有価証券報告書(内国投資信託受益証券)-第18期(2023/10/03-2024/09/30)
外国債券インデックス マザーファンド
貸借対照表
注記表
(有価証券に関する注記)
(デリバティブ取引に関する注記)
附属明細表
該当事項はありません。
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
貸借対照表
| 2024年 9月30日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 672,711,385 |
| コール・ローン | 4,195,806,414 |
| 国債証券 | 350,212,730,237 |
| 派生商品評価勘定 | 43,469,872 |
| 未収入金 | 416,665,014 |
| 未収利息 | 2,668,852,087 |
| 前払費用 | 281,185,272 |
| 差入委託証拠金 | 274,111,210 |
| 流動資産合計 | 358,765,531,491 |
| 資産合計 | 358,765,531,491 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 32,181,990 |
| 前受金 | 3,222,903 |
| 未払金 | 149,712,507 |
| 未払解約金 | 166,457,739 |
| 流動負債合計 | 351,575,139 |
| 負債合計 | 351,575,139 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 101,514,169,946 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 256,899,786,406 |
| 元本等合計 | 358,413,956,352 |
| 純資産合計 | 358,413,956,352 |
| 負債純資産合計 | 358,765,531,491 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2024年 9月30日現在 | |
| 1.有価証券の評価基準及び評価方法 | 国債証券 |
| 移動平均法(買付約定後、最初の利払日までは個別法)に基づき、時価で評価しております。 時価評価にあたっては、金融商品取引業者等の提示する価額、価格情報会社の提供する価額又は業界団体が発表する売買参考統計値等で評価しております。 | |
| 2.デリバティブの評価基準及び評価方法 | (1)先物取引 |
| 債券先物取引 個別法に基づき、時価で評価しております。 時価評価にあたっては、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場によっております。 | |
| (2)為替予約取引 | |
| 個別法に基づき、わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって計算しております。 当ファンドにおける派生商品評価勘定は、当該先物取引及び為替予約取引に係るものであります。 | |
| 3.外貨建資産・負債の本邦通貨への換算基準 | 投資信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算日又は計算日に知りうる直近の日の対顧客電信売買相場の仲値によって計算しております。 なお、外貨建資産等については、「投資信託財産の計算に関する規則(平成12年総理府令第133号)」第60条の規定に基づき、通貨の種類ごとに勘定を設けて、邦貨建資産等と区分する方法を採用しております。従って、外貨の売買については、同規則第61条の規定により処理し、為替差損益を算定しております。 |
| 4.収益及び費用の計上基準 | (1)派生商品取引等損益 |
| 約定日基準で計上しております。 | |
| (2)為替予約取引による為替差損益 | |
| 約定日基準で計上しております。 | |
| (貸借対照表に関する注記) |
| 2024年 9月30日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 101,514,169,946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 | 3.5307円 |
| (1万口当たり純資産額) | (35,307円) | ||
| (金融商品に関する注記) |
| 1.金融商品の状況に関する事項 |
| 2024年 9月30日現在 | |
| 1.金融商品に対する取組方針 | 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。 |
| 2.金融商品の内容及びそのリスク | 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 これらは、価格変動リスク、金利変動リスク、為替変動リスク等の市場リスク、信用リスク、流動性リスク等に晒されております。 また、当ファンドは、投資信託財産に属する資産の価格変動リスクを回避するため、並びに投資対象資産を保有した場合と同様の損益を実現するため、債券先物取引及び為替予約取引を行っております。債券先物取引に係る主要なリスクは、債券価格の変動による価格変動リスクであります。為替予約取引に係る主要なリスクは、為替相場の変動による価格変動リスク及び取引相手の信用状況の変動により損失が発生する信用リスクであります。 |
| 3.金融商品に係るリスク管理体制 | 運用部門から独立した運用監理部が、運用に関するリスク管理(流動性リスク管理等を含む)と法令等遵守状況のモニタリングを担当し、毎月開催される運用・リスク委員会等に報告します。 |
| 2.金融商品の時価等に関する事項 |
| 2024年 9月30日現在 | |
| 1.貸借対照表計上額、時価及びその差額 | 貸借対照表上の金融商品は原則として時価で評価しているため、貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 | (1)有価証券 |
| 売買目的有価証券 | |
| 「(重要な会計方針に係る事項に関する注記)」に記載しております。 | |
| (2)デリバティブ取引 | |
| 「(デリバティブ取引に関する注記)」に記載しております。 | |
| (3)コール・ローン等の金銭債権及び金銭債務 | |
| 短期間で決済されるため、時価は帳簿価額と近似していることから、当該帳簿価額によっております。 | |
| 3.金融商品の時価等に関する事項についての補足説明 | 金融商品の時価の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額又は契約上の想定元本であり、当該金額自体がデリバティブ取引のリスクの大きさを示すものではありません。 |
| (関連当事者との取引に関する注記) |
| 該当事項はありません。 |
| (重要な後発事象に関する注記) |
| 該当事項はありません。 |
| (その他の注記) 元本の移動 |
| 区分 | 2024年 9月30日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2023年10月 3日 |
| 期首元本額 | 88,123,684,086円 |
| 期中追加設定元本額 | 20,138,995,592円 |
| 期中一部解約元本額 | 6,748,509,732円 |
| 期末元本額 | 101,514,169,946円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,071,420,403円 |
| グローバル・インカム&プラス(毎月決算型) | 452,358,519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) | 2,365,675,659円 |
| SBI資産設計オープン(分配型) | 8,948,036円 |
| SMT グローバル債券インデックス・オープン | 8,687,830,797円 |
| 世界経済インデックスファンド | 25,333,520,464円 |
| DCマイセレクション25 | 1,826,642,397円 |
| DCマイセレクション50 | 1,714,314,782円 |
| DCマイセレクション75 | 1,363,969,652円 |
| DC外国債券インデックス・オープン | 2,233,515,206円 |
| DCマイセレクションS25 | 1,153,422,993円 |
| DCマイセレクションS50 | 1,024,713,739円 |
| DCマイセレクションS75 | 672,024,120円 |
| DCターゲット・イヤー ファンド2025 | 7,221,340円 |
| DCターゲット・イヤー ファンド2035 | 101,194,414円 |
| DCターゲット・イヤー ファンド2045 | 56,961,913円 |
| DC世界経済インデックスファンド | 16,168,208,034円 |
| 外国債券インデックス・オープン(SMA専用) | 809,023,418円 |
| マイセレクション50VA1(適格機関投資家専用) | 853,506円 |
| マイセレクション75VA1(適格機関投資家専用) | 896,753円 |
| 外国債券インデックス・オープンVA1(適格機関投資家専用) | 7,656,771円 |
| バランス30VA1(適格機関投資家専用) | 19,369,052円 |
| バランス50VA1(適格機関投資家専用) | 33,407,728円 |
| バランス25VA2(適格機関投資家専用) | 48,891,546円 |
| バランス50VA2(適格機関投資家専用) | 50,766,246円 |
| バランスA(25)VA1(適格機関投資家専用) | 591,357,763円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 342,594,847円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,430,201,293円 |
| 世界バランスVA1(適格機関投資家専用) | 50,409,381円 |
| 世界バランスVA2(適格機関投資家専用) | 25,518,542円 |
| バランスD(35)VA1(適格機関投資家専用) | 315,973,374円 |
| バランスE(25)VA1(適格機関投資家専用) | 116,121,780円 |
| バランスF(25)VA1(適格機関投資家専用) | 160,460,126円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 616,536,441円 |
| グローバル債券ファンド・シリーズ1(適格機関投資家専用) | 1,465,307,140円 |
| グローバル・バランスファンド・シリーズ1 | 591,994,936円 |
| 外国債券ファンド・シリーズ1 | 757,633,144円 |
| 分散投資コア戦略ファンドA | 845,594,890円 |
| 分散投資コア戦略ファンドS | 1,606,006,912円 |
| DC世界経済インデックスファンド(株式シフト型) | 828,119,605円 |
| DC世界経済インデックスファンド(債券シフト型) | 4,573,100,640円 |
| 世界経済インデックスファンド(株式シフト型) | 224,795,739円 |
| 世界経済インデックスファンド(債券シフト型) | 105,543,406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) | 1,311,312,070円 |
| SMT インデックスバランス・オープン | 163,275,830円 |
| SMT 世界経済インデックス・オープン | 463,260,485円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 698,428,897円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 1,046,321,823円 |
| SMT 8資産インデックスバランス・オープン | 9,427,996円 |
| グローバル経済コア | 1,248,517,616円 |
| SBI資産設計オープン(つみたてNISA対応型) | 25,005,884円 |
| DCターゲット・イヤー ファンド2055 | 3,026,255円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 66,478,952円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 109,352,505円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 56,026,191円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 79,281,571円 |
| My SMT グローバル債券インデックス(ノーロード) | 945,450,550円 |
| 10資産分散投資ファンド | 35,877,631円 |
| グローバル10資産バランスファンド | 33,931,387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 | 109,829円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2040 | 22,194円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2045 | 117,856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 | 36,333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 | 27,812円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2060 | 21,345円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2065 | 37,014円 |
| DCマイセレクションS50(2024-2026リスク抑制型) | 2,140,704円 |
| FOFs用 外国債券インデックス・ファンドP(適格機関投資家専用) | 14,143,264,231円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 239,551,215円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 524,603,806円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 139,451,956円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2024年 9月30日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | 12,861,793,599 |
| 合計 | 12,861,793,599 |
| (注)当計算期間の損益に含まれた評価差額は、「外国債券インデックス マザーファンド」の期首日から本報告書における開示対象ファンドの期末日までの期間に対応する金額であります。 |
(デリバティブ取引に関する注記)
| 債券関連 |
| (2024年 9月30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 | 3,196,303,791 | - | 3,199,526,694 | 3,222,903 | |
| 合計 | 3,196,303,791 | - | 3,199,526,694 | 3,222,903 | |
| (注)1.時価の算定方法 |
| 債券先物取引の時価については、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場で評価しております。 |
| 2.債券先物取引の残高は、契約金額ベースで表示しております。 |
| 3.計算日又は計算日に知りうる直近の日のわが国の対顧客電信売買相場の仲値により邦貨換算しております。 |
| 4.契約額等には手数料相当額を含んでおりません。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
| 通貨関連 |
| (2024年 9月30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 | 3,881,111,523 | - | 3,889,176,502 | 8,064,979 | |
| アメリカドル | 1,859,249,985 | - | 1,855,797,750 | △3,452,235 | |
| カナダドル | 149,437,921 | - | 149,646,700 | 208,779 | |
| ユーロ | 1,192,962,684 | - | 1,197,033,600 | 4,070,916 | |
| イギリスポンド | 224,355,016 | - | 226,837,800 | 2,482,784 | |
| オフショア人民元 | 455,105,917 | - | 459,860,652 | 4,754,735 | |
| 合計 | 3,881,111,523 | - | 3,889,176,502 | 8,064,979 | |
| (注)時価の算定方法 |
| わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって、以下のように評価しております。 |
| ①計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されている場合は、当該為替予約は当該仲値によって評価しております。 |
| ②計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されていない場合は、発表されている先物相場のうち当該日に最も近い前後二つの先物相場の仲値をもとに計算したレートを用いております。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
附属明細表
| 第1 有価証券明細表 (1)株式 |
該当事項はありません。
| (2)株式以外の有価証券 |
| 種類 | 通貨 | 銘 柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | アメリカドル | T 0.25% 08/31/25 | 5,250,000.00 | 5,075,770.66 | |
| T 0.25% 09/30/25 | 3,000,000.00 | 2,893,080.42 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,463,734.38 | |||
| T 0.375% 01/31/26 | 8,000,000.00 | 7,654,531.28 | |||
| T 0.375% 07/31/27 | 16,100,000.00 | 14,757,599.54 | |||
| T 0.375% 09/30/27 | 2,440,000.00 | 2,225,260.94 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,883,984.36 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,836,562.48 | |||
| T 0.5% 02/28/26 | 4,500,000.00 | 4,303,476.54 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,723,806.62 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,234,902.33 | |||
| T 0.5% 06/30/27 | 6,960,000.00 | 6,417,473.42 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,276,642.21 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 6,847,851.60 | |||
| T 0.625% 03/31/27 | 7,500,000.00 | 6,987,304.65 | |||
| T 0.625% 05/15/30 | 9,100,000.00 | 7,752,773.39 | |||
| T 0.625% 07/31/26 | 10,800,000.00 | 10,236,375.00 | |||
| T 0.625% 08/15/30 | 11,950,000.00 | 10,104,518.59 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,286,474.60 | |||
| T 0.625% 12/31/27 | 9,600,000.00 | 8,761,125.02 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,770,195.27 | |||
| T 0.75% 03/31/26 | 6,000,000.00 | 5,747,109.36 | |||
| T 0.75% 04/30/26 | 9,500,000.00 | 9,080,292.94 | |||
| T 0.75% 05/31/26 | 4,000,000.00 | 3,815,703.12 | |||
| T 0.75% 08/31/26 | 9,630,000.00 | 9,130,631.82 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,632,968.72 | |||
| T 0.875% 09/30/26 | 2,900,000.00 | 2,751,658.21 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 9,518,441.46 | |||
| T 1.125% 02/15/31 | 4,080,000.00 | 3,520,912.50 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,392,656.24 | |||
| T 1.125% 05/15/40 | 1,710,000.00 | 1,135,246.29 | |||
| T 1.125% 08/15/40 | 5,200,000.00 | 3,422,453.11 | |||
| T 1.125% 08/31/28 | 12,030,000.00 | 10,986,538.49 | |||
| T 1.25% 03/31/28 | 8,480,000.00 | 7,855,925.00 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 7,397,500.00 | |||
| T 1.25% 05/15/50 | 5,550,000.00 | 2,987,894.55 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,536,640.64 | |||
| T 1.25% 06/30/28 | 9,000,000.00 | 8,291,074.23 | |||
| T 1.25% 08/15/31 | 9,230,000.00 | 7,909,316.77 | |||
| T 1.25% 09/30/28 | 9,500,000.00 | 8,703,447.23 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,669,140.66 | |||
| T 1.25% 12/31/26 | 7,130,000.00 | 6,783,805.06 | |||
| T 1.375% 08/15/50 | 5,700,000.00 | 3,158,712.91 | |||
| T 1.375% 10/31/28 | 3,520,000.00 | 3,235,993.76 | |||
| T 1.375% 11/15/31 | 12,580,000.00 | 10,813,640.18 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 4,090,781.28 | |||
| T 1.375% 12/31/28 | 8,680,000.00 | 7,956,101.54 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,729,531.28 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,827,422.82 | |||
| T 1.5% 08/15/26 | 15,500,000.00 | 14,919,960.86 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 6,920,068.35 | |||
| T 1.625% 02/15/26 | 5,600,000.00 | 5,444,578.10 | |||
| T 1.625% 05/15/26 | 10,770,000.00 | 10,430,071.87 | |||
| T 1.625% 05/15/31 | 10,980,000.00 | 9,712,153.12 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,192,597.69 | |||
| T 1.625% 10/31/26 | 12,300,000.00 | 11,827,699.18 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 4,080,568.36 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,589,920.33 | |||
| T 1.75% 01/31/29 | 10,200,000.00 | 9,483,011.70 | |||
| T 1.75% 08/15/41 | 7,080,000.00 | 5,043,670.29 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,756,367.18 | |||
| T 1.875% 02/15/32 | 11,720,000.00 | 10,385,476.53 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 5,821,621.07 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 4,157,484.40 | |||
| T 1.875% 02/28/27 | 6,500,000.00 | 6,255,234.37 | |||
| T 1.875% 02/28/29 | 8,470,000.00 | 7,909,027.91 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 5,033,083.56 | |||
| T 1.875% 11/15/51 | 3,300,000.00 | 2,066,689.44 | |||
| T 1% 07/31/28 | 13,000,000.00 | 11,837,363.33 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,513,375.00 | |||
| T 2.25% 02/15/27 | 5,550,000.00 | 5,390,220.71 | |||
| T 2.25% 02/15/52 | 4,300,000.00 | 2,948,103.52 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 7,345,605.45 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 5,030,725.00 | |||
| T 2.25% 08/15/27 | 7,530,000.00 | 7,274,685.93 | |||
| T 2.25% 08/15/46 | 1,640,000.00 | 1,180,607.80 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 3,830,126.96 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,325,148.43 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,368,952.15 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 4,303,750.00 | |||
| T 2.375% 03/31/29 | 4,900,000.00 | 4,668,876.94 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,549,015.61 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 11,359,163.88 | |||
| T 2.375% 05/15/29 | 6,010,000.00 | 5,721,003.50 | |||
| T 2.375% 05/15/51 | 7,450,000.00 | 5,282,224.62 | |||
| T 2.375% 11/15/49 | 4,100,000.00 | 2,929,017.57 | |||
| T 2.5% 02/15/45 | 2,810,000.00 | 2,159,089.85 | |||
| T 2.5% 02/15/46 | 2,450,000.00 | 1,862,095.69 | |||
| T 2.5% 03/31/27 | 7,100,000.00 | 6,932,484.37 | |||
| T 2.5% 05/15/46 | 1,450,000.00 | 1,098,601.56 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 4,624,230.06 | |||
| T 2.625% 02/15/29 | 7,740,000.00 | 7,463,204.28 | |||
| T 2.625% 05/31/27 | 2,400,000.00 | 2,346,562.51 | |||
| T 2.625% 07/31/29 | 15,200,000.00 | 14,597,640.56 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 5,739,747.67 | |||
| T 2.75% 02/15/28 | 8,550,000.00 | 8,345,935.52 | |||
| T 2.75% 04/30/27 | 5,450,000.00 | 5,349,302.74 | |||
| T 2.75% 05/31/29 | 5,700,000.00 | 5,512,189.44 | |||
| T 2.75% 08/15/32 | 12,900,000.00 | 12,095,513.68 | |||
| T 2.75% 08/15/42 | 7,100,000.00 | 5,874,972.67 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 3,176,481.46 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 6,824,980.09 | |||
| T 2.75% 11/15/42 | 6,020,000.00 | 4,956,623.46 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,386,267.57 | |||
| T 2.875% 04/30/29 | 3,300,000.00 | 3,211,054.70 | |||
| T 2.875% 05/15/28 | 10,060,000.00 | 9,843,474.19 | |||
| T 2.875% 05/15/32 | 10,100,000.00 | 9,579,613.25 | |||
| T 2.875% 05/15/43 | 5,050,000.00 | 4,212,015.62 | |||
| T 2.875% 05/15/49 | 6,080,000.00 | 4,823,268.74 | |||
| T 2.875% 05/15/52 | 10,800,000.00 | 8,499,937.50 | |||
| T 2.875% 08/15/28 | 13,220,000.00 | 12,916,869.49 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 1,879,890.62 | |||
| T 2.875% 11/15/46 | 940,000.00 | 759,710.93 | |||
| T 2.875% 11/30/25 | 9,000,000.00 | 8,906,132.79 | |||
| T 2% 02/15/50 | 2,750,000.00 | 1,802,216.79 | |||
| T 2% 08/15/51 | 7,850,000.00 | 5,085,021.50 | |||
| T 2% 11/15/26 | 6,320,000.00 | 6,121,018.71 | |||
| T 2% 11/15/41 | 6,200,000.00 | 4,580,128.91 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 928,429.68 | |||
| T 3.125% 02/15/43 | 3,800,000.00 | 3,301,250.00 | |||
| T 3.125% 05/15/48 | 4,780,000.00 | 3,988,779.31 | |||
| T 3.125% 08/15/44 | 1,840,000.00 | 1,576,937.50 | |||
| T 3.125% 08/31/27 | 6,150,000.00 | 6,087,298.84 | |||
| T 3.125% 08/31/29 | 7,150,000.00 | 7,021,383.79 | |||
| T 3.125% 11/15/28 | 10,410,000.00 | 10,256,086.47 | |||
| T 3.25% 05/15/42 | 4,150,000.00 | 3,705,090.82 | |||
| T 3.25% 06/30/29 | 6,500,000.00 | 6,424,208.96 | |||
| T 3.375% 05/15/33 | 13,630,000.00 | 13,298,301.13 | |||
| T 3.375% 05/15/44 | 3,910,000.00 | 3,491,507.80 | |||
| T 3.375% 08/15/42 | 2,300,000.00 | 2,084,644.53 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 4,614,416.00 | |||
| T 3.5% 01/31/30 | 4,000,000.00 | 3,992,500.00 | |||
| T 3.5% 02/15/33 | 11,200,000.00 | 11,042,281.26 | |||
| T 3.5% 02/15/39 | 770,000.00 | 738,448.04 | |||
| T 3.5% 04/30/30 | 3,500,000.00 | 3,491,660.16 | |||
| T 3.5% 09/15/25 | 2,900,000.00 | 2,888,148.33 | |||
| T 3.625% 02/15/44 | 4,890,000.00 | 4,534,519.93 | |||
| T 3.625% 02/15/53 | 9,550,000.00 | 8,725,566.45 | |||
| T 3.625% 05/15/53 | 2,300,000.00 | 2,103,332.03 | |||
| T 3.625% 08/15/43 | 4,700,000.00 | 4,372,468.75 | |||
| T 3.75% 04/15/26 | 6,570,000.00 | 6,579,495.68 | |||
| T 3.75% 06/30/30 | 3,000,000.00 | 3,029,414.07 | |||
| T 3.75% 11/15/43 | 6,130,000.00 | 5,794,765.62 | |||
| T 3.75% 12/31/30 | 6,160,000.00 | 6,215,825.00 | |||
| T 3.875% 01/15/26 | 6,500,000.00 | 6,511,679.72 | |||
| T 3.875% 02/15/43 | 2,500,000.00 | 2,422,558.60 | |||
| T 3.875% 08/15/33 | 11,070,000.00 | 11,198,861.66 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,435,471.68 | |||
| T 3.875% 09/30/29 | 3,540,000.00 | 3,595,381.63 | |||
| T 3.875% 11/30/29 | 8,130,000.00 | 8,260,842.18 | |||
| T 3% 02/15/47 | 3,920,000.00 | 3,227,875.00 | |||
| T 3% 02/15/48 | 1,000,000.00 | 817,148.44 | |||
| T 3% 02/15/49 | 1,000,000.00 | 813,476.56 | |||
| T 3% 05/15/42 | 2,450,000.00 | 2,114,369.13 | |||
| T 3% 05/15/45 | 700,000.00 | 585,210.93 | |||
| T 3% 05/15/47 | 1,710,000.00 | 1,406,074.21 | |||
| T 3% 08/15/48 | 3,250,000.00 | 2,646,909.16 | |||
| T 3% 08/15/52 | 5,200,000.00 | 4,200,218.77 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,162,408.32 | |||
| T 3% 10/31/25 | 5,000,000.00 | 4,955,664.05 | |||
| T 3% 11/15/44 | 2,800,000.00 | 2,348,281.26 | |||
| T 3% 11/15/45 | 2,300,000.00 | 1,917,625.00 | |||
| T 4.125% 03/31/29 | 3,350,000.00 | 3,435,712.89 | |||
| T 4.125% 07/31/31 | 3,500,000.00 | 3,609,921.87 | |||
| T 4.125% 08/15/53 | 4,300,000.00 | 4,302,351.58 | |||
| T 4.125% 08/31/30 | 9,200,000.00 | 9,469,531.29 | |||
| T 4.125% 10/31/27 | 3,100,000.00 | 3,156,792.96 | |||
| T 4.125% 11/15/32 | 8,000,000.00 | 8,256,718.72 | |||
| T 4.25% 02/15/54 | 10,550,000.00 | 10,797,265.62 | |||
| T 4.25% 02/28/31 | 9,000,000.00 | 9,337,851.54 | |||
| T 4.25% 05/15/39 | 900,000.00 | 934,417.97 | |||
| T 4.25% 10/15/25 | 6,900,000.00 | 6,926,736.39 | |||
| T 4.25% 11/15/40 | 740,000.00 | 765,264.05 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,057,968.75 | |||
| T 4.375% 05/15/34 | 3,310,000.00 | 3,478,344.54 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 1,995,148.42 | |||
| T 4.375% 05/15/41 | 650,000.00 | 681,255.86 | |||
| T 4.375% 07/15/27 | 800,000.00 | 818,531.24 | |||
| T 4.375% 08/15/26 | 6,000,000.00 | 6,085,078.14 | |||
| T 4.375% 08/15/43 | 1,500,000.00 | 1,549,130.86 | |||
| T 4.375% 08/31/28 | 14,150,000.00 | 14,596,885.72 | |||
| T 4.375% 11/15/39 | 960,000.00 | 1,008,581.25 | |||
| T 4.375% 11/30/30 | 4,500,000.00 | 4,695,468.75 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,172,771.87 | |||
| T 4.5% 04/15/27 | 9,150,000.00 | 9,368,563.48 | |||
| T 4.5% 05/15/38 | 550,000.00 | 588,435.54 | |||
| T 4.5% 07/15/26 | 10,000,000.00 | 10,154,492.20 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,810,898.44 | |||
| T 4.5% 11/15/33 | 9,270,000.00 | 9,821,854.68 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,488,944.52 | |||
| T 4.625% 04/30/31 | 7,070,000.00 | 7,492,681.07 | |||
| T 4.625% 05/15/54 | 3,900,000.00 | 4,248,562.50 | |||
| T 4.625% 09/30/30 | 3,010,000.00 | 3,179,959.16 | |||
| T 4.625% 10/15/26 | 9,520,000.00 | 9,717,093.70 | |||
| T 4.75% 02/15/41 | 750,000.00 | 820,869.14 | |||
| T 4.75% 11/15/53 | 3,880,000.00 | 4,305,511.71 | |||
| T 4.875% 05/31/26 | 3,400,000.00 | 3,467,734.39 | |||
| T 4.875% 10/31/30 | 4,960,000.00 | 5,310,493.73 | |||
| T 4% 01/15/27 | 7,200,000.00 | 7,273,265.61 | |||
| T 4% 02/15/26 | 6,500,000.00 | 6,525,898.47 | |||
| T 4% 02/15/34 | 11,600,000.00 | 11,838,343.80 | |||
| T 4% 02/28/30 | 1,350,000.00 | 1,380,005.85 | |||
| T 4% 07/31/30 | 3,980,000.00 | 4,070,638.29 | |||
| T 4% 10/31/29 | 6,550,000.00 | 6,691,490.21 | |||
| T 4% 11/15/52 | 7,400,000.00 | 7,233,789.04 | |||
| T 5.0% 05/15/37 | 400,000.00 | 448,718.75 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,388,257.80 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,154,978.52 | |||
| T 5% 08/31/25 | 6,750,000.00 | 6,812,147.99 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 1,756,810.54 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,563,904.30 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,194,292.97 | |||
| アメリカドル 小計 | 1,226,690,000.00 | 1,138,175,694.23 | |||
| (162,451,816,837) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 1,340,000.00 | 1,289,218.78 | ||
| CAN 0.5% 12/01/30 | 2,320,000.00 | 2,023,355.89 | |||
| CAN 1.25% 03/01/27 | 1,880,000.00 | 1,813,663.48 | |||
| CAN 1.25% 06/01/30 | 3,950,000.00 | 3,638,098.91 | |||
| CAN 1.5% 06/01/26 | 910,000.00 | 889,357.66 | |||
| CAN 1.5% 06/01/31 | 3,300,000.00 | 3,038,172.34 | |||
| CAN 1.5% 12/01/31 | 3,620,000.00 | 3,308,059.38 | |||
| CAN 1.75% 12/01/53 | 2,920,000.00 | 2,152,051.38 | |||
| CAN 1% 06/01/27 | 810,000.00 | 775,534.11 | |||
| CAN 1% 09/01/26 | 1,530,000.00 | 1,477,971.06 | |||
| CAN 2.25% 06/01/29 | 240,000.00 | 236,046.38 | |||
| CAN 2.5% 12/01/32 | 2,300,000.00 | 2,237,464.17 | |||
| CAN 2.75% 06/01/33 | 1,200,000.00 | 1,186,875.21 | |||
| CAN 2.75% 09/01/27 | 1,600,000.00 | 1,599,770.51 | |||
| CAN 2.75% 12/01/48 | 980,000.00 | 917,279.02 | |||
| CAN 2.75% 12/01/55 | 1,990,000.00 | 1,839,446.27 | |||
| CAN 2.75% 12/01/64 | 620,000.00 | 576,620.49 | |||
| CAN 2% 06/01/28 | 410,000.00 | 400,451.75 | |||
| CAN 2% 06/01/32 | 1,520,000.00 | 1,430,373.33 | |||
| CAN 2% 12/01/51 | 3,750,000.00 | 2,968,955.32 | |||
| CAN 3.25% 09/01/28 | 1,890,000.00 | 1,927,265.86 | |||
| CAN 3.25% 12/01/33 | 2,370,000.00 | 2,432,089.84 | |||
| CAN 3.25% 12/01/34 | 1,140,000.00 | 1,166,936.34 | |||
| CAN 3.5% 03/01/28 | 1,160,000.00 | 1,189,466.40 | |||
| CAN 3.5% 09/01/29 | 2,360,000.00 | 2,443,215.55 | |||
| CAN 3.5% 12/01/45 | 960,000.00 | 1,017,020.64 | |||
| CAN 3% 04/01/26 | 1,340,000.00 | 1,339,253.33 | |||
| CAN 3% 06/01/34 | 2,620,000.00 | 2,631,190.88 | |||
| CAN 3% 10/01/25 | 3,290,000.00 | 3,282,095.93 | |||
| CAN 4.0% 06/01/41 | 740,000.00 | 827,934.41 | |||
| CAN 4.5% 02/01/26 | 300,000.00 | 305,428.59 | |||
| CAN 4.5% 11/01/25 | 1,580,000.00 | 1,601,159.32 | |||
| CAN 4% 03/01/29 | 2,180,000.00 | 2,295,626.06 | |||
| CAN 4% 05/01/26 | 2,250,000.00 | 2,283,594.02 | |||
| CAN 4% 08/01/26 | 1,490,000.00 | 1,518,853.13 | |||
| CAN 5.75% 06/01/29 | 1,490,000.00 | 1,691,155.00 | |||
| CAN 5.75% 06/01/33 | 1,620,000.00 | 1,967,066.12 | |||
| CAN 5% 06/01/37 | 490,000.00 | 591,155.69 | |||
| カナダドル 小計 | 66,460,000.00 | 64,309,272.55 | |||
| (6,789,129,903) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 9,005,237.73 | ||
| MBONO 5.5% 03/04/27 | 33,260,000.00 | 30,707,125.04 | |||
| MBONO 5.75% 03/05/26 | 46,850,000.00 | 44,500,806.07 | |||
| MBONO 7.5% 05/26/33 | 30,430,000.00 | 27,355,352.80 | |||
| MBONO 7.5% 06/03/27 | 33,800,000.00 | 32,544,624.05 | |||
| MBONO 7.75% 05/29/31 | 38,870,000.00 | 36,248,673.66 | |||
| MBONO 7.75% 11/13/42 | 32,960,000.00 | 27,771,560.39 | |||
| MBONO 7.75% 11/23/34 | 18,410,000.00 | 16,584,981.89 | |||
| MBONO 7% 09/03/26 | 14,580,000.00 | 13,966,619.40 | |||
| MBONO 8.5% 03/01/29 | 25,020,000.00 | 24,440,536.80 | |||
| MBONO 8.5% 05/31/29 | 32,230,000.00 | 31,486,084.86 | |||
| MBONO 8.5% 11/18/38 | 21,430,000.00 | 19,872,719.40 | |||
| MBONO 8% 07/31/53 | 25,920,000.00 | 21,936,697.60 | |||
| MBONO 8% 11/07/47 | 24,600,000.00 | 21,003,654.41 | |||
| メキシコペソ 小計 | 386,910,000.00 | 357,424,674.10 | |||
| (2,590,006,415) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,420,000.00 | 1,249,130.60 | ||
| BGB 0.35% 06/22/32 | 1,220,000.00 | 1,030,541.32 | |||
| BGB 0.4% 06/22/40 | 660,000.00 | 437,369.46 | |||
| BGB 0.65% 06/22/71 | 530,000.00 | 224,243.00 | |||
| BGB 0.8% 06/22/27 | 1,510,000.00 | 1,455,280.24 | |||
| BGB 0.8% 06/22/28 | 1,600,000.00 | 1,519,027.60 | |||
| BGB 0.9% 06/22/29 | 1,790,000.00 | 1,678,941.68 | |||
| BGB 0% 10/22/27 | 900,000.00 | 841,654.34 | |||
| BGB 0% 10/22/31 | 1,460,000.00 | 1,226,243.63 | |||
| BGB 1.25% 04/22/33 | 1,310,000.00 | 1,178,100.35 | |||
| BGB 1.4% 06/22/53 | 1,050,000.00 | 670,417.65 | |||
| BGB 1.45% 06/22/37 | 800,000.00 | 672,600.33 | |||
| BGB 1.6% 06/22/47 | 950,000.00 | 694,288.50 | |||
| BGB 1.7% 06/22/50 | 1,100,000.00 | 789,957.57 | |||
| BGB 1.9% 06/22/38 | 1,020,000.00 | 891,115.16 | |||
| BGB 1% 06/22/26 | 1,560,000.00 | 1,528,339.41 | |||
| BGB 1% 06/22/31 | 1,770,000.00 | 1,610,681.41 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 654,529.14 | |||
| BGB 2.25% 06/22/57 | 670,000.00 | 518,219.54 | |||
| BGB 2.7% 10/22/29 | 610,000.00 | 620,259.59 | |||
| BGB 2.75% 04/22/39 | 730,000.00 | 703,392.92 | |||
| BGB 2.85% 10/22/34 | 1,110,000.00 | 1,118,190.13 | |||
| BGB 3.3% 06/22/54 | 1,020,000.00 | 995,320.08 | |||
| BGB 3.45% 06/22/43 | 440,000.00 | 453,340.80 | |||
| BGB 3.5% 06/22/55 | 690,000.00 | 695,185.35 | |||
| BGB 3.75% 06/22/45 | 930,000.00 | 996,667.14 | |||
| BGB 3% 06/22/33 | 1,450,000.00 | 1,489,867.75 | |||
| BGB 3% 06/22/34 | 1,030,000.00 | 1,054,494.63 | |||
| BGB 4.25% 03/28/41 | 1,680,000.00 | 1,913,540.16 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,176,804.90 | |||
| BGB 4% 03/28/32 | 880,000.00 | 964,363.84 | |||
| BGB 5.5% 03/28/28 | 2,040,000.00 | 2,261,100.30 | |||
| BGB 5% 03/28/35 | 1,810,000.00 | 2,164,054.10 | |||
| BKO 2.5% 03/19/26 | 1,110,000.00 | 1,114,488.50 | |||
| BKO 2.7% 09/17/26 | 2,650,000.00 | 2,680,872.50 | |||
| BKO 2.9% 06/18/26 | 730,000.00 | 739,125.00 | |||
| BKO 3.1% 09/18/25 | 1,360,000.00 | 1,368,119.20 | |||
| BKO 3.1% 12/12/25 | 1,820,000.00 | 1,836,324.49 | |||
| BTPS 0.25% 03/15/28 | 2,030,000.00 | 1,880,386.50 | |||
| BTPS 0.45% 02/15/29 | 1,640,000.00 | 1,493,548.00 | |||
| BTPS 0.5% 02/01/26 | 1,910,000.00 | 1,860,246.88 | |||
| BTPS 0.5% 07/15/28 | 1,300,000.00 | 1,205,475.34 | |||
| BTPS 0.6% 08/01/31 | 1,960,000.00 | 1,674,589.26 | |||
| BTPS 0.85% 01/15/27 | 2,340,000.00 | 2,261,192.40 | |||
| BTPS 0.9% 04/01/31 | 2,920,000.00 | 2,570,067.20 | |||
| BTPS 0.95% 03/01/37 | 1,320,000.00 | 978,884.28 | |||
| BTPS 0.95% 06/01/32 | 2,320,000.00 | 1,987,755.12 | |||
| BTPS 0.95% 08/01/30 | 1,180,000.00 | 1,059,989.57 | |||
| BTPS 0.95% 09/15/27 | 1,640,000.00 | 1,571,732.54 | |||
| BTPS 0.95% 12/01/31 | 2,140,000.00 | 1,858,503.33 | |||
| BTPS 0% 04/01/26 | 2,240,000.00 | 2,160,446.01 | |||
| BTPS 0% 08/01/26 | 3,230,000.00 | 3,093,126.10 | |||
| BTPS 1.1% 04/01/27 | 2,350,000.00 | 2,276,083.10 | |||
| BTPS 1.25% 12/01/26 | 1,670,000.00 | 1,631,495.62 | |||
| BTPS 1.35% 04/01/30 | 2,250,000.00 | 2,085,674.62 | |||
| BTPS 1.45% 03/01/36 | 1,730,000.00 | 1,403,479.80 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 837,887.50 | |||
| BTPS 1.6% 06/01/26 | 1,080,000.00 | 1,066,192.25 | |||
| BTPS 1.65% 03/01/32 | 2,430,000.00 | 2,210,340.15 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,359,736.20 | |||
| BTPS 1.7% 09/01/51 | 1,520,000.00 | 969,503.50 | |||
| BTPS 1.8% 03/01/41 | 960,000.00 | 726,961.20 | |||
| BTPS 2.05% 08/01/27 | 1,280,000.00 | 1,267,550.72 | |||
| BTPS 2.1% 07/15/26 | 1,440,000.00 | 1,432,762.20 | |||
| BTPS 2.15% 03/01/72 | 690,000.00 | 436,826.92 | |||
| BTPS 2.15% 09/01/52 | 1,020,000.00 | 709,524.24 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,269,295.40 | |||
| BTPS 2.25% 09/01/36 | 1,650,000.00 | 1,451,003.40 | |||
| BTPS 2.45% 09/01/33 | 1,510,000.00 | 1,424,547.59 | |||
| BTPS 2.45% 09/01/50 | 1,380,000.00 | 1,048,023.75 | |||
| BTPS 2.5% 11/15/25 | 1,660,000.00 | 1,659,985.89 | |||
| BTPS 2.5% 12/01/32 | 2,520,000.00 | 2,409,929.55 | |||
| BTPS 2.65% 12/01/27 | 1,760,000.00 | 1,771,092.75 | |||
| BTPS 2.7% 03/01/47 | 1,110,000.00 | 913,522.78 | |||
| BTPS 2.8% 03/01/67 | 950,000.00 | 726,824.64 | |||
| BTPS 2.8% 06/15/29 | 2,610,000.00 | 2,622,098.65 | |||
| BTPS 2.8% 12/01/28 | 1,420,000.00 | 1,432,988.31 | |||
| BTPS 2.95% 02/15/27 | 860,000.00 | 870,073.34 | |||
| BTPS 2.95% 09/01/38 | 1,380,000.00 | 1,273,336.35 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,226,870.09 | |||
| BTPS 2% 12/01/25 | 3,220,000.00 | 3,201,626.68 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,309,738.42 | |||
| BTPS 3.2% 01/28/26 | 2,000,000.00 | 2,015,923.00 | |||
| BTPS 3.25% 03/01/38 | 2,080,000.00 | 1,990,060.80 | |||
| BTPS 3.25% 09/01/46 | 2,270,000.00 | 2,053,476.05 | |||
| BTPS 3.35% 03/01/35 | 2,330,000.00 | 2,321,454.72 | |||
| BTPS 3.35% 07/01/29 | 1,600,000.00 | 1,643,833.12 | |||
| BTPS 3.4% 04/01/28 | 2,000,000.00 | 2,058,020.40 | |||
| BTPS 3.45% 03/01/48 | 1,820,000.00 | 1,688,151.92 | |||
| BTPS 3.5% 01/15/26 | 1,840,000.00 | 1,861,398.28 | |||
| BTPS 3.5% 02/15/31 | 2,440,000.00 | 2,514,229.92 | |||
| BTPS 3.5% 03/01/30 | 2,360,000.00 | 2,449,809.80 | |||
| BTPS 3.7% 06/15/30 | 1,730,000.00 | 1,804,050.92 | |||
| BTPS 3.8% 04/15/26 | 1,870,000.00 | 1,906,671.63 | |||
| BTPS 3.8% 08/01/28 | 1,760,000.00 | 1,837,473.79 | |||
| BTPS 3.85% 07/01/34 | 1,480,000.00 | 1,541,207.17 | |||
| BTPS 3.85% 09/01/49 | 1,580,000.00 | 1,550,206.09 | |||
| BTPS 3.85% 09/15/26 | 860,000.00 | 883,055.31 | |||
| BTPS 3.85% 12/15/29 | 2,860,000.00 | 3,007,933.50 | |||
| BTPS 3% 08/01/29 | 1,150,000.00 | 1,166,017.77 | |||
| BTPS 4.1% 02/01/29 | 1,140,000.00 | 1,206,406.36 | |||
| BTPS 4.15% 10/01/39 | 1,010,000.00 | 1,053,794.00 | |||
| BTPS 4.2% 03/01/34 | 1,920,000.00 | 2,058,744.96 | |||
| BTPS 4.35% 11/01/33 | 2,090,000.00 | 2,269,221.68 | |||
| BTPS 4.4% 05/01/33 | 1,060,000.00 | 1,156,760.29 | |||
| BTPS 4.45% 09/01/43 | 1,560,000.00 | 1,669,182.99 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,137,878.08 | |||
| BTPS 4.5% 10/01/53 | 1,510,000.00 | 1,616,045.79 | |||
| BTPS 4.75% 09/01/28 | 2,630,000.00 | 2,841,452.00 | |||
| BTPS 4.75% 09/01/44 | 1,850,000.00 | 2,064,742.45 | |||
| BTPS 4% 02/01/37 | 3,070,000.00 | 3,228,495.50 | |||
| BTPS 4% 04/30/35 | 880,000.00 | 929,009.84 | |||
| BTPS 4% 10/30/31 | 1,250,000.00 | 1,331,631.25 | |||
| BTPS 4% 11/15/30 | 2,310,000.00 | 2,447,185.12 | |||
| BTPS 5.0% 08/01/39 | 2,680,000.00 | 3,056,769.14 | |||
| BTPS 5.25% 11/01/29 | 3,350,000.00 | 3,753,675.00 | |||
| BTPS 5.75% 02/01/33 | 2,280,000.00 | 2,703,666.63 | |||
| BTPS 5% 08/01/34 | 2,830,000.00 | 3,226,553.75 | |||
| BTPS 5% 09/01/40 | 2,740,000.00 | 3,125,376.89 | |||
| BTPS 6.5% 11/01/27 | 2,700,000.00 | 3,025,690.74 | |||
| BTPS 6% 05/01/31 | 1,140,000.00 | 1,349,465.53 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,538,513.90 | |||
| DBR 0.25% 02/15/27 | 2,490,000.00 | 2,393,869.18 | |||
| DBR 0.25% 02/15/29 | 1,970,000.00 | 1,837,522.42 | |||
| DBR 0.25% 08/15/28 | 2,090,000.00 | 1,964,991.87 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 2,933,591.25 | |||
| DBR 0.5% 02/15/28 | 1,360,000.00 | 1,299,601.04 | |||
| DBR 0.5% 08/15/27 | 350,000.00 | 336,637.52 | |||
| DBR 0% 02/15/30 | 1,260,000.00 | 1,138,201.90 | |||
| DBR 0% 02/15/31 | 1,660,000.00 | 1,470,217.18 | |||
| DBR 0% 02/15/32 | 3,100,000.00 | 2,684,645.25 | |||
| DBR 0% 05/15/35 | 2,380,000.00 | 1,890,011.86 | |||
| DBR 0% 05/15/36 | 2,430,000.00 | 1,875,576.06 | |||
| DBR 0% 08/15/26 | 2,920,000.00 | 2,813,184.93 | |||
| DBR 0% 08/15/29 | 2,950,000.00 | 2,691,793.13 | |||
| DBR 0% 08/15/30 | 2,350,000.00 | 2,103,327.86 | |||
| DBR 0% 08/15/30 | 1,480,000.00 | 1,324,933.00 | |||
| DBR 0% 08/15/31 | 3,990,000.00 | 3,494,905.63 | |||
| DBR 0% 08/15/50 | 5,040,000.00 | 2,699,184.69 | |||
| DBR 0% 08/15/52 | 3,020,000.00 | 1,541,585.40 | |||
| DBR 0% 11/15/27 | 2,820,000.00 | 2,658,143.28 | |||
| DBR 0% 11/15/28 | 1,990,000.00 | 1,843,327.05 | |||
| DBR 1.25% 08/15/48 | 3,520,000.00 | 2,754,523.20 | |||
| DBR 1.7% 08/15/32 | 2,600,000.00 | 2,545,383.15 | |||
| DBR 1.8% 08/15/53 | 3,700,000.00 | 3,195,199.75 | |||
| DBR 1% 05/15/38 | 2,360,000.00 | 1,991,414.93 | |||
| DBR 2.1% 11/15/29 | 3,430,000.00 | 3,453,365.84 | |||
| DBR 2.2% 02/15/34 | 2,900,000.00 | 2,923,503.89 | |||
| DBR 2.3% 02/15/33 | 4,320,000.00 | 4,408,629.98 | |||
| DBR 2.4% 11/15/30 | 2,000,000.00 | 2,046,853.58 | |||
| DBR 2.5% 07/04/44 | 2,930,000.00 | 2,941,075.98 | |||
| DBR 2.5% 08/15/46 | 3,010,000.00 | 3,020,994.02 | |||
| DBR 2.5% 08/15/54 | 1,540,000.00 | 1,549,966.10 | |||
| DBR 2.6% 05/15/41 | 300,000.00 | 306,273.66 | |||
| DBR 2.6% 08/15/33 | 2,890,000.00 | 3,013,817.42 | |||
| DBR 2.6% 08/15/34 | 1,350,000.00 | 1,404,959.31 | |||
| DBR 3.25% 07/04/42 | 2,030,000.00 | 2,261,230.19 | |||
| DBR 4.0% 01/04/37 | 2,570,000.00 | 3,033,531.62 | |||
| DBR 4.25% 07/04/39 | 1,810,000.00 | 2,222,501.17 | |||
| DBR 4.75% 07/04/28 | 1,430,000.00 | 1,575,804.23 | |||
| DBR 4.75% 07/04/34 | 2,500,000.00 | 3,073,961.24 | |||
| DBR 4.75% 07/04/40 | 2,060,000.00 | 2,685,081.65 | |||
| DBR 5.5% 01/04/31 | 3,100,000.00 | 3,732,818.50 | |||
| DBR 5.625% 01/04/28 | 2,810,000.00 | 3,135,473.02 | |||
| DBR 6.25% 01/04/30 | 1,570,000.00 | 1,901,924.69 | |||
| DBR 6.5% 07/04/27 | 2,690,000.00 | 3,013,517.69 | |||
| FRTR 0.25% 11/25/26 | 3,700,000.00 | 3,542,227.37 | |||
| FRTR 0.5% 05/25/26 | 4,500,000.00 | 4,369,825.93 | |||
| FRTR 0.5% 05/25/29 | 4,260,000.00 | 3,896,000.04 | |||
| FRTR 0.5% 05/25/40 | 2,690,000.00 | 1,791,700.56 | |||
| FRTR 0.5% 05/25/72 | 1,290,000.00 | 469,264.09 | |||
| FRTR 0.5% 06/25/44 | 2,030,000.00 | 1,207,546.51 | |||
| FRTR 0.75% 02/25/28 | 5,200,000.00 | 4,929,377.69 | |||
| FRTR 0.75% 05/25/28 | 6,860,000.00 | 6,475,754.24 | |||
| FRTR 0.75% 05/25/52 | 2,940,000.00 | 1,539,767.67 | |||
| FRTR 0.75% 05/25/53 | 3,040,000.00 | 1,551,899.48 | |||
| FRTR 0.75% 11/25/28 | 4,550,000.00 | 4,253,192.12 | |||
| FRTR 0% 02/25/26 | 4,020,000.00 | 3,890,867.55 | |||
| FRTR 0% 02/25/27 | 4,000,000.00 | 3,786,574.98 | |||
| FRTR 0% 05/25/32 | 3,780,000.00 | 3,084,026.40 | |||
| FRTR 0% 11/25/29 | 4,820,000.00 | 4,245,789.77 | |||
| FRTR 0% 11/25/30 | 6,120,000.00 | 5,237,032.37 | |||
| FRTR 0% 11/25/31 | 5,340,000.00 | 4,429,433.88 | |||
| FRTR 1.25% 05/25/34 | 5,510,000.00 | 4,761,314.97 | |||
| FRTR 1.25% 05/25/36 | 4,450,000.00 | 3,681,607.37 | |||
| FRTR 1.25% 05/25/38 | 2,920,000.00 | 2,304,931.20 | |||
| FRTR 1.5% 05/25/31 | 5,280,000.00 | 4,932,212.41 | |||
| FRTR 1.5% 05/25/50 | 3,050,000.00 | 2,045,297.97 | |||
| FRTR 1.75% 05/25/66 | 1,680,000.00 | 1,064,444.64 | |||
| FRTR 1.75% 06/25/39 | 3,570,000.00 | 2,977,942.27 | |||
| FRTR 1% 05/25/27 | 4,970,000.00 | 4,803,637.94 | |||
| FRTR 1% 11/25/25 | 4,200,000.00 | 4,131,466.50 | |||
| FRTR 2.5% 05/25/30 | 5,570,000.00 | 5,563,744.05 | |||
| FRTR 2.5% 05/25/43 | 1,910,000.00 | 1,686,847.06 | |||
| FRTR 2.5% 09/24/26 | 3,690,000.00 | 3,702,905.77 | |||
| FRTR 2.5% 09/24/27 | 1,100,000.00 | 1,105,023.92 | |||
| FRTR 2.75% 02/25/29 | 4,840,000.00 | 4,896,027.84 | |||
| FRTR 2.75% 02/25/30 | 2,170,000.00 | 2,191,721.26 | |||
| FRTR 2.75% 10/25/27 | 5,460,000.00 | 5,526,557.40 | |||
| FRTR 2% 05/25/48 | 2,860,000.00 | 2,206,830.34 | |||
| FRTR 2% 11/25/32 | 2,900,000.00 | 2,742,786.12 | |||
| FRTR 3.25% 05/25/45 | 2,860,000.00 | 2,811,135.47 | |||
| FRTR 3.25% 05/25/55 | 870,000.00 | 819,078.37 | |||
| FRTR 3.5% 04/25/26 | 4,730,000.00 | 4,813,862.90 | |||
| FRTR 3.5% 11/25/33 | 4,100,000.00 | 4,314,694.45 | |||
| FRTR 3% 05/25/33 | 4,210,000.00 | 4,274,554.87 | |||
| FRTR 3% 05/25/54 | 2,450,000.00 | 2,208,028.20 | |||
| FRTR 3% 06/25/49 | 770,000.00 | 714,791.00 | |||
| FRTR 3% 11/25/34 | 250,000.00 | 251,552.50 | |||
| FRTR 4.5% 04/25/41 | 3,490,000.00 | 4,037,389.05 | |||
| FRTR 4.75% 04/25/35 | 3,460,000.00 | 4,026,229.00 | |||
| FRTR 4% 04/25/55 | 2,540,000.00 | 2,751,232.75 | |||
| FRTR 4% 04/25/60 | 1,970,000.00 | 2,152,353.05 | |||
| FRTR 4% 10/25/38 | 2,140,000.00 | 2,341,712.12 | |||
| FRTR 5.5% 04/25/29 | 5,920,000.00 | 6,681,037.31 | |||
| FRTR 5.75% 10/25/32 | 4,370,000.00 | 5,311,263.04 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 1,969,039.73 | |||
| IRISH 0.2% 05/15/27 | 670,000.00 | 638,488.22 | |||
| IRISH 0.2% 10/18/30 | 910,000.00 | 807,788.90 | |||
| IRISH 0.35% 10/18/32 | 450,000.00 | 385,402.50 | |||
| IRISH 0.4% 05/15/35 | 690,000.00 | 552,966.00 | |||
| IRISH 0.55% 04/22/41 | 410,000.00 | 290,789.42 | |||
| IRISH 0.9% 05/15/28 | 770,000.00 | 738,987.09 | |||
| IRISH 0% 10/18/31 | 1,120,000.00 | 955,167.36 | |||
| IRISH 1.1% 05/15/29 | 980,000.00 | 934,474.83 | |||
| IRISH 1.3% 05/15/33 | 430,000.00 | 394,673.67 | |||
| IRISH 1.35% 03/18/31 | 370,000.00 | 349,986.23 | |||
| IRISH 1.5% 05/15/50 | 800,000.00 | 609,694.80 | |||
| IRISH 1.7% 05/15/37 | 740,000.00 | 664,708.70 | |||
| IRISH 1% 05/15/26 | 1,000,000.00 | 981,387.50 | |||
| IRISH 2.4% 05/15/30 | 930,000.00 | 939,035.88 | |||
| IRISH 2.6% 10/18/34 | 200,000.00 | 201,836.24 | |||
| IRISH 2% 02/18/45 | 1,010,000.00 | 879,760.50 | |||
| IRISH 3% 10/18/43 | 370,000.00 | 381,563.61 | |||
| NETHER 0.25% 07/15/29 | 950,000.00 | 869,432.40 | |||
| NETHER 0.5% 01/15/40 | 1,470,000.00 | 1,077,433.56 | |||
| NETHER 0.5% 07/15/26 | 1,750,000.00 | 1,701,201.95 | |||
| NETHER 0.5% 07/15/32 | 1,300,000.00 | 1,135,352.97 | |||
| NETHER 0.75% 07/15/27 | 1,060,000.00 | 1,022,665.47 | |||
| NETHER 0.75% 07/15/28 | 960,000.00 | 913,355.52 | |||
| NETHER 0% 01/15/26 | 1,190,000.00 | 1,156,352.75 | |||
| NETHER 0% 01/15/27 | 1,730,000.00 | 1,650,895.75 | |||
| NETHER 0% 01/15/29 | 1,770,000.00 | 1,617,647.25 | |||
| NETHER 0% 01/15/38 | 1,390,000.00 | 983,543.15 | |||
| NETHER 0% 01/15/52 | 1,740,000.00 | 860,132.00 | |||
| NETHER 0% 07/15/30 | 1,350,000.00 | 1,190,793.15 | |||
| NETHER 0% 07/15/31 | 1,370,000.00 | 1,178,764.65 | |||
| NETHER 2.5% 01/15/30 | 1,210,000.00 | 1,228,966.75 | |||
| NETHER 2.5% 01/15/33 | 1,550,000.00 | 1,569,649.04 | |||
| NETHER 2.5% 07/15/33 | 1,170,000.00 | 1,181,999.75 | |||
| NETHER 2.5% 07/15/34 | 1,090,000.00 | 1,096,993.44 | |||
| NETHER 2.75% 01/15/47 | 1,900,000.00 | 1,921,021.02 | |||
| NETHER 2% 01/15/54 | 1,160,000.00 | 1,000,375.59 | |||
| NETHER 3.25% 01/15/44 | 840,000.00 | 909,691.09 | |||
| NETHER 3.75% 01/15/42 | 1,700,000.00 | 1,948,854.50 | |||
| NETHER 4% 01/15/37 | 1,660,000.00 | 1,906,561.79 | |||
| NETHER 5.5% 01/15/28 | 1,600,000.00 | 1,771,236.47 | |||
| OBL 0% 04/10/26 | 3,070,000.00 | 2,974,403.08 | |||
| OBL 0% 04/16/27 | 1,830,000.00 | 1,742,551.15 | |||
| OBL 0% 10/09/26 | 2,680,000.00 | 2,573,995.69 | |||
| OBL 0% 10/10/25 | 4,000,000.00 | 3,905,953.06 | |||
| OBL 1.3% 10/15/27 | 3,550,000.00 | 3,487,545.73 | |||
| OBL 2.1% 04/12/29 | 2,780,000.00 | 2,797,019.71 | |||
| OBL 2.2% 04/13/28 | 870,000.00 | 877,913.52 | |||
| OBL 2.4% 10/19/28 | 4,270,000.00 | 4,346,360.41 | |||
| RAGB 0.25% 10/20/36 | 720,000.00 | 532,862.10 | |||
| RAGB 0.5% 02/20/29 | 1,800,000.00 | 1,669,403.24 | |||
| RAGB 0.5% 04/20/27 | 1,490,000.00 | 1,430,396.27 | |||
| RAGB 0.7% 04/20/71 | 420,000.00 | 195,932.10 | |||
| RAGB 0.75% 02/20/28 | 880,000.00 | 838,869.68 | |||
| RAGB 0.75% 03/20/51 | 780,000.00 | 464,154.99 | |||
| RAGB 0.75% 10/20/26 | 1,480,000.00 | 1,439,300.00 | |||
| RAGB 0.85% 06/30/20 | 230,000.00 | 106,783.82 | |||
| RAGB 0.9% 02/20/32 | 1,120,000.00 | 999,565.34 | |||
| RAGB 0% 02/20/30 | 1,480,000.00 | 1,305,330.40 | |||
| RAGB 0% 02/20/31 | 1,670,000.00 | 1,431,458.20 | |||
| RAGB 0% 10/20/28 | 880,000.00 | 804,576.51 | |||
| RAGB 0% 10/20/40 | 650,000.00 | 407,774.25 | |||
| RAGB 1.2% 10/20/25 | 1,190,000.00 | 1,174,780.49 | |||
| RAGB 1.5% 02/20/47 | 1,080,000.00 | 814,922.10 | |||
| RAGB 1.5% 11/02/86 | 400,000.00 | 247,374.99 | |||
| RAGB 1.85% 05/23/49 | 660,000.00 | 526,945.32 | |||
| RAGB 2.1% 09/20/17 | 650,000.00 | 509,363.76 | |||
| RAGB 2.4% 05/23/34 | 930,000.00 | 910,623.83 | |||
| RAGB 2.9% 02/20/33 | 1,510,000.00 | 1,544,878.73 | |||
| RAGB 2.9% 02/20/34 | 1,060,000.00 | 1,082,494.02 | |||
| RAGB 2.9% 05/23/29 | 350,000.00 | 359,757.30 | |||
| RAGB 3.15% 06/20/44 | 830,000.00 | 846,560.57 | |||
| RAGB 3.15% 10/20/53 | 440,000.00 | 446,664.01 | |||
| RAGB 3.2% 07/15/39 | 330,000.00 | 340,772.85 | |||
| RAGB 3.45% 10/20/30 | 330,000.00 | 349,042.71 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 490,912.80 | |||
| RAGB 4.15% 03/15/37 | 1,550,000.00 | 1,762,517.70 | |||
| RAGB 4.85% 03/15/26 | 1,170,000.00 | 1,212,529.50 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,309,940.42 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 325,328.30 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 220,561.37 | |||
| RFGB 0.125% 09/15/31 | 710,000.00 | 605,665.50 | |||
| RFGB 0.25% 09/15/40 | 350,000.00 | 231,572.33 | |||
| RFGB 0.5% 04/15/26 | 570,000.00 | 555,260.13 | |||
| RFGB 0.5% 04/15/43 | 490,000.00 | 319,369.75 | |||
| RFGB 0.5% 09/15/27 | 540,000.00 | 514,804.24 | |||
| RFGB 0.5% 09/15/28 | 780,000.00 | 728,932.90 | |||
| RFGB 0.5% 09/15/29 | 530,000.00 | 485,469.06 | |||
| RFGB 0.75% 04/15/31 | 510,000.00 | 458,710.32 | |||
| RFGB 0.875% 09/15/25 | 440,000.00 | 433,312.40 | |||
| RFGB 0% 09/15/26 | 460,000.00 | 440,747.27 | |||
| RFGB 0% 09/15/30 | 720,000.00 | 625,443.84 | |||
| RFGB 1.125% 04/15/34 | 640,000.00 | 559,129.27 | |||
| RFGB 1.375% 04/15/27 | 350,000.00 | 343,086.45 | |||
| RFGB 1.375% 04/15/47 | 570,000.00 | 423,353.25 | |||
| RFGB 1.5% 09/15/32 | 570,000.00 | 527,888.77 | |||
| RFGB 2.5% 04/15/30 | 460,000.00 | 463,553.27 | |||
| RFGB 2.625% 07/04/42 | 470,000.00 | 449,279.46 | |||
| RFGB 2.75% 04/15/38 | 400,000.00 | 393,865.80 | |||
| RFGB 2.75% 07/04/28 | 680,000.00 | 693,389.60 | |||
| RFGB 2.875% 04/15/29 | 320,000.00 | 327,770.88 | |||
| RFGB 2.95% 04/15/55 | 350,000.00 | 345,007.25 | |||
| RFGB 3% 09/15/33 | 480,000.00 | 495,141.60 | |||
| RFGB 3% 09/15/34 | 430,000.00 | 442,589.32 | |||
| SPGB 0.1% 04/30/31 | 2,200,000.00 | 1,875,843.75 | |||
| SPGB 0.5% 04/30/30 | 3,210,000.00 | 2,884,241.17 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,224,245.05 | |||
| SPGB 0.6% 10/31/29 | 1,970,000.00 | 1,799,084.77 | |||
| SPGB 0.7% 04/30/32 | 2,500,000.00 | 2,168,771.25 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,341,485.00 | |||
| SPGB 0.8% 07/30/29 | 2,210,000.00 | 2,046,979.35 | |||
| SPGB 0.85% 07/30/37 | 1,760,000.00 | 1,331,642.40 | |||
| SPGB 0% 01/31/26 | 2,660,000.00 | 2,576,112.90 | |||
| SPGB 0% 01/31/27 | 2,910,000.00 | 2,759,027.73 | |||
| SPGB 0% 01/31/28 | 3,050,000.00 | 2,824,564.57 | |||
| SPGB 1.2% 10/31/40 | 2,110,000.00 | 1,547,271.44 | |||
| SPGB 1.25% 10/31/30 | 3,370,000.00 | 3,130,682.82 | |||
| SPGB 1.3% 10/31/26 | 2,070,000.00 | 2,029,626.32 | |||
| SPGB 1.4% 04/30/28 | 2,230,000.00 | 2,160,335.15 | |||
| SPGB 1.4% 07/30/28 | 2,400,000.00 | 2,318,287.80 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,581,030.57 | |||
| SPGB 1.45% 10/31/27 | 1,960,000.00 | 1,911,175.41 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 340,259.70 | |||
| SPGB 1.5% 04/30/27 | 1,500,000.00 | 1,470,945.00 | |||
| SPGB 1.85% 07/30/35 | 2,190,000.00 | 1,963,344.85 | |||
| SPGB 1.9% 10/31/52 | 1,890,000.00 | 1,323,150.71 | |||
| SPGB 1.95% 04/30/26 | 2,300,000.00 | 2,286,010.52 | |||
| SPGB 1.95% 07/30/30 | 2,020,000.00 | 1,962,329.00 | |||
| SPGB 1% 07/30/42 | 1,350,000.00 | 921,791.47 | |||
| SPGB 1% 10/31/50 | 2,000,000.00 | 1,140,980.00 | |||
| SPGB 2.15% 10/31/25 | 1,570,000.00 | 1,564,237.50 | |||
| SPGB 2.35% 07/30/33 | 2,190,000.00 | 2,116,538.64 | |||
| SPGB 2.5% 05/31/27 | 2,330,000.00 | 2,340,601.50 | |||
| SPGB 2.55% 10/31/32 | 2,500,000.00 | 2,471,162.50 | |||
| SPGB 2.7% 10/31/48 | 1,710,000.00 | 1,477,910.25 | |||
| SPGB 2.8% 05/31/26 | 2,220,000.00 | 2,235,076.02 | |||
| SPGB 2.9% 10/31/46 | 1,780,000.00 | 1,615,475.48 | |||
| SPGB 3.15% 04/30/33 | 2,170,000.00 | 2,232,463.45 | |||
| SPGB 3.25% 04/30/34 | 2,150,000.00 | 2,215,241.75 | |||
| SPGB 3.45% 07/30/43 | 1,290,000.00 | 1,281,997.16 | |||
| SPGB 3.45% 07/30/66 | 1,530,000.00 | 1,443,760.02 | |||
| SPGB 3.45% 10/31/34 | 1,610,000.00 | 1,682,033.01 | |||
| SPGB 3.5% 05/31/29 | 1,980,000.00 | 2,072,550.14 | |||
| SPGB 3.55% 10/31/33 | 2,270,000.00 | 2,399,189.32 | |||
| SPGB 3.9% 07/30/39 | 1,660,000.00 | 1,773,855.58 | |||
| SPGB 4.2% 01/31/37 | 1,800,000.00 | 2,000,865.60 | |||
| SPGB 4.7% 07/30/41 | 1,780,000.00 | 2,079,710.17 | |||
| SPGB 4.9% 07/30/40 | 1,880,000.00 | 2,234,524.76 | |||
| SPGB 4% 10/31/54 | 770,000.00 | 810,398.05 | |||
| SPGB 5.15% 10/31/28 | 3,710,000.00 | 4,107,580.29 | |||
| SPGB 5.15% 10/31/44 | 1,640,000.00 | 2,033,895.20 | |||
| SPGB 5.75% 07/30/32 | 2,250,000.00 | 2,735,005.50 | |||
| SPGB 5.9% 07/30/26 | 2,310,000.00 | 2,455,995.92 | |||
| SPGB 6.0% 01/31/29 | 910,000.00 | 1,045,221.45 | |||
| ユーロ 小計 | 702,120,000.00 | 669,286,537.43 | |||
| (106,704,352,662) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 1,260,000.00 | 1,202,587.34 | ||
| UKT 0.125% 01/31/28 | 1,510,000.00 | 1,345,976.85 | |||
| UKT 0.25% 07/31/31 | 2,490,000.00 | 1,966,821.12 | |||
| UKT 0.375% 10/22/26 | 2,980,000.00 | 2,783,435.62 | |||
| UKT 0.375% 10/22/30 | 2,180,000.00 | 1,788,425.99 | |||
| UKT 0.5% 01/31/29 | 2,180,000.00 | 1,902,464.20 | |||
| UKT 0.5% 10/22/61 | 2,420,000.00 | 738,342.00 | |||
| UKT 0.625% 07/31/35 | 2,250,000.00 | 1,584,900.00 | |||
| UKT 0.625% 10/22/50 | 1,450,000.00 | 596,530.00 | |||
| UKT 0.875% 01/31/46 | 1,530,000.00 | 775,557.00 | |||
| UKT 0.875% 07/31/33 | 3,400,000.00 | 2,633,939.84 | |||
| UKT 0.875% 10/22/29 | 1,460,000.00 | 1,272,941.72 | |||
| UKT 1.125% 01/31/39 | 2,130,000.00 | 1,425,127.62 | |||
| UKT 1.125% 10/22/73 | 1,050,000.00 | 390,285.00 | |||
| UKT 1.25% 07/22/27 | 1,250,000.00 | 1,168,975.00 | |||
| UKT 1.25% 07/31/51 | 2,610,000.00 | 1,288,035.00 | |||
| UKT 1.25% 10/22/41 | 2,030,000.00 | 1,273,825.00 | |||
| UKT 1.5% 07/22/26 | 1,990,000.00 | 1,910,095.13 | |||
| UKT 1.5% 07/22/47 | 1,540,000.00 | 881,804.00 | |||
| UKT 1.5% 07/31/53 | 1,680,000.00 | 863,184.00 | |||
| UKT 1.625% 10/22/28 | 1,460,000.00 | 1,350,202.29 | |||
| UKT 1.625% 10/22/54 | 1,340,000.00 | 704,833.30 | |||
| UKT 1.625% 10/22/71 | 1,790,000.00 | 826,622.00 | |||
| UKT 1.75% 01/22/49 | 1,080,000.00 | 640,440.00 | |||
| UKT 1.75% 07/22/57 | 1,900,000.00 | 1,011,907.70 | |||
| UKT 1.75% 09/07/37 | 2,500,000.00 | 1,907,375.00 | |||
| UKT 1% 01/31/32 | 3,700,000.00 | 3,036,231.10 | |||
| UKT 2.5% 07/22/65 | 1,420,000.00 | 899,142.84 | |||
| UKT 2% 09/07/25 | 2,380,000.00 | 2,331,930.85 | |||
| UKT 3.25% 01/22/44 | 2,310,000.00 | 1,942,248.00 | |||
| UKT 3.25% 01/31/33 | 3,960,000.00 | 3,776,283.32 | |||
| UKT 3.5% 01/22/45 | 2,000,000.00 | 1,733,559.54 | |||
| UKT 3.5% 07/22/68 | 1,470,000.00 | 1,198,785.00 | |||
| UKT 3.5% 10/22/25 | 2,350,000.00 | 2,330,777.00 | |||
| UKT 3.75% 01/29/38 | 2,430,000.00 | 2,325,795.52 | |||
| UKT 3.75% 03/07/27 | 1,970,000.00 | 1,962,000.29 | |||
| UKT 3.75% 07/22/52 | 1,150,000.00 | 1,002,800.00 | |||
| UKT 3.75% 10/22/53 | 3,060,000.00 | 2,654,550.00 | |||
| UKT 4.125% 01/29/27 | 3,540,000.00 | 3,554,082.12 | |||
| UKT 4.125% 07/22/29 | 1,210,000.00 | 1,225,639.25 | |||
| UKT 4.25% 03/07/36 | 1,730,000.00 | 1,758,095.02 | |||
| UKT 4.25% 06/07/32 | 1,320,000.00 | 1,357,815.36 | |||
| UKT 4.25% 07/31/34 | 1,250,000.00 | 1,276,476.37 | |||
| UKT 4.25% 09/07/39 | 1,270,000.00 | 1,264,158.00 | |||
| UKT 4.25% 12/07/27 | 1,800,000.00 | 1,827,817.20 | |||
| UKT 4.25% 12/07/40 | 1,450,000.00 | 1,431,585.00 | |||
| UKT 4.25% 12/07/46 | 1,930,000.00 | 1,852,670.10 | |||
| UKT 4.25% 12/07/49 | 1,440,000.00 | 1,373,971.96 | |||
| UKT 4.25% 12/07/55 | 1,700,000.00 | 1,610,240.00 | |||
| UKT 4.375% 07/31/54 | 1,390,000.00 | 1,342,323.00 | |||
| UKT 4.5% 06/07/28 | 3,370,000.00 | 3,445,864.42 | |||
| UKT 4.5% 09/07/34 | 1,390,000.00 | 1,449,376.63 | |||
| UKT 4.5% 12/07/42 | 2,290,000.00 | 2,308,549.00 | |||
| UKT 4.625% 01/31/34 | 2,230,000.00 | 2,343,930.70 | |||
| UKT 4.75% 10/22/43 | 1,830,000.00 | 1,893,318.00 | |||
| UKT 4.75% 12/07/30 | 1,910,000.00 | 2,013,192.71 | |||
| UKT 4.75% 12/07/38 | 1,800,000.00 | 1,901,448.00 | |||
| UKT 4% 01/22/60 | 1,250,000.00 | 1,133,625.00 | |||
| UKT 4% 10/22/31 | 1,140,000.00 | 1,148,424.60 | |||
| UKT 4% 10/22/63 | 1,440,000.00 | 1,299,664.07 | |||
| UKT 6.0% 12/07/28 | 2,010,000.00 | 2,190,263.03 | |||
| イギリスポンド 小計 | 118,350,000.00 | 100,431,265.72 | |||
| (19,185,384,690) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 5,280,000.00 | 4,733,995.20 | ||
| SGB 0.75% 05/12/28 | 6,780,000.00 | 6,573,153.45 | |||
| SGB 0.75% 11/12/29 | 6,770,000.00 | 6,453,536.35 | |||
| SGB 1.75% 11/11/33 | 4,610,000.00 | 4,549,861.61 | |||
| SGB 1% 11/12/26 | 7,570,000.00 | 7,487,559.51 | |||
| SGB 2.25% 06/01/32 | 5,300,000.00 | 5,446,224.35 | |||
| SGB 3.5% 03/30/39 | 3,970,000.00 | 4,634,498.60 | |||
| スウェーデンクローナ 小計 | 40,280,000.00 | 39,878,829.07 | |||
| (564,684,219) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 4,780,000.00 | 4,188,823.94 | ||
| NGB 1.375% 08/19/30 | 5,200,000.00 | 4,682,186.60 | |||
| NGB 1.5% 02/19/26 | 5,320,000.00 | 5,172,137.23 | |||
| NGB 1.75% 02/17/27 | 4,630,000.00 | 4,464,153.40 | |||
| NGB 1.75% 09/06/29 | 4,100,000.00 | 3,822,246.11 | |||
| NGB 2.125% 05/18/32 | 3,730,000.00 | 3,443,722.50 | |||
| NGB 2% 04/26/28 | 4,150,000.00 | 3,973,189.25 | |||
| NGB 3.5% 10/06/42 | 1,860,000.00 | 1,899,715.65 | |||
| NGB 3.625% 04/13/34 | 3,540,000.00 | 3,625,260.53 | |||
| NGB 3% 08/15/33 | 5,180,000.00 | 5,063,964.47 | |||
| ノルウェークローネ 小計 | 42,490,000.00 | 40,335,399.68 | |||
| (548,561,435) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 5,940,000.00 | 3,423,165.55 | ||
| DGB 0.5% 11/15/27 | 4,990,000.00 | 4,792,580.12 | |||
| DGB 0.5% 11/15/29 | 5,600,000.00 | 5,233,594.79 | |||
| DGB 0% 11/15/31 | 6,540,000.00 | 5,715,364.86 | |||
| DGB 1.75% 11/15/25 | 6,560,000.00 | 6,534,993.73 | |||
| DGB 2.25% 11/15/26 | 1,920,000.00 | 1,935,009.60 | |||
| DGB 2.25% 11/15/33 | 3,880,000.00 | 3,949,517.96 | |||
| DGB 4.5% 11/15/39 | 9,470,000.00 | 12,095,738.37 | |||
| デンマーククローネ 小計 | 44,900,000.00 | 43,679,964.98 | |||
| (933,877,651) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 4,500,000.00 | 4,118,163.75 | ||
| POLGB 0% 10/25/25 | 1,480,000.00 | 1,414,329.80 | |||
| POLGB 1.25% 10/25/30 | 3,900,000.00 | 3,163,852.57 | |||
| POLGB 1.75% 04/25/32 | 4,610,000.00 | 3,663,789.42 | |||
| POLGB 2.5% 07/25/26 | 4,900,000.00 | 4,722,388.72 | |||
| POLGB 2.5% 07/25/27 | 4,530,000.00 | 4,274,173.91 | |||
| POLGB 2.75% 04/25/28 | 4,250,000.00 | 3,981,091.87 | |||
| POLGB 2.75% 10/25/29 | 6,000,000.00 | 5,436,789.00 | |||
| POLGB 3.75% 05/25/27 | 2,110,000.00 | 2,059,823.14 | |||
| POLGB 4.75% 07/25/29 | 1,650,000.00 | 1,637,983.37 | |||
| POLGB 5.75% 04/25/29 | 5,940,000.00 | 6,151,226.40 | |||
| POLGB 5% 10/25/34 | 780,000.00 | 765,687.39 | |||
| POLGB 6% 10/25/33 | 4,350,000.00 | 4,607,241.60 | |||
| POLGB 7.5% 07/25/28 | 3,970,000.00 | 4,341,490.76 | |||
| ポーランドズロチ 小計 | 52,970,000.00 | 50,338,031.70 | |||
| (1,876,405,503) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/25 | 1,980,000.00 | 1,902,661.20 | ||
| ACGB 0.5% 09/21/26 | 2,390,000.00 | 2,251,164.90 | |||
| ACGB 1.25% 05/21/32 | 2,770,000.00 | 2,295,803.70 | |||
| ACGB 1.5% 06/21/31 | 3,250,000.00 | 2,815,410.00 | |||
| ACGB 1.75% 06/21/51 | 1,860,000.00 | 1,055,847.60 | |||
| ACGB 1.75% 11/21/32 | 2,000,000.00 | 1,702,680.00 | |||
| ACGB 1% 11/21/31 | 2,780,000.00 | 2,294,806.60 | |||
| ACGB 1% 12/21/30 | 1,500,000.00 | 1,275,030.00 | |||
| ACGB 2.25% 05/21/28 | 2,040,000.00 | 1,952,586.00 | |||
| ACGB 2.5% 05/21/30 | 2,340,000.00 | 2,202,618.60 | |||
| ACGB 2.75% 05/21/41 | 1,330,000.00 | 1,081,622.50 | |||
| ACGB 2.75% 06/21/35 | 1,950,000.00 | 1,737,216.00 | |||
| ACGB 2.75% 11/21/27 | 1,530,000.00 | 1,495,483.20 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,610,615.00 | |||
| ACGB 2.75% 11/21/29 | 1,780,000.00 | 1,708,906.80 | |||
| ACGB 3.25% 04/21/29 | 2,110,000.00 | 2,082,274.60 | |||
| ACGB 3.25% 06/21/39 | 940,000.00 | 841,732.40 | |||
| ACGB 3.5% 12/21/34 | 1,690,000.00 | 1,621,977.50 | |||
| ACGB 3.75% 04/21/37 | 1,440,000.00 | 1,394,020.80 | |||
| ACGB 3.75% 05/21/34 | 2,340,000.00 | 2,301,436.80 | |||
| ACGB 3% 03/21/47 | 1,350,000.00 | 1,062,558.00 | |||
| ACGB 3% 11/21/33 | 1,840,000.00 | 1,707,943.20 | |||
| ACGB 4.25% 04/21/26 | 1,770,000.00 | 1,786,407.90 | |||
| ACGB 4.25% 06/21/34 | 750,000.00 | 767,565.00 | |||
| ACGB 4.25% 12/21/35 | 940,000.00 | 959,241.80 | |||
| ACGB 4.5% 04/21/33 | 2,720,000.00 | 2,836,171.20 | |||
| ACGB 4.75% 04/21/27 | 2,160,000.00 | 2,224,022.40 | |||
| ACGB 4.75% 06/21/54 | 720,000.00 | 742,334.40 | |||
| オーストラリアドル 小計 | 51,930,000.00 | 47,710,138.10 | |||
| (4,710,421,934) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 1,340,000.00 | 1,186,084.28 | ||
| NZGB 0.5% 05/15/26 | 730,000.00 | 692,266.67 | |||
| NZGB 1.5% 05/15/31 | 1,000,000.00 | 856,008.44 | |||
| NZGB 1.75% 05/15/41 | 460,000.00 | 304,140.30 | |||
| NZGB 2.75% 04/15/37 | 630,000.00 | 524,955.29 | |||
| NZGB 2.75% 05/15/51 | 600,000.00 | 415,515.46 | |||
| NZGB 2% 05/15/32 | 900,000.00 | 777,461.74 | |||
| NZGB 3.5% 04/14/33 | 1,320,000.00 | 1,256,556.84 | |||
| NZGB 3% 04/20/29 | 940,000.00 | 910,832.76 | |||
| NZGB 4.25% 05/15/34 | 750,000.00 | 751,291.87 | |||
| NZGB 4.25% 05/15/36 | 610,000.00 | 600,986.14 | |||
| NZGB 4.5% 04/15/27 | 930,000.00 | 949,049.46 | |||
| NZGB 4.5% 05/15/30 | 570,000.00 | 587,893.38 | |||
| NZGB 4.5% 05/15/35 | 440,000.00 | 446,858.10 | |||
| NZGB 5% 05/15/54 | 380,000.00 | 389,494.33 | |||
| ニュージーランドドル 小計 | 11,600,000.00 | 10,649,395.06 | |||
| (966,432,601) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 790,000.00 | 772,066.90 | ||
| SIGB 1.25% 11/01/26 | 870,000.00 | 849,484.52 | |||
| SIGB 1.625% 07/01/31 | 560,000.00 | 527,520.19 | |||
| SIGB 1.875% 03/01/50 | 730,000.00 | 627,077.70 | |||
| SIGB 1.875% 10/01/51 | 420,000.00 | 356,955.91 | |||
| SIGB 2.125% 06/01/26 | 830,000.00 | 826,098.84 | |||
| SIGB 2.25% 08/01/36 | 760,000.00 | 728,991.91 | |||
| SIGB 2.375% 07/01/39 | 560,000.00 | 539,620.64 | |||
| SIGB 2.625% 05/01/28 | 720,000.00 | 724,535.49 | |||
| SIGB 2.625% 08/01/32 | 460,000.00 | 460,460.00 | |||
| SIGB 2.75% 03/01/46 | 820,000.00 | 831,978.23 | |||
| SIGB 2.75% 04/01/42 | 630,000.00 | 637,560.56 | |||
| SIGB 2.875% 07/01/29 | 900,000.00 | 915,522.56 | |||
| SIGB 2.875% 08/01/28 | 140,000.00 | 142,132.80 | |||
| SIGB 2.875% 09/01/27 | 420,000.00 | 425,249.74 | |||
| SIGB 2.875% 09/01/30 | 840,000.00 | 856,378.40 | |||
| SIGB 3.25% 06/01/54 | 210,000.00 | 237,181.01 | |||
| SIGB 3.375% 05/01/34 | 160,000.00 | 170,110.16 | |||
| SIGB 3.375% 09/01/33 | 880,000.00 | 931,920.17 | |||
| SIGB 3.5% 03/01/27 | 740,000.00 | 758,721.48 | |||
| SIGB 3% 04/01/29 | 150,000.00 | 153,374.88 | |||
| SIGB 3% 08/01/72 | 490,000.00 | 541,499.14 | |||
| シンガポールドル 小計 | 13,080,000.00 | 13,014,441.23 | |||
| (1,450,719,763) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 1,650,000.00 | 1,549,585.17 | ||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,516,423.08 | |||
| MGS 3.519% 04/20/28 | 710,000.00 | 711,743.82 | |||
| MGS 3.582% 07/15/32 | 1,310,000.00 | 1,296,947.13 | |||
| MGS 3.733% 06/15/28 | 2,930,000.00 | 2,956,461.41 | |||
| MGS 3.757% 05/22/40 | 2,950,000.00 | 2,883,924.77 | |||
| MGS 3.828% 07/05/34 | 1,770,000.00 | 1,785,093.49 | |||
| MGS 3.844% 04/15/33 | 1,830,000.00 | 1,841,114.87 | |||
| MGS 3.885% 08/15/29 | 2,160,000.00 | 2,195,451.00 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,146,228.94 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 2,000,455.60 | |||
| MGS 3.9% 11/30/26 | 2,470,000.00 | 2,502,685.75 | |||
| MGS 3.906% 07/15/26 | 1,210,000.00 | 1,224,293.24 | |||
| MGS 3.955% 09/15/25 | 1,690,000.00 | 1,702,054.60 | |||
| MGS 4.065% 06/15/50 | 3,070,000.00 | 3,024,065.73 | |||
| MGS 4.232% 06/30/31 | 2,490,000.00 | 2,569,841.10 | |||
| MGS 4.254% 05/31/35 | 1,750,000.00 | 1,815,955.75 | |||
| MGS 4.392% 04/15/26 | 2,340,000.00 | 2,379,751.92 | |||
| MGS 4.457% 03/31/53 | 1,740,000.00 | 1,821,331.94 | |||
| MGS 4.498% 04/15/30 | 2,930,000.00 | 3,062,513.64 | |||
| MGS 4.504% 04/30/29 | 720,000.00 | 750,026.80 | |||
| MGS 4.642% 11/07/33 | 2,010,000.00 | 2,144,670.79 | |||
| MGS 4.696% 10/15/42 | 1,970,000.00 | 2,142,311.56 | |||
| MGS 4.736% 03/15/46 | 980,000.00 | 1,073,733.47 | |||
| MGS 4.762% 04/07/37 | 2,780,000.00 | 3,024,328.64 | |||
| MGS 4.893% 06/08/38 | 2,130,000.00 | 2,352,129.38 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,888,070.85 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,153,719.17 | |||
| マレーシアリンギット 小計 | 52,910,000.00 | 54,514,913.61 | |||
| (1,893,221,177) | |||||
| イスラエルシェケル | ILGOV 0.5% 02/27/26 | 1,510,000.00 | 1,432,564.93 | ||
| ILGOV 1.3% 04/30/32 | 2,970,000.00 | 2,332,788.57 | |||
| ILGOV 1.5% 05/31/37 | 2,880,000.00 | 1,945,256.53 | |||
| ILGOV 1.75% 08/31/25 | 3,450,000.00 | 3,375,009.76 | |||
| ILGOV 1% 03/31/30 | 3,530,000.00 | 2,928,263.13 | |||
| ILGOV 2.25% 09/28/28 | 2,700,000.00 | 2,485,755.00 | |||
| ILGOV 2.8% 11/29/52 | 1,520,000.00 | 950,080.08 | |||
| ILGOV 2% 03/31/27 | 2,530,000.00 | 2,390,527.67 | |||
| ILGOV 3.75% 02/28/29 | 2,690,000.00 | 2,612,968.33 | |||
| ILGOV 3.75% 03/31/47 | 2,570,000.00 | 2,047,515.40 | |||
| ILGOV 3.75% 09/30/27 | 970,000.00 | 953,946.50 | |||
| ILGOV 4% 03/30/35 | 1,490,000.00 | 1,386,139.84 | |||
| ILGOV 5.5% 01/31/42 | 1,880,000.00 | 1,952,443.16 | |||
| ILGOV 6.25% 10/30/26 | 1,340,000.00 | 1,390,634.58 | |||
| イスラエルシェケル 小計 | 32,030,000.00 | 28,183,893.48 | |||
| (1,079,389,570) | |||||
| オフショア人民元 | CGB 1.67% 06/15/26 | 34,680,000.00 | 34,835,897.00 | ||
| CGB 1.85% 05/15/27 | 42,700,000.00 | 43,013,832.19 | |||
| CGB 1.99% 03/15/26 | 25,520,000.00 | 25,739,066.22 | |||
| CGB 2.04% 02/25/27 | 41,310,000.00 | 41,797,342.33 | |||
| CGB 2.05% 04/15/29 | 36,880,000.00 | 37,307,874.38 | |||
| CGB 2.12% 06/25/31 | 14,000,000.00 | 14,056,285.60 | |||
| CGB 2.18% 08/15/26 | 35,600,000.00 | 36,064,302.32 | |||
| CGB 2.22% 09/25/25 | 32,270,000.00 | 32,493,547.19 | |||
| CGB 2.27% 05/25/34 | 38,000,000.00 | 38,456,254.60 | |||
| CGB 2.28% 03/25/31 | 50,700,000.00 | 51,480,232.44 | |||
| CGB 2.28% 11/25/25 | 30,220,000.00 | 30,504,207.01 | |||
| CGB 2.3% 05/15/26 | 47,100,000.00 | 47,703,567.66 | |||
| CGB 2.33% 12/15/25 | 35,250,000.00 | 35,596,405.27 | |||
| CGB 2.35% 02/25/34 | 25,200,000.00 | 25,686,458.27 | |||
| CGB 2.37% 01/15/29 | 34,560,000.00 | 35,449,242.62 | |||
| CGB 2.37% 01/20/27 | 43,880,000.00 | 44,690,735.65 | |||
| CGB 2.39% 11/15/26 | 42,750,000.00 | 43,519,688.10 | |||
| CGB 2.4% 07/15/28 | 42,610,000.00 | 43,659,782.57 | |||
| CGB 2.44% 10/15/27 | 17,700,000.00 | 18,109,880.67 | |||
| CGB 2.46% 02/15/26 | 29,300,000.00 | 29,667,433.72 | |||
| CGB 2.48% 04/15/27 | 20,000,000.00 | 20,454,038.00 | |||
| CGB 2.48% 09/25/28 | 26,500,000.00 | 27,260,756.70 | |||
| CGB 2.5% 07/25/27 | 26,760,000.00 | 27,413,540.74 | |||
| CGB 2.52% 08/25/33 | 58,370,000.00 | 60,176,277.16 | |||
| CGB 2.54% 12/25/30 | 30,500,000.00 | 31,520,767.90 | |||
| CGB 2.55% 10/15/28 | 27,250,000.00 | 28,111,470.60 | |||
| CGB 2.6% 09/01/32 | 32,050,000.00 | 33,203,251.94 | |||
| CGB 2.6% 09/15/30 | 30,500,000.00 | 31,589,441.70 | |||
| CGB 2.62% 04/15/28 | 34,000,000.00 | 35,057,869.20 | |||
| CGB 2.62% 06/25/30 | 36,400,000.00 | 37,753,049.88 | |||
| CGB 2.62% 09/25/29 | 20,940,000.00 | 21,791,338.73 | |||
| CGB 2.64% 01/15/28 | 38,220,000.00 | 39,361,214.80 | |||
| CGB 2.67% 05/25/33 | 34,280,000.00 | 35,722,725.22 | |||
| CGB 2.67% 11/25/33 | 23,400,000.00 | 24,425,783.46 | |||
| CGB 2.68% 05/21/30 | 30,700,000.00 | 31,936,402.59 | |||
| CGB 2.69% 08/12/26 | 32,900,000.00 | 33,616,884.42 | |||
| CGB 2.69% 08/15/32 | 19,420,000.00 | 20,233,721.30 | |||
| CGB 2.75% 02/17/32 | 14,500,000.00 | 15,189,128.45 | |||
| CGB 2.75% 06/15/29 | 25,490,000.00 | 26,563,893.70 | |||
| CGB 2.76% 05/15/32 | 13,150,000.00 | 13,782,909.50 | |||
| CGB 2.79% 12/15/29 | 30,300,000.00 | 31,679,189.34 | |||
| CGB 2.8% 03/24/29 | 23,080,000.00 | 24,109,598.80 | |||
| CGB 2.8% 03/25/30 | 39,490,000.00 | 41,363,480.63 | |||
| CGB 2.8% 11/15/32 | 4,600,000.00 | 4,839,079.48 | |||
| CGB 2.85% 06/04/27 | 31,030,000.00 | 32,041,202.53 | |||
| CGB 2.88% 02/25/33 | 11,300,000.00 | 11,986,978.98 | |||
| CGB 2.89% 11/18/31 | 24,210,000.00 | 25,581,281.03 | |||
| CGB 2.91% 10/14/28 | 24,320,000.00 | 25,428,838.78 | |||
| CGB 3.01% 05/13/28 | 12,590,000.00 | 13,168,150.42 | |||
| CGB 3.02% 05/27/31 | 27,560,000.00 | 29,333,629.30 | |||
| CGB 3.02% 10/22/25 | 49,870,000.00 | 50,727,404.93 | |||
| CGB 3.03% 03/11/26 | 18,800,000.00 | 19,228,147.44 | |||
| CGB 3.12% 10/25/52 | 12,970,000.00 | 15,190,549.60 | |||
| CGB 3.19% 04/15/53 | 18,360,000.00 | 21,790,417.28 | |||
| CGB 3.27% 11/19/30 | 6,850,000.00 | 7,408,391.45 | |||
| CGB 3.28% 12/03/27 | 14,110,000.00 | 14,863,128.30 | |||
| CGB 3.29% 05/23/29 | 35,000,000.00 | 37,497,124.00 | |||
| CGB 3.32% 04/15/52 | 18,600,000.00 | 22,371,934.92 | |||
| CGB 3.39% 03/16/50 | 20,930,000.00 | 25,340,817.50 | |||
| CGB 3.53% 10/18/51 | 8,350,000.00 | 10,421,495.55 | |||
| CGB 3.72% 04/12/51 | 15,140,000.00 | 19,335,525.64 | |||
| CGB 3.81% 09/14/50 | 21,220,000.00 | 27,447,980.87 | |||
| CGB 3.86% 07/22/49 | 18,180,000.00 | 23,552,859.02 | |||
| CGB 3% 10/15/53 | 13,770,000.00 | 15,917,650.43 | |||
| CGB 4.08% 10/22/48 | 19,370,000.00 | 25,755,568.43 | |||
| オフショア人民元 小計 | 1,795,560,000.00 | 1,881,376,926.45 | |||
| (38,468,325,877) | |||||
| 合計 | 350,212,730,237 | ||||
| (350,212,730,237) | |||||
| 有価証券明細表注記 |
| 1.通貨ごとの小計の欄における( )内は、邦貨換算額であります。 |
| 2.合計金額欄の記載は、邦貨額であります。( )内は、外貨建有価証券に係るもので、内書であります。 |
| 3.通貨の表示は、外貨についてはその通貨の単位、邦貨については円単位で表示しております。 |
| 4.外貨建有価証券の通貨別内訳 |
| 通貨 | 銘柄数 | 組入債券 時価比率 | 合計金額に 対する比率 | |
| アメリカドル | 国債証券 | 212銘柄 | 100.0% | 46.4% |
| カナダドル | 国債証券 | 38銘柄 | 100.0% | 1.9% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.7% |
| ユーロ | 国債証券 | 370銘柄 | 100.0% | 30.5% |
| イギリスポンド | 国債証券 | 61銘柄 | 100.0% | 5.5% |
| スウェーデンクローナ | 国債証券 | 7銘柄 | 100.0% | 0.2% |
| ノルウェークローネ | 国債証券 | 10銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 8銘柄 | 100.0% | 0.3% |
| ポーランドズロチ | 国債証券 | 14銘柄 | 100.0% | 0.5% |
| オーストラリアドル | 国債証券 | 28銘柄 | 100.0% | 1.3% |
| ニュージーランドドル | 国債証券 | 15銘柄 | 100.0% | 0.3% |
| シンガポールドル | 国債証券 | 22銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 28銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 14銘柄 | 100.0% | 0.3% |
| オフショア人民元 | 国債証券 | 65銘柄 | 100.0% | 11.0% |
| (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。
