有価証券報告書(内国投資信託受益証券)-第36期(平成27年10月16日-平成28年4月15日)
(4)【附属明細表】(平成28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 1.125 2019/12/31 | 52,730,000.00 | 52,849,169.80 | |
| US TREASURY N/B 1.375 2018/09/30 | 16,940,000.00 | 17,160,220.00 | |||
| US TREASURY N/B 2 2020/11/30 | 40,480,000.00 | 41,888,704.00 | |||
| US TREASURY N/B 2.375 2024/08/15 | 22,470,000.00 | 23,675,964.90 | |||
| US TREASURY N/B 2.75 2042/08/15 | 9,840,000.00 | 10,220,119.20 | |||
| US TREASURY N/B 3.75 2043/11/15 | 24,240,000.00 | 30,250,550.40 | |||
| アメリカ・ドル 小計 | 166,700,000.00 | 176,044,728.30 | |||
| (19,319,148,484) | |||||
| 国債証券 合計 | 19,319,148,484 | ||||
| (19,319,148,484) | |||||
| 地方債証券 | アメリカ・ドル | CA TXB-VAR PURP 7.5 2034/04/01 | 1,210,000.00 | 1,789,493.20 | |
| N TX HWY-TXB-B 6.718 2049/01/01 | 1,965,000.00 | 2,862,808.50 | |||
| OH UNIV-TXB-C-BABS 4.91 2040/06/01 | 1,450,000.00 | 1,727,066.00 | |||
| アメリカ・ドル 小計 | 4,625,000.00 | 6,379,367.70 | |||
| (700,071,811) | |||||
| 地方債証券 合計 | 700,071,811 | ||||
| (700,071,811) | |||||
| 特殊債券 | アメリカ・ドル | ELECTRICITE DE FRANCE 5.6 2040/01/27 | 500,000.00 | 556,600.00 | |
| ELECTRICITE DE FRANCE 6 2099/01/22 | 400,000.00 | 412,180.00 | |||
| ELECTRICITE DE FRANCE 6.95 2039/01/26 | 3,225,000.00 | 4,183,631.25 | |||
| FHLMC A00074 7.5 2020/01/01 | 157.12 | 158.64 | |||
| FHLMC G01074 7.5 2029/10/01 | 94,895.62 | 112,836.58 | |||
| FHLMC G01461 6 2032/10/01 | 2,393.43 | 2,762.68 | |||
| FHLMC GOLD A19332 5.5 2034/03/01 | 1,160,978.56 | 1,332,884.65 | |||
| FHLMC GOLD A19517 5.5 2034/03/01 | 594,157.99 | 668,368.32 | |||
| FHLMC GOLD A19630 5.5 2034/03/01 | 1,112,438.93 | 1,256,978.12 | |||
| FHLMC GOLD A19646 5.5 2034/03/01 | 2,157,468.32 | 2,457,550.58 | |||
| FHLMC GOLD A23445 5 2034/06/01 | 66,477.51 | 73,826.59 | |||
| FHLMC GOLD G07321 3.5 2043/04/01 | 395,636.85 | 419,818.17 | |||
| FHLMC GOLD G11752 5.5 2020/07/01 | 1,068.76 | 1,139.39 | |||
| FHLMC GOLD J06128 6 2021/09/01 | 8,497.67 | 9,261.35 | |||
| FHLMC GOLD Q00500 4.5 2041/04/01 | 13,870,875.51 | 15,152,821.82 | |||
| FHLMC GOLD Q14035 3.5 2042/12/01 | 390,480.38 | 413,795.96 | |||
| FHLMC TBA 3.5 2046/05/01 | 10,000,000.00 | 10,470,900.00 | |||
| FNMA 250675 8 2026/09/01 | 8,458.05 | 10,184.42 | |||
| FNMA 251625 6.5 2018/03/01 | 1,213.93 | 1,394.19 | |||
| FNMA 252207 6.5 2019/01/01 | 2,606.10 | 2,993.10 | |||
| FNMA 252210 6.5 2019/02/01 | 308.94 | 354.81 | |||
| FNMA 254384 7 2017/06/01 | 408.03 | 416.93 | |||
| FNMA 254847 7 2033/06/01 | 24,258.66 | 27,790.47 | |||
| FNMA 254974 7 2033/10/01 | 15,878.30 | 18,304.82 | |||
| FNMA 255613 4.5 2034/12/01 | 15,103.61 | 16,537.24 | |||
| FNMA 255840 4.5 2020/09/01 | 286,518.22 | 299,465.97 | |||
| FNMA 256028 4.5 2020/12/01 | 111,105.41 | 116,151.81 | |||
| FNMA 256082 4.5 2021/01/01 | 52,646.14 | 54,902.02 | |||
| FNMA 256297 6 2016/06/01 | 92.14 | 92.16 | |||
| FNMA 257351 6.5 2038/09/01 | 59,628.53 | 71,372.96 | |||
| FNMA 257577 6 2029/01/01 | 64,756.03 | 74,470.72 | |||
| FNMA 313637 8 2027/07/01 | 4,847.55 | 5,638.52 | |||
| FNMA 357867 5 2020/07/01 | 181,326.26 | 192,310.97 | |||
| FNMA 555199 7 2032/11/01 | 2,549.36 | 2,846.38 | |||
| FNMA 648596 7.5 2032/06/01 | 1,210.91 | 1,259.89 | |||
| FNMA 650189 6 2017/09/01 | 197.26 | 201.24 | |||
| FNMA 655189 9 2032/04/01 | 30,646.88 | 32,891.15 | |||
| FNMA 678007 6 2032/09/01 | 10,695.23 | 12,438.11 | |||
| FNMA 688770 7.5 2033/02/01 | 87,735.68 | 95,395.88 | |||
| FNMA 689002 5.5 2018/04/01 | 6,510.82 | 6,704.58 | |||
| FNMA 694046 7.5 2033/03/01 | 106,366.46 | 116,690.38 | |||
| FNMA 694047 8 2033/03/01 | 15,514.97 | 15,724.73 | |||
| FNMA 694770 7 2033/04/01 | 7,623.51 | 8,603.96 | |||
| FNMA 709458 7 2033/07/01 | 2,247.66 | 2,522.63 | |||
| FNMA 721344 5 2018/06/01 | 447.25 | 463.52 | |||
| FNMA 724439 9 2027/01/01 | 116,996.45 | 134,334.15 | |||
| FNMA 725161 6.5 2034/02/01 | 1,465,451.68 | 1,700,700.49 | |||
| FNMA 725537 5 2019/06/01 | 17,198.14 | 17,945.39 | |||
| FNMA 727421 5 2018/09/01 | 1,166.20 | 1,204.84 | |||
| FNMA 729379 6 2033/08/01 | 3,982.91 | 4,643.43 | |||
| FNMA 740238 6 2033/09/01 | 9,253.28 | 10,557.80 | |||
| FNMA 744239 6.5 2033/10/01 | 1,110,877.76 | 1,337,952.28 | |||
| FNMA 745279 5 2021/02/01 | 9,008.90 | 9,565.74 | |||
| FNMA 745875 6.5 2036/09/01 | 15,630.12 | 18,099.20 | |||
| FNMA 745885 6 2036/10/01 | 84,544.69 | 96,609.21 | |||
| FNMA 745948 6.5 2036/10/01 | 41,730.02 | 48,404.31 | |||
| FNMA 747587 7 2033/11/01 | 155,179.77 | 180,640.11 | |||
| FNMA 751808 6.5 2033/10/01 | 157,425.92 | 180,803.66 | |||
| FNMA 751965 6.5 2033/11/01 | 27,948.05 | 32,098.33 | |||
| FNMA 753086 6 2033/12/01 | 88,219.47 | 100,843.66 | |||
| FNMA 754772 7 2034/01/01 | 7,587.81 | 7,630.30 | |||
| FNMA 767621 5 2019/02/01 | 382.29 | 394.93 | |||
| FNMA 771948 5.5 2019/02/01 | 5,084.60 | 5,255.84 | |||
| FNMA 773979 5.5 2034/03/01 | 1,361,675.76 | 1,565,491.38 | |||
| FNMA 784179 4.5 2034/06/01 | 21,113.37 | 22,978.31 | |||
| FNMA 800971 5 2019/11/01 | 884.09 | 938.79 | |||
| FNMA 806713 4.5 2035/01/01 | 4,106.96 | 4,494.08 | |||
| FNMA 810242 4.5 2035/01/01 | 60,561.38 | 66,306.83 | |||
| FNMA 811532 4.5 2020/12/01 | 107,885.98 | 112,802.34 | |||
| FNMA 813775 6 2035/02/01 | 14,528.16 | 16,698.52 | |||
| FNMA 816411 4.5 2020/07/01 | 43,524.40 | 44,935.02 | |||
| FNMA 820495 5 2020/06/01 | 169,693.44 | 180,010.78 | |||
| FNMA 825900 4.5 2020/10/01 | 82,174.84 | 85,604.81 | |||
| FNMA 825925 5 2020/10/01 | 2,232.71 | 2,385.27 | |||
| FNMA 826606 4.5 2020/08/01 | 268,469.82 | 280,252.95 | |||
| FNMA 826737 4.5 2020/08/01 | 187,290.67 | 195,671.92 | |||
| FNMA 828443 4.5 2020/07/01 | 129,608.21 | 134,927.33 | |||
| FNMA 828647 4.5 2020/08/01 | 33,554.45 | 34,644.95 | |||
| FNMA 829037 4.5 2020/07/01 | 57,499.14 | 59,638.68 | |||
| FNMA 829054 4.5 2020/08/01 | 18,500.94 | 19,305.54 | |||
| FNMA 829068 4.5 2020/08/01 | 112,489.18 | 117,582.68 | |||
| FNMA 830625 5 2020/07/01 | 45,970.41 | 47,815.19 | |||
| FNMA 830642 4.5 2020/08/01 | 170,062.60 | 176,695.03 | |||
| FNMA 831130 4.5 2020/10/01 | 128,515.92 | 133,237.58 | |||
| FNMA 831287 6 2036/01/01 | 14,946.71 | 17,119.95 | |||
| FNMA 831679 6.5 2036/08/01 | 976.79 | 1,121.84 | |||
| FNMA 831759 6 2026/09/01 | 4,992.29 | 5,696.10 | |||
| FNMA 831765 6 2016/10/01 | 885.31 | 890.17 | |||
| FNMA 833036 4.5 2020/09/01 | 114,724.80 | 119,419.32 | |||
| FNMA 833882 5 2020/07/01 | 24,100.40 | 25,087.30 | |||
| FNMA 835222 4.5 2020/08/01 | 317,361.85 | 328,659.90 | |||
| FNMA 836381 4.5 2020/10/01 | 128,214.49 | 132,350.67 | |||
| FNMA 837165 4.5 2020/11/01 | 63,724.32 | 66,382.26 | |||
| FNMA 837220 4.5 2020/08/01 | 180,624.23 | 187,446.38 | |||
| FNMA 837578 4.5 2020/08/01 | 128,326.55 | 132,783.30 | |||
| FNMA 838579 6.5 2035/10/01 | 96,283.69 | 116,724.71 | |||
| FNMA 840574 4.5 2020/10/01 | 113,095.05 | 118,166.23 | |||
| FNMA 842732 4.5 2020/10/01 | 162,362.33 | 168,548.33 | |||
| FNMA 843098 4.5 2020/10/01 | 58,381.26 | 60,273.38 | |||
| FNMA 843793 4.5 2020/10/01 | 12,886.08 | 13,336.96 | |||
| FNMA 844290 6 2020/11/01 | 252,362.00 | 272,311.18 | |||
| FNMA 844579 6 2020/12/01 | 34,177.16 | 35,959.15 | |||
| FNMA 845127 4.5 2020/12/01 | 107,798.70 | 112,630.22 | |||
| FNMA 848351 4.5 2020/11/01 | 170,139.46 | 177,671.52 | |||
| FNMA 850102 4.5 2020/09/01 | 58,640.15 | 60,584.07 | |||
| FNMA 850877 4.5 2020/12/01 | 171,341.51 | 177,944.99 | |||
| FNMA 850906 4.5 2020/12/01 | 1,253.49 | 1,304.66 | |||
| FNMA 851469 4.5 2036/01/01 | 55,316.57 | 60,442.20 | |||
| FNMA 851529 4.5 2036/02/01 | 41,380.74 | 45,035.90 | |||
| FNMA 852737 5 2021/01/01 | 12,910.11 | 13,428.32 | |||
| FNMA 866569 4.5 2021/01/01 | 176,966.38 | 184,560.00 | |||
| FNMA 868694 4.5 2021/04/01 | 25,480.64 | 26,308.50 | |||
| FNMA 870822 6 2036/10/01 | 16,274.25 | 18,605.03 | |||
| FNMA 882566 6 2036/07/01 | 1,248.02 | 1,423.96 | |||
| FNMA 885064 5 2021/05/01 | 8,456.39 | 8,987.11 | |||
| FNMA 885298 6 2036/07/01 | 1,173.48 | 1,349.51 | |||
| FNMA 887678 6 2036/08/01 | 154,637.91 | 176,806.80 | |||
| FNMA 888268 6 2037/03/01 | 686,501.95 | 785,378.77 | |||
| FNMA 889495 6.5 2038/03/01 | 10,710.13 | 12,306.36 | |||
| FNMA 891436 6 2036/03/01 | 492,971.71 | 564,082.82 | |||
| FNMA 892499 6 2036/08/01 | 16,889.31 | 19,324.41 | |||
| FNMA 893291 6.5 2036/08/01 | 8,655.31 | 10,375.89 | |||
| FNMA 893938 5 2021/10/01 | 33,375.77 | 35,059.24 | |||
| FNMA 896538 6.5 2036/09/01 | 52,063.05 | 63,150.39 | |||
| FNMA 897144 6 2036/09/01 | 29,921.21 | 34,139.49 | |||
| FNMA 897402 6 2036/07/01 | 82,201.71 | 93,833.24 | |||
| FNMA 898140 5 2021/08/01 | 6,016.42 | 6,219.89 | |||
| FNMA 898540 6.5 2036/09/01 | 19,497.19 | 22,450.23 | |||
| FNMA 898565 6.5 2036/10/01 | 1,059.18 | 1,216.46 | |||
| FNMA 899898 6.5 2036/09/01 | 27,309.07 | 31,364.46 | |||
| FNMA 900527 6 2036/09/01 | 441,820.35 | 505,526.39 | |||
| FNMA 900951 6.5 2036/09/01 | 38,957.43 | 44,742.60 | |||
| FNMA 900984 6.5 2036/09/01 | 29,585.57 | 33,979.02 | |||
| FNMA 903760 6 2022/01/01 | 144,776.04 | 154,538.27 | |||
| FNMA 905107 6 2037/01/01 | 4,947.27 | 5,653.78 | |||
| FNMA 907250 6 2036/12/01 | 16,115.34 | 18,425.15 | |||
| FNMA 907746 6 2037/01/01 | 70,759.49 | 80,980.69 | |||
| FNMA 908775 6 2037/01/01 | 11,222.57 | 12,827.50 | |||
| FNMA 920424 6 2036/11/01 | 20,910.93 | 23,858.94 | |||
| FNMA 930325 6.5 2038/11/01 | 1,265.58 | 1,453.51 | |||
| FNMA 933922 6.5 2038/05/01 | 27,558.30 | 31,650.70 | |||
| FNMA 934757 6 2039/02/01 | 4,381.57 | 5,006.82 | |||
| FNMA 935051 6 2039/03/01 | 10,127.33 | 11,555.08 | |||
| FNMA 956501 6.5 2038/01/01 | 212,047.64 | 243,536.70 | |||
| FNMA 962455 6.5 2038/04/01 | 162,376.16 | 186,489.01 | |||
| FNMA 965089 6.5 2038/09/01 | 2,374.68 | 2,784.88 | |||
| FNMA 965537 6.5 2038/01/01 | 918,560.43 | 1,093,711.51 | |||
| FNMA 966478 6.5 2038/01/01 | 53,090.19 | 64,423.35 | |||
| FNMA 967124 6.5 2038/01/01 | 9,816.23 | 11,273.93 | |||
| FNMA 967147 6.5 2038/01/01 | 469,524.93 | 539,249.37 | |||
| FNMA 967162 6.5 2038/01/01 | 804,128.93 | 987,221.02 | |||
| FNMA 967416 6.5 2038/01/01 | 238,312.91 | 273,702.36 | |||
| FNMA 968000 6.5 2038/01/01 | 499,049.82 | 573,158.71 | |||
| FNMA 968156 6.5 2038/01/01 | 37,799.95 | 43,413.24 | |||
| FNMA 968774 6.5 2038/01/01 | 147,172.21 | 169,027.27 | |||
| FNMA 973310 6.5 2038/02/01 | 29,591.70 | 34,027.49 | |||
| FNMA 974321 6 2033/01/01 | 334,462.55 | 386,190.51 | |||
| FNMA 981045 6.5 2038/04/01 | 25,354.38 | 29,119.50 | |||
| FNMA 987105 6.5 2038/09/01 | 104,690.87 | 127,280.01 | |||
| FNMA 987177 6.5 2038/12/01 | 52,373.83 | 60,151.34 | |||
| FNMA 991474 6.5 2038/10/01 | 21,570.19 | 24,773.36 | |||
| FNMA 991548 6.5 2038/11/01 | 31,283.34 | 36,373.76 | |||
| FNMA 995062 5 2038/02/01 | 63,614.85 | 70,612.48 | |||
| FNMA AA0679 6.5 2038/12/01 | 19,403.15 | 22,284.51 | |||
| FNMA AA1323 6 2032/11/01 | 88,741.14 | 102,394.83 | |||
| FNMA AB9369 3.5 2043/05/01 | 790,646.53 | 832,653.58 | |||
| FNMA AD8536 5 2040/08/01 | 11,184,941.15 | 12,415,732.06 | |||
| FNMA AE0984 4.5 2041/02/01 | 34,978.55 | 38,232.60 | |||
| FNMA AE1839 5 2040/08/01 | 2,052,442.03 | 2,286,153.60 | |||
| FNMA AE5441 5 2040/10/01 | 1,967,123.50 | 2,184,313.60 | |||
| FNMA AE5932 6 2038/11/01 | 112,001.16 | 129,038.77 | |||
| FNMA AH6797 5 2041/03/01 | 5,459,111.63 | 6,064,854.65 | |||
| FNMA AJ8780 4.5 2041/12/01 | 103,646.99 | 112,877.79 | |||
| FNMA AL0065 4.5 2041/04/01 | 618,494.59 | 676,008.40 | |||
| FNMA AL0215 4.5 2041/04/01 | 659,428.92 | 720,775.59 | |||
| FNMA AL1107 4.5 2041/11/01 | 2,043,447.12 | 2,233,549.00 | |||
| FNMA AL3967 4.5 2042/08/01 | 57,286.73 | 62,584.03 | |||
| FNMA AL5713 4.5 2042/10/01 | 964,775.31 | 1,054,123.15 | |||
| FNMA AL6818 4.5 2044/08/01 | 11,045,299.57 | 12,050,311.37 | |||
| FNMA AL6919 5.5 2038/01/01 | 6,677,515.60 | 7,549,732.68 | |||
| FNMA AL7510 3.5 2045/10/01 | 2,915,922.15 | 3,083,471.03 | |||
| FNMA AL7706 3.5 2045/11/01 | 2,930,216.07 | 3,098,586.28 | |||
| FNMA AL7828 4.5 2044/11/01 | 4,908,041.85 | 5,412,146.82 | |||
| FNMA AS4821 4 2045/04/01 | 1,922,847.56 | 2,079,117.38 | |||
| FNMA AS5843 4 2045/09/01 | 979,423.81 | 1,059,021.58 | |||
| FNMA AT2727 3.5 2043/05/01 | 778,451.09 | 827,244.40 | |||
| FNMA AT2746 3.5 2043/05/01 | 756,368.79 | 796,554.66 | |||
| FNMA AU1625 3.5 2043/07/01 | 1,595,316.70 | 1,681,064.97 | |||
| FNMA AV7020 3.5 2044/10/01 | 886,409.46 | 935,064.47 | |||
| FNMA AX5472 3.5 2045/08/01 | 985,400.88 | 1,039,519.09 | |||
| FNMA AX5489 3.5 2045/10/01 | 990,964.04 | 1,045,387.78 | |||
| FNMA AY0773 3.5 2045/03/01 | 896,857.03 | 941,672.97 | |||
| FNMA BC0157 3.5 2046/01/01 | 2,987,361.24 | 3,155,101.57 | |||
| FNMA TBA 3.5 2046/05/01 | 1,000,000.00 | 1,048,240.00 | |||
| FNMA TBA 4.5 2046/05/01 | 4,000,000.00 | 4,351,240.00 | |||
| FNR 2001-50 BI 0.39682 2041/10/01 | 3,137,341.34 | 52,770.04 | |||
| FNW 2002-W6 1AIO 0.12161 2042/06/01 | 2,295,758.75 | 3,558.42 | |||
| FNW 2003-W1 2A 6.34843 2042/12/01 | 1,672,124.11 | 1,971,568.07 | |||
| FNW 2003-W10 1IO 0.71893 2043/06/01 | 18,494,608.97 | 376,735.15 | |||
| FNW 2005-W4 1AIO 0.07561 2035/08/01 | 462,629.34 | 388.60 | |||
| FSPC T-56 2IO 0 2043/05/01 | 10,626,248.46 | 0.00 | |||
| FSPC T-56 AIO 0.52396 2043/05/01 | 11,565,282.70 | 187,357.56 | |||
| GNMA 4018 6.5 2037/08/01 | 708,146.16 | 856,417.76 | |||
| GNMA 4029 6.5 2037/09/01 | 57,587.75 | 67,590.16 | |||
| GNMA 4040 6.5 2037/10/01 | 195,980.15 | 237,406.43 | |||
| GNMA 626924 3.5 2045/03/01 | 1,954,520.90 | 2,081,857.93 | |||
| GNMA 626962 4 2045/07/01 | 3,938,983.88 | 4,291,325.98 | |||
| GNMA 626963 4 2045/07/01 | 1,972,638.54 | 2,142,620.80 | |||
| GNMA 627046 4 2046/01/01 | 3,986,579.16 | 4,343,178.66 | |||
| GNMA 627054 4 2046/02/01 | 2,087,139.78 | 2,273,834.43 | |||
| GNMA 627055 4 2046/02/01 | 3,554,078.52 | 3,860,333.46 | |||
| GNMA 635065 4.5 2046/03/01 | 1,996,693.94 | 2,177,414.70 | |||
| GNMA 783937 3.5 2043/11/01 | 28,141,602.71 | 29,975,028.12 | |||
| GNMA 784038 4 2045/01/01 | 3,897,602.12 | 4,233,458.49 | |||
| GNMA AE8491 4 2044/07/01 | 2,656,463.67 | 2,871,159.06 | |||
| GNMA II 002921 7.5 2030/05/01 | 4,987.74 | 6,278.26 | |||
| GNMA MA2962 4 2045/07/01 | 8,202,996.90 | 8,768,019.32 | |||
| GNMA MA3035 4 2045/08/01 | 5,808,623.51 | 6,209,011.92 | |||
| GNMA TBA 3 2046/04/01 | 6,000,000.00 | 6,228,720.00 | |||
| GNMA TBA 3 2046/05/01 | 6,000,000.00 | 6,215,580.00 | |||
| GNMA TBA 4 2046/04/01 | 20,000,000.00 | 21,362,400.00 | |||
| GNMA TBA 4 2046/05/01 | 20,000,000.00 | 21,343,600.00 | |||
| GNMA TBA 4.5 2046/04/01 | 2,000,000.00 | 2,141,000.00 | |||
| STATOIL ASA 5.1 2040/08/17 | 3,030,000.00 | 3,337,423.80 | |||
| アメリカ・ドル 小計 | 297,499,161.15 | 273,043,809.46 | |||
| (29,963,827,650) | |||||
| 特殊債券 合計 | 29,963,827,650 | ||||
| (29,963,827,650) | |||||
| 社債券 | アメリカ・ドル | 21ST CENTURY FOX AMERICA 7.75 2045/12/01 | 977,000.00 | 1,294,397.99 | |
| ABBVIE INC 3.6 2025/05/14 | 202,000.00 | 211,760.64 | |||
| ACTAVIS FUNDING SCS 3.45 2022/03/15 | 100,000.00 | 102,567.00 | |||
| ACTAVIS FUNDING SCS 4.75 2045/03/15 | 200,000.00 | 202,420.00 | |||
| AFLAC INC 6.9 2039/12/17 | 2,795,000.00 | 3,682,999.45 | |||
| AIR LEASE CORP 3.375 2021/06/01 | 1,455,000.00 | 1,441,410.30 | |||
| AIR LEASE CORP 3.75 2022/02/01 | 450,000.00 | 449,644.50 | |||
| AMERICAN EXPRESS CO 4.9 2099/12/31 | 945,000.00 | 845,482.05 | |||
| AMERICAN INTL GROUP 8.175 2058/05/15 | 1,206,000.00 | 1,507,500.00 | |||
| AMERICAN TOWER CORP 3.4 2019/02/15 | 475,000.00 | 488,466.25 | |||
| AMERICAN TOWER CORP 4 2025/06/01 | 895,000.00 | 926,172.85 | |||
| ANHEUSER-BUSCH INBEV FIN 3.65 2026/02/01 | 1,470,000.00 | 1,551,114.60 | |||
| ANHEUSER-BUSCH INBEV FIN 4.9 2046/02/01 | 2,260,000.00 | 2,580,287.20 | |||
| ANHEUSER-BUSCH INBEV WOR 8.2 2039/01/15 | 578,000.00 | 889,807.88 | |||
| AOL TIME WARNER 7.7 2032/05/01 | 850,000.00 | 1,099,679.00 | |||
| AON PLC 4.25 2042/12/12 | 3,643,000.00 | 3,376,295.97 | |||
| APPALACHIAN POWER CO 5.8 2035/10/01 | 2,710,000.00 | 3,115,063.70 | |||
| APPLE INC 3.85 2043/05/04 | 970,000.00 | 960,678.30 | |||
| APPLE INC 4.375 2045/05/13 | 959,000.00 | 1,018,573.08 | |||
| ARC PROP OPER PART LP/CL 4.6 2024/02/06 | 335,000.00 | 335,837.50 | |||
| ARCELORMITTAL 10.85 2019/06/01 | 140,000.00 | 159,950.00 | |||
| ASSURANT INC 6.75 2034/02/15 | 2,450,000.00 | 2,939,632.50 | |||
| AT&T INC 4.75 2046/05/15 | 252,000.00 | 253,078.56 | |||
| AUTONATION INC 5.5 2020/02/01 | 410,000.00 | 445,219.00 | |||
| BACM 2004-4 XC 0.09456 2042/07/01 | 1,600,408.32 | 1,264.31 | |||
| BACM 2004-5 XC 0.52262 2041/11/01 | 1,321,231.28 | 18,655.78 | |||
| BACM 2006-2 AJ 6.02578 2045/05/01 | 8,281,000.00 | 8,278,515.70 | |||
| BANCO BILBAO VIZCAYA ARG 9 2099/12/31 | 800,000.00 | 817,800.00 | |||
| BANK OF AMERICA CORP 6.1 2099/12/31 | 926,000.00 | 919,055.00 | |||
| BARCLAYS BANK PLC 10.179 2021/06/12 | 5,685,000.00 | 7,192,434.60 | |||
| BEAVER VALLEY FUNDG CORP 9 2017/06/01 | 117,000.00 | 124,020.00 | |||
| BED BATH & BEYOND INC 5.165 2044/08/01 | 1,715,000.00 | 1,492,615.95 | |||
| BERKSHIRE HATHAWAY FIN 4.3 2043/05/15 | 1,327,000.00 | 1,419,080.53 | |||
| BSCMS 2004-PR3I X1 0.40908 2041/02/01 | 1,856,246.01 | 11,137.47 | |||
| BSCMS 2004-PWR3 F 5.199 2041/02/01 | 2,380,000.00 | 2,362,483.20 | |||
| BSCMS 2004-PWR4 X 0.13811 2041/06/01 | 7,058,297.75 | 21,174.89 | |||
| BSCMS 2004-T16 X1 0.49771 2046/02/01 | 2,007,737.27 | 13,210.91 | |||
| BSCMS 2005-T20 B 5.3076 2042/10/01 | 3,428,794.05 | 3,432,359.99 | |||
| BSCMS 2006-PW14 X1 0.83762 2038/12/01 | 16,895,015.92 | 47,643.93 | |||
| CAMDEN PROPERTY TRUST 4.875 2023/06/15 | 1,525,000.00 | 1,685,567.25 | |||
| CAPITAL ONE BANK USA NA 3.375 2023/02/15 | 1,452,000.00 | 1,453,466.52 | |||
| CBRE SERVICES INC 4.875 2026/03/01 | 1,149,000.00 | 1,146,541.14 | |||
| CBRE SERVICES INC 5.25 2025/03/15 | 491,000.00 | 506,888.76 | |||
| CELANESE US HOLDINGS LLC 5.875 2021/06/15 | 1,440,000.00 | 1,548,000.00 | |||
| CFCRE 2011-C2 D 5.57442 2047/12/01 | 2,206,000.00 | 2,338,558.54 | |||
| CFCRE 2011-C2 E 5.57442 2047/12/01 | 1,283,000.00 | 1,317,782.13 | |||
| CGCMT 2004-C2 D 4.9241 2041/10/01 | 2,910,000.00 | 2,909,709.00 | |||
| CGCMT 2006-C4 AJ 6.08535 2049/03/01 | 1,295,000.00 | 1,289,729.35 | |||
| CGCMT 2006-C5 XC 0.55325 2049/10/01 | 95,310,044.68 | 215,400.69 | |||
| CGCMT 2014-GC21 AS 4.026 2047/05/01 | 1,739,000.00 | 1,849,530.84 | |||
| CGCMT 2014-GC23 AS 3.863 2047/07/01 | 1,849,000.00 | 1,937,252.77 | |||
| CITIGROUP INC 5.875 2099/12/31 | 446,000.00 | 430,390.00 | |||
| CITIGROUP INC 5.95 2099/12/31 | 1,068,000.00 | 1,030,620.00 | |||
| CNO FINANCIAL GROUP INC 5.25 2025/05/30 | 670,000.00 | 681,725.00 | |||
| COMCAST CORP 6.5 2035/11/15 | 835,000.00 | 1,114,173.90 | |||
| COMM 2006-C8 XS 0.72068 2046/12/01 | 48,710,007.36 | 117,878.20 | |||
| COMM 2012-LC4 AM 4.063 2044/12/01 | 1,762,000.00 | 1,899,277.42 | |||
| COMM 2013-CR9 D 4.39952 2045/07/01 | 2,500,000.00 | 2,244,450.00 | |||
| COMM 2013-LC13 XA 1.55577 2046/08/01 | 43,415,576.23 | 2,469,477.97 | |||
| COMM 2014-CR14 XA 1.00626 2047/02/01 | 88,307,321.41 | 3,325,653.70 | |||
| COMM 2014-CR18 C 4.73817 2047/07/01 | 3,428,000.00 | 3,397,833.60 | |||
| COMMERZBANK AG 8.125 2023/09/19 | 680,000.00 | 776,220.00 | |||
| COMMONWEALTH EDISON 5.875 2033/02/01 | 445,000.00 | 544,742.30 | |||
| CONS EDISON CO OF NY 4.2 2042/03/15 | 475,000.00 | 494,988.00 | |||
| CONTINENTAL AIRLINES INC 6.545 2019/02/02 | 141,117.71 | 149,147.30 | |||
| CONTL AIRLINES 6.648 2017/09/15 | 479,977.54 | 494,376.84 | |||
| CORRECTIONS CORP OF AMER 4.625 2023/05/01 | 516,000.00 | 525,030.00 | |||
| CROWN AMER/CAP CORP IV 4.5 2023/01/15 | 440,000.00 | 446,600.00 | |||
| CROWN CASTLE TOWERS LLC 4.883 2020/08/15 | 3,665,000.00 | 3,925,398.25 | |||
| CSAIL 2015-C1 D 3.80098 2050/04/01 | 3,436,000.00 | 2,616,995.04 | |||
| CSFB 2003-C3 AX 1.98413 2038/05/01 | 3,338,009.76 | 33.36 | |||
| CSFB 2004-C3 AX 0.31212 2036/07/01 | 11,238,020.32 | 3,371.40 | |||
| CSFB 2004-C5 AX 0.39567 2037/11/01 | 4,396,411.88 | 43.96 | |||
| CVS HEALTH CORP 4.75 2022/12/01 | 409,000.00 | 459,000.25 | |||
| CVS PASS-THROUGH TRUST 7.507 2032/01/10 | 1,322,613.04 | 1,594,158.72 | |||
| DBRR 2013-EZ3 A 1.636 2049/12/15 | 912,128.80 | 910,559.92 | |||
| DBUBS 2011-LC3A D 5.62757 2044/08/01 | 3,406,000.00 | 3,477,560.06 | |||
| DCP MIDSTREAM OPERATING 2.7 2019/04/01 | 430,000.00 | 393,432.80 | |||
| DELPHI CORP 5 2023/02/15 | 370,000.00 | 391,460.00 | |||
| DELTA AIR LINES 2009 1A 7.75 2019/12/17 | 285,520.08 | 321,210.09 | |||
| DEUTSCHE BANK AG 4.5 2025/04/01 | 976,000.00 | 848,290.40 | |||
| DEVELOPERS DIVERSIFIED R 7.875 2020/09/01 | 760,000.00 | 913,466.80 | |||
| DOLLAR GENERAL CORP 3.25 2023/04/15 | 730,000.00 | 732,817.80 | |||
| DUKE REALTY LP 4.375 2022/06/15 | 975,000.00 | 1,029,200.25 | |||
| EASTMAN CHEMICAL CO 3.8 2025/03/15 | 725,000.00 | 745,075.25 | |||
| EASTMAN CHEMICAL CO 6.3 2018/11/15 | 310,000.00 | 338,051.90 | |||
| EDP FINANCE BV 6 2018/02/02 | 3,400,000.00 | 3,596,316.00 | |||
| EL PASO NATURAL GAS 8.375 2032/06/15 | 3,285,000.00 | 3,562,286.85 | |||
| ENEL FINANCE INTL SA 5.125 2019/10/07 | 1,855,000.00 | 2,039,832.20 | |||
| ENERGY TRANSFER PARTNERS 6.5 2042/02/01 | 1,237,000.00 | 1,125,942.14 | |||
| EPR PROPERTIES 5.25 2023/07/15 | 1,200,000.00 | 1,247,616.00 | |||
| EQT MIDSTREAM PARTNERS L 4 2024/08/01 | 1,396,000.00 | 1,230,183.12 | |||
| ERAC USA FINANCE LLC 7 2037/10/15 | 1,901,000.00 | 2,476,983.99 | |||
| EXPEDIA INC 5.95 2020/08/15 | 1,325,000.00 | 1,467,941.00 | |||
| FIDELITY NATIONAL INFORM 5 2022/03/15 | 1,137,000.00 | 1,181,991.09 | |||
| FIFTH THIRD BANCORP 5.1 2099/12/31 | 662,000.00 | 605,730.00 | |||
| FORD MOTOR CO 7.4 2046/11/01 | 785,000.00 | 1,020,562.80 | |||
| FORD MOTOR CREDIT CO 7.45 2031/07/16 | 1,768,000.00 | 2,291,734.64 | |||
| FUBOA 2001-C1 IO3 1.818 2033/03/01 | 1,211,016.48 | 12.11 | |||
| GEBL 2004-2A D 3.1862 2032/12/15 | 176,634.63 | 160,336.55 | |||
| GENERAL ELECTRIC CO 5 2099/12/31 | 4,351,000.00 | 4,492,407.50 | |||
| GENERAL MOTORS CO 6.75 2046/04/01 | 1,740,000.00 | 1,959,518.40 | |||
| GENERAL MOTORS FINL CO 4.3 2025/07/13 | 1,493,000.00 | 1,477,502.66 | |||
| GEORGIA-PACIFIC CORP 7.75 2029/11/15 | 4,200,000.00 | 5,780,208.00 | |||
| GMACC 1997-C1 X 1.33994 2029/07/01 | 1,456,981.56 | 40,955.73 | |||
| GOLDMAN SACHS GROUP INC 6.75 2037/10/01 | 1,569,000.00 | 1,870,169.55 | |||
| GOLDMAN SACHS GROUP INC 7.5 2019/02/15 | 2,690,000.00 | 3,089,357.40 | |||
| GSMS 2006-GG6 XC 0 2038/04/01 | 7,288,494.70 | 72.88 | |||
| GSMS 2011-GC3 D 5.81544 2044/03/01 | 1,778,000.00 | 1,839,341.00 | |||
| GSMS 2012-GC6 D 5.81827 2045/01/01 | 559,000.00 | 546,215.67 | |||
| GSMS 2013 GC10 D 4.55725 2046/02/01 | 1,236,000.00 | 1,107,690.84 | |||
| GSMS 2014-GC22 XA 1.21807 2047/06/01 | 22,641,806.33 | 1,346,281.80 | |||
| HARTFORD FINL SVCS GRP 8.125 2038/06/15 | 3,115,000.00 | 3,348,625.00 | |||
| HCA INC 5 2024/03/15 | 225,000.00 | 232,312.50 | |||
| HCA INC 5.25 2026/06/15 | 930,000.00 | 967,200.00 | |||
| HEALTHCARE REALTY TRUST 3.875 2025/05/01 | 580,000.00 | 564,653.20 | |||
| HOSPITALITY PROPERTIES T 4.5 2025/03/15 | 590,000.00 | 566,034.20 | |||
| HOST HOTELS & RESORTS LP 6 2021/10/01 | 293,000.00 | 327,881.65 | |||
| HSBC BANK USA NA 7 2039/01/15 | 475,000.00 | 586,834.00 | |||
| HSBC HOLDINGS PLC 6.375 2099/12/31 | 1,870,000.00 | 1,711,050.00 | |||
| HYATT HOTELS CORP 3.375 2023/07/15 | 700,000.00 | 702,184.00 | |||
| IBERDROLA INTL BV 6.75 2036/07/15 | 905,000.00 | 1,144,236.75 | |||
| INTL LEASE FINANCE CORP 6.25 2019/05/15 | 1,450,000.00 | 1,546,062.50 | |||
| INTL PAPER CO 8.7 2038/06/15 | 235,000.00 | 318,046.65 | |||
| JABIL CIRCUIT INC 8.25 2018/03/15 | 414,000.00 | 449,190.00 | |||
| JPMBB 2013-C17 AS 4.4584 2047/01/01 | 2,362,000.00 | 2,608,073.16 | |||
| JPMBB 2014-C19 XA 1.25563 2047/04/01 | 33,612,533.25 | 1,459,456.19 | |||
| JPMCC 2004-C3 X-1 0.00556 2042/01/01 | 2,042,016.95 | 20.42 | |||
| JPMCC 2004-CBX B 5.021 2037/01/01 | 1,267,000.00 | 1,255,508.31 | |||
| JPMCC 2004-CBX X1 0.66569 2037/01/01 | 33,745,179.32 | 139,030.13 | |||
| JPMCC 2004-LN2 A2 5.115 2041/07/01 | 52,765.73 | 52,813.21 | |||
| JPMCC 2005-CB12 X1 0.49736 2037/09/01 | 18,159,112.01 | 83,350.31 | |||
| JPMCC 2006-LDP6 X1 0.12716 2043/04/01 | 33,498,154.36 | 334.96 | |||
| JPMCC 2006-LDP8 AJ 5.48 2045/05/01 | 3,746,000.00 | 3,741,542.26 | |||
| JPMCC 2011-C3 E 5.60639 2046/02/01 | 3,279,000.00 | 3,365,565.60 | |||
| JPMCC 2012-C6 E 5.19216 2045/05/01 | 2,373,000.00 | 2,216,619.30 | |||
| JPMCC 2012-C6 XA 1.84043 2045/05/01 | 23,833,478.33 | 1,663,576.78 | |||
| JPMCC 2012-C8 D 4.65848 2045/10/01 | 3,878,000.00 | 3,632,406.26 | |||
| JPMCC 2012-LC9 D 4.41982 2047/12/01 | 4,105,000.00 | 3,875,284.20 | |||
| JPMORGAN CHASE & CO 5.3 2099/12/31 | 978,000.00 | 974,381.40 | |||
| KERR-MCGEE CORP 7.875 2031/09/15 | 1,935,000.00 | 2,162,401.20 | |||
| KINDER MORGAN INC/DELAWA 3.05 2019/12/01 | 155,000.00 | 152,268.90 | |||
| KONINKLIJKE KPN NV 8.375 2030/10/01 | 340,000.00 | 457,823.60 | |||
| KRAFT FOODS GROUP INC 6.875 2039/01/26 | 1,060,000.00 | 1,380,438.00 | |||
| LBCMT 1998-C4 H 5.6 2035/10/01 | 1,849,677.42 | 1,881,195.92 | |||
| LBCMT 1999-C1 G 6.41 2031/06/01 | 718,014.56 | 746,433.57 | |||
| LBUBS 2004-C7 XCL 0.2017 2036/10/11 | 2,000,366.97 | 4,440.81 | |||
| LBUBS 2005-C2 XCL 0.195 2040/04/11 | 1,745,257.78 | 17.45 | |||
| LBUBS 2005-C7 XCL 0.34011 2040/11/11 | 12,367,546.22 | 109,576.45 | |||
| LBUBS 2006-C6 AJ 5.452 2039/09/11 | 4,067,000.00 | 4,036,497.50 | |||
| LBUBS 2007-C6 A4 5.858 2040/07/11 | 1,557,937.43 | 1,590,342.52 | |||
| LBUBS 2008-C1 AM 6.08407 2041/04/11 | 6,229,000.00 | 6,157,428.79 | |||
| LEAR CORP 5.375 2024/03/15 | 595,000.00 | 620,287.50 | |||
| LEGRAND FRANCE SA 8.5 2025/02/15 | 2,413,000.00 | 3,238,511.43 | |||
| LIBERTY MUTUAL GROUP 7 2037/03/15 | 2,185,000.00 | 1,922,800.00 | |||
| LIMITED BRANDS INC 5.625 2022/02/15 | 595,000.00 | 647,062.50 | |||
| LIMITED BRANDS INC 6.625 2021/04/01 | 1,475,000.00 | 1,659,375.00 | |||
| LLOYDS BANK PLC 4.5 2024/11/04 | 1,160,000.00 | 1,164,953.20 | |||
| LNR 2002-1A EFXD 7.502 2037/07/01 | 4,000,000.00 | 1,940,000.00 | |||
| MACYS RETAIL HLDGS INC 6.65 2024/07/15 | 311,000.00 | 355,843.09 | |||
| MACYS RETAIL HLDGS INC 6.9 2029/04/01 | 235,000.00 | 254,930.35 | |||
| METLIFE CAPITAL TRUST IV 7.875 2037/12/15 | 3,500,000.00 | 4,060,000.00 | |||
| METLIFE INC 6.4 2036/12/15 | 3,432,000.00 | 3,603,600.00 | |||
| METROPOLITAN LIFE INS CO 7.8 2025/11/01 | 1,000,000.00 | 1,278,770.00 | |||
| MEZZ 2004-C1 IO 8.73106 2037/01/15 | 443,007.72 | 26,447.56 | |||
| MEZZ 2005-C3 X IO P/P 144A 6.32215 2044/05/01 | 334,411.55 | 4,012.93 | |||
| MEZZ 2006-C4 X 5.47974 2045/07/01 | 5,559,526.65 | 98,959.57 | |||
| MID-AMERICA APT LP 4.3 2023/10/15 | 175,000.00 | 184,402.75 | |||
| MIDAMERICAN ENERGY HLDGS 6.5 2037/09/15 | 3,845,000.00 | 5,095,855.40 | |||
| MIDAMERICAN FUNDING LLC 6.927 2029/03/01 | 255,000.00 | 338,798.10 | |||
| MITSUBISHI UFJ FIN GRP 3.85 2026/03/01 | 1,180,000.00 | 1,228,757.60 | |||
| MLMT 2004-BPC1 XC IO 0.75819 2041/10/01 | 1,456,606.28 | 7,253.89 | |||
| MLMT 2004-KEY2 X-C 0.57996 2039/08/01 | 7,868,967.30 | 9,600.13 | |||
| MLMT 2005-MCP1 XC 0.02584 2043/06/01 | 9,705,150.70 | 97.05 | |||
| MOTIVA ENTERPRISES LLC 6.85 2040/01/15 | 2,000,000.00 | 2,207,360.00 | |||
| MSBAM 2013-C13 XA 1.16404 2046/11/01 | 44,713,217.58 | 2,651,046.66 | |||
| MSBAM 2013-C7 XA 1.65282 2046/02/01 | 12,454,128.49 | 868,924.54 | |||
| MSC 2005-IQ9 B 4.86 2056/07/01 | 4,080,000.00 | 4,090,159.20 | |||
| MSC 2005-IQ9 X1 IO P/P 144A 1.34016 2056/07/01 | 60,184,057.14 | 660,820.94 | |||
| MSC 2007-T27 AJ 5.82024 2042/06/01 | 2,040,000.00 | 2,023,333.20 | |||
| MSC 2011-C3 E 5.17845 2049/07/01 | 833,130.00 | 812,843.28 | |||
| MSC 2012-C4 D 5.52463 2045/03/01 | 1,785,000.00 | 1,785,392.70 | |||
| MSRR 2010-C30 A3B 5.246 2043/12/01 | 1,492,199.09 | 1,488,602.89 | |||
| NATIONWIDE MUTL 8.25 2031/12/01 | 1,245,000.00 | 1,725,843.90 | |||
| NEUBERGER BERMAN GRP/FIN 4.875 2045/04/15 | 725,000.00 | 619,353.00 | |||
| NEW JERSEY BELL TELEPHON 8 2022/06/01 | 3,163,000.00 | 3,945,304.79 | |||
| NEWELL RUBBERMAID INC 4.2 2026/04/01 | 1,880,000.00 | 1,973,229.20 | |||
| NOBLE HOLDING INTL LTD 6.05 2041/03/01 | 1,910,000.00 | 1,060,050.00 | |||
| NORFOLK SOUTHERN CORP 6 2099/12/31 | 832,000.00 | 943,379.84 | |||
| O'REILLY AUTOMOTIVE INC 3.55 2026/03/15 | 555,000.00 | 574,241.85 | |||
| O'REILLY AUTOMOTIVE INC 3.85 2023/06/15 | 670,000.00 | 701,362.70 | |||
| OMNICOM GROUP INC 3.6 2026/04/15 | 990,000.00 | 1,021,779.00 | |||
| ONEAMERICA FINL 7 2033/10/15 | 2,990,000.00 | 3,348,650.50 | |||
| OWENS CORNING INC 9 2019/06/15 | 279,000.00 | 324,401.67 | |||
| PACIFIC GAS & ELECTRIC 5.8 2037/03/01 | 1,495,000.00 | 1,891,997.25 | |||
| PACIFIC GAS & ELECTRIC 6.25 2039/03/01 | 235,000.00 | 301,998.50 | |||
| PACIFIC GAS & ELECTRIC 6.35 2038/02/15 | 775,000.00 | 1,010,724.00 | |||
| PACIFICORP 6.25 2037/10/15 | 2,645,000.00 | 3,490,447.80 | |||
| PACKAGING CORP OF AMERIC 3.9 2022/06/15 | 650,000.00 | 666,783.00 | |||
| PARKER-HANNIFIN CORP 6.25 2038/05/15 | 1,260,000.00 | 1,660,869.00 | |||
| PLAINS EXPLORATION & PRO 6.75 2022/02/01 | 205,000.00 | 169,125.00 | |||
| POTOMAC EDISON CO 5.8 2016/10/15 | 2,455,000.00 | 2,494,280.00 | |||
| PRICELINE GROUP INC/THE 3.65 2025/03/15 | 346,000.00 | 354,964.86 | |||
| PRIDE INTERNATIONAL INC 7.875 2040/08/15 | 3,715,000.00 | 2,201,137.50 | |||
| PROGRESSIVE CORP 6.7 2037/06/15 | 1,405,000.00 | 1,334,750.00 | |||
| PRUDENTIAL FINANCIAL INC 5.2 2044/03/15 | 932,000.00 | 899,380.00 | |||
| 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 | 1,050,615.45 | |||
| PUGET SOUND ENERGY INC 6.974 2067/06/01 | 3,470,000.00 | 2,648,061.10 | |||
| PULTEGROUP INC 5.5 2026/03/01 | 865,000.00 | 895,275.00 | |||
| RABOBANK NEDERLAND 4.625 2023/12/01 | 670,000.00 | 705,952.20 | |||
| RECKSON OPERATING PRTSHP 5 2018/08/15 | 733,000.00 | 769,246.85 | |||
| REPUBLIC SERVICES INC 5.7 2041/05/15 | 350,000.00 | 415,761.50 | |||
| ROYAL BANK OF CANADA 4.65 2026/01/27 | 770,000.00 | 783,282.50 | |||
| ROYAL BK SCOTLND GRP PLC 5.125 2024/05/28 | 1,450,000.00 | 1,393,682.00 | |||
| SABMILLER HOLDINGS INC 4.95 2042/01/15 | 930,000.00 | 1,037,024.40 | |||
| SANTANDER ISSUANCES 5.179 2025/11/19 | 400,000.00 | 386,700.00 | |||
| SBA TOWER TRUST 5.101 2017/04/15 | 2,750,000.00 | 2,776,042.50 | |||
| SPECTRA ENERGY CAPITAL 5.65 2020/03/01 | 45,000.00 | 47,517.30 | |||
| SPECTRA ENERGY CAPITAL 8 2019/10/01 | 1,405,000.00 | 1,572,180.95 | |||
| STANDARD CHARTERED PLC 5.7 2022/01/25 | 386,000.00 | 408,584.86 | |||
| STATE STREET CAP TR IV 1.63385 2037/06/15 | 8,904,000.00 | 6,466,530.00 | |||
| TCI COMMUNICATIONS INC 7.875 2026/02/15 | 4,460,000.00 | 6,273,748.20 | |||
| TELECOM ITALIA SPA 5.303 2024/05/30 | 2,400,000.00 | 2,465,760.00 | |||
| TELEFONICA EMISIONES SAU 4.57 2023/04/27 | 150,000.00 | 165,565.50 | |||
| TELEFONICA EMISIONES SAU 5.462 2021/02/16 | 3,190,000.00 | 3,628,146.50 | |||
| TEXAS-NEW MEXICO PR 9.5 2019/04/01 | 2,068,000.00 | 2,444,417.36 | |||
| TIME WARNER INC 9.15 2023/02/01 | 2,187,000.00 | 2,915,380.35 | |||
| TRANS-CANADA PIPELINES 6.35 2067/05/15 | 5,090,000.00 | 3,448,475.00 | |||
| TYSON FOODS INC 4.875 2034/08/15 | 327,000.00 | 354,415.68 | |||
| TYSON FOODS INC 5.15 2044/08/15 | 463,000.00 | 519,745.28 | |||
| UBSBB 2012-C4 XA 1.95273 2045/12/01 | 42,107,822.83 | 3,524,845.84 | |||
| UBSC 2011-C1 AS 5.154 2045/01/01 | 1,695,000.00 | 1,915,366.95 | |||
| UNION CARBIDE CORP 7.75 2096/10/01 | 290,000.00 | 339,911.90 | |||
| UNITED AIR LINES 6.636 2022/07/02 | 574,635.90 | 600,494.51 | |||
| VERIZON COMMUNICATIONS 4.4 2034/11/01 | 1,030,000.00 | 1,046,953.80 | |||
| VERIZON COMMUNICATIONS 4.522 2048/09/15 | 1,657,000.00 | 1,682,269.25 | |||
| VIACOM INC 7.875 2030/07/30 | 3,732,000.00 | 5,036,557.92 | |||
| VULCAN MATERIALS CO 4.5 2025/04/01 | 370,000.00 | 392,200.00 | |||
| WAMU 2005-AR1 A1B 1.213 2045/01/25 | 1,832,787.62 | 1,593,957.06 | |||
| WAMU 2005-AR11 A1B2 0.883 2045/08/25 | 2,579,979.92 | 2,324,536.10 | |||
| WAMU 2005-AR11 A1B3 0.833 2045/08/25 | 4,846,327.69 | 4,256,965.77 | |||
| WAMU 2005-AR13 A1B3 0.793 2045/10/25 | 5,752,705.57 | 4,917,585.30 | |||
| WBCMT 2005-C16 XC 0.33471 2041/10/01 | 3,087,949.90 | 3,149.70 | |||
| WBCMT 2006-C25 AJ 5.8956 2043/05/01 | 720,000.00 | 715,975.20 | |||
| WBCMT 2006-C26 XC 0.0776 2045/06/01 | 170,674,715.85 | 1,706.74 | |||
| WBCMT 2006-C29 IO 0.3699 2048/11/01 | 220,596,641.72 | 416,927.64 | |||
| WBCMT 2007-C34 IO 0.3008 2046/05/01 | 58,162,857.33 | 325,130.37 | |||
| WELLS FARGO & COMPANY 5.875 2099/12/31 | 1,280,000.00 | 1,363,200.00 | |||
| WESTAVACO CORP 7.95 2031/02/15 | 190,000.00 | 236,504.40 | |||
| WESTAVACO CORP 8.2 2030/01/15 | 540,000.00 | 694,013.40 | |||
| WEYERHAEUSER CO 7.375 2032/03/15 | 1,010,000.00 | 1,257,742.90 | |||
| WFRBS 2011-C2 D 5.60209 2044/02/01 | 4,341,000.00 | 4,567,773.84 | |||
| WFRBS 2011-C3 D 5.61997 2044/03/01 | 1,975,977.00 | 2,090,208.23 | |||
| WFRBS 2011-C4 E 5.26284 2044/06/01 | 3,469,232.00 | 3,507,636.39 | |||
| WFRBS 2011-C5 E 5.63439 2044/11/01 | 1,618,000.00 | 1,676,684.86 | |||
| WFRBS 2012-C7 D 4.83725 2045/06/01 | 3,374,000.00 | 3,273,319.84 | |||
| WFRBS 2012-C9 D 4.80262 2045/11/01 | 1,426,000.00 | 1,350,022.72 | |||
| WFRBS 2013-UBS1 AS 4.306 2046/03/01 | 980,000.00 | 1,075,677.40 | |||
| WFRBS 2014-C19 C 4.646 2047/03/01 | 3,298,000.00 | 3,295,295.64 | |||
| WFRBS 2014-C19 XA 1.26989 2047/03/01 | 20,134,078.31 | 1,287,372.96 | |||
| WILLIAMS COMPANIES INC 4.55 2024/06/24 | 1,990,000.00 | 1,596,975.00 | |||
| WILLIS GROUP HOLDINGS LT 5.75 2021/03/15 | 1,049,000.00 | 1,170,044.11 | |||
| WISCONSIN ENERGY CORP 6.25 2067/05/15 | 10,170,000.00 | 8,453,812.50 | |||
| アメリカ・ドル 小計 | 1,546,315,567.58 | 402,389,915.41 | |||
| (44,158,269,317) | |||||
| 社債券 合計 | 44,158,269,317 | ||||
| (44,158,269,317) | |||||
| 合計 | 94,141,317,262 | ||||
| (94,141,317,262) | |||||
| (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 | 20.73% | 100% | |
| 地方債証券 | 3銘柄 | 0.75% | |||
| 特殊債券 | 224銘柄 | 32.16% | |||
| 社債券 | 264銘柄 | 47.39% | |||
| (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。
