有価証券報告書(内国投資信託受益証券)-第7期(2023/06/13-2024/06/10)
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 6月10日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 694,676,954 |
| コール・ローン | 2,887,615,648 |
| 国債証券 | 343,337,973,241 |
| 派生商品評価勘定 | 11,511,036 |
| 未収入金 | 19,503,567 |
| 未収利息 | 2,291,218,559 |
| 前払費用 | 269,214,701 |
| 差入委託証拠金 | 207,177,212 |
| 流動資産合計 | 349,718,890,918 |
| 資産合計 | 349,718,890,918 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 10,598,816 |
| 前受金 | 3,276,478 |
| 未払金 | 4,725,119 |
| 未払解約金 | 138,251,363 |
| 流動負債合計 | 156,851,776 |
| 負債合計 | 156,851,776 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 95,908,861,237 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 253,653,177,905 |
| 元本等合計 | 349,562,039,142 |
| 純資産合計 | 349,562,039,142 |
| 負債純資産合計 | 349,718,890,918 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2024年 6月10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 6月10日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 95,908,861,237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 | 3.6447円 |
| (1万口当たり純資産額) | (36,447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 6月10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 6月10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 6月10日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2023年 6月13日 |
| 期首元本額 | 85,391,300,001円 |
| 期中追加設定元本額 | 17,040,301,080円 |
| 期中一部解約元本額 | 6,522,739,844円 |
| 期末元本額 | 95,908,861,237円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,089,353,739円 |
| グローバル・インカム&プラス(毎月決算型) | 486,552,982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) | 2,365,608,474円 |
| SBI資産設計オープン(分配型) | 9,311,176円 |
| SMT グローバル債券インデックス・オープン | 8,735,731,114円 |
| 世界経済インデックスファンド | 22,895,832,910円 |
| DCマイセレクション25 | 1,846,941,992円 |
| DCマイセレクション50 | 1,807,410,661円 |
| DCマイセレクション75 | 1,454,374,209円 |
| DC外国債券インデックス・オープン | 2,230,914,242円 |
| DCマイセレクションS25 | 1,123,557,697円 |
| DCマイセレクションS50 | 999,192,405円 |
| DCマイセレクションS75 | 583,905,357円 |
| DCターゲット・イヤー ファンド2025 | 11,199,926円 |
| DCターゲット・イヤー ファンド2035 | 101,550,881円 |
| DCターゲット・イヤー ファンド2045 | 56,619,525円 |
| DC世界経済インデックスファンド | 14,669,105,342円 |
| 外国債券インデックス・オープン(SMA専用) | 790,035,636円 |
| マイセレクション50VA1(適格機関投資家専用) | 1,041,844円 |
| マイセレクション75VA1(適格機関投資家専用) | 997,055円 |
| 外国債券インデックス・オープンVA1(適格機関投資家専用) | 13,641,055円 |
| バランス30VA1(適格機関投資家専用) | 22,855,843円 |
| バランス50VA1(適格機関投資家専用) | 45,860,924円 |
| バランス25VA2(適格機関投資家専用) | 52,367,411円 |
| バランス50VA2(適格機関投資家専用) | 50,954,679円 |
| バランスA(25)VA1(適格機関投資家専用) | 707,782,893円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 355,741,537円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,496,776,524円 |
| 世界バランスVA1(適格機関投資家専用) | 50,511,004円 |
| 世界バランスVA2(適格機関投資家専用) | 26,054,749円 |
| バランスD(35)VA1(適格機関投資家専用) | 328,286,112円 |
| バランスE(25)VA1(適格機関投資家専用) | 124,261,400円 |
| バランスF(25)VA1(適格機関投資家専用) | 162,216,823円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 628,644,520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) | 1,483,144,020円 |
| グローバル・バランスファンド・シリーズ1 | 617,206,666円 |
| 外国債券ファンド・シリーズ1 | 763,870,815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) | 791,856,209円 |
| DC世界経済インデックスファンド(債券シフト型) | 4,503,680,673円 |
| 世界経済インデックスファンド(株式シフト型) | 221,553,735円 |
| 世界経済インデックスファンド(債券シフト型) | 104,165,192円 |
| SMT グローバル債券インデックス・オープン(為替ヘッジあり) | 1,229,537,467円 |
| SMT インデックスバランス・オープン | 178,538,932円 |
| SMT 世界経済インデックス・オープン | 432,872,392円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 637,963,357円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 962,725,028円 |
| SMT 8資産インデックスバランス・オープン | 8,463,215円 |
| グローバル経済コア | 1,176,432,309円 |
| SBI資産設計オープン(つみたてNISA対応型) | 23,465,678円 |
| DCターゲット・イヤー ファンド2055 | 2,916,106円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 66,622,347円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 93,041,058円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 46,712,817円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 64,072,595円 |
| My SMT グローバル債券インデックス(ノーロード) | 779,979,384円 |
| 10資産分散投資ファンド | 35,744,317円 |
| グローバル10資産バランスファンド | 26,530,120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 | 22,018円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2040 | 22,194円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2045 | 22,322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 | 22,322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 | 22,025円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2060 | 21,345円 |
| DCターゲット・イヤーファンド(ライフステージ対応型)2065 | 21,210円 |
| DCマイセレクションS50(2024-2026リスク抑制型) | 16,457円 |
| FOFs用 外国債券インデックス・ファンドP(適格機関投資家専用) | 13,077,641,232円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 266,683,816円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 96,865,645円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 129,879,215円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2024年 6月10日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | 1,164,869,846 |
| 合計 | 1,164,869,846 |
| (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 6月10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 | 2,271,794,383 | - | 2,275,070,861 | 3,276,478 | |
| 合計 | 2,271,794,383 | - | 2,275,070,861 | 3,276,478 | |
| (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 6月10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 | 2,706,132,695 | - | 2,703,768,437 | △2,364,258 | |
| アメリカドル | 1,309,449,992 | - | 1,311,801,040 | 2,351,048 | |
| カナダドル | 104,250,297 | - | 103,740,000 | △510,297 | |
| ユーロ | 848,737,912 | - | 844,084,947 | △4,652,965 | |
| イギリスポンド | 153,522,426 | - | 153,695,080 | 172,654 | |
| オフショア人民元 | 290,172,068 | - | 290,447,370 | 275,302 | |
| 合計 | 2,706,132,695 | - | 2,703,768,437 | △2,364,258 | |
| (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 | 3,718,315.77 | |
| T 0.25% 06/30/25 | 3,800,000.00 | 3,611,113.28 | |||
| T 0.25% 07/31/25 | 7,640,000.00 | 7,232,632.82 | |||
| T 0.25% 08/31/25 | 5,250,000.00 | 4,949,970.69 | |||
| T 0.25% 09/30/25 | 3,000,000.00 | 2,818,183.59 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,369,515.61 | |||
| T 0.375% 01/31/26 | 8,000,000.00 | 7,424,375.04 | |||
| T 0.375% 07/31/27 | 5,500,000.00 | 4,822,919.91 | |||
| T 0.375% 09/30/27 | 6,580,000.00 | 5,735,909.37 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,803,769.52 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,725,156.24 | |||
| T 0.5% 02/28/26 | 4,500,000.00 | 4,171,992.21 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,612,580.46 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,100,234.37 | |||
| T 0.5% 06/30/27 | 6,960,000.00 | 6,148,589.07 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,090,970.28 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 6,544,628.92 | |||
| T 0.625% 03/31/27 | 7,500,000.00 | 6,709,277.32 | |||
| T 0.625% 05/15/30 | 9,100,000.00 | 7,302,216.83 | |||
| T 0.625% 07/31/26 | 10,800,000.00 | 9,886,640.65 | |||
| T 0.625% 08/15/30 | 11,950,000.00 | 9,505,151.41 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,184,912.10 | |||
| T 0.625% 12/31/27 | 9,600,000.00 | 8,366,250.04 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,421,894.51 | |||
| T 0.75% 03/31/26 | 6,000,000.00 | 5,570,976.54 | |||
| T 0.75% 04/30/26 | 9,500,000.00 | 8,795,292.94 | |||
| T 0.75% 05/31/26 | 4,000,000.00 | 3,692,343.76 | |||
| T 0.75% 08/31/26 | 1,830,000.00 | 1,674,807.41 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,386,250.00 | |||
| T 0.875% 09/30/26 | 2,900,000.00 | 2,656,048.83 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 8,953,972.71 | |||
| T 1.125% 02/15/31 | 4,080,000.00 | 3,313,087.50 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,067,500.00 | |||
| T 1.125% 05/15/40 | 1,710,000.00 | 1,049,111.71 | |||
| T 1.125% 08/15/40 | 5,200,000.00 | 3,161,234.38 | |||
| T 1.125% 08/31/28 | 12,030,000.00 | 10,475,733.37 | |||
| T 1.25% 03/31/28 | 8,480,000.00 | 7,509,768.77 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 7,067,500.00 | |||
| T 1.25% 05/15/50 | 5,550,000.00 | 2,747,033.21 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,289,726.54 | |||
| T 1.25% 06/30/28 | 9,000,000.00 | 7,915,078.08 | |||
| T 1.25% 08/15/31 | 9,230,000.00 | 7,438,442.60 | |||
| T 1.25% 09/30/28 | 9,500,000.00 | 8,298,027.32 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,434,257.83 | |||
| T 1.25% 12/31/26 | 7,130,000.00 | 6,541,357.25 | |||
| T 1.375% 08/15/50 | 5,700,000.00 | 2,910,339.85 | |||
| T 1.375% 10/31/28 | 3,520,000.00 | 3,085,431.25 | |||
| T 1.375% 11/15/31 | 12,580,000.00 | 10,159,824.25 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 3,783,515.64 | |||
| T 1.375% 12/31/28 | 8,680,000.00 | 7,576,182.00 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,525,390.64 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,518,455.09 | |||
| T 1.5% 08/15/26 | 15,500,000.00 | 14,442,851.64 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 6,596,923.80 | |||
| T 1.625% 02/15/26 | 5,600,000.00 | 5,300,531.26 | |||
| T 1.625% 05/15/26 | 10,770,000.00 | 10,127,586.30 | |||
| T 1.625% 05/15/31 | 5,960,000.00 | 4,969,382.79 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 5,879,619.15 | |||
| T 1.625% 10/31/26 | 2,800,000.00 | 2,603,234.36 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 3,769,394.51 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,435,503.91 | |||
| T 1.75% 01/31/29 | 6,000,000.00 | 5,318,085.96 | |||
| T 1.75% 08/15/41 | 7,080,000.00 | 4,675,289.04 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,618,085.93 | |||
| T 1.875% 02/15/32 | 11,720,000.00 | 9,778,646.10 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 5,396,996.07 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 3,847,464.85 | |||
| T 1.875% 02/28/27 | 6,500,000.00 | 6,034,843.75 | |||
| T 1.875% 02/28/29 | 8,470,000.00 | 7,539,292.59 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 4,881,438.30 | |||
| T 1.875% 11/15/51 | 3,300,000.00 | 1,912,066.39 | |||
| T 1% 07/31/28 | 7,000,000.00 | 6,077,558.62 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,415,218.76 | |||
| T 2.25% 02/15/27 | 5,550,000.00 | 5,210,496.06 | |||
| T 2.25% 02/15/52 | 4,300,000.00 | 2,735,371.08 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 7,155,761.70 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 4,670,882.84 | |||
| T 2.25% 08/15/27 | 7,530,000.00 | 7,005,253.12 | |||
| T 2.25% 08/15/46 | 1,640,000.00 | 1,092,906.25 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 3,553,945.34 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,231,734.36 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,085,364.28 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 3,998,671.87 | |||
| T 2.375% 03/31/29 | 4,900,000.00 | 4,457,851.53 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,482,390.61 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 10,964,854.68 | |||
| T 2.375% 05/15/29 | 6,010,000.00 | 5,457,948.62 | |||
| T 2.375% 05/15/51 | 8,150,000.00 | 5,359,898.43 | |||
| T 2.375% 11/15/49 | 4,100,000.00 | 2,720,574.22 | |||
| T 2.5% 02/15/45 | 2,810,000.00 | 2,001,576.17 | |||
| T 2.5% 02/15/46 | 2,450,000.00 | 1,725,814.44 | |||
| T 2.5% 03/31/27 | 7,100,000.00 | 6,698,683.57 | |||
| T 2.5% 05/15/46 | 1,450,000.00 | 1,018,738.27 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 4,516,506.62 | |||
| T 2.625% 02/15/29 | 7,740,000.00 | 7,135,463.65 | |||
| T 2.625% 05/31/27 | 2,400,000.00 | 2,265,375.00 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 5,613,799.20 | |||
| T 2.75% 02/15/28 | 6,550,000.00 | 6,149,068.34 | |||
| T 2.75% 04/30/27 | 5,450,000.00 | 5,169,835.93 | |||
| T 2.75% 05/31/29 | 5,700,000.00 | 5,265,820.28 | |||
| T 2.75% 06/30/25 | 5,500,000.00 | 5,365,566.85 | |||
| T 2.75% 08/15/32 | 12,900,000.00 | 11,413,476.49 | |||
| T 2.75% 08/15/42 | 7,100,000.00 | 5,447,308.57 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 2,950,646.49 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 6,707,554.72 | |||
| T 2.75% 11/15/42 | 6,020,000.00 | 4,602,713.26 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,217,802.74 | |||
| T 2.875% 04/30/29 | 3,300,000.00 | 3,069,580.07 | |||
| T 2.875% 05/15/28 | 10,060,000.00 | 9,461,508.56 | |||
| T 2.875% 05/15/32 | 10,100,000.00 | 9,047,785.13 | |||
| T 2.875% 05/15/43 | 5,050,000.00 | 3,914,341.80 | |||
| T 2.875% 05/15/49 | 6,080,000.00 | 4,490,412.51 | |||
| T 2.875% 05/15/52 | 10,800,000.00 | 7,910,156.30 | |||
| T 2.875% 05/31/25 | 3,820,000.00 | 3,735,867.28 | |||
| T 2.875% 07/31/25 | 5,460,000.00 | 5,325,632.78 | |||
| T 2.875% 08/15/28 | 13,220,000.00 | 12,395,557.43 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 1,744,496.08 | |||
| T 2.875% 11/15/46 | 940,000.00 | 705,660.93 | |||
| T 2.875% 11/30/25 | 9,000,000.00 | 8,727,187.50 | |||
| T 2% 02/15/50 | 2,750,000.00 | 1,668,261.70 | |||
| T 2% 08/15/25 | 3,450,000.00 | 3,327,632.81 | |||
| T 2% 08/15/51 | 7,850,000.00 | 4,706,167.00 | |||
| T 2% 11/15/26 | 3,220,000.00 | 3,018,309.76 | |||
| T 2% 11/15/41 | 6,200,000.00 | 4,252,085.92 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 859,769.52 | |||
| T 3.125% 02/15/43 | 3,800,000.00 | 3,072,210.92 | |||
| T 3.125% 05/15/48 | 4,780,000.00 | 3,718,130.45 | |||
| T 3.125% 08/15/25 | 10,200,000.00 | 9,968,906.25 | |||
| T 3.125% 08/15/44 | 1,840,000.00 | 1,468,262.50 | |||
| T 3.125% 08/31/27 | 6,150,000.00 | 5,876,012.70 | |||
| T 3.125% 08/31/29 | 7,150,000.00 | 6,707,593.75 | |||
| T 3.125% 11/15/28 | 10,410,000.00 | 9,836,230.04 | |||
| T 3.25% 05/15/42 | 4,150,000.00 | 3,444,824.19 | |||
| T 3.25% 06/30/29 | 3,000,000.00 | 2,834,824.23 | |||
| T 3.375% 05/15/33 | 13,630,000.00 | 12,565,688.63 | |||
| T 3.375% 05/15/44 | 3,010,000.00 | 2,502,885.55 | |||
| T 3.375% 08/15/42 | 2,300,000.00 | 1,938,917.96 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 4,306,664.03 | |||
| T 3.5% 01/31/30 | 4,000,000.00 | 3,809,375.00 | |||
| T 3.5% 02/15/33 | 11,200,000.00 | 10,444,437.47 | |||
| T 3.5% 02/15/39 | 770,000.00 | 690,623.82 | |||
| T 3.5% 04/30/30 | 3,500,000.00 | 3,327,871.08 | |||
| T 3.5% 09/15/25 | 2,900,000.00 | 2,842,962.88 | |||
| T 3.625% 02/15/44 | 4,890,000.00 | 4,229,850.00 | |||
| T 3.625% 02/15/53 | 9,550,000.00 | 8,111,717.75 | |||
| T 3.625% 05/15/53 | 2,300,000.00 | 1,953,562.50 | |||
| T 3.625% 08/15/43 | 4,700,000.00 | 4,076,332.04 | |||
| T 3.75% 04/15/26 | 6,570,000.00 | 6,434,493.75 | |||
| T 3.75% 06/30/30 | 3,000,000.00 | 2,888,144.52 | |||
| T 3.75% 11/15/43 | 4,730,000.00 | 4,172,192.56 | |||
| T 3.875% 01/15/26 | 6,500,000.00 | 6,387,900.41 | |||
| T 3.875% 02/15/43 | 2,500,000.00 | 2,255,908.20 | |||
| T 3.875% 08/15/33 | 8,170,000.00 | 7,821,338.87 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,339,210.93 | |||
| T 3.875% 09/30/29 | 3,540,000.00 | 3,441,128.89 | |||
| T 3.875% 11/30/29 | 8,130,000.00 | 7,898,803.12 | |||
| T 3% 02/15/47 | 5,920,000.00 | 4,536,662.47 | |||
| T 3% 02/15/48 | 1,000,000.00 | 761,054.69 | |||
| T 3% 02/15/49 | 1,000,000.00 | 757,656.25 | |||
| T 3% 05/15/42 | 2,450,000.00 | 1,961,339.85 | |||
| T 3% 05/15/45 | 700,000.00 | 543,648.43 | |||
| T 3% 05/15/47 | 3,210,000.00 | 2,455,650.00 | |||
| T 3% 07/15/25 | 11,150,000.00 | 10,899,778.27 | |||
| T 3% 08/15/48 | 3,250,000.00 | 2,466,826.18 | |||
| T 3% 08/15/52 | 5,200,000.00 | 3,907,109.38 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,089,914.05 | |||
| T 3% 10/31/25 | 5,000,000.00 | 4,862,890.60 | |||
| T 3% 11/15/44 | 2,800,000.00 | 2,183,125.00 | |||
| T 3% 11/15/45 | 2,300,000.00 | 1,780,433.58 | |||
| T 4.125% 08/15/53 | 4,300,000.00 | 3,998,076.18 | |||
| T 4.125% 08/31/30 | 9,200,000.00 | 9,035,226.52 | |||
| T 4.125% 10/31/27 | 3,100,000.00 | 3,053,742.17 | |||
| T 4.125% 11/15/32 | 14,000,000.00 | 13,691,562.50 | |||
| T 4.25% 02/15/54 | 6,750,000.00 | 6,417,246.04 | |||
| T 4.25% 02/28/31 | 9,000,000.00 | 8,898,046.92 | |||
| T 4.25% 05/15/39 | 900,000.00 | 876,937.50 | |||
| T 4.25% 10/15/25 | 6,900,000.00 | 6,825,070.27 | |||
| T 4.25% 11/15/40 | 740,000.00 | 714,244.52 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 994,785.16 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 1,868,011.71 | |||
| T 4.375% 05/15/41 | 650,000.00 | 635,324.22 | |||
| T 4.375% 08/15/26 | 6,000,000.00 | 5,943,281.28 | |||
| T 4.375% 08/31/28 | 14,150,000.00 | 14,070,406.25 | |||
| T 4.375% 11/15/39 | 960,000.00 | 946,462.50 | |||
| T 4.375% 11/30/30 | 4,500,000.00 | 4,479,873.03 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,105,796.48 | |||
| T 4.5% 05/15/38 | 550,000.00 | 553,587.89 | |||
| T 4.5% 07/15/26 | 10,000,000.00 | 9,931,250.00 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,701,460.94 | |||
| T 4.5% 11/15/33 | 9,270,000.00 | 9,309,832.07 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,397,735.15 | |||
| T 4.625% 09/30/30 | 3,010,000.00 | 3,037,395.69 | |||
| T 4.625% 10/15/26 | 9,520,000.00 | 9,486,531.29 | |||
| T 4.75% 02/15/41 | 750,000.00 | 767,446.29 | |||
| T 4.75% 11/15/53 | 3,180,000.00 | 3,283,598.42 | |||
| T 4.875% 10/31/30 | 2,500,000.00 | 2,557,617.20 | |||
| T 4% 01/15/27 | 7,200,000.00 | 7,072,875.00 | |||
| T 4% 02/15/26 | 6,500,000.00 | 6,398,310.55 | |||
| T 4% 02/28/30 | 6,200,000.00 | 6,056,503.91 | |||
| T 4% 07/31/30 | 3,980,000.00 | 3,883,065.22 | |||
| T 4% 10/31/29 | 6,550,000.00 | 6,405,055.63 | |||
| T 4% 11/15/52 | 7,400,000.00 | 6,734,000.00 | |||
| T 5.0% 05/15/37 | 400,000.00 | 423,671.87 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,340,218.75 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,065,171.87 | |||
| T 5% 08/31/25 | 4,250,000.00 | 4,243,110.36 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 1,732,539.05 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,521,763.67 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,147,248.04 | |||
| アメリカドル 小計 | 1,165,480,000.00 | 1,028,461,148.07 | |||
| (161,478,684,858) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 1,340,000.00 | 1,257,318.81 | ||
| CAN 0.5% 09/01/25 | 3,010,000.00 | 2,878,104.74 | |||
| CAN 0.5% 12/01/30 | 2,320,000.00 | 1,927,799.89 | |||
| CAN 1.25% 03/01/27 | 1,880,000.00 | 1,760,841.89 | |||
| CAN 1.25% 06/01/30 | 3,620,000.00 | 3,194,319.92 | |||
| CAN 1.5% 06/01/26 | 910,000.00 | 868,754.81 | |||
| CAN 1.5% 06/01/31 | 3,770,000.00 | 3,317,692.02 | |||
| CAN 1.5% 12/01/31 | 3,620,000.00 | 3,157,249.64 | |||
| CAN 1.75% 12/01/53 | 2,920,000.00 | 2,028,559.01 | |||
| CAN 1% 06/01/27 | 810,000.00 | 750,757.35 | |||
| CAN 1% 09/01/26 | 1,530,000.00 | 1,437,579.29 | |||
| CAN 2.25% 06/01/25 | 1,280,000.00 | 1,254,533.65 | |||
| CAN 2.25% 06/01/29 | 240,000.00 | 227,586.92 | |||
| CAN 2.5% 12/01/32 | 2,300,000.00 | 2,139,666.40 | |||
| CAN 2.75% 06/01/33 | 1,200,000.00 | 1,134,976.41 | |||
| CAN 2.75% 09/01/27 | 1,600,000.00 | 1,557,258.00 | |||
| CAN 2.75% 12/01/48 | 1,050,000.00 | 933,657.83 | |||
| CAN 2.75% 12/01/55 | 1,670,000.00 | 1,466,542.09 | |||
| CAN 2.75% 12/01/64 | 620,000.00 | 539,997.68 | |||
| CAN 2% 06/01/28 | 410,000.00 | 387,443.71 | |||
| CAN 2% 06/01/32 | 1,520,000.00 | 1,366,616.92 | |||
| CAN 2% 12/01/51 | 3,650,000.00 | 2,732,892.34 | |||
| CAN 3.25% 09/01/28 | 2,070,000.00 | 2,046,578.48 | |||
| CAN 3.25% 12/01/33 | 1,310,000.00 | 1,287,733.74 | |||
| CAN 3.5% 03/01/28 | 1,160,000.00 | 1,156,480.75 | |||
| CAN 3.5% 08/01/25 | 920,000.00 | 911,546.95 | |||
| CAN 3.5% 12/01/45 | 960,000.00 | 966,514.85 | |||
| CAN 3% 04/01/26 | 1,340,000.00 | 1,316,957.85 | |||
| CAN 3% 06/01/34 | 2,280,000.00 | 2,191,669.75 | |||
| CAN 3% 10/01/25 | 3,290,000.00 | 3,238,629.64 | |||
| CAN 4.0% 06/01/41 | 740,000.00 | 788,380.43 | |||
| CAN 4.5% 02/01/26 | 300,000.00 | 301,844.67 | |||
| CAN 4.5% 11/01/25 | 1,330,000.00 | 1,334,891.93 | |||
| CAN 4% 03/01/29 | 2,400,000.00 | 2,451,531.46 | |||
| CAN 4% 05/01/26 | 2,250,000.00 | 2,250,393.88 | |||
| CAN 5.75% 06/01/29 | 1,490,000.00 | 1,647,808.80 | |||
| CAN 5.75% 06/01/33 | 1,620,000.00 | 1,903,583.73 | |||
| CAN 5% 06/01/37 | 630,000.00 | 729,109.76 | |||
| カナダドル 小計 | 65,360,000.00 | 60,843,805.99 | |||
| (6,939,844,511) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 8,658,927.00 | ||
| MBONO 5.5% 03/04/27 | 33,260,000.00 | 29,687,543.40 | |||
| MBONO 5.75% 03/05/26 | 46,850,000.00 | 43,371,187.91 | |||
| MBONO 7.5% 05/26/33 | 30,430,000.00 | 26,342,642.40 | |||
| MBONO 7.5% 06/03/27 | 31,510,000.00 | 29,404,186.70 | |||
| MBONO 7.75% 05/29/31 | 41,040,000.00 | 36,696,736.80 | |||
| MBONO 7.75% 11/13/42 | 31,010,000.00 | 25,490,220.00 | |||
| MBONO 7.75% 11/23/34 | 10,250,000.00 | 8,895,360.00 | |||
| MBONO 7% 09/03/26 | 9,290,000.00 | 8,674,258.80 | |||
| MBONO 8.5% 03/01/29 | 14,540,000.00 | 13,744,371.20 | |||
| MBONO 8.5% 05/31/29 | 30,830,000.00 | 29,155,314.40 | |||
| MBONO 8.5% 11/18/38 | 21,430,000.00 | 19,218,852.60 | |||
| MBONO 8% 07/31/53 | 22,670,000.00 | 18,758,971.60 | |||
| MBONO 8% 11/07/47 | 24,600,000.00 | 20,435,712.00 | |||
| メキシコペソ 小計 | 356,260,000.00 | 318,534,284.81 | |||
| (2,721,971,023) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,420,000.00 | 1,198,408.29 | ||
| BGB 0.35% 06/22/32 | 1,220,000.00 | 987,795.87 | |||
| BGB 0.4% 06/22/40 | 660,000.00 | 417,343.74 | |||
| BGB 0.65% 06/22/71 | 440,000.00 | 178,471.92 | |||
| BGB 0.8% 06/22/25 | 2,000,000.00 | 1,947,109.39 | |||
| BGB 0.8% 06/22/27 | 1,510,000.00 | 1,414,147.70 | |||
| BGB 0.8% 06/22/28 | 1,600,000.00 | 1,470,662.00 | |||
| BGB 0.9% 06/22/29 | 1,670,000.00 | 1,512,333.21 | |||
| BGB 0% 10/22/27 | 900,000.00 | 814,515.74 | |||
| BGB 0% 10/22/31 | 1,460,000.00 | 1,173,976.13 | |||
| BGB 1.25% 04/22/33 | 1,310,000.00 | 1,130,518.21 | |||
| BGB 1.4% 06/22/53 | 1,050,000.00 | 647,087.43 | |||
| BGB 1.45% 06/22/37 | 800,000.00 | 645,128.00 | |||
| BGB 1.6% 06/22/47 | 1,080,000.00 | 758,770.20 | |||
| BGB 1.7% 06/22/50 | 1,100,000.00 | 760,695.92 | |||
| BGB 1.9% 06/22/38 | 650,000.00 | 546,031.68 | |||
| BGB 1% 06/22/26 | 1,840,000.00 | 1,762,787.70 | |||
| BGB 1% 06/22/31 | 1,560,000.00 | 1,364,398.22 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 638,350.24 | |||
| BGB 2.25% 06/22/57 | 670,000.00 | 503,828.27 | |||
| BGB 2.7% 10/22/29 | 180,000.00 | 177,633.90 | |||
| BGB 2.75% 04/22/39 | 560,000.00 | 520,069.34 | |||
| BGB 2.85% 10/22/34 | 680,000.00 | 660,928.38 | |||
| BGB 3.3% 06/22/54 | 1,020,000.00 | 967,821.90 | |||
| BGB 3.45% 06/22/43 | 440,000.00 | 438,269.48 | |||
| BGB 3.5% 06/22/55 | 530,000.00 | 519,524.81 | |||
| BGB 3.75% 06/22/45 | 930,000.00 | 965,978.44 | |||
| BGB 3% 06/22/33 | 1,450,000.00 | 1,439,500.55 | |||
| BGB 3% 06/22/34 | 1,050,000.00 | 1,037,855.43 | |||
| BGB 4.25% 03/28/41 | 1,750,000.00 | 1,932,813.75 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,165,583.88 | |||
| BGB 4% 03/28/32 | 880,000.00 | 938,014.00 | |||
| BGB 5.5% 03/28/28 | 2,040,000.00 | 2,221,802.96 | |||
| BGB 5% 03/28/35 | 1,810,000.00 | 2,104,260.75 | |||
| BKO 2.5% 03/19/26 | 250,000.00 | 247,256.87 | |||
| BKO 2.8% 06/12/25 | 1,490,000.00 | 1,481,606.08 | |||
| BKO 3.1% 09/18/25 | 1,360,000.00 | 1,356,779.86 | |||
| BKO 3.1% 12/12/25 | 1,820,000.00 | 1,816,396.40 | |||
| BTPS 0.25% 03/15/28 | 1,680,000.00 | 1,492,896.30 | |||
| BTPS 0.45% 02/15/29 | 1,880,000.00 | 1,636,917.88 | |||
| BTPS 0.5% 02/01/26 | 1,910,000.00 | 1,819,332.30 | |||
| BTPS 0.5% 07/15/28 | 1,300,000.00 | 1,155,599.25 | |||
| BTPS 0.6% 08/01/31 | 3,160,000.00 | 2,560,437.40 | |||
| BTPS 0.85% 01/15/27 | 2,340,000.00 | 2,191,532.25 | |||
| BTPS 0.9% 04/01/31 | 2,920,000.00 | 2,443,697.63 | |||
| BTPS 0.95% 03/01/37 | 1,320,000.00 | 917,324.10 | |||
| BTPS 0.95% 06/01/32 | 2,320,000.00 | 1,883,857.16 | |||
| BTPS 0.95% 08/01/30 | 2,230,000.00 | 1,908,097.27 | |||
| BTPS 0.95% 09/15/27 | 1,490,000.00 | 1,377,276.65 | |||
| BTPS 0.95% 12/01/31 | 2,140,000.00 | 1,763,402.80 | |||
| BTPS 0% 04/01/26 | 2,240,000.00 | 2,104,986.24 | |||
| BTPS 0% 08/01/26 | 3,230,000.00 | 3,001,317.61 | |||
| BTPS 1.1% 04/01/27 | 2,350,000.00 | 2,204,386.95 | |||
| BTPS 1.2% 08/15/25 | 850,000.00 | 827,056.80 | |||
| BTPS 1.25% 12/01/26 | 1,670,000.00 | 1,584,602.04 | |||
| BTPS 1.35% 04/01/30 | 2,250,000.00 | 1,991,787.75 | |||
| BTPS 1.45% 03/01/36 | 1,180,000.00 | 900,916.43 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 782,262.50 | |||
| BTPS 1.5% 06/01/25 | 2,410,000.00 | 2,363,390.60 | |||
| BTPS 1.6% 06/01/26 | 1,080,000.00 | 1,042,073.10 | |||
| BTPS 1.65% 03/01/32 | 2,430,000.00 | 2,102,271.36 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,253,632.78 | |||
| BTPS 1.7% 09/01/51 | 1,350,000.00 | 809,393.85 | |||
| BTPS 1.8% 03/01/41 | 960,000.00 | 684,249.84 | |||
| BTPS 1.85% 07/01/25 | 2,700,000.00 | 2,653,218.01 | |||
| BTPS 2.05% 08/01/27 | 2,320,000.00 | 2,226,277.80 | |||
| BTPS 2.1% 07/15/26 | 1,440,000.00 | 1,401,079.68 | |||
| BTPS 2.15% 03/01/72 | 690,000.00 | 413,067.81 | |||
| BTPS 2.15% 09/01/52 | 1,020,000.00 | 667,844.49 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,202,508.50 | |||
| BTPS 2.25% 09/01/36 | 1,650,000.00 | 1,370,863.72 | |||
| BTPS 2.45% 09/01/33 | 1,000,000.00 | 896,288.00 | |||
| BTPS 2.45% 09/01/50 | 1,380,000.00 | 985,326.90 | |||
| BTPS 2.5% 11/15/25 | 1,660,000.00 | 1,637,633.57 | |||
| BTPS 2.5% 12/01/32 | 2,520,000.00 | 2,294,749.80 | |||
| BTPS 2.65% 12/01/27 | 1,760,000.00 | 1,715,313.60 | |||
| BTPS 2.7% 03/01/47 | 1,110,000.00 | 859,267.65 | |||
| BTPS 2.8% 03/01/67 | 830,000.00 | 599,173.22 | |||
| BTPS 2.8% 06/15/29 | 2,610,000.00 | 2,525,697.00 | |||
| BTPS 2.8% 12/01/28 | 1,420,000.00 | 1,382,602.52 | |||
| BTPS 2.95% 02/15/27 | 330,000.00 | 325,676.25 | |||
| BTPS 2.95% 09/01/38 | 1,110,000.00 | 970,026.78 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,150,601.31 | |||
| BTPS 2% 12/01/25 | 3,220,000.00 | 3,151,984.87 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,241,331.34 | |||
| BTPS 3.25% 03/01/38 | 1,860,000.00 | 1,689,233.40 | |||
| BTPS 3.25% 09/01/46 | 2,270,000.00 | 1,938,349.59 | |||
| BTPS 3.35% 03/01/35 | 1,890,000.00 | 1,791,939.24 | |||
| BTPS 3.4% 04/01/28 | 2,000,000.00 | 1,996,278.00 | |||
| BTPS 3.45% 03/01/48 | 1,820,000.00 | 1,594,476.06 | |||
| BTPS 3.5% 01/15/26 | 910,000.00 | 909,545.00 | |||
| BTPS 3.5% 02/15/31 | 2,440,000.00 | 2,417,433.66 | |||
| BTPS 3.5% 03/01/30 | 2,360,000.00 | 2,356,516.64 | |||
| BTPS 3.7% 06/15/30 | 1,030,000.00 | 1,035,346.31 | |||
| BTPS 3.8% 04/15/26 | 1,440,000.00 | 1,447,691.04 | |||
| BTPS 3.8% 08/01/28 | 1,760,000.00 | 1,781,945.77 | |||
| BTPS 3.85% 07/01/34 | 1,300,000.00 | 1,292,678.92 | |||
| BTPS 3.85% 09/01/49 | 1,470,000.00 | 1,366,101.87 | |||
| BTPS 3.85% 09/15/26 | 860,000.00 | 866,908.38 | |||
| BTPS 3.85% 12/15/29 | 2,860,000.00 | 2,901,567.24 | |||
| BTPS 3% 08/01/29 | 1,150,000.00 | 1,123,276.30 | |||
| BTPS 4.1% 02/01/29 | 440,000.00 | 451,328.54 | |||
| BTPS 4.15% 10/01/39 | 460,000.00 | 456,307.35 | |||
| BTPS 4.2% 03/01/34 | 1,920,000.00 | 1,968,654.72 | |||
| BTPS 4.35% 11/01/33 | 1,800,000.00 | 1,870,449.30 | |||
| BTPS 4.4% 05/01/33 | 1,060,000.00 | 1,108,090.08 | |||
| BTPS 4.45% 09/01/43 | 1,560,000.00 | 1,586,235.60 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,114,548.80 | |||
| BTPS 4.5% 10/01/53 | 1,510,000.00 | 1,534,481.17 | |||
| BTPS 4.75% 09/01/28 | 2,630,000.00 | 2,761,510.52 | |||
| BTPS 4.75% 09/01/44 | 1,600,000.00 | 1,695,624.00 | |||
| BTPS 4% 02/01/37 | 3,070,000.00 | 3,068,529.47 | |||
| BTPS 4% 04/30/35 | 880,000.00 | 885,878.40 | |||
| BTPS 4% 10/30/31 | 1,250,000.00 | 1,277,681.25 | |||
| BTPS 4% 11/15/30 | 1,800,000.00 | 1,837,696.50 | |||
| BTPS 5.0% 08/01/39 | 2,680,000.00 | 2,914,595.40 | |||
| BTPS 5.25% 11/01/29 | 2,710,000.00 | 2,942,393.34 | |||
| BTPS 5.75% 02/01/33 | 2,280,000.00 | 2,604,784.86 | |||
| BTPS 5% 08/01/34 | 3,170,000.00 | 3,460,758.74 | |||
| BTPS 5% 09/01/40 | 2,380,000.00 | 2,586,441.20 | |||
| BTPS 6.5% 11/01/27 | 2,700,000.00 | 2,964,190.14 | |||
| BTPS 6% 05/01/31 | 1,140,000.00 | 1,305,714.39 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,520,891.40 | |||
| DBR 0.25% 02/15/27 | 2,690,000.00 | 2,510,773.37 | |||
| DBR 0.25% 02/15/29 | 1,370,000.00 | 1,227,686.11 | |||
| DBR 0.25% 08/15/28 | 2,090,000.00 | 1,892,061.84 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 2,873,081.25 | |||
| DBR 0.5% 02/15/28 | 1,360,000.00 | 1,255,248.04 | |||
| DBR 0.5% 08/15/27 | 350,000.00 | 325,953.25 | |||
| DBR 0% 02/15/30 | 970,000.00 | 838,708.56 | |||
| DBR 0% 02/15/31 | 1,660,000.00 | 1,401,440.06 | |||
| DBR 0% 02/15/32 | 3,100,000.00 | 2,551,455.00 | |||
| DBR 0% 05/15/35 | 2,380,000.00 | 1,787,112.23 | |||
| DBR 0% 05/15/36 | 2,430,000.00 | 1,771,245.22 | |||
| DBR 0% 08/15/26 | 2,920,000.00 | 2,739,565.89 | |||
| DBR 0% 08/15/29 | 2,950,000.00 | 2,580,836.25 | |||
| DBR 0% 08/15/30 | 2,350,000.00 | 2,008,935.68 | |||
| DBR 0% 08/15/30 | 1,480,000.00 | 1,266,131.12 | |||
| DBR 0% 08/15/31 | 3,990,000.00 | 3,329,447.98 | |||
| DBR 0% 08/15/50 | 4,580,000.00 | 2,276,082.49 | |||
| DBR 0% 08/15/52 | 3,020,000.00 | 1,429,037.53 | |||
| DBR 0% 11/15/27 | 2,420,000.00 | 2,204,065.82 | |||
| DBR 0% 11/15/28 | 1,990,000.00 | 1,771,312.93 | |||
| DBR 1.25% 08/15/48 | 3,490,000.00 | 2,577,818.70 | |||
| DBR 1.7% 08/15/32 | 3,160,000.00 | 2,958,566.59 | |||
| DBR 1.8% 08/15/53 | 3,050,000.00 | 2,486,536.90 | |||
| DBR 1% 05/15/38 | 2,080,000.00 | 1,664,822.12 | |||
| DBR 1% 08/15/25 | 2,430,000.00 | 2,366,230.72 | |||
| DBR 2.1% 11/15/29 | 3,430,000.00 | 3,335,596.11 | |||
| DBR 2.2% 02/15/34 | 2,380,000.00 | 2,295,480.23 | |||
| DBR 2.3% 02/15/33 | 4,630,000.00 | 4,526,890.36 | |||
| DBR 2.4% 11/15/30 | 1,390,000.00 | 1,371,647.83 | |||
| DBR 2.5% 07/04/44 | 2,930,000.00 | 2,803,922.10 | |||
| DBR 2.5% 08/15/46 | 2,920,000.00 | 2,791,228.00 | |||
| DBR 2.5% 08/15/54 | 1,330,000.00 | 1,268,286.33 | |||
| DBR 2.6% 08/15/33 | 1,790,000.00 | 1,789,541.30 | |||
| DBR 3.25% 07/04/42 | 2,030,000.00 | 2,163,068.53 | |||
| DBR 4.0% 01/04/37 | 2,570,000.00 | 2,919,656.21 | |||
| DBR 4.25% 07/04/39 | 1,810,000.00 | 2,138,506.66 | |||
| DBR 4.75% 07/04/28 | 1,430,000.00 | 1,540,461.06 | |||
| DBR 4.75% 07/04/34 | 2,130,000.00 | 2,524,370.99 | |||
| DBR 4.75% 07/04/40 | 1,980,000.00 | 2,485,043.54 | |||
| DBR 5.5% 01/04/31 | 3,100,000.00 | 3,627,395.25 | |||
| DBR 5.625% 01/04/28 | 2,810,000.00 | 3,079,185.35 | |||
| DBR 6.25% 01/04/30 | 1,250,000.00 | 1,479,245.62 | |||
| DBR 6.5% 07/04/27 | 2,690,000.00 | 2,973,848.80 | |||
| FRTR 0.25% 11/25/26 | 3,700,000.00 | 3,452,936.20 | |||
| FRTR 0.5% 05/25/26 | 4,500,000.00 | 4,275,202.50 | |||
| FRTR 0.5% 05/25/29 | 5,040,000.00 | 4,474,242.36 | |||
| FRTR 0.5% 05/25/40 | 2,690,000.00 | 1,757,311.09 | |||
| FRTR 0.5% 05/25/72 | 1,290,000.00 | 480,658.19 | |||
| FRTR 0.5% 06/25/44 | 2,030,000.00 | 1,189,997.16 | |||
| FRTR 0.75% 02/25/28 | 5,200,000.00 | 4,793,247.51 | |||
| FRTR 0.75% 05/25/28 | 6,860,000.00 | 6,294,420.44 | |||
| FRTR 0.75% 05/25/52 | 2,940,000.00 | 1,537,591.33 | |||
| FRTR 0.75% 05/25/53 | 3,040,000.00 | 1,553,674.84 | |||
| FRTR 0.75% 11/25/28 | 3,850,000.00 | 3,496,429.16 | |||
| FRTR 0% 02/25/26 | 4,020,000.00 | 3,808,347.00 | |||
| FRTR 0% 02/25/27 | 4,000,000.00 | 3,684,336.00 | |||
| FRTR 0% 05/25/32 | 3,780,000.00 | 2,987,945.39 | |||
| FRTR 0% 11/25/29 | 4,820,000.00 | 4,111,966.10 | |||
| FRTR 0% 11/25/30 | 5,810,000.00 | 4,821,803.23 | |||
| FRTR 0% 11/25/31 | 4,890,000.00 | 3,926,985.39 | |||
| FRTR 1.25% 05/25/34 | 5,160,000.00 | 4,348,593.86 | |||
| FRTR 1.25% 05/25/36 | 4,450,000.00 | 3,598,138.72 | |||
| FRTR 1.25% 05/25/38 | 2,740,000.00 | 2,118,585.81 | |||
| FRTR 1.5% 05/25/31 | 6,080,000.00 | 5,526,586.96 | |||
| FRTR 1.5% 05/25/50 | 3,050,000.00 | 2,043,389.43 | |||
| FRTR 1.75% 05/25/66 | 1,680,000.00 | 1,090,938.77 | |||
| FRTR 1.75% 06/25/39 | 3,250,000.00 | 2,665,082.87 | |||
| FRTR 1% 05/25/27 | 4,970,000.00 | 4,685,436.43 | |||
| FRTR 1% 11/25/25 | 4,670,000.00 | 4,519,089.51 | |||
| FRTR 2.5% 05/25/30 | 5,570,000.00 | 5,432,762.83 | |||
| FRTR 2.5% 05/25/43 | 1,530,000.00 | 1,335,780.27 | |||
| FRTR 2.5% 09/24/26 | 3,140,000.00 | 3,095,059.53 | |||
| FRTR 2.75% 02/25/29 | 4,370,000.00 | 4,324,151.05 | |||
| FRTR 2.75% 10/25/27 | 4,730,000.00 | 4,686,803.27 | |||
| FRTR 2% 05/25/48 | 2,860,000.00 | 2,194,975.64 | |||
| FRTR 2% 11/25/32 | 2,900,000.00 | 2,678,737.25 | |||
| FRTR 3.25% 05/25/45 | 2,860,000.00 | 2,792,908.69 | |||
| FRTR 3.25% 05/25/55 | 90,000.00 | 85,318.99 | |||
| FRTR 3.5% 04/25/26 | 4,730,000.00 | 4,755,305.50 | |||
| FRTR 3.5% 11/25/33 | 3,100,000.00 | 3,200,377.06 | |||
| FRTR 3% 05/25/33 | 4,210,000.00 | 4,188,956.31 | |||
| FRTR 3% 05/25/54 | 2,380,000.00 | 2,159,076.50 | |||
| FRTR 3% 06/25/49 | 770,000.00 | 715,293.81 | |||
| FRTR 4.5% 04/25/41 | 3,440,000.00 | 3,947,925.28 | |||
| FRTR 4.75% 04/25/35 | 2,440,000.00 | 2,795,276.20 | |||
| FRTR 4% 04/25/55 | 2,540,000.00 | 2,777,358.93 | |||
| FRTR 4% 04/25/60 | 1,780,000.00 | 1,966,213.81 | |||
| FRTR 4% 10/25/38 | 2,140,000.00 | 2,313,983.07 | |||
| FRTR 5.5% 04/25/29 | 5,920,000.00 | 6,585,492.06 | |||
| FRTR 5.75% 10/25/32 | 4,370,000.00 | 5,227,546.95 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 1,965,914.80 | |||
| IRISH 0.2% 05/15/27 | 670,000.00 | 618,584.28 | |||
| IRISH 0.2% 10/18/30 | 780,000.00 | 662,455.95 | |||
| IRISH 0.35% 10/18/32 | 380,000.00 | 309,232.41 | |||
| IRISH 0.4% 05/15/35 | 690,000.00 | 524,194.38 | |||
| IRISH 0.55% 04/22/41 | 410,000.00 | 271,487.10 | |||
| IRISH 0.9% 05/15/28 | 770,000.00 | 714,059.50 | |||
| IRISH 0% 10/18/31 | 1,120,000.00 | 910,019.91 | |||
| IRISH 1.1% 05/15/29 | 980,000.00 | 901,213.14 | |||
| IRISH 1.3% 05/15/33 | 430,000.00 | 376,098.21 | |||
| IRISH 1.35% 03/18/31 | 470,000.00 | 427,245.27 | |||
| IRISH 1.5% 05/15/50 | 800,000.00 | 563,948.00 | |||
| IRISH 1.7% 05/15/37 | 740,000.00 | 630,871.70 | |||
| IRISH 1% 05/15/26 | 1,000,000.00 | 961,147.30 | |||
| IRISH 2.4% 05/15/30 | 930,000.00 | 906,346.38 | |||
| IRISH 2.6% 10/18/34 | 200,000.00 | 193,195.15 | |||
| IRISH 2% 02/18/45 | 980,000.00 | 808,918.70 | |||
| IRISH 3% 10/18/43 | 370,000.00 | 361,867.67 | |||
| NETHER 0.25% 07/15/25 | 1,910,000.00 | 1,848,045.33 | |||
| NETHER 0.25% 07/15/29 | 950,000.00 | 835,141.43 | |||
| NETHER 0.5% 01/15/40 | 1,470,000.00 | 1,020,990.70 | |||
| NETHER 0.5% 07/15/26 | 1,750,000.00 | 1,660,555.21 | |||
| NETHER 0.5% 07/15/32 | 1,150,000.00 | 957,824.98 | |||
| NETHER 0.75% 07/15/27 | 900,000.00 | 842,666.40 | |||
| NETHER 0.75% 07/15/28 | 1,610,000.00 | 1,480,101.98 | |||
| NETHER 0% 01/15/26 | 1,190,000.00 | 1,132,002.37 | |||
| NETHER 0% 01/15/27 | 1,730,000.00 | 1,602,249.43 | |||
| NETHER 0% 01/15/29 | 1,610,000.00 | 1,414,105.25 | |||
| NETHER 0% 01/15/38 | 1,170,000.00 | 783,357.70 | |||
| NETHER 0% 01/15/52 | 1,740,000.00 | 803,866.93 | |||
| NETHER 0% 07/15/30 | 1,350,000.00 | 1,139,487.75 | |||
| NETHER 0% 07/15/31 | 1,370,000.00 | 1,125,758.98 | |||
| NETHER 2.5% 01/15/30 | 1,000,000.00 | 981,966.00 | |||
| NETHER 2.5% 01/15/33 | 1,550,000.00 | 1,509,879.80 | |||
| NETHER 2.5% 07/15/33 | 1,320,000.00 | 1,280,524.08 | |||
| NETHER 2.5% 07/15/34 | 680,000.00 | 655,637.64 | |||
| NETHER 2.75% 01/15/47 | 1,840,000.00 | 1,784,121.50 | |||
| NETHER 2% 01/15/54 | 1,120,000.00 | 918,334.76 | |||
| NETHER 3.25% 01/15/44 | 680,000.00 | 706,886.30 | |||
| NETHER 3.75% 01/15/42 | 1,700,000.00 | 1,874,545.29 | |||
| NETHER 4% 01/15/37 | 1,660,000.00 | 1,837,495.50 | |||
| NETHER 5.5% 01/15/28 | 1,530,000.00 | 1,663,459.91 | |||
| OBL 0% 04/10/26 | 3,070,000.00 | 2,905,314.45 | |||
| OBL 0% 04/16/27 | 2,550,000.00 | 2,353,259.85 | |||
| OBL 0% 10/09/26 | 2,680,000.00 | 2,504,306.56 | |||
| OBL 0% 10/10/25 | 4,000,000.00 | 3,835,812.00 | |||
| OBL 1.3% 10/15/27 | 3,550,000.00 | 3,384,337.47 | |||
| OBL 2.1% 04/12/29 | 2,030,000.00 | 1,976,732.80 | |||
| OBL 2.2% 04/13/28 | 2,950,000.00 | 2,891,268.45 | |||
| OBL 2.4% 10/19/28 | 4,270,000.00 | 4,215,213.76 | |||
| RAGB 0.25% 10/20/36 | 720,000.00 | 506,301.84 | |||
| RAGB 0.5% 02/20/29 | 1,410,000.00 | 1,258,298.45 | |||
| RAGB 0.5% 04/20/27 | 1,490,000.00 | 1,387,705.90 | |||
| RAGB 0.7% 04/20/71 | 350,000.00 | 151,908.37 | |||
| RAGB 0.75% 02/20/28 | 880,000.00 | 812,064.66 | |||
| RAGB 0.75% 03/20/51 | 780,000.00 | 439,414.95 | |||
| RAGB 0.75% 10/20/26 | 1,480,000.00 | 1,402,325.89 | |||
| RAGB 0.85% 06/30/20 | 230,000.00 | 100,267.35 | |||
| RAGB 0.9% 02/20/32 | 1,230,000.00 | 1,051,419.37 | |||
| RAGB 0% 02/20/30 | 1,480,000.00 | 1,251,292.64 | |||
| RAGB 0% 02/20/31 | 1,670,000.00 | 1,368,551.64 | |||
| RAGB 0% 10/20/28 | 880,000.00 | 774,200.89 | |||
| RAGB 0% 10/20/40 | 580,000.00 | 343,588.21 | |||
| RAGB 1.2% 10/20/25 | 1,190,000.00 | 1,156,728.19 | |||
| RAGB 1.5% 02/20/47 | 1,080,000.00 | 778,218.30 | |||
| RAGB 1.5% 11/02/86 | 400,000.00 | 233,008.90 | |||
| RAGB 1.85% 05/23/49 | 660,000.00 | 503,305.77 | |||
| RAGB 2.1% 09/20/17 | 650,000.00 | 472,904.25 | |||
| RAGB 2.4% 05/23/34 | 930,000.00 | 874,255.56 | |||
| RAGB 2.9% 02/20/33 | 1,500,000.00 | 1,479,870.00 | |||
| RAGB 2.9% 02/20/34 | 720,000.00 | 707,353.37 | |||
| RAGB 2.9% 05/23/29 | 220,000.00 | 219,488.83 | |||
| RAGB 3.15% 06/20/44 | 700,000.00 | 688,061.24 | |||
| RAGB 3.15% 10/20/53 | 440,000.00 | 428,866.56 | |||
| RAGB 3.2% 07/15/39 | 330,000.00 | 327,592.32 | |||
| RAGB 3.45% 10/20/30 | 230,000.00 | 235,803.17 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 469,906.41 | |||
| RAGB 4.15% 03/15/37 | 1,460,000.00 | 1,603,256.07 | |||
| RAGB 4.85% 03/15/26 | 1,170,000.00 | 1,202,758.83 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,290,107.21 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 308,831.16 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 206,852.31 | |||
| RFGB 0.125% 09/15/31 | 630,000.00 | 513,305.88 | |||
| RFGB 0.25% 09/15/40 | 300,000.00 | 187,959.60 | |||
| RFGB 0.5% 04/15/26 | 570,000.00 | 543,046.59 | |||
| RFGB 0.5% 04/15/43 | 490,000.00 | 302,565.20 | |||
| RFGB 0.5% 09/15/27 | 540,000.00 | 498,250.11 | |||
| RFGB 0.5% 09/15/28 | 730,000.00 | 658,116.53 | |||
| RFGB 0.5% 09/15/29 | 530,000.00 | 466,879.49 | |||
| RFGB 0.75% 04/15/31 | 510,000.00 | 440,340.50 | |||
| RFGB 0.875% 09/15/25 | 440,000.00 | 427,005.19 | |||
| RFGB 0% 09/15/26 | 460,000.00 | 428,986.80 | |||
| RFGB 0% 09/15/30 | 720,000.00 | 598,748.67 | |||
| RFGB 1.125% 04/15/34 | 640,000.00 | 534,486.40 | |||
| RFGB 1.375% 04/15/27 | 350,000.00 | 333,957.44 | |||
| RFGB 1.375% 04/15/47 | 610,000.00 | 430,893.63 | |||
| RFGB 1.5% 09/15/32 | 570,000.00 | 506,442.21 | |||
| RFGB 2.625% 07/04/42 | 470,000.00 | 430,315.55 | |||
| RFGB 2.75% 04/15/38 | 400,000.00 | 378,134.00 | |||
| RFGB 2.75% 07/04/28 | 550,000.00 | 545,302.64 | |||
| RFGB 2.875% 04/15/29 | 320,000.00 | 318,225.04 | |||
| RFGB 2.95% 04/15/55 | 230,000.00 | 217,354.02 | |||
| RFGB 3% 09/15/33 | 580,000.00 | 576,232.82 | |||
| RFGB 3% 09/15/34 | 430,000.00 | 425,523.03 | |||
| RFGB 4% 07/04/25 | 640,000.00 | 643,995.96 | |||
| SPGB 0.1% 04/30/31 | 2,200,000.00 | 1,794,639.00 | |||
| SPGB 0.5% 04/30/30 | 3,210,000.00 | 2,770,848.72 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,128,067.29 | |||
| SPGB 0.6% 10/31/29 | 1,970,000.00 | 1,731,555.14 | |||
| SPGB 0.7% 04/30/32 | 2,200,000.00 | 1,825,311.40 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,272,919.78 | |||
| SPGB 0.8% 07/30/29 | 1,700,000.00 | 1,518,173.52 | |||
| SPGB 0.85% 07/30/37 | 1,460,000.00 | 1,051,716.11 | |||
| SPGB 0% 01/31/26 | 2,660,000.00 | 2,524,431.76 | |||
| SPGB 0% 01/31/27 | 2,910,000.00 | 2,679,647.31 | |||
| SPGB 0% 01/31/28 | 3,050,000.00 | 2,729,396.94 | |||
| SPGB 0% 05/31/25 | 2,160,000.00 | 2,088,720.00 | |||
| SPGB 1.2% 10/31/40 | 2,110,000.00 | 1,472,431.85 | |||
| SPGB 1.25% 10/31/30 | 2,980,000.00 | 2,664,105.10 | |||
| SPGB 1.3% 10/31/26 | 2,070,000.00 | 1,982,670.57 | |||
| SPGB 1.4% 04/30/28 | 2,450,000.00 | 2,301,715.38 | |||
| SPGB 1.4% 07/30/28 | 2,050,000.00 | 1,919,212.05 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,496,403.39 | |||
| SPGB 1.45% 10/31/27 | 2,280,000.00 | 2,160,791.33 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 322,263.15 | |||
| SPGB 1.5% 04/30/27 | 1,500,000.00 | 1,433,346.18 | |||
| SPGB 1.85% 07/30/35 | 2,190,000.00 | 1,877,416.92 | |||
| SPGB 1.9% 10/31/52 | 1,810,000.00 | 1,210,440.21 | |||
| SPGB 1.95% 04/30/26 | 2,300,000.00 | 2,246,656.10 | |||
| SPGB 1.95% 07/30/30 | 2,020,000.00 | 1,894,263.08 | |||
| SPGB 1% 07/30/42 | 1,180,000.00 | 765,657.74 | |||
| SPGB 1% 10/31/50 | 2,000,000.00 | 1,083,050.00 | |||
| SPGB 2.15% 10/31/25 | 1,570,000.00 | 1,545,968.40 | |||
| SPGB 2.35% 07/30/33 | 2,190,000.00 | 2,033,418.27 | |||
| SPGB 2.5% 05/31/27 | 1,270,000.00 | 1,246,702.48 | |||
| SPGB 2.55% 10/31/32 | 2,530,000.00 | 2,406,710.57 | |||
| SPGB 2.7% 10/31/48 | 1,710,000.00 | 1,416,516.97 | |||
| SPGB 2.8% 05/31/26 | 1,670,000.00 | 1,655,569.69 | |||
| SPGB 2.9% 10/31/46 | 1,850,000.00 | 1,610,040.65 | |||
| SPGB 3.15% 04/30/33 | 1,990,000.00 | 1,972,732.77 | |||
| SPGB 3.25% 04/30/34 | 2,150,000.00 | 2,132,475.65 | |||
| SPGB 3.45% 07/30/43 | 1,190,000.00 | 1,138,762.75 | |||
| SPGB 3.45% 07/30/66 | 1,530,000.00 | 1,386,011.87 | |||
| SPGB 3.5% 05/31/29 | 660,000.00 | 672,427.14 | |||
| SPGB 3.55% 10/31/33 | 2,270,000.00 | 2,313,947.20 | |||
| SPGB 3.9% 07/30/39 | 1,660,000.00 | 1,707,476.00 | |||
| SPGB 4.2% 01/31/37 | 1,800,000.00 | 1,930,010.76 | |||
| SPGB 4.65% 07/30/25 | 2,840,000.00 | 2,878,943.50 | |||
| SPGB 4.7% 07/30/41 | 1,880,000.00 | 2,122,593.32 | |||
| SPGB 4.9% 07/30/40 | 1,730,000.00 | 1,985,546.08 | |||
| SPGB 4% 10/31/54 | 650,000.00 | 658,771.75 | |||
| SPGB 5.15% 10/31/28 | 3,710,000.00 | 4,024,183.20 | |||
| SPGB 5.15% 10/31/44 | 1,420,000.00 | 1,700,302.32 | |||
| SPGB 5.75% 07/30/32 | 2,250,000.00 | 2,658,006.45 | |||
| SPGB 5.9% 07/30/26 | 2,310,000.00 | 2,435,141.24 | |||
| SPGB 6.0% 01/31/29 | 910,000.00 | 1,024,939.82 | |||
| ユーロ 小計 | 683,970,000.00 | 630,549,205.25 | |||
| (106,707,842,004) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 1,260,000.00 | 1,176,553.98 | ||
| UKT 0.125% 01/31/28 | 1,510,000.00 | 1,304,141.70 | |||
| UKT 0.25% 07/31/31 | 2,710,000.00 | 2,068,482.02 | |||
| UKT 0.375% 10/22/26 | 2,980,000.00 | 2,715,174.93 | |||
| UKT 0.375% 10/22/30 | 1,930,000.00 | 1,532,591.77 | |||
| UKT 0.5% 01/31/29 | 2,180,000.00 | 1,847,855.20 | |||
| UKT 0.5% 10/22/61 | 2,150,000.00 | 633,605.00 | |||
| UKT 0.625% 06/07/25 | 1,130,000.00 | 1,085,314.15 | |||
| UKT 0.625% 07/31/35 | 2,250,000.00 | 1,522,428.75 | |||
| UKT 0.625% 10/22/50 | 1,450,000.00 | 574,381.25 | |||
| UKT 0.875% 01/31/46 | 1,530,000.00 | 749,241.00 | |||
| UKT 0.875% 07/31/33 | 3,400,000.00 | 2,544,338.65 | |||
| UKT 0.875% 10/22/29 | 2,060,000.00 | 1,745,232.00 | |||
| UKT 1.125% 01/31/39 | 2,050,000.00 | 1,314,255.00 | |||
| UKT 1.125% 10/22/73 | 1,050,000.00 | 375,900.00 | |||
| UKT 1.25% 07/22/27 | 1,250,000.00 | 1,141,562.50 | |||
| UKT 1.25% 07/31/51 | 2,420,000.00 | 1,162,129.98 | |||
| UKT 1.25% 10/22/41 | 2,030,000.00 | 1,228,198.72 | |||
| UKT 1.5% 07/22/26 | 1,600,000.00 | 1,507,952.00 | |||
| UKT 1.5% 07/22/47 | 1,700,000.00 | 945,935.08 | |||
| UKT 1.5% 07/31/53 | 1,140,000.00 | 571,561.80 | |||
| UKT 1.625% 10/22/28 | 1,070,000.00 | 964,679.90 | |||
| UKT 1.625% 10/22/54 | 1,340,000.00 | 688,224.00 | |||
| UKT 1.625% 10/22/71 | 1,550,000.00 | 700,600.00 | |||
| UKT 1.75% 01/22/49 | 1,080,000.00 | 624,086.64 | |||
| UKT 1.75% 07/22/57 | 1,740,000.00 | 907,443.75 | |||
| UKT 1.75% 09/07/37 | 1,890,000.00 | 1,388,961.00 | |||
| UKT 1% 01/31/32 | 3,700,000.00 | 2,942,425.00 | |||
| UKT 2.5% 07/22/65 | 1,420,000.00 | 885,938.00 | |||
| UKT 2% 09/07/25 | 2,380,000.00 | 2,301,555.20 | |||
| UKT 3.25% 01/22/44 | 2,010,000.00 | 1,650,009.00 | |||
| UKT 3.25% 01/31/33 | 3,960,000.00 | 3,688,725.74 | |||
| UKT 3.5% 01/22/45 | 1,820,000.00 | 1,541,581.86 | |||
| UKT 3.5% 07/22/68 | 1,470,000.00 | 1,184,767.08 | |||
| UKT 3.5% 10/22/25 | 2,350,000.00 | 2,309,869.05 | |||
| UKT 3.75% 01/29/38 | 1,930,000.00 | 1,790,075.00 | |||
| UKT 3.75% 03/07/27 | 650,000.00 | 637,131.21 | |||
| UKT 3.75% 07/22/52 | 1,150,000.00 | 986,403.53 | |||
| UKT 3.75% 10/22/53 | 2,910,000.00 | 2,481,939.00 | |||
| UKT 4.125% 01/29/27 | 3,340,000.00 | 3,308,403.60 | |||
| UKT 4.25% 03/07/36 | 1,890,000.00 | 1,872,234.00 | |||
| UKT 4.25% 06/07/32 | 1,320,000.00 | 1,331,140.80 | |||
| UKT 4.25% 09/07/39 | 1,270,000.00 | 1,231,480.90 | |||
| UKT 4.25% 12/07/27 | 1,800,000.00 | 1,800,090.00 | |||
| UKT 4.25% 12/07/40 | 1,450,000.00 | 1,396,572.57 | |||
| UKT 4.25% 12/07/46 | 1,770,000.00 | 1,666,278.00 | |||
| UKT 4.25% 12/07/49 | 1,610,000.00 | 1,508,892.00 | |||
| UKT 4.25% 12/07/55 | 1,700,000.00 | 1,586,270.00 | |||
| UKT 4.375% 07/31/54 | 1,250,000.00 | 1,188,095.74 | |||
| UKT 4.5% 06/07/28 | 2,690,000.00 | 2,707,943.64 | |||
| UKT 4.5% 09/07/34 | 1,390,000.00 | 1,414,325.00 | |||
| UKT 4.5% 12/07/42 | 2,440,000.00 | 2,403,888.00 | |||
| UKT 4.625% 01/31/34 | 2,230,000.00 | 2,293,905.54 | |||
| UKT 4.75% 10/22/43 | 1,170,000.00 | 1,183,923.00 | |||
| UKT 4.75% 12/07/30 | 1,710,000.00 | 1,772,226.90 | |||
| UKT 4.75% 12/07/38 | 1,400,000.00 | 1,438,640.00 | |||
| UKT 4% 01/22/60 | 1,250,000.00 | 1,118,500.00 | |||
| UKT 4% 10/22/63 | 1,190,000.00 | 1,060,191.11 | |||
| UKT 6.0% 12/07/28 | 2,010,000.00 | 2,160,589.20 | |||
| イギリスポンド 小計 | 109,080,000.00 | 89,864,840.44 | |||
| (17,947,805,932) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 5,280,000.00 | 4,540,237.30 | ||
| SGB 0.75% 05/12/28 | 6,780,000.00 | 6,350,093.89 | |||
| SGB 0.75% 11/12/29 | 6,440,000.00 | 5,941,828.71 | |||
| SGB 1.75% 11/11/33 | 4,360,000.00 | 4,143,472.13 | |||
| SGB 1% 11/12/26 | 7,140,000.00 | 6,876,113.23 | |||
| SGB 2.25% 06/01/32 | 5,510,000.00 | 5,466,652.33 | |||
| SGB 3.5% 03/30/39 | 3,970,000.00 | 4,481,534.50 | |||
| スウェーデンクローナ 小計 | 39,480,000.00 | 37,799,932.09 | |||
| (562,084,990) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 4,780,000.00 | 4,082,042.32 | ||
| NGB 1.375% 08/19/30 | 5,200,000.00 | 4,581,499.00 | |||
| NGB 1.5% 02/19/26 | 4,520,000.00 | 4,347,158.81 | |||
| NGB 1.75% 02/17/27 | 4,630,000.00 | 4,408,616.55 | |||
| NGB 1.75% 09/06/29 | 4,100,000.00 | 3,753,327.53 | |||
| NGB 2.125% 05/18/32 | 3,730,000.00 | 3,365,336.55 | |||
| NGB 2% 04/26/28 | 4,650,000.00 | 4,391,111.25 | |||
| NGB 3.5% 10/06/42 | 1,860,000.00 | 1,863,464.25 | |||
| NGB 3.625% 04/13/34 | 2,470,000.00 | 2,470,290.71 | |||
| NGB 3% 08/15/33 | 5,180,000.00 | 4,949,231.00 | |||
| ノルウェークローネ 小計 | 41,120,000.00 | 38,212,077.97 | |||
| (559,042,700) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 5,570,000.00 | 2,901,495.42 | ||
| DGB 0.5% 11/15/27 | 4,430,000.00 | 4,113,483.08 | |||
| DGB 0.5% 11/15/29 | 5,290,000.00 | 4,741,683.56 | |||
| DGB 0% 11/15/31 | 6,540,000.00 | 5,438,277.32 | |||
| DGB 1.75% 11/15/25 | 6,560,000.00 | 6,443,951.10 | |||
| DGB 2.25% 11/15/33 | 4,010,000.00 | 3,893,129.93 | |||
| DGB 4.5% 11/15/39 | 9,470,000.00 | 11,513,398.72 | |||
| デンマーククローネ 小計 | 41,870,000.00 | 39,045,419.13 | |||
| (885,550,105) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 4,500,000.00 | 4,009,419.00 | ||
| POLGB 0% 10/25/25 | 940,000.00 | 878,562.54 | |||
| POLGB 1.25% 10/25/30 | 3,900,000.00 | 3,020,481.75 | |||
| POLGB 1.75% 04/25/32 | 4,610,000.00 | 3,494,769.53 | |||
| POLGB 2.5% 07/25/26 | 4,900,000.00 | 4,636,215.85 | |||
| POLGB 2.5% 07/25/27 | 4,530,000.00 | 4,166,820.84 | |||
| POLGB 2.75% 04/25/28 | 3,270,000.00 | 2,976,053.16 | |||
| POLGB 2.75% 10/25/29 | 6,000,000.00 | 5,248,476.00 | |||
| POLGB 3.25% 07/25/25 | 4,480,000.00 | 4,394,698.55 | |||
| POLGB 3.75% 05/25/27 | 2,110,000.00 | 2,021,941.78 | |||
| POLGB 5.75% 04/25/29 | 4,320,000.00 | 4,367,975.76 | |||
| POLGB 6% 10/25/33 | 4,350,000.00 | 4,448,587.07 | |||
| POLGB 7.5% 07/25/28 | 3,610,000.00 | 3,874,836.82 | |||
| ポーランドズロチ 小計 | 51,520,000.00 | 47,538,838.65 | |||
| (1,865,690,246) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/25 | 2,100,000.00 | 1,986,835.36 | ||
| ACGB 0.5% 09/21/26 | 2,390,000.00 | 2,213,419.72 | |||
| ACGB 1.25% 05/21/32 | 2,770,000.00 | 2,232,338.76 | |||
| ACGB 1.5% 06/21/31 | 2,400,000.00 | 2,025,258.00 | |||
| ACGB 1.75% 06/21/51 | 1,860,000.00 | 1,041,828.36 | |||
| ACGB 1.75% 11/21/32 | 2,000,000.00 | 1,657,692.98 | |||
| ACGB 1% 11/21/31 | 2,780,000.00 | 2,230,390.99 | |||
| ACGB 1% 12/21/30 | 1,710,000.00 | 1,414,407.19 | |||
| ACGB 2.25% 05/21/28 | 1,480,000.00 | 1,391,664.95 | |||
| ACGB 2.5% 05/21/30 | 2,340,000.00 | 2,156,012.51 | |||
| ACGB 2.75% 05/21/41 | 1,330,000.00 | 1,055,386.14 | |||
| ACGB 2.75% 06/21/35 | 1,470,000.00 | 1,276,474.09 | |||
| ACGB 2.75% 11/21/27 | 1,530,000.00 | 1,474,067.28 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,582,311.07 | |||
| ACGB 2.75% 11/21/29 | 1,780,000.00 | 1,674,934.32 | |||
| ACGB 3.25% 04/21/29 | 1,810,000.00 | 1,755,835.17 | |||
| ACGB 3.25% 06/21/39 | 940,000.00 | 821,115.11 | |||
| ACGB 3.5% 12/21/34 | 1,690,000.00 | 1,584,871.51 | |||
| ACGB 3.75% 04/21/37 | 1,220,000.00 | 1,152,342.96 | |||
| ACGB 3.75% 05/21/34 | 1,980,000.00 | 1,905,087.39 | |||
| ACGB 3% 03/21/47 | 1,350,000.00 | 1,046,218.62 | |||
| ACGB 3% 11/21/33 | 1,840,000.00 | 1,668,312.23 | |||
| ACGB 4.25% 04/21/26 | 1,770,000.00 | 1,778,433.87 | |||
| ACGB 4.5% 04/21/33 | 3,010,000.00 | 3,080,129.38 | |||
| ACGB 4.75% 04/21/27 | 2,010,000.00 | 2,055,898.14 | |||
| ACGB 4.75% 06/21/54 | 720,000.00 | 739,377.36 | |||
| オーストラリアドル 小計 | 47,940,000.00 | 43,000,643.46 | |||
| (4,438,956,424) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 990,000.00 | 838,444.41 | ||
| NZGB 0.5% 05/15/26 | 730,000.00 | 672,663.40 | |||
| NZGB 1.5% 05/15/31 | 1,000,000.00 | 821,376.88 | |||
| NZGB 1.75% 05/15/41 | 460,000.00 | 294,577.09 | |||
| NZGB 2.75% 04/15/37 | 630,000.00 | 508,086.86 | |||
| NZGB 2.75% 05/15/51 | 600,000.00 | 407,979.19 | |||
| NZGB 2% 05/15/32 | 900,000.00 | 747,488.31 | |||
| NZGB 3.5% 04/14/33 | 1,320,000.00 | 1,214,842.59 | |||
| NZGB 3% 04/20/29 | 830,000.00 | 776,270.46 | |||
| NZGB 4.25% 05/15/34 | 450,000.00 | 436,204.59 | |||
| NZGB 4.5% 04/15/27 | 930,000.00 | 926,580.48 | |||
| NZGB 4.5% 05/15/30 | 490,000.00 | 490,046.59 | |||
| NZGB 4.5% 05/15/35 | 440,000.00 | 433,029.98 | |||
| NZGB 5% 05/15/54 | 380,000.00 | 383,973.24 | |||
| ニュージーランドドル 小計 | 10,150,000.00 | 8,951,564.07 | |||
| (857,470,322) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 790,000.00 | 758,279.58 | ||
| SIGB 1.25% 11/01/26 | 870,000.00 | 828,870.75 | |||
| SIGB 1.625% 07/01/31 | 560,000.00 | 503,910.66 | |||
| SIGB 1.875% 03/01/50 | 730,000.00 | 568,849.06 | |||
| SIGB 1.875% 10/01/51 | 420,000.00 | 326,004.00 | |||
| SIGB 2.125% 06/01/26 | 830,000.00 | 810,102.43 | |||
| SIGB 2.25% 08/01/36 | 760,000.00 | 685,987.85 | |||
| SIGB 2.375% 06/01/25 | 900,000.00 | 889,814.29 | |||
| SIGB 2.375% 07/01/39 | 380,000.00 | 342,875.90 | |||
| SIGB 2.625% 05/01/28 | 720,000.00 | 704,859.20 | |||
| SIGB 2.625% 08/01/32 | 460,000.00 | 440,578.18 | |||
| SIGB 2.75% 03/01/46 | 820,000.00 | 768,967.30 | |||
| SIGB 2.75% 04/01/42 | 630,000.00 | 593,739.86 | |||
| SIGB 2.875% 07/01/29 | 650,000.00 | 640,444.01 | |||
| SIGB 2.875% 09/01/27 | 420,000.00 | 415,351.81 | |||
| SIGB 2.875% 09/01/30 | 710,000.00 | 696,343.24 | |||
| SIGB 3.375% 09/01/33 | 1,070,000.00 | 1,083,157.67 | |||
| SIGB 3.5% 03/01/27 | 740,000.00 | 744,067.55 | |||
| SIGB 3% 04/01/29 | 150,000.00 | 148,916.25 | |||
| SIGB 3% 08/01/72 | 490,000.00 | 477,084.82 | |||
| シンガポールドル 小計 | 13,100,000.00 | 12,428,204.41 | |||
| (1,442,417,403) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 1,650,000.00 | 1,533,300.10 | ||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,507,748.93 | |||
| MGS 3.519% 04/20/28 | 710,000.00 | 707,077.89 | |||
| MGS 3.582% 07/15/32 | 1,310,000.00 | 1,285,001.01 | |||
| MGS 3.733% 06/15/28 | 2,930,000.00 | 2,940,177.35 | |||
| MGS 3.757% 05/22/40 | 2,950,000.00 | 2,842,177.02 | |||
| MGS 3.828% 07/05/34 | 1,770,000.00 | 1,762,382.11 | |||
| MGS 3.844% 04/15/33 | 1,880,000.00 | 1,876,575.88 | |||
| MGS 3.885% 08/15/29 | 2,160,000.00 | 2,182,141.08 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,140,711.94 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 1,989,920.44 | |||
| MGS 3.9% 11/30/26 | 2,470,000.00 | 2,494,773.11 | |||
| MGS 3.906% 07/15/26 | 600,000.00 | 605,440.56 | |||
| MGS 3.955% 09/15/25 | 1,690,000.00 | 1,701,903.85 | |||
| MGS 4.065% 06/15/50 | 3,070,000.00 | 2,996,803.06 | |||
| MGS 4.232% 06/30/31 | 2,490,000.00 | 2,553,696.93 | |||
| MGS 4.254% 05/31/35 | 1,750,000.00 | 1,798,317.15 | |||
| MGS 4.392% 04/15/26 | 2,340,000.00 | 2,379,381.49 | |||
| MGS 4.457% 03/31/53 | 1,090,000.00 | 1,132,773.34 | |||
| MGS 4.498% 04/15/30 | 3,070,000.00 | 3,189,506.19 | |||
| MGS 4.504% 04/30/29 | 350,000.00 | 363,080.06 | |||
| MGS 4.642% 11/07/33 | 870,000.00 | 922,155.71 | |||
| MGS 4.696% 10/15/42 | 1,970,000.00 | 2,111,984.00 | |||
| MGS 4.736% 03/15/46 | 980,000.00 | 1,056,152.66 | |||
| MGS 4.762% 04/07/37 | 2,780,000.00 | 2,990,544.69 | |||
| MGS 4.893% 06/08/38 | 1,840,000.00 | 2,012,349.67 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,860,489.12 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,135,241.17 | |||
| マレーシアリンギット 小計 | 50,040,000.00 | 51,071,806.51 | |||
| (1,698,632,962) | |||||
| イスラエルシェケル | ILGOV 0.5% 02/27/26 | 1,510,000.00 | 1,420,763.07 | ||
| ILGOV 1.3% 04/30/32 | 2,510,000.00 | 1,942,463.14 | |||
| ILGOV 1.5% 05/31/37 | 2,880,000.00 | 1,925,392.32 | |||
| ILGOV 1.75% 08/31/25 | 3,450,000.00 | 3,344,890.91 | |||
| ILGOV 1% 03/31/30 | 3,530,000.00 | 2,881,026.44 | |||
| ILGOV 2.25% 09/28/28 | 2,700,000.00 | 2,471,258.16 | |||
| ILGOV 2.8% 11/29/52 | 1,420,000.00 | 899,704.19 | |||
| ILGOV 2% 03/31/27 | 2,530,000.00 | 2,368,863.28 | |||
| ILGOV 3.75% 02/28/29 | 2,040,000.00 | 1,975,781.82 | |||
| ILGOV 3.75% 03/31/47 | 2,570,000.00 | 2,057,170.63 | |||
| ILGOV 3.75% 09/30/27 | 230,000.00 | 225,620.22 | |||
| ILGOV 4% 03/30/35 | 760,000.00 | 706,434.59 | |||
| ILGOV 5.5% 01/31/42 | 1,880,000.00 | 1,955,407.36 | |||
| ILGOV 6.25% 10/30/26 | 1,340,000.00 | 1,394,089.23 | |||
| イスラエルシェケル 小計 | 29,350,000.00 | 25,568,865.36 | |||
| (1,067,707,236) | |||||
| オフショア人民元 | CGB 2.04% 02/25/27 | 41,310,000.00 | 41,461,607.70 | ||
| CGB 2.18% 08/15/26 | 28,600,000.00 | 28,801,226.74 | |||
| CGB 2.18% 08/25/25 | 17,100,000.00 | 17,192,528.10 | |||
| CGB 2.22% 09/25/25 | 27,270,000.00 | 27,453,188.95 | |||
| CGB 2.28% 03/25/31 | 5,000,000.00 | 5,024,050.00 | |||
| CGB 2.28% 11/25/25 | 30,220,000.00 | 30,455,416.82 | |||
| CGB 2.3% 05/15/26 | 47,100,000.00 | 47,560,482.57 | |||
| CGB 2.33% 12/15/25 | 35,250,000.00 | 35,573,397.60 | |||
| CGB 2.35% 02/25/34 | 13,000,000.00 | 13,064,088.70 | |||
| CGB 2.37% 01/15/29 | 19,460,000.00 | 19,749,099.70 | |||
| CGB 2.37% 01/20/27 | 43,880,000.00 | 44,404,357.22 | |||
| CGB 2.39% 11/15/26 | 42,750,000.00 | 43,272,434.92 | |||
| CGB 2.4% 07/15/28 | 42,610,000.00 | 43,217,865.73 | |||
| CGB 2.44% 10/15/27 | 17,700,000.00 | 17,956,789.83 | |||
| CGB 2.46% 02/15/26 | 29,300,000.00 | 29,636,557.38 | |||
| CGB 2.48% 04/15/27 | 20,000,000.00 | 20,331,106.00 | |||
| CGB 2.48% 09/25/28 | 26,500,000.00 | 26,967,017.45 | |||
| CGB 2.49% 05/25/44 | 3,350,000.00 | 3,360,149.83 | |||
| CGB 2.5% 07/25/27 | 26,760,000.00 | 27,216,530.95 | |||
| CGB 2.52% 08/25/33 | 58,370,000.00 | 59,401,929.06 | |||
| CGB 2.54% 12/25/30 | 30,500,000.00 | 31,150,519.25 | |||
| CGB 2.55% 10/15/28 | 27,250,000.00 | 27,836,090.27 | |||
| CGB 2.6% 09/01/32 | 32,050,000.00 | 32,801,485.96 | |||
| CGB 2.6% 09/15/30 | 30,500,000.00 | 31,246,338.05 | |||
| CGB 2.62% 04/15/28 | 23,550,000.00 | 24,066,894.24 | |||
| CGB 2.62% 06/25/30 | 36,400,000.00 | 37,333,001.16 | |||
| CGB 2.62% 09/25/29 | 20,940,000.00 | 21,482,082.15 | |||
| CGB 2.64% 01/15/28 | 38,220,000.00 | 39,062,869.48 | |||
| CGB 2.67% 05/25/33 | 34,280,000.00 | 35,254,453.56 | |||
| CGB 2.67% 11/25/33 | 13,600,000.00 | 14,020,022.40 | |||
| CGB 2.68% 05/21/30 | 33,530,000.00 | 34,522,504.76 | |||
| CGB 2.69% 08/12/26 | 32,900,000.00 | 33,516,401.24 | |||
| CGB 2.69% 08/15/32 | 19,420,000.00 | 20,008,593.01 | |||
| CGB 2.75% 02/17/32 | 14,500,000.00 | 15,006,271.85 | |||
| CGB 2.75% 06/15/29 | 25,490,000.00 | 26,318,172.64 | |||
| CGB 2.76% 05/15/32 | 10,700,000.00 | 11,081,304.13 | |||
| CGB 2.79% 12/15/29 | 30,300,000.00 | 31,331,342.31 | |||
| CGB 2.8% 03/24/29 | 23,080,000.00 | 23,863,960.66 | |||
| CGB 2.8% 03/25/30 | 42,000,000.00 | 43,526,758.80 | |||
| CGB 2.8% 11/15/32 | 4,600,000.00 | 4,780,182.00 | |||
| CGB 2.85% 06/04/27 | 31,030,000.00 | 31,902,790.11 | |||
| CGB 2.88% 02/25/33 | 11,300,000.00 | 11,826,602.60 | |||
| CGB 2.89% 11/18/31 | 24,210,000.00 | 25,293,370.86 | |||
| CGB 2.91% 10/14/28 | 29,200,000.00 | 30,295,779.64 | |||
| CGB 2% 06/15/25 | 15,450,000.00 | 15,502,143.75 | |||
| CGB 3.01% 05/13/28 | 12,590,000.00 | 13,095,575.37 | |||
| CGB 3.02% 05/27/31 | 21,690,000.00 | 22,858,268.94 | |||
| CGB 3.02% 10/22/25 | 53,270,000.00 | 54,251,473.11 | |||
| CGB 3.03% 03/11/26 | 18,800,000.00 | 19,226,812.64 | |||
| CGB 3.12% 10/25/52 | 8,970,000.00 | 9,921,170.72 | |||
| CGB 3.19% 04/15/53 | 18,160,000.00 | 20,466,630.53 | |||
| CGB 3.27% 11/19/30 | 6,850,000.00 | 7,341,122.39 | |||
| CGB 3.28% 12/03/27 | 14,110,000.00 | 14,793,444.65 | |||
| CGB 3.29% 05/23/29 | 35,000,000.00 | 37,265,830.00 | |||
| CGB 3.32% 04/15/52 | 18,600,000.00 | 21,275,213.81 | |||
| CGB 3.39% 03/16/50 | 20,930,000.00 | 24,048,281.16 | |||
| CGB 3.53% 10/18/51 | 8,350,000.00 | 9,878,171.07 | |||
| CGB 3.72% 04/12/51 | 13,540,000.00 | 16,478,324.87 | |||
| CGB 3.81% 09/14/50 | 19,620,000.00 | 24,155,714.32 | |||
| CGB 3.86% 07/22/49 | 17,280,000.00 | 21,310,833.02 | |||
| CGB 3% 10/15/53 | 9,330,000.00 | 10,200,768.90 | |||
| CGB 4.08% 10/22/48 | 15,720,000.00 | 19,996,533.25 | |||
| オフショア人民元 小計 | 1,523,340,000.00 | 1,581,693,928.88 | |||
| (34,164,272,525) | |||||
| 合計 | 343,337,973,241 | ||||
| (343,337,973,241) | |||||
| 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 | 209銘柄 | 100.0% | 47.0% |
| カナダドル | 国債証券 | 38銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.8% |
| ユーロ | 国債証券 | 369銘柄 | 100.0% | 31.1% |
| イギリスポンド | 国債証券 | 59銘柄 | 100.0% | 5.2% |
| スウェーデンクローナ | 国債証券 | 7銘柄 | 100.0% | 0.2% |
| ノルウェークローネ | 国債証券 | 10銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 7銘柄 | 100.0% | 0.3% |
| ポーランドズロチ | 国債証券 | 13銘柄 | 100.0% | 0.5% |
| オーストラリアドル | 国債証券 | 26銘柄 | 100.0% | 1.3% |
| ニュージーランドドル | 国債証券 | 14銘柄 | 100.0% | 0.2% |
| シンガポールドル | 国債証券 | 20銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 28銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 14銘柄 | 100.0% | 0.3% |
| オフショア人民元 | 国債証券 | 62銘柄 | 100.0% | 10.0% |
| (注)時価比率は、通貨ごとの有価証券の合計金額に対する比率であります。 |
| 第2 信用取引契約残高明細表 |
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
| 注記表(デリバティブ取引に関する注記)に記載したとおりであります。 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
