有価証券報告書(内国投資信託受益証券)-第8期(2024/06/11-2025/06/10)
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
| 2025年 6月10日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 822,750,357 |
| コール・ローン | 3,238,753,096 |
| 国債証券 | 380,417,623,101 |
| 派生商品評価勘定 | 20,318,527 |
| 未収利息 | 2,745,922,456 |
| 前払金 | 7,532,315 |
| 前払費用 | 257,852,318 |
| 差入委託証拠金 | 233,928,552 |
| 流動資産合計 | 387,744,680,722 |
| 資産合計 | 387,744,680,722 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 20,515,225 |
| 未払金 | 17,087,921 |
| 未払解約金 | 190,419,364 |
| 流動負債合計 | 228,022,510 |
| 負債合計 | 228,022,510 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 108,067,483,799 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 279,449,174,413 |
| 元本等合計 | 387,516,658,212 |
| 純資産合計 | 387,516,658,212 |
| 負債純資産合計 | 387,744,680,722 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2025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) |
| 2025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 | 108,067,483,799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 | 3.5859円 |
| (1万口当たり純資産額) | (35,859円) | ||
| (金融商品に関する注記) |
| 1.金融商品の状況に関する事項 |
| 2025年 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 |
| 2025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 | 2025年 6月10日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2024年 6月11日 |
| 期首元本額 | 95,908,861,237円 |
| 期中追加設定元本額 | 20,023,459,919円 |
| 期中一部解約元本額 | 7,864,837,357円 |
| 期末元本額 | 108,067,483,799円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,027,119,858円 |
| グローバル・インカム&プラス(毎月決算型) | 442,801,235円 |
| 財産四分法ファンド(毎月決算型) | 295,418,218円 |
| SBI資産設計オープン(資産成長型) | 2,317,814,866円 |
| SBI資産設計オープン(分配型) | 8,713,926円 |
| SMT グローバル債券インデックス・オープン | 7,848,633,578円 |
| 世界経済インデックスファンド | 28,753,733,316円 |
| DCマイセレクション25 | 1,793,613,491円 |
| DCマイセレクション50 | 1,723,170,016円 |
| DCマイセレクション75 | 1,377,893,309円 |
| DC外国債券インデックス・オープン | 2,207,403,815円 |
| DCマイセレクションS25 | 1,447,372,770円 |
| DCマイセレクションS50 | 1,231,606,577円 |
| DCマイセレクションS75 | 856,630,620円 |
| DCターゲット・イヤー ファンド2025 | 3,483,104円 |
| DCターゲット・イヤー ファンド2035 | 102,741,232円 |
| DCターゲット・イヤー ファンド2045 | 59,144,203円 |
| DC世界経済インデックスファンド | 16,467,706,118円 |
| 外国債券インデックス・オープン(SMA専用) | 753,024,899円 |
| マイセレクション50VA1(適格機関投資家専用) | 895,349円 |
| マイセレクション75VA1(適格機関投資家専用) | 937,552円 |
| 外国債券インデックス・オープンVA1(適格機関投資家専用) | 6,694,913円 |
| バランス30VA1(適格機関投資家専用) | 16,209,099円 |
| バランス50VA1(適格機関投資家専用) | 30,354,951円 |
| バランス25VA2(適格機関投資家専用) | 39,219,378円 |
| バランス50VA2(適格機関投資家専用) | 46,707,524円 |
| バランスA(25)VA1(適格機関投資家専用) | 420,498,237円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 312,629,460円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,367,982,037円 |
| 世界バランスVA1(適格機関投資家専用) | 47,960,953円 |
| 世界バランスVA2(適格機関投資家専用) | 22,174,957円 |
| バランスD(35)VA1(適格機関投資家専用) | 280,796,490円 |
| バランスE(25)VA1(適格機関投資家専用) | 107,536,050円 |
| バランスF(25)VA1(適格機関投資家専用) | 144,832,218円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 572,390,942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) | 1,085,965,309円 |
| グローバル・バランスファンド・シリーズ1 | 660,231,349円 |
| 外国債券ファンド・シリーズ1 | 818,376,740円 |
| 分散投資コア戦略ファンドA | 860,374,363円 |
| 分散投資コア戦略ファンドS | 1,714,357,319円 |
| DC世界経済インデックスファンド(株式シフト型) | 922,629,623円 |
| DC世界経済インデックスファンド(債券シフト型) | 4,766,914,673円 |
| 世界経済インデックスファンド(株式シフト型) | 226,350,811円 |
| 世界経済インデックスファンド(債券シフト型) | 103,405,848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) | 1,318,998,276円 |
| SMT インデックスバランス・オープン | 155,463,905円 |
| SMT 世界経済インデックス・オープン | 556,336,245円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 824,648,029円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 1,240,262,363円 |
| SMT 8資産インデックスバランス・オープン | 10,791,198円 |
| グローバル経済コア | 1,632,179,130円 |
| SBI資産設計オープン(つみたてNISA対応型) | 27,487,726円 |
| DCターゲット・イヤー ファンド2055 | 3,140,599円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 80,147,681円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 137,777,901円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 74,515,477円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 106,304,930円 |
| My SMT グローバル債券インデックス(ノーロード) | 1,234,871,773円 |
| 10資産分散投資ファンド | 36,853,218円 |
| グローバル10資産バランスファンド | 45,487,056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 | 11,060,883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 | 8,797,782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 | 4,036,435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 | 3,121,766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 | 1,741,953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 | 895,491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 | 1,361,889円 |
| DCマイセレクションS50(2024-2026リスク抑制型) | 844,546,612円 |
| DCターゲット・イヤー ファンド2065 | 7,024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) | 15,543,501,234円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 292,608,536円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 148,464,857円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 142,555,137円 |
| グローバル10資産バランス・アクティブ型ファンドN1(適格機関投資家専用) | 17,520円 |
| グローバル10資産バランス・アクティブ型ファンドN2(適格機関投資家専用) | 22,489円 |
| グローバル10資産バランス・アクティブ型ファンドN3(適格機関投資家専用) | 17,373円 |
| グローバル10資産バランス・アクティブ型ファンドN4(適格機関投資家専用) | 3,419円 |
| グローバル10資産バランス・アクティブ型ファンドN5(適格機関投資家専用) | 3,464円 |
| グローバル10資産バランス・アクティブ型ファンドN6(適格機関投資家専用) | 9,245円 |
| 外国債券インデックスファンドT(一般投資家私募/適格機関投資家転売制限付) | 284,993,887円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2025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 | 232,210,930 |
| 合計 | 232,210,930 |
| (注)当計算期間の損益に含まれた評価差額は、「外国債券インデックス マザーファンド」の期首日から本報告書における開示対象ファンドの期末日までの期間に対応する金額であります。 |
(デリバティブ取引に関する注記)
| 債券関連 |
| (2025年 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 | 2,290,943,293 | - | 2,283,410,978 | △7,532,315 | |
| 合計 | 2,290,943,293 | - | 2,283,410,978 | △7,532,315 | |
| (注)1.時価の算定方法 |
| 債券先物取引の時価については、計算日に知りうる直近の日の主たる金融商品取引所等の発表する清算値段又は最終相場で評価しております。 |
| 2.債券先物取引の残高は、契約金額ベースで表示しております。 |
| 3.計算日又は計算日に知りうる直近の日のわが国の対顧客電信売買相場の仲値により邦貨換算しております。 |
| 4.契約額等には手数料相当額を含んでおりません。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
| 通貨関連 |
| (2025年 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 | 2,856,726,572 | - | 2,864,062,189 | 7,335,617 | |
| アメリカドル | 1,352,645,752 | - | 1,349,077,881 | △3,567,871 | |
| カナダドル | 106,890,290 | - | 107,700,474 | 810,184 | |
| ユーロ | 864,374,381 | - | 874,140,760 | 9,766,379 | |
| イギリスポンド | 174,666,989 | - | 176,391,630 | 1,724,641 | |
| オフショア人民元 | 358,149,160 | - | 356,751,444 | △1,397,716 | |
| 合計 | 2,856,726,572 | - | 2,864,062,189 | 7,335,617 | |
| (注)時価の算定方法 |
| わが国における計算日又は計算日に知りうる直近の日の対顧客先物売買相場の仲値によって、以下のように評価しております。 |
| ①計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されている場合は、当該為替予約は当該仲値によって評価しております。 |
| ②計算日又は計算日に知りうる直近の日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されていない場合は、発表されている先物相場のうち当該日に最も近い前後二つの先物相場の仲値をもとに計算したレートを用いております。 |
| ※上記取引でヘッジ会計が適用されているものはありません。 |
附属明細表
| 第1 有価証券明細表 (1)株式 |
該当事項はありません。
| (2)株式以外の有価証券 |
| 種類 | 通貨 | 銘 柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | アメリカドル | T 0.375% 07/31/27 | 16,100,000.00 | 14,910,423.80 | |
| T 0.375% 09/30/27 | 8,260,000.00 | 7,607,427.70 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,753,436.33 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,269,082.04 | |||
| T 0.5% 06/30/27 | 6,960,000.00 | 6,482,995.28 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,316,142.98 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 6,907,177.72 | |||
| T 0.625% 03/31/27 | 7,500,000.00 | 7,059,667.95 | |||
| T 0.625% 05/15/30 | 9,100,000.00 | 7,699,453.12 | |||
| T 0.625% 07/31/26 | 10,800,000.00 | 10,379,812.50 | |||
| T 0.625% 08/15/30 | 6,900,000.00 | 5,780,906.25 | |||
| T 0.625% 11/30/27 | 15,500,000.00 | 14,280,283.14 | |||
| T 0.625% 12/31/27 | 9,600,000.00 | 8,820,562.46 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,813,525.38 | |||
| T 0.75% 05/31/26 | 4,000,000.00 | 3,870,305.56 | |||
| T 0.75% 08/31/26 | 9,630,000.00 | 9,243,859.53 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,730,859.68 | |||
| T 0.875% 09/30/26 | 17,160,000.00 | 16,455,836.65 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 9,391,479.53 | |||
| T 1.125% 02/15/31 | 4,080,000.00 | 3,464,653.13 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,412,500.00 | |||
| T 1.125% 05/15/40 | 1,710,000.00 | 1,033,047.06 | |||
| T 1.125% 08/15/40 | 5,200,000.00 | 3,108,625.00 | |||
| T 1.125% 08/31/28 | 12,030,000.00 | 10,990,062.92 | |||
| T 1.25% 03/31/28 | 8,480,000.00 | 7,866,028.15 | |||
| T 1.25% 04/30/28 | 9,500,000.00 | 8,795,292.94 | |||
| T 1.25% 05/15/50 | 5,550,000.00 | 2,574,896.47 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,542,382.82 | |||
| T 1.25% 06/30/28 | 9,000,000.00 | 8,294,414.04 | |||
| T 1.25% 08/15/31 | 9,230,000.00 | 7,744,727.13 | |||
| T 1.25% 09/30/28 | 9,500,000.00 | 8,692,128.93 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,717,949.21 | |||
| T 1.25% 12/31/26 | 19,030,000.00 | 18,224,570.09 | |||
| T 1.375% 08/15/50 | 5,700,000.00 | 2,713,734.37 | |||
| T 1.375% 10/31/28 | 3,520,000.00 | 3,227,812.50 | |||
| T 1.375% 11/15/31 | 12,580,000.00 | 10,553,931.99 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 3,722,460.96 | |||
| T 1.375% 12/31/28 | 8,680,000.00 | 7,925,416.43 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,757,539.04 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,768,156.65 | |||
| T 1.5% 08/15/26 | 15,500,000.00 | 15,032,578.12 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 6,891,503.92 | |||
| T 1.625% 05/15/31 | 10,980,000.00 | 9,507,135.99 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,133,403.29 | |||
| T 1.625% 10/31/26 | 12,300,000.00 | 11,892,802.71 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 3,514,687.50 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,612,886.70 | |||
| T 1.75% 01/31/29 | 10,200,000.00 | 9,418,066.36 | |||
| T 1.75% 08/15/41 | 7,080,000.00 | 4,570,610.18 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,723,789.07 | |||
| T 1.875% 02/15/32 | 11,720,000.00 | 10,094,765.56 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 5,290,068.38 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 3,587,074.19 | |||
| T 1.875% 02/28/27 | 6,500,000.00 | 6,266,787.08 | |||
| T 1.875% 02/28/29 | 8,470,000.00 | 7,843,517.80 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 5,059,641.78 | |||
| T 1.875% 11/15/51 | 3,300,000.00 | 1,775,683.60 | |||
| T 1% 07/31/28 | 10,120,000.00 | 9,230,349.18 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,529,797.12 | |||
| T 2.25% 02/15/27 | 7,250,000.00 | 7,038,447.24 | |||
| T 2.25% 02/15/52 | 4,300,000.00 | 2,544,558.58 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 4,570,450.00 | |||
| T 2.25% 08/15/27 | 7,530,000.00 | 7,256,449.25 | |||
| T 2.25% 08/15/46 | 2,740,000.00 | 1,741,184.37 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 3,341,035.17 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,343,103.49 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 3,892,646.50 | |||
| T 2.375% 03/31/29 | 9,900,000.00 | 9,323,208.97 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 11,335,418.56 | |||
| T 2.375% 05/15/29 | 6,010,000.00 | 5,647,404.49 | |||
| T 2.375% 05/15/51 | 7,450,000.00 | 4,578,839.88 | |||
| T 2.375% 11/15/49 | 4,100,000.00 | 2,554,732.42 | |||
| T 2.5% 02/15/45 | 6,810,000.00 | 4,658,731.62 | |||
| T 2.5% 02/15/46 | 2,450,000.00 | 1,649,251.94 | |||
| T 2.5% 03/31/27 | 7,100,000.00 | 6,911,683.57 | |||
| T 2.5% 05/15/46 | 1,450,000.00 | 972,632.81 | |||
| T 2.625% 02/15/29 | 7,740,000.00 | 7,370,233.57 | |||
| T 2.625% 05/31/27 | 2,400,000.00 | 2,337,000.00 | |||
| T 2.625% 07/31/29 | 15,200,000.00 | 14,375,578.14 | |||
| T 2.75% 02/15/28 | 8,550,000.00 | 8,280,808.55 | |||
| T 2.75% 04/30/27 | 5,450,000.00 | 5,324,288.06 | |||
| T 2.75% 05/31/29 | 5,700,000.00 | 5,429,917.98 | |||
| T 2.75% 08/15/32 | 8,900,000.00 | 8,049,458.95 | |||
| T 2.75% 08/15/42 | 7,100,000.00 | 5,285,894.54 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 2,801,540.03 | |||
| T 2.75% 11/15/42 | 6,020,000.00 | 4,459,973.46 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,103,785.14 | |||
| T 2.875% 04/30/29 | 11,300,000.00 | 10,827,033.18 | |||
| T 2.875% 05/15/28 | 8,960,000.00 | 8,684,200.00 | |||
| T 2.875% 05/15/32 | 10,100,000.00 | 9,246,826.13 | |||
| T 2.875% 05/15/43 | 5,050,000.00 | 3,789,669.93 | |||
| T 2.875% 05/15/49 | 5,080,000.00 | 3,536,453.88 | |||
| T 2.875% 05/15/52 | 8,100,000.00 | 5,530,306.67 | |||
| T 2.875% 08/15/28 | 13,220,000.00 | 12,773,308.62 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 1,671,632.82 | |||
| T 2.875% 11/15/46 | 940,000.00 | 672,577.34 | |||
| T 2% 02/15/50 | 2,750,000.00 | 1,563,793.93 | |||
| T 2% 08/15/51 | 9,850,000.00 | 5,496,376.92 | |||
| T 2% 11/15/26 | 6,320,000.00 | 6,136,325.00 | |||
| T 2% 11/15/41 | 6,200,000.00 | 4,148,308.58 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 834,380.86 | |||
| T 3.125% 02/15/43 | 3,800,000.00 | 2,973,648.42 | |||
| T 3.125% 05/15/48 | 4,780,000.00 | 3,522,262.50 | |||
| T 3.125% 08/15/44 | 5,040,000.00 | 3,866,231.27 | |||
| T 3.125% 08/31/27 | 6,150,000.00 | 6,036,249.04 | |||
| T 3.125% 08/31/29 | 7,150,000.00 | 6,889,695.31 | |||
| T 3.125% 11/15/28 | 10,410,000.00 | 10,112,339.06 | |||
| T 3.25% 05/15/42 | 4,150,000.00 | 3,342,938.46 | |||
| T 3.25% 06/30/29 | 6,500,000.00 | 6,304,492.22 | |||
| T 3.375% 05/15/33 | 13,630,000.00 | 12,737,660.93 | |||
| T 3.375% 05/15/44 | 7,110,000.00 | 5,693,276.97 | |||
| T 3.375% 08/15/42 | 2,300,000.00 | 1,880,070.32 | |||
| T 3.375% 09/15/27 | 9,000,000.00 | 8,881,699.23 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 4,071,580.09 | |||
| T 3.5% 01/31/30 | 9,000,000.00 | 8,774,824.23 | |||
| T 3.5% 02/15/33 | 11,200,000.00 | 10,588,593.79 | |||
| T 3.5% 02/15/39 | 770,000.00 | 677,630.07 | |||
| T 3.5% 04/30/30 | 3,500,000.00 | 3,406,484.37 | |||
| T 3.625% 02/15/44 | 4,890,000.00 | 4,077,419.50 | |||
| T 3.625% 02/15/53 | 9,550,000.00 | 7,572,105.42 | |||
| T 3.625% 05/15/53 | 3,400,000.00 | 2,693,968.75 | |||
| T 3.625% 08/15/43 | 4,700,000.00 | 3,940,289.08 | |||
| T 3.75% 06/30/30 | 3,000,000.00 | 2,950,078.14 | |||
| T 3.75% 08/31/31 | 8,000,000.00 | 7,790,468.72 | |||
| T 3.75% 11/15/43 | 6,130,000.00 | 5,218,401.93 | |||
| T 3.75% 12/31/30 | 6,160,000.00 | 6,033,792.19 | |||
| T 3.875% 02/15/43 | 2,500,000.00 | 2,180,322.27 | |||
| T 3.875% 08/15/33 | 11,070,000.00 | 10,689,901.14 | |||
| T 3.875% 08/15/34 | 13,770,000.00 | 13,173,210.40 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,300,015.62 | |||
| T 3.875% 09/30/29 | 8,540,000.00 | 8,474,615.62 | |||
| T 3.875% 10/15/27 | 11,000,000.00 | 10,969,277.33 | |||
| T 3.875% 11/30/29 | 8,130,000.00 | 8,062,038.24 | |||
| T 3.875% 12/31/29 | 7,500,000.00 | 7,434,521.47 | |||
| T 3% 02/15/47 | 3,920,000.00 | 2,859,532.82 | |||
| T 3% 02/15/48 | 1,000,000.00 | 721,367.19 | |||
| T 3% 02/15/49 | 1,000,000.00 | 715,097.66 | |||
| T 3% 05/15/42 | 2,450,000.00 | 1,903,343.75 | |||
| T 3% 05/15/45 | 1,550,000.00 | 1,154,326.16 | |||
| T 3% 05/15/47 | 4,710,000.00 | 3,427,628.92 | |||
| T 3% 08/15/48 | 3,250,000.00 | 2,333,715.83 | |||
| T 3% 08/15/52 | 5,200,000.00 | 3,642,335.94 | |||
| T 3% 11/15/44 | 4,900,000.00 | 3,669,640.62 | |||
| T 3% 11/15/45 | 2,300,000.00 | 1,703,437.50 | |||
| T 4.125% 03/31/29 | 3,350,000.00 | 3,359,356.44 | |||
| T 4.125% 03/31/31 | 6,800,000.00 | 6,777,820.30 | |||
| T 4.125% 07/31/31 | 5,950,000.00 | 5,919,320.30 | |||
| T 4.125% 08/15/53 | 4,300,000.00 | 3,733,777.33 | |||
| T 4.125% 08/31/30 | 9,200,000.00 | 9,199,640.64 | |||
| T 4.125% 10/31/27 | 5,860,000.00 | 5,876,252.35 | |||
| T 4.125% 10/31/31 | 5,000,000.00 | 4,966,406.25 | |||
| T 4.125% 11/15/32 | 8,000,000.00 | 7,906,406.24 | |||
| T 4.25% 02/15/54 | 7,900,000.00 | 7,006,158.21 | |||
| T 4.25% 02/28/31 | 9,000,000.00 | 9,031,113.27 | |||
| T 4.25% 05/15/39 | 900,000.00 | 855,246.09 | |||
| T 4.25% 06/30/31 | 7,830,000.00 | 7,845,445.92 | |||
| T 4.25% 08/15/54 | 4,400,000.00 | 3,908,093.72 | |||
| T 4.25% 11/15/34 | 10,180,000.00 | 10,009,007.76 | |||
| T 4.25% 11/15/40 | 740,000.00 | 691,928.90 | |||
| T 4.375% 01/31/32 | 7,460,000.00 | 7,505,750.75 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 975,976.56 | |||
| T 4.375% 05/15/34 | 9,830,000.00 | 9,787,569.68 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 1,814,203.12 | |||
| T 4.375% 05/15/41 | 650,000.00 | 614,605.47 | |||
| T 4.375% 07/15/27 | 12,800,000.00 | 12,892,999.93 | |||
| T 4.375% 08/15/26 | 6,000,000.00 | 6,014,882.82 | |||
| T 4.375% 08/15/43 | 1,500,000.00 | 1,393,417.96 | |||
| T 4.375% 08/31/28 | 10,420,000.00 | 10,534,375.75 | |||
| T 4.375% 11/15/39 | 960,000.00 | 918,600.00 | |||
| T 4.375% 11/30/30 | 4,500,000.00 | 4,548,515.62 | |||
| T 4.375% 12/15/26 | 13,000,000.00 | 13,054,335.97 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,095,279.68 | |||
| T 4.5% 04/15/27 | 9,150,000.00 | 9,225,058.54 | |||
| T 4.5% 05/15/38 | 550,000.00 | 543,597.65 | |||
| T 4.5% 05/31/29 | 11,000,000.00 | 11,178,105.51 | |||
| T 4.5% 07/15/26 | 10,000,000.00 | 10,035,546.90 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,653,582.02 | |||
| T 4.5% 11/15/33 | 9,270,000.00 | 9,340,430.30 | |||
| T 4.5% 11/15/54 | 5,350,000.00 | 4,962,125.00 | |||
| T 4.625% 02/15/35 | 10,990,000.00 | 11,112,778.95 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,356,442.97 | |||
| T 4.625% 02/15/55 | 7,600,000.00 | 7,202,187.50 | |||
| T 4.625% 04/30/31 | 7,070,000.00 | 7,226,175.16 | |||
| T 4.625% 05/15/54 | 9,450,000.00 | 8,929,511.76 | |||
| T 4.625% 09/15/26 | 4,000,000.00 | 4,023,906.24 | |||
| T 4.625% 09/30/30 | 3,010,000.00 | 3,078,783.19 | |||
| T 4.625% 10/15/26 | 9,520,000.00 | 9,582,103.14 | |||
| T 4.75% 02/15/41 | 750,000.00 | 741,210.93 | |||
| T 4.75% 11/15/53 | 3,880,000.00 | 3,739,501.55 | |||
| T 4.875% 05/31/26 | 3,400,000.00 | 3,421,970.90 | |||
| T 4.875% 10/31/30 | 4,960,000.00 | 5,131,759.39 | |||
| T 4% 01/15/27 | 7,200,000.00 | 7,191,421.84 | |||
| T 4% 02/15/34 | 11,600,000.00 | 11,252,679.64 | |||
| T 4% 02/28/30 | 10,350,000.00 | 10,312,400.41 | |||
| T 4% 07/31/30 | 3,980,000.00 | 3,957,301.58 | |||
| T 4% 10/31/29 | 9,550,000.00 | 9,522,021.46 | |||
| T 4% 11/15/52 | 6,650,000.00 | 5,651,331.06 | |||
| T 5.0% 05/15/37 | 400,000.00 | 416,125.00 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,349,968.75 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,067,609.37 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,521,820.31 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,149,462.88 | |||
| アメリカドル 小計 | 1,327,570,000.00 | 1,197,532,102.52 | |||
| (173,294,870,555) | |||||
| カナダドル | CAN 0.5% 12/01/30 | 2,320,000.00 | 2,023,519.89 | ||
| CAN 1.25% 03/01/27 | 5,750,000.00 | 5,611,530.22 | |||
| CAN 1.25% 06/01/30 | 3,950,000.00 | 3,632,963.63 | |||
| CAN 1.5% 06/01/26 | 910,000.00 | 899,858.67 | |||
| CAN 1.5% 06/01/31 | 3,500,000.00 | 3,197,374.84 | |||
| CAN 1.5% 12/01/31 | 3,620,000.00 | 3,274,862.17 | |||
| CAN 1.75% 12/01/53 | 2,920,000.00 | 1,950,281.40 | |||
| CAN 1% 06/01/27 | 810,000.00 | 784,019.79 | |||
| CAN 1% 09/01/26 | 1,530,000.00 | 1,498,920.86 | |||
| CAN 2.25% 06/01/29 | 240,000.00 | 234,414.41 | |||
| CAN 2.5% 12/01/32 | 2,300,000.00 | 2,188,987.21 | |||
| CAN 2.75% 03/01/30 | 2,560,000.00 | 2,535,998.49 | |||
| CAN 2.75% 06/01/33 | 1,200,000.00 | 1,156,701.42 | |||
| CAN 2.75% 09/01/27 | 2,350,000.00 | 2,351,068.89 | |||
| CAN 2.75% 12/01/48 | 980,000.00 | 847,560.27 | |||
| CAN 2.75% 12/01/55 | 2,600,000.00 | 2,182,468.62 | |||
| CAN 2.75% 12/01/64 | 620,000.00 | 514,768.24 | |||
| CAN 2% 06/01/28 | 410,000.00 | 401,136.99 | |||
| CAN 2% 06/01/32 | 1,420,000.00 | 1,314,803.13 | |||
| CAN 2% 12/01/51 | 3,750,000.00 | 2,709,123.11 | |||
| CAN 3.25% 06/01/35 | 2,680,000.00 | 2,647,442.87 | |||
| CAN 3.25% 09/01/28 | 3,240,000.00 | 3,281,184.89 | |||
| CAN 3.25% 11/01/26 | 2,050,000.00 | 2,065,436.47 | |||
| CAN 3.25% 12/01/33 | 1,810,000.00 | 1,804,276.18 | |||
| CAN 3.25% 12/01/34 | 2,860,000.00 | 2,834,377.34 | |||
| CAN 3.5% 03/01/28 | 1,600,000.00 | 1,630,624.30 | |||
| CAN 3.5% 09/01/29 | 2,970,000.00 | 3,037,763.52 | |||
| CAN 3.5% 12/01/45 | 960,000.00 | 951,450.44 | |||
| CAN 3.5% 12/01/57 | 870,000.00 | 846,238.33 | |||
| CAN 3% 06/01/34 | 4,000,000.00 | 3,897,940.76 | |||
| CAN 4.0% 06/01/41 | 740,000.00 | 783,633.04 | |||
| CAN 4% 03/01/29 | 2,180,000.00 | 2,265,577.49 | |||
| CAN 4% 08/01/26 | 1,490,000.00 | 1,511,786.15 | |||
| CAN 5.75% 06/01/29 | 1,490,000.00 | 1,647,936.91 | |||
| CAN 5.75% 06/01/33 | 1,620,000.00 | 1,896,551.10 | |||
| CAN 5% 06/01/37 | 490,000.00 | 563,845.91 | |||
| カナダドル 小計 | 74,790,000.00 | 70,976,427.95 | |||
| (7,497,949,848) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 9,027,612.23 | ||
| MBONO 5.5% 03/04/27 | 33,260,000.00 | 31,879,781.84 | |||
| MBONO 7.5% 05/26/33 | 30,430,000.00 | 27,743,102.81 | |||
| MBONO 7.5% 06/03/27 | 53,140,000.00 | 52,536,900.32 | |||
| MBONO 7.75% 05/29/31 | 43,580,000.00 | 41,519,785.57 | |||
| MBONO 7.75% 11/13/42 | 41,240,000.00 | 33,970,318.37 | |||
| MBONO 7.75% 11/23/34 | 34,230,000.00 | 31,181,221.18 | |||
| MBONO 7% 09/03/26 | 12,380,000.00 | 12,208,021.74 | |||
| MBONO 8.5% 03/01/29 | 38,390,000.00 | 38,289,836.26 | |||
| MBONO 8.5% 05/31/29 | 48,130,000.00 | 47,998,494.40 | |||
| MBONO 8.5% 11/18/38 | 21,430,000.00 | 19,653,706.73 | |||
| MBONO 8% 07/31/53 | 38,290,000.00 | 31,392,147.24 | |||
| MBONO 8% 11/07/47 | 24,600,000.00 | 20,364,772.98 | |||
| メキシコペソ 小計 | 427,650,000.00 | 397,765,701.67 | |||
| (3,020,950,951) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,420,000.00 | 1,264,085.42 | ||
| BGB 0.35% 06/22/32 | 1,810,000.00 | 1,535,055.57 | |||
| BGB 0.4% 06/22/40 | 1,020,000.00 | 653,707.80 | |||
| BGB 0.65% 06/22/71 | 530,000.00 | 173,831.26 | |||
| BGB 0.8% 06/22/27 | 1,510,000.00 | 1,475,466.30 | |||
| BGB 0.8% 06/22/28 | 1,600,000.00 | 1,538,528.80 | |||
| BGB 0.9% 06/22/29 | 1,790,000.00 | 1,695,282.15 | |||
| BGB 0% 10/22/27 | 900,000.00 | 858,707.54 | |||
| BGB 0% 10/22/31 | 1,460,000.00 | 1,236,979.88 | |||
| BGB 1.25% 04/22/33 | 1,310,000.00 | 1,169,387.87 | |||
| BGB 1.4% 06/22/53 | 1,050,000.00 | 615,473.25 | |||
| BGB 1.45% 06/22/37 | 800,000.00 | 656,101.19 | |||
| BGB 1.6% 06/22/47 | 950,000.00 | 648,935.02 | |||
| BGB 1.7% 06/22/50 | 1,100,000.00 | 729,324.20 | |||
| BGB 1.9% 06/22/38 | 950,000.00 | 805,970.73 | |||
| BGB 1% 06/22/26 | 1,560,000.00 | 1,545,724.44 | |||
| BGB 1% 06/22/31 | 1,670,000.00 | 1,523,759.77 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 566,390.57 | |||
| BGB 2.25% 06/22/57 | 670,000.00 | 468,267.69 | |||
| BGB 2.6% 10/22/30 | 540,000.00 | 542,280.25 | |||
| BGB 2.7% 10/22/29 | 840,000.00 | 851,949.84 | |||
| BGB 2.75% 04/22/39 | 730,000.00 | 677,746.41 | |||
| BGB 2.85% 10/22/34 | 1,260,000.00 | 1,242,511.82 | |||
| BGB 3.1% 06/22/35 | 1,040,000.00 | 1,039,749.10 | |||
| BGB 3.3% 06/22/54 | 1,020,000.00 | 921,052.35 | |||
| BGB 3.45% 06/22/42 | 540,000.00 | 529,926.84 | |||
| BGB 3.45% 06/22/43 | 440,000.00 | 430,379.73 | |||
| BGB 3.5% 06/22/55 | 690,000.00 | 643,259.40 | |||
| BGB 3.75% 06/22/45 | 930,000.00 | 942,683.52 | |||
| BGB 3% 06/22/33 | 1,450,000.00 | 1,464,635.86 | |||
| BGB 3% 06/22/34 | 1,220,000.00 | 1,222,514.42 | |||
| BGB 4.25% 03/28/41 | 1,580,000.00 | 1,717,375.47 | |||
| BGB 4% 03/28/32 | 880,000.00 | 950,386.80 | |||
| BGB 5.5% 03/28/28 | 2,040,000.00 | 2,226,962.94 | |||
| BGB 5% 03/28/35 | 2,080,000.00 | 2,421,495.85 | |||
| BKO 2.2% 03/11/27 | 1,490,000.00 | 1,498,574.05 | |||
| BKO 2.7% 09/17/26 | 2,650,000.00 | 2,677,957.50 | |||
| BKO 2.9% 06/18/26 | 1,290,000.00 | 1,303,422.45 | |||
| BTPS 0.25% 03/15/28 | 2,030,000.00 | 1,926,902.39 | |||
| BTPS 0.45% 02/15/29 | 1,640,000.00 | 1,531,511.95 | |||
| BTPS 0.5% 07/15/28 | 1,300,000.00 | 1,233,519.95 | |||
| BTPS 0.6% 08/01/31 | 1,960,000.00 | 1,712,616.64 | |||
| BTPS 0.85% 01/15/27 | 2,340,000.00 | 2,300,625.99 | |||
| BTPS 0.9% 04/01/31 | 2,920,000.00 | 2,622,926.50 | |||
| BTPS 0.95% 03/01/37 | 2,420,000.00 | 1,812,120.20 | |||
| BTPS 0.95% 06/01/32 | 2,090,000.00 | 1,824,119.12 | |||
| BTPS 0.95% 08/01/30 | 1,180,000.00 | 1,082,837.62 | |||
| BTPS 0.95% 09/15/27 | 2,040,000.00 | 1,990,683.00 | |||
| BTPS 0.95% 12/01/31 | 1,630,000.00 | 1,442,480.72 | |||
| BTPS 0% 08/01/26 | 3,010,000.00 | 2,946,292.59 | |||
| BTPS 1.1% 04/01/27 | 2,350,000.00 | 2,312,328.32 | |||
| BTPS 1.25% 12/01/26 | 1,670,000.00 | 1,654,064.02 | |||
| BTPS 1.35% 04/01/30 | 2,250,000.00 | 2,126,925.00 | |||
| BTPS 1.45% 03/01/36 | 1,730,000.00 | 1,413,974.84 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 831,221.87 | |||
| BTPS 1.6% 06/01/26 | 1,080,000.00 | 1,076,580.68 | |||
| BTPS 1.65% 03/01/32 | 2,670,000.00 | 2,460,501.78 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,399,112.55 | |||
| BTPS 1.7% 09/01/51 | 1,520,000.00 | 947,163.68 | |||
| BTPS 1.8% 03/01/41 | 1,210,000.00 | 914,351.62 | |||
| BTPS 2.05% 08/01/27 | 1,280,000.00 | 1,280,240.00 | |||
| BTPS 2.1% 07/15/26 | 1,440,000.00 | 1,442,674.08 | |||
| BTPS 2.15% 03/01/72 | 690,000.00 | 417,491.91 | |||
| BTPS 2.15% 09/01/52 | 1,020,000.00 | 692,452.24 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,289,233.08 | |||
| BTPS 2.25% 09/01/36 | 1,650,000.00 | 1,456,185.01 | |||
| BTPS 2.45% 09/01/33 | 2,310,000.00 | 2,191,103.42 | |||
| BTPS 2.45% 09/01/50 | 1,530,000.00 | 1,132,808.17 | |||
| BTPS 2.5% 12/01/32 | 2,520,000.00 | 2,424,914.73 | |||
| BTPS 2.65% 12/01/27 | 2,860,000.00 | 2,895,455.42 | |||
| BTPS 2.7% 03/01/47 | 1,470,000.00 | 1,188,058.95 | |||
| BTPS 2.7% 10/15/27 | 1,200,000.00 | 1,215,079.20 | |||
| BTPS 2.8% 03/01/67 | 1,050,000.00 | 762,318.90 | |||
| BTPS 2.8% 06/15/29 | 2,610,000.00 | 2,646,871.47 | |||
| BTPS 2.8% 12/01/28 | 2,070,000.00 | 2,107,363.29 | |||
| BTPS 2.95% 02/15/27 | 2,920,000.00 | 2,963,373.68 | |||
| BTPS 2.95% 09/01/38 | 1,380,000.00 | 1,271,405.04 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,253,225.65 | |||
| BTPS 3.1% 03/01/40 | 1,040,000.00 | 956,247.24 | |||
| BTPS 3.1% 08/28/26 | 1,210,000.00 | 1,225,639.85 | |||
| BTPS 3.15% 11/15/31 | 2,170,000.00 | 2,193,264.78 | |||
| BTPS 3.25% 03/01/38 | 2,080,000.00 | 1,985,032.40 | |||
| BTPS 3.25% 09/01/46 | 2,270,000.00 | 2,014,925.77 | |||
| BTPS 3.35% 03/01/35 | 2,330,000.00 | 2,326,669.84 | |||
| BTPS 3.35% 07/01/29 | 2,620,000.00 | 2,706,442.18 | |||
| BTPS 3.4% 04/01/28 | 2,150,000.00 | 2,219,552.50 | |||
| BTPS 3.45% 03/01/48 | 1,820,000.00 | 1,651,490.75 | |||
| BTPS 3.45% 07/15/31 | 2,670,000.00 | 2,750,981.10 | |||
| BTPS 3.5% 02/15/31 | 2,120,000.00 | 2,193,717.70 | |||
| BTPS 3.5% 03/01/30 | 2,360,000.00 | 2,462,461.76 | |||
| BTPS 3.65% 08/01/35 | 1,260,000.00 | 1,279,160.56 | |||
| BTPS 3.7% 06/15/30 | 2,030,000.00 | 2,125,970.28 | |||
| BTPS 3.8% 08/01/28 | 2,260,000.00 | 2,363,767.90 | |||
| BTPS 3.85% 02/01/35 | 1,230,000.00 | 1,274,733.37 | |||
| BTPS 3.85% 07/01/34 | 1,480,000.00 | 1,540,751.04 | |||
| BTPS 3.85% 09/01/49 | 1,940,000.00 | 1,862,654.14 | |||
| BTPS 3.85% 09/15/26 | 860,000.00 | 879,501.10 | |||
| BTPS 3.85% 10/01/40 | 1,300,000.00 | 1,290,253.90 | |||
| BTPS 3.85% 12/15/29 | 2,860,000.00 | 3,017,049.75 | |||
| BTPS 3% 08/01/29 | 1,150,000.00 | 1,176,333.85 | |||
| BTPS 3% 10/01/29 | 630,000.00 | 641,644.41 | |||
| BTPS 4.1% 02/01/29 | 2,070,000.00 | 2,192,579.59 | |||
| BTPS 4.15% 10/01/39 | 1,790,000.00 | 1,852,439.67 | |||
| BTPS 4.2% 03/01/34 | 2,980,000.00 | 3,189,485.65 | |||
| BTPS 4.3% 10/01/54 | 1,120,000.00 | 1,124,566.01 | |||
| BTPS 4.35% 11/01/33 | 2,090,000.00 | 2,262,508.60 | |||
| BTPS 4.4% 05/01/33 | 2,310,000.00 | 2,511,862.81 | |||
| BTPS 4.45% 09/01/43 | 1,490,000.00 | 1,574,031.53 | |||
| BTPS 4.5% 10/01/53 | 1,290,000.00 | 1,342,542.99 | |||
| BTPS 4.75% 09/01/28 | 2,630,000.00 | 2,831,864.33 | |||
| BTPS 4.75% 09/01/44 | 1,850,000.00 | 2,035,687.64 | |||
| BTPS 4% 02/01/37 | 3,070,000.00 | 3,202,709.03 | |||
| BTPS 4% 04/30/35 | 880,000.00 | 928,836.48 | |||
| BTPS 4% 10/30/31 | 1,250,000.00 | 1,331,867.50 | |||
| BTPS 4% 11/15/30 | 2,310,000.00 | 2,451,944.88 | |||
| BTPS 5.0% 08/01/39 | 2,680,000.00 | 3,041,470.89 | |||
| BTPS 5.25% 11/01/29 | 2,930,000.00 | 3,271,060.79 | |||
| BTPS 5.75% 02/01/33 | 2,180,000.00 | 2,567,536.19 | |||
| BTPS 5% 08/01/34 | 2,830,000.00 | 3,208,088.00 | |||
| BTPS 5% 09/01/40 | 2,640,000.00 | 2,986,008.96 | |||
| BTPS 6.5% 11/01/27 | 2,700,000.00 | 2,974,915.35 | |||
| BTPS 6% 05/01/31 | 1,140,000.00 | 1,338,384.62 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,501,858.40 | |||
| DBR 0.25% 02/15/27 | 2,490,000.00 | 2,425,978.98 | |||
| DBR 0.25% 02/15/29 | 1,970,000.00 | 1,849,410.39 | |||
| DBR 0.25% 08/15/28 | 2,090,000.00 | 1,982,171.65 | |||
| DBR 0.5% 02/15/28 | 1,360,000.00 | 1,310,766.64 | |||
| DBR 0.5% 08/15/27 | 350,000.00 | 339,970.70 | |||
| DBR 0% 02/15/30 | 3,500,000.00 | 3,172,727.24 | |||
| DBR 0% 02/15/31 | 1,660,000.00 | 1,466,526.09 | |||
| DBR 0% 02/15/32 | 3,620,000.00 | 3,107,380.84 | |||
| DBR 0% 05/15/35 | 2,260,000.00 | 1,747,965.36 | |||
| DBR 0% 05/15/36 | 2,430,000.00 | 1,815,812.64 | |||
| DBR 0% 08/15/26 | 2,920,000.00 | 2,859,139.89 | |||
| DBR 0% 08/15/29 | 2,360,000.00 | 2,168,268.84 | |||
| DBR 0% 08/15/30 | 3,050,000.00 | 2,731,470.20 | |||
| DBR 0% 08/15/30 | 1,280,000.00 | 1,146,837.12 | |||
| DBR 0% 08/15/31 | 3,490,000.00 | 3,040,775.92 | |||
| DBR 0% 08/15/50 | 5,240,000.00 | 2,508,377.52 | |||
| DBR 0% 08/15/52 | 3,020,000.00 | 1,361,357.09 | |||
| DBR 0% 11/15/27 | 3,340,000.00 | 3,193,081.75 | |||
| DBR 0% 11/15/28 | 1,990,000.00 | 1,861,660.92 | |||
| DBR 1.25% 08/15/48 | 3,680,000.00 | 2,629,712.38 | |||
| DBR 1.7% 08/15/32 | 2,600,000.00 | 2,490,020.65 | |||
| DBR 1.8% 08/15/53 | 4,080,000.00 | 3,148,013.76 | |||
| DBR 1% 05/15/38 | 2,610,000.00 | 2,105,766.27 | |||
| DBR 2.1% 11/15/29 | 2,680,000.00 | 2,678,059.68 | |||
| DBR 2.2% 02/15/34 | 3,210,000.00 | 3,133,858.80 | |||
| DBR 2.3% 02/15/33 | 4,320,000.00 | 4,286,401.20 | |||
| DBR 2.4% 11/15/30 | 3,220,000.00 | 3,249,688.40 | |||
| DBR 2.5% 02/15/35 | 2,940,000.00 | 2,920,703.39 | |||
| DBR 2.5% 07/04/44 | 2,930,000.00 | 2,742,270.50 | |||
| DBR 2.5% 08/15/46 | 3,120,000.00 | 2,894,340.81 | |||
| DBR 2.5% 08/15/54 | 2,270,000.00 | 2,040,690.26 | |||
| DBR 2.6% 05/15/41 | 1,030,000.00 | 989,884.07 | |||
| DBR 2.6% 08/15/33 | 2,890,000.00 | 2,919,320.49 | |||
| DBR 2.6% 08/15/34 | 3,560,000.00 | 3,576,903.58 | |||
| DBR 2.9% 08/15/56 | 1,250,000.00 | 1,213,625.00 | |||
| DBR 3.25% 07/04/42 | 1,950,000.00 | 2,038,856.04 | |||
| DBR 4.0% 01/04/37 | 2,570,000.00 | 2,896,072.60 | |||
| DBR 4.25% 07/04/39 | 1,810,000.00 | 2,106,559.45 | |||
| DBR 4.75% 07/04/28 | 1,430,000.00 | 1,547,939.25 | |||
| DBR 4.75% 07/04/34 | 2,500,000.00 | 2,953,136.74 | |||
| DBR 4.75% 07/04/40 | 2,060,000.00 | 2,532,082.99 | |||
| DBR 5.5% 01/04/31 | 1,850,000.00 | 2,163,893.38 | |||
| DBR 5.625% 01/04/28 | 2,510,000.00 | 2,743,673.47 | |||
| DBR 6.25% 01/04/30 | 1,850,000.00 | 2,181,430.27 | |||
| DBR 6.5% 07/04/27 | 2,690,000.00 | 2,941,612.37 | |||
| FRTR 0.25% 11/25/26 | 3,700,000.00 | 3,611,033.50 | |||
| FRTR 0.5% 05/25/29 | 5,230,000.00 | 4,858,779.83 | |||
| FRTR 0.5% 05/25/40 | 3,140,000.00 | 2,025,001.70 | |||
| FRTR 0.5% 05/25/72 | 1,290,000.00 | 372,119.85 | |||
| FRTR 0.5% 06/25/44 | 2,030,000.00 | 1,152,349.80 | |||
| FRTR 0.75% 02/25/28 | 5,200,000.00 | 5,009,511.00 | |||
| FRTR 0.75% 05/25/28 | 5,290,000.00 | 5,071,510.19 | |||
| FRTR 0.75% 05/25/52 | 2,950,000.00 | 1,424,373.57 | |||
| FRTR 0.75% 05/25/53 | 3,040,000.00 | 1,428,284.72 | |||
| FRTR 0.75% 11/25/28 | 5,220,000.00 | 4,952,239.77 | |||
| FRTR 0% 02/25/27 | 5,200,000.00 | 5,029,580.40 | |||
| FRTR 0% 05/25/32 | 4,890,000.00 | 4,017,323.25 | |||
| FRTR 0% 11/25/29 | 4,820,000.00 | 4,323,540.00 | |||
| FRTR 0% 11/25/30 | 6,120,000.00 | 5,311,044.10 | |||
| FRTR 0% 11/25/31 | 5,540,000.00 | 4,640,833.05 | |||
| FRTR 1.25% 05/25/34 | 5,510,000.00 | 4,711,680.89 | |||
| FRTR 1.25% 05/25/36 | 4,950,000.00 | 4,011,424.31 | |||
| FRTR 1.25% 05/25/38 | 3,080,000.00 | 2,365,459.25 | |||
| FRTR 1.5% 05/25/31 | 5,970,000.00 | 5,580,594.03 | |||
| FRTR 1.5% 05/25/50 | 3,050,000.00 | 1,907,329.70 | |||
| FRTR 1.75% 05/25/66 | 1,760,000.00 | 973,637.82 | |||
| FRTR 1.75% 06/25/39 | 3,570,000.00 | 2,879,772.98 | |||
| FRTR 1% 05/25/27 | 4,970,000.00 | 4,875,234.52 | |||
| FRTR 2.5% 05/25/30 | 5,570,000.00 | 5,558,326.22 | |||
| FRTR 2.5% 05/25/43 | 2,410,000.00 | 2,033,442.32 | |||
| FRTR 2.5% 09/24/26 | 3,690,000.00 | 3,717,063.19 | |||
| FRTR 2.5% 09/24/27 | 4,040,000.00 | 4,078,555.73 | |||
| FRTR 2.75% 02/25/29 | 6,270,000.00 | 6,355,322.16 | |||
| FRTR 2.75% 02/25/30 | 4,280,000.00 | 4,322,929.25 | |||
| FRTR 2.75% 10/25/27 | 4,380,000.00 | 4,446,062.21 | |||
| FRTR 2% 05/25/48 | 2,610,000.00 | 1,896,382.28 | |||
| FRTR 2% 11/25/32 | 3,660,000.00 | 3,434,401.26 | |||
| FRTR 3.2% 05/25/35 | 3,430,000.00 | 3,416,035.60 | |||
| FRTR 3.25% 05/25/45 | 2,980,000.00 | 2,777,519.99 | |||
| FRTR 3.25% 05/25/55 | 2,040,000.00 | 1,784,769.48 | |||
| FRTR 3.5% 11/25/33 | 4,970,000.00 | 5,128,654.82 | |||
| FRTR 3.6% 05/25/42 | 1,050,000.00 | 1,038,693.91 | |||
| FRTR 3.75% 05/25/56 | 1,230,000.00 | 1,176,131.65 | |||
| FRTR 3% 05/25/33 | 4,210,000.00 | 4,209,284.30 | |||
| FRTR 3% 05/25/54 | 2,450,000.00 | 2,053,381.75 | |||
| FRTR 3% 06/25/49 | 1,830,000.00 | 1,595,385.28 | |||
| FRTR 3% 11/25/34 | 4,450,000.00 | 4,382,105.23 | |||
| FRTR 4.5% 04/25/41 | 3,710,000.00 | 4,101,349.35 | |||
| FRTR 4.75% 04/25/35 | 2,960,000.00 | 3,341,419.08 | |||
| FRTR 4% 04/25/55 | 2,340,000.00 | 2,358,995.18 | |||
| FRTR 4% 04/25/60 | 1,970,000.00 | 1,971,070.30 | |||
| FRTR 4% 10/25/38 | 2,140,000.00 | 2,257,511.68 | |||
| FRTR 5.5% 04/25/29 | 5,920,000.00 | 6,596,271.20 | |||
| FRTR 5.75% 10/25/32 | 4,370,000.00 | 5,191,098.96 | |||
| IRISH 0.2% 05/15/27 | 670,000.00 | 649,062.50 | |||
| IRISH 0.2% 10/18/30 | 910,000.00 | 809,845.40 | |||
| IRISH 0.35% 10/18/32 | 600,000.00 | 509,112.00 | |||
| IRISH 0.4% 05/15/35 | 690,000.00 | 540,654.50 | |||
| IRISH 0.55% 04/22/41 | 410,000.00 | 274,539.89 | |||
| IRISH 0.9% 05/15/28 | 840,000.00 | 814,130.93 | |||
| IRISH 0% 10/18/31 | 950,000.00 | 810,563.27 | |||
| IRISH 1.1% 05/15/29 | 980,000.00 | 940,196.81 | |||
| IRISH 1.3% 05/15/33 | 610,000.00 | 550,685.88 | |||
| IRISH 1.35% 03/18/31 | 370,000.00 | 348,946.07 | |||
| IRISH 1.5% 05/15/50 | 900,000.00 | 626,008.50 | |||
| IRISH 1.7% 05/15/37 | 740,000.00 | 641,678.97 | |||
| IRISH 2.4% 05/15/30 | 930,000.00 | 933,112.24 | |||
| IRISH 2.6% 10/18/34 | 200,000.00 | 195,642.20 | |||
| IRISH 2% 02/18/45 | 1,010,000.00 | 823,644.90 | |||
| IRISH 3.15% 10/18/55 | 280,000.00 | 264,111.68 | |||
| IRISH 3% 10/18/43 | 370,000.00 | 356,713.85 | |||
| NETHER 0.25% 07/15/29 | 1,390,000.00 | 1,285,965.45 | |||
| NETHER 0.5% 01/15/40 | 1,470,000.00 | 1,038,045.64 | |||
| NETHER 0.5% 07/15/26 | 1,750,000.00 | 1,724,061.93 | |||
| NETHER 0.5% 07/15/32 | 1,300,000.00 | 1,131,387.32 | |||
| NETHER 0.75% 07/15/27 | 1,060,000.00 | 1,035,002.55 | |||
| NETHER 0.75% 07/15/28 | 1,540,000.00 | 1,481,259.78 | |||
| NETHER 0% 01/15/27 | 1,640,000.00 | 1,592,216.14 | |||
| NETHER 0% 01/15/29 | 1,770,000.00 | 1,641,053.28 | |||
| NETHER 0% 01/15/38 | 1,340,000.00 | 924,823.10 | |||
| NETHER 0% 01/15/52 | 1,810,000.00 | 809,640.15 | |||
| NETHER 0% 07/15/30 | 1,350,000.00 | 1,201,433.85 | |||
| NETHER 0% 07/15/31 | 1,370,000.00 | 1,184,542.00 | |||
| NETHER 2.5% 01/15/30 | 1,080,000.00 | 1,091,294.64 | |||
| NETHER 2.5% 01/15/33 | 1,430,000.00 | 1,423,533.54 | |||
| NETHER 2.5% 07/15/33 | 1,170,000.00 | 1,159,241.85 | |||
| NETHER 2.5% 07/15/34 | 1,260,000.00 | 1,238,783.48 | |||
| NETHER 2.5% 07/15/35 | 940,000.00 | 916,394.01 | |||
| NETHER 2.75% 01/15/47 | 2,160,000.00 | 2,045,152.80 | |||
| NETHER 2% 01/15/54 | 1,690,000.00 | 1,330,853.03 | |||
| NETHER 3.25% 01/15/44 | 840,000.00 | 860,629.56 | |||
| NETHER 3.75% 01/15/42 | 1,700,000.00 | 1,853,297.50 | |||
| NETHER 4% 01/15/37 | 1,660,000.00 | 1,839,857.68 | |||
| NETHER 5.5% 01/15/28 | 1,600,000.00 | 1,740,794.72 | |||
| OBL 0% 04/16/27 | 2,920,000.00 | 2,823,652.98 | |||
| OBL 0% 10/09/26 | 2,680,000.00 | 2,616,280.32 | |||
| OBL 1.3% 10/15/27 | 3,550,000.00 | 3,505,202.23 | |||
| OBL 2.1% 04/12/29 | 3,360,000.00 | 3,364,855.20 | |||
| OBL 2.2% 04/13/28 | 2,870,000.00 | 2,892,120.52 | |||
| OBL 2.4% 04/18/30 | 1,090,000.00 | 1,101,616.02 | |||
| OBL 2.4% 10/19/28 | 4,270,000.00 | 4,325,633.83 | |||
| OBL 2.5% 10/11/29 | 2,090,000.00 | 2,123,203.83 | |||
| PGB 0.3% 10/17/31 | 840,000.00 | 731,757.60 | |||
| PGB 0.475% 10/18/30 | 1,000,000.00 | 907,088.00 | |||
| PGB 0.7% 10/15/27 | 700,000.00 | 681,473.10 | |||
| PGB 0.9% 10/12/35 | 640,000.00 | 519,536.64 | |||
| PGB 1.15% 04/11/42 | 470,000.00 | 329,543.32 | |||
| PGB 1.65% 07/16/32 | 780,000.00 | 730,332.33 | |||
| PGB 1.95% 06/15/29 | 1,250,000.00 | 1,240,625.00 | |||
| PGB 1% 04/12/52 | 640,000.00 | 347,123.52 | |||
| PGB 2.125% 10/17/28 | 1,450,000.00 | 1,454,376.10 | |||
| PGB 2.25% 04/18/34 | 790,000.00 | 751,764.79 | |||
| PGB 2.875% 07/21/26 | 950,000.00 | 960,688.45 | |||
| PGB 2.875% 10/20/34 | 810,000.00 | 804,919.68 | |||
| PGB 3.375% 06/15/40 | 420,000.00 | 414,806.70 | |||
| PGB 3.5% 06/18/38 | 440,000.00 | 448,628.40 | |||
| PGB 3.625% 06/12/54 | 290,000.00 | 279,740.74 | |||
| PGB 3.875% 02/15/30 | 700,000.00 | 749,689.50 | |||
| PGB 3% 06/15/35 | 470,000.00 | 468,280.27 | |||
| PGB 4.1% 02/15/45 | 710,000.00 | 756,579.55 | |||
| PGB 4.1% 04/15/37 | 980,000.00 | 1,067,786.44 | |||
| PGB 4.125% 04/14/27 | 800,000.00 | 832,482.00 | |||
| RAGB 0.25% 10/20/36 | 720,000.00 | 524,980.80 | |||
| RAGB 0.5% 02/20/29 | 1,800,000.00 | 1,691,331.30 | |||
| RAGB 0.5% 04/20/27 | 1,690,000.00 | 1,645,796.36 | |||
| RAGB 0.7% 04/20/71 | 540,000.00 | 203,037.45 | |||
| RAGB 0.75% 02/20/28 | 1,310,000.00 | 1,265,299.52 | |||
| RAGB 0.75% 03/20/51 | 930,000.00 | 507,116.44 | |||
| RAGB 0.75% 10/20/26 | 1,480,000.00 | 1,457,788.53 | |||
| RAGB 0.85% 06/30/20 | 230,000.00 | 78,176.42 | |||
| RAGB 0.9% 02/20/32 | 1,740,000.00 | 1,555,243.32 | |||
| RAGB 0% 02/20/30 | 1,790,000.00 | 1,603,625.20 | |||
| RAGB 0% 02/20/31 | 1,670,000.00 | 1,449,689.42 | |||
| RAGB 0% 10/20/28 | 1,340,000.00 | 1,246,843.20 | |||
| RAGB 0% 10/20/40 | 650,000.00 | 391,531.40 | |||
| RAGB 1.5% 02/20/47 | 1,080,000.00 | 760,405.86 | |||
| RAGB 1.5% 11/02/86 | 440,000.00 | 221,631.52 | |||
| RAGB 1.85% 05/23/49 | 660,000.00 | 489,380.10 | |||
| RAGB 2.1% 09/20/17 | 650,000.00 | 407,483.37 | |||
| RAGB 2.4% 05/23/34 | 710,000.00 | 683,579.12 | |||
| RAGB 2.9% 02/20/33 | 1,650,000.00 | 1,666,933.12 | |||
| RAGB 2.9% 02/20/34 | 1,240,000.00 | 1,243,539.58 | |||
| RAGB 2.9% 05/23/29 | 350,000.00 | 358,547.00 | |||
| RAGB 2.95% 02/20/35 | 860,000.00 | 858,917.04 | |||
| RAGB 3.15% 06/20/44 | 960,000.00 | 929,813.12 | |||
| RAGB 3.15% 10/20/53 | 760,000.00 | 708,660.10 | |||
| RAGB 3.2% 07/15/39 | 840,000.00 | 832,558.44 | |||
| RAGB 3.45% 10/20/30 | 330,000.00 | 346,359.81 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 440,641.40 | |||
| RAGB 4.15% 03/15/37 | 1,550,000.00 | 1,703,939.80 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,282,610.44 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 320,206.48 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 197,041.00 | |||
| RFGB 0.125% 09/15/31 | 710,000.00 | 609,601.56 | |||
| RFGB 0.25% 09/15/40 | 350,000.00 | 221,622.10 | |||
| RFGB 0.5% 04/15/43 | 490,000.00 | 301,354.90 | |||
| RFGB 0.5% 09/15/27 | 540,000.00 | 522,489.15 | |||
| RFGB 0.5% 09/15/28 | 780,000.00 | 739,675.95 | |||
| RFGB 0.5% 09/15/29 | 610,000.00 | 565,518.95 | |||
| RFGB 0.75% 04/15/31 | 510,000.00 | 461,112.67 | |||
| RFGB 0% 09/15/26 | 460,000.00 | 449,422.87 | |||
| RFGB 0% 09/15/30 | 560,000.00 | 492,149.69 | |||
| RFGB 1.125% 04/15/34 | 640,000.00 | 552,130.88 | |||
| RFGB 1.375% 04/15/27 | 350,000.00 | 346,533.25 | |||
| RFGB 1.375% 04/15/47 | 570,000.00 | 389,267.25 | |||
| RFGB 1.5% 09/15/32 | 490,000.00 | 450,663.65 | |||
| RFGB 2.5% 04/15/30 | 460,000.00 | 461,957.99 | |||
| RFGB 2.625% 07/04/42 | 470,000.00 | 425,516.26 | |||
| RFGB 2.75% 04/15/38 | 470,000.00 | 446,731.71 | |||
| RFGB 2.75% 07/04/28 | 680,000.00 | 692,797.73 | |||
| RFGB 2.875% 04/15/29 | 520,000.00 | 531,673.74 | |||
| RFGB 2.95% 04/15/55 | 500,000.00 | 447,143.74 | |||
| RFGB 3.2% 04/15/45 | 270,000.00 | 260,620.85 | |||
| RFGB 3% 09/15/33 | 790,000.00 | 799,547.15 | |||
| RFGB 3% 09/15/34 | 710,000.00 | 714,182.25 | |||
| RFGB 3% 09/15/35 | 490,000.00 | 488,862.53 | |||
| SPGB 0.1% 04/30/31 | 3,160,000.00 | 2,730,458.04 | |||
| SPGB 0.5% 04/30/30 | 2,930,000.00 | 2,667,187.79 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,242,200.35 | |||
| SPGB 0.6% 10/31/29 | 2,930,000.00 | 2,712,656.99 | |||
| SPGB 0.7% 04/30/32 | 2,560,000.00 | 2,230,806.39 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,378,879.22 | |||
| SPGB 0.8% 07/30/29 | 2,810,000.00 | 2,637,596.66 | |||
| SPGB 0.85% 07/30/37 | 1,940,000.00 | 1,453,349.06 | |||
| SPGB 0% 01/31/27 | 2,910,000.00 | 2,818,626.00 | |||
| SPGB 0% 01/31/28 | 3,050,000.00 | 2,887,858.95 | |||
| SPGB 1.2% 10/31/40 | 1,810,000.00 | 1,300,340.20 | |||
| SPGB 1.25% 10/31/30 | 2,760,000.00 | 2,580,776.64 | |||
| SPGB 1.3% 10/31/26 | 1,870,000.00 | 1,854,436.45 | |||
| SPGB 1.4% 04/30/28 | 2,580,000.00 | 2,529,200.21 | |||
| SPGB 1.4% 07/30/28 | 3,300,000.00 | 3,222,200.85 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,604,992.85 | |||
| SPGB 1.45% 10/31/27 | 2,610,000.00 | 2,574,482.67 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 310,702.92 | |||
| SPGB 1.5% 04/30/27 | 1,400,000.00 | 1,388,416.05 | |||
| SPGB 1.85% 07/30/35 | 2,190,000.00 | 1,943,651.28 | |||
| SPGB 1.9% 10/31/52 | 1,890,000.00 | 1,261,024.53 | |||
| SPGB 1.95% 07/30/30 | 2,020,000.00 | 1,967,183.56 | |||
| SPGB 1% 07/30/42 | 1,550,000.00 | 1,028,264.96 | |||
| SPGB 1% 10/31/50 | 2,290,000.00 | 1,252,002.54 | |||
| SPGB 2.35% 07/30/33 | 2,180,000.00 | 2,089,288.02 | |||
| SPGB 2.5% 05/31/27 | 2,330,000.00 | 2,351,701.62 | |||
| SPGB 2.55% 10/31/32 | 2,500,000.00 | 2,452,442.50 | |||
| SPGB 2.7% 10/31/48 | 1,860,000.00 | 1,543,044.84 | |||
| SPGB 2.8% 05/31/26 | 2,040,000.00 | 2,055,988.70 | |||
| SPGB 2.9% 10/31/46 | 1,930,000.00 | 1,686,114.09 | |||
| SPGB 3.1% 07/30/31 | 1,610,000.00 | 1,648,040.74 | |||
| SPGB 3.15% 04/30/33 | 2,170,000.00 | 2,206,983.74 | |||
| SPGB 3.15% 04/30/35 | 1,980,000.00 | 1,979,049.60 | |||
| SPGB 3.25% 04/30/34 | 2,700,000.00 | 2,741,812.20 | |||
| SPGB 3.45% 07/30/43 | 1,530,000.00 | 1,471,095.00 | |||
| SPGB 3.45% 07/30/66 | 1,430,000.00 | 1,263,917.65 | |||
| SPGB 3.45% 10/31/34 | 2,610,000.00 | 2,683,030.41 | |||
| SPGB 3.5% 01/31/41 | 700,000.00 | 687,507.10 | |||
| SPGB 3.5% 05/31/29 | 2,500,000.00 | 2,608,234.25 | |||
| SPGB 3.55% 10/31/33 | 2,270,000.00 | 2,365,203.80 | |||
| SPGB 3.9% 07/30/39 | 1,550,000.00 | 1,611,592.66 | |||
| SPGB 4.2% 01/31/37 | 2,320,000.00 | 2,515,411.28 | |||
| SPGB 4.7% 07/30/41 | 1,990,000.00 | 2,247,497.04 | |||
| SPGB 4.9% 07/30/40 | 1,880,000.00 | 2,165,841.77 | |||
| SPGB 4% 10/31/54 | 1,210,000.00 | 1,214,051.92 | |||
| SPGB 5.15% 10/31/28 | 3,660,000.00 | 4,005,239.01 | |||
| SPGB 5.15% 10/31/44 | 1,640,000.00 | 1,957,765.08 | |||
| SPGB 5.75% 07/30/32 | 2,250,000.00 | 2,679,154.87 | |||
| SPGB 5.9% 07/30/26 | 2,310,000.00 | 2,412,959.01 | |||
| SPGB 6.0% 01/31/29 | 910,000.00 | 1,028,222.37 | |||
| ユーロ 小計 | 744,650,000.00 | 701,047,940.15 | |||
| (115,883,224,506) | |||||
| イギリスポンド | UKT 0.125% 01/31/28 | 1,510,000.00 | 1,373,772.08 | ||
| UKT 0.25% 07/31/31 | 2,490,000.00 | 1,972,440.52 | |||
| UKT 0.375% 10/22/26 | 2,930,000.00 | 2,803,765.87 | |||
| UKT 0.375% 10/22/30 | 780,000.00 | 643,515.04 | |||
| UKT 0.5% 01/31/29 | 2,990,000.00 | 2,646,524.01 | |||
| UKT 0.5% 10/22/61 | 2,420,000.00 | 633,556.00 | |||
| UKT 0.625% 07/31/35 | 2,250,000.00 | 1,526,850.00 | |||
| UKT 0.625% 10/22/50 | 1,850,000.00 | 677,840.00 | |||
| UKT 0.875% 01/31/46 | 1,530,000.00 | 698,598.00 | |||
| UKT 0.875% 07/31/33 | 2,790,000.00 | 2,114,365.84 | |||
| UKT 0.875% 10/22/29 | 1,460,000.00 | 1,282,332.60 | |||
| UKT 1.125% 01/31/39 | 2,030,000.00 | 1,276,972.65 | |||
| UKT 1.125% 10/22/73 | 1,050,000.00 | 341,460.00 | |||
| UKT 1.25% 07/22/27 | 1,250,000.00 | 1,184,100.32 | |||
| UKT 1.25% 07/31/51 | 2,690,000.00 | 1,165,577.00 | |||
| UKT 1.25% 10/22/41 | 2,580,000.00 | 1,497,690.00 | |||
| UKT 1.5% 07/22/26 | 1,400,000.00 | 1,364,718.09 | |||
| UKT 1.5% 07/22/47 | 1,740,000.00 | 895,752.00 | |||
| UKT 1.5% 07/31/53 | 1,680,000.00 | 755,832.00 | |||
| UKT 1.625% 10/22/28 | 1,460,000.00 | 1,358,667.28 | |||
| UKT 1.625% 10/22/54 | 1,640,000.00 | 754,400.00 | |||
| UKT 1.625% 10/22/71 | 1,930,000.00 | 769,877.00 | |||
| UKT 1.75% 01/22/49 | 1,230,000.00 | 652,515.00 | |||
| UKT 1.75% 07/22/57 | 1,900,000.00 | 878,180.00 | |||
| UKT 1.75% 09/07/37 | 2,400,000.00 | 1,728,275.68 | |||
| UKT 1% 01/31/32 | 3,700,000.00 | 3,008,686.00 | |||
| UKT 2.5% 07/22/65 | 1,420,000.00 | 779,580.00 | |||
| UKT 3.25% 01/22/44 | 2,430,000.00 | 1,864,053.00 | |||
| UKT 3.25% 01/31/33 | 3,760,000.00 | 3,477,448.52 | |||
| UKT 3.5% 01/22/45 | 2,000,000.00 | 1,577,381.40 | |||
| UKT 3.5% 07/22/68 | 1,600,000.00 | 1,134,880.00 | |||
| UKT 3.75% 01/29/38 | 2,780,000.00 | 2,490,324.00 | |||
| UKT 3.75% 03/07/27 | 2,540,000.00 | 2,529,221.35 | |||
| UKT 3.75% 07/22/52 | 1,400,000.00 | 1,087,701.39 | |||
| UKT 3.75% 10/22/53 | 3,260,000.00 | 2,507,368.36 | |||
| UKT 4.125% 01/29/27 | 3,630,000.00 | 3,636,194.23 | |||
| UKT 4.125% 07/22/29 | 3,410,000.00 | 3,416,895.02 | |||
| UKT 4.25% 03/07/36 | 2,160,000.00 | 2,075,976.00 | |||
| UKT 4.25% 06/07/32 | 1,470,000.00 | 1,467,444.28 | |||
| UKT 4.25% 07/31/34 | 3,390,000.00 | 3,307,824.66 | |||
| UKT 4.25% 09/07/39 | 1,270,000.00 | 1,177,078.36 | |||
| UKT 4.25% 12/07/27 | 2,860,000.00 | 2,886,512.48 | |||
| UKT 4.25% 12/07/40 | 1,500,000.00 | 1,372,950.00 | |||
| UKT 4.25% 12/07/46 | 1,830,000.00 | 1,591,175.85 | |||
| UKT 4.25% 12/07/49 | 1,370,000.00 | 1,173,953.00 | |||
| UKT 4.25% 12/07/55 | 2,150,000.00 | 1,804,495.00 | |||
| UKT 4.375% 01/31/40 | 2,260,000.00 | 2,110,811.79 | |||
| UKT 4.375% 03/07/28 | 1,950,000.00 | 1,966,856.19 | |||
| UKT 4.375% 03/07/30 | 2,000,000.00 | 2,019,300.00 | |||
| UKT 4.375% 07/31/54 | 2,870,000.00 | 2,464,666.07 | |||
| UKT 4.5% 03/07/35 | 2,740,000.00 | 2,710,073.47 | |||
| UKT 4.5% 06/07/28 | 2,570,000.00 | 2,605,331.33 | |||
| UKT 4.5% 09/07/34 | 1,390,000.00 | 1,385,027.27 | |||
| UKT 4.5% 12/07/42 | 1,940,000.00 | 1,797,169.75 | |||
| UKT 4.625% 01/31/34 | 3,290,000.00 | 3,312,141.70 | |||
| UKT 4.75% 10/22/43 | 2,700,000.00 | 2,555,424.04 | |||
| UKT 4.75% 12/07/30 | 3,260,000.00 | 3,366,160.92 | |||
| UKT 4.75% 12/07/38 | 1,800,000.00 | 1,773,392.72 | |||
| UKT 4% 01/22/60 | 1,250,000.00 | 995,375.00 | |||
| UKT 4% 10/22/31 | 2,660,000.00 | 2,617,130.69 | |||
| UKT 4% 10/22/63 | 1,610,000.00 | 1,270,934.00 | |||
| UKT 6.0% 12/07/28 | 2,010,000.00 | 2,150,898.18 | |||
| イギリスポンド 小計 | 134,210,000.00 | 110,465,413.00 | |||
| (21,666,686,105) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 5,280,000.00 | 4,711,255.56 | ||
| SGB 0.75% 05/12/28 | 7,340,000.00 | 7,127,874.00 | |||
| SGB 0.75% 11/12/29 | 8,250,000.00 | 7,849,050.00 | |||
| SGB 1.75% 11/11/33 | 5,050,000.00 | 4,853,100.50 | |||
| SGB 1% 11/12/26 | 8,340,000.00 | 8,249,928.00 | |||
| SGB 2.25% 05/11/35 | 4,300,000.00 | 4,256,935.50 | |||
| SGB 2.25% 06/01/32 | 5,300,000.00 | 5,328,487.50 | |||
| SGB 3.5% 03/30/39 | 4,270,000.00 | 4,752,830.25 | |||
| スウェーデンクローナ 小計 | 48,130,000.00 | 47,129,461.31 | |||
| (711,654,865) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 4,780,000.00 | 4,072,255.27 | ||
| NGB 1.375% 08/19/30 | 4,830,000.00 | 4,258,429.87 | |||
| NGB 1.75% 02/17/27 | 5,340,000.00 | 5,158,920.60 | |||
| NGB 1.75% 09/06/29 | 5,350,000.00 | 4,905,415.00 | |||
| NGB 2.125% 05/18/32 | 4,480,000.00 | 3,982,675.20 | |||
| NGB 2% 04/26/28 | 4,330,000.00 | 4,116,011.40 | |||
| NGB 3.5% 10/06/42 | 1,860,000.00 | 1,752,454.80 | |||
| NGB 3.625% 04/13/34 | 5,910,000.00 | 5,727,026.40 | |||
| NGB 3.625% 05/31/39 | 1,390,000.00 | 1,327,484.75 | |||
| NGB 3.75% 06/12/35 | 5,070,000.00 | 4,941,021.73 | |||
| NGB 3% 08/15/33 | 5,180,000.00 | 4,817,076.25 | |||
| ノルウェークローネ 小計 | 48,520,000.00 | 45,058,771.27 | |||
| (648,395,718) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 6,290,000.00 | 3,297,395.68 | ||
| DGB 0.5% 11/15/27 | 5,760,000.00 | 5,592,139.19 | |||
| DGB 0.5% 11/15/29 | 4,560,000.00 | 4,269,632.88 | |||
| DGB 0% 11/15/31 | 4,160,000.00 | 3,614,520.00 | |||
| DGB 2.25% 11/15/26 | 2,280,000.00 | 2,302,173.00 | |||
| DGB 2.25% 11/15/33 | 6,800,000.00 | 6,733,242.69 | |||
| DGB 4.5% 11/15/39 | 9,430,000.00 | 11,411,047.79 | |||
| デンマーククローネ 小計 | 39,280,000.00 | 37,220,151.23 | |||
| (824,798,551) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 4,500,000.00 | 4,249,849.45 | ||
| POLGB 0% 01/25/27 | 950,000.00 | 883,870.50 | |||
| POLGB 1.25% 10/25/30 | 6,680,000.00 | 5,502,203.03 | |||
| POLGB 1.75% 04/25/32 | 4,610,000.00 | 3,669,567.09 | |||
| POLGB 2.5% 07/25/26 | 4,650,000.00 | 4,548,000.20 | |||
| POLGB 2.5% 07/25/27 | 4,530,000.00 | 4,335,114.55 | |||
| POLGB 2.75% 04/25/28 | 3,100,000.00 | 2,942,164.33 | |||
| POLGB 2.75% 10/25/29 | 6,000,000.00 | 5,489,465.22 | |||
| POLGB 3.75% 05/25/27 | 2,510,000.00 | 2,471,598.40 | |||
| POLGB 4.75% 07/25/29 | 3,470,000.00 | 3,441,548.26 | |||
| POLGB 5.75% 04/25/29 | 7,310,000.00 | 7,529,854.82 | |||
| POLGB 5% 01/25/30 | 2,210,000.00 | 2,206,021.66 | |||
| POLGB 5% 10/25/34 | 4,720,000.00 | 4,518,563.98 | |||
| POLGB 6% 10/25/33 | 6,370,000.00 | 6,573,989.05 | |||
| POLGB 7.5% 07/25/28 | 4,470,000.00 | 4,818,562.55 | |||
| ポーランドズロチ 小計 | 66,080,000.00 | 63,180,373.09 | |||
| (2,445,080,438) | |||||
| オーストラリアドル | ACGB 0.5% 09/21/26 | 2,390,000.00 | 2,303,219.10 | ||
| ACGB 1.25% 05/21/32 | 2,590,000.00 | 2,165,110.50 | |||
| ACGB 1.5% 06/21/31 | 3,070,000.00 | 2,690,885.70 | |||
| ACGB 1.75% 06/21/51 | 1,860,000.00 | 982,582.20 | |||
| ACGB 1.75% 11/21/32 | 2,760,000.00 | 2,354,197.20 | |||
| ACGB 1% 11/21/31 | 2,550,000.00 | 2,132,335.50 | |||
| ACGB 1% 12/21/30 | 1,890,000.00 | 1,635,284.70 | |||
| ACGB 2.25% 05/21/28 | 2,040,000.00 | 1,973,720.40 | |||
| ACGB 2.5% 05/21/30 | 2,340,000.00 | 2,222,204.40 | |||
| ACGB 2.75% 05/21/41 | 1,410,000.00 | 1,107,738.30 | |||
| ACGB 2.75% 06/21/35 | 1,950,000.00 | 1,702,038.00 | |||
| ACGB 2.75% 11/21/27 | 1,530,000.00 | 1,507,019.40 | |||
| ACGB 2.75% 11/21/28 | 2,130,000.00 | 2,081,542.50 | |||
| ACGB 2.75% 11/21/29 | 2,160,000.00 | 2,088,655.20 | |||
| ACGB 3.25% 04/21/29 | 2,110,000.00 | 2,091,410.90 | |||
| ACGB 3.25% 06/21/39 | 940,000.00 | 813,372.60 | |||
| ACGB 3.5% 12/21/34 | 2,070,000.00 | 1,946,131.20 | |||
| ACGB 3.75% 04/21/37 | 1,440,000.00 | 1,350,028.80 | |||
| ACGB 3.75% 05/21/34 | 2,340,000.00 | 2,258,731.80 | |||
| ACGB 3% 03/21/47 | 1,350,000.00 | 1,009,165.50 | |||
| ACGB 3% 11/21/33 | 2,330,000.00 | 2,136,773.10 | |||
| ACGB 4.25% 03/21/36 | 1,710,000.00 | 1,694,233.80 | |||
| ACGB 4.25% 06/21/34 | 960,000.00 | 962,668.80 | |||
| ACGB 4.25% 12/21/35 | 1,890,000.00 | 1,875,730.50 | |||
| ACGB 4.5% 04/21/33 | 2,720,000.00 | 2,795,697.60 | |||
| ACGB 4.75% 04/21/27 | 2,840,000.00 | 2,909,722.00 | |||
| ACGB 4.75% 06/21/54 | 960,000.00 | 923,414.40 | |||
| オーストラリアドル 小計 | 54,330,000.00 | 49,713,614.10 | |||
| (4,688,988,081) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 1,340,000.00 | 1,215,969.58 | ||
| NZGB 1.5% 05/15/31 | 1,000,000.00 | 861,438.35 | |||
| NZGB 1.75% 05/15/41 | 560,000.00 | 356,808.03 | |||
| NZGB 2.75% 04/15/37 | 630,000.00 | 511,282.05 | |||
| NZGB 2.75% 05/15/51 | 600,000.00 | 385,613.10 | |||
| NZGB 2% 05/15/32 | 1,240,000.00 | 1,068,737.29 | |||
| NZGB 3.5% 04/14/33 | 1,810,000.00 | 1,698,163.91 | |||
| NZGB 3% 04/20/29 | 1,180,000.00 | 1,147,042.60 | |||
| NZGB 4.25% 05/15/34 | 750,000.00 | 733,295.17 | |||
| NZGB 4.25% 05/15/36 | 760,000.00 | 728,310.54 | |||
| NZGB 4.5% 04/15/27 | 930,000.00 | 947,920.63 | |||
| NZGB 4.5% 05/15/30 | 1,210,000.00 | 1,238,737.01 | |||
| NZGB 4.5% 05/15/35 | 1,240,000.00 | 1,224,911.33 | |||
| NZGB 5% 05/15/54 | 380,000.00 | 360,732.98 | |||
| ニュージーランドドル 小計 | 13,630,000.00 | 12,478,962.57 | |||
| (1,093,281,910) | |||||
| シンガポールドル | SIGB 1.25% 11/01/26 | 870,000.00 | 863,301.00 | ||
| SIGB 1.625% 07/01/31 | 450,000.00 | 438,075.00 | |||
| SIGB 1.875% 03/01/50 | 690,000.00 | 618,930.00 | |||
| SIGB 1.875% 10/01/51 | 480,000.00 | 425,280.00 | |||
| SIGB 2.125% 06/01/26 | 1,030,000.00 | 1,032,987.00 | |||
| SIGB 2.25% 08/01/36 | 760,000.00 | 755,820.00 | |||
| SIGB 2.375% 07/01/39 | 560,000.00 | 557,174.80 | |||
| SIGB 2.625% 05/01/28 | 720,000.00 | 735,840.00 | |||
| SIGB 2.625% 08/01/32 | 660,000.00 | 679,272.00 | |||
| SIGB 2.75% 03/01/35 | 190,000.00 | 197,535.40 | |||
| SIGB 2.75% 03/01/46 | 820,000.00 | 859,093.50 | |||
| SIGB 2.75% 04/01/42 | 630,000.00 | 658,350.00 | |||
| SIGB 2.875% 07/01/29 | 1,040,000.00 | 1,078,168.00 | |||
| SIGB 2.875% 08/01/28 | 610,000.00 | 629,215.00 | |||
| SIGB 2.875% 09/01/27 | 420,000.00 | 429,660.00 | |||
| SIGB 2.875% 09/01/30 | 840,000.00 | 876,960.00 | |||
| SIGB 3.25% 06/01/54 | 410,000.00 | 474,743.10 | |||
| SIGB 3.375% 05/01/34 | 160,000.00 | 174,480.00 | |||
| SIGB 3.375% 09/01/33 | 880,000.00 | 955,240.00 | |||
| SIGB 3.5% 03/01/27 | 800,000.00 | 823,060.00 | |||
| SIGB 3% 04/01/29 | 150,000.00 | 156,045.00 | |||
| SIGB 3% 08/01/72 | 620,000.00 | 697,190.00 | |||
| シンガポールドル 小計 | 13,790,000.00 | 14,116,419.80 | |||
| (1,588,520,720) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 1,650,000.00 | 1,588,441.73 | ||
| MGS 3.502% 05/31/27 | 1,930,000.00 | 1,945,616.20 | |||
| MGS 3.519% 04/20/28 | 2,340,000.00 | 2,362,902.51 | |||
| MGS 3.582% 07/15/32 | 1,570,000.00 | 1,585,627.14 | |||
| MGS 3.733% 06/15/28 | 2,930,000.00 | 2,977,821.11 | |||
| MGS 3.757% 05/22/40 | 2,950,000.00 | 2,957,952.31 | |||
| MGS 3.828% 07/05/34 | 1,770,000.00 | 1,810,256.52 | |||
| MGS 3.844% 04/15/33 | 1,830,000.00 | 1,871,970.86 | |||
| MGS 3.885% 08/15/29 | 2,460,000.00 | 2,517,010.99 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,146,196.51 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 2,006,531.87 | |||
| MGS 3.9% 11/30/26 | 2,470,000.00 | 2,502,072.95 | |||
| MGS 3.906% 07/15/26 | 1,210,000.00 | 1,221,913.29 | |||
| MGS 4.054% 04/18/39 | 1,380,000.00 | 1,432,155.72 | |||
| MGS 4.065% 06/15/50 | 3,070,000.00 | 3,101,353.91 | |||
| MGS 4.18% 05/16/44 | 810,000.00 | 853,227.75 | |||
| MGS 4.232% 06/30/31 | 2,490,000.00 | 2,602,173.25 | |||
| MGS 4.254% 05/31/35 | 1,750,000.00 | 1,855,875.35 | |||
| MGS 4.457% 03/31/53 | 2,090,000.00 | 2,244,701.59 | |||
| MGS 4.498% 04/15/30 | 2,930,000.00 | 3,088,655.39 | |||
| MGS 4.504% 04/30/29 | 940,000.00 | 983,523.31 | |||
| MGS 4.642% 11/07/33 | 3,210,000.00 | 3,473,559.93 | |||
| MGS 4.696% 10/15/42 | 2,320,000.00 | 2,583,655.93 | |||
| MGS 4.736% 03/15/46 | 980,000.00 | 1,090,499.60 | |||
| MGS 4.762% 04/07/37 | 2,410,000.00 | 2,662,908.53 | |||
| MGS 4.893% 06/08/38 | 2,130,000.00 | 2,395,118.54 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,919,516.42 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,176,707.32 | |||
| マレーシアリンギット 小計 | 55,430,000.00 | 57,957,946.53 | |||
| (1,980,023,123) | |||||
| イスラエルシェケル | ILGOV 1.3% 04/30/32 | 2,970,000.00 | 2,427,350.40 | ||
| ILGOV 1.5% 05/31/37 | 3,470,000.00 | 2,474,102.71 | |||
| ILGOV 1% 03/31/30 | 3,530,000.00 | 3,027,168.44 | |||
| ILGOV 2.25% 09/28/28 | 3,790,000.00 | 3,552,572.03 | |||
| ILGOV 2.8% 11/29/52 | 2,260,000.00 | 1,527,973.57 | |||
| ILGOV 2% 03/31/27 | 3,040,000.00 | 2,921,165.18 | |||
| ILGOV 3.75% 02/28/29 | 2,940,000.00 | 2,883,024.27 | |||
| ILGOV 3.75% 03/31/47 | 2,570,000.00 | 2,180,916.13 | |||
| ILGOV 3.75% 09/30/27 | 2,690,000.00 | 2,656,258.77 | |||
| ILGOV 4.6% 08/31/29 | 1,120,000.00 | 1,137,465.49 | |||
| ILGOV 4% 03/30/35 | 2,960,000.00 | 2,838,844.83 | |||
| ILGOV 5.5% 01/31/42 | 2,490,000.00 | 2,690,845.89 | |||
| ILGOV 6.25% 10/30/26 | 1,340,000.00 | 1,375,022.64 | |||
| イスラエルシェケル 小計 | 35,170,000.00 | 31,692,710.35 | |||
| (1,312,509,229) | |||||
| オフショア人民元 | CGB 1.06% 12/15/26 | 37,470,000.00 | 37,257,105.19 | ||
| CGB 1.35% 09/25/26 | 40,940,000.00 | 40,893,301.37 | |||
| CGB 1.43% 01/25/30 | 10,000,000.00 | 9,970,354.00 | |||
| CGB 1.45% 02/25/28 | 27,600,000.00 | 27,598,090.90 | |||
| CGB 1.49% 12/25/31 | 30,690,000.00 | 30,445,908.31 | |||
| CGB 1.61% 02/15/35 | 14,500,000.00 | 14,394,072.71 | |||
| CGB 1.62% 08/15/27 | 29,950,000.00 | 30,051,389.73 | |||
| CGB 1.65% 05/15/35 | 21,000,000.00 | 20,895,330.33 | |||
| CGB 1.67% 06/15/26 | 34,680,000.00 | 34,762,607.76 | |||
| CGB 1.74% 10/15/29 | 36,760,000.00 | 37,145,009.53 | |||
| CGB 1.85% 05/15/27 | 42,700,000.00 | 43,022,641.20 | |||
| CGB 1.87% 09/15/31 | 27,620,000.00 | 28,058,119.48 | |||
| CGB 1.91% 07/15/29 | 23,000,000.00 | 23,354,694.50 | |||
| CGB 1.92% 01/15/55 | 5,850,000.00 | 5,847,265.82 | |||
| CGB 2.04% 02/25/27 | 38,210,000.00 | 38,597,204.85 | |||
| CGB 2.04% 11/25/34 | 46,000,000.00 | 47,337,767.40 | |||
| CGB 2.05% 04/15/29 | 36,880,000.00 | 37,627,867.39 | |||
| CGB 2.11% 08/25/34 | 27,200,000.00 | 28,142,654.08 | |||
| CGB 2.12% 06/25/31 | 32,000,000.00 | 32,947,952.00 | |||
| CGB 2.18% 08/15/26 | 35,600,000.00 | 35,905,996.24 | |||
| CGB 2.27% 05/25/34 | 38,000,000.00 | 39,816,213.80 | |||
| CGB 2.28% 03/25/31 | 50,700,000.00 | 52,607,501.31 | |||
| CGB 2.35% 02/25/34 | 36,110,000.00 | 38,008,176.31 | |||
| CGB 2.37% 01/15/29 | 39,430,000.00 | 40,627,891.28 | |||
| CGB 2.37% 01/20/27 | 43,880,000.00 | 44,537,195.14 | |||
| CGB 2.39% 11/15/26 | 46,200,000.00 | 46,825,201.49 | |||
| CGB 2.4% 07/15/28 | 38,310,000.00 | 39,371,941.70 | |||
| CGB 2.44% 10/15/27 | 39,500,000.00 | 40,357,829.40 | |||
| CGB 2.48% 04/15/27 | 20,000,000.00 | 20,381,280.00 | |||
| CGB 2.48% 09/25/28 | 26,500,000.00 | 27,331,946.30 | |||
| CGB 2.5% 07/25/27 | 26,760,000.00 | 27,297,405.02 | |||
| CGB 2.52% 08/25/33 | 31,870,000.00 | 33,896,836.39 | |||
| CGB 2.54% 12/25/30 | 30,500,000.00 | 32,051,043.95 | |||
| CGB 2.55% 10/15/28 | 22,250,000.00 | 23,020,911.32 | |||
| CGB 2.6% 09/01/32 | 27,890,000.00 | 29,753,026.89 | |||
| CGB 2.6% 09/15/30 | 30,500,000.00 | 32,084,407.90 | |||
| CGB 2.62% 04/15/28 | 34,000,000.00 | 35,099,451.20 | |||
| CGB 2.62% 06/25/30 | 44,530,000.00 | 46,839,419.30 | |||
| CGB 2.62% 09/25/29 | 20,940,000.00 | 21,891,896.80 | |||
| CGB 2.64% 01/15/28 | 38,220,000.00 | 39,372,875.72 | |||
| CGB 2.67% 05/25/33 | 34,280,000.00 | 36,811,691.12 | |||
| CGB 2.67% 11/25/33 | 23,400,000.00 | 25,196,598.18 | |||
| CGB 2.68% 05/21/30 | 30,700,000.00 | 32,346,775.63 | |||
| CGB 2.69% 08/12/26 | 39,900,000.00 | 40,511,926.35 | |||
| CGB 2.69% 08/15/32 | 19,420,000.00 | 20,815,872.70 | |||
| CGB 2.75% 02/17/32 | 39,430,000.00 | 42,251,007.52 | |||
| CGB 2.75% 06/15/29 | 28,340,000.00 | 29,704,315.94 | |||
| CGB 2.76% 05/15/32 | 13,150,000.00 | 14,147,547.16 | |||
| CGB 2.79% 12/15/29 | 30,300,000.00 | 31,977,211.05 | |||
| CGB 2.8% 03/24/29 | 23,080,000.00 | 24,180,519.02 | |||
| CGB 2.8% 03/25/30 | 39,490,000.00 | 41,799,671.37 | |||
| CGB 2.8% 11/15/32 | 24,600,000.00 | 26,604,676.14 | |||
| CGB 2.85% 06/04/27 | 31,030,000.00 | 31,919,499.77 | |||
| CGB 2.88% 02/25/33 | 11,300,000.00 | 12,315,575.07 | |||
| CGB 2.89% 11/18/31 | 24,210,000.00 | 26,114,344.07 | |||
| CGB 2.91% 10/14/28 | 24,320,000.00 | 25,473,911.04 | |||
| CGB 3.01% 05/13/28 | 62,590,000.00 | 65,480,644.04 | |||
| CGB 3.02% 05/27/31 | 14,560,000.00 | 15,787,377.42 | |||
| CGB 3.12% 10/25/52 | 12,970,000.00 | 16,094,875.07 | |||
| CGB 3.19% 04/15/53 | 18,360,000.00 | 23,118,045.40 | |||
| CGB 3.27% 11/19/30 | 6,850,000.00 | 7,506,232.74 | |||
| CGB 3.28% 12/03/27 | 27,290,000.00 | 28,608,229.80 | |||
| CGB 3.29% 05/23/29 | 35,000,000.00 | 37,598,379.00 | |||
| CGB 3.32% 04/15/52 | 15,490,000.00 | 19,816,293.49 | |||
| CGB 3.39% 03/16/50 | 25,610,000.00 | 32,632,423.33 | |||
| CGB 3.53% 10/18/51 | 12,850,000.00 | 16,927,735.47 | |||
| CGB 3.72% 04/12/51 | 15,140,000.00 | 20,547,644.64 | |||
| CGB 3.81% 09/14/50 | 26,020,000.00 | 35,757,979.79 | |||
| CGB 3.86% 07/22/49 | 19,160,000.00 | 26,016,622.50 | |||
| CGB 3% 10/15/53 | 18,270,000.00 | 22,603,019.16 | |||
| CGB 4.08% 10/22/48 | 19,370,000.00 | 26,967,599.69 | |||
| オフショア人民元 小計 | 2,051,220,000.00 | 2,173,062,027.68 | |||
| (43,760,688,501) | |||||
| 合計 | 380,417,623,101 | ||||
| (380,417,623,101) | |||||
| 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 | 202銘柄 | 100.0% | 45.6% |
| カナダドル | 国債証券 | 36銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 13銘柄 | 100.0% | 0.8% |
| ユーロ | 国債証券 | 389銘柄 | 100.0% | 30.5% |
| イギリスポンド | 国債証券 | 62銘柄 | 100.0% | 5.7% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.2% |
| ノルウェークローネ | 国債証券 | 11銘柄 | 100.0% | 0.2% |
| デンマーククローネ | 国債証券 | 7銘柄 | 100.0% | 0.2% |
| ポーランドズロチ | 国債証券 | 15銘柄 | 100.0% | 0.6% |
| オーストラリアドル | 国債証券 | 27銘柄 | 100.0% | 1.2% |
| ニュージーランドドル | 国債証券 | 14銘柄 | 100.0% | 0.3% |
| シンガポールドル | 国債証券 | 22銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 28銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 13銘柄 | 100.0% | 0.3% |
| オフショア人民元 | 国債証券 | 71銘柄 | 100.0% | 11.5% |
| (注)時価比率は、通貨ごとの有価証券の合計金額に対する比率であります。 |
| 第2 信用取引契約残高明細表 |
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
| 注記表(デリバティブ取引に関する注記)に記載したとおりであります。 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
