- 有報資料
- 46項目
有価証券報告書(内国投資信託受益証券)-第33期(平成26年4月16日-平成26年10月15日)
(4)【附属明細表】(平成26年10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 | 70,620,000.00 | 69,913,800.00 | ||||
| US TREASURY N/B 1 2016/08/31 | 25,460,000.00 | 25,768,066.00 | ||||||
| US TREASURY N/B 1.125 2019/12/31 | 59,910,000.00 | 58,660,277.40 | ||||||
| US TREASURY N/B 2.75 2023/11/15 | 38,230,000.00 | 40,180,112.30 | ||||||
| US TREASURY N/B 3.5 2018/02/15 | 39,150,000.00 | 42,370,479.00 | ||||||
| US TREASURY N/B 3.75 2043/11/15 | 31,350,000.00 | 36,270,382.50 | ||||||
| アメリカ・ドル 小計 | 264,720,000.00 | 273,163,117.20 | ||||||
| (29,307,670,844) | ||||||||
| 国債証券 合計 | 29,307,670,844 | |||||||
| (29,307,670,844) | ||||||||
| 地方債証券 | アメリカ・ドル | CA TXB-VAR PURP 7.5 2034/04/01 | 1,210,000.00 | 1,775,844.40 | ||||
| ILLINOIS-TXBL 4.421 2015/01/01 | 1,015,000.00 | 1,022,917.00 | ||||||
| N TX HWY-TXB-B 6.718 2049/01/01 | 1,965,000.00 | 2,835,671.85 | ||||||
| OH UNIV-TXB-C-BABS 4.91 2040/06/01 | 1,450,000.00 | 1,712,087.50 | ||||||
| アメリカ・ドル 小計 | 5,640,000.00 | 7,346,520.75 | ||||||
| (788,208,211) | ||||||||
| 地方債証券 合計 | 788,208,211 | |||||||
| (788,208,211) | ||||||||
| 特殊債券 | アメリカ・ドル | ELECTRICITE DE FRANCE 5.6 2040/01/27 | 500,000.00 | 594,690.00 | ||||
| ELECTRICITE DE FRANCE 6 2099/01/22 | 400,000.00 | 465,000.00 | ||||||
| ELECTRICITE DE FRANCE 6.95 2039/01/26 | 3,225,000.00 | 4,418,508.00 | ||||||
| FHLMC A00074 7.5 2020/01/01 | 561.17 | 588.95 | ||||||
| FHLMC G01074 7.5 2029/10/01 | 128,621.08 | 155,099.01 | ||||||
| FHLMC G01461 6 2032/10/01 | 3,433.05 | 3,932.31 | ||||||
| FHLMC GOLD A19332 5.5 2034/03/01 | 1,577,221.70 | 1,796,329.33 | ||||||
| FHLMC GOLD A19517 5.5 2034/03/01 | 738,128.81 | 838,743.14 | ||||||
| FHLMC GOLD A19630 5.5 2034/03/01 | 1,488,056.48 | 1,657,962.76 | ||||||
| FHLMC GOLD A19646 5.5 2034/03/01 | 2,736,825.11 | 3,116,258.54 | ||||||
| FHLMC GOLD A23445 5 2034/06/01 | 94,599.41 | 104,978.85 | ||||||
| FHLMC GOLD G07321 3.5 2043/04/01 | 459,290.59 | 477,717.32 | ||||||
| FHLMC GOLD G11752 5.5 2020/07/01 | 1,823.28 | 1,982.19 | ||||||
| FHLMC GOLD J06128 6 2021/09/01 | 11,383.21 | 12,681.46 | ||||||
| FHLMC GOLD Q00500 4.5 2041/04/01 | 17,496,596.81 | 18,956,862.77 | ||||||
| FHLMC GOLD Q14035 3.5 2042/12/01 | 454,392.90 | 472,618.59 | ||||||
| FHLMC GOLD U90067 4 2042/08/01 | 4,227,121.43 | 4,512,578.94 | ||||||
| FHLMC GOLD U90245 3.5 2042/10/01 | 905,321.84 | 938,275.55 | ||||||
| FNMA 250675 8 2026/09/01 | 10,422.37 | 12,785.95 | ||||||
| FNMA 251625 6.5 2018/03/01 | 2,723.92 | 3,094.86 | ||||||
| FNMA 252207 6.5 2019/01/01 | 5,362.29 | 6,092.52 | ||||||
| FNMA 252210 6.5 2019/02/01 | 652.77 | 741.66 | ||||||
| FNMA 254384 7 2017/06/01 | 1,105.82 | 1,165.44 | ||||||
| FNMA 254847 7 2033/06/01 | 28,766.05 | 33,735.67 | ||||||
| FNMA 254974 7 2033/10/01 | 20,076.23 | 24,482.15 | ||||||
| FNMA 255613 4.5 2034/12/01 | 16,985.23 | 18,460.56 | ||||||
| FNMA 255840 4.5 2020/09/01 | 460,684.43 | 490,573.62 | ||||||
| FNMA 256028 4.5 2020/12/01 | 166,960.11 | 176,540.27 | ||||||
| FNMA 256082 4.5 2021/01/01 | 96,464.63 | 103,929.06 | ||||||
| FNMA 256297 6 2016/06/01 | 4,754.67 | 4,910.33 | ||||||
| FNMA 257351 6.5 2038/09/01 | 106,054.66 | 122,387.07 | ||||||
| FNMA 257577 6 2029/01/01 | 93,321.06 | 106,492.38 | ||||||
| FNMA 303821 6.5 2016/03/01 | 725.86 | 824.70 | ||||||
| FNMA 313637 8 2027/07/01 | 6,189.83 | 7,186.88 | ||||||
| FNMA 324184 6.5 2015/09/01 | 1,561.93 | 1,774.63 | ||||||
| FNMA 357867 5 2020/07/01 | 305,595.73 | 326,070.61 | ||||||
| FNMA 524244 7 2014/12/01 | 469.83 | 470.47 | ||||||
| FNMA 527268 7 2014/11/01 | 77.84 | 77.99 | ||||||
| FNMA 535103 7 2015/01/01 | 24.20 | 24.26 | ||||||
| FNMA 535104 7 2014/12/01 | 124.99 | 125.32 | ||||||
| FNMA 555199 7 2032/11/01 | 4,248.92 | 5,042.40 | ||||||
| FNMA 575258 5.5 2016/03/01 | 169.23 | 179.40 | ||||||
| FNMA 648596 7.5 2032/06/01 | 4,779.84 | 5,593.46 | ||||||
| FNMA 650189 6 2017/09/01 | 700.56 | 731.74 | ||||||
| FNMA 655189 9 2032/04/01 | 31,775.98 | 34,531.91 | ||||||
| FNMA 678007 6 2032/09/01 | 16,387.04 | 18,936.36 | ||||||
| FNMA 688770 7.5 2033/02/01 | 156,128.65 | 173,916.38 | ||||||
| FNMA 689002 5.5 2018/04/01 | 14,002.27 | 14,844.22 | ||||||
| FNMA 694046 7.5 2033/03/01 | 222,156.22 | 266,376.41 | ||||||
| FNMA 694047 8 2033/03/01 | 42,158.04 | 49,703.06 | ||||||
| FNMA 694770 7 2033/04/01 | 8,150.96 | 9,306.68 | ||||||
| FNMA 709458 7 2033/07/01 | 5,138.64 | 5,765.09 | ||||||
| FNMA 721344 5 2018/06/01 | 1,004.67 | 1,061.93 | ||||||
| FNMA 724439 9 2027/01/01 | 130,451.40 | 152,977.74 | ||||||
| FNMA 725161 6.5 2034/02/01 | 2,009,181.36 | 2,282,791.51 | ||||||
| FNMA 725537 5 2019/06/01 | 33,588.42 | 35,838.84 | ||||||
| FNMA 727421 5 2018/09/01 | 2,057.80 | 2,175.15 | ||||||
| FNMA 729379 6 2033/08/01 | 4,968.58 | 5,765.19 | ||||||
| FNMA 740238 6 2033/09/01 | 9,665.57 | 10,947.99 | ||||||
| FNMA 744239 6.5 2033/10/01 | 1,292,523.63 | 1,483,959.30 | ||||||
| FNMA 745279 5 2021/02/01 | 15,144.63 | 16,159.32 | ||||||
| FNMA 745875 6.5 2036/09/01 | 23,581.07 | 26,899.16 | ||||||
| FNMA 745885 6 2036/10/01 | 134,664.01 | 153,115.67 | ||||||
| FNMA 745948 6.5 2036/10/01 | 65,017.02 | 73,871.03 | ||||||
| FNMA 747587 7 2033/11/01 | 191,053.43 | 224,598.59 | ||||||
| FNMA 751808 6.5 2033/10/01 | 198,643.62 | 229,715.45 | ||||||
| FNMA 751965 6.5 2033/11/01 | 40,809.89 | 46,574.28 | ||||||
| FNMA 753086 6 2033/12/01 | 119,018.03 | 135,876.93 | ||||||
| FNMA 754772 7 2034/01/01 | 8,040.75 | 8,126.46 | ||||||
| FNMA 767621 5 2019/02/01 | 1,137.45 | 1,202.28 | ||||||
| FNMA 771948 5.5 2019/02/01 | 9,681.47 | 10,341.06 | ||||||
| FNMA 773979 5.5 2034/03/01 | 1,898,547.16 | 2,160,717.53 | ||||||
| FNMA 784179 4.5 2034/06/01 | 39,207.95 | 42,505.33 | ||||||
| FNMA 800971 5 2019/11/01 | 1,410.49 | 1,504.99 | ||||||
| FNMA 806713 4.5 2035/01/01 | 6,356.82 | 6,900.45 | ||||||
| FNMA 810242 4.5 2035/01/01 | 87,660.23 | 95,291.05 | ||||||
| FNMA 811532 4.5 2020/12/01 | 181,875.09 | 193,675.13 | ||||||
| FNMA 813775 6 2035/02/01 | 21,796.25 | 25,072.22 | ||||||
| FNMA 816411 4.5 2020/07/01 | 84,142.51 | 88,970.59 | ||||||
| FNMA 820495 5 2020/06/01 | 294,847.75 | 314,602.54 | ||||||
| FNMA 825900 4.5 2020/10/01 | 127,664.29 | 137,574.86 | ||||||
| FNMA 825925 5 2020/10/01 | 4,832.79 | 5,156.58 | ||||||
| FNMA 826606 4.5 2020/08/01 | 405,832.59 | 432,162.99 | ||||||
| FNMA 826737 4.5 2020/08/01 | 252,145.52 | 268,411.42 | ||||||
| FNMA 828443 4.5 2020/07/01 | 225,958.93 | 240,619.13 | ||||||
| FNMA 828647 4.5 2020/08/01 | 56,994.51 | 60,264.85 | ||||||
| FNMA 829037 4.5 2020/07/01 | 82,204.99 | 87,415.14 | ||||||
| FNMA 829054 4.5 2020/08/01 | 31,369.38 | 33,404.62 | ||||||
| FNMA 829068 4.5 2020/08/01 | 180,298.70 | 191,996.46 | ||||||
| FNMA 830625 5 2020/07/01 | 66,958.52 | 71,217.07 | ||||||
| FNMA 830642 4.5 2020/08/01 | 305,483.48 | 325,303.22 | ||||||
| FNMA 831130 4.5 2020/10/01 | 216,909.04 | 230,110.12 | ||||||
| FNMA 831287 6 2036/01/01 | 23,387.44 | 26,633.84 | ||||||
| FNMA 831679 6.5 2036/08/01 | 1,548.48 | 1,759.35 | ||||||
| FNMA 831759 6 2026/09/01 | 7,197.20 | 8,171.05 | ||||||
| FNMA 831765 6 2016/10/01 | 12,674.37 | 13,127.73 | ||||||
| FNMA 833036 4.5 2020/09/01 | 180,997.67 | 192,545.31 | ||||||
| FNMA 833882 5 2020/07/01 | 36,546.16 | 38,629.29 | ||||||
| FNMA 835222 4.5 2020/08/01 | 622,904.16 | 663,318.16 | ||||||
| FNMA 836381 4.5 2020/10/01 | 249,904.37 | 266,118.15 | ||||||
| FNMA 837165 4.5 2020/11/01 | 109,005.34 | 116,077.60 | ||||||
| FNMA 837220 4.5 2020/08/01 | 352,841.40 | 375,469.10 | ||||||
| FNMA 837578 4.5 2020/08/01 | 251,681.97 | 267,822.32 | ||||||
| FNMA 838579 6.5 2035/10/01 | 120,775.36 | 144,889.36 | ||||||
| FNMA 840574 4.5 2020/10/01 | 193,146.78 | 205,678.14 | ||||||
| FNMA 842732 4.5 2020/10/01 | 265,966.41 | 283,022.81 | ||||||
| FNMA 843098 4.5 2020/10/01 | 76,058.16 | 80,422.36 | ||||||
| FNMA 843793 4.5 2020/10/01 | 16,733.99 | 17,755.43 | ||||||
| FNMA 844290 6 2020/11/01 | 355,427.03 | 383,004.60 | ||||||
| FNMA 844579 6 2020/12/01 | 69,431.39 | 74,895.64 | ||||||
| FNMA 845127 4.5 2020/12/01 | 146,505.29 | 156,102.85 | ||||||
| FNMA 848351 4.5 2020/11/01 | 280,429.98 | 298,624.26 | ||||||
| FNMA 850102 4.5 2020/09/01 | 92,906.76 | 98,551.76 | ||||||
| FNMA 850877 4.5 2020/12/01 | 303,250.93 | 322,704.46 | ||||||
| FNMA 850906 4.5 2020/12/01 | 2,430.42 | 2,588.10 | ||||||
| FNMA 851469 4.5 2036/01/01 | 75,108.99 | 81,867.29 | ||||||
| FNMA 851529 4.5 2036/02/01 | 43,318.40 | 46,961.47 | ||||||
| FNMA 852737 5 2021/01/01 | 19,469.11 | 20,578.84 | ||||||
| FNMA 866569 4.5 2021/01/01 | 229,380.61 | 244,221.53 | ||||||
| FNMA 868694 4.5 2021/04/01 | 33,296.57 | 35,207.12 | ||||||
| FNMA 870822 6 2036/10/01 | 19,028.18 | 21,596.98 | ||||||
| FNMA 882566 6 2036/07/01 | 2,309.84 | 2,616.30 | ||||||
| FNMA 885064 5 2021/05/01 | 13,538.23 | 14,551.02 | ||||||
| FNMA 885298 6 2036/07/01 | 1,593.34 | 1,804.88 | ||||||
| FNMA 887678 6 2036/08/01 | 190,358.15 | 216,420.08 | ||||||
| FNMA 888268 6 2037/03/01 | 1,067,023.00 | 1,213,205.10 | ||||||
| FNMA 889495 6.5 2038/03/01 | 14,929.23 | 17,239.22 | ||||||
| FNMA 891436 6 2036/03/01 | 777,782.94 | 885,474.71 | ||||||
| FNMA 892499 6 2036/08/01 | 22,863.15 | 25,896.63 | ||||||
| FNMA 893291 6.5 2036/08/01 | 11,136.11 | 12,652.62 | ||||||
| FNMA 893938 5 2021/10/01 | 54,838.30 | 58,891.94 | ||||||
| FNMA 896538 6.5 2036/09/01 | 76,826.09 | 89,583.83 | ||||||
| FNMA 897144 6 2036/09/01 | 96,136.18 | 109,750.00 | ||||||
| FNMA 897402 6 2036/07/01 | 136,130.54 | 154,943.77 | ||||||
| FNMA 898140 5 2021/08/01 | 8,300.26 | 8,773.37 | ||||||
| FNMA 898540 6.5 2036/09/01 | 35,817.77 | 40,695.43 | ||||||
| FNMA 898565 6.5 2036/10/01 | 2,316.12 | 2,631.52 | ||||||
| FNMA 899898 6.5 2036/09/01 | 60,532.82 | 69,276.78 | ||||||
| FNMA 900527 6 2036/09/01 | 692,984.95 | 787,570.43 | ||||||
| FNMA 900951 6.5 2036/09/01 | 40,280.20 | 45,947.22 | ||||||
| FNMA 900984 6.5 2036/09/01 | 30,541.47 | 34,709.46 | ||||||
| FNMA 903760 6 2022/01/01 | 258,661.43 | 284,074.91 | ||||||
| FNMA 905107 6 2037/01/01 | 7,139.53 | 8,101.72 | ||||||
| FNMA 907250 6 2036/12/01 | 22,838.29 | 25,992.94 | ||||||
| FNMA 907746 6 2037/01/01 | 94,316.58 | 107,118.16 | ||||||
| FNMA 908775 6 2037/01/01 | 16,177.59 | 18,387.28 | ||||||
| FNMA 920424 6 2036/11/01 | 27,406.59 | 31,191.16 | ||||||
| FNMA 930325 6.5 2038/11/01 | 27,177.45 | 30,971.15 | ||||||
| FNMA 933922 6.5 2038/05/01 | 52,294.20 | 60,395.61 | ||||||
| FNMA 934757 6 2039/02/01 | 4,665.62 | 5,284.65 | ||||||
| FNMA 935051 6 2039/03/01 | 24,907.33 | 28,212.03 | ||||||
| FNMA 956501 6.5 2038/01/01 | 372,354.58 | 424,581.02 | ||||||
| FNMA 962455 6.5 2038/04/01 | 225,707.15 | 256,443.94 | ||||||
| FNMA 965089 6.5 2038/09/01 | 4,520.57 | 5,479.65 | ||||||
| FNMA 965537 6.5 2038/01/01 | 1,071,867.56 | 1,260,859.22 | ||||||
| FNMA 966478 6.5 2038/01/01 | 65,205.91 | 78,726.35 | ||||||
| FNMA 967124 6.5 2038/01/01 | 38,255.85 | 43,465.53 | ||||||
| FNMA 967147 6.5 2038/01/01 | 617,209.34 | 701,260.88 | ||||||
| FNMA 967162 6.5 2038/01/01 | 1,152,181.74 | 1,313,060.86 | ||||||
| FNMA 967416 6.5 2038/01/01 | 360,067.16 | 409,101.10 | ||||||
| FNMA 968000 6.5 2038/01/01 | 578,941.79 | 657,782.08 | ||||||
| FNMA 968156 6.5 2038/01/01 | 80,256.13 | 91,898.08 | ||||||
| FNMA 968774 6.5 2038/01/01 | 220,367.40 | 252,292.01 | ||||||
| FNMA 973310 6.5 2038/02/01 | 30,776.27 | 35,018.15 | ||||||
| FNMA 974321 6 2033/01/01 | 506,928.05 | 578,982.77 | ||||||
| FNMA 981045 6.5 2038/04/01 | 36,207.02 | 41,137.69 | ||||||
| FNMA 987105 6.5 2038/09/01 | 114,251.11 | 138,443.78 | ||||||
| FNMA 987177 6.5 2038/12/01 | 78,891.05 | 90,432.02 | ||||||
| FNMA 991474 6.5 2038/10/01 | 27,042.91 | 30,725.61 | ||||||
| FNMA 991548 6.5 2038/11/01 | 50,091.26 | 60,629.96 | ||||||
| FNMA 995062 5 2038/02/01 | 96,237.88 | 106,744.16 | ||||||
| FNMA AA0679 6.5 2038/12/01 | 30,236.41 | 34,731.95 | ||||||
| FNMA AA1323 6 2032/11/01 | 143,590.24 | 164,420.85 | ||||||
| FNMA AB9369 3.5 2043/05/01 | 937,281.20 | 974,163.21 | ||||||
| FNMA AD8536 5 2040/08/01 | 17,397,922.77 | 19,302,647.35 | ||||||
| FNMA AE0954 4.5 2041/02/01 | 2,070,886.83 | 2,249,852.86 | ||||||
| FNMA AE1839 5 2040/08/01 | 2,806,953.76 | 3,116,280.06 | ||||||
| FNMA AE5441 5 2040/10/01 | 3,016,023.93 | 3,355,236.14 | ||||||
| FNMA AE5932 6 2038/11/01 | 125,726.80 | 143,473.13 | ||||||
| FNMA AH6797 5 2041/03/01 | 8,093,149.83 | 8,976,759.92 | ||||||
| FNMA AI1070 4.5 2041/06/01 | 2,383,610.80 | 2,589,530.93 | ||||||
| FNMA AR6448 4.5 2043/10/01 | 352,155.76 | 387,029.74 | ||||||
| FNMA AS0170 4.5 2043/08/01 | 153,109.04 | 168,274.49 | ||||||
| FNMA AS0273 4.5 2043/08/01 | 74,213.76 | 81,563.89 | ||||||
| FNMA AT2727 3.5 2043/05/01 | 910,663.49 | 950,477.69 | ||||||
| FNMA AT2746 3.5 2043/05/01 | 903,944.07 | 939,514.26 | ||||||
| FNMA AU3770 4.5 2043/08/01 | 146,745.61 | 161,279.29 | ||||||
| FNMA AU5927 4.5 2043/09/01 | 1,508,490.00 | 1,657,890.84 | ||||||
| FNMA AU6942 4.5 2043/10/01 | 2,525,305.09 | 2,775,436.55 | ||||||
| FNMA AU7282 4.5 2043/10/01 | 2,339,292.97 | 2,570,976.54 | ||||||
| FNMA MA0693 4.5 2041/04/01 | 475,755.42 | 516,841.65 | ||||||
| FNMA MA1549 4.5 2043/08/01 | 8,229,165.41 | 9,044,181.95 | ||||||
| FNMA TBA 3 2044/11/01 | 6,000,000.00 | 6,032,760.00 | ||||||
| FNMA TBA 3.5 2044/11/01 | 3,000,000.00 | 3,108,690.00 | ||||||
| FNMA TBA 4 2044/11/01 | 1,000,000.00 | 1,062,400.00 | ||||||
| FNMA TBA 4.5 2044/11/01 | 16,000,000.00 | 17,311,200.00 | ||||||
| FNMA TBA 5.5 2044/11/01 | 8,000,000.00 | 8,914,320.00 | ||||||
| FNR 2001-50 BI 0.41115 2041/10/01 | 4,096,976.51 | 71,451.24 | ||||||
| FNW 2002-W6 1AIO 0.13179 2042/06/01 | 2,789,717.63 | 7,085.88 | ||||||
| FNW 2003-W1 2A 6.58388 2042/12/01 | 1,940,536.55 | 2,305,046.92 | ||||||
| FNW 2003-W10 1IO 1.05046 2043/06/01 | 22,453,847.97 | 498,475.39 | ||||||
| FNW 2005-W4 1AIO 0.09539 2035/08/01 | 606,467.53 | 2,431.93 | ||||||
| FSPC T-56 2IO 0 2043/05/01 | 12,396,001.89 | 371.87 | ||||||
| FSPC T-56 3IO 0 2043/05/01 | 69,998.38 | 2.09 | ||||||
| FSPC T-56 AIO 0.52397 2043/05/01 | 13,527,562.36 | 344,817.56 | ||||||
| GNMA 4018 6.5 2037/08/01 | 1,029,159.42 | 1,176,895.20 | ||||||
| GNMA 4029 6.5 2037/09/01 | 82,044.73 | 93,020.67 | ||||||
| GNMA 4040 6.5 2037/10/01 | 277,949.23 | 314,582.93 | ||||||
| GNMA 5279 3.5 2042/01/01 | 30,244,982.67 | 31,679,199.51 | ||||||
| GNMA AE8211 4 2044/03/01 | 1,684,484.50 | 1,818,131.50 | ||||||
| GNMA AE8491 4 2044/07/01 | 2,986,218.03 | 3,212,871.97 | ||||||
| GNMA II 002921 7.5 2030/05/01 | 6,184.15 | 7,661.23 | ||||||
| GNMA TBA 4 2044/10/01 | 41,000,000.00 | 43,780,210.00 | ||||||
| GNMA TBA 4 2044/11/01 | 41,000,000.00 | 43,677,710.00 | ||||||
| GNMA TBA 4.5 2044/10/01 | 23,000,000.00 | 25,032,510.00 | ||||||
| GNMA TBA 4.5 2044/11/01 | 23,000,000.00 | 24,989,500.00 | ||||||
| STATOIL ASA 5.1 2040/08/17 | 3,030,000.00 | 3,517,163.40 | ||||||
| アメリカ・ドル 小計 | 372,782,899.15 | 345,043,401.65 | ||||||
| (37,019,706,563) | ||||||||
| 特殊債券 合計 | 37,019,706,563 | |||||||
| (37,019,706,563) | ||||||||
| 社債券 | アメリカ・ドル | AFLAC INC 6.9 2039/12/17 | 2,795,000.00 | 3,806,231.00 | ||||
| ALTRIA GROUP INC 2.85 2022/08/09 | 1,245,000.00 | 1,218,904.80 | ||||||
| AMERICAN INTL GROUP 8.175 2058/05/15 | 1,206,000.00 | 1,640,160.00 | ||||||
| AMERICAN TOWER CORP 3.4 2019/02/15 | 475,000.00 | 490,542.00 | ||||||
| ANHEUSER-BUSCH INBEV WOR 8.2 2039/01/15 | 578,000.00 | 890,888.74 | ||||||
| AOL TIME WARNER 7.7 2032/05/01 | 850,000.00 | 1,193,417.00 | ||||||
| AON PLC 4.25 2042/12/12 | 3,643,000.00 | 3,522,963.15 | ||||||
| APPALACHIAN POWER CO 5.8 2035/10/01 | 2,710,000.00 | 3,359,587.00 | ||||||
| APPLE INC 3.85 2043/05/04 | 970,000.00 | 936,341.00 | ||||||
| ARCELORMITTAL 10.35 2019/06/01 | 140,000.00 | 170,625.00 | ||||||
| ARIZONA PUBLIC SERVICE 4.5 2042/04/01 | 575,000.00 | 622,006.25 | ||||||
| ASSURANT INC 6.75 2034/02/15 | 2,450,000.00 | 2,981,870.50 | ||||||
| AUTONATION INC 5.5 2020/02/01 | 410,000.00 | 452,672.80 | ||||||
| BACM 2002-PB2 XC 0.41588 2035/06/01 | 3,781,072.27 | 1,890.53 | ||||||
| BACM 2004-4 D 5.073 2042/07/01 | 2,575,000.00 | 2,691,724.75 | ||||||
| BACM 2004-4 XC 0.52689 2042/07/01 | 12,310,379.85 | 26,959.72 | ||||||
| BACM 2004-5 XC 0.46735 2041/11/01 | 6,894,319.44 | 37,436.15 | ||||||
| BACM 2006-2 AJ 5.76544 2045/05/01 | 8,281,000.00 | 8,726,186.56 | ||||||
| BARCLAYS BANK PLC 10.179 2021/06/12 | 5,685,000.00 | 7,737,285.00 | ||||||
| BBVA INTL PREF UNIPERSON 5.919 2099/12/31 | 1,200,000.00 | 1,224,000.00 | ||||||
| BEAR STEARNS CO INC 6.4 2017/10/02 | 3,090,000.00 | 3,515,585.70 | ||||||
| BEAR STEARNS CO INC 7.25 2018/02/01 | 2,100,000.00 | 2,464,938.00 | ||||||
| BEAVER VALLEY FUNDG CORP 9 2017/06/01 | 206,000.00 | 218,607.20 | ||||||
| BED BATH & BEYOND INC 5.165 2044/08/01 | 1,715,000.00 | 1,711,895.85 | ||||||
| BERKSHIRE HATHAWAY FIN 4.3 2043/05/15 | 1,327,000.00 | 1,358,688.76 | ||||||
| BOARDWALK PIPELINES LP 5.875 2016/11/15 | 3,215,000.00 | 3,489,625.30 | ||||||
| BROCADE COMMUNICATIONS 6.875 2020/01/15 | 715,000.00 | 743,600.00 | ||||||
| BSCMS 2004-PR3I X1 0.56294 2041/02/01 | 2,891,980.63 | 7,837.26 | ||||||
| BSCMS 2004-PWR3 F 5.199 2041/02/01 | 2,380,000.00 | 2,381,808.80 | ||||||
| BSCMS 2004-PWR4 X 0.18276 2041/06/01 | 12,738,392.90 | 33,629.35 | ||||||
| BSCMS 2004-T16 X1 0.58822 2046/02/01 | 4,363,870.19 | 22,124.82 | ||||||
| BSCMS 2005-T20 B 5.13602 2042/10/01 | 4,620,000.00 | 4,761,787.80 | ||||||
| BSCMS 2006-PW14 X1 0.63841 2038/12/01 | 18,764,836.87 | 238,313.42 | ||||||
| CAMDEN PROPERTY TRUST 4.875 2023/06/15 | 1,525,000.00 | 1,693,710.75 | ||||||
| CAPITAL ONE BANK USA NA 3.375 2023/02/15 | 1,452,000.00 | 1,455,165.36 | ||||||
| CBL & ASSOCIATES LP 5.25 2023/12/01 | 430,000.00 | 463,006.80 | ||||||
| CELANESE US HOLDINGS LLC 5.875 2021/06/15 | 1,440,000.00 | 1,522,800.00 | ||||||
| CENTURYLINK INC 6.875 2028/01/15 | 3,535,000.00 | 3,517,325.00 | ||||||
| CFCRE 2011-C2 D 5.74419 2047/12/01 | 2,206,000.00 | 2,437,100.56 | ||||||
| CGCMT 2004-C2 D 4.9241 2041/10/01 | 2,910,000.00 | 2,931,795.90 | ||||||
| CGCMT 2006-C5 XC 0.7348 2049/10/01 | 106,515,394.39 | 1,060,893.31 | ||||||
| CHESAPEAKE MIDSTREAM PT/ 5.875 2021/04/15 | 507,000.00 | 533,617.50 | ||||||
| CMS ENERGY CORP 8.75 2019/06/15 | 2,078,000.00 | 2,668,567.60 | ||||||
| COMCAST CORP 6.5 2035/11/15 | 835,000.00 | 1,120,803.80 | ||||||
| COMM 2005-C6 AJ 5.209 2044/06/01 | 4,912,000.00 | 5,045,852.00 | ||||||
| COMM 2006-C8 XS 0.51153 2046/12/01 | 56,581,023.86 | 560,717.94 | ||||||
| COMM 2013-LC13 XA 1.4454 2046/08/01 | 70,923,425.61 | 5,395,854.21 | ||||||
| COMM 2014-CR14 XA 0.90733 2047/02/01 | 108,604,101.41 | 5,517,088.35 | ||||||
| COMM 2014-CR18 C 4.89806 2047/07/01 | 3,428,000.00 | 3,604,027.80 | ||||||
| COMMERZBANK AG 8.125 2023/09/19 | 680,000.00 | 780,912.00 | ||||||
| COMMONWEALTH EDISON 5.875 2033/02/01 | 445,000.00 | 566,836.55 | ||||||
| CONS EDISON CO OF NY 4.2 2042/03/15 | 475,000.00 | 486,219.50 | ||||||
| CONTINENTAL AIRLINES INC 6.545 2019/02/02 | 171,432.72 | 189,004.57 | ||||||
| CONTL AIRLINES 6.648 2017/09/15 | 1,435,537.65 | 1,516,214.85 | ||||||
| CORRECTIONS CORP OF AMER 4.625 2023/05/01 | 516,000.00 | 500,520.00 | ||||||
| CROWN AMER/CAP CORP IV 4.5 2023/01/15 | 440,000.00 | 418,000.00 | ||||||
| CROWN CASTLE TOWERS LLC 4.883 2020/08/15 | 3,665,000.00 | 4,089,113.80 | ||||||
| CSFB 2002-CP3 AX 1.471 2035/07/01 | 1,247,614.28 | 6,861.87 | ||||||
| CSFB 2003-C3 AX 1.77228 2038/05/01 | 5,035,749.09 | 50.34 | ||||||
| CSFB 2003-CPN1 E 4.891 2035/03/01 | 2,943,000.00 | 2,944,412.64 | ||||||
| CSFB 2004-C3 AX 0.59295 2036/07/01 | 12,012,359.91 | 120.12 | ||||||
| CSFB 2004-C5 AX 0.88075 2037/11/01 | 34,761,193.99 | 7,995.07 | ||||||
| CVS PASS-THROUGH TRUST 7.507 2032/01/10 | 1,386,521.27 | 1,801,063.39 | ||||||
| CYTEC INDUSTRIES INC 3.5 2023/04/01 | 400,000.00 | 400,732.00 | ||||||
| DBRR 2013-EZ3 A 1.63567 2049/12/15 | 1,973,036.80 | 1,983,197.93 | ||||||
| DBUBS 2011-LC3A D 5.41855 2044/08/01 | 2,118,000.00 | 2,233,113.30 | ||||||
| DELHAIZE GROUP 4.125 2019/04/10 | 482,000.00 | 513,980.70 | ||||||
| DELTA AIR LINES 2009 1A 7.75 2019/12/17 | 371,008.30 | 434,079.71 | ||||||
| DEVELOPERS DIVERSIFIED R 7.875 2020/09/01 | 1,524,000.00 | 1,921,184.88 | ||||||
| DOLLAR GENERAL CORP 3.25 2023/04/15 | 730,000.00 | 664,022.60 | ||||||
| DUKE REALTY LP 4.375 2022/06/15 | 975,000.00 | 1,037,175.75 | ||||||
| EASTMAN CHEMICAL CO 6.3 2018/11/15 | 310,000.00 | 356,655.00 | ||||||
| EDP FINANCE BV 6 2018/02/02 | 3,400,000.00 | 3,700,866.00 | ||||||
| EL PASO NATURAL GAS 8.375 2032/06/15 | 3,285,000.00 | 4,408,108.65 | ||||||
| EL PASO PIPELINE PART OP 6.5 2020/04/01 | 155,000.00 | 179,972.05 | ||||||
| ENEL FINANCE INTL SA 5.125 2019/10/07 | 1,855,000.00 | 2,075,503.85 | ||||||
| ENERGY TRANSFER PARTNERS 6.5 2042/02/01 | 1,237,000.00 | 1,448,712.55 | ||||||
| ENTERPRISE PRODUCTS OPER 4.85 2042/08/15 | 1,575,000.00 | 1,651,860.00 | ||||||
| EPR PROPERTIES 5.25 2023/07/15 | 1,200,000.00 | 1,287,060.00 | ||||||
| EQT MIDSTREAM PARTNERS L 4 2024/08/01 | 1,396,000.00 | 1,402,100.52 | ||||||
| ERAC USA FINANCE LLC 7 2037/10/15 | 1,901,000.00 | 2,568,745.26 | ||||||
| EXPEDIA INC 5.95 2020/08/15 | 1,325,000.00 | 1,500,681.75 | ||||||
| FIDELITY NATIONAL INFORM 5 2022/03/15 | 1,137,000.00 | 1,199,102.94 | ||||||
| FIFTH THIRD BANCORP 5.1 2099/12/31 | 662,000.00 | 632,706.50 | ||||||
| FORD MOTOR CO 7.4 2046/11/01 | 785,000.00 | 1,111,096.85 | ||||||
| FORD MOTOR CREDIT CO 7.45 2031/07/16 | 3,559,000.00 | 4,786,356.74 | ||||||
| FRONTIER COMMUNICATIONS 8.5 2020/04/15 | 1,660,000.00 | 1,851,232.00 | ||||||
| FUBOA 2001-C1 IO3 1.9559 2033/03/01 | 2,223,411.58 | 14,785.68 | ||||||
| GE CAPITAL TRUST I 6.375 2067/11/15 | 8,240,000.00 | 8,888,900.00 | ||||||
| GEBL 2004-2A D 2.9036 2032/12/15 | 377,829.98 | 352,061.97 | ||||||
| GEORGIA-PACIFIC CORP 7.75 2029/11/15 | 4,200,000.00 | 5,938,002.00 | ||||||
| GMACC 1997-C1 X 1.37106 2029/07/01 | 2,597,756.44 | 84,193.27 | ||||||
| GMACC 2004-C3 AJ 4.915 2041/12/01 | 2,550,000.00 | 2,559,205.50 | ||||||
| GOLDMAN SACHS GROUP INC 6.75 2037/10/01 | 1,569,000.00 | 1,932,411.78 | ||||||
| GOLDMAN SACHS GROUP INC 7.5 2019/02/15 | 2,690,000.00 | 3,243,198.50 | ||||||
| GSMS 2005-GG4 B 4.841 2039/07/01 | 4,082,300.00 | 4,126,797.07 | ||||||
| GSMS 2006-GG6 XC 0.14199 2038/04/01 | 211,966,366.97 | 95,384.86 | ||||||
| GSMS 2012-GC6 D 5.63791 2045/01/01 | 2,597,000.00 | 2,776,089.12 | ||||||
| GSMS 2012-GCJ9 XA 2.36604 2045/11/01 | 35,011,479.44 | 4,302,910.81 | ||||||
| GSMS 2013 GC10 D 4.41447 2046/02/01 | 1,736,000.00 | 1,676,819.76 | ||||||
| HARTFORD FINL SVCS GRP 8.125 2038/06/15 | 3,115,000.00 | 3,628,975.00 | ||||||
| HOSPITALITY PROPERTIES T 4.5 2025/03/15 | 590,000.00 | 594,466.30 | ||||||
| HOST HOTELS & RESORTS LP 6 2021/10/01 | 293,000.00 | 340,205.23 | ||||||
| HSBC BANK USA NA 7 2039/01/15 | 475,000.00 | 669,042.25 | ||||||
| HSBC FIN CAP TRUST IX 5.911 2035/11/30 | 4,700,000.00 | 4,841,470.00 | ||||||
| HSBC HOLDINGS PLC 6.375 2099/12/31 | 1,870,000.00 | 1,884,025.00 | ||||||
| HYATT HOTELS CORP 3.375 2023/07/15 | 700,000.00 | 685,958.00 | ||||||
| IBERDROLA INTL BV 6.75 2036/07/15 | 905,000.00 | 1,144,897.40 | ||||||
| INTL LEASE FINANCE CORP 4.875 2015/04/01 | 293,000.00 | 296,477.91 | ||||||
| INTL LEASE FINANCE CORP 6.25 2019/05/15 | 1,450,000.00 | 1,544,250.00 | ||||||
| INTL PAPER CO 8.7 2038/06/15 | 235,000.00 | 356,304.65 | ||||||
| JABIL CIRCUIT INC 8.25 2018/03/15 | 414,000.00 | 478,170.00 | ||||||
| JPM CHASE CAPITAL XXIII 1.2336 2047/05/15 | 10,052,000.00 | 8,267,770.00 | ||||||
| JPMBB 2013-C12 D 4.22305 2045/07/01 | 941,000.00 | 892,444.40 | ||||||
| JPMBB 2014-C19 XA 1.4487 2047/04/01 | 34,160,282.66 | 2,101,198.98 | ||||||
| JPMCC 2003-C1 D 5.192 2037/01/01 | 295,109.99 | 295,502.48 | ||||||
| JPMCC 2004-C3 X-1 0.5633 2042/01/01 | 27,856,063.81 | 9,749.62 | ||||||
| JPMCC 2004-CBX B 5.021 2037/01/01 | 1,267,000.00 | 1,279,163.20 | ||||||
| JPMCC 2004-CBX X1 0.61445 2037/01/01 | 75,673,134.31 | 294,368.49 | ||||||
| JPMCC 2004-LN2 A2 5.115 2041/07/01 | 206,504.27 | 207,788.72 | ||||||
| JPMCC 2005-CB12 X1 0.34716 2037/09/01 | 143,223,788.04 | 260,667.28 | ||||||
| JPMCC 2006-LDP6 X1 0.24875 2043/04/01 | 210,579,609.44 | 368,514.30 | ||||||
| JPMCC 2006-LDP8 AJ 5.48 2045/05/01 | 5,677,000.00 | 5,990,881.33 | ||||||
| JPMCC 2012-C6 E 5.3813 2045/05/01 | 3,005,000.00 | 3,109,724.25 | ||||||
| JPMCC 2012-C6 XA 2.11299 2045/05/01 | 25,210,926.47 | 2,356,213.18 | ||||||
| JPMCC 2012-C8 D 4.82231 2045/10/01 | 4,617,000.00 | 4,792,307.49 | ||||||
| JPMCC 2012-LC9 D 4.57281 2047/12/01 | 4,105,000.00 | 4,218,503.25 | ||||||
| JPMCC 2013-LC11 D 4.38242 2046/04/01 | 1,429,000.00 | 1,363,108.81 | ||||||
| KANSAS GAS & ELECTRIC 5.647 2021/03/29 | 833,155.72 | 891,076.70 | ||||||
| KERR-MCGEE CORP 7.875 2031/09/15 | 1,935,000.00 | 2,686,399.20 | ||||||
| KONINKLIJKE KPN NV 8.375 2030/10/01 | 340,000.00 | 480,049.40 | ||||||
| LBCMT 1998-C4 H 5.6 2035/10/01 | 4,152,000.00 | 4,300,932.24 | ||||||
| LBCMT 1999-C1 G 6.41 2031/06/01 | 1,126,044.34 | 1,174,779.53 | ||||||
| LBUBS 2004-C7 XCL 0.63432 2036/10/11 | 6,670,072.70 | 14,807.56 | ||||||
| LBUBS 2005-C2 XCL 0.47318 2040/04/11 | 94,835,844.47 | 95,784.19 | ||||||
| LBUBS 2005-C7 XCL 0.3699 2040/11/11 | 232,445,884.85 | 362,615.58 | ||||||
| LBUBS 2006-C6 AJ 5.452 2039/09/11 | 4,067,000.00 | 4,294,792.67 | ||||||
| LBUBS 2006-C7 XCL 0.84902 2038/11/11 | 19,348,449.23 | 230,826.99 | ||||||
| LBUBS 2006-C7 XW 0.84902 2038/11/11 | 24,559,775.09 | 292,998.11 | ||||||
| LBUBS 2007-C6 A4 5.858 2040/07/11 | 1,881,770.29 | 2,001,639.05 | ||||||
| LBUBS 2008-C1 AM 6.31975 2041/04/11 | 6,229,000.00 | 6,899,987.88 | ||||||
| LEGRAND FRANCE SA 8.5 2025/02/15 | 2,413,000.00 | 3,398,372.68 | ||||||
| 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 | 622,161.75 | ||||||
| LIMITED BRANDS INC 6.625 2021/04/01 | 1,475,000.00 | 1,618,812.50 | ||||||
| LNR 2002-1A EFXD 7.502 2037/07/01 | 4,000,000.00 | 790,000.00 | ||||||
| MACYS RETAIL HLDGS INC 3.625 2024/06/01 | 680,000.00 | 685,956.80 | ||||||
| MACYS RETAIL HLDGS INC 5.125 2042/01/15 | 375,000.00 | 406,533.75 | ||||||
| MACYS RETAIL HLDGS INC 6.65 2024/07/15 | 381,000.00 | 472,428.57 | ||||||
| MACYS RETAIL HLDGS INC 6.9 2029/04/01 | 516,000.00 | 664,866.00 | ||||||
| METLIFE CAPITAL TRUST IV 7.875 2037/12/15 | 3,500,000.00 | 4,480,000.00 | ||||||
| METLIFE INC 6.4 2036/12/15 | 3,432,000.00 | 3,852,420.00 | ||||||
| METROPOLITAN LIFE INS CO 7.8 2025/11/01 | 1,000,000.00 | 1,335,960.00 | ||||||
| MEZZ 2004-C1 IO 8.91319 2037/01/15 | 555,712.50 | 16,671.37 | ||||||
| MEZZ 2005-C3 X IO P/P 144A 6.52704 2044/05/01 | 7,503,949.90 | 411,216.45 | ||||||
| MEZZ 2006-C4 X 6.4645 2045/07/01 | 9,242,317.00 | 924,231.69 | ||||||
| MID-AMERICA APT LP 4.3 2023/10/15 | 175,000.00 | 185,008.25 | ||||||
| MIDAMERICAN ENERGY HLDGS 6.5 2037/09/15 | 3,845,000.00 | 5,119,963.55 | ||||||
| MIDAMERICAN FUNDING LLC 6.927 2029/03/01 | 255,000.00 | 339,150.00 | ||||||
| MLMT 2004-BPC1 XC IO 0.86301 2041/10/01 | 9,148,261.79 | 8,324.91 | ||||||
| MLMT 2004-KEY2 B 4.947 2039/08/01 | 1,105,002.41 | 1,105,002.41 | ||||||
| MLMT 2004-KEY2 X-C 1.04577 2039/08/01 | 8,901,553.65 | 61,598.74 | ||||||
| MLMT 2005-MCP1 XC 0.56526 2043/06/01 | 171,769,437.50 | 317,773.45 | ||||||
| MOSAIC CO 5.45 2033/11/15 | 25,000.00 | 28,447.25 | ||||||
| MOSAIC CO 5.625 2043/11/15 | 60,000.00 | 68,163.00 | ||||||
| MOTIVA ENTERPRISES LLC 6.85 2040/01/15 | 2,000,000.00 | 2,674,600.00 | ||||||
| MSBAM 2013-C13 XA 1.40202 2046/11/01 | 25,584,731.51 | 1,967,977.54 | ||||||
| MSC 2005-IQ9 B 4.86 2056/07/01 | 4,080,000.00 | 4,271,148.00 | ||||||
| MSC 2005-IQ9 X1 IO P/P 144A 1.29631 2056/07/01 | 167,886,486.11 | 1,979,381.67 | ||||||
| MSC 2007-HQ12 A2FX 5.77294 2049/04/01 | 1,002,450.67 | 1,015,302.08 | ||||||
| MSC 2012-C4 D 5.70928 2045/03/01 | 1,785,000.00 | 1,948,309.65 | ||||||
| NATIONWIDE FIN 5.625 2015/02/13 | 705,000.00 | 714,919.35 | ||||||
| NATIONWIDE MUTL 8.25 2031/12/01 | 1,245,000.00 | 1,741,381.50 | ||||||
| NEW JERSEY BELL TELEPHON 8 2022/06/01 | 3,163,000.00 | 3,995,469.97 | ||||||
| NEWS AMER HLDGS INC 7.75 2045/12/01 | 977,000.00 | 1,458,074.80 | ||||||
| NOBLE HOLDING INTL LTD 6.05 2041/03/01 | 1,910,000.00 | 1,993,467.00 | ||||||
| NORFOLK SOUTHERN CORP 6 2099/12/31 | 832,000.00 | 1,055,916.16 | ||||||
| O'REILLY AUTOMOTIVE INC 3.85 2023/06/15 | 670,000.00 | 698,649.20 | ||||||
| ONEAMERICA FINL 7 2033/10/15 | 2,990,000.00 | 3,263,166.40 | ||||||
| OWENS CORNING INC 9 2019/06/15 | 279,000.00 | 342,957.96 | ||||||
| PACIFIC GAS & ELECTRIC 5.8 2037/03/01 | 1,495,000.00 | 1,848,119.00 | ||||||
| PACIFIC GAS & ELECTRIC 6.25 2039/03/01 | 235,000.00 | 308,632.55 | ||||||
| PACIFIC GAS & ELECTRIC 6.35 2038/02/15 | 775,000.00 | 1,013,452.00 | ||||||
| PACIFICORP 6.25 2037/10/15 | 2,645,000.00 | 3,565,301.30 | ||||||
| PACKAGING CORP OF AMERIC 3.9 2022/06/15 | 650,000.00 | 675,694.50 | ||||||
| PARKER-HANNIFIN CORP 6.25 2038/05/15 | 1,260,000.00 | 1,695,708.00 | ||||||
| PETROBRAS GLOBAL FINANCE 4.375 2023/05/20 | 860,000.00 | 828,902.40 | ||||||
| PLAINS EXPLORATION & PRO 6.75 2022/02/01 | 1,136,000.00 | 1,265,220.00 | ||||||
| PLAINS EXPLORATION & PRO 6.875 2023/02/15 | 81,000.00 | 91,935.00 | ||||||
| POTOMAC EDISON CO 5.8 2016/10/15 | 2,455,000.00 | 2,628,863.10 | ||||||
| PPG INDUSTRIES INC 7.4 2019/08/15 | 673,000.00 | 820,016.85 | ||||||
| PPL CAPITAL FUNDING INC 3.4 2023/06/01 | 1,325,000.00 | 1,336,885.25 | ||||||
| PPL CAPITAL FUNDING INC 4.2 2022/06/15 | 780,000.00 | 846,713.40 | ||||||
| PRIDE INTERNATIONAL INC 7.875 2040/08/15 | 3,715,000.00 | 4,992,885.70 | ||||||
| PROGRESSIVE CORP 6.7 2037/06/15 | 1,405,000.00 | 1,539,346.10 | ||||||
| PRUDENTIAL FINANCIAL INC 5.2 2044/03/15 | 932,000.00 | 934,330.00 | ||||||
| PRUDENTIAL FINANCIAL INC 5.625 2043/06/15 | 921,000.00 | 956,688.75 | ||||||
| PRUDENTIAL FINANCIAL INC 6.625 2040/06/21 | 855,000.00 | 1,122,615.00 | ||||||
| PUGET SOUND ENERGY INC 6.974 2067/06/01 | 3,470,000.00 | 3,628,093.20 | ||||||
| QUEST DIAGNOSTIC INC 6.95 2037/07/01 | 1,600,000.00 | 2,029,136.00 | ||||||
| QWEST CORP 6.75 2021/12/01 | 1,855,000.00 | 2,133,175.80 | ||||||
| RABOBANK NEDERLAND 4.625 2023/12/01 | 670,000.00 | 712,545.00 | ||||||
| RECKSON OPERATING PRTSHP 5 2018/08/15 | 733,000.00 | 796,990.90 | ||||||
| REPUBLIC SERVICES INC 5.7 2041/05/15 | 350,000.00 | 426,758.50 | ||||||
| ROYAL BK OF SCOTLAND PLC 9.5 2022/03/16 | 2,315,000.00 | 2,638,243.45 | ||||||
| ROYAL BK SCOTLND GRP PLC 5.125 2024/05/28 | 1,450,000.00 | 1,463,137.00 | ||||||
| SABMILLER HOLDINGS INC 4.95 2042/01/15 | 930,000.00 | 1,009,701.00 | ||||||
| SBA TOWER TRUST 5.101 2017/04/15 | 2,750,000.00 | 2,926,687.50 | ||||||
| SPECTRA ENERGY CAPITAL 5.65 2020/03/01 | 45,000.00 | 50,990.40 | ||||||
| SPECTRA ENERGY CAPITAL 8 2019/10/01 | 1,405,000.00 | 1,760,085.65 | ||||||
| STANDARD CHARTERED PLC 5.7 2022/01/25 | 386,000.00 | 427,892.58 | ||||||
| STATE STREET CAP TR IV 1.2341 2037/06/15 | 8,904,000.00 | 7,657,440.00 | ||||||
| TANGER FACTORY OUTLET 6.125 2020/06/01 | 673,000.00 | 791,306.67 | ||||||
| TCI COMMUNICATIONS INC 7.875 2026/02/15 | 4,460,000.00 | 6,243,732.40 | ||||||
| TELECOM ITALIA SPA 5.303 2024/05/30 | 2,400,000.00 | 2,379,000.00 | ||||||
| TELEFONICA EMISIONES SAU 4.57 2023/04/27 | 150,000.00 | 160,096.50 | ||||||
| TELEFONICA EMISIONES SAU 5.462 2021/02/16 | 3,190,000.00 | 3,611,239.50 | ||||||
| TEMPLE-INLAND INC 6.625 2018/01/15 | 1,915,000.00 | 2,180,782.85 | ||||||
| TEXAS-NEW MEXICO PR 9.5 2019/04/01 | 2,068,000.00 | 2,677,749.80 | ||||||
| TIME WARNER CABLE INC 6.75 2039/06/15 | 2,220,000.00 | 2,948,826.00 | ||||||
| TIME WARNER CABLE INC 7.3 2038/07/01 | 355,000.00 | 501,817.35 | ||||||
| TIME WARNER ENT 8.375 2033/07/15 | 143,000.00 | 217,059.70 | ||||||
| TIME WARNER INC 9.15 2023/02/01 | 2,187,000.00 | 3,003,735.15 | ||||||
| TRANS-CANADA PIPELINES 6.35 2067/05/15 | 5,090,000.00 | 5,191,800.00 | ||||||
| TYSON FOODS INC 4.875 2034/08/15 | 327,000.00 | 348,542.76 | ||||||
| TYSON FOODS INC 5.15 2044/08/15 | 463,000.00 | 504,822.79 | ||||||
| UBSBB 2012-C4 XA 1.85718 2045/12/01 | 35,088,054.97 | 3,710,912.69 | ||||||
| UBSC 2011-C1 AS 5.154 2045/01/01 | 1,695,000.00 | 1,918,333.20 | ||||||
| UNION CARBIDE CORP 7.75 2096/10/01 | 290,000.00 | 389,472.90 | ||||||
| UNITED AIR LINES 6.636 2022/07/02 | 636,473.87 | 693,756.51 | ||||||
| VERIZON COMMUNICATIONS 6.4 2038/02/15 | 1,280,000.00 | 1,601,804.80 | ||||||
| VIACOM INC 7.875 2030/07/30 | 3,915,000.00 | 5,458,723.65 | ||||||
| WALT DISNEY COMPANY/THE 2.75 2021/08/16 | 2,085,000.00 | 2,162,103.30 | ||||||
| WAMU 2005-AR1 A1B 0.5445 2045/01/25 | 2,327,445.08 | 2,138,107.42 | ||||||
| WAMU 2005-AR11 A1B2 0.6045 2045/08/25 | 3,154,425.99 | 2,957,211.27 | ||||||
| WAMU 2005-AR11 A1B3 0.5545 2045/08/25 | 5,925,388.00 | 5,532,712.53 | ||||||
| WAMU 2005-AR13 A1B3 0.5145 2045/10/25 | 6,947,092.86 | 6,494,489.76 | ||||||
| WASTE MANAGEMENT INC 7.75 2032/05/15 | 965,000.00 | 1,416,118.20 | ||||||
| WBCMT 2005-C16 XC 0.74814 2041/10/01 | 18,187,020.44 | 21,824.42 | ||||||
| WBCMT 2005-C17 F 5.54844 2042/03/01 | 1,516,000.00 | 1,533,024.68 | ||||||
| WBCMT 2006-C26 XC 0.18465 2045/06/01 | 243,657,707.16 | 326,501.32 | ||||||
| WBCMT 2006-C29 IO 0.53021 2048/11/01 | 229,367,462.22 | 1,754,661.08 | ||||||
| WBCMT 2007-C34 IO 0.46549 2046/05/01 | 60,385,409.52 | 623,781.28 | ||||||
| WEATHERFORD BERMUDA 9.875 2039/03/01 | 390,000.00 | 611,913.90 | ||||||
| WEATHERFORD INTL INC 6.5 2036/08/01 | 1,372,000.00 | 1,581,916.00 | ||||||
| WEYERHAEUSER CO 7.375 2032/03/15 | 1,010,000.00 | 1,349,602.40 | ||||||
| WFRBS 2011-C2 D 5.64713 2044/02/01 | 5,863,000.00 | 6,308,001.70 | ||||||
| WFRBS 2011-C4 E 5.41335 2044/06/01 | 1,485,232.00 | 1,554,518.07 | ||||||
| WFRBS 2012-C7 D 5.0013 2045/06/01 | 3,374,000.00 | 3,561,628.14 | ||||||
| WFRBS 2013-UBS1 D 4.78737 2046/03/01 | 2,994,000.00 | 2,892,533.34 | ||||||
| WFRBS 2014-C19 C 4.646 2047/03/01 | 4,432,000.00 | 4,629,667.20 | ||||||
| WFRBS 2014-C19 XA 1.49398 2047/03/01 | 68,954,818.51 | 5,598,441.71 | ||||||
| WILLIAMS COMPANIES INC 4.55 2024/06/24 | 1,990,000.00 | 1,984,567.30 | ||||||
| WILLIS GROUP HOLDINGS LT 5.75 2021/03/15 | 1,049,000.00 | 1,192,198.99 | ||||||
| WISCONSIN ENERGY CORP 6.25 2067/05/15 | 10,170,000.00 | 10,459,845.00 | ||||||
| ZFS FINANCE USA TRUST V 6.5 2037/05/09 | 338,000.00 | 364,533.00 | ||||||
| アメリカ・ドル 小計 | 3,069,410,245.18 | 490,897,267.77 | ||||||
| (52,668,367,859) | ||||||||
| 社債券 合計 | 52,668,367,859 | |||||||
| (52,668,367,859) | ||||||||
| 合計 | 119,783,953,477 | |||||||
| (119,783,953,477) | ||||||||
| (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 | 6銘柄 | 25.28% | 100% | |
| 地方債証券 | 4銘柄 | 0.68% | |||
| 特殊債券 | 217銘柄 | 31.94% | |||
| 社債券 | 256銘柄 | 45.44% | |||
| (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。 |
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。
