有価証券報告書(内国投資信託受益証券)-第34期(平成26年10月16日-平成27年4月15日)
(4)【附属明細表】(平成27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 | 57,960,000.00 | 57,769,311.60 | |
| US TREASURY N/B 1.125 2019/12/31 | 56,370,000.00 | 55,850,268.60 | |||
| US TREASURY N/B 1.375 2018/09/30 | 16,940,000.00 | 17,146,329.20 | |||
| US TREASURY N/B 2 2020/11/30 | 21,850,000.00 | 22,445,631.00 | |||
| US TREASURY N/B 2.375 2024/08/15 | 16,260,000.00 | 16,948,448.40 | |||
| US TREASURY N/B 2.75 2023/11/15 | 4,470,000.00 | 4,805,920.50 | |||
| US TREASURY N/B 3.75 2043/11/15 | 28,440,000.00 | 35,498,808.00 | |||
| アメリカ・ドル 小計 | 202,290,000.00 | 210,464,717.30 | |||
| (25,175,789,483) | |||||
| 国債証券 合計 | 25,175,789,483 | ||||
| (25,175,789,483) | |||||
| 地方債証券 | アメリカ・ドル | CA TXB-VAR PURP 7.5 2034/04/01 | 1,210,000.00 | 1,801,871.50 | |
| N TX HWY-TXB-B 6.718 2049/01/01 | 1,965,000.00 | 2,920,717.05 | |||
| OH UNIV-TXB-C-BABS 4.91 2040/06/01 | 1,450,000.00 | 1,736,955.00 | |||
| アメリカ・ドル 小計 | 4,625,000.00 | 6,459,543.55 | |||
| (772,690,599) | |||||
| 地方債証券 合計 | 772,690,599 | ||||
| (772,690,599) | |||||
| 特殊債券 | アメリカ・ドル | ELECTRICITE DE FRANCE 5.6 2040/01/27 | 500,000.00 | 618,435.00 | |
| ELECTRICITE DE FRANCE 6 2099/01/22 | 400,000.00 | 480,224.00 | |||
| ELECTRICITE DE FRANCE 6.95 2039/01/26 | 3,225,000.00 | 4,470,849.75 | |||
| FHLMC A00074 7.5 2020/01/01 | 385.45 | 398.63 | |||
| FHLMC FHLMC GOLD U99114 3.5 2044/02/01 | 881,052.63 | 935,263.79 | |||
| FHLMC G01074 7.5 2029/10/01 | 115,748.29 | 140,065.84 | |||
| FHLMC G01461 6 2032/10/01 | 3,048.83 | 3,522.61 | |||
| FHLMC GOLD A19332 5.5 2034/03/01 | 1,461,193.16 | 1,669,164.78 | |||
| FHLMC GOLD A19517 5.5 2034/03/01 | 726,836.92 | 829,306.38 | |||
| FHLMC GOLD A19630 5.5 2034/03/01 | 1,227,383.65 | 1,399,205.08 | |||
| FHLMC GOLD A19646 5.5 2034/03/01 | 2,688,965.57 | 3,070,879.34 | |||
| FHLMC GOLD A23445 5 2034/06/01 | 88,229.65 | 98,479.28 | |||
| FHLMC GOLD G07321 3.5 2043/04/01 | 442,883.39 | 470,417.45 | |||
| FHLMC GOLD G11752 5.5 2020/07/01 | 1,538.70 | 1,655.74 | |||
| FHLMC GOLD J06128 6 2021/09/01 | 10,618.37 | 11,762.49 | |||
| FHLMC GOLD Q00500 4.5 2041/04/01 | 16,509,334.44 | 18,045,693.10 | |||
| FHLMC GOLD Q14035 3.5 2042/12/01 | 436,703.99 | 463,491.41 | |||
| FNMA 250675 8 2026/09/01 | 9,727.28 | 11,964.35 | |||
| FNMA 251625 6.5 2018/03/01 | 2,143.78 | 2,469.95 | |||
| FNMA 252207 6.5 2019/01/01 | 4,230.53 | 4,874.20 | |||
| FNMA 252210 6.5 2019/02/01 | 542.36 | 624.88 | |||
| FNMA 254384 7 2017/06/01 | 846.08 | 881.56 | |||
| FNMA 254847 7 2033/06/01 | 28,395.54 | 33,564.09 | |||
| FNMA 254974 7 2033/10/01 | 19,750.49 | 24,577.50 | |||
| FNMA 255613 4.5 2034/12/01 | 15,639.01 | 17,128.78 | |||
| FNMA 255840 4.5 2020/09/01 | 389,914.00 | 411,441.13 | |||
| FNMA 256028 4.5 2020/12/01 | 145,215.32 | 153,232.64 | |||
| FNMA 256082 4.5 2021/01/01 | 76,813.40 | 82,076.65 | |||
| FNMA 256297 6 2016/06/01 | 2,428.41 | 2,477.29 | |||
| FNMA 257351 6.5 2038/09/01 | 87,084.44 | 100,334.33 | |||
| FNMA 257577 6 2029/01/01 | 91,007.54 | 104,308.28 | |||
| FNMA 303821 6.5 2016/03/01 | 430.77 | 496.31 | |||
| FNMA 313637 8 2027/07/01 | 5,736.88 | 6,753.74 | |||
| FNMA 324184 6.5 2015/09/01 | 332.02 | 382.53 | |||
| FNMA 357867 5 2020/07/01 | 257,339.03 | 278,242.65 | |||
| FNMA 555199 7 2032/11/01 | 3,475.60 | 3,901.04 | |||
| FNMA 575258 5.5 2016/03/01 | 60.24 | 63.42 | |||
| FNMA 648596 7.5 2032/06/01 | 4,721.12 | 5,544.24 | |||
| FNMA 650189 6 2017/09/01 | 485.06 | 501.54 | |||
| FNMA 655189 9 2032/04/01 | 31,412.84 | 34,005.34 | |||
| FNMA 678007 6 2032/09/01 | 13,266.94 | 15,402.51 | |||
| FNMA 688770 7.5 2033/02/01 | 154,326.37 | 171,434.99 | |||
| FNMA 689002 5.5 2018/04/01 | 11,737.92 | 12,358.62 | |||
| FNMA 694046 7.5 2033/03/01 | 219,499.52 | 265,684.41 | |||
| FNMA 694047 8 2033/03/01 | 41,000.07 | 48,399.76 | |||
| FNMA 694770 7 2033/04/01 | 7,982.21 | 9,114.96 | |||
| FNMA 709458 7 2033/07/01 | 5,033.43 | 5,774.95 | |||
| FNMA 721344 5 2018/06/01 | 827.89 | 870.30 | |||
| FNMA 724439 9 2027/01/01 | 126,172.14 | 147,032.17 | |||
| FNMA 725161 6.5 2034/02/01 | 1,794,254.70 | 2,192,130.53 | |||
| FNMA 725537 5 2019/06/01 | 28,013.53 | 29,792.94 | |||
| FNMA 727421 5 2018/09/01 | 1,772.40 | 1,863.20 | |||
| FNMA 729379 6 2033/08/01 | 4,740.73 | 5,521.33 | |||
| FNMA 740238 6 2033/09/01 | 9,532.52 | 10,891.19 | |||
| FNMA 744239 6.5 2033/10/01 | 1,271,671.94 | 1,553,105.65 | |||
| FNMA 745279 5 2021/02/01 | 12,886.11 | 13,973.18 | |||
| FNMA 745875 6.5 2036/09/01 | 20,581.20 | 24,383.16 | |||
| FNMA 745885 6 2036/10/01 | 115,892.58 | 132,742.20 | |||
| FNMA 745948 6.5 2036/10/01 | 56,010.78 | 65,427.87 | |||
| FNMA 747587 7 2033/11/01 | 187,907.51 | 222,901.52 | |||
| FNMA 751808 6.5 2033/10/01 | 186,751.59 | 215,670.06 | |||
| FNMA 751965 6.5 2033/11/01 | 39,340.54 | 45,326.20 | |||
| FNMA 753086 6 2033/12/01 | 110,279.40 | 126,692.27 | |||
| FNMA 754772 7 2034/01/01 | 7,896.01 | 7,966.04 | |||
| FNMA 767621 5 2019/02/01 | 911.29 | 957.97 | |||
| FNMA 771948 5.5 2019/02/01 | 8,610.12 | 9,091.59 | |||
| FNMA 773979 5.5 2034/03/01 | 1,778,827.05 | 2,055,274.56 | |||
| FNMA 784179 4.5 2034/06/01 | 38,197.83 | 41,661.99 | |||
| FNMA 800971 5 2019/11/01 | 1,193.67 | 1,266.75 | |||
| FNMA 806713 4.5 2035/01/01 | 5,118.76 | 5,605.75 | |||
| FNMA 810242 4.5 2035/01/01 | 75,364.75 | 82,559.06 | |||
| FNMA 811532 4.5 2020/12/01 | 151,193.11 | 159,321.25 | |||
| FNMA 813775 6 2035/02/01 | 21,530.66 | 24,936.59 | |||
| FNMA 816411 4.5 2020/07/01 | 55,803.72 | 58,501.26 | |||
| FNMA 820495 5 2020/06/01 | 229,971.11 | 245,547.04 | |||
| FNMA 825900 4.5 2020/10/01 | 113,160.90 | 121,318.66 | |||
| FNMA 825925 5 2020/10/01 | 3,891.03 | 4,196.16 | |||
| FNMA 826606 4.5 2020/08/01 | 355,954.72 | 375,606.97 | |||
| FNMA 826737 4.5 2020/08/01 | 231,176.18 | 243,939.41 | |||
| FNMA 828443 4.5 2020/07/01 | 181,573.58 | 191,118.90 | |||
| FNMA 828647 4.5 2020/08/01 | 49,083.73 | 51,456.43 | |||
| FNMA 829037 4.5 2020/07/01 | 74,951.44 | 78,914.87 | |||
| FNMA 829054 4.5 2020/08/01 | 27,345.20 | 28,854.92 | |||
| FNMA 829068 4.5 2020/08/01 | 155,868.93 | 164,474.45 | |||
| FNMA 830625 5 2020/07/01 | 60,837.45 | 65,158.73 | |||
| FNMA 830642 4.5 2020/08/01 | 279,281.69 | 294,513.71 | |||
| FNMA 831130 4.5 2020/10/01 | 199,814.85 | 210,822.64 | |||
| FNMA 831287 6 2036/01/01 | 20,094.67 | 22,960.36 | |||
| FNMA 831679 6.5 2036/08/01 | 1,394.78 | 1,686.70 | |||
| FNMA 831759 6 2026/09/01 | 6,579.40 | 7,516.83 | |||
| FNMA 831765 6 2016/10/01 | 8,672.72 | 8,899.51 | |||
| FNMA 833036 4.5 2020/09/01 | 144,393.20 | 151,373.16 | |||
| FNMA 833882 5 2020/07/01 | 32,161.59 | 34,243.40 | |||
| FNMA 835222 4.5 2020/08/01 | 531,824.56 | 561,186.56 | |||
| FNMA 836381 4.5 2020/10/01 | 229,154.16 | 241,805.76 | |||
| FNMA 837165 4.5 2020/11/01 | 93,305.03 | 98,456.40 | |||
| FNMA 837220 4.5 2020/08/01 | 270,937.05 | 285,245.20 | |||
| FNMA 837578 4.5 2020/08/01 | 216,728.26 | 228,266.86 | |||
| FNMA 838579 6.5 2035/10/01 | 114,161.98 | 140,271.95 | |||
| FNMA 840574 4.5 2020/10/01 | 161,342.19 | 170,249.89 | |||
| FNMA 842732 4.5 2020/10/01 | 199,799.44 | 210,137.04 | |||
| FNMA 843098 4.5 2020/10/01 | 70,309.99 | 73,708.77 | |||
| FNMA 843793 4.5 2020/10/01 | 15,513.80 | 16,287.00 | |||
| FNMA 844290 6 2020/11/01 | 320,662.75 | 351,391.83 | |||
| FNMA 844579 6 2020/12/01 | 63,178.79 | 67,079.44 | |||
| FNMA 845127 4.5 2020/12/01 | 134,759.09 | 142,284.03 | |||
| FNMA 848351 4.5 2020/11/01 | 243,910.17 | 257,530.11 | |||
| FNMA 850102 4.5 2020/09/01 | 83,727.28 | 87,889.36 | |||
| FNMA 850877 4.5 2020/12/01 | 258,450.88 | 272,544.19 | |||
| FNMA 850906 4.5 2020/12/01 | 2,201.99 | 2,323.56 | |||
| FNMA 851469 4.5 2036/01/01 | 57,104.40 | 62,754.88 | |||
| FNMA 851529 4.5 2036/02/01 | 42,689.85 | 46,561.39 | |||
| FNMA 852737 5 2021/01/01 | 15,628.71 | 16,820.08 | |||
| FNMA 866569 4.5 2021/01/01 | 212,301.49 | 223,997.17 | |||
| FNMA 868694 4.5 2021/04/01 | 30,890.17 | 32,383.40 | |||
| FNMA 870822 6 2036/10/01 | 16,694.58 | 19,097.58 | |||
| FNMA 882566 6 2036/07/01 | 2,285.10 | 2,610.68 | |||
| FNMA 885064 5 2021/05/01 | 12,064.73 | 13,022.18 | |||
| FNMA 885298 6 2036/07/01 | 1,497.88 | 1,723.64 | |||
| FNMA 887678 6 2036/08/01 | 175,188.86 | 200,552.70 | |||
| FNMA 888268 6 2037/03/01 | 922,448.49 | 1,056,249.58 | |||
| FNMA 889495 6.5 2038/03/01 | 13,755.02 | 16,698.31 | |||
| FNMA 891436 6 2036/03/01 | 698,997.13 | 798,681.06 | |||
| FNMA 892499 6 2036/08/01 | 21,471.74 | 24,570.97 | |||
| FNMA 893291 6.5 2036/08/01 | 10,559.06 | 12,682.48 | |||
| FNMA 893938 5 2021/10/01 | 49,850.38 | 53,806.50 | |||
| FNMA 896538 6.5 2036/09/01 | 63,341.52 | 72,978.93 | |||
| FNMA 897144 6 2036/09/01 | 95,102.12 | 109,636.56 | |||
| FNMA 897402 6 2036/07/01 | 106,019.47 | 121,344.58 | |||
| FNMA 898140 5 2021/08/01 | 7,425.65 | 7,806.06 | |||
| FNMA 898540 6.5 2036/09/01 | 27,381.75 | 32,395.62 | |||
| FNMA 898565 6.5 2036/10/01 | 1,722.13 | 1,984.15 | |||
| FNMA 899898 6.5 2036/09/01 | 47,051.97 | 56,766.31 | |||
| FNMA 900527 6 2036/09/01 | 580,139.47 | 663,459.06 | |||
| FNMA 900951 6.5 2036/09/01 | 39,851.91 | 45,915.37 | |||
| FNMA 900984 6.5 2036/09/01 | 30,233.89 | 34,833.97 | |||
| FNMA 903760 6 2022/01/01 | 214,645.84 | 232,377.72 | |||
| FNMA 905107 6 2037/01/01 | 6,585.94 | 7,533.26 | |||
| FNMA 907250 6 2036/12/01 | 19,856.60 | 22,737.19 | |||
| FNMA 907746 6 2037/01/01 | 79,757.12 | 91,267.66 | |||
| FNMA 908775 6 2037/01/01 | 15,253.18 | 17,426.45 | |||
| FNMA 920424 6 2036/11/01 | 26,180.38 | 29,966.58 | |||
| FNMA 930325 6.5 2038/11/01 | 25,495.42 | 29,374.54 | |||
| FNMA 933922 6.5 2038/05/01 | 46,537.42 | 53,672.53 | |||
| FNMA 934757 6 2039/02/01 | 4,582.68 | 5,238.09 | |||
| FNMA 935051 6 2039/03/01 | 19,986.68 | 22,834.38 | |||
| FNMA 956501 6.5 2038/01/01 | 217,227.29 | 250,278.41 | |||
| FNMA 962455 6.5 2038/04/01 | 223,702.17 | 260,420.64 | |||
| FNMA 965089 6.5 2038/09/01 | 3,680.02 | 4,239.93 | |||
| FNMA 965537 6.5 2038/01/01 | 993,504.87 | 1,196,527.57 | |||
| FNMA 966478 6.5 2038/01/01 | 60,268.80 | 69,663.50 | |||
| FNMA 967124 6.5 2038/01/01 | 37,946.23 | 43,719.74 | |||
| FNMA 967147 6.5 2038/01/01 | 479,134.91 | 552,035.27 | |||
| FNMA 967162 6.5 2038/01/01 | 1,003,757.36 | 1,167,118.86 | |||
| FNMA 967416 6.5 2038/01/01 | 328,641.62 | 378,644.44 | |||
| FNMA 968000 6.5 2038/01/01 | 572,358.77 | 659,443.15 | |||
| FNMA 968156 6.5 2038/01/01 | 66,050.61 | 76,100.21 | |||
| FNMA 968774 6.5 2038/01/01 | 188,631.92 | 217,332.26 | |||
| FNMA 973310 6.5 2038/02/01 | 30,381.47 | 35,004.00 | |||
| FNMA 974321 6 2033/01/01 | 440,290.62 | 506,523.51 | |||
| FNMA 981045 6.5 2038/04/01 | 35,892.21 | 41,353.20 | |||
| FNMA 987105 6.5 2038/09/01 | 113,229.19 | 138,968.44 | |||
| FNMA 987177 6.5 2038/12/01 | 78,183.51 | 90,079.13 | |||
| FNMA 991474 6.5 2038/10/01 | 26,749.68 | 32,750.70 | |||
| FNMA 991548 6.5 2038/11/01 | 40,963.00 | 47,195.52 | |||
| FNMA 995062 5 2038/02/01 | 84,829.20 | 94,688.89 | |||
| FNMA AA0679 6.5 2038/12/01 | 29,830.08 | 34,368.72 | |||
| FNMA AA1323 6 2032/11/01 | 98,910.97 | 114,090.81 | |||
| FNMA AB9369 3.5 2043/05/01 | 903,684.19 | 953,802.51 | |||
| FNMA AD8536 5 2040/08/01 | 15,320,303.88 | 17,108,183.34 | |||
| FNMA AE0954 4.5 2041/02/01 | 1,852,035.59 | 2,025,904.69 | |||
| FNMA AE1839 5 2040/08/01 | 2,537,623.55 | 2,849,598.98 | |||
| FNMA AE5441 5 2040/10/01 | 2,854,927.14 | 3,214,876.35 | |||
| FNMA AE5932 6 2038/11/01 | 119,791.89 | 137,900.83 | |||
| FNMA AH6797 5 2041/03/01 | 7,418,674.65 | 8,300,977.62 | |||
| FNMA AI1070 4.5 2041/06/01 | 2,252,943.45 | 2,467,513.78 | |||
| FNMA AR6448 4.5 2043/10/01 | 310,970.72 | 348,200.13 | |||
| FNMA AS0170 4.5 2043/08/01 | 151,900.04 | 169,836.39 | |||
| FNMA AS0273 4.5 2043/08/01 | 73,614.02 | 82,418.25 | |||
| FNMA AT2727 3.5 2043/05/01 | 872,757.54 | 930,342.08 | |||
| FNMA AT2746 3.5 2043/05/01 | 856,255.53 | 903,743.46 | |||
| FNMA AU1625 3.5 2043/07/01 | 1,799,281.94 | 1,899,879.79 | |||
| FNMA AU3770 4.5 2043/08/01 | 145,545.28 | 162,956.86 | |||
| FNMA AU5927 4.5 2043/09/01 | 1,441,868.23 | 1,614,503.11 | |||
| FNMA AU6942 4.5 2043/10/01 | 2,484,379.27 | 2,781,858.84 | |||
| FNMA AU7282 4.5 2043/10/01 | 2,275,767.76 | 2,548,108.88 | |||
| FNMA AV7020 3.5 2044/10/01 | 987,838.93 | 1,047,020.36 | |||
| FNMA AY0773 3.5 2045/03/01 | 998,596.43 | 1,053,469.30 | |||
| FNMA MA0693 4.5 2041/04/01 | 436,360.17 | 477,408.57 | |||
| FNMA MA1549 4.5 2043/08/01 | 7,970,922.48 | 8,924,085.39 | |||
| FNMA TBA 3 2045/05/01 | 6,000,000.00 | 6,147,180.00 | |||
| FNMA TBA 3.5 2045/05/01 | 8,000,000.00 | 8,412,640.00 | |||
| FNMA TBA 4 2045/05/01 | 6,000,000.00 | 6,413,760.00 | |||
| FNMA TBA 4.5 2045/05/01 | 25,000,000.00 | 27,199,000.00 | |||
| FNMA TBA 4.5 2045/06/01 | 12,000,000.00 | 13,038,960.00 | |||
| FNMA TBA 5.5 2045/05/01 | 8,000,000.00 | 9,047,920.00 | |||
| FNR 2001-50 BI 0.40997 2041/10/01 | 3,745,975.57 | 59,935.58 | |||
| FNW 2002-W6 1AIO 0.10475 2042/06/01 | 2,638,636.46 | 5,198.11 | |||
| FNW 2003-W1 2A 6.51897 2042/12/01 | 1,849,184.67 | 2,167,873.13 | |||
| FNW 2003-W10 1IO 0.96481 2043/06/01 | 21,277,569.15 | 613,857.85 | |||
| FNW 2005-W4 1AIO 0.08403 2035/08/01 | 566,460.81 | 985.64 | |||
| FSPC T-56 2IO 0 2043/05/01 | 11,855,066.19 | 0.00 | |||
| FSPC T-56 AIO 0.52397 2043/05/01 | 12,806,398.11 | 317,342.53 | |||
| GNMA 4018 6.5 2037/08/01 | 911,552.27 | 1,051,858.35 | |||
| GNMA 4029 6.5 2037/09/01 | 72,743.71 | 86,531.55 | |||
| GNMA 4040 6.5 2037/10/01 | 245,145.02 | 288,312.60 | |||
| GNMA 626924 3.5 2045/03/01 | 1,996,141.96 | 2,135,432.74 | |||
| GNMA 783937 3.5 2043/11/01 | 29,486,206.23 | 31,414,898.97 | |||
| GNMA 783966 4 2045/01/01 | 38,906,422.23 | 41,634,929.62 | |||
| GNMA AE8211 4 2044/03/01 | 1,639,352.32 | 1,798,795.72 | |||
| GNMA AE8491 4 2044/07/01 | 2,900,949.57 | 3,145,557.63 | |||
| GNMA AJ6286 4 2044/09/01 | 1,925,546.48 | 2,094,647.97 | |||
| GNMA II 002921 7.5 2030/05/01 | 5,936.59 | 7,460.21 | |||
| GNMA TBA 3.5 2045/04/01 | 2,000,000.00 | 2,116,940.00 | |||
| STATOIL ASA 5.1 2040/08/17 | 3,030,000.00 | 3,633,212.40 | |||
| アメリカ・ドル 小計 | 307,467,031.60 | 280,349,687.31 | |||
| (33,535,429,596) | |||||
| 特殊債券 合計 | 33,535,429,596 | ||||
| (33,535,429,596) | |||||
| 社債券 | アメリカ・ドル | 21ST CENTURY FOX AMERICA 7.75 2045/12/01 | 977,000.00 | 1,492,807.15 | |
| ACTAVIS FUNDING SCS 3.45 2022/03/15 | 200,000.00 | 205,292.00 | |||
| ACTAVIS FUNDING SCS 4.75 2045/03/15 | 200,000.00 | 211,448.00 | |||
| AFLAC INC 6.9 2039/12/17 | 2,795,000.00 | 3,897,934.95 | |||
| AIR LEASE CORP 3.75 2022/02/01 | 450,000.00 | 458,622.00 | |||
| ALTRIA GROUP INC 2.85 2022/08/09 | 1,245,000.00 | 1,248,075.15 | |||
| AMERICAN EXPRESS CO 4.9 2099/12/31 | 945,000.00 | 939,093.75 | |||
| AMERICAN INTL GROUP 8.175 2058/05/15 | 1,206,000.00 | 1,710,168.30 | |||
| AMERICAN TOWER CORP 3.4 2019/02/15 | 475,000.00 | 494,342.00 | |||
| ANHEUSER-BUSCH INBEV WOR 8.2 2039/01/15 | 578,000.00 | 918,326.40 | |||
| AOL TIME WARNER 7.7 2032/05/01 | 850,000.00 | 1,217,166.00 | |||
| AON PLC 4.25 2042/12/12 | 3,643,000.00 | 3,618,883.34 | |||
| APPALACHIAN POWER CO 5.8 2035/10/01 | 2,710,000.00 | 3,402,079.80 | |||
| APPLE INC 3.45 2045/02/09 | 959,000.00 | 914,080.44 | |||
| APPLE INC 3.85 2043/05/04 | 970,000.00 | 989,982.00 | |||
| ARC PROP OPER PART LP/CL 4.6 2024/02/06 | 335,000.00 | 326,206.25 | |||
| ARCELORMITTAL 10.6 2019/06/01 | 140,000.00 | 170,625.00 | |||
| ARIZONA PUBLIC SERVICE 4.5 2042/04/01 | 575,000.00 | 654,010.75 | |||
| ASSURANT INC 6.75 2034/02/15 | 2,450,000.00 | 3,133,550.00 | |||
| AUTONATION INC 5.5 2020/02/01 | 410,000.00 | 455,243.50 | |||
| BACM 2002-PB2 XC 0.26858 2035/06/01 | 200,560.48 | 100.28 | |||
| BACM 2004-4 D 5.073 2042/07/01 | 2,575,000.00 | 2,660,000.75 | |||
| BACM 2004-4 XC 0.2615 2042/07/01 | 7,038,675.30 | 15,696.23 | |||
| BACM 2004-5 XC 0.44613 2041/11/01 | 1,774,560.89 | 22,093.27 | |||
| BACM 2006-2 AJ 5.95159 2045/05/01 | 8,281,000.00 | 8,625,489.60 | |||
| BANCO BILBAO VIZCAYA ARG 9 2099/12/31 | 800,000.00 | 874,000.00 | |||
| BANK OF AMERICA CORP 6.1 2099/12/31 | 1,904,000.00 | 1,946,840.00 | |||
| BARCLAYS BANK PLC 10.179 2021/06/12 | 5,685,000.00 | 7,800,729.60 | |||
| BEAVER VALLEY FUNDG CORP 9 2017/06/01 | 206,000.00 | 222,480.00 | |||
| BED BATH & BEYOND INC 5.165 2044/08/01 | 1,715,000.00 | 1,885,899.75 | |||
| BERKSHIRE HATHAWAY FIN 4.3 2043/05/15 | 1,327,000.00 | 1,465,074.35 | |||
| BSCMS 2004-PR3I X1 0.33025 2041/02/01 | 2,120,593.78 | 4,728.92 | |||
| BSCMS 2004-PWR3 F 5.199 2041/02/01 | 2,380,000.00 | 2,384,664.80 | |||
| BSCMS 2004-PWR4 X 0.07388 2041/06/01 | 10,905,551.22 | 30,644.59 | |||
| BSCMS 2004-T16 X1 0.39683 2046/02/01 | 2,160,767.04 | 18,906.71 | |||
| BSCMS 2005-T20 B 5.2891 2042/10/01 | 4,620,000.00 | 4,694,104.80 | |||
| BSCMS 2006-PW14 X1 0.82879 2038/12/01 | 18,312,945.82 | 172,507.93 | |||
| 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 | 1,474,259.16 | |||
| CBL & ASSOCIATES LP 5.25 2023/12/01 | 430,000.00 | 459,962.40 | |||
| CELANESE US HOLDINGS LLC 5.875 2021/06/15 | 1,440,000.00 | 1,573,200.00 | |||
| CENTURYLINK INC 6.875 2028/01/15 | 828,000.00 | 859,050.00 | |||
| CFCRE 2011-C2 D 5.56858 2047/12/01 | 2,206,000.00 | 2,470,830.30 | |||
| CGCMT 2004-C2 D 4.9241 2041/10/01 | 2,910,000.00 | 2,919,079.20 | |||
| CGCMT 2006-C5 XC 0.53515 2049/10/01 | 104,741,391.97 | 840,025.95 | |||
| CGCMT 2014-GC21 AS 4.026 2047/05/01 | 1,694,000.00 | 1,835,804.74 | |||
| CITIGROUP INC 5.875 2099/12/31 | 678,000.00 | 691,899.00 | |||
| CMS ENERGY CORP 8.75 2019/06/15 | 2,078,000.00 | 2,626,425.76 | |||
| COMCAST CORP 6.5 2035/11/15 | 835,000.00 | 1,140,083.95 | |||
| COMM 2005-C6 AJ 5.209 2044/06/01 | 4,912,000.00 | 4,964,411.04 | |||
| COMM 2006-C8 XS 0.715 2046/12/01 | 54,926,932.35 | 430,077.87 | |||
| COMM 2013-LC13 XA 1.59547 2046/08/01 | 54,563,457.18 | 3,828,717.79 | |||
| COMM 2014-CR14 XA 1.04206 2047/02/01 | 108,107,960.49 | 5,135,128.12 | |||
| COMM 2014-CR18 C 4.73972 2047/07/01 | 3,428,000.00 | 3,675,295.92 | |||
| COMMERZBANK AG 8.125 2023/09/19 | 680,000.00 | 816,000.00 | |||
| COMMONWEALTH EDISON 5.875 2033/02/01 | 445,000.00 | 581,895.35 | |||
| CONS EDISON CO OF NY 4.2 2042/03/15 | 475,000.00 | 508,425.75 | |||
| CONTINENTAL AIRLINES INC 6.545 2019/02/02 | 159,346.82 | 174,771.59 | |||
| CONTL AIRLINES 6.648 2017/09/15 | 875,407.78 | 911,999.81 | |||
| CORRECTIONS CORP OF AMER 4.625 2023/05/01 | 516,000.00 | 521,160.00 | |||
| CROWN AMER/CAP CORP IV 4.5 2023/01/15 | 440,000.00 | 445,500.00 | |||
| CROWN CASTLE TOWERS LLC 4.883 2020/08/15 | 3,665,000.00 | 4,031,170.15 | |||
| CSFB 2002-CP3 AX 0.93129 2035/07/01 | 190,566.98 | 4,722.24 | |||
| CSFB 2003-C3 AX 1.83924 2038/05/01 | 3,848,831.16 | 38.46 | |||
| CSFB 2004-C3 AX 0.17521 2036/07/01 | 11,736,442.41 | 117.36 | |||
| CSFB 2004-C5 AX 0.513 2037/11/01 | 5,502,616.48 | 55.02 | |||
| CVS PASS-THROUGH TRUST 7.507 2032/01/10 | 1,366,010.48 | 1,777,767.01 | |||
| CYTEC INDUSTRIES INC 3.5 2023/04/01 | 400,000.00 | 403,996.00 | |||
| DBRR 2013-EZ3 A 1.636 2049/12/15 | 1,845,732.00 | 1,854,406.94 | |||
| DBUBS 2011-LC3A D 5.57851 2044/08/01 | 1,532,000.00 | 1,654,973.64 | |||
| DCP MIDSTREAM OPERATING 2.7 2019/04/01 | 430,000.00 | 390,805.50 | |||
| DELPHI CORP 5 2023/02/15 | 370,000.00 | 398,441.90 | |||
| DELTA AIR LINES 2009 1A 7.75 2019/12/17 | 341,528.91 | 394,465.89 | |||
| DEUTSCHE BANK AG 4.5 2025/04/01 | 1,376,000.00 | 1,372,477.44 | |||
| DEVELOPERS DIVERSIFIED R 7.875 2020/09/01 | 1,524,000.00 | 1,899,925.08 | |||
| DOLLAR GENERAL CORP 3.25 2023/04/15 | 730,000.00 | 713,779.40 | |||
| DUKE REALTY LP 4.375 2022/06/15 | 975,000.00 | 1,048,534.50 | |||
| EASTMAN CHEMICAL CO 3.8 2025/03/15 | 725,000.00 | 758,640.00 | |||
| EASTMAN CHEMICAL CO 6.3 2018/11/15 | 310,000.00 | 349,807.10 | |||
| EDP FINANCE BV 6 2018/02/02 | 3,400,000.00 | 3,716,472.00 | |||
| EL PASO NATURAL GAS 8.375 2032/06/15 | 3,285,000.00 | 4,221,225.00 | |||
| EL PASO PIPELINE PART OP 6.5 2020/04/01 | 155,000.00 | 179,285.40 | |||
| ENEL FINANCE INTL SA 5.125 2019/10/07 | 1,855,000.00 | 2,077,080.60 | |||
| ENERGY TRANSFER PARTNERS 6.5 2042/02/01 | 1,237,000.00 | 1,463,754.47 | |||
| ENTERPRISE PRODUCTS OPER 4.85 2042/08/15 | 1,575,000.00 | 1,719,758.25 | |||
| EPR PROPERTIES 5.25 2023/07/15 | 1,200,000.00 | 1,297,320.00 | |||
| EQT MIDSTREAM PARTNERS L 4 2024/08/01 | 1,396,000.00 | 1,387,149.36 | |||
| ERAC USA FINANCE LLC 7 2037/10/15 | 1,901,000.00 | 2,568,707.24 | |||
| EXPEDIA INC 5.95 2020/08/15 | 1,325,000.00 | 1,493,646.00 | |||
| FIDELITY NATIONAL INFORM 5 2022/03/15 | 1,137,000.00 | 1,205,777.13 | |||
| FIFTH THIRD BANCORP 5.1 2099/12/31 | 662,000.00 | 628,900.00 | |||
| FORD MOTOR CO 7.4 2046/11/01 | 785,000.00 | 1,169,971.85 | |||
| FORD MOTOR CREDIT CO 7.45 2031/07/16 | 1,768,000.00 | 2,450,907.68 | |||
| FUBOA 2001-C1 IO3 1.39406 2033/03/01 | 1,230,798.08 | 996.94 | |||
| GE CAPITAL TRUST I 6.375 2067/11/15 | 8,240,000.00 | 8,981,600.00 | |||
| GEBL 2004-2A D 2.9245 2032/12/15 | 263,951.94 | 246,169.49 | |||
| GENERAL MOTORS CO 5.2 2045/04/01 | 445,000.00 | 491,199.90 | |||
| GEORGIA-PACIFIC CORP 7.75 2029/11/15 | 4,200,000.00 | 5,937,246.00 | |||
| GMACC 1997-C1 X 1.66403 2029/07/01 | 2,025,956.09 | 84,765.99 | |||
| GOLDMAN SACHS GROUP INC 6.75 2037/10/01 | 1,569,000.00 | 2,055,107.58 | |||
| GOLDMAN SACHS GROUP INC 7.5 2019/02/15 | 2,690,000.00 | 3,205,888.20 | |||
| GSMS 2005-GG4 B 4.841 2039/07/01 | 4,082,300.00 | 4,080,707.90 | |||
| GSMS 2006-GG6 XC 0.13006 2038/04/01 | 209,057,084.11 | 85,713.40 | |||
| GSMS 2012-GC6 D 5.82439 2045/01/01 | 659,000.00 | 704,431.46 | |||
| GSMS 2012-GCJ9 XA 2.5122 2045/11/01 | 34,736,122.95 | 3,975,549.26 | |||
| GSMS 2013 GC10 D 4.56117 2046/02/01 | 1,236,000.00 | 1,219,140.96 | |||
| HARTFORD FINL SVCS GRP 8.125 2038/06/15 | 3,115,000.00 | 3,538,640.00 | |||
| HOSPITALITY PROPERTIES T 4.5 2025/03/15 | 590,000.00 | 604,915.20 | |||
| HOST HOTELS & RESORTS LP 6 2021/10/01 | 293,000.00 | 338,989.28 | |||
| HSBC BANK USA NA 7 2039/01/15 | 475,000.00 | 679,919.75 | |||
| HSBC FIN CAP TRUST IX 5.911 2035/11/30 | 4,700,000.00 | 4,794,000.00 | |||
| HSBC HOLDINGS PLC 6.375 2099/12/31 | 1,870,000.00 | 1,921,892.50 | |||
| HYATT HOTELS CORP 3.375 2023/07/15 | 700,000.00 | 706,013.00 | |||
| IBERDROLA INTL BV 6.75 2036/07/15 | 905,000.00 | 1,188,916.60 | |||
| ING GROEP NV 6 2099/12/31 | 1,030,000.00 | 1,027,425.00 | |||
| INTL LEASE FINANCE CORP 6.25 2019/05/15 | 1,450,000.00 | 1,613,125.00 | |||
| INTL PAPER CO 8.7 2038/06/15 | 235,000.00 | 349,574.25 | |||
| JABIL CIRCUIT INC 8.25 2018/03/15 | 414,000.00 | 479,205.00 | |||
| JPM CHASE CAPITAL XXIII 1.2571 2047/05/15 | 10,052,000.00 | 7,942,085.20 | |||
| JPMBB 2013-C12 D 4.08689 2045/07/01 | 941,000.00 | 908,309.66 | |||
| JPMBB 2014-C19 XA 1.28276 2047/04/01 | 34,007,467.13 | 1,881,293.08 | |||
| JPMCC 2003-C1 D 5.192 2037/01/01 | 110,840.18 | 110,900.03 | |||
| JPMCC 2004-C3 X-1 0.21267 2042/01/01 | 3,887,473.69 | 38.87 | |||
| JPMCC 2004-CBX B 5.021 2037/01/01 | 1,267,000.00 | 1,287,221.32 | |||
| JPMCC 2004-CBX X1 0.44785 2037/01/01 | 39,270,851.35 | 217,167.80 | |||
| JPMCC 2004-LN2 A2 5.115 2041/07/01 | 118,532.28 | 118,906.84 | |||
| JPMCC 2005-CB12 X1 0.49504 2037/09/01 | 123,956,604.52 | 135,112.69 | |||
| JPMCC 2006-LDP6 X1 0.07482 2043/04/01 | 207,980,363.86 | 220,459.18 | |||
| JPMCC 2006-LDP8 AJ 5.48 2045/05/01 | 3,746,000.00 | 3,914,270.32 | |||
| JPMCC 2011-C3 E 5.56783 2046/02/01 | 1,075,000.00 | 1,176,727.25 | |||
| JPMCC 2012-C6 E 5.20761 2045/05/01 | 1,638,000.00 | 1,710,743.58 | |||
| JPMCC 2012-C6 XA 1.92262 2045/05/01 | 25,012,162.20 | 2,186,313.09 | |||
| JPMCC 2012-C8 D 4.66647 2045/10/01 | 3,878,000.00 | 4,097,882.60 | |||
| JPMCC 2012-LC9 D 4.42219 2047/12/01 | 4,105,000.00 | 4,279,339.35 | |||
| JPMCC 2013-LC11 D 4.24016 2046/04/01 | 228,000.00 | 222,771.96 | |||
| KANSAS GAS & ELECTRIC 5.647 2021/03/29 | 726,683.57 | 733,950.39 | |||
| KERR-MCGEE CORP 7.875 2031/09/15 | 1,935,000.00 | 2,695,087.35 | |||
| KONINKLIJKE KPN NV 8.375 2030/10/01 | 340,000.00 | 485,972.20 | |||
| LBCMT 1998-C4 H 5.6 2035/10/01 | 3,565,073.12 | 3,709,601.18 | |||
| LBCMT 1999-C1 G 6.41 2031/06/01 | 989,597.21 | 1,050,041.80 | |||
| LBUBS 2004-C7 XCL 0.22638 2036/10/11 | 3,491,900.29 | 10,859.80 | |||
| LBUBS 2005-C2 XCL 0.54765 2040/04/11 | 5,634,250.82 | 507.07 | |||
| LBUBS 2005-C7 XCL 0.21611 2040/11/11 | 168,694,355.58 | 172,068.24 | |||
| LBUBS 2006-C6 AJ 5.452 2039/09/11 | 4,067,000.00 | 4,262,338.01 | |||
| LBUBS 2006-C7 XCL 0.63403 2038/11/11 | 19,104,946.74 | 167,168.27 | |||
| LBUBS 2006-C7 XW 0.63403 2038/11/11 | 24,250,687.42 | 212,193.51 | |||
| LBUBS 2007-C6 A4 5.858 2040/07/11 | 1,844,049.75 | 1,935,330.21 | |||
| LBUBS 2008-C1 AM 6.14695 2041/04/11 | 6,229,000.00 | 6,882,671.26 | |||
| LEGRAND FRANCE SA 8.5 2025/02/15 | 2,413,000.00 | 3,418,231.67 | |||
| LIBERTY MUTUAL GROUP 7 2037/03/15 | 2,185,000.00 | 2,253,281.25 | |||
| LIMITED BRANDS INC 5.625 2022/02/15 | 595,000.00 | 653,012.50 | |||
| LIMITED BRANDS INC 6.625 2021/04/01 | 1,475,000.00 | 1,696,250.00 | |||
| LLOYDS BANK PLC 4.5 2024/11/04 | 1,160,000.00 | 1,209,184.00 | |||
| LNR 2002-1A EFXD 7.502 2037/07/01 | 4,000,000.00 | 810,000.00 | |||
| MACYS RETAIL HLDGS INC 3.625 2024/06/01 | 48,000.00 | 50,085.60 | |||
| MACYS RETAIL HLDGS INC 5.125 2042/01/15 | 375,000.00 | 423,630.00 | |||
| MACYS RETAIL HLDGS INC 6.65 2024/07/15 | 381,000.00 | 478,772.22 | |||
| MACYS RETAIL HLDGS INC 6.9 2029/04/01 | 516,000.00 | 671,465.64 | |||
| MACYS RETAIL HLDGS INC 7 2028/02/15 | 51,000.00 | 66,520.83 | |||
| METLIFE CAPITAL TRUST IV 7.875 2037/12/15 | 3,500,000.00 | 4,637,500.00 | |||
| METLIFE INC 6.4 2036/12/15 | 3,432,000.00 | 4,076,529.60 | |||
| METROPOLITAN LIFE INS CO 7.8 2025/11/01 | 1,000,000.00 | 1,349,680.00 | |||
| MEZZ 2004-C1 IO 8.44149 2037/01/15 | 497,769.38 | 83,027.93 | |||
| MEZZ 2005-C3 X IO P/P 144A 5.19873 2044/05/01 | 5,800,465.58 | 130,510.47 | |||
| MEZZ 2006-C4 X 5.22809 2045/07/01 | 8,300,670.69 | 1,126,401.00 | |||
| MID-AMERICA APT LP 4.3 2023/10/15 | 175,000.00 | 187,131.00 | |||
| MIDAMERICAN ENERGY HLDGS 6.5 2037/09/15 | 3,845,000.00 | 5,223,201.80 | |||
| MIDAMERICAN FUNDING LLC 6.927 2029/03/01 | 255,000.00 | 346,108.95 | |||
| MLMT 2004-BPC1 XC IO 0.77016 2041/10/01 | 2,748,498.98 | 19,404.40 | |||
| MLMT 2004-KEY2 X-C 0.59361 2039/08/01 | 8,301,437.00 | 14,776.53 | |||
| MLMT 2005-MCP1 XC 0.64618 2043/06/01 | 106,960,736.58 | 44,923.50 | |||
| MOSAIC CO 5.45 2033/11/15 | 25,000.00 | 28,999.00 | |||
| MOSAIC CO 5.625 2043/11/15 | 60,000.00 | 71,000.40 | |||
| MOTIVA ENTERPRISES LLC 6.85 2040/01/15 | 2,000,000.00 | 2,464,000.00 | |||
| MSBAM 2013-C13 XA 1.22512 2046/11/01 | 25,439,347.92 | 1,846,896.65 | |||
| MSC 2005-IQ9 B 4.86 2056/07/01 | 4,080,000.00 | 4,234,060.80 | |||
| MSC 2005-IQ9 X1 IO P/P 144A 1.50424 2056/07/01 | 72,550,057.57 | 1,434,314.63 | |||
| MSC 2007-HQ12 A2FX 5.67069 2049/04/01 | 389,074.38 | 388,615.27 | |||
| MSC 2011-C3 E 5.1833 2049/07/01 | 2,468,130.00 | 2,650,524.80 | |||
| MSC 2012-C4 D 5.52556 2045/03/01 | 1,785,000.00 | 1,973,014.05 | |||
| NATIONWIDE MUTL 8.25 2031/12/01 | 1,245,000.00 | 1,797,742.65 | |||
| NEW JERSEY BELL TELEPHON 8 2022/06/01 | 3,163,000.00 | 4,003,250.95 | |||
| NOBLE HOLDING INTL LTD 6.05 2041/03/01 | 1,910,000.00 | 1,655,492.50 | |||
| NORFOLK SOUTHERN CORP 6 2099/12/31 | 832,000.00 | 1,070,401.28 | |||
| O'REILLY AUTOMOTIVE INC 3.85 2023/06/15 | 670,000.00 | 698,937.30 | |||
| OMNICARE INC 4.75 2022/12/01 | 409,000.00 | 424,337.50 | |||
| ONEAMERICA FINL 7 2033/10/15 | 2,990,000.00 | 3,388,716.50 | |||
| OWENS CORNING INC 9 2019/06/15 | 279,000.00 | 338,853.87 | |||
| PACIFIC GAS & ELECTRIC 5.8 2037/03/01 | 1,495,000.00 | 1,904,958.90 | |||
| PACIFIC GAS & ELECTRIC 6.25 2039/03/01 | 235,000.00 | 314,902.35 | |||
| PACIFIC GAS & ELECTRIC 6.35 2038/02/15 | 775,000.00 | 1,048,621.50 | |||
| PACIFICORP 6.25 2037/10/15 | 2,645,000.00 | 3,653,353.35 | |||
| PACKAGING CORP OF AMERIC 3.9 2022/06/15 | 650,000.00 | 676,702.00 | |||
| PARKER-HANNIFIN CORP 6.25 2038/05/15 | 1,260,000.00 | 1,721,802.60 | |||
| PLAINS EXPLORATION & PRO 6.75 2022/02/01 | 491,000.00 | 524,142.50 | |||
| PLAINS EXPLORATION & PRO 6.875 2023/02/15 | 123,000.00 | 131,610.00 | |||
| POTOMAC EDISON CO 5.8 2016/10/15 | 2,455,000.00 | 2,587,717.30 | |||
| PRICELINE GROUP INC/THE 3.65 2025/03/15 | 346,000.00 | 355,169.00 | |||
| PRIDE INTERNATIONAL INC 7.875 2040/08/15 | 3,715,000.00 | 4,298,217.85 | |||
| PROGRESSIVE CORP 6.7 2037/06/15 | 1,405,000.00 | 1,480,518.75 | |||
| PRUDENTIAL FINANCIAL INC 5.2 2044/03/15 | 932,000.00 | 952,970.00 | |||
| PRUDENTIAL FINANCIAL INC 5.625 2043/06/15 | 921,000.00 | 986,621.25 | |||
| PRUDENTIAL FINANCIAL INC 6.625 2040/06/21 | 855,000.00 | 1,152,240.75 | |||
| PUGET SOUND ENERGY INC 6.974 2067/06/01 | 3,470,000.00 | 3,539,400.00 | |||
| QWEST CORP 6.75 2021/12/01 | 706,000.00 | 809,252.50 | |||
| RABOBANK NEDERLAND 4.625 2023/12/01 | 670,000.00 | 731,291.60 | |||
| RECKSON OPERATING PRTSHP 5 2018/08/15 | 733,000.00 | 789,946.77 | |||
| REPUBLIC SERVICES INC 5.7 2041/05/15 | 350,000.00 | 439,120.50 | |||
| ROCKWOOD SPECIALTIES GRO 4.625 2020/10/15 | 495,000.00 | 516,700.80 | |||
| ROYAL BK OF SCOTLAND PLC 9.5 2022/03/16 | 2,315,000.00 | 2,611,157.95 | |||
| ROYAL BK SCOTLND GRP PLC 5.125 2024/05/28 | 1,450,000.00 | 1,525,153.50 | |||
| SABMILLER HOLDINGS INC 4.95 2042/01/15 | 930,000.00 | 1,060,776.60 | |||
| SBA TOWER TRUST 5.101 2017/04/15 | 2,750,000.00 | 2,874,190.00 | |||
| SPECTRA ENERGY CAPITAL 5.65 2020/03/01 | 45,000.00 | 49,652.55 | |||
| SPECTRA ENERGY CAPITAL 8 2019/10/01 | 1,405,000.00 | 1,702,185.60 | |||
| STANDARD CHARTERED PLC 5.7 2022/01/25 | 386,000.00 | 432,350.88 | |||
| STATE STREET CAP TR IV 1.2706 2037/06/15 | 8,904,000.00 | 7,590,392.88 | |||
| TCI COMMUNICATIONS INC 7.875 2026/02/15 | 4,460,000.00 | 6,323,834.00 | |||
| TELECOM ITALIA SPA 5.303 2024/05/30 | 2,400,000.00 | 2,532,000.00 | |||
| TELEFONICA EMISIONES SAU 4.57 2023/04/27 | 150,000.00 | 166,441.50 | |||
| TELEFONICA EMISIONES SAU 5.462 2021/02/16 | 3,190,000.00 | 3,656,250.40 | |||
| TEMPLE-INLAND INC 6.625 2018/01/15 | 1,915,000.00 | 2,151,176.95 | |||
| TEXAS-NEW MEXICO PR 9.5 2019/04/01 | 2,068,000.00 | 2,627,766.24 | |||
| TIME WARNER INC 9.15 2023/02/01 | 2,187,000.00 | 3,031,531.92 | |||
| TRANS-CANADA PIPELINES 6.35 2067/05/15 | 5,090,000.00 | 4,956,387.50 | |||
| TYSON FOODS INC 4.875 2034/08/15 | 327,000.00 | 369,421.71 | |||
| TYSON FOODS INC 5.15 2044/08/15 | 463,000.00 | 547,303.04 | |||
| UBSBB 2012-C4 XA 1.98987 2045/12/01 | 34,798,074.42 | 3,447,097.25 | |||
| UBSC 2011-C1 AS 5.154 2045/01/01 | 1,695,000.00 | 1,949,385.60 | |||
| UNION CARBIDE CORP 7.75 2096/10/01 | 290,000.00 | 391,482.60 | |||
| UNITED AIR LINES 6.636 2022/07/02 | 615,201.84 | 664,417.98 | |||
| VERIZON COMMUNICATIONS 4.4 2034/11/01 | 1,030,000.00 | 1,044,069.80 | |||
| VERIZON COMMUNICATIONS 4.522 2048/09/15 | 1,657,000.00 | 1,647,356.26 | |||
| VIACOM INC 7.875 2030/07/30 | 3,732,000.00 | 5,188,338.36 | |||
| VULCAN MATERIALS CO 4.5 2025/04/01 | 370,000.00 | 377,400.00 | |||
| WALGREENS BOOTS ALLIANCE 3.3 2021/11/18 | 2,075,000.00 | 2,142,686.50 | |||
| WALT DISNEY COMPANY/THE 2.75 2021/08/16 | 2,085,000.00 | 2,174,821.80 | |||
| WAMU 2005-AR1 A1B 0.56375 2045/01/25 | 2,150,430.24 | 1,962,998.74 | |||
| WAMU 2005-AR11 A1B2 0.62375 2045/08/25 | 2,966,347.88 | 2,634,176.24 | |||
| WAMU 2005-AR11 A1B3 0.57375 2045/08/25 | 5,572,095.27 | 4,924,617.79 | |||
| WAMU 2005-AR13 A1B3 0.53375 2045/10/25 | 6,467,417.80 | 5,764,344.81 | |||
| WBCMT 2005-C16 XC 0.25376 2041/10/01 | 5,836,976.47 | 9,922.85 | |||
| WBCMT 2005-C17 F 6.01464 2042/03/01 | 1,516,000.00 | 1,512,801.24 | |||
| WBCMT 2006-C25 AJ 5.71529 2043/05/01 | 4,613,000.00 | 4,768,688.75 | |||
| WBCMT 2006-C26 XC 0.0468 2045/06/01 | 239,426,152.98 | 203,512.23 | |||
| WBCMT 2006-C29 IO 0.37039 2048/11/01 | 225,974,206.53 | 1,389,741.36 | |||
| WBCMT 2007-C34 IO 0.30566 2046/05/01 | 59,898,892.79 | 529,506.21 | |||
| WEATHERFORD BERMUDA 9.875 2039/03/01 | 390,000.00 | 454,182.30 | |||
| WEATHERFORD INTL INC 6.5 2036/08/01 | 1,372,000.00 | 1,236,295.48 | |||
| WELLS FARGO & COMPANY 5.875 2099/12/31 | 1,280,000.00 | 1,366,400.00 | |||
| WESTAVACO CORP 7.95 2031/02/15 | 171,000.00 | 231,597.27 | |||
| WESTAVACO CORP 8.2 2030/01/15 | 540,000.00 | 764,332.20 | |||
| WEYERHAEUSER CO 7.375 2032/03/15 | 1,010,000.00 | 1,360,490.20 | |||
| WFRBS 2011-C2 D 5.46677 2044/02/01 | 5,602,000.00 | 6,142,929.12 | |||
| WFRBS 2011-C4 E 5.24547 2044/06/01 | 1,485,232.00 | 1,591,381.53 | |||
| WFRBS 2012-C7 D 4.84516 2045/06/01 | 3,374,000.00 | 3,615,342.22 | |||
| WFRBS 2013-UBS1 D 4.63205 2046/03/01 | 594,000.00 | 597,344.22 | |||
| WFRBS 2014-C19 C 4.646 2047/03/01 | 4,432,000.00 | 4,733,198.72 | |||
| WFRBS 2014-C19 XA 1.31049 2047/03/01 | 68,417,526.71 | 5,220,941.46 | |||
| WILLIAMS COMPANIES INC 4.55 2024/06/24 | 1,990,000.00 | 1,960,229.60 | |||
| WILLIS GROUP HOLDINGS LT 5.75 2021/03/15 | 1,049,000.00 | 1,182,621.62 | |||
| WISCONSIN ENERGY CORP 6.25 2067/05/15 | 10,170,000.00 | 10,190,136.60 | |||
| ZFS FINANCE USA TRUST V 6.5 2037/05/09 | 338,000.00 | 358,280.00 | |||
| アメリカ・ドル 小計 | 2,539,830,675.43 | 457,527,245.63 | |||
| (54,729,409,122) | |||||
| 社債券 合計 | 54,729,409,122 | ||||
| (54,729,409,122) | |||||
| 合計 | 114,213,318,800 | ||||
| (114,213,318,800) | |||||
| (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 | 7銘柄 | 21.76% | 100% | |
| 地方債証券 | 3銘柄 | 0.67% | |||
| 特殊債券 | 215銘柄 | 28.98% | |||
| 社債券 | 263銘柄 | 47.30% | |||
| (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。
