有価証券報告書(内国投資信託受益証券)-第32期(平成25年10月16日-平成26年4月15日)
(4)【附属明細表】(平成26年4月15日現在)
| 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 | 券面総額又は口数 | 評価額 | 備考 |
| 国債証券 | アメリカ・ドル | US TREASURY N/B 0.75 2018/03/31 | 80,370,000.00 | 78,781,085.10 | |
| US TREASURY N/B 1 2016/08/31 | 52,180,000.00 | 52,734,151.60 | |||
| US TREASURY N/B 1.125 2019/12/31 | 41,760,000.00 | 40,089,600.00 | |||
| US TREASURY N/B 1.625 2022/08/15 | 15,440,000.00 | 14,476,080.80 | |||
| US TREASURY N/B 1.75 2016/05/31 | 11,000,000.00 | 11,303,270.00 | |||
| US TREASURY N/B 2.75 2023/11/15 | 34,700,000.00 | 35,114,665.00 | |||
| US TREASURY N/B 2.75 2042/08/15 | 4,110,000.00 | 3,564,109.80 | |||
| US TREASURY N/B 3.5 2018/02/15 | 39,150,000.00 | 42,523,555.50 | |||
| US TREASURY N/B 3.75 2043/11/15 | 35,050,000.00 | 36,802,500.00 | |||
| アメリカ・ドル 小計 | 313,760,000.00 | 315,389,017.80 | |||
| (32,131,833,133) | |||||
| 国債証券 合計 | 32,131,833,133 | ||||
| (32,131,833,133) | |||||
| 地方債証券 | アメリカ・ドル | CA TXB-VAR PURP 7.5 2034/04/01 | 1,210,000.00 | 1,648,080.50 | |
| ILLINOIS-TXBL 4.421 2015/01/01 | 1,015,000.00 | 1,040,912.95 | |||
| N TX HWY-TXB-B 6.718 2049/01/01 | 1,965,000.00 | 2,621,938.80 | |||
| OH UNIV-TXB-C-BABS 4.91 2040/06/01 | 1,450,000.00 | 1,588,649.00 | |||
| アメリカ・ドル 小計 | 5,640,000.00 | 6,899,581.25 | |||
| (702,929,338) | |||||
| 地方債証券 合計 | 702,929,338 | ||||
| (702,929,338) | |||||
| 特殊債券 | アメリカ・ドル | ELECTRICITE DE FRANCE 5.6 2040/01/27 | 500,000.00 | 560,515.00 | |
| ELECTRICITE DE FRANCE 6 2099/01/22 | 400,000.00 | 431,072.00 | |||
| ELECTRICITE DE FRANCE 6.95 2039/01/26 | 3,225,000.00 | 4,166,861.25 | |||
| FHLMC A00074 7.5 2020/01/01 | 697.81 | 738.05 | |||
| FHLMC G01074 7.5 2029/10/01 | 142,652.20 | 166,453.71 | |||
| FHLMC G01461 6 2032/10/01 | 3,810.66 | 4,302.92 | |||
| FHLMC GOLD A19332 5.5 2034/03/01 | 1,650,246.46 | 1,857,055.34 | |||
| FHLMC GOLD A19517 5.5 2034/03/01 | 787,529.57 | 885,443.12 | |||
| FHLMC GOLD A19630 5.5 2034/03/01 | 1,587,443.09 | 1,775,174.10 | |||
| FHLMC GOLD A19646 5.5 2034/03/01 | 3,169,245.64 | 3,566,003.50 | |||
| FHLMC GOLD A23445 5 2034/06/01 | 108,605.16 | 119,039.94 | |||
| FHLMC GOLD G07321 3.5 2043/04/01 | 478,744.98 | 486,668.20 | |||
| FHLMC GOLD G11752 5.5 2020/07/01 | 2,181.33 | 2,376.90 | |||
| FHLMC GOLD J06128 6 2021/09/01 | 12,115.13 | 13,247.04 | |||
| FHLMC GOLD Q00500 4.5 2041/04/01 | 18,650,596.22 | 20,025,891.18 | |||
| FHLMC GOLD Q14035 3.5 2042/12/01 | 473,073.72 | 480,903.09 | |||
| FHLMC GOLD U90067 4 2042/08/01 | 4,343,502.04 | 4,519,153.26 | |||
| FNMA 250675 8 2026/09/01 | 11,073.69 | 13,185.22 | |||
| FNMA 251625 6.5 2018/03/01 | 3,574.67 | 4,020.25 | |||
| FNMA 252207 6.5 2019/01/01 | 6,373.06 | 7,173.51 | |||
| FNMA 252210 6.5 2019/02/01 | 763.04 | 858.96 | |||
| FNMA 254384 7 2017/06/01 | 1,374.09 | 1,451.71 | |||
| FNMA 254847 7 2033/06/01 | 31,687.84 | 36,054.10 | |||
| FNMA 254974 7 2033/10/01 | 20,398.50 | 22,811.23 | |||
| FNMA 255613 4.5 2034/12/01 | 17,991.16 | 19,341.03 | |||
| FNMA 255840 4.5 2020/09/01 | 526,219.60 | 559,639.80 | |||
| FNMA 256028 4.5 2020/12/01 | 212,603.42 | 226,105.86 | |||
| FNMA 256082 4.5 2021/01/01 | 104,792.24 | 111,742.06 | |||
| FNMA 256297 6 2016/06/01 | 7,069.59 | 7,357.25 | |||
| FNMA 257351 6.5 2038/09/01 | 127,084.65 | 142,971.50 | |||
| FNMA 257577 6 2029/01/01 | 128,325.06 | 144,388.78 | |||
| FNMA 303821 6.5 2016/03/01 | 1,446.51 | 1,626.78 | |||
| FNMA 313637 8 2027/07/01 | 6,905.44 | 7,949.33 | |||
| FNMA 323800 7 2014/06/01 | 0.47 | 0.47 | |||
| FNMA 324184 6.5 2015/09/01 | 2,965.04 | 3,334.57 | |||
| FNMA 357867 5 2020/07/01 | 351,862.04 | 379,152.43 | |||
| FNMA 524244 7 2014/12/01 | 4,834.90 | 4,869.85 | |||
| FNMA 527268 7 2014/11/01 | 384.07 | 386.57 | |||
| FNMA 535103 7 2015/01/01 | 138.79 | 140.47 | |||
| FNMA 535104 7 2014/12/01 | 611.41 | 619.07 | |||
| FNMA 555199 7 2032/11/01 | 4,504.11 | 5,129.77 | |||
| FNMA 575258 5.5 2016/03/01 | 234.39 | 249.51 | |||
| FNMA 648596 7.5 2032/06/01 | 4,836.28 | 5,547.98 | |||
| FNMA 650189 6 2017/09/01 | 1,043.18 | 1,089.25 | |||
| FNMA 655189 9 2032/04/01 | 32,114.26 | 34,967.61 | |||
| FNMA 678007 6 2032/09/01 | 18,776.02 | 21,240.17 | |||
| FNMA 688770 7.5 2033/02/01 | 202,916.91 | 225,154.57 | |||
| FNMA 689002 5.5 2018/04/01 | 17,072.66 | 18,270.47 | |||
| FNMA 694046 7.5 2033/03/01 | 224,656.03 | 259,603.52 | |||
| FNMA 694047 8 2033/03/01 | 43,196.77 | 49,911.70 | |||
| FNMA 694770 7 2033/04/01 | 8,306.70 | 9,339.80 | |||
| FNMA 709458 7 2033/07/01 | 8,298.36 | 9,373.08 | |||
| FNMA 721344 5 2018/06/01 | 1,187.87 | 1,261.43 | |||
| FNMA 724439 9 2027/01/01 | 134,638.85 | 156,140.67 | |||
| FNMA 725161 6.5 2034/02/01 | 2,453,280.33 | 2,789,158.85 | |||
| FNMA 725537 5 2019/06/01 | 41,000.92 | 43,796.36 | |||
| FNMA 727421 5 2018/09/01 | 2,335.67 | 2,480.31 | |||
| FNMA 729379 6 2033/08/01 | 5,312.12 | 6,028.93 | |||
| FNMA 740238 6 2033/09/01 | 9,794.42 | 10,938.01 | |||
| FNMA 744239 6.5 2033/10/01 | 1,610,575.07 | 1,811,752.00 | |||
| FNMA 745279 5 2021/02/01 | 17,812.64 | 19,194.18 | |||
| FNMA 745875 6.5 2036/09/01 | 28,224.61 | 31,776.38 | |||
| FNMA 745885 6 2036/10/01 | 160,583.93 | 179,829.91 | |||
| FNMA 745948 6.5 2036/10/01 | 76,623.85 | 86,264.66 | |||
| FNMA 747587 7 2033/11/01 | 210,196.51 | 239,235.15 | |||
| FNMA 751808 6.5 2033/10/01 | 213,441.60 | 240,548.68 | |||
| FNMA 751965 6.5 2033/11/01 | 64,913.97 | 73,174.92 | |||
| FNMA 753086 6 2033/12/01 | 147,715.87 | 165,632.31 | |||
| FNMA 754772 7 2034/01/01 | 8,177.39 | 8,300.70 | |||
| FNMA 767621 5 2019/02/01 | 1,361.83 | 1,446.16 | |||
| FNMA 771948 5.5 2019/02/01 | 11,043.41 | 11,756.15 | |||
| FNMA 773979 5.5 2034/03/01 | 2,029,319.85 | 2,288,179.89 | |||
| FNMA 784179 4.5 2034/06/01 | 40,193.38 | 43,093.73 | |||
| FNMA 800971 5 2019/11/01 | 1,675.51 | 1,789.74 | |||
| FNMA 806713 4.5 2035/01/01 | 7,135.00 | 7,670.05 | |||
| FNMA 810242 4.5 2035/01/01 | 92,957.06 | 99,903.74 | |||
| FNMA 811532 4.5 2020/12/01 | 199,730.98 | 212,377.94 | |||
| FNMA 813775 6 2035/02/01 | 27,551.49 | 30,749.94 | |||
| FNMA 816411 4.5 2020/07/01 | 132,257.39 | 140,408.41 | |||
| FNMA 820495 5 2020/06/01 | 358,268.51 | 380,456.07 | |||
| FNMA 825900 4.5 2020/10/01 | 158,642.89 | 169,609.87 | |||
| FNMA 825925 5 2020/10/01 | 5,730.93 | 6,175.42 | |||
| FNMA 826606 4.5 2020/08/01 | 452,438.47 | 481,172.83 | |||
| FNMA 826737 4.5 2020/08/01 | 303,343.43 | 322,608.76 | |||
| FNMA 828443 4.5 2020/07/01 | 282,745.82 | 300,703.00 | |||
| FNMA 828647 4.5 2020/08/01 | 75,567.07 | 80,224.25 | |||
| FNMA 829037 4.5 2020/07/01 | 101,764.73 | 108,036.49 | |||
| FNMA 829054 4.5 2020/08/01 | 36,943.29 | 39,289.55 | |||
| FNMA 829068 4.5 2020/08/01 | 204,577.06 | 217,356.98 | |||
| FNMA 830625 5 2020/07/01 | 87,526.69 | 92,947.21 | |||
| FNMA 830642 4.5 2020/08/01 | 332,122.22 | 353,215.28 | |||
| FNMA 831130 4.5 2020/10/01 | 293,115.75 | 311,913.25 | |||
| FNMA 831287 6 2036/01/01 | 25,649.22 | 28,793.55 | |||
| FNMA 831679 6.5 2036/08/01 | 1,887.91 | 2,123.20 | |||
| FNMA 831759 6 2026/09/01 | 9,236.39 | 10,322.49 | |||
| FNMA 831765 6 2016/10/01 | 17,543.61 | 18,313.07 | |||
| FNMA 833036 4.5 2020/09/01 | 219,176.56 | 232,684.40 | |||
| FNMA 833882 5 2020/07/01 | 47,533.87 | 51,220.59 | |||
| FNMA 835222 4.5 2020/08/01 | 731,544.80 | 778,005.20 | |||
| FNMA 836381 4.5 2020/10/01 | 328,101.86 | 348,939.60 | |||
| FNMA 837165 4.5 2020/11/01 | 127,011.92 | 135,078.44 | |||
| FNMA 837220 4.5 2020/08/01 | 415,675.28 | 442,074.78 | |||
| FNMA 837578 4.5 2020/08/01 | 325,358.92 | 345,960.62 | |||
| FNMA 838579 6.5 2035/10/01 | 127,079.08 | 143,030.04 | |||
| FNMA 840574 4.5 2020/10/01 | 226,695.14 | 241,092.54 | |||
| FNMA 842732 4.5 2020/10/01 | 287,526.17 | 305,246.37 | |||
| FNMA 843098 4.5 2020/10/01 | 81,660.52 | 86,693.24 | |||
| FNMA 843793 4.5 2020/10/01 | 17,941.40 | 19,047.12 | |||
| FNMA 844290 6 2020/11/01 | 454,414.28 | 493,871.04 | |||
| FNMA 844579 6 2020/12/01 | 80,000.36 | 85,374.78 | |||
| FNMA 845127 4.5 2020/12/01 | 159,939.50 | 170,196.42 | |||
| FNMA 848351 4.5 2020/11/01 | 303,470.94 | 322,744.36 | |||
| FNMA 850102 4.5 2020/09/01 | 102,116.25 | 108,409.67 | |||
| FNMA 850877 4.5 2020/12/01 | 341,037.67 | 362,055.81 | |||
| FNMA 850906 4.5 2020/12/01 | 2,929.90 | 3,115.42 | |||
| FNMA 851469 4.5 2036/01/01 | 76,125.18 | 82,021.83 | |||
| FNMA 851529 4.5 2036/02/01 | 77,588.74 | 83,217.02 | |||
| FNMA 852737 5 2021/01/01 | 20,825.74 | 22,115.47 | |||
| FNMA 866569 4.5 2021/01/01 | 245,972.90 | 261,132.20 | |||
| FNMA 868694 4.5 2021/04/01 | 35,851.92 | 38,061.47 | |||
| FNMA 870822 6 2036/10/01 | 23,198.78 | 25,874.98 | |||
| FNMA 882566 6 2036/07/01 | 2,333.79 | 2,602.33 | |||
| FNMA 885064 5 2021/05/01 | 16,416.49 | 17,689.75 | |||
| FNMA 885298 6 2036/07/01 | 2,236.90 | 2,518.12 | |||
| FNMA 887678 6 2036/08/01 | 192,470.73 | 215,153.40 | |||
| FNMA 888268 6 2037/03/01 | 1,280,154.83 | 1,433,350.87 | |||
| FNMA 889495 6.5 2038/03/01 | 17,517.83 | 19,701.07 | |||
| FNMA 891436 6 2036/03/01 | 906,681.71 | 1,016,163.46 | |||
| FNMA 892499 6 2036/08/01 | 30,230.19 | 33,786.46 | |||
| FNMA 893291 6.5 2036/08/01 | 14,644.97 | 16,473.10 | |||
| FNMA 893938 5 2021/10/01 | 64,605.60 | 68,606.62 | |||
| FNMA 896538 6.5 2036/09/01 | 87,326.52 | 99,074.55 | |||
| FNMA 897144 6 2036/09/01 | 129,024.97 | 144,172.49 | |||
| FNMA 897402 6 2036/07/01 | 170,789.09 | 190,738.94 | |||
| FNMA 898140 5 2021/08/01 | 8,850.32 | 9,398.42 | |||
| FNMA 898540 6.5 2036/09/01 | 37,304.78 | 43,022.85 | |||
| FNMA 898565 6.5 2036/10/01 | 2,770.37 | 3,115.64 | |||
| FNMA 899898 6.5 2036/09/01 | 83,782.81 | 94,224.66 | |||
| FNMA 900527 6 2036/09/01 | 778,673.70 | 871,180.09 | |||
| FNMA 900951 6.5 2036/09/01 | 40,711.17 | 45,838.74 | |||
| FNMA 900984 6.5 2036/09/01 | 30,838.50 | 34,756.83 | |||
| FNMA 903760 6 2022/01/01 | 275,058.70 | 297,352.19 | |||
| FNMA 905107 6 2037/01/01 | 8,433.00 | 9,414.43 | |||
| FNMA 907250 6 2036/12/01 | 24,345.65 | 27,227.20 | |||
| FNMA 907746 6 2037/01/01 | 121,688.60 | 135,764.32 | |||
| FNMA 908775 6 2037/01/01 | 18,381.04 | 20,553.67 | |||
| FNMA 920424 6 2036/11/01 | 28,079.71 | 31,338.07 | |||
| FNMA 930325 6.5 2038/11/01 | 65,972.17 | 74,355.91 | |||
| FNMA 933922 6.5 2038/05/01 | 59,992.01 | 67,507.20 | |||
| FNMA 934757 6 2039/02/01 | 6,076.37 | 6,774.42 | |||
| FNMA 935051 6 2039/03/01 | 32,271.28 | 35,972.15 | |||
| FNMA 956501 6.5 2038/01/01 | 484,775.15 | 545,827.72 | |||
| FNMA 962455 6.5 2038/04/01 | 333,663.08 | 375,854.77 | |||
| FNMA 965089 6.5 2038/09/01 | 4,563.85 | 5,280.00 | |||
| FNMA 965537 6.5 2038/01/01 | 1,213,502.21 | 1,368,939.68 | |||
| FNMA 966478 6.5 2038/01/01 | 70,981.46 | 79,855.56 | |||
| FNMA 967124 6.5 2038/01/01 | 38,596.09 | 43,444.91 | |||
| FNMA 967147 6.5 2038/01/01 | 623,252.99 | 701,508.62 | |||
| FNMA 967162 6.5 2038/01/01 | 1,327,911.16 | 1,503,341.49 | |||
| FNMA 967416 6.5 2038/01/01 | 373,714.62 | 420,638.21 | |||
| FNMA 968000 6.5 2038/01/01 | 663,758.58 | 746,894.33 | |||
| FNMA 968156 6.5 2038/01/01 | 88,183.78 | 99,248.19 | |||
| FNMA 968774 6.5 2038/01/01 | 222,291.89 | 250,398.47 | |||
| FNMA 973310 6.5 2038/02/01 | 41,777.85 | 46,984.61 | |||
| FNMA 974321 6 2033/01/01 | 582,910.72 | 657,278.45 | |||
| FNMA 981045 6.5 2038/04/01 | 60,661.13 | 68,245.59 | |||
| FNMA 987105 6.5 2038/09/01 | 115,653.48 | 133,777.53 | |||
| FNMA 987177 6.5 2038/12/01 | 79,553.35 | 89,468.08 | |||
| FNMA 991474 6.5 2038/10/01 | 42,165.54 | 47,420.63 | |||
| FNMA 991548 6.5 2038/11/01 | 56,927.18 | 64,682.36 | |||
| FNMA 995062 5 2038/02/01 | 109,947.22 | 120,348.22 | |||
| FNMA AA0679 6.5 2038/12/01 | 33,667.64 | 37,903.36 | |||
| FNMA AA1323 6 2032/11/01 | 149,031.11 | 168,345.52 | |||
| FNMA AB9369 3.5 2043/05/01 | 965,076.29 | 979,677.89 | |||
| FNMA AD8536 5 2040/08/01 | 19,236,349.26 | 21,120,549.66 | |||
| FNMA AE0218 4.5 2040/07/08 | 7,750,524.00 | 8,319,334.95 | |||
| FNMA AE0954 4.5 2041/02/01 | 2,278,131.68 | 2,446,440.04 | |||
| FNMA AE1839 5 2040/08/01 | 3,167,458.26 | 3,477,045.63 | |||
| FNMA AE5441 5 2040/10/01 | 3,522,310.45 | 3,868,201.33 | |||
| FNMA AE5932 6 2038/11/01 | 150,043.57 | 169,304.66 | |||
| FNMA AH6797 5 2041/03/01 | 9,024,086.68 | 9,931,729.31 | |||
| FNMA AH8935 4.5 2041/04/01 | 991,130.36 | 1,064,434.36 | |||
| FNMA AH9407 4.5 2041/04/01 | 1,835,955.16 | 1,971,650.56 | |||
| FNMA AI1058 4.5 2041/06/01 | 5,884,536.98 | 6,317,521.21 | |||
| FNMA AI1070 4.5 2041/06/01 | 2,619,794.05 | 2,812,086.93 | |||
| FNMA AR6448 4.5 2043/10/01 | 356,601.50 | 383,278.85 | |||
| FNMA AS0170 4.5 2043/08/01 | 157,863.92 | 169,702.13 | |||
| FNMA AS0273 4.5 2043/08/01 | 74,798.69 | 80,407.84 | |||
| FNMA AT2727 3.5 2043/05/01 | 948,083.78 | 964,134.83 | |||
| FNMA AT2746 3.5 2043/05/01 | 956,662.71 | 971,089.18 | |||
| FNMA AT8496 3 2043/08/01 | 988,499.48 | 955,068.42 | |||
| FNMA AU3770 4.5 2043/08/01 | 147,921.10 | 158,939.74 | |||
| FNMA AU5927 4.5 2043/09/01 | 1,570,101.64 | 1,687,403.93 | |||
| FNMA AU6942 4.5 2043/10/01 | 2,560,447.24 | 2,752,199.13 | |||
| FNMA AU7282 4.5 2043/10/01 | 2,358,776.67 | 2,534,977.28 | |||
| FNMA MA0693 4.5 2041/04/01 | 522,923.27 | 561,619.59 | |||
| FNMA MA1549 4.5 2043/08/01 | 8,447,347.11 | 9,074,900.52 | |||
| FNMA TBA 3 2044/05/01 | 6,000,000.00 | 5,833,080.00 | |||
| FNMA TBA 3.5 2044/05/01 | 4,000,000.00 | 4,050,600.00 | |||
| FNMA TBA 4 2044/05/01 | 1,000,000.00 | 1,044,840.00 | |||
| FNMA TBA 4.5 2044/05/01 | 1,000,000.00 | 1,070,930.00 | |||
| FNMA TBA 5.5 2044/05/01 | 8,000,000.00 | 8,833,680.00 | |||
| FNR 2001-50 BI 0.41922 2041/10/01 | 4,432,477.90 | 66,930.39 | |||
| FNW 2002-W6 1AIO 0.15935 2042/06/01 | 3,029,016.01 | 11,025.61 | |||
| FNW 2003-W1 2A 6.67674 2042/12/01 | 2,056,419.09 | 2,417,012.16 | |||
| FNW 2003-W10 1IO 1.1022 2043/06/01 | 24,529,551.94 | 550,933.69 | |||
| FNW 2005-W4 1AIO 0.09183 2035/08/01 | 672,460.04 | 1,546.65 | |||
| FSPC T-56 1IO 0 2043/05/01 | 13,471,872.16 | 943.02 | |||
| FSPC T-56 2IO 0 2043/05/01 | 12,968,455.68 | 40,461.57 | |||
| FSPC T-56 3IO 0 2043/05/01 | 10,577,912.06 | 740.44 | |||
| FSPC T-56 AIO 0.52397 2043/05/01 | 14,075,850.76 | 331,486.27 | |||
| GNMA 4018 6.5 2037/08/01 | 1,198,189.60 | 1,364,953.58 | |||
| GNMA 4029 6.5 2037/09/01 | 97,941.28 | 110,197.65 | |||
| GNMA 4040 6.5 2037/10/01 | 332,913.71 | 374,617.80 | |||
| GNMA 4922 4 2041/01/01 | 25,318,415.24 | 26,814,227.01 | |||
| GNMA 4945 4 2041/02/01 | 11,622,826.24 | 12,309,502.75 | |||
| GNMA 5279 3.5 2042/01/01 | 32,711,452.35 | 33,671,860.36 | |||
| GNMA II 002921 7.5 2030/05/01 | 6,668.66 | 8,059.67 | |||
| GNMA TBA 4 2044/04/01 | 18,000,000.00 | 19,037,700.00 | |||
| GNMA TBA 4 2044/05/01 | 13,000,000.00 | 13,708,890.00 | |||
| GNMA TBA 4.5 2044/04/01 | 23,000,000.00 | 24,926,250.00 | |||
| GNMA TBA 4.5 2044/05/01 | 23,000,000.00 | 24,861,390.00 | |||
| STATOIL ASA 5.1 2040/08/17 | 3,030,000.00 | 3,405,568.50 | |||
| アメリカ・ドル 小計 | 397,907,802.60 | 338,472,010.05 | |||
| (34,483,528,384) | |||||
| 特殊債券 合計 | 34,483,528,384 | ||||
| (34,483,528,384) | |||||
| 社債券 | アメリカ・ドル | AFLAC INC 6.9 2039/12/17 | 2,795,000.00 | 3,676,682.75 | |
| ALTRIA GROUP INC 2.85 2022/08/09 | 1,245,000.00 | 1,185,376.95 | |||
| AMERICAN INTL GROUP 8.175 2058/05/15 | 1,206,000.00 | 1,603,980.00 | |||
| AMERICAN TOWER CORP 3.4 2019/02/15 | 475,000.00 | 491,677.25 | |||
| ANHEUSER-BUSCH INBEV WOR 8.2 2039/01/15 | 578,000.00 | 886,033.54 | |||
| AOL TIME WARNER 7.7 2032/05/01 | 850,000.00 | 1,154,300.00 | |||
| AON PLC 4.25 2042/12/12 | 3,643,000.00 | 3,403,582.04 | |||
| APPALACHIAN POWER CO 5.8 2035/10/01 | 2,710,000.00 | 3,118,939.00 | |||
| APPLE INC 3.85 2043/05/04 | 970,000.00 | 867,189.70 | |||
| ARCELORMITTAL 10.35 2019/06/01 | 140,000.00 | 176,400.00 | |||
| ARIZONA PUBLIC SERVICE 4.5 2042/04/01 | 575,000.00 | 581,595.25 | |||
| ASSURANT INC 6.75 2034/02/15 | 2,450,000.00 | 2,823,821.00 | |||
| AUTONATION INC 6.75 2018/04/15 | 530,000.00 | 610,825.00 | |||
| BACM 2002-PB2 XC 0.20505 2035/06/01 | 3,795,738.06 | 1,897.86 | |||
| BACM 2004-4 D 5.073 2042/07/01 | 2,575,000.00 | 2,677,691.00 | |||
| BACM 2004-4 XC 0.93188 2042/07/01 | 21,749,640.94 | 58,506.52 | |||
| BACM 2004-5 XC 0.86544 2041/11/01 | 27,828,312.16 | 79,310.68 | |||
| BACM 2006-2 AJ 5.95399 2045/05/01 | 8,281,000.00 | 8,781,917.69 | |||
| BARCLAYS BANK PLC 10.179 2021/06/12 | 5,685,000.00 | 7,727,677.35 | |||
| BBVA INTL PREF UNIPERSON 5.919 2099/12/31 | 1,200,000.00 | 1,206,000.00 | |||
| BE AEROSPACE INC 5.25 2022/04/01 | 1,525,000.00 | 1,572,656.25 | |||
| BEAR STEARNS CO INC 6.4 2017/10/02 | 3,090,000.00 | 3,581,124.60 | |||
| BEAR STEARNS CO INC 7.25 2018/02/01 | 2,100,000.00 | 2,511,285.00 | |||
| BEAVER VALLEY FUNDG CORP 9 2017/06/01 | 430,000.00 | 454,398.20 | |||
| BERKSHIRE HATHAWAY FIN 4.3 2043/05/15 | 1,327,000.00 | 1,286,672.47 | |||
| BOARDWALK PIPELINES LP 5.875 2016/11/15 | 3,215,000.00 | 3,512,226.75 | |||
| BROCADE COMMUNICATIONS 6.875 2020/01/15 | 715,000.00 | 765,050.00 | |||
| BSCMS 2004-PR3I X1 0.81007 2041/02/01 | 3,042,085.76 | 8,882.89 | |||
| BSCMS 2004-PWR3 F 5.199 2041/02/01 | 2,380,000.00 | 2,381,380.40 | |||
| BSCMS 2004-PWR4 X 0.27002 2041/06/01 | 16,125,682.17 | 26,284.86 | |||
| BSCMS 2004-T16 X1 0.98422 2046/02/01 | 20,301,480.21 | 82,017.98 | |||
| BSCMS 2005-T20 B 5.28839 2042/10/01 | 4,620,000.00 | 4,769,133.60 | |||
| BSCMS 2006-PW14 X1 0.83237 2038/12/01 | 19,209,437.86 | 309,464.04 | |||
| CAMDEN PROPERTY TRUST 4.875 2023/06/15 | 1,525,000.00 | 1,649,226.50 | |||
| CAPITAL ONE BANK USA NA 3.375 2023/02/15 | 1,452,000.00 | 1,429,682.76 | |||
| CBL & ASSOCIATES LP 5.25 2023/12/01 | 430,000.00 | 448,447.00 | |||
| CELANESE US HOLDINGS LLC 5.875 2021/06/15 | 1,440,000.00 | 1,558,800.00 | |||
| CENTURYLINK INC 6.875 2028/01/15 | 3,535,000.00 | 3,473,137.50 | |||
| CFAB 2004-2 1A4 5.323 2035/02/01 | 1,993,098.64 | 2,016,138.86 | |||
| CFCRE 2011-C2 D 5.55978 2047/12/01 | 2,206,000.00 | 2,376,678.22 | |||
| CGCMT 2004-C2 D 4.9241 2041/10/01 | 2,910,000.00 | 2,957,724.00 | |||
| CGCMT 2006-C5 XC 0.53428 2049/10/01 | 107,137,976.44 | 1,366,009.18 | |||
| CGCMT 2012-GC8 D 5.04047 2045/09/01 | 2,868,000.00 | 2,785,975.20 | |||
| CHESAPEAKE MIDSTREAM PT/ 5.875 2021/04/15 | 507,000.00 | 540,588.75 | |||
| CHOICE HOTELS INTL INC 5.7 2020/08/28 | 2,215,000.00 | 2,347,900.00 | |||
| CITIGROUP INC 5 2014/09/15 | 1,240,000.00 | 1,262,171.20 | |||
| CMS ENERGY CORP 8.75 2019/06/15 | 2,078,000.00 | 2,678,562.78 | |||
| CNA FINANCIAL CORP 5.75 2021/08/15 | 1,030,000.00 | 1,194,532.20 | |||
| COMCAST CORP 6.5 2035/11/15 | 835,000.00 | 1,045,545.25 | |||
| COMM 2005-C6 AJ 5.209 2044/06/01 | 4,912,000.00 | 5,134,660.96 | |||
| COMM 2006-C8 XS 0.70627 2046/12/01 | 58,794,306.86 | 719,642.30 | |||
| COMM 2007-C9 A4 5.98626 2049/12/01 | 18,579,000.00 | 20,926,085.07 | |||
| COMMONWEALTH EDISON 5.875 2033/02/01 | 445,000.00 | 532,878.60 | |||
| CONS EDISON CO OF NY 4.2 2042/03/15 | 475,000.00 | 459,211.00 | |||
| CONTINENTAL AIRLINES INC 6.545 2019/02/02 | 171,474.01 | 192,050.89 | |||
| CONTL AIRLINES 6.648 2017/09/15 | 1,454,067.48 | 1,555,852.19 | |||
| COVENTRY HEALTH CARE INC 5.45 2021/06/15 | 2,200,000.00 | 2,551,208.00 | |||
| CROWN AMER/CAP CORP IV 4.5 2023/01/15 | 440,000.00 | 421,300.00 | |||
| CROWN CASTLE TOWERS LLC 4.883 2020/08/15 | 3,665,000.00 | 4,066,684.00 | |||
| CSFB 2002-CP3 AX 0.76977 2035/07/01 | 2,181,965.11 | 24,678.02 | |||
| CSFB 2003-C3 AX 1.50182 2038/05/01 | 5,310,695.33 | 53.09 | |||
| CSFB 2003-CPN1 E 4.891 2035/03/01 | 2,943,000.00 | 2,946,619.89 | |||
| CSFB 2004-C3 AX 0.98065 2036/07/01 | 65,239,631.43 | 33,272.21 | |||
| CSFB 2004-C5 AX 0.75971 2037/11/01 | 94,175,191.93 | 290,059.59 | |||
| CVS PASS-THROUGH TRUST 7.507 2032/01/10 | 1,406,278.76 | 1,743,434.09 | |||
| CYTEC INDUSTRIES INC 3.5 2023/04/01 | 400,000.00 | 381,312.00 | |||
| DBRR 2013-EZ3 A 1.636 2049/12/15 | 7,851,701.36 | 7,876,198.66 | |||
| DELHAIZE GROUP 4.125 2019/04/10 | 482,000.00 | 502,364.50 | |||
| DELTA AIR LINES 2009 1A 7.75 2019/12/17 | 401,183.84 | 468,382.13 | |||
| DEVELOPERS DIVERSIFIED R 7.875 2020/09/01 | 1,524,000.00 | 1,909,663.44 | |||
| DUKE REALTY LP 6.5 2018/01/15 | 1,140,000.00 | 1,307,238.00 | |||
| EASTMAN CHEMICAL CO 6.3 2018/11/15 | 310,000.00 | 351,310.60 | |||
| EDP FINANCE BV 6 2018/02/02 | 3,400,000.00 | 3,718,818.00 | |||
| EL PASO NATURAL GAS 8.375 2032/06/15 | 3,285,000.00 | 4,440,301.65 | |||
| EL PASO PIPELINE PART OP 6.5 2020/04/01 | 155,000.00 | 178,896.35 | |||
| ENEL FINANCE INTL SA 5.125 2019/10/07 | 1,855,000.00 | 2,054,709.30 | |||
| ENERGY TRANSFER PARTNERS 6.5 2042/02/01 | 1,237,000.00 | 1,438,247.53 | |||
| ENTERPRISE PRODUCTS OPER 4.85 2042/08/15 | 1,575,000.00 | 1,580,181.75 | |||
| EPR PROPERTIES 5.25 2023/07/15 | 1,200,000.00 | 1,239,996.00 | |||
| EXPEDIA INC 5.95 2020/08/15 | 1,325,000.00 | 1,475,904.25 | |||
| FIDELITY NATIONAL INFORM 5 2022/03/15 | 1,137,000.00 | 1,191,973.95 | |||
| FIFTH THIRD BANCORP 5.1 2099/12/31 | 662,000.00 | 614,005.00 | |||
| FORD MOTOR CO 7.4 2046/11/01 | 785,000.00 | 1,039,622.60 | |||
| FORD MOTOR CREDIT CO 7.45 2031/07/16 | 3,559,000.00 | 4,652,467.16 | |||
| FRANCE TELECOM 4.125 2021/09/14 | 1,402,000.00 | 1,469,043.64 | |||
| FRONTIER COMMUNICATIONS 8.5 2020/04/15 | 1,660,000.00 | 1,933,900.00 | |||
| FUBOA 2001-C1 IO3 1.16374 2033/03/01 | 2,223,411.58 | 18,187.50 | |||
| GE CAPITAL TRUST I 6.375 2067/11/15 | 8,240,000.00 | 9,125,800.00 | |||
| GEBL 2004-2A D 2.905 2032/12/15 | 525,686.41 | 483,783.94 | |||
| GENWORTH FINANCIAL INC 7.625 2021/09/24 | 1,305,000.00 | 1,626,708.60 | |||
| GEORGIA-PACIFIC CORP 7.75 2029/11/15 | 4,200,000.00 | 5,609,562.00 | |||
| GMACC 1997-C1 X 1.4505 2029/07/01 | 2,754,679.11 | 64,597.21 | |||
| GMACC 2004-C3 AJ 4.915 2041/12/01 | 2,550,000.00 | 2,602,275.00 | |||
| GOLDMAN SACHS GROUP INC 6.75 2037/10/01 | 1,569,000.00 | 1,819,255.50 | |||
| GOLDMAN SACHS GROUP INC 7.5 2019/02/15 | 2,690,000.00 | 3,277,388.40 | |||
| GSMS 2004-GG2 C 5.532 2038/08/01 | 3,853,000.00 | 3,893,032.67 | |||
| GSMS 2005-GG4 B 4.841 2039/07/01 | 3,691,300.00 | 3,722,380.74 | |||
| GSMS 2006-GG6 XC 0.03665 2038/04/01 | 226,793,797.52 | 174,631.22 | |||
| GSMS 2012-GCJ9 XA 2.54144 2045/11/01 | 35,261,391.23 | 4,552,245.60 | |||
| GSMS 2013 GC10 D 4.56201 2046/02/01 | 1,736,000.00 | 1,580,732.16 | |||
| HARTFORD FINL SVCS GRP 8.125 2038/06/15 | 3,115,000.00 | 3,675,700.00 | |||
| HEALTH CARE REIT INC 3.75 2023/03/15 | 575,000.00 | 571,147.50 | |||
| HOST HOTELS & RESORTS LP 6 2021/10/01 | 293,000.00 | 335,906.92 | |||
| HSBC BANK USA NA 7 2039/01/15 | 475,000.00 | 623,014.75 | |||
| HSBC FIN CAP TRUST IX 5.911 2035/11/30 | 6,000,000.00 | 6,232,500.00 | |||
| HYATT HOTELS CORP 3.375 2023/07/15 | 700,000.00 | 667,002.00 | |||
| IBERDROLA INTL BV 6.75 2036/07/15 | 905,000.00 | 1,084,787.30 | |||
| INTL LEASE FINANCE CORP 4.875 2015/04/01 | 293,000.00 | 303,255.00 | |||
| INTL LEASE FINANCE CORP 6.25 2019/05/15 | 1,450,000.00 | 1,604,062.50 | |||
| INTL PAPER CO 8.7 2038/06/15 | 235,000.00 | 343,638.15 | |||
| ITC HOLDINGS CORP 5.875 2016/09/30 | 2,450,000.00 | 2,688,654.50 | |||
| JABIL CIRCUIT INC 8.25 2018/03/15 | 414,000.00 | 493,177.50 | |||
| JPM CHASE CAPITAL XXIII 1.23585 2047/05/15 | 10,052,000.00 | 7,840,560.00 | |||
| JPMBB 2013-C12 D 4.08753 2045/07/01 | 2,333,000.00 | 2,078,119.75 | |||
| JPMCC 2003-C1 D 5.192 2037/01/01 | 714,791.93 | 715,363.76 | |||
| JPMCC 2004-C3 X-1 0.44613 2042/01/01 | 36,536,718.72 | 69,054.39 | |||
| JPMCC 2004-CBX B 5.021 2037/01/01 | 1,267,000.00 | 1,284,243.87 | |||
| JPMCC 2004-CBX X1 0.85589 2037/01/01 | 143,955,687.91 | 610,372.11 | |||
| JPMCC 2004-LN2 A2 5.115 2041/07/01 | 1,703,326.40 | 1,710,020.47 | |||
| JPMCC 2005-CB12 X1 0.33985 2037/09/01 | 148,356,038.66 | 531,114.60 | |||
| JPMCC 2006-LDP6 X1 0.07823 2043/04/01 | 212,659,102.04 | 514,635.02 | |||
| JPMCC 2012-C6 XA 1.98671 2045/05/01 | 25,816,772.21 | 2,562,056.47 | |||
| JPMCC 2012-C8 D 4.6681 2045/10/01 | 4,000,000.00 | 4,000,240.00 | |||
| JPMCC 2012-LC9 D 4.42657 2047/12/01 | 4,105,000.00 | 4,014,320.55 | |||
| JPMCC 2012-LC9 E 4.42657 2047/12/01 | 136,000.00 | 127,527.20 | |||
| JPMCC 2013-C10 D 4.16039 2047/12/01 | 1,909,000.00 | 1,716,439.17 | |||
| JPMCC 2013-LC11 D 4.24236 2046/04/01 | 2,500,000.00 | 2,247,900.00 | |||
| KANSAS GAS & ELECTRIC 5.647 2021/03/29 | 833,155.72 | 896,700.50 | |||
| KERR-MCGEE CORP 7.875 2031/09/15 | 1,935,000.00 | 2,632,277.25 | |||
| KONINKLIJKE KPN NV 8.375 2030/10/01 | 340,000.00 | 459,394.40 | |||
| LBCMT 1998-C4 H 5.6 2035/10/01 | 4,152,000.00 | 4,364,790.00 | |||
| LBCMT 1999-C1 G 6.41 2031/06/01 | 2,302,970.00 | 2,371,483.35 | |||
| LBUBS 2004-C7 XCL 0.74892 2036/10/11 | 36,004,287.84 | 77,769.26 | |||
| LBUBS 2005-C2 XCL 0.31518 2040/04/11 | 98,173,631.06 | 209,109.83 | |||
| LBUBS 2005-C7 XCL 0.20552 2040/11/11 | 236,574,550.17 | 686,066.19 | |||
| LBUBS 2006-C6 AJ 5.452 2039/09/11 | 4,067,000.00 | 4,379,182.92 | |||
| LBUBS 2006-C7 XCL 0.63484 2038/11/11 | 19,463,375.87 | 290,004.29 | |||
| LBUBS 2006-C7 XW 0.63484 2038/11/11 | 24,705,656.12 | 372,314.23 | |||
| LBUBS 2007-C6 A4 5.858 2040/07/11 | 1,984,860.69 | 2,130,807.49 | |||
| LBUBS 2008-C1 AM 6.13919 2041/04/11 | 6,229,000.00 | 7,174,126.17 | |||
| LEGRAND FRANCE SA 8.5 2025/02/15 | 2,413,000.00 | 3,267,901.77 | |||
| LIBERTY MUTUAL GROUP 7 2037/03/15 | 2,185,000.00 | 2,294,250.00 | |||
| LIMITED BRANDS INC 5.625 2022/02/15 | 595,000.00 | 624,750.00 | |||
| LIMITED BRANDS INC 6.625 2021/04/01 | 1,475,000.00 | 1,648,312.50 | |||
| LNR 2002-1A EFXD 7.502 2037/07/01 | 4,000,000.00 | 780,000.00 | |||
| MACQUARIE BANK LTD 6.625 2021/04/07 | 4,750,000.00 | 5,424,737.50 | |||
| MACYS RETAIL HLDGS INC 5.125 2042/01/15 | 375,000.00 | 392,336.25 | |||
| MACYS RETAIL HLDGS INC 6.65 2024/07/15 | 381,000.00 | 458,769.72 | |||
| MACYS RETAIL HLDGS INC 6.9 2029/04/01 | 115,000.00 | 140,986.55 | |||
| METLIFE CAPITAL TRUST IV 7.875 2037/12/15 | 3,500,000.00 | 4,165,000.00 | |||
| METLIFE INC 6.4 2036/12/15 | 3,432,000.00 | 3,661,944.00 | |||
| METROPOLITAN LIFE INS CO 7.8 2025/11/01 | 1,000,000.00 | 1,273,740.00 | |||
| MEZZ 2004-C1 IO 8.62808 2037/01/15 | 557,289.85 | 20,898.36 | |||
| MEZZ 2005-C3 X IO P/P 144A 5.22562 2044/05/01 | 7,814,262.23 | 475,107.14 | |||
| MEZZ 2006-C4 X 5.31108 2045/07/01 | 9,565,956.49 | 819,802.46 | |||
| MHL 2004-1 A2 1.05425 2034/11/25 | 4,173,135.14 | 3,935,683.75 | |||
| MID-AMERICA APT LP 4.3 2023/10/15 | 175,000.00 | 179,177.25 | |||
| MIDAMERICAN ENERGY HLDGS 6.5 2037/09/15 | 3,845,000.00 | 4,847,929.80 | |||
| MIDAMERICAN FUNDING LLC 6.927 2029/03/01 | 255,000.00 | 319,994.40 | |||
| MLMT 2004-BPC1 XC IO 1.16818 2041/10/01 | 25,170,652.65 | 63,681.75 | |||
| MLMT 2004-KEY2 B 4.947 2039/08/01 | 2,321,000.00 | 2,353,679.68 | |||
| MLMT 2004-KEY2 X-C 1.10992 2039/08/01 | 61,381,463.73 | 111,714.25 | |||
| MLMT 2005-MCP1 XC 0.76416 2043/06/01 | 179,867,789.62 | 913,728.37 | |||
| MOSAIC CO 5.45 2033/11/15 | 25,000.00 | 27,456.25 | |||
| MOSAIC CO 5.625 2043/11/15 | 60,000.00 | 65,974.80 | |||
| MOTIVA ENTERPRISES LLC 6.85 2040/01/15 | 2,000,000.00 | 2,601,020.00 | |||
| MSC 2005-IQ9 B 4.86 2056/07/01 | 4,080,000.00 | 4,305,379.20 | |||
| MSC 2005-IQ9 X1 IO P/P 144A 1.18018 2056/07/01 | 216,089,870.02 | 3,401,254.55 | |||
| MSC 2007-HQ12 A2FX 5.57681 2049/04/01 | 1,316,781.00 | 1,343,551.15 | |||
| NATIONWIDE FIN 5.625 2015/02/13 | 705,000.00 | 728,554.05 | |||
| NATIONWIDE MUTL 8.25 2031/12/01 | 1,245,000.00 | 1,640,262.60 | |||
| NEW JERSEY BELL TELEPHON 8 2022/06/01 | 3,163,000.00 | 3,936,005.57 | |||
| NEWS AMER HLDGS INC 7.75 2045/12/01 | 977,000.00 | 1,365,846.00 | |||
| NOBLE HOLDING INTL LTD 6.05 2041/03/01 | 1,910,000.00 | 2,099,873.10 | |||
| NORFOLK SOUTHERN CORP 6 2099/12/31 | 832,000.00 | 972,400.00 | |||
| O'REILLY AUTOMOTIVE INC 3.85 2023/06/15 | 670,000.00 | 662,877.90 | |||
| ONEAMERICA FINL 7 2033/10/15 | 2,990,000.00 | 3,077,607.00 | |||
| OWENS CORNING INC 9 2019/06/15 | 279,000.00 | 352,058.94 | |||
| PACIFIC GAS & ELECTRIC 5.8 2037/03/01 | 1,495,000.00 | 1,740,553.75 | |||
| PACIFIC GAS & ELECTRIC 6.25 2039/03/01 | 235,000.00 | 289,353.15 | |||
| PACIFIC GAS & ELECTRIC 6.35 2038/02/15 | 775,000.00 | 959,907.25 | |||
| PACIFICORP 6.25 2037/10/15 | 2,645,000.00 | 3,399,327.55 | |||
| PACKAGING CORP OF AMERIC 3.9 2022/06/15 | 650,000.00 | 654,439.50 | |||
| PARKER-HANNIFIN CORP 6.25 2038/05/15 | 1,260,000.00 | 1,576,096.20 | |||
| PETROBRAS GLOBAL FINANCE 4.375 2023/05/20 | 860,000.00 | 799,671.00 | |||
| PLAINS EXPLORATION & PRO 6.75 2022/02/01 | 1,750,000.00 | 1,942,500.00 | |||
| PLAINS EXPLORATION & PRO 6.875 2023/02/15 | 125,000.00 | 139,062.50 | |||
| POTOMAC EDISON CO 5.8 2016/10/15 | 2,455,000.00 | 2,665,442.60 | |||
| PPG INDUSTRIES INC 7.4 2019/08/15 | 673,000.00 | 827,056.43 | |||
| PPL CAPITAL FUNDING INC 3.4 2023/06/01 | 1,325,000.00 | 1,297,519.50 | |||
| PPL CAPITAL FUNDING INC 4.2 2022/06/15 | 780,000.00 | 820,747.20 | |||
| PRIDE INTERNATIONAL INC 7.875 2040/08/15 | 3,715,000.00 | 5,284,178.85 | |||
| PROGRESSIVE CORP 6.7 2037/06/15 | 1,405,000.00 | 1,566,575.00 | |||
| PRUDENTIAL FINANCIAL INC 5.2 2044/03/15 | 932,000.00 | 930,536.76 | |||
| PRUDENTIAL FINANCIAL INC 5.625 2043/06/15 | 921,000.00 | 945,176.25 | |||
| PRUDENTIAL FINANCIAL INC 6.625 2040/06/21 | 855,000.00 | 1,100,102.85 | |||
| PUGET SOUND ENERGY INC 6.974 2067/06/01 | 3,470,000.00 | 3,574,100.00 | |||
| QUEST DIAGNOSTIC INC 6.95 2037/07/01 | 1,600,000.00 | 1,907,088.00 | |||
| QWEST CORP 6.75 2021/12/01 | 1,975,000.00 | 2,233,191.75 | |||
| RABOBANK NEDERLAND 4.625 2023/12/01 | 670,000.00 | 698,836.80 | |||
| RECKSON OPERATING PRTSHP 5 2018/08/15 | 733,000.00 | 798,017.10 | |||
| REPUBLIC SERVICES INC 5.7 2041/05/15 | 350,000.00 | 403,406.50 | |||
| ROYAL BK OF SCOTLAND PLC 9.5 2022/03/16 | 2,315,000.00 | 2,719,268.45 | |||
| ROYAL BK SCOTLND GRP PLC 6 2023/12/19 | 360,000.00 | 374,446.80 | |||
| ROYAL BK SCOTLND GRP PLC 6.1 2023/06/10 | 1,090,000.00 | 1,153,350.80 | |||
| SABMILLER HOLDINGS INC 4.95 2042/01/15 | 930,000.00 | 993,119.10 | |||
| SBA TOWER TRUST 5.101 2017/04/15 | 2,750,000.00 | 2,949,320.00 | |||
| SPECTRA ENERGY CAPITAL 5.65 2020/03/01 | 45,000.00 | 50,396.85 | |||
| SPECTRA ENERGY CAPITAL 8 2019/10/01 | 1,405,000.00 | 1,734,542.75 | |||
| STANDARD CHARTERED PLC 3.95 2023/01/11 | 425,000.00 | 411,557.25 | |||
| STATE STREET CAP TR IV 1.23335 2037/06/15 | 8,904,000.00 | 7,368,060.00 | |||
| TANGER FACTORY OUTLET 6.125 2020/06/01 | 673,000.00 | 784,462.26 | |||
| TCI COMMUNICATIONS INC 7.875 2026/02/15 | 4,460,000.00 | 5,945,893.60 | |||
| TELECOM ITALIA CAPITAL 6.175 2014/06/18 | 981,000.00 | 989,534.70 | |||
| TELEFONICA EMISIONES SAU 3.192 2018/04/27 | 150,000.00 | 155,409.00 | |||
| TELEFONICA EMISIONES SAU 5.462 2021/02/16 | 3,190,000.00 | 3,561,156.50 | |||
| TEMPLE-INLAND INC 6.625 2018/01/15 | 1,915,000.00 | 2,238,941.40 | |||
| TEXAS-NEW MEXICO PR 9.5 2019/04/01 | 2,068,000.00 | 2,638,768.00 | |||
| TIME WARNER CABLE INC 5.5 2041/09/01 | 705,000.00 | 743,309.70 | |||
| TIME WARNER CABLE INC 6.75 2039/06/15 | 2,220,000.00 | 2,657,983.80 | |||
| TIME WARNER CABLE INC 7.3 2038/07/01 | 2,110,000.00 | 2,672,019.60 | |||
| TIME WARNER ENT 8.375 2033/07/15 | 143,000.00 | 198,698.50 | |||
| TIME WARNER INC 9.15 2023/02/01 | 2,187,000.00 | 3,010,733.55 | |||
| TRANS-CANADA PIPELINES 6.35 2067/05/15 | 5,090,000.00 | 5,291,055.00 | |||
| UNION CARBIDE CORP 7.75 2096/10/01 | 290,000.00 | 338,853.40 | |||
| UNITED AIR LINES 6.636 2022/07/02 | 671,460.50 | 741,124.52 | |||
| VERIZON COMMUNICATIONS 6.4 2033/09/15 | 550,000.00 | 660,456.50 | |||
| VIACOM INC 7.875 2030/07/30 | 3,915,000.00 | 5,170,031.55 | |||
| WALT DISNEY COMPANY/THE 2.75 2021/08/16 | 2,085,000.00 | 2,096,113.05 | |||
| WAMU 2005-AR1 A1B 0.54425 2045/01/25 | 2,482,062.31 | 2,238,720.92 | |||
| WAMU 2005-AR11 A1B2 0.60425 2045/08/25 | 3,352,979.83 | 3,112,537.64 | |||
| WAMU 2005-AR11 A1B3 0.55425 2045/08/25 | 6,298,358.69 | 5,823,273.49 | |||
| WAMU 2005-AR13 A1B3 0.51425 2045/10/25 | 7,325,994.01 | 6,716,764.34 | |||
| WASTE MANAGEMENT INC 7.75 2032/05/15 | 965,000.00 | 1,345,972.35 | |||
| WBCMT 2005-C16 XC 0.66549 2041/10/01 | 46,519,580.13 | 167,470.48 | |||
| WBCMT 2006-C26 XC 0.04725 2045/06/01 | 245,199,523.04 | 438,907.14 | |||
| WBCMT 2006-C29 IO 0.37629 2048/11/01 | 229,786,697.18 | 2,254,207.49 | |||
| WBCMT 2007-C34 IO 0.30711 2046/05/01 | 65,691,458.92 | 714,723.06 | |||
| WEA FINANCE/WT FIN AUST 6.75 2019/09/02 | 2,750,000.00 | 3,341,965.00 | |||
| WEATHERFORD INTL INC 6.5 2036/08/01 | 1,372,000.00 | 1,574,301.40 | |||
| WESTAVACO CORP 7.95 2031/02/15 | 1,090,000.00 | 1,356,014.50 | |||
| WEYERHAEUSER CO 7.375 2032/03/15 | 1,010,000.00 | 1,317,484.40 | |||
| WFRBS 2011-C4 E 5.24796 2044/06/01 | 3,086,232.00 | 3,115,828.96 | |||
| WFRBS 2012-C7 D 4.84751 2045/06/01 | 3,300,000.00 | 3,362,964.00 | |||
| WFRBS 2013-C17 D 5.12725 2046/12/01 | 2,333,000.00 | 2,206,691.38 | |||
| WFRBS 2013-UBS1 D 4.63436 2046/03/01 | 2,994,000.00 | 2,721,186.72 | |||
| WILLIS GROUP HOLDINGS LT 5.75 2021/03/15 | 1,049,000.00 | 1,166,257.22 | |||
| WISCONSIN ENERGY CORP 6.25 2067/05/15 | 10,170,000.00 | 10,500,525.00 | |||
| ZFS FINANCE USA TRUST V 6.5 2037/05/09 | 338,000.00 | 362,505.00 | |||
| アメリカ・ドル 小計 | 3,221,696,686.88 | 498,960,786.55 | |||
| (50,834,124,934) | |||||
| 社債券 合計 | 50,834,124,934 | ||||
| (50,834,124,934) | |||||
| 合計 | 118,152,415,789 | ||||
| (118,152,415,789) | |||||
| (注)1. | 通貨種類ごとの小計欄の( )内は、邦貨換算額であります。 | ||||
| (注)2. | 種類別合計額及び合計金額欄は、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。 | ||||
| (注)3. | 外貨建有価証券の内訳 | ||||
| 通貨 | 銘柄数 | 組入債券 時価比率 | 有価証券の合計金額に対する比率 | ||
| アメリカ・ドル | 国債証券 | 9銘柄 | 27.15% | 100% | |
| 地方債証券 | 4銘柄 | 0.59% | |||
| 特殊債券 | 223銘柄 | 16.90% | |||
| 社債券 | 249銘柄 | 42.95% | |||
| (注)「組入時価比率」は、純資産に対する比率であります。 なお、TBA取引の買約定は、特殊債券に属します。 TBA取引の売約定については、貸借対照表流動負債の「売付債券」に別途計上しております。 | |||||
| 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 | ||||||
| 「(デリバティブ取引等に関する注記)」にて記載しております。 | ||||||
| 第4 不動産等明細表 | ||||||
| 該当事項はありません。 | ||||||
| 第5 商品明細表 | ||||||
| 該当事項はありません。 | ||||||
| 第6 商品投資等取引の契約額等及び時価の状況表 | ||||||
| 該当事項はありません。 | ||||||
| 第7 その他特定資産の明細表 | ||||||
| 該当事項はありません。 | ||||||
| 第8 借入金明細表 | ||||||
| 該当事項はありません。 |
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