有価証券報告書(内国投資信託受益証券)-第3期(2024/03/27-2025/03/26)
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 3月26日現在 | |
| 項目 | 金額(円) |
| 資産の部 | |
| 流動資産 | |
| 預金 | 606,906,036 |
| コール・ローン | 3,237,543,578 |
| 国債証券 | 377,838,534,617 |
| 派生商品評価勘定 | 27,395,048 |
| 未収入金 | 1,573,602 |
| 未収利息 | 3,093,444,155 |
| 前払金 | 12,812,336 |
| 前払費用 | 314,166,695 |
| 差入委託証拠金 | 215,328,254 |
| 流動資産合計 | 385,347,704,321 |
| 資産合計 | 385,347,704,321 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 15,517,523 |
| 未払金 | 1,214,030 |
| 未払解約金 | 181,810,764 |
| 流動負債合計 | 198,542,317 |
| 負債合計 | 198,542,317 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 106,923,655,724 |
| 剰余金 | |
| 剰余金又は欠損金(△) | 278,225,506,280 |
| 元本等合計 | 385,149,162,004 |
| 純資産合計 | 385,149,162,004 |
| 負債純資産合計 | 385,347,704,321 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 2025年 3月26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 3月26日現在 | |||
| 1. | 計算期間の末日における受益権の総数 | 106,923,655,724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 | 3.6021円 |
| (1万口当たり純資産額) | (36,021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 3月26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 3月26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 3月26日現在 |
| 投資信託財産に係る元本の状況 | |
| 期首 | 2024年 3月27日 |
| 期首元本額 | 93,312,617,140円 |
| 期中追加設定元本額 | 20,475,565,026円 |
| 期中一部解約元本額 | 6,864,526,442円 |
| 期末元本額 | 106,923,655,724円 |
| 期末元本額の内訳 | |
| 外国債券オープン(毎月決算型) | 1,039,697,041円 |
| グローバル・インカム&プラス(毎月決算型) | 444,718,553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) | 2,322,677,315円 |
| SBI資産設計オープン(分配型) | 8,651,856円 |
| SMT グローバル債券インデックス・オープン | 8,001,873,612円 |
| 世界経済インデックスファンド | 28,001,343,139円 |
| DCマイセレクション25 | 1,756,732,372円 |
| DCマイセレクション50 | 1,702,724,280円 |
| DCマイセレクション75 | 1,449,602,680円 |
| DC外国債券インデックス・オープン | 2,215,826,648円 |
| DCマイセレクションS25 | 1,382,871,497円 |
| DCマイセレクションS50 | 1,187,970,154円 |
| DCマイセレクションS75 | 837,396,964円 |
| DCターゲット・イヤー ファンド2025 | 3,500,013円 |
| DCターゲット・イヤー ファンド2035 | 101,318,342円 |
| DCターゲット・イヤー ファンド2045 | 58,230,245円 |
| DC世界経済インデックスファンド | 16,399,619,056円 |
| 外国債券インデックス・オープン(SMA専用) | 739,004,044円 |
| マイセレクション50VA1(適格機関投資家専用) | 1,123,887円 |
| マイセレクション75VA1(適格機関投資家専用) | 986,557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) | 6,765,058円 |
| バランス30VA1(適格機関投資家専用) | 16,118,394円 |
| バランス50VA1(適格機関投資家専用) | 30,145,764円 |
| バランス25VA2(適格機関投資家専用) | 43,682,459円 |
| バランス50VA2(適格機関投資家専用) | 47,850,253円 |
| バランスA(25)VA1(適格機関投資家専用) | 465,009,917円 |
| バランスB(37.5)VA1(適格機関投資家専用) | 328,237,896円 |
| バランスC(50)VA1(適格機関投資家専用) | 1,404,252,923円 |
| 世界バランスVA1(適格機関投資家専用) | 50,429,938円 |
| 世界バランスVA2(適格機関投資家専用) | 22,337,386円 |
| バランスD(35)VA1(適格機関投資家専用) | 295,816,978円 |
| バランスE(25)VA1(適格機関投資家専用) | 106,925,000円 |
| バランスF(25)VA1(適格機関投資家専用) | 146,298,641円 |
| FOFs用外国債券オープン(適格機関投資家専用) | 584,047,534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) | 1,086,667,380円 |
| グローバル・バランスファンド・シリーズ1 | 671,794,175円 |
| 外国債券ファンド・シリーズ1 | 818,849,243円 |
| 分散投資コア戦略ファンドA | 838,576,134円 |
| 分散投資コア戦略ファンドS | 1,685,946,645円 |
| DC世界経済インデックスファンド(株式シフト型) | 891,577,461円 |
| DC世界経済インデックスファンド(債券シフト型) | 4,674,786,469円 |
| 世界経済インデックスファンド(株式シフト型) | 226,319,028円 |
| 世界経済インデックスファンド(債券シフト型) | 102,791,724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) | 1,316,198,135円 |
| SMT インデックスバランス・オープン | 156,043,676円 |
| SMT 世界経済インデックス・オープン | 538,020,703円 |
| SMT 世界経済インデックス・オープン(株式シフト型) | 797,105,100円 |
| SMT 世界経済インデックス・オープン(債券シフト型) | 1,205,778,218円 |
| SMT 8資産インデックスバランス・オープン | 10,357,838円 |
| グローバル経済コア | 1,382,634,175円 |
| SBI資産設計オープン(つみたてNISA対応型) | 26,741,442円 |
| DCターゲット・イヤー ファンド2055 | 3,115,548円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2030 | 72,659,930円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2040 | 118,485,111円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2050 | 64,061,049円 |
| DCターゲット・イヤーファンド(6資産・運用継続型)2060 | 95,807,992円 |
| My SMT グローバル債券インデックス(ノーロード) | 1,169,453,189円 |
| 10資産分散投資ファンド | 36,492,838円 |
| グローバル10資産バランスファンド | 40,104,943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 | 5,850,203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 | 4,271,855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 | 2,565,367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 | 1,558,594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 | 1,225,736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 | 549,105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 | 536,463円 |
| DCマイセレクションS50(2024-2026リスク抑制型) | 838,925,120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) | 15,113,859,556円 |
| FOFs用世界成長戦略ファンド(適格機関投資家専用) | 303,532,937円 |
| SMTAM9資産アロケーションファンド(適格機関投資家専用) | 965,339,171円 |
| 私募世界経済パッシブファンド(適格機関投資家専用) | 141,478,853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) | 7,687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) | 17,037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) | 10,397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) | 14,587円 |
(有価証券に関する注記)
| 売買目的有価証券 |
| 種類 | 2025年 3月26日現在 |
| 当期間の損益に含まれた評価差額(円) | |
| 国債証券 | 4,006,809,928 |
| 合計 | 4,006,809,928 |
| (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 3月26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 | 2,339,200,256 | - | 2,326,387,920 | △12,812,336 | |
| 合計 | 2,339,200,256 | - | 2,326,387,920 | △12,812,336 | |
| (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 3月26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 | 2,860,794,256 | - | 2,885,484,117 | 24,689,861 | |
| アメリカドル | 1,387,736,416 | - | 1,404,023,288 | 16,286,872 | |
| カナダドル | 107,091,306 | - | 109,219,240 | 2,127,934 | |
| ユーロ | 858,931,564 | - | 860,722,800 | 1,791,236 | |
| イギリスポンド | 160,872,174 | - | 162,860,208 | 1,988,034 | |
| オフショア人民元 | 346,162,796 | - | 348,658,581 | 2,495,785 | |
| 合計 | 2,860,794,256 | - | 2,885,484,117 | 24,689,861 | |
| (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 | 14,804,138.69 | |
| T 0.375% 09/30/27 | 8,260,000.00 | 7,552,576.17 | |||
| T 0.5% 02/28/26 | 4,500,000.00 | 4,350,735.49 | |||
| T 0.5% 04/30/27 | 2,940,000.00 | 2,734,716.79 | |||
| T 0.5% 05/31/27 | 3,500,000.00 | 3,245,908.19 | |||
| T 0.5% 06/30/27 | 6,960,000.00 | 6,438,951.57 | |||
| T 0.5% 08/31/27 | 4,660,000.00 | 4,286,016.77 | |||
| T 0.5% 10/31/27 | 7,500,000.00 | 6,859,130.85 | |||
| T 0.625% 03/31/27 | 7,500,000.00 | 7,013,964.82 | |||
| T 0.625% 05/15/30 | 9,100,000.00 | 7,648,265.62 | |||
| T 0.625% 07/31/26 | 10,800,000.00 | 10,316,109.34 | |||
| T 0.625% 08/15/30 | 6,900,000.00 | 5,747,484.37 | |||
| T 0.625% 11/30/27 | 2,500,000.00 | 2,287,695.30 | |||
| T 0.625% 12/31/27 | 9,600,000.00 | 8,760,374.97 | |||
| T 0.75% 01/31/28 | 8,500,000.00 | 7,763,886.74 | |||
| T 0.75% 03/31/26 | 6,000,000.00 | 5,801,028.18 | |||
| T 0.75% 04/30/26 | 9,500,000.00 | 9,161,005.89 | |||
| T 0.75% 05/31/26 | 4,000,000.00 | 3,846,796.88 | |||
| T 0.75% 08/31/26 | 9,630,000.00 | 9,189,690.78 | |||
| T 0.875% 06/30/26 | 8,000,000.00 | 7,687,031.28 | |||
| T 0.875% 09/30/26 | 17,160,000.00 | 16,366,685.12 | |||
| T 0.875% 11/15/30 | 11,150,000.00 | 9,345,747.02 | |||
| T 1.125% 02/15/31 | 4,080,000.00 | 3,449,193.72 | |||
| T 1.125% 02/29/28 | 8,000,000.00 | 7,371,562.48 | |||
| T 1.125% 05/15/40 | 1,710,000.00 | 1,069,083.98 | |||
| T 1.125% 08/15/40 | 5,200,000.00 | 3,220,750.00 | |||
| T 1.125% 08/31/28 | 12,030,000.00 | 10,923,099.00 | |||
| T 1.25% 03/31/28 | 8,480,000.00 | 7,825,284.38 | |||
| T 1.25% 04/30/28 | 8,000,000.00 | 7,364,375.04 | |||
| T 1.25% 05/15/50 | 5,550,000.00 | 2,715,055.67 | |||
| T 1.25% 05/31/28 | 6,000,000.00 | 5,509,804.68 | |||
| T 1.25% 06/30/28 | 9,000,000.00 | 8,246,777.31 | |||
| T 1.25% 08/15/31 | 9,230,000.00 | 7,731,567.18 | |||
| T 1.25% 09/30/28 | 9,500,000.00 | 8,643,330.09 | |||
| T 1.25% 11/30/26 | 7,000,000.00 | 6,686,230.46 | |||
| T 1.25% 12/31/26 | 19,030,000.00 | 18,137,597.09 | |||
| T 1.375% 08/15/50 | 5,700,000.00 | 2,863,136.73 | |||
| T 1.375% 10/31/28 | 3,520,000.00 | 3,209,800.00 | |||
| T 1.375% 11/15/31 | 12,580,000.00 | 10,546,561.00 | |||
| T 1.375% 11/15/40 | 6,000,000.00 | 3,853,476.54 | |||
| T 1.375% 12/31/28 | 8,680,000.00 | 7,881,168.75 | |||
| T 1.5% 01/31/27 | 6,000,000.00 | 5,732,343.72 | |||
| T 1.5% 02/15/30 | 6,470,000.00 | 5,737,196.67 | |||
| T 1.5% 08/15/26 | 15,500,000.00 | 14,965,673.77 | |||
| T 1.5% 11/30/28 | 7,500,000.00 | 6,856,347.67 | |||
| T 1.625% 05/15/26 | 10,770,000.00 | 10,475,928.48 | |||
| T 1.625% 05/15/31 | 10,980,000.00 | 9,490,194.18 | |||
| T 1.625% 08/15/29 | 6,750,000.00 | 6,103,608.39 | |||
| T 1.625% 10/31/26 | 12,300,000.00 | 11,843,794.96 | |||
| T 1.625% 11/15/50 | 6,900,000.00 | 3,703,898.47 | |||
| T 1.625% 11/30/26 | 4,780,000.00 | 4,595,988.68 | |||
| T 1.75% 01/31/29 | 10,200,000.00 | 9,375,234.32 | |||
| T 1.75% 08/15/41 | 7,080,000.00 | 4,744,291.43 | |||
| T 1.75% 11/15/29 | 3,000,000.00 | 2,712,890.64 | |||
| T 1.875% 02/15/32 | 11,720,000.00 | 10,102,090.56 | |||
| T 1.875% 02/15/41 | 7,900,000.00 | 5,480,470.71 | |||
| T 1.875% 02/15/51 | 6,600,000.00 | 3,774,117.20 | |||
| T 1.875% 02/28/27 | 6,500,000.00 | 6,243,935.55 | |||
| T 1.875% 02/28/29 | 8,470,000.00 | 7,810,762.70 | |||
| T 1.875% 07/31/26 | 5,190,000.00 | 5,041,699.79 | |||
| T 1.875% 11/15/51 | 3,300,000.00 | 1,870,623.05 | |||
| T 1% 07/31/28 | 13,000,000.00 | 11,783,027.36 | |||
| T 2.125% 05/31/26 | 3,600,000.00 | 3,518,648.42 | |||
| T 2.25% 02/15/27 | 7,250,000.00 | 7,018,481.47 | |||
| T 2.25% 02/15/52 | 4,300,000.00 | 2,675,238.29 | |||
| T 2.25% 03/31/26 | 7,500,000.00 | 7,362,328.65 | |||
| T 2.25% 05/15/41 | 6,460,000.00 | 4,732,580.88 | |||
| T 2.25% 08/15/27 | 7,530,000.00 | 7,232,918.00 | |||
| T 2.25% 08/15/46 | 2,740,000.00 | 1,820,922.64 | |||
| T 2.25% 08/15/49 | 5,500,000.00 | 3,501,845.71 | |||
| T 2.25% 11/15/27 | 7,650,000.00 | 7,318,599.62 | |||
| T 2.375% 02/15/42 | 5,500,000.00 | 4,039,707.04 | |||
| T 2.375% 03/31/29 | 9,900,000.00 | 9,291,111.29 | |||
| T 2.375% 04/30/26 | 2,600,000.00 | 2,552,316.41 | |||
| T 2.375% 05/15/27 | 11,690,000.00 | 11,300,485.57 | |||
| T 2.375% 05/15/29 | 6,010,000.00 | 5,631,675.18 | |||
| T 2.375% 05/15/51 | 7,450,000.00 | 4,807,287.12 | |||
| T 2.375% 11/15/49 | 4,100,000.00 | 2,677,652.35 | |||
| T 2.5% 02/15/45 | 6,810,000.00 | 4,857,578.31 | |||
| T 2.5% 02/15/46 | 2,450,000.00 | 1,722,608.40 | |||
| T 2.5% 03/31/27 | 7,100,000.00 | 6,896,290.98 | |||
| T 2.5% 05/15/46 | 1,450,000.00 | 1,015,594.73 | |||
| T 2.625% 02/15/29 | 7,740,000.00 | 7,349,371.87 | |||
| T 2.625% 05/31/27 | 2,400,000.00 | 2,331,328.12 | |||
| T 2.625% 07/31/29 | 15,200,000.00 | 14,340,546.85 | |||
| T 2.75% 02/15/28 | 8,550,000.00 | 8,262,105.42 | |||
| T 2.75% 04/30/27 | 5,450,000.00 | 5,313,856.43 | |||
| T 2.75% 05/31/29 | 5,700,000.00 | 5,417,115.21 | |||
| T 2.75% 08/15/32 | 8,900,000.00 | 8,080,400.42 | |||
| T 2.75% 08/15/42 | 7,100,000.00 | 5,484,750.00 | |||
| T 2.75% 08/15/47 | 4,050,000.00 | 2,926,916.00 | |||
| T 2.75% 11/15/42 | 6,020,000.00 | 4,631,990.21 | |||
| T 2.75% 11/15/47 | 3,050,000.00 | 2,198,740.24 | |||
| T 2.875% 04/30/29 | 11,300,000.00 | 10,803,638.68 | |||
| T 2.875% 05/15/28 | 8,960,000.00 | 8,661,800.00 | |||
| T 2.875% 05/15/32 | 10,100,000.00 | 9,279,572.25 | |||
| T 2.875% 05/15/43 | 5,050,000.00 | 3,935,449.24 | |||
| T 2.875% 05/15/49 | 6,080,000.00 | 4,428,068.74 | |||
| T 2.875% 05/15/52 | 10,300,000.00 | 7,378,380.89 | |||
| T 2.875% 08/15/28 | 13,220,000.00 | 12,745,680.80 | |||
| T 2.875% 08/15/45 | 2,300,000.00 | 1,742,429.67 | |||
| T 2.875% 11/15/46 | 940,000.00 | 702,117.57 | |||
| T 2% 02/15/50 | 2,750,000.00 | 1,642,802.72 | |||
| T 2% 08/15/51 | 7,850,000.00 | 4,608,961.94 | |||
| T 2% 11/15/26 | 6,320,000.00 | 6,118,179.71 | |||
| T 2% 11/15/41 | 6,200,000.00 | 4,307,183.58 | |||
| T 3.125% 02/15/42 | 1,050,000.00 | 865,470.70 | |||
| T 3.125% 02/15/43 | 3,800,000.00 | 3,086,683.60 | |||
| T 3.125% 05/15/48 | 4,780,000.00 | 3,677,799.20 | |||
| T 3.125% 08/15/44 | 5,040,000.00 | 4,023,534.36 | |||
| T 3.125% 08/31/27 | 6,150,000.00 | 6,025,918.95 | |||
| T 3.125% 08/31/29 | 7,150,000.00 | 6,881,037.09 | |||
| T 3.125% 11/15/28 | 10,410,000.00 | 10,093,633.64 | |||
| T 3.25% 05/15/42 | 4,150,000.00 | 3,470,194.35 | |||
| T 3.25% 06/30/29 | 6,500,000.00 | 6,296,113.26 | |||
| T 3.375% 05/15/33 | 13,630,000.00 | 12,815,128.26 | |||
| T 3.375% 05/15/44 | 7,110,000.00 | 5,917,964.06 | |||
| T 3.375% 08/15/42 | 2,300,000.00 | 1,951,585.92 | |||
| T 3.375% 09/15/27 | 9,000,000.00 | 8,870,800.77 | |||
| T 3.375% 11/15/48 | 5,300,000.00 | 4,249,626.97 | |||
| T 3.5% 01/31/30 | 4,000,000.00 | 3,899,218.76 | |||
| T 3.5% 02/15/33 | 11,200,000.00 | 10,649,187.47 | |||
| T 3.5% 02/15/39 | 770,000.00 | 694,894.92 | |||
| T 3.5% 04/30/30 | 3,500,000.00 | 3,405,664.08 | |||
| T 3.625% 02/15/44 | 4,890,000.00 | 4,234,434.37 | |||
| T 3.625% 02/15/53 | 9,550,000.00 | 7,941,794.89 | |||
| T 3.625% 05/15/53 | 3,400,000.00 | 2,827,777.34 | |||
| T 3.625% 08/15/43 | 4,700,000.00 | 4,088,632.83 | |||
| T 3.75% 04/15/26 | 6,570,000.00 | 6,546,545.88 | |||
| T 3.75% 06/30/30 | 3,000,000.00 | 2,950,136.73 | |||
| T 3.75% 08/31/31 | 8,000,000.00 | 7,811,562.48 | |||
| T 3.75% 11/15/43 | 6,130,000.00 | 5,416,908.62 | |||
| T 3.75% 12/31/30 | 6,160,000.00 | 6,039,928.10 | |||
| T 3.875% 02/15/43 | 2,500,000.00 | 2,265,136.72 | |||
| T 3.875% 08/15/33 | 11,070,000.00 | 10,769,466.76 | |||
| T 3.875% 08/15/34 | 13,770,000.00 | 13,317,096.16 | |||
| T 3.875% 08/15/40 | 1,450,000.00 | 1,341,986.32 | |||
| T 3.875% 09/30/29 | 8,540,000.00 | 8,473,948.39 | |||
| T 3.875% 10/15/27 | 11,000,000.00 | 10,967,128.92 | |||
| T 3.875% 11/30/29 | 8,130,000.00 | 8,063,467.41 | |||
| T 3% 02/15/47 | 3,920,000.00 | 2,984,865.61 | |||
| T 3% 02/15/48 | 1,000,000.00 | 753,554.69 | |||
| T 3% 02/15/49 | 1,000,000.00 | 747,246.09 | |||
| T 3% 05/15/42 | 2,450,000.00 | 1,974,068.36 | |||
| T 3% 05/15/45 | 700,000.00 | 543,238.28 | |||
| T 3% 05/15/47 | 4,710,000.00 | 3,576,564.26 | |||
| T 3% 08/15/48 | 3,250,000.00 | 2,437,373.05 | |||
| T 3% 08/15/52 | 5,200,000.00 | 3,821,492.16 | |||
| T 3% 11/15/44 | 2,800,000.00 | 2,183,453.13 | |||
| T 3% 11/15/45 | 2,300,000.00 | 1,775,671.87 | |||
| T 4.125% 03/31/29 | 3,350,000.00 | 3,359,749.03 | |||
| T 4.125% 03/31/31 | 6,800,000.00 | 6,792,562.50 | |||
| T 4.125% 07/31/31 | 5,950,000.00 | 5,937,216.78 | |||
| T 4.125% 08/15/53 | 4,300,000.00 | 3,913,083.97 | |||
| T 4.125% 08/31/30 | 9,200,000.00 | 9,205,570.32 | |||
| T 4.125% 10/31/27 | 3,100,000.00 | 3,109,929.67 | |||
| T 4.125% 10/31/31 | 5,000,000.00 | 4,984,960.95 | |||
| T 4.125% 11/15/32 | 8,000,000.00 | 7,957,187.52 | |||
| T 4.25% 02/15/54 | 10,550,000.00 | 9,821,184.58 | |||
| T 4.25% 02/28/31 | 9,000,000.00 | 9,049,921.92 | |||
| T 4.25% 05/15/39 | 900,000.00 | 877,746.09 | |||
| T 4.25% 06/30/31 | 7,830,000.00 | 7,868,232.40 | |||
| T 4.25% 08/15/54 | 4,400,000.00 | 4,104,031.27 | |||
| T 4.25% 11/15/34 | 10,180,000.00 | 10,131,485.98 | |||
| T 4.25% 11/15/40 | 740,000.00 | 714,273.44 | |||
| T 4.375% 02/15/38 | 1,000,000.00 | 997,539.06 | |||
| T 4.375% 05/15/34 | 9,830,000.00 | 9,888,173.64 | |||
| T 4.375% 05/15/40 | 1,900,000.00 | 1,866,750.00 | |||
| T 4.375% 05/15/41 | 650,000.00 | 634,486.32 | |||
| T 4.375% 07/15/27 | 12,800,000.00 | 12,905,250.04 | |||
| T 4.375% 08/15/26 | 6,000,000.00 | 6,024,492.18 | |||
| T 4.375% 08/15/43 | 1,500,000.00 | 1,447,851.57 | |||
| T 4.375% 08/31/28 | 14,150,000.00 | 14,309,740.19 | |||
| T 4.375% 11/15/39 | 960,000.00 | 945,187.49 | |||
| T 4.375% 11/30/30 | 4,500,000.00 | 4,555,371.10 | |||
| T 4.375% 12/15/26 | 13,000,000.00 | 13,071,855.42 | |||
| T 4.5% 02/15/36 | 1,090,000.00 | 1,113,332.81 | |||
| T 4.5% 04/15/27 | 9,150,000.00 | 9,238,104.52 | |||
| T 4.5% 05/15/38 | 550,000.00 | 555,457.03 | |||
| T 4.5% 05/31/29 | 11,000,000.00 | 11,188,418.01 | |||
| T 4.5% 07/15/26 | 10,000,000.00 | 10,052,539.10 | |||
| T 4.5% 08/15/39 | 1,700,000.00 | 1,699,867.19 | |||
| T 4.5% 11/15/33 | 9,270,000.00 | 9,422,991.24 | |||
| T 4.5% 11/15/54 | 3,250,000.00 | 3,164,179.68 | |||
| T 4.625% 02/15/40 | 1,380,000.00 | 1,394,500.77 | |||
| T 4.625% 04/30/31 | 7,070,000.00 | 7,248,821.29 | |||
| T 4.625% 05/15/54 | 9,450,000.00 | 9,368,235.37 | |||
| T 4.625% 09/15/26 | 4,000,000.00 | 4,032,265.64 | |||
| T 4.625% 09/30/30 | 3,010,000.00 | 3,085,132.42 | |||
| T 4.625% 10/15/26 | 9,520,000.00 | 9,601,068.70 | |||
| T 4.75% 02/15/41 | 750,000.00 | 765,322.26 | |||
| T 4.75% 11/15/53 | 3,880,000.00 | 3,919,254.69 | |||
| T 4.875% 05/31/26 | 3,400,000.00 | 3,429,816.40 | |||
| T 4.875% 10/31/30 | 4,960,000.00 | 5,145,418.73 | |||
| T 4% 01/15/27 | 7,200,000.00 | 7,196,343.76 | |||
| T 4% 02/15/34 | 11,600,000.00 | 11,356,445.35 | |||
| T 4% 02/28/30 | 1,350,000.00 | 1,346,044.91 | |||
| T 4% 07/31/30 | 3,980,000.00 | 3,960,100.00 | |||
| T 4% 10/31/29 | 6,550,000.00 | 6,532,089.81 | |||
| T 4% 11/15/52 | 7,400,000.00 | 6,590,769.52 | |||
| T 5.0% 05/15/37 | 400,000.00 | 424,578.12 | |||
| T 5.25% 11/15/28 | 1,300,000.00 | 1,353,066.40 | |||
| T 5.375% 02/15/31 | 1,950,000.00 | 2,075,378.91 | |||
| T 6.125% 11/15/27 | 1,450,000.00 | 1,527,994.13 | |||
| T 6.25% 05/15/30 | 1,050,000.00 | 1,154,548.82 | |||
| アメリカドル 小計 | 1,313,360,000.00 | 1,192,709,025.64 | |||
| (179,144,895,651) | |||||
| カナダドル | CAN 0.25% 03/01/26 | 1,340,000.00 | 1,311,351.71 | ||
| CAN 0.5% 12/01/30 | 2,320,000.00 | 2,042,789.48 | |||
| CAN 1.25% 03/01/27 | 1,880,000.00 | 1,834,435.96 | |||
| CAN 1.25% 06/01/30 | 3,950,000.00 | 3,665,113.75 | |||
| CAN 1.5% 06/01/26 | 910,000.00 | 898,976.99 | |||
| CAN 1.5% 06/01/31 | 3,500,000.00 | 3,235,953.66 | |||
| CAN 1.5% 12/01/31 | 3,840,000.00 | 3,519,723.29 | |||
| CAN 1.75% 12/01/53 | 2,920,000.00 | 2,088,286.12 | |||
| CAN 1% 06/01/27 | 810,000.00 | 783,767.33 | |||
| CAN 1% 09/01/26 | 1,530,000.00 | 1,496,966.39 | |||
| CAN 2.25% 06/01/29 | 240,000.00 | 236,312.25 | |||
| CAN 2.5% 12/01/32 | 2,300,000.00 | 2,228,678.67 | |||
| CAN 2.75% 03/01/30 | 610,000.00 | 610,930.39 | |||
| CAN 2.75% 06/01/33 | 1,200,000.00 | 1,180,282.75 | |||
| CAN 2.75% 09/01/27 | 2,350,000.00 | 2,359,585.32 | |||
| CAN 2.75% 12/01/48 | 980,000.00 | 893,458.58 | |||
| CAN 2.75% 12/01/55 | 2,600,000.00 | 2,326,371.33 | |||
| CAN 2.75% 12/01/64 | 620,000.00 | 557,092.31 | |||
| CAN 2% 06/01/28 | 410,000.00 | 402,615.85 | |||
| CAN 2% 06/01/32 | 1,420,000.00 | 1,336,174.15 | |||
| CAN 2% 12/01/51 | 3,750,000.00 | 2,885,695.20 | |||
| CAN 3.25% 06/01/35 | 1,140,000.00 | 1,155,263.68 | |||
| CAN 3.25% 09/01/28 | 1,890,000.00 | 1,927,914.57 | |||
| CAN 3.25% 11/01/26 | 2,050,000.00 | 2,071,581.66 | |||
| CAN 3.25% 12/01/33 | 2,370,000.00 | 2,414,543.15 | |||
| CAN 3.25% 12/01/34 | 2,860,000.00 | 2,904,709.31 | |||
| CAN 3.5% 03/01/28 | 1,600,000.00 | 1,640,732.91 | |||
| CAN 3.5% 09/01/29 | 2,970,000.00 | 3,069,827.25 | |||
| CAN 3.5% 12/01/45 | 960,000.00 | 993,746.20 | |||
| CAN 3.5% 12/01/57 | 200,000.00 | 206,680.99 | |||
| CAN 3% 04/01/26 | 3,740,000.00 | 3,753,967.73 | |||
| CAN 3% 06/01/34 | 4,000,000.00 | 3,988,802.67 | |||
| CAN 4.0% 06/01/41 | 740,000.00 | 812,948.68 | |||
| CAN 4% 03/01/29 | 2,180,000.00 | 2,288,138.57 | |||
| CAN 4% 05/01/26 | 2,250,000.00 | 2,283,865.92 | |||
| CAN 4% 08/01/26 | 1,490,000.00 | 1,518,009.72 | |||
| CAN 5.75% 06/01/29 | 1,490,000.00 | 1,672,513.94 | |||
| CAN 5.75% 06/01/33 | 1,620,000.00 | 1,940,098.87 | |||
| CAN 5% 06/01/37 | 490,000.00 | 581,492.65 | |||
| カナダドル 小計 | 73,520,000.00 | 71,119,399.95 | |||
| (7,479,627,292) | |||||
| メキシコペソ | MBONO 10% 11/20/36 | 8,550,000.00 | 8,879,879.94 | ||
| MBONO 5.5% 03/04/27 | 33,260,000.00 | 31,392,948.23 | |||
| MBONO 5.75% 03/05/26 | 46,850,000.00 | 45,654,833.54 | |||
| MBONO 7.5% 05/26/33 | 30,430,000.00 | 27,187,987.80 | |||
| MBONO 7.5% 06/03/27 | 39,090,000.00 | 38,180,166.17 | |||
| MBONO 7.75% 05/29/31 | 47,170,000.00 | 44,013,889.72 | |||
| MBONO 7.75% 11/13/42 | 44,540,000.00 | 36,291,152.34 | |||
| MBONO 7.75% 11/23/34 | 31,960,000.00 | 28,528,077.34 | |||
| MBONO 7% 09/03/26 | 12,380,000.00 | 12,125,343.40 | |||
| MBONO 8.5% 03/01/29 | 38,390,000.00 | 37,743,512.40 | |||
| MBONO 8.5% 05/31/29 | 32,230,000.00 | 31,660,833.67 | |||
| MBONO 8.5% 11/18/38 | 21,430,000.00 | 19,434,893.35 | |||
| MBONO 8% 07/31/53 | 32,730,000.00 | 26,529,809.46 | |||
| MBONO 8% 11/07/47 | 24,600,000.00 | 20,205,086.26 | |||
| メキシコペソ 小計 | 443,610,000.00 | 407,828,413.62 | |||
| (3,055,409,691) | |||||
| ユーロ | BGB 0.1% 06/22/30 | 1,420,000.00 | 1,240,484.31 | ||
| BGB 0.35% 06/22/32 | 2,040,000.00 | 1,691,703.66 | |||
| BGB 0.4% 06/22/40 | 1,020,000.00 | 634,015.42 | |||
| BGB 0.65% 06/22/71 | 530,000.00 | 178,585.23 | |||
| BGB 0.8% 06/22/27 | 1,510,000.00 | 1,462,487.85 | |||
| BGB 0.8% 06/22/28 | 1,600,000.00 | 1,520,337.60 | |||
| BGB 0.9% 06/22/29 | 1,790,000.00 | 1,671,542.27 | |||
| BGB 0% 10/22/27 | 900,000.00 | 848,698.64 | |||
| BGB 0% 10/22/31 | 1,460,000.00 | 1,210,180.12 | |||
| BGB 1.25% 04/22/33 | 1,310,000.00 | 1,144,740.22 | |||
| BGB 1.4% 06/22/53 | 1,050,000.00 | 599,413.50 | |||
| BGB 1.45% 06/22/37 | 630,000.00 | 503,715.24 | |||
| BGB 1.6% 06/22/47 | 950,000.00 | 631,974.20 | |||
| BGB 1.7% 06/22/50 | 1,100,000.00 | 711,898.55 | |||
| BGB 1.9% 06/22/38 | 950,000.00 | 785,726.95 | |||
| BGB 1% 06/22/26 | 1,560,000.00 | 1,537,731.00 | |||
| BGB 1% 06/22/31 | 1,670,000.00 | 1,495,948.83 | |||
| BGB 2.15% 06/22/66 | 880,000.00 | 561,200.96 | |||
| BGB 2.25% 06/22/57 | 670,000.00 | 457,836.12 | |||
| BGB 2.7% 10/22/29 | 610,000.00 | 611,843.72 | |||
| BGB 2.75% 04/22/39 | 730,000.00 | 663,762.72 | |||
| BGB 2.85% 10/22/34 | 1,260,000.00 | 1,217,978.36 | |||
| BGB 3.1% 06/22/35 | 520,000.00 | 509,616.25 | |||
| BGB 3.3% 06/22/54 | 1,020,000.00 | 899,930.70 | |||
| BGB 3.45% 06/22/43 | 440,000.00 | 420,885.74 | |||
| BGB 3.5% 06/22/55 | 690,000.00 | 628,156.68 | |||
| BGB 3.75% 06/22/45 | 930,000.00 | 921,093.39 | |||
| BGB 3% 06/22/33 | 1,450,000.00 | 1,438,044.75 | |||
| BGB 3% 06/22/34 | 1,220,000.00 | 1,200,689.22 | |||
| BGB 4.25% 03/28/41 | 1,680,000.00 | 1,787,763.60 | |||
| BGB 4.5% 03/28/26 | 1,110,000.00 | 1,135,109.53 | |||
| BGB 4% 03/28/32 | 880,000.00 | 936,307.24 | |||
| BGB 5.5% 03/28/28 | 2,040,000.00 | 2,221,447.80 | |||
| BGB 5% 03/28/35 | 2,180,000.00 | 2,492,871.42 | |||
| BKO 2.2% 03/11/27 | 1,490,000.00 | 1,491,888.57 | |||
| BKO 2.5% 03/19/26 | 2,100,000.00 | 2,107,474.32 | |||
| BKO 2.7% 09/17/26 | 2,650,000.00 | 2,671,832.02 | |||
| BKO 2.9% 06/18/26 | 1,290,000.00 | 1,301,750.86 | |||
| BTPS 0.25% 03/15/28 | 2,030,000.00 | 1,899,488.25 | |||
| BTPS 0.45% 02/15/29 | 1,640,000.00 | 1,503,880.00 | |||
| BTPS 0.5% 07/15/28 | 1,300,000.00 | 1,215,072.30 | |||
| BTPS 0.6% 08/01/31 | 1,960,000.00 | 1,663,320.68 | |||
| BTPS 0.85% 01/15/27 | 2,340,000.00 | 2,283,222.24 | |||
| BTPS 0.9% 04/01/31 | 2,920,000.00 | 2,554,864.22 | |||
| BTPS 0.95% 03/01/37 | 2,420,000.00 | 1,734,365.60 | |||
| BTPS 0.95% 06/01/32 | 1,600,000.00 | 1,353,520.00 | |||
| BTPS 0.95% 08/01/30 | 1,180,000.00 | 1,057,350.80 | |||
| BTPS 0.95% 09/15/27 | 2,040,000.00 | 1,970,775.15 | |||
| BTPS 0.95% 12/01/31 | 1,630,000.00 | 1,400,773.10 | |||
| BTPS 0% 04/01/26 | 2,240,000.00 | 2,191,056.00 | |||
| BTPS 0% 08/01/26 | 3,230,000.00 | 3,137,319.99 | |||
| BTPS 1.1% 04/01/27 | 2,350,000.00 | 2,294,046.50 | |||
| BTPS 1.25% 12/01/26 | 1,670,000.00 | 1,643,667.74 | |||
| BTPS 1.35% 04/01/30 | 2,250,000.00 | 2,081,626.87 | |||
| BTPS 1.45% 03/01/36 | 1,730,000.00 | 1,358,540.45 | |||
| BTPS 1.5% 04/30/45 | 1,250,000.00 | 787,671.87 | |||
| BTPS 1.6% 06/01/26 | 1,080,000.00 | 1,072,537.78 | |||
| BTPS 1.65% 03/01/32 | 2,670,000.00 | 2,392,707.15 | |||
| BTPS 1.65% 12/01/30 | 2,540,000.00 | 2,344,465.72 | |||
| BTPS 1.7% 09/01/51 | 1,520,000.00 | 893,175.18 | |||
| BTPS 1.8% 03/01/41 | 1,210,000.00 | 872,486.23 | |||
| BTPS 2.05% 08/01/27 | 1,280,000.00 | 1,271,562.24 | |||
| BTPS 2.1% 07/15/26 | 1,440,000.00 | 1,437,977.41 | |||
| BTPS 2.15% 03/01/72 | 690,000.00 | 396,734.82 | |||
| BTPS 2.15% 09/01/52 | 1,020,000.00 | 654,591.88 | |||
| BTPS 2.2% 06/01/27 | 2,280,000.00 | 2,274,963.48 | |||
| BTPS 2.25% 09/01/36 | 1,650,000.00 | 1,400,979.93 | |||
| BTPS 2.45% 09/01/33 | 2,310,000.00 | 2,124,546.84 | |||
| BTPS 2.45% 09/01/50 | 1,530,000.00 | 1,073,853.06 | |||
| BTPS 2.5% 12/01/32 | 2,520,000.00 | 2,357,976.60 | |||
| BTPS 2.65% 12/01/27 | 1,760,000.00 | 1,769,044.64 | |||
| BTPS 2.7% 03/01/47 | 1,470,000.00 | 1,127,699.47 | |||
| BTPS 2.7% 10/15/27 | 1,200,000.00 | 1,206,801.60 | |||
| BTPS 2.8% 03/01/67 | 1,050,000.00 | 725,039.17 | |||
| BTPS 2.8% 06/15/29 | 2,610,000.00 | 2,608,867.91 | |||
| BTPS 2.8% 12/01/28 | 2,070,000.00 | 2,082,267.23 | |||
| BTPS 2.95% 02/15/27 | 2,920,000.00 | 2,951,803.47 | |||
| BTPS 2.95% 09/01/38 | 1,380,000.00 | 1,222,282.56 | |||
| BTPS 2% 02/01/28 | 2,260,000.00 | 2,231,930.80 | |||
| BTPS 3.1% 03/01/40 | 1,040,000.00 | 916,767.28 | |||
| BTPS 3.1% 08/28/26 | 1,210,000.00 | 1,223,192.75 | |||
| BTPS 3.15% 11/15/31 | 2,170,000.00 | 2,142,819.66 | |||
| BTPS 3.25% 03/01/38 | 2,080,000.00 | 1,911,393.12 | |||
| BTPS 3.25% 09/01/46 | 2,270,000.00 | 1,918,262.36 | |||
| BTPS 3.35% 03/01/35 | 2,330,000.00 | 2,249,591.70 | |||
| BTPS 3.35% 07/01/29 | 2,620,000.00 | 2,668,843.35 | |||
| BTPS 3.4% 04/01/28 | 1,550,000.00 | 1,587,920.75 | |||
| BTPS 3.45% 03/01/48 | 1,820,000.00 | 1,571,579.10 | |||
| BTPS 3.45% 07/15/31 | 1,710,000.00 | 1,724,624.09 | |||
| BTPS 3.5% 02/15/31 | 2,960,000.00 | 3,003,837.60 | |||
| BTPS 3.5% 03/01/30 | 2,360,000.00 | 2,422,606.08 | |||
| BTPS 3.65% 08/01/35 | 910,000.00 | 893,930.31 | |||
| BTPS 3.7% 06/15/30 | 1,730,000.00 | 1,782,145.66 | |||
| BTPS 3.8% 04/15/26 | 1,870,000.00 | 1,899,483.54 | |||
| BTPS 3.8% 08/01/28 | 1,760,000.00 | 1,825,243.20 | |||
| BTPS 3.85% 02/01/35 | 1,230,000.00 | 1,235,160.46 | |||
| BTPS 3.85% 07/01/34 | 1,480,000.00 | 1,494,407.80 | |||
| BTPS 3.85% 09/01/49 | 1,940,000.00 | 1,771,992.12 | |||
| BTPS 3.85% 09/15/26 | 860,000.00 | 878,892.48 | |||
| BTPS 3.85% 10/01/40 | 1,300,000.00 | 1,240,238.67 | |||
| BTPS 3.85% 12/15/29 | 2,860,000.00 | 2,975,343.80 | |||
| BTPS 3% 08/01/29 | 1,150,000.00 | 1,158,837.75 | |||
| BTPS 4.1% 02/01/29 | 1,540,000.00 | 1,614,099.41 | |||
| BTPS 4.15% 10/01/39 | 1,010,000.00 | 1,006,429.65 | |||
| BTPS 4.2% 03/01/34 | 2,980,000.00 | 3,098,867.73 | |||
| BTPS 4.3% 10/01/54 | 1,120,000.00 | 1,072,965.60 | |||
| BTPS 4.35% 11/01/33 | 2,090,000.00 | 2,201,114.85 | |||
| BTPS 4.4% 05/01/33 | 1,060,000.00 | 1,123,698.05 | |||
| BTPS 4.45% 09/01/43 | 1,560,000.00 | 1,580,074.86 | |||
| BTPS 4.5% 03/01/26 | 2,080,000.00 | 2,122,226.91 | |||
| BTPS 4.5% 10/01/53 | 1,510,000.00 | 1,502,551.54 | |||
| BTPS 4.75% 09/01/28 | 2,630,000.00 | 2,813,478.53 | |||
| BTPS 4.75% 09/01/44 | 1,850,000.00 | 1,949,826.92 | |||
| BTPS 4% 02/01/37 | 3,070,000.00 | 3,096,755.05 | |||
| BTPS 4% 04/30/35 | 880,000.00 | 899,400.04 | |||
| BTPS 4% 10/30/31 | 1,250,000.00 | 1,305,676.25 | |||
| BTPS 4% 11/15/30 | 2,310,000.00 | 2,409,478.99 | |||
| BTPS 5.0% 08/01/39 | 2,680,000.00 | 2,928,972.00 | |||
| BTPS 5.25% 11/01/29 | 2,930,000.00 | 3,232,966.39 | |||
| BTPS 5.75% 02/01/33 | 2,530,000.00 | 2,915,458.15 | |||
| BTPS 5% 08/01/34 | 2,830,000.00 | 3,119,360.42 | |||
| BTPS 5% 09/01/40 | 2,640,000.00 | 2,873,258.52 | |||
| BTPS 6.5% 11/01/27 | 2,700,000.00 | 2,975,696.46 | |||
| BTPS 6% 05/01/31 | 1,140,000.00 | 1,317,466.08 | |||
| BTPS 7.25% 11/01/26 | 1,400,000.00 | 1,509,975.60 | |||
| DBR 0.25% 02/15/27 | 2,490,000.00 | 2,405,589.00 | |||
| DBR 0.25% 02/15/29 | 1,970,000.00 | 1,825,461.10 | |||
| DBR 0.25% 08/15/28 | 2,090,000.00 | 1,958,128.31 | |||
| DBR 0.5% 02/15/28 | 1,360,000.00 | 1,297,632.10 | |||
| DBR 0.5% 08/15/27 | 350,000.00 | 336,897.75 | |||
| DBR 0% 02/15/30 | 1,260,000.00 | 1,124,121.60 | |||
| DBR 0% 02/15/31 | 1,660,000.00 | 1,439,062.49 | |||
| DBR 0% 02/15/32 | 3,100,000.00 | 2,604,523.90 | |||
| DBR 0% 05/15/35 | 2,650,000.00 | 1,996,580.86 | |||
| DBR 0% 05/15/36 | 2,430,000.00 | 1,768,043.70 | |||
| DBR 0% 08/15/26 | 2,920,000.00 | 2,839,262.00 | |||
| DBR 0% 08/15/29 | 2,360,000.00 | 2,136,272.00 | |||
| DBR 0% 08/15/30 | 3,050,000.00 | 2,684,902.80 | |||
| DBR 0% 08/15/30 | 1,980,000.00 | 1,743,748.38 | |||
| DBR 0% 08/15/31 | 3,490,000.00 | 2,980,473.96 | |||
| DBR 0% 08/15/50 | 5,240,000.00 | 2,427,947.43 | |||
| DBR 0% 08/15/52 | 3,020,000.00 | 1,317,581.41 | |||
| DBR 0% 11/15/27 | 2,820,000.00 | 2,666,391.78 | |||
| DBR 0% 11/15/28 | 1,990,000.00 | 1,837,774.95 | |||
| DBR 1.25% 08/15/48 | 3,480,000.00 | 2,418,730.50 | |||
| DBR 1.7% 08/15/32 | 2,600,000.00 | 2,445,454.70 | |||
| DBR 1.8% 08/15/53 | 3,920,000.00 | 2,954,876.40 | |||
| DBR 1% 05/15/38 | 2,360,000.00 | 1,854,287.40 | |||
| DBR 2.1% 11/15/29 | 2,680,000.00 | 2,647,290.60 | |||
| DBR 2.2% 02/15/34 | 3,550,000.00 | 3,402,818.77 | |||
| DBR 2.3% 02/15/33 | 4,320,000.00 | 4,213,157.76 | |||
| DBR 2.4% 11/15/30 | 2,420,000.00 | 2,409,367.12 | |||
| DBR 2.5% 02/15/35 | 2,100,000.00 | 2,047,029.85 | |||
| DBR 2.5% 07/04/44 | 2,930,000.00 | 2,677,770.95 | |||
| DBR 2.5% 08/15/46 | 3,120,000.00 | 2,827,364.27 | |||
| DBR 2.5% 08/15/54 | 2,270,000.00 | 1,997,397.97 | |||
| DBR 2.6% 05/15/41 | 860,000.00 | 807,911.08 | |||
| DBR 2.6% 08/15/33 | 2,890,000.00 | 2,870,348.00 | |||
| DBR 2.6% 08/15/34 | 2,440,000.00 | 2,406,974.60 | |||
| DBR 3.25% 07/04/42 | 1,950,000.00 | 1,992,455.40 | |||
| DBR 4.0% 01/04/37 | 2,570,000.00 | 2,843,956.86 | |||
| DBR 4.25% 07/04/39 | 1,810,000.00 | 2,064,426.27 | |||
| DBR 4.75% 07/04/28 | 1,430,000.00 | 1,543,597.77 | |||
| DBR 4.75% 07/04/34 | 2,500,000.00 | 2,910,261.24 | |||
| DBR 4.75% 07/04/40 | 2,060,000.00 | 2,483,565.87 | |||
| DBR 5.5% 01/04/31 | 3,100,000.00 | 3,598,816.97 | |||
| DBR 5.625% 01/04/28 | 2,160,000.00 | 2,359,448.99 | |||
| DBR 6.25% 01/04/30 | 1,850,000.00 | 2,167,511.23 | |||
| DBR 6.5% 07/04/27 | 2,690,000.00 | 2,948,347.60 | |||
| FRTR 0.25% 11/25/26 | 3,700,000.00 | 3,582,007.00 | |||
| FRTR 0.5% 05/25/26 | 3,160,000.00 | 3,101,015.44 | |||
| FRTR 0.5% 05/25/29 | 4,260,000.00 | 3,898,634.85 | |||
| FRTR 0.5% 05/25/40 | 3,140,000.00 | 1,963,468.90 | |||
| FRTR 0.5% 05/25/72 | 1,290,000.00 | 378,282.82 | |||
| FRTR 0.5% 06/25/44 | 2,030,000.00 | 1,114,112.72 | |||
| FRTR 0.75% 02/25/28 | 5,200,000.00 | 4,956,168.10 | |||
| FRTR 0.75% 05/25/28 | 5,290,000.00 | 5,013,470.54 | |||
| FRTR 0.75% 05/25/52 | 2,950,000.00 | 1,382,160.55 | |||
| FRTR 0.75% 05/25/53 | 3,040,000.00 | 1,385,354.60 | |||
| FRTR 0.75% 11/25/28 | 5,220,000.00 | 4,888,357.74 | |||
| FRTR 0% 02/25/27 | 4,000,000.00 | 3,832,114.98 | |||
| FRTR 0% 05/25/32 | 3,780,000.00 | 3,033,214.67 | |||
| FRTR 0% 11/25/29 | 4,820,000.00 | 4,247,056.24 | |||
| FRTR 0% 11/25/30 | 6,120,000.00 | 5,202,810.88 | |||
| FRTR 0% 11/25/31 | 5,040,000.00 | 4,126,283.28 | |||
| FRTR 1.25% 05/25/34 | 5,510,000.00 | 4,602,356.98 | |||
| FRTR 1.25% 05/25/36 | 4,450,000.00 | 3,518,766.30 | |||
| FRTR 1.25% 05/25/38 | 3,080,000.00 | 2,303,524.30 | |||
| FRTR 1.5% 05/25/31 | 5,970,000.00 | 5,483,477.83 | |||
| FRTR 1.5% 05/25/50 | 3,050,000.00 | 1,856,338.27 | |||
| FRTR 1.75% 05/25/66 | 2,000,000.00 | 1,104,110.00 | |||
| FRTR 1.75% 06/25/39 | 3,570,000.00 | 2,807,758.59 | |||
| FRTR 1% 05/25/27 | 4,970,000.00 | 4,835,723.02 | |||
| FRTR 2.5% 05/25/30 | 5,570,000.00 | 5,485,468.28 | |||
| FRTR 2.5% 05/25/43 | 2,270,000.00 | 1,865,463.30 | |||
| FRTR 2.5% 09/24/26 | 3,690,000.00 | 3,705,863.31 | |||
| FRTR 2.5% 09/24/27 | 4,040,000.00 | 4,052,810.84 | |||
| FRTR 2.75% 02/25/29 | 8,000,000.00 | 8,031,488.80 | |||
| FRTR 2.75% 02/25/30 | 3,670,000.00 | 3,660,797.47 | |||
| FRTR 2.75% 10/25/27 | 4,140,000.00 | 4,178,843.54 | |||
| FRTR 2% 05/25/48 | 2,860,000.00 | 2,021,513.78 | |||
| FRTR 2% 11/25/32 | 3,160,000.00 | 2,908,403.17 | |||
| FRTR 3.2% 05/25/35 | 1,280,000.00 | 1,249,514.64 | |||
| FRTR 3.25% 05/25/45 | 2,980,000.00 | 2,712,095.02 | |||
| FRTR 3.25% 05/25/55 | 1,740,000.00 | 1,487,084.04 | |||
| FRTR 3.5% 04/25/26 | 4,730,000.00 | 4,797,232.22 | |||
| FRTR 3.5% 11/25/33 | 4,100,000.00 | 4,157,352.85 | |||
| FRTR 3.6% 05/25/42 | 1,050,000.00 | 1,015,788.37 | |||
| FRTR 3.75% 05/25/56 | 1,070,000.00 | 1,001,584.20 | |||
| FRTR 3% 05/25/33 | 4,210,000.00 | 4,133,941.08 | |||
| FRTR 3% 05/25/54 | 2,450,000.00 | 2,004,185.75 | |||
| FRTR 3% 06/25/49 | 1,100,000.00 | 936,819.94 | |||
| FRTR 3% 11/25/34 | 4,450,000.00 | 4,296,341.50 | |||
| FRTR 4.5% 04/25/41 | 3,490,000.00 | 3,781,837.29 | |||
| FRTR 4.75% 04/25/35 | 2,960,000.00 | 3,282,447.60 | |||
| FRTR 4% 04/25/55 | 2,540,000.00 | 2,503,576.40 | |||
| FRTR 4% 04/25/60 | 1,970,000.00 | 1,935,379.70 | |||
| FRTR 4% 10/25/38 | 2,140,000.00 | 2,210,378.18 | |||
| FRTR 5.5% 04/25/29 | 5,920,000.00 | 6,564,147.50 | |||
| FRTR 5.75% 10/25/32 | 4,370,000.00 | 5,128,118.52 | |||
| IRISH 0.2% 05/15/27 | 670,000.00 | 642,065.69 | |||
| IRISH 0.2% 10/18/30 | 910,000.00 | 793,262.47 | |||
| IRISH 0.35% 10/18/32 | 600,000.00 | 497,170.80 | |||
| IRISH 0.4% 05/15/35 | 690,000.00 | 526,375.29 | |||
| IRISH 0.55% 04/22/41 | 410,000.00 | 269,067.11 | |||
| IRISH 0.9% 05/15/28 | 770,000.00 | 737,358.93 | |||
| IRISH 0% 10/18/31 | 1,120,000.00 | 933,299.91 | |||
| IRISH 1.1% 05/15/29 | 980,000.00 | 926,476.32 | |||
| IRISH 1.3% 05/15/33 | 610,000.00 | 538,949.17 | |||
| IRISH 1.35% 03/18/31 | 370,000.00 | 342,465.80 | |||
| IRISH 1.5% 05/15/50 | 800,000.00 | 545,596.00 | |||
| IRISH 1.7% 05/15/37 | 740,000.00 | 626,709.70 | |||
| IRISH 1% 05/15/26 | 1,000,000.00 | 987,133.87 | |||
| IRISH 2.4% 05/15/30 | 930,000.00 | 919,549.59 | |||
| IRISH 2.6% 10/18/34 | 200,000.00 | 192,146.00 | |||
| IRISH 2% 02/18/45 | 1,010,000.00 | 809,952.33 | |||
| IRISH 3.15% 10/18/55 | 280,000.00 | 261,769.76 | |||
| IRISH 3% 10/18/43 | 370,000.00 | 351,230.08 | |||
| NETHER 0.25% 07/15/29 | 1,390,000.00 | 1,265,675.96 | |||
| NETHER 0.5% 01/15/40 | 1,470,000.00 | 1,010,716.87 | |||
| NETHER 0.5% 07/15/26 | 1,750,000.00 | 1,713,908.00 | |||
| NETHER 0.5% 07/15/32 | 1,300,000.00 | 1,108,133.61 | |||
| NETHER 0.75% 07/15/27 | 1,060,000.00 | 1,025,553.18 | |||
| NETHER 0.75% 07/15/28 | 1,540,000.00 | 1,462,933.78 | |||
| NETHER 0% 01/15/27 | 1,640,000.00 | 1,577,876.80 | |||
| NETHER 0% 01/15/29 | 1,770,000.00 | 1,616,398.06 | |||
| NETHER 0% 01/15/38 | 1,340,000.00 | 898,947.70 | |||
| NETHER 0% 01/15/52 | 1,810,000.00 | 787,726.48 | |||
| NETHER 0% 07/15/30 | 1,350,000.00 | 1,179,657.67 | |||
| NETHER 0% 07/15/31 | 1,370,000.00 | 1,160,718.24 | |||
| NETHER 2.5% 01/15/30 | 1,080,000.00 | 1,078,734.24 | |||
| NETHER 2.5% 01/15/33 | 1,210,000.00 | 1,184,828.37 | |||
| NETHER 2.5% 07/15/33 | 1,170,000.00 | 1,139,858.16 | |||
| NETHER 2.5% 07/15/34 | 1,730,000.00 | 1,669,407.60 | |||
| NETHER 2.75% 01/15/47 | 2,160,000.00 | 2,001,342.60 | |||
| NETHER 2% 01/15/54 | 1,490,000.00 | 1,151,972.64 | |||
| NETHER 3.25% 01/15/44 | 840,000.00 | 842,776.20 | |||
| NETHER 3.75% 01/15/42 | 1,700,000.00 | 1,815,674.80 | |||
| NETHER 4% 01/15/37 | 1,660,000.00 | 1,809,066.67 | |||
| NETHER 5.5% 01/15/28 | 1,600,000.00 | 1,737,949.12 | |||
| OBL 0% 04/10/26 | 3,070,000.00 | 3,004,754.82 | |||
| OBL 0% 04/16/27 | 2,920,000.00 | 2,797,424.05 | |||
| OBL 0% 10/09/26 | 2,680,000.00 | 2,596,732.40 | |||
| OBL 1.3% 10/15/27 | 3,550,000.00 | 3,477,657.21 | |||
| OBL 2.1% 04/12/29 | 3,360,000.00 | 3,331,514.53 | |||
| OBL 2.2% 04/13/28 | 2,420,000.00 | 2,419,927.40 | |||
| OBL 2.4% 10/19/28 | 4,270,000.00 | 4,289,513.90 | |||
| OBL 2.5% 10/11/29 | 2,090,000.00 | 2,101,037.29 | |||
| PGB 0.3% 10/17/31 | 840,000.00 | 716,010.96 | |||
| PGB 0.475% 10/18/30 | 1,000,000.00 | 889,388.75 | |||
| PGB 0.7% 10/15/27 | 700,000.00 | 673,733.80 | |||
| PGB 0.9% 10/12/35 | 640,000.00 | 503,799.84 | |||
| PGB 1.15% 04/11/42 | 470,000.00 | 317,706.84 | |||
| PGB 1.65% 07/16/32 | 890,000.00 | 816,979.06 | |||
| PGB 1.95% 06/15/29 | 1,250,000.00 | 1,223,079.40 | |||
| PGB 1% 04/12/52 | 590,000.00 | 307,565.23 | |||
| PGB 2.125% 10/17/28 | 1,400,000.00 | 1,387,722.00 | |||
| PGB 2.25% 04/18/34 | 790,000.00 | 734,879.72 | |||
| PGB 2.875% 07/21/26 | 950,000.00 | 960,083.01 | |||
| PGB 2.875% 10/20/34 | 810,000.00 | 786,983.85 | |||
| PGB 3.5% 06/18/38 | 440,000.00 | 437,035.50 | |||
| PGB 3.625% 06/12/54 | 290,000.00 | 271,575.93 | |||
| PGB 3.875% 02/15/30 | 700,000.00 | 741,853.42 | |||
| PGB 3% 06/15/35 | 350,000.00 | 341,050.06 | |||
| PGB 4.1% 02/15/45 | 710,000.00 | 737,038.00 | |||
| PGB 4.1% 04/15/37 | 980,000.00 | 1,042,548.20 | |||
| PGB 4.125% 04/14/27 | 800,000.00 | 830,870.00 | |||
| RAGB 0.25% 10/20/36 | 720,000.00 | 511,612.20 | |||
| RAGB 0.5% 02/20/29 | 1,800,000.00 | 1,667,754.00 | |||
| RAGB 0.5% 04/20/27 | 1,490,000.00 | 1,437,589.25 | |||
| RAGB 0.7% 04/20/71 | 540,000.00 | 207,881.51 | |||
| RAGB 0.75% 02/20/28 | 1,010,000.00 | 964,724.73 | |||
| RAGB 0.75% 03/20/51 | 930,000.00 | 498,596.25 | |||
| RAGB 0.75% 10/20/26 | 1,480,000.00 | 1,447,082.95 | |||
| RAGB 0.85% 06/30/20 | 230,000.00 | 81,259.28 | |||
| RAGB 0.9% 02/20/32 | 1,480,000.00 | 1,297,841.60 | |||
| RAGB 0% 02/20/30 | 1,790,000.00 | 1,575,674.35 | |||
| RAGB 0% 02/20/31 | 1,670,000.00 | 1,420,727.45 | |||
| RAGB 0% 10/20/28 | 1,340,000.00 | 1,228,666.10 | |||
| RAGB 0% 10/20/40 | 650,000.00 | 383,666.05 | |||
| RAGB 1.5% 02/20/47 | 1,080,000.00 | 752,619.60 | |||
| RAGB 1.5% 11/02/86 | 440,000.00 | 229,071.48 | |||
| RAGB 1.85% 05/23/49 | 660,000.00 | 483,171.48 | |||
| RAGB 2.1% 09/20/17 | 650,000.00 | 426,790.00 | |||
| RAGB 2.4% 05/23/34 | 930,000.00 | 879,653.52 | |||
| RAGB 2.9% 02/20/33 | 1,650,000.00 | 1,640,472.90 | |||
| RAGB 2.9% 02/20/34 | 1,060,000.00 | 1,045,328.54 | |||
| RAGB 2.9% 05/23/29 | 350,000.00 | 354,987.15 | |||
| RAGB 2.95% 02/20/35 | 860,000.00 | 844,912.59 | |||
| RAGB 3.15% 06/20/44 | 960,000.00 | 912,245.76 | |||
| RAGB 3.15% 10/20/53 | 540,000.00 | 498,786.39 | |||
| RAGB 3.2% 07/15/39 | 330,000.00 | 322,903.68 | |||
| RAGB 3.45% 10/20/30 | 330,000.00 | 342,293.82 | |||
| RAGB 3.8% 01/26/62 | 420,000.00 | 439,434.24 | |||
| RAGB 4.15% 03/15/37 | 1,550,000.00 | 1,679,820.25 | |||
| RAGB 4.85% 03/15/26 | 1,090,000.00 | 1,117,675.10 | |||
| RAGB 6.25% 07/15/27 | 1,180,000.00 | 1,283,238.20 | |||
| RFGB 0.125% 04/15/36 | 440,000.00 | 312,886.20 | |||
| RFGB 0.125% 04/15/52 | 460,000.00 | 192,864.89 | |||
| RFGB 0.125% 09/15/31 | 710,000.00 | 597,440.50 | |||
| RFGB 0.25% 09/15/40 | 350,000.00 | 216,397.12 | |||
| RFGB 0.5% 04/15/26 | 540,000.00 | 530,840.92 | |||
| RFGB 0.5% 04/15/43 | 490,000.00 | 295,319.32 | |||
| RFGB 0.5% 09/15/27 | 540,000.00 | 516,854.25 | |||
| RFGB 0.5% 09/15/28 | 780,000.00 | 730,271.88 | |||
| RFGB 0.5% 09/15/29 | 610,000.00 | 556,994.96 | |||
| RFGB 0.75% 04/15/31 | 510,000.00 | 452,900.65 | |||
| RFGB 0% 09/15/26 | 460,000.00 | 445,716.77 | |||
| RFGB 0% 09/15/30 | 720,000.00 | 621,764.64 | |||
| RFGB 1.125% 04/15/34 | 640,000.00 | 540,911.19 | |||
| RFGB 1.375% 04/15/27 | 350,000.00 | 343,970.88 | |||
| RFGB 1.375% 04/15/47 | 570,000.00 | 384,540.24 | |||
| RFGB 1.5% 09/15/32 | 570,000.00 | 515,128.66 | |||
| RFGB 2.5% 04/15/30 | 460,000.00 | 456,848.31 | |||
| RFGB 2.625% 07/04/42 | 470,000.00 | 419,054.23 | |||
| RFGB 2.75% 04/15/38 | 400,000.00 | 373,411.00 | |||
| RFGB 2.75% 07/04/28 | 680,000.00 | 687,553.44 | |||
| RFGB 2.875% 04/15/29 | 520,000.00 | 526,857.12 | |||
| RFGB 2.95% 04/15/55 | 390,000.00 | 345,739.68 | |||
| RFGB 3.2% 04/15/45 | 270,000.00 | 257,085.63 | |||
| RFGB 3% 09/15/33 | 790,000.00 | 786,979.04 | |||
| RFGB 3% 09/15/34 | 590,000.00 | 583,525.48 | |||
| SPGB 0.1% 04/30/31 | 3,160,000.00 | 2,671,799.74 | |||
| SPGB 0.5% 04/30/30 | 2,930,000.00 | 2,619,376.05 | |||
| SPGB 0.5% 10/31/31 | 2,570,000.00 | 2,194,068.11 | |||
| SPGB 0.6% 10/31/29 | 2,930,000.00 | 2,667,869.74 | |||
| SPGB 0.7% 04/30/32 | 2,500,000.00 | 2,131,641.25 | |||
| SPGB 0.8% 07/30/27 | 2,440,000.00 | 2,357,142.48 | |||
| SPGB 0.8% 07/30/29 | 2,210,000.00 | 2,042,444.38 | |||
| SPGB 0.85% 07/30/37 | 1,940,000.00 | 1,408,388.59 | |||
| SPGB 0% 01/31/27 | 2,910,000.00 | 2,792,450.55 | |||
| SPGB 0% 01/31/28 | 3,050,000.00 | 2,850,266.17 | |||
| SPGB 1.2% 10/31/40 | 1,810,000.00 | 1,257,472.16 | |||
| SPGB 1.25% 10/31/30 | 3,010,000.00 | 2,765,283.99 | |||
| SPGB 1.3% 10/31/26 | 1,870,000.00 | 1,844,250.10 | |||
| SPGB 1.4% 04/30/28 | 3,780,000.00 | 3,666,193.64 | |||
| SPGB 1.4% 07/30/28 | 3,300,000.00 | 3,185,374.50 | |||
| SPGB 1.45% 04/30/29 | 2,690,000.00 | 2,570,466.48 | |||
| SPGB 1.45% 10/31/27 | 2,100,000.00 | 2,053,605.75 | |||
| SPGB 1.45% 10/31/71 | 660,000.00 | 298,780.18 | |||
| SPGB 1.5% 04/30/27 | 1,170,000.00 | 1,152,166.27 | |||
| SPGB 1.85% 07/30/35 | 2,190,000.00 | 1,893,699.57 | |||
| SPGB 1.9% 10/31/52 | 1,890,000.00 | 1,214,351.93 | |||
| SPGB 1.95% 04/30/26 | 2,300,000.00 | 2,294,844.55 | |||
| SPGB 1.95% 07/30/30 | 2,020,000.00 | 1,937,008.30 | |||
| SPGB 1% 07/30/42 | 1,750,000.00 | 1,122,121.87 | |||
| SPGB 1% 10/31/50 | 2,120,000.00 | 1,110,848.20 | |||
| SPGB 2.35% 07/30/33 | 2,180,000.00 | 2,044,581.12 | |||
| SPGB 2.5% 05/31/27 | 2,330,000.00 | 2,339,817.90 | |||
| SPGB 2.55% 10/31/32 | 2,500,000.00 | 2,406,375.00 | |||
| SPGB 2.7% 10/31/48 | 1,860,000.00 | 1,494,448.15 | |||
| SPGB 2.8% 05/31/26 | 2,430,000.00 | 2,446,340.52 | |||
| SPGB 2.9% 10/31/46 | 1,930,000.00 | 1,635,529.28 | |||
| SPGB 3.1% 07/30/31 | 360,000.00 | 363,014.56 | |||
| SPGB 3.15% 04/30/33 | 2,170,000.00 | 2,165,262.34 | |||
| SPGB 3.15% 04/30/35 | 1,780,000.00 | 1,739,772.00 | |||
| SPGB 3.25% 04/30/34 | 2,150,000.00 | 2,138,674.87 | |||
| SPGB 3.45% 07/30/43 | 1,570,000.00 | 1,467,448.38 | |||
| SPGB 3.45% 07/30/66 | 1,530,000.00 | 1,309,661.64 | |||
| SPGB 3.45% 10/31/34 | 2,610,000.00 | 2,626,182.00 | |||
| SPGB 3.5% 05/31/29 | 2,500,000.00 | 2,583,718.74 | |||
| SPGB 3.55% 10/31/33 | 2,270,000.00 | 2,319,933.19 | |||
| SPGB 3.9% 07/30/39 | 1,550,000.00 | 1,572,459.50 | |||
| SPGB 4.2% 01/31/37 | 1,800,000.00 | 1,910,180.70 | |||
| SPGB 4.7% 07/30/41 | 1,990,000.00 | 2,195,153.08 | |||
| SPGB 4.9% 07/30/40 | 1,880,000.00 | 2,116,422.21 | |||
| SPGB 4% 10/31/54 | 1,260,000.00 | 1,226,795.52 | |||
| SPGB 5.15% 10/31/28 | 2,710,000.00 | 2,950,992.17 | |||
| SPGB 5.15% 10/31/44 | 1,640,000.00 | 1,909,197.80 | |||
| SPGB 5.75% 07/30/32 | 2,250,000.00 | 2,645,374.50 | |||
| SPGB 5.9% 07/30/26 | 2,310,000.00 | 2,423,276.62 | |||
| SPGB 6.0% 01/31/29 | 910,000.00 | 1,024,090.79 | |||
| ユーロ 小計 | 740,590,000.00 | 686,050,900.99 | |||
| (111,133,385,451) | |||||
| イギリスポンド | UKT 0.125% 01/31/28 | 1,510,000.00 | 1,355,302.87 | ||
| UKT 0.25% 07/31/31 | 2,490,000.00 | 1,934,768.29 | |||
| UKT 0.375% 10/22/26 | 2,930,000.00 | 2,768,037.89 | |||
| UKT 0.375% 10/22/30 | 2,180,000.00 | 1,766,634.04 | |||
| UKT 0.5% 01/31/29 | 3,190,000.00 | 2,779,510.80 | |||
| UKT 0.5% 10/22/61 | 2,420,000.00 | 656,304.00 | |||
| UKT 0.625% 07/31/35 | 2,250,000.00 | 1,500,750.00 | |||
| UKT 0.625% 10/22/50 | 1,850,000.00 | 668,405.00 | |||
| UKT 0.875% 01/31/46 | 1,530,000.00 | 690,030.00 | |||
| UKT 0.875% 07/31/33 | 2,790,000.00 | 2,078,620.69 | |||
| UKT 0.875% 10/22/29 | 1,460,000.00 | 1,262,813.13 | |||
| UKT 1.125% 01/31/39 | 2,130,000.00 | 1,316,979.00 | |||
| UKT 1.125% 10/22/73 | 1,050,000.00 | 345,555.00 | |||
| UKT 1.25% 07/22/27 | 1,250,000.00 | 1,172,389.25 | |||
| UKT 1.25% 07/31/51 | 2,810,000.00 | 1,210,267.00 | |||
| UKT 1.25% 10/22/41 | 2,190,000.00 | 1,253,556.00 | |||
| UKT 1.5% 07/22/26 | 1,400,000.00 | 1,352,610.00 | |||
| UKT 1.5% 07/22/47 | 1,450,000.00 | 738,630.00 | |||
| UKT 1.5% 07/31/53 | 1,680,000.00 | 751,296.00 | |||
| UKT 1.625% 10/22/28 | 1,460,000.00 | 1,340,761.80 | |||
| UKT 1.625% 10/22/54 | 1,640,000.00 | 750,464.00 | |||
| UKT 1.625% 10/22/71 | 1,790,000.00 | 724,055.00 | |||
| UKT 1.75% 01/22/49 | 1,230,000.00 | 646,611.00 | |||
| UKT 1.75% 07/22/57 | 1,900,000.00 | 877,040.00 | |||
| UKT 1.75% 09/07/37 | 2,400,000.00 | 1,706,674.89 | |||
| UKT 1% 01/31/32 | 3,700,000.00 | 2,957,973.32 | |||
| UKT 2.5% 07/22/65 | 1,420,000.00 | 776,882.00 | |||
| UKT 3.25% 01/22/44 | 2,430,000.00 | 1,848,744.00 | |||
| UKT 3.25% 01/31/33 | 3,960,000.00 | 3,615,520.55 | |||
| UKT 3.5% 01/22/45 | 2,000,000.00 | 1,565,188.50 | |||
| UKT 3.5% 07/22/68 | 1,620,000.00 | 1,146,798.00 | |||
| UKT 3.75% 01/29/38 | 2,780,000.00 | 2,467,806.00 | |||
| UKT 3.75% 03/07/27 | 2,540,000.00 | 2,514,447.60 | |||
| UKT 3.75% 07/22/52 | 1,150,000.00 | 888,204.84 | |||
| UKT 3.75% 10/22/53 | 3,260,000.00 | 2,495,411.72 | |||
| UKT 4.125% 01/29/27 | 3,780,000.00 | 3,769,340.40 | |||
| UKT 4.125% 07/22/29 | 3,410,000.00 | 3,383,743.00 | |||
| UKT 4.25% 03/07/36 | 1,730,000.00 | 1,647,479.00 | |||
| UKT 4.25% 06/07/32 | 1,470,000.00 | 1,452,154.45 | |||
| UKT 4.25% 07/31/34 | 3,390,000.00 | 3,275,451.90 | |||
| UKT 4.25% 09/07/39 | 1,270,000.00 | 1,167,638.00 | |||
| UKT 4.25% 12/07/27 | 2,410,000.00 | 2,419,953.30 | |||
| UKT 4.25% 12/07/40 | 1,650,000.00 | 1,497,798.74 | |||
| UKT 4.25% 12/07/46 | 1,930,000.00 | 1,665,976.00 | |||
| UKT 4.25% 12/07/49 | 1,370,000.00 | 1,166,825.36 | |||
| UKT 4.25% 12/07/55 | 1,700,000.00 | 1,420,860.00 | |||
| UKT 4.375% 01/31/40 | 1,500,000.00 | 1,391,494.08 | |||
| UKT 4.375% 07/31/54 | 2,320,000.00 | 1,981,512.00 | |||
| UKT 4.5% 03/07/35 | 1,440,000.00 | 1,411,070.40 | |||
| UKT 4.5% 06/07/28 | 3,370,000.00 | 3,392,707.73 | |||
| UKT 4.5% 09/07/34 | 1,390,000.00 | 1,372,027.30 | |||
| UKT 4.5% 12/07/42 | 1,940,000.00 | 1,784,024.00 | |||
| UKT 4.625% 01/31/34 | 3,290,000.00 | 3,279,307.50 | |||
| UKT 4.75% 10/22/43 | 2,300,000.00 | 2,164,300.00 | |||
| UKT 4.75% 12/07/30 | 2,660,000.00 | 2,718,812.60 | |||
| UKT 4.75% 12/07/38 | 1,800,000.00 | 1,758,780.00 | |||
| UKT 4% 01/22/60 | 1,250,000.00 | 992,500.00 | |||
| UKT 4% 10/22/31 | 2,140,000.00 | 2,083,646.26 | |||
| UKT 4% 10/22/63 | 1,610,000.00 | 1,269,646.00 | |||
| UKT 6.0% 12/07/28 | 2,010,000.00 | 2,139,074.56 | |||
| イギリスポンド 小計 | 126,970,000.00 | 102,531,164.76 | |||
| (19,927,957,182) | |||||
| スウェーデンクローナ | SGB 0.125% 05/12/31 | 5,280,000.00 | 4,571,641.79 | ||
| SGB 0.75% 05/12/28 | 7,340,000.00 | 6,990,983.00 | |||
| SGB 0.75% 11/12/29 | 8,250,000.00 | 7,648,162.50 | |||
| SGB 1.75% 11/11/33 | 5,050,000.00 | 4,702,231.75 | |||
| SGB 1% 11/12/26 | 8,020,000.00 | 7,861,204.00 | |||
| SGB 2.25% 05/11/35 | 3,860,000.00 | 3,700,377.63 | |||
| SGB 2.25% 06/01/32 | 5,300,000.00 | 5,187,314.20 | |||
| SGB 3.5% 03/30/39 | 3,970,000.00 | 4,258,797.65 | |||
| スウェーデンクローナ 小計 | 47,070,000.00 | 44,920,712.52 | |||
| (672,463,066) | |||||
| ノルウェークローネ | NGB 1.25% 09/17/31 | 4,780,000.00 | 4,014,729.17 | ||
| NGB 1.375% 08/19/30 | 5,200,000.00 | 4,531,285.20 | |||
| NGB 1.75% 02/17/27 | 5,340,000.00 | 5,132,157.85 | |||
| NGB 1.75% 09/06/29 | 4,100,000.00 | 3,729,286.20 | |||
| NGB 2.125% 05/18/32 | 4,480,000.00 | 3,936,374.40 | |||
| NGB 2% 04/26/28 | 4,330,000.00 | 4,097,305.80 | |||
| NGB 3.5% 10/06/42 | 1,860,000.00 | 1,739,896.54 | |||
| NGB 3.625% 04/13/34 | 4,210,000.00 | 4,049,161.16 | |||
| NGB 3.75% 06/12/35 | 2,990,000.00 | 2,893,153.90 | |||
| NGB 3% 08/15/33 | 5,180,000.00 | 4,769,808.75 | |||
| ノルウェークローネ 小計 | 42,470,000.00 | 38,893,158.97 | |||
| (555,783,241) | |||||
| デンマーククローネ | DGB 0.25% 11/15/52 | 6,640,000.00 | 3,411,844.48 | ||
| DGB 0.5% 11/15/27 | 5,760,000.00 | 5,543,584.24 | |||
| DGB 0.5% 11/15/29 | 5,490,000.00 | 5,081,936.53 | |||
| DGB 0% 11/15/31 | 4,540,000.00 | 3,890,642.10 | |||
| DGB 2.25% 11/15/26 | 2,280,000.00 | 2,294,213.06 | |||
| DGB 2.25% 11/15/33 | 6,800,000.00 | 6,676,554.49 | |||
| DGB 4.5% 11/15/39 | 9,650,000.00 | 11,606,585.75 | |||
| デンマーククローネ 小計 | 41,160,000.00 | 38,505,360.65 | |||
| (836,336,433) | |||||
| ポーランドズロチ | POLGB 0.25% 10/25/26 | 4,500,000.00 | 4,181,556.37 | ||
| POLGB 1.25% 10/25/30 | 6,900,000.00 | 5,531,854.20 | |||
| POLGB 1.75% 04/25/32 | 4,610,000.00 | 3,585,480.50 | |||
| POLGB 2.5% 07/25/26 | 4,650,000.00 | 4,498,427.99 | |||
| POLGB 2.5% 07/25/27 | 4,530,000.00 | 4,275,436.51 | |||
| POLGB 2.75% 04/25/28 | 5,040,000.00 | 4,704,096.59 | |||
| POLGB 2.75% 10/25/29 | 6,000,000.00 | 5,383,179.00 | |||
| POLGB 3.75% 05/25/27 | 2,510,000.00 | 2,443,825.73 | |||
| POLGB 4.75% 07/25/29 | 3,470,000.00 | 3,389,486.44 | |||
| POLGB 5.75% 04/25/29 | 6,600,000.00 | 6,706,260.00 | |||
| POLGB 5% 01/25/30 | 2,210,000.00 | 2,169,885.07 | |||
| POLGB 5% 10/25/34 | 2,780,000.00 | 2,617,029.44 | |||
| POLGB 6% 10/25/33 | 4,350,000.00 | 4,417,068.30 | |||
| POLGB 7.5% 07/25/28 | 3,970,000.00 | 4,244,156.29 | |||
| ポーランドズロチ 小計 | 62,120,000.00 | 58,147,742.43 | |||
| (2,262,016,957) | |||||
| オーストラリアドル | ACGB 0.5% 09/21/26 | 2,390,000.00 | 2,278,649.90 | ||
| ACGB 1.25% 05/21/32 | 2,770,000.00 | 2,270,264.30 | |||
| ACGB 1.5% 06/21/31 | 3,070,000.00 | 2,639,739.50 | |||
| ACGB 1.75% 06/21/51 | 1,860,000.00 | 981,112.80 | |||
| ACGB 1.75% 11/21/32 | 2,760,000.00 | 2,312,245.20 | |||
| ACGB 1% 11/21/31 | 3,150,000.00 | 2,580,889.50 | |||
| ACGB 1% 12/21/30 | 1,500,000.00 | 1,272,015.00 | |||
| ACGB 2.25% 05/21/28 | 2,040,000.00 | 1,949,832.00 | |||
| ACGB 2.5% 05/21/30 | 2,340,000.00 | 2,187,291.60 | |||
| ACGB 2.75% 05/21/41 | 1,330,000.00 | 1,031,933.70 | |||
| ACGB 2.75% 06/21/35 | 1,950,000.00 | 1,679,047.50 | |||
| ACGB 2.75% 11/21/27 | 1,530,000.00 | 1,492,178.40 | |||
| ACGB 2.75% 11/21/28 | 1,740,000.00 | 1,679,830.80 | |||
| ACGB 2.75% 11/21/29 | 2,160,000.00 | 2,059,279.20 | |||
| ACGB 3.25% 04/21/29 | 2,110,000.00 | 2,066,344.10 | |||
| ACGB 3.25% 06/21/39 | 940,000.00 | 804,499.00 | |||
| ACGB 3.5% 12/21/34 | 1,690,000.00 | 1,567,728.50 | |||
| ACGB 3.75% 04/21/37 | 1,440,000.00 | 1,335,700.80 | |||
| ACGB 3.75% 05/21/34 | 2,340,000.00 | 2,229,458.40 | |||
| ACGB 3% 03/21/47 | 1,350,000.00 | 1,003,009.50 | |||
| ACGB 3% 11/21/33 | 1,840,000.00 | 1,662,973.60 | |||
| ACGB 4.25% 03/21/36 | 1,710,000.00 | 1,676,415.60 | |||
| ACGB 4.25% 04/21/26 | 1,770,000.00 | 1,778,212.80 | |||
| ACGB 4.25% 06/21/34 | 960,000.00 | 950,361.60 | |||
| ACGB 4.25% 12/21/35 | 1,890,000.00 | 1,855,375.20 | |||
| ACGB 4.5% 04/21/33 | 2,720,000.00 | 2,760,473.60 | |||
| ACGB 4.75% 04/21/27 | 2,840,000.00 | 2,897,282.80 | |||
| ACGB 4.75% 06/21/54 | 720,000.00 | 694,684.80 | |||
| オーストラリアドル 小計 | 54,910,000.00 | 49,696,829.70 | |||
| (4,698,835,248) | |||||
| ニュージーランドドル | NZGB 0.25% 05/15/28 | 1,340,000.00 | 1,201,866.11 | ||
| NZGB 0.5% 05/15/26 | 730,000.00 | 705,389.96 | |||
| NZGB 1.5% 05/15/31 | 1,000,000.00 | 853,679.61 | |||
| NZGB 1.75% 05/15/41 | 560,000.00 | 357,486.11 | |||
| NZGB 2.75% 04/15/37 | 630,000.00 | 511,188.33 | |||
| NZGB 2.75% 05/15/51 | 600,000.00 | 391,082.04 | |||
| NZGB 2% 05/15/32 | 1,130,000.00 | 967,151.06 | |||
| NZGB 3.5% 04/14/33 | 1,320,000.00 | 1,235,182.81 | |||
| NZGB 3% 04/20/29 | 1,180,000.00 | 1,140,251.94 | |||
| NZGB 4.25% 05/15/34 | 750,000.00 | 733,981.11 | |||
| NZGB 4.25% 05/15/36 | 610,000.00 | 585,891.54 | |||
| NZGB 4.5% 04/15/27 | 930,000.00 | 946,701.31 | |||
| NZGB 4.5% 05/15/30 | 1,210,000.00 | 1,234,483.98 | |||
| NZGB 4.5% 05/15/35 | 1,240,000.00 | 1,227,546.43 | |||
| NZGB 5% 05/15/54 | 380,000.00 | 368,046.82 | |||
| ニュージーランドドル 小計 | 13,610,000.00 | 12,459,929.16 | |||
| (1,071,055,510) | |||||
| シンガポールドル | SIGB 1.25% 11/01/26 | 870,000.00 | 851,643.00 | ||
| SIGB 1.625% 07/01/31 | 450,000.00 | 422,640.00 | |||
| SIGB 1.875% 03/01/50 | 730,000.00 | 610,280.00 | |||
| SIGB 1.875% 10/01/51 | 480,000.00 | 396,960.00 | |||
| SIGB 2.125% 06/01/26 | 1,030,000.00 | 1,024,232.00 | |||
| SIGB 2.25% 08/01/36 | 760,000.00 | 720,328.00 | |||
| SIGB 2.375% 07/01/39 | 560,000.00 | 532,156.80 | |||
| SIGB 2.625% 05/01/28 | 720,000.00 | 721,440.00 | |||
| SIGB 2.625% 08/01/32 | 660,000.00 | 655,710.00 | |||
| SIGB 2.75% 03/01/46 | 820,000.00 | 814,182.10 | |||
| SIGB 2.75% 04/01/42 | 630,000.00 | 624,645.00 | |||
| SIGB 2.875% 07/01/29 | 900,000.00 | 909,918.00 | |||
| SIGB 2.875% 08/01/28 | 610,000.00 | 615,978.00 | |||
| SIGB 2.875% 09/01/27 | 420,000.00 | 423,150.00 | |||
| SIGB 2.875% 09/01/30 | 840,000.00 | 849,408.00 | |||
| SIGB 3.25% 06/01/54 | 210,000.00 | 230,638.80 | |||
| SIGB 3.375% 05/01/34 | 160,000.00 | 167,920.00 | |||
| SIGB 3.375% 09/01/33 | 880,000.00 | 920,920.00 | |||
| SIGB 3.5% 03/01/27 | 740,000.00 | 753,234.90 | |||
| SIGB 3% 04/01/29 | 150,000.00 | 152,295.00 | |||
| SIGB 3% 08/01/72 | 620,000.00 | 640,150.00 | |||
| シンガポールドル 小計 | 13,240,000.00 | 13,037,829.60 | |||
| (1,464,930,533) | |||||
| マレーシアリンギット | MGS 2.632% 04/15/31 | 1,650,000.00 | 1,558,097.54 | ||
| MGS 3.502% 05/31/27 | 1,510,000.00 | 1,514,263.03 | |||
| MGS 3.519% 04/20/28 | 710,000.00 | 711,916.92 | |||
| MGS 3.582% 07/15/32 | 1,570,000.00 | 1,558,661.79 | |||
| MGS 3.733% 06/15/28 | 2,930,000.00 | 2,951,133.79 | |||
| MGS 3.757% 05/22/40 | 2,950,000.00 | 2,898,894.20 | |||
| MGS 3.828% 07/05/34 | 1,770,000.00 | 1,780,307.41 | |||
| MGS 3.844% 04/15/33 | 1,830,000.00 | 1,843,756.84 | |||
| MGS 3.885% 08/15/29 | 2,460,000.00 | 2,493,933.73 | |||
| MGS 3.892% 03/15/27 | 1,130,000.00 | 1,141,437.29 | |||
| MGS 3.899% 11/16/27 | 1,970,000.00 | 1,994,342.10 | |||
| MGS 3.9% 11/30/26 | 2,470,000.00 | 2,493,788.32 | |||
| MGS 3.906% 07/15/26 | 1,210,000.00 | 1,219,373.74 | |||
| MGS 4.054% 04/18/39 | 1,380,000.00 | 1,403,180.82 | |||
| MGS 4.065% 06/15/50 | 3,070,000.00 | 3,045,349.40 | |||
| MGS 4.18% 05/16/44 | 810,000.00 | 830,705.05 | |||
| MGS 4.232% 06/30/31 | 2,490,000.00 | 2,566,703.70 | |||
| MGS 4.254% 05/31/35 | 1,750,000.00 | 1,820,920.32 | |||
| MGS 4.392% 04/15/26 | 1,750,000.00 | 1,770,699.70 | |||
| MGS 4.457% 03/31/53 | 1,900,000.00 | 2,001,746.90 | |||
| MGS 4.498% 04/15/30 | 2,930,000.00 | 3,056,311.42 | |||
| MGS 4.504% 04/30/29 | 940,000.00 | 974,495.27 | |||
| MGS 4.642% 11/07/33 | 3,430,000.00 | 3,659,743.45 | |||
| MGS 4.696% 10/15/42 | 1,970,000.00 | 2,150,289.08 | |||
| MGS 4.736% 03/15/46 | 980,000.00 | 1,077,514.80 | |||
| MGS 4.762% 04/07/37 | 2,780,000.00 | 3,016,466.80 | |||
| MGS 4.893% 06/08/38 | 2,130,000.00 | 2,350,876.74 | |||
| MGS 4.921% 07/06/48 | 1,680,000.00 | 1,892,946.21 | |||
| MGS 4.935% 09/30/43 | 1,030,000.00 | 1,154,060.82 | |||
| マレーシアリンギット 小計 | 55,180,000.00 | 56,931,917.18 | |||
| (1,928,841,967) | |||||
| イスラエルシェケル | ILGOV 1.3% 04/30/32 | 2,970,000.00 | 2,421,465.19 | ||
| ILGOV 1.5% 05/31/37 | 2,880,000.00 | 2,056,635.95 | |||
| ILGOV 1% 03/31/30 | 3,530,000.00 | 3,018,104.11 | |||
| ILGOV 2.25% 09/28/28 | 3,790,000.00 | 3,549,482.81 | |||
| ILGOV 2.8% 11/29/52 | 1,940,000.00 | 1,325,097.61 | |||
| ILGOV 2% 03/31/27 | 3,040,000.00 | 2,913,608.96 | |||
| ILGOV 3.75% 02/28/29 | 2,940,000.00 | 2,886,870.67 | |||
| ILGOV 3.75% 03/31/47 | 2,570,000.00 | 2,201,593.81 | |||
| ILGOV 3.75% 09/30/27 | 2,130,000.00 | 2,107,347.65 | |||
| ILGOV 4% 03/30/35 | 2,960,000.00 | 2,843,497.49 | |||
| ILGOV 5.5% 01/31/42 | 2,490,000.00 | 2,712,005.41 | |||
| ILGOV 6.25% 10/30/26 | 1,340,000.00 | 1,382,880.00 | |||
| イスラエルシェケル 小計 | 32,580,000.00 | 29,418,589.66 | |||
| (1,206,509,315) | |||||
| オフショア人民元 | CGB 1.35% 09/25/26 | 40,940,000.00 | 40,795,311.07 | ||
| CGB 1.49% 12/25/31 | 17,780,000.00 | 17,457,346.34 | |||
| CGB 1.62% 08/15/27 | 40,670,000.00 | 40,663,258.94 | |||
| CGB 1.67% 06/15/26 | 34,680,000.00 | 34,723,291.04 | |||
| CGB 1.74% 10/15/29 | 36,760,000.00 | 36,861,457.60 | |||
| CGB 1.85% 05/15/27 | 42,700,000.00 | 42,898,443.98 | |||
| CGB 1.87% 09/15/31 | 27,620,000.00 | 27,792,931.58 | |||
| CGB 1.91% 07/15/29 | 23,000,000.00 | 23,248,933.60 | |||
| CGB 1.92% 01/15/55 | 3,250,000.00 | 3,167,995.51 | |||
| CGB 1.99% 03/15/26 | 25,520,000.00 | 25,632,298.20 | |||
| CGB 2.04% 02/25/27 | 38,210,000.00 | 38,527,418.11 | |||
| CGB 2.04% 11/25/34 | 11,000,000.00 | 11,139,867.20 | |||
| CGB 2.05% 04/15/29 | 36,880,000.00 | 37,419,484.32 | |||
| CGB 2.11% 08/25/34 | 27,200,000.00 | 27,787,930.72 | |||
| CGB 2.12% 06/25/31 | 32,000,000.00 | 32,634,604.80 | |||
| CGB 2.18% 08/15/26 | 35,600,000.00 | 35,875,469.24 | |||
| CGB 2.27% 05/25/34 | 38,000,000.00 | 39,480,670.00 | |||
| CGB 2.28% 03/25/31 | 50,700,000.00 | 52,156,752.96 | |||
| CGB 2.3% 05/15/26 | 47,100,000.00 | 47,482,899.45 | |||
| CGB 2.35% 02/25/34 | 36,110,000.00 | 37,530,300.18 | |||
| CGB 2.37% 01/15/29 | 39,430,000.00 | 40,432,838.96 | |||
| CGB 2.37% 01/20/27 | 43,880,000.00 | 44,504,504.54 | |||
| CGB 2.39% 11/15/26 | 46,200,000.00 | 46,777,925.04 | |||
| CGB 2.4% 07/15/28 | 42,610,000.00 | 43,611,164.56 | |||
| CGB 2.44% 10/15/27 | 39,500,000.00 | 40,270,771.40 | |||
| CGB 2.48% 04/15/27 | 20,000,000.00 | 20,349,822.00 | |||
| CGB 2.48% 09/25/28 | 26,500,000.00 | 27,227,223.60 | |||
| CGB 2.5% 07/25/27 | 26,760,000.00 | 27,261,720.56 | |||
| CGB 2.52% 08/25/33 | 57,370,000.00 | 60,259,348.25 | |||
| CGB 2.54% 12/25/30 | 30,500,000.00 | 31,782,195.60 | |||
| CGB 2.55% 10/15/28 | 42,250,000.00 | 43,551,194.37 | |||
| CGB 2.6% 09/01/32 | 27,890,000.00 | 29,338,506.19 | |||
| CGB 2.6% 09/15/30 | 30,500,000.00 | 31,846,440.80 | |||
| CGB 2.62% 04/15/28 | 34,000,000.00 | 34,988,366.40 | |||
| CGB 2.62% 06/25/30 | 29,780,000.00 | 31,086,526.02 | |||
| CGB 2.62% 09/25/29 | 20,940,000.00 | 21,790,838.26 | |||
| CGB 2.64% 01/15/28 | 38,220,000.00 | 39,299,535.36 | |||
| CGB 2.67% 05/25/33 | 34,280,000.00 | 36,331,997.37 | |||
| CGB 2.67% 11/25/33 | 23,400,000.00 | 24,887,488.86 | |||
| CGB 2.68% 05/21/30 | 30,700,000.00 | 32,186,656.71 | |||
| CGB 2.69% 08/12/26 | 39,900,000.00 | 40,507,916.40 | |||
| CGB 2.69% 08/15/32 | 19,420,000.00 | 20,592,519.39 | |||
| CGB 2.75% 02/17/32 | 14,500,000.00 | 15,406,435.60 | |||
| CGB 2.75% 06/15/29 | 28,340,000.00 | 29,563,366.94 | |||
| CGB 2.76% 05/15/32 | 13,150,000.00 | 13,978,080.48 | |||
| CGB 2.79% 12/15/29 | 30,300,000.00 | 31,789,232.88 | |||
| CGB 2.8% 03/24/29 | 23,080,000.00 | 24,067,364.70 | |||
| CGB 2.8% 03/25/30 | 39,490,000.00 | 41,543,472.10 | |||
| CGB 2.8% 11/15/32 | 24,600,000.00 | 26,282,273.46 | |||
| CGB 2.85% 06/04/27 | 31,030,000.00 | 31,875,896.41 | |||
| CGB 2.88% 02/25/33 | 11,300,000.00 | 12,166,858.03 | |||
| CGB 2.89% 11/18/31 | 24,210,000.00 | 25,879,911.38 | |||
| CGB 2.91% 10/14/28 | 24,320,000.00 | 25,369,505.28 | |||
| CGB 3.01% 05/13/28 | 11,590,000.00 | 12,082,556.45 | |||
| CGB 3.02% 05/27/31 | 14,560,000.00 | 15,633,982.00 | |||
| CGB 3.03% 03/11/26 | 18,800,000.00 | 19,095,327.32 | |||
| CGB 3.12% 10/25/52 | 12,970,000.00 | 15,601,970.97 | |||
| CGB 3.19% 04/15/53 | 18,360,000.00 | 22,408,848.18 | |||
| CGB 3.27% 11/19/30 | 6,850,000.00 | 7,448,420.79 | |||
| CGB 3.28% 12/03/27 | 27,290,000.00 | 28,584,555.73 | |||
| CGB 3.29% 05/23/29 | 35,000,000.00 | 37,393,674.50 | |||
| CGB 3.32% 04/15/52 | 18,150,000.00 | 22,512,867.96 | |||
| CGB 3.39% 03/16/50 | 20,930,000.00 | 25,873,297.63 | |||
| CGB 3.53% 10/18/51 | 12,850,000.00 | 16,415,055.17 | |||
| CGB 3.72% 04/12/51 | 15,140,000.00 | 19,900,604.94 | |||
| CGB 3.81% 09/14/50 | 26,020,000.00 | 34,837,012.30 | |||
| CGB 3.86% 07/22/49 | 20,160,000.00 | 26,608,091.32 | |||
| CGB 3% 10/15/53 | 18,270,000.00 | 21,835,070.77 | |||
| CGB 4.08% 10/22/48 | 19,370,000.00 | 26,240,912.84 | |||
| オフショア人民元 小計 | 1,950,380,000.00 | 2,052,556,811.61 | |||
| (42,400,487,080) | |||||
| 合計 | 377,838,534,617 | ||||
| (377,838,534,617) | |||||
| 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 | 205銘柄 | 100.0% | 47.4% |
| カナダドル | 国債証券 | 39銘柄 | 100.0% | 2.0% |
| メキシコペソ | 国債証券 | 14銘柄 | 100.0% | 0.8% |
| ユーロ | 国債証券 | 392銘柄 | 100.0% | 29.4% |
| イギリスポンド | 国債証券 | 60銘柄 | 100.0% | 5.3% |
| スウェーデンクローナ | 国債証券 | 8銘柄 | 100.0% | 0.2% |
| ノルウェークローネ | 国債証券 | 10銘柄 | 100.0% | 0.1% |
| 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 | 14銘柄 | 100.0% | 0.6% |
| オーストラリアドル | 国債証券 | 28銘柄 | 100.0% | 1.2% |
| 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 | 21銘柄 | 100.0% | 0.4% |
| マレーシアリンギット | 国債証券 | 29銘柄 | 100.0% | 0.5% |
| イスラエルシェケル | 国債証券 | 12銘柄 | 100.0% | 0.3% |
| オフショア人民元 | 国債証券 | 69銘柄 | 100.0% | 11.2% |
| (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。
