有価証券報告書(内国投資信託受益証券)-第35期(2023/11/28-2024/05/27)
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 5月27日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 1,162,993,268 |
| コール・ローン | 2,496,032,827 |
| 国債証券 | 341,276,115,744 |
| 派生商品評価勘定 | 15,017,074 |
| 未収入金 | 2,988,890 |
| 未収利息 | 2,547,721,418 |
| 前払金 | 5,517,397 |
| 前払費用 | 254,579,167 |
| 差入委託証拠金 | 208,798,494 |
| 流動資産合計 | 347,969,764,279 |
| 資産合計 | 347,969,764,279 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 6,989,354 |
| 未払金 | 4,725,119 |
| 未払解約金 | 525,889,154 |
| 流動負債合計 | 537,603,627 |
| 負債合計 | 537,603,627 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 95,286,006,153 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 252,146,154,499 |
| 元本等合計 | 347,432,160,652 |
| 純資産合計 | 347,432,160,652 |
| 負債純資産合計 | 347,969,764,279 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2024年 5月27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 5月27日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 95,286,006,153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 | 3.6462円 |
| (1万口当たり純資産額) | (36,462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 5月27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 5月27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 5月27日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2023年11月28日 |
| 期首元本額 | 88,882,606,095円 |
| 期中追加設定元本額 | 9,462,574,079円 |
| 期中一部解約元本額 | 3,059,174,021円 |
| 期末元本額 | 95,286,006,153円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,092,972,268円 |
| グローバル・インカム&プラス(毎月決算型) | 489,015,401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) | 2,365,641,307円 |
| SBI資産設計オープン(分配型) | 9,302,961円 |
| SMT グローバル債券インデックス・オープン | 8,751,222,657円 |
| 世界経済インデックスファンド | 22,508,040,825円 |
| DCマイセレクション25 | 1,862,954,121円 |
| DCマイセレクション50 | 1,808,415,332円 |
| DCマイセレクション75 | 1,450,612,492円 |
| DC外国債券インデックス・オープン | 2,222,399,193円 |
| DCマイセレクションS25 | 1,109,251,807円 |
| DCマイセレクションS50 | 988,882,353円 |
| DCマイセレクションS75 | 575,188,846円 |
| DCターゲット・イヤー ファンド2025 | 11,222,102円 |
| DCターゲット・イヤー ファンド2035 | 101,145,986円 |
| DCターゲット・イヤー ファンド2045 | 56,280,423円 |
| DC世界経済インデックスファンド | 14,535,243,932円 |
| 外国債券インデックス・オープン(SMA専用) | 781,706,021円 |
| マイセレクション50VA1(適格機関投資家専用) | 1,041,844円 |
| マイセレクション75VA1(適格機関投資家専用) | 997,055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) | 13,644,729円 |
| バランス30VA1(適格機関投資家専用) | 22,855,843円 |
| バランス50VA1(適格機関投資家専用) | 46,572,182円 |
| バランス25VA2(適格機関投資家専用) | 52,436,368円 |
| バランス50VA2(適格機関投資家専用) | 50,767,118円 |
| バランスA(25)VA1(適格機関投資家専用) | 722,981,358円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 356,741,086円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,500,288,290円 |
| 世界バランスVA1(適格機関投資家専用) | 50,453,080円 |
| 世界バランスVA2(適格機関投資家専用) | 26,173,354円 |
| バランスD(35)VA1(適格機関投資家専用) | 330,753,272円 |
| バランスE(25)VA1(適格機関投資家専用) | 125,953,518円 |
| バランスF(25)VA1(適格機関投資家専用) | 164,222,411円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 629,965,197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) | 1,483,320,904円 |
| グローバル・バランスファンド・シリーズ1 | 617,217,612円 |
| 外国債券ファンド・シリーズ1 | 763,953,924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) | 780,182,278円 |
| DC世界経済インデックスファンド(債券シフト型) | 4,496,265,072円 |
| 世界経済インデックスファンド(株式シフト型) | 220,785,971円 |
| 世界経済インデックスファンド(債券シフト型) | 102,847,030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) | 1,229,715,298円 |
| SMT インデックスバランス・オープン | 178,300,267円 |
| SMT 世界経済インデックス・オープン | 428,229,187円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 630,880,305円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 952,570,992円 |
| SMT 8資産インデックスバランス・オープン | 8,391,688円 |
| グローバル経済コア | 1,137,363,343円 |
| SBI資産設計オープン(つみたてNISA対応型) | 23,032,123円 |
| DCターゲット・イヤー ファンド2055 | 2,888,309円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 65,742,230円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 90,970,944円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 45,240,512円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 61,897,125円 |
| My SMT グローバル債券インデックス(ノーロード) | 756,862,271円 |
| 10資産分散投資ファンド | 35,744,317円 |
| グローバル10資産バランスファンド | 25,177,159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 | 22,342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 | 22,496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 | 22,232円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2050 | 22,232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 | 22,344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 | 21,744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 | 21,683円 |
| DCマイセレクションS50(2024-2026リスク抑制型) | 16,457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) | 13,031,322,336円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 269,315,338円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 142,122,851円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 128,816,142円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2024年 5月27日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | △414,028,853 |
| 合計 | △414,028,853 |
| (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 5月27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 | 1,702,688,246 | - | 1,697,170,849 | △5,517,397 | |
| 合計 | 1,702,688,246 | - | 1,697,170,849 | △5,517,397 | |
| (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 5月27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 | 1,911,812,428 | - | 1,925,357,545 | 13,545,117 | |
| アメリカドル | 927,947,090 | - | 934,017,843 | 6,070,753 | |
| カナダドル | 75,172,637 | - | 75,561,486 | 388,849 | |
| ユーロ | 598,039,837 | - | 602,928,450 | 4,888,613 | |
| イギリスポンド | 107,969,902 | - | 109,624,570 | 1,654,668 | |
| オフショア人民元 | 202,682,962 | - | 203,225,196 | 542,234 | |
| 合計 | 1,911,812,428 | - | 1,925,357,545 | 13,545,117 | |
| (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% 05/31/25 | 3,900,000.00 | 3,711,884.47 | |
| T 0.25% 06/30/25 | 3,800,000.00 | 3,604,189.15 | |||
| T 0.25% 07/31/25 | 7,640,000.00 | 7,218,150.43 | |||
| T 0.25% 08/31/25 | 5,250,000.00 | 4,940,762.03 | |||
| T 0.25% 09/30/25 | 3,000,000.00 | 2,812,878.15 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,362,887.26 | |||
| T 0.375% 01/31/26 | 8,000,000.00 | 7,407,288.96 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,653,729.12 | |||
| T 0.375% 07/31/27 | 5,500,000.00 | 4,806,672.25 | |||
| T 0.375% 09/30/27 | 6,580,000.00 | 5,716,681.16 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,797,618.50 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,717,056.76 | |||
| T 0.5% 02/28/26 | 4,500,000.00 | 4,162,761.13 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,604,930.72 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,091,289.42 | |||
| T 0.5% 06/30/27 | 6,960,000.00 | 6,131,387.57 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,078,418.29 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 6,523,787.92 | |||
| T 0.625% 03/31/27 | 7,500,000.00 | 6,693,520.57 | |||
| T 0.625% 05/15/30 | 9,100,000.00 | 7,270,773.69 | |||
| T 0.625% 07/31/26 | 10,800,000.00 | 9,862,100.67 | |||
| T 0.625% 08/15/30 | 11,950,000.00 | 9,463,540.43 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,177,933.50 | |||
| T 0.625% 12/31/27 | 9,600,000.00 | 8,339,138.40 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,398,615.13 | |||
| T 0.75% 03/31/26 | 6,000,000.00 | 5,559,531.06 | |||
| T 0.75% 04/30/26 | 9,500,000.00 | 8,775,937.55 | |||
| T 0.75% 05/31/26 | 4,000,000.00 | 3,683,909.68 | |||
| T 0.75% 08/31/26 | 1,830,000.00 | 1,670,804.07 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,368,806.24 | |||
| T 0.875% 09/30/26 | 2,900,000.00 | 2,649,271.07 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 8,916,629.35 | |||
| T 1.125% 02/15/31 | 4,080,000.00 | 3,300,048.10 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,045,656.32 | |||
| T 1.125% 05/15/40 | 1,710,000.00 | 1,042,195.05 | |||
| T 1.125% 08/15/40 | 5,200,000.00 | 3,137,756.28 | |||
| T 1.125% 08/31/28 | 12,030,000.00 | 10,438,621.30 | |||
| T 1.25% 03/31/28 | 8,480,000.00 | 7,485,351.62 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 7,045,768.24 | |||
| T 1.25% 05/15/50 | 5,550,000.00 | 2,732,362.34 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,271,474.42 | |||
| T 1.25% 06/30/28 | 9,000,000.00 | 7,889,155.20 | |||
| T 1.25% 08/15/31 | 9,230,000.00 | 7,409,891.34 | |||
| T 1.25% 09/30/28 | 9,500,000.00 | 8,268,965.49 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,418,406.26 | |||
| T 1.25% 12/31/26 | 7,130,000.00 | 6,523,590.07 | |||
| T 1.375% 08/15/50 | 5,700,000.00 | 2,898,035.89 | |||
| T 1.375% 10/31/28 | 3,520,000.00 | 3,074,066.58 | |||
| T 1.375% 11/15/31 | 12,580,000.00 | 10,122,308.42 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 3,758,168.82 | |||
| T 1.375% 12/31/28 | 8,680,000.00 | 7,547,236.55 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,511,657.96 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,499,363.48 | |||
| T 1.5% 08/15/26 | 15,500,000.00 | 14,411,939.52 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 6,573,930.07 | |||
| T 1.625% 02/15/26 | 5,600,000.00 | 5,290,891.59 | |||
| T 1.625% 05/15/26 | 10,770,000.00 | 10,108,847.79 | |||
| T 1.625% 05/15/31 | 5,960,000.00 | 4,951,845.25 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 5,858,191.68 | |||
| T 1.625% 10/31/26 | 2,800,000.00 | 2,597,806.54 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 3,753,921.12 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,425,336.95 | |||
| T 1.75% 01/31/29 | 6,000,000.00 | 5,299,184.34 | |||
| T 1.75% 08/15/41 | 7,080,000.00 | 4,650,410.34 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,610,958.05 | |||
| T 1.875% 02/15/32 | 11,720,000.00 | 9,743,260.38 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 5,363,915.69 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 3,831,605.91 | |||
| T 1.875% 02/28/27 | 6,500,000.00 | 6,021,415.14 | |||
| T 1.875% 02/28/29 | 8,470,000.00 | 7,514,155.07 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 4,871,479.89 | |||
| T 1.875% 11/15/51 | 3,300,000.00 | 1,903,445.28 | |||
| T 1% 07/31/28 | 7,000,000.00 | 6,056,467.41 | |||
| T 2.125% 05/15/25 | 4,230,000.00 | 4,108,516.59 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,409,392.13 | |||
| T 2.25% 02/15/27 | 5,550,000.00 | 5,200,100.63 | |||
| T 2.25% 02/15/52 | 4,300,000.00 | 2,723,440.00 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 7,145,274.90 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 4,646,422.44 | |||
| T 2.25% 08/15/27 | 7,530,000.00 | 6,989,261.58 | |||
| T 2.25% 08/15/46 | 1,640,000.00 | 1,089,267.76 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 3,540,674.06 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,225,798.45 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,067,326.04 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 3,980,676.20 | |||
| T 2.375% 03/31/29 | 4,900,000.00 | 4,443,070.54 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,478,469.21 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 10,941,398.46 | |||
| T 2.375% 05/15/29 | 6,010,000.00 | 5,439,870.84 | |||
| T 2.375% 05/15/51 | 8,150,000.00 | 5,339,277.06 | |||
| T 2.375% 11/15/49 | 4,100,000.00 | 2,710,921.72 | |||
| T 2.5% 02/15/45 | 2,810,000.00 | 1,995,302.37 | |||
| T 2.5% 02/15/46 | 2,450,000.00 | 1,720,660.01 | |||
| T 2.5% 03/31/27 | 7,100,000.00 | 6,684,359.25 | |||
| T 2.5% 05/15/46 | 1,450,000.00 | 1,015,408.88 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 4,510,070.87 | |||
| T 2.625% 02/15/29 | 7,740,000.00 | 7,113,122.69 | |||
| T 2.625% 05/31/27 | 2,400,000.00 | 2,260,851.45 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 5,605,547.37 | |||
| T 2.75% 02/15/28 | 6,550,000.00 | 6,133,775.53 | |||
| T 2.75% 04/30/27 | 5,450,000.00 | 5,158,779.19 | |||
| T 2.75% 05/31/29 | 5,700,000.00 | 5,248,265.31 | |||
| T 2.75% 06/30/25 | 5,500,000.00 | 5,360,323.76 | |||
| T 2.75% 08/15/32 | 12,900,000.00 | 11,374,345.76 | |||
| T 2.75% 08/15/42 | 7,100,000.00 | 5,424,979.78 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 2,940,135.69 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 6,700,579.65 | |||
| T 2.75% 11/15/42 | 6,020,000.00 | 4,585,183.98 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,209,905.71 | |||
| T 2.875% 04/30/25 | 4,000,000.00 | 3,915,541.20 | |||
| T 2.875% 04/30/29 | 3,300,000.00 | 3,060,239.16 | |||
| T 2.875% 05/15/28 | 10,060,000.00 | 9,437,060.95 | |||
| T 2.875% 05/15/32 | 10,100,000.00 | 9,019,791.06 | |||
| T 2.875% 05/15/43 | 5,050,000.00 | 3,902,441.18 | |||
| T 2.875% 05/15/49 | 6,080,000.00 | 4,473,795.87 | |||
| T 2.875% 05/15/52 | 10,800,000.00 | 7,877,348.49 | |||
| T 2.875% 05/31/25 | 3,820,000.00 | 3,732,778.51 | |||
| T 2.875% 07/31/25 | 5,460,000.00 | 5,319,873.14 | |||
| T 2.875% 08/15/28 | 8,220,000.00 | 7,687,065.58 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 1,739,184.53 | |||
| T 2.875% 11/15/46 | 940,000.00 | 703,254.65 | |||
| T 2.875% 11/30/25 | 9,000,000.00 | 8,715,427.65 | |||
| T 2% 02/15/50 | 2,750,000.00 | 1,661,722.09 | |||
| T 2% 08/15/25 | 3,450,000.00 | 3,323,731.24 | |||
| T 2% 08/15/51 | 7,850,000.00 | 4,685,160.40 | |||
| T 2% 11/15/26 | 3,220,000.00 | 3,012,018.01 | |||
| T 2% 11/15/41 | 6,200,000.00 | 4,232,955.45 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 856,133.31 | |||
| T 3.125% 02/15/43 | 3,800,000.00 | 3,062,301.82 | |||
| T 3.125% 05/15/48 | 4,780,000.00 | 3,703,772.14 | |||
| T 3.125% 08/15/25 | 10,200,000.00 | 9,959,965.13 | |||
| T 3.125% 08/15/44 | 1,840,000.00 | 1,464,184.15 | |||
| T 3.125% 08/31/27 | 6,150,000.00 | 5,864,554.45 | |||
| T 3.125% 08/31/29 | 7,150,000.00 | 6,685,856.96 | |||
| T 3.125% 11/15/28 | 10,410,000.00 | 9,809,695.57 | |||
| T 3.25% 05/15/42 | 4,150,000.00 | 3,433,568.85 | |||
| T 3.25% 06/30/29 | 3,000,000.00 | 2,826,318.27 | |||
| T 3.375% 05/15/33 | 13,630,000.00 | 12,530,739.95 | |||
| T 3.375% 05/15/44 | 3,010,000.00 | 2,495,921.16 | |||
| T 3.375% 08/15/42 | 2,300,000.00 | 1,933,016.94 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 4,289,521.18 | |||
| T 3.5% 01/31/30 | 4,000,000.00 | 3,798,436.08 | |||
| T 3.5% 02/15/33 | 11,200,000.00 | 10,413,619.88 | |||
| T 3.5% 02/15/39 | 770,000.00 | 689,006.36 | |||
| T 3.5% 04/30/30 | 3,500,000.00 | 3,317,879.25 | |||
| T 3.5% 09/15/25 | 2,900,000.00 | 2,841,342.48 | |||
| T 3.625% 02/15/44 | 4,890,000.00 | 4,217,115.69 | |||
| T 3.625% 02/15/53 | 9,550,000.00 | 8,082,709.35 | |||
| T 3.625% 05/15/53 | 2,300,000.00 | 1,947,124.82 | |||
| T 3.625% 08/15/43 | 4,700,000.00 | 4,066,111.14 | |||
| T 3.75% 04/15/26 | 6,570,000.00 | 6,428,292.12 | |||
| T 3.75% 06/30/30 | 3,000,000.00 | 2,879,679.51 | |||
| T 3.75% 11/15/43 | 4,730,000.00 | 4,161,775.07 | |||
| T 3.875% 01/15/26 | 6,500,000.00 | 6,382,519.58 | |||
| T 3.875% 02/15/43 | 2,500,000.00 | 2,248,426.60 | |||
| T 3.875% 08/15/33 | 8,170,000.00 | 7,800,950.54 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,334,155.59 | |||
| T 3.875% 09/30/29 | 3,540,000.00 | 3,431,312.68 | |||
| T 3.875% 11/30/29 | 8,130,000.00 | 7,877,463.98 | |||
| T 3% 02/15/47 | 6,600,000.00 | 5,040,993.54 | |||
| T 3% 02/15/48 | 1,000,000.00 | 758,343.07 | |||
| T 3% 02/15/49 | 1,000,000.00 | 754,736.57 | |||
| T 3% 05/15/42 | 2,450,000.00 | 1,953,113.93 | |||
| T 3% 05/15/45 | 700,000.00 | 541,900.23 | |||
| T 3% 05/15/47 | 3,210,000.00 | 2,447,510.85 | |||
| T 3% 07/15/25 | 11,150,000.00 | 10,888,641.99 | |||
| T 3% 08/15/48 | 3,250,000.00 | 2,457,293.05 | |||
| T 3% 08/15/52 | 5,200,000.00 | 3,892,031.10 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,087,003.53 | |||
| T 3% 10/31/25 | 5,000,000.00 | 4,857,891.05 | |||
| T 3% 11/15/44 | 2,800,000.00 | 2,176,889.54 | |||
| T 3% 11/15/45 | 2,300,000.00 | 1,775,430.51 | |||
| T 4.125% 08/15/53 | 4,300,000.00 | 3,985,628.80 | |||
| T 4.125% 08/31/30 | 9,200,000.00 | 9,010,306.12 | |||
| T 4.125% 10/31/27 | 3,100,000.00 | 3,048,445.48 | |||
| T 4.125% 11/15/32 | 14,000,000.00 | 13,652,487.94 | |||
| T 4.25% 02/15/54 | 3,250,000.00 | 3,080,415.05 | |||
| T 4.25% 05/15/39 | 900,000.00 | 874,499.73 | |||
| T 4.25% 10/15/25 | 6,900,000.00 | 6,820,985.27 | |||
| T 4.25% 11/15/40 | 740,000.00 | 711,195.95 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 993,380.24 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 1,861,155.14 | |||
| T 4.375% 05/15/41 | 650,000.00 | 632,988.14 | |||
| T 4.375% 08/15/26 | 6,000,000.00 | 5,937,436.56 | |||
| T 4.375% 08/31/28 | 14,150,000.00 | 14,037,842.99 | |||
| T 4.375% 11/15/39 | 960,000.00 | 942,796.77 | |||
| T 4.375% 11/30/30 | 4,500,000.00 | 4,468,207.68 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,105,572.41 | |||
| T 4.5% 05/15/38 | 550,000.00 | 552,492.80 | |||
| T 4.5% 07/15/26 | 10,000,000.00 | 9,921,051.40 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,695,503.65 | |||
| T 4.5% 11/15/33 | 9,270,000.00 | 9,289,736.66 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,392,501.17 | |||
| T 4.625% 09/30/30 | 3,010,000.00 | 3,030,396.51 | |||
| T 4.625% 10/15/26 | 9,520,000.00 | 9,476,464.65 | |||
| T 4.75% 02/15/41 | 750,000.00 | 764,081.44 | |||
| T 4.75% 11/15/53 | 3,180,000.00 | 3,273,166.43 | |||
| T 4.875% 10/31/30 | 2,500,000.00 | 2,551,239.47 | |||
| T 4% 01/15/27 | 3,200,000.00 | 3,139,245.44 | |||
| T 4% 02/15/26 | 6,500,000.00 | 6,392,466.92 | |||
| T 4% 02/28/30 | 6,200,000.00 | 6,039,498.86 | |||
| T 4% 07/31/30 | 3,980,000.00 | 3,872,568.93 | |||
| T 4% 10/31/29 | 6,550,000.00 | 6,385,915.03 | |||
| T 4% 11/15/52 | 7,400,000.00 | 6,713,067.17 | |||
| T 5.0% 05/15/37 | 400,000.00 | 423,443.31 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,337,027.47 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,060,559.91 | |||
| T 5% 08/31/25 | 4,250,000.00 | 4,242,138.22 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 1,733,205.57 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,519,219.20 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,143,900.14 | |||
| アメリカドル 小計 | 1,160,890,000.00 | 1,021,029,601.64 | |||
| (160,168,913,609) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 2,280,000.00 | 2,127,488.13 | ||
| CAN 0.5% 09/01/25 | 3,010,000.00 | 2,866,296.70 | |||
| CAN 0.5% 12/01/30 | 2,320,000.00 | 1,905,080.12 | |||
| CAN 1.25% 03/01/27 | 1,880,000.00 | 1,747,805.63 | |||
| CAN 1.25% 06/01/30 | 3,620,000.00 | 3,160,117.55 | |||
| CAN 1.5% 06/01/26 | 910,000.00 | 863,665.97 | |||
| CAN 1.5% 06/01/31 | 3,770,000.00 | 3,277,469.78 | |||
| CAN 1.5% 12/01/31 | 3,620,000.00 | 3,118,148.14 | |||
| CAN 1.75% 12/01/53 | 2,920,000.00 | 1,995,744.30 | |||
| CAN 1% 06/01/27 | 810,000.00 | 744,740.17 | |||
| CAN 1% 09/01/26 | 1,530,000.00 | 1,428,589.12 | |||
| CAN 2.25% 06/01/25 | 1,280,000.00 | 1,251,075.89 | |||
| CAN 2.25% 06/01/29 | 240,000.00 | 225,598.33 | |||
| CAN 2.5% 12/01/32 | 2,300,000.00 | 2,113,515.42 | |||
| CAN 2.75% 06/01/33 | 1,200,000.00 | 1,121,441.66 | |||
| CAN 2.75% 09/01/27 | 1,600,000.00 | 1,546,830.41 | |||
| CAN 2.75% 12/01/48 | 1,050,000.00 | 920,328.21 | |||
| CAN 2.75% 12/01/55 | 1,420,000.00 | 1,229,646.88 | |||
| CAN 2.75% 12/01/64 | 620,000.00 | 531,227.33 | |||
| CAN 2% 06/01/28 | 410,000.00 | 384,585.66 | |||
| CAN 2% 06/01/32 | 1,520,000.00 | 1,349,999.71 | |||
| CAN 2% 12/01/51 | 3,650,000.00 | 2,689,195.57 | |||
| CAN 3.25% 09/01/28 | 2,070,000.00 | 2,031,689.78 | |||
| CAN 3.25% 12/01/33 | 1,310,000.00 | 1,272,405.14 | |||
| CAN 3.5% 03/01/28 | 1,160,000.00 | 1,148,620.87 | |||
| CAN 3.5% 08/01/25 | 920,000.00 | 909,046.82 | |||
| CAN 3.5% 12/01/45 | 960,000.00 | 954,290.01 | |||
| CAN 3% 04/01/26 | 1,340,000.00 | 1,310,762.52 | |||
| CAN 3% 06/01/34 | 1,850,000.00 | 1,756,706.66 | |||
| CAN 3% 10/01/25 | 3,290,000.00 | 3,227,408.70 | |||
| CAN 4.0% 06/01/41 | 740,000.00 | 779,475.55 | |||
| CAN 4.5% 02/01/26 | 300,000.00 | 300,742.69 | |||
| CAN 4.5% 11/01/25 | 1,330,000.00 | 1,330,848.36 | |||
| CAN 4% 03/01/29 | 2,400,000.00 | 2,432,728.36 | |||
| CAN 4% 05/01/26 | 2,250,000.00 | 2,240,161.62 | |||
| CAN 5.75% 06/01/29 | 1,490,000.00 | 1,636,380.46 | |||
| CAN 5.75% 06/01/33 | 1,620,000.00 | 1,883,813.77 | |||
| CAN 5% 06/01/37 | 630,000.00 | 721,262.48 | |||
| カナダドル 小計 | 65,620,000.00 | 60,534,934.47 | |||
| (6,946,989,079) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 8,724,163.50 | ||
| MBONO 5.5% 03/04/27 | 33,260,000.00 | 29,625,679.80 | |||
| MBONO 5.75% 03/05/26 | 46,850,000.00 | 43,256,507.08 | |||
| MBONO 7.5% 05/26/33 | 24,150,000.00 | 20,918,730.00 | |||
| MBONO 7.5% 06/03/27 | 31,510,000.00 | 29,400,405.50 | |||
| MBONO 7.75% 05/29/31 | 41,040,000.00 | 36,865,000.80 | |||
| MBONO 7.75% 11/13/42 | 31,010,000.00 | 25,514,407.80 | |||
| MBONO 7.75% 11/23/34 | 10,250,000.00 | 8,923,547.50 | |||
| MBONO 7% 09/03/26 | 9,290,000.00 | 8,675,187.80 | |||
| MBONO 8.5% 03/01/29 | 14,540,000.00 | 13,816,344.20 | |||
| MBONO 8.5% 05/31/29 | 30,830,000.00 | 29,206,492.20 | |||
| MBONO 8.5% 11/18/38 | 21,430,000.00 | 19,311,430.20 | |||
| MBONO 8% 07/31/53 | 21,820,000.00 | 18,098,599.00 | |||
| MBONO 8% 11/07/47 | 24,600,000.00 | 20,534,112.00 | |||
| メキシコペソ 小計 | 349,130,000.00 | 312,870,607.38 | |||
| (2,945,363,897) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,420,000.00 | 1,201,131.14 | ||
| BGB 0.35% 06/22/32 | 1,220,000.00 | 992,053.98 | |||
| BGB 0.4% 06/22/40 | 660,000.00 | 421,905.00 | |||
| BGB 0.65% 06/22/71 | 440,000.00 | 181,510.12 | |||
| BGB 0.8% 06/22/25 | 2,000,000.00 | 1,944,944.00 | |||
| BGB 0.8% 06/22/27 | 1,510,000.00 | 1,414,072.72 | |||
| BGB 0.8% 06/22/28 | 1,600,000.00 | 1,472,209.60 | |||
| BGB 0.9% 06/22/29 | 1,670,000.00 | 1,515,304.56 | |||
| BGB 0% 10/22/27 | 900,000.00 | 814,838.40 | |||
| BGB 0% 10/22/31 | 1,460,000.00 | 1,177,650.60 | |||
| BGB 1.25% 04/22/33 | 1,310,000.00 | 1,136,245.53 | |||
| BGB 1.4% 06/22/53 | 1,050,000.00 | 656,827.78 | |||
| BGB 1.45% 06/22/37 | 800,000.00 | 648,176.00 | |||
| BGB 1.6% 06/22/47 | 1,080,000.00 | 768,642.48 | |||
| BGB 1.7% 06/22/50 | 1,100,000.00 | 771,777.60 | |||
| BGB 1.9% 06/22/38 | 650,000.00 | 550,729.40 | |||
| BGB 1% 06/22/26 | 1,840,000.00 | 1,761,985.84 | |||
| BGB 1% 06/22/31 | 1,560,000.00 | 1,369,641.00 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 648,896.16 | |||
| BGB 2.25% 06/22/57 | 670,000.00 | 511,447.44 | |||
| BGB 2.7% 10/22/29 | 180,000.00 | 178,140.06 | |||
| BGB 2.75% 04/22/39 | 560,000.00 | 525,021.84 | |||
| BGB 2.85% 10/22/34 | 680,000.00 | 665,101.88 | |||
| BGB 3.3% 06/22/54 | 1,020,000.00 | 980,510.09 | |||
| BGB 3.45% 06/22/43 | 440,000.00 | 442,983.45 | |||
| BGB 3.5% 06/22/55 | 530,000.00 | 526,735.20 | |||
| BGB 3.75% 06/22/45 | 930,000.00 | 977,382.57 | |||
| BGB 3% 06/22/33 | 1,450,000.00 | 1,447,652.45 | |||
| BGB 3% 06/22/34 | 1,050,000.00 | 1,044,546.30 | |||
| BGB 4.25% 03/28/41 | 1,750,000.00 | 1,953,246.75 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,166,342.66 | |||
| BGB 4% 03/28/32 | 1,080,000.00 | 1,157,054.76 | |||
| BGB 5.5% 03/28/28 | 2,040,000.00 | 2,226,788.52 | |||
| BGB 5% 03/28/35 | 1,810,000.00 | 2,119,519.05 | |||
| BKO 2.5% 03/19/26 | 250,000.00 | 247,173.13 | |||
| BKO 2.8% 06/12/25 | 1,490,000.00 | 1,481,322.24 | |||
| BKO 3.1% 09/18/25 | 1,360,000.00 | 1,356,587.76 | |||
| BKO 3.1% 12/12/25 | 1,820,000.00 | 1,816,361.82 | |||
| BTPS 0.25% 03/15/28 | 1,680,000.00 | 1,494,306.24 | |||
| BTPS 0.45% 02/15/29 | 1,880,000.00 | 1,640,382.72 | |||
| BTPS 0.5% 02/01/26 | 1,910,000.00 | 1,817,544.54 | |||
| BTPS 0.5% 07/15/28 | 1,300,000.00 | 1,157,162.50 | |||
| BTPS 0.6% 08/01/31 | 3,160,000.00 | 2,571,162.44 | |||
| BTPS 0.85% 01/15/27 | 2,340,000.00 | 2,191,152.60 | |||
| BTPS 0.9% 04/01/31 | 2,920,000.00 | 2,453,792.80 | |||
| BTPS 0.95% 03/01/37 | 1,320,000.00 | 924,778.80 | |||
| BTPS 0.95% 06/01/32 | 2,320,000.00 | 1,893,110.90 | |||
| BTPS 0.95% 08/01/30 | 2,230,000.00 | 1,915,135.15 | |||
| BTPS 0.95% 09/15/27 | 1,490,000.00 | 1,378,261.92 | |||
| BTPS 0.95% 12/01/31 | 2,140,000.00 | 1,771,130.34 | |||
| BTPS 0% 04/01/26 | 2,240,000.00 | 2,102,430.40 | |||
| BTPS 0% 08/01/26 | 3,230,000.00 | 2,998,893.50 | |||
| BTPS 1.1% 04/01/27 | 2,350,000.00 | 2,204,678.35 | |||
| BTPS 1.2% 08/15/25 | 850,000.00 | 826,104.80 | |||
| BTPS 1.25% 12/01/26 | 1,670,000.00 | 1,584,470.95 | |||
| BTPS 1.35% 04/01/30 | 2,250,000.00 | 1,998,922.50 | |||
| BTPS 1.45% 03/01/36 | 1,180,000.00 | 906,783.98 | |||
| BTPS 1.45% 05/15/25 | 2,300,000.00 | 2,254,756.70 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 791,737.50 | |||
| BTPS 1.5% 06/01/25 | 2,410,000.00 | 2,360,703.40 | |||
| BTPS 1.6% 06/01/26 | 1,080,000.00 | 1,041,545.52 | |||
| BTPS 1.65% 03/01/32 | 2,430,000.00 | 2,111,674.80 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,262,486.94 | |||
| BTPS 1.7% 09/01/51 | 1,350,000.00 | 820,314.00 | |||
| BTPS 1.8% 03/01/41 | 960,000.00 | 691,416.96 | |||
| BTPS 1.85% 07/01/25 | 2,700,000.00 | 2,650,860.00 | |||
| BTPS 2.05% 08/01/27 | 2,320,000.00 | 2,227,965.60 | |||
| BTPS 2.1% 07/15/26 | 1,440,000.00 | 1,401,089.76 | |||
| BTPS 2.15% 03/01/72 | 690,000.00 | 420,246.36 | |||
| BTPS 2.15% 09/01/52 | 1,020,000.00 | 677,220.84 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,203,353.24 | |||
| BTPS 2.25% 09/01/36 | 1,650,000.00 | 1,380,896.55 | |||
| BTPS 2.45% 09/01/33 | 2,600,000.00 | 2,343,337.51 | |||
| BTPS 2.45% 09/01/50 | 1,380,000.00 | 999,644.40 | |||
| BTPS 2.5% 11/15/25 | 1,660,000.00 | 1,637,092.00 | |||
| BTPS 2.5% 12/01/32 | 2,520,000.00 | 2,306,792.25 | |||
| BTPS 2.65% 12/01/27 | 1,760,000.00 | 1,717,965.92 | |||
| BTPS 2.7% 03/01/47 | 1,110,000.00 | 869,792.67 | |||
| BTPS 2.8% 03/01/67 | 830,000.00 | 606,895.38 | |||
| BTPS 2.8% 06/15/29 | 2,610,000.00 | 2,533,795.83 | |||
| BTPS 2.8% 12/01/28 | 1,420,000.00 | 1,386,165.66 | |||
| BTPS 2.95% 02/15/27 | 330,000.00 | 325,939.35 | |||
| BTPS 2.95% 09/01/38 | 1,110,000.00 | 977,769.03 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,153,554.00 | |||
| BTPS 2% 12/01/25 | 3,220,000.00 | 3,150,277.72 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,253,696.70 | |||
| BTPS 3.25% 03/01/38 | 1,860,000.00 | 1,703,127.60 | |||
| BTPS 3.25% 09/01/46 | 2,270,000.00 | 1,960,445.38 | |||
| BTPS 3.35% 03/01/35 | 1,890,000.00 | 1,803,019.03 | |||
| BTPS 3.4% 04/01/28 | 2,000,000.00 | 2,000,368.00 | |||
| BTPS 3.45% 03/01/48 | 1,820,000.00 | 1,612,338.00 | |||
| BTPS 3.5% 01/15/26 | 910,000.00 | 909,597.15 | |||
| BTPS 3.5% 03/01/30 | 2,360,000.00 | 2,365,383.16 | |||
| BTPS 3.7% 06/15/30 | 1,030,000.00 | 1,039,582.09 | |||
| BTPS 3.8% 04/15/26 | 1,440,000.00 | 1,448,127.07 | |||
| BTPS 3.8% 08/01/28 | 1,760,000.00 | 1,786,509.12 | |||
| BTPS 3.85% 09/01/49 | 1,470,000.00 | 1,382,137.36 | |||
| BTPS 3.85% 09/15/26 | 860,000.00 | 867,636.80 | |||
| BTPS 3.85% 12/15/29 | 2,860,000.00 | 2,913,727.96 | |||
| BTPS 3% 08/01/29 | 1,150,000.00 | 1,126,862.00 | |||
| BTPS 4.1% 02/01/29 | 440,000.00 | 452,800.04 | |||
| BTPS 4.15% 10/01/39 | 460,000.00 | 460,621.00 | |||
| BTPS 4.2% 03/01/34 | 1,920,000.00 | 1,980,739.20 | |||
| BTPS 4.35% 11/01/33 | 1,800,000.00 | 1,881,253.08 | |||
| BTPS 4.4% 05/01/33 | 1,060,000.00 | 1,114,439.48 | |||
| BTPS 4.45% 09/01/43 | 1,560,000.00 | 1,602,595.80 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,115,143.88 | |||
| BTPS 4.5% 10/01/53 | 1,510,000.00 | 1,554,273.20 | |||
| BTPS 4.75% 09/01/28 | 2,630,000.00 | 2,769,390.00 | |||
| BTPS 4.75% 09/01/44 | 1,600,000.00 | 1,712,492.80 | |||
| BTPS 4% 02/01/37 | 3,070,000.00 | 3,091,382.55 | |||
| BTPS 4% 04/30/35 | 880,000.00 | 891,588.72 | |||
| BTPS 4% 10/30/31 | 1,250,000.00 | 1,284,034.25 | |||
| BTPS 4% 11/15/30 | 1,800,000.00 | 1,846,001.34 | |||
| BTPS 5.0% 08/01/39 | 2,680,000.00 | 2,941,227.64 | |||
| BTPS 5.25% 11/01/29 | 2,710,000.00 | 2,954,769.91 | |||
| BTPS 5.75% 02/01/33 | 2,280,000.00 | 2,620,503.18 | |||
| BTPS 5% 08/01/34 | 3,170,000.00 | 3,482,054.80 | |||
| BTPS 5% 09/01/40 | 2,260,000.00 | 2,480,682.22 | |||
| BTPS 6.5% 11/01/27 | 2,700,000.00 | 2,971,042.20 | |||
| BTPS 6% 05/01/31 | 1,140,000.00 | 1,312,370.39 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,523,830.00 | |||
| DBR 0.25% 02/15/27 | 1,940,000.00 | 1,809,589.32 | |||
| DBR 0.25% 02/15/29 | 1,370,000.00 | 1,228,651.62 | |||
| DBR 0.25% 08/15/28 | 2,090,000.00 | 1,892,816.86 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 2,870,871.00 | |||
| DBR 0.5% 02/15/28 | 1,360,000.00 | 1,255,945.04 | |||
| DBR 0.5% 08/15/27 | 350,000.00 | 325,965.50 | |||
| DBR 0% 02/15/30 | 970,000.00 | 839,753.25 | |||
| DBR 0% 02/15/31 | 1,660,000.00 | 1,404,023.02 | |||
| DBR 0% 02/15/32 | 3,100,000.00 | 2,557,727.24 | |||
| DBR 0% 05/15/35 | 2,380,000.00 | 1,793,646.54 | |||
| DBR 0% 05/15/36 | 2,430,000.00 | 1,778,629.20 | |||
| DBR 0% 08/15/26 | 2,920,000.00 | 2,737,088.28 | |||
| DBR 0% 08/15/29 | 2,950,000.00 | 2,583,471.35 | |||
| DBR 0% 08/15/30 | 2,350,000.00 | 2,011,736.30 | |||
| DBR 0% 08/15/30 | 1,480,000.00 | 1,267,617.04 | |||
| DBR 0% 08/15/31 | 3,990,000.00 | 3,335,791.63 | |||
| DBR 0% 08/15/50 | 4,580,000.00 | 2,296,164.68 | |||
| DBR 0% 08/15/52 | 3,020,000.00 | 1,442,503.00 | |||
| DBR 0% 11/15/27 | 2,420,000.00 | 2,203,509.22 | |||
| DBR 0% 11/15/28 | 1,990,000.00 | 1,772,288.03 | |||
| DBR 1.25% 08/15/48 | 3,490,000.00 | 2,596,406.44 | |||
| DBR 1.7% 08/15/32 | 3,160,000.00 | 2,967,584.44 | |||
| DBR 1.8% 08/15/53 | 3,050,000.00 | 2,507,188.45 | |||
| DBR 1% 05/15/38 | 2,080,000.00 | 1,672,429.59 | |||
| DBR 1% 08/15/25 | 2,430,000.00 | 2,363,998.77 | |||
| DBR 2.1% 11/15/29 | 3,430,000.00 | 3,342,226.30 | |||
| DBR 2.2% 02/15/34 | 1,830,000.00 | 1,771,311.90 | |||
| DBR 2.3% 02/15/33 | 4,630,000.00 | 4,542,525.41 | |||
| DBR 2.4% 11/15/30 | 1,390,000.00 | 1,375,142.29 | |||
| DBR 2.5% 07/04/44 | 2,930,000.00 | 2,819,522.88 | |||
| DBR 2.5% 08/15/46 | 2,920,000.00 | 2,809,390.40 | |||
| DBR 2.5% 08/15/54 | 1,330,000.00 | 1,278,026.26 | |||
| DBR 2.6% 08/15/33 | 1,790,000.00 | 1,796,161.18 | |||
| DBR 3.25% 07/04/42 | 2,030,000.00 | 2,173,119.06 | |||
| DBR 4.0% 01/04/37 | 2,570,000.00 | 2,931,758.34 | |||
| DBR 4.25% 07/04/39 | 1,810,000.00 | 2,148,819.33 | |||
| DBR 4.75% 07/04/28 | 1,430,000.00 | 1,542,995.74 | |||
| DBR 4.75% 07/04/34 | 2,130,000.00 | 2,534,455.05 | |||
| DBR 4.75% 07/04/40 | 1,980,000.00 | 2,495,659.32 | |||
| DBR 5.5% 01/04/31 | 3,100,000.00 | 3,639,669.70 | |||
| DBR 5.625% 01/04/28 | 2,810,000.00 | 3,083,983.43 | |||
| DBR 6.25% 01/04/30 | 1,250,000.00 | 1,483,125.00 | |||
| DBR 6.5% 07/04/27 | 2,690,000.00 | 2,978,715.01 | |||
| FRTR 0.25% 11/25/26 | 4,290,000.00 | 4,001,656.23 | |||
| FRTR 0.5% 05/25/25 | 3,950,000.00 | 3,836,899.65 | |||
| FRTR 0.5% 05/25/26 | 4,500,000.00 | 4,272,124.50 | |||
| FRTR 0.5% 05/25/29 | 5,040,000.00 | 4,480,277.76 | |||
| FRTR 0.5% 05/25/40 | 2,690,000.00 | 1,764,494.74 | |||
| FRTR 0.5% 05/25/72 | 1,290,000.00 | 483,489.42 | |||
| FRTR 0.5% 06/25/44 | 2,030,000.00 | 1,196,289.15 | |||
| FRTR 0.75% 02/25/28 | 5,200,000.00 | 4,795,924.43 | |||
| FRTR 0.75% 05/25/28 | 5,410,000.00 | 4,966,434.10 | |||
| FRTR 0.75% 05/25/52 | 2,940,000.00 | 1,549,227.12 | |||
| FRTR 0.75% 05/25/53 | 3,040,000.00 | 1,566,198.88 | |||
| FRTR 0.75% 11/25/28 | 3,850,000.00 | 3,500,408.45 | |||
| FRTR 0% 02/25/26 | 4,020,000.00 | 3,802,694.88 | |||
| FRTR 0% 02/25/27 | 4,000,000.00 | 3,682,708.00 | |||
| FRTR 0% 05/25/32 | 3,780,000.00 | 2,995,396.74 | |||
| FRTR 0% 11/25/29 | 4,820,000.00 | 4,118,004.77 | |||
| FRTR 0% 11/25/30 | 5,810,000.00 | 4,821,318.11 | |||
| FRTR 0% 11/25/31 | 4,890,000.00 | 3,936,435.33 | |||
| FRTR 1.25% 05/25/34 | 4,460,000.00 | 3,772,749.05 | |||
| FRTR 1.25% 05/25/36 | 4,450,000.00 | 3,610,525.30 | |||
| FRTR 1.25% 05/25/38 | 2,740,000.00 | 2,127,918.41 | |||
| FRTR 1.5% 05/25/31 | 6,080,000.00 | 5,542,984.00 | |||
| FRTR 1.5% 05/25/50 | 3,050,000.00 | 2,057,359.20 | |||
| FRTR 1.75% 05/25/66 | 1,680,000.00 | 1,097,670.00 | |||
| FRTR 1.75% 06/25/39 | 3,250,000.00 | 2,675,900.50 | |||
| FRTR 1% 05/25/27 | 4,970,000.00 | 4,685,889.95 | |||
| FRTR 1% 11/25/25 | 4,670,000.00 | 4,515,768.95 | |||
| FRTR 2.5% 05/25/30 | 5,570,000.00 | 5,445,554.83 | |||
| FRTR 2.5% 05/25/43 | 1,440,000.00 | 1,263,866.40 | |||
| FRTR 2.5% 09/24/26 | 3,140,000.00 | 3,095,098.00 | |||
| FRTR 2.75% 02/25/29 | 4,370,000.00 | 4,332,291.27 | |||
| FRTR 2.75% 10/25/27 | 4,730,000.00 | 4,690,977.50 | |||
| FRTR 2% 05/25/48 | 2,860,000.00 | 2,209,793.30 | |||
| FRTR 2% 11/25/32 | 2,900,000.00 | 2,688,544.90 | |||
| FRTR 3.25% 05/25/45 | 2,860,000.00 | 2,807,587.64 | |||
| FRTR 3.5% 04/25/26 | 4,730,000.00 | 4,757,434.00 | |||
| FRTR 3.5% 11/25/33 | 3,100,000.00 | 3,213,605.70 | |||
| FRTR 3% 05/25/33 | 4,210,000.00 | 4,205,710.85 | |||
| FRTR 3% 05/25/54 | 2,380,000.00 | 2,174,112.79 | |||
| FRTR 3% 06/25/49 | 770,000.00 | 718,880.37 | |||
| FRTR 4.5% 04/25/41 | 3,440,000.00 | 3,967,290.08 | |||
| FRTR 4.75% 04/25/35 | 2,440,000.00 | 2,806,824.72 | |||
| FRTR 4% 04/25/55 | 2,540,000.00 | 2,795,899.92 | |||
| FRTR 4% 04/25/60 | 1,780,000.00 | 1,978,434.40 | |||
| FRTR 4% 10/25/38 | 2,140,000.00 | 2,324,228.32 | |||
| FRTR 5.5% 04/25/29 | 5,920,000.00 | 6,601,332.80 | |||
| FRTR 5.75% 10/25/32 | 4,370,000.00 | 5,248,168.98 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 1,968,187.20 | |||
| IRISH 0.2% 05/15/27 | 670,000.00 | 618,615.69 | |||
| IRISH 0.2% 10/18/30 | 780,000.00 | 662,829.31 | |||
| IRISH 0.35% 10/18/32 | 380,000.00 | 309,871.00 | |||
| IRISH 0.4% 05/15/35 | 690,000.00 | 525,752.40 | |||
| IRISH 0.55% 04/22/41 | 360,000.00 | 239,437.08 | |||
| IRISH 0.9% 05/15/28 | 770,000.00 | 714,657.79 | |||
| IRISH 0% 10/18/31 | 1,070,000.00 | 870,730.69 | |||
| IRISH 1.1% 05/15/29 | 980,000.00 | 902,119.40 | |||
| IRISH 1.3% 05/15/33 | 430,000.00 | 377,323.28 | |||
| IRISH 1.35% 03/18/31 | 470,000.00 | 428,250.84 | |||
| IRISH 1.5% 05/15/50 | 800,000.00 | 567,234.40 | |||
| IRISH 1.7% 05/15/37 | 740,000.00 | 633,832.20 | |||
| IRISH 1% 05/15/26 | 1,000,000.00 | 960,606.33 | |||
| IRISH 2.4% 05/15/30 | 930,000.00 | 908,142.21 | |||
| IRISH 2.6% 10/18/34 | 200,000.00 | 193,675.60 | |||
| IRISH 2% 02/18/45 | 980,000.00 | 813,370.60 | |||
| IRISH 3% 10/18/43 | 370,000.00 | 363,427.32 | |||
| NETHER 0.25% 07/15/25 | 1,910,000.00 | 1,845,682.66 | |||
| NETHER 0.25% 07/15/29 | 950,000.00 | 836,380.47 | |||
| NETHER 0.5% 01/15/40 | 1,470,000.00 | 1,026,970.51 | |||
| NETHER 0.5% 07/15/26 | 1,750,000.00 | 1,658,954.14 | |||
| NETHER 0.5% 07/15/32 | 1,150,000.00 | 960,281.60 | |||
| NETHER 0.75% 07/15/27 | 900,000.00 | 842,861.70 | |||
| NETHER 0.75% 07/15/28 | 1,610,000.00 | 1,481,252.05 | |||
| NETHER 0% 01/15/26 | 1,190,000.00 | 1,131,233.04 | |||
| NETHER 0% 01/15/27 | 1,730,000.00 | 1,601,035.06 | |||
| NETHER 0% 01/15/29 | 1,610,000.00 | 1,415,336.51 | |||
| NETHER 0% 01/15/38 | 1,170,000.00 | 786,698.42 | |||
| NETHER 0% 01/15/52 | 1,740,000.00 | 812,751.37 | |||
| NETHER 0% 07/15/30 | 1,350,000.00 | 1,141,387.20 | |||
| NETHER 0% 07/15/31 | 1,370,000.00 | 1,127,759.77 | |||
| NETHER 2.5% 01/15/30 | 1,000,000.00 | 984,401.00 | |||
| NETHER 2.5% 01/15/33 | 1,550,000.00 | 1,515,091.21 | |||
| NETHER 2.5% 07/15/33 | 1,320,000.00 | 1,285,742.04 | |||
| NETHER 2.5% 07/15/34 | 500,000.00 | 484,153.50 | |||
| NETHER 2.75% 01/15/47 | 1,840,000.00 | 1,797,652.40 | |||
| NETHER 2% 01/15/54 | 1,120,000.00 | 926,419.20 | |||
| NETHER 3.25% 01/15/44 | 680,000.00 | 711,189.69 | |||
| NETHER 3.75% 01/15/42 | 1,700,000.00 | 1,885,789.60 | |||
| NETHER 4% 01/15/37 | 1,660,000.00 | 1,844,980.44 | |||
| NETHER 5.5% 01/15/28 | 1,530,000.00 | 1,666,117.82 | |||
| OBL 0% 04/10/26 | 3,070,000.00 | 2,901,797.77 | |||
| OBL 0% 04/16/27 | 2,550,000.00 | 2,352,311.25 | |||
| OBL 0% 10/09/26 | 2,680,000.00 | 2,502,205.57 | |||
| OBL 0% 10/10/25 | 4,000,000.00 | 3,830,572.00 | |||
| OBL 1.3% 10/15/27 | 3,550,000.00 | 3,386,249.15 | |||
| OBL 2.1% 04/12/29 | 1,480,000.00 | 1,443,518.00 | |||
| OBL 2.2% 04/13/28 | 2,950,000.00 | 2,894,991.35 | |||
| OBL 2.4% 10/19/28 | 4,270,000.00 | 4,221,121.59 | |||
| RAGB 0.25% 10/20/36 | 720,000.00 | 508,503.60 | |||
| RAGB 0.5% 02/20/29 | 1,410,000.00 | 1,259,751.81 | |||
| RAGB 0.5% 04/20/27 | 1,490,000.00 | 1,388,054.20 | |||
| RAGB 0.7% 04/20/71 | 350,000.00 | 153,081.25 | |||
| RAGB 0.75% 02/20/28 | 880,000.00 | 812,715.20 | |||
| RAGB 0.75% 03/20/51 | 780,000.00 | 443,098.50 | |||
| RAGB 0.75% 10/20/26 | 1,480,000.00 | 1,402,249.52 | |||
| RAGB 0.85% 06/30/20 | 230,000.00 | 101,687.37 | |||
| RAGB 0.9% 02/20/32 | 1,230,000.00 | 1,054,774.20 | |||
| RAGB 0% 02/20/30 | 1,480,000.00 | 1,253,349.84 | |||
| RAGB 0% 02/20/31 | 1,670,000.00 | 1,372,259.87 | |||
| RAGB 0% 10/20/28 | 880,000.00 | 774,727.36 | |||
| RAGB 0% 10/20/40 | 580,000.00 | 345,457.86 | |||
| RAGB 1.2% 10/20/25 | 1,190,000.00 | 1,155,937.44 | |||
| RAGB 1.5% 02/20/47 | 1,080,000.00 | 783,317.52 | |||
| RAGB 1.5% 11/02/86 | 310,000.00 | 182,214.28 | |||
| RAGB 1.85% 05/23/49 | 660,000.00 | 506,398.86 | |||
| RAGB 2.1% 09/20/17 | 650,000.00 | 477,790.30 | |||
| RAGB 2.4% 05/23/34 | 930,000.00 | 878,431.50 | |||
| RAGB 2.9% 02/20/33 | 1,500,000.00 | 1,486,552.50 | |||
| RAGB 2.9% 02/20/34 | 720,000.00 | 710,781.12 | |||
| RAGB 2.9% 05/23/29 | 220,000.00 | 219,889.56 | |||
| RAGB 3.15% 06/20/44 | 700,000.00 | 691,471.90 | |||
| RAGB 3.15% 10/20/53 | 440,000.00 | 431,620.15 | |||
| RAGB 3.45% 10/20/30 | 230,000.00 | 236,650.68 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 471,203.04 | |||
| RAGB 4.15% 03/15/37 | 1,460,000.00 | 1,611,340.68 | |||
| RAGB 4.85% 03/15/26 | 1,170,000.00 | 1,203,574.32 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,292,194.40 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 310,281.22 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 208,594.82 | |||
| RFGB 0.125% 09/15/31 | 630,000.00 | 514,481.42 | |||
| RFGB 0.25% 09/15/40 | 300,000.00 | 188,701.56 | |||
| RFGB 0.5% 04/15/26 | 570,000.00 | 542,586.42 | |||
| RFGB 0.5% 04/15/43 | 490,000.00 | 303,963.07 | |||
| RFGB 0.5% 09/15/27 | 540,000.00 | 498,365.40 | |||
| RFGB 0.5% 09/15/28 | 730,000.00 | 658,728.78 | |||
| RFGB 0.5% 09/15/29 | 530,000.00 | 467,536.85 | |||
| RFGB 0.75% 04/15/31 | 510,000.00 | 441,215.07 | |||
| RFGB 0.875% 09/15/25 | 440,000.00 | 426,678.12 | |||
| RFGB 0% 09/15/26 | 460,000.00 | 428,628.92 | |||
| RFGB 0% 09/15/30 | 720,000.00 | 599,788.80 | |||
| RFGB 1.125% 04/15/34 | 640,000.00 | 536,756.98 | |||
| RFGB 1.375% 04/15/27 | 350,000.00 | 334,066.60 | |||
| RFGB 1.375% 04/15/47 | 610,000.00 | 433,710.00 | |||
| RFGB 1.5% 09/15/32 | 570,000.00 | 508,385.85 | |||
| RFGB 2.625% 07/04/42 | 470,000.00 | 432,494.09 | |||
| RFGB 2.75% 04/15/38 | 400,000.00 | 379,950.80 | |||
| RFGB 2.75% 07/04/28 | 550,000.00 | 546,021.80 | |||
| RFGB 2.875% 04/15/29 | 240,000.00 | 239,159.04 | |||
| RFGB 2.95% 04/15/55 | 230,000.00 | 219,028.74 | |||
| RFGB 3% 09/15/33 | 580,000.00 | 578,853.89 | |||
| RFGB 4% 07/04/25 | 640,000.00 | 644,205.82 | |||
| SPGB 0.1% 04/30/31 | 2,200,000.00 | 1,793,242.00 | |||
| SPGB 0.5% 04/30/30 | 3,210,000.00 | 2,770,233.21 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,126,921.72 | |||
| SPGB 0.6% 10/31/29 | 1,970,000.00 | 1,730,979.90 | |||
| SPGB 0.7% 04/30/32 | 2,200,000.00 | 1,824,486.40 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,270,807.96 | |||
| SPGB 0.8% 07/30/29 | 2,750,000.00 | 2,455,249.50 | |||
| SPGB 0.85% 07/30/37 | 1,460,000.00 | 1,051,078.82 | |||
| SPGB 0% 01/31/26 | 2,660,000.00 | 2,519,716.92 | |||
| SPGB 0% 01/31/27 | 2,910,000.00 | 2,675,433.63 | |||
| SPGB 0% 01/31/28 | 3,050,000.00 | 2,727,006.52 | |||
| SPGB 0% 05/31/25 | 3,060,000.00 | 2,954,384.10 | |||
| SPGB 1.2% 10/31/40 | 2,110,000.00 | 1,472,590.10 | |||
| SPGB 1.25% 10/31/30 | 2,980,000.00 | 2,663,678.96 | |||
| SPGB 1.3% 10/31/26 | 2,070,000.00 | 1,980,286.20 | |||
| SPGB 1.4% 04/30/28 | 2,450,000.00 | 2,300,349.10 | |||
| SPGB 1.4% 07/30/28 | 2,050,000.00 | 1,918,436.12 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,495,940.71 | |||
| SPGB 1.45% 10/31/27 | 2,280,000.00 | 2,159,228.40 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 322,395.48 | |||
| SPGB 1.5% 04/30/27 | 1,500,000.00 | 1,432,102.50 | |||
| SPGB 1.6% 04/30/25 | 1,450,000.00 | 1,425,016.50 | |||
| SPGB 1.85% 07/30/35 | 2,190,000.00 | 1,878,582.00 | |||
| SPGB 1.9% 10/31/52 | 1,810,000.00 | 1,209,143.35 | |||
| SPGB 1.95% 04/30/26 | 2,300,000.00 | 2,244,096.20 | |||
| SPGB 1.95% 07/30/30 | 2,020,000.00 | 1,894,644.86 | |||
| SPGB 1% 07/30/42 | 1,180,000.00 | 765,565.12 | |||
| SPGB 1% 10/31/50 | 2,000,000.00 | 1,083,452.00 | |||
| SPGB 2.15% 10/31/25 | 1,570,000.00 | 1,544,771.67 | |||
| SPGB 2.35% 07/30/33 | 2,190,000.00 | 2,033,771.97 | |||
| SPGB 2.55% 10/31/32 | 2,530,000.00 | 2,408,038.82 | |||
| SPGB 2.7% 10/31/48 | 1,710,000.00 | 1,415,888.55 | |||
| SPGB 2.8% 05/31/26 | 1,670,000.00 | 1,654,145.02 | |||
| SPGB 2.9% 10/31/46 | 1,850,000.00 | 1,611,764.40 | |||
| SPGB 3.15% 04/30/33 | 1,990,000.00 | 1,973,749.66 | |||
| SPGB 3.25% 04/30/34 | 2,150,000.00 | 2,133,554.14 | |||
| SPGB 3.45% 07/30/43 | 1,190,000.00 | 1,139,728.45 | |||
| SPGB 3.45% 07/30/66 | 1,530,000.00 | 1,387,085.76 | |||
| SPGB 3.5% 05/31/29 | 660,000.00 | 672,842.67 | |||
| SPGB 3.55% 10/31/33 | 2,270,000.00 | 2,315,627.00 | |||
| SPGB 3.9% 07/30/39 | 1,330,000.00 | 1,369,236.72 | |||
| SPGB 4.2% 01/31/37 | 1,800,000.00 | 1,932,660.00 | |||
| SPGB 4.65% 07/30/25 | 2,840,000.00 | 2,879,849.46 | |||
| SPGB 4.7% 07/30/41 | 1,880,000.00 | 2,124,315.40 | |||
| SPGB 4.9% 07/30/40 | 1,730,000.00 | 1,987,584.89 | |||
| SPGB 4% 10/31/54 | 650,000.00 | 658,979.75 | |||
| SPGB 5.15% 10/31/28 | 3,710,000.00 | 4,027,075.15 | |||
| SPGB 5.15% 10/31/44 | 1,420,000.00 | 1,701,135.86 | |||
| SPGB 5.75% 07/30/32 | 2,250,000.00 | 2,662,863.75 | |||
| SPGB 5.9% 07/30/26 | 2,310,000.00 | 2,435,848.80 | |||
| SPGB 6.0% 01/31/29 | 910,000.00 | 1,026,062.31 | |||
| ユーロ 小計 | 685,160,000.00 | 633,321,977.89 | |||
| (107,772,400,977) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 1,260,000.00 | 1,172,514.16 | ||
| UKT 0.125% 01/31/28 | 1,510,000.00 | 1,300,940.50 | |||
| UKT 0.25% 07/31/31 | 2,710,000.00 | 2,065,507.80 | |||
| UKT 0.375% 10/22/26 | 2,980,000.00 | 2,706,216.97 | |||
| UKT 0.375% 10/22/30 | 1,930,000.00 | 1,529,400.51 | |||
| UKT 0.5% 01/31/29 | 2,180,000.00 | 1,843,517.00 | |||
| UKT 0.5% 10/22/61 | 2,150,000.00 | 626,977.83 | |||
| UKT 0.625% 06/07/25 | 1,400,000.00 | 1,341,859.68 | |||
| UKT 0.625% 07/31/35 | 2,250,000.00 | 1,520,100.00 | |||
| UKT 0.625% 10/22/50 | 1,450,000.00 | 571,155.00 | |||
| UKT 0.875% 01/31/46 | 1,530,000.00 | 746,487.00 | |||
| UKT 0.875% 07/31/33 | 3,400,000.00 | 2,542,384.00 | |||
| UKT 0.875% 10/22/29 | 1,410,000.00 | 1,191,316.05 | |||
| UKT 1.125% 01/31/39 | 2,050,000.00 | 1,311,126.70 | |||
| UKT 1.125% 10/22/73 | 1,050,000.00 | 373,533.51 | |||
| UKT 1.25% 07/22/27 | 1,250,000.00 | 1,138,912.50 | |||
| UKT 1.25% 07/31/51 | 2,420,000.00 | 1,156,929.40 | |||
| UKT 1.25% 10/22/41 | 2,030,000.00 | 1,225,377.83 | |||
| UKT 1.5% 07/22/26 | 1,600,000.00 | 1,504,218.88 | |||
| UKT 1.5% 07/22/47 | 1,700,000.00 | 941,718.74 | |||
| UKT 1.5% 07/31/53 | 1,140,000.00 | 568,916.08 | |||
| UKT 1.625% 10/22/28 | 1,070,000.00 | 962,336.60 | |||
| UKT 1.625% 10/22/54 | 1,340,000.00 | 684,920.09 | |||
| UKT 1.625% 10/22/71 | 1,550,000.00 | 696,463.05 | |||
| UKT 1.75% 01/22/49 | 1,080,000.00 | 621,513.00 | |||
| UKT 1.75% 07/22/57 | 1,740,000.00 | 902,364.00 | |||
| UKT 1.75% 09/07/37 | 1,890,000.00 | 1,386,880.86 | |||
| UKT 1% 01/31/32 | 3,700,000.00 | 2,939,435.40 | |||
| UKT 2.5% 07/22/65 | 1,420,000.00 | 881,921.67 | |||
| UKT 2% 09/07/25 | 2,380,000.00 | 2,298,294.60 | |||
| UKT 3.25% 01/22/44 | 2,010,000.00 | 1,648,006.23 | |||
| UKT 3.25% 01/31/33 | 3,960,000.00 | 3,688,785.93 | |||
| UKT 3.5% 01/22/45 | 1,820,000.00 | 1,538,837.66 | |||
| UKT 3.5% 07/22/68 | 1,470,000.00 | 1,179,354.24 | |||
| UKT 3.5% 10/22/25 | 2,350,000.00 | 2,306,666.00 | |||
| UKT 3.75% 01/29/38 | 1,930,000.00 | 1,790,268.00 | |||
| UKT 3.75% 03/07/27 | 650,000.00 | 636,824.50 | |||
| UKT 3.75% 07/22/52 | 1,150,000.00 | 983,440.44 | |||
| UKT 3.75% 10/22/53 | 2,910,000.00 | 2,473,267.20 | |||
| UKT 4.125% 01/29/27 | 3,340,000.00 | 3,306,666.80 | |||
| UKT 4.25% 03/07/36 | 1,890,000.00 | 1,871,667.00 | |||
| UKT 4.25% 06/07/32 | 1,320,000.00 | 1,331,307.12 | |||
| UKT 4.25% 09/07/39 | 1,270,000.00 | 1,230,223.60 | |||
| UKT 4.25% 12/07/27 | 1,800,000.00 | 1,797,912.00 | |||
| UKT 4.25% 12/07/40 | 1,450,000.00 | 1,395,587.88 | |||
| UKT 4.25% 12/07/46 | 1,770,000.00 | 1,664,033.64 | |||
| UKT 4.25% 12/07/49 | 1,610,000.00 | 1,503,772.20 | |||
| UKT 4.25% 12/07/55 | 1,700,000.00 | 1,580,660.00 | |||
| UKT 4.375% 07/31/54 | 430,000.00 | 407,473.50 | |||
| UKT 4.5% 06/07/28 | 2,690,000.00 | 2,708,157.50 | |||
| UKT 4.5% 09/07/34 | 1,390,000.00 | 1,414,464.00 | |||
| UKT 4.5% 12/07/42 | 2,440,000.00 | 2,403,302.40 | |||
| UKT 4.625% 01/31/34 | 1,780,000.00 | 1,831,718.24 | |||
| UKT 4.75% 10/22/43 | 1,030,000.00 | 1,041,676.89 | |||
| UKT 4.75% 12/07/30 | 1,710,000.00 | 1,771,229.97 | |||
| UKT 4.75% 12/07/38 | 1,400,000.00 | 1,438,720.36 | |||
| UKT 4% 01/22/60 | 1,250,000.00 | 1,114,240.00 | |||
| UKT 4% 10/22/63 | 1,190,000.00 | 1,055,887.00 | |||
| UKT 6.0% 12/07/28 | 2,010,000.00 | 2,160,046.50 | |||
| イギリスポンド 小計 | 107,290,000.00 | 88,027,436.21 | |||
| (17,591,402,852) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 4,470,000.00 | 3,823,734.64 | ||
| SGB 0.75% 05/12/28 | 6,780,000.00 | 6,328,908.02 | |||
| SGB 0.75% 11/12/29 | 6,440,000.00 | 5,895,101.09 | |||
| SGB 1.75% 11/11/33 | 4,360,000.00 | 4,123,266.46 | |||
| SGB 1% 11/12/26 | 7,580,000.00 | 7,263,372.78 | |||
| SGB 2.25% 06/01/32 | 5,510,000.00 | 5,436,784.88 | |||
| SGB 2.5% 05/12/25 | 7,560,000.00 | 7,508,168.79 | |||
| SGB 3.5% 03/30/39 | 3,970,000.00 | 4,454,776.70 | |||
| スウェーデンクローナ 小計 | 46,670,000.00 | 44,834,113.36 | |||
| (659,061,466) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 4,780,000.00 | 4,036,375.40 | ||
| NGB 1.375% 08/19/30 | 5,200,000.00 | 4,539,428.40 | |||
| NGB 1.5% 02/19/26 | 4,520,000.00 | 4,339,487.46 | |||
| NGB 1.75% 02/17/27 | 4,630,000.00 | 4,388,383.45 | |||
| NGB 1.75% 09/06/29 | 4,100,000.00 | 3,725,575.70 | |||
| NGB 2.125% 05/18/32 | 3,730,000.00 | 3,318,096.10 | |||
| NGB 2% 04/26/28 | 4,650,000.00 | 4,364,955.00 | |||
| NGB 3.5% 10/06/42 | 1,860,000.00 | 1,831,941.90 | |||
| NGB 3.625% 04/13/34 | 2,470,000.00 | 2,445,300.00 | |||
| NGB 3% 08/15/33 | 4,630,000.00 | 4,369,205.05 | |||
| ノルウェークローネ 小計 | 40,570,000.00 | 37,358,748.46 | |||
| (553,283,064) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 5,570,000.00 | 2,911,676.82 | ||
| DGB 0.5% 11/15/27 | 4,430,000.00 | 4,113,103.07 | |||
| DGB 0.5% 11/15/29 | 5,570,000.00 | 4,997,792.22 | |||
| DGB 0% 11/15/31 | 6,540,000.00 | 5,442,083.10 | |||
| DGB 1.75% 11/15/25 | 6,560,000.00 | 6,436,355.08 | |||
| DGB 2.25% 11/15/33 | 3,680,000.00 | 3,583,544.98 | |||
| DGB 4.5% 11/15/39 | 9,470,000.00 | 11,542,121.23 | |||
| デンマーククローネ 小計 | 41,820,000.00 | 39,026,676.50 | |||
| (890,198,490) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 2,260,000.00 | 2,003,309.20 | ||
| POLGB 0% 10/25/25 | 940,000.00 | 874,600.81 | |||
| POLGB 1.25% 10/25/30 | 3,900,000.00 | 2,992,317.90 | |||
| POLGB 1.75% 04/25/32 | 3,560,000.00 | 2,669,604.84 | |||
| POLGB 2.5% 07/25/26 | 4,900,000.00 | 4,618,201.00 | |||
| POLGB 2.5% 07/25/27 | 5,530,000.00 | 5,062,067.99 | |||
| POLGB 2.75% 04/25/28 | 3,270,000.00 | 2,958,774.48 | |||
| POLGB 2.75% 10/25/29 | 6,000,000.00 | 5,207,082.00 | |||
| POLGB 3.25% 07/25/25 | 4,480,000.00 | 4,384,181.76 | |||
| POLGB 3.75% 05/25/27 | 2,110,000.00 | 2,014,256.64 | |||
| POLGB 5.75% 04/25/29 | 4,320,000.00 | 4,335,789.60 | |||
| POLGB 6% 10/25/33 | 4,350,000.00 | 4,405,597.35 | |||
| POLGB 7.5% 07/25/28 | 3,610,000.00 | 3,856,757.94 | |||
| ポーランドズロチ 小計 | 49,230,000.00 | 45,382,541.51 | |||
| (1,815,092,900) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/25 | 2,100,000.00 | 1,983,382.96 | ||
| ACGB 0.5% 09/21/26 | 2,390,000.00 | 2,206,040.61 | |||
| ACGB 1.25% 05/21/32 | 2,770,000.00 | 2,215,094.81 | |||
| ACGB 1.5% 06/21/31 | 2,400,000.00 | 2,011,610.25 | |||
| ACGB 1.75% 06/21/51 | 1,860,000.00 | 1,027,421.45 | |||
| ACGB 1.75% 11/21/32 | 2,000,000.00 | 1,645,251.90 | |||
| ACGB 1% 11/21/31 | 2,780,000.00 | 2,213,440.19 | |||
| ACGB 1% 12/21/30 | 1,710,000.00 | 1,405,478.22 | |||
| ACGB 2.25% 05/21/28 | 1,480,000.00 | 1,386,652.43 | |||
| ACGB 2.5% 05/21/30 | 2,340,000.00 | 2,145,285.18 | |||
| ACGB 2.75% 05/21/41 | 1,330,000.00 | 1,043,218.52 | |||
| ACGB 2.75% 06/21/35 | 1,470,000.00 | 1,265,119.86 | |||
| ACGB 2.75% 11/21/27 | 1,530,000.00 | 1,469,432.65 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,576,402.03 | |||
| ACGB 2.75% 11/21/29 | 1,780,000.00 | 1,668,086.45 | |||
| ACGB 3.25% 04/21/29 | 1,810,000.00 | 1,749,286.88 | |||
| ACGB 3.25% 06/21/39 | 940,000.00 | 811,313.65 | |||
| ACGB 3.5% 12/21/34 | 1,690,000.00 | 1,572,049.48 | |||
| ACGB 3.75% 04/21/37 | 1,220,000.00 | 1,140,797.38 | |||
| ACGB 3.75% 05/21/34 | 1,980,000.00 | 1,891,074.45 | |||
| ACGB 3% 03/21/47 | 1,350,000.00 | 1,033,866.90 | |||
| ACGB 3% 11/21/33 | 1,840,000.00 | 1,655,959.88 | |||
| ACGB 4.25% 04/21/26 | 1,770,000.00 | 1,776,559.26 | |||
| ACGB 4.5% 04/21/33 | 3,010,000.00 | 3,060,850.63 | |||
| ACGB 4.75% 04/21/27 | 2,010,000.00 | 2,051,922.77 | |||
| ACGB 4.75% 06/21/54 | 720,000.00 | 731,257.27 | |||
| オーストラリアドル 小計 | 47,940,000.00 | 42,736,856.06 | |||
| (4,442,068,818) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 990,000.00 | 833,911.38 | ||
| NZGB 0.5% 05/15/26 | 730,000.00 | 670,720.72 | |||
| NZGB 1.5% 05/15/31 | 1,000,000.00 | 813,644.09 | |||
| NZGB 1.75% 05/15/41 | 460,000.00 | 289,463.64 | |||
| NZGB 2.75% 04/15/37 | 630,000.00 | 500,846.88 | |||
| NZGB 2.75% 05/15/51 | 600,000.00 | 399,626.77 | |||
| NZGB 2% 05/15/32 | 700,000.00 | 575,027.51 | |||
| NZGB 3.5% 04/14/33 | 1,320,000.00 | 1,202,281.76 | |||
| NZGB 3% 04/20/29 | 830,000.00 | 772,187.27 | |||
| NZGB 4.25% 05/15/34 | 450,000.00 | 431,201.38 | |||
| NZGB 4.5% 04/15/27 | 840,000.00 | 835,174.82 | |||
| NZGB 4.5% 05/15/30 | 490,000.00 | 487,017.98 | |||
| NZGB 4.5% 05/15/35 | 440,000.00 | 427,939.30 | |||
| NZGB 5% 05/15/54 | 380,000.00 | 376,341.01 | |||
| ニュージーランドドル 小計 | 9,860,000.00 | 8,615,384.51 | |||
| (827,507,682) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 790,000.00 | 757,294.00 | ||
| SIGB 1.25% 11/01/26 | 870,000.00 | 826,500.00 | |||
| SIGB 1.625% 07/01/31 | 560,000.00 | 501,648.00 | |||
| SIGB 1.875% 03/01/50 | 730,000.00 | 555,895.00 | |||
| SIGB 1.875% 10/01/51 | 420,000.00 | 315,252.00 | |||
| SIGB 2.125% 06/01/26 | 830,000.00 | 809,013.45 | |||
| SIGB 2.25% 08/01/36 | 760,000.00 | 684,000.00 | |||
| SIGB 2.375% 06/01/25 | 900,000.00 | 889,470.00 | |||
| SIGB 2.375% 07/01/39 | 380,000.00 | 339,727.60 | |||
| SIGB 2.625% 05/01/28 | 720,000.00 | 703,080.00 | |||
| SIGB 2.625% 08/01/32 | 460,000.00 | 438,840.00 | |||
| SIGB 2.75% 03/01/46 | 820,000.00 | 755,765.30 | |||
| SIGB 2.75% 04/01/42 | 630,000.00 | 587,160.00 | |||
| SIGB 2.875% 07/01/29 | 650,000.00 | 637,975.00 | |||
| SIGB 2.875% 09/01/27 | 420,000.00 | 414,750.00 | |||
| SIGB 2.875% 09/01/30 | 710,000.00 | 694,025.00 | |||
| SIGB 3.375% 09/01/33 | 830,000.00 | 836,640.00 | |||
| SIGB 3.5% 03/01/27 | 740,000.00 | 742,738.00 | |||
| SIGB 3% 04/01/29 | 150,000.00 | 148,227.75 | |||
| SIGB 3% 08/01/72 | 490,000.00 | 460,355.00 | |||
| シンガポールドル 小計 | 12,860,000.00 | 12,098,356.10 | |||
| (1,406,312,913) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 1,650,000.00 | 1,528,467.00 | ||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,507,089.44 | |||
| MGS 3.519% 04/20/28 | 710,000.00 | 706,733.46 | |||
| MGS 3.582% 07/15/32 | 1,310,000.00 | 1,283,334.95 | |||
| MGS 3.733% 06/15/28 | 2,930,000.00 | 2,937,264.05 | |||
| MGS 3.757% 05/22/40 | 2,360,000.00 | 2,272,573.28 | |||
| MGS 3.828% 07/05/34 | 1,770,000.00 | 1,760,482.67 | |||
| MGS 3.844% 04/15/33 | 1,880,000.00 | 1,873,645.41 | |||
| MGS 3.885% 08/15/29 | 2,160,000.00 | 2,177,696.01 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,140,075.87 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 1,989,007.54 | |||
| MGS 3.9% 11/30/26 | 2,470,000.00 | 2,492,322.37 | |||
| MGS 3.906% 07/15/26 | 600,000.00 | 605,005.62 | |||
| MGS 3.955% 09/15/25 | 1,690,000.00 | 1,702,115.77 | |||
| MGS 4.065% 06/15/50 | 3,070,000.00 | 2,991,817.23 | |||
| MGS 4.232% 06/30/31 | 2,490,000.00 | 2,549,065.29 | |||
| MGS 4.254% 05/31/35 | 1,750,000.00 | 1,797,849.37 | |||
| MGS 4.392% 04/15/26 | 2,520,000.00 | 2,563,311.99 | |||
| MGS 4.457% 03/31/53 | 1,090,000.00 | 1,131,878.78 | |||
| MGS 4.498% 04/15/30 | 3,070,000.00 | 3,180,383.38 | |||
| MGS 4.504% 04/30/29 | 350,000.00 | 362,636.50 | |||
| MGS 4.642% 11/07/33 | 870,000.00 | 920,581.80 | |||
| MGS 4.696% 10/15/42 | 1,970,000.00 | 2,118,930.22 | |||
| MGS 4.736% 03/15/46 | 980,000.00 | 1,058,589.63 | |||
| MGS 4.762% 04/07/37 | 2,780,000.00 | 2,988,561.99 | |||
| MGS 4.893% 06/08/38 | 1,840,000.00 | 2,012,076.24 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,859,402.66 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,138,174.20 | |||
| マレーシアリンギット 小計 | 49,630,000.00 | 50,649,072.72 | |||
| (1,685,636,594) | |||||
| イスラエルシェケル | ILGOV 0.5% 02/27/26 | 1,510,000.00 | 1,419,995.69 | ||
| ILGOV 0.5% 04/30/25 | 2,420,000.00 | 2,340,212.84 | |||
| ILGOV 1.3% 04/30/32 | 2,510,000.00 | 1,943,589.38 | |||
| ILGOV 1.5% 05/31/37 | 2,630,000.00 | 1,757,140.86 | |||
| ILGOV 1.75% 08/31/25 | 3,450,000.00 | 3,342,031.55 | |||
| ILGOV 1% 03/31/30 | 3,530,000.00 | 2,884,322.05 | |||
| ILGOV 2.25% 09/28/28 | 2,700,000.00 | 2,475,208.26 | |||
| ILGOV 2.8% 11/29/52 | 1,420,000.00 | 903,146.27 | |||
| ILGOV 2% 03/31/27 | 2,030,000.00 | 1,900,540.20 | |||
| ILGOV 3.75% 02/28/29 | 2,040,000.00 | 1,979,532.14 | |||
| ILGOV 3.75% 03/31/47 | 2,570,000.00 | 2,064,722.06 | |||
| ILGOV 4% 03/30/35 | 760,000.00 | 705,928.58 | |||
| ILGOV 5.5% 01/31/42 | 1,880,000.00 | 1,961,911.41 | |||
| ILGOV 6.25% 10/30/26 | 1,340,000.00 | 1,396,229.48 | |||
| イスラエルシェケル 小計 | 30,790,000.00 | 27,074,510.77 | |||
| (1,161,071,442) | |||||
| オフショア人民元 | CGB 2.18% 08/15/26 | 28,600,000.00 | 28,768,908.74 | ||
| CGB 2.18% 08/25/25 | 17,100,000.00 | 17,184,641.58 | |||
| CGB 2.22% 09/25/25 | 27,270,000.00 | 27,427,391.53 | |||
| CGB 2.28% 11/25/25 | 30,220,000.00 | 30,442,026.34 | |||
| CGB 2.3% 05/15/26 | 47,100,000.00 | 47,501,329.68 | |||
| CGB 2.33% 12/15/25 | 35,250,000.00 | 35,542,441.05 | |||
| CGB 2.37% 01/15/29 | 19,460,000.00 | 19,726,701.24 | |||
| CGB 2.37% 01/20/27 | 43,880,000.00 | 44,367,515.57 | |||
| CGB 2.39% 11/15/26 | 42,750,000.00 | 43,228,701.67 | |||
| CGB 2.4% 07/15/28 | 42,610,000.00 | 43,090,172.09 | |||
| CGB 2.44% 10/15/27 | 17,700,000.00 | 17,929,246.86 | |||
| CGB 2.46% 02/15/26 | 29,300,000.00 | 29,604,309.80 | |||
| CGB 2.48% 04/15/27 | 20,000,000.00 | 20,302,018.00 | |||
| CGB 2.48% 09/25/28 | 26,500,000.00 | 26,903,791.10 | |||
| CGB 2.5% 07/25/27 | 26,760,000.00 | 27,160,621.28 | |||
| CGB 2.52% 08/25/33 | 58,370,000.00 | 59,186,292.77 | |||
| CGB 2.54% 12/25/30 | 30,500,000.00 | 31,015,392.05 | |||
| CGB 2.55% 10/15/28 | 27,250,000.00 | 27,767,572.87 | |||
| CGB 2.6% 09/01/32 | 32,050,000.00 | 32,678,240.89 | |||
| CGB 2.6% 09/15/30 | 30,500,000.00 | 31,107,291.60 | |||
| CGB 2.62% 04/15/28 | 23,550,000.00 | 24,017,215.51 | |||
| CGB 2.62% 06/25/30 | 36,400,000.00 | 37,197,807.92 | |||
| CGB 2.62% 09/25/29 | 20,940,000.00 | 21,417,972.25 | |||
| CGB 2.64% 01/15/28 | 38,220,000.00 | 38,971,665.09 | |||
| CGB 2.67% 05/25/33 | 34,280,000.00 | 35,195,361.70 | |||
| CGB 2.67% 11/25/33 | 13,600,000.00 | 13,970,183.84 | |||
| CGB 2.68% 05/21/30 | 33,530,000.00 | 34,367,465.39 | |||
| CGB 2.69% 08/12/26 | 32,900,000.00 | 33,474,006.30 | |||
| CGB 2.69% 08/15/32 | 19,420,000.00 | 19,929,240.95 | |||
| CGB 2.75% 02/17/32 | 14,500,000.00 | 14,955,339.15 | |||
| CGB 2.75% 06/15/29 | 25,490,000.00 | 26,238,521.49 | |||
| CGB 2.76% 05/15/32 | 10,700,000.00 | 11,037,078.89 | |||
| CGB 2.79% 12/15/29 | 30,300,000.00 | 31,262,328.00 | |||
| CGB 2.8% 03/24/29 | 23,080,000.00 | 23,803,650.32 | |||
| CGB 2.8% 03/25/30 | 42,000,000.00 | 43,343,420.40 | |||
| CGB 2.8% 11/15/32 | 4,600,000.00 | 4,762,864.38 | |||
| CGB 2.85% 06/04/27 | 31,030,000.00 | 31,851,990.90 | |||
| CGB 2.88% 02/25/33 | 11,300,000.00 | 11,785,754.23 | |||
| CGB 2.89% 11/18/31 | 24,210,000.00 | 25,209,420.27 | |||
| CGB 2.91% 10/14/28 | 29,200,000.00 | 30,209,382.68 | |||
| CGB 2% 06/15/25 | 43,900,000.00 | 44,013,679.05 | |||
| CGB 3.01% 05/13/28 | 12,590,000.00 | 13,062,143.88 | |||
| CGB 3.02% 05/27/31 | 21,690,000.00 | 22,807,362.51 | |||
| CGB 3.02% 10/22/25 | 53,270,000.00 | 54,241,303.87 | |||
| CGB 3.03% 03/11/26 | 18,800,000.00 | 19,223,195.52 | |||
| CGB 3.12% 10/25/52 | 8,970,000.00 | 9,849,491.45 | |||
| CGB 3.19% 04/15/53 | 18,160,000.00 | 20,333,686.62 | |||
| CGB 3.27% 11/19/30 | 6,850,000.00 | 7,320,817.62 | |||
| CGB 3.28% 12/03/27 | 14,110,000.00 | 14,782,406.40 | |||
| CGB 3.32% 04/15/52 | 13,750,000.00 | 15,640,454.50 | |||
| CGB 3.39% 03/16/50 | 20,930,000.00 | 23,890,343.38 | |||
| CGB 3.53% 10/18/51 | 8,350,000.00 | 9,807,440.73 | |||
| CGB 3.72% 04/12/51 | 13,540,000.00 | 16,367,468.83 | |||
| CGB 3.81% 09/14/50 | 19,620,000.00 | 23,990,721.89 | |||
| CGB 3.86% 07/22/49 | 17,280,000.00 | 21,186,175.10 | |||
| CGB 3% 10/15/53 | 9,330,000.00 | 10,153,279.20 | |||
| CGB 4.08% 10/22/48 | 15,720,000.00 | 19,853,627.44 | |||
| オフショア人民元 小計 | 1,449,280,000.00 | 1,500,458,874.36 | |||
| (32,410,811,961) | |||||
| 合計 | 341,276,115,744 | ||||
| (341,276,115,744) | |||||
| 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 | 211銘柄 | 100.0% | 46.9% |
| カナダドル | 国債証券 | 38銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.9% |
| ユーロ | 国債証券 | 366銘柄 | 100.0% | 31.6% |
| イギリスポンド | 国債証券 | 59銘柄 | 100.0% | 5.2% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.2% |
| ノルウェークローネ | 国債証券 | 10銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 7銘柄 | 100.0% | 0.3% |
| ポーランドズロチ | 国債証券 | 13銘柄 | 100.0% | 0.5% |
| オーストラリアドル | 国債証券 | 26銘柄 | 100.0% | 1.3% |
| ニュージーランドドル | 国債証券 | 14銘柄 | 100.0% | 0.2% |
| シンガポールドル | 国債証券 | 20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 | 57銘柄 | 100.0% | 9.5% |
| (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。
