有価証券報告書(内国投資信託受益証券)-第24期(2025/04/22-2025/10/20)
外国債券インデックス マザーファンド
貸借対照表
注記表
(有価証券に関する注記)
(デリバティブ取引に関する注記)
附属明細表
該当事項はありません。
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
貸借対照表
| 2025年10月20日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 572,385,778 |
| コール・ローン | 2,796,497,937 |
| 国債証券 | 433,912,828,967 |
| 派生商品評価勘定 | 19,735,651 |
| 未収利息 | 3,805,791,959 |
| 前払費用 | 349,158,113 |
| 差入委託証拠金 | 298,522,619 |
| 流動資産合計 | 441,754,921,024 |
| 資産合計 | 441,754,921,024 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 23,716,311 |
| 前受金 | 19,735,651 |
| 前受収益 | 35,611 |
| 未払解約金 | 113,974,071 |
| 流動負債合計 | 157,461,644 |
| 負債合計 | 157,461,644 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 114,318,082,543 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 327,279,376,837 |
| 元本等合計 | 441,597,459,380 |
| 純資産合計 | 441,597,459,380 |
| 負債純資産合計 | 441,754,921,024 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2025年10月20日現在 | |
| 1.有価証券の評価基準及び評価方法 | 国債証券 |
| 移動平均法(買付約定後、最初の利払日までは個別法)に基づき、時価で評価しております。 時価評価にあたっては、金融商品取引業者等の提示する価額、価格情報会社の提供する価額又は業界団体が発表する売買参考統計値等で評価しております。 | |
| 2.デリバティブの評価基準及び評価方法 | (1)先物取引 |
| 債券先物取引 個別法に基づき、時価で評価しております。 時価評価にあたっては、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場によっております。 | |
| (2)為替予約取引 | |
| 個別法に基づき、わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって計算しております。 当ファンドにおける派生商品評価勘定は、当該先物取引及び為替予約取引に係るものであります。 | |
| 3.外貨建資産・負債の本邦通貨への換算基準 | 投資信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算日又は計算日に知りうる直近の日の対顧客電信売買相場の仲値によって計算しております。 なお、外貨建資産等については、「投資信託財産の計算に関する規則(平成12年総理府令第133号)」第60条の規定に基づき、通貨の種類ごとに勘定を設けて、邦貨建資産等と区分する方法を採用しております。従って、外貨の売買については、同規則第61条の規定により処理し、為替差損益を算定しております。 |
| 4.収益及び費用の計上基準 | (1)派生商品取引等損益 |
| 約定日基準で計上しております。 | |
| (2)為替予約取引による為替差損益 | |
| 約定日基準で計上しております。 | |
| (貸借対照表に関する注記) |
| 2025年10月20日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 114,318,082,543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 | 3.8629円 |
| (1万口当たり純資産額) | (38,629円) | ||
| (金融商品に関する注記) |
| 1.金融商品の状況に関する事項 |
| 2025年10月20日現在 | |
| 1.金融商品に対する取組方針 | 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。 |
| 2.金融商品の内容及びそのリスク | 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 これらは、価格変動リスク、金利変動リスク、為替変動リスク等の市場リスク、信用リスク、流動性リスク等に晒されております。 また、当ファンドは、投資信託財産に属する資産の価格変動リスクを回避するため、並びに投資対象資産を保有した場合と同様の損益を実現するため、債券先物取引及び為替予約取引を行っております。債券先物取引に係る主要なリスクは、債券価格の変動による価格変動リスクであります。為替予約取引に係る主要なリスクは、為替相場の変動による価格変動リスク及び取引相手の信用状況の変動により損失が発生する信用リスクであります。 |
| 3.金融商品に係るリスク管理体制 | 運用部門から独立した運用監理部が、運用に関するリスク管理(流動性リスク管理等を含む)と法令等遵守状況のモニタリングを担当し、毎月開催される運用・リスク委員会等に報告します。 |
| 2.金融商品の時価等に関する事項 |
| 2025年10月20日現在 | |
| 1.貸借対照表計上額、時価及びその差額 | 貸借対照表上の金融商品は原則として時価で評価しているため、貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 | (1)有価証券 |
| 売買目的有価証券 | |
| 「(重要な会計方針に係る事項に関する注記)」に記載しております。 | |
| (2)デリバティブ取引 | |
| 「(デリバティブ取引に関する注記)」に記載しております。 | |
| (3)コール・ローン等の金銭債権及び金銭債務 | |
| 短期間で決済されるため、時価は帳簿価額と近似していることから、当該帳簿価額によっております。 | |
| 3.金融商品の時価等に関する事項についての補足説明 | 金融商品の時価の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額又は契約上の想定元本であり、当該金額自体がデリバティブ取引のリスクの大きさを示すものではありません。 |
| (関連当事者との取引に関する注記) |
| 該当事項はありません。 |
| (重要な後発事象に関する注記) |
| 該当事項はありません。 |
| (その他の注記) 元本の移動 |
| 区分 | 2025年10月20日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2025年 4月22日 |
| 期首元本額 | 106,626,204,257円 |
| 期中追加設定元本額 | 11,233,506,936円 |
| 期中一部解約元本額 | 3,541,628,650円 |
| 期末元本額 | 114,318,082,543円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 997,661,747円 |
| グローバル・インカム&プラス(毎月決算型) | 434,933,821円 |
| 財産四分法ファンド(毎月決算型) | 295,418,218円 |
| SBI資産設計オープン(資産成長型) | 2,299,302,020円 |
| SBI資産設計オープン(分配型) | 8,962,654円 |
| SMT グローバル債券インデックス・オープン | 7,541,531,534円 |
| 世界経済インデックスファンド | 32,028,174,633円 |
| DCマイセレクション25 | 1,761,152,497円 |
| DCマイセレクション50 | 1,780,884,267円 |
| DCマイセレクション75 | 1,510,316,294円 |
| DC外国債券インデックス・オープン | 2,182,962,593円 |
| DCマイセレクションS25 | 1,448,962,828円 |
| DCマイセレクションS50 | 1,327,031,462円 |
| DCマイセレクションS75 | 892,896,986円 |
| DCターゲット・イヤー ファンド2035 | 101,790,216円 |
| DCターゲット・イヤー ファンド2045 | 59,641,971円 |
| DC世界経済インデックスファンド | 16,640,687,491円 |
| 外国債券インデックス・オープン(SMA専用) | 412,607,274円 |
| マイセレクション50VA1(適格機関投資家専用) | 840,973円 |
| マイセレクション75VA1(適格機関投資家専用) | 1,204,213円 |
| 外国債券インデックス・オープンVA1(適格機関投資家専用) | 6,677,788円 |
| バランス30VA1(適格機関投資家専用) | 16,121,142円 |
| バランス50VA1(適格機関投資家専用) | 27,321,451円 |
| バランス25VA2(適格機関投資家専用) | 37,313,095円 |
| バランス50VA2(適格機関投資家専用) | 47,010,123円 |
| バランスA(25)VA1(適格機関投資家専用) | 362,254,679円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 298,561,996円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,328,531,761円 |
| 世界バランスVA1(適格機関投資家専用) | 47,581,363円 |
| 世界バランスVA2(適格機関投資家専用) | 20,629,115円 |
| バランスD(35)VA1(適格機関投資家専用) | 267,852,684円 |
| バランスE(25)VA1(適格機関投資家専用) | 99,484,671円 |
| バランスF(25)VA1(適格機関投資家専用) | 139,475,984円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 565,243,403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) | 797,403,191円 |
| グローバル・バランスファンド・シリーズ1 | 687,806,201円 |
| 外国債券ファンド・シリーズ1 | 809,825,605円 |
| 分散投資コア戦略ファンドA | 1,014,387,706円 |
| 分散投資コア戦略ファンドS | 2,191,776,711円 |
| DC世界経済インデックスファンド(株式シフト型) | 1,120,156,993円 |
| DC世界経済インデックスファンド(債券シフト型) | 5,189,107,514円 |
| 世界経済インデックスファンド(株式シフト型) | 256,677,550円 |
| 世界経済インデックスファンド(債券シフト型) | 111,031,986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) | 1,277,399,160円 |
| SMT インデックスバランス・オープン | 168,883,604円 |
| SMT 世界経済インデックス・オープン | 581,564,927円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 1,016,395,235円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 1,295,390,565円 |
| SMT 8資産インデックスバランス・オープン | 11,472,556円 |
| グローバル経済コア | 2,341,517,930円 |
| SBI資産設計オープン(つみたてNISA対応型) | 28,294,378円 |
| DCターゲット・イヤー ファンド2055 | 3,226,195円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 75,882,425円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 159,947,294円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 91,414,862円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 132,998,600円 |
| My SMT グローバル債券インデックス(ノーロード) | 1,486,860,825円 |
| 10資産分散投資ファンド | 35,140,642円 |
| グローバル10資産バランスファンド | 52,602,072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 | 138,558,817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 | 42,198,174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 | 31,267,495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 | 26,407,936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 | 11,944,535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 | 5,056,940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 | 4,469,634円 |
| DCマイセレクションS50(2024-2026リスク抑制型) | 721,048,943円 |
| DCターゲット・イヤー ファンド2065 | 7,312円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2070 | 19,946円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2075 | 19,946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) | 16,295,073,459円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 269,346,260円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 143,492,960円 |
| グローバル10資産バランス・アクティブ型ファンドN1(適格機関投資家専用) | 17,525円 |
| グローバル10資産バランス・アクティブ型ファンドN2(適格機関投資家専用) | 17,739円 |
| グローバル10資産バランス・アクティブ型ファンドN3(適格機関投資家専用) | 6,375円 |
| グローバル10資産バランス・アクティブ型ファンドN4(適格機関投資家専用) | 10,139円 |
| グローバル10資産バランス・アクティブ型ファンドN5(適格機関投資家専用) | 3,544円 |
| グローバル10資産バランス・アクティブ型ファンドN6(適格機関投資家専用) | 9,036円 |
| 外国債券インデックスファンドT(一般投資家私募/適格機関投資家転売制限付) | 700,918,154円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2025年10月20日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | 6,466,048,051 |
| 合計 | 6,466,048,051 |
| (注)当計算期間の損益に含まれた評価差額は、「外国債券インデックス マザーファンド」の期首日から本報告書における開示対象ファンドの期末日までの期間に対応する金額であります。 |
(デリバティブ取引に関する注記)
| 債券関連 |
| (2025年10月20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 | 1,970,335,222 | - | 1,990,070,873 | 19,735,651 | |
| 合計 | 1,970,335,222 | - | 1,990,070,873 | 19,735,651 | |
| (注)1.時価の算定方法 |
| 債券先物取引の時価については、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場で評価しております。 |
| 2.債券先物取引の残高は、契約金額ベースで表示しております。 |
| 3.計算日又は計算日に知りうる直近の日のわが国の対顧客電信売買相場の仲値により邦貨換算しております。 |
| 4.契約額等には手数料相当額を含んでおりません。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
| 通貨関連 |
| (2025年10月20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 | 2,422,728,721 | - | 2,399,012,410 | △23,716,311 | |
| アメリカドル | 1,145,200,651 | - | 1,130,686,074 | △14,514,577 | |
| カナダドル | 94,793,895 | - | 93,584,508 | △1,209,387 | |
| ユーロ | 724,848,840 | - | 721,088,320 | △3,760,520 | |
| イギリスポンド | 152,179,125 | - | 151,658,925 | △520,200 | |
| オフショア人民元 | 305,706,210 | - | 301,994,583 | △3,711,627 | |
| 合計 | 2,422,728,721 | - | 2,399,012,410 | △23,716,311 | |
| (注)時価の算定方法 |
| わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって、以下のように評価しております。 |
| ①計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されている場合は、当該為替予約は当該仲値によって評価しております。 |
| ②計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されていない場合は、発表されている先物相場のうち当該日に最も近い前後二つの先物相場の仲値をもとに計算したレートを用いております。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
附属明細表
| 第1 有価証券明細表 (1)株式 |
該当事項はありません。
| (2)株式以外の有価証券 |
| 種類 | 通貨 | 銘 柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | アメリカドル | T 0.375% 07/31/27 | 16,100,000.00 | 15,247,517.55 | |
| T 0.375% 09/30/27 | 8,260,000.00 | 7,785,533.95 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,810,398.83 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,337,441.41 | |||
| T 0.5% 06/30/27 | 6,960,000.00 | 6,622,467.21 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,413,074.61 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 7,069,042.95 | |||
| T 0.625% 03/31/27 | 7,500,000.00 | 7,199,121.07 | |||
| T 0.625% 05/15/30 | 9,100,000.00 | 7,978,851.60 | |||
| T 0.625% 08/15/30 | 6,900,000.00 | 6,002,730.48 | |||
| T 0.625% 11/30/27 | 15,500,000.00 | 14,616,621.05 | |||
| T 0.625% 12/31/27 | 9,600,000.00 | 9,030,374.97 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,999,794.89 | |||
| T 0.875% 09/30/26 | 17,160,000.00 | 16,730,092.40 | |||
| T 0.875% 11/15/30 | 3,210,000.00 | 2,808,499.23 | |||
| T 1.125% 02/15/31 | 4,080,000.00 | 3,599,882.81 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,581,718.72 | |||
| T 1.125% 05/15/40 | 1,710,000.00 | 1,107,792.77 | |||
| T 1.125% 08/15/40 | 5,200,000.00 | 3,337,750.00 | |||
| T 1.125% 08/31/28 | 12,030,000.00 | 11,269,431.40 | |||
| T 1.25% 03/31/28 | 11,980,000.00 | 11,365,791.03 | |||
| T 1.25% 04/30/28 | 9,500,000.00 | 8,996,425.80 | |||
| T 1.25% 05/15/50 | 5,550,000.00 | 2,796,137.67 | |||
| T 1.25% 05/31/28 | 9,500,000.00 | 8,979,169.91 | |||
| T 1.25% 06/30/28 | 9,000,000.00 | 8,491,113.27 | |||
| T 1.25% 08/15/31 | 9,230,000.00 | 8,064,171.71 | |||
| T 1.25% 09/30/28 | 9,500,000.00 | 8,914,970.71 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,824,589.87 | |||
| T 1.25% 12/31/26 | 19,030,000.00 | 18,520,427.21 | |||
| T 1.375% 08/15/50 | 5,700,000.00 | 2,942,625.00 | |||
| T 1.375% 10/31/28 | 3,520,000.00 | 3,309,350.00 | |||
| T 1.375% 11/15/31 | 12,580,000.00 | 11,000,128.87 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 3,983,203.14 | |||
| T 1.375% 12/31/28 | 8,680,000.00 | 8,133,261.72 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,847,539.04 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,946,081.65 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 7,065,234.37 | |||
| T 1.625% 05/15/31 | 10,980,000.00 | 9,868,703.87 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,306,240.21 | |||
| T 1.625% 10/31/26 | 12,300,000.00 | 12,056,335.64 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 3,798,503.88 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,680,198.81 | |||
| T 1.75% 01/31/29 | 10,200,000.00 | 9,654,539.08 | |||
| T 1.75% 08/15/41 | 7,080,000.00 | 4,890,316.43 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,803,476.57 | |||
| T 1.875% 02/15/32 | 11,720,000.00 | 10,505,652.35 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 5,649,580.08 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 3,863,707.05 | |||
| T 1.875% 02/28/27 | 6,500,000.00 | 6,359,462.91 | |||
| T 1.875% 02/28/29 | 8,470,000.00 | 8,038,724.79 | |||
| T 1.875% 11/15/51 | 3,300,000.00 | 1,912,710.95 | |||
| T 1% 07/31/28 | 10,120,000.00 | 9,464,176.53 | |||
| T 2.25% 02/15/27 | 7,250,000.00 | 7,131,904.31 | |||
| T 2.25% 02/15/52 | 4,300,000.00 | 2,731,759.77 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 4,869,225.00 | |||
| T 2.25% 08/15/27 | 7,530,000.00 | 7,369,105.05 | |||
| T 2.25% 08/15/46 | 2,740,000.00 | 1,866,625.00 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 3,593,798.83 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,466,519.49 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 4,147,236.33 | |||
| T 2.375% 03/31/29 | 9,900,000.00 | 9,542,478.52 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 11,492,731.25 | |||
| T 2.375% 05/15/29 | 6,010,000.00 | 5,784,155.49 | |||
| T 2.375% 05/15/51 | 7,450,000.00 | 4,907,542.00 | |||
| T 2.375% 11/15/49 | 4,100,000.00 | 2,746,199.22 | |||
| T 2.5% 02/15/45 | 6,810,000.00 | 4,973,960.12 | |||
| T 2.5% 02/15/46 | 2,450,000.00 | 1,764,382.81 | |||
| T 2.5% 03/31/27 | 7,100,000.00 | 7,000,849.63 | |||
| T 2.5% 05/15/46 | 1,450,000.00 | 1,040,714.85 | |||
| T 2.625% 02/15/29 | 7,740,000.00 | 7,533,650.36 | |||
| T 2.625% 05/31/27 | 13,400,000.00 | 13,218,890.69 | |||
| T 2.625% 07/31/29 | 15,200,000.00 | 14,722,031.28 | |||
| T 2.75% 02/15/28 | 8,550,000.00 | 8,415,070.31 | |||
| T 2.75% 04/30/27 | 5,450,000.00 | 5,390,284.18 | |||
| T 2.75% 05/31/29 | 5,700,000.00 | 5,553,937.50 | |||
| T 2.75% 08/15/32 | 8,900,000.00 | 8,357,308.61 | |||
| T 2.75% 08/15/42 | 7,100,000.00 | 5,624,253.92 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 2,997,791.00 | |||
| T 2.75% 11/15/42 | 6,020,000.00 | 4,744,512.50 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,251,519.51 | |||
| T 2.875% 04/30/29 | 11,300,000.00 | 11,065,833.94 | |||
| T 2.875% 05/15/28 | 12,770,000.00 | 12,588,925.35 | |||
| T 2.875% 05/15/32 | 10,100,000.00 | 9,589,673.86 | |||
| T 2.875% 05/15/43 | 5,050,000.00 | 4,026,783.19 | |||
| T 2.875% 05/15/49 | 5,080,000.00 | 3,788,072.63 | |||
| T 2.875% 05/15/52 | 8,100,000.00 | 5,913,632.77 | |||
| T 2.875% 08/15/28 | 17,220,000.00 | 16,951,946.41 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 1,781,691.41 | |||
| T 2.875% 11/15/46 | 940,000.00 | 718,328.90 | |||
| T 2% 02/15/50 | 2,750,000.00 | 1,684,912.10 | |||
| T 2% 08/15/51 | 9,850,000.00 | 5,911,731.43 | |||
| T 2% 11/15/26 | 6,320,000.00 | 6,216,291.13 | |||
| T 2% 11/15/41 | 6,200,000.00 | 4,430,335.92 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 885,445.31 | |||
| T 3.125% 02/15/43 | 4,600,000.00 | 3,821,234.34 | |||
| T 3.125% 05/15/48 | 4,780,000.00 | 3,763,036.31 | |||
| T 3.125% 08/15/44 | 5,040,000.00 | 4,112,915.63 | |||
| T 3.125% 08/31/27 | 6,150,000.00 | 6,112,523.43 | |||
| T 3.125% 08/31/29 | 7,150,000.00 | 7,046,660.19 | |||
| T 3.125% 11/15/28 | 10,410,000.00 | 10,304,680.05 | |||
| T 3.25% 05/15/42 | 4,150,000.00 | 3,546,709.97 | |||
| T 3.25% 06/30/29 | 6,500,000.00 | 6,440,205.07 | |||
| T 3.375% 05/15/33 | 13,630,000.00 | 13,232,280.82 | |||
| T 3.375% 05/15/44 | 7,110,000.00 | 6,043,222.28 | |||
| T 3.375% 08/15/42 | 2,300,000.00 | 1,993,992.17 | |||
| T 3.375% 09/15/27 | 9,000,000.00 | 8,986,640.58 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 4,346,414.03 | |||
| T 3.5% 01/31/30 | 9,000,000.00 | 8,981,367.21 | |||
| T 3.5% 02/15/33 | 11,200,000.00 | 10,984,531.26 | |||
| T 3.5% 02/15/39 | 770,000.00 | 715,348.04 | |||
| T 3.5% 04/30/30 | 7,750,000.00 | 7,727,900.40 | |||
| T 3.625% 02/15/44 | 4,890,000.00 | 4,319,054.30 | |||
| T 3.625% 02/15/53 | 9,550,000.00 | 8,068,071.30 | |||
| T 3.625% 03/31/30 | 12,000,000.00 | 12,030,703.08 | |||
| T 3.625% 05/15/53 | 3,400,000.00 | 2,869,546.89 | |||
| T 3.625% 05/31/28 | 13,000,000.00 | 13,055,351.53 | |||
| T 3.625% 08/15/43 | 4,700,000.00 | 4,171,066.41 | |||
| T 3.75% 05/31/30 | 10,000,000.00 | 10,074,609.40 | |||
| T 3.75% 06/30/30 | 13,000,000.00 | 13,094,707.08 | |||
| T 3.75% 08/31/31 | 8,000,000.00 | 8,028,437.52 | |||
| T 3.75% 11/15/43 | 6,130,000.00 | 5,521,070.68 | |||
| T 3.75% 12/31/30 | 6,160,000.00 | 6,199,462.50 | |||
| T 3.875% 02/15/43 | 2,500,000.00 | 2,308,593.75 | |||
| T 3.875% 08/15/33 | 11,070,000.00 | 11,095,296.72 | |||
| T 3.875% 08/15/34 | 13,770,000.00 | 13,711,638.88 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,372,912.11 | |||
| T 3.875% 09/30/29 | 8,540,000.00 | 8,647,250.35 | |||
| T 3.875% 10/15/27 | 11,000,000.00 | 11,088,085.91 | |||
| T 3.875% 11/30/29 | 8,130,000.00 | 8,232,736.53 | |||
| T 3.875% 12/31/29 | 12,890,000.00 | 13,052,635.57 | |||
| T 3% 02/15/47 | 3,920,000.00 | 3,054,537.50 | |||
| T 3% 02/15/48 | 1,000,000.00 | 771,367.19 | |||
| T 3% 02/15/49 | 1,000,000.00 | 765,058.59 | |||
| T 3% 05/15/42 | 2,450,000.00 | 2,021,537.11 | |||
| T 3% 05/15/45 | 4,950,000.00 | 3,927,515.62 | |||
| T 3% 05/15/47 | 4,310,000.00 | 3,349,173.03 | |||
| T 3% 08/15/48 | 3,250,000.00 | 2,495,581.04 | |||
| T 3% 08/15/52 | 5,200,000.00 | 3,890,250.00 | |||
| T 3% 11/15/44 | 9,900,000.00 | 7,894,863.30 | |||
| T 3% 11/15/45 | 2,300,000.00 | 1,815,472.66 | |||
| T 4.125% 03/31/29 | 3,350,000.00 | 3,418,112.30 | |||
| T 4.125% 03/31/31 | 6,800,000.00 | 6,961,765.60 | |||
| T 4.125% 03/31/32 | 10,000,000.00 | 10,222,460.90 | |||
| T 4.125% 07/31/31 | 5,950,000.00 | 6,089,453.12 | |||
| T 4.125% 08/15/53 | 4,300,000.00 | 3,969,773.41 | |||
| T 4.125% 08/31/30 | 9,200,000.00 | 9,417,242.17 | |||
| T 4.125% 10/31/27 | 8,860,000.00 | 8,975,941.42 | |||
| T 4.125% 10/31/31 | 11,000,000.00 | 11,253,730.51 | |||
| T 4.125% 11/15/32 | 8,000,000.00 | 8,170,468.72 | |||
| T 4.25% 01/15/28 | 5,700,000.00 | 5,795,853.53 | |||
| T 4.25% 02/15/54 | 7,900,000.00 | 7,450,378.92 | |||
| T 4.25% 02/28/31 | 9,000,000.00 | 9,270,527.31 | |||
| T 4.25% 03/15/27 | 4,160,000.00 | 4,201,924.97 | |||
| T 4.25% 05/15/35 | 11,980,000.00 | 12,232,703.11 | |||
| T 4.25% 05/15/39 | 900,000.00 | 899,121.09 | |||
| T 4.25% 06/30/31 | 7,830,000.00 | 8,064,594.16 | |||
| T 4.25% 08/15/35 | 6,000,000.00 | 6,120,468.72 | |||
| T 4.25% 08/15/54 | 9,400,000.00 | 8,865,191.41 | |||
| T 4.25% 11/15/34 | 10,180,000.00 | 10,410,839.44 | |||
| T 4.25% 11/15/40 | 740,000.00 | 730,200.77 | |||
| T 4.375% 01/31/32 | 7,460,000.00 | 7,731,444.93 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,023,789.06 | |||
| T 4.375% 05/15/34 | 9,830,000.00 | 10,165,410.31 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 1,907,347.66 | |||
| T 4.375% 05/15/41 | 650,000.00 | 648,400.38 | |||
| T 4.375% 07/15/27 | 12,800,000.00 | 12,991,750.01 | |||
| T 4.375% 08/15/43 | 1,500,000.00 | 1,471,875.00 | |||
| T 4.375% 08/31/28 | 10,420,000.00 | 10,675,208.61 | |||
| T 4.375% 11/15/39 | 960,000.00 | 966,374.99 | |||
| T 4.375% 11/30/30 | 4,500,000.00 | 4,659,697.26 | |||
| T 4.375% 12/15/26 | 13,000,000.00 | 13,118,320.28 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,139,816.40 | |||
| T 4.5% 04/15/27 | 9,150,000.00 | 9,282,067.34 | |||
| T 4.5% 05/15/38 | 550,000.00 | 569,636.71 | |||
| T 4.5% 05/31/29 | 11,000,000.00 | 11,366,738.24 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,737,585.94 | |||
| T 4.5% 11/15/33 | 9,270,000.00 | 9,680,269.89 | |||
| T 4.5% 11/15/54 | 6,350,000.00 | 6,245,448.26 | |||
| T 4.5% 12/31/31 | 15,100,000.00 | 15,753,841.77 | |||
| T 4.625% 02/15/35 | 10,990,000.00 | 11,549,803.12 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,424,634.37 | |||
| T 4.625% 02/15/55 | 7,600,000.00 | 7,628,500.00 | |||
| T 4.625% 04/30/31 | 7,070,000.00 | 7,415,214.80 | |||
| T 4.625% 05/15/54 | 9,450,000.00 | 9,482,299.81 | |||
| T 4.625% 06/15/27 | 9,000,000.00 | 9,163,652.31 | |||
| T 4.625% 09/30/30 | 3,010,000.00 | 3,148,977.35 | |||
| T 4.625% 10/15/26 | 9,520,000.00 | 9,614,014.09 | |||
| T 4.75% 02/15/41 | 750,000.00 | 781,406.25 | |||
| T 4.75% 05/15/55 | 2,000,000.00 | 2,048,906.24 | |||
| T 4.75% 08/15/55 | 2,820,000.00 | 2,889,398.44 | |||
| T 4.75% 11/15/53 | 3,880,000.00 | 3,969,649.22 | |||
| T 4.875% 10/31/30 | 4,960,000.00 | 5,248,590.60 | |||
| T 4% 01/15/27 | 7,200,000.00 | 7,239,937.53 | |||
| T 4% 02/15/34 | 11,600,000.00 | 11,693,117.14 | |||
| T 4% 02/28/30 | 10,350,000.00 | 10,534,965.78 | |||
| T 4% 06/30/32 | 5,000,000.00 | 5,072,558.60 | |||
| T 4% 07/31/30 | 9,980,000.00 | 10,161,277.31 | |||
| T 4% 10/31/29 | 9,550,000.00 | 9,715,073.27 | |||
| T 4% 11/15/52 | 6,650,000.00 | 6,010,456.99 | |||
| T 5.0% 05/15/37 | 400,000.00 | 434,531.24 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,366,523.44 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,114,226.56 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,527,710.93 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,167,919.92 | |||
| アメリカドル 小計 | 1,421,520,000.00 | 1,330,518,098.16 | |||
| (200,908,232,822) | |||||
| カナダドル | CAN 0.5% 12/01/30 | 3,160,000.00 | 2,832,345.37 | ||
| CAN 1.25% 03/01/27 | 5,750,000.00 | 5,666,401.21 | |||
| CAN 1.25% 06/01/30 | 3,950,000.00 | 3,715,457.29 | |||
| CAN 1.5% 06/01/31 | 3,500,000.00 | 3,275,209.31 | |||
| CAN 1.5% 12/01/31 | 3,620,000.00 | 3,358,386.36 | |||
| CAN 1.75% 12/01/53 | 2,920,000.00 | 1,973,776.10 | |||
| CAN 1% 06/01/27 | 810,000.00 | 792,606.55 | |||
| CAN 2.25% 06/01/29 | 240,000.00 | 237,947.16 | |||
| CAN 2.5% 08/01/27 | 2,670,000.00 | 2,675,987.70 | |||
| CAN 2.5% 12/01/32 | 2,920,000.00 | 2,849,202.96 | |||
| CAN 2.75% 03/01/30 | 2,560,000.00 | 2,576,131.20 | |||
| CAN 2.75% 06/01/33 | 1,200,000.00 | 1,186,306.41 | |||
| CAN 2.75% 09/01/27 | 2,350,000.00 | 2,365,841.93 | |||
| CAN 2.75% 09/01/30 | 3,100,000.00 | 3,114,165.54 | |||
| CAN 2.75% 12/01/48 | 980,000.00 | 858,488.09 | |||
| CAN 2.75% 12/01/55 | 2,600,000.00 | 2,203,072.84 | |||
| CAN 2.75% 12/01/64 | 620,000.00 | 511,804.64 | |||
| CAN 2% 06/01/28 | 410,000.00 | 405,744.99 | |||
| CAN 2% 06/01/32 | 1,420,000.00 | 1,348,495.60 | |||
| CAN 2% 12/01/51 | 3,750,000.00 | 2,745,177.60 | |||
| CAN 3.25% 06/01/35 | 3,320,000.00 | 3,365,178.56 | |||
| CAN 3.25% 09/01/28 | 3,240,000.00 | 3,312,051.15 | |||
| CAN 3.25% 11/01/26 | 2,050,000.00 | 2,068,720.49 | |||
| CAN 3.25% 12/01/33 | 1,810,000.00 | 1,847,882.57 | |||
| CAN 3.25% 12/01/34 | 2,860,000.00 | 2,907,043.39 | |||
| CAN 3.25% 12/01/35 | 1,760,000.00 | 1,778,333.24 | |||
| CAN 3.5% 03/01/28 | 1,990,000.00 | 2,039,746.51 | |||
| CAN 3.5% 09/01/29 | 3,600,000.00 | 3,725,599.93 | |||
| CAN 3.5% 12/01/45 | 960,000.00 | 963,086.15 | |||
| CAN 3.5% 12/01/57 | 1,600,000.00 | 1,573,856.47 | |||
| CAN 3% 06/01/34 | 4,000,000.00 | 4,000,625.08 | |||
| CAN 4.0% 06/01/41 | 740,000.00 | 795,971.14 | |||
| CAN 4% 03/01/29 | 2,180,000.00 | 2,285,252.14 | |||
| CAN 5.75% 06/01/29 | 1,490,000.00 | 1,654,893.62 | |||
| CAN 5.75% 06/01/33 | 1,620,000.00 | 1,929,388.70 | |||
| CAN 5% 06/01/37 | 490,000.00 | 574,860.18 | |||
| カナダドル 小計 | 82,240,000.00 | 79,515,038.17 | |||
| (8,566,950,212) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 16,220,000.00 | 17,759,263.88 | ||
| MBONO 5.5% 03/04/27 | 33,260,000.00 | 32,493,779.40 | |||
| MBONO 7.5% 05/26/33 | 30,430,000.00 | 28,944,833.11 | |||
| MBONO 7.5% 06/03/27 | 53,140,000.00 | 53,282,446.55 | |||
| MBONO 7.75% 05/29/31 | 48,580,000.00 | 47,655,727.60 | |||
| MBONO 7.75% 11/13/42 | 42,440,000.00 | 37,395,015.87 | |||
| MBONO 7.75% 11/23/34 | 50,270,000.00 | 47,909,929.55 | |||
| MBONO 8.5% 02/28/30 | 9,800,000.00 | 9,955,314.32 | |||
| MBONO 8.5% 03/01/29 | 38,390,000.00 | 39,109,182.90 | |||
| MBONO 8.5% 05/31/29 | 48,130,000.00 | 49,050,385.17 | |||
| MBONO 8.5% 11/18/38 | 21,430,000.00 | 20,838,144.54 | |||
| MBONO 8% 07/31/53 | 42,340,000.00 | 37,444,204.20 | |||
| MBONO 8% 11/07/47 | 24,600,000.00 | 21,896,453.85 | |||
| メキシコペソ 小計 | 459,030,000.00 | 443,734,680.94 | |||
| (3,647,499,077) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,420,000.00 | 1,276,762.17 | ||
| BGB 0.35% 06/22/32 | 1,810,000.00 | 1,550,215.51 | |||
| BGB 0.4% 06/22/40 | 1,020,000.00 | 653,673.37 | |||
| BGB 0.65% 06/22/71 | 530,000.00 | 163,968.75 | |||
| BGB 0.8% 06/22/27 | 1,510,000.00 | 1,481,527.93 | |||
| BGB 0.8% 06/22/28 | 1,850,000.00 | 1,788,189.73 | |||
| BGB 0.9% 06/22/29 | 1,790,000.00 | 1,704,484.23 | |||
| BGB 0% 10/22/27 | 900,000.00 | 865,060.13 | |||
| BGB 0% 10/22/31 | 1,460,000.00 | 1,250,985.71 | |||
| BGB 1.25% 04/22/33 | 1,310,000.00 | 1,176,681.30 | |||
| BGB 1.4% 06/22/53 | 1,050,000.00 | 592,320.75 | |||
| BGB 1.45% 06/22/37 | 800,000.00 | 656,530.17 | |||
| BGB 1.6% 06/22/47 | 950,000.00 | 635,576.12 | |||
| BGB 1.7% 06/22/50 | 1,100,000.00 | 709,951.00 | |||
| BGB 1.9% 06/22/38 | 950,000.00 | 803,893.80 | |||
| BGB 1% 06/22/31 | 1,670,000.00 | 1,533,104.18 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 534,255.16 | |||
| BGB 2.25% 06/22/57 | 940,000.00 | 629,080.32 | |||
| BGB 2.6% 10/22/30 | 540,000.00 | 542,886.89 | |||
| BGB 2.7% 10/22/29 | 1,240,000.00 | 1,257,643.33 | |||
| BGB 2.75% 04/22/39 | 1,030,000.00 | 951,748.91 | |||
| BGB 2.85% 10/22/34 | 1,430,000.00 | 1,409,738.33 | |||
| BGB 3.1% 06/22/35 | 1,410,000.00 | 1,407,347.11 | |||
| BGB 3.3% 06/22/54 | 1,020,000.00 | 889,384.92 | |||
| BGB 3.45% 06/22/42 | 540,000.00 | 523,024.57 | |||
| BGB 3.45% 06/22/43 | 580,000.00 | 557,816.45 | |||
| BGB 3.5% 06/22/55 | 820,000.00 | 737,006.16 | |||
| BGB 3.75% 06/22/45 | 930,000.00 | 924,397.30 | |||
| BGB 3% 06/22/33 | 1,790,000.00 | 1,809,063.50 | |||
| BGB 3% 06/22/34 | 1,220,000.00 | 1,223,265.08 | |||
| BGB 4.25% 03/28/41 | 1,580,000.00 | 1,701,057.07 | |||
| BGB 4% 03/28/32 | 880,000.00 | 947,806.46 | |||
| BGB 5.5% 03/28/28 | 2,040,000.00 | 2,204,291.60 | |||
| BGB 5% 03/28/35 | 2,080,000.00 | 2,406,193.92 | |||
| BKO 1.9% 09/16/27 | 1,900,000.00 | 1,899,846.10 | |||
| BKO 2.2% 03/11/27 | 2,320,000.00 | 2,329,453.06 | |||
| BTPS 0.25% 03/15/28 | 2,660,000.00 | 2,545,730.39 | |||
| BTPS 0.45% 02/15/29 | 1,640,000.00 | 1,545,544.20 | |||
| BTPS 0.5% 07/15/28 | 1,300,000.00 | 1,243,260.20 | |||
| BTPS 0.6% 08/01/31 | 1,960,000.00 | 1,738,512.16 | |||
| BTPS 0.85% 01/15/27 | 2,340,000.00 | 2,309,123.39 | |||
| BTPS 0.9% 04/01/31 | 2,920,000.00 | 2,659,946.26 | |||
| BTPS 0.95% 03/01/37 | 2,420,000.00 | 1,849,068.15 | |||
| BTPS 0.95% 06/01/32 | 2,090,000.00 | 1,852,252.05 | |||
| BTPS 0.95% 08/01/30 | 1,180,000.00 | 1,096,609.99 | |||
| BTPS 0.95% 09/15/27 | 2,040,000.00 | 1,999,871.16 | |||
| BTPS 0.95% 12/01/31 | 1,630,000.00 | 1,463,252.63 | |||
| BTPS 1.1% 04/01/27 | 2,350,000.00 | 2,320,450.51 | |||
| BTPS 1.25% 12/01/26 | 1,670,000.00 | 1,657,895.00 | |||
| BTPS 1.35% 04/01/30 | 2,250,000.00 | 2,146,776.75 | |||
| BTPS 1.45% 03/01/36 | 1,730,000.00 | 1,440,100.44 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 838,043.75 | |||
| BTPS 1.65% 03/01/32 | 2,670,000.00 | 2,491,224.81 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,423,909.30 | |||
| BTPS 1.7% 09/01/51 | 1,520,000.00 | 943,894.92 | |||
| BTPS 1.8% 03/01/41 | 1,620,000.00 | 1,243,763.10 | |||
| BTPS 2.05% 08/01/27 | 1,280,000.00 | 1,280,858.24 | |||
| BTPS 2.15% 03/01/72 | 690,000.00 | 416,811.75 | |||
| BTPS 2.15% 09/01/52 | 1,020,000.00 | 694,178.85 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,288,119.76 | |||
| BTPS 2.25% 09/01/36 | 1,650,000.00 | 1,478,718.45 | |||
| BTPS 2.45% 09/01/33 | 3,810,000.00 | 3,655,362.57 | |||
| BTPS 2.45% 09/01/50 | 1,530,000.00 | 1,136,481.70 | |||
| BTPS 2.5% 12/01/32 | 2,520,000.00 | 2,449,835.64 | |||
| BTPS 2.65% 12/01/27 | 2,860,000.00 | 2,892,257.94 | |||
| BTPS 2.7% 03/01/47 | 1,470,000.00 | 1,194,153.03 | |||
| BTPS 2.7% 10/15/27 | 1,720,000.00 | 1,739,506.52 | |||
| BTPS 2.8% 03/01/67 | 1,050,000.00 | 760,252.55 | |||
| BTPS 2.8% 06/15/29 | 2,610,000.00 | 2,651,355.45 | |||
| BTPS 2.8% 12/01/28 | 2,070,000.00 | 2,107,760.94 | |||
| BTPS 2.95% 02/15/27 | 2,920,000.00 | 2,953,691.25 | |||
| BTPS 2.95% 07/01/30 | 2,180,000.00 | 2,217,085.07 | |||
| BTPS 2.95% 09/01/38 | 1,380,000.00 | 1,287,931.23 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,256,930.92 | |||
| BTPS 3.1% 03/01/40 | 1,040,000.00 | 968,239.48 | |||
| BTPS 3.15% 11/15/31 | 2,170,000.00 | 2,209,841.20 | |||
| BTPS 3.25% 03/01/38 | 2,710,000.00 | 2,619,854.56 | |||
| BTPS 3.25% 07/15/32 | 2,400,000.00 | 2,446,815.60 | |||
| BTPS 3.25% 09/01/46 | 2,270,000.00 | 2,027,220.09 | |||
| BTPS 3.35% 03/01/35 | 2,330,000.00 | 2,354,692.17 | |||
| BTPS 3.35% 07/01/29 | 2,620,000.00 | 2,708,320.20 | |||
| BTPS 3.4% 04/01/28 | 2,150,000.00 | 2,213,878.65 | |||
| BTPS 3.45% 03/01/48 | 2,020,000.00 | 1,842,088.50 | |||
| BTPS 3.45% 07/15/27 | 1,260,000.00 | 1,289,059.63 | |||
| BTPS 3.45% 07/15/31 | 3,120,000.00 | 3,234,036.00 | |||
| BTPS 3.5% 02/15/31 | 2,490,000.00 | 2,589,440.64 | |||
| BTPS 3.5% 03/01/30 | 2,360,000.00 | 2,464,217.60 | |||
| BTPS 3.6% 10/01/35 | 750,000.00 | 765,555.75 | |||
| BTPS 3.65% 08/01/35 | 2,260,000.00 | 2,321,193.34 | |||
| BTPS 3.7% 06/15/30 | 2,030,000.00 | 2,131,548.72 | |||
| BTPS 3.8% 08/01/28 | 2,260,000.00 | 2,356,591.27 | |||
| BTPS 3.85% 02/01/35 | 1,630,000.00 | 1,706,031.35 | |||
| BTPS 3.85% 07/01/34 | 1,480,000.00 | 1,554,205.72 | |||
| BTPS 3.85% 09/01/49 | 1,940,000.00 | 1,869,095.42 | |||
| BTPS 3.85% 10/01/40 | 1,300,000.00 | 1,306,742.06 | |||
| BTPS 3.85% 12/15/29 | 2,860,000.00 | 3,016,429.13 | |||
| BTPS 3% 08/01/29 | 1,150,000.00 | 1,177,505.70 | |||
| BTPS 3% 10/01/29 | 1,080,000.00 | 1,102,928.94 | |||
| BTPS 4.1% 02/01/29 | 2,070,000.00 | 2,186,486.55 | |||
| BTPS 4.15% 10/01/39 | 1,790,000.00 | 1,873,237.14 | |||
| BTPS 4.2% 03/01/34 | 1,900,000.00 | 2,047,679.77 | |||
| BTPS 4.3% 10/01/54 | 1,570,000.00 | 1,578,824.97 | |||
| BTPS 4.35% 11/01/33 | 2,090,000.00 | 2,276,171.34 | |||
| BTPS 4.4% 05/01/33 | 2,310,000.00 | 2,525,141.85 | |||
| BTPS 4.45% 09/01/43 | 1,740,000.00 | 1,852,955.05 | |||
| BTPS 4.5% 10/01/53 | 1,290,000.00 | 1,343,425.35 | |||
| BTPS 4.65% 10/01/55 | 280,000.00 | 295,945.16 | |||
| BTPS 4.75% 09/01/28 | 2,640,000.00 | 2,825,922.00 | |||
| BTPS 4.75% 09/01/44 | 1,850,000.00 | 2,049,257.02 | |||
| BTPS 4% 02/01/37 | 3,070,000.00 | 3,233,479.03 | |||
| BTPS 4% 04/30/35 | 880,000.00 | 937,442.00 | |||
| BTPS 4% 10/30/31 | 1,250,000.00 | 1,337,469.00 | |||
| BTPS 4% 11/15/30 | 2,310,000.00 | 2,458,870.26 | |||
| BTPS 5.0% 08/01/39 | 2,680,000.00 | 3,062,533.82 | |||
| BTPS 5.25% 11/01/29 | 2,930,000.00 | 3,254,746.55 | |||
| BTPS 5.75% 02/01/33 | 2,180,000.00 | 2,571,996.70 | |||
| BTPS 5% 08/01/34 | 2,830,000.00 | 3,224,128.44 | |||
| BTPS 5% 09/01/40 | 2,870,000.00 | 3,277,267.35 | |||
| BTPS 6.5% 11/01/27 | 2,700,000.00 | 2,937,142.89 | |||
| BTPS 6% 05/01/31 | 1,140,000.00 | 1,336,689.90 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,475,386.92 | |||
| DBR 0.25% 02/15/27 | 2,490,000.00 | 2,437,871.85 | |||
| DBR 0.25% 02/15/29 | 1,970,000.00 | 1,861,486.49 | |||
| DBR 0.25% 08/15/28 | 2,090,000.00 | 1,995,031.44 | |||
| DBR 0.5% 02/15/28 | 1,360,000.00 | 1,317,632.60 | |||
| DBR 0.5% 08/15/27 | 1,700,000.00 | 1,658,426.50 | |||
| DBR 0% 02/15/30 | 2,500,000.00 | 2,287,061.25 | |||
| DBR 0% 02/15/31 | 1,660,000.00 | 1,481,319.66 | |||
| DBR 0% 02/15/32 | 3,620,000.00 | 3,141,814.28 | |||
| DBR 0% 05/15/35 | 4,460,000.00 | 3,495,190.50 | |||
| DBR 0% 05/15/36 | 2,630,000.00 | 1,990,609.51 | |||
| DBR 0% 08/15/29 | 2,360,000.00 | 2,185,590.09 | |||
| DBR 0% 08/15/30 | 3,050,000.00 | 2,758,244.36 | |||
| DBR 0% 08/15/30 | 1,280,000.00 | 1,157,932.80 | |||
| DBR 0% 08/15/31 | 4,720,000.00 | 4,156,550.00 | |||
| DBR 0% 08/15/50 | 5,240,000.00 | 2,430,977.48 | |||
| DBR 0% 08/15/52 | 3,600,000.00 | 1,566,457.20 | |||
| DBR 0% 11/15/27 | 3,340,000.00 | 3,214,581.33 | |||
| DBR 0% 11/15/28 | 1,990,000.00 | 1,876,242.64 | |||
| DBR 1.25% 08/15/48 | 3,680,000.00 | 2,569,033.76 | |||
| DBR 1.7% 08/15/32 | 2,600,000.00 | 2,501,050.50 | |||
| DBR 1.8% 08/15/53 | 4,240,000.00 | 3,182,997.68 | |||
| DBR 1% 05/15/38 | 3,040,000.00 | 2,459,452.71 | |||
| DBR 2.1% 11/15/29 | 2,680,000.00 | 2,682,076.19 | |||
| DBR 2.2% 02/15/34 | 3,210,000.00 | 3,146,713.24 | |||
| DBR 2.3% 02/15/33 | 4,610,000.00 | 4,588,522.01 | |||
| DBR 2.4% 11/15/30 | 3,220,000.00 | 3,254,695.82 | |||
| DBR 2.5% 02/15/35 | 3,640,000.00 | 3,628,108.12 | |||
| DBR 2.5% 07/04/44 | 3,150,000.00 | 2,912,553.78 | |||
| DBR 2.5% 08/15/46 | 3,750,000.00 | 3,424,430.62 | |||
| DBR 2.5% 08/15/54 | 2,370,000.00 | 2,075,358.63 | |||
| DBR 2.6% 05/15/41 | 1,680,000.00 | 1,605,833.04 | |||
| DBR 2.6% 08/15/33 | 3,960,000.00 | 4,011,145.37 | |||
| DBR 2.6% 08/15/34 | 3,560,000.00 | 3,588,129.34 | |||
| DBR 2.9% 08/15/56 | 1,450,000.00 | 1,372,087.15 | |||
| DBR 3.25% 07/04/42 | 1,950,000.00 | 2,017,494.37 | |||
| DBR 4.0% 01/04/37 | 2,570,000.00 | 2,894,222.20 | |||
| DBR 4.25% 07/04/39 | 1,810,000.00 | 2,097,017.13 | |||
| DBR 4.75% 07/04/28 | 1,430,000.00 | 1,536,160.34 | |||
| DBR 4.75% 07/04/34 | 2,500,000.00 | 2,945,092.50 | |||
| DBR 4.75% 07/04/40 | 2,360,000.00 | 2,880,977.08 | |||
| DBR 5.5% 01/04/31 | 2,400,000.00 | 2,788,812.00 | |||
| DBR 5.625% 01/04/28 | 2,510,000.00 | 2,710,944.31 | |||
| DBR 6.25% 01/04/30 | 1,850,000.00 | 2,158,103.62 | |||
| DBR 6.5% 07/04/27 | 3,220,000.00 | 3,466,734.75 | |||
| FRTR 0.25% 11/25/26 | 3,700,000.00 | 3,631,433.45 | |||
| FRTR 0.5% 05/25/29 | 5,230,000.00 | 4,898,705.65 | |||
| FRTR 0.5% 05/25/40 | 3,790,000.00 | 2,423,352.53 | |||
| FRTR 0.5% 05/25/72 | 1,550,000.00 | 410,672.50 | |||
| FRTR 0.5% 06/25/44 | 2,530,000.00 | 1,403,465.50 | |||
| FRTR 0.75% 02/25/28 | 5,200,000.00 | 5,038,075.90 | |||
| FRTR 0.75% 05/25/28 | 5,290,000.00 | 5,102,125.65 | |||
| FRTR 0.75% 05/25/52 | 3,160,000.00 | 1,455,028.32 | |||
| FRTR 0.75% 05/25/53 | 3,440,000.00 | 1,536,239.50 | |||
| FRTR 0.75% 11/25/28 | 5,220,000.00 | 4,986,189.67 | |||
| FRTR 0% 02/25/27 | 5,200,000.00 | 5,064,065.48 | |||
| FRTR 0% 05/25/32 | 4,890,000.00 | 4,058,768.46 | |||
| FRTR 0% 11/25/29 | 6,420,000.00 | 5,818,799.10 | |||
| FRTR 0% 11/25/30 | 7,850,000.00 | 6,888,237.60 | |||
| FRTR 0% 11/25/31 | 5,540,000.00 | 4,689,132.14 | |||
| FRTR 1.25% 05/25/34 | 5,510,000.00 | 4,725,046.77 | |||
| FRTR 1.25% 05/25/36 | 5,850,000.00 | 4,736,215.57 | |||
| FRTR 1.25% 05/25/38 | 3,390,000.00 | 2,587,279.35 | |||
| FRTR 1.5% 05/25/31 | 6,970,000.00 | 6,546,108.98 | |||
| FRTR 1.5% 05/25/50 | 3,050,000.00 | 1,834,376.75 | |||
| FRTR 1.75% 05/25/66 | 1,760,000.00 | 917,312.88 | |||
| FRTR 1.75% 06/25/39 | 3,570,000.00 | 2,850,278.18 | |||
| FRTR 1% 05/25/27 | 4,970,000.00 | 4,892,648.16 | |||
| FRTR 2.4% 09/24/28 | 3,220,000.00 | 3,234,599.79 | |||
| FRTR 2.5% 05/25/30 | 5,570,000.00 | 5,568,053.28 | |||
| FRTR 2.5% 05/25/43 | 2,410,000.00 | 1,989,874.34 | |||
| FRTR 2.5% 09/24/27 | 4,040,000.00 | 4,074,481.40 | |||
| FRTR 2.75% 02/25/29 | 4,770,000.00 | 4,835,969.10 | |||
| FRTR 2.75% 02/25/30 | 5,090,000.00 | 5,144,713.42 | |||
| FRTR 2.75% 10/25/27 | 5,660,000.00 | 5,735,864.92 | |||
| FRTR 2% 05/25/48 | 2,610,000.00 | 1,832,585.40 | |||
| FRTR 2% 11/25/32 | 4,280,000.00 | 4,025,900.68 | |||
| FRTR 3.2% 05/25/35 | 5,280,000.00 | 5,239,481.28 | |||
| FRTR 3.25% 05/25/45 | 2,980,000.00 | 2,706,368.95 | |||
| FRTR 3.25% 05/25/55 | 2,480,000.00 | 2,077,265.36 | |||
| FRTR 3.5% 11/25/33 | 5,720,000.00 | 5,885,805.64 | |||
| FRTR 3.6% 05/25/42 | 1,310,000.00 | 1,270,394.77 | |||
| FRTR 3.75% 05/25/56 | 1,760,000.00 | 1,610,568.96 | |||
| FRTR 3% 05/25/33 | 4,210,000.00 | 4,204,605.93 | |||
| FRTR 3% 05/25/54 | 2,450,000.00 | 1,965,708.50 | |||
| FRTR 3% 06/25/49 | 1,830,000.00 | 1,542,230.67 | |||
| FRTR 3% 11/25/34 | 4,450,000.00 | 4,371,695.43 | |||
| FRTR 4.5% 04/25/41 | 3,710,000.00 | 4,029,508.91 | |||
| FRTR 4.75% 04/25/35 | 2,960,000.00 | 3,318,078.60 | |||
| FRTR 4% 04/25/55 | 2,340,000.00 | 2,264,869.22 | |||
| FRTR 4% 04/25/60 | 1,970,000.00 | 1,870,426.68 | |||
| FRTR 4% 10/25/38 | 2,490,000.00 | 2,591,492.40 | |||
| FRTR 5.5% 04/25/29 | 5,920,000.00 | 6,543,080.00 | |||
| FRTR 5.75% 10/25/32 | 4,370,000.00 | 5,152,179.74 | |||
| IRISH 0.2% 05/15/27 | 670,000.00 | 652,331.09 | |||
| IRISH 0.2% 10/18/30 | 910,000.00 | 820,986.07 | |||
| IRISH 0.35% 10/18/32 | 600,000.00 | 516,246.75 | |||
| IRISH 0.4% 05/15/35 | 950,000.00 | 755,981.50 | |||
| IRISH 0.55% 04/22/41 | 410,000.00 | 276,793.05 | |||
| IRISH 0.9% 05/15/28 | 840,000.00 | 818,015.14 | |||
| IRISH 0% 10/18/31 | 950,000.00 | 822,182.25 | |||
| IRISH 1.1% 05/15/29 | 980,000.00 | 945,810.25 | |||
| IRISH 1.3% 05/15/33 | 610,000.00 | 556,457.86 | |||
| IRISH 1.35% 03/18/31 | 370,000.00 | 352,129.37 | |||
| IRISH 1.5% 05/15/50 | 900,000.00 | 614,860.20 | |||
| IRISH 1.7% 05/15/37 | 740,000.00 | 647,295.57 | |||
| IRISH 2.4% 05/15/30 | 930,000.00 | 935,978.04 | |||
| IRISH 2.6% 10/18/34 | 370,000.00 | 363,920.90 | |||
| IRISH 2% 02/18/45 | 1,010,000.00 | 819,142.82 | |||
| IRISH 3.15% 10/18/55 | 280,000.00 | 258,814.74 | |||
| IRISH 3% 10/18/43 | 370,000.00 | 355,421.63 | |||
| NETHER 0.25% 07/15/29 | 1,390,000.00 | 1,296,772.70 | |||
| NETHER 0.5% 01/15/40 | 1,470,000.00 | 1,041,890.06 | |||
| NETHER 0.5% 07/15/32 | 1,530,000.00 | 1,345,260.15 | |||
| NETHER 0.75% 07/15/27 | 1,060,000.00 | 1,039,135.49 | |||
| NETHER 0.75% 07/15/28 | 1,540,000.00 | 1,488,605.58 | |||
| NETHER 0% 01/15/27 | 1,640,000.00 | 1,601,767.50 | |||
| NETHER 0% 01/15/29 | 1,770,000.00 | 1,655,237.62 | |||
| NETHER 0% 01/15/38 | 1,340,000.00 | 935,451.98 | |||
| NETHER 0% 01/15/52 | 1,810,000.00 | 778,066.36 | |||
| NETHER 0% 07/15/30 | 1,350,000.00 | 1,215,016.87 | |||
| NETHER 0% 07/15/31 | 1,610,000.00 | 1,407,988.47 | |||
| NETHER 2.5% 01/15/30 | 1,520,000.00 | 1,537,871.40 | |||
| NETHER 2.5% 01/15/33 | 1,430,000.00 | 1,430,328.90 | |||
| NETHER 2.5% 07/15/33 | 1,170,000.00 | 1,165,246.29 | |||
| NETHER 2.5% 07/15/34 | 1,560,000.00 | 1,542,192.20 | |||
| NETHER 2.5% 07/15/35 | 1,090,000.00 | 1,068,226.16 | |||
| NETHER 2.75% 01/15/47 | 2,160,000.00 | 2,007,171.36 | |||
| NETHER 2% 01/15/54 | 1,690,000.00 | 1,288,665.56 | |||
| NETHER 3.25% 01/15/44 | 1,170,000.00 | 1,184,653.89 | |||
| NETHER 3.5% 01/15/56 | 500,000.00 | 515,424.00 | |||
| NETHER 3.75% 01/15/42 | 1,700,000.00 | 1,839,685.60 | |||
| NETHER 4% 01/15/37 | 1,890,000.00 | 2,098,671.12 | |||
| NETHER 5.5% 01/15/28 | 1,600,000.00 | 1,722,659.52 | |||
| OBL 0% 04/16/27 | 2,920,000.00 | 2,840,408.09 | |||
| OBL 0% 10/09/26 | 2,680,000.00 | 2,632,218.93 | |||
| OBL 1.3% 10/15/27 | 3,550,000.00 | 3,511,316.25 | |||
| OBL 2.1% 04/12/29 | 3,360,000.00 | 3,369,506.11 | |||
| OBL 2.2% 04/13/28 | 3,490,000.00 | 3,514,192.68 | |||
| OBL 2.4% 04/18/30 | 2,640,000.00 | 2,671,108.43 | |||
| OBL 2.4% 10/19/28 | 4,270,000.00 | 4,324,147.87 | |||
| OBL 2.5% 10/11/29 | 2,090,000.00 | 2,124,230.02 | |||
| PGB 0.3% 10/17/31 | 840,000.00 | 740,337.57 | |||
| PGB 0.475% 10/18/30 | 1,330,000.00 | 1,217,751.32 | |||
| PGB 0.7% 10/15/27 | 700,000.00 | 684,143.85 | |||
| PGB 0.9% 10/12/35 | 640,000.00 | 526,090.40 | |||
| PGB 1.15% 04/11/42 | 470,000.00 | 334,028.40 | |||
| PGB 1.65% 07/16/32 | 780,000.00 | 736,424.32 | |||
| PGB 1.95% 06/15/29 | 1,250,000.00 | 1,245,127.85 | |||
| PGB 1% 04/12/52 | 780,000.00 | 426,859.48 | |||
| PGB 2.125% 10/17/28 | 1,450,000.00 | 1,456,883.00 | |||
| PGB 2.25% 04/18/34 | 990,000.00 | 948,337.33 | |||
| PGB 2.875% 10/20/34 | 810,000.00 | 810,639.65 | |||
| PGB 3.375% 06/15/40 | 420,000.00 | 418,461.96 | |||
| PGB 3.5% 06/18/38 | 440,000.00 | 450,913.54 | |||
| PGB 3.625% 06/12/54 | 530,000.00 | 512,010.47 | |||
| PGB 3.875% 02/15/30 | 870,000.00 | 929,833.11 | |||
| PGB 3% 06/15/35 | 470,000.00 | 471,583.43 | |||
| PGB 4.1% 02/15/45 | 800,000.00 | 856,345.99 | |||
| PGB 4.1% 04/15/37 | 980,000.00 | 1,073,159.48 | |||
| PGB 4.125% 04/14/27 | 800,000.00 | 826,229.20 | |||
| RAGB 0.25% 10/20/36 | 720,000.00 | 534,483.89 | |||
| RAGB 0.5% 02/20/29 | 1,800,000.00 | 1,704,466.80 | |||
| RAGB 0.5% 04/20/27 | 1,760,000.00 | 1,723,636.25 | |||
| RAGB 0.7% 04/20/71 | 540,000.00 | 198,741.22 | |||
| RAGB 0.75% 02/20/28 | 1,310,000.00 | 1,273,009.53 | |||
| RAGB 0.75% 03/20/51 | 930,000.00 | 501,519.43 | |||
| RAGB 0.75% 10/20/26 | 1,480,000.00 | 1,463,058.61 | |||
| RAGB 0.85% 06/30/20 | 230,000.00 | 73,999.42 | |||
| RAGB 0.9% 02/20/32 | 1,740,000.00 | 1,572,588.07 | |||
| RAGB 0% 02/20/30 | 1,790,000.00 | 1,622,362.01 | |||
| RAGB 0% 02/20/31 | 1,670,000.00 | 1,468,347.50 | |||
| RAGB 0% 10/20/28 | 1,340,000.00 | 1,258,497.84 | |||
| RAGB 0% 10/20/40 | 650,000.00 | 397,635.36 | |||
| RAGB 1.5% 02/20/47 | 1,080,000.00 | 762,780.24 | |||
| RAGB 1.5% 11/02/86 | 800,000.00 | 398,213.56 | |||
| RAGB 1.85% 05/23/49 | 660,000.00 | 487,126.20 | |||
| RAGB 2.1% 09/20/17 | 650,000.00 | 398,199.75 | |||
| RAGB 2.4% 05/23/34 | 920,000.00 | 893,254.68 | |||
| RAGB 2.9% 02/20/33 | 1,780,000.00 | 1,808,498.68 | |||
| RAGB 2.9% 02/20/34 | 1,440,000.00 | 1,453,676.40 | |||
| RAGB 2.9% 05/23/29 | 620,000.00 | 635,533.28 | |||
| RAGB 2.95% 02/20/35 | 1,050,000.00 | 1,055,943.00 | |||
| RAGB 3.15% 06/20/44 | 960,000.00 | 927,454.82 | |||
| RAGB 3.15% 10/20/53 | 840,000.00 | 772,084.10 | |||
| RAGB 3.2% 07/15/39 | 840,000.00 | 837,978.75 | |||
| RAGB 3.45% 10/20/30 | 330,000.00 | 346,442.58 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 434,969.43 | |||
| RAGB 4.15% 03/15/37 | 1,550,000.00 | 1,711,424.13 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,266,010.20 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 325,744.10 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 193,387.76 | |||
| RFGB 0.125% 09/15/31 | 1,360,000.00 | 1,183,985.06 | |||
| RFGB 0.25% 09/15/40 | 500,000.00 | 321,414.50 | |||
| RFGB 0.5% 04/15/43 | 490,000.00 | 304,091.67 | |||
| RFGB 0.5% 09/15/27 | 540,000.00 | 525,319.42 | |||
| RFGB 0.5% 09/15/28 | 780,000.00 | 745,211.26 | |||
| RFGB 0.5% 09/15/29 | 610,000.00 | 570,729.06 | |||
| RFGB 0.75% 04/15/31 | 510,000.00 | 466,320.19 | |||
| RFGB 0% 09/15/30 | 560,000.00 | 498,795.72 | |||
| RFGB 1.125% 04/15/34 | 640,000.00 | 559,108.48 | |||
| RFGB 1.375% 04/15/27 | 350,000.00 | 347,138.63 | |||
| RFGB 1.375% 04/15/47 | 570,000.00 | 388,934.53 | |||
| RFGB 1.5% 09/15/32 | 490,000.00 | 454,991.95 | |||
| RFGB 2.5% 04/15/30 | 460,000.00 | 463,465.54 | |||
| RFGB 2.625% 04/15/32 | 210,000.00 | 210,506.87 | |||
| RFGB 2.625% 07/04/42 | 540,000.00 | 490,106.02 | |||
| RFGB 2.75% 04/15/38 | 470,000.00 | 450,337.55 | |||
| RFGB 2.75% 07/04/28 | 680,000.00 | 693,125.02 | |||
| RFGB 2.875% 04/15/29 | 520,000.00 | 531,892.40 | |||
| RFGB 2.95% 04/15/55 | 500,000.00 | 437,468.00 | |||
| RFGB 3.2% 04/15/45 | 270,000.00 | 260,651.72 | |||
| RFGB 3% 09/15/33 | 790,000.00 | 804,179.47 | |||
| RFGB 3% 09/15/34 | 920,000.00 | 930,322.86 | |||
| RFGB 3% 09/15/35 | 490,000.00 | 492,068.92 | |||
| SPGB 0.1% 04/30/31 | 3,160,000.00 | 2,770,581.35 | |||
| SPGB 0.5% 04/30/30 | 3,510,000.00 | 3,231,270.90 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,274,237.97 | |||
| SPGB 0.6% 10/31/29 | 2,930,000.00 | 2,739,853.25 | |||
| SPGB 0.7% 04/30/32 | 2,870,000.00 | 2,535,845.90 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,390,023.92 | |||
| SPGB 0.8% 07/30/29 | 3,230,000.00 | 3,057,829.69 | |||
| SPGB 0.85% 07/30/37 | 1,940,000.00 | 1,480,118.15 | |||
| SPGB 0% 01/31/27 | 3,280,000.00 | 3,198,560.88 | |||
| SPGB 0% 01/31/28 | 3,460,000.00 | 3,304,410.72 | |||
| SPGB 1.2% 10/31/40 | 1,910,000.00 | 1,397,503.07 | |||
| SPGB 1.25% 10/31/30 | 2,760,000.00 | 2,605,318.56 | |||
| SPGB 1.3% 10/31/26 | 1,870,000.00 | 1,856,765.54 | |||
| SPGB 1.4% 04/30/28 | 3,580,000.00 | 3,522,307.40 | |||
| SPGB 1.4% 07/30/28 | 2,970,000.00 | 2,913,317.55 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,619,930.88 | |||
| SPGB 1.45% 10/31/27 | 2,610,000.00 | 2,581,971.21 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 311,837.46 | |||
| SPGB 1.5% 04/30/27 | 1,760,000.00 | 1,747,194.24 | |||
| SPGB 1.85% 07/30/35 | 2,190,000.00 | 1,968,795.21 | |||
| SPGB 1.9% 10/31/52 | 1,890,000.00 | 1,271,946.37 | |||
| SPGB 1.95% 07/30/30 | 2,820,000.00 | 2,763,901.74 | |||
| SPGB 1% 07/30/42 | 1,550,000.00 | 1,047,431.10 | |||
| SPGB 1% 10/31/50 | 2,290,000.00 | 1,266,226.87 | |||
| SPGB 2.35% 07/30/33 | 2,180,000.00 | 2,107,955.36 | |||
| SPGB 2.5% 05/31/27 | 2,330,000.00 | 2,348,408.63 | |||
| SPGB 2.55% 10/31/32 | 2,960,000.00 | 2,925,715.80 | |||
| SPGB 2.7% 10/31/48 | 2,060,000.00 | 1,725,309.74 | |||
| SPGB 2.9% 10/31/46 | 1,930,000.00 | 1,703,687.23 | |||
| SPGB 3.1% 07/30/31 | 1,890,000.00 | 1,942,409.70 | |||
| SPGB 3.15% 04/30/33 | 2,170,000.00 | 2,220,593.98 | |||
| SPGB 3.15% 04/30/35 | 2,290,000.00 | 2,307,696.42 | |||
| SPGB 3.2% 10/31/35 | 1,600,000.00 | 1,612,692.00 | |||
| SPGB 3.25% 04/30/34 | 2,700,000.00 | 2,761,854.30 | |||
| SPGB 3.45% 07/30/43 | 1,790,000.00 | 1,739,514.84 | |||
| SPGB 3.45% 07/30/66 | 1,580,000.00 | 1,397,355.95 | |||
| SPGB 3.45% 10/31/34 | 2,610,000.00 | 2,701,808.56 | |||
| SPGB 3.5% 01/31/41 | 1,060,000.00 | 1,051,244.40 | |||
| SPGB 3.5% 05/31/29 | 2,500,000.00 | 2,606,106.25 | |||
| SPGB 3.55% 10/31/33 | 2,270,000.00 | 2,377,972.55 | |||
| SPGB 3.9% 07/30/39 | 1,850,000.00 | 1,940,173.62 | |||
| SPGB 4.2% 01/31/37 | 2,320,000.00 | 2,530,697.76 | |||
| SPGB 4.7% 07/30/41 | 1,990,000.00 | 2,264,173.64 | |||
| SPGB 4.9% 07/30/40 | 2,280,000.00 | 2,645,761.02 | |||
| SPGB 4% 10/31/54 | 1,530,000.00 | 1,542,769.67 | |||
| SPGB 5.15% 10/31/28 | 3,660,000.00 | 3,978,088.76 | |||
| SPGB 5.15% 10/31/44 | 1,640,000.00 | 1,971,343.96 | |||
| SPGB 5.75% 07/30/32 | 2,500,000.00 | 2,972,308.74 | |||
| SPGB 6.0% 01/31/29 | 910,000.00 | 1,019,284.81 | |||
| ユーロ 小計 | 780,280,000.00 | 733,580,595.38 | |||
| (129,190,878,652) | |||||
| イギリスポンド | UKT 0.125% 01/31/28 | 1,510,000.00 | 1,395,211.08 | ||
| UKT 0.25% 07/31/31 | 2,490,000.00 | 2,016,974.70 | |||
| UKT 0.375% 10/22/26 | 2,930,000.00 | 2,835,112.62 | |||
| UKT 0.375% 10/22/30 | 780,000.00 | 657,587.86 | |||
| UKT 0.5% 01/31/29 | 2,990,000.00 | 2,692,812.26 | |||
| UKT 0.5% 10/22/61 | 2,420,000.00 | 610,324.00 | |||
| UKT 0.625% 07/31/35 | 3,090,000.00 | 2,145,662.99 | |||
| UKT 0.625% 10/22/50 | 1,850,000.00 | 663,040.00 | |||
| UKT 0.875% 01/31/46 | 1,750,000.00 | 801,150.00 | |||
| UKT 0.875% 07/31/33 | 3,090,000.00 | 2,391,321.64 | |||
| UKT 0.875% 10/22/29 | 1,460,000.00 | 1,304,073.27 | |||
| UKT 1.125% 01/31/39 | 2,030,000.00 | 1,300,966.16 | |||
| UKT 1.125% 10/22/73 | 1,050,000.00 | 331,380.00 | |||
| UKT 1.25% 07/22/27 | 2,010,000.00 | 1,926,517.88 | |||
| UKT 1.25% 07/31/51 | 2,460,000.00 | 1,059,993.75 | |||
| UKT 1.25% 10/22/41 | 2,580,000.00 | 1,520,752.69 | |||
| UKT 1.5% 07/22/47 | 1,740,000.00 | 894,612.87 | |||
| UKT 1.5% 07/31/53 | 2,030,000.00 | 906,598.00 | |||
| UKT 1.625% 10/22/28 | 1,460,000.00 | 1,373,725.95 | |||
| UKT 1.625% 10/22/54 | 1,640,000.00 | 748,247.16 | |||
| UKT 1.625% 10/22/71 | 1,930,000.00 | 764,107.95 | |||
| UKT 1.75% 01/22/49 | 1,230,000.00 | 650,520.06 | |||
| UKT 1.75% 07/22/57 | 2,150,000.00 | 983,840.00 | |||
| UKT 1.75% 09/07/37 | 2,400,000.00 | 1,757,803.72 | |||
| UKT 1% 01/31/32 | 3,700,000.00 | 3,067,215.97 | |||
| UKT 2.5% 07/22/65 | 1,590,000.00 | 865,596.00 | |||
| UKT 3.25% 01/22/44 | 2,630,000.00 | 2,028,680.55 | |||
| UKT 3.25% 01/31/33 | 3,760,000.00 | 3,517,688.22 | |||
| UKT 3.5% 01/22/45 | 2,000,000.00 | 1,586,051.94 | |||
| UKT 3.5% 07/22/68 | 1,750,000.00 | 1,233,050.00 | |||
| UKT 3.75% 01/29/38 | 2,780,000.00 | 2,509,185.04 | |||
| UKT 3.75% 03/07/27 | 2,540,000.00 | 2,536,225.78 | |||
| UKT 3.75% 07/22/52 | 1,400,000.00 | 1,087,520.00 | |||
| UKT 3.75% 10/22/53 | 3,360,000.00 | 2,584,176.00 | |||
| UKT 4.125% 01/29/27 | 3,630,000.00 | 3,640,695.79 | |||
| UKT 4.125% 07/22/29 | 3,410,000.00 | 3,435,409.27 | |||
| UKT 4.25% 03/07/36 | 3,480,000.00 | 3,374,538.31 | |||
| UKT 4.25% 06/07/32 | 2,250,000.00 | 2,266,378.87 | |||
| UKT 4.25% 07/31/34 | 3,390,000.00 | 3,338,189.51 | |||
| UKT 4.25% 09/07/39 | 1,270,000.00 | 1,187,444.93 | |||
| UKT 4.25% 12/07/27 | 2,860,000.00 | 2,891,959.92 | |||
| UKT 4.25% 12/07/40 | 1,740,000.00 | 1,603,252.61 | |||
| UKT 4.25% 12/07/46 | 1,930,000.00 | 1,683,708.08 | |||
| UKT 4.25% 12/07/49 | 1,370,000.00 | 1,176,346.03 | |||
| UKT 4.25% 12/07/55 | 2,150,000.00 | 1,806,645.00 | |||
| UKT 4.375% 01/31/40 | 3,290,000.00 | 3,096,643.47 | |||
| UKT 4.375% 03/07/28 | 4,120,000.00 | 4,168,487.04 | |||
| UKT 4.375% 03/07/30 | 4,100,000.00 | 4,166,071.91 | |||
| UKT 4.375% 07/31/54 | 2,870,000.00 | 2,466,491.80 | |||
| UKT 4.5% 03/07/35 | 3,590,000.00 | 3,581,955.34 | |||
| UKT 4.5% 06/07/28 | 3,400,000.00 | 3,454,910.00 | |||
| UKT 4.5% 09/07/34 | 1,390,000.00 | 1,395,817.98 | |||
| UKT 4.5% 12/07/42 | 1,940,000.00 | 1,806,239.67 | |||
| UKT 4.625% 01/31/34 | 3,290,000.00 | 3,340,106.70 | |||
| UKT 4.75% 10/22/43 | 2,950,000.00 | 2,800,767.90 | |||
| UKT 4.75% 12/07/30 | 3,260,000.00 | 3,385,069.90 | |||
| UKT 4.75% 12/07/38 | 2,010,000.00 | 1,994,547.03 | |||
| UKT 4% 01/22/60 | 1,700,000.00 | 1,355,410.00 | |||
| UKT 4% 10/22/31 | 3,360,000.00 | 3,336,278.40 | |||
| UKT 4% 10/22/63 | 1,810,000.00 | 1,427,185.00 | |||
| UKT 6.0% 12/07/28 | 2,010,000.00 | 2,142,036.90 | |||
| イギリスポンド 小計 | 147,150,000.00 | 123,070,313.47 | |||
| (24,957,428,868) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 5,280,000.00 | 4,744,505.04 | ||
| SGB 0.75% 05/12/28 | 7,340,000.00 | 7,149,704.18 | |||
| SGB 0.75% 11/12/29 | 9,150,000.00 | 8,736,699.07 | |||
| SGB 1.75% 11/11/33 | 5,710,000.00 | 5,463,981.95 | |||
| SGB 1% 11/12/26 | 8,890,000.00 | 8,813,626.01 | |||
| SGB 2.25% 05/11/35 | 6,510,000.00 | 6,373,454.23 | |||
| SGB 2.25% 06/01/32 | 5,300,000.00 | 5,315,794.00 | |||
| SGB 3.5% 03/30/39 | 4,270,000.00 | 4,663,437.80 | |||
| スウェーデンクローナ 小計 | 52,450,000.00 | 51,261,202.28 | |||
| (821,717,072) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 4,780,000.00 | 4,128,844.97 | ||
| NGB 1.375% 08/19/30 | 6,120,000.00 | 5,465,244.15 | |||
| NGB 1.75% 02/17/27 | 5,340,000.00 | 5,198,296.42 | |||
| NGB 1.75% 09/06/29 | 5,350,000.00 | 4,953,727.37 | |||
| NGB 2.125% 05/18/32 | 4,480,000.00 | 4,023,500.45 | |||
| NGB 2% 04/26/28 | 4,680,000.00 | 4,479,154.14 | |||
| NGB 3.5% 10/06/42 | 2,070,000.00 | 1,951,187.17 | |||
| NGB 3.625% 04/13/34 | 5,350,000.00 | 5,226,174.25 | |||
| NGB 3.625% 05/31/39 | 2,460,000.00 | 2,364,854.58 | |||
| NGB 3.75% 06/12/35 | 5,070,000.00 | 4,968,497.73 | |||
| NGB 3% 08/15/33 | 5,180,000.00 | 4,861,891.02 | |||
| ノルウェークローネ 小計 | 50,880,000.00 | 47,621,372.25 | |||
| (715,273,011) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 6,290,000.00 | 3,238,610.92 | ||
| DGB 0.5% 11/15/27 | 5,760,000.00 | 5,623,690.10 | |||
| DGB 0.5% 11/15/29 | 4,560,000.00 | 4,314,723.61 | |||
| DGB 0% 11/15/31 | 4,160,000.00 | 3,665,639.18 | |||
| DGB 2.25% 11/15/26 | 2,110,000.00 | 2,124,887.94 | |||
| DGB 2.25% 11/15/33 | 6,800,000.00 | 6,782,221.40 | |||
| DGB 2.25% 11/15/35 | 4,100,000.00 | 4,023,570.45 | |||
| DGB 4.5% 11/15/39 | 9,430,000.00 | 11,477,285.06 | |||
| デンマーククローネ 小計 | 43,210,000.00 | 41,250,628.66 | |||
| (972,689,823) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 4,500,000.00 | 4,353,554.88 | ||
| POLGB 0% 01/25/27 | 950,000.00 | 906,775.00 | |||
| POLGB 1.25% 10/25/30 | 6,680,000.00 | 5,656,068.08 | |||
| POLGB 1.75% 04/25/32 | 5,590,000.00 | 4,602,489.99 | |||
| POLGB 2.5% 07/25/27 | 4,530,000.00 | 4,415,375.50 | |||
| POLGB 2.75% 04/25/28 | 3,100,000.00 | 2,997,015.24 | |||
| POLGB 2.75% 10/25/29 | 6,000,000.00 | 5,607,008.58 | |||
| POLGB 3.75% 05/25/27 | 2,510,000.00 | 2,501,906.98 | |||
| POLGB 4.5% 07/25/30 | 4,200,000.00 | 4,155,690.92 | |||
| POLGB 4.75% 07/25/29 | 5,020,000.00 | 5,058,647.47 | |||
| POLGB 5.75% 04/25/29 | 7,310,000.00 | 7,614,996.59 | |||
| POLGB 5% 01/25/30 | 6,290,000.00 | 6,372,183.86 | |||
| POLGB 5% 10/25/34 | 4,720,000.00 | 4,622,170.62 | |||
| POLGB 5% 10/25/35 | 1,480,000.00 | 1,440,846.74 | |||
| POLGB 6% 10/25/33 | 6,370,000.00 | 6,709,168.10 | |||
| POLGB 7.5% 07/25/28 | 4,470,000.00 | 4,834,372.05 | |||
| ポーランドズロチ 小計 | 73,720,000.00 | 71,848,270.60 | |||
| (2,982,048,101) | |||||
| オーストラリアドル | ACGB 1.25% 05/21/32 | 2,590,000.00 | 2,219,500.50 | ||
| ACGB 1.5% 06/21/31 | 3,070,000.00 | 2,745,224.70 | |||
| ACGB 1.75% 06/21/51 | 1,970,000.00 | 1,077,294.50 | |||
| ACGB 1.75% 11/21/32 | 2,760,000.00 | 2,412,074.40 | |||
| ACGB 1% 11/21/31 | 3,960,000.00 | 3,392,769.60 | |||
| ACGB 1% 12/21/30 | 1,890,000.00 | 1,667,376.90 | |||
| ACGB 2.25% 05/21/28 | 2,040,000.00 | 1,988,020.80 | |||
| ACGB 2.5% 05/21/30 | 2,740,000.00 | 2,631,687.80 | |||
| ACGB 2.75% 05/21/41 | 1,410,000.00 | 1,140,492.60 | |||
| ACGB 2.75% 06/21/35 | 2,400,000.00 | 2,147,352.00 | |||
| ACGB 2.75% 11/21/27 | 1,530,000.00 | 1,513,659.60 | |||
| ACGB 2.75% 11/21/28 | 2,130,000.00 | 2,095,089.30 | |||
| ACGB 2.75% 11/21/29 | 2,160,000.00 | 2,107,533.60 | |||
| ACGB 3.25% 04/21/29 | 2,470,000.00 | 2,462,441.80 | |||
| ACGB 3.25% 06/21/39 | 940,000.00 | 835,378.00 | |||
| ACGB 3.5% 12/21/34 | 3,010,000.00 | 2,889,961.20 | |||
| ACGB 3.75% 04/21/37 | 1,940,000.00 | 1,861,798.60 | |||
| ACGB 3.75% 05/21/34 | 2,340,000.00 | 2,303,964.00 | |||
| ACGB 3% 03/21/47 | 1,350,000.00 | 1,037,421.00 | |||
| ACGB 3% 11/21/33 | 2,330,000.00 | 2,183,279.90 | |||
| ACGB 4.25% 03/21/36 | 1,710,000.00 | 1,729,425.60 | |||
| ACGB 4.25% 06/21/34 | 960,000.00 | 979,872.00 | |||
| ACGB 4.25% 10/21/36 | 1,700,000.00 | 1,713,991.00 | |||
| ACGB 4.25% 12/21/35 | 1,890,000.00 | 1,913,549.40 | |||
| ACGB 4.5% 04/21/33 | 3,210,000.00 | 3,349,153.50 | |||
| ACGB 4.75% 04/21/27 | 2,840,000.00 | 2,900,350.00 | |||
| ACGB 4.75% 06/21/54 | 960,000.00 | 947,366.40 | |||
| オーストラリアドル 小計 | 58,300,000.00 | 54,246,028.70 | |||
| (5,327,502,478) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 1,340,000.00 | 1,257,988.19 | ||
| NZGB 1.5% 05/15/31 | 2,180,000.00 | 1,972,825.68 | |||
| NZGB 1.75% 05/15/41 | 560,000.00 | 386,164.41 | |||
| NZGB 2.75% 04/15/37 | 800,000.00 | 695,385.98 | |||
| NZGB 2.75% 05/15/51 | 600,000.00 | 416,022.15 | |||
| NZGB 2% 05/15/32 | 1,240,000.00 | 1,126,676.47 | |||
| NZGB 3.5% 04/14/33 | 1,810,000.00 | 1,785,026.65 | |||
| NZGB 3% 04/20/29 | 1,180,000.00 | 1,182,136.15 | |||
| NZGB 4.25% 05/15/34 | 750,000.00 | 771,364.12 | |||
| NZGB 4.25% 05/15/36 | 760,000.00 | 771,376.44 | |||
| NZGB 4.5% 04/15/27 | 930,000.00 | 956,541.64 | |||
| NZGB 4.5% 05/15/30 | 1,430,000.00 | 1,511,461.66 | |||
| NZGB 4.5% 05/15/35 | 1,240,000.00 | 1,292,451.00 | |||
| NZGB 5% 05/15/54 | 380,000.00 | 387,449.44 | |||
| ニュージーランドドル 小計 | 15,200,000.00 | 14,512,869.98 | |||
| (1,256,524,282) | |||||
| シンガポールドル | SIGB 1.25% 11/01/26 | 870,000.00 | 868,869.00 | ||
| SIGB 1.625% 07/01/31 | 880,000.00 | 879,120.00 | |||
| SIGB 1.875% 03/01/50 | 690,000.00 | 693,450.00 | |||
| SIGB 1.875% 10/01/51 | 480,000.00 | 475,200.00 | |||
| SIGB 2.25% 07/01/40 | 200,000.00 | 211,244.00 | |||
| SIGB 2.25% 08/01/36 | 760,000.00 | 793,820.00 | |||
| SIGB 2.375% 07/01/39 | 560,000.00 | 596,120.00 | |||
| SIGB 2.625% 05/01/28 | 720,000.00 | 741,240.00 | |||
| SIGB 2.625% 08/01/32 | 660,000.00 | 698,940.00 | |||
| SIGB 2.75% 03/01/35 | 190,000.00 | 206,644.00 | |||
| SIGB 2.75% 03/01/46 | 820,000.00 | 950,416.90 | |||
| SIGB 2.75% 04/01/42 | 630,000.00 | 711,585.00 | |||
| SIGB 2.875% 07/01/29 | 1,340,000.00 | 1,404,320.00 | |||
| SIGB 2.875% 08/01/28 | 610,000.00 | 633,790.00 | |||
| SIGB 2.875% 09/01/27 | 420,000.00 | 431,361.00 | |||
| SIGB 2.875% 09/01/30 | 1,140,000.00 | 1,209,819.30 | |||
| SIGB 3.25% 06/01/54 | 410,000.00 | 528,303.45 | |||
| SIGB 3.375% 05/01/34 | 300,000.00 | 338,100.00 | |||
| SIGB 3.375% 09/01/33 | 880,000.00 | 984,280.00 | |||
| SIGB 3.5% 03/01/27 | 800,000.00 | 822,560.00 | |||
| SIGB 3% 04/01/29 | 150,000.00 | 157,560.00 | |||
| SIGB 3% 08/01/72 | 620,000.00 | 767,870.00 | |||
| シンガポールドル 小計 | 14,130,000.00 | 15,104,612.65 | |||
| (1,760,744,696) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 2,110,000.00 | 2,035,703.03 | ||
| MGS 3.502% 05/31/27 | 1,930,000.00 | 1,944,356.49 | |||
| MGS 3.519% 04/20/28 | 2,340,000.00 | 2,364,359.40 | |||
| MGS 3.582% 07/15/32 | 1,850,000.00 | 1,869,760.21 | |||
| MGS 3.733% 06/15/28 | 2,930,000.00 | 2,976,304.84 | |||
| MGS 3.757% 05/22/40 | 2,950,000.00 | 2,952,804.27 | |||
| MGS 3.828% 07/05/34 | 1,770,000.00 | 1,813,784.13 | |||
| MGS 3.844% 04/15/33 | 1,830,000.00 | 1,876,631.69 | |||
| MGS 3.885% 08/15/29 | 2,830,000.00 | 2,899,869.87 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,143,980.02 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 2,002,780.01 | |||
| MGS 3.9% 11/30/26 | 2,470,000.00 | 2,496,497.41 | |||
| MGS 4.054% 04/18/39 | 1,980,000.00 | 2,053,382.36 | |||
| MGS 4.065% 06/15/50 | 3,070,000.00 | 3,124,684.98 | |||
| MGS 4.18% 05/16/44 | 1,500,000.00 | 1,562,160.14 | |||
| MGS 4.232% 06/30/31 | 2,490,000.00 | 2,600,144.65 | |||
| MGS 4.254% 05/31/35 | 1,750,000.00 | 1,853,745.60 | |||
| MGS 4.457% 03/31/53 | 3,000,000.00 | 3,222,910.50 | |||
| MGS 4.498% 04/15/30 | 3,380,000.00 | 3,558,963.90 | |||
| MGS 4.504% 04/30/29 | 940,000.00 | 981,285.92 | |||
| MGS 4.642% 11/07/33 | 3,210,000.00 | 3,468,705.13 | |||
| MGS 4.696% 10/15/42 | 2,320,000.00 | 2,567,176.28 | |||
| MGS 4.736% 03/15/46 | 980,000.00 | 1,093,965.96 | |||
| MGS 4.762% 04/07/37 | 2,410,000.00 | 2,669,177.42 | |||
| MGS 4.893% 06/08/38 | 2,130,000.00 | 2,385,893.94 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,928,809.34 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,171,727.69 | |||
| マレーシアリンギット 小計 | 57,980,000.00 | 60,619,565.18 | |||
| (2,164,779,230) | |||||
| イスラエルシェケル | ILGOV 1.3% 04/30/32 | 3,970,000.00 | 3,405,220.69 | ||
| ILGOV 1.5% 05/31/37 | 3,470,000.00 | 2,681,245.50 | |||
| ILGOV 1% 03/31/30 | 3,910,000.00 | 3,487,756.43 | |||
| ILGOV 2.25% 09/28/28 | 3,790,000.00 | 3,640,337.59 | |||
| ILGOV 2.8% 11/29/52 | 2,790,000.00 | 2,088,378.11 | |||
| ILGOV 2% 03/31/27 | 3,040,000.00 | 2,966,228.68 | |||
| ILGOV 3.75% 02/28/29 | 2,940,000.00 | 2,946,581.77 | |||
| ILGOV 3.75% 03/31/47 | 2,570,000.00 | 2,391,171.97 | |||
| ILGOV 3.75% 09/30/27 | 3,270,000.00 | 3,270,771.39 | |||
| ILGOV 4.6% 08/31/29 | 1,120,000.00 | 1,156,518.94 | |||
| ILGOV 4% 03/30/35 | 2,960,000.00 | 2,989,072.23 | |||
| ILGOV 5.5% 01/31/42 | 3,110,000.00 | 3,617,801.72 | |||
| ILGOV 6.25% 10/30/26 | 1,340,000.00 | 1,374,598.26 | |||
| イスラエルシェケル 小計 | 38,280,000.00 | 36,015,683.28 | |||
| (1,644,684,989) | |||||
| オフショア人民元 | CGB 1.06% 12/15/26 | 37,470,000.00 | 37,316,995.00 | ||
| CGB 1.43% 01/25/30 | 33,000,000.00 | 32,809,667.22 | |||
| CGB 1.44% 09/15/27 | 20,000,000.00 | 19,978,755.80 | |||
| CGB 1.45% 02/25/28 | 36,270,000.00 | 36,279,879.94 | |||
| CGB 1.46% 05/25/28 | 47,890,000.00 | 47,921,008.77 | |||
| CGB 1.49% 12/25/31 | 30,690,000.00 | 30,305,067.29 | |||
| CGB 1.55% 07/25/30 | 24,180,000.00 | 24,139,821.30 | |||
| CGB 1.59% 03/15/27 | 21,160,000.00 | 21,212,007.04 | |||
| CGB 1.61% 02/15/35 | 41,300,000.00 | 40,649,892.15 | |||
| CGB 1.62% 08/15/27 | 29,950,000.00 | 30,055,349.12 | |||
| CGB 1.65% 05/15/35 | 42,200,000.00 | 41,701,594.36 | |||
| CGB 1.67% 05/25/35 | 15,800,000.00 | 15,686,480.16 | |||
| CGB 1.74% 10/15/29 | 36,760,000.00 | 37,007,549.19 | |||
| CGB 1.79% 03/25/32 | 22,590,000.00 | 22,700,677.44 | |||
| CGB 1.83% 08/25/35 | 20,040,000.00 | 20,008,254.83 | |||
| CGB 1.85% 05/15/27 | 42,700,000.00 | 42,994,510.44 | |||
| CGB 1.87% 09/15/31 | 27,620,000.00 | 27,910,225.43 | |||
| CGB 1.91% 07/15/29 | 39,000,000.00 | 39,500,042.40 | |||
| CGB 1.92% 01/15/55 | 8,350,000.00 | 7,882,839.87 | |||
| CGB 2.04% 02/25/27 | 38,210,000.00 | 38,529,053.50 | |||
| CGB 2.04% 11/25/34 | 46,000,000.00 | 46,940,755.20 | |||
| CGB 2.05% 04/15/29 | 36,880,000.00 | 37,513,922.94 | |||
| CGB 2.11% 08/25/34 | 27,200,000.00 | 27,904,624.16 | |||
| CGB 2.12% 06/25/31 | 50,710,000.00 | 51,941,421.35 | |||
| CGB 2.27% 05/25/34 | 38,000,000.00 | 39,439,405.80 | |||
| CGB 2.28% 03/25/31 | 50,700,000.00 | 52,338,537.81 | |||
| CGB 2.35% 02/25/34 | 36,110,000.00 | 37,682,933.54 | |||
| CGB 2.37% 01/15/29 | 39,430,000.00 | 40,479,559.56 | |||
| CGB 2.37% 01/20/27 | 43,880,000.00 | 44,416,744.54 | |||
| CGB 2.39% 11/15/26 | 46,200,000.00 | 46,700,170.44 | |||
| CGB 2.4% 07/15/28 | 38,310,000.00 | 39,285,376.43 | |||
| CGB 2.44% 10/15/27 | 39,500,000.00 | 40,180,213.70 | |||
| CGB 2.48% 04/15/27 | 26,800,000.00 | 27,226,733.72 | |||
| CGB 2.48% 09/25/28 | 26,500,000.00 | 27,275,636.45 | |||
| CGB 2.5% 07/25/27 | 26,760,000.00 | 27,183,391.36 | |||
| CGB 2.52% 08/25/33 | 31,870,000.00 | 33,621,148.14 | |||
| CGB 2.54% 12/25/30 | 30,500,000.00 | 31,851,595.30 | |||
| CGB 2.55% 10/15/28 | 22,250,000.00 | 22,954,297.05 | |||
| CGB 2.6% 09/01/32 | 27,890,000.00 | 29,491,747.80 | |||
| CGB 2.6% 09/15/30 | 30,500,000.00 | 31,919,323.60 | |||
| CGB 2.62% 04/15/28 | 34,000,000.00 | 34,976,194.40 | |||
| CGB 2.62% 06/25/30 | 44,530,000.00 | 46,561,832.65 | |||
| CGB 2.62% 09/25/29 | 27,940,000.00 | 29,076,339.35 | |||
| CGB 2.64% 01/15/28 | 38,220,000.00 | 39,238,887.87 | |||
| CGB 2.67% 05/25/33 | 34,280,000.00 | 36,528,305.22 | |||
| CGB 2.67% 11/25/33 | 23,400,000.00 | 24,984,093.42 | |||
| CGB 2.68% 05/21/30 | 30,700,000.00 | 32,177,848.88 | |||
| CGB 2.69% 08/15/32 | 19,420,000.00 | 20,569,693.13 | |||
| CGB 2.75% 02/17/32 | 39,430,000.00 | 41,939,305.48 | |||
| CGB 2.75% 06/15/29 | 28,340,000.00 | 29,564,373.02 | |||
| CGB 2.76% 05/15/32 | 18,450,000.00 | 19,675,770.03 | |||
| CGB 2.79% 12/15/29 | 30,300,000.00 | 31,809,176.34 | |||
| CGB 2.8% 03/24/29 | 23,080,000.00 | 24,072,993.92 | |||
| CGB 2.8% 03/25/30 | 39,490,000.00 | 41,574,013.66 | |||
| CGB 2.8% 11/15/32 | 24,600,000.00 | 26,386,316.70 | |||
| CGB 2.85% 06/04/27 | 31,030,000.00 | 31,801,492.68 | |||
| CGB 2.88% 02/25/33 | 11,300,000.00 | 12,234,680.63 | |||
| CGB 2.89% 11/18/31 | 24,210,000.00 | 25,971,701.17 | |||
| CGB 2.91% 10/14/28 | 24,320,000.00 | 25,365,232.25 | |||
| CGB 3.01% 05/13/28 | 62,590,000.00 | 65,162,899.64 | |||
| CGB 3.02% 05/27/31 | 14,560,000.00 | 15,686,946.91 | |||
| CGB 3.12% 10/25/52 | 12,970,000.00 | 15,361,102.50 | |||
| CGB 3.19% 04/15/53 | 18,360,000.00 | 22,072,531.53 | |||
| CGB 3.27% 11/19/30 | 16,450,000.00 | 17,905,063.36 | |||
| CGB 3.28% 12/03/27 | 27,290,000.00 | 28,451,355.96 | |||
| CGB 3.29% 05/23/29 | 27,000,000.00 | 28,824,360.30 | |||
| CGB 3.32% 04/15/52 | 15,490,000.00 | 18,971,924.29 | |||
| CGB 3.39% 03/16/50 | 25,610,000.00 | 31,222,072.96 | |||
| CGB 3.53% 10/18/51 | 12,850,000.00 | 16,241,177.96 | |||
| CGB 3.72% 04/12/51 | 15,140,000.00 | 19,709,314.07 | |||
| CGB 3.81% 09/14/50 | 26,020,000.00 | 33,685,648.12 | |||
| CGB 3.86% 07/22/49 | 20,580,000.00 | 26,805,464.40 | |||
| CGB 3% 10/15/53 | 18,270,000.00 | 21,409,357.85 | |||
| CGB 4.08% 10/22/48 | 19,370,000.00 | 25,917,092.92 | |||
| オフショア人民元 小計 | 2,210,760,000.00 | 2,312,871,773.71 | |||
| (48,995,875,654) | |||||
| 合計 | 433,912,828,967 | ||||
| (433,912,828,967) | |||||
| 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 | 204銘柄 | 100.0% | 46.3% |
| カナダドル | 国債証券 | 36銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 13銘柄 | 100.0% | 0.8% |
| ユーロ | 国債証券 | 384銘柄 | 100.0% | 29.8% |
| イギリスポンド | 国債証券 | 61銘柄 | 100.0% | 5.8% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.2% |
| ノルウェークローネ | 国債証券 | 11銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 8銘柄 | 100.0% | 0.2% |
| ポーランドズロチ | 国債証券 | 16銘柄 | 100.0% | 0.7% |
| オーストラリアドル | 国債証券 | 27銘柄 | 100.0% | 1.2% |
| ニュージーランドドル | 国債証券 | 14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 | 27銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 13銘柄 | 100.0% | 0.4% |
| オフショア人民元 | 国債証券 | 74銘柄 | 100.0% | 11.3% |
| (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。
