02/01/37 | 3,070,000.00 | 3,177,744.72 | |||
| BTPS 4% 04/30/35 | 880,000.00 | 922,234.89 | |||
| BTPS 4% 10/30/31 | 1,250,000.00 | 1,327,750.00 | |||
| BTPS 4% 11/15/30 | 2,310,000.00 | 2,448,061.53 | |||
| BTPS 5.0% 08/01/39 | 2,680,000.00 | 3,008,916.40 | |||
| BTPS 5.25% 11/01/29 | 2,930,000.00 | 3,268,718.25 | |||
| BTPS 5.75% 02/01/33 | 2,180,000.00 | 2,556,836.98 | |||
| BTPS 5% 08/01/34 | 2,830,000.00 | 3,188,295.54 | |||
| BTPS 5% 09/01/40 | 2,640,000.00 | 2,954,112.48 | |||
| BTPS 6.5% 11/01/27 | 2,700,000.00 | 2,981,691.00 | |||
| BTPS 6% 05/01/31 | 1,140,000.00 | 1,336,648.86 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,506,149.68 | |||
| DBR 0.25% 02/15/27 | 2,490,000.00 | 2,424,442.98 | |||
| DBR 0.25% 02/15/29 | 1,970,000.00 | 1,848,462.22 | |||
| DBR 0.25% 08/15/28 | 2,090,000.00 | 1,980,751.52 | |||
| DBR 0.5% 02/15/28 | 1,360,000.00 | 1,310,555.50 | |||
| DBR 0.5% 08/15/27 | 350,000.00 | 339,845.40 | |||
| DBR 0% 02/15/30 | 3,500,000.00 | 3,169,811.27 | |||
| DBR 0% 02/15/31 | 1,660,000.00 | 1,464,712.54 | |||
| DBR 0% 02/15/32 | 3,620,000.00 | 3,102,055.82 | |||
| DBR 0% 05/15/35 | 2,260,000.00 | 1,744,488.65 | |||
| DBR 0% 05/15/36 | 2,430,000.00 | 1,812,432.25 | |||
| DBR 0% 08/15/26 | 2,920,000.00 | 2,857,003.92 | |||
| DBR 0% 08/15/29 | 2,360,000.00 | 2,166,140.74 | |||
| DBR 0% 08/15/30 | 3,050,000.00 | 2,727,142.25 | |||
| DBR 0% 08/15/30 | 1,280,000.00 | 1,144,664.78 | |||
| DBR 0% 08/15/31 | 3,490,000.00 | 3,037,476.13 | |||
| DBR 0% 08/15/50 | 5,240,000.00 | 2,499,165.60 | |||
| DBR 0% 08/15/52 | 3,020,000.00 | 1,356,196.58 | |||
| DBR 0% 11/15/27 | 3,340,000.00 | 3,190,772.14 | |||
| DBR 0% 11/15/28 | 1,990,000.00 | 1,860,133.59 | |||
| DBR 1.25% 08/15/48 | 3,480,000.00 | 2,477,542.50 | |||
| DBR 1.7% 08/15/32 | 2,600,000.00 | 2,488,579.60 | |||
| DBR 1.8% 08/15/53 | 4,080,000.00 | 3,142,192.61 | |||
| DBR 1% 05/15/38 | 2,610,000.00 | 2,099,129.04 | |||
| DBR 2.1% 11/15/29 | 2,680,000.00 | 2,678,777.92 | |||
| DBR 2.2% 02/15/34 | 3,210,000.00 | 3,132,690.16 | |||
| DBR 2.3% 02/15/33 | 4,320,000.00 | 4,285,110.51 | |||
| DBR 2.4% 11/15/30 | 3,220,000.00 | 3,250,825.70 | |||
| DBR 2.5% 02/15/35 | 2,100,000.00 | 2,084,454.77 | |||
| DBR 2.5% 07/04/44 | 2,930,000.00 | 2,733,558.15 | |||
| DBR 2.5% 08/15/46 | 3,120,000.00 | 2,884,717.68 | |||
| DBR 2.5% 08/15/54 | 2,270,000.00 | 2,038,046.86 | |||
| DBR 2.6% 05/15/41 | 1,030,000.00 | 987,298.77 | |||
| DBR 2.6% 08/15/33 | 2,890,000.00 | 2,919,568.16 | |||
| DBR 2.6% 08/15/34 | 3,560,000.00 | 3,574,973.36 | |||
| DBR 2.9% 08/15/56 | 700,000.00 | 679,028.00 | |||
| DBR 3.25% 07/04/42 | 1,950,000.00 | 2,030,817.75 | |||
| DBR 4.0% 01/04/37 | 2,570,000.00 | 2,895,075.44 | |||
| DBR 4.25% 07/04/39 | 1,810,000.00 | 2,102,324.05 | |||
| DBR 4.75% 07/04/28 | 1,430,000.00 | 1,551,256.85 | |||
| DBR 4.75% 07/04/34 | 2,500,000.00 | 2,954,141.24 | |||
| DBR 4.75% 07/04/40 | 2,060,000.00 | 2,526,069.85 | |||
| DBR 5.5% 01/04/31 | 1,850,000.00 | 2,168,063.10 | |||
| DBR 5.625% 01/04/28 | 2,510,000.00 | 2,749,930.90 | |||
| DBR 6.25% 01/04/30 | 1,850,000.00 | 2,184,672.40 | |||
| DBR 6.5% 07/04/27 | 2,690,000.00 | 2,950,184.87 | |||
| FRTR 0.25% 11/25/26 | 3,700,000.00 | 3,607,366.31 | |||
| FRTR 0.5% 05/25/26 | 2,860,000.00 | 2,820,702.19 | |||
| FRTR 0.5% 05/25/29 | 5,230,000.00 | 4,853,688.42 | |||
| FRTR 0.5% 05/25/40 | 3,140,000.00 | 2,018,895.96 | |||
| FRTR 0.5% 05/25/72 | 1,290,000.00 | 386,596.87 | |||
| FRTR 0.5% 06/25/44 | 2,030,000.00 | 1,149,219.54 | |||
| FRTR 0.75% 02/25/28 | 5,200,000.00 | 5,004,457.90 | |||
| FRTR 0.75% 05/25/28 | 5,290,000.00 | 5,066,891.60 | |||
| FRTR 0.75% 05/25/52 | 2,950,000.00 | 1,425,492.85 | |||
| FRTR 0.75% 05/25/53 | 3,040,000.00 | 1,430,141.46 | |||
| FRTR 0.75% 11/25/28 | 5,220,000.00 | 4,948,121.52 | |||
| FRTR 0% 02/25/27 | 5,200,000.00 | 5,023,272.80 | |||
| FRTR 0% 05/25/32 | 3,780,000.00 | 3,098,862.90 | |||
| FRTR 0% 11/25/29 | 4,820,000.00 | 4,316,674.71 | |||
| FRTR 0% 11/25/30 | 6,120,000.00 | 5,301,954.88 | |||
| FRTR 0% 11/25/31 | 5,540,000.00 | 4,630,872.13 | |||
| FRTR 1.25% 05/25/34 | 5,510,000.00 | 4,704,581.26 | |||
| FRTR 1.25% 05/25/36 | 4,950,000.00 | 4,003,692.60 | |||
| FRTR 1.25% 05/25/38 | 3,080,000.00 | 2,359,411.37 | |||
| FRTR 1.5% 05/25/31 | 5,970,000.00 | 5,576,234.49 | |||
| FRTR 1.5% 05/25/50 | 3,050,000.00 | 1,906,386.42 | |||
| FRTR 1.75% 05/25/66 | 1,760,000.00 | 982,115.60 | |||
| FRTR 1.75% 06/25/39 | 3,570,000.00 | 2,872,347.92 | |||
| FRTR 1% 05/25/27 | 4,970,000.00 | 4,872,563.15 | |||
| FRTR 2.5% 05/25/30 | 5,570,000.00 | 5,557,840.30 | |||
| FRTR 2.5% 05/25/43 | 2,410,000.00 | 2,028,502.40 | |||
| FRTR 2.5% 09/24/26 | 3,690,000.00 | 3,717,951.75 | |||
| FRTR 2.5% 09/24/27 | 4,040,000.00 | 4,078,380.00 | |||
| FRTR 2.75% 02/25/29 | 6,950,000.00 | 7,045,480.49 | |||
| FRTR 2.75% 02/25/30 | 4,280,000.00 | 4,322,676.73 | |||
| FRTR 2.75% 10/25/27 | 4,380,000.00 | 4,447,215.48 | |||
| FRTR 2% 05/25/48 | 2,610,000.00 | 1,891,237.32 | |||
| FRTR 2% 11/25/32 | 3,660,000.00 | 3,430,697.34 | |||
| FRTR 3.2% 05/25/35 | 2,380,000.00 | 2,368,632.23 | |||
| FRTR 3.25% 05/25/45 | 2,980,000.00 | 2,774,784.70 | |||
| FRTR 3.25% 05/25/55 | 2,040,000.00 | 1,785,897.21 | |||
| FRTR 3.5% 11/25/33 | 4,970,000.00 | 5,126,512.75 | |||
| FRTR 3.6% 05/25/42 | 1,050,000.00 | 1,036,997.85 | |||
| FRTR 3.75% 05/25/56 | 1,230,000.00 | 1,177,231.45 | |||
| FRTR 3% 05/25/33 | 4,210,000.00 | 4,207,491.89 | |||
| FRTR 3% 05/25/54 | 2,450,000.00 | 2,054,513.80 | |||
| FRTR 3% 06/25/49 | 1,000,000.00 | 871,236.41 | |||
| FRTR 3% 11/25/34 | 4,450,000.00 | 4,377,754.25 | |||
| FRTR 4.5% 04/25/41 | 3,490,000.00 | 3,851,610.76 | |||
| FRTR 4.75% 04/25/35 | 2,960,000.00 | 3,340,223.84 | |||
| FRTR 4% 04/25/55 | 2,540,000.00 | 2,561,925.28 | |||
| FRTR 4% 04/25/60 | 1,970,000.00 | 1,975,993.72 | |||
| FRTR 4% 10/25/38 | 2,140,000.00 | 2,251,963.73 | |||
| FRTR 5.5% 04/25/29 | 5,920,000.00 | 6,606,752.56 | |||
| FRTR 5.75% 10/25/32 | 4,370,000.00 | 5,196,108.73 | |||
| IRISH 0.2% 05/15/27 | 670,000.00 | 648,760.33 | |||
| IRISH 0.2% 10/18/30 | 910,000.00 | 809,342.62 | |||
| IRISH 0.35% 10/18/32 | 600,000.00 | 508,569.00 | |||
| IRISH 0.4% 05/15/35 | 690,000.00 | 540,673.65 | |||
| IRISH 0.55% 04/22/41 | 410,000.00 | 273,509.77 | |||
| IRISH 0.9% 05/15/28 | 770,000.00 | 746,297.66 | |||
| IRISH 0% 10/18/31 | 950,000.00 | 810,308.89 | |||
| IRISH 1.1% 05/15/29 | 980,000.00 | 939,874.88 | |||
| IRISH 1.3% 05/15/33 | 610,000.00 | 550,329.49 | |||
| IRISH 1.35% 03/18/31 | 370,000.00 | 349,081.21 | |||
| IRISH 1.5% 05/15/50 | 800,000.00 | 558,024.00 | |||
| IRISH 1.7% 05/15/37 | 740,000.00 | 641,259.21 | |||
| IRISH 1% 05/15/26 | 1,000,000.00 | 991,534.50 | |||
| IRISH 2.4% 05/15/30 | 930,000.00 | 933,492.70 | |||
| IRISH 2.6% 10/18/34 | 200,000.00 | 195,581.00 | |||
| IRISH 2% 02/18/45 | 1,010,000.00 | 823,249.99 | |||
| IRISH 3.15% 10/18/55 | 280,000.00 | 266,557.34 | |||
| IRISH 3% 10/18/43 | 370,000.00 | 356,827.07 | |||
| NETHER 0.25% 07/15/29 | 1,390,000.00 | 1,284,023.00 | |||
| NETHER 0.5% 01/15/40 | 1,470,000.00 | 1,033,557.73 | |||
| NETHER 0.5% 07/15/26 | 1,750,000.00 | 1,722,951.56 | |||
| NETHER 0.5% 07/15/32 | 1,300,000.00 | 1,129,411.00 | |||
| NETHER 0.75% 07/15/27 | 1,060,000.00 | 1,034,190.59 | |||
| NETHER 0.75% 07/15/28 | 1,540,000.00 | 1,479,324.00 | |||
| NETHER 0% 01/15/27 | 1,640,000.00 | 1,590,414.07 | |||
| NETHER 0% 01/15/29 | 1,770,000.00 | 1,638,710.25 | |||
| NETHER 0% 01/15/38 | 1,340,000.00 | 922,252.50 | |||
| NETHER 0% 01/15/52 | 1,810,000.00 | 808,972.26 | |||
| NETHER 0% 07/15/30 | 1,350,000.00 | 1,200,197.25 | |||
| NETHER 0% 07/15/31 | 1,370,000.00 | 1,182,635.44 | |||
| NETHER 2.5% 01/15/30 | 1,080,000.00 | 1,091,114.38 | |||
| NETHER 2.5% 01/15/33 | 1,430,000.00 | 1,423,716.58 | |||
| NETHER 2.5% 07/15/33 | 1,170,000.00 | 1,159,479.94 | |||
| NETHER 2.5% 07/15/34 | 1,260,000.00 | 1,237,959.44 | |||
| NETHER 2.5% 07/15/35 | 940,000.00 | 915,550.75 | |||
| NETHER 2.75% 01/15/47 | 2,160,000.00 | 2,040,813.36 | |||
| NETHER 2% 01/15/54 | 1,490,000.00 | 1,172,269.42 | |||
| NETHER 3.25% 01/15/44 | 840,000.00 | 858,112.92 | |||
| NETHER 3.75% 01/15/42 | 1,700,000.00 | 1,849,208.49 | |||
| NETHER 4% 01/15/37 | 1,660,000.00 | 1,839,534.47 | |||
| NETHER 5.5% 01/15/28 | 1,600,000.00 | 1,744,236.00 | |||
| OBL 0% 04/16/27 | 2,920,000.00 | 2,820,868.92 | |||
| OBL 0% 10/09/26 | 2,680,000.00 | 2,614,346.69 | |||
| OBL 1.3% 10/15/27 | 3,550,000.00 | 3,505,632.98 | |||
| OBL 2.1% 04/12/29 | 3,360,000.00 | 3,366,525.12 | |||
| OBL 2.2% 04/13/28 | 2,870,000.00 | 2,893,353.19 | |||
| OBL 2.4% 10/19/28 | 4,270,000.00 | 4,327,815.80 | |||
| OBL 2.5% 10/11/29 | 2,090,000.00 | 2,124,161.05 | |||
| PGB 0.3% 10/17/31 | 840,000.00 | 730,055.76 | |||
| PGB 0.475% 10/18/30 | 1,000,000.00 | 904,667.50 | |||
| PGB 0.7% 10/15/27 | 700,000.00 | 680,607.68 | |||
| PGB 0.9% 10/12/35 | 640,000.00 | 516,987.20 | |||
| PGB 1.15% 04/11/42 | 470,000.00 | 326,517.86 | |||
| PGB 1.65% 07/16/32 | 780,000.00 | 729,281.67 | |||
| PGB 1.95% 06/15/29 | 1,250,000.00 | 1,239,222.33 | |||
| PGB 1% 04/12/52 | 640,000.00 | 343,751.48 | |||
| PGB 2.125% 10/17/28 | 1,450,000.00 | 1,452,321.16 | |||
| PGB 2.25% 04/18/34 | 790,000.00 | 749,335.14 | |||
| PGB 2.875% 07/21/26 | 950,000.00 | 961,330.36 | |||
| PGB 2.875% 10/20/34 | 810,000.00 | 802,388.02 | |||
| PGB 3.5% 06/18/38 | 440,000.00 | 445,936.65 | |||
| PGB 3.625% 06/12/54 | 290,000.00 | 277,660.79 | |||
| PGB 3.875% 02/15/30 | 700,000.00 | 749,307.79 | |||
| PGB 3% 06/15/35 | 470,000.00 | 466,535.63 | |||
| PGB 4.1% 02/15/45 | 710,000.00 | 749,374.82 | |||
| PGB 4.1% 04/15/37 | 980,000.00 | 1,060,602.55 | |||
| PGB 4.125% 04/14/27 | 800,000.00 | 833,287.60 | |||
| RAGB 0.25% 10/20/36 | 720,000.00 | 522,010.08 | |||
| RAGB 0.5% 02/20/29 | 1,800,000.00 | 1,689,059.25 | |||
| RAGB 0.5% 04/20/27 | 1,690,000.00 | 1,644,038.76 | |||
| RAGB 0.7% 04/20/71 | 540,000.00 | 208,746.99 | |||
| RAGB 0.75% 02/20/28 | 1,010,000.00 | 974,396.61 | |||
| RAGB 0.75% 03/20/51 | 930,000.00 | 509,112.22 | |||
| RAGB 0.75% 10/20/26 | 1,480,000.00 | 1,456,300.39 | |||
| RAGB 0.85% 06/30/20 | 230,000.00 | 78,959.00 | |||
| RAGB 0.9% 02/20/32 | 1,740,000.00 | 1,552,893.45 | |||
| RAGB 0% 02/20/30 | 1,790,000.00 | 1,600,564.72 | |||
| RAGB 0% 02/20/31 | 1,670,000.00 | 1,446,354.19 | |||
| RAGB 0% 10/20/28 | 1,340,000.00 | 1,244,238.24 | |||
| RAGB 0% 10/20/40 | 650,000.00 | 392,079.07 | |||
| RAGB 1.5% 02/20/47 | 1,080,000.00 | 763,220.52 | |||
| RAGB 1.5% 11/02/86 | 440,000.00 | 227,426.09 | |||
| RAGB 1.85% 05/23/49 | 660,000.00 | 490,883.58 | |||
| RAGB 2.1% 09/20/17 | 650,000.00 | 419,012.91 | |||
| RAGB 2.4% 05/23/34 | 710,000.00 | 682,862.38 | |||
| RAGB 2.9% 02/20/33 | 1,650,000.00 | 1,664,386.68 | |||
| RAGB 2.9% 02/20/34 | 1,240,000.00 | 1,242,117.30 | |||
| RAGB 2.9% 05/23/29 | 350,000.00 | 358,290.10 | |||
| RAGB 2.95% 02/20/35 | 860,000.00 | 858,258.93 | |||
| RAGB 3.15% 06/20/44 | 960,000.00 | 928,666.56 | |||
| RAGB 3.15% 10/20/53 | 640,000.00 | 599,153.60 | |||
| RAGB 3.2% 07/15/39 | 330,000.00 | 327,619.05 | |||
| RAGB 3.45% 10/20/30 | 330,000.00 | 346,183.53 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 444,543.75 | |||
| RAGB 4.15% 03/15/37 | 1,550,000.00 | 1,701,272.56 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,284,953.56 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 319,471.13 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 197,667.40 | |||
| RFGB 0.125% 09/15/31 | 710,000.00 | 608,882.68 | |||
| RFGB 0.25% 09/15/40 | 350,000.00 | 221,390.35 | |||
| RFGB 0.5% 04/15/43 | 490,000.00 | 301,729.26 | |||
| RFGB 0.5% 09/15/27 | 540,000.00 | 522,113.04 | |||
| RFGB 0.5% 09/15/28 | 780,000.00 | 739,177.81 | |||
| RFGB 0.5% 09/15/29 | 610,000.00 | 564,970.56 | |||
| RFGB 0.75% 04/15/31 | 510,000.00 | 460,652.18 | |||
| RFGB 0% 09/15/26 | 460,000.00 | 448,920.67 | |||
| RFGB 0% 09/15/30 | 560,000.00 | 491,798.81 | |||
| RFGB 1.125% 04/15/34 | 640,000.00 | 551,384.12 | |||
| RFGB 1.375% 04/15/27 | 350,000.00 | 346,526.95 | |||
| RFGB 1.375% 04/15/47 | 570,000.00 | 390,810.81 | |||
| RFGB 1.5% 09/15/32 | 380,000.00 | 349,017.58 | |||
| RFGB 2.5% 04/15/30 | 460,000.00 | 462,215.82 | |||
| RFGB 2.625% 07/04/42 | 470,000.00 | 425,776.76 | |||
| RFGB 2.75% 04/15/38 | 470,000.00 | 446,476.36 | |||
| RFGB 2.75% 07/04/28 | 680,000.00 | 693,337.52 | |||
| RFGB 2.875% 04/15/29 | 520,000.00 | 531,900.77 | |||
| RFGB 2.95% 04/15/55 | 500,000.00 | 449,170.24 | |||
| RFGB 3.2% 04/15/45 | 270,000.00 | 261,717.75 | |||
| RFGB 3% 09/15/33 | 790,000.00 | 799,576.91 | |||
| RFGB 3% 09/15/34 | 710,000.00 | 713,984.87 | |||
| SPGB 0.1% 04/30/31 | 3,160,000.00 | 2,721,742.76 | |||
| SPGB 0.5% 04/30/30 | 2,930,000.00 | 2,661,166.64 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,234,791.68 | |||
| SPGB 0.6% 10/31/29 | 2,930,000.00 | 2,707,587.36 | |||
| SPGB 0.7% 04/30/32 | 2,560,000.00 | 2,223,084.79 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,376,401.40 | |||
| SPGB 0.8% 07/30/29 | 2,810,000.00 | 2,632,896.23 | |||
| SPGB 0.85% 07/30/37 | 1,940,000.00 | 1,442,098.50 | |||
| SPGB 0% 01/31/27 | 2,910,000.00 | 2,814,622.90 | |||
| SPGB 0% 01/31/28 | 3,050,000.00 | 2,882,613.69 | |||
| SPGB 1.2% 10/31/40 | 1,810,000.00 | 1,287,729.93 | |||
| SPGB 1.25% 10/31/30 | 2,760,000.00 | 2,575,449.84 | |||
| SPGB 1.3% 10/31/26 | 1,870,000.00 | 1,853,315.86 | |||
| SPGB 1.4% 04/30/28 | 3,780,000.00 | 3,701,568.43 | |||
| SPGB 1.4% 07/30/28 | 3,300,000.00 | 3,219,016.35 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,602,098.87 | |||
| SPGB 1.45% 10/31/27 | 2,610,000.00 | 2,572,354.21 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 308,071.50 | |||
| SPGB 1.5% 04/30/27 | 1,400,000.00 | 1,387,564.58 | |||
| SPGB 1.85% 07/30/35 | 2,190,000.00 | 1,933,486.39 | |||
| SPGB 1.9% 10/31/52 | 1,890,000.00 | 1,245,945.17 | |||
| SPGB 1.95% 04/30/26 | 2,300,000.00 | 2,300,924.60 | |||
| SPGB 1.95% 07/30/30 | 2,020,000.00 | 1,964,184.87 | |||
| SPGB 1% 07/30/42 | 1,550,000.00 | 1,017,523.85 | |||
| SPGB 1% 10/31/50 | 2,290,000.00 | 1,234,928.30 | |||
| SPGB 2.35% 07/30/33 | 2,180,000.00 | 2,081,718.50 | |||
| SPGB 2.5% 05/31/27 | 2,330,000.00 | 2,351,283.37 | |||
| SPGB 2.55% 10/31/32 | 2,500,000.00 | 2,444,875.00 | |||
| SPGB 2.7% 10/31/48 | 1,860,000.00 | 1,527,371.54 | |||
| SPGB 2.8% 05/31/26 | 2,040,000.00 | 2,057,166.60 | |||
| SPGB 2.9% 10/31/46 | 1,930,000.00 | 1,669,755.41 | |||
| SPGB 3.1% 07/30/31 | 1,110,000.00 | 1,134,498.68 | |||
| SPGB 3.15% 04/30/33 | 2,170,000.00 | 2,200,399.96 | |||
| SPGB 3.15% 04/30/35 | 1,980,000.00 | 1,970,694.00 | |||
| SPGB 3.25% 04/30/34 | 2,150,000.00 | 2,175,138.87 | |||
| SPGB 3.45% 07/30/43 | 1,720,000.00 | 1,638,601.42 | |||
| SPGB 3.45% 07/30/66 | 1,530,000.00 | 1,341,985.06 | |||
| SPGB 3.45% 10/31/34 | 2,610,000.00 | 2,671,901.37 | |||
| SPGB 3.5% 01/31/41 | 700,000.00 | 682,551.62 | |||
| SPGB 3.5% 05/31/29 | 2,500,000.00 | 2,608,120.47 | |||
| SPGB 3.55% 10/31/33 | 2,270,000.00 | 2,357,334.84 | |||
| SPGB 3.9% 07/30/39 | 1,550,000.00 | 1,600,940.28 | |||
| SPGB 4.2% 01/31/37 | 2,320,000.00 | 2,503,294.38 | |||
| SPGB 4.7% 07/30/41 | 1,990,000.00 | 2,231,860.62 | |||
| SPGB 4.9% 07/30/40 | 1,880,000.00 | 2,152,162.89 | |||
| SPGB 4% 10/31/54 | 1,110,000.00 | 1,103,403.32 | |||
| SPGB 5.15% 10/31/28 | 2,710,000.00 | 2,968,919.09 | |||
| SPGB 5.15% 10/31/44 | 1,640,000.00 | 1,942,469.95 | |||
| SPGB 5.75% 07/30/32 | 2,250,000.00 | 2,676,039.75 | |||
| SPGB 5.9% 07/30/26 | 2,310,000.00 | 2,417,918.58 | |||
| SPGB 6.0% 01/31/29 | 910,000.00 | 1,029,460.70 | |||
| ユーロ 小計 | 739,580,000.00 | 694,780,092.08 | |||
| (112,728,069,939) | |||||
| イギリスポンド | UKT 0.125% 01/31/28 | 1,510,000.00 | 1,370,948.76 | ||
| UKT 0.25% 07/31/31 | 2,490,000.00 | 1,969,413.83 | |||
| UKT 0.375% 10/22/26 | 2,930,000.00 | 2,797,324.53 | |||
| UKT 0.375% 10/22/30 | 780,000.00 | 642,420.48 | |||
| UKT 0.5% 01/31/29 | 2,990,000.00 | 2,642,586.66 | |||
| UKT 0.5% 10/22/61 | 2,420,000.00 | 631,862.00 | |||
| UKT 0.625% 07/31/35 | 2,250,000.00 | 1,524,586.38 | |||
| UKT 0.625% 10/22/50 | 1,850,000.00 | 671,693.50 | |||
| UKT 0.875% 01/31/46 | 1,530,000.00 | 694,008.00 | |||
| UKT 0.875% 07/31/33 | 2,790,000.00 | 2,110,240.82 | |||
| UKT 0.875% 10/22/29 | 1,460,000.00 | 1,280,502.12 | |||
| UKT 1.125% 01/31/39 | 2,030,000.00 | 1,269,636.25 | |||
| UKT 1.125% 10/22/73 | 1,050,000.00 | 339,360.00 | |||
| UKT 1.25% 07/22/27 | 1,250,000.00 | 1,183,478.20 | |||
| UKT 1.25% 07/31/51 | 2,690,000.00 | 1,155,624.00 | |||
| UKT 1.25% 10/22/41 | 2,190,000.00 | 1,264,626.34 | |||
| UKT 1.5% 07/22/26 | 1,400,000.00 | 1,363,481.28 | |||
| UKT 1.5% 07/22/47 | 1,740,000.00 | 888,792.00 | |||
| UKT 1.5% 07/31/53 | 1,680,000.00 | 748,944.00 | |||
| UKT 1.625% 10/22/28 | 1,460,000.00 | 1,357,858.40 | |||
| UKT 1.625% 10/22/54 | 1,640,000.00 | 748,168.00 | |||
| UKT 1.625% 10/22/71 | 1,930,000.00 | 768,719.00 | |||
| UKT 1.75% 01/22/49 | 1,230,000.00 | 646,857.00 | |||
| UKT 1.75% 07/22/57 | 1,900,000.00 | 871,880.94 | |||
| UKT 1.75% 09/07/37 | 2,400,000.00 | 1,723,200.00 | |||
| UKT 1% 01/31/32 | 3,700,000.00 | 3,005,457.09 | |||
| UKT 2.5% 07/22/65 | 1,420,000.00 | 774,610.00 | |||
| UKT 3.25% 01/22/44 | 2,430,000.00 | 1,856,034.00 | |||
| UKT 3.25% 01/31/33 | 3,760,000.00 | 3,476,166.43 | |||
| UKT 3.5% 01/22/45 | 2,000,000.00 | 1,569,400.00 | |||
| UKT 3.5% 07/22/68 | 1,600,000.00 | 1,128,640.00 | |||
| UKT 3.75% 01/29/38 | 2,780,000.00 | 2,487,680.80 | |||
| UKT 3.75% 03/07/27 | 2,540,000.00 | 2,529,706.65 | |||
| UKT 3.75% 07/22/52 | 1,400,000.00 | 1,079,680.00 | |||
| UKT 3.75% 10/22/53 | 3,260,000.00 | 2,490,314.00 | |||
| UKT 4.125% 01/29/27 | 3,630,000.00 | 3,637,829.54 | |||
| UKT 4.125% 07/22/29 | 3,410,000.00 | 3,418,663.78 | |||
| UKT 4.25% 03/07/36 | 2,160,000.00 | 2,074,680.00 | |||
| UKT 4.25% 06/07/32 | 1,470,000.00 | 1,468,716.34 | |||
| UKT 4.25% 07/31/34 | 3,390,000.00 | 3,307,820.80 | |||
| UKT 4.25% 09/07/39 | 1,270,000.00 | 1,174,640.78 | |||
| UKT 4.25% 12/07/27 | 2,860,000.00 | 2,890,173.57 | |||
| UKT 4.25% 12/07/40 | 1,500,000.00 | 1,369,172.41 | |||
| UKT 4.25% 12/07/46 | 1,830,000.00 | 1,582,035.00 | |||
| UKT 4.25% 12/07/49 | 1,370,000.00 | 1,166,829.00 | |||
| UKT 4.25% 12/07/55 | 1,700,000.00 | 1,414,910.00 | |||
| UKT 4.375% 01/31/40 | 2,260,000.00 | 2,106,863.21 | |||
| UKT 4.375% 03/07/28 | 1,950,000.00 | 1,968,023.46 | |||
| UKT 4.375% 03/07/30 | 1,300,000.00 | 1,313,247.00 | |||
| UKT 4.375% 07/31/54 | 2,870,000.00 | 2,446,101.00 | |||
| UKT 4.5% 03/07/35 | 2,210,000.00 | 2,185,800.50 | |||
| UKT 4.5% 06/07/28 | 2,570,000.00 | 2,607,675.68 | |||
| UKT 4.5% 09/07/34 | 1,390,000.00 | 1,385,356.76 | |||
| UKT 4.5% 12/07/42 | 1,940,000.00 | 1,791,147.52 | |||
| UKT 4.625% 01/31/34 | 3,290,000.00 | 3,312,240.40 | |||
| UKT 4.75% 10/22/43 | 2,700,000.00 | 2,546,205.67 | |||
| UKT 4.75% 12/07/30 | 3,260,000.00 | 3,367,156.20 | |||
| UKT 4.75% 12/07/38 | 1,800,000.00 | 1,770,756.39 | |||
| UKT 4% 01/22/60 | 1,250,000.00 | 987,125.00 | |||
| UKT 4% 10/22/31 | 2,140,000.00 | 2,106,697.32 | |||
| UKT 4% 10/22/63 | 1,610,000.00 | 1,260,630.00 | |||
| UKT 6.0% 12/07/28 | 2,010,000.00 | 2,153,916.00 | |||
| イギリスポンド 小計 | 131,620,000.00 | 107,878,314.79 | |||
| (20,812,963,272) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 5,280,000.00 | 4,697,477.40 | ||
| SGB 0.75% 05/12/28 | 7,340,000.00 | 7,099,248.00 | |||
| SGB 0.75% 11/12/29 | 8,250,000.00 | 7,805,737.50 | |||
| SGB 1.75% 11/11/33 | 5,050,000.00 | 4,850,146.25 | |||
| SGB 1% 11/12/26 | 8,340,000.00 | 8,232,831.00 | |||
| SGB 2.25% 05/11/35 | 4,300,000.00 | 4,263,686.50 | |||
| SGB 2.25% 06/01/32 | 5,300,000.00 | 5,324,141.50 | |||
| SGB 3.5% 03/30/39 | 4,270,000.00 | 4,761,242.15 | |||
| スウェーデンクローナ 小計 | 48,130,000.00 | 47,034,510.30 | |||
| (698,932,823) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 4,780,000.00 | 4,067,998.68 | ||
| NGB 1.375% 08/19/30 | 4,830,000.00 | 4,257,642.58 | |||
| NGB 1.75% 02/17/27 | 5,340,000.00 | 5,158,853.85 | |||
| NGB 1.75% 09/06/29 | 4,100,000.00 | 3,760,435.95 | |||
| NGB 2.125% 05/18/32 | 4,480,000.00 | 3,977,518.72 | |||
| NGB 2% 04/26/28 | 4,330,000.00 | 4,121,196.57 | |||
| NGB 3.5% 10/06/42 | 1,860,000.00 | 1,748,714.34 | |||
| NGB 3.625% 04/13/34 | 5,910,000.00 | 5,728,896.91 | |||
| NGB 3.625% 05/31/39 | 1,390,000.00 | 1,327,078.17 | |||
| NGB 3.75% 06/12/35 | 2,990,000.00 | 2,916,685.20 | |||
| NGB 3% 08/15/33 | 5,180,000.00 | 4,820,831.75 | |||
| ノルウェークローネ 小計 | 45,190,000.00 | 41,885,852.72 | |||
| (584,726,503) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 6,290,000.00 | 3,275,146.39 | ||
| DGB 0.5% 11/15/27 | 5,760,000.00 | 5,595,255.35 | |||
| DGB 0.5% 11/15/29 | 4,560,000.00 | 4,278,034.67 | |||
| DGB 0% 11/15/31 | 4,160,000.00 | 3,622,944.00 | |||
| DGB 2.25% 11/15/26 | 2,280,000.00 | 2,303,012.04 | |||
| DGB 2.25% 11/15/33 | 6,800,000.00 | 6,764,198.00 | |||
| DGB 4.5% 11/15/39 | 9,430,000.00 | 11,443,564.32 | |||
| デンマーククローネ 小計 | 39,280,000.00 | 37,282,154.77 | |||
| (810,886,866) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 4,500,000.00 | 4,212,495.85 | ||
| POLGB 1.25% 10/25/30 | 6,680,000.00 | 5,517,087.47 | |||
| POLGB 1.75% 04/25/32 | 4,610,000.00 | 3,705,333.27 | |||
| POLGB 2.5% 07/25/26 | 4,650,000.00 | 4,518,925.47 | |||
| POLGB 2.5% 07/25/27 | 4,530,000.00 | 4,306,983.07 | |||
| POLGB 2.75% 04/25/28 | 3,100,000.00 | 2,923,621.99 | |||
| POLGB 2.75% 10/25/29 | 6,000,000.00 | 5,470,388.46 | |||
| POLGB 3.75% 05/25/27 | 2,510,000.00 | 2,471,483.71 | |||
| POLGB 4.75% 07/25/29 | 3,470,000.00 | 3,448,625.22 | |||
| POLGB 5.75% 04/25/29 | 7,310,000.00 | 7,510,772.80 | |||
| POLGB 5% 01/25/30 | 2,210,000.00 | 2,209,769.51 | |||
| POLGB 5% 10/25/34 | 4,720,000.00 | 4,565,378.30 | |||
| POLGB 6% 10/25/33 | 4,350,000.00 | 4,546,471.66 | |||
| POLGB 7.5% 07/25/28 | 4,470,000.00 | 4,810,687.30 | |||
| ポーランドズロチ 小計 | 63,110,000.00 | 60,218,024.08 | |||
| (2,281,660,932) | |||||
| オーストラリアドル | ACGB 0.5% 09/21/26 | 2,390,000.00 | 2,294,639.00 | ||
| ACGB 1.25% 05/21/32 | 2,590,000.00 | 2,141,230.70 | |||
| ACGB 1.5% 06/21/31 | 3,070,000.00 | 2,663,071.50 | |||
| ACGB 1.75% 06/21/51 | 1,860,000.00 | 968,185.80 | |||
| ACGB 1.75% 11/21/32 | 2,760,000.00 | 2,329,302.00 | |||
| ACGB 1% 11/21/31 | 2,550,000.00 | 2,109,844.50 | |||
| ACGB 1% 12/21/30 | 1,890,000.00 | 1,618,671.60 | |||
| ACGB 2.25% 05/21/28 | 2,040,000.00 | 1,962,724.80 | |||
| ACGB 2.5% 05/21/30 | 2,340,000.00 | 2,203,437.60 | |||
| ACGB 2.75% 05/21/41 | 1,410,000.00 | 1,091,043.90 | |||
| ACGB 2.75% 06/21/35 | 1,950,000.00 | 1,682,947.50 | |||
| ACGB 2.75% 11/21/27 | 1,530,000.00 | 1,500,103.80 | |||
| ACGB 2.75% 11/21/28 | 1,740,000.00 | 1,689,609.60 | |||
| ACGB 2.75% 11/21/29 | 2,160,000.00 | 2,072,692.80 | |||
| ACGB 3.25% 04/21/29 | 2,110,000.00 | 2,077,674.80 | |||
| ACGB 3.25% 06/21/39 | 940,000.00 | 802,750.60 | |||
| ACGB 3.5% 12/21/34 | 2,070,000.00 | 1,924,479.00 | |||
| ACGB 3.75% 04/21/37 | 1,440,000.00 | 1,334,491.20 | |||
| ACGB 3.75% 05/21/34 | 2,340,000.00 | 2,235,659.40 | |||
| ACGB 3% 03/21/47 | 1,350,000.00 | 995,827.50 | |||
| ACGB 3% 11/21/33 | 2,330,000.00 | 2,115,546.80 | |||
| ACGB 4.25% 03/21/36 | 1,710,000.00 | 1,675,885.50 | |||
| ACGB 4.25% 06/21/34 | 960,000.00 | 952,761.60 | |||
| ACGB 4.25% 12/21/35 | 1,890,000.00 | 1,855,658.70 | |||
| ACGB 4.5% 04/21/33 | 2,720,000.00 | 2,771,217.60 | |||
| ACGB 4.75% 04/21/27 | 2,840,000.00 | 2,902,281.20 | |||
| ACGB 4.75% 06/21/54 | 720,000.00 | 684,064.80 | |||
| オーストラリアドル 小計 | 53,700,000.00 | 48,655,803.80 | |||
| (4,522,556,963) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 1,340,000.00 | 1,216,325.30 | ||
| NZGB 0.5% 05/15/26 | 730,000.00 | 710,804.97 | |||
| NZGB 1.5% 05/15/31 | 1,000,000.00 | 861,773.18 | |||
| NZGB 1.75% 05/15/41 | 560,000.00 | 358,379.83 | |||
| NZGB 2.75% 04/15/37 | 630,000.00 | 512,608.64 | |||
| NZGB 2.75% 05/15/51 | 600,000.00 | 388,422.04 | |||
| NZGB 2% 05/15/32 | 1,130,000.00 | 974,658.61 | |||
| NZGB 3.5% 04/14/33 | 1,810,000.00 | 1,701,432.01 | |||
| NZGB 3% 04/20/29 | 1,180,000.00 | 1,149,846.43 | |||
| NZGB 4.25% 05/15/34 | 750,000.00 | 735,625.11 | |||
| NZGB 4.25% 05/15/36 | 610,000.00 | 586,411.26 | |||
| NZGB 4.5% 04/15/27 | 930,000.00 | 950,130.40 | |||
| NZGB 4.5% 05/15/30 | 1,210,000.00 | 1,241,236.75 | |||
| NZGB 4.5% 05/15/35 | 1,240,000.00 | 1,229,495.82 | |||
| NZGB 5% 05/15/54 | 380,000.00 | 363,928.63 | |||
| ニュージーランドドル 小計 | 14,100,000.00 | 12,981,078.98 | |||
| (1,108,324,523) | |||||
| シンガポールドル | SIGB 1.25% 11/01/26 | 870,000.00 | 858,855.56 | ||
| SIGB 1.625% 07/01/31 | 450,000.00 | 433,179.48 | |||
| SIGB 1.875% 03/01/50 | 690,000.00 | 604,442.11 | |||
| SIGB 1.875% 10/01/51 | 480,000.00 | 415,491.16 | |||
| SIGB 2.125% 06/01/26 | 1,030,000.00 | 1,029,039.58 | |||
| SIGB 2.25% 08/01/36 | 760,000.00 | 742,177.21 | |||
| SIGB 2.375% 07/01/39 | 560,000.00 | 546,319.20 | |||
| SIGB 2.625% 05/01/28 | 720,000.00 | 732,553.41 | |||
| SIGB 2.625% 08/01/32 | 660,000.00 | 671,534.16 | |||
| SIGB 2.75% 03/01/35 | 190,000.00 | 193,931.10 | |||
| SIGB 2.75% 03/01/46 | 820,000.00 | 840,639.40 | |||
| SIGB 2.75% 04/01/42 | 630,000.00 | 647,420.76 | |||
| SIGB 2.875% 07/01/29 | 1,040,000.00 | 1,070,039.67 | |||
| SIGB 2.875% 08/01/28 | 610,000.00 | 625,597.26 | |||
| SIGB 2.875% 09/01/27 | 420,000.00 | 427,768.06 | |||
| SIGB 2.875% 09/01/30 | 840,000.00 | 869,954.82 | |||
| SIGB 3.25% 06/01/54 | 210,000.00 | 237,127.80 | |||
| SIGB 3.375% 05/01/34 | 160,000.00 | 171,448.08 | |||
| SIGB 3.375% 09/01/33 | 880,000.00 | 941,370.58 | |||
| SIGB 3.5% 03/01/27 | 740,000.00 | 758,270.60 | |||
| SIGB 3% 04/01/29 | 150,000.00 | 155,028.31 | |||
| SIGB 3% 08/01/72 | 620,000.00 | 677,495.88 | |||
| シンガポールドル 小計 | 13,530,000.00 | 13,649,684.19 | |||
| (1,524,942,717) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 1,650,000.00 | 1,579,122.05 | ||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,522,799.51 | |||
| MGS 3.519% 04/20/28 | 2,340,000.00 | 2,362,244.73 | |||
| MGS 3.582% 07/15/32 | 1,570,000.00 | 1,578,524.46 | |||
| MGS 3.733% 06/15/28 | 2,930,000.00 | 2,972,947.94 | |||
| MGS 3.757% 05/22/40 | 2,950,000.00 | 2,939,446.40 | |||
| MGS 3.828% 07/05/34 | 1,770,000.00 | 1,805,263.53 | |||
| MGS 3.844% 04/15/33 | 1,830,000.00 | 1,867,088.06 | |||
| MGS 3.885% 08/15/29 | 2,460,000.00 | 2,513,608.07 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,146,123.74 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 2,005,047.87 | |||
| MGS 3.9% 11/30/26 | 2,470,000.00 | 2,502,017.86 | |||
| MGS 3.906% 07/15/26 | 1,210,000.00 | 1,222,574.44 | |||
| MGS 4.054% 04/18/39 | 1,380,000.00 | 1,429,681.24 | |||
| MGS 4.065% 06/15/50 | 3,070,000.00 | 3,091,780.11 | |||
| MGS 4.18% 05/16/44 | 810,000.00 | 848,009.97 | |||
| MGS 4.232% 06/30/31 | 2,490,000.00 | 2,593,224.69 | |||
| MGS 4.254% 05/31/35 | 1,750,000.00 | 1,841,904.92 | |||
| MGS 4.457% 03/31/53 | 2,090,000.00 | 2,231,219.41 | |||
| MGS 4.498% 04/15/30 | 2,930,000.00 | 3,080,725.35 | |||
| MGS 4.504% 04/30/29 | 940,000.00 | 981,723.12 | |||
| MGS 4.642% 11/07/33 | 3,210,000.00 | 3,460,394.44 | |||
| MGS 4.696% 10/15/42 | 1,970,000.00 | 2,181,368.78 | |||
| MGS 4.736% 03/15/46 | 980,000.00 | 1,086,596.26 | |||
| MGS 4.762% 04/07/37 | 2,410,000.00 | 2,654,422.44 | |||
| MGS 4.893% 06/08/38 | 2,130,000.00 | 2,378,579.30 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,914,428.37 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,166,934.48 | |||
| マレーシアリンギット 小計 | 54,660,000.00 | 56,957,801.54 | |||
| (1,917,296,428) | |||||
| イスラエルシェケル | ILGOV 1.3% 04/30/32 | 2,970,000.00 | 2,445,355.94 | ||
| ILGOV 1.5% 05/31/37 | 2,880,000.00 | 2,094,655.56 | |||
| ILGOV 1% 03/31/30 | 3,530,000.00 | 3,037,728.86 | |||
| ILGOV 2.25% 09/28/28 | 3,790,000.00 | 3,558,040.88 | |||
| ILGOV 2.8% 11/29/52 | 2,260,000.00 | 1,568,467.12 | |||
| ILGOV 2% 03/31/27 | 3,040,000.00 | 2,921,319.28 | |||
| ILGOV 3.75% 02/28/29 | 2,940,000.00 | 2,891,154.31 | |||
| ILGOV 3.75% 03/31/47 | 2,570,000.00 | 2,237,762.65 | |||
| ILGOV 3.75% 09/30/27 | 2,410,000.00 | 2,382,847.48 | |||
| ILGOV 4.6% 08/31/29 | 1,120,000.00 | 1,142,276.57 | |||
| ILGOV 4% 03/30/35 | 2,960,000.00 | 2,875,483.14 | |||
| ILGOV 5.5% 01/31/42 | 2,490,000.00 | 2,751,488.59 | |||
| ILGOV 6.25% 10/30/26 | 1,340,000.00 | 1,378,529.82 | |||
| イスラエルシェケル 小計 | 34,300,000.00 | 31,285,110.20 | |||
| (1,276,723,447) | |||||
| オフショア人民元 | CGB 1.06% 12/15/26 | 37,470,000.00 | 37,227,103.34 | ||
| CGB 1.35% 09/25/26 | 40,940,000.00 | 40,871,251.08 | |||
| CGB 1.43% 01/25/30 | 10,000,000.00 | 9,950,155.30 | |||
| CGB 1.45% 02/25/28 | 27,600,000.00 | 27,556,852.09 | |||
| CGB 1.49% 12/25/31 | 30,690,000.00 | 30,366,827.84 | |||
| CGB 1.61% 02/15/35 | 14,500,000.00 | 14,407,046.88 | |||
| CGB 1.62% 08/15/27 | 29,950,000.00 | 30,041,299.57 | |||
| CGB 1.67% 06/15/26 | 34,680,000.00 | 34,769,155.34 | |||
| CGB 1.74% 10/15/29 | 36,760,000.00 | 37,074,937.62 | |||
| CGB 1.85% 05/15/27 | 42,700,000.00 | 43,013,669.93 | |||
| CGB 1.87% 09/15/31 | 27,620,000.00 | 27,994,278.62 | |||
| CGB 1.91% 07/15/29 | 23,000,000.00 | 23,320,967.30 | |||
| CGB 1.92% 01/15/55 | 5,850,000.00 | 5,804,744.10 | |||
| CGB 2.04% 02/25/27 | 38,210,000.00 | 38,593,815.62 | |||
| CGB 2.04% 11/25/34 | 46,000,000.00 | 47,256,996.00 | |||
| CGB 2.05% 04/15/29 | 36,880,000.00 | 37,560,956.00 | |||
| CGB 2.11% 08/25/34 | 27,200,000.00 | 28,095,902.72 | |||
| CGB 2.12% 06/25/31 | 32,000,000.00 | 32,880,208.00 | |||
| CGB 2.18% 08/15/26 | 35,600,000.00 | 35,911,542.72 | |||
| CGB 2.27% 05/25/34 | 38,000,000.00 | 39,736,843.20 | |||
| CGB 2.28% 03/25/31 | 50,700,000.00 | 52,509,888.60 | |||
| CGB 2.3% 05/15/26 | 47,100,000.00 | 47,509,562.76 | |||
| CGB 2.35% 02/25/34 | 36,110,000.00 | 37,934,945.23 | |||
| CGB 2.37% 01/15/29 | 39,430,000.00 | 40,577,223.73 | |||
| CGB 2.37% 01/20/27 | 43,880,000.00 | 44,546,366.06 | |||
| CGB 2.39% 11/15/26 | 46,200,000.00 | 46,829,715.24 | |||
| CGB 2.4% 07/15/28 | 38,310,000.00 | 39,345,707.01 | |||
| CGB 2.44% 10/15/27 | 39,500,000.00 | 40,327,872.60 | |||
| CGB 2.48% 04/15/27 | 20,000,000.00 | 20,381,598.00 | |||
| CGB 2.48% 09/25/28 | 26,500,000.00 | 27,314,615.30 | |||
| CGB 2.5% 07/25/27 | 26,760,000.00 | 27,283,808.26 | |||
| CGB 2.52% 08/25/33 | 31,870,000.00 | 33,803,855.66 | |||
| CGB 2.54% 12/25/30 | 30,500,000.00 | 31,998,730.35 | |||
| CGB 2.55% 10/15/28 | 42,250,000.00 | 43,676,943.05 | |||
| CGB 2.6% 09/01/32 | 27,890,000.00 | 29,646,947.28 | |||
| CGB 2.6% 09/15/30 | 30,500,000.00 | 32,034,232.35 | |||
| CGB 2.62% 04/15/28 | 34,000,000.00 | 35,085,334.40 | |||
| CGB 2.62% 06/25/30 | 29,780,000.00 | 31,261,942.14 | |||
| CGB 2.62% 09/25/29 | 20,940,000.00 | 21,859,672.23 | |||
| CGB 2.64% 01/15/28 | 38,220,000.00 | 39,370,827.13 | |||
| CGB 2.67% 05/25/33 | 34,280,000.00 | 36,720,067.54 | |||
| CGB 2.67% 11/25/33 | 23,400,000.00 | 25,141,231.44 | |||
| CGB 2.68% 05/21/30 | 30,700,000.00 | 32,304,200.87 | |||
| CGB 2.69% 08/12/26 | 39,900,000.00 | 40,532,901.78 | |||
| CGB 2.69% 08/15/32 | 19,420,000.00 | 20,774,174.07 | |||
| CGB 2.75% 02/17/32 | 39,430,000.00 | 42,138,214.06 | |||
| CGB 2.75% 06/15/29 | 28,340,000.00 | 29,671,957.32 | |||
| CGB 2.76% 05/15/32 | 13,150,000.00 | 14,111,237.38 | |||
| CGB 2.79% 12/15/29 | 30,300,000.00 | 31,950,256.17 | |||
| CGB 2.8% 03/24/29 | 23,080,000.00 | 24,160,755.62 | |||
| CGB 2.8% 03/25/30 | 39,490,000.00 | 41,738,505.31 | |||
| CGB 2.8% 11/15/32 | 24,600,000.00 | 26,535,660.84 | |||
| CGB 2.85% 06/04/27 | 31,030,000.00 | 31,953,502.44 | |||
| CGB 2.88% 02/25/33 | 11,300,000.00 | 12,292,614.60 | |||
| CGB 2.89% 11/18/31 | 24,210,000.00 | 26,057,564.36 | |||
| CGB 2.91% 10/14/28 | 24,320,000.00 | 25,461,383.80 | |||
| CGB 3.01% 05/13/28 | 11,590,000.00 | 12,124,680.31 | |||
| CGB 3.02% 05/27/31 | 14,560,000.00 | 15,764,410.48 | |||
| CGB 3.12% 10/25/52 | 12,970,000.00 | 16,043,046.95 | |||
| CGB 3.19% 04/15/53 | 18,360,000.00 | 23,022,197.02 | |||
| CGB 3.27% 11/19/30 | 6,850,000.00 | 7,497,532.55 | |||
| CGB 3.28% 12/03/27 | 27,290,000.00 | 28,626,448.60 | |||
| CGB 3.29% 05/23/29 | 35,000,000.00 | 37,613,758.00 | |||
| CGB 3.32% 04/15/52 | 15,490,000.00 | 19,743,018.04 | |||
| CGB 3.39% 03/16/50 | 25,610,000.00 | 32,536,780.23 | |||
| CGB 3.53% 10/18/51 | 12,850,000.00 | 16,859,107.48 | |||
| CGB 3.72% 04/12/51 | 15,140,000.00 | 20,425,679.82 | |||
| CGB 3.81% 09/14/50 | 26,020,000.00 | 35,673,201.43 | |||
| CGB 3.86% 07/22/49 | 20,160,000.00 | 27,345,769.92 | |||
| CGB 3% 10/15/53 | 18,270,000.00 | 22,559,436.08 | |||
| CGB 4.08% 10/22/48 | 19,370,000.00 | 26,910,711.94 | |||
| オフショア人民元 小計 | 2,032,570,000.00 | 2,150,024,347.10 | |||
| (43,250,964,778) | |||||
| 合計 | 375,731,105,064 | ||||
| (375,731,105,064) | |||||
| 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% | 46.3% |
| カナダドル | 国債証券 | 37銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 13銘柄 | 100.0% | 0.8% |
| ユーロ | 国債証券 | 387銘柄 | 100.0% | 30.0% |
| イギリスポンド | 国債証券 | 62銘柄 | 100.0% | 5.5% |
| 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 | 11銘柄 | 100.0% | 0.2% |
| 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 | 27銘柄 | 100.0% | 1.2% |
| 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 | 13銘柄 | 100.0% | 0.3% |
| オフショア人民元 | 国債証券 | 71銘柄 | 100.0% | 11.5% |
| (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。
