有価証券報告書(内国投資信託受益証券)-第19期(2023/10/21-2024/04/22)
外国債券インデックス マザーファンド
貸借対照表
注記表
(有価証券に関する注記)
(デリバティブ取引に関する注記)
附属明細表
該当事項はありません。
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
貸借対照表
| 2024年 4月22日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 570,133,109 |
| コール・ローン | 3,066,645,832 |
| 国債証券 | 328,063,611,857 |
| 派生商品評価勘定 | 24,758,247 |
| 未収利息 | 2,802,596,496 |
| 前払金 | 38,714,066 |
| 前払費用 | 255,476,123 |
| 差入委託証拠金 | 199,395,602 |
| 流動資産合計 | 335,021,331,332 |
| 資産合計 | 335,021,331,332 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 38,820,623 |
| 未払解約金 | 60,681,572 |
| 流動負債合計 | 99,502,195 |
| 負債合計 | 99,502,195 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 94,484,093,956 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 240,437,735,181 |
| 元本等合計 | 334,921,829,137 |
| 純資産合計 | 334,921,829,137 |
| 負債純資産合計 | 335,021,331,332 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2024年 4月22日現在 | |
| 1.有価証券の評価基準及び評価方法 | 国債証券 |
| 移動平均法(買付約定後、最初の利払日までは個別法)に基づき、時価で評価しております。 時価評価にあたっては、金融商品取引業者等の提示する価額、価格情報会社の提供する価額又は業界団体が発表する売買参考統計値等で評価しております。 | |
| 2.デリバティブの評価基準及び評価方法 | (1)先物取引 |
| 債券先物取引 個別法に基づき、時価で評価しております。 時価評価にあたっては、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場によっております。 | |
| (2)為替予約取引 | |
| 個別法に基づき、わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって計算しております。 当ファンドにおける派生商品評価勘定は、当該先物取引及び為替予約取引に係るものであります。 | |
| 3.外貨建資産・負債の本邦通貨への換算基準 | 投資信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算日又は計算日に知りうる直近の日の対顧客電信売買相場の仲値によって計算しております。 なお、外貨建資産等については、「投資信託財産の計算に関する規則(平成12年総理府令第133号)」第60条の規定に基づき、通貨の種類ごとに勘定を設けて、邦貨建資産等と区分する方法を採用しております。従って、外貨の売買については、同規則第61条の規定により処理し、為替差損益を算定しております。 |
| 4.収益及び費用の計上基準 | (1)派生商品取引等損益 |
| 約定日基準で計上しております。 | |
| (2)為替予約取引による為替差損益 | |
| 約定日基準で計上しております。 | |
| (貸借対照表に関する注記) |
| 2024年 4月22日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 94,484,093,956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 | 3.5447円 |
| (1万口当たり純資産額) | (35,447円) | ||
| (金融商品に関する注記) |
| 1.金融商品の状況に関する事項 |
| 2024年 4月22日現在 | |
| 1.金融商品に対する取組方針 | 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。 |
| 2.金融商品の内容及びそのリスク | 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 これらは、価格変動リスク、金利変動リスク、為替変動リスク等の市場リスク、信用リスク、流動性リスク等に晒されております。 また、当ファンドは、投資信託財産に属する資産の価格変動リスクを回避するため、並びに投資対象資産を保有した場合と同様の損益を実現するため、債券先物取引及び為替予約取引を行っております。債券先物取引に係る主要なリスクは、債券価格の変動による価格変動リスクであります。為替予約取引に係る主要なリスクは、為替相場の変動による価格変動リスク及び取引相手の信用状況の変動により損失が発生する信用リスクであります。 |
| 3.金融商品に係るリスク管理体制 | 運用部門から独立した運用監理部が、運用に関するリスク管理(流動性リスク管理等を含む)と法令等遵守状況のモニタリングを担当し、毎月開催される運用・リスク委員会等に報告します。 |
| 2.金融商品の時価等に関する事項 |
| 2024年 4月22日現在 | |
| 1.貸借対照表計上額、時価及びその差額 | 貸借対照表上の金融商品は原則として時価で評価しているため、貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 | (1)有価証券 |
| 売買目的有価証券 | |
| 「(重要な会計方針に係る事項に関する注記)」に記載しております。 | |
| (2)デリバティブ取引 | |
| 「(デリバティブ取引に関する注記)」に記載しております。 | |
| (3)コール・ローン等の金銭債権及び金銭債務 | |
| 短期間で決済されるため、時価は帳簿価額と近似していることから、当該帳簿価額によっております。 | |
| 3.金融商品の時価等に関する事項についての補足説明 | 金融商品の時価の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額又は契約上の想定元本であり、当該金額自体がデリバティブ取引のリスクの大きさを示すものではありません。 |
| (関連当事者との取引に関する注記) |
| 該当事項はありません。 |
| (重要な後発事象に関する注記) |
| 該当事項はありません。 |
| (その他の注記) 元本の移動 |
| 区分 | 2024年 4月22日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2023年10月21日 |
| 期首元本額 | 88,613,779,823円 |
| 期中追加設定元本額 | 9,179,458,610円 |
| 期中一部解約元本額 | 3,309,144,477円 |
| 期末元本額 | 94,484,093,956円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,101,270,052円 |
| グローバル・インカム&プラス(毎月決算型) | 491,727,378円 |
| 財産四分法ファンド(毎月決算型) | 309,732,561円 |
| SBI資産設計オープン(資産成長型) | 2,365,111,217円 |
| SBI資産設計オープン(分配型) | 9,189,143円 |
| SMT グローバル債券インデックス・オープン | 8,743,114,680円 |
| 世界経済インデックスファンド | 21,848,603,777円 |
| DCマイセレクション25 | 1,895,896,877円 |
| DCマイセレクション50 | 1,814,284,509円 |
| DCマイセレクション75 | 1,451,394,643円 |
| DC外国債券インデックス・オープン | 2,246,600,145円 |
| DCマイセレクションS25 | 1,116,579,746円 |
| DCマイセレクションS50 | 983,643,873円 |
| DCマイセレクションS75 | 565,040,575円 |
| DCターゲット・イヤー ファンド2025 | 11,238,611円 |
| DCターゲット・イヤー ファンド2035 | 101,100,012円 |
| DCターゲット・イヤー ファンド2045 | 55,981,038円 |
| DC世界経済インデックスファンド | 14,419,796,494円 |
| 外国債券インデックス・オープン(SMA専用) | 758,636,583円 |
| マイセレクション50VA1(適格機関投資家専用) | 1,044,653円 |
| マイセレクション75VA1(適格機関投資家専用) | 997,055円 |
| 外国債券インデックス・オープンVA1(適格機関投資家専用) | 13,654,071円 |
| バランス30VA1(適格機関投資家専用) | 23,130,124円 |
| バランス50VA1(適格機関投資家専用) | 47,888,494円 |
| バランス25VA2(適格機関投資家専用) | 52,821,859円 |
| バランス50VA2(適格機関投資家専用) | 51,321,780円 |
| バランスA(25)VA1(適格機関投資家専用) | 752,831,605円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 357,798,192円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,503,958,975円 |
| 世界バランスVA1(適格機関投資家専用) | 52,380,051円 |
| 世界バランスVA2(適格機関投資家専用) | 27,305,183円 |
| バランスD(35)VA1(適格機関投資家専用) | 335,937,407円 |
| バランスE(25)VA1(適格機関投資家専用) | 128,336,498円 |
| バランスF(25)VA1(適格機関投資家専用) | 165,869,012円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 633,617,682円 |
| グローバル債券ファンド・シリーズ1(適格機関投資家専用) | 1,483,780,621円 |
| グローバル・バランスファンド・シリーズ1 | 624,198,319円 |
| 外国債券ファンド・シリーズ1 | 764,169,682円 |
| 分散投資コア戦略ファンドA | 845,594,890円 |
| 分散投資コア戦略ファンドS | 1,606,006,912円 |
| DC世界経済インデックスファンド(株式シフト型) | 771,225,714円 |
| DC世界経済インデックスファンド(債券シフト型) | 4,489,463,838円 |
| 世界経済インデックスファンド(株式シフト型) | 219,389,061円 |
| 世界経済インデックスファンド(債券シフト型) | 102,385,876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) | 1,273,954,841円 |
| SMT インデックスバランス・オープン | 170,004,646円 |
| SMT 世界経済インデックス・オープン | 418,546,417円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 608,739,142円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 922,326,985円 |
| SMT 8資産インデックスバランス・オープン | 8,110,129円 |
| グローバル経済コア | 1,080,153,768円 |
| SBI資産設計オープン(つみたてNISA対応型) | 22,556,420円 |
| DCターゲット・イヤー ファンド2055 | 2,861,917円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 63,559,081円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 86,332,374円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 43,789,961円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 57,361,341円 |
| My SMT グローバル債券インデックス(ノーロード) | 677,211,540円 |
| 10資産分散投資ファンド | 35,846,396円 |
| グローバル10資産バランスファンド | 22,582,559円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2035 | 22,068円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2040 | 22,068円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2045 | 22,068円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2050 | 22,068円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2055 | 22,068円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2060 | 22,068円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2065 | 22,068円 |
| FOFs用 外国債券インデックス・ファンドP(適格機関投資家専用) | 13,096,868,365円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 278,201,713円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 143,005,107円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 127,877,310円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2024年 4月22日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | △1,768,551,637 |
| 合計 | △1,768,551,637 |
| (注)当計算期間の損益に含まれた評価差額は、「外国債券インデックス マザーファンド」の期首日から本報告書における開示対象ファンドの期末日までの期間に対応する金額であります。 |
(デリバティブ取引に関する注記)
| 債券関連 |
| (2024年 4月22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 | 2,408,641,362 | - | 2,369,927,296 | △38,714,066 | |
| 合計 | 2,408,641,362 | - | 2,369,927,296 | △38,714,066 | |
| (注)1.時価の算定方法 |
| 債券先物取引の時価については、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場で評価しております。 |
| 2.債券先物取引の残高は、契約金額ベースで表示しております。 |
| 3.計算日又は計算日に知りうる直近の日のわが国の対顧客電信売買相場の仲値により邦貨換算しております。 |
| 4.契約額等には手数料相当額を含んでおりません。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
| 通貨関連 |
| (2024年 4月22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 | 2,774,914,409 | - | 2,799,566,099 | 24,651,690 | |
| アメリカドル | 1,365,200,871 | - | 1,377,291,760 | 12,090,889 | |
| カナダドル | 106,615,030 | - | 107,802,240 | 1,187,210 | |
| ユーロ | 876,737,654 | - | 885,192,920 | 8,455,266 | |
| イギリスポンド | 148,528,748 | - | 148,884,840 | 356,092 | |
| オフショア人民元 | 277,832,106 | - | 280,394,339 | 2,562,233 | |
| 合計 | 2,774,914,409 | - | 2,799,566,099 | 24,651,690 | |
| (注)時価の算定方法 |
| わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって、以下のように評価しております。 |
| ①計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されている場合は、当該為替予約は当該仲値によって評価しております。 |
| ②計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されていない場合は、発表されている先物相場のうち当該日に最も近い前後二つの先物相場の仲値をもとに計算したレートを用いております。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
附属明細表
| 第1 有価証券明細表 (1)株式 |
該当事項はありません。
| (2)株式以外の有価証券 |
| 種類 | 通貨 | 銘 柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | アメリカドル | T 0.25% 05/31/25 | 3,900,000.00 | 3,696,011.70 | |
| T 0.25% 06/30/25 | 3,800,000.00 | 3,587,808.60 | |||
| T 0.25% 07/31/25 | 7,640,000.00 | 7,186,076.57 | |||
| T 0.25% 08/31/25 | 5,250,000.00 | 4,918,388.68 | |||
| T 0.25% 09/30/25 | 3,000,000.00 | 2,800,429.68 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,348,000.00 | |||
| T 0.375% 01/31/26 | 8,000,000.00 | 7,372,968.72 | |||
| T 0.375% 04/30/25 | 8,000,000.00 | 7,621,941.76 | |||
| T 0.375% 07/31/27 | 5,500,000.00 | 4,772,109.37 | |||
| T 0.375% 09/30/27 | 6,580,000.00 | 5,670,366.38 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,785,078.14 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,700,703.12 | |||
| T 0.5% 02/28/26 | 4,500,000.00 | 4,144,482.40 | |||
| T 0.5% 03/31/25 | 7,220,000.00 | 6,913,959.93 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,587,027.74 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,069,541.02 | |||
| T 0.5% 06/30/27 | 6,960,000.00 | 6,085,106.28 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,046,918.75 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 6,470,214.82 | |||
| T 0.625% 03/31/27 | 7,500,000.00 | 6,648,925.80 | |||
| T 0.625% 05/15/30 | 9,100,000.00 | 7,183,490.22 | |||
| T 0.625% 07/31/26 | 8,000,000.00 | 7,269,687.52 | |||
| T 0.625% 08/15/30 | 11,950,000.00 | 9,345,273.43 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,160,498.05 | |||
| T 0.625% 12/31/27 | 9,600,000.00 | 8,271,749.95 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,336,064.48 | |||
| T 0.75% 03/31/26 | 6,000,000.00 | 5,536,992.18 | |||
| T 0.75% 04/30/26 | 9,500,000.00 | 8,737,959.02 | |||
| T 0.75% 05/31/26 | 4,000,000.00 | 3,667,734.36 | |||
| T 0.75% 08/31/26 | 1,830,000.00 | 1,662,369.14 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,335,937.52 | |||
| T 0.875% 09/30/26 | 2,900,000.00 | 2,636,054.70 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 8,808,717.75 | |||
| T 1.125% 02/15/31 | 4,080,000.00 | 3,261,768.72 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 6,988,124.96 | |||
| T 1.125% 05/15/40 | 1,710,000.00 | 1,014,009.95 | |||
| T 1.125% 08/15/40 | 5,200,000.00 | 3,053,273.44 | |||
| T 1.125% 08/31/28 | 7,410,000.00 | 6,373,902.52 | |||
| T 1.25% 03/31/28 | 8,480,000.00 | 7,426,128.15 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 6,987,968.72 | |||
| T 1.25% 05/15/50 | 5,550,000.00 | 2,653,593.75 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,228,554.68 | |||
| T 1.25% 06/30/28 | 9,000,000.00 | 7,824,375.00 | |||
| T 1.25% 08/15/31 | 9,230,000.00 | 7,315,856.66 | |||
| T 1.25% 09/30/28 | 9,500,000.00 | 8,198,388.66 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,387,500.00 | |||
| T 1.25% 12/31/26 | 7,130,000.00 | 6,491,363.68 | |||
| T 1.375% 08/15/50 | 5,700,000.00 | 2,815,933.60 | |||
| T 1.375% 10/31/28 | 3,520,000.00 | 3,048,100.00 | |||
| T 1.375% 11/15/31 | 12,580,000.00 | 9,991,271.87 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 3,662,812.50 | |||
| T 1.375% 12/31/28 | 8,680,000.00 | 7,480,057.77 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,484,609.36 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,441,371.06 | |||
| T 1.5% 08/15/26 | 7,500,000.00 | 6,944,531.25 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 6,518,408.17 | |||
| T 1.625% 02/15/26 | 5,600,000.00 | 5,272,968.73 | |||
| T 1.625% 05/15/26 | 10,770,000.00 | 10,073,315.62 | |||
| T 1.625% 05/15/31 | 5,960,000.00 | 4,893,835.14 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 5,804,472.69 | |||
| T 1.625% 10/31/26 | 2,800,000.00 | 2,586,500.00 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 3,651,070.27 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,405,535.56 | |||
| T 1.75% 01/31/29 | 6,000,000.00 | 5,253,164.04 | |||
| T 1.75% 08/15/41 | 4,680,000.00 | 2,994,651.55 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,585,859.36 | |||
| T 1.875% 02/15/32 | 11,720,000.00 | 9,621,158.60 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 5,231,281.25 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 3,726,937.50 | |||
| T 1.875% 02/28/27 | 6,500,000.00 | 5,992,441.39 | |||
| T 1.875% 02/28/29 | 8,470,000.00 | 7,448,637.08 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 4,854,271.87 | |||
| T 1.875% 11/15/51 | 3,300,000.00 | 1,851,351.54 | |||
| T 1% 07/31/28 | 7,000,000.00 | 6,003,183.62 | |||
| T 2.125% 05/15/25 | 4,230,000.00 | 4,098,147.55 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,398,343.76 | |||
| T 2.25% 02/15/27 | 5,550,000.00 | 5,177,326.15 | |||
| T 2.25% 02/15/52 | 4,300,000.00 | 2,651,386.70 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 7,127,636.70 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 4,532,850.79 | |||
| T 2.25% 08/15/27 | 7,530,000.00 | 6,949,072.24 | |||
| T 2.25% 08/15/46 | 1,640,000.00 | 1,061,387.50 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 3,454,042.95 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,214,890.63 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,023,208.03 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 3,885,556.62 | |||
| T 2.375% 03/31/29 | 4,900,000.00 | 4,405,980.48 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,471,828.11 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 10,886,312.50 | |||
| T 2.375% 05/15/29 | 6,010,000.00 | 5,393,270.68 | |||
| T 2.375% 05/15/51 | 8,150,000.00 | 5,198,967.80 | |||
| T 2.375% 11/15/49 | 4,100,000.00 | 2,645,781.25 | |||
| T 2.5% 02/15/45 | 2,810,000.00 | 1,946,364.06 | |||
| T 2.5% 02/15/46 | 2,450,000.00 | 1,677,962.88 | |||
| T 2.5% 03/31/27 | 7,100,000.00 | 6,656,527.32 | |||
| T 2.5% 05/15/46 | 1,450,000.00 | 990,191.39 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 4,500,018.37 | |||
| T 2.625% 02/15/29 | 7,740,000.00 | 7,058,668.38 | |||
| T 2.625% 03/31/25 | 7,250,000.00 | 7,081,675.15 | |||
| T 2.625% 05/31/27 | 2,400,000.00 | 2,250,000.00 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 5,593,792.95 | |||
| T 2.75% 02/15/28 | 6,550,000.00 | 6,096,233.42 | |||
| T 2.75% 04/30/27 | 5,450,000.00 | 5,136,625.00 | |||
| T 2.75% 05/31/29 | 5,700,000.00 | 5,206,482.42 | |||
| T 2.75% 06/30/25 | 5,500,000.00 | 5,349,609.37 | |||
| T 2.75% 08/15/32 | 12,900,000.00 | 11,238,873.06 | |||
| T 2.75% 08/15/42 | 7,100,000.00 | 5,298,513.66 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 2,868,618.15 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 6,686,800.76 | |||
| T 2.75% 11/15/42 | 6,020,000.00 | 4,475,964.03 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,155,849.61 | |||
| T 2.875% 04/30/25 | 4,000,000.00 | 3,909,372.96 | |||
| T 2.875% 04/30/29 | 3,300,000.00 | 3,036,128.89 | |||
| T 2.875% 05/15/28 | 10,060,000.00 | 9,377,216.83 | |||
| T 2.875% 05/15/32 | 10,100,000.00 | 8,915,617.23 | |||
| T 2.875% 05/15/43 | 5,050,000.00 | 3,811,960.93 | |||
| T 2.875% 05/15/49 | 6,080,000.00 | 4,369,525.03 | |||
| T 2.875% 05/15/52 | 10,800,000.00 | 7,681,078.15 | |||
| T 2.875% 05/31/25 | 3,820,000.00 | 3,726,738.29 | |||
| T 2.875% 07/31/25 | 5,460,000.00 | 5,309,743.36 | |||
| T 2.875% 08/15/28 | 8,220,000.00 | 7,636,733.21 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 1,697,283.20 | |||
| T 2.875% 11/15/46 | 940,000.00 | 686,273.43 | |||
| T 2.875% 11/30/25 | 9,000,000.00 | 8,698,710.96 | |||
| T 2% 02/15/50 | 2,750,000.00 | 1,619,814.46 | |||
| T 2% 08/15/25 | 3,450,000.00 | 3,314,830.06 | |||
| T 2% 08/15/51 | 7,850,000.00 | 4,559,132.81 | |||
| T 2% 11/15/26 | 3,220,000.00 | 3,000,134.37 | |||
| T 2% 11/15/41 | 6,200,000.00 | 4,126,632.82 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 836,431.63 | |||
| T 3.125% 02/15/43 | 3,800,000.00 | 2,991,757.82 | |||
| T 3.125% 05/15/48 | 4,780,000.00 | 3,618,422.66 | |||
| T 3.125% 08/15/25 | 10,200,000.00 | 9,944,203.17 | |||
| T 3.125% 08/15/44 | 1,840,000.00 | 1,430,312.50 | |||
| T 3.125% 08/31/27 | 6,150,000.00 | 5,836,734.37 | |||
| T 3.125% 08/31/29 | 7,150,000.00 | 6,631,625.00 | |||
| T 3.125% 11/15/28 | 8,400,000.00 | 7,861,546.89 | |||
| T 3.25% 05/15/42 | 4,150,000.00 | 3,358,744.15 | |||
| T 3.25% 06/30/29 | 3,000,000.00 | 2,804,882.82 | |||
| T 3.375% 05/15/33 | 13,630,000.00 | 12,379,607.23 | |||
| T 3.375% 05/15/44 | 3,010,000.00 | 2,439,746.10 | |||
| T 3.375% 08/15/42 | 2,300,000.00 | 1,890,941.41 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 4,193,210.96 | |||
| T 3.5% 01/31/30 | 4,000,000.00 | 3,766,406.24 | |||
| T 3.5% 02/15/33 | 11,200,000.00 | 10,294,156.20 | |||
| T 3.5% 02/15/39 | 770,000.00 | 675,013.27 | |||
| T 3.5% 04/30/30 | 3,500,000.00 | 3,288,837.89 | |||
| T 3.5% 09/15/25 | 2,900,000.00 | 2,837,808.60 | |||
| T 3.625% 02/15/44 | 4,890,000.00 | 4,123,931.80 | |||
| T 3.625% 02/15/53 | 9,550,000.00 | 7,892,739.21 | |||
| T 3.625% 05/15/53 | 2,300,000.00 | 1,901,947.25 | |||
| T 3.625% 08/15/43 | 4,700,000.00 | 3,976,181.62 | |||
| T 3.75% 04/15/26 | 6,570,000.00 | 6,420,635.12 | |||
| T 3.75% 06/30/30 | 3,000,000.00 | 2,854,511.73 | |||
| T 3.75% 11/15/43 | 4,730,000.00 | 4,069,647.63 | |||
| T 3.875% 01/15/26 | 6,500,000.00 | 6,375,332.01 | |||
| T 3.875% 02/15/43 | 2,500,000.00 | 2,201,171.87 | |||
| T 3.875% 08/15/33 | 8,170,000.00 | 7,709,799.25 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,304,886.72 | |||
| T 3.875% 09/30/29 | 3,540,000.00 | 3,405,936.34 | |||
| T 3.875% 11/30/29 | 8,130,000.00 | 7,816,550.37 | |||
| T 3% 02/15/47 | 6,600,000.00 | 4,920,738.30 | |||
| T 3% 02/15/48 | 1,000,000.00 | 740,429.69 | |||
| T 3% 02/15/49 | 1,000,000.00 | 737,226.56 | |||
| T 3% 05/15/42 | 2,450,000.00 | 1,908,224.61 | |||
| T 3% 05/15/45 | 700,000.00 | 529,210.93 | |||
| T 3% 05/15/47 | 3,210,000.00 | 2,388,879.49 | |||
| T 3% 07/15/25 | 11,150,000.00 | 10,869,943.33 | |||
| T 3% 08/15/48 | 3,250,000.00 | 2,400,302.74 | |||
| T 3% 08/15/52 | 5,200,000.00 | 3,796,000.00 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,079,085.94 | |||
| T 3% 10/31/25 | 5,000,000.00 | 4,848,437.50 | |||
| T 3% 11/15/44 | 2,800,000.00 | 2,126,359.36 | |||
| T 3% 11/15/45 | 2,300,000.00 | 1,732,097.66 | |||
| T 4.125% 08/15/53 | 4,300,000.00 | 3,894,859.37 | |||
| T 4.125% 08/31/30 | 9,200,000.00 | 8,931,906.29 | |||
| T 4.125% 10/31/27 | 3,100,000.00 | 3,034,548.83 | |||
| T 4.125% 11/15/32 | 14,000,000.00 | 13,504,257.76 | |||
| T 4.25% 02/15/54 | 3,250,000.00 | 3,012,089.85 | |||
| T 4.25% 05/15/39 | 900,000.00 | 857,355.47 | |||
| T 4.25% 10/15/25 | 6,900,000.00 | 6,818,197.25 | |||
| T 4.25% 11/15/40 | 740,000.00 | 696,293.75 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 976,699.22 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 1,822,478.51 | |||
| T 4.375% 05/15/41 | 650,000.00 | 618,947.26 | |||
| T 4.375% 08/15/26 | 6,000,000.00 | 5,928,984.36 | |||
| T 4.375% 08/31/28 | 14,150,000.00 | 13,964,557.59 | |||
| T 4.375% 11/15/39 | 960,000.00 | 924,074.99 | |||
| T 4.375% 11/30/30 | 4,500,000.00 | 4,428,720.72 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,091,447.65 | |||
| T 4.5% 05/15/38 | 550,000.00 | 542,899.41 | |||
| T 4.5% 07/15/26 | 10,000,000.00 | 9,909,765.60 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,662,746.09 | |||
| T 4.5% 11/15/33 | 4,770,000.00 | 4,725,653.87 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,364,771.47 | |||
| T 4.625% 10/15/26 | 9,520,000.00 | 9,463,103.14 | |||
| T 4.75% 02/15/41 | 750,000.00 | 749,091.79 | |||
| T 4.75% 11/15/53 | 1,380,000.00 | 1,389,056.25 | |||
| T 4.875% 10/31/30 | 2,500,000.00 | 2,530,566.40 | |||
| T 4% 01/15/27 | 3,200,000.00 | 3,130,687.48 | |||
| T 4% 02/15/26 | 6,500,000.00 | 6,387,138.68 | |||
| T 4% 02/28/30 | 6,200,000.00 | 5,990,750.00 | |||
| T 4% 07/31/30 | 3,980,000.00 | 3,838,445.68 | |||
| T 4% 10/31/29 | 6,550,000.00 | 6,339,171.87 | |||
| T 4% 11/15/52 | 7,400,000.00 | 6,557,238.27 | |||
| T 5.0% 05/15/37 | 400,000.00 | 417,328.12 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,329,199.22 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,043,805.66 | |||
| T 5% 08/31/25 | 4,250,000.00 | 4,242,695.31 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 1,732,937.50 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,514,683.60 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,136,460.93 | |||
| アメリカドル 小計 | 1,146,220,000.00 | 998,257,026.62 | |||
| (154,530,187,720) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 2,280,000.00 | 2,119,496.59 | ||
| CAN 0.5% 09/01/25 | 3,010,000.00 | 2,854,911.76 | |||
| CAN 0.5% 12/01/30 | 2,320,000.00 | 1,888,863.67 | |||
| CAN 1.25% 03/01/27 | 1,880,000.00 | 1,741,855.43 | |||
| CAN 1.25% 06/01/30 | 3,620,000.00 | 3,138,491.41 | |||
| CAN 1.5% 04/01/25 | 1,460,000.00 | 1,417,940.59 | |||
| CAN 1.5% 06/01/26 | 910,000.00 | 861,427.46 | |||
| CAN 1.5% 06/01/31 | 3,770,000.00 | 3,253,627.77 | |||
| CAN 1.5% 12/01/31 | 3,620,000.00 | 3,091,723.69 | |||
| CAN 1.75% 12/01/53 | 2,920,000.00 | 1,924,300.19 | |||
| CAN 1% 06/01/27 | 810,000.00 | 742,803.55 | |||
| CAN 1% 09/01/26 | 1,530,000.00 | 1,424,026.09 | |||
| CAN 2.25% 06/01/25 | 1,280,000.00 | 1,248,479.51 | |||
| CAN 2.25% 06/01/29 | 240,000.00 | 224,387.52 | |||
| CAN 2.5% 12/01/32 | 2,300,000.00 | 2,094,091.21 | |||
| CAN 2.75% 06/01/33 | 1,200,000.00 | 1,110,488.40 | |||
| CAN 2.75% 09/01/27 | 1,600,000.00 | 1,542,612.01 | |||
| CAN 2.75% 12/01/48 | 1,050,000.00 | 895,057.98 | |||
| CAN 2.75% 12/01/55 | 1,280,000.00 | 1,069,915.86 | |||
| CAN 2.75% 12/01/64 | 620,000.00 | 509,934.27 | |||
| CAN 2% 06/01/28 | 410,000.00 | 382,867.35 | |||
| CAN 2% 06/01/32 | 1,520,000.00 | 1,338,155.84 | |||
| CAN 2% 12/01/51 | 3,650,000.00 | 2,600,962.07 | |||
| CAN 3.25% 09/01/28 | 2,070,000.00 | 2,024,883.93 | |||
| CAN 3.25% 12/01/33 | 1,310,000.00 | 1,259,762.60 | |||
| CAN 3.5% 03/01/28 | 1,160,000.00 | 1,146,100.74 | |||
| CAN 3.5% 08/01/25 | 640,000.00 | 631,518.90 | |||
| CAN 3.5% 12/01/45 | 960,000.00 | 933,256.87 | |||
| CAN 3% 04/01/26 | 1,340,000.00 | 1,309,169.50 | |||
| CAN 3% 06/01/34 | 1,200,000.00 | 1,126,779.40 | |||
| CAN 3% 10/01/25 | 3,290,000.00 | 3,222,045.14 | |||
| CAN 4.0% 06/01/41 | 740,000.00 | 766,855.19 | |||
| CAN 4.5% 02/01/26 | 300,000.00 | 300,780.14 | |||
| CAN 4.5% 11/01/25 | 1,330,000.00 | 1,330,596.31 | |||
| CAN 4% 03/01/29 | 2,400,000.00 | 2,423,898.59 | |||
| CAN 4% 05/01/26 | 1,030,000.00 | 1,025,307.10 | |||
| CAN 5.75% 06/01/29 | 1,490,000.00 | 1,632,487.94 | |||
| CAN 5.75% 06/01/33 | 1,620,000.00 | 1,870,841.99 | |||
| CAN 5% 06/01/37 | 630,000.00 | 712,346.89 | |||
| カナダドル 小計 | 64,790,000.00 | 59,193,051.45 | |||
| (6,669,281,106) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 8,603,266.50 | ||
| MBONO 5.5% 03/04/27 | 33,260,000.00 | 29,419,467.80 | |||
| MBONO 5.75% 03/05/26 | 46,850,000.00 | 43,033,690.82 | |||
| MBONO 7.5% 05/26/33 | 24,150,000.00 | 20,677,471.50 | |||
| MBONO 7.5% 06/03/27 | 31,510,000.00 | 29,260,816.20 | |||
| MBONO 7.75% 05/29/31 | 39,030,000.00 | 34,650,053.40 | |||
| MBONO 7.75% 11/13/42 | 29,910,000.00 | 24,238,166.70 | |||
| MBONO 7.75% 11/23/34 | 10,250,000.00 | 8,800,855.00 | |||
| MBONO 7% 09/03/26 | 7,460,000.00 | 6,927,878.20 | |||
| MBONO 8.5% 03/01/29 | 14,540,000.00 | 13,706,421.80 | |||
| MBONO 8.5% 05/31/29 | 30,830,000.00 | 29,014,113.00 | |||
| MBONO 8.5% 11/18/38 | 21,430,000.00 | 19,038,840.60 | |||
| MBONO 8% 07/31/53 | 21,820,000.00 | 17,778,936.00 | |||
| MBONO 8% 11/07/47 | 24,600,000.00 | 20,242,110.00 | |||
| メキシコペソ 小計 | 344,190,000.00 | 305,392,087.52 | |||
| (2,769,661,920) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,420,000.00 | 1,202,651.96 | ||
| BGB 0.35% 06/22/32 | 1,220,000.00 | 993,085.85 | |||
| BGB 0.4% 06/22/40 | 660,000.00 | 421,967.04 | |||
| BGB 0.65% 06/22/71 | 440,000.00 | 182,359.65 | |||
| BGB 0.8% 06/22/25 | 2,000,000.00 | 1,942,024.00 | |||
| BGB 0.8% 06/22/27 | 1,510,000.00 | 1,416,059.88 | |||
| BGB 0.8% 06/22/28 | 1,600,000.00 | 1,475,140.80 | |||
| BGB 0.9% 06/22/29 | 1,670,000.00 | 1,518,452.51 | |||
| BGB 0% 10/22/27 | 900,000.00 | 815,456.15 | |||
| BGB 0% 10/22/31 | 1,460,000.00 | 1,179,088.70 | |||
| BGB 1.25% 04/22/33 | 1,310,000.00 | 1,138,028.44 | |||
| BGB 1.4% 06/22/53 | 1,050,000.00 | 660,534.00 | |||
| BGB 1.45% 06/22/37 | 800,000.00 | 651,979.20 | |||
| BGB 1.6% 06/22/47 | 1,080,000.00 | 771,568.20 | |||
| BGB 1.7% 06/22/50 | 1,100,000.00 | 775,777.20 | |||
| BGB 1.9% 06/22/38 | 650,000.00 | 551,723.12 | |||
| BGB 1% 06/22/26 | 1,460,000.00 | 1,399,309.26 | |||
| BGB 1% 06/22/31 | 1,560,000.00 | 1,372,728.24 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 653,268.00 | |||
| BGB 2.25% 06/22/57 | 670,000.00 | 514,113.78 | |||
| BGB 2.75% 04/22/39 | 560,000.00 | 526,654.24 | |||
| BGB 2.85% 10/22/34 | 680,000.00 | 666,890.13 | |||
| BGB 3.3% 06/22/54 | 1,020,000.00 | 985,473.00 | |||
| BGB 3.45% 06/22/43 | 440,000.00 | 444,165.92 | |||
| BGB 3.5% 06/22/55 | 460,000.00 | 459,449.84 | |||
| BGB 3.75% 06/22/45 | 930,000.00 | 980,605.95 | |||
| BGB 3% 06/22/33 | 1,450,000.00 | 1,451,387.65 | |||
| BGB 3% 06/22/34 | 1,050,000.00 | 1,047,427.50 | |||
| BGB 4.25% 03/28/41 | 1,750,000.00 | 1,958,605.25 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,170,585.28 | |||
| BGB 4% 03/28/32 | 1,080,000.00 | 1,162,026.00 | |||
| BGB 5.5% 03/28/28 | 2,040,000.00 | 2,239,338.60 | |||
| BGB 5% 03/28/35 | 1,810,000.00 | 2,127,068.56 | |||
| BKO 2.8% 06/12/25 | 1,490,000.00 | 1,481,601.84 | |||
| BKO 3.1% 09/18/25 | 1,360,000.00 | 1,358,115.04 | |||
| BKO 3.1% 12/12/25 | 1,820,000.00 | 1,819,808.90 | |||
| BTPS 0.25% 03/15/28 | 1,680,000.00 | 1,490,677.44 | |||
| BTPS 0.45% 02/15/29 | 1,880,000.00 | 1,635,387.56 | |||
| BTPS 0.5% 02/01/26 | 1,910,000.00 | 1,814,299.45 | |||
| BTPS 0.5% 07/15/28 | 1,300,000.00 | 1,154,331.15 | |||
| BTPS 0.6% 08/01/31 | 3,160,000.00 | 2,557,893.60 | |||
| BTPS 0.85% 01/15/27 | 2,340,000.00 | 2,188,854.72 | |||
| BTPS 0.9% 04/01/31 | 2,920,000.00 | 2,442,848.64 | |||
| BTPS 0.95% 03/01/37 | 1,320,000.00 | 918,396.60 | |||
| BTPS 0.95% 06/01/32 | 2,320,000.00 | 1,882,109.28 | |||
| BTPS 0.95% 08/01/30 | 2,230,000.00 | 1,907,996.92 | |||
| BTPS 0.95% 09/15/27 | 1,490,000.00 | 1,376,649.74 | |||
| BTPS 0.95% 12/01/31 | 2,140,000.00 | 1,762,176.58 | |||
| BTPS 0% 04/01/26 | 2,240,000.00 | 2,097,659.20 | |||
| BTPS 0% 08/01/26 | 3,230,000.00 | 2,992,804.95 | |||
| BTPS 1.1% 04/01/27 | 2,350,000.00 | 2,202,459.95 | |||
| BTPS 1.2% 08/15/25 | 850,000.00 | 824,925.00 | |||
| BTPS 1.25% 12/01/26 | 1,670,000.00 | 1,583,662.67 | |||
| BTPS 1.35% 04/01/30 | 2,250,000.00 | 1,992,937.50 | |||
| BTPS 1.45% 03/01/36 | 1,180,000.00 | 901,121.16 | |||
| BTPS 1.45% 05/15/25 | 2,300,000.00 | 2,251,836.25 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 786,250.00 | |||
| BTPS 1.5% 06/01/25 | 2,410,000.00 | 2,357,796.99 | |||
| BTPS 1.6% 06/01/26 | 1,080,000.00 | 1,041,012.00 | |||
| BTPS 1.65% 03/01/32 | 1,910,000.00 | 1,652,020.12 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,254,758.00 | |||
| BTPS 1.7% 09/01/51 | 1,350,000.00 | 816,010.20 | |||
| BTPS 1.8% 03/01/41 | 960,000.00 | 685,248.00 | |||
| BTPS 1.85% 07/01/25 | 2,700,000.00 | 2,648,708.10 | |||
| BTPS 2.05% 08/01/27 | 2,320,000.00 | 2,227,464.48 | |||
| BTPS 2.1% 07/15/26 | 1,440,000.00 | 1,400,921.28 | |||
| BTPS 2.15% 03/01/72 | 690,000.00 | 420,592.60 | |||
| BTPS 2.15% 09/01/52 | 1,020,000.00 | 673,281.60 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,203,819.72 | |||
| BTPS 2.25% 09/01/36 | 1,650,000.00 | 1,371,656.55 | |||
| BTPS 2.45% 09/01/33 | 2,600,000.00 | 2,331,641.00 | |||
| BTPS 2.45% 09/01/50 | 1,380,000.00 | 991,957.80 | |||
| BTPS 2.5% 11/15/25 | 1,660,000.00 | 1,637,028.48 | |||
| BTPS 2.5% 12/01/32 | 2,520,000.00 | 2,297,083.32 | |||
| BTPS 2.65% 12/01/27 | 1,760,000.00 | 1,718,474.56 | |||
| BTPS 2.7% 03/01/47 | 1,110,000.00 | 863,950.74 | |||
| BTPS 2.8% 03/01/67 | 830,000.00 | 606,169.27 | |||
| BTPS 2.8% 06/15/29 | 2,610,000.00 | 2,531,131.02 | |||
| BTPS 2.8% 12/01/28 | 1,420,000.00 | 1,385,221.36 | |||
| BTPS 2.95% 02/15/27 | 330,000.00 | 326,191.14 | |||
| BTPS 2.95% 09/01/38 | 880,000.00 | 771,094.72 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,152,778.82 | |||
| BTPS 2% 12/01/25 | 3,220,000.00 | 3,148,878.82 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,245,340.00 | |||
| BTPS 3.25% 03/01/38 | 1,860,000.00 | 1,693,351.44 | |||
| BTPS 3.25% 09/01/46 | 2,270,000.00 | 1,948,341.00 | |||
| BTPS 3.35% 03/01/35 | 1,890,000.00 | 1,794,311.19 | |||
| BTPS 3.4% 04/01/28 | 2,000,000.00 | 2,001,210.40 | |||
| BTPS 3.45% 03/01/48 | 1,820,000.00 | 1,602,994.12 | |||
| BTPS 3.5% 01/15/26 | 910,000.00 | 910,642.46 | |||
| BTPS 3.5% 03/01/30 | 2,360,000.00 | 2,362,893.36 | |||
| BTPS 3.7% 06/15/30 | 630,000.00 | 635,138.91 | |||
| BTPS 3.8% 04/15/26 | 1,440,000.00 | 1,450,195.20 | |||
| BTPS 3.8% 08/01/28 | 1,760,000.00 | 1,787,322.24 | |||
| BTPS 3.85% 09/01/49 | 1,470,000.00 | 1,372,735.98 | |||
| BTPS 3.85% 09/15/26 | 860,000.00 | 868,966.36 | |||
| BTPS 3.85% 12/15/29 | 2,860,000.00 | 2,910,936.60 | |||
| BTPS 3% 08/01/29 | 1,150,000.00 | 1,125,783.30 | |||
| BTPS 4.15% 10/01/39 | 460,000.00 | 457,262.54 | |||
| BTPS 4.2% 03/01/34 | 1,920,000.00 | 1,973,329.92 | |||
| BTPS 4.35% 11/01/33 | 1,800,000.00 | 1,874,593.80 | |||
| BTPS 4.4% 05/01/33 | 1,060,000.00 | 1,110,901.20 | |||
| BTPS 4.45% 09/01/43 | 1,560,000.00 | 1,593,474.48 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,119,166.40 | |||
| BTPS 4.5% 10/01/53 | 1,510,000.00 | 1,547,412.51 | |||
| BTPS 4.75% 09/01/28 | 2,630,000.00 | 2,772,766.92 | |||
| BTPS 4.75% 09/01/44 | 1,600,000.00 | 1,705,040.00 | |||
| BTPS 4% 02/01/37 | 3,070,000.00 | 3,074,915.07 | |||
| BTPS 4% 04/30/35 | 880,000.00 | 887,923.52 | |||
| BTPS 4% 10/30/31 | 1,250,000.00 | 1,281,535.00 | |||
| BTPS 4% 11/15/30 | 1,800,000.00 | 1,843,547.40 | |||
| BTPS 5.0% 08/01/39 | 2,680,000.00 | 2,929,219.09 | |||
| BTPS 5.25% 11/01/29 | 2,710,000.00 | 2,954,528.72 | |||
| BTPS 5.75% 02/01/33 | 2,280,000.00 | 2,614,633.32 | |||
| BTPS 5% 08/01/34 | 3,170,000.00 | 3,470,395.54 | |||
| BTPS 5% 09/01/40 | 2,260,000.00 | 2,469,411.60 | |||
| BTPS 6.5% 11/01/27 | 2,700,000.00 | 2,981,532.78 | |||
| BTPS 6% 05/01/31 | 1,140,000.00 | 1,312,440.50 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,530,338.18 | |||
| DBR 0.25% 02/15/27 | 1,940,000.00 | 1,812,185.04 | |||
| DBR 0.25% 02/15/29 | 1,370,000.00 | 1,232,521.87 | |||
| DBR 0.25% 08/15/28 | 2,090,000.00 | 1,898,165.17 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 2,870,775.00 | |||
| DBR 0.5% 02/15/28 | 1,360,000.00 | 1,259,051.28 | |||
| DBR 0.5% 08/15/27 | 350,000.00 | 326,637.85 | |||
| DBR 0% 02/15/30 | 970,000.00 | 842,561.40 | |||
| DBR 0% 02/15/31 | 1,660,000.00 | 1,408,795.52 | |||
| DBR 0% 02/15/32 | 3,100,000.00 | 2,567,366.67 | |||
| DBR 0% 05/15/35 | 2,380,000.00 | 1,803,659.20 | |||
| DBR 0% 05/15/36 | 2,430,000.00 | 1,788,795.90 | |||
| DBR 0% 08/15/26 | 2,920,000.00 | 2,738,174.52 | |||
| DBR 0% 08/15/29 | 2,950,000.00 | 2,591,415.70 | |||
| DBR 0% 08/15/30 | 2,350,000.00 | 2,018,370.35 | |||
| DBR 0% 08/15/30 | 1,480,000.00 | 1,272,385.60 | |||
| DBR 0% 08/15/31 | 3,990,000.00 | 3,347,211.00 | |||
| DBR 0% 08/15/50 | 4,380,000.00 | 2,234,360.64 | |||
| DBR 0% 08/15/52 | 3,020,000.00 | 1,467,206.60 | |||
| DBR 0% 11/15/27 | 2,420,000.00 | 2,208,240.32 | |||
| DBR 0% 11/15/28 | 1,990,000.00 | 1,777,203.33 | |||
| DBR 1.25% 08/15/48 | 3,540,000.00 | 2,672,438.04 | |||
| DBR 1.7% 08/15/32 | 3,160,000.00 | 2,982,679.76 | |||
| DBR 1.8% 08/15/53 | 3,050,000.00 | 2,541,409.45 | |||
| DBR 1% 05/15/38 | 2,080,000.00 | 1,684,107.06 | |||
| DBR 1% 08/15/25 | 2,430,000.00 | 2,362,339.08 | |||
| DBR 2.1% 11/15/29 | 4,180,000.00 | 4,093,081.08 | |||
| DBR 2.2% 02/15/34 | 1,320,000.00 | 1,285,029.24 | |||
| DBR 2.3% 02/15/33 | 4,630,000.00 | 4,568,608.05 | |||
| DBR 2.4% 11/15/30 | 1,150,000.00 | 1,144,121.20 | |||
| DBR 2.5% 07/04/44 | 2,930,000.00 | 2,851,865.10 | |||
| DBR 2.5% 08/15/46 | 2,920,000.00 | 2,846,007.20 | |||
| DBR 2.5% 08/15/54 | 1,330,000.00 | 1,294,975.78 | |||
| DBR 2.6% 08/15/33 | 1,790,000.00 | 1,806,310.48 | |||
| DBR 3.25% 07/04/42 | 1,830,000.00 | 1,980,727.95 | |||
| DBR 4.0% 01/04/37 | 2,570,000.00 | 2,953,572.50 | |||
| DBR 4.25% 07/04/39 | 1,810,000.00 | 2,168,756.48 | |||
| DBR 4.75% 07/04/28 | 1,430,000.00 | 1,552,420.29 | |||
| DBR 4.75% 07/04/34 | 2,130,000.00 | 2,552,168.13 | |||
| DBR 4.75% 07/04/40 | 1,980,000.00 | 2,520,102.42 | |||
| DBR 5.5% 01/04/31 | 3,100,000.00 | 3,667,814.60 | |||
| DBR 5.625% 01/04/28 | 2,810,000.00 | 3,104,521.72 | |||
| DBR 6.25% 01/04/30 | 1,250,000.00 | 1,494,952.50 | |||
| DBR 6.5% 07/04/27 | 2,690,000.00 | 2,997,461.62 | |||
| FRTR 0.25% 11/25/26 | 4,290,000.00 | 4,003,256.40 | |||
| FRTR 0.5% 05/25/25 | 3,950,000.00 | 3,829,011.50 | |||
| FRTR 0.5% 05/25/26 | 4,500,000.00 | 4,271,193.00 | |||
| FRTR 0.5% 05/25/29 | 4,550,000.00 | 4,049,550.05 | |||
| FRTR 0.5% 05/25/40 | 2,690,000.00 | 1,765,759.04 | |||
| FRTR 0.5% 05/25/72 | 1,290,000.00 | 486,987.71 | |||
| FRTR 0.5% 06/25/44 | 2,030,000.00 | 1,199,084.46 | |||
| FRTR 0.75% 02/25/28 | 5,200,000.00 | 4,803,157.84 | |||
| FRTR 0.75% 05/25/28 | 5,410,000.00 | 4,976,015.21 | |||
| FRTR 0.75% 05/25/52 | 2,940,000.00 | 1,556,506.56 | |||
| FRTR 0.75% 05/25/53 | 3,040,000.00 | 1,572,242.40 | |||
| FRTR 0.75% 11/25/28 | 5,440,000.00 | 4,954,991.36 | |||
| FRTR 0% 02/25/26 | 4,020,000.00 | 3,799,836.66 | |||
| FRTR 0% 02/25/27 | 4,000,000.00 | 3,683,500.00 | |||
| FRTR 0% 05/25/32 | 3,280,000.00 | 2,599,449.20 | |||
| FRTR 0% 11/25/29 | 1,970,000.00 | 1,684,265.29 | |||
| FRTR 0% 11/25/30 | 5,810,000.00 | 4,825,205.00 | |||
| FRTR 0% 11/25/31 | 4,890,000.00 | 3,937,682.28 | |||
| FRTR 1.25% 05/25/34 | 4,460,000.00 | 3,775,439.06 | |||
| FRTR 1.25% 05/25/36 | 4,450,000.00 | 3,613,119.65 | |||
| FRTR 1.25% 05/25/38 | 2,740,000.00 | 2,129,637.60 | |||
| FRTR 1.5% 05/25/31 | 6,080,000.00 | 5,552,797.12 | |||
| FRTR 1.5% 05/25/50 | 3,050,000.00 | 2,064,328.45 | |||
| FRTR 1.75% 05/25/66 | 1,680,000.00 | 1,104,482.40 | |||
| FRTR 1.75% 06/25/39 | 3,050,000.00 | 2,517,851.25 | |||
| FRTR 1% 05/25/27 | 4,970,000.00 | 4,692,341.01 | |||
| FRTR 1% 11/25/25 | 4,670,000.00 | 4,513,302.82 | |||
| FRTR 2.5% 05/25/30 | 5,570,000.00 | 5,461,136.17 | |||
| FRTR 2.5% 05/25/43 | 1,440,000.00 | 1,267,489.44 | |||
| FRTR 2.5% 09/24/26 | 3,140,000.00 | 3,102,119.19 | |||
| FRTR 2.75% 02/25/29 | 4,370,000.00 | 4,346,752.03 | |||
| FRTR 2.75% 10/25/27 | 4,730,000.00 | 4,706,406.76 | |||
| FRTR 2% 05/25/48 | 2,860,000.00 | 2,217,855.64 | |||
| FRTR 2% 11/25/32 | 2,900,000.00 | 2,693,776.65 | |||
| FRTR 3.25% 05/25/45 | 2,860,000.00 | 2,819,330.80 | |||
| FRTR 3.5% 04/25/26 | 4,730,000.00 | 4,770,434.40 | |||
| FRTR 3.5% 11/25/33 | 2,820,000.00 | 2,931,931.44 | |||
| FRTR 3% 05/25/33 | 4,210,000.00 | 4,216,483.40 | |||
| FRTR 3% 05/25/54 | 2,380,000.00 | 2,183,733.30 | |||
| FRTR 3% 06/25/49 | 770,000.00 | 721,938.14 | |||
| FRTR 4.5% 04/25/41 | 3,440,000.00 | 3,981,416.09 | |||
| FRTR 4.75% 04/25/35 | 2,440,000.00 | 2,815,028.00 | |||
| FRTR 4% 04/25/55 | 2,540,000.00 | 2,810,789.40 | |||
| FRTR 4% 04/25/60 | 1,780,000.00 | 1,988,313.40 | |||
| FRTR 4% 10/25/38 | 2,140,000.00 | 2,330,781.00 | |||
| FRTR 5.5% 04/25/29 | 5,920,000.00 | 6,630,494.72 | |||
| FRTR 5.75% 10/25/32 | 4,370,000.00 | 5,270,472.14 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 1,975,992.40 | |||
| IRISH 0.2% 05/15/27 | 670,000.00 | 618,995.31 | |||
| IRISH 0.2% 10/18/30 | 780,000.00 | 664,014.82 | |||
| IRISH 0.35% 10/18/32 | 470,000.00 | 384,153.09 | |||
| IRISH 0.4% 05/15/35 | 690,000.00 | 526,261.62 | |||
| IRISH 0.55% 04/22/41 | 360,000.00 | 239,724.00 | |||
| IRISH 0.9% 05/15/28 | 770,000.00 | 716,364.11 | |||
| IRISH 0% 10/18/31 | 1,070,000.00 | 871,202.56 | |||
| IRISH 1.1% 05/15/29 | 980,000.00 | 904,258.34 | |||
| IRISH 1.3% 05/15/33 | 430,000.00 | 377,818.85 | |||
| IRISH 1.35% 03/18/31 | 470,000.00 | 429,159.35 | |||
| IRISH 1.5% 05/15/50 | 800,000.00 | 568,885.60 | |||
| IRISH 1.7% 05/15/37 | 740,000.00 | 634,591.44 | |||
| IRISH 1% 05/15/26 | 1,000,000.00 | 961,381.20 | |||
| IRISH 2.4% 05/15/30 | 930,000.00 | 910,989.87 | |||
| IRISH 2.6% 10/18/34 | 200,000.00 | 194,330.39 | |||
| IRISH 2% 02/18/45 | 980,000.00 | 813,841.00 | |||
| IRISH 3% 10/18/43 | 370,000.00 | 364,679.77 | |||
| NETHER 0.25% 07/15/25 | 1,910,000.00 | 1,841,604.42 | |||
| NETHER 0.25% 07/15/29 | 950,000.00 | 838,119.45 | |||
| NETHER 0.5% 01/15/40 | 1,470,000.00 | 1,032,351.60 | |||
| NETHER 0.5% 07/15/26 | 1,750,000.00 | 1,659,864.50 | |||
| NETHER 0.5% 07/15/32 | 1,150,000.00 | 963,611.20 | |||
| NETHER 0.75% 07/15/27 | 900,000.00 | 844,812.90 | |||
| NETHER 0.75% 07/15/28 | 1,610,000.00 | 1,485,497.89 | |||
| NETHER 0% 01/15/26 | 1,190,000.00 | 1,129,813.37 | |||
| NETHER 0% 01/15/27 | 1,840,000.00 | 1,705,903.56 | |||
| NETHER 0% 01/15/29 | 1,610,000.00 | 1,418,163.67 | |||
| NETHER 0% 01/15/38 | 1,170,000.00 | 790,440.30 | |||
| NETHER 0% 01/15/52 | 1,740,000.00 | 822,846.49 | |||
| NETHER 0% 07/15/30 | 1,350,000.00 | 1,144,316.70 | |||
| NETHER 0% 07/15/31 | 1,370,000.00 | 1,131,331.26 | |||
| NETHER 2.5% 01/15/30 | 1,000,000.00 | 988,451.00 | |||
| NETHER 2.5% 01/15/33 | 1,550,000.00 | 1,521,252.15 | |||
| NETHER 2.5% 07/15/33 | 1,150,000.00 | 1,125,900.60 | |||
| NETHER 2.5% 07/15/34 | 500,000.00 | 486,654.50 | |||
| NETHER 2.75% 01/15/47 | 1,840,000.00 | 1,815,575.84 | |||
| NETHER 2% 01/15/54 | 720,000.00 | 603,043.20 | |||
| NETHER 3.25% 01/15/44 | 680,000.00 | 717,740.00 | |||
| NETHER 3.75% 01/15/42 | 1,700,000.00 | 1,901,013.10 | |||
| NETHER 4% 01/15/37 | 1,660,000.00 | 1,858,553.09 | |||
| NETHER 5.5% 01/15/28 | 1,530,000.00 | 1,675,946.70 | |||
| OBL 0% 04/10/26 | 3,070,000.00 | 2,901,199.12 | |||
| OBL 0% 04/11/25 | 1,250,000.00 | 1,210,612.50 | |||
| OBL 0% 04/16/27 | 2,550,000.00 | 2,356,220.40 | |||
| OBL 0% 10/09/26 | 3,650,000.00 | 3,410,617.66 | |||
| OBL 0% 10/10/25 | 4,000,000.00 | 3,826,008.00 | |||
| OBL 1.3% 10/15/27 | 3,550,000.00 | 3,396,302.75 | |||
| OBL 2.2% 04/13/28 | 2,950,000.00 | 2,907,437.40 | |||
| OBL 2.4% 10/19/28 | 4,270,000.00 | 4,240,043.81 | |||
| RAGB 0.25% 10/20/36 | 720,000.00 | 509,320.80 | |||
| RAGB 0.5% 02/20/29 | 1,410,000.00 | 1,262,860.86 | |||
| RAGB 0.5% 04/20/27 | 1,220,000.00 | 1,136,936.30 | |||
| RAGB 0.7% 04/20/71 | 350,000.00 | 154,659.05 | |||
| RAGB 0.75% 02/20/28 | 880,000.00 | 814,004.40 | |||
| RAGB 0.75% 03/20/51 | 780,000.00 | 447,564.78 | |||
| RAGB 0.75% 10/20/26 | 1,480,000.00 | 1,403,999.04 | |||
| RAGB 0.85% 06/30/20 | 230,000.00 | 101,670.35 | |||
| RAGB 0.9% 02/20/32 | 1,230,000.00 | 1,057,304.31 | |||
| RAGB 0% 02/20/30 | 1,480,000.00 | 1,256,542.20 | |||
| RAGB 0% 02/20/31 | 1,670,000.00 | 1,374,702.25 | |||
| RAGB 0% 04/20/25 | 990,000.00 | 957,999.24 | |||
| RAGB 0% 10/20/28 | 880,000.00 | 776,419.60 | |||
| RAGB 0% 10/20/40 | 580,000.00 | 347,235.56 | |||
| RAGB 1.2% 10/20/25 | 1,190,000.00 | 1,155,983.85 | |||
| RAGB 1.5% 02/20/47 | 1,080,000.00 | 789,415.20 | |||
| RAGB 1.5% 11/02/86 | 310,000.00 | 182,622.24 | |||
| RAGB 1.85% 05/23/49 | 660,000.00 | 510,544.32 | |||
| RAGB 2.1% 09/20/17 | 650,000.00 | 481,413.44 | |||
| RAGB 2.4% 05/23/34 | 930,000.00 | 882,413.76 | |||
| RAGB 2.9% 02/20/33 | 1,500,000.00 | 1,492,152.00 | |||
| RAGB 2.9% 02/20/34 | 550,000.00 | 544,889.95 | |||
| RAGB 2.9% 05/23/29 | 220,000.00 | 221,016.84 | |||
| RAGB 3.15% 06/20/44 | 700,000.00 | 696,357.20 | |||
| RAGB 3.15% 10/20/53 | 440,000.00 | 435,934.66 | |||
| RAGB 3.45% 10/20/30 | 230,000.00 | 237,828.97 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 475,083.00 | |||
| RAGB 4.15% 03/15/37 | 1,460,000.00 | 1,619,515.95 | |||
| RAGB 4.85% 03/15/26 | 1,170,000.00 | 1,208,421.16 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,300,171.79 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 310,941.18 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 211,212.22 | |||
| RFGB 0.125% 09/15/31 | 630,000.00 | 515,128.32 | |||
| RFGB 0.25% 09/15/40 | 300,000.00 | 189,733.35 | |||
| RFGB 0.5% 04/15/26 | 570,000.00 | 542,469.00 | |||
| RFGB 0.5% 04/15/43 | 490,000.00 | 306,227.01 | |||
| RFGB 0.5% 09/15/27 | 540,000.00 | 498,889.26 | |||
| RFGB 0.5% 09/15/28 | 730,000.00 | 659,800.28 | |||
| RFGB 0.5% 09/15/29 | 530,000.00 | 468,676.35 | |||
| RFGB 0.75% 04/15/31 | 700,000.00 | 606,965.52 | |||
| RFGB 0.875% 09/15/25 | 440,000.00 | 426,523.24 | |||
| RFGB 0% 09/15/26 | 460,000.00 | 428,596.37 | |||
| RFGB 0% 09/15/30 | 720,000.00 | 601,150.32 | |||
| RFGB 1.125% 04/15/34 | 370,000.00 | 311,207.00 | |||
| RFGB 1.375% 04/15/27 | 350,000.00 | 334,801.25 | |||
| RFGB 1.375% 04/15/47 | 610,000.00 | 437,692.20 | |||
| RFGB 1.5% 09/15/32 | 570,000.00 | 509,636.18 | |||
| RFGB 2.625% 07/04/42 | 470,000.00 | 435,760.50 | |||
| RFGB 2.75% 04/15/38 | 400,000.00 | 381,621.54 | |||
| RFGB 2.75% 07/04/28 | 550,000.00 | 548,460.45 | |||
| RFGB 2.875% 04/15/29 | 240,000.00 | 240,198.72 | |||
| RFGB 2.95% 04/15/55 | 230,000.00 | 221,648.70 | |||
| RFGB 3% 09/15/33 | 580,000.00 | 581,474.94 | |||
| RFGB 4% 07/04/25 | 640,000.00 | 645,304.96 | |||
| SPGB 0.1% 04/30/31 | 2,200,000.00 | 1,794,463.00 | |||
| SPGB 0.5% 04/30/30 | 3,210,000.00 | 2,772,419.22 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,128,219.57 | |||
| SPGB 0.6% 10/31/29 | 1,970,000.00 | 1,732,721.38 | |||
| SPGB 0.7% 04/30/32 | 2,200,000.00 | 1,825,208.00 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,273,133.28 | |||
| SPGB 0.8% 07/30/29 | 2,750,000.00 | 2,458,238.75 | |||
| SPGB 0.85% 07/30/37 | 1,460,000.00 | 1,051,529.96 | |||
| SPGB 0% 01/31/26 | 2,660,000.00 | 2,515,389.10 | |||
| SPGB 0% 01/31/27 | 2,910,000.00 | 2,675,462.73 | |||
| SPGB 0% 01/31/28 | 3,050,000.00 | 2,729,011.90 | |||
| SPGB 0% 05/31/25 | 3,060,000.00 | 2,947,691.88 | |||
| SPGB 1.2% 10/31/40 | 2,110,000.00 | 1,473,645.10 | |||
| SPGB 1.25% 10/31/30 | 1,990,000.00 | 1,781,067.91 | |||
| SPGB 1.3% 10/31/26 | 2,070,000.00 | 1,981,459.89 | |||
| SPGB 1.4% 04/30/28 | 2,170,000.00 | 2,041,394.95 | |||
| SPGB 1.4% 07/30/28 | 2,050,000.00 | 1,922,766.75 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,501,318.02 | |||
| SPGB 1.45% 10/31/27 | 2,280,000.00 | 2,163,460.81 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 324,264.60 | |||
| SPGB 1.5% 04/30/27 | 1,500,000.00 | 1,434,225.00 | |||
| SPGB 1.6% 04/30/25 | 1,450,000.00 | 1,424,494.50 | |||
| SPGB 1.85% 07/30/35 | 2,190,000.00 | 1,880,355.90 | |||
| SPGB 1.9% 10/31/52 | 1,810,000.00 | 1,213,303.81 | |||
| SPGB 1.95% 04/30/26 | 2,300,000.00 | 2,245,181.80 | |||
| SPGB 1.95% 07/30/30 | 2,020,000.00 | 1,898,460.64 | |||
| SPGB 1% 07/30/42 | 1,180,000.00 | 766,421.80 | |||
| SPGB 1% 10/31/50 | 2,000,000.00 | 1,086,504.00 | |||
| SPGB 2.15% 10/31/25 | 1,570,000.00 | 1,545,343.15 | |||
| SPGB 2.35% 07/30/33 | 2,190,000.00 | 2,037,404.07 | |||
| SPGB 2.55% 10/31/32 | 2,530,000.00 | 2,413,063.40 | |||
| SPGB 2.7% 10/31/48 | 1,710,000.00 | 1,422,066.78 | |||
| SPGB 2.8% 05/31/26 | 1,270,000.00 | 1,260,006.37 | |||
| SPGB 2.9% 10/31/46 | 1,850,000.00 | 1,617,749.15 | |||
| SPGB 3.15% 04/30/33 | 1,990,000.00 | 1,978,659.63 | |||
| SPGB 3.25% 04/30/34 | 1,660,000.00 | 1,651,087.46 | |||
| SPGB 3.45% 07/30/43 | 1,140,000.00 | 1,095,093.12 | |||
| SPGB 3.45% 07/30/66 | 1,380,000.00 | 1,255,041.00 | |||
| SPGB 3.5% 05/31/29 | 660,000.00 | 675,253.26 | |||
| SPGB 3.55% 10/31/33 | 2,270,000.00 | 2,321,006.90 | |||
| SPGB 3.9% 07/30/39 | 1,230,000.00 | 1,268,609.70 | |||
| SPGB 4.2% 01/31/37 | 2,100,000.00 | 2,259,100.20 | |||
| SPGB 4.65% 07/30/25 | 2,840,000.00 | 2,885,911.44 | |||
| SPGB 4.7% 07/30/41 | 1,880,000.00 | 2,131,747.04 | |||
| SPGB 4.9% 07/30/40 | 1,730,000.00 | 1,991,392.62 | |||
| SPGB 4% 10/31/54 | 650,000.00 | 661,264.50 | |||
| SPGB 5.15% 10/31/28 | 4,600,000.00 | 5,019,124.40 | |||
| SPGB 5.15% 10/31/44 | 1,420,000.00 | 1,708,416.20 | |||
| SPGB 5.75% 07/30/32 | 2,250,000.00 | 2,673,551.25 | |||
| SPGB 5.9% 07/30/26 | 2,310,000.00 | 2,445,700.95 | |||
| SPGB 6.0% 01/31/29 | 910,000.00 | 1,031,940.00 | |||
| ユーロ 小計 | 679,180,000.00 | 629,374,789.52 | |||
| (103,840,546,522) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 1,260,000.00 | 1,169,424.90 | ||
| UKT 0.125% 01/31/28 | 1,510,000.00 | 1,298,539.60 | |||
| UKT 0.25% 07/31/31 | 2,710,000.00 | 2,058,131.18 | |||
| UKT 0.375% 10/22/26 | 2,980,000.00 | 2,702,025.60 | |||
| UKT 0.375% 10/22/30 | 1,930,000.00 | 1,525,292.51 | |||
| UKT 0.5% 01/31/29 | 2,180,000.00 | 1,839,351.02 | |||
| UKT 0.5% 10/22/61 | 2,040,000.00 | 590,464.94 | |||
| UKT 0.625% 06/07/25 | 1,400,000.00 | 1,338,631.00 | |||
| UKT 0.625% 07/31/35 | 2,250,000.00 | 1,515,600.00 | |||
| UKT 0.625% 10/22/50 | 1,450,000.00 | 567,242.31 | |||
| UKT 0.875% 01/31/46 | 1,530,000.00 | 741,897.00 | |||
| UKT 0.875% 07/31/33 | 3,400,000.00 | 2,535,482.00 | |||
| UKT 0.875% 10/22/29 | 1,410,000.00 | 1,189,305.39 | |||
| UKT 1.125% 01/31/39 | 2,050,000.00 | 1,303,718.00 | |||
| UKT 1.125% 10/22/73 | 1,050,000.00 | 372,287.16 | |||
| UKT 1.25% 07/22/27 | 1,250,000.00 | 1,138,325.00 | |||
| UKT 1.25% 07/31/51 | 2,420,000.00 | 1,151,986.79 | |||
| UKT 1.25% 10/22/41 | 2,030,000.00 | 1,218,243.60 | |||
| UKT 1.5% 07/22/26 | 1,600,000.00 | 1,503,712.00 | |||
| UKT 1.5% 07/22/47 | 1,700,000.00 | 937,711.16 | |||
| UKT 1.5% 07/31/53 | 1,140,000.00 | 566,440.00 | |||
| UKT 1.625% 10/22/28 | 1,070,000.00 | 962,753.90 | |||
| UKT 1.625% 10/22/54 | 1,340,000.00 | 682,780.38 | |||
| UKT 1.625% 10/22/71 | 1,550,000.00 | 694,028.00 | |||
| UKT 1.75% 01/22/49 | 1,080,000.00 | 618,895.72 | |||
| UKT 1.75% 07/22/57 | 1,740,000.00 | 901,208.64 | |||
| UKT 1.75% 09/07/37 | 1,890,000.00 | 1,382,535.00 | |||
| UKT 1% 01/31/32 | 3,700,000.00 | 2,931,894.80 | |||
| UKT 2.5% 07/22/65 | 1,420,000.00 | 880,860.08 | |||
| UKT 2% 09/07/25 | 2,380,000.00 | 2,296,771.40 | |||
| UKT 3.25% 01/22/44 | 1,910,000.00 | 1,559,757.18 | |||
| UKT 3.25% 01/31/33 | 3,460,000.00 | 3,222,313.91 | |||
| UKT 3.5% 01/22/45 | 1,820,000.00 | 1,533,592.42 | |||
| UKT 3.5% 07/22/68 | 1,470,000.00 | 1,179,494.77 | |||
| UKT 3.5% 10/22/25 | 2,350,000.00 | 2,307,817.50 | |||
| UKT 3.75% 01/29/38 | 1,930,000.00 | 1,786,794.00 | |||
| UKT 3.75% 07/22/52 | 1,150,000.00 | 980,605.00 | |||
| UKT 3.75% 10/22/53 | 2,910,000.00 | 2,468,145.60 | |||
| UKT 4.125% 01/29/27 | 3,340,000.00 | 3,313,948.00 | |||
| UKT 4.25% 03/07/36 | 1,890,000.00 | 1,872,449.55 | |||
| UKT 4.25% 06/07/32 | 1,320,000.00 | 1,332,146.64 | |||
| UKT 4.25% 09/07/39 | 1,270,000.00 | 1,229,527.64 | |||
| UKT 4.25% 12/07/27 | 1,800,000.00 | 1,802,385.90 | |||
| UKT 4.25% 12/07/40 | 1,450,000.00 | 1,393,133.90 | |||
| UKT 4.25% 12/07/46 | 1,770,000.00 | 1,659,729.00 | |||
| UKT 4.25% 12/07/49 | 1,610,000.00 | 1,501,812.50 | |||
| UKT 4.25% 12/07/55 | 1,700,000.00 | 1,578,776.40 | |||
| UKT 4.375% 07/31/54 | 430,000.00 | 406,479.00 | |||
| UKT 4.5% 06/07/28 | 2,540,000.00 | 2,564,752.30 | |||
| UKT 4.5% 09/07/34 | 1,390,000.00 | 1,415,854.00 | |||
| UKT 4.5% 12/07/42 | 2,440,000.00 | 2,398,693.72 | |||
| UKT 4.625% 01/31/34 | 1,620,000.00 | 1,668,195.00 | |||
| UKT 4.75% 10/22/43 | 860,000.00 | 868,288.68 | |||
| UKT 4.75% 12/07/30 | 1,710,000.00 | 1,774,381.50 | |||
| UKT 4.75% 12/07/38 | 1,400,000.00 | 1,437,800.00 | |||
| UKT 4% 01/22/60 | 1,250,000.00 | 1,113,897.00 | |||
| UKT 4% 10/22/63 | 1,190,000.00 | 1,056,800.92 | |||
| UKT 6.0% 12/07/28 | 2,010,000.00 | 2,168,488.50 | |||
| イギリスポンド 小計 | 105,450,000.00 | 86,211,599.61 | |||
| (16,513,831,905) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 4,470,000.00 | 3,801,091.58 | ||
| SGB 0.75% 05/12/28 | 6,780,000.00 | 6,311,052.13 | |||
| SGB 0.75% 11/12/29 | 6,440,000.00 | 5,878,300.68 | |||
| SGB 1.75% 11/11/33 | 4,080,000.00 | 3,832,942.93 | |||
| SGB 1% 11/12/26 | 7,580,000.00 | 7,245,945.38 | |||
| SGB 2.25% 06/01/32 | 5,510,000.00 | 5,419,162.36 | |||
| SGB 2.5% 05/12/25 | 7,560,000.00 | 7,500,318.94 | |||
| SGB 3.5% 03/30/39 | 3,970,000.00 | 4,399,752.50 | |||
| スウェーデンクローナ 小計 | 46,390,000.00 | 44,388,566.50 | |||
| (629,429,872) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 4,780,000.00 | 4,002,360.92 | ||
| NGB 1.375% 08/19/30 | 5,200,000.00 | 4,504,208.80 | |||
| NGB 1.5% 02/19/26 | 4,090,000.00 | 3,905,692.33 | |||
| NGB 1.75% 02/17/27 | 4,630,000.00 | 4,360,071.00 | |||
| NGB 1.75% 09/06/29 | 4,100,000.00 | 3,692,911.00 | |||
| NGB 2.125% 05/18/32 | 3,620,000.00 | 3,196,021.98 | |||
| NGB 2% 04/26/28 | 4,650,000.00 | 4,325,946.15 | |||
| NGB 3.5% 10/06/42 | 1,860,000.00 | 1,842,549.48 | |||
| NGB 3.625% 04/13/34 | 2,470,000.00 | 2,430,208.57 | |||
| NGB 3% 08/15/33 | 4,630,000.00 | 4,334,943.05 | |||
| ノルウェークローネ 小計 | 40,030,000.00 | 36,594,913.28 | |||
| (514,890,429) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 5,570,000.00 | 2,961,134.59 | ||
| DGB 0.5% 11/15/27 | 4,430,000.00 | 4,120,174.66 | |||
| DGB 0.5% 11/15/29 | 5,900,000.00 | 5,303,515.31 | |||
| DGB 0% 11/15/31 | 6,540,000.00 | 5,443,797.90 | |||
| DGB 1.75% 11/15/25 | 6,560,000.00 | 6,439,528.88 | |||
| DGB 2.25% 11/15/33 | 3,680,000.00 | 3,593,682.65 | |||
| DGB 4.5% 11/15/39 | 9,560,000.00 | 11,750,913.95 | |||
| デンマーククローネ 小計 | 42,240,000.00 | 39,612,747.94 | |||
| (875,837,856) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 2,260,000.00 | 1,997,586.88 | ||
| POLGB 0.75% 04/25/25 | 3,620,000.00 | 3,466,229.64 | |||
| POLGB 1.25% 10/25/30 | 3,900,000.00 | 2,974,136.10 | |||
| POLGB 1.75% 04/25/32 | 3,410,000.00 | 2,540,797.82 | |||
| POLGB 2.5% 07/25/26 | 4,900,000.00 | 4,613,732.20 | |||
| POLGB 2.5% 07/25/27 | 5,530,000.00 | 5,065,955.58 | |||
| POLGB 2.75% 04/25/28 | 3,270,000.00 | 2,955,851.10 | |||
| POLGB 2.75% 10/25/29 | 6,000,000.00 | 5,202,816.00 | |||
| POLGB 3.25% 07/25/25 | 4,480,000.00 | 4,372,282.88 | |||
| POLGB 3.75% 05/25/27 | 2,110,000.00 | 2,015,393.93 | |||
| POLGB 5.75% 04/25/29 | 3,920,000.00 | 3,937,559.24 | |||
| POLGB 6% 10/25/33 | 4,350,000.00 | 4,395,792.45 | |||
| POLGB 7.5% 07/25/28 | 3,610,000.00 | 3,869,833.36 | |||
| ポーランドズロチ 小計 | 51,360,000.00 | 47,407,967.18 | |||
| (1,814,919,207) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/25 | 2,100,000.00 | 1,981,182.65 | ||
| ACGB 0.5% 09/21/26 | 2,090,000.00 | 1,930,393.97 | |||
| ACGB 1.25% 05/21/32 | 2,770,000.00 | 2,220,992.58 | |||
| ACGB 1.5% 06/21/31 | 2,400,000.00 | 2,017,640.88 | |||
| ACGB 1.75% 06/21/51 | 1,860,000.00 | 1,040,301.39 | |||
| ACGB 1.75% 11/21/32 | 2,000,000.00 | 1,650,144.37 | |||
| ACGB 1% 11/21/31 | 2,780,000.00 | 2,219,437.88 | |||
| ACGB 1% 12/21/30 | 1,710,000.00 | 1,408,848.59 | |||
| ACGB 2.25% 05/21/28 | 1,480,000.00 | 1,392,016.22 | |||
| ACGB 2.5% 05/21/30 | 2,340,000.00 | 2,153,513.48 | |||
| ACGB 2.75% 05/21/41 | 1,330,000.00 | 1,050,429.51 | |||
| ACGB 2.75% 06/21/35 | 1,470,000.00 | 1,269,765.71 | |||
| ACGB 2.75% 11/21/27 | 1,530,000.00 | 1,475,275.96 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,583,407.93 | |||
| ACGB 2.75% 11/21/29 | 1,780,000.00 | 1,674,498.01 | |||
| ACGB 3.25% 04/21/25 | 2,070,000.00 | 2,054,045.97 | |||
| ACGB 3.25% 04/21/29 | 1,810,000.00 | 1,757,351.04 | |||
| ACGB 3.25% 06/21/39 | 940,000.00 | 815,788.35 | |||
| ACGB 3.5% 12/21/34 | 1,690,000.00 | 1,578,515.20 | |||
| ACGB 3.75% 04/21/37 | 1,220,000.00 | 1,145,582.63 | |||
| ACGB 3.75% 05/21/34 | 1,800,000.00 | 1,726,203.49 | |||
| ACGB 3% 03/21/47 | 1,350,000.00 | 1,043,478.00 | |||
| ACGB 3% 11/21/33 | 1,840,000.00 | 1,661,996.98 | |||
| ACGB 4.25% 04/21/26 | 1,770,000.00 | 1,782,676.38 | |||
| ACGB 4.5% 04/21/33 | 3,010,000.00 | 3,074,882.95 | |||
| ACGB 4.75% 04/21/27 | 2,010,000.00 | 2,062,114.47 | |||
| ACGB 4.75% 06/21/54 | 720,000.00 | 738,062.71 | |||
| オーストラリアドル 小計 | 49,530,000.00 | 44,508,547.30 | |||
| (4,432,161,140) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 990,000.00 | 829,739.60 | ||
| NZGB 0.5% 05/15/26 | 670,000.00 | 613,125.90 | |||
| NZGB 1.5% 05/15/31 | 1,000,000.00 | 807,766.72 | |||
| NZGB 1.75% 05/15/41 | 460,000.00 | 284,982.48 | |||
| NZGB 2.75% 04/15/25 | 850,000.00 | 828,947.44 | |||
| NZGB 2.75% 04/15/37 | 630,000.00 | 495,374.84 | |||
| NZGB 2.75% 05/15/51 | 600,000.00 | 393,837.00 | |||
| NZGB 2% 05/15/32 | 700,000.00 | 571,003.81 | |||
| NZGB 3.5% 04/14/33 | 1,320,000.00 | 1,195,036.68 | |||
| NZGB 3% 04/20/29 | 830,000.00 | 769,162.41 | |||
| NZGB 4.25% 05/15/34 | 450,000.00 | 428,253.70 | |||
| NZGB 4.5% 04/15/27 | 840,000.00 | 834,795.14 | |||
| NZGB 4.5% 05/15/30 | 490,000.00 | 485,128.96 | |||
| NZGB 5% 05/15/54 | 380,000.00 | 372,262.77 | |||
| ニュージーランドドル 小計 | 10,210,000.00 | 8,909,417.45 | |||
| (814,409,849) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 790,000.00 | 755,305.18 | ||
| SIGB 1.25% 11/01/26 | 870,000.00 | 824,733.86 | |||
| SIGB 1.625% 07/01/31 | 560,000.00 | 498,008.00 | |||
| SIGB 1.875% 03/01/50 | 730,000.00 | 556,260.00 | |||
| SIGB 1.875% 10/01/51 | 420,000.00 | 320,802.30 | |||
| SIGB 2.125% 06/01/26 | 830,000.00 | 808,208.35 | |||
| SIGB 2.25% 08/01/36 | 760,000.00 | 679,820.00 | |||
| SIGB 2.375% 06/01/25 | 900,000.00 | 888,135.56 | |||
| SIGB 2.375% 07/01/39 | 380,000.00 | 339,315.30 | |||
| SIGB 2.625% 05/01/28 | 720,000.00 | 700,560.00 | |||
| SIGB 2.625% 08/01/32 | 460,000.00 | 435,804.00 | |||
| SIGB 2.75% 03/01/46 | 840,000.00 | 772,766.40 | |||
| SIGB 2.75% 04/01/42 | 630,000.00 | 585,585.00 | |||
| SIGB 2.875% 07/01/29 | 650,000.00 | 635,895.00 | |||
| SIGB 2.875% 09/01/27 | 420,000.00 | 413,910.00 | |||
| SIGB 2.875% 09/01/30 | 710,000.00 | 690,830.00 | |||
| SIGB 3.375% 09/01/33 | 830,000.00 | 831,962.95 | |||
| SIGB 3.5% 03/01/27 | 740,000.00 | 743,174.45 | |||
| SIGB 3% 08/01/72 | 490,000.00 | 468,342.00 | |||
| シンガポールドル 小計 | 12,730,000.00 | 11,949,418.35 | |||
| (1,356,975,947) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 1,650,000.00 | 1,523,211.67 | ||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,505,214.23 | |||
| MGS 3.519% 04/20/28 | 450,000.00 | 447,510.02 | |||
| MGS 3.582% 07/15/32 | 1,310,000.00 | 1,276,167.39 | |||
| MGS 3.733% 06/15/28 | 2,930,000.00 | 2,932,773.24 | |||
| MGS 3.757% 05/22/40 | 2,360,000.00 | 2,247,879.25 | |||
| MGS 3.828% 07/05/34 | 1,770,000.00 | 1,750,962.80 | |||
| MGS 3.844% 04/15/33 | 1,880,000.00 | 1,859,823.87 | |||
| MGS 3.885% 08/15/29 | 2,160,000.00 | 2,172,807.07 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,140,091.12 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 1,988,449.24 | |||
| MGS 3.9% 11/30/26 | 2,470,000.00 | 2,491,146.65 | |||
| MGS 3.906% 07/15/26 | 600,000.00 | 604,687.56 | |||
| MGS 3.955% 09/15/25 | 1,690,000.00 | 1,702,894.70 | |||
| MGS 4.065% 06/15/50 | 3,070,000.00 | 2,989,549.08 | |||
| MGS 4.232% 06/30/31 | 2,490,000.00 | 2,540,085.85 | |||
| MGS 4.254% 05/31/35 | 1,750,000.00 | 1,789,926.77 | |||
| MGS 4.392% 04/15/26 | 2,520,000.00 | 2,565,153.36 | |||
| MGS 4.457% 03/31/53 | 1,090,000.00 | 1,127,347.76 | |||
| MGS 4.498% 04/15/30 | 3,070,000.00 | 3,174,700.81 | |||
| MGS 4.504% 04/30/29 | 350,000.00 | 362,348.70 | |||
| MGS 4.642% 11/07/33 | 870,000.00 | 916,398.92 | |||
| MGS 4.696% 10/15/42 | 1,750,000.00 | 1,864,275.17 | |||
| MGS 4.736% 03/15/46 | 980,000.00 | 1,055,640.22 | |||
| MGS 4.762% 04/07/37 | 2,780,000.00 | 2,971,739.10 | |||
| MGS 4.893% 06/08/38 | 1,840,000.00 | 1,993,707.89 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,857,255.45 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,132,466.66 | |||
| マレーシアリンギット 小計 | 49,150,000.00 | 49,984,214.55 | |||
| (1,616,354,541) | |||||
| イスラエルシェケル | ILGOV 0.5% 02/27/26 | 1,510,000.00 | 1,415,585.74 | ||
| ILGOV 0.5% 04/30/25 | 2,420,000.00 | 2,342,704.23 | |||
| ILGOV 1.3% 04/30/32 | 2,510,000.00 | 1,976,336.08 | |||
| ILGOV 1.5% 05/31/37 | 2,330,000.00 | 1,562,525.02 | |||
| ILGOV 1.75% 08/31/25 | 3,450,000.00 | 3,333,330.99 | |||
| ILGOV 1% 03/31/30 | 3,530,000.00 | 2,876,940.46 | |||
| ILGOV 2.25% 09/28/28 | 2,700,000.00 | 2,472,663.78 | |||
| ILGOV 2.8% 11/29/52 | 1,420,000.00 | 917,750.81 | |||
| ILGOV 2% 03/31/27 | 2,030,000.00 | 1,897,835.83 | |||
| ILGOV 3.75% 02/28/29 | 1,220,000.00 | 1,183,954.85 | |||
| ILGOV 3.75% 03/31/47 | 2,570,000.00 | 2,094,009.52 | |||
| ILGOV 4% 03/30/35 | 760,000.00 | 709,907.64 | |||
| ILGOV 5.5% 01/31/42 | 1,880,000.00 | 1,974,740.34 | |||
| ILGOV 6.25% 10/30/26 | 1,340,000.00 | 1,398,632.37 | |||
| イスラエルシェケル 小計 | 29,670,000.00 | 26,156,917.66 | |||
| (1,075,483,520) | |||||
| オフショア人民元 | CGB 1.99% 04/09/25 | 52,570,000.00 | 52,698,412.73 | ||
| CGB 2.18% 08/15/26 | 28,600,000.00 | 28,717,646.10 | |||
| CGB 2.18% 08/25/25 | 17,100,000.00 | 17,168,121.27 | |||
| CGB 2.22% 09/25/25 | 21,100,000.00 | 21,205,099.10 | |||
| CGB 2.28% 11/25/25 | 30,220,000.00 | 30,414,535.20 | |||
| CGB 2.3% 05/15/26 | 47,100,000.00 | 47,455,223.49 | |||
| CGB 2.33% 12/15/25 | 35,250,000.00 | 35,511,318.82 | |||
| CGB 2.37% 01/15/29 | 19,460,000.00 | 19,686,319.80 | |||
| CGB 2.37% 01/20/27 | 43,880,000.00 | 44,314,464.65 | |||
| CGB 2.39% 11/15/26 | 42,750,000.00 | 43,170,540.30 | |||
| CGB 2.4% 07/15/28 | 42,610,000.00 | 43,086,443.71 | |||
| CGB 2.44% 10/15/27 | 17,700,000.00 | 17,917,400.25 | |||
| CGB 2.46% 02/15/26 | 29,300,000.00 | 29,582,844.62 | |||
| CGB 2.48% 04/15/27 | 20,000,000.00 | 20,279,596.00 | |||
| CGB 2.48% 09/25/28 | 26,500,000.00 | 26,883,847.20 | |||
| CGB 2.5% 07/25/27 | 26,760,000.00 | 27,143,585.86 | |||
| CGB 2.52% 08/25/33 | 41,200,000.00 | 41,889,786.88 | |||
| CGB 2.54% 12/25/30 | 30,500,000.00 | 31,056,808.00 | |||
| CGB 2.55% 10/15/28 | 27,250,000.00 | 27,764,932.35 | |||
| CGB 2.6% 09/01/32 | 32,050,000.00 | 32,735,107.21 | |||
| CGB 2.6% 09/15/30 | 30,500,000.00 | 31,141,009.35 | |||
| CGB 2.62% 04/15/28 | 23,550,000.00 | 24,012,008.61 | |||
| CGB 2.62% 06/25/30 | 21,400,000.00 | 21,869,537.40 | |||
| CGB 2.62% 09/25/29 | 20,940,000.00 | 21,405,471.07 | |||
| CGB 2.64% 01/15/28 | 13,020,000.00 | 13,273,003.33 | |||
| CGB 2.67% 05/25/33 | 34,280,000.00 | 35,265,567.14 | |||
| CGB 2.67% 11/25/33 | 13,600,000.00 | 14,063,470.32 | |||
| CGB 2.68% 05/21/30 | 33,530,000.00 | 34,374,168.04 | |||
| CGB 2.69% 08/12/26 | 32,900,000.00 | 33,432,766.15 | |||
| CGB 2.69% 08/15/32 | 19,420,000.00 | 19,966,117.58 | |||
| CGB 2.75% 02/17/32 | 14,500,000.00 | 14,972,053.30 | |||
| CGB 2.75% 06/15/29 | 25,490,000.00 | 26,211,127.39 | |||
| CGB 2.76% 05/15/32 | 10,700,000.00 | 11,056,878.17 | |||
| CGB 2.79% 12/15/29 | 30,300,000.00 | 31,221,901.74 | |||
| CGB 2.8% 03/24/29 | 23,080,000.00 | 23,793,875.94 | |||
| CGB 2.8% 03/25/30 | 42,000,000.00 | 43,366,923.60 | |||
| CGB 2.8% 11/15/32 | 4,600,000.00 | 4,771,332.06 | |||
| CGB 2.85% 06/04/27 | 31,030,000.00 | 31,845,490.12 | |||
| CGB 2.88% 02/25/33 | 11,300,000.00 | 11,806,317.97 | |||
| CGB 2.89% 11/18/31 | 24,210,000.00 | 25,241,367.78 | |||
| CGB 2.91% 10/14/28 | 29,200,000.00 | 30,212,647.24 | |||
| CGB 2% 06/15/25 | 43,900,000.00 | 43,986,531.29 | |||
| CGB 3.01% 05/13/28 | 12,590,000.00 | 13,053,862.18 | |||
| CGB 3.02% 05/27/31 | 21,690,000.00 | 22,798,881.72 | |||
| CGB 3.02% 10/22/25 | 4,270,000.00 | 4,348,134.16 | |||
| CGB 3.03% 03/11/26 | 18,800,000.00 | 19,224,746.52 | |||
| CGB 3.12% 10/25/52 | 8,970,000.00 | 9,981,719.12 | |||
| CGB 3.19% 04/15/53 | 18,160,000.00 | 20,815,694.79 | |||
| CGB 3.27% 11/19/30 | 6,850,000.00 | 7,310,136.42 | |||
| CGB 3.28% 12/03/27 | 14,110,000.00 | 14,770,556.82 | |||
| CGB 3.32% 04/15/52 | 13,750,000.00 | 15,830,292.50 | |||
| CGB 3.39% 03/16/50 | 18,830,000.00 | 21,704,339.24 | |||
| CGB 3.53% 10/18/51 | 8,350,000.00 | 9,908,217.71 | |||
| CGB 3.72% 04/12/51 | 13,540,000.00 | 16,528,853.45 | |||
| CGB 3.81% 09/14/50 | 19,620,000.00 | 24,227,407.76 | |||
| CGB 3.86% 07/22/49 | 17,280,000.00 | 21,366,215.42 | |||
| CGB 3% 10/15/53 | 6,000,000.00 | 6,682,380.00 | |||
| CGB 4.08% 10/22/48 | 15,720,000.00 | 20,050,561.32 | |||
| オフショア人民元 小計 | 1,383,880,000.00 | 1,434,573,598.26 | |||
| (30,609,640,323) | |||||
| 合計 | 328,063,611,857 | ||||
| (328,063,611,857) | |||||
| 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% | 47.1% |
| カナダドル | 国債証券 | 39銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.8% |
| ユーロ | 国債証券 | 364銘柄 | 100.0% | 31.7% |
| イギリスポンド | 国債証券 | 58銘柄 | 100.0% | 5.0% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.2% |
| ノルウェークローネ | 国債証券 | 10銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 7銘柄 | 100.0% | 0.3% |
| ポーランドズロチ | 国債証券 | 13銘柄 | 100.0% | 0.6% |
| オーストラリアドル | 国債証券 | 27銘柄 | 100.0% | 1.4% |
| ニュージーランドドル | 国債証券 | 14銘柄 | 100.0% | 0.2% |
| シンガポールドル | 国債証券 | 19銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 28銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 14銘柄 | 100.0% | 0.3% |
| オフショア人民元 | 国債証券 | 58銘柄 | 100.0% | 9.3% |
| (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。
