有価証券報告書(内国投資信託受益証券)-第25期(2025/10/21-2026/04/20)
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
| 2026年 4月20日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 834,475,814 |
| コール・ローン | 5,008,630,338 |
| 国債証券 | 494,609,297,543 |
| 派生商品評価勘定 | 7,689,095 |
| 未収利息 | 4,746,970,369 |
| 前払金 | 23,961,964 |
| 前払費用 | 410,347,617 |
| 差入委託証拠金 | 262,069,455 |
| 流動資産合計 | 505,903,442,195 |
| 資産合計 | 505,903,442,195 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 36,548,254 |
| 未払解約金 | 56,612,833 |
| 流動負債合計 | 93,161,087 |
| 負債合計 | 93,161,087 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 122,724,440,837 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 383,085,840,271 |
| 元本等合計 | 505,810,281,108 |
| 純資産合計 | 505,810,281,108 |
| 負債純資産合計 | 505,903,442,195 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2026年 4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) |
| 2026年 4月20日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 122,724,440,837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 | 4.1215円 |
| (1万口当たり純資産額) | (41,215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 |
| 2026年 4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 |
| 2026年 4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 | 2026年 4月20日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2025年10月21日 |
| 期首元本額 | 114,318,082,543円 |
| 期中追加設定元本額 | 10,756,400,062円 |
| 期中一部解約元本額 | 2,350,041,768円 |
| 期末元本額 | 122,724,440,837円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 959,665,402円 |
| グローバル・インカム&プラス(毎月決算型) | 392,305,900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) | 2,278,492,699円 |
| SBI資産設計オープン(分配型) | 9,269,321円 |
| SMT グローバル債券インデックス・オープン | 7,184,589,390円 |
| 世界経済インデックスファンド | 35,315,559,143円 |
| DCマイセレクション25 | 1,641,240,271円 |
| DCマイセレクション50 | 1,744,703,867円 |
| DCマイセレクション75 | 1,568,246,580円 |
| DC外国債券インデックス・オープン | 2,146,947,390円 |
| DCマイセレクションS25 | 1,403,922,148円 |
| DCマイセレクションS50 | 1,351,471,825円 |
| DCマイセレクションS75 | 1,079,134,014円 |
| DCターゲット・イヤー ファンド2035 | 92,135,994円 |
| DCターゲット・イヤー ファンド2045 | 58,753,366円 |
| DC世界経済インデックスファンド | 18,520,941,448円 |
| 外国債券インデックス・オープン(SMA専用) | 403,192,395円 |
| マイセレクション50VA1(適格機関投資家専用) | 713,370円 |
| マイセレクション75VA1(適格機関投資家専用) | 891,101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) | 11,811,092円 |
| バランス30VA1(適格機関投資家専用) | 14,663,149円 |
| バランス50VA1(適格機関投資家専用) | 26,754,968円 |
| バランス25VA2(適格機関投資家専用) | 33,130,589円 |
| バランス50VA2(適格機関投資家専用) | 40,675,824円 |
| バランスA(25)VA1(適格機関投資家専用) | 321,963,530円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 283,371,766円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,297,641,026円 |
| 世界バランスVA1(適格機関投資家専用) | 40,098,157円 |
| 世界バランスVA2(適格機関投資家専用) | 14,971,933円 |
| バランスD(35)VA1(適格機関投資家専用) | 246,939,925円 |
| バランスE(25)VA1(適格機関投資家専用) | 91,143,749円 |
| バランスF(25)VA1(適格機関投資家専用) | 127,271,641円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 548,507,760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) | 785,765,828円 |
| グローバル・バランスファンド・シリーズ1 | 654,985,837円 |
| 外国債券ファンド・シリーズ1 | 1,111,894,262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) | 1,186,063,462円 |
| DC世界経済インデックスファンド(債券シフト型) | 5,297,343,279円 |
| 世界経済インデックスファンド(株式シフト型) | 260,056,496円 |
| 世界経済インデックスファンド(債券シフト型) | 112,676,503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) | 1,175,099,686円 |
| SMT インデックスバランス・オープン | 168,054,994円 |
| SMT 世界経済インデックス・オープン | 680,330,466円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 1,130,667,750円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 1,436,085,086円 |
| SMT 8資産インデックスバランス・オープン | 12,148,914円 |
| グローバル経済コア | 4,307,903,046円 |
| SBI資産設計オープン(つみたてNISA対応型) | 30,124,279円 |
| DCターゲット・イヤー ファンド2055 | 3,543,532円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 77,550,989円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 171,798,695円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 104,107,178円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 163,425,905円 |
| My SMT グローバル債券インデックス(ノーロード) | 1,844,853,811円 |
| 10資産分散投資ファンド | 35,365,683円 |
| グローバル10資産バランスファンド | 67,183,071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 | 140,552,431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 | 44,878,611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 | 34,594,486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 | 30,153,126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 | 14,147,455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 | 5,514,541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 | 6,563,532円 |
| DCマイセレクションS50(2024-2026リスク抑制型) | 544,646,173円 |
| DCターゲット・イヤー ファンド2065 | 9,785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 | 24,380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 | 26,007円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2070 | 22,639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) | 17,237,359,090円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 246,765,548円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 149,067,356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) | 22,328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) | 17,419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) | 12,172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) | 9,294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) | 11,970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) | 9,003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) | 700,301,371円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2026年 4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 | 453,039,712 |
| 合計 | 453,039,712 |
| (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 |
| (2026年 4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 | 3,744,424,060 | - | 3,720,462,096 | △23,961,964 | |
| 合計 | 3,744,424,060 | - | 3,720,462,096 | △23,961,964 | |
| (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 |
| (2026年 4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 | 4,944,981,361 | - | 4,940,084,166 | △4,897,195 | |
| アメリカドル | 2,339,773,306 | - | 2,338,770,742 | △1,002,564 | |
| カナダドル | 193,923,716 | - | 194,840,856 | 917,140 | |
| ユーロ | 1,476,399,398 | - | 1,473,194,763 | △3,204,635 | |
| イギリスポンド | 289,740,974 | - | 289,068,750 | △672,224 | |
| オフショア人民元 | 645,143,967 | - | 644,209,055 | △934,912 | |
| 合計 | 4,944,981,361 | - | 4,940,084,166 | △4,897,195 | |
| (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 | 15,432,416.07 | |
| T 0.375% 09/30/27 | 8,260,000.00 | 7,874,103.12 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,846,137.88 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,378,730.46 | |||
| T 0.5% 06/30/27 | 6,960,000.00 | 6,701,175.00 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,462,587.11 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 7,144,482.45 | |||
| T 0.625% 03/31/27 | 5,650,000.00 | 5,491,691.12 | |||
| T 0.625% 05/15/30 | 9,100,000.00 | 8,020,619.15 | |||
| T 0.625% 08/15/30 | 6,900,000.00 | 6,031,839.86 | |||
| T 0.625% 11/30/27 | 15,500,000.00 | 14,754,970.64 | |||
| T 0.625% 12/31/27 | 9,600,000.00 | 9,116,250.04 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 8,068,691.38 | |||
| T 0.875% 11/15/30 | 3,210,000.00 | 2,816,273.43 | |||
| T 1.125% 02/15/31 | 16,130,000.00 | 14,231,259.62 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,630,624.96 | |||
| T 1.125% 05/15/40 | 2,910,000.00 | 1,852,567.36 | |||
| T 1.125% 08/15/40 | 5,200,000.00 | 3,276,812.50 | |||
| T 1.125% 08/31/28 | 12,030,000.00 | 11,331,461.08 | |||
| T 1.25% 03/31/28 | 11,980,000.00 | 11,431,540.62 | |||
| T 1.25% 04/30/28 | 9,500,000.00 | 9,046,894.55 | |||
| T 1.25% 05/15/50 | 5,550,000.00 | 2,656,954.10 | |||
| T 1.25% 05/31/28 | 9,500,000.00 | 9,029,453.12 | |||
| T 1.25% 06/30/28 | 9,000,000.00 | 8,538,046.92 | |||
| T 1.25% 08/15/31 | 9,230,000.00 | 8,066,695.47 | |||
| T 1.25% 09/30/28 | 9,500,000.00 | 8,957,275.35 | |||
| T 1.375% 08/15/50 | 8,570,000.00 | 4,225,244.30 | |||
| T 1.375% 10/31/28 | 8,600,000.00 | 8,117,929.66 | |||
| T 1.375% 11/15/31 | 12,580,000.00 | 10,987,106.68 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 3,906,445.32 | |||
| T 1.375% 12/31/28 | 8,680,000.00 | 8,164,625.00 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,952,147.28 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 7,089,843.75 | |||
| T 1.625% 05/15/31 | 6,480,000.00 | 5,816,306.21 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,311,118.17 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 3,628,429.72 | |||
| T 1.75% 01/31/29 | 10,200,000.00 | 9,674,062.50 | |||
| T 1.75% 08/15/41 | 7,080,000.00 | 4,783,286.72 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,802,304.68 | |||
| T 1.875% 02/15/32 | 11,720,000.00 | 10,466,509.43 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 5,528,765.62 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 3,692,261.69 | |||
| T 1.875% 02/28/29 | 8,470,000.00 | 8,049,808.55 | |||
| T 1.875% 11/15/51 | 3,300,000.00 | 1,825,248.05 | |||
| T 1% 07/31/28 | 10,120,000.00 | 9,526,240.57 | |||
| T 2.25% 02/15/52 | 4,300,000.00 | 2,608,218.75 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 4,754,408.57 | |||
| T 2.25% 08/15/27 | 7,530,000.00 | 7,388,518.37 | |||
| T 2.25% 08/15/46 | 2,740,000.00 | 1,802,994.91 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 3,448,671.87 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,479,369.12 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 4,049,804.66 | |||
| T 2.375% 03/31/29 | 9,900,000.00 | 9,530,876.91 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 11,528,968.73 | |||
| T 2.375% 05/15/29 | 6,010,000.00 | 5,777,464.62 | |||
| T 2.375% 05/15/51 | 7,450,000.00 | 4,693,500.00 | |||
| T 2.375% 11/15/49 | 4,100,000.00 | 2,633,128.89 | |||
| T 2.5% 02/15/45 | 8,310,000.00 | 5,881,597.28 | |||
| T 2.5% 02/15/46 | 2,450,000.00 | 1,705,525.38 | |||
| T 2.5% 03/31/27 | 7,100,000.00 | 7,023,230.82 | |||
| T 2.5% 05/15/46 | 1,450,000.00 | 1,005,314.44 | |||
| T 2.625% 02/15/29 | 7,740,000.00 | 7,515,358.57 | |||
| T 2.625% 05/31/27 | 13,400,000.00 | 13,243,492.15 | |||
| T 2.625% 07/31/29 | 15,200,000.00 | 14,681,062.57 | |||
| T 2.75% 02/15/28 | 8,550,000.00 | 8,405,384.78 | |||
| T 2.75% 04/30/27 | 5,450,000.00 | 5,398,638.11 | |||
| T 2.75% 05/31/29 | 5,700,000.00 | 5,537,126.94 | |||
| T 2.75% 08/15/32 | 8,900,000.00 | 8,288,994.17 | |||
| T 2.75% 08/15/42 | 7,100,000.00 | 5,480,312.50 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 2,890,529.30 | |||
| T 2.75% 11/15/42 | 6,020,000.00 | 4,622,466.39 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,169,550.76 | |||
| T 2.875% 04/30/29 | 11,300,000.00 | 11,026,548.81 | |||
| T 2.875% 05/15/28 | 12,770,000.00 | 12,558,995.67 | |||
| T 2.875% 05/15/32 | 10,100,000.00 | 9,509,189.49 | |||
| T 2.875% 05/15/43 | 6,650,000.00 | 5,155,828.12 | |||
| T 2.875% 05/15/49 | 5,080,000.00 | 3,640,335.92 | |||
| T 2.875% 05/15/52 | 8,100,000.00 | 5,652,123.05 | |||
| T 2.875% 08/15/28 | 17,220,000.00 | 16,903,851.47 | |||
| T 2.875% 08/15/45 | 5,300,000.00 | 3,970,859.37 | |||
| T 2.875% 11/15/46 | 940,000.00 | 693,066.40 | |||
| T 2% 02/15/50 | 2,750,000.00 | 1,614,174.81 | |||
| T 2% 08/15/51 | 9,850,000.00 | 5,647,205.05 | |||
| T 2% 11/15/41 | 6,200,000.00 | 4,330,191.41 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 862,763.67 | |||
| T 3.125% 02/15/43 | 4,600,000.00 | 3,717,195.32 | |||
| T 3.125% 05/15/48 | 4,780,000.00 | 3,624,397.66 | |||
| T 3.125% 08/15/44 | 5,040,000.00 | 3,986,521.86 | |||
| T 3.125% 08/31/27 | 6,150,000.00 | 6,101,833.01 | |||
| T 3.125% 08/31/29 | 7,150,000.00 | 7,009,932.64 | |||
| T 3.125% 11/15/28 | 10,410,000.00 | 10,260,762.86 | |||
| T 3.25% 05/15/42 | 4,150,000.00 | 3,453,091.78 | |||
| T 3.25% 06/30/29 | 6,500,000.00 | 6,406,308.61 | |||
| T 3.375% 05/15/33 | 13,630,000.00 | 13,074,950.14 | |||
| T 3.375% 05/15/44 | 7,110,000.00 | 5,862,417.18 | |||
| T 3.375% 08/15/42 | 2,300,000.00 | 1,939,322.25 | |||
| T 3.375% 09/15/27 | 9,000,000.00 | 8,957,812.50 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 4,184,929.71 | |||
| T 3.5% 01/31/30 | 9,000,000.00 | 8,912,812.50 | |||
| T 3.5% 02/15/33 | 11,200,000.00 | 10,852,187.47 | |||
| T 3.5% 02/15/39 | 770,000.00 | 700,549.61 | |||
| T 3.5% 04/30/30 | 7,750,000.00 | 7,665,839.80 | |||
| T 3.5% 10/15/28 | 8,000,000.00 | 7,959,687.52 | |||
| T 3.5% 10/31/27 | 5,900,000.00 | 5,879,949.20 | |||
| T 3.5% 11/30/30 | 1,930,000.00 | 1,903,537.88 | |||
| T 3.625% 02/15/44 | 4,890,000.00 | 4,190,500.75 | |||
| T 3.625% 02/15/53 | 9,550,000.00 | 7,706,029.27 | |||
| T 3.625% 03/31/30 | 12,000,000.00 | 11,927,812.56 | |||
| T 3.625% 05/15/53 | 3,400,000.00 | 2,740,585.94 | |||
| T 3.625% 05/31/28 | 13,000,000.00 | 12,978,164.03 | |||
| T 3.625% 08/15/43 | 4,700,000.00 | 4,048,425.79 | |||
| T 3.625% 08/31/30 | 6,180,000.00 | 6,131,960.14 | |||
| T 3.625% 09/30/30 | 2,800,000.00 | 2,777,906.26 | |||
| T 3.625% 10/31/30 | 14,030,000.00 | 13,913,266.05 | |||
| T 3.625% 12/31/30 | 7,920,000.00 | 7,850,081.28 | |||
| T 3.75% 05/31/30 | 10,000,000.00 | 9,982,031.20 | |||
| T 3.75% 06/30/30 | 13,000,000.00 | 12,974,863.33 | |||
| T 3.75% 08/31/31 | 8,000,000.00 | 7,945,781.28 | |||
| T 3.75% 10/31/32 | 5,890,000.00 | 5,805,101.18 | |||
| T 3.75% 11/15/43 | 6,130,000.00 | 5,358,003.12 | |||
| T 3.75% 12/31/30 | 6,160,000.00 | 6,136,779.69 | |||
| T 3.875% 02/15/43 | 2,500,000.00 | 2,240,625.00 | |||
| T 3.875% 07/15/28 | 12,000,000.00 | 12,041,484.36 | |||
| T 3.875% 07/31/27 | 17,910,000.00 | 17,945,330.34 | |||
| T 3.875% 08/15/33 | 11,070,000.00 | 10,942,867.91 | |||
| T 3.875% 08/15/34 | 13,770,000.00 | 13,511,274.64 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,339,380.86 | |||
| T 3.875% 09/30/29 | 8,540,000.00 | 8,572,859.01 | |||
| T 3.875% 09/30/32 | 8,100,000.00 | 8,046,210.97 | |||
| T 3.875% 10/15/27 | 11,000,000.00 | 11,024,277.33 | |||
| T 3.875% 11/30/29 | 8,130,000.00 | 8,160,646.27 | |||
| T 3.875% 12/31/29 | 12,890,000.00 | 12,936,575.17 | |||
| T 3% 02/15/47 | 3,920,000.00 | 2,946,890.61 | |||
| T 3% 02/15/48 | 1,000,000.00 | 743,164.06 | |||
| T 3% 02/15/49 | 2,340,000.00 | 1,721,819.52 | |||
| T 3% 05/15/42 | 2,450,000.00 | 1,970,431.63 | |||
| T 3% 05/15/45 | 7,050,000.00 | 5,411,976.55 | |||
| T 3% 05/15/47 | 4,310,000.00 | 3,230,142.94 | |||
| T 3% 08/15/48 | 3,750,000.00 | 2,772,216.78 | |||
| T 3% 08/15/52 | 5,200,000.00 | 3,717,593.77 | |||
| T 3% 11/15/44 | 9,900,000.00 | 7,650,070.36 | |||
| T 3% 11/15/45 | 6,600,000.00 | 5,034,820.28 | |||
| T 4.125% 03/31/29 | 3,350,000.00 | 3,387,622.07 | |||
| T 4.125% 03/31/31 | 6,800,000.00 | 6,882,210.91 | |||
| T 4.125% 03/31/32 | 10,000,000.00 | 10,094,726.60 | |||
| T 4.125% 07/31/31 | 10,630,000.00 | 10,753,116.97 | |||
| T 4.125% 08/15/44 | 650,000.00 | 594,661.13 | |||
| T 4.125% 08/15/53 | 4,300,000.00 | 3,791,810.56 | |||
| T 4.125% 08/31/30 | 9,200,000.00 | 9,311,585.97 | |||
| T 4.125% 10/31/27 | 8,860,000.00 | 8,911,221.87 | |||
| T 4.125% 10/31/31 | 11,000,000.00 | 11,117,304.66 | |||
| T 4.125% 11/15/27 | 3,640,000.00 | 3,662,110.16 | |||
| T 4.125% 11/15/32 | 8,000,000.00 | 8,055,781.28 | |||
| T 4.25% 01/15/28 | 5,700,000.00 | 5,750,208.96 | |||
| T 4.25% 02/15/28 | 17,000,000.00 | 17,158,710.98 | |||
| T 4.25% 02/15/54 | 7,900,000.00 | 7,113,085.89 | |||
| T 4.25% 02/28/29 | 6,900,000.00 | 6,998,783.22 | |||
| T 4.25% 02/28/31 | 9,000,000.00 | 9,159,433.56 | |||
| T 4.25% 05/15/35 | 11,980,000.00 | 12,027,732.87 | |||
| T 4.25% 05/15/39 | 900,000.00 | 880,171.87 | |||
| T 4.25% 06/30/31 | 7,830,000.00 | 7,967,483.75 | |||
| T 4.25% 08/15/35 | 14,000,000.00 | 14,039,375.00 | |||
| T 4.25% 08/15/54 | 9,400,000.00 | 8,462,937.50 | |||
| T 4.25% 11/15/34 | 10,180,000.00 | 10,244,420.26 | |||
| T 4.25% 11/15/40 | 740,000.00 | 711,209.37 | |||
| T 4.375% 01/31/32 | 7,460,000.00 | 7,630,035.55 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,005,722.66 | |||
| T 4.375% 05/15/34 | 12,830,000.00 | 13,053,773.29 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 1,860,367.17 | |||
| T 4.375% 05/15/41 | 650,000.00 | 630,830.07 | |||
| T 4.375% 07/15/27 | 12,800,000.00 | 12,903,000.06 | |||
| T 4.375% 08/15/43 | 1,500,000.00 | 1,427,285.16 | |||
| T 4.375% 08/31/28 | 10,420,000.00 | 10,574,671.87 | |||
| T 4.375% 11/15/39 | 960,000.00 | 943,800.00 | |||
| T 4.375% 11/30/30 | 4,500,000.00 | 4,602,304.71 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,118,910.54 | |||
| T 4.5% 04/15/27 | 9,150,000.00 | 9,224,164.41 | |||
| T 4.5% 05/15/38 | 550,000.00 | 558,131.83 | |||
| T 4.5% 05/31/29 | 11,000,000.00 | 11,246,855.51 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,696,945.30 | |||
| T 4.5% 11/15/33 | 9,270,000.00 | 9,523,476.56 | |||
| T 4.5% 11/15/54 | 6,350,000.00 | 5,962,550.81 | |||
| T 4.5% 12/31/31 | 15,100,000.00 | 15,541,792.93 | |||
| T 4.625% 02/15/35 | 10,990,000.00 | 11,350,394.74 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,389,864.84 | |||
| T 4.625% 02/15/55 | 7,600,000.00 | 7,284,867.21 | |||
| T 4.625% 04/30/31 | 7,070,000.00 | 7,314,412.09 | |||
| T 4.625% 05/15/54 | 9,450,000.00 | 9,057,603.49 | |||
| T 4.625% 06/15/27 | 9,000,000.00 | 9,091,933.56 | |||
| T 4.625% 09/30/30 | 8,250,000.00 | 8,519,897.43 | |||
| T 4.625% 11/15/55 | 8,310,000.00 | 7,974,353.91 | |||
| T 4.75% 02/15/41 | 750,000.00 | 759,873.04 | |||
| T 4.75% 02/15/56 | 2,000,000.00 | 1,958,906.24 | |||
| T 4.75% 05/15/55 | 5,750,000.00 | 5,625,566.43 | |||
| T 4.75% 08/15/55 | 5,820,000.00 | 5,696,779.65 | |||
| T 4.75% 11/15/53 | 3,880,000.00 | 3,792,169.52 | |||
| T 4.875% 10/31/28 | 7,900,000.00 | 8,118,792.94 | |||
| T 4.875% 10/31/30 | 4,960,000.00 | 5,174,093.73 | |||
| T 4% 01/31/29 | 3,800,000.00 | 3,828,203.14 | |||
| T 4% 01/31/33 | 7,420,000.00 | 7,411,884.37 | |||
| T 4% 02/15/34 | 11,600,000.00 | 11,521,609.40 | |||
| T 4% 02/28/30 | 10,350,000.00 | 10,430,050.83 | |||
| T 4% 06/30/32 | 9,520,000.00 | 9,536,920.27 | |||
| T 4% 07/31/30 | 9,980,000.00 | 10,055,434.72 | |||
| T 4% 10/31/29 | 9,550,000.00 | 9,625,168.90 | |||
| T 4% 11/15/35 | 13,480,000.00 | 13,236,728.05 | |||
| T 4% 11/15/52 | 6,650,000.00 | 5,745,885.75 | |||
| T 5.0% 05/15/37 | 400,000.00 | 426,257.81 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,348,648.44 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,081,091.79 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,503,638.67 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,146,304.68 | |||
| アメリカドル 小計 | 1,524,440,000.00 | 1,414,316,529.27 | |||
| (224,890,471,319) | |||||
| カナダドル | CAN 0.5% 12/01/30 | 3,420,000.00 | 3,051,989.83 | ||
| CAN 1.25% 06/01/30 | 3,950,000.00 | 3,687,281.66 | |||
| CAN 1.5% 06/01/31 | 3,500,000.00 | 3,241,666.64 | |||
| CAN 1.5% 12/01/31 | 3,730,000.00 | 3,420,875.24 | |||
| CAN 1.75% 12/01/53 | 2,920,000.00 | 1,869,347.55 | |||
| CAN 1% 06/01/27 | 810,000.00 | 796,192.53 | |||
| CAN 2.25% 02/01/28 | 2,080,000.00 | 2,062,639.44 | |||
| CAN 2.25% 06/01/29 | 240,000.00 | 235,661.47 | |||
| CAN 2.5% 08/01/27 | 3,620,000.00 | 3,613,743.91 | |||
| CAN 2.5% 11/01/27 | 320,000.00 | 319,090.29 | |||
| CAN 2.5% 12/01/32 | 2,920,000.00 | 2,797,817.73 | |||
| CAN 2.75% 03/01/30 | 3,280,000.00 | 3,254,841.80 | |||
| CAN 2.75% 03/01/31 | 1,900,000.00 | 1,875,059.53 | |||
| CAN 2.75% 06/01/33 | 1,700,000.00 | 1,646,607.89 | |||
| CAN 2.75% 09/01/27 | 2,950,000.00 | 2,954,073.50 | |||
| CAN 2.75% 09/01/30 | 3,740,000.00 | 3,700,647.64 | |||
| CAN 2.75% 12/01/48 | 980,000.00 | 822,338.19 | |||
| CAN 2.75% 12/01/55 | 3,110,000.00 | 2,492,347.37 | |||
| CAN 2.75% 12/01/64 | 620,000.00 | 479,546.28 | |||
| CAN 2% 06/01/28 | 410,000.00 | 403,634.69 | |||
| CAN 2% 06/01/32 | 1,920,000.00 | 1,796,651.09 | |||
| CAN 2% 12/01/51 | 3,750,000.00 | 2,613,452.73 | |||
| CAN 3.25% 06/01/35 | 3,950,000.00 | 3,903,646.03 | |||
| CAN 3.25% 06/01/36 | 1,020,000.00 | 999,959.49 | |||
| CAN 3.25% 09/01/28 | 3,240,000.00 | 3,273,138.36 | |||
| CAN 3.25% 12/01/33 | 1,810,000.00 | 1,805,464.53 | |||
| CAN 3.25% 12/01/34 | 2,860,000.00 | 2,836,159.29 | |||
| CAN 3.25% 12/01/35 | 3,930,000.00 | 3,868,547.08 | |||
| CAN 3.5% 03/01/28 | 7,070,000.00 | 7,166,763.90 | |||
| CAN 3.5% 09/01/29 | 3,600,000.00 | 3,667,041.79 | |||
| CAN 3.5% 12/01/45 | 960,000.00 | 926,298.04 | |||
| CAN 3.5% 12/01/57 | 3,250,000.00 | 3,023,877.08 | |||
| CAN 3% 06/01/34 | 4,000,000.00 | 3,908,246.00 | |||
| CAN 4.0% 06/01/41 | 740,000.00 | 768,902.15 | |||
| CAN 4% 03/01/29 | 2,180,000.00 | 2,247,983.91 | |||
| CAN 5.75% 06/01/29 | 1,490,000.00 | 1,616,887.08 | |||
| CAN 5.75% 06/01/33 | 1,620,000.00 | 1,875,383.76 | |||
| CAN 5% 06/01/37 | 810,000.00 | 919,519.14 | |||
| カナダドル 小計 | 94,400,000.00 | 89,943,324.63 | |||
| (10,443,319,422) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 20,220,000.00 | 21,811,515.18 | ||
| MBONO 7.5% 05/26/33 | 30,430,000.00 | 28,631,181.36 | |||
| MBONO 7.5% 06/03/27 | 53,140,000.00 | 53,329,105.59 | |||
| MBONO 7.75% 05/29/31 | 48,580,000.00 | 47,405,576.55 | |||
| MBONO 7.75% 11/13/42 | 48,860,000.00 | 42,423,498.25 | |||
| MBONO 7.75% 11/23/34 | 50,270,000.00 | 47,243,980.25 | |||
| MBONO 8.5% 02/28/30 | 25,900,000.00 | 26,180,835.25 | |||
| MBONO 8.5% 03/01/29 | 38,390,000.00 | 39,022,076.76 | |||
| MBONO 8.5% 03/02/28 | 8,610,000.00 | 8,770,576.50 | |||
| MBONO 8.5% 05/31/29 | 48,130,000.00 | 48,857,917.63 | |||
| MBONO 8.5% 11/18/38 | 32,600,000.00 | 31,108,292.13 | |||
| MBONO 8% 02/21/36 | 12,480,000.00 | 11,790,480.00 | |||
| MBONO 8% 04/15/32 | 8,240,000.00 | 8,030,441.88 | |||
| MBONO 8% 04/29/55 | 8,240,000.00 | 7,128,060.93 | |||
| MBONO 8% 07/31/53 | 42,340,000.00 | 36,730,981.82 | |||
| MBONO 8% 11/07/47 | 26,880,000.00 | 23,511,408.34 | |||
| メキシコペソ 小計 | 503,310,000.00 | 481,975,928.42 | |||
| (4,417,261,186) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,520,000.00 | 1,363,593.77 | ||
| BGB 0.35% 06/22/32 | 1,810,000.00 | 1,542,580.95 | |||
| BGB 0.4% 06/22/40 | 1,020,000.00 | 638,820.90 | |||
| BGB 0.65% 06/22/71 | 530,000.00 | 163,198.47 | |||
| BGB 0.8% 06/22/27 | 1,510,000.00 | 1,482,847.46 | |||
| BGB 0.8% 06/22/28 | 1,770,000.00 | 1,707,417.90 | |||
| BGB 0.9% 06/22/29 | 1,790,000.00 | 1,697,785.55 | |||
| BGB 0% 10/22/27 | 1,240,000.00 | 1,196,349.72 | |||
| BGB 0% 10/22/31 | 1,460,000.00 | 1,246,981.54 | |||
| BGB 1.25% 04/22/33 | 1,310,000.00 | 1,162,810.36 | |||
| BGB 1.4% 06/22/53 | 1,050,000.00 | 567,173.77 | |||
| BGB 1.45% 06/22/37 | 800,000.00 | 644,655.95 | |||
| BGB 1.6% 06/22/47 | 1,160,000.00 | 746,953.00 | |||
| BGB 1.7% 06/22/50 | 1,100,000.00 | 683,286.17 | |||
| BGB 1.9% 06/22/38 | 1,020,000.00 | 843,550.00 | |||
| BGB 1% 06/22/31 | 1,670,000.00 | 1,521,765.84 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 521,050.64 | |||
| BGB 2.25% 06/22/57 | 940,000.00 | 607,204.74 | |||
| BGB 2.6% 10/22/30 | 970,000.00 | 961,635.36 | |||
| BGB 2.7% 10/22/29 | 1,240,000.00 | 1,241,359.66 | |||
| BGB 2.75% 04/22/39 | 1,030,000.00 | 927,349.14 | |||
| BGB 2.85% 10/22/34 | 1,860,000.00 | 1,799,365.86 | |||
| BGB 3.1% 06/22/35 | 1,660,000.00 | 1,623,257.16 | |||
| BGB 3.3% 06/22/54 | 1,020,000.00 | 853,992.96 | |||
| BGB 3.4% 06/22/36 | 890,000.00 | 883,066.25 | |||
| BGB 3.45% 06/22/42 | 540,000.00 | 506,788.65 | |||
| BGB 3.45% 06/22/43 | 580,000.00 | 539,483.41 | |||
| BGB 3.5% 06/22/55 | 1,000,000.00 | 861,837.49 | |||
| BGB 3.75% 06/22/45 | 930,000.00 | 890,393.10 | |||
| BGB 3% 06/22/33 | 2,010,000.00 | 1,994,766.21 | |||
| BGB 3% 06/22/34 | 1,220,000.00 | 1,199,610.35 | |||
| BGB 4.25% 03/28/41 | 1,710,000.00 | 1,782,598.05 | |||
| BGB 4.35% 06/22/56 | 730,000.00 | 728,883.10 | |||
| BGB 4% 03/28/32 | 880,000.00 | 930,108.34 | |||
| BGB 5.5% 03/28/28 | 2,040,000.00 | 2,154,824.05 | |||
| BGB 5% 03/28/35 | 1,880,000.00 | 2,118,657.54 | |||
| BKO 1.9% 09/16/27 | 1,900,000.00 | 1,887,081.42 | |||
| BKO 2% 12/16/27 | 2,240,000.00 | 2,225,384.00 | |||
| BTPS 0.25% 03/15/28 | 2,660,000.00 | 2,548,158.97 | |||
| BTPS 0.45% 02/15/29 | 700,000.00 | 658,210.70 | |||
| BTPS 0.5% 07/15/28 | 1,300,000.00 | 1,242,025.20 | |||
| BTPS 0.6% 08/01/31 | 1,960,000.00 | 1,728,801.34 | |||
| BTPS 0.9% 04/01/31 | 2,920,000.00 | 2,641,174.31 | |||
| BTPS 0.95% 03/01/37 | 2,270,000.00 | 1,708,707.88 | |||
| BTPS 0.95% 06/01/32 | 2,090,000.00 | 1,835,825.69 | |||
| BTPS 0.95% 08/01/30 | 1,180,000.00 | 1,088,303.38 | |||
| BTPS 0.95% 09/15/27 | 2,040,000.00 | 1,997,998.44 | |||
| BTPS 0.95% 12/01/31 | 1,630,000.00 | 1,452,018.26 | |||
| BTPS 1.1% 04/01/27 | 2,350,000.00 | 2,321,504.48 | |||
| BTPS 1.35% 04/01/30 | 2,250,000.00 | 2,126,652.75 | |||
| BTPS 1.45% 03/01/36 | 1,730,000.00 | 1,418,735.37 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 808,714.37 | |||
| BTPS 1.65% 03/01/32 | 5,090,000.00 | 4,691,377.92 | |||
| BTPS 1.65% 12/01/30 | 1,340,000.00 | 1,265,710.40 | |||
| BTPS 1.7% 09/01/51 | 1,520,000.00 | 897,636.76 | |||
| BTPS 1.8% 03/01/41 | 1,800,000.00 | 1,350,337.50 | |||
| BTPS 2.05% 08/01/27 | 1,280,000.00 | 1,273,545.60 | |||
| BTPS 2.1% 08/26/27 | 540,000.00 | 537,136.11 | |||
| BTPS 2.15% 03/01/72 | 940,000.00 | 549,038.48 | |||
| BTPS 2.15% 09/01/52 | 1,020,000.00 | 663,786.42 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,274,801.60 | |||
| BTPS 2.25% 09/01/36 | 2,150,000.00 | 1,889,611.35 | |||
| BTPS 2.35% 01/15/29 | 1,870,000.00 | 1,853,251.34 | |||
| BTPS 2.4% 03/15/29 | 1,000,000.00 | 991,403.50 | |||
| BTPS 2.45% 09/01/33 | 2,310,000.00 | 2,180,040.55 | |||
| BTPS 2.45% 09/01/50 | 1,530,000.00 | 1,093,019.76 | |||
| BTPS 2.5% 12/01/32 | 1,500,000.00 | 1,435,992.75 | |||
| BTPS 2.65% 06/15/28 | 560,000.00 | 560,517.27 | |||
| BTPS 2.65% 12/01/27 | 2,860,000.00 | 2,866,142.42 | |||
| BTPS 2.7% 03/01/47 | 1,830,000.00 | 1,436,559.15 | |||
| BTPS 2.7% 10/01/30 | 680,000.00 | 673,169.40 | |||
| BTPS 2.7% 10/15/27 | 1,720,000.00 | 1,724,408.36 | |||
| BTPS 2.8% 03/01/67 | 1,050,000.00 | 735,582.22 | |||
| BTPS 2.8% 06/15/29 | 2,610,000.00 | 2,615,171.71 | |||
| BTPS 2.8% 12/01/28 | 2,070,000.00 | 2,079,834.98 | |||
| BTPS 2.85% 02/01/31 | 1,150,000.00 | 1,142,775.12 | |||
| BTPS 2.95% 07/01/30 | 2,180,000.00 | 2,184,308.77 | |||
| BTPS 2.95% 09/01/38 | 1,960,000.00 | 1,788,304.98 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,239,118.73 | |||
| BTPS 3.1% 03/01/40 | 1,040,000.00 | 944,673.60 | |||
| BTPS 3.15% 03/15/33 | 1,830,000.00 | 1,813,379.94 | |||
| BTPS 3.15% 11/15/31 | 3,170,000.00 | 3,178,511.45 | |||
| BTPS 3.25% 03/01/38 | 1,510,000.00 | 1,427,624.21 | |||
| BTPS 3.25% 07/15/32 | 2,400,000.00 | 2,406,852.00 | |||
| BTPS 3.25% 09/01/46 | 2,270,000.00 | 1,957,912.45 | |||
| BTPS 3.25% 11/15/32 | 980,000.00 | 979,997.06 | |||
| BTPS 3.35% 03/01/35 | 2,330,000.00 | 2,303,910.99 | |||
| BTPS 3.35% 07/01/29 | 2,620,000.00 | 2,666,953.54 | |||
| BTPS 3.4% 04/01/28 | 2,150,000.00 | 2,183,732.42 | |||
| BTPS 3.45% 02/01/36 | 1,300,000.00 | 1,279,858.45 | |||
| BTPS 3.45% 03/01/48 | 2,020,000.00 | 1,779,903.81 | |||
| BTPS 3.45% 07/15/27 | 2,260,000.00 | 2,286,296.68 | |||
| BTPS 3.45% 07/15/31 | 3,120,000.00 | 3,180,701.16 | |||
| BTPS 3.5% 02/15/31 | 2,490,000.00 | 2,545,866.13 | |||
| BTPS 3.5% 03/01/30 | 2,360,000.00 | 2,418,480.80 | |||
| BTPS 3.6% 10/01/35 | 1,650,000.00 | 1,649,168.40 | |||
| BTPS 3.65% 08/01/35 | 2,420,000.00 | 2,432,331.59 | |||
| BTPS 3.7% 06/15/30 | 3,530,000.00 | 3,640,051.28 | |||
| BTPS 3.8% 08/01/28 | 2,260,000.00 | 2,318,957.75 | |||
| BTPS 3.85% 02/01/35 | 2,180,000.00 | 2,232,249.15 | |||
| BTPS 3.85% 07/01/34 | 2,020,000.00 | 2,075,097.52 | |||
| BTPS 3.85% 09/01/49 | 1,940,000.00 | 1,807,541.65 | |||
| BTPS 3.85% 10/01/40 | 1,670,000.00 | 1,637,841.64 | |||
| BTPS 3.85% 12/15/29 | 2,860,000.00 | 2,961,872.34 | |||
| BTPS 3.95% 10/01/41 | 1,600,000.00 | 1,573,260.00 | |||
| BTPS 3% 08/01/29 | 1,150,000.00 | 1,159,734.75 | |||
| BTPS 3% 10/01/29 | 1,880,000.00 | 1,892,733.24 | |||
| BTPS 4.05% 10/30/37 | 390,000.00 | 399,746.10 | |||
| BTPS 4.1% 02/01/29 | 2,070,000.00 | 2,147,666.40 | |||
| BTPS 4.1% 04/30/46 | 500,000.00 | 489,451.75 | |||
| BTPS 4.15% 10/01/39 | 1,790,000.00 | 1,826,860.03 | |||
| BTPS 4.2% 03/01/34 | 1,900,000.00 | 2,001,761.53 | |||
| BTPS 4.3% 10/01/54 | 1,570,000.00 | 1,529,334.25 | |||
| BTPS 4.35% 11/01/33 | 2,090,000.00 | 2,224,888.60 | |||
| BTPS 4.4% 05/01/33 | 2,570,000.00 | 2,747,227.20 | |||
| BTPS 4.45% 09/01/43 | 1,560,000.00 | 1,612,969.02 | |||
| BTPS 4.5% 10/01/53 | 1,590,000.00 | 1,602,743.85 | |||
| BTPS 4.65% 10/01/55 | 790,000.00 | 810,527.04 | |||
| BTPS 4.75% 09/01/28 | 3,090,000.00 | 3,240,061.21 | |||
| BTPS 4.75% 09/01/44 | 1,850,000.00 | 1,986,422.14 | |||
| BTPS 4% 02/01/37 | 3,070,000.00 | 3,154,340.57 | |||
| BTPS 4% 04/30/35 | 880,000.00 | 912,331.37 | |||
| BTPS 4% 10/30/31 | 1,250,000.00 | 1,309,350.00 | |||
| BTPS 4% 11/15/30 | 2,310,000.00 | 2,412,002.67 | |||
| BTPS 5.0% 08/01/39 | 2,680,000.00 | 2,979,991.16 | |||
| BTPS 5.25% 11/01/29 | 2,930,000.00 | 3,172,195.26 | |||
| BTPS 5.75% 02/01/33 | 2,180,000.00 | 2,508,049.01 | |||
| BTPS 5% 08/01/34 | 2,830,000.00 | 3,142,577.74 | |||
| BTPS 5% 09/01/40 | 2,870,000.00 | 3,190,451.28 | |||
| BTPS 6.5% 11/01/27 | 2,150,000.00 | 2,277,862.00 | |||
| BTPS 6% 05/01/31 | 1,140,000.00 | 1,298,689.71 | |||
| DBR 0.25% 02/15/29 | 3,370,000.00 | 3,172,632.58 | |||
| DBR 0.25% 08/15/28 | 2,090,000.00 | 1,990,570.34 | |||
| DBR 0.5% 02/15/28 | 1,360,000.00 | 1,315,092.80 | |||
| DBR 0.5% 08/15/27 | 2,380,000.00 | 2,323,365.52 | |||
| DBR 0% 02/15/30 | 1,960,000.00 | 1,783,061.00 | |||
| DBR 0% 02/15/31 | 2,950,000.00 | 2,610,599.55 | |||
| DBR 0% 02/15/32 | 3,620,000.00 | 3,108,702.14 | |||
| DBR 0% 05/15/35 | 5,030,000.00 | 3,872,642.27 | |||
| DBR 0% 05/15/36 | 3,210,000.00 | 2,382,524.59 | |||
| DBR 0% 08/15/29 | 2,360,000.00 | 2,177,229.80 | |||
| DBR 0% 08/15/30 | 3,050,000.00 | 2,736,150.89 | |||
| DBR 0% 08/15/30 | 1,280,000.00 | 1,149,561.60 | |||
| DBR 0% 08/15/31 | 5,020,000.00 | 4,378,343.60 | |||
| DBR 0% 08/15/50 | 5,620,000.00 | 2,416,212.22 | |||
| DBR 0% 08/15/52 | 3,600,000.00 | 1,443,403.78 | |||
| DBR 0% 11/15/27 | 3,340,000.00 | 3,220,176.66 | |||
| DBR 0% 11/15/28 | 1,990,000.00 | 1,872,469.60 | |||
| DBR 1.25% 08/15/48 | 4,090,000.00 | 2,678,512.37 | |||
| DBR 1.7% 08/15/32 | 2,600,000.00 | 2,452,956.35 | |||
| DBR 1.8% 08/15/53 | 4,720,000.00 | 3,302,140.32 | |||
| DBR 1% 05/15/38 | 3,040,000.00 | 2,388,668.59 | |||
| DBR 2.1% 11/15/29 | 2,680,000.00 | 2,643,070.94 | |||
| DBR 2.2% 02/15/34 | 3,210,000.00 | 3,069,764.73 | |||
| DBR 2.3% 02/15/33 | 5,840,000.00 | 5,679,451.09 | |||
| DBR 2.4% 11/15/30 | 3,220,000.00 | 3,195,276.03 | |||
| DBR 2.5% 02/15/35 | 4,370,000.00 | 4,236,953.16 | |||
| DBR 2.5% 07/04/44 | 3,470,000.00 | 3,042,733.69 | |||
| DBR 2.5% 08/15/46 | 3,750,000.00 | 3,233,831.25 | |||
| DBR 2.5% 08/15/54 | 2,470,000.00 | 2,016,335.10 | |||
| DBR 2.5% 11/15/32 | 770,000.00 | 759,274.61 | |||
| DBR 2.6% 05/15/41 | 1,950,000.00 | 1,784,135.91 | |||
| DBR 2.6% 08/15/33 | 3,960,000.00 | 3,911,491.97 | |||
| DBR 2.6% 08/15/34 | 3,560,000.00 | 3,491,518.06 | |||
| DBR 2.6% 08/15/35 | 500,000.00 | 486,844.75 | |||
| DBR 2.9% 02/15/36 | 1,790,000.00 | 1,781,161.87 | |||
| DBR 2.9% 08/15/56 | 2,200,000.00 | 1,939,239.49 | |||
| DBR 3.25% 07/04/42 | 2,860,000.00 | 2,823,343.38 | |||
| DBR 3.4% 05/15/47 | 700,000.00 | 693,466.55 | |||
| DBR 4.0% 01/04/37 | 2,710,000.00 | 2,950,582.96 | |||
| DBR 4.25% 07/04/39 | 1,810,000.00 | 2,013,203.27 | |||
| DBR 4.75% 07/04/28 | 2,530,000.00 | 2,656,322.90 | |||
| DBR 4.75% 07/04/34 | 2,500,000.00 | 2,848,360.00 | |||
| DBR 4.75% 07/04/40 | 2,360,000.00 | 2,758,429.36 | |||
| DBR 5.5% 01/04/31 | 2,400,000.00 | 2,707,113.60 | |||
| DBR 5.625% 01/04/28 | 1,300,000.00 | 1,369,211.35 | |||
| DBR 6.25% 01/04/30 | 1,820,000.00 | 2,058,270.76 | |||
| DBR 6.5% 07/04/27 | 3,220,000.00 | 3,377,780.00 | |||
| FRTR 0.5% 05/25/29 | 5,230,000.00 | 4,893,410.27 | |||
| FRTR 0.5% 05/25/40 | 3,790,000.00 | 2,381,029.60 | |||
| FRTR 0.5% 05/25/72 | 1,550,000.00 | 407,369.05 | |||
| FRTR 0.5% 06/25/44 | 2,530,000.00 | 1,364,676.94 | |||
| FRTR 0.75% 02/25/28 | 5,200,000.00 | 5,032,898.00 | |||
| FRTR 0.75% 05/25/28 | 6,770,000.00 | 6,521,480.07 | |||
| FRTR 0.75% 05/25/52 | 3,160,000.00 | 1,400,724.50 | |||
| FRTR 0.75% 05/25/53 | 3,440,000.00 | 1,478,120.70 | |||
| FRTR 0.75% 11/25/28 | 5,220,000.00 | 4,976,173.80 | |||
| FRTR 0% 05/25/32 | 4,290,000.00 | 3,557,215.42 | |||
| FRTR 0% 11/25/29 | 6,420,000.00 | 5,821,534.02 | |||
| FRTR 0% 11/25/30 | 7,150,000.00 | 6,270,335.50 | |||
| FRTR 0% 11/25/31 | 6,450,000.00 | 5,454,552.15 | |||
| FRTR 1.25% 05/25/34 | 5,750,000.00 | 4,885,499.00 | |||
| FRTR 1.25% 05/25/36 | 6,080,000.00 | 4,864,963.67 | |||
| FRTR 1.25% 05/25/38 | 3,790,000.00 | 2,851,484.19 | |||
| FRTR 1.5% 05/25/31 | 6,580,000.00 | 6,129,921.42 | |||
| FRTR 1.5% 05/25/50 | 3,280,000.00 | 1,906,704.99 | |||
| FRTR 1.75% 05/25/66 | 1,760,000.00 | 892,179.20 | |||
| FRTR 1.75% 06/25/39 | 3,570,000.00 | 2,794,021.23 | |||
| FRTR 1% 05/25/27 | 4,970,000.00 | 4,892,468.00 | |||
| FRTR 2.4% 09/24/28 | 6,250,000.00 | 6,218,725.00 | |||
| FRTR 2.5% 05/25/30 | 7,920,000.00 | 7,822,710.72 | |||
| FRTR 2.5% 05/25/43 | 2,610,000.00 | 2,096,062.29 | |||
| FRTR 2.5% 09/24/27 | 4,040,000.00 | 4,038,915.26 | |||
| FRTR 2.7% 02/25/31 | 3,300,000.00 | 3,264,247.80 | |||
| FRTR 2.75% 02/25/29 | 5,550,000.00 | 5,562,144.51 | |||
| FRTR 2.75% 02/25/30 | 5,090,000.00 | 5,080,194.11 | |||
| FRTR 2.75% 10/25/27 | 5,660,000.00 | 5,678,168.60 | |||
| FRTR 2% 05/25/48 | 3,090,000.00 | 2,092,999.91 | |||
| FRTR 2% 11/25/32 | 5,150,000.00 | 4,790,602.10 | |||
| FRTR 3.2% 05/25/35 | 5,280,000.00 | 5,151,302.63 | |||
| FRTR 3.25% 05/25/45 | 3,280,000.00 | 2,886,283.56 | |||
| FRTR 3.25% 05/25/55 | 2,480,000.00 | 2,003,155.52 | |||
| FRTR 3.5% 11/25/33 | 5,720,000.00 | 5,785,316.68 | |||
| FRTR 3.5% 11/25/35 | 3,750,000.00 | 3,726,023.43 | |||
| FRTR 3.6% 05/25/42 | 2,070,000.00 | 1,953,376.20 | |||
| FRTR 3.75% 05/25/56 | 2,110,000.00 | 1,864,179.71 | |||
| FRTR 3% 05/25/33 | 4,560,000.00 | 4,485,682.25 | |||
| FRTR 3% 05/25/54 | 2,450,000.00 | 1,895,033.35 | |||
| FRTR 3% 06/25/49 | 1,830,000.00 | 1,486,987.54 | |||
| FRTR 3% 11/25/34 | 4,450,000.00 | 4,301,277.66 | |||
| FRTR 4.1% 05/25/46 | 1,120,000.00 | 1,103,639.60 | |||
| FRTR 4.4% 05/25/57 | 860,000.00 | 848,740.02 | |||
| FRTR 4.5% 04/25/41 | 4,150,000.00 | 4,387,774.25 | |||
| FRTR 4.75% 04/25/35 | 4,900,000.00 | 5,371,095.80 | |||
| FRTR 4% 04/25/55 | 2,340,000.00 | 2,182,103.82 | |||
| FRTR 4% 04/25/60 | 2,270,000.00 | 2,088,805.75 | |||
| FRTR 4% 10/25/38 | 2,490,000.00 | 2,531,092.96 | |||
| FRTR 5.5% 04/25/29 | 4,220,000.00 | 4,560,866.28 | |||
| FRTR 5.75% 10/25/32 | 4,370,000.00 | 5,028,438.82 | |||
| IRISH 0.2% 05/15/27 | 750,000.00 | 733,533.00 | |||
| IRISH 0.2% 10/18/30 | 910,000.00 | 817,405.68 | |||
| IRISH 0.35% 10/18/32 | 520,000.00 | 444,613.00 | |||
| IRISH 0.4% 05/15/35 | 950,000.00 | 751,642.37 | |||
| IRISH 0.55% 04/22/41 | 410,000.00 | 271,883.71 | |||
| IRISH 0.9% 05/15/28 | 840,000.00 | 814,645.64 | |||
| IRISH 0% 10/18/31 | 950,000.00 | 820,216.70 | |||
| IRISH 1.1% 05/15/29 | 980,000.00 | 939,171.73 | |||
| IRISH 1.3% 05/15/33 | 680,000.00 | 613,315.96 | |||
| IRISH 1.35% 03/18/31 | 530,000.00 | 499,337.11 | |||
| IRISH 1.5% 05/15/50 | 900,000.00 | 591,794.10 | |||
| IRISH 1.7% 05/15/37 | 950,000.00 | 815,120.90 | |||
| IRISH 2.4% 05/15/30 | 930,000.00 | 922,460.02 | |||
| IRISH 2.6% 10/18/34 | 450,000.00 | 437,000.17 | |||
| IRISH 2% 02/18/45 | 1,100,000.00 | 867,883.50 | |||
| IRISH 3.1% 06/18/36 | 530,000.00 | 527,177.75 | |||
| IRISH 3.15% 10/18/55 | 290,000.00 | 259,322.42 | |||
| IRISH 3% 10/18/43 | 460,000.00 | 429,552.14 | |||
| NETHER 0.25% 07/15/29 | 1,390,000.00 | 1,292,569.68 | |||
| NETHER 0.5% 01/15/40 | 1,540,000.00 | 1,066,697.94 | |||
| NETHER 0.5% 07/15/32 | 1,710,000.00 | 1,489,526.28 | |||
| NETHER 0.75% 07/15/27 | 1,440,000.00 | 1,412,006.40 | |||
| NETHER 0.75% 07/15/28 | 1,540,000.00 | 1,484,077.21 | |||
| NETHER 0% 01/15/29 | 2,030,000.00 | 1,898,190.07 | |||
| NETHER 0% 01/15/38 | 1,340,000.00 | 920,153.88 | |||
| NETHER 0% 01/15/52 | 2,110,000.00 | 863,720.06 | |||
| NETHER 0% 07/15/30 | 2,320,000.00 | 2,080,248.28 | |||
| NETHER 0% 07/15/31 | 1,760,000.00 | 1,531,098.79 | |||
| NETHER 2.5% 01/15/30 | 1,520,000.00 | 1,515,780.10 | |||
| NETHER 2.5% 01/15/33 | 1,430,000.00 | 1,403,444.54 | |||
| NETHER 2.5% 07/15/33 | 1,170,000.00 | 1,142,575.20 | |||
| NETHER 2.5% 07/15/34 | 1,350,000.00 | 1,307,277.90 | |||
| NETHER 2.5% 07/15/35 | 1,530,000.00 | 1,467,753.09 | |||
| NETHER 2.75% 01/15/47 | 2,220,000.00 | 1,979,869.26 | |||
| NETHER 2% 01/15/54 | 1,690,000.00 | 1,232,714.66 | |||
| NETHER 3.25% 01/15/44 | 1,470,000.00 | 1,434,343.68 | |||
| NETHER 3.5% 01/15/56 | 850,000.00 | 839,471.05 | |||
| NETHER 3.75% 01/15/42 | 1,840,000.00 | 1,918,076.72 | |||
| NETHER 4% 01/15/37 | 2,170,000.00 | 2,341,067.61 | |||
| NETHER 5.5% 01/15/28 | 1,600,000.00 | 1,683,464.00 | |||
| OBL 0% 04/16/27 | 2,920,000.00 | 2,854,526.29 | |||
| OBL 1.3% 10/15/27 | 3,550,000.00 | 3,495,388.57 | |||
| OBL 2.1% 04/12/29 | 3,360,000.00 | 3,326,102.64 | |||
| OBL 2.2% 04/13/28 | 3,490,000.00 | 3,476,458.80 | |||
| OBL 2.2% 10/10/30 | 2,640,000.00 | 2,598,581.70 | |||
| OBL 2.4% 04/18/30 | 2,640,000.00 | 2,625,899.76 | |||
| OBL 2.4% 10/19/28 | 3,470,000.00 | 3,467,553.65 | |||
| OBL 2.5% 04/16/31 | 600,000.00 | 596,796.00 | |||
| OBL 2.5% 10/11/29 | 2,090,000.00 | 2,089,824.44 | |||
| PGB 0.3% 10/17/31 | 950,000.00 | 831,819.05 | |||
| PGB 0.475% 10/18/30 | 1,330,000.00 | 1,209,543.23 | |||
| PGB 0.7% 10/15/27 | 700,000.00 | 682,535.70 | |||
| PGB 0.9% 10/12/35 | 640,000.00 | 519,092.80 | |||
| PGB 1.15% 04/11/42 | 700,000.00 | 484,412.25 | |||
| PGB 1.65% 07/16/32 | 720,000.00 | 670,173.84 | |||
| PGB 1.95% 06/15/29 | 1,250,000.00 | 1,229,359.68 | |||
| PGB 1% 04/12/52 | 780,000.00 | 410,089.48 | |||
| PGB 2.125% 10/17/28 | 1,700,000.00 | 1,685,533.00 | |||
| PGB 2.25% 04/18/34 | 990,000.00 | 931,626.13 | |||
| PGB 2.875% 10/14/33 | 480,000.00 | 474,571.79 | |||
| PGB 2.875% 10/20/34 | 810,000.00 | 794,068.51 | |||
| PGB 3.25% 06/13/36 | 490,000.00 | 486,738.07 | |||
| PGB 3.375% 06/15/40 | 420,000.00 | 407,457.22 | |||
| PGB 3.5% 06/18/38 | 440,000.00 | 440,279.84 | |||
| PGB 3.625% 06/12/54 | 530,000.00 | 494,714.72 | |||
| PGB 3.875% 02/15/30 | 790,000.00 | 827,072.33 | |||
| PGB 3% 06/15/35 | 470,000.00 | 462,130.67 | |||
| PGB 4.1% 02/15/45 | 800,000.00 | 827,703.36 | |||
| PGB 4.1% 04/15/37 | 980,000.00 | 1,044,140.70 | |||
| PGB 4.125% 04/14/27 | 800,000.00 | 813,616.00 | |||
| RAGB 0.25% 10/20/36 | 1,360,000.00 | 996,499.20 | |||
| RAGB 0.5% 02/20/29 | 1,800,000.00 | 1,702,863.90 | |||
| RAGB 0.5% 04/20/27 | 1,360,000.00 | 1,336,307.10 | |||
| RAGB 0.7% 04/20/71 | 540,000.00 | 188,558.55 | |||
| RAGB 0.75% 02/20/28 | 1,310,000.00 | 1,271,757.82 | |||
| RAGB 0.75% 03/20/51 | 930,000.00 | 477,037.01 | |||
| RAGB 0.85% 06/30/20 | 230,000.00 | 69,983.25 | |||
| RAGB 0.9% 02/20/32 | 1,740,000.00 | 1,560,387.19 | |||
| RAGB 0% 02/20/30 | 2,110,000.00 | 1,910,283.21 | |||
| RAGB 0% 02/20/31 | 1,670,000.00 | 1,465,472.99 | |||
| RAGB 0% 10/20/28 | 1,290,000.00 | 1,213,572.66 | |||
| RAGB 0% 10/20/40 | 650,000.00 | 390,177.10 | |||
| RAGB 1.5% 02/20/47 | 1,080,000.00 | 733,009.23 | |||
| RAGB 1.5% 11/02/86 | 800,000.00 | 378,507.35 | |||
| RAGB 1.85% 05/23/49 | 1,070,000.00 | 754,877.51 | |||
| RAGB 2.1% 09/20/17 | 650,000.00 | 379,501.03 | |||
| RAGB 2.4% 05/23/34 | 920,000.00 | 876,818.41 | |||
| RAGB 2.5% 10/20/29 | 740,000.00 | 737,792.94 | |||
| RAGB 2.9% 02/20/33 | 1,780,000.00 | 1,774,465.09 | |||
| RAGB 2.9% 02/20/34 | 1,440,000.00 | 1,424,851.20 | |||
| RAGB 2.9% 05/23/29 | 620,000.00 | 626,828.98 | |||
| RAGB 2.95% 02/20/35 | 1,530,000.00 | 1,508,019.34 | |||
| RAGB 3.15% 06/20/44 | 1,080,000.00 | 1,004,070.87 | |||
| RAGB 3.15% 10/20/53 | 1,140,000.00 | 1,008,133.34 | |||
| RAGB 3.2% 02/20/36 | 270,000.00 | 269,378.86 | |||
| RAGB 3.2% 07/15/39 | 840,000.00 | 814,591.68 | |||
| RAGB 3.45% 10/20/30 | 800,000.00 | 825,170.47 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 416,097.15 | |||
| RAGB 4.15% 03/15/37 | 1,550,000.00 | 1,670,196.30 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,234,975.02 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 322,515.49 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 180,264.34 | |||
| RFGB 0.125% 09/15/31 | 1,360,000.00 | 1,177,570.28 | |||
| RFGB 0.25% 09/15/40 | 500,000.00 | 312,864.00 | |||
| RFGB 0.5% 04/15/43 | 690,000.00 | 411,898.95 | |||
| RFGB 0.5% 09/15/27 | 540,000.00 | 525,762.46 | |||
| RFGB 0.5% 09/15/28 | 780,000.00 | 743,953.86 | |||
| RFGB 0.5% 09/15/29 | 860,000.00 | 801,487.92 | |||
| RFGB 0.75% 04/15/31 | 510,000.00 | 462,406.80 | |||
| RFGB 0% 09/15/30 | 770,000.00 | 683,631.98 | |||
| RFGB 1.125% 04/15/34 | 640,000.00 | 551,223.75 | |||
| RFGB 1.375% 04/15/27 | 350,000.00 | 346,859.22 | |||
| RFGB 1.375% 04/15/47 | 570,000.00 | 370,267.01 | |||
| RFGB 1.5% 09/15/32 | 490,000.00 | 449,048.25 | |||
| RFGB 2.5% 04/15/30 | 460,000.00 | 457,016.52 | |||
| RFGB 2.625% 04/15/32 | 210,000.00 | 207,038.47 | |||
| RFGB 2.625% 07/04/42 | 540,000.00 | 472,414.47 | |||
| RFGB 2.75% 04/15/38 | 470,000.00 | 437,916.84 | |||
| RFGB 2.75% 07/04/28 | 640,000.00 | 644,283.39 | |||
| RFGB 2.875% 04/15/29 | 640,000.00 | 645,697.28 | |||
| RFGB 2.95% 04/15/55 | 640,000.00 | 534,084.00 | |||
| RFGB 3.2% 04/15/45 | 270,000.00 | 249,686.28 | |||
| RFGB 3.55% 04/15/41 | 310,000.00 | 306,477.12 | |||
| RFGB 3% 09/15/33 | 970,000.00 | 967,277.01 | |||
| RFGB 3% 09/15/34 | 1,120,000.00 | 1,107,785.28 | |||
| RFGB 3% 09/15/35 | 490,000.00 | 480,849.98 | |||
| SPGB 0.1% 04/30/31 | 2,660,000.00 | 2,328,334.57 | |||
| SPGB 0.5% 04/30/30 | 3,510,000.00 | 3,221,488.53 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,264,632.60 | |||
| SPGB 0.6% 10/31/29 | 3,560,000.00 | 3,318,629.32 | |||
| SPGB 0.7% 04/30/32 | 2,870,000.00 | 2,521,457.86 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,391,313.46 | |||
| SPGB 0.8% 07/30/29 | 3,120,000.00 | 2,942,518.80 | |||
| SPGB 0.85% 07/30/37 | 2,040,000.00 | 1,537,901.94 | |||
| SPGB 0% 01/31/28 | 3,460,000.00 | 3,313,396.34 | |||
| SPGB 1.2% 10/31/40 | 1,910,000.00 | 1,372,104.65 | |||
| SPGB 1.25% 10/31/30 | 2,970,000.00 | 2,783,625.07 | |||
| SPGB 1.4% 04/30/28 | 2,080,000.00 | 2,035,974.20 | |||
| SPGB 1.4% 07/30/28 | 2,970,000.00 | 2,898,027.99 | |||
| SPGB 1.45% 04/30/29 | 2,980,000.00 | 2,883,915.10 | |||
| SPGB 1.45% 10/31/27 | 2,610,000.00 | 2,571,633.00 | |||
| SPGB 1.45% 10/31/71 | 870,000.00 | 402,528.12 | |||
| SPGB 1.5% 04/30/27 | 1,960,000.00 | 1,942,860.78 | |||
| SPGB 1.85% 07/30/35 | 2,190,000.00 | 1,940,935.68 | |||
| SPGB 1.9% 10/31/52 | 1,980,000.00 | 1,289,430.44 | |||
| SPGB 1.95% 07/30/30 | 3,500,000.00 | 3,395,348.25 | |||
| SPGB 1% 07/30/42 | 2,010,000.00 | 1,328,115.03 | |||
| SPGB 1% 10/31/50 | 2,370,000.00 | 1,260,581.07 | |||
| SPGB 2.35% 07/30/33 | 2,730,000.00 | 2,602,372.50 | |||
| SPGB 2.4% 05/31/28 | 2,860,000.00 | 2,852,914.34 | |||
| SPGB 2.5% 05/31/27 | 2,330,000.00 | 2,332,007.76 | |||
| SPGB 2.55% 10/31/32 | 2,660,000.00 | 2,592,034.34 | |||
| SPGB 2.7% 10/31/48 | 2,190,000.00 | 1,775,057.95 | |||
| SPGB 2.9% 10/31/46 | 2,150,000.00 | 1,836,577.30 | |||
| SPGB 3.1% 07/30/31 | 2,770,000.00 | 2,804,561.29 | |||
| SPGB 3.15% 04/30/33 | 2,560,000.00 | 2,575,215.35 | |||
| SPGB 3.15% 04/30/35 | 2,290,000.00 | 2,266,126.75 | |||
| SPGB 3.2% 10/31/35 | 3,200,000.00 | 3,165,428.00 | |||
| SPGB 3.25% 04/30/34 | 2,700,000.00 | 2,711,881.34 | |||
| SPGB 3.3% 04/30/36 | 1,540,000.00 | 1,529,305.73 | |||
| SPGB 3.45% 07/30/43 | 1,990,000.00 | 1,884,470.30 | |||
| SPGB 3.45% 07/30/66 | 1,580,000.00 | 1,365,975.57 | |||
| SPGB 3.45% 10/31/34 | 2,310,000.00 | 2,346,417.15 | |||
| SPGB 3.5% 01/31/41 | 1,350,000.00 | 1,308,216.15 | |||
| SPGB 3.5% 05/31/29 | 2,500,000.00 | 2,566,055.00 | |||
| SPGB 3.55% 10/31/33 | 2,460,000.00 | 2,529,691.80 | |||
| SPGB 3.9% 07/30/39 | 1,850,000.00 | 1,895,169.97 | |||
| SPGB 3% 01/31/33 | 1,600,000.00 | 1,596,385.79 | |||
| SPGB 4.2% 01/31/37 | 2,710,000.00 | 2,889,589.53 | |||
| SPGB 4.7% 07/30/41 | 2,190,000.00 | 2,424,768.00 | |||
| SPGB 4.9% 07/30/40 | 1,950,000.00 | 2,204,850.76 | |||
| SPGB 4% 10/31/54 | 2,270,000.00 | 2,227,521.49 | |||
| SPGB 5.15% 10/31/28 | 3,660,000.00 | 3,891,787.80 | |||
| SPGB 5.15% 10/31/44 | 1,730,000.00 | 2,018,823.50 | |||
| SPGB 5.75% 07/30/32 | 2,500,000.00 | 2,899,670.00 | |||
| SPGB 6.0% 01/31/29 | 910,000.00 | 993,659.94 | |||
| ユーロ 小計 | 831,840,000.00 | 769,115,534.63 | |||
| (143,747,693,422) | |||||
| イギリスポンド | UKT 0.125% 01/31/28 | 1,510,000.00 | 1,413,334.33 | ||
| UKT 0.25% 07/31/31 | 2,490,000.00 | 2,032,333.02 | |||
| UKT 0.375% 10/22/30 | 1,980,000.00 | 1,680,928.92 | |||
| UKT 0.5% 01/31/29 | 3,390,000.00 | 3,080,479.44 | |||
| UKT 0.5% 10/22/61 | 2,520,000.00 | 605,485.44 | |||
| UKT 0.625% 07/31/35 | 3,090,000.00 | 2,154,449.97 | |||
| UKT 0.625% 10/22/50 | 1,850,000.00 | 651,377.60 | |||
| UKT 0.875% 01/31/46 | 1,750,000.00 | 794,783.50 | |||
| UKT 0.875% 07/31/33 | 3,890,000.00 | 3,026,598.94 | |||
| UKT 0.875% 10/22/29 | 1,460,000.00 | 1,311,034.74 | |||
| UKT 1.125% 01/31/39 | 2,030,000.00 | 1,293,457.13 | |||
| UKT 1.125% 10/22/73 | 1,050,000.00 | 311,578.05 | |||
| UKT 1.25% 07/22/27 | 2,010,000.00 | 1,941,881.10 | |||
| UKT 1.25% 07/31/51 | 2,460,000.00 | 1,042,363.50 | |||
| UKT 1.25% 10/22/41 | 2,480,000.00 | 1,451,933.36 | |||
| UKT 1.5% 07/22/47 | 1,960,000.00 | 994,507.92 | |||
| UKT 1.5% 07/31/53 | 2,030,000.00 | 889,956.06 | |||
| UKT 1.625% 10/22/28 | 1,960,000.00 | 1,850,516.36 | |||
| UKT 1.625% 10/22/54 | 1,640,000.00 | 733,534.28 | |||
| UKT 1.625% 10/22/71 | 2,130,000.00 | 810,912.30 | |||
| UKT 1.75% 01/22/49 | 1,230,000.00 | 641,035.41 | |||
| UKT 1.75% 07/22/57 | 2,480,000.00 | 1,107,783.76 | |||
| UKT 1.75% 09/07/37 | 2,400,000.00 | 1,746,969.60 | |||
| UKT 1% 01/31/32 | 3,130,000.00 | 2,604,563.77 | |||
| UKT 2.5% 07/22/65 | 1,590,000.00 | 843,793.92 | |||
| UKT 3.25% 01/22/44 | 2,630,000.00 | 2,002,263.71 | |||
| UKT 3.25% 01/31/33 | 3,760,000.00 | 3,498,296.48 | |||
| UKT 3.5% 01/22/45 | 2,000,000.00 | 1,562,586.00 | |||
| UKT 3.5% 07/22/68 | 1,840,000.00 | 1,266,540.08 | |||
| UKT 3.75% 01/29/38 | 3,140,000.00 | 2,800,277.12 | |||
| UKT 3.75% 07/22/52 | 1,400,000.00 | 1,066,664.20 | |||
| UKT 3.75% 10/22/53 | 3,360,000.00 | 2,531,034.24 | |||
| UKT 4.125% 03/07/31 | 2,000,000.00 | 1,990,106.00 | |||
| UKT 4.125% 03/07/33 | 500,000.00 | 490,211.50 | |||
| UKT 4.125% 07/22/29 | 4,370,000.00 | 4,370,183.54 | |||
| UKT 4.25% 03/07/36 | 2,330,000.00 | 2,233,519.36 | |||
| UKT 4.25% 06/07/32 | 3,270,000.00 | 3,261,815.19 | |||
| UKT 4.25% 07/31/34 | 4,090,000.00 | 3,986,404.39 | |||
| UKT 4.25% 09/07/39 | 2,030,000.00 | 1,872,575.53 | |||
| UKT 4.25% 12/07/27 | 2,710,000.00 | 2,717,899.65 | |||
| UKT 4.25% 12/07/40 | 4,740,000.00 | 4,309,745.46 | |||
| UKT 4.25% 12/07/46 | 1,930,000.00 | 1,656,271.96 | |||
| UKT 4.25% 12/07/49 | 1,550,000.00 | 1,306,896.45 | |||
| UKT 4.25% 12/07/55 | 1,900,000.00 | 1,560,437.70 | |||
| UKT 4.375% 01/31/40 | 2,220,000.00 | 2,061,385.44 | |||
| UKT 4.375% 03/07/28 | 4,120,000.00 | 4,140,307.48 | |||
| UKT 4.375% 03/07/30 | 4,400,000.00 | 4,432,524.80 | |||
| UKT 4.375% 07/31/54 | 3,020,000.00 | 2,536,223.18 | |||
| UKT 4.5% 03/07/35 | 3,890,000.00 | 3,838,589.76 | |||
| UKT 4.5% 06/07/28 | 2,600,000.00 | 2,620,771.40 | |||
| UKT 4.5% 09/07/34 | 1,390,000.00 | 1,379,697.32 | |||
| UKT 4.5% 12/07/42 | 2,150,000.00 | 1,970,262.15 | |||
| UKT 4.625% 01/31/34 | 3,610,000.00 | 3,623,916.55 | |||
| UKT 4.75% 10/22/35 | 3,190,000.00 | 3,189,984.05 | |||
| UKT 4.75% 10/22/43 | 3,270,000.00 | 3,056,567.10 | |||
| UKT 4.75% 12/07/30 | 3,260,000.00 | 3,348,013.48 | |||
| UKT 4.75% 12/07/38 | 2,010,000.00 | 1,964,300.64 | |||
| UKT 4% 01/22/60 | 1,700,000.00 | 1,322,035.60 | |||
| UKT 4% 05/22/29 | 2,620,000.00 | 2,610,078.06 | |||
| UKT 4% 10/22/31 | 4,180,000.00 | 4,121,881.28 | |||
| UKT 4% 10/22/63 | 1,810,000.00 | 1,391,166.00 | |||
| UKT 5.375% 01/31/56 | 400,000.00 | 393,922.40 | |||
| UKT 6.0% 12/07/28 | 2,010,000.00 | 2,108,952.30 | |||
| イギリスポンド 小計 | 155,910,000.00 | 129,609,899.97 | |||
| (27,814,284,533) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 7,590,000.00 | 6,785,969.28 | ||
| SGB 0.75% 05/12/28 | 8,150,000.00 | 7,921,752.14 | |||
| SGB 0.75% 11/12/29 | 8,860,000.00 | 8,407,329.31 | |||
| SGB 1.75% 11/11/33 | 6,540,000.00 | 6,183,668.22 | |||
| SGB 2.25% 05/11/35 | 8,470,000.00 | 8,183,569.21 | |||
| SGB 2.25% 06/01/32 | 5,300,000.00 | 5,237,234.75 | |||
| SGB 2.5% 10/15/36 | 5,230,000.00 | 5,098,570.10 | |||
| SGB 3.5% 03/30/39 | 4,380,000.00 | 4,681,476.71 | |||
| スウェーデンクローナ 小計 | 54,520,000.00 | 52,499,569.72 | |||
| (909,817,543) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 4,780,000.00 | 4,087,589.89 | ||
| NGB 1.375% 08/19/30 | 6,120,000.00 | 5,420,477.88 | |||
| NGB 1.75% 09/06/29 | 6,630,000.00 | 6,097,994.61 | |||
| NGB 2.125% 05/18/32 | 5,240,000.00 | 4,645,967.86 | |||
| NGB 2% 04/26/28 | 4,680,000.00 | 4,470,706.55 | |||
| NGB 3.5% 10/06/42 | 1,910,000.00 | 1,723,510.46 | |||
| NGB 3.625% 04/13/34 | 5,350,000.00 | 5,115,308.87 | |||
| NGB 3.625% 05/31/39 | 2,840,000.00 | 2,634,930.69 | |||
| NGB 3.75% 06/12/35 | 5,960,000.00 | 5,717,670.68 | |||
| NGB 3% 08/15/33 | 5,750,000.00 | 5,295,217.65 | |||
| NGB 4.125% 06/03/36 | 3,380,000.00 | 3,322,202.00 | |||
| ノルウェークローネ 小計 | 52,640,000.00 | 48,531,577.14 | |||
| (821,154,285) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 7,690,000.00 | 3,624,230.62 | ||
| DGB 0.5% 11/15/27 | 5,280,000.00 | 5,152,981.67 | |||
| DGB 0.5% 11/15/29 | 5,040,000.00 | 4,735,067.19 | |||
| DGB 0% 11/15/31 | 4,160,000.00 | 3,632,426.71 | |||
| DGB 2.25% 11/15/33 | 6,800,000.00 | 6,612,632.80 | |||
| DGB 2.25% 11/15/35 | 4,100,000.00 | 3,908,489.00 | |||
| DGB 4.5% 11/15/39 | 9,170,000.00 | 10,691,650.52 | |||
| デンマーククローネ 小計 | 42,240,000.00 | 38,357,478.51 | |||
| (959,320,537) | |||||
| ポーランドズロチ | POLGB 0% 01/25/28 | 2,040,000.00 | 1,904,450.16 | ||
| POLGB 1.25% 10/25/30 | 6,680,000.00 | 5,758,250.98 | |||
| POLGB 1.75% 04/25/32 | 6,190,000.00 | 5,185,569.30 | |||
| POLGB 2.5% 07/25/27 | 4,530,000.00 | 4,462,813.62 | |||
| POLGB 2.75% 04/25/28 | 3,100,000.00 | 3,021,761.85 | |||
| POLGB 2.75% 10/25/29 | 6,000,000.00 | 5,672,783.76 | |||
| POLGB 3.75% 05/25/27 | 3,450,000.00 | 3,450,153.17 | |||
| POLGB 4.5% 01/25/31 | 4,040,000.00 | 4,000,902.04 | |||
| POLGB 4.5% 07/25/30 | 5,850,000.00 | 5,816,324.40 | |||
| POLGB 4.75% 07/25/29 | 5,020,000.00 | 5,064,198.08 | |||
| POLGB 5.75% 04/25/29 | 6,930,000.00 | 7,199,012.89 | |||
| POLGB 5% 01/25/30 | 6,290,000.00 | 6,393,014.47 | |||
| POLGB 5% 10/25/34 | 5,550,000.00 | 5,458,833.02 | |||
| POLGB 5% 10/25/35 | 6,360,000.00 | 6,190,941.32 | |||
| POLGB 6% 10/25/33 | 6,370,000.00 | 6,703,388.60 | |||
| POLGB 7.5% 07/25/28 | 6,100,000.00 | 6,532,133.75 | |||
| ポーランドズロチ 小計 | 84,500,000.00 | 82,814,531.41 | |||
| (3,653,768,844) | |||||
| オーストラリアドル | ACGB 1.25% 05/21/32 | 3,770,000.00 | 3,076,546.20 | ||
| ACGB 1.5% 06/21/31 | 3,070,000.00 | 2,622,946.60 | |||
| ACGB 1.75% 06/21/51 | 1,970,000.00 | 983,896.80 | |||
| ACGB 1.75% 11/21/32 | 2,760,000.00 | 2,288,564.40 | |||
| ACGB 1% 11/21/31 | 3,850,000.00 | 3,151,494.50 | |||
| ACGB 1% 12/21/30 | 2,070,000.00 | 1,753,766.10 | |||
| ACGB 2.25% 05/21/28 | 1,820,000.00 | 1,733,750.20 | |||
| ACGB 2.5% 05/21/30 | 3,340,000.00 | 3,075,505.40 | |||
| ACGB 2.75% 05/21/41 | 1,610,000.00 | 1,203,072.50 | |||
| ACGB 2.75% 06/21/35 | 2,720,000.00 | 2,279,931.20 | |||
| ACGB 2.75% 11/21/27 | 1,530,000.00 | 1,485,691.20 | |||
| ACGB 2.75% 11/21/28 | 2,350,000.00 | 2,242,182.00 | |||
| ACGB 2.75% 11/21/29 | 2,620,000.00 | 2,457,062.20 | |||
| ACGB 3.25% 04/21/29 | 2,880,000.00 | 2,768,054.40 | |||
| ACGB 3.25% 06/21/39 | 1,490,000.00 | 1,224,526.70 | |||
| ACGB 3.5% 12/21/34 | 3,010,000.00 | 2,707,916.40 | |||
| ACGB 3.75% 04/21/37 | 1,940,000.00 | 1,730,868.00 | |||
| ACGB 3.75% 05/21/34 | 2,340,000.00 | 2,161,879.20 | |||
| ACGB 3% 03/21/47 | 1,350,000.00 | 952,830.00 | |||
| ACGB 3% 11/21/33 | 2,330,000.00 | 2,057,087.10 | |||
| ACGB 4.25% 03/21/36 | 2,110,000.00 | 1,988,485.10 | |||
| ACGB 4.25% 06/21/34 | 960,000.00 | 918,163.20 | |||
| ACGB 4.25% 10/21/36 | 2,440,000.00 | 2,288,817.60 | |||
| ACGB 4.25% 12/21/35 | 2,110,000.00 | 1,992,198.70 | |||
| ACGB 4.5% 04/21/33 | 3,530,000.00 | 3,462,365.20 | |||
| ACGB 4.75% 04/21/27 | 2,840,000.00 | 2,843,606.80 | |||
| ACGB 4.75% 06/21/54 | 1,090,000.00 | 989,185.90 | |||
| ACGB 4.75% 10/21/37 | 1,560,000.00 | 1,519,159.20 | |||
| オーストラリアドル 小計 | 65,460,000.00 | 57,959,552.80 | |||
| (6,588,841,962) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 1,400,000.00 | 1,310,231.50 | ||
| NZGB 1.5% 05/15/31 | 2,140,000.00 | 1,882,388.31 | |||
| NZGB 1.75% 05/15/41 | 750,000.00 | 492,500.73 | |||
| NZGB 2.75% 04/15/37 | 800,000.00 | 662,924.19 | |||
| NZGB 2.75% 05/15/51 | 600,000.00 | 391,740.04 | |||
| NZGB 2% 05/15/32 | 1,240,000.00 | 1,088,274.70 | |||
| NZGB 3.5% 04/14/33 | 1,810,000.00 | 1,712,814.83 | |||
| NZGB 3% 04/20/29 | 1,460,000.00 | 1,429,160.97 | |||
| NZGB 4.25% 05/15/34 | 1,030,000.00 | 1,012,122.20 | |||
| NZGB 4.25% 05/15/36 | 1,510,000.00 | 1,457,751.66 | |||
| NZGB 4.5% 04/15/27 | 930,000.00 | 943,818.68 | |||
| NZGB 4.5% 05/15/30 | 2,040,000.00 | 2,080,894.85 | |||
| NZGB 4.5% 05/15/35 | 1,240,000.00 | 1,231,308.60 | |||
| NZGB 5% 05/15/54 | 470,000.00 | 451,850.90 | |||
| ニュージーランドドル 小計 | 17,420,000.00 | 16,147,782.16 | |||
| (1,508,687,287) | |||||
| シンガポールドル | SIGB 1.625% 07/01/31 | 880,000.00 | 873,838.16 | ||
| SIGB 1.875% 03/01/50 | 680,000.00 | 655,518.64 | |||
| SIGB 1.875% 10/01/51 | 580,000.00 | 556,798.79 | |||
| SIGB 2.25% 07/01/40 | 200,000.00 | 204,593.00 | |||
| SIGB 2.25% 08/01/36 | 1,060,000.00 | 1,083,272.30 | |||
| SIGB 2.375% 07/01/39 | 560,000.00 | 579,039.66 | |||
| SIGB 2.625% 05/01/28 | 720,000.00 | 736,498.80 | |||
| SIGB 2.625% 08/01/32 | 620,000.00 | 648,518.94 | |||
| SIGB 2.75% 03/01/35 | 420,000.00 | 446,249.66 | |||
| SIGB 2.75% 03/01/46 | 820,000.00 | 912,914.20 | |||
| SIGB 2.75% 04/01/42 | 700,000.00 | 763,699.30 | |||
| SIGB 2.875% 07/01/29 | 1,280,000.00 | 1,330,714.62 | |||
| SIGB 2.875% 08/01/28 | 610,000.00 | 628,595.60 | |||
| SIGB 2.875% 09/01/27 | 420,000.00 | 428,122.71 | |||
| SIGB 2.875% 09/01/30 | 1,580,000.00 | 1,660,651.10 | |||
| SIGB 3.25% 06/01/54 | 410,000.00 | 504,541.90 | |||
| SIGB 3.375% 05/01/34 | 300,000.00 | 331,499.67 | |||
| SIGB 3.375% 09/01/33 | 880,000.00 | 966,854.85 | |||
| SIGB 3% 04/01/29 | 150,000.00 | 156,137.19 | |||
| SIGB 3% 08/01/72 | 730,000.00 | 886,582.51 | |||
| シンガポールドル 小計 | 13,600,000.00 | 14,354,641.60 | |||
| (1,793,899,560) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 2,400,000.00 | 2,320,322.90 | ||
| MGS 3.502% 05/31/27 | 2,070,000.00 | 2,080,869.97 | |||
| MGS 3.519% 04/20/28 | 2,340,000.00 | 2,356,464.24 | |||
| MGS 3.582% 07/15/32 | 2,630,000.00 | 2,647,033.19 | |||
| MGS 3.733% 06/15/28 | 2,930,000.00 | 2,963,706.13 | |||
| MGS 3.757% 05/22/40 | 2,950,000.00 | 2,922,539.01 | |||
| MGS 3.828% 07/05/34 | 2,360,000.00 | 2,405,830.25 | |||
| MGS 3.844% 04/15/33 | 1,830,000.00 | 1,868,049.72 | |||
| MGS 3.885% 08/15/29 | 2,830,000.00 | 2,886,993.08 | |||
| MGS 3.899% 11/16/27 | 3,050,000.00 | 3,087,278.31 | |||
| MGS 3.917% 07/15/55 | 120,000.00 | 115,826.46 | |||
| MGS 4.054% 04/18/39 | 2,890,000.00 | 2,964,034.28 | |||
| MGS 4.065% 06/15/50 | 3,070,000.00 | 3,072,795.54 | |||
| MGS 4.18% 05/16/44 | 2,600,000.00 | 2,664,809.94 | |||
| MGS 4.232% 06/30/31 | 2,490,000.00 | 2,593,178.87 | |||
| MGS 4.254% 05/31/35 | 2,670,000.00 | 2,808,857.35 | |||
| MGS 4.457% 03/31/53 | 3,000,000.00 | 3,170,614.50 | |||
| MGS 4.498% 04/15/30 | 3,930,000.00 | 4,104,634.26 | |||
| MGS 4.504% 04/30/29 | 940,000.00 | 974,033.92 | |||
| MGS 4.642% 11/07/33 | 3,210,000.00 | 3,442,143.66 | |||
| MGS 4.696% 10/15/42 | 2,320,000.00 | 2,526,048.48 | |||
| MGS 4.736% 03/15/46 | 980,000.00 | 1,074,060.20 | |||
| MGS 4.762% 04/07/37 | 2,410,000.00 | 2,624,590.73 | |||
| MGS 4.893% 06/08/38 | 2,380,000.00 | 2,632,741.24 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,886,149.10 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,153,012.69 | |||
| マレーシアリンギット 小計 | 61,110,000.00 | 63,346,618.02 | |||
| (2,548,054,363) | |||||
| 韓国ウォン | KTB 1.125% 09/10/39 | 260,000,000.00 | 191,680,270.60 | ||
| KTB 1.375% 06/10/30 | 285,000,000.00 | 261,310,173.00 | |||
| KTB 1.375% 12/10/29 | 363,000,000.00 | 336,973,513.47 | |||
| KTB 1.5% 03/10/50 | 570,000,000.00 | 377,191,064.70 | |||
| KTB 1.5% 09/10/40 | 320,000,000.00 | 241,282,963.20 | |||
| KTB 1.5% 12/10/30 | 340,000,000.00 | 309,411,607.60 | |||
| KTB 1.875% 03/10/51 | 868,000,000.00 | 619,579,667.28 | |||
| KTB 1.875% 06/10/29 | 382,000,000.00 | 364,500,224.74 | |||
| KTB 2.25% 06/10/28 | 567,000,000.00 | 555,111,659.97 | |||
| KTB 2.25% 09/10/27 | 370,000,000.00 | 365,671,495.80 | |||
| KTB 2.375% 12/10/31 | 442,000,000.00 | 414,209,475.42 | |||
| KTB 2.5% 09/10/30 | 190,000,000.00 | 181,662,475.10 | |||
| KTB 2.625% 03/10/30 | 287,000,000.00 | 277,692,529.73 | |||
| KTB 2.625% 03/10/55 | 520,000,000.00 | 429,735,774.00 | |||
| KTB 2.625% 06/10/35 | 120,000,000.00 | 109,898,607.60 | |||
| KTB 2.625% 09/10/55 | 468,000,000.00 | 387,192,812.76 | |||
| KTB 2.75% 09/10/54 | 390,000,000.00 | 332,259,064.80 | |||
| KTB 2.75% 12/10/28 | 466,000,000.00 | 458,879,221.76 | |||
| KTB 2.75% 12/10/44 | 180,000,000.00 | 157,610,453.40 | |||
| KTB 2.875% 12/10/27 | 331,000,000.00 | 329,616,317.39 | |||
| KTB 2% 03/10/46 | 360,000,000.00 | 276,185,088.00 | |||
| KTB 2% 03/10/49 | 575,000,000.00 | 430,320,207.75 | |||
| KTB 2% 06/10/31 | 244,000,000.00 | 225,463,222.40 | |||
| KTB 3.25% 03/10/28 | 365,000,000.00 | 365,092,710.00 | |||
| KTB 3.25% 03/10/53 | 651,000,000.00 | 609,573,543.39 | |||
| KTB 3.25% 03/10/54 | 425,000,000.00 | 398,908,986.50 | |||
| KTB 3.25% 06/10/27 | 420,000,000.00 | 420,711,942.00 | |||
| KTB 3.25% 06/10/33 | 193,000,000.00 | 187,888,840.83 | |||
| KTB 3.25% 12/10/35 | 300,000,000.00 | 288,655,992.00 | |||
| KTB 3.375% 06/10/32 | 140,000,000.00 | 138,108,310.20 | |||
| KTB 3.5% 06/10/34 | 191,000,000.00 | 188,299,976.25 | |||
| KTB 3.625% 09/10/53 | 243,000,000.00 | 243,357,112.80 | |||
| KTB 3% 12/10/34 | 196,000,000.00 | 185,847,266.64 | |||
| KTB 3% 12/10/42 | 491,000,000.00 | 447,612,780.09 | |||
| KTB 4.125% 12/10/33 | 356,000,000.00 | 366,019,620.00 | |||
| KTB 4.25% 12/10/32 | 186,000,000.00 | 192,494,152.80 | |||
| 韓国ウォン 小計 | 13,055,000,000.00 | 11,666,009,123.97 | |||
| (1,257,012,483) | |||||
| イスラエルシェケル | ILGOV 1.3% 04/30/32 | 4,670,000.00 | 4,068,304.44 | ||
| ILGOV 1.5% 05/31/37 | 4,130,000.00 | 3,230,047.38 | |||
| ILGOV 1% 03/31/30 | 3,910,000.00 | 3,534,061.71 | |||
| ILGOV 2.25% 09/28/28 | 4,830,000.00 | 4,672,730.75 | |||
| ILGOV 2.8% 11/29/52 | 3,110,000.00 | 2,318,009.90 | |||
| ILGOV 2% 03/31/27 | 3,040,000.00 | 2,996,388.46 | |||
| ILGOV 3.75% 02/28/29 | 3,100,000.00 | 3,107,463.25 | |||
| ILGOV 3.75% 03/31/47 | 2,570,000.00 | 2,389,188.16 | |||
| ILGOV 3.75% 09/30/27 | 3,270,000.00 | 3,276,201.88 | |||
| ILGOV 4.15% 10/31/35 | 950,000.00 | 968,442.82 | |||
| ILGOV 4.6% 08/31/29 | 2,290,000.00 | 2,355,406.05 | |||
| ILGOV 4% 03/30/35 | 4,420,000.00 | 4,464,015.24 | |||
| ILGOV 5.5% 01/31/42 | 3,580,000.00 | 4,156,440.49 | |||
| イスラエルシェケル 小計 | 43,870,000.00 | 41,536,700.53 | |||
| (2,209,843,848) | |||||
| オフショア人民元 | CGB 1.32% 02/25/29 | 20,000,000.00 | 19,995,851.20 | ||
| CGB 1.36% 12/15/27 | 32,670,000.00 | 32,709,220.33 | |||
| CGB 1.38% 06/15/27 | 42,800,000.00 | 42,873,410.56 | |||
| CGB 1.4% 11/25/28 | 25,400,000.00 | 25,443,695.62 | |||
| CGB 1.42% 08/15/28 | 40,400,000.00 | 40,486,552.96 | |||
| CGB 1.42% 11/15/27 | 20,500,000.00 | 20,559,630.40 | |||
| CGB 1.43% 01/25/30 | 16,750,000.00 | 16,758,944.50 | |||
| CGB 1.44% 09/15/27 | 60,000,000.00 | 60,134,364.00 | |||
| CGB 1.45% 02/25/28 | 36,270,000.00 | 36,406,291.77 | |||
| CGB 1.46% 05/25/28 | 47,890,000.00 | 48,089,888.07 | |||
| CGB 1.49% 12/25/31 | 30,690,000.00 | 30,589,930.95 | |||
| CGB 1.54% 01/25/31 | 51,000,000.00 | 51,095,706.60 | |||
| CGB 1.55% 07/25/30 | 24,180,000.00 | 24,278,279.61 | |||
| CGB 1.61% 02/15/35 | 41,300,000.00 | 40,884,887.50 | |||
| CGB 1.62% 08/15/27 | 38,050,000.00 | 38,239,599.34 | |||
| CGB 1.63% 10/25/30 | 35,050,000.00 | 35,266,293.55 | |||
| CGB 1.65% 05/15/35 | 77,200,000.00 | 76,676,228.10 | |||
| CGB 1.66% 12/25/32 | 32,750,000.00 | 32,807,322.31 | |||
| CGB 1.67% 05/25/35 | 23,800,000.00 | 23,677,972.40 | |||
| CGB 1.74% 10/15/29 | 36,760,000.00 | 37,203,259.43 | |||
| CGB 1.78% 09/15/32 | 47,630,000.00 | 48,151,939.06 | |||
| CGB 1.78% 11/15/35 | 42,400,000.00 | 42,375,315.99 | |||
| CGB 1.79% 03/25/32 | 22,590,000.00 | 22,883,317.59 | |||
| CGB 1.83% 08/25/35 | 46,040,000.00 | 46,252,258.21 | |||
| CGB 1.85% 05/15/27 | 17,700,000.00 | 17,816,078.37 | |||
| CGB 1.87% 09/15/31 | 27,620,000.00 | 28,119,449.69 | |||
| CGB 1.91% 07/15/29 | 61,730,000.00 | 62,818,108.53 | |||
| CGB 1.92% 01/15/55 | 15,420,000.00 | 14,174,411.72 | |||
| CGB 2.04% 11/25/34 | 25,000,000.00 | 25,650,895.00 | |||
| CGB 2.05% 04/15/29 | 36,880,000.00 | 37,671,223.52 | |||
| CGB 2.11% 08/25/34 | 38,200,000.00 | 39,435,418.56 | |||
| CGB 2.12% 06/25/31 | 50,710,000.00 | 52,274,297.00 | |||
| CGB 2.27% 05/25/34 | 38,000,000.00 | 39,679,060.40 | |||
| CGB 2.28% 03/25/31 | 21,380,000.00 | 22,197,598.99 | |||
| CGB 2.35% 02/25/34 | 36,110,000.00 | 37,917,103.28 | |||
| CGB 2.37% 01/15/29 | 39,430,000.00 | 40,587,763.37 | |||
| CGB 2.38% 01/15/56 | 8,360,000.00 | 8,587,774.88 | |||
| CGB 2.4% 07/15/28 | 38,310,000.00 | 39,275,350.70 | |||
| CGB 2.44% 10/15/27 | 39,500,000.00 | 40,159,819.85 | |||
| CGB 2.48% 04/15/27 | 26,800,000.00 | 27,169,813.20 | |||
| CGB 2.48% 09/25/28 | 26,500,000.00 | 27,271,189.75 | |||
| CGB 2.5% 07/25/27 | 26,760,000.00 | 27,156,489.54 | |||
| CGB 2.52% 08/25/33 | 37,520,000.00 | 39,853,199.96 | |||
| CGB 2.54% 12/25/30 | 30,500,000.00 | 32,004,403.35 | |||
| CGB 2.55% 10/15/28 | 22,250,000.00 | 22,947,804.50 | |||
| CGB 2.6% 09/01/32 | 27,890,000.00 | 29,647,979.21 | |||
| CGB 2.6% 09/15/30 | 30,500,000.00 | 32,011,686.75 | |||
| CGB 2.62% 04/15/28 | 34,000,000.00 | 34,944,006.60 | |||
| CGB 2.62% 06/25/30 | 44,530,000.00 | 46,707,036.07 | |||
| CGB 2.62% 09/25/29 | 27,940,000.00 | 29,140,752.23 | |||
| CGB 2.64% 01/15/28 | 38,220,000.00 | 39,174,785.28 | |||
| CGB 2.67% 05/25/33 | 25,280,000.00 | 27,088,784.00 | |||
| CGB 2.67% 11/25/33 | 23,400,000.00 | 25,153,298.82 | |||
| CGB 2.68% 05/21/30 | 30,700,000.00 | 32,196,155.29 | |||
| CGB 2.69% 08/15/32 | 39,420,000.00 | 41,928,129.03 | |||
| CGB 2.75% 02/17/32 | 39,430,000.00 | 42,195,572.88 | |||
| CGB 2.75% 06/15/29 | 28,340,000.00 | 29,608,597.59 | |||
| CGB 2.76% 05/15/32 | 18,450,000.00 | 19,765,579.09 | |||
| CGB 2.79% 12/15/29 | 30,300,000.00 | 31,876,227.21 | |||
| CGB 2.8% 03/24/29 | 23,080,000.00 | 24,087,952.06 | |||
| CGB 2.8% 03/25/30 | 39,490,000.00 | 41,728,455.10 | |||
| CGB 2.8% 11/15/32 | 24,600,000.00 | 26,512,790.22 | |||
| CGB 2.85% 06/04/27 | 31,030,000.00 | 31,659,530.43 | |||
| CGB 2.88% 02/25/33 | 11,300,000.00 | 12,278,043.25 | |||
| CGB 2.89% 11/18/31 | 24,210,000.00 | 26,080,079.66 | |||
| CGB 2.91% 10/14/28 | 24,320,000.00 | 25,332,648.32 | |||
| CGB 3.01% 05/13/28 | 62,590,000.00 | 65,010,305.22 | |||
| CGB 3.02% 05/27/31 | 14,560,000.00 | 15,749,230.22 | |||
| CGB 3.12% 10/25/52 | 12,970,000.00 | 15,070,051.81 | |||
| CGB 3.19% 04/15/53 | 20,310,000.00 | 23,919,078.87 | |||
| CGB 3.27% 11/19/30 | 34,450,000.00 | 37,542,607.50 | |||
| CGB 3.28% 12/03/27 | 27,290,000.00 | 28,295,213.50 | |||
| CGB 3.29% 05/23/29 | 9,100,000.00 | 9,698,683.54 | |||
| CGB 3.32% 04/15/52 | 15,490,000.00 | 18,535,769.26 | |||
| CGB 3.39% 03/16/50 | 27,760,000.00 | 33,267,364.69 | |||
| CGB 3.53% 10/18/51 | 13,950,000.00 | 17,262,646.51 | |||
| CGB 3.72% 04/12/51 | 15,140,000.00 | 19,203,744.05 | |||
| CGB 3.81% 09/14/50 | 26,020,000.00 | 33,265,081.65 | |||
| CGB 3.86% 07/22/49 | 22,630,000.00 | 28,975,117.07 | |||
| CGB 3% 10/15/53 | 18,270,000.00 | 20,962,910.30 | |||
| CGB 4.08% 10/22/48 | 20,270,000.00 | 26,701,620.32 | |||
| オフショア人民元 小計 | 2,514,030,000.00 | 2,619,184,927.81 | |||
| (61,045,866,949) | |||||
| 合計 | 494,609,297,543 | ||||
| (494,609,297,543) | |||||
| 有価証券明細表注記 |
| 1.通貨ごとの小計の欄における( )内は、邦貨換算額であります。 |
| 2.合計金額欄の記載は、邦貨額であります。( )内は、外貨建有価証券に係るもので、内書であります。 |
| 3.通貨の表示は、外貨についてはその通貨の単位、邦貨については円単位で表示しております。 |
| 4.外貨建有価証券の通貨別内訳 |
| 通貨 | 銘柄数 | 組入債券 時価比率 | 合計金額に 対する比率 | |
| アメリカドル | 国債証券 | 212銘柄 | 100.0% | 45.5% |
| カナダドル | 国債証券 | 38銘柄 | 100.0% | 2.1% |
| メキシコペソ | 国債証券 | 16銘柄 | 100.0% | 0.9% |
| ユーロ | 国債証券 | 405銘柄 | 100.0% | 29.1% |
| イギリスポンド | 国債証券 | 63銘柄 | 100.0% | 5.6% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.2% |
| ノルウェークローネ | 国債証券 | 11銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 7銘柄 | 100.0% | 0.2% |
| ポーランドズロチ | 国債証券 | 16銘柄 | 100.0% | 0.7% |
| オーストラリアドル | 国債証券 | 28銘柄 | 100.0% | 1.3% |
| ニュージーランドドル | 国債証券 | 14銘柄 | 100.0% | 0.3% |
| 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 | 26銘柄 | 100.0% | 0.5% |
| 韓国ウォン | 国債証券 | 36銘柄 | 100.0% | 0.3% |
| 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 | 81銘柄 | 100.0% | 12.3% |
| (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。
