有価証券報告書(内国投資信託受益証券)-第7期(2023/09/06-2024/09/05)
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 9月 5日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 2,738,186,773 |
| コール・ローン | 2,915,945,660 |
| 国債証券 | 347,579,825,718 |
| 派生商品評価勘定 | 9,239,811 |
| 未収入金 | 9,745,061 |
| 未収利息 | 2,221,838,901 |
| 前払費用 | 270,013,856 |
| 差入委託証拠金 | 269,866,977 |
| 流動資産合計 | 356,014,662,757 |
| 資産合計 | 356,014,662,757 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 20,089,494 |
| 前受金 | 8,592,221 |
| 前受収益 | 16,445 |
| 未払金 | 2,110,132,970 |
| 未払解約金 | 46,633,916 |
| 流動負債合計 | 2,185,465,046 |
| 負債合計 | 2,185,465,046 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 100,595,206,008 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 253,233,991,703 |
| 元本等合計 | 353,829,197,711 |
| 純資産合計 | 353,829,197,711 |
| 負債純資産合計 | 356,014,662,757 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2024年 9月 5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 9月 5日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 100,595,206,008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 | 3.5174円 |
| (1万口当たり純資産額) | (35,174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 9月 5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 9月 5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 9月 5日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2023年 9月 6日 |
| 期首元本額 | 87,191,328,152円 |
| 期中追加設定元本額 | 20,221,086,440円 |
| 期中一部解約元本額 | 6,817,208,584円 |
| 期末元本額 | 100,595,206,008円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,072,719,145円 |
| グローバル・インカム&プラス(毎月決算型) | 452,969,035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) | 2,364,868,160円 |
| SBI資産設計オープン(分配型) | 8,976,504円 |
| SMT グローバル債券インデックス・オープン | 8,743,144,374円 |
| 世界経済インデックスファンド | 25,067,636,834円 |
| DCマイセレクション25 | 1,826,032,496円 |
| DCマイセレクション50 | 1,716,023,946円 |
| DCマイセレクション75 | 1,359,331,460円 |
| DC外国債券インデックス・オープン | 2,229,441,031円 |
| DCマイセレクションS25 | 1,148,394,705円 |
| DCマイセレクションS50 | 1,024,755,995円 |
| DCマイセレクションS75 | 668,723,051円 |
| DCターゲット・イヤー ファンド2025 | 7,270,255円 |
| DCターゲット・イヤー ファンド2035 | 100,860,035円 |
| DCターゲット・イヤー ファンド2045 | 56,696,961円 |
| DC世界経済インデックスファンド | 15,925,902,496円 |
| 外国債券インデックス・オープン(SMA専用) | 795,443,000円 |
| マイセレクション50VA1(適格機関投資家専用) | 1,029,773円 |
| マイセレクション75VA1(適格機関投資家専用) | 896,753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) | 7,660,496円 |
| バランス30VA1(適格機関投資家専用) | 21,407,797円 |
| バランス50VA1(適格機関投資家専用) | 36,177,077円 |
| バランス25VA2(適格機関投資家専用) | 51,859,817円 |
| バランス50VA2(適格機関投資家専用) | 50,766,246円 |
| バランスA(25)VA1(適格機関投資家専用) | 615,064,246円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 344,285,881円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,442,526,793円 |
| 世界バランスVA1(適格機関投資家専用) | 51,063,431円 |
| 世界バランスVA2(適格機関投資家専用) | 25,518,542円 |
| バランスD(35)VA1(適格機関投資家専用) | 317,437,111円 |
| バランスE(25)VA1(適格機関投資家専用) | 119,093,508円 |
| バランスF(25)VA1(適格機関投資家専用) | 160,993,299円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 620,655,002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) | 1,465,630,901円 |
| グローバル・バランスファンド・シリーズ1 | 591,994,936円 |
| 外国債券ファンド・シリーズ1 | 757,784,392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) | 822,879,915円 |
| DC世界経済インデックスファンド(債券シフト型) | 4,563,655,973円 |
| 世界経済インデックスファンド(株式シフト型) | 224,217,556円 |
| 世界経済インデックスファンド(債券シフト型) | 105,302,820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) | 1,305,950,773円 |
| SMT インデックスバランス・オープン | 164,124,546円 |
| SMT 世界経済インデックス・オープン | 457,688,862円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 687,189,853円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 1,030,329,822円 |
| SMT 8資産インデックスバランス・オープン | 8,824,537円 |
| グローバル経済コア | 1,225,640,562円 |
| SBI資産設計オープン(つみたてNISA対応型) | 24,930,216円 |
| DCターゲット・イヤー ファンド2055 | 2,998,240円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 65,795,802円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 105,680,191円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 54,684,161円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 77,311,555円 |
| My SMT グローバル債券インデックス(ノーロード) | 923,921,028円 |
| 10資産分散投資ファンド | 35,650,196円 |
| グローバル10資産バランスファンド | 32,726,032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 | 145,474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 | 98,370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 | 31,636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 | 36,113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) | 13,991,053,562円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 244,752,403円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 288,286,602円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 138,847,043円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2024年 9月 5日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | 11,927,145,535 |
| 合計 | 11,927,145,535 |
| (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 9月 5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 | 2,076,747,704 | - | 2,085,339,925 | 8,592,221 | |
| 合計 | 2,076,747,704 | - | 2,085,339,925 | 8,592,221 | |
| (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 9月 5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 | 2,457,808,744 | - | 2,438,366,840 | △19,441,904 | |
| アメリカドル | 1,167,411,126 | - | 1,160,469,800 | △6,941,326 | |
| カナダドル | 97,339,320 | - | 96,778,500 | △560,820 | |
| ユーロ | 747,241,342 | - | 738,340,000 | △8,901,342 | |
| イギリスポンド | 148,232,024 | - | 147,242,550 | △989,474 | |
| オフショア人民元 | 297,584,932 | - | 295,535,990 | △2,048,942 | |
| 合計 | 2,457,808,744 | - | 2,438,366,840 | △19,441,904 | |
| (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% 08/31/25 | 5,250,000.00 | 5,048,444.15 | |
| T 0.25% 09/30/25 | 3,000,000.00 | 2,877,605.55 | |||
| T 0.25% 10/31/25 | 3,600,000.00 | 3,444,328.11 | |||
| T 0.375% 01/31/26 | 8,000,000.00 | 7,609,687.52 | |||
| T 0.375% 07/31/27 | 16,100,000.00 | 14,664,521.42 | |||
| T 0.375% 09/30/27 | 2,440,000.00 | 2,211,726.55 | |||
| T 0.375% 11/30/25 | 3,000,000.00 | 2,867,402.34 | |||
| T 0.375% 12/31/25 | 4,000,000.00 | 3,813,906.24 | |||
| T 0.5% 02/28/26 | 4,500,000.00 | 4,277,636.73 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,707,096.87 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,214,804.67 | |||
| T 0.5% 06/30/27 | 6,960,000.00 | 6,378,459.35 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,251,066.77 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 6,806,835.90 | |||
| T 0.625% 03/31/27 | 7,500,000.00 | 6,944,238.30 | |||
| T 0.625% 05/15/30 | 9,100,000.00 | 7,716,871.07 | |||
| T 0.625% 07/31/26 | 10,800,000.00 | 10,176,468.69 | |||
| T 0.625% 08/15/30 | 11,950,000.00 | 10,055,038.07 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,273,535.15 | |||
| T 0.625% 12/31/27 | 9,600,000.00 | 8,707,874.97 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,726,699.24 | |||
| T 0.75% 03/31/26 | 6,000,000.00 | 5,714,062.50 | |||
| T 0.75% 04/30/26 | 9,500,000.00 | 9,028,339.82 | |||
| T 0.75% 05/31/26 | 4,000,000.00 | 3,793,046.88 | |||
| T 0.75% 08/31/26 | 9,630,000.00 | 9,077,779.68 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,589,531.28 | |||
| T 0.875% 09/30/26 | 2,900,000.00 | 2,736,478.51 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 9,467,917.91 | |||
| T 1.125% 02/15/31 | 4,080,000.00 | 3,504,417.18 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,354,375.04 | |||
| T 1.125% 05/15/40 | 1,710,000.00 | 1,133,843.56 | |||
| T 1.125% 08/15/40 | 5,200,000.00 | 3,417,984.38 | |||
| T 1.125% 08/31/28 | 12,030,000.00 | 10,934,612.07 | |||
| T 1.25% 03/31/28 | 8,480,000.00 | 7,814,850.00 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 7,359,375.04 | |||
| T 1.25% 05/15/50 | 5,550,000.00 | 3,011,958.97 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,510,742.18 | |||
| T 1.25% 06/30/28 | 9,000,000.00 | 8,250,292.98 | |||
| T 1.25% 08/15/31 | 9,230,000.00 | 7,876,867.60 | |||
| T 1.25% 09/30/28 | 9,500,000.00 | 8,664,482.41 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,633,320.33 | |||
| T 1.25% 12/31/26 | 7,130,000.00 | 6,748,294.30 | |||
| T 1.375% 08/15/50 | 5,700,000.00 | 3,188,548.82 | |||
| T 1.375% 10/31/28 | 3,520,000.00 | 3,220,731.25 | |||
| T 1.375% 11/15/31 | 12,580,000.00 | 10,768,922.31 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 4,083,281.28 | |||
| T 1.375% 12/31/28 | 8,680,000.00 | 7,918,465.58 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,700,468.72 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,802,149.38 | |||
| T 1.5% 08/15/26 | 15,500,000.00 | 14,843,671.87 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 6,887,988.30 | |||
| T 1.625% 02/15/26 | 5,600,000.00 | 5,417,781.26 | |||
| T 1.625% 05/15/26 | 10,770,000.00 | 10,377,904.68 | |||
| T 1.625% 05/15/31 | 10,980,000.00 | 9,668,833.61 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,163,330.09 | |||
| T 1.625% 10/31/26 | 12,300,000.00 | 11,767,160.18 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 4,117,224.61 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,567,327.33 | |||
| T 1.75% 01/31/29 | 6,000,000.00 | 5,552,109.36 | |||
| T 1.75% 08/15/41 | 7,080,000.00 | 5,040,075.00 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,742,421.86 | |||
| T 1.875% 02/15/32 | 11,720,000.00 | 10,353,658.60 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 5,814,369.11 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 4,196,027.35 | |||
| T 1.875% 02/28/27 | 6,500,000.00 | 6,224,511.73 | |||
| T 1.875% 02/28/29 | 8,470,000.00 | 7,872,633.43 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 5,008,958.21 | |||
| T 1.875% 11/15/51 | 3,300,000.00 | 2,086,605.47 | |||
| T 1% 07/31/28 | 13,000,000.00 | 11,779,980.42 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,496,921.88 | |||
| T 2.25% 02/15/27 | 5,550,000.00 | 5,363,988.30 | |||
| T 2.25% 02/15/52 | 4,300,000.00 | 2,978,001.93 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 7,311,328.12 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 5,023,154.65 | |||
| T 2.25% 08/15/27 | 7,530,000.00 | 7,240,271.50 | |||
| T 2.25% 08/15/46 | 1,640,000.00 | 1,185,156.25 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 3,852,470.71 | |||
| T 2.25% 11/15/25 | 4,400,000.00 | 4,305,984.36 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,333,540.99 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 4,299,667.95 | |||
| T 2.375% 03/31/29 | 4,900,000.00 | 4,649,927.71 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,538,148.44 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 11,303,453.66 | |||
| T 2.375% 05/15/29 | 6,010,000.00 | 5,697,644.31 | |||
| T 2.375% 05/15/51 | 7,450,000.00 | 5,323,112.31 | |||
| T 2.375% 11/15/49 | 4,100,000.00 | 2,946,634.78 | |||
| T 2.5% 02/15/45 | 2,810,000.00 | 2,162,821.87 | |||
| T 2.5% 02/15/46 | 2,450,000.00 | 1,866,976.56 | |||
| T 2.5% 03/31/27 | 7,100,000.00 | 6,902,115.26 | |||
| T 2.5% 05/15/46 | 1,450,000.00 | 1,101,886.72 | |||
| T 2.625% 01/31/26 | 4,690,000.00 | 4,603,986.15 | |||
| T 2.625% 02/15/29 | 7,740,000.00 | 7,435,388.66 | |||
| T 2.625% 05/31/27 | 2,400,000.00 | 2,336,062.51 | |||
| T 2.625% 07/31/29 | 15,200,000.00 | 14,543,906.28 | |||
| T 2.625% 12/31/25 | 5,820,000.00 | 5,715,876.59 | |||
| T 2.75% 02/15/28 | 8,550,000.00 | 8,308,529.27 | |||
| T 2.75% 04/30/27 | 5,450,000.00 | 5,325,884.75 | |||
| T 2.75% 05/31/29 | 5,700,000.00 | 5,491,816.39 | |||
| T 2.75% 08/15/32 | 12,900,000.00 | 12,070,318.31 | |||
| T 2.75% 08/15/42 | 7,100,000.00 | 5,863,046.87 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 3,186,843.75 | |||
| T 2.75% 08/31/25 | 6,900,000.00 | 6,798,607.53 | |||
| T 2.75% 11/15/42 | 6,020,000.00 | 4,952,390.62 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,395,977.55 | |||
| T 2.875% 04/30/29 | 3,300,000.00 | 3,199,066.39 | |||
| T 2.875% 05/15/28 | 10,060,000.00 | 9,805,945.66 | |||
| T 2.875% 05/15/32 | 10,100,000.00 | 9,557,716.75 | |||
| T 2.875% 05/15/43 | 5,050,000.00 | 4,206,097.63 | |||
| T 2.875% 05/15/49 | 6,080,000.00 | 4,849,274.96 | |||
| T 2.875% 05/15/52 | 10,800,000.00 | 8,581,992.22 | |||
| T 2.875% 08/15/28 | 13,220,000.00 | 12,866,519.93 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 1,883,304.67 | |||
| T 2.875% 11/15/46 | 940,000.00 | 762,134.37 | |||
| T 2.875% 11/30/25 | 9,000,000.00 | 8,869,921.92 | |||
| T 2% 02/15/50 | 2,750,000.00 | 1,814,785.17 | |||
| T 2% 08/15/51 | 7,850,000.00 | 5,129,637.68 | |||
| T 2% 11/15/26 | 6,320,000.00 | 6,091,887.49 | |||
| T 2% 11/15/41 | 6,200,000.00 | 4,581,339.83 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 924,984.37 | |||
| T 3.125% 02/15/43 | 3,800,000.00 | 3,299,765.64 | |||
| T 3.125% 05/15/48 | 4,780,000.00 | 4,010,251.93 | |||
| T 3.125% 08/15/44 | 1,840,000.00 | 1,578,590.62 | |||
| T 3.125% 08/31/27 | 6,150,000.00 | 6,061,954.07 | |||
| T 3.125% 08/31/29 | 7,150,000.00 | 6,997,503.94 | |||
| T 3.125% 11/15/28 | 10,410,000.00 | 10,216,642.36 | |||
| T 3.25% 05/15/42 | 4,150,000.00 | 3,696,255.84 | |||
| T 3.25% 06/30/29 | 6,500,000.00 | 6,401,230.48 | |||
| T 3.375% 05/15/33 | 13,630,000.00 | 13,276,471.87 | |||
| T 3.375% 05/15/44 | 3,910,000.00 | 3,491,355.08 | |||
| T 3.375% 08/15/42 | 2,300,000.00 | 2,080,781.25 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 4,636,671.87 | |||
| T 3.5% 01/31/30 | 4,000,000.00 | 3,978,437.52 | |||
| T 3.5% 02/15/33 | 11,200,000.00 | 11,025,656.20 | |||
| T 3.5% 02/15/39 | 770,000.00 | 739,530.86 | |||
| T 3.5% 04/30/30 | 3,500,000.00 | 3,479,492.17 | |||
| T 3.5% 09/15/25 | 2,900,000.00 | 2,879,216.74 | |||
| T 3.625% 02/15/44 | 4,890,000.00 | 4,538,913.25 | |||
| T 3.625% 02/15/53 | 9,550,000.00 | 8,798,683.54 | |||
| T 3.625% 05/15/53 | 2,300,000.00 | 2,120,671.87 | |||
| T 3.625% 08/15/43 | 4,700,000.00 | 4,369,898.41 | |||
| T 3.75% 04/15/26 | 6,570,000.00 | 6,555,499.81 | |||
| T 3.75% 06/30/30 | 3,000,000.00 | 3,019,453.14 | |||
| T 3.75% 11/15/43 | 6,130,000.00 | 5,797,639.06 | |||
| T 3.75% 12/31/30 | 6,160,000.00 | 6,199,101.58 | |||
| T 3.875% 01/15/26 | 6,500,000.00 | 6,489,335.97 | |||
| T 3.875% 02/15/43 | 2,500,000.00 | 2,417,529.30 | |||
| T 3.875% 08/15/33 | 11,070,000.00 | 11,183,726.98 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,436,887.69 | |||
| T 3.875% 09/30/29 | 3,540,000.00 | 3,584,941.39 | |||
| T 3.875% 11/30/29 | 8,130,000.00 | 8,234,641.96 | |||
| T 3% 02/15/47 | 3,920,000.00 | 3,241,732.82 | |||
| T 3% 02/15/48 | 1,000,000.00 | 821,269.53 | |||
| T 3% 02/15/49 | 1,000,000.00 | 817,480.47 | |||
| T 3% 05/15/42 | 2,450,000.00 | 2,107,861.32 | |||
| T 3% 05/15/45 | 700,000.00 | 586,072.26 | |||
| T 3% 05/15/47 | 1,710,000.00 | 1,411,484.76 | |||
| T 3% 08/15/48 | 3,250,000.00 | 2,661,889.65 | |||
| T 3% 08/15/52 | 5,200,000.00 | 4,240,335.94 | |||
| T 3% 09/30/25 | 4,200,000.00 | 4,147,971.53 | |||
| T 3% 10/31/25 | 5,000,000.00 | 4,937,500.00 | |||
| T 3% 11/15/44 | 2,800,000.00 | 2,350,851.55 | |||
| T 3% 11/15/45 | 2,300,000.00 | 1,920,949.21 | |||
| T 4.125% 03/31/29 | 3,350,000.00 | 3,426,421.87 | |||
| T 4.125% 07/31/31 | 3,500,000.00 | 3,601,171.87 | |||
| T 4.125% 08/15/53 | 4,300,000.00 | 4,334,265.62 | |||
| T 4.125% 08/31/30 | 9,200,000.00 | 9,444,554.67 | |||
| T 4.125% 10/31/27 | 3,100,000.00 | 3,145,410.16 | |||
| T 4.125% 11/15/32 | 8,000,000.00 | 8,241,875.04 | |||
| T 4.25% 02/15/54 | 10,050,000.00 | 10,355,425.73 | |||
| T 4.25% 02/28/31 | 9,000,000.00 | 9,315,175.77 | |||
| T 4.25% 05/15/39 | 900,000.00 | 935,859.37 | |||
| T 4.25% 10/15/25 | 6,900,000.00 | 6,907,816.38 | |||
| T 4.25% 11/15/40 | 740,000.00 | 766,261.32 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 1,059,023.44 | |||
| T 4.375% 05/15/34 | 3,310,000.00 | 3,474,207.04 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 2,000,306.64 | |||
| T 4.375% 05/15/41 | 650,000.00 | 681,332.02 | |||
| T 4.375% 07/15/27 | 800,000.00 | 815,843.75 | |||
| T 4.375% 08/15/26 | 6,000,000.00 | 6,066,914.04 | |||
| T 4.375% 08/15/43 | 1,500,000.00 | 1,547,812.50 | |||
| T 4.375% 08/31/28 | 14,150,000.00 | 14,558,470.73 | |||
| T 4.375% 11/15/39 | 960,000.00 | 1,010,118.74 | |||
| T 4.375% 11/30/30 | 4,500,000.00 | 4,684,570.29 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,172,218.36 | |||
| T 4.5% 04/15/27 | 9,150,000.00 | 9,337,646.46 | |||
| T 4.5% 05/15/38 | 550,000.00 | 589,144.53 | |||
| T 4.5% 07/15/26 | 10,000,000.00 | 10,122,656.20 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,812,957.02 | |||
| T 4.5% 11/15/33 | 9,270,000.00 | 9,810,448.23 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,492,340.62 | |||
| T 4.625% 04/30/31 | 7,070,000.00 | 7,476,110.75 | |||
| T 4.625% 05/15/54 | 3,900,000.00 | 4,276,289.08 | |||
| T 4.625% 09/30/30 | 3,010,000.00 | 3,172,022.64 | |||
| T 4.625% 10/15/26 | 9,520,000.00 | 9,688,087.50 | |||
| T 4.75% 02/15/41 | 750,000.00 | 822,714.84 | |||
| T 4.75% 11/15/53 | 3,880,000.00 | 4,334,535.93 | |||
| T 4.875% 05/31/26 | 3,400,000.00 | 3,456,976.55 | |||
| T 4.875% 10/31/30 | 2,500,000.00 | 2,670,410.15 | |||
| T 4% 01/15/27 | 7,200,000.00 | 7,248,234.38 | |||
| T 4% 02/15/26 | 6,500,000.00 | 6,504,189.44 | |||
| T 4% 02/15/34 | 11,600,000.00 | 11,823,843.80 | |||
| T 4% 02/28/30 | 1,350,000.00 | 1,376,103.51 | |||
| T 4% 07/31/30 | 3,980,000.00 | 4,058,978.12 | |||
| T 4% 10/31/29 | 6,550,000.00 | 6,670,765.62 | |||
| T 4% 11/15/52 | 7,400,000.00 | 7,285,531.25 | |||
| T 5.0% 05/15/37 | 400,000.00 | 448,976.56 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,384,449.22 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,151,322.27 | |||
| T 5% 08/31/25 | 6,750,000.00 | 6,798,109.68 | |||
| T 6.0% 02/15/26 | 1,700,000.00 | 1,753,855.47 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,560,109.37 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,191,708.98 | |||
| アメリカドル 小計 | 1,219,530,000.00 | 1,128,304,117.57 | |||
| (162,238,849,065) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 1,340,000.00 | 1,281,759.88 | ||
| CAN 0.5% 09/01/25 | 3,010,000.00 | 2,921,461.06 | |||
| CAN 0.5% 12/01/30 | 2,320,000.00 | 2,009,541.66 | |||
| CAN 1.25% 03/01/27 | 1,880,000.00 | 1,802,453.51 | |||
| CAN 1.25% 06/01/30 | 3,950,000.00 | 3,616,750.30 | |||
| CAN 1.5% 06/01/26 | 910,000.00 | 884,838.97 | |||
| CAN 1.5% 06/01/31 | 4,110,000.00 | 3,761,514.28 | |||
| CAN 1.5% 12/01/31 | 3,620,000.00 | 3,288,055.48 | |||
| CAN 1.75% 12/01/53 | 2,920,000.00 | 2,152,121.58 | |||
| CAN 1% 06/01/27 | 810,000.00 | 770,821.09 | |||
| CAN 1% 09/01/26 | 1,530,000.00 | 1,469,873.41 | |||
| CAN 2.25% 06/01/29 | 240,000.00 | 234,684.63 | |||
| CAN 2.5% 12/01/32 | 2,300,000.00 | 2,227,301.23 | |||
| CAN 2.75% 06/01/33 | 1,200,000.00 | 1,181,768.83 | |||
| CAN 2.75% 09/01/27 | 1,600,000.00 | 1,591,683.07 | |||
| CAN 2.75% 12/01/48 | 980,000.00 | 917,734.58 | |||
| CAN 2.75% 12/01/55 | 1,990,000.00 | 1,841,906.77 | |||
| CAN 2.75% 12/01/64 | 620,000.00 | 576,608.84 | |||
| CAN 2% 06/01/28 | 410,000.00 | 397,990.03 | |||
| CAN 2% 06/01/32 | 1,520,000.00 | 1,422,825.18 | |||
| CAN 2% 12/01/51 | 3,750,000.00 | 2,969,670.25 | |||
| CAN 3.25% 09/01/28 | 1,890,000.00 | 1,916,992.11 | |||
| CAN 3.25% 12/01/33 | 2,370,000.00 | 2,423,076.24 | |||
| CAN 3.25% 12/01/34 | 1,140,000.00 | 1,163,083.77 | |||
| CAN 3.5% 03/01/28 | 1,160,000.00 | 1,183,458.08 | |||
| CAN 3.5% 09/01/29 | 990,000.00 | 1,019,696.53 | |||
| CAN 3.5% 12/01/45 | 960,000.00 | 1,015,501.02 | |||
| CAN 3% 04/01/26 | 1,340,000.00 | 1,334,438.35 | |||
| CAN 3% 06/01/34 | 2,280,000.00 | 2,281,266.87 | |||
| CAN 3% 10/01/25 | 3,290,000.00 | 3,273,503.31 | |||
| CAN 4.0% 06/01/41 | 740,000.00 | 824,261.32 | |||
| CAN 4.5% 02/01/26 | 300,000.00 | 304,625.76 | |||
| CAN 4.5% 11/01/25 | 1,480,000.00 | 1,497,069.57 | |||
| CAN 4% 03/01/29 | 2,180,000.00 | 2,284,209.05 | |||
| CAN 4% 05/01/26 | 2,250,000.00 | 2,275,855.39 | |||
| CAN 4% 08/01/26 | 1,490,000.00 | 1,513,343.84 | |||
| CAN 5.75% 06/01/29 | 1,490,000.00 | 1,685,164.53 | |||
| CAN 5.75% 06/01/33 | 1,620,000.00 | 1,967,893.07 | |||
| CAN 5% 06/01/37 | 490,000.00 | 589,780.21 | |||
| カナダドル 小計 | 68,470,000.00 | 65,874,583.65 | |||
| (7,012,349,429) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 8,781,492.70 | ||
| MBONO 5.5% 03/04/27 | 33,260,000.00 | 30,264,404.84 | |||
| MBONO 5.75% 03/05/26 | 46,850,000.00 | 44,045,426.88 | |||
| MBONO 7.5% 05/26/33 | 30,430,000.00 | 26,642,986.50 | |||
| MBONO 7.5% 06/03/27 | 33,800,000.00 | 32,077,401.24 | |||
| MBONO 7.75% 05/29/31 | 38,870,000.00 | 35,374,773.83 | |||
| MBONO 7.75% 11/13/42 | 32,960,000.00 | 26,728,545.80 | |||
| MBONO 7.75% 11/23/34 | 18,410,000.00 | 16,210,928.24 | |||
| MBONO 7% 09/03/26 | 13,190,000.00 | 12,499,371.60 | |||
| MBONO 8.5% 03/01/29 | 25,020,000.00 | 23,977,416.60 | |||
| MBONO 8.5% 05/31/29 | 32,230,000.00 | 30,892,713.47 | |||
| MBONO 8.5% 11/18/38 | 21,430,000.00 | 19,226,287.30 | |||
| MBONO 8% 07/31/53 | 24,870,000.00 | 20,197,670.10 | |||
| MBONO 8% 11/07/47 | 24,600,000.00 | 20,189,081.01 | |||
| メキシコペソ 小計 | 384,470,000.00 | 347,108,500.11 | |||
| (2,503,658,900) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,420,000.00 | 1,238,655.35 | ||
| BGB 0.35% 06/22/32 | 1,220,000.00 | 1,025,006.85 | |||
| BGB 0.4% 06/22/40 | 660,000.00 | 438,053.55 | |||
| BGB 0.65% 06/22/71 | 530,000.00 | 231,383.42 | |||
| BGB 0.8% 06/22/27 | 1,510,000.00 | 1,445,952.59 | |||
| BGB 0.8% 06/22/28 | 1,600,000.00 | 1,509,711.79 | |||
| BGB 0.9% 06/22/29 | 1,790,000.00 | 1,667,828.47 | |||
| BGB 0% 10/22/27 | 900,000.00 | 835,816.37 | |||
| BGB 0% 10/22/31 | 1,460,000.00 | 1,217,832.56 | |||
| BGB 1.25% 04/22/33 | 1,310,000.00 | 1,171,248.73 | |||
| BGB 1.4% 06/22/53 | 1,050,000.00 | 679,850.85 | |||
| BGB 1.45% 06/22/37 | 800,000.00 | 671,912.80 | |||
| BGB 1.6% 06/22/47 | 950,000.00 | 700,040.75 | |||
| BGB 1.7% 06/22/50 | 1,100,000.00 | 798,410.25 | |||
| BGB 1.9% 06/22/38 | 1,020,000.00 | 891,291.30 | |||
| BGB 1% 06/22/26 | 1,560,000.00 | 1,520,163.45 | |||
| BGB 1% 06/22/31 | 1,770,000.00 | 1,600,573.83 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 667,585.16 | |||
| BGB 2.25% 06/22/57 | 670,000.00 | 525,849.50 | |||
| BGB 2.7% 10/22/29 | 480,000.00 | 485,129.60 | |||
| BGB 2.75% 04/22/39 | 730,000.00 | 705,088.02 | |||
| BGB 2.85% 10/22/34 | 1,110,000.00 | 1,114,890.87 | |||
| BGB 3.3% 06/22/54 | 1,020,000.00 | 1,006,372.80 | |||
| BGB 3.45% 06/22/43 | 440,000.00 | 455,331.36 | |||
| BGB 3.5% 06/22/55 | 630,000.00 | 641,816.28 | |||
| BGB 3.75% 06/22/45 | 930,000.00 | 1,001,586.75 | |||
| BGB 3% 06/22/33 | 1,450,000.00 | 1,484,832.91 | |||
| BGB 3% 06/22/34 | 1,030,000.00 | 1,052,298.98 | |||
| BGB 4.25% 03/28/41 | 1,680,000.00 | 1,918,758.24 | |||
| BGB 4.5% 03/28/26 | 1,140,000.00 | 1,173,748.21 | |||
| BGB 4% 03/28/32 | 880,000.00 | 962,480.20 | |||
| BGB 5.5% 03/28/28 | 2,040,000.00 | 2,254,044.34 | |||
| BGB 5% 03/28/35 | 1,810,000.00 | 2,162,207.90 | |||
| BKO 2.5% 03/19/26 | 1,010,000.00 | 1,010,729.72 | |||
| BKO 2.7% 09/17/26 | 2,650,000.00 | 2,670,187.70 | |||
| BKO 2.9% 06/18/26 | 730,000.00 | 736,680.96 | |||
| BKO 3.1% 09/18/25 | 1,360,000.00 | 1,365,063.28 | |||
| BKO 3.1% 12/12/25 | 1,820,000.00 | 1,831,698.05 | |||
| BTPS 0.25% 03/15/28 | 2,030,000.00 | 1,860,210.80 | |||
| BTPS 0.45% 02/15/29 | 1,640,000.00 | 1,475,147.20 | |||
| BTPS 0.5% 02/01/26 | 1,910,000.00 | 1,849,983.98 | |||
| BTPS 0.5% 07/15/28 | 1,300,000.00 | 1,191,721.37 | |||
| BTPS 0.6% 08/01/31 | 1,960,000.00 | 1,648,115.00 | |||
| BTPS 0.85% 01/15/27 | 2,340,000.00 | 2,244,403.98 | |||
| BTPS 0.9% 04/01/31 | 2,920,000.00 | 2,532,024.71 | |||
| BTPS 0.95% 03/01/37 | 1,320,000.00 | 958,407.12 | |||
| BTPS 0.95% 06/01/32 | 2,320,000.00 | 1,954,047.84 | |||
| BTPS 0.95% 08/01/30 | 1,180,000.00 | 1,044,753.71 | |||
| BTPS 0.95% 09/15/27 | 1,640,000.00 | 1,557,367.77 | |||
| BTPS 0.95% 12/01/31 | 2,140,000.00 | 1,828,209.49 | |||
| BTPS 0% 04/01/26 | 2,240,000.00 | 2,146,927.44 | |||
| BTPS 0% 08/01/26 | 3,230,000.00 | 3,070,341.10 | |||
| BTPS 1.1% 04/01/27 | 2,350,000.00 | 2,258,775.93 | |||
| BTPS 1.25% 12/01/26 | 1,670,000.00 | 1,619,877.45 | |||
| BTPS 1.35% 04/01/30 | 2,250,000.00 | 2,057,793.75 | |||
| BTPS 1.45% 03/01/36 | 1,730,000.00 | 1,374,718.55 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 819,475.00 | |||
| BTPS 1.6% 06/01/26 | 1,080,000.00 | 1,060,277.58 | |||
| BTPS 1.65% 03/01/32 | 2,430,000.00 | 2,175,667.69 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,326,990.52 | |||
| BTPS 1.7% 09/01/51 | 1,520,000.00 | 949,325.88 | |||
| BTPS 1.8% 03/01/41 | 960,000.00 | 712,815.36 | |||
| BTPS 2.05% 08/01/27 | 1,280,000.00 | 1,257,462.40 | |||
| BTPS 2.1% 07/15/26 | 1,440,000.00 | 1,425,136.32 | |||
| BTPS 2.15% 03/01/72 | 690,000.00 | 429,678.52 | |||
| BTPS 2.15% 09/01/52 | 1,020,000.00 | 694,471.08 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,252,270.91 | |||
| BTPS 2.25% 09/01/36 | 1,650,000.00 | 1,422,085.50 | |||
| BTPS 2.45% 09/01/33 | 1,510,000.00 | 1,400,094.65 | |||
| BTPS 2.45% 09/01/50 | 1,380,000.00 | 1,024,576.86 | |||
| BTPS 2.5% 11/15/25 | 1,660,000.00 | 1,654,146.84 | |||
| BTPS 2.5% 12/01/32 | 2,520,000.00 | 2,371,282.20 | |||
| BTPS 2.65% 12/01/27 | 1,760,000.00 | 1,756,466.80 | |||
| BTPS 2.7% 03/01/47 | 1,110,000.00 | 894,806.52 | |||
| BTPS 2.8% 03/01/67 | 950,000.00 | 710,486.00 | |||
| BTPS 2.8% 06/15/29 | 2,610,000.00 | 2,593,269.90 | |||
| BTPS 2.8% 12/01/28 | 1,420,000.00 | 1,418,707.80 | |||
| BTPS 2.95% 02/15/27 | 330,000.00 | 331,890.90 | |||
| BTPS 2.95% 09/01/38 | 1,380,000.00 | 1,249,926.37 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,206,094.48 | |||
| BTPS 2% 12/01/25 | 3,220,000.00 | 3,188,933.44 | |||
| BTPS 3.1% 03/01/40 | 1,420,000.00 | 1,286,941.38 | |||
| BTPS 3.2% 01/28/26 | 2,000,000.00 | 2,008,980.00 | |||
| BTPS 3.25% 03/01/38 | 2,080,000.00 | 1,956,281.60 | |||
| BTPS 3.25% 09/01/46 | 2,270,000.00 | 2,013,974.07 | |||
| BTPS 3.35% 03/01/35 | 2,330,000.00 | 2,282,616.53 | |||
| BTPS 3.35% 07/01/29 | 1,600,000.00 | 1,626,928.80 | |||
| BTPS 3.4% 04/01/28 | 2,000,000.00 | 2,040,835.00 | |||
| BTPS 3.45% 03/01/48 | 1,820,000.00 | 1,654,142.49 | |||
| BTPS 3.5% 01/15/26 | 1,840,000.00 | 1,855,846.08 | |||
| BTPS 3.5% 02/15/31 | 2,440,000.00 | 2,483,552.78 | |||
| BTPS 3.5% 03/01/30 | 2,360,000.00 | 2,420,404.20 | |||
| BTPS 3.7% 06/15/30 | 1,730,000.00 | 1,783,759.75 | |||
| BTPS 3.8% 04/15/26 | 1,870,000.00 | 1,899,908.21 | |||
| BTPS 3.8% 08/01/28 | 1,760,000.00 | 1,821,848.16 | |||
| BTPS 3.85% 07/01/34 | 1,480,000.00 | 1,516,938.13 | |||
| BTPS 3.85% 09/01/49 | 1,470,000.00 | 1,414,055.40 | |||
| BTPS 3.85% 09/15/26 | 860,000.00 | 878,903.83 | |||
| BTPS 3.85% 12/15/29 | 2,860,000.00 | 2,975,503.96 | |||
| BTPS 3% 08/01/29 | 1,150,000.00 | 1,153,450.00 | |||
| BTPS 4.1% 02/01/29 | 1,140,000.00 | 1,195,523.70 | |||
| BTPS 4.15% 10/01/39 | 760,000.00 | 779,167.42 | |||
| BTPS 4.2% 03/01/34 | 1,920,000.00 | 2,027,456.64 | |||
| BTPS 4.35% 11/01/33 | 2,090,000.00 | 2,235,395.03 | |||
| BTPS 4.4% 05/01/33 | 1,060,000.00 | 1,139,808.46 | |||
| BTPS 4.45% 09/01/43 | 1,560,000.00 | 1,639,166.10 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,131,552.80 | |||
| BTPS 4.5% 10/01/53 | 1,510,000.00 | 1,585,488.67 | |||
| BTPS 4.75% 09/01/28 | 2,630,000.00 | 2,818,015.28 | |||
| BTPS 4.75% 09/01/44 | 1,850,000.00 | 2,027,164.32 | |||
| BTPS 4% 02/01/37 | 3,070,000.00 | 3,171,355.12 | |||
| BTPS 4% 04/30/35 | 880,000.00 | 913,797.72 | |||
| BTPS 4% 10/30/31 | 1,250,000.00 | 1,313,615.25 | |||
| BTPS 4% 11/15/30 | 2,310,000.00 | 2,419,078.20 | |||
| BTPS 5.0% 08/01/39 | 2,680,000.00 | 3,010,467.31 | |||
| BTPS 5.25% 11/01/29 | 3,350,000.00 | 3,716,597.20 | |||
| BTPS 5.75% 02/01/33 | 2,280,000.00 | 2,670,165.00 | |||
| BTPS 5% 08/01/34 | 2,830,000.00 | 3,177,526.83 | |||
| BTPS 5% 09/01/40 | 2,740,000.00 | 3,073,336.07 | |||
| BTPS 6.5% 11/01/27 | 2,700,000.00 | 3,008,183.40 | |||
| BTPS 6% 05/01/31 | 1,140,000.00 | 1,334,170.50 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,533,247.80 | |||
| DBR 0.25% 02/15/27 | 2,490,000.00 | 2,378,617.93 | |||
| DBR 0.25% 02/15/29 | 1,970,000.00 | 1,822,008.18 | |||
| DBR 0.25% 08/15/28 | 2,090,000.00 | 1,949,798.62 | |||
| DBR 0.5% 02/15/26 | 3,000,000.00 | 2,919,138.00 | |||
| DBR 0.5% 02/15/28 | 1,360,000.00 | 1,290,073.90 | |||
| DBR 0.5% 08/15/27 | 350,000.00 | 334,355.00 | |||
| DBR 0% 02/15/30 | 1,260,000.00 | 1,128,765.96 | |||
| DBR 0% 02/15/31 | 1,660,000.00 | 1,457,347.60 | |||
| DBR 0% 02/15/32 | 3,100,000.00 | 2,660,236.32 | |||
| DBR 0% 05/15/35 | 2,380,000.00 | 1,874,993.73 | |||
| DBR 0% 05/15/36 | 2,430,000.00 | 1,860,086.02 | |||
| DBR 0% 08/15/26 | 2,920,000.00 | 2,797,078.94 | |||
| DBR 0% 08/15/29 | 2,950,000.00 | 2,669,263.25 | |||
| DBR 0% 08/15/30 | 2,350,000.00 | 2,084,363.63 | |||
| DBR 0% 08/15/30 | 1,480,000.00 | 1,312,905.40 | |||
| DBR 0% 08/15/31 | 3,990,000.00 | 3,465,303.03 | |||
| DBR 0% 08/15/50 | 5,040,000.00 | 2,698,814.16 | |||
| DBR 0% 08/15/52 | 3,020,000.00 | 1,543,916.84 | |||
| DBR 0% 11/15/27 | 2,820,000.00 | 2,638,871.40 | |||
| DBR 0% 11/15/28 | 1,990,000.00 | 1,828,501.55 | |||
| DBR 1.25% 08/15/48 | 3,520,000.00 | 2,750,954.79 | |||
| DBR 1.7% 08/15/32 | 2,600,000.00 | 2,525,144.05 | |||
| DBR 1.8% 08/15/53 | 3,700,000.00 | 3,199,069.95 | |||
| DBR 1% 05/15/38 | 2,360,000.00 | 1,979,374.70 | |||
| DBR 2.1% 11/15/29 | 3,430,000.00 | 3,430,234.95 | |||
| DBR 2.2% 02/15/34 | 2,900,000.00 | 2,904,039.70 | |||
| DBR 2.3% 02/15/33 | 4,320,000.00 | 4,375,311.12 | |||
| DBR 2.4% 11/15/30 | 2,000,000.00 | 2,033,304.99 | |||
| DBR 2.5% 07/04/44 | 2,930,000.00 | 2,935,764.77 | |||
| DBR 2.5% 08/15/46 | 3,010,000.00 | 3,016,354.71 | |||
| DBR 2.5% 08/15/54 | 1,460,000.00 | 1,470,782.10 | |||
| DBR 2.6% 05/15/41 | 300,000.00 | 305,088.00 | |||
| DBR 2.6% 08/15/33 | 2,440,000.00 | 2,527,775.82 | |||
| DBR 2.6% 08/15/34 | 1,350,000.00 | 1,395,981.00 | |||
| DBR 3.25% 07/04/42 | 2,030,000.00 | 2,255,700.47 | |||
| DBR 4.0% 01/04/37 | 2,570,000.00 | 3,022,166.31 | |||
| DBR 4.25% 07/04/39 | 1,810,000.00 | 2,216,992.07 | |||
| DBR 4.75% 07/04/28 | 1,430,000.00 | 1,568,235.24 | |||
| DBR 4.75% 07/04/34 | 2,500,000.00 | 3,058,210.49 | |||
| DBR 4.75% 07/04/40 | 2,060,000.00 | 2,677,629.20 | |||
| DBR 5.5% 01/04/31 | 3,100,000.00 | 3,713,962.75 | |||
| DBR 5.625% 01/04/28 | 2,810,000.00 | 3,123,472.36 | |||
| DBR 6.25% 01/04/30 | 1,570,000.00 | 1,894,036.22 | |||
| DBR 6.5% 07/04/27 | 2,690,000.00 | 3,005,812.72 | |||
| FRTR 0.25% 11/25/26 | 3,700,000.00 | 3,520,454.72 | |||
| FRTR 0.5% 05/25/26 | 4,500,000.00 | 4,346,527.50 | |||
| FRTR 0.5% 05/25/29 | 4,260,000.00 | 3,874,714.95 | |||
| FRTR 0.5% 05/25/40 | 2,690,000.00 | 1,800,534.68 | |||
| FRTR 0.5% 05/25/72 | 1,290,000.00 | 487,245.57 | |||
| FRTR 0.5% 06/25/44 | 2,030,000.00 | 1,220,316.73 | |||
| FRTR 0.75% 02/25/28 | 5,200,000.00 | 4,899,453.77 | |||
| FRTR 0.75% 05/25/28 | 6,860,000.00 | 6,436,677.97 | |||
| FRTR 0.75% 05/25/52 | 2,940,000.00 | 1,570,680.30 | |||
| FRTR 0.75% 05/25/53 | 3,040,000.00 | 1,581,924.80 | |||
| FRTR 0.75% 11/25/28 | 4,550,000.00 | 4,229,532.12 | |||
| FRTR 0% 02/25/26 | 4,020,000.00 | 3,869,631.90 | |||
| FRTR 0% 02/25/27 | 4,000,000.00 | 3,761,688.98 | |||
| FRTR 0% 05/25/32 | 3,780,000.00 | 3,073,041.72 | |||
| FRTR 0% 11/25/29 | 4,820,000.00 | 4,223,735.85 | |||
| FRTR 0% 11/25/30 | 6,120,000.00 | 5,212,688.56 | |||
| FRTR 0% 11/25/31 | 5,340,000.00 | 4,412,361.90 | |||
| FRTR 1.25% 05/25/34 | 5,510,000.00 | 4,757,719.70 | |||
| FRTR 1.25% 05/25/36 | 4,450,000.00 | 3,681,418.25 | |||
| FRTR 1.25% 05/25/38 | 2,920,000.00 | 2,308,998.76 | |||
| FRTR 1.5% 05/25/31 | 5,280,000.00 | 4,914,242.52 | |||
| FRTR 1.5% 05/25/50 | 3,050,000.00 | 2,079,320.72 | |||
| FRTR 1.75% 05/25/66 | 1,680,000.00 | 1,090,103.70 | |||
| FRTR 1.75% 06/25/39 | 3,570,000.00 | 2,991,285.15 | |||
| FRTR 1% 05/25/27 | 4,970,000.00 | 4,775,449.35 | |||
| FRTR 1% 11/25/25 | 4,200,000.00 | 4,114,443.90 | |||
| FRTR 2.5% 05/25/30 | 5,570,000.00 | 5,543,325.43 | |||
| FRTR 2.5% 05/25/43 | 1,910,000.00 | 1,698,577.32 | |||
| FRTR 2.5% 09/24/26 | 3,690,000.00 | 3,686,399.91 | |||
| FRTR 2.5% 09/24/27 | 1,100,000.00 | 1,099,539.75 | |||
| FRTR 2.75% 02/25/29 | 4,840,000.00 | 4,877,350.28 | |||
| FRTR 2.75% 02/25/30 | 1,520,000.00 | 1,529,952.19 | |||
| FRTR 2.75% 10/25/27 | 5,460,000.00 | 5,498,730.50 | |||
| FRTR 2% 05/25/48 | 2,860,000.00 | 2,234,283.48 | |||
| FRTR 2% 11/25/32 | 2,900,000.00 | 2,737,660.90 | |||
| FRTR 3.25% 05/25/45 | 2,860,000.00 | 2,836,065.37 | |||
| FRTR 3.25% 05/25/55 | 870,000.00 | 832,364.87 | |||
| FRTR 3.5% 04/25/26 | 4,730,000.00 | 4,797,430.88 | |||
| FRTR 3.5% 11/25/33 | 4,100,000.00 | 4,314,381.20 | |||
| FRTR 3% 05/25/33 | 4,210,000.00 | 4,271,297.60 | |||
| FRTR 3% 05/25/54 | 2,450,000.00 | 2,245,380.28 | |||
| FRTR 3% 06/25/49 | 770,000.00 | 726,294.22 | |||
| FRTR 4.5% 04/25/41 | 3,490,000.00 | 4,062,935.85 | |||
| FRTR 4.75% 04/25/35 | 3,460,000.00 | 4,025,900.30 | |||
| FRTR 4% 04/25/55 | 2,540,000.00 | 2,798,560.57 | |||
| FRTR 4% 04/25/60 | 1,880,000.00 | 2,092,811.67 | |||
| FRTR 4% 10/25/38 | 2,140,000.00 | 2,350,864.90 | |||
| FRTR 5.5% 04/25/29 | 5,920,000.00 | 6,664,662.00 | |||
| FRTR 5.75% 10/25/32 | 4,370,000.00 | 5,307,572.57 | |||
| FRTR 6.0% 10/25/25 | 1,900,000.00 | 1,967,877.50 | |||
| IRISH 0.2% 05/15/27 | 670,000.00 | 633,593.87 | |||
| IRISH 0.2% 10/18/30 | 910,000.00 | 801,142.73 | |||
| IRISH 0.35% 10/18/32 | 450,000.00 | 380,979.45 | |||
| IRISH 0.4% 05/15/35 | 690,000.00 | 546,711.15 | |||
| IRISH 0.55% 04/22/41 | 410,000.00 | 288,144.92 | |||
| IRISH 0.9% 05/15/28 | 770,000.00 | 732,866.75 | |||
| IRISH 0% 10/18/31 | 1,120,000.00 | 945,806.40 | |||
| IRISH 1.1% 05/15/29 | 980,000.00 | 927,944.85 | |||
| IRISH 1.3% 05/15/33 | 430,000.00 | 391,579.50 | |||
| IRISH 1.35% 03/18/31 | 370,000.00 | 347,645.15 | |||
| IRISH 1.5% 05/15/50 | 800,000.00 | 599,193.00 | |||
| IRISH 1.7% 05/15/37 | 740,000.00 | 659,778.33 | |||
| IRISH 1% 05/15/26 | 1,000,000.00 | 976,106.50 | |||
| IRISH 2.4% 05/15/30 | 930,000.00 | 932,836.50 | |||
| IRISH 2.6% 10/18/34 | 200,000.00 | 200,329.00 | |||
| IRISH 2% 02/18/45 | 1,010,000.00 | 874,196.15 | |||
| IRISH 3% 10/18/43 | 370,000.00 | 377,259.40 | |||
| NETHER 0.25% 07/15/29 | 950,000.00 | 862,750.48 | |||
| NETHER 0.5% 01/15/40 | 1,470,000.00 | 1,072,753.08 | |||
| NETHER 0.5% 07/15/26 | 1,750,000.00 | 1,692,507.77 | |||
| NETHER 0.5% 07/15/32 | 1,300,000.00 | 1,127,121.88 | |||
| NETHER 0.75% 07/15/27 | 1,060,000.00 | 1,016,788.99 | |||
| NETHER 0.75% 07/15/28 | 960,000.00 | 907,129.92 | |||
| NETHER 0% 01/15/26 | 1,190,000.00 | 1,150,925.75 | |||
| NETHER 0% 01/15/27 | 1,730,000.00 | 1,641,276.08 | |||
| NETHER 0% 01/15/29 | 1,770,000.00 | 1,604,499.24 | |||
| NETHER 0% 01/15/38 | 1,390,000.00 | 978,578.76 | |||
| NETHER 0% 01/15/52 | 1,740,000.00 | 863,166.13 | |||
| NETHER 0% 07/15/30 | 1,350,000.00 | 1,181,397.82 | |||
| NETHER 0% 07/15/31 | 1,370,000.00 | 1,169,842.31 | |||
| NETHER 2.5% 01/15/30 | 1,210,000.00 | 1,221,434.50 | |||
| NETHER 2.5% 01/15/33 | 1,550,000.00 | 1,560,102.12 | |||
| NETHER 2.5% 07/15/33 | 1,170,000.00 | 1,175,033.34 | |||
| NETHER 2.5% 07/15/34 | 1,090,000.00 | 1,089,959.12 | |||
| NETHER 2.75% 01/15/47 | 1,900,000.00 | 1,926,164.90 | |||
| NETHER 2% 01/15/54 | 1,160,000.00 | 1,003,504.45 | |||
| NETHER 3.25% 01/15/44 | 750,000.00 | 811,765.25 | |||
| NETHER 3.75% 01/15/42 | 1,700,000.00 | 1,947,078.00 | |||
| NETHER 4% 01/15/37 | 1,660,000.00 | 1,901,737.00 | |||
| NETHER 5.5% 01/15/28 | 1,530,000.00 | 1,687,589.23 | |||
| OBL 0% 04/10/26 | 3,070,000.00 | 2,959,056.34 | |||
| OBL 0% 04/16/27 | 1,830,000.00 | 1,730,905.50 | |||
| OBL 0% 10/09/26 | 2,680,000.00 | 2,559,078.40 | |||
| OBL 0% 10/10/25 | 4,000,000.00 | 3,889,470.00 | |||
| OBL 1.3% 10/15/27 | 3,550,000.00 | 3,466,149.00 | |||
| OBL 2.1% 04/12/29 | 2,780,000.00 | 2,779,118.74 | |||
| OBL 2.2% 04/13/28 | 650,000.00 | 651,995.50 | |||
| OBL 2.4% 10/19/28 | 4,270,000.00 | 4,318,752.72 | |||
| RAGB 0.25% 10/20/36 | 720,000.00 | 528,846.84 | |||
| RAGB 0.5% 02/20/29 | 1,800,000.00 | 1,656,138.60 | |||
| RAGB 0.5% 04/20/27 | 1,490,000.00 | 1,419,873.15 | |||
| RAGB 0.7% 04/20/71 | 420,000.00 | 197,169.00 | |||
| RAGB 0.75% 02/20/28 | 880,000.00 | 833,182.46 | |||
| RAGB 0.75% 03/20/51 | 780,000.00 | 463,723.65 | |||
| RAGB 0.75% 10/20/26 | 1,480,000.00 | 1,429,405.45 | |||
| RAGB 0.85% 06/30/20 | 230,000.00 | 107,922.21 | |||
| RAGB 0.9% 02/20/32 | 1,120,000.00 | 992,654.60 | |||
| RAGB 0% 02/20/30 | 1,480,000.00 | 1,295,211.64 | |||
| RAGB 0% 02/20/31 | 1,670,000.00 | 1,419,378.92 | |||
| RAGB 0% 10/20/28 | 880,000.00 | 797,620.99 | |||
| RAGB 0% 10/20/40 | 650,000.00 | 404,824.55 | |||
| RAGB 1.2% 10/20/25 | 1,190,000.00 | 1,170,992.72 | |||
| RAGB 1.5% 02/20/47 | 1,080,000.00 | 813,429.00 | |||
| RAGB 1.5% 11/02/86 | 400,000.00 | 248,714.99 | |||
| RAGB 1.85% 05/23/49 | 660,000.00 | 526,294.23 | |||
| RAGB 2.1% 09/20/17 | 650,000.00 | 509,422.87 | |||
| RAGB 2.4% 05/23/34 | 930,000.00 | 905,871.15 | |||
| RAGB 2.9% 02/20/33 | 1,510,000.00 | 1,536,370.17 | |||
| RAGB 2.9% 02/20/34 | 840,000.00 | 852,681.89 | |||
| RAGB 2.9% 05/23/29 | 350,000.00 | 357,545.54 | |||
| RAGB 3.15% 06/20/44 | 830,000.00 | 844,822.97 | |||
| RAGB 3.15% 10/20/53 | 440,000.00 | 446,834.29 | |||
| RAGB 3.2% 07/15/39 | 330,000.00 | 339,352.86 | |||
| RAGB 3.45% 10/20/30 | 330,000.00 | 347,130.96 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 491,576.40 | |||
| RAGB 4.15% 03/15/37 | 1,550,000.00 | 1,755,696.93 | |||
| RAGB 4.85% 03/15/26 | 1,170,000.00 | 1,208,906.59 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,304,904.18 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 322,890.04 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 220,899.59 | |||
| RFGB 0.125% 09/15/31 | 710,000.00 | 600,897.85 | |||
| RFGB 0.25% 09/15/40 | 350,000.00 | 229,828.37 | |||
| RFGB 0.5% 04/15/26 | 570,000.00 | 552,365.62 | |||
| RFGB 0.5% 04/15/43 | 490,000.00 | 317,434.25 | |||
| RFGB 0.5% 09/15/27 | 540,000.00 | 511,139.33 | |||
| RFGB 0.5% 09/15/28 | 780,000.00 | 723,789.30 | |||
| RFGB 0.5% 09/15/29 | 530,000.00 | 481,700.30 | |||
| RFGB 0.75% 04/15/31 | 510,000.00 | 455,521.29 | |||
| RFGB 0.875% 09/15/25 | 440,000.00 | 431,774.31 | |||
| RFGB 0% 09/15/26 | 460,000.00 | 438,014.57 | |||
| RFGB 0% 09/15/30 | 720,000.00 | 620,832.59 | |||
| RFGB 1.125% 04/15/34 | 640,000.00 | 555,737.91 | |||
| RFGB 1.375% 04/15/27 | 350,000.00 | 341,040.59 | |||
| RFGB 1.375% 04/15/47 | 570,000.00 | 421,937.37 | |||
| RFGB 1.5% 09/15/32 | 570,000.00 | 524,799.14 | |||
| RFGB 2.5% 04/15/30 | 460,000.00 | 460,615.66 | |||
| RFGB 2.625% 07/04/42 | 470,000.00 | 447,960.52 | |||
| RFGB 2.75% 04/15/38 | 400,000.00 | 392,127.80 | |||
| RFGB 2.75% 07/04/28 | 680,000.00 | 689,310.21 | |||
| RFGB 2.875% 04/15/29 | 320,000.00 | 326,103.52 | |||
| RFGB 2.95% 04/15/55 | 350,000.00 | 346,167.15 | |||
| RFGB 3% 09/15/33 | 480,000.00 | 492,903.40 | |||
| RFGB 3% 09/15/34 | 430,000.00 | 439,867.51 | |||
| SPGB 0.1% 04/30/31 | 2,200,000.00 | 1,857,556.80 | |||
| SPGB 0.5% 04/30/30 | 3,210,000.00 | 2,859,195.15 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,202,140.48 | |||
| SPGB 0.6% 10/31/29 | 1,970,000.00 | 1,783,817.75 | |||
| SPGB 0.7% 04/30/32 | 2,500,000.00 | 2,147,452.50 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,325,150.42 | |||
| SPGB 0.8% 07/30/29 | 2,210,000.00 | 2,030,715.96 | |||
| SPGB 0.85% 07/30/37 | 1,760,000.00 | 1,319,517.76 | |||
| SPGB 0% 01/31/26 | 2,660,000.00 | 2,562,618.72 | |||
| SPGB 0% 01/31/27 | 2,910,000.00 | 2,739,750.45 | |||
| SPGB 0% 01/31/28 | 3,050,000.00 | 2,803,155.87 | |||
| SPGB 1.2% 10/31/40 | 2,110,000.00 | 1,535,043.99 | |||
| SPGB 1.25% 10/31/30 | 3,370,000.00 | 3,103,487.30 | |||
| SPGB 1.3% 10/31/26 | 2,070,000.00 | 2,017,912.59 | |||
| SPGB 1.4% 04/30/28 | 2,230,000.00 | 2,145,224.20 | |||
| SPGB 1.4% 07/30/28 | 2,400,000.00 | 2,302,358.40 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,562,343.36 | |||
| SPGB 1.45% 10/31/27 | 1,960,000.00 | 1,898,524.60 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 338,749.12 | |||
| SPGB 1.5% 04/30/27 | 1,500,000.00 | 1,461,965.25 | |||
| SPGB 1.85% 07/30/35 | 2,190,000.00 | 1,946,831.16 | |||
| SPGB 1.9% 10/31/52 | 1,890,000.00 | 1,318,280.18 | |||
| SPGB 1.95% 04/30/26 | 2,300,000.00 | 2,276,365.20 | |||
| SPGB 1.95% 07/30/30 | 2,020,000.00 | 1,946,657.84 | |||
| SPGB 1% 07/30/42 | 1,350,000.00 | 914,220.67 | |||
| SPGB 1% 10/31/50 | 2,000,000.00 | 1,137,554.00 | |||
| SPGB 2.15% 10/31/25 | 1,570,000.00 | 1,559,168.17 | |||
| SPGB 2.35% 07/30/33 | 2,190,000.00 | 2,098,029.85 | |||
| SPGB 2.5% 05/31/27 | 2,330,000.00 | 2,327,565.15 | |||
| SPGB 2.55% 10/31/32 | 2,500,000.00 | 2,450,201.24 | |||
| SPGB 2.7% 10/31/48 | 1,710,000.00 | 1,472,396.35 | |||
| SPGB 2.8% 05/31/26 | 1,840,000.00 | 1,845,464.80 | |||
| SPGB 2.9% 10/31/46 | 1,780,000.00 | 1,608,157.02 | |||
| SPGB 3.15% 04/30/33 | 2,170,000.00 | 2,214,441.60 | |||
| SPGB 3.25% 04/30/34 | 2,150,000.00 | 2,197,138.75 | |||
| SPGB 3.45% 07/30/43 | 1,290,000.00 | 1,275,948.67 | |||
| SPGB 3.45% 07/30/66 | 1,440,000.00 | 1,355,783.76 | |||
| SPGB 3.45% 10/31/34 | 1,610,000.00 | 1,668,451.37 | |||
| SPGB 3.5% 05/31/29 | 1,980,000.00 | 2,060,333.54 | |||
| SPGB 3.55% 10/31/33 | 2,270,000.00 | 2,380,504.73 | |||
| SPGB 3.9% 07/30/39 | 1,660,000.00 | 1,763,036.20 | |||
| SPGB 4.2% 01/31/37 | 1,800,000.00 | 1,988,309.69 | |||
| SPGB 4.7% 07/30/41 | 1,780,000.00 | 2,071,074.50 | |||
| SPGB 4.9% 07/30/40 | 1,730,000.00 | 2,045,177.80 | |||
| SPGB 4% 10/31/54 | 770,000.00 | 808,756.02 | |||
| SPGB 5.15% 10/31/28 | 3,710,000.00 | 4,089,069.25 | |||
| SPGB 5.15% 10/31/44 | 1,640,000.00 | 2,024,971.14 | |||
| SPGB 5.75% 07/30/32 | 2,250,000.00 | 2,717,944.20 | |||
| SPGB 5.9% 07/30/26 | 2,310,000.00 | 2,450,316.79 | |||
| SPGB 6.0% 01/31/29 | 910,000.00 | 1,040,600.92 | |||
| ユーロ 小計 | 698,200,000.00 | 661,564,016.38 | |||
| (105,354,069,608) | |||||
| イギリスポンド | UKT 0.125% 01/30/26 | 1,260,000.00 | 1,199,523.02 | ||
| UKT 0.125% 01/31/28 | 1,510,000.00 | 1,341,182.00 | |||
| UKT 0.25% 07/31/31 | 2,490,000.00 | 1,969,834.02 | |||
| UKT 0.375% 10/22/26 | 2,980,000.00 | 2,771,876.80 | |||
| UKT 0.375% 10/22/30 | 2,180,000.00 | 1,788,973.40 | |||
| UKT 0.5% 01/31/29 | 2,180,000.00 | 1,899,316.93 | |||
| UKT 0.5% 10/22/61 | 2,420,000.00 | 766,924.12 | |||
| UKT 0.625% 07/31/35 | 2,250,000.00 | 1,592,043.75 | |||
| UKT 0.625% 10/22/50 | 1,450,000.00 | 612,791.60 | |||
| UKT 0.875% 01/31/46 | 1,530,000.00 | 791,851.50 | |||
| UKT 0.875% 07/31/33 | 3,400,000.00 | 2,641,494.00 | |||
| UKT 0.875% 10/22/29 | 1,460,000.00 | 1,271,970.10 | |||
| UKT 1.125% 01/31/39 | 2,130,000.00 | 1,435,973.58 | |||
| UKT 1.125% 10/22/73 | 1,050,000.00 | 402,866.94 | |||
| UKT 1.25% 07/22/27 | 1,250,000.00 | 1,164,812.50 | |||
| UKT 1.25% 07/31/51 | 2,610,000.00 | 1,321,319.80 | |||
| UKT 1.25% 10/22/41 | 2,030,000.00 | 1,291,874.74 | |||
| UKT 1.5% 07/22/26 | 1,990,000.00 | 1,904,499.65 | |||
| UKT 1.5% 07/22/47 | 1,540,000.00 | 900,685.94 | |||
| UKT 1.5% 07/31/53 | 1,520,000.00 | 801,511.20 | |||
| UKT 1.625% 10/22/28 | 1,460,000.00 | 1,347,358.08 | |||
| UKT 1.625% 10/22/54 | 1,340,000.00 | 723,492.80 | |||
| UKT 1.625% 10/22/71 | 1,670,000.00 | 796,237.63 | |||
| UKT 1.75% 01/22/49 | 1,080,000.00 | 654,760.80 | |||
| UKT 1.75% 07/22/57 | 1,900,000.00 | 1,040,421.00 | |||
| UKT 1.75% 09/07/37 | 2,500,000.00 | 1,920,400.00 | |||
| UKT 1% 01/31/32 | 3,700,000.00 | 3,042,569.20 | |||
| UKT 2.5% 07/22/65 | 1,420,000.00 | 924,225.88 | |||
| UKT 2% 09/07/25 | 2,380,000.00 | 2,327,521.00 | |||
| UKT 3.25% 01/22/44 | 2,310,000.00 | 1,972,971.00 | |||
| UKT 3.25% 01/31/33 | 3,960,000.00 | 3,792,178.36 | |||
| UKT 3.5% 01/22/45 | 2,000,000.00 | 1,761,520.00 | |||
| UKT 3.5% 07/22/68 | 1,470,000.00 | 1,230,191.25 | |||
| UKT 3.5% 10/22/25 | 2,350,000.00 | 2,327,555.15 | |||
| UKT 3.75% 01/29/38 | 2,430,000.00 | 2,342,179.80 | |||
| UKT 3.75% 03/07/27 | 1,770,000.00 | 1,759,376.88 | |||
| UKT 3.75% 07/22/52 | 1,150,000.00 | 1,025,046.75 | |||
| UKT 3.75% 10/22/53 | 3,060,000.00 | 2,712,919.80 | |||
| UKT 4.125% 01/29/27 | 3,540,000.00 | 3,548,534.23 | |||
| UKT 4.125% 07/22/29 | 1,210,000.00 | 1,226,460.35 | |||
| UKT 4.25% 03/07/36 | 1,730,000.00 | 1,769,566.31 | |||
| UKT 4.25% 06/07/32 | 1,320,000.00 | 1,363,032.00 | |||
| UKT 4.25% 07/31/34 | 1,250,000.00 | 1,282,719.25 | |||
| UKT 4.25% 09/07/39 | 1,270,000.00 | 1,276,154.03 | |||
| UKT 4.25% 12/07/27 | 1,800,000.00 | 1,826,190.00 | |||
| UKT 4.25% 12/07/40 | 1,450,000.00 | 1,448,494.90 | |||
| UKT 4.25% 12/07/46 | 1,930,000.00 | 1,885,131.16 | |||
| UKT 4.25% 12/07/49 | 1,440,000.00 | 1,400,570.64 | |||
| UKT 4.25% 12/07/55 | 1,700,000.00 | 1,646,529.90 | |||
| UKT 4.375% 07/31/54 | 1,390,000.00 | 1,370,651.20 | |||
| UKT 4.5% 06/07/28 | 3,370,000.00 | 3,444,956.88 | |||
| UKT 4.5% 09/07/34 | 1,390,000.00 | 1,455,957.58 | |||
| UKT 4.5% 12/07/42 | 2,290,000.00 | 2,340,380.00 | |||
| UKT 4.625% 01/31/34 | 2,230,000.00 | 2,355,433.26 | |||
| UKT 4.75% 10/22/43 | 1,830,000.00 | 1,919,655.70 | |||
| UKT 4.75% 12/07/30 | 1,710,000.00 | 1,806,881.93 | |||
| UKT 4.75% 12/07/38 | 1,800,000.00 | 1,916,388.00 | |||
| UKT 4% 01/22/60 | 1,250,000.00 | 1,160,350.00 | |||
| UKT 4% 10/22/31 | 990,000.00 | 1,001,633.09 | |||
| UKT 4% 10/22/63 | 1,440,000.00 | 1,332,580.32 | |||
| UKT 6.0% 12/07/28 | 2,010,000.00 | 2,190,875.88 | |||
| イギリスポンド 小計 | 117,520,000.00 | 100,541,377.58 | |||
| (19,000,309,535) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 5,280,000.00 | 4,715,884.80 | ||
| SGB 0.75% 05/12/28 | 6,780,000.00 | 6,546,223.70 | |||
| SGB 0.75% 11/12/29 | 6,770,000.00 | 6,426,084.00 | |||
| SGB 1.75% 11/11/33 | 4,610,000.00 | 4,534,817.41 | |||
| SGB 1% 11/12/26 | 7,570,000.00 | 7,443,046.02 | |||
| SGB 2.25% 06/01/32 | 5,300,000.00 | 5,435,612.16 | |||
| SGB 3.5% 03/30/39 | 3,970,000.00 | 4,630,687.40 | |||
| スウェーデンクローナ 小計 | 40,280,000.00 | 39,732,355.49 | |||
| (555,855,653) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 4,780,000.00 | 4,199,606.42 | ||
| NGB 1.375% 08/19/30 | 5,200,000.00 | 4,705,346.10 | |||
| NGB 1.5% 02/19/26 | 5,320,000.00 | 5,169,948.96 | |||
| NGB 1.75% 02/17/27 | 4,630,000.00 | 4,472,177.19 | |||
| NGB 1.75% 09/06/29 | 4,100,000.00 | 3,837,000.99 | |||
| NGB 2.125% 05/18/32 | 3,730,000.00 | 3,454,446.25 | |||
| NGB 2% 04/26/28 | 4,150,000.00 | 3,989,893.00 | |||
| NGB 3.5% 10/06/42 | 1,860,000.00 | 1,906,988.25 | |||
| NGB 3.625% 04/13/34 | 3,540,000.00 | 3,626,373.86 | |||
| NGB 3% 08/15/33 | 5,180,000.00 | 5,071,074.28 | |||
| ノルウェークローネ 小計 | 42,490,000.00 | 40,432,855.30 | |||
| (545,843,546) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 5,940,000.00 | 3,410,130.94 | ||
| DGB 0.5% 11/15/27 | 4,990,000.00 | 4,755,555.56 | |||
| DGB 0.5% 11/15/29 | 5,600,000.00 | 5,183,998.40 | |||
| DGB 0% 11/15/31 | 6,540,000.00 | 5,664,526.16 | |||
| DGB 1.75% 11/15/25 | 6,560,000.00 | 6,511,265.76 | |||
| DGB 2.25% 11/15/26 | 1,920,000.00 | 1,924,966.08 | |||
| DGB 2.25% 11/15/33 | 3,880,000.00 | 3,912,275.37 | |||
| DGB 4.5% 11/15/39 | 9,470,000.00 | 12,023,727.55 | |||
| デンマーククローネ 小計 | 44,900,000.00 | 43,386,445.82 | |||
| (926,300,618) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 4,500,000.00 | 4,098,285.00 | ||
| POLGB 0% 10/25/25 | 1,480,000.00 | 1,411,898.54 | |||
| POLGB 1.25% 10/25/30 | 3,900,000.00 | 3,119,376.00 | |||
| POLGB 1.75% 04/25/32 | 4,610,000.00 | 3,624,128.45 | |||
| POLGB 2.5% 07/25/26 | 4,900,000.00 | 4,707,677.45 | |||
| POLGB 2.5% 07/25/27 | 4,530,000.00 | 4,252,075.44 | |||
| POLGB 2.75% 04/25/28 | 4,250,000.00 | 3,950,385.62 | |||
| POLGB 2.75% 10/25/29 | 6,000,000.00 | 5,385,357.00 | |||
| POLGB 3.75% 05/25/27 | 2,110,000.00 | 2,052,162.79 | |||
| POLGB 4.75% 07/25/29 | 1,650,000.00 | 1,627,161.13 | |||
| POLGB 5.75% 04/25/29 | 5,640,000.00 | 5,793,654.45 | |||
| POLGB 5% 10/25/34 | 780,000.00 | 760,035.58 | |||
| POLGB 6% 10/25/33 | 4,350,000.00 | 4,578,905.70 | |||
| POLGB 7.5% 07/25/28 | 3,970,000.00 | 4,313,220.39 | |||
| ポーランドズロチ 小計 | 52,670,000.00 | 49,674,323.54 | |||
| (1,851,342,168) | |||||
| オーストラリアドル | ACGB 0.25% 11/21/25 | 1,980,000.00 | 1,896,503.40 | ||
| ACGB 0.5% 09/21/26 | 2,390,000.00 | 2,244,090.50 | |||
| ACGB 1.25% 05/21/32 | 2,770,000.00 | 2,293,006.00 | |||
| ACGB 1.5% 06/21/31 | 2,850,000.00 | 2,464,879.50 | |||
| ACGB 1.75% 06/21/51 | 1,860,000.00 | 1,061,929.80 | |||
| ACGB 1.75% 11/21/32 | 2,000,000.00 | 1,702,100.00 | |||
| ACGB 1% 11/21/31 | 2,780,000.00 | 2,291,387.20 | |||
| ACGB 1% 12/21/30 | 1,500,000.00 | 1,272,330.00 | |||
| ACGB 2.25% 05/21/28 | 2,040,000.00 | 1,948,179.60 | |||
| ACGB 2.5% 05/21/30 | 2,340,000.00 | 2,199,553.20 | |||
| ACGB 2.75% 05/21/41 | 1,330,000.00 | 1,083,564.30 | |||
| ACGB 2.75% 06/21/35 | 1,950,000.00 | 1,738,249.50 | |||
| ACGB 2.75% 11/21/27 | 1,530,000.00 | 1,493,065.80 | |||
| ACGB 2.75% 11/21/28 | 1,660,000.00 | 1,607,510.80 | |||
| ACGB 2.75% 11/21/29 | 1,780,000.00 | 1,706,201.20 | |||
| ACGB 3.25% 04/21/29 | 2,110,000.00 | 2,079,362.80 | |||
| ACGB 3.25% 06/21/39 | 940,000.00 | 842,898.00 | |||
| ACGB 3.5% 12/21/34 | 1,690,000.00 | 1,622,839.40 | |||
| ACGB 3.75% 04/21/37 | 1,440,000.00 | 1,395,086.40 | |||
| ACGB 3.75% 05/21/34 | 2,340,000.00 | 2,302,677.00 | |||
| ACGB 3% 03/21/47 | 1,350,000.00 | 1,067,310.00 | |||
| ACGB 3% 11/21/33 | 1,840,000.00 | 1,708,642.40 | |||
| ACGB 4.25% 04/21/26 | 1,770,000.00 | 1,785,328.20 | |||
| ACGB 4.25% 06/21/34 | 750,000.00 | 768,435.00 | |||
| ACGB 4.25% 12/21/35 | 940,000.00 | 960,510.80 | |||
| ACGB 4.5% 04/21/33 | 2,720,000.00 | 2,839,272.00 | |||
| ACGB 4.75% 04/21/27 | 2,160,000.00 | 2,223,460.80 | |||
| ACGB 4.75% 06/21/54 | 720,000.00 | 747,360.00 | |||
| オーストラリアドル 小計 | 51,530,000.00 | 47,345,733.60 | |||
| (4,575,491,695) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 1,340,000.00 | 1,178,284.81 | ||
| NZGB 0.5% 05/15/26 | 730,000.00 | 688,160.56 | |||
| NZGB 1.5% 05/15/31 | 1,000,000.00 | 853,181.68 | |||
| NZGB 1.75% 05/15/41 | 460,000.00 | 307,657.12 | |||
| NZGB 2.75% 04/15/37 | 630,000.00 | 527,619.73 | |||
| NZGB 2.75% 05/15/51 | 600,000.00 | 424,182.36 | |||
| NZGB 2% 05/15/32 | 900,000.00 | 775,593.54 | |||
| NZGB 3.5% 04/14/33 | 1,320,000.00 | 1,256,318.11 | |||
| NZGB 3% 04/20/29 | 940,000.00 | 907,618.34 | |||
| NZGB 4.25% 05/15/34 | 750,000.00 | 752,107.41 | |||
| NZGB 4.25% 05/15/36 | 610,000.00 | 603,394.66 | |||
| NZGB 4.5% 04/15/27 | 930,000.00 | 945,715.60 | |||
| NZGB 4.5% 05/15/30 | 570,000.00 | 586,691.98 | |||
| NZGB 4.5% 05/15/35 | 440,000.00 | 448,179.51 | |||
| NZGB 5% 05/15/54 | 380,000.00 | 397,015.86 | |||
| ニュージーランドドル 小計 | 11,600,000.00 | 10,651,721.27 | |||
| (947,257,572) | |||||
| シンガポールドル | SIGB 0.5% 11/01/25 | 790,000.00 | 769,934.00 | ||
| SIGB 1.25% 11/01/26 | 870,000.00 | 847,005.90 | |||
| SIGB 1.625% 07/01/31 | 560,000.00 | 527,525.52 | |||
| SIGB 1.875% 03/01/50 | 730,000.00 | 608,090.00 | |||
| SIGB 1.875% 10/01/51 | 420,000.00 | 346,434.90 | |||
| SIGB 2.125% 06/01/26 | 830,000.00 | 823,941.00 | |||
| SIGB 2.25% 08/01/36 | 760,000.00 | 725,040.00 | |||
| SIGB 2.375% 07/01/39 | 560,000.00 | 534,570.40 | |||
| SIGB 2.625% 05/01/28 | 720,000.00 | 723,312.00 | |||
| SIGB 2.625% 08/01/32 | 460,000.00 | 460,690.00 | |||
| SIGB 2.75% 03/01/46 | 820,000.00 | 814,071.40 | |||
| SIGB 2.75% 04/01/42 | 630,000.00 | 627,480.00 | |||
| SIGB 2.875% 07/01/29 | 900,000.00 | 914,940.00 | |||
| SIGB 2.875% 08/01/28 | 140,000.00 | 141,952.35 | |||
| SIGB 2.875% 09/01/27 | 420,000.00 | 424,494.00 | |||
| SIGB 2.875% 09/01/30 | 840,000.00 | 856,800.00 | |||
| SIGB 3.25% 06/01/54 | 210,000.00 | 229,794.81 | |||
| SIGB 3.375% 05/01/34 | 160,000.00 | 169,644.94 | |||
| SIGB 3.375% 09/01/33 | 880,000.00 | 931,480.00 | |||
| SIGB 3.5% 03/01/27 | 740,000.00 | 757,760.00 | |||
| SIGB 3% 04/01/29 | 150,000.00 | 153,202.50 | |||
| SIGB 3% 08/01/72 | 490,000.00 | 516,346.71 | |||
| シンガポールドル 小計 | 13,080,000.00 | 12,904,510.43 | |||
| (1,423,625,590) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 1,650,000.00 | 1,547,486.09 | ||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,515,887.94 | |||
| MGS 3.519% 04/20/28 | 710,000.00 | 712,023.92 | |||
| MGS 3.582% 07/15/32 | 1,310,000.00 | 1,294,912.16 | |||
| MGS 3.733% 06/15/28 | 2,930,000.00 | 2,958,007.28 | |||
| MGS 3.757% 05/22/40 | 2,950,000.00 | 2,873,290.58 | |||
| MGS 3.828% 07/05/34 | 1,770,000.00 | 1,779,743.31 | |||
| MGS 3.844% 04/15/33 | 1,830,000.00 | 1,837,410.21 | |||
| MGS 3.885% 08/15/29 | 2,160,000.00 | 2,195,938.29 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,145,412.29 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 2,001,389.98 | |||
| MGS 3.9% 11/30/26 | 2,470,000.00 | 2,503,757.73 | |||
| MGS 3.906% 07/15/26 | 1,210,000.00 | 1,224,090.08 | |||
| MGS 3.955% 09/15/25 | 1,690,000.00 | 1,702,764.06 | |||
| MGS 4.065% 06/15/50 | 3,070,000.00 | 3,025,577.83 | |||
| MGS 4.232% 06/30/31 | 2,490,000.00 | 2,567,328.94 | |||
| MGS 4.254% 05/31/35 | 1,750,000.00 | 1,816,172.22 | |||
| MGS 4.392% 04/15/26 | 2,340,000.00 | 2,381,832.64 | |||
| MGS 4.457% 03/31/53 | 1,740,000.00 | 1,818,406.83 | |||
| MGS 4.498% 04/15/30 | 2,930,000.00 | 3,062,023.16 | |||
| MGS 4.504% 04/30/29 | 720,000.00 | 751,107.45 | |||
| MGS 4.642% 11/07/33 | 2,010,000.00 | 2,145,899.50 | |||
| MGS 4.696% 10/15/42 | 1,970,000.00 | 2,137,642.27 | |||
| MGS 4.736% 03/15/46 | 980,000.00 | 1,069,824.84 | |||
| MGS 4.762% 04/07/37 | 2,780,000.00 | 3,014,708.72 | |||
| MGS 4.893% 06/08/38 | 2,130,000.00 | 2,344,043.05 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,875,758.80 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,149,843.38 | |||
| マレーシアリンギット 小計 | 52,910,000.00 | 54,452,283.55 | |||
| (1,803,731,892) | |||||
| イスラエルシェケル | ILGOV 0.5% 02/27/26 | 1,510,000.00 | 1,430,892.61 | ||
| ILGOV 1.3% 04/30/32 | 2,970,000.00 | 2,330,829.56 | |||
| ILGOV 1.5% 05/31/37 | 2,880,000.00 | 1,943,319.45 | |||
| ILGOV 1.75% 08/31/25 | 3,450,000.00 | 3,371,382.43 | |||
| ILGOV 1% 03/31/30 | 3,530,000.00 | 2,928,739.33 | |||
| ILGOV 2.25% 09/28/28 | 2,700,000.00 | 2,482,293.06 | |||
| ILGOV 2.8% 11/29/52 | 1,520,000.00 | 965,307.16 | |||
| ILGOV 2% 03/31/27 | 2,530,000.00 | 2,389,439.52 | |||
| ILGOV 3.75% 02/28/29 | 2,690,000.00 | 2,610,328.10 | |||
| ILGOV 3.75% 03/31/47 | 2,570,000.00 | 2,066,323.94 | |||
| ILGOV 3.75% 09/30/27 | 970,000.00 | 953,043.61 | |||
| ILGOV 4% 03/30/35 | 1,490,000.00 | 1,386,198.99 | |||
| ILGOV 5.5% 01/31/42 | 1,880,000.00 | 1,960,089.31 | |||
| ILGOV 6.25% 10/30/26 | 1,340,000.00 | 1,392,551.85 | |||
| イスラエルシェケル 小計 | 32,030,000.00 | 28,210,738.92 | |||
| (1,098,252,529) | |||||
| オフショア人民元 | CGB 1.67% 06/15/26 | 34,680,000.00 | 34,801,317.57 | ||
| CGB 1.85% 05/15/27 | 42,700,000.00 | 43,019,716.25 | |||
| CGB 1.99% 03/15/26 | 25,520,000.00 | 25,716,532.06 | |||
| CGB 2.04% 02/25/27 | 41,310,000.00 | 41,732,873.94 | |||
| CGB 2.05% 04/15/29 | 36,880,000.00 | 37,273,605.48 | |||
| CGB 2.12% 06/25/31 | 14,000,000.00 | 14,097,377.00 | |||
| CGB 2.18% 08/15/26 | 28,600,000.00 | 28,938,495.30 | |||
| CGB 2.22% 09/25/25 | 32,270,000.00 | 32,494,099.01 | |||
| CGB 2.27% 05/25/34 | 38,000,000.00 | 38,428,229.60 | |||
| CGB 2.28% 03/25/31 | 50,700,000.00 | 51,481,079.13 | |||
| CGB 2.28% 11/25/25 | 30,220,000.00 | 30,484,600.27 | |||
| CGB 2.3% 05/15/26 | 47,100,000.00 | 47,687,115.63 | |||
| CGB 2.33% 12/15/25 | 35,250,000.00 | 35,603,737.27 | |||
| CGB 2.35% 02/25/34 | 19,880,000.00 | 20,234,400.76 | |||
| CGB 2.37% 01/15/29 | 34,560,000.00 | 35,343,806.97 | |||
| CGB 2.37% 01/20/27 | 43,880,000.00 | 44,640,111.30 | |||
| CGB 2.39% 11/15/26 | 42,750,000.00 | 43,424,116.20 | |||
| CGB 2.4% 07/15/28 | 42,610,000.00 | 43,586,582.85 | |||
| CGB 2.44% 10/15/27 | 17,700,000.00 | 18,079,463.22 | |||
| CGB 2.46% 02/15/26 | 29,300,000.00 | 29,668,673.11 | |||
| CGB 2.48% 04/15/27 | 20,000,000.00 | 20,410,336.00 | |||
| CGB 2.48% 09/25/28 | 26,500,000.00 | 27,181,678.05 | |||
| CGB 2.5% 07/25/27 | 26,760,000.00 | 27,379,199.64 | |||
| CGB 2.52% 08/25/33 | 58,370,000.00 | 60,186,982.21 | |||
| CGB 2.54% 12/25/30 | 30,500,000.00 | 31,469,347.95 | |||
| CGB 2.55% 10/15/28 | 27,250,000.00 | 28,046,116.92 | |||
| CGB 2.6% 09/01/32 | 32,050,000.00 | 33,280,030.92 | |||
| CGB 2.6% 09/15/30 | 30,500,000.00 | 31,587,364.65 | |||
| CGB 2.62% 04/15/28 | 34,000,000.00 | 34,974,558.99 | |||
| CGB 2.62% 06/25/30 | 36,400,000.00 | 37,711,674.00 | |||
| CGB 2.62% 09/25/29 | 20,940,000.00 | 21,698,758.80 | |||
| CGB 2.64% 01/15/28 | 38,220,000.00 | 39,332,465.71 | |||
| CGB 2.67% 05/25/33 | 34,280,000.00 | 35,761,458.19 | |||
| CGB 2.67% 11/25/33 | 23,400,000.00 | 24,435,180.90 | |||
| CGB 2.68% 05/21/30 | 30,700,000.00 | 31,903,430.79 | |||
| CGB 2.69% 08/12/26 | 32,900,000.00 | 33,602,464.35 | |||
| CGB 2.69% 08/15/32 | 19,420,000.00 | 20,276,435.59 | |||
| CGB 2.75% 02/17/32 | 14,500,000.00 | 15,206,509.60 | |||
| CGB 2.75% 06/15/29 | 25,490,000.00 | 26,570,235.61 | |||
| CGB 2.76% 05/15/32 | 13,150,000.00 | 13,805,616.92 | |||
| CGB 2.79% 12/15/29 | 30,300,000.00 | 31,663,496.97 | |||
| CGB 2.8% 03/24/29 | 23,080,000.00 | 24,074,177.92 | |||
| CGB 2.8% 03/25/30 | 39,490,000.00 | 41,291,723.35 | |||
| CGB 2.8% 11/15/32 | 4,600,000.00 | 4,848,840.68 | |||
| CGB 2.85% 06/04/27 | 31,030,000.00 | 32,038,304.33 | |||
| CGB 2.88% 02/25/33 | 11,300,000.00 | 12,015,511.48 | |||
| CGB 2.89% 11/18/31 | 24,210,000.00 | 25,616,826.15 | |||
| CGB 2.91% 10/14/28 | 24,320,000.00 | 25,369,816.57 | |||
| CGB 3.01% 05/13/28 | 12,590,000.00 | 13,154,125.16 | |||
| CGB 3.02% 05/27/31 | 27,560,000.00 | 29,412,263.49 | |||
| CGB 3.02% 10/22/25 | 49,870,000.00 | 50,746,001.45 | |||
| CGB 3.03% 03/11/26 | 18,800,000.00 | 19,235,699.40 | |||
| CGB 3.12% 10/25/52 | 12,970,000.00 | 15,062,245.17 | |||
| CGB 3.19% 04/15/53 | 18,360,000.00 | 21,653,012.88 | |||
| CGB 3.27% 11/19/30 | 6,850,000.00 | 7,403,426.57 | |||
| CGB 3.28% 12/03/27 | 14,110,000.00 | 14,860,742.30 | |||
| CGB 3.29% 05/23/29 | 35,000,000.00 | 37,482,959.50 | |||
| CGB 3.32% 04/15/52 | 18,600,000.00 | 22,313,793.17 | |||
| CGB 3.39% 03/16/50 | 20,930,000.00 | 25,170,939.15 | |||
| CGB 3.53% 10/18/51 | 8,350,000.00 | 10,351,865.74 | |||
| CGB 3.72% 04/12/51 | 15,140,000.00 | 19,306,794.46 | |||
| CGB 3.81% 09/14/50 | 21,220,000.00 | 27,295,600.05 | |||
| CGB 3.86% 07/22/49 | 18,180,000.00 | 23,347,946.79 | |||
| CGB 3% 10/15/53 | 13,770,000.00 | 15,703,883.58 | |||
| CGB 4.08% 10/22/48 | 19,370,000.00 | 25,626,661.08 | |||
| オフショア人民元 小計 | 1,783,240,000.00 | 1,866,602,436.10 | |||
| (37,742,887,918) | |||||
| 合計 | 347,579,825,718 | ||||
| (347,579,825,718) | |||||
| 有価証券明細表注記 |
| 1.通貨ごとの小計の欄における( )内は、邦貨換算額であります。 |
| 2.合計金額欄の記載は、邦貨額であります。( )内は、外貨建有価証券に係るもので、内書であります。 |
| 3.通貨の表示は、外貨についてはその通貨の単位、邦貨については円単位で表示しております。 |
| 4.外貨建有価証券の通貨別内訳 |
| 通貨 | 銘柄数 | 組入債券 時価比率 | 合計金額に 対する比率 | |
| アメリカドル | 国債証券 | 212銘柄 | 100.0% | 46.7% |
| カナダドル | 国債証券 | 39銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.7% |
| ユーロ | 国債証券 | 369銘柄 | 100.0% | 30.3% |
| イギリスポンド | 国債証券 | 61銘柄 | 100.0% | 5.5% |
| 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 | 8銘柄 | 100.0% | 0.3% |
| ポーランドズロチ | 国債証券 | 14銘柄 | 100.0% | 0.5% |
| オーストラリアドル | 国債証券 | 28銘柄 | 100.0% | 1.3% |
| ニュージーランドドル | 国債証券 | 15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 | 14銘柄 | 100.0% | 0.3% |
| オフショア人民元 | 国債証券 | 65銘柄 | 100.0% | 10.9% |
| (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。
