TEL：03－6432－7746

商

品

分

類

追加型投信／海外／資産複合

x

託

期

間

2018年7月26日から2028年6月9日まで


運


用


方


針

投資信託証券への投資を通じて、実質的に米国株式※1、米国投資適格債券、米ドル建て高利回り債券※2 に分散投資を行い、インカム収益の確保と投資信託財産の中長期的な成長を目指して運用を行います。

※1：米国リートを含める場合があります｡

※2：米ドル建てのハイ・イールド社債および新興国債券を指します。

為替変動リスクの低減を目的に、組入外貨建資産に対して65％程度を基本として

対円での為替ヘッジを行います。

主要投資対象

投資信託証券を主要投資対象とします。


主な投資制限

株式への直接投資は行いません。

投資信託証券への投資割合には制限を設けません。

外貨建資産への投資割合には制限を設け

ません。


分


配


方


針

分配対象額の範囲は、繰越分を含めた経費控除後のxx・配当等収益および売買益(評価損益を含みます｡)等の全額とします。

収益分配金額は、委託者が基準価額水準、市況動向等を勘案して決定します。ただし、必ず分配を行うものではありません。

留保益の運用については特に制限を設けず、運用の基本方針に基づいた運用を行

います。

■当ファンドの仕組みは次の通りです。

運用報告書(全体版)

楽天・インカム戦略ポートフォリオ

(偶数月決算型)

＜愛称：みのたけ＞


第21期(決算日：2022年2月10日)第22期(決算日：2022年4月11日)第23期(決算日：2022年6月10日)


受益者の皆様へ

平素は当ファンドにご投資いただき、厚く御礼申し上げます。

さて、当ファンドは、このたび上記決算を行いましたので、当期間の運用状況につきまして、ご報告申し上げます。

今後とも一層のご愛顧を賜りますよう、お願い申し上げます。


xxxxx://xxx.xxxxxxx-xxxxxxx.xx.xx/

楽天投信投資顧問株式会社


xxxxxxxxxxx0x00x

本資料(運用報告書(全体版))の記載内容のお問い合わせ先

TEL：03－6432－7746

受付時間：営業日の午前9時から午後5時まで

※お客様のお取引内容等につきましては販売会社にお問い合わせください。


■本資料の表記に関する注記

・金額等の数値は表記未満切捨または四捨五入により表示しております。このため、各項目の合計の値が合計欄と一致しないことがあります。

－ 0 －

・－印は、組入・売買が無いことを示します。




決 算 期

基 準 価 額

投資信託証券組 入 比 率


純資産総額

(分配落)

税 込

分 配 金

期 x

x 落 率


第 4

作成

期


9期(2020年 2月10日)

円

10,607

円

80

％

2.3

％

99.1

百万円

476

10期(2020年 4月10日)

10,378

40

△1.8

98.8

482

11期(2020年 6月10日)

10,497

40

1.5

98.6

494

第 5

作成

期

12期(2020年 8月11日)

10,760

40

2.9

98.4

505

13期(2020年10月12日)

10,465

40

△2.4

98.6

499

14期(2020年12月10日)

10,625

40

1.9

99.2

498

第 6

作成

期

15期(2021年 2月10日)

10,525

40

△0.6

98.5

509

16期(2021年 4月12日)

10,496

40

0.1

99.1

523

17期(2021年 6月10日)

10,614

40

1.5

98.7

512

第 7

作成

期

18期(2021年 8月10日)

10,695

40

1.1

99.5

515

19期(2021年10月11日)

10,587

40

△0.6

100.0

518

20期(2021年12月10日)

10,725

40

1.7

99.9

544

第 8

作成

期

21期(2022年 2月10日)

10,380

40

△2.8

99.6

543

22期(2022年 4月11日)

10,100

40

△2.3

99.7

541

23期(2022年 6月10日)

9,789

40

△2.7

101.8

534

(注1) 基準価額の騰落率は分配金込み。

(注2) 当ファンドの運用方針に対応する適切な指数が存在しないため、ベンチマークおよび参考指数を設定しておりません。


当作成期中の基準価額の推移


決算期

年 月 日

基 準 価 額

投資信託証券

組 入 比 率


騰 落 率


第21期


(期 首)2021年12月10日

円

10,725

％

－

％

99.9

12月末

10,804

0.7

99.1

2022年 1月末

10,525

△1.9

99.4

(期 末)2022年 2月10日

10,420

△2.8

99.6


第22期

(期 首)2022年 2月10日

10,380

－

99.6

2月末

10,253

△1.2

99.0

3月末

10,374

△0.1

98.9

(期 末)2022年 4月11日

10,140

△2.3

99.7


第23期

(期 首)2022年 4月11日

10,100

－

99.7

4月末

9,943

△1.6

99.6

5月末

10,046

△0.5

99.2

(期 末)2022年 6月10日

9,829

△2.7

101.8

(注) 期末基準価額は分配金込み、騰落率は期首比。

■基準価額等の推移






(注1) 分配金再投資基準価額は、分配金（税込）を分配時に再投資したものとみなして計算したもので、ファンド運用の実質的なパフォーマンスを示すものです。

(注2) 分配金を再投資するかどうかについてはお客様がご利用のコースにより異なります。また、ファンドの購入金額により課税条件も異なります。従って、各個人のお客様の損益の状況を示すものではありません。

(注3) 分配金再投資基準価額は、期首の基準価額を起点として指数化しています。


■基準価額の主な変動要因

当ファンドは、投資している複数のETF(以下､｢投資先ファンド｣といいます)の価格変動の影響を受けます。また、保有する米ドル資産に対して部分的な為替ヘッジを実施しているため、米ドル／円相場の変動や為替ヘッジにかかるコストの影響を受けます。

当作成期の基準価額は下落しました。米国高配当株式ETFは上昇したものの、米国投資適格社債ETFや米ドル建てハイ・イールド社債ETFなど債券に投資を行うETFが大きく下落したことにより、投資先ファンドからのリターンは大幅なマイナス寄与となりました。一方、日米の金利差拡大により、為替ヘッジにかかるコストは増加したものの、米ドルが対円で大きく上昇したことにより、為替要因はプラス寄与となりました。

■投資環境

当作成期の米国国債市場では、幅広い年限で金利が大きく上昇(債券価格は下落)しました。グローバルに経済 活動の正常化が進むなか、中国・上海でのロックダウン(都市封鎖)に伴うサプライチェーン(供給網)の混乱継続 や混迷するウクライナ情勢、原油などの資源価格の高止まりなどを背景にインフレxx懸念が拡大したことから、 FRB(米連邦準備制度理事会)は、3月に0.25％、5月に0.5％、6月に0.75％の利上げを相次いで実施しました。こ うした連続利上げに加え、先行きの継続的な利上げや量的引き締めが予想されるなか、米国金利は幅広い年限で 上昇(債券価格は下落)しました。なかでも、短期から中期ゾーンの金利が大きく上昇したことから長短金利差が 縮小し、2年債利回りが10年債利回りを上回る逆イールドが一時的に発生しました。米国社債市場では、長引く インフレ懸念を受けたFRBによる急速な金融引き締めにより、景気減速の懸念が高まったことなどを背景にスプ レッド(米国債利回りに対する上乗せ金利)が拡大する展開となりました。

当作成期の米国株式市場は、中国・上海でのロックダウンの長期化やウクライナ情勢を巡る不透明感などを背景に世界的にインフレへの警戒感が強まるなか、原材料価格の上昇やFRBによる継続的な利上げの景気や企業業績に対する影響への懸念が高まり、期を通して軟調な展開が継続し、前作成期末比ではまとまった下落となりました。セクター別では、原油高を背景にエネルギー・セクターが上昇した一方で、金利上昇を受けてテクノロジー関連など成長性の高い銘柄の調整が目立ちました。

米ドル／円相場は、期初から2022年3月上旬にかけては1米ドル＝115円を挟んだ水準でのレンジ推移となりました。しかしその後は、FRBによる早期金融正常化見通しや米長期金利の上昇を背景に、日米の金利差拡大や金融政策の方向性の違いを意識した米ドル買い／円売りが加速し、期末には、約20年ぶりとなる134円台まで米ドル高／円安が進行しました。米ドルの対円ヘッジコスト(3ヵ月フォワードレートを年率化)は、米国金利の上昇に伴って拡大し、期初の0.4％台から期末には1.9％台まで上昇しました。


■当ファンドのポートフォリオ

当ファンドは主に投資信託証券への投資を通じて、実質的に米国株式(※1)、米国投資適格債券、米ドル建て高利回り債券(※2)に分散投資を行い、インカム収益の確保と投資信託財産の中長期的な成長を目指して運用を行います。また、為替変動リスクの低減を目的に、組入外貨建資産に対して65％程度を基本として対円での為替ヘッジを行います。

当作成期は、米国株式10％、米国投資適格債券45％、米ドル建て高利回り債券45％を基本配分とし、概ねその基本配分に沿うかたちで投資信託証券への組入比率を維持しました。

※1：米国株式に、米国リートを含める場合があります。

※2：米ドル建て高利回り債券は、米ドル建てのハイ・イールド債券および新興国債券を指します。

■当ファンドのベンチマークとの差異

当ファンドは運用の目標となるベンチマークおよび参考指数を設けておりません。


■分配金

分配金額は、繰越分を含めた経費控除後のxx・配当等収益および売買益(評価損益を含みます｡)等の全額を分配対象額とし、委託会社が基準価額水準、市況動向等を勘案して決定しました。なお、分配金に充当しなかった収益につきましては、投資信託財産内に留保し、運用の基本方針にもとづいて運用いたします。


●分配原資の内訳

(1万口当たり・税込)


項 目

第21期

第22期

第23期

2021年12月11日～

2022年2月10日

2022年2月11日～

2022年4月11日

2022年4月12日～

2022年6月10日

当期分配金 (円) (対基準価額比率) (％)

40

(0.384)

40

(0.394)

40

(0.407)


当期の収益 (円)

23

40

32

当期の収益以外 (円)

16

－

7

翌期繰越分配対象額 (円)

951

970

963

(注1) ｢対基準価額比率｣は｢当期分配金｣の期末基準価額(分配金込み)に対する比率であり、ファンドの収益率とは異なります。

(注2) ｢当期の収益｣は経費控除後の配当等収益および経費控除後の有価証券売買等損益、｢当期の収益以外｣は収益調整金および分配準備積立金です。

(注3) ｢当期の収益｣および｢当期の収益以外｣は、円未満を切捨てて表示しているため、合計した額が｢当期分配金｣と一致しない場合があります。


■今後の運用方針

当面、米国株式10％、米国投資適格債券45％、米ドル建て高利回り債券45％を基本配分(報告書作成日現在の投資対象資産および配分方針であり、投資対象資産およびそれらへの配分比率は将来変更される場合があります)とし、概ねその基本配分に沿った投資信託証券への組入比率を維持する方針です。また、為替変動リスクの低減を目的に、組入外貨建資産に対して65％程度を基本として対円での為替ヘッジを行います。

1万口当たりの費用明細



項 目

当作成期


項 目 の 概 要

2021年12月11日～2022年6月10日

金額

比率

(a) 信託報酬

75円

0.729％

(a) 信託報酬＝期中の平均基準価額×信託報酬率




※期中の平均基準価額は10,324円です。

(投信会社)

(17)

(0.165)

・委託した資金の運用の対価

(販売会社)

(57)

(0.548)

・購入後の情報提供、交付運用報告書等各種書類の送付、




口座内でのファンドの管理等の対価

(受託会社)

(2)

(0.016)

・運用財産の管理、委託会社からの指図の実行の対価

(b) 売買委託手数料

0

0.004

(b) 売買委託手数料＝ 期中の売買委託手数料

期中の平均受益権口数

売買委託手数料は、有価証券等の売買の際、売買仲介人に

支払う手数料

(投資信託証券)

(0)

(0.004)

(c) 有価証券取引税

0

0.000

(c) 有価証券取引税＝ 期中の有価証券取引税

期中の平均受益権口数

有価証券取引税は、有価証券の取引の都度発生する取引に

関する税金

(投資信託証券)

(0)

(0.000)

(d) その他費用

14

0.140

(d) その他費用＝ 期中のその他費用

期中の平均受益権口数

・保管費用は、海外における保管銀行等に支払う有価証券等の保管および資金の送金・資産の移転等に要する費用

・監査費用は、監査法人等に支払うファンドの監査に係る費用

・印刷費用は、有価証券届出書、目論見書、運用報告書等の作成、印刷および提出等に係る費用

・その他は、金銭信託への預入金額に対する手数料、その

他投資信託財産の運営にかかる費用等

(保管費用)

(4)

(0.039)

(監査費用)

(1)

(0.005)

(印刷費用)

(10)

(0.096)

(その他)

(0)

(0.000)

合 計

89

0.873


(注1) 期中の費用(消費税等のかかるものは消費税等を含む)は、追加・解約により受益権口数に変動があるため、簡便法により算出した結果です。

(注2) 各金額は各項目ごとに円未満は四捨五入してあります。

(注3) 各比率は1万口当たりのそれぞれの費用金額を期中の平均基準価額で除して100を乗じたものです。 (注4) 各項目の費用は、このファンドが組み入れている投資信託証券が支払った費用を含みません。

当該投資信託証券の直近の計算期末時点における｢1万口当たりの費用明細｣が取得できるものについては｢組入ファンドの概要｣に表示することとしております。










■投資信託証券


当 x x 期

買

付

売

付

単位数又は口数

金 額

単位数又は口数

金 額


外


国



xx

x米ドル

xx

x米ドル


バンガード・米国トータル債券市場ETF

0.2

16

0.1

7

アメリカ

ｉシェアーズ・コア 米国高配当株ETF

Xtrackers 米ドル建てハイ・イールド社債ETF

－

0.6

－

23

0.7

2

75

92


バンガード・米国長期社債ETF

0.5

49

－

－


バンガード・米国長期国債ETF

0.1

8

－

－


小

計

1

98

3

176

(注1) 金額は受渡し代金。

(注2) 単位未満は切捨て。ただし、単位数又は口数、金額が単位未満となる場合は小数で記載。


利害関係人※との取引状況等

該当事項はありません。

※ 利害関係人とは、投資信託及び投資法人に関する法律第11条第1項に規定されている利害関係人です。


自社による当ファンドの設定・解約状況

該当事項はありません。

■ファンド・オブ・ファンズが組入れた外貨建ファンドの明細


ファンド名

当 x x 期 末

単位数又は口数

評 価 額

比 率

外 貨建金 額

邦貨換算金額


xx

x米ドル

千円

％

バンガード・米国トータル債券市場ETF

3

299

40,196

7.5

ｉシェアーズ・コア 米国高配当株ETF

4

434

58,292

10.9

Xtrackers 米ドル建てハイ・イールド社債ETF

52

1,852

248,596

46.5

バンガード・米国長期社債ETF

10

899

120,711

22.6

バンガード・米国長期国債ETF

8

573

76,918

14.4

合 計

口 数 ・ 金 額

銘 柄 数 <比 率>

79

5

4,058

－

544,715

<101.8％>


(注1) 邦貨換算金額は期末の時価をわが国の対顧客電信売買相場の仲値により、邦貨換算したものです。 (注2) < >内は純資産総額に対する評価額の比率です。

(注3) 単位数又は口数、評価額の単位未満は切捨て。


投資信託財産の構成






項



目








当

x

x

期

末



評

価

額







比

率


投


資



信



託


受



益



証


券

千円

544,715

％

98.4

短

期

金


融

資

産

、


そ

の

他

8,907

1.6

投

資


信


託

財


産


総

額

553,622

100.0

(注1) 評価額の単位未満は切捨て。

(注2) 当作成期末における外貨建資産(546,647千円)の投資信託財産総額(553,622千円)に対する比率は、98.7％です。

(注3) 外貨建資産は、当作成期末の時価をわが国の対顧客電信売買相場の仲値により邦貨換算したものです。なお、当作成期末における邦貨換算レートは、1米ドル＝134.22円です。

■資産、負債、元本及び基準価額の状況


(2022年2月10日)、 (2022年4月11日)、 (2022年6月10日)現在

項 目

第21期末

第22期末

第23期末

(Ａ)資 産

901,338,528円

905,013,060円

896,562,089円

コ ー ル ・ ロ ー ン 等

9,435,597

19,873,914

8,624,745

投 x x 託 受 益 証 券(評価額)

541,257,430

539,478,902

544,715,422

未 収 入 金

350,645,501

344,719,336

342,939,906

未 収 配 当 金

－

940,908

282,016

(Ｂ)負 債

357,717,783

363,910,868

361,648,536

未 払 金

354,054,314

360,282,468

357,986,850

未 払 収 益 分 配 金

2,094,941

2,142,993

2,185,692

未 払 解 約 金

－

54

4,510

未 払 信 託 報 酬

1,379,657

1,302,537

1,288,687

未 払 利 息

19

51

19

そ の 他 未 払 費 用

188,852

182,765

182,778

(Ｃ)純 資 産 総 額(Ａ－Ｂ)

543,620,745

541,102,192

534,913,553

元 本

523,735,410

535,748,296

546,423,210

次 期 繰 越 損 益 金

19,885,335

5,353,896

△11,509,657

(Ｄ)受 益 x x 口 数

523,735,410口

535,748,296口

546,423,210口

1 万 口 当 た り 基 準 価 額(Ｃ／Ｄ)

10,380円

10,100円

9,789円

(注) 期首元本額は507,234,300円、第21～23期中追加設定元本額は52,673,109円、第21～23期中一部解約元本額は13,484,199円です。

■損益の状況

第21期(自2021年12月11日 至2022年2月10日)第22期(自2022年 2月11日 至2022年4月11日)第23期(自2022年 4月12日 至2022年6月10日)

項 目

第21期

第22期

第23期

(Ａ)配 当 等 収 益

2,852,683円

4,715,667円

3,344,028円

受 取 配 当 金

2,872,402

4,716,540

3,347,710

支 払 利 息

△19,719

△873

△3,682

(Ｂ)有 価 証 券 売 買 損 益

△17,059,858

△15,656,404

△16,411,097

売 買 益

15,518,227

48,448,551

59,847,773

売 買 損

△32,578,085

△64,104,955

△76,258,870

(Ｃ)信 託 報 酬 等

△1,637,446

△1,555,997

△1,548,346

(Ｄ)当 期 損 益 金(Ａ＋Ｂ＋Ｃ)

△15,844,621

△12,496,734

△14,615,415

(Ｅ)前 期 繰 越 損 益 金

26,533,756

8,542,866

△6,085,022

(Ｆ)追 加 信 託 差 損 益 金

11,291,141

11,450,757

11,376,472

(配 当 等 相 当 額)

(24,159,149)

(25,485,035)

(26,592,023)

(売 買 損 益 相 当 額)

(△12,868,008)

(△14,034,278)

(△15,215,551)

(Ｇ) 計 (Ｄ＋Ｅ＋Ｆ)

21,980,276

7,496,889

△9,323,965

(Ｈ)収 益 分 配 金

△2,094,941

△2,142,993

△2,185,692

次 期 繰 越 損 益 金(Ｇ＋Ｈ)

19,885,335

5,353,896

△11,509,657

追 加 信 託 差 損 益 金

11,291,141

11,450,757

11,376,472

(配 当 等 相 当 額)

(24,159,149)

(25,485,035)

(26,592,023)

(売 買 損 益 相 当 額)

(△12,868,008)

(△14,034,278)

(△15,215,551)

分 配 準 備 積 立 金

25,654,052

26,517,510

26,076,018

繰 越 損 益 金

△17,059,858

△32,614,371

△48,962,147

(注1) 損益の状況の中で(B)有価証券売買損益は期末の評価替えによるものを含みます。

(注2) 損益の状況の中で(C)信託報酬等には信託報酬に対する消費税等相当額を含めて表示しています。

(注3) 損益の状況の中で(F)追加信託差損益金とあるのは、信託の追加設定の際、追加設定をした価額から元本を差し引いた差額分をいいます。

<分配金の計算過程>

項 目

第21期

第22期

第23期

(Ａ)配当等収益額（費用控除後）

1,215,237円

3,159,670円

1,795,682円

(Ｂ)有価証券売買等損益額

（費用控除後・繰越欠損金補填後）

－円

－円

－円

(Ｃ)収益調整金額

24,159,149円

25,485,035円

26,592,023円

(Ｄ)分配準備積立金額

26,533,756円

25,500,833円

26,466,028円

(Ｅ)分配対象収益額（Ａ＋Ｂ＋Ｃ＋Ｄ）

51,908,142円

54,145,538円

54,853,733円

(Ｆ)期末残存口数

523,735,410口

535,748,296口

546,423,210口

(Ｇ)収益分配対象額（１万口当たり） (Ｅ／Ｆ×10,000）

991.10円

1,010.64円

1,003.85円

(Ｈ)分配金額（１万口当たり）

40円

40円

40円

(Ｉ)収益分配金金額 (Ｆ×Ｈ／10,000）

2,094,941円

2,142,993円

2,185,692円


分配金のお知らせ



第21期

第22期

第23期

1万口当たり分配金

40円

40円

40円

収益分配金の支払いについて

・収益分配金は、取扱い販売会社において決算日から起算して5営業日までに支払いを開始いたします。

・分配金再投資コースを選択されている場合は、各決算日の基準価額に基づき、お客様の口座に繰り入れて再投資いたします。


収益分配金の課税上の取扱いについて

・分配金は、課税扱いとなる｢普通分配金｣と非課税扱いとなる｢元本払戻金(特別分配金)｣の区分があり、分配後の基準価額が個々の受益者の個別元本と同額または上回る場合は、全額普通分配金となります。分配後の基準価額が個々の受益者の個別元本を下回る場合は、その下回る部分の額が元本払戻金(特別分配金)となり、残りの額が普通分配金となります。

・元本払戻金(特別分配金)が発生した場合は、分配金発生時に個々の受益者の個別元本から当該元本払戻金(特別分配金)を控除した額が、その後の個々の受益者の個別元本となります。


受益者別の普通分配金に対する課税について個人の受益者

20.315％(所得税15％、復興特別所得税0.315％、および地方税5％)の税率となります。法人の受益者

個人の受益者とは異なります。


※外国税額控除の適用となった場合には、分配時の税金が上記と異なる場合があります。

※税法が改正された場合等は、上記の内容が変更される場合があります。

※税金の取扱いの詳細については、税務専門家等にご確認されることをお勧めします。


お知らせ

該当事項はありません。

■組入ファンドの概要


以下は、『楽天・インカム戦略ポートフォリオ(偶数月決算型)』が組み入れている投資信託証券(ファンド)の状況として、当作成期末において入手できる直近の情報を掲げております。


ファンド名

決算日

米国株式



1


ｉシェアーズ・コア 米国高配当株ETF


2021年4月30日

米国投資適格債券



2


バンガード・米国長期国債ETF


2021年8月31日


3


バンガード・米国トータル債券市場ETF


2021年12月31日


4


バンガード・米国長期社債ETF


2021年8月31日

米ドル建て高利回り債券



5


Xtrackers 米ドル建てハイ・イールド社債ETF


2021年8月31日

１．iシェアーズ・コア S&P 500 ETF

●当ファンドの仕組みは次の通りです｡

運 用 会 社

ブラックロック・ファンド・アドバイザーズ

主 要 投 資 対 象

高配当株式

運 用 の 基 本 方 針

モーニングスター配当フォーカス指数に連動する投資成果を目指す

x x 報 酬 等 (年)

0.08％

１．iシェアーズ・コア S&P 500 ETF

■損益計算書


Year Ended April 30, 2021


iShares Core High Dividend ETF


INVESTMENT INCOME

Dividends — Unaffiliated ����������������������� $ 242,967,724 Dividends — Affiliated ������������������������ 1,530,876 Securities lending income — Affiliated — net �������������� 79,515 Foreign taxes withheld������������������������ — Total investment income ������������������������ 244,578,115


EXPENSES

Investment advisory fees. ���������������������� 4,651,321 Commitment fees. ������������������������� — Miscellaneous ��������������������������� 437

Total expenses ���������������������������� 4,651,758 Less:

Investment advisory fees waived ������������������� — Total expenses after fees waived �������������������� 4,651,758 Net investment income ������������������������ 239,926,357


REALIZED AND UNREALIZED GAIN (LOSS)

Net realized gain (loss) from:

Investments — Unaffiliated ���������������������

(296,493,252)

Investments — Affiliated ����������������������

32,479,922

In-kind redemptions — Unaffiliated. �����������������

131,688,038

In-kind redemptions — Affiliated ������������������

2,261,965

Futures contracts �������������������������

10,461,164

Foreign currency transactions �������������������

—

Net realized gain (loss) �����������������������

(119,602,163)

Net change in unrealized appreciation (depreciation) on:

Investments — Unaffiliated ���������������������


1,033,936,007

Investments — Affiliated ����������������������

(8,040,566)

Futures contracts �������������������������

(938,715)

Foreign currency translations ��������������������

—

Net change in unrealized appreciation (depreciation) ����������

1,024,956,726

Net realized and unrealized gain ��������������������

905,354,563

NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS �������

$1,145,280,920

１．iシェアーズ・コア S&P 500 ETF

■組入上位10銘柄


as of April 30, 2021


        TEN LARGEST HOLDINGS    

Percent of Security               Total Investments(a)

Exxon Mobil Corp. ���������

8.4%

JPMorgan Chase & Co. �������

6.7

Xxxxxxx & Xxxxxxx ���������

6.7

Verizon Communications Inc.�����

6.5

Chevron Corp. �����������

5.7

Procter & Gamble Co. (The) �����

5.1

Coca-Cola Co. (The) ��������

4.1

Merck & Co. Inc. ����������

4.0

Cisco Systems Inc. ���������

4.0

Altria Group Inc. ����������

3.9

(a) Excludes money market funds.


１．iシェアーズ・コア S&P 500 ETF

●当ファンドの仕組みは次の通りです｡

運 用 会 社

ザ・バンガード・グループ・インク

主 要 投 資 対 象

国債

運 用 の 基 本 方 針

ブルームバーグ米国長期国債指数に連動する投資成果を目指す

x x 報 酬 等 (年)

0.04％（※）

※2021年12月17日付で、0.05％から0.04％へ変更となりました。

１．iシェアーズ・コア S&P 500 ETF

■損益計算書



Year Ended

August 31, 2021

($000)

Investment Income


Income


Interest1

107,923

Total Income

107,923

Expenses


The Vanguard Group


Investment Advisory Services

136

Management and Administrative — ETF Shares

681

Management and Administrative — Admiral Shares

1,136

Management and Administrative — Institutional Shares

719

Marketing and Distribution — ETF Shares

103

Marketing and Distribution — Admiral Xxxxxx

85

Marketing and Distribution — Institutional Shares

49

Custodian Fees

13

Auditing Fees

54

Shareholders’ Reports — ETF Shares

88

Shareholders’ Reports — Admiral Shares

19

Shareholders’ Reports — Institutional Shares

—

Trustees’ Fees and Expenses

2

Total Expenses

3,085

Net Investment Income

104,838

Realized Net Gain (Loss)


Investment Securities Sold1,2

77,816

Futures Contracts

19

Realized Net Gain (Loss)

77,835

Change in Unrealized Appreciation (Depreciation) of Investment Securities1

(562,635)

Net Increase (Decrease) in Net Assets Resulting from Operations

(379,962)

1 Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $8,000, less than $1,000, and less than $1,000, respectively. Purchases and sales are for temporary cash investment purposes.

2 Includes $134,931,000 of net gain (loss) resulting from in-kind redemptions.

１．iシェアーズ・コア S&P 500 ETF

■組入銘柄



As of August 31, 2021



Coupon


Maturity

Date

Face Amount ($000)

Market Value ($000)

U.S.      Government      and     Agency      Obligations      (99.6%)                         

U.S. Government Securities (99.6%)

United States Treasury Note/Bond

6.250%

5/15/30

3,047

4,324

United States Treasury Note/Bond

4.500%

2/15/36

28,132

39,314

United States Treasury Note/Bond

4.750%

2/15/37

6,705

9,696

United States Treasury Note/Bond

5.000%

5/15/37

14,261

21,175

United States Treasury Note/Bond

4.375%

2/15/38

14,620

20,539

United States Treasury Note/Bond

4.500%

5/15/38

18,666

26,625

United States Treasury Note/Bond

3.500%

2/15/39

45,330

58,015

United States Treasury Note/Bond

4.250%

5/15/39

29,037

40,625

United States Treasury Note/Bond

4.500%

8/15/39

27,009

38,918

United States Treasury Note/Bond

4.375%

11/15/39

52,529

74,714

United States Treasury Note/Bond

4.625%

2/15/40

45,414

66,631

United States Treasury Note/Bond

1.125%

5/15/40

156,425

139,389

United States Treasury Note/Bond

4.375%

5/15/40

36,087

51,548

United States Treasury Note/Bond

1.125%

8/15/40

180,180

159,994

United States Treasury Note/Bond

3.875%

8/15/40

39,227

52,822

United States Treasury Note/Bond

1.375%

11/15/40

181,878

168,408

United States Treasury Note/Bond

4.250%

11/15/40

35,466

50,057

United States Treasury Note/Bond

1.875%

2/15/41

201,231

202,835

United States Treasury Note/Bond

4.750%

2/15/41

37,244

55,924

United States Treasury Note/Bond

2.250%

5/15/41

150,357

160,905

United States Treasury Note/Bond

4.375%

5/15/41

36,433

52,379

United States Treasury Note/Bond

1.750%

8/15/41

39,180

38,568

United States Treasury Note/Bond

3.750%

8/15/41

44,212

58,850

United States Treasury Note/Bond

3.125%

11/15/41

43,579

53,296

United States Treasury Note/Bond

3.125%

2/15/42

45,134

55,303

United States Treasury Note/Bond

3.000%

5/15/42

45,241

54,360

United States Treasury Note/Bond

2.750%

8/15/42

53,273

61,630

United States Treasury Note/Bond

2.750%

11/15/42

77,677

89,862

United States Treasury Note/Bond

3.125%

2/15/43

64,524

79,053

United States Treasury Note/Bond

2.875%

5/15/43

107,627

127,067

United States Treasury Note/Bond

3.625%

8/15/43

77,464

102,228

United States Treasury Note/Bond

3.750%

11/15/43

79,666

107,188

United States Treasury Note/Bond

3.625%

2/15/44

83,405

110,511

United States Treasury Note/Bond

3.375%

5/15/44

63,948

81,794

United States Treasury Note/Bond

3.125%

8/15/44

93,001

114,639

United States Treasury Note/Bond

3.000%

11/15/44

83,858

101,415

United States Treasury Note/Bond

2.500%

2/15/45

106,773

118,936

United States Treasury Note/Bond

3.000%

5/15/45

69,024

83,734

United States Treasury Note/Bond

2.875%

8/15/45

74,877

89,069





Maturity

Face

Amount

Market

Value

Coupon

Date

($000)

($000)

United States Treasury Note/Bond

3.000%

11/15/45

33,736

41,042

United States Treasury Note/Bond

2.500%

2/15/46

87,340

97,548

United States Treasury Note/Bond

2.500%

5/15/46

18,195

20,336

United States Treasury Note/Bond

2.250%

8/15/46

114,514

122,243

United States Treasury Note/Bond

2.875%

11/15/46

74,759

89,418

United States Treasury Note/Bond

3.000%

2/15/47

92,086

112,690

United States Treasury Note/Bond

3.000%

5/15/47

78,997

96,821

United States Treasury Note/Bond

2.750%

8/15/47

48,180

56,521

United States Treasury Note/Bond

2.750%

11/15/47

109,470

128,507

United States Treasury Note/Bond

3.000%

2/15/48

114,822

141,033

United States Treasury Note/Bond

3.125%

5/15/48

127,127

159,783

United States Treasury Note/Bond

3.000%

8/15/48

130,557

160,707

United States Treasury Note/Bond

3.375%

11/15/48

136,652

179,719

United States Treasury Note/Bond

3.000%

2/15/49

143,640

177,328

United States Treasury Note/Bond

2.875%

5/15/49

146,389

176,879

United States Treasury Note/Bond

2.250%

8/15/49

151,950

162,753

United States Treasury Note/Bond

2.375%

11/15/49

154,226

169,745

United States Treasury Note/Bond

2.000%

2/15/50

179,277

182,247

United States Treasury Note/Bond

1.250%

5/15/50

184,763

156,760

United States Treasury Note/Bond

1.375%

8/15/50

227,303

198,961

United States Treasury Note/Bond

1.625%

11/15/50

226,199

210,612

United States Treasury Note/Bond

1.875%

2/15/51

211,537

208,992

United States Treasury Note/Bond

2.375%

5/15/51

166,987

184,442

United States Treasury Note/Bond

2.000%

8/15/51

67,085

68,291

Total U.S. Government and Agency Obligations (Cost $6,313,730)


6,325,718



Shares


Temporary Cash Investments (0.6%)



Money Market Fund (0.6%)



1 Vanguard Market Liquidity Fund



(Cost $37,739) 0.068%

377,383

37,739

Total Investments (100.2%) (Cost $6,351,469)


6,363,457

Other Assets and Liabilities — Net (-0.2%)


(13,131)

Net Assets (100%)


6,350,326

Cost is in $000.

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is


the 7-day yield.


１．iシェアーズ・コア S&P 500 ETF

１．iシェアーズ・コア S&P 500 ETF

●当ファンドの仕組みは次の通りです｡

運 用 会 社

ザ・バンガード・グループ・インク

主 要 投 資 対 象

債券総合

運 用 の 基 本 方 針

ブルームバーグ米国総合浮動調整指数に連動する投資成果を目指す

x x 報 酬 等 (年)

0.035％


■損益計算書



Year Ended December 31, 2021


($000)

Investment Income


Income


Interest1

5,975,197

Total Income

5,975,197

Expenses


The Vanguard Group


Investment Advisory Services

7,111

Management and Administrative—Investor Shares

1,997

Management and Administrative—ETF Shares

15,632

Management and Administrative—Admiral Xxxxxx

50,294

Management and Administrative—Institutional Shares

14,359

Management and Administrative—Institutional Plus Shares

9,056

Management and Administrative—Institutional Select Shares

2,002

Marketing and Distribution—Investor Shares

95

Marketing and Distribution—ETF Shares

3,576

Marketing and Distribution—Admiral Xxxxxx

4,786

Marketing and Distribution—Institutional Shares

1,701

Marketing and Distribution—Institutional Plus Shares

558

Marketing and Distribution—Institutional Select Shares

1

Custodian Fees

598

Auditing Fees

66

Shareholders’ Reports—Investor Shares

5

Shareholders’ Reports—ETF Shares

1,460

Shareholders’ Reports—Admiral Xxxxxx

998

Shareholders’ Reports—Institutional Shares

415

Shareholders’ Reports—Institutional Plus Shares

156

Shareholders’ Reports—Institutional Select Shares

—

Trustees’ Fees and Expenses

97

Total Expenses

114,963

Net Investment Income

5,860,234

Realized Net Gain (Loss) on Investment Securities Sold1,2

720,968

Change in Unrealized Appreciation (Depreciation) of Investment Securities1

(11,638,339)

Net Increase (Decrease) in Net Assets Resulting from Operations

(5,057,137)

１．iシェアーズ・コア S&P 500 ETF

1 Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $5,136,000, $26,000, $130,000, and ($467,000), respectively. Purchases and sales are for temporary cash investment purposes.

2 Includes $388,979,000 of net gain (loss) resulting from in-kind redemptions.


■組入銘柄


As of December 31, 2021




Maturity

Face Amount

Market Value


Coupon

Date

($000)

($000)

U.S. Government and Agency Obligations (64.2%)





U.S. Government Securities (43.0%)





United States Treasury Note/Bond

1.625%

11/15/22

823,325

832,073

United States Treasury Note/Bond

1.625%

12/15/22

869,040

879,224

United States Treasury Note/Bond

0.125%

12/31/22

74,032

73,801

United States Treasury Note/Bond

0.125%

1/31/23

106,301

105,936

United States Treasury Note/Bond

1.750%

1/31/23

302,602

306,810

United States Treasury Note/Bond

1.375%

2/15/23

721,190

728,740

United States Treasury Note/Bond

2.000%

2/15/23

70,831

72,048

United States Treasury Note/Bond

7.125%

2/15/23

163,535

175,494

United States Treasury Note/Bond

0.125%

2/28/23

60,868

60,621

United States Treasury Note/Bond

1.500%

2/28/23

322,416

326,194

United States Treasury Note/Bond

2.625%

2/28/23

291,812

299,016

United States Treasury Note/Bond

0.500%

3/15/23

972

972

United States Treasury Note/Bond

0.125%

3/31/23

12,110

12,051

1

United States Treasury Note/Bond

1.500%

3/31/23

385,850

390,492


United States Treasury Note/Bond

2.500%

3/31/23

435,701

446,389


United States Treasury Note/Bond

0.250%

4/15/23

97,915

97,578


United States Treasury Note/Bond

0.125%

4/30/23

967,225

961,935


United States Treasury Note/Bond

1.625%

4/30/23

108,332

109,889


United States Treasury Note/Bond

2.750%

4/30/23

234,973

241,838


United States Treasury Note/Bond

0.125%

5/15/23

142,170

141,348


United States Treasury Note/Bond

1.750%

5/15/23

1,361,896

1,384,027


United States Treasury Note/Bond

0.125%

5/31/23

84,005

83,480


United States Treasury Note/Bond

1.625%

5/31/23

367,450

372,904


United States Treasury Note/Bond

2.750%

5/31/23

186,365

192,102


United States Treasury Note/Bond

0.250%

6/15/23

2,126,420

2,116,452


United States Treasury Note/Bond

0.125%

6/30/23

1,170,471

1,162,424


United States Treasury Note/Bond

1.375%

6/30/23

275,345

278,572


United States Treasury Note/Bond

2.625%

6/30/23

254,388

262,100


United States Treasury Note/Bond

0.125%

7/15/23

810,780

804,826


United States Treasury Note/Bond

0.125%

7/31/23

441,988

438,466


United States Treasury Note/Bond

1.250%

7/31/23

165,261

166,914


United States Treasury Note/Bond

2.750%

7/31/23

355,760

367,656

1

United States Treasury Note/Bond

0.125%

8/15/23

556,915

552,303


United States Treasury Note/Bond

2.500%

8/15/23

361,760

372,556


United States Treasury Note/Bond

6.250%

8/15/23

208,228

226,903


United States Treasury Note/Bond

0.125%

8/31/23

662,490

656,590


United States Treasury Note/Bond

1.375%

8/31/23

278,085

281,344


United States Treasury Note/Bond

2.750%

8/31/23

725,366

750,300


United States Treasury Note/Bond

0.125%

9/15/23

704,085

697,594

１．iシェアーズ・コア S&P 500 ETF





Maturity

Face Amount

Market Value

Coupon

Date

($000)

($000)

United States Treasury Note/Bond

0.250%

9/30/23

704,868

699,912

United States Treasury Note/Bond

1.375%

9/30/23

351,230

355,456

United States Treasury Note/Bond

2.875%

9/30/23

390,104

404,977

United States Treasury Note/Bond

0.125%

10/15/23

1,054,900

1,044,351

United States Treasury Note/Bond

0.375%

10/31/23

524,365

521,415

United States Treasury Note/Bond

1.625%

10/31/23

202,790

206,212

United States Treasury Note/Bond

2.875%

10/31/23

350,246

364,037

United States Treasury Note/Bond

0.250%

11/15/23

343,875

341,027

United States Treasury Note/Bond

2.750%

11/15/23

275,962

286,354

United States Treasury Note/Bond

0.500%

11/30/23

545,608

543,477

United States Treasury Note/Bond

2.125%

11/30/23

393,035

403,536

United States Treasury Note/Bond

2.875%

11/30/23

261,591

272,259

United States Treasury Note/Bond

0.125%

12/15/23

973,765

962,506

United States Treasury Note/Bond

2.250%

12/31/23

110,858

114,184

United States Treasury Note/Bond

2.625%

12/31/23

132,471

137,397

United States Treasury Note/Bond

0.125%

1/15/24

396,240

391,225

United States Treasury Note/Bond

2.250%

1/31/24

194,225

200,173

United States Treasury Note/Bond

2.500%

1/31/24

678,645

702,928

United States Treasury Note/Bond

0.125%

2/15/24

204,135

201,488

United States Treasury Note/Bond

2.750%

2/15/24

589,749

614,260

United States Treasury Note/Bond

2.125%

2/29/24

485,224

499,174

United States Treasury Note/Bond

2.375%

2/29/24

510,641

528,035

United States Treasury Note/Bond

0.250%

3/15/24

180,705

178,559

United States Treasury Note/Bond

2.125%

3/31/24

962,029

989,988

United States Treasury Note/Bond

0.375%

4/15/24

777,825

769,925

United States Treasury Note/Bond

2.000%

4/30/24

300,822

308,954

United States Treasury Note/Bond

2.250%

4/30/24

885,657

914,579

United States Treasury Note/Bond

0.250%

5/15/24

450,160

444,041

United States Treasury Note/Bond

2.500%

5/15/24

672,918

698,888

United States Treasury Note/Bond

2.000%

5/31/24

1,596,399

1,640,300

United States Treasury Note/Bond

0.250%

6/15/24

742,578

731,671

United States Treasury Note/Bond

1.750%

6/30/24

391,554

400,058

United States Treasury Note/Bond

2.000%

6/30/24

419,533

431,136

United States Treasury Note/Bond

0.375%

7/15/24

446,747

441,163

United States Treasury Note/Bond

1.750%

7/31/24

345,514

353,234

United States Treasury Note/Bond

2.125%

7/31/24

254,475

262,547

United States Treasury Note/Bond

0.375%

8/15/24

580,000

572,297

United States Treasury Note/Bond

2.375%

8/15/24

491,390

510,124

United States Treasury Note/Bond

1.250%

8/31/24

382,443

385,909

United States Treasury Note/Bond

1.875%

8/31/24

306,793

314,510

United States Treasury Note/Bond

0.375%

9/15/24

390,820

385,263

United States Treasury Note/Bond

1.500%

9/30/24

304,503

309,309

United States Treasury Note/Bond

2.125%

9/30/24

482,058

497,725

United States Treasury Note/Bond

0.625%

10/15/24

631,945

626,810

United States Treasury Note/Bond

1.500%

10/31/24

864,346

877,851

United States Treasury Note/Bond

2.250%

10/31/24

282,595

292,839

United States Treasury Note/Bond

0.750%

11/15/24

50,701

50,424

United States Treasury Note/Bond

2.250%

11/15/24

606,889

629,078

United States Treasury Note/Bond

7.500%

11/15/24

1,325

1,571

United States Treasury Note/Bond

1.500%

11/30/24

1,158,806

1,176,912

United States Treasury Note/Bond

2.125%

11/30/24

1,109,980

1,146,748

United States Treasury Note/Bond

1.000%

12/15/24

809,575

810,334

United States Treasury Note/Bond

1.750%

12/31/24

454,053

464,340

United States Treasury Note/Bond

2.250%

12/31/24

361,825

375,337

United States Treasury Note/Bond

1.375%

1/31/25

261,760

264,746

１．iシェアーズ・コア S&P 500 ETF





Maturity

Face Amount

Market Value

Coupon

Date

($000)

($000)


United States Treasury Note/Bond

2.500%

1/31/25

212,880

222,526


United States Treasury Note/Bond

2.000%

2/15/25

289,129

297,758


United States Treasury Note/Bond

7.625%

2/15/25

2,112

2,542


United States Treasury Note/Bond

1.125%

2/28/25

34,711

34,830

1

United States Treasury Note/Bond

2.750%

2/28/25

78,661

82,877


United States Treasury Note/Bond

0.500%

3/31/25

9,630

9,469


United States Treasury Note/Bond

2.625%

3/31/25

300,621

315,887


United States Treasury Note/Bond

0.375%

4/30/25

320,390

313,231


United States Treasury Note/Bond

2.875%

4/30/25

208,494

220,873


United States Treasury Note/Bond

2.125%

5/15/25

1,112,386

1,151,320


United States Treasury Note/Bond

0.250%

5/31/25

614,131

597,242


United States Treasury Note/Bond

2.875%

5/31/25

255,590

270,965


United States Treasury Note/Bond

0.250%

6/30/25

1,084,640

1,053,626


United States Treasury Note/Bond

2.750%

6/30/25

251,462

265,764


United States Treasury Note/Bond

0.250%

7/31/25

714,990

693,429


United States Treasury Note/Bond

2.875%

7/31/25

293,610

312,007


United States Treasury Note/Bond

2.000%

8/15/25

1,620,189

1,670,567


United States Treasury Note/Bond

6.875%

8/15/25

48,414

58,271


United States Treasury Note/Bond

0.250%

8/31/25

468,100

453,399


United States Treasury Note/Bond

2.750%

8/31/25

350,365

370,566


United States Treasury Note/Bond

0.250%

9/30/25

146,010

141,356


United States Treasury Note/Bond

3.000%

9/30/25

259,032

276,719


United States Treasury Note/Bond

0.250%

10/31/25

530,514

512,692


United States Treasury Note/Bond

3.000%

10/31/25

204,006

218,159


United States Treasury Note/Bond

2.250%

11/15/25

742,427

773,284


United States Treasury Note/Bond

0.375%

11/30/25

874,670

848,157


United States Treasury Note/Bond

2.875%

11/30/25

275,005

293,052


United States Treasury Note/Bond

0.375%

12/31/25

169,153

163,920


United States Treasury Note/Bond

2.625%

12/31/25

360,095

380,744


United States Treasury Note/Bond

0.375%

1/31/26

964,285

932,946


United States Treasury Note/Bond

2.625%

1/31/26

539,960

570,923


United States Treasury Note/Bond

1.625%

2/15/26

1,076,077

1,094,404


United States Treasury Note/Bond

0.500%

2/28/26

262,549

255,042


United States Treasury Note/Bond

2.500%

2/28/26

351,250

369,746


United States Treasury Note/Bond

0.750%

3/31/26

445,505

437,013


United States Treasury Note/Bond

2.250%

3/31/26

473,185

493,443


United States Treasury Note/Bond

0.750%

4/30/26

1,555,652

1,524,539


United States Treasury Note/Bond

2.375%

4/30/26

354,170

371,436


United States Treasury Note/Bond

1.625%

5/15/26

984,824

1,001,290


United States Treasury Note/Bond

0.750%

5/31/26

931,245

912,184


United States Treasury Note/Bond

2.125%

5/31/26

322,175

334,609


United States Treasury Note/Bond

0.875%

6/30/26

286,605

282,037


United States Treasury Note/Bond

1.875%

6/30/26

323,405

332,450


United States Treasury Note/Bond

0.625%

7/31/26

660,524

642,153


United States Treasury Note/Bond

1.875%

7/31/26

302,795

311,358


United States Treasury Note/Bond

1.500%

8/15/26

637,414

644,585


United States Treasury Note/Bond

6.750%

8/15/26

32,360

40,288


United States Treasury Note/Bond

0.750%

8/31/26

631,854

617,637


United States Treasury Note/Bond

1.375%

8/31/26

585,567

588,952


United States Treasury Note/Bond

0.875%

9/30/26

348,510

342,302


United States Treasury Note/Bond

1.625%

9/30/26

396,425

403,115


United States Treasury Note/Bond

1.125%

10/31/26

571,987

568,233


United States Treasury Note/Bond

1.625%

10/31/26

481,179

489,299


United States Treasury Note/Bond

2.000%

11/15/26

522,821

540,793


United States Treasury Note/Bond

6.500%

11/15/26

50,779

63,283

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)


United States Treasury Note/Bond

1.250%

11/30/26

401,205

401,017


United States Treasury Note/Bond

1.625%

11/30/26

807,440

821,066


United States Treasury Note/Bond

1.250%

12/31/26

973,155

972,091


United States Treasury Note/Bond

1.750%

12/31/26

485,524

496,828


United States Treasury Note/Bond

1.500%

1/31/27

288,845

292,049


United States Treasury Note/Bond

2.250%

2/15/27

413,015

432,568


United States Treasury Note/Bond

1.125%

2/28/27

1,892

1,876


United States Treasury Note/Bond

0.625%

3/31/27

3,245

3,137


United States Treasury Note/Bond

0.500%

4/30/27

126,813

121,602


United States Treasury Note/Bond

2.375%

5/15/27

522,299

551,107


United States Treasury Note/Bond

0.500%

5/31/27

939,455

899,528


United States Treasury Note/Bond

0.500%

6/30/27

386,210

369,434


United States Treasury Note/Bond

0.375%

7/31/27

691,045

656,385


United States Treasury Note/Bond

2.250%

8/15/27

508,974

533,866


United States Treasury Note/Bond

6.375%

8/15/27

33,585

42,737


United States Treasury Note/Bond

0.500%

8/31/27

1,115,825

1,064,567


United States Treasury Note/Bond

0.375%

9/30/27

299,065

283,084


United States Treasury Note/Bond

0.500%

10/31/27

560,407

533,437


United States Treasury Note/Bond

2.250%

11/15/27

813,084

853,611


United States Treasury Note/Bond

0.625%

11/30/27

859,020

822,646


United States Treasury Note/Bond

0.625%

12/31/27

647,600

619,672


United States Treasury Note/Bond

0.750%

1/31/28

780,282

751,509


United States Treasury Note/Bond

2.750%

2/15/28

667,601

721,322


United States Treasury Note/Bond

1.125%

2/29/28

443,220

436,779


United States Treasury Note/Bond

1.250%

3/31/28

623,400

617,945


United States Treasury Note/Bond

1.250%

4/30/28

1,302,463

1,290,659


United States Treasury Note/Bond

2.875%

5/15/28

755,131

822,621


United States Treasury Note/Bond

1.250%

5/31/28

632,190

625,967


United States Treasury Note/Bond

1.250%

6/30/28

702,448

695,314


United States Treasury Note/Bond

1.000%

7/31/28

775,821

755,213


United States Treasury Note/Bond

2.875%

8/15/28

953,238

1,041,115


United States Treasury Note/Bond

5.500%

8/15/28

39,225

49,276


United States Treasury Note/Bond

1.125%

8/31/28

627,455

615,494


United States Treasury Note/Bond

1.250%

9/30/28

483,265

477,677


United States Treasury Note/Bond

1.375%

10/31/28

99,540

99,136


United States Treasury Note/Bond

3.125%

11/15/28

866,900

963,614


United States Treasury Note/Bond

5.250%

11/15/28

45,485

56,870


United States Treasury Note/Bond

1.500%

11/30/28

1,308,515

1,313,831


United States Treasury Note/Bond

2.625%

2/15/29

697,211

753,642


United States Treasury Note/Bond

5.250%

2/15/29

45,278

56,972


United States Treasury Note/Bond

2.375%

5/15/29

903,778

963,371


United States Treasury Note/Bond

1.625%

8/15/29

679,659

689,323


United States Treasury Note/Bond

6.125%

8/15/29

50,571

67,749


United States Treasury Note/Bond

1.750%

11/15/29

549,757

563,329


United States Treasury Note/Bond

1.500%

2/15/30

247,629

248,829


United States Treasury Note/Bond

0.625%

5/15/30

1,241,512

1,160,620


United States Treasury Note/Bond

6.250%

5/15/30

131,653

181,517


United States Treasury Note/Bond

0.625%

8/15/30

1,323,619

1,234,068


United States Treasury Note/Bond

0.875%

11/15/30

1,785,554

1,696,834

1

United States Treasury Note/Bond

1.125%

2/15/31

1,512,821

1,467,909


United States Treasury Note/Bond

5.375%

2/15/31

350,937

468,720


United States Treasury Note/Bond

1.625%

5/15/31

1,222,142

1,237,037


United States Treasury Note/Bond

1.250%

8/15/31

1,452,389

1,419,256


United States Treasury Note/Bond

1.375%

11/15/31

1,015,217

1,001,892


United States Treasury Note/Bond

4.500%

2/15/36

244,763

335,899

１．iシェアーズ・コア S&P 500 ETF





Maturity

Face Amount

Market Value

Coupon

Date

($000)

($000)

United States Treasury Note/Bond

4.750%

2/15/37

35,000

49,585

United States Treasury Note/Bond

5.000%

5/15/37

70,560

102,610

United States Treasury Note/Bond

4.375%

2/15/38

55,118

75,787

United States Treasury Note/Bond

4.500%

5/15/38

5,613

7,831

United States Treasury Note/Bond

3.500%

2/15/39

132,956

166,464

United States Treasury Note/Bond

4.250%

5/15/39

109,385

149,703

United States Treasury Note/Bond

4.500%

8/15/39

120,862

170,378

United States Treasury Note/Bond

4.375%

11/15/39

233,466

324,919

United States Treasury Note/Bond

4.625%

2/15/40

260,527

373,571

United States Treasury Note/Bond

1.125%

5/15/40

90,635

79,277

United States Treasury Note/Bond

4.375%

5/15/40

184,735

258,023

United States Treasury Note/Bond

1.125%

8/15/40

1,000,495

871,525

United States Treasury Note/Bond

3.875%

8/15/40

239,862

315,606

United States Treasury Note/Bond

1.375%

11/15/40

441,620

401,391

United States Treasury Note/Bond

4.250%

11/15/40

233,132

321,649

United States Treasury Note/Bond

1.875%

2/15/41

1,270,029

1,254,947

United States Treasury Note/Bond

4.750%

2/15/41

193,930

284,744

United States Treasury Note/Bond

2.250%

5/15/41

371,692

389,811

United States Treasury Note/Bond

4.375%

5/15/41

174,018

244,985

United States Treasury Note/Bond

1.750%

8/15/41

428,011

414,034

United States Treasury Note/Bond

3.750%

8/15/41

89,325

116,527

United States Treasury Note/Bond

2.000%

11/15/41

388,946

392,653

United States Treasury Note/Bond

3.125%

11/15/41

78,330

94,057

United States Treasury Note/Bond

3.125%

2/15/42

190,872

229,703

United States Treasury Note/Bond

3.000%

5/15/42

183,799

217,457

United States Treasury Note/Bond

2.750%

8/15/42

374,404

426,294

United States Treasury Note/Bond

2.750%

11/15/42

473,324

538,924

United States Treasury Note/Bond

3.125%

2/15/43

324,938

391,500

United States Treasury Note/Bond

2.875%

5/15/43

512,230

594,667

United States Treasury Note/Bond

3.625%

8/15/43

394,910

512,025

United States Treasury Note/Bond

3.750%

11/15/43

388,181

512,763

United States Treasury Note/Bond

3.625%

2/15/44

341,732

444,519

United States Treasury Note/Bond

3.375%

5/15/44

432,981

545,015

United States Treasury Note/Bond

3.125%

8/15/44

484,184

587,452

United States Treasury Note/Bond

3.000%

11/15/44

365,342

435,556

United States Treasury Note/Bond

2.500%

2/15/45

434,671

477,799

United States Treasury Note/Bond

3.000%

5/15/45

451,132

539,384

United States Treasury Note/Bond

2.875%

8/15/45

304,028

356,948

United States Treasury Note/Bond

3.000%

11/15/45

207,935

249,684

United States Treasury Note/Bond

2.500%

2/15/46

314,180

346,825

United States Treasury Note/Bond

2.500%

5/15/46

384,200

424,541

United States Treasury Note/Bond

2.250%

8/15/46

427,789

451,986

United States Treasury Note/Bond

2.875%

11/15/46

503,620

595,688

United States Treasury Note/Bond

3.000%

2/15/47

142,835

172,920

United States Treasury Note/Bond

3.000%

5/15/47

192,429

233,530

United States Treasury Note/Bond

2.750%

8/15/47

381,063

443,343

United States Treasury Note/Bond

2.750%

11/15/47

432,499

503,456

United States Treasury Note/Bond

3.000%

2/15/48

617,611

753,582

United States Treasury Note/Bond

3.125%

5/15/48

558,044

697,206

United States Treasury Note/Bond

3.000%

8/15/48

561,717

686,875

United States Treasury Note/Bond

3.375%

11/15/48

423,844

554,573

United States Treasury Note/Bond

3.000%

2/15/49

577,056

709,058

United States Treasury Note/Bond

2.875%

5/15/49

584,848

704,194

United States Treasury Note/Bond

2.250%

8/15/49

220,225

235,744

United States Treasury Note/Bond

2.375%

11/15/49

2,256

2,479

１．iシェアーズ・コア S&P 500 ETF




Maturity

Face Amount

Market Value


Coupon

Date

($000)

($000)

United States Treasury Note/Bond

2.000%

2/15/50

165,121

167,624

United States Treasury Note/Bond

1.250%

5/15/50

1,212,882

1,029,434

United States Treasury Note/Bond

1.375%

8/15/50

1,017,569

891,009

United States Treasury Note/Bond

1.625%

11/15/50

1,301,877

1,211,967

United States Treasury Note/Bond

1.875%

2/15/51

968,460

958,170

United States Treasury Note/Bond

2.375%

5/15/51

981,973

1,084,773

United States Treasury Note/Bond

2.000%

8/15/51

1,191,696

1,214,785

United States Treasury Note/Bond

1.875%

11/15/51

785,880

779,617


Agency Bonds and Notes (1.3%)




136,077,570

2

AID-Israel

5.500%

9/18/23

542

586

2

AID-Israel

5.500%

12/4/23

4,768

5,192

2

AID-Israel

5.500%

4/26/24

20,405

22,519

2

AID-Israel

5.500%

9/18/33

6,775

9,313

2

AID-Jordan

3.000%

6/30/25

5,200

5,515


Federal Farm Credit Banks

0.125%

2/3/23

22,000

21,927


Federal Farm Credit Banks

0.125%

4/13/23

53,000

52,738


Federal Farm Credit Banks

0.125%

5/10/23

32,500

32,317


Federal Farm Credit Banks

1.770%

6/26/23

8,000

8,140


Federal Farm Credit Banks

0.500%

12/1/23

36,350

36,175


Federal Farm Credit Banks

3.500%

12/20/23

5,000

5,266


Federal Farm Credit Banks

0.250%

2/26/24

20,700

20,452


Federal Farm Credit Banks

0.875%

11/18/24

26,269

26,185


Federal Home Loan Banks

1.375%

2/17/23

41,220

41,645


Federal Home Loan Banks

2.125%

3/10/23

27,720

28,258


Federal Home Loan Banks

0.125%

3/17/23

25,000

24,892


Federal Home Loan Banks

0.125%

6/2/23

42,500

42,232


Federal Home Loan Banks

0.125%

8/28/23

14,525

14,401


Federal Home Loan Banks

0.500%

11/9/23

14,650

14,587


Federal Home Loan Banks

0.625%

12/22/23

18,000

17,951


Federal Home Loan Banks

2.500%

2/13/24

57,095

59,105


Federal Home Loan Banks

2.875%

6/14/24

40,400

42,343


Federal Home Loan Banks

1.500%

8/15/24

19,950

20,244


Federal Home Loan Banks

5.375%

8/15/24

24,750

27,589


Federal Home Loan Banks

2.875%

9/13/24

14,985

15,751

3

Federal Home Loan Banks

1.000%

12/20/24

18,000

18,001


Federal Home Loan Banks

0.500%

4/14/25

29,000

28,471


Federal Home Loan Banks

0.375%

9/4/25

11,000

10,693


Federal Home Loan Banks

1.250%

12/21/26

10,500

10,484


Federal Home Loan Banks

3.250%

11/16/28

245,430

273,516


Federal Home Loan Banks

5.500%

7/15/36

19,780

28,686

4

Federal Home Loan Mortgage Corp.

0.375%

4/20/23

16,100

16,071

4

Federal Home Loan Mortgage Corp.

0.375%

5/5/23

49,050

48,939

3,4

Federal Home Loan Mortgage Corp.

2.750%

6/19/23

50,000

51,581

4

Federal Home Loan Mortgage Corp.

0.250%

6/26/23

54,475

54,207

4

Federal Home Loan Mortgage Corp.

0.250%

8/24/23

68,975

68,532

4

Federal Home Loan Mortgage Corp.

0.250%

9/8/23

55,750

55,346

4

Federal Home Loan Mortgage Corp.

0.125%

10/16/23

25,000

24,739

4

Federal Home Loan Mortgage Corp.

0.250%

11/6/23

52,000

51,540

4

Federal Home Loan Mortgage Corp.

0.250%

12/4/23

57,670

57,117

4

Federal Home Loan Mortgage Corp.

1.500%

2/12/25

39,850

40,424

3,4

Federal Home Loan Mortgage Corp.

0.375%

7/21/25

44,250

43,087

4

Federal Home Loan Mortgage Corp.

0.375%

9/23/25

144,785

140,694

3,4

Federal Home Loan Mortgage Corp.

6.750%

9/15/29

191,366

263,012

4

Federal Home Loan Mortgage Corp.

6.750%

3/15/31

90,654

129,882

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

4

Federal Home Loan Mortgage Corp.

6.250%

7/15/32

11,429

16,358

4

Federal National Mortgage Assn.

2.375%

1/19/23

33,510

34,202

4

Federal National Mortgage Assn.

0.250%

5/22/23

71,700

71,399

4

Federal National Mortgage Assn.

0.250%

7/10/23

38,050

37,841

4

Federal National Mortgage Assn.

2.875%

9/12/23

23,000

23,846

4

Federal National Mortgage Assn.

0.250%

11/27/23

259,295

256,882

4

Federal National Mortgage Assn.

2.500%

2/5/24

90,320

93,467

4

Federal National Mortgage Assn.

1.750%

7/2/24

26,717

27,271

4

Federal National Mortgage Assn.

2.625%

9/6/24

429,465

448,445

4

Federal National Mortgage Assn.

1.625%

10/15/24

29,170

29,695

4

Federal National Mortgage Assn.

1.625%

1/7/25

36,330

36,983

4

Federal National Mortgage Assn.

0.625%

4/22/25

27,300

26,909

4

Federal National Mortgage Assn.

0.500%

6/17/25

41,000

40,171

4

Federal National Mortgage Assn.

0.375%

8/25/25

84,475

82,166

4

Federal National Mortgage Assn.

0.500%

11/7/25

77,575

75,533

4

Federal National Mortgage Assn.

2.125%

4/24/26

34,025

35,280

4

Federal National Mortgage Assn.

1.875%

9/24/26

48,275

49,582

4

Federal National Mortgage Assn.

0.750%

10/8/27

122,850

118,237

4

Federal National Mortgage Assn.

6.250%

5/15/29

27,789

36,823

4

Federal National Mortgage Assn.

7.125%

1/15/30

26,389

37,391

4

Federal National Mortgage Assn.

7.250%

5/15/30

47,677

68,744

4

Federal National Mortgage Assn.

0.875%

8/5/30

129,110

121,539

4

Federal National Mortgage Assn.

6.625%

11/15/30

29,700

41,844

4

Federal National Mortgage Assn.

5.625%

7/15/37

10,765

16,041

3

Private Export Funding Corp.

3.550%

1/15/24

4,200

4,410

3

Private Export Funding Corp.

2.450%

7/15/24

8,300

8,549

3

Private Export Funding Corp.

1.750%

11/15/24

4,050

4,101

3

Private Export Funding Corp.

3.250%

6/15/25

2,475

2,621

3

Private Export Funding Corp.

1.400%

7/15/28

11,650

11,364

3

Resolution Funding Corp.

8.625%

1/15/30

110

166


Tennessee Valley Authority

2.875%

9/15/24

9,637

10,117


Tennessee Valley Authority

0.750%

5/15/25

6,825

6,733

3

Tennessee Valley Authority

6.750%

11/1/25

17,306

20,846

3

Tennessee Valley Authority

2.875%

2/1/27

30,250

32,396


Tennessee Valley Authority

7.125%

5/1/30

27,165

38,616


Tennessee Valley Authority

1.500%

9/15/31

13,725

13,440

3

Tennessee Valley Authority

4.700%

7/15/33

7,950

10,158


Tennessee Valley Authority

4.650%

6/15/35

15,169

19,579


Tennessee Valley Authority

5.880%

4/1/36

10,800

15,781


Tennessee Valley Authority

6.150%

1/15/38

920

1,397


Tennessee Valley Authority

5.500%

6/15/38

2,550

3,662


Tennessee Valley Authority

5.250%

9/15/39

24,190

34,311


Tennessee Valley Authority

4.875%

1/15/48

6,951

10,023


Tennessee Valley Authority

5.375%

4/1/56

6,250

10,172


Tennessee Valley Authority

4.625%

9/15/60

7,468

11,207


Tennessee Valley Authority

4.250%

9/15/65

14,725

21,113






4,127,756

Conventional Mortgage-Backed Securities (19.9%)

3,4

Fannie Mae Pool

6.000%

1/1/26–3/1/35

206

237

3,4

Fannie Mae Pool

6.500%

2/1/29–9/1/32

113

122

3,4

Fannie Mae Pool

8.000%

8/1/24

1

1

3,4

Freddie Mac Gold Pool

2.000%

1/1/28–12/1/31

28,196

28,904

3,4

Freddie Mac Gold Pool

2.500%

6/1/22–3/1/43

409,286

424,105

3,4

Freddie Mac Gold Pool

3.000%

3/1/22–12/1/47

1,289,285

1,351,324

3,4

Freddie Mac Gold Pool

3.500%

4/1/24–7/1/48

1,385,375

1,476,305

１．iシェアーズ・コア S&P 500 ETF





Maturity

Face Amount

Market Value

Coupon

Date

($000)

($000)

3,4

Freddie Mac Gold Pool

4.000%

5/1/23–2/1/49

857,179

926,007

3,4

Freddie Mac Gold Pool

4.500%

2/1/23–1/1/49

439,774

480,286

3,4

Freddie Mac Gold Pool

5.000%

2/1/22–11/1/48

146,824

164,390

3,4

Freddie Mac Gold Pool

5.500%

1/1/22–6/1/41

94,517

107,689

3,4

Freddie Mac Gold Pool

6.000%

7/1/22–5/1/40

48,295

56,804

3,4

Freddie Mac Gold Pool

6.500%

8/1/23–9/1/39

17,496

19,942

3,4

Freddie Mac Gold Pool

7.000%

9/1/23–12/1/38

6,138

6,911

3,4

Freddie Mac Gold Pool

7.500%

5/1/23–2/1/32

398

442

3,4

Freddie Mac Gold Pool

8.000%

8/1/23–12/1/31

529

597

3,4

Freddie Mac Gold Pool

8.500%

5/1/24–7/1/31

83

91

3,4

Freddie Mac Gold Pool

9.000%

12/1/24–3/1/31

75

88

3

Ginnie Mae I Pool

3.000%

1/15/26–3/15/45

71,521

74,299

3

Ginnie Mae I Pool

3.500%

11/15/25–7/15/45

85,445

91,034

3

Xxxxxx Xxx I Pool

4.000%

6/15/24–6/15/46

107,438

116,439

3

Xxxxxx Xxx I Pool

4.500%

6/15/23–2/15/49

107,993

121,172

3,5

Ginnie Mae I Pool

5.000%

3/15/34–12/15/51

78,163

88,609

3

Xxxxxx Xxx I Pool

5.500%

8/15/23–2/15/41

39,449

44,234

3

Ginnie Mae I Pool

6.000%

11/15/22–6/15/41

32,044

35,841

3

Xxxxxx Xxx I Pool

6.500%

9/15/23–1/15/39

7,705

8,589

3

Ginnie Mae I Pool

7.000%

3/15/23–9/15/36

1,917

2,153

3

Xxxxxx Xxx I Pool

7.500%

12/15/22–6/15/32

826

907

3

Ginnie Mae I Pool

8.000%

8/15/22–12/15/30

496

546

3

Ginnie Mae I Pool

8.250%

6/15/27

1

1

3

Xxxxxx Xxx I Pool

8.500%

6/15/24–2/15/31

99

114

3

Ginnie Mae I Pool

9.000%

9/15/24–1/15/31

120

139

3

Xxxxxx Xxx I Pool

9.500%

12/15/24–9/15/25

3

3

3

Ginnie Mae II Pool

1.500%

3/20/51–4/20/51

50,513

49,110

3,5

Ginnie Mae II Pool

2.000%

8/20/50–1/15/52

2,780,936

2,808,515

3,5

Ginnie Mae II Pool

2.500%

6/20/27–1/15/52

2,571,402

2,638,577

3,5

Ginnie Mae II Pool

3.000%

10/20/26–1/15/52

2,848,209

2,969,385

3

Ginnie Mae II Pool

3.500%

9/20/25–11/20/51

2,134,095

2,248,966

3

Ginnie Mae II Pool

4.000%

9/20/25–5/20/50

1,034,185

1,106,969

3

Ginnie Mae II Pool

4.500%

8/20/33–9/20/49

531,487

573,260

3,5

Ginnie Mae II Pool

5.000%

12/20/32–12/15/51

207,423

229,857

3

Ginnie Mae II Pool

5.500%

8/20/23–1/20/49

55,473

64,387

3

Ginnie Mae II Pool

6.000%

7/20/23–12/20/41

17,745

20,791

3

Ginnie Mae II Pool

6.500%

3/20/31–9/20/40

8,154

9,543

3

Ginnie Mae II Pool

7.000%

3/20/28–11/20/38

1,050

1,252

3

Ginnie Mae II Pool

7.500%

8/20/30

2

2

3

Ginnie Mae II Pool

8.500%

10/20/30

5

5

3,4,5

UMBS Pool

1.500%

7/1/35–1/25/52

3,787,220

3,722,167

3,4,5

UMBS Pool

2.000%

7/1/23–1/25/52

15,078,228

15,129,446

3,4,5

UMBS Pool

2.500%

10/1/22–1/25/52

10,194,099

10,442,572

3,4,5

UMBS Pool

3.000%

3/1/22–1/25/52

6,080,436

6,349,623

3,4

UMBS Pool

3.500%

5/1/23–5/1/51

3,599,536

3,830,758

3,4

UMBS Pool

4.000%

3/1/23–3/1/51

2,581,842

2,782,743

3,4

UMBS Pool

4.500%

5/1/22–7/1/50

1,185,603

1,292,357

3,4

UMBS Pool

5.000%

1/1/22–3/1/50

424,753

473,678

3,4

UMBS Pool

5.500%

2/1/22–6/1/49

190,410

216,249

3,4

UMBS Pool

6.000%

4/1/22–5/1/41

137,449

161,146

3,4

UMBS Pool

6.500%

3/1/22–10/1/39

34,023

39,105

3,4

UMBS Pool

7.000%

12/1/22–11/1/38

10,013

11,638

3,4

UMBS Pool

7.500%

11/1/22–12/1/32

851

964

3,4

UMBS Pool

8.000%

7/1/24–9/1/31

285

325

3,4

UMBS Pool

8.500%

7/1/24–5/1/32

112

125

１．iシェアーズ・コア S&P 500 ETF





Maturity

Face Amount

Market Value

Coupon

Date

($000)

($000)

3,4

UMBS Pool

9.000%

8/1/24–8/1/30

27

31

3,4

UMBS Pool

9.500%

1/1/25–11/1/25

29

31






62,801,902

Nonconventional Mortgage-Backed Securities (0.0%)

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.290%


1.627%


12/1/41


529


541

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.310%


1.560%


9/1/37


853


880

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.387%


1.724%


1/1/35


22


23

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.388%


1.638%


10/1/37


514


532

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.432%


1.681%


7/1/36


144


147

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.460%


1.835%


2/1/37


1


1

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.471%


1.791%


3/1/43


1,557


1,607

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.530%


1.780%


12/1/43


457


470

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.554%


1.804%


9/1/43


180


183

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.560%


2.316%


7/1/43


2,924


3,031

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.585%


1.835%


10/1/34


2


2

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.596%


1.846%


11/1/33


79


81

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.597%


1.847%


8/1/35


437


450

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.601%


1.851%


10/1/37


275


284

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.604%


1.979%


4/1/37


10


10

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.605%


1.882%


6/1/43


655


674

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.623%


1.998%


2/1/36


296


305

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.627%


2.002%


3/1/38


100


104

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.633%


1.883%


1/1/35


1


1

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.635%


1.885%


11/1/36


61


61

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.658%


1.908%


7/1/35


351


361

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.660%


1.910%


9/1/40


161


168

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.662%


2.006%


1/1/37


129


135

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.665%


1.915%


6/1/36


24


24

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.670%


1.921%


10/1/42


481


503

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.679%


1.944%


8/1/39


711


734

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.683%


1.935%


1/1/42


667


692

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.685%


1.935%


12/1/33


154


157

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.685%


1.940%


6/1/42


772


796

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.688%


2.063%


4/1/36


136


143

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.690%


1.940%


10/1/39–9/1/42


1,291


1,337

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.690%


1.964%


5/1/40


214


223

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.695%


1.945%


7/1/39


138


144

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.698%


1.948%


8/1/40


383


400

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.700%


1.950%


12/1/40


297


309

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.700%


2.075%


7/1/37


144


151

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.701%


1.951%


10/1/42


569


593

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.705%


1.955%


11/1/39


165


172

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.709%


2.039%


5/1/42


707


733

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.711%


1.992%


4/1/36


54


56

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.730%


1.986%


9/1/43


1,106


1,157

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.736%


1.986%


6/1/41


132


139

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.747%


1.997%


7/1/41


885


936

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.748%


2.123%


5/1/35


145


151

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.750%


2.000%


10/1/40


202


210

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.750%


2.125%


2/1/36


116


121

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.752%


2.002%


9/1/34


136


138

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.755%


2.011%


11/1/39


237


246

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.769%


2.085%


5/1/42


80


83

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.780%


2.155%


2/1/41


198


206

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.785%


2.080%


7/1/42


438


457

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.791%


2.070%


4/1/37


48


51

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.794%


2.273%


8/1/42


1,324


1,384

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.795%


2.170%


3/1/42


602


627

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.799%


2.058%


3/1/42


252


267

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.803%


2.053%


9/1/40


537


568

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.805%


2.055%


11/1/41


633


662

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.810%


2.060%


9/1/33–12/1/40


932


977

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.813%


2.063%


11/1/41


388


404

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.813%


2.074%


1/1/42


322


336

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.815%


2.065%


11/1/40–12/1/41


891


929

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.815%


2.070%


5/1/41


401


423

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.815%


2.190%


2/1/41


339


354

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.820%


2.070%


12/1/40


75


77

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.820%


2.153%


3/1/41


435


458

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.821%


2.077%


2/1/42


512


540

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.825%


2.200%


3/1/41


392


409

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.826%


2.076%


7/1/38


139


144

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.830%


2.080%


6/1/41


598


625

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.830%


2.194%


4/1/41


578


607

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.832%


2.146%


2/1/41


257


261

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.835%


2.107%


1/1/40


324


340

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.839%


2.089%


12/1/39


244


256

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.840%


2.090%


8/1/39


332


346

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.864%


2.114%


5/1/40


113


119

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.875%


2.125%


1/1/37


16


17

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.880%


2.149%


11/1/34


218


228

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.912%


2.162%


5/1/36


72


72

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.914%


2.164%


4/1/37


208


221

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.925%


2.175%


10/1/37


13


13

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 1.965%


2.340%


4/1/37


14


14

3,4,6

Fannie Mae Pool, 12M USD LIBOR + 2.130%


2.416%


10/1/36


191


202

3,4,6

Fannie Mae Pool, 1YR CMT + 2.155%

2.280%

12/1/37

378

394

3,4,6

Fannie Mae Pool, 1YR CMT + 2.185%

2.310%

5/1/36

32

33

3,4,6

Fannie Mae Pool, 1YR CMT + 2.190%

2.315%

12/1/36

4

4

3,4,6

Fannie Mae Pool, 1YR CMT + 2.235%

2.360%

12/1/35

2

2

3,4,6

Fannie Mae Pool, 1YR CMT + 2.268%

2.393%

5/1/33–9/1/33

4

6

3,4,6

Fannie Mae Pool, 1YR CMT + 2.275%

2.400%

11/1/32

5

5

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3,4,6

Fannie Mae Pool, 1YR CMT + 2.313%

2.438%

1/1/35

160

171

3,4,6

Fannie Mae Pool, 6M USD LIBOR + 1.058%

1.183%

4/1/37

389

394

3,4,6

Fannie Mae Pool, 6M USD LIBOR + 1.415%

1.560%

7/1/34

86

89

3,4,6

Fannie Mae Pool, 6M USD LIBOR + 1.840%

2.006%

8/1/37

414

436

3,4

Fannie Mae REMICS

2.405%

3/25/23

6,276

6,353

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.158%


1.408%


8/1/37


8


8

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.473%


1.793%


3/1/37


11


11

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.516%


1.781%


9/1/37


88


91

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.550%


1.925%


4/1/37


1


1

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570%


1.945%


3/1/37


20


21

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625%


2.000%


1/1/38


73


77

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640%


1.890%


5/1/42–11/1/43


302


311

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640%


1.899%


12/1/36


261


273

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660%


1.910%


10/1/37


173


180

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665%


1.915%


12/1/34


93


95

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695%


2.070%


2/1/37


173


181

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727%


2.102%


1/1/35


33


34

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743%


1.993%


12/1/36


363


362

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745%


2.120%


12/1/40


635


660

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750%


2.000%


5/1/38


45


47

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750%


2.125%


4/1/33–3/1/36


20


21

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765%


2.015%


12/1/36


49


50

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.772%


2.029%


12/1/34


6


6

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.780%


2.052%


3/1/36


3


4

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.782%


2.086%


6/1/37


324


340

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.800%


2.125%


12/1/35


145


152

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.823%


2.073%


6/1/41


20


21

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.825%


2.078%


3/1/42


377


395

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.831%


2.081%


1/1/37


126


133

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.840%


2.090%


6/1/37


65


68

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.844%


2.166%


2/1/42


141


147

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.870%


2.120%


8/1/37


167


174

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%


2.130%


5/1/40–6/1/41


561


583

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%


2.132%


6/1/40


163


172

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%


2.255%


12/1/40–3/1/41


847


882

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.887%


2.247%


2/1/42


197


199

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.896%


2.145%


9/1/40


388


411

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900%


2.150%


6/1/40–11/1/40


509


529

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900%


2.160%


12/1/39


90


94

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910%


2.261%


1/1/41


98


102

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910%


2.285%


2/1/41


385


403

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.951%


2.201%


5/1/37


410


427

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995%


2.370%


3/1/37


205


216

3,4,6

Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085%


2.460%


3/1/38


70


73

3,4,6

Freddie Mac Non Gold Pool, 1YR CMT + 2.125%


2.250%


6/1/35


1


1

3,4,6

Freddie Mac Non Gold Pool, 1YR CMT + 2.250%


2.280%


11/1/36


108


112

3,4,6

Freddie Mac Non Gold Pool, 1YR CMT + 2.250%


2.330%


6/1/34


1


1

3,4,6

Freddie Mac Non Gold Pool, 1YR CMT + 2.250%


2.370%


11/1/34


506


506

3,4,6

Freddie Mac Non Gold Pool, 1YR CMT + 2.250%


2.375%


2/1/36–5/1/36


269


278

3,4,6

Freddie Mac Non Gold Pool, 1YR CMT + 2.315%


2.440%


12/1/34


22


23

3,4,6

Freddie Mac Non Gold Pool, 1YR CMT + 2.409%


2.534%


11/1/33


1


1

3,4,6

Freddie Mac Non Gold Pool, 1YR CMT + 2.410%


2.533%


10/1/36


352


373

3,4,6

Freddie Mac Non Gold Pool, 1YR CMT + 2.565%


2.690%


3/1/37


63


64

3,4,6

Freddie Mac Non Gold Pool, 6M USD LIBOR

+ 1.355%


1.480%


5/1/37–6/1/37


298


305

3,4,6

Freddie Mac Non Gold Pool, 6M USD LIBOR

+ 1.570%


1.695%


3/1/37


61


64

3,4,6

Freddie Mac Non Gold Pool, 6M USD LIBOR

+ 1.665%


1.790%


1/1/37


491


511

3,6

Ginnie Mae II Pool, 1YR CMT + 1.500%

1.625%

7/20/38–8/20/41

1,538

1,576

3,6

Ginnie Mae II Pool, 1YR CMT + 1.500%

1.875%

6/20/29–6/20/43

2,547

2,612

3,6

Ginnie Mae II Pool, 1YR CMT + 1.500%

2.000%

1/20/41–1/20/44

4,386

4,527

3,6

Ginnie Mae II Pool, 1YR CMT + 1.500%

2.125%

10/20/38–12/20/43

3,076

3,177

3,6

Ginnie Mae II Pool, 1YR CMT + 2.000%

2.000%

5/20/41

123

128

１．iシェアーズ・コア S&P 500 ETF





Maturity

Face Amount

Market Value

Coupon

Date

($000)

($000)

3,6

Ginnie Mae II Pool, 1YR CMT + 2.000%

2.125%

11/20/40

55

59

3,6

Ginnie Mae II Pool, 1YR CMT + 2.000%

2.375%

5/20/41

126

130






63,282

１．iシェアーズ・コア S&P 500 ETF

3

Ally Auto Receivables Trust Series 2018-3

3.120%

7/17/23

1,565

1,569

3

Ally Auto Receivables Trust Series 2019-2

2.260%

8/15/24

1,875

1,904

3

Ally Auto Receivables Trust Series 2019-4

1.920%

1/15/25

1,600

1,622

3

American Express Credit Account Master Trust Series 2017-7


2.350%


5/15/25


13,300


13,480

3

American Express Credit Account Master Trust Series 2018-2


3.010%


10/15/25


14,150


14,536

3

American Express Credit Account Master Trust Series 2021-1


0.900%


11/15/26


28,300


28,097

3

AmeriCredit Automobile Receivables Trust Series 2018-1


3.500%


1/18/24


1,686


1,703

3

AmeriCredit Automobile Receivables Trust Series 2019-1


2.970%


11/20/23


47


47

3

AmeriCredit Automobile Receivables Trust Series 2020-1


1.110%


8/19/24


6,213


6,225

3

AmeriCredit Automobile Receivables Trust Series 2020-2


0.660%


12/18/24


1,000


1,001

3

AmeriCredit Automobile Receivables Trust Series 2020-3


0.530%


6/18/25


14,525


14,497

3

AmeriCredit Automobile Receivables Trust Series 2020-3


0.760%


12/18/25


1,375


1,367

3

AmeriCredit Automobile Receivables Trust Series 2021-1


0.370%


8/18/25


3,650


3,640

3

AmeriCredit Automobile Receivables Trust Series 2021-1


0.680%


10/19/26


2,150


2,131

3

AmeriCredit Automobile Receivables Trust Series 2021-1


0.890%


10/19/26


1,350


1,334

3

AmeriCredit Automobile Receivables Trust Series 2021-2


0.340%


12/18/26


1,150


1,141

3

AmeriCredit Automobile Receivables Trust Series 2021-3


0.760%


8/18/26


1,050


1,045

3

AmeriCredit Automobile Receivables Trust Series 2021-3


1.170%


8/18/27


525


521

3

AmeriCredit Automobile Receivables Trust Series 2021-3


1.410%


8/18/27


1,150


1,141

3

BA Credit Card Trust Series 2019-A1

1.740%

1/15/25

10,750

10,832

3

BA Credit Card Trust Series 2020-A1

0.340%

5/15/26

15,700

15,508

3

BA Credit Card Trust Series 2021-A1

0.440%

9/15/26

3,715

3,662

3

Banc of America Commercial Mortgage Trust Series 2015-UBS7


3.429%


9/15/48


1,828


1,900

3

Banc of America Commercial Mortgage Trust Series 2015-UBS7


3.705%


9/15/48


4,100


4,346

3

Banc of America Commercial Mortgage Trust Series 2017-BNK3


3.574%


2/15/50


9,108


9,849

3

Banc of America Commercial Mortgage Trust Series 2017-BNK3


3.748%


2/15/50


3,542


3,801

3

BANK Series 2017-BNK5

3.390%

6/15/60

9,750

10,499

3

BANK Series 2017-BNK5

3.624%

6/15/60

4,450

4,752

3

BANK Series 2017-BNK6

3.254%

7/15/60

5,500

5,799

3

BANK Series 2017-BNK6

3.518%

7/15/60

3,388

3,670

3

BANK Series 2017-BNK6

3.741%

7/15/60

3,388

3,643

Total U.S. Government and Agency Obligations (Cost $199,466,713) 203,070,510 Asset-Backed/Commercial Mortgage-Backed Securities (2.6%)





Maturity

Face Amount

Market Value

Coupon

Date

($000)

($000)

3

BANK Series 2017-BNK7

3.175%

9/15/60

6,984

7,398

3

BANK Series 2017-BNK7

3.435%

9/15/60

5,790

6,252

3

BANK Series 2017-BNK7

3.748%

9/15/60

4,100

4,428

3

BANK Series 2017-BNK8

3.488%

11/15/50

8,000

8,669

3

BANK Series 2017-BNK8

3.731%

11/15/50

1,325

1,433

3

BANK Series 2017-BNK8

4.069%

11/15/50

1,955

2,057

3

BANK Series 2017-BNK9

3.279%

11/15/54

8,000

8,472

3

BANK Series 2017-BNK9

3.538%

11/15/54

8,000

8,694

3

BANK Series 2018-BN10

3.641%

2/15/61

1,802

1,924

3

BANK Series 2018-BN10

3.688%

2/15/61

7,600

8,324

3

BANK Series 2018-BN10

3.898%

2/15/61

2,100

2,291

3

BANK Series 2018-BN11

4.046%

3/15/61

5,550

6,199

3

BANK Series 2018-BN12

4.255%

5/15/61

6,550

7,401

3

BANK Series 2018-BN12

4.355%

5/15/61

2,100

2,333

3

BANK Series 2018-BN13

3.953%

8/15/61

2,300

2,531

3

BANK Series 2018-BN13

4.217%

8/15/61

2,200

2,484

3

BANK Series 2018-BN14

3.966%

9/15/60

1,600

1,767

3

BANK Series 2018-BN14

4.128%

9/15/60

2,040

2,114

3

BANK Series 2018-BN14

4.231%

9/15/60

3,575

4,041

3

BANK Series 2018-BN14

4.481%

9/15/60

1,550

1,753

3

BANK Series 2018-BN15

4.407%

11/15/61

7,690

8,788

3

BANK Series 2019-BN16

4.005%

2/15/52

6,625

7,439

3

BANK Series 2019-BN17

3.714%

4/15/52

7,350

8,122

3

BANK Series 2019-BN17

3.976%

4/15/52

1,750

1,925

3

BANK Series 2019-BN18

3.584%

5/15/62

21,125

23,189

3

BANK Series 2019-BN18

3.826%

5/15/62

2,575

2,833

3

BANK Series 2019-BN19

3.183%

8/15/61

15,850

17,005

3

BANK Series 2019-BN19

4.033%

8/15/61

2,240

2,335

3

BANK Series 2019-BN20

3.011%

9/15/62

10,250

10,903

3

BANK Series 2019-BN21

2.851%

10/17/52

21,600

22,739

3

BANK Series 2019-BN21

3.093%

10/17/52

4,325

4,528

3

BANK Series 2019-BN22

2.978%

11/15/62

16,943

17,982

3

BANK Series 2019-BN23

2.920%

12/15/52

10,705

11,320

3

BANK Series 2019-BN23

3.203%

12/15/52

4,000

4,249

3

BANK Series 2019-BN24

2.960%

11/15/62

8,050

8,543

3

BANK Series 2019-BN24

3.283%

11/15/62

3,750

3,979

3

BANK Series 2020-BN25

2.649%

1/15/63

11,830

12,289

3

BANK Series 2020-BN25

2.841%

1/15/63

3,685

3,782

3

BANK Series 2020-BN26

2.403%

3/15/63

10,460

10,679

3

BANK Series 2020-BN26

2.687%

3/15/63

3,310

3,394

3

BANK Series 2020-BN27

2.144%

4/15/63

9,540

9,550

3

BANK Series 2020-BN27

2.551%

4/15/63

2,825

2,871

3

BANK Series 2020-BN28

1.844%

3/15/63

2,810

2,746

3

BANK Series 2020-BN29

1.997%

11/15/53

3,900

3,855

3

BANK Series 2020-BN30

1.925%

12/15/53

4,700

4,615

3

BANK Series 2020-BN30

2.111%

12/15/53

550

534

3

BANK Series 2021-BN31

2.036%

2/15/54

3,300

3,269

3

BANK Series 2021-BN31

2.211%

2/15/54

1,925

1,900

3

BANK Series 2021-BN32

2.643%

4/15/54

5,350

5,559

3

BANK Series 2021-BN33

2.556%

5/15/64

2,535

2,616

3

BANK Series 2021-BN34

2.438%

6/15/63

9,750

9,965

3

BANK Series 2021-BN35

2.285%

6/15/64

5,829

5,880

3

BANK Series 2021-BN36

2.470%

9/15/64

8,550

8,760

3

BANK Series 2021-BN36

2.695%

9/15/64

2,625

2,688

3

BANK Series 2021-BN37

2.618%

11/15/64

8,250

8,559

１．iシェアーズ・コア S&P 500 ETF





Maturity

Face Amount

Market Value

Coupon

Date

($000)

($000)

3

Barclays Commercial Mortgage Trust Series 2019-C3


3.583%


5/15/52


21,595


23,598

3

Barclays Commercial Mortgage Trust Series 2019-C4


2.919%


8/15/52


15,870


16,649

3

Barclays Commercial Mortgage Trust Series 2019-C4


3.171%


8/15/52


1,325


1,407

3

Barclays Commercial Mortgage Trust Series 2019-C5


3.063%


11/15/52


8,975


9,513

3

Barclays Commercial Mortgage Trust Series 2019-C5


3.366%


11/15/52


5,375


5,731

3

BBCMS Mortgage Trust Series 2017-C1

3.674%

2/15/50

17,475

18,848

3

BBCMS Mortgage Trust Series 2017-C1

3.898%

2/15/50

4,675

5,048

3

BBCMS Mortgage Trust Series 2018-C2

4.314%

12/15/51

8,350

9,492

3

BBCMS Mortgage Trust Series 2020-C6

2.639%

2/15/53

7,635

7,864

3

BBCMS Mortgage Trust Series 2020-C6

2.840%

2/15/53

2,000

2,073

3

BBCMS Mortgage Trust Series 2020-C7

2.037%

4/15/53

2,520

2,484

3

BBCMS Mortgage Trust Series 2020-C8

2.040%

10/15/53

8,225

8,086

3

BBCMS Mortgage Trust Series 2020-C8

2.398%

10/15/53

1,685

1,664

3

BBCMS Mortgage Trust Series 2021-C9

2.299%

2/15/54

9,525

9,543

3

BBCMS Mortgage Trust Series 2021-C11

2.322%

9/15/54

3,175

3,180

3

BBCMS Mortgage Trust Series 2021-C11

2.536%

9/15/54

1,325

1,338

3

BBCMS Mortgage Trust Series 2021-C12

2.689%

11/15/54

5,225

5,397

3

BBCMS Trust Series 2021-C10

2.492%

7/15/54

9,500

9,667

3

Bear Stearns Commercial Mortgage Securities Trust Series 2007-T26


5.430%


1/12/45


886


885

3

Benchmark Mortgage Trust Series 2018-B1

3.666%

1/15/51

7,960

8,679

3

Benchmark Mortgage Trust Series 2018-B1

3.878%

1/15/51

2,600

2,823

3

Benchmark Mortgage Trust Series 2018-B2

3.662%

2/15/51

6,050

6,163

3

Benchmark Mortgage Trust Series 2018-B2

3.882%

2/15/51

17,575

19,366

3

Benchmark Mortgage Trust Series 2018-B2

4.084%

2/15/51

8,225

9,021

3

Benchmark Mortgage Trust Series 2018-B3

3.848%

4/10/51

3,694

3,771

3

Benchmark Mortgage Trust Series 2018-B3

4.025%

4/10/51

13,150

14,618

3

Benchmark Mortgage Trust Series 2018-B4

4.121%

7/15/51

18,625

20,880

3

Benchmark Mortgage Trust Series 2018-B4

4.311%

7/15/51

3,250

3,635

3

Benchmark Mortgage Trust Series 2018-B5

4.208%

7/15/51

8,850

9,991

3

Benchmark Mortgage Trust Series 2018-B5

4.419%

7/15/51

1,750

1,973

3

Benchmark Mortgage Trust Series 2018-B6

4.203%

10/10/51

2,526

2,599

3

Benchmark Mortgage Trust Series 2018-B6

4.261%

10/10/51

4,025

4,560

3

Benchmark Mortgage Trust Series 2018-B6

4.441%

10/10/51

1,250

1,413

3

Benchmark Mortgage Trust Series 2018-B7

4.510%

5/15/53

22,400

25,772

3

Benchmark Mortgage Trust Series 2018-B8

4.232%

1/15/52

10,690

12,118

3

Benchmark Mortgage Trust Series 2018-B8

4.532%

1/15/52

3,400

3,852

3

Benchmark Mortgage Trust Series 2019-B9

3.751%

3/15/52

2,682

2,941

3

Benchmark Mortgage Trust Series 2019-B9

4.016%

3/15/52

6,281

7,047

3

Benchmark Mortgage Trust Series 2019-B10

3.717%

3/15/62

6,100

6,734

3

Benchmark Mortgage Trust Series 2019-B10

3.979%

3/15/62

2,600

2,870

3

Benchmark Mortgage Trust Series 2019-B11

3.281%

5/15/52

2,400

2,577

3

Benchmark Mortgage Trust Series 2019-B11

3.542%

5/15/52

15,840

17,335

3

Benchmark Mortgage Trust Series 2019-B11

3.784%

5/15/52

4,225

4,633

3

Benchmark Mortgage Trust Series 2019-B13

2.952%

8/15/57

3,600

3,800

3

Benchmark Mortgage Trust Series 2019-B14

3.049%

12/15/62

13,650

14,527

3

Benchmark Mortgage Trust Series 2019-B15

2.928%

12/15/72

13,355

14,081

3

Benchmark Mortgage Trust Series 2020-B16

2.732%

2/15/53

25,275

26,335

3

Benchmark Mortgage Trust Series 2020-B16

2.944%

2/15/53

1,295

1,351

3

Benchmark Mortgage Trust Series 2020-B17

2.211%

3/15/53

2,500

2,504

3

Benchmark Mortgage Trust Series 2020-B17

2.289%

3/15/53

5,530

5,575

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

Benchmark Mortgage Trust Series 2020-B17

2.583%

3/15/53

1,655

1,676

3

Benchmark Mortgage Trust Series 2020-B19

1.850%

9/15/53

3,375

3,291

3

Benchmark Mortgage Trust Series 2020-B19

2.148%

9/15/53

1,125

1,102

3

Benchmark Mortgage Trust Series 2020-B20

2.034%

10/15/53

6,725

6,641

3

Benchmark Mortgage Trust Series 2020-B20

2.375%

10/15/53

555

553

3

Benchmark Mortgage Trust Series 2020-B21

1.978%

12/17/53

8,350

8,204

3

Benchmark Mortgage Trust Series 2020-B21

2.254%

12/17/53

850

840

3

Benchmark Mortgage Trust Series 2020-B22

1.973%

1/15/54

6,100

6,004

3

Benchmark Mortgage Trust Series 2020-IG1

2.687%

9/15/43

7,900

8,152

3

Benchmark Mortgage Trust Series 2020-IG1

2.909%

9/15/43

2,640

2,730

3

Benchmark Mortgage Trust Series 2021-B23

2.070%

2/15/54

13,150

13,006

3

Benchmark Mortgage Trust Series 2021-B23

2.274%

2/15/54

4,400

4,347

3

Benchmark Mortgage Trust Series 2021-B24

2.584%

3/15/54

7,550

7,784

3

Benchmark Mortgage Trust Series 2021-B24

2.780%

3/15/54

1,625

1,672

3

Benchmark Mortgage Trust Series 2021-B25

2.577%

4/15/54

7,850

8,088

3

Benchmark Mortgage Trust Series 2021-B25

2.847%

4/15/54

3,675

3,801

3

Benchmark Mortgage Trust Series 2021-B26

2.613%

6/15/54

5,275

5,451

3

Benchmark Mortgage Trust Series 2021-B28

2.224%

8/15/54

5,275

5,276

3

Benchmark Mortgage Trust Series 2021-B29

2.284%

9/15/54

1,075

1,091

3

Benchmark Mortgage Trust Series 2021-B29

2.388%

9/15/54

3,175

3,220

3

Benchmark Mortgage Trust Series 2021-B29

2.612%

9/15/54

1,075

1,090

3

Benchmark Mortgage Trust Series 2021-B30

2.576%

11/15/54

13,225

13,612

3

BMW Vehicle Lease Trust Series 2021-1

0.290%

1/25/24

3,925

3,914

3

BMW Vehicle Lease Trust Series 2021-1

0.370%

7/25/24

1,250

1,243

3

BMW Vehicle Lease Trust Series 2021-2

0.330%

12/26/24

4,700

4,660

3

BMW Vehicle Lease Trust Series 2021-2

0.430%

1/27/25

2,975

2,943

3

BMW Vehicle Owner Trust Series 2020-A

0.480%

10/25/24

1,285

1,284

3

BMW Vehicle Owner Trust Series 2020-A

0.620%

4/26/27

575

572

3

Cantor Commercial Real Estate Lending Series 2019-CF1


3.786%


5/15/52


4,025


4,453

3

Cantor Commercial Real Estate Lending Series 2019-CF2


2.874%


11/15/52


8,100


8,470

3

Cantor Commercial Real Estate Lending Series 2019-CF3


3.006%


1/15/53


8,000


8,451

3

Cantor Commercial Real Estate Lending Series 2019-CF3


3.298%


1/15/53


3,434


3,662

3

Capital One Multi-Asset Execution Trust Series 2019-A3


2.060%


8/15/28


15,540


15,976

3

Capital One Multi-Asset Execution Trust Series 2021-A1


0.550%


7/15/26


12,375


12,196

3

Capital One Multi-Asset Execution Trust Series 2021-A2


1.390%


7/15/30


27,900


27,438

3

Capital One Multi-Asset Execution Trust Series 2021-A3


1.040%


11/16/26


26,100


25,991

3

Capital One Prime Auto Receivables Trust Series 2019-1


2.510%


11/15/23


2,071


2,084

3

Capital One Prime Auto Receivables Trust Series 2019-1


2.560%


10/15/24


2,125


2,162

3

Capital One Prime Auto Receivables Trust Series 2020-1


1.630%


8/15/25


800


810

3

Capital One Prime Auto Receivables Trust Series 2021-1


0.770%


9/15/26


5,700


5,657

3

Capital One Prime Auto Receivables Trust Series 2021-1


1.040%


4/15/27


1,400


1,389

3

CarMax Auto Owner Trust Series 2018-1

2.640%

6/15/23

592

594

3

CarMax Auto Owner Trust Series 2018-2

3.160%

7/17/23

1,951

1,963

3

CarMax Auto Owner Trust Series 2019-4

2.130%

7/15/25

1,350

1,374

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

CarMax Auto Owner Trust Series 2020-1

1.890%

12/16/24

9,503

9,591

3

CarMax Auto Owner Trust Series 2020-1

2.030%

6/16/25

790

803

3

CarMax Auto Owner Trust Series 2020-3

0.620%

3/17/25

7,475

7,473

3

CarMax Auto Owner Trust Series 2020-3

0.770%

3/16/26

850

843

3

CarMax Auto Owner Trust Series 2020-4

0.500%

8/15/25

4,225

4,205

3

CarMax Auto Owner Trust Series 2020-4

0.630%

6/15/26

1,120

1,108

3

CarMax Auto Owner Trust Series 2020-4

0.850%

6/15/26

275

271

3

CarMax Auto Owner Trust Series 2021-1

0.340%

12/15/25

3,820

3,787

3

CarMax Auto Owner Trust Series 2021-1

0.530%

10/15/26

825

813

3

CarMax Auto Owner Trust Series 2021-2

0.520%

2/17/26

6,900

6,841

3

CarMax Auto Owner Trust Series 2021-2

0.810%

12/15/26

1,600

1,581

3

CarMax Auto Owner Trust Series 2021-4

0.560%

9/15/26

7,125

7,013

3

CarMax Auto Owner Trust Series 2021-4

0.820%

4/15/27

1,325

1,301

3

Carvana Auto Receivables Trust Series 2021-P2


0.490%


3/10/26


1,325


1,316

3

Carvana Auto Receivables Trust Series 2021-P3


0.700%


11/10/26


4,500


4,444

3

Carvana Auto Receivables Trust Series 2021-P3


1.030%


6/10/27


850


840

3

CD Mortgage Trust Series 2016-CD1

2.724%

8/10/49

9,075

9,402

3

CD Mortgage Trust Series 2016-CD2

3.526%

11/10/49

7,300

7,823

3

CD Mortgage Trust Series 2017-CD3

3.453%

2/10/50

1,285

1,347

3

CD Mortgage Trust Series 2017-CD3

3.631%

2/10/50

9,773

10,530

3

CD Mortgage Trust Series 2017-CD3

3.833%

2/10/50

2,542

2,701

3

CD Mortgage Trust Series 2017-CD4

3.514%

5/10/50

5,133

5,514

3

CD Mortgage Trust Series 2017-CD4

3.747%

5/10/50

3,000

3,214

3

CD Mortgage Trust Series 2017-CD5

3.431%

8/15/50

3,500

3,751

3

CD Mortgage Trust Series 2017-CD6

3.332%

11/13/50

3,300

3,486

3

CD Mortgage Trust Series 2017-CD6

3.456%

11/13/50

6,575

7,074

3

CD Mortgage Trust Series 2017-CD6

3.709%

11/13/50

3,825

4,055

3

CD Mortgage Trust Series 2018-CD7

4.213%

8/15/51

850

932

3

CD Mortgage Trust Series 2018-CD7

4.279%

8/15/51

7,375

8,349

3

CD Mortgage Trust Series 2019-CD8

2.657%

8/15/57

6,810

6,934

3

CD Mortgage Trust Series 2019-CD8

2.912%

8/15/57

18,130

19,066

3

CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1


3.028%


10/15/25


6,514


6,714

3

CFCRE Commercial Mortgage Trust Series 2016-C3


3.865%


1/10/48


5,800


6,243

3

CFCRE Commercial Mortgage Trust Series 2016-C4


3.283%


5/10/58


8,250


8,677

3

CFCRE Commercial Mortgage Trust Series 2016-C4


3.691%


5/10/58


5,900


6,267

3

CFCRE Commercial Mortgage Trust Series 2016-C6


3.217%


11/10/49


14,300


15,063

3

CFCRE Commercial Mortgage Trust Series 2017-C8


3.572%


6/15/50


3,650


3,927

3

CGMS Commercial Mortgage Trust Series 2017-B1


3.458%


8/15/50


13,430


14,465

3

CGMS Commercial Mortgage Trust Series 2017-B1


3.711%


8/15/50


2,675


2,868

3

Chase Issuance Trust Series 2020-A1

1.530%

1/15/25

26,500

26,740

3

Citibank Credit Card Issuance Trust Series 2018-A3


3.290%


5/23/25


26,125


27,040

3

Citibank Credit Card Issuance Trust Series 2018-A6


3.210%


12/7/24


6,200


6,351

3

Citibank Credit Card Issuance Trust Series 2018-A7


3.960%


10/13/30


12,840


14,758

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

Citigroup Commercial Mortgage Trust Series 2012-GC8


3.024%


9/10/45


5,020


5,053

3

Citigroup Commercial Mortgage Trust Series 2013-GC11


3.093%


4/10/46


3,165


3,233

3

Citigroup Commercial Mortgage Trust Series 2013-GC11


3.422%


4/10/46


2,000


2,039

3

Citigroup Commercial Mortgage Trust Series 2013-GC15


3.942%


9/10/46


427


437

3

Citigroup Commercial Mortgage Trust Series 2013-GC15


4.371%


9/10/46


3,475


3,635

3

Citigroup Commercial Mortgage Trust Series 2013-GC15


4.649%


9/10/46


2,875


3,008

3

Citigroup Commercial Mortgage Trust Series 2013-GC17


3.675%


11/10/46


333


340

3

Citigroup Commercial Mortgage Trust Series 2013-GC17


4.131%


11/10/46


3,150


3,293

3

Citigroup Commercial Mortgage Trust Series 2013-GC17


4.544%


11/10/46


1,150


1,206

3

Citigroup Commercial Mortgage Trust Series 2013-GC17


5.095%


11/10/46


1,150


1,208

3

Citigroup Commercial Mortgage Trust Series 2014-GC19


3.552%


3/10/47


494


508

3

Citigroup Commercial Mortgage Trust Series 2014-GC19


4.023%


3/10/47


1,700


1,781

3

Citigroup Commercial Mortgage Trust Series 2014-GC19


4.345%


3/10/47


1,425


1,497

3

Citigroup Commercial Mortgage Trust Series 2014-GC21


3.477%


5/10/47


291


299

3

Citigroup Commercial Mortgage Trust Series 2014-GC21


3.855%


5/10/47


3,025


3,177

3

Citigroup Commercial Mortgage Trust Series 2014-GC21


4.328%


5/10/47


2,450


2,553

3

Citigroup Commercial Mortgage Trust Series 2014-GC23


3.622%


7/10/47


3,875


4,061

3

Citigroup Commercial Mortgage Trust Series 2014-GC25


3.635%


10/10/47


8,525


8,967

3

Citigroup Commercial Mortgage Trust Series 2015-GC27


3.137%


2/10/48


11,450


11,926

3

Citigroup Commercial Mortgage Trust Series 2015-GC27


3.571%


2/10/48


4,550


4,724

3

Citigroup Commercial Mortgage Trust Series 2015-GC29


3.192%


4/10/48


9,075


9,487

3

Citigroup Commercial Mortgage Trust Series 2015-GC29


3.758%


4/10/48


4,365


4,546

3

Citigroup Commercial Mortgage Trust Series 2015-GC31


3.762%


6/10/48


4,625


4,931

3

Citigroup Commercial Mortgage Trust Series 2015-GC33


3.515%


9/10/58


2,842


2,990

3

Citigroup Commercial Mortgage Trust Series 2015-GC33


3.778%


9/10/58


5,725


6,127

3

Citigroup Commercial Mortgage Trust Series 2016-C1


3.003%


5/10/49


2,947


3,036

3

Citigroup Commercial Mortgage Trust Series 2016-C1


3.209%


5/10/49


6,500


6,855

3

Citigroup Commercial Mortgage Trust Series 2016-C2


2.832%


8/10/49


3,500


3,642

3

Citigroup Commercial Mortgage Trust Series 2016-GC36


3.349%


2/10/49


2,900


3,032

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

Citigroup Commercial Mortgage Trust Series 2016-GC36


3.616%


2/10/49


14,925


15,929

3

Citigroup Commercial Mortgage Trust Series 2016-GC37


3.314%


4/10/49


11,645


12,299

3

Citigroup Commercial Mortgage Trust Series 2016-P4


2.646%


7/10/49


3,115


3,193

3

Citigroup Commercial Mortgage Trust Series 2016-P4


2.902%


7/10/49


3,825


3,988

3

Citigroup Commercial Mortgage Trust Series 2017-C4


3.209%


10/12/50


1,250


1,320

3

Citigroup Commercial Mortgage Trust Series 2017-C4


3.471%


10/12/50


10,700


11,504

3

Citigroup Commercial Mortgage Trust Series 2017-C4


3.764%


10/12/50


2,125


2,278

3

Citigroup Commercial Mortgage Trust Series 2018-B2


3.744%


3/10/51


2,500


2,709

3

Citigroup Commercial Mortgage Trust Series 2018-B2


3.788%


3/10/51


2,950


3,011

3

Citigroup Commercial Mortgage Trust Series 2018-B2


4.009%


3/10/51


17,325


19,237

3

Citigroup Commercial Mortgage Trust Series 2018-C5


3.963%


6/10/51


5,394


5,749

3

Citigroup Commercial Mortgage Trust Series 2018-C6


4.412%


11/10/51


2,300


2,633

3

Citigroup Commercial Mortgage Trust Series 2019-GC41


2.869%


8/10/56


13,210


13,857

3

Citigroup Commercial Mortgage Trust Series 2019-GC43


3.038%


11/10/52


16,100


17,097

3

Citigroup Commercial Mortgage Trust Series 2020-GC46


2.717%


2/15/53


14,355


14,920

3

Citigroup Commercial Mortgage Trust Series 2020-GC46


2.918%


2/15/53


2,655


2,762

3

CNH Equipment Trust Series 2021-C

0.810%

12/15/26

4,050

4,007

3

CNH Equipment Trust Series 2021-C

1.160%

10/16/28

700

695

3

COMM Mortgage Trust Series 2012-CR2

3.147%

8/15/45

2,580

2,586

3

COMM Mortgage Trust Series 2012-CR2

3.791%

8/15/45

2,950

2,973

3

COMM Mortgage Trust Series 2012-CR3

2.822%

10/15/45

4,889

4,917

3

COMM Mortgage Trust Series 2012-CR4

2.853%

10/15/45

5,119

5,170

3

COMM Mortgage Trust Series 2012-CR5

2.771%

12/10/45

1,500

1,521

3

COMM Mortgage Trust Series 2013-CR6

3.101%

3/10/46

5,858

5,913

3

COMM Mortgage Trust Series 2013-CR7

3.213%

3/10/46

1,405

1,428

3

COMM Mortgage Trust Series 2013-CR8

3.612%

6/10/46

3,762

3,867

3

COMM Mortgage Trust Series 2013-CR9

4.255%

7/10/45

5,860

6,068

3

COMM Mortgage Trust Series 2013-CR10

4.210%

8/10/46

1,120

1,160

3

COMM Mortgage Trust Series 2013-CR11

3.660%

8/10/50

540

551

3

COMM Mortgage Trust Series 2013-CR11

3.983%

8/10/50

1,909

1,986

3

COMM Mortgage Trust Series 2013-CR11

4.258%

8/10/50

8,590

8,980

3

COMM Mortgage Trust Series 2013-CR11

4.715%

8/10/50

1,430

1,501

3

COMM Mortgage Trust Series 2013-CR12

3.623%

10/10/46

625

638

3

COMM Mortgage Trust Series 2013-CR12

3.765%

10/10/46

2,095

2,150

3

COMM Mortgage Trust Series 2013-CR12

4.046%

10/10/46

1,700

1,768

3

COMM Mortgage Trust Series 2013-CR12

4.300%

10/10/46

1,150

1,188

3

COMM Mortgage Trust Series 2013-CR12

4.762%

10/10/46

575

596

3

COMM Mortgage Trust Series 2013-CR13

3.706%

11/10/46

240

245

3

COMM Mortgage Trust Series 2013-CR13

4.194%

11/10/46

5,850

6,140

3

COMM Mortgage Trust Series 2013-CR13

4.449%

11/10/46

1,750

1,836

3

COMM Mortgage Trust Series 2013-LC6

2.941%

1/10/46

3,952

3,989

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

COMM Mortgage Trust Series 2013-LC6

3.282%

1/10/46

2,547

2,590

3

COMM Mortgage Trust Series 2013-LC6

4.242%

1/10/46

974

992

3

COMM Mortgage Trust Series 2013-LC13

4.205%

8/10/46

2,916

3,032

3

COMM Mortgage Trust Series 2014-CR14

3.147%

2/10/47

673

674

3

COMM Mortgage Trust Series 2014-CR14

4.236%

2/10/47

1,775

1,868

3

COMM Mortgage Trust Series 2014-CR14

4.526%

2/10/47

1,950

2,054

3

COMM Mortgage Trust Series 2014-CR14

4.605%

2/10/47

1,175

1,235

3

COMM Mortgage Trust Series 2014-CR15

3.595%

2/10/47

621

638

3

COMM Mortgage Trust Series 2014-CR15

4.074%

2/10/47

2,641

2,765

3

COMM Mortgage Trust Series 2014-CR15

4.641%

2/10/47

1,320

1,388

3

COMM Mortgage Trust Series 2014-CR15

4.691%

2/10/47

2,730

2,863

3

COMM Mortgage Trust Series 2014-CR16

3.653%

4/10/47

893

917

3

COMM Mortgage Trust Series 2014-CR16

4.278%

4/10/47

2,950

3,111

3

COMM Mortgage Trust Series 2014-CR17

3.598%

5/10/47

651

668

3

COMM Mortgage Trust Series 2014-CR17

3.977%

5/10/47

2,225

2,348

3

COMM Mortgage Trust Series 2014-CR17

4.377%

5/10/47

1,375

1,423

3

COMM Mortgage Trust Series 2014-CR18

3.452%

7/15/47

1,656

1,688

3

COMM Mortgage Trust Series 2014-CR18

3.828%

7/15/47

1,400

1,475

3

COMM Mortgage Trust Series 2014-CR18

4.103%

7/15/47

1,845

1,943

3

COMM Mortgage Trust Series 2014-CR19

3.796%

8/10/47

8,400

8,829

3

COMM Mortgage Trust Series 2014-CR19

4.080%

8/10/47

2,250

2,375

3

COMM Mortgage Trust Series 2014-CR20

3.326%

11/10/47

5,430

5,620

3

COMM Mortgage Trust Series 2014-CR20

3.590%

11/10/47

2,375

2,495

3

COMM Mortgage Trust Series 2014-CR21

3.528%

12/10/47

7,834

8,100

3

COMM Mortgage Trust Series 2014-LC15

4.006%

4/10/47

11,435

12,020

3

COMM Mortgage Trust Series 2014-LC17

3.917%

10/10/47

3,460

3,654

3

COMM Mortgage Trust Series 2014-UBS2

3.472%

3/10/47

435

447

3

COMM Mortgage Trust Series 2014-UBS2

3.961%

3/10/47

2,533

2,654

3

COMM Mortgage Trust Series 2014-UBS2

4.199%

3/10/47

709

743

3

COMM Mortgage Trust Series 2014-UBS2

4.701%

3/10/47

449

471

3

COMM Mortgage Trust Series 2014-UBS3

3.819%

6/10/47

5,700

6,001

3

COMM Mortgage Trust Series 2014-UBS4

3.420%

8/10/47

1,425

1,467

3

COMM Mortgage Trust Series 2014-UBS4

3.694%

8/10/47

5,575

5,852

3

COMM Mortgage Trust Series 2014-UBS4

3.968%

8/10/47

2,144

2,243

3

COMM Mortgage Trust Series 2014-UBS5

3.838%

9/10/47

8,050

8,515

3

COMM Mortgage Trust Series 2014-UBS6

3.387%

12/10/47

3,321

3,414

3

COMM Mortgage Trust Series 2014-UBS6

3.644%

12/10/47

10,725

11,320

3

COMM Mortgage Trust Series 2014-UBS6

4.048%

12/10/47

2,800

2,958

3

COMM Mortgage Trust Series 2015-CR22

2.856%

3/10/48

674

674

3

COMM Mortgage Trust Series 2015-CR22

3.309%

3/10/48

7,950

8,340

3

COMM Mortgage Trust Series 2015-CR22

3.603%

3/10/48

9,525

10,038

3

COMM Mortgage Trust Series 2015-CR23

3.257%

5/10/48

2,315

2,385

3

COMM Mortgage Trust Series 2015-CR23

3.497%

5/10/48

5,729

6,055

3

COMM Mortgage Trust Series 2015-CR23

3.801%

5/10/48

2,325

2,469

3

COMM Mortgage Trust Series 2015-CR24

3.432%

8/10/48

654

678

3

COMM Mortgage Trust Series 2015-CR25

3.759%

8/10/48

5,725

6,124

3

COMM Mortgage Trust Series 2015-CR26

3.630%

10/10/48

16,170

17,247

3

COMM Mortgage Trust Series 2015-CR27

3.404%

10/10/48

4,613

4,787

3

COMM Mortgage Trust Series 2015-CR27

3.612%

10/10/48

5,900

6,288

3

COMM Mortgage Trust Series 2015-CR27

4.339%

10/10/48

1,200

1,281

3

COMM Mortgage Trust Series 2015-DC1

3.350%

2/10/48

5,960

6,257

3

COMM Mortgage Trust Series 2015-LC19

3.040%

2/10/48

679

697

3

COMM Mortgage Trust Series 2015-LC19

3.183%

2/10/48

5,894

6,162

3

COMM Mortgage Trust Series 2015-LC19

3.527%

2/10/48

2,687

2,820

3

COMM Mortgage Trust Series 2015-LC21

3.445%

7/10/48

594

617

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

COMM Mortgage Trust Series 2015-LC23

3.774%

10/10/48

11,545

12,390

3

COMM Mortgage Trust Series 2015-PC1

3.902%

7/10/50

6,600

7,047

3

COMM Mortgage Trust Series 2016-CR28

3.762%

2/10/49

15,475

16,618

3

COMM Mortgage Trust Series 2016-DC2

3.550%

2/10/49

5,795

6,049

3

COMM Mortgage Trust Series 2017-COR2

3.317%

9/10/50

750

788

3

COMM Mortgage Trust Series 2017-COR2

3.510%

9/10/50

2,060

2,226

3

COMM Mortgage Trust Series 2018-COR3

3.961%

5/10/51

3,500

3,773

3

COMM Mortgage Trust Series 2018-COR3

4.228%

5/10/51

6,437

7,234

3

COMM Mortgage Trust Series 2019-GC44

2.950%

8/15/57

19,400

20,471

3

COMM Mortgage Trust Series 2019-GC44

3.263%

8/15/57

3,000

3,200

3

CSAIL Commercial Mortgage Trust Series 2015-C1


3.505%


4/15/50


5,550


5,831

3

CSAIL Commercial Mortgage Trust Series 2015-C1


3.791%


4/15/50


2,825


2,946

3

CSAIL Commercial Mortgage Trust Series 2015-C1


4.044%


4/15/50


2,250


2,300

3

CSAIL Commercial Mortgage Trust Series 2015-C2


3.504%


6/15/57


7,400


7,807

3

CSAIL Commercial Mortgage Trust Series 2015-C2


3.849%


6/15/57


2,900


3,025

3

CSAIL Commercial Mortgage Trust Series 2015-C3


3.448%


8/15/48


3,100


3,202

3

CSAIL Commercial Mortgage Trust Series 2015-C3


3.718%


8/15/48


11,085


11,796

3

CSAIL Commercial Mortgage Trust Series 2015-C3


4.119%


8/15/48


2,625


2,698

3

CSAIL Commercial Mortgage Trust Series 2015-C4


3.617%


11/15/48


2,700


2,810

3

CSAIL Commercial Mortgage Trust Series 2015-C4


3.808%


11/15/48


6,605


7,077

3

CSAIL Commercial Mortgage Trust Series 2016-C7


3.502%


11/15/49


11,675


12,492

3

CSAIL Commercial Mortgage Trust Series 2017-C8


3.392%


6/15/50


10,250


10,935

3

CSAIL Commercial Mortgage Trust Series 2017-CX9


3.446%


9/15/50


3,275


3,507

3

CSAIL Commercial Mortgage Trust Series 2017-CX10


3.458%


11/15/50


8,000


8,573

3

CSAIL Commercial Mortgage Trust Series 2018-CX11


4.033%


4/15/51


15,825


17,358

3

CSAIL Commercial Mortgage Trust Series 2018-CX12


4.224%


8/15/51


16,475


18,458

3

CSAIL Commercial Mortgage Trust Series 2019-C15


4.053%


3/15/52


28,200


31,498

3

CSAIL Commercial Mortgage Trust Series 2019-C16


3.329%


6/15/52


15,960


17,096

3

CSAIL Commercial Mortgage Trust Series 2021-C20


2.805%


3/15/54


16,000


16,670

3

CSAIL Commercial Mortgage Trust Series 2021-C20


3.076%


3/15/54


2,675


2,815

3

DBGS Mortgage Trust Series 2018-C1

4.466%

10/15/51

7,275

8,321

3

DBJPM Mortgage Trust Series 2016-C1

3.276%

5/10/49

4,275

4,475

3

DBJPM Mortgage Trust Series 2016-C3

2.890%

8/10/49

5,000

5,186

3

DBJPM Mortgage Trust Series 2017-C6

3.328%

6/10/50

7,900

8,414

3

DBJPM Mortgage Trust Series 2017-C6

3.561%

6/10/50

2,174

2,316

3

DBJPM Mortgage Trust Series 2020-C9

1.926%

8/15/53

3,100

3,046

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

Discover Card Execution Note Trust Series 2018-A1


3.030%


8/15/25


13,150


13,492

3

Discover Card Execution Note Trust Series 2021-A1


0.580%


9/15/26


12,175


11,988

3

Discover Card Execution Note Trust Series 2021-A2


1.030%


9/15/28


10,325


10,090

3

Drive Auto Receivables Trust Series 2018-5

4.300%

4/15/26

2,175

2,230

3

Drive Auto Receivables Trust Series 2019-1

4.090%

6/15/26

6,855

6,994

3

Drive Auto Receivables Trust Series 2020-2

1.420%

3/17/25

550

551

3

Drive Auto Receivables Trust Series 2021-1

0.650%

7/15/25

1,725

1,721

3

Drive Auto Receivables Trust Series 2021-1

1.020%

6/15/27

1,450

1,443

3

Drive Auto Receivables Trust Series 2021-2

0.580%

12/15/25

4,350

4,317

3

Drive Auto Receivables Trust Series 2021-2

0.870%

10/15/27

3,725

3,682

3

Drive Auto Receivables Trust Series 2021-2

1.390%

3/15/29

3,175

3,116

3

Drive Auto Receivables Trust Series 2021-3

1.110%

5/15/26

1,200

1,195

3

Drive Auto Receivables Trust Series 2021-3

1.470%

1/15/27

1,375

1,374

3

Exeter Automobile Receivables Trust Series 2020-3A


1.320%


7/15/25


4,665


4,669

3

Exeter Automobile Receivables Trust Series 2021-1A


0.500%


2/18/25


2,190


2,188

3

Exeter Automobile Receivables Trust Series 2021-1A


0.740%


1/15/26


5,240


5,236

3

Exeter Automobile Receivables Trust Series 2021-3A


0.690%


1/15/26


2,375


2,361

3

Exeter Automobile Receivables Trust Series 2021-3A


0.960%


10/15/26


2,650


2,617

3

Exeter Automobile Receivables Trust Series 2021-3A


1.550%


6/15/27


1,075


1,057

3,4

Xxxxxx Xxx-Xxxx Series 2012-M5

2.715%

2/25/22

95

96

3,4

Xxxxxx Xxx-Xxxx Series 2013-M7

2.280%

12/27/22

1,754

1,768

3,4

Xxxxxx Xxx-Xxxx Series 2013-M14

2.481%

4/25/23

1,520

1,517

3,4

Xxxxxx Xxx-Xxxx Series 2013-M14

3.329%

10/25/23

11,695

12,055

3,4

Xxxxxx Xxx-Xxxx Series 2014-M1

3.123%

7/25/23

9,930

10,204

3,4

Xxxxxx Xxx-Xxxx Series 2014-M2

3.513%

12/25/23

7,983

8,259

3,4

Xxxxxx Xxx-Xxxx Series 2014-M3

3.489%

1/25/24

2,745

2,854

3,4

Xxxxxx Xxx-Xxxx Series 2014-M4

3.346%

3/25/24

5,608

5,817

3,4

Xxxxxx Xxx-Xxxx Series 2014-M7

3.228%

6/25/24

10,689

11,155

3,4

Xxxxxx Xxx-Xxxx Series 2014-M8

3.056%

6/25/24

6,464

6,686

3,4

Xxxxxx Xxx-Xxxx Series 2014-M9

3.103%

7/25/24

8,865

9,200

3,4

Xxxxxx Xxx-Xxxx Series 2014-M13

3.021%

8/25/24

7,115

7,414

3,4

Xxxxxx Xxx-Xxxx Series 2015-M1

2.532%

9/25/24

12,584

12,993

3,4

Xxxxxx Xxx-Xxxx Series 2015-M2

2.620%

12/25/24

7,490

7,753

3,4

Xxxxxx Xxx-Xxxx Series 2015-M3

2.723%

10/25/24

4,864

5,039

3,4

Xxxxxx Xxx-Xxxx Series 2015-M4

2.509%

7/25/22

1,327

1,330

3,4

Xxxxxx Xxx-Xxxx Series 2015-M7

2.590%

12/25/24

7,074

7,316

3,4

Xxxxxx Xxx-Xxxx Series 2015-M8

2.900%

1/25/25

5,694

5,947

3,4

Xxxxxx Xxx-Xxxx Series 2015-M10

3.092%

4/25/27

5,052

5,412

3,4

Xxxxxx Xxx-Xxxx Series 2015-M11

2.822%

4/25/25

3,000

3,137

3,4

Xxxxxx Xxx-Xxxx Series 2015-M12

2.799%

5/25/25

9,249

9,673

3,4

Xxxxxx Xxx-Xxxx Series 2015-M15

2.923%

10/25/25

12,053

12,642

3,4

Xxxxxx Xxx-Xxxx Series 2016-M2

2.152%

1/25/23

3,138

3,162

3,4

Xxxxxx Xxx-Xxxx Series 2016-M3

2.702%

2/25/26

5,641

5,904

3,4

Xxxxxx Xxx-Xxxx Series 2016-M4

2.576%

3/25/26

5,775

6,034

3,4

Xxxxxx Xxx-Xxxx Series 2016-M5

2.469%

4/25/26

15,761

16,405

3,4

Xxxxxx Xxx-Xxxx Series 2016-M6

2.488%

5/25/26

10,500

10,876

3,4

Xxxxxx Xxx-Xxxx Series 2016-M7

2.157%

10/25/23

1,191

1,208

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3,4

Xxxxxx Xxx-Xxxx Series 2016-M7

2.499%

9/25/26

3,543

3,626

3,4

Xxxxxx Xxx-Xxxx Series 2016-M9

2.292%

6/25/26

18,939

19,539

3,4

Xxxxxx Xxx-Xxxx Series 2016-M11

2.369%

7/25/26

17,000

17,599

3,4

Xxxxxx Xxx-Xxxx Series 2016-M12

2.308%

10/25/23

749

760

3,4

Xxxxxx Xxx-Xxxx Series 2016-M12

2.450%

9/25/26

17,200

17,868

3,4

Xxxxxx Xxx-Xxxx Series 2016-M13

2.496%

9/25/26

6,624

6,898

3,4

Xxxxxx Xxx-Xxxx Series 2017-M1

2.415%

10/25/26

11,094

11,533

3,4

Xxxxxx Xxx-Xxxx Series 2017-M2

2.784%

2/25/27

7,541

7,983

3,4

Xxxxxx Xxx-Xxxx Series 2017-M3

2.466%

12/25/26

9,944

10,406

3,4

Xxxxxx Xxx-Xxxx Series 2017-M4

2.556%

12/25/26

13,311

13,957

3,4

Xxxxxx Xxx-Xxxx Series 2017-M5

3.120%

4/25/29

1,368

1,493

3,4

Xxxxxx Xxx-Xxxx Series 2017-M7

2.961%

2/25/27

12,125

12,853

3,4

Xxxxxx Xxx-Xxxx Series 2017-M8

3.061%

5/25/27

15,174

16,285

3,4

Xxxxxx Xxx-Xxxx Series 2017-M10

2.554%

7/25/24

5,544

5,701

3,4

Xxxxxx Xxx-Xxxx Series 2017-M11

2.980%

8/25/29

4,000

4,332

3,4

Xxxxxx Xxx-Xxxx Series 2017-M12

3.069%

6/25/27

16,823

18,022

3,4

Xxxxxx Xxx-Xxxx Series 2017-M13

2.926%

9/25/27

1,323

1,393

3,4

Xxxxxx Xxx-Xxxx Series 2017-M14

2.867%

11/25/27

5,252

5,597

3,4

Xxxxxx Xxx-Xxxx Series 2017-M15

3.140%

11/25/27

15,725

16,552

3,4

Xxxxxx Xxx-Xxxx Series 2018-M1

2.991%

12/25/27

9,142

9,790

3,4

Xxxxxx Xxx-Xxxx Series 2018-M2

2.902%

1/25/28

27,525

29,537

3,4

Xxxxxx Xxx-Xxxx Series 2018-M3

3.086%

2/25/30

3,490

3,821

3,4

Xxxxxx Xxx-Xxxx Series 2018-M4

3.059%

3/25/28

11,146

12,092

3,4

Xxxxxx Xxx-Xxxx Series 2018-M7

3.065%

3/25/28

7,132

7,705

3,4

Xxxxxx Xxx-Xxxx Series 2018-M8

3.325%

6/25/28

5,663

6,229

3,4

Xxxxxx Xxx-Xxxx Series 2018-M10

3.369%

7/25/28

3,600

3,973

3,4

Xxxxxx Xxx-Xxxx Series 2018-M12

3.638%

8/25/30

2,530

2,885

3,4

Xxxxxx Xxx-Xxxx Series 2018-M13

3.709%

9/25/30

11,485

13,201

3,4

Xxxxxx Xxx-Xxxx Series 2018-M14

3.581%

8/25/28

10,100

11,305

3,4

Xxxxxx Xxx-Xxxx Series 2019-M1

3.552%

9/25/28

20,675

23,021

3,4

Xxxxxx Xxx-Xxxx Series 2019-M2

3.626%

11/25/28

11,450

12,816

3,4

Xxxxxx Xxx-Xxxx Series 2019-M4

3.610%

2/25/31

17,675

20,041

3,4

Xxxxxx Xxx-Xxxx Series 2019-M5

3.273%

2/25/29

10,525

11,569

3,4

Xxxxxx Xxx-Xxxx Series 2019-M7

3.143%

4/25/29

14,000

15,292

3,4

Xxxxxx Xxx-Xxxx Series 2019-M9

2.937%

6/25/29

18,875

20,400

3,4

Xxxxxx Xxx-Xxxx Series 2019-M12

2.885%

6/25/29

41,325

44,670

3,4

Xxxxxx Xxx-Xxxx Series 2019-M18

2.469%

8/25/29

14,145

14,846

3,4

Xxxxxx Xxx-Xxxx Series 2019-M18

2.577%

9/25/31

8,700

9,277

3,4

Xxxxxx Xxx-Xxxx Series 2019-M21

2.350%

2/25/31

7,000

7,235

3,4

Xxxxxx Xxx-Xxxx Series 2019-M22

2.522%

8/25/29

26,055

27,546

3,4

Xxxxxx Xxx-Xxxx Series 2020-M1

2.151%

10/25/29

9,345

9,602

3,4

Xxxxxx Xxx-Xxxx Series 2020-M1

2.444%

10/25/29

13,285

13,883

3,4

Xxxxxx Xxx-Xxxx Series 2020-M5

2.210%

1/25/30

7,180

7,400

3,4

Xxxxxx Xxx-Xxxx Series 2020-M14

1.784%

5/25/30

10,346

10,443

3,4

Xxxxxx Xxx-Xxxx Series 2020-M29

1.492%

5/25/30

9,575

9,360

3,4

Xxxxxx Xxx-Xxxx Series 2020-M42

1.270%

7/25/30

18,015

17,273

3,4

Xxxxxx Xxx-Xxxx Series 2020-M46

1.323%

5/25/30

14,000

13,635

3,4

Xxxxxx Xxx-Xxxx Series 2020-M52

1.319%

10/25/30

15,325

14,920

3,4

Xxxxxx Xxx-Xxxx Series 2021-M1

1.390%

11/25/30

8,700

8,525

3,4

Xxxxxx Xxx-Xxxx Series 2021-M3G

1.250%

1/25/31

15,100

14,433

3,4

Fannie Mae-Aces Series 2021-M4

1.466%

2/25/31

14,675

14,330

3,4

Xxxxxx Xxx-Xxxx Series 2021-M11

1.459%

3/25/31

20,925

20,524

3,4

Xxxxxx Xxx-Xxxx Series 2021-M13

1.605%

4/25/31

3,120

3,088

3,4

Xxxxxx Xxx-Xxxx Series 2021-M13

1.629%

3/25/33

2,400

2,340

3,4

Fannie Mae-Aces Series 2021-M19

1.741%

10/25/31

18,150

18,107

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K018


2.789%


1/25/22


897


897

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K022


2.355%


7/25/22


838


844

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K027


2.637%


1/25/23


16,625


16,878

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K028


3.111%


2/25/23


26,114


26,648

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K029


3.320%


2/25/23


15,962


16,341

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K030


3.250%


4/25/23


17,608


18,028

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K031


3.300%


4/25/23


16,452


16,913

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K032


3.310%


5/25/23


17,660


18,179

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K033


3.060%


7/25/23


19,075


19,598

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K034


3.531%


7/25/23


15,354


15,871

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K035


3.458%


8/25/23


19,775


20,462

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K036


3.527%


10/25/23


17,403


18,105

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K037


3.490%


1/25/24


6,475


6,755

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K038


2.604%


10/25/23


803


811

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K038


3.389%


3/25/24


19,450


20,333

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K039


2.683%


12/25/23


942


957

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K039


3.303%


7/25/24


10,850


11,386

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K040


2.768%


4/25/24


2,726


2,794

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K040


3.241%


9/25/24


14,400


15,140

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K041


3.171%


10/25/24


14,025


14,747

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K042


2.267%


6/25/24


1,164


1,183

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K042


2.670%


12/25/24


32,970


34,270

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K043


2.532%


10/25/23


1,036


1,052

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K043


3.062%


12/25/24


10,900


11,453

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K044


2.811%


1/25/25


3,000


3,133

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K045


2.493%


11/25/24


2,803


2,828

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K045


3.023%


11/25/25


9,050


9,513

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K046


3.205%


3/25/25


9,175


9,711

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K047


2.827%


12/25/24


1,389


1,425

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K047


3.329%


5/25/25


6,850


7,289

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K048


3.284%


6/25/25


11,600


12,331

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K049


3.010%


7/25/25


9,350


9,872

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K050


3.334%


8/25/25


10,325


11,019

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K052


3.151%


11/25/25


7,025


7,474

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K053


2.995%


12/25/25


4,050


4,291

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K054


2.745%


1/25/26


15,825


16,631

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K055


2.263%


4/25/25


246


250

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K055


2.673%


3/25/26


14,200


14,908

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K056


2.525%


5/25/26


11,625


12,148

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K057


2.570%


7/25/26


18,025


18,884

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K058


2.653%


8/25/26


11,575


12,189

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K059


3.120%


9/25/26


6,500


6,974

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K060


3.300%


10/25/26


4,321


4,680

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K061


3.347%


11/25/26


12,800


13,894

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K062


3.413%


12/25/26


12,850


14,006

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K063


3.430%


1/25/27


29,250


31,890

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K064


3.224%


3/25/27


14,200


15,371

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K065


3.243%


4/25/27


3,000


3,257

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K066


3.117%


6/25/27


10,060


10,866

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K076


3.900%


4/25/28


35,850


40,655

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K077


3.850%


5/25/28


17,950


20,321

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K078


3.854%


6/25/28


6,500


7,360

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K079


3.926%


6/25/28


10,157


11,578

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K080


3.736%


4/25/28


909


986

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K080


3.926%


7/25/28


11,250


12,819

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K081


3.900%


8/25/28


31,075


35,397

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K082


3.920%


9/25/28


11,640


13,282

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K083


4.050%


9/25/28


9,580


11,025

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K084


3.780%


10/25/28


36,100


40,642

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K085


4.060%


10/25/28


37,950


43,406

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K087


3.591%


10/25/27


1,630


1,750

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K087


3.771%


12/25/28


15,101


17,106

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K088


3.690%


1/25/29


16,080


18,154

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K089


3.563%


1/25/29


10,500


11,773

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K090


3.422%


2/25/29


12,175


13,548

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K091


3.505%


3/25/29


20,400


22,821

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K092


3.298%


4/25/29


13,215


14,628

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K093


2.982%


5/25/29


23,400


25,407

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K094


2.903%


6/25/29


15,725


17,007

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K106


2.069%


1/25/30


25,000


25,637

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K107


1.639%


1/25/30


6,450


6,415

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K108


1.517%


3/25/30


9,825


9,679

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K109


1.558%


4/25/30


6,150


6,074

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K110


1.477%


4/25/30


5,375


5,273

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K111


1.350%


5/25/30


11,555


11,217

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K114


1.366%


6/25/30


15,520


15,072

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K116


1.378%


7/25/30


19,720


19,166

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K117


1.406%


8/25/30


19,215


18,709

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K118


1.493%


9/25/30


25,215


24,697

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K119


1.566%


9/25/30


3,500


3,448

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K120


1.500%


10/25/30


17,380


17,023

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K121


0.995%


8/25/30


1,881


1,829

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K121


1.547%


10/25/30


10,880


10,697

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K122


0.863%


11/25/30


789


767

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K122


1.521%


11/25/30


10,900


10,691

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K123


1.621%


12/25/30


22,275


22,028

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K124


1.658%


12/25/30


18,650


18,496

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K125


1.846%


1/25/31


43,265


43,570

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K126


2.074%


1/25/31


22,825


23,396

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K127


2.108%


1/25/31


27,475


28,240

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K128


2.020%


3/25/31


15,240


15,553

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K129


1.342%


9/25/30


3,594


3,539

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K129


1.914%


5/25/31


26,225


26,527

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K130


1.723%


6/25/31


10,025


9,975

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K131


1.853%


7/25/31


26,325


26,480

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K132


2.023%


8/25/31


7,750


7,907

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K133


2.096%


9/25/31


12,800


13,140

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K134


1.714%


7/25/31


1,049


1,055

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K134


2.243%


10/25/31


11,675


12,137

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K135


2.154%


10/25/31


7,675


7,918

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K152


3.080%


1/25/31


5,800


6,358

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K153


3.294%


3/25/29


10,000


11,021

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K153


3.117%


10/25/31


8,700


9,656

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K154


3.424%


4/25/32


4,100


4,587

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K154


3.459%


11/25/32


5,468


6,214

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K155


3.750%


11/25/32


5,202


5,977

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K155


3.750%


4/25/33


11,212


13,083

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K157


3.990%


5/25/33


3,600


4,215

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K157


3.990%


8/25/33


4,625


5,456

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K158


3.900%


12/25/30


5,000


5,837

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K159


3.950%


11/25/30


3,075


3,572

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K718


2.791%


1/25/22


234


234

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K722


2.183%


5/25/22


824


825

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K722


2.406%


3/25/23


2,000


2,029

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K723


2.454%


8/25/23


10,035


10,249

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K724


3.062%


11/25/23


9,500


9,803

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K725


3.002%


1/25/24


26,090


27,004

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K726


2.905%


4/25/24


10,715


11,090

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K727


2.946%


7/25/24


12,500


12,947

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K728


3.064%


8/25/24


26,696


27,847

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K729


3.136%


10/25/24


42,975


44,981

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K730


3.590%


1/25/25


15,975


16,920

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K731


3.600%


2/25/25


13,200


13,963

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K732


3.700%


5/25/25


13,200


14,107

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K734


3.208%


2/25/26


20,400


21,791

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K735


2.862%


5/25/26


20,000


21,176

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K737


2.525%


10/25/26


23,725


24,905

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K738


1.545%


1/25/27


8,325


8,368

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K739


1.336%


9/25/27


23,650


23,476

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K741


1.603%


12/25/27


2,325


2,334

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K742


1.760%


3/25/28


12,400


12,550

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K743


1.770%


5/25/28


8,250


8,348

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K744


1.712%


7/25/28


5,756


5,805

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K745


1.657%


8/25/28


15,675


15,748

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K746


2.031%


10/25/54


10,275


10,562

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1510


3.718%


1/25/31


4,175


4,807

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1510


3.794%


1/25/34


23,775


27,681

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1511


3.470%


3/25/31


5,225


5,923

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1511


3.542%


3/25/34


13,170


15,019

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1513


2.797%


8/25/34


22,265


23,747

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1514


2.859%


10/25/34


13,375


14,367

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1515


1.940%


2/25/35


14,450


14,141

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1516


1.721%


5/25/35


14,075


13,396

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1517


1.716%


7/25/35


19,930


18,980

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1518


1.860%


10/25/35


6,005


5,805

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1519


2.013%


12/25/35


11,525


11,321

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1520


2.007%


7/25/35


3,649


3,735

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1520


2.438%


2/25/36


13,075


13,455

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1521


2.184%


8/25/36


10,075


10,077

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series K-1522


2.361%


10/25/36


9,220


9,421

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series KC02


3.370%


7/25/25


10,225


10,844

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series KS03


3.161%


5/25/25


7,100


7,470

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series KS06


2.720%


7/25/26


10,806


11,266

3,4

FHLMC Multifamily Structured

Pass-Through Certificates Series KW01


2.853%


1/25/26


11,600


12,225

3

Fifth Third Auto Trust Series 2019-1

2.690%

11/16/26

2,375

2,415

3

Ford Credit Auto Lease Trust Series 2021-A

0.260%

2/15/24

6,700

6,684

3

Ford Credit Auto Lease Trust Series 2021-A

0.300%

4/15/24

1,365

1,358

3

Ford Credit Auto Lease Trust Series 2021-B

0.370%

10/15/24

8,325

8,271

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

Ford Credit Auto Owner Trust Series 2019-A

2.780%

9/15/23

2,493

2,509

3

Ford Credit Auto Owner Trust Series 2019-A

2.850%

8/15/24

3,700

3,767

3

Ford Credit Auto Owner Trust Series 2020-A

1.040%

8/15/24

658

660

3

Ford Credit Auto Owner Trust Series 2020-B

0.560%

10/15/24

8,984

8,983

3

Ford Credit Auto Owner Trust Series 2020-B

0.790%

11/15/25

1,965

1,960

3

Ford Credit Auto Owner Trust Series 2020-C

0.410%

7/15/25

4,450

4,429

3

Ford Credit Auto Owner Trust Series 2020-C

0.510%

8/15/26

1,890

1,858

3

Ford Credit Auto Owner Trust Series 2021-A

0.300%

8/15/25

9,800

9,735

3

Ford Credit Auto Owner Trust Series 2021-A

0.490%

9/15/26

3,535

3,471

3

Ford Credit Floorplan Master Owner Trust A Series 2018-2


3.170%


3/15/25


11,925


12,266

3

Ford Credit Floorplan Master Owner Trust A Series 2018-4


4.060%


11/15/30


9,200


10,284

3

Ford Credit Floorplan Master Owner Trust A Series 2019-2


3.060%


4/15/26


10,300


10,736

3

Ford Credit Floorplan Master Owner Trust A Series 2019-4


2.440%


9/15/26


11,408


11,763

3

Ford Credit Floorplan Master Owner Trust A Series 2020-1


0.700%


9/15/25


16,825


16,740

3

Ford Credit Floorplan Master Owner Trust A Series 2020-2


1.060%


9/15/27


9,865


9,712

3

GM Financial Automobile Leasing Trust Series 2020-1


1.670%


12/20/22


609


610

3

GM Financial Automobile Leasing Trust Series 2020-1


1.700%


12/20/23


530


532

3

GM Financial Automobile Leasing Trust Series 2020-2


0.800%


7/20/23


1,125


1,127

3

GM Financial Automobile Leasing Trust Series 2020-3


0.510%


10/21/24


1,125


1,122

3

GM Financial Automobile Leasing Trust Series 2020-3


0.760%


10/21/24


575


573

3

GM Financial Automobile Leasing Trust Series 2021-2


0.340%


5/20/24


5,800


5,773

3

GM Financial Automobile Leasing Trust Series 2021-2


0.410%


5/20/25


850


841

3

GM Financial Automobile Leasing Trust Series 2021-3


0.390%


10/21/24


7,925


7,847

3

GM Financial Automobile Leasing Trust Series 2021-3


0.500%


7/21/25


1,275


1,258

3

GM Financial Consumer Automobile Receivables Trust Series 2018-2


3.020%


12/18/23


4,371


4,389

3

GM Financial Consumer Automobile Receivables Trust Series 2020-1


1.900%


3/17/25


1,580


1,601

3

GM Financial Consumer Automobile Receivables Trust Series 2020-3


0.450%


4/16/25


10,105


10,081

3

GM Financial Consumer Automobile Receivables Trust Series 2020-3


0.580%


1/16/26


1,700


1,679

3

GM Financial Consumer Automobile Receivables Trust Series 2020-4


0.380%


8/18/25


7,165


7,131

3

GM Financial Consumer Automobile Receivables Trust Series 2020-4


0.500%


2/17/26


1,000


987

3

GM Financial Consumer Automobile Receivables Trust Series 2021-1


0.350%


10/16/25


5,085


5,053

3

GM Financial Consumer Automobile Receivables Trust Series 2021-1


0.540%


5/17/27


4,945


4,884

3

GM Financial Consumer Automobile Receivables Trust Series 2021-2


0.510%


4/16/26


3,450


3,428

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

GM Financial Consumer Automobile Receivables Trust Series 2021-2


0.820%


10/16/26


1,050


1,041

3

GM Financial Consumer Automobile Receivables Trust Series 2021-3


0.480%


6/16/26


6,425


6,365

3

GM Financial Consumer Automobile Receivables Trust Series 2021-3


0.730%


8/16/27


3,150


3,101

3

GM Financial Consumer Automobile Receivables Trust Series 2021-4


0.680%


9/16/26


3,850


3,821

3

GM Financial Consumer Automobile Receivables Trust Series 2021-4


0.990%


10/18/27


1,450


1,434

3

GM Financial Leasing Trust Series 2021-1

0.260%

2/20/24

4,490

4,476

3

GM Financial Leasing Trust Series 2021-1

0.330%

2/20/25

1,085

1,078

3

GM Financial Leasing Trust Series 2021-1

0.540%

2/20/25

690

685

3

GS Mortgage Securities Corp. II Series 2013-GC10


2.943%


2/10/46


4,077


4,144

3

GS Mortgage Securities Corp. II Series 2013-GC10


3.279%


2/10/46


1,529


1,554

3

GS Mortgage Securities Trust Series 2012-GCJ7


3.377%


5/10/45


770


771

3

GS Mortgage Securities Trust Series 2012-GCJ9


2.773%


11/10/45


5,369


5,435

3

GS Mortgage Securities Trust Series 2013-GC12


3.135%


6/10/46


5,682


5,821

3

GS Mortgage Securities Trust Series 2013-GC12


3.375%


6/10/46


1,792


1,834

3

GS Mortgage Securities Trust Series 2013-GC14


3.817%


8/10/46


432


440

3

GS Mortgage Securities Trust Series 2013-GC14


4.243%


8/10/46


7,350


7,649

3

GS Mortgage Securities Trust Series 2013-GC16


3.813%


11/10/46


482


496

3

GS Mortgage Securities Trust Series 2013-GC16


4.271%


11/10/46


8,725


9,129

3

GS Mortgage Securities Trust Series 2014-GC18


4.074%


1/10/47


18,304


19,166

3

GS Mortgage Securities Trust Series 2014-GC18


4.383%


1/10/47


1,975


2,038

3

GS Mortgage Securities Trust Series 2014-GC22


3.467%


6/10/47


949


973

3

GS Mortgage Securities Trust Series 2014-GC22


3.516%


6/10/47


124


125

3

GS Mortgage Securities Trust Series 2014-GC22


3.862%


6/10/47


1,950


2,051

3

GS Mortgage Securities Trust Series 2014-GC24


3.931%


9/10/47


7,125


7,531

3

GS Mortgage Securities Trust Series 2014-GC24


4.512%


9/10/47


1,675


1,719

3

GS Mortgage Securities Trust Series 2014-GC26


3.365%


11/10/47


1,974


2,033

3

GS Mortgage Securities Trust Series 2014-GC26


3.629%


11/10/47


11,450


12,061

3

GS Mortgage Securities Trust Series 2014-GC26


3.964%


11/10/47


2,000


2,109

3

GS Mortgage Securities Trust Series 2014-GC26


4.215%


11/10/47


1,700


1,750

3

GS Mortgage Securities Trust Series 2015-GC28


3.396%


2/10/48


6,200


6,505

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

GS Mortgage Securities Trust Series 2015-GC30


3.382%


5/10/50


5,700


6,004

3

GS Mortgage Securities Trust Series 2015-GC32


3.513%


7/10/48


4,258


4,422

3

GS Mortgage Securities Trust Series 2015-GC32


3.764%


7/10/48


2,275


2,428

3

GS Mortgage Securities Trust Series 2015-GC34


3.244%


10/10/48


2,358


2,440

3

GS Mortgage Securities Trust Series 2015-GC34


3.278%


10/10/48


4,954


5,138

3

GS Mortgage Securities Trust Series 2015-GC34


3.506%


10/10/48


5,600


5,939

3

GS Mortgage Securities Trust Series 2016-GS2


3.050%


5/10/49


4,425


4,642

3

GS Mortgage Securities Trust Series 2016-GS3


2.850%


10/10/49


11,450


11,950

3

GS Mortgage Securities Trust Series 2016-GS4


3.442%


11/10/49


3,950


4,221

3

GS Mortgage Securities Trust Series 2016-GS4


3.645%


11/10/49


2,925


3,087

3

GS Mortgage Securities Trust Series 2017-GS5


3.674%


3/10/50


8,350


9,055

3

GS Mortgage Securities Trust Series 2017-GS5


3.826%


3/10/50


3,350


3,596

3

GS Mortgage Securities Trust Series 2017-GS6


3.433%


5/10/50


12,250


13,116

3

GS Mortgage Securities Trust Series 2017-GS6


3.638%


5/10/50


600


641

3

GS Mortgage Securities Trust Series 2017-GS6


4.322%


5/10/50


1,000


1,067

3

GS Mortgage Securities Trust Series 2017-GS7


3.430%


8/10/50


13,194


14,165

3

GS Mortgage Securities Trust Series 2017-GS7


3.663%


8/10/50


3,519


3,754

3

GS Mortgage Securities Trust Series 2017-GS8


3.205%


11/10/50


10,000


10,594

3

GS Mortgage Securities Trust Series 2019-GC38


3.968%


2/10/52


3,150


3,524

3

GS Mortgage Securities Trust Series 2019-GC39


3.567%


5/10/52


7,675


8,407

3

GS Mortgage Securities Trust Series 2019-GC40


2.904%


7/10/52


2,525


2,642

3

GS Mortgage Securities Trust Series 2019-GC40


3.160%


7/10/52


7,970


8,520

3

GS Mortgage Securities Trust Series 2019-GC42


3.001%


9/1/52


16,200


17,157

3

GS Mortgage Securities Trust Series 2019-GC42


3.212%


9/1/52


3,775


4,009

3

GS Mortgage Securities Trust Series 2019-GSA1


3.048%


11/10/52


7,164


7,604

3

GS Mortgage Securities Trust Series 2020-GC45


2.911%


2/13/53


7,370


7,764

3

GS Mortgage Securities Trust Series 2020-GC45


3.173%


2/13/53


2,110


2,224

3

GS Mortgage Securities Trust Series 2020-GC47


2.377%


5/12/53


4,270


4,333

3

GS Mortgage Securities Trust Series 2020-GSA2


2.012%


12/12/53


7,200


7,080

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

GS Mortgage Securities Trust Series 2020-GSA2


2.224%


12/12/53


1,100


1,086

3

Harley-Davidson Motorcycle Trust Series 2021-B


0.560%


11/16/26


10,000


9,907

3

Harley-Davidson Motorcycle Trust Series 2021-B


0.820%


5/15/29


1,875


1,846

3

Honda Auto Receivables Owner Trust Series 2019-2


2.540%


3/21/25


1,720


1,746

3

Honda Auto Receivables Owner Trust Series 2020-1


1.630%


10/21/26


965


975

3

Honda Auto Receivables Owner Trust Series 2020-2


0.820%


7/15/24


3,601


3,608

3

Honda Auto Receivables Owner Trust Series 2020-3


0.370%


10/18/24


22,195


22,113

3

Honda Auto Receivables Owner Trust Series 2020-3


0.460%


4/19/27


1,275


1,265

3

Honda Auto Receivables Owner Trust Series 2021-1


0.270%


4/21/25


6,400


6,357

3

Honda Auto Receivables Owner Trust Series 2021-1


0.420%


1/21/28


2,725


2,687

3

Honda Auto Receivables Owner Trust Series 2021-2


0.330%


8/15/25


7,900


7,829

3

Honda Auto Receivables Owner Trust Series 2021-3


0.410%


11/18/25


4,225


4,177

3

Honda Auto Receivables Owner Trust Series 2021-3


0.600%


12/20/27


925


908

3

Honda Auto Receivables Owner Trust Series 2021-4


0.880%


1/21/26


5,700


5,688

3

Honda Auto Receivables Owner Trust Series 2021-4


1.140%


6/21/28


1,050


1,048

3

Hyundai Auto Receivables Trust Series 2018-A


2.940%


6/17/24


817


818

3

Hyundai Auto Receivables Trust Series 2019-B


2.000%


4/15/25


975


990

3

Hyundai Auto Receivables Trust Series 2020-A


1.410%


11/15/24


700


705

3

Hyundai Auto Receivables Trust Series 2020-B


0.480%


12/16/24


2,800


2,799

3

Hyundai Auto Receivables Trust Series 2020-B


0.620%


12/15/25


1,125


1,118

3

Hyundai Auto Receivables Trust Series 2020-C


0.380%


5/15/25


3,250


3,235

3

Hyundai Auto Receivables Trust Series 2020-C


0.490%


11/16/26


850


836

3

Hyundai Auto Receivables Trust Series 2021-A


0.380%


9/15/25


2,375


2,352

3

Hyundai Auto Receivables Trust Series 2021-A


0.620%


5/17/27


1,050


1,035

3

Hyundai Auto Receivables Trust Series 2021-C


0.740%


5/15/26


3,150


3,129

3

Hyundai Auto Receivables Trust Series 2021-C


1.030%


12/15/27


1,325


1,315

3

John Deere Owner Trust Series 2021-B

0.520%

3/16/26

5,775

5,692

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C6


3.507%


5/15/45


4,845


4,853

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C8


2.829%


10/15/45


4,846


4,872

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-CBX


3.483%


6/15/45


1,246


1,256

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-LC9


2.840%


12/15/47


2,337


2,359

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10


3.143%


12/15/47


2,273


2,307

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10


3.372%


12/15/47


1,735


1,769

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16


3.674%


12/15/46


562


575

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16


3.881%


12/15/46


1,490


1,527

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16


4.166%


12/15/46


9,174


9,605

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16


4.517%


12/15/46


1,600


1,671

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16


4.941%


12/15/46


1,600


1,687

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11


2.960%


4/15/46


11,478


11,695

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11


3.499%


4/15/46


2,590


2,619

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C20


3.805%


7/15/47


3,055


3,203

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1


3.914%


1/15/49


4,600


4,937

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3


2.870%


8/15/49


14,325


14,846

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3


3.397%


8/15/49


725


746

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4


3.648%


12/15/49


5,800


6,259

3

JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4


3.870%


12/15/49


4,650


5,002

3

JPMBB Commercial Mortgage Securities Trust Series 2013-C12


3.664%


7/15/45


1,776


1,819

3

JPMBB Commercial Mortgage Securities Trust Series 2013-C12


4.037%


7/15/45


1,184


1,220

3

JPMBB Commercial Mortgage Securities Trust Series 2013-C14


3.761%


8/15/46


576


590

3

JPMBB Commercial Mortgage Securities Trust Series 2013-C14


4.133%


8/15/46


3,369


3,456

3

JPMBB Commercial Mortgage Securities Trust Series 2013-C14


4.409%


8/15/46


1,260


1,294

3

JPMBB Commercial Mortgage Securities Trust Series 2013-C15


3.659%


11/15/45


146


149

3

JPMBB Commercial Mortgage Securities Trust Series 2013-C15


4.131%


11/15/45


2,940


3,058

3

JPMBB Commercial Mortgage Securities Trust Series 2013-C15


4.420%


11/15/45


1,680


1,755

3

JPMBB Commercial Mortgage Securities Trust Series 2013-C17


3.705%


1/15/47


680


698

3

JPMBB Commercial Mortgage Securities Trust Series 2013-C17


4.199%


1/15/47


5,500


5,746

3

JPMBB Commercial Mortgage Securities Trust Series 2013-C17


4.458%


1/15/47


1,100


1,155

3

JPMBB Commercial Mortgage Securities Trust Series 2013-C17


4.886%


1/15/47


1,650


1,729

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C18


4.079%


2/15/47


15,816


16,499

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C18


4.439%


2/15/47


1,173


1,231

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C18


4.793%


2/15/47


1,422


1,472

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C19


3.669%


4/15/47


926


928

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C19


3.997%


4/15/47


2,800


2,918

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C19


4.243%


4/15/47


2,225


2,336

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C21


3.428%


8/15/47


680


698

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C21


3.775%


8/15/47


1,375


1,442

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C21


3.997%


8/15/47


1,670


1,752

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C22


3.801%


9/15/47


8,325


8,740

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C22


4.110%


9/15/47


2,225


2,310

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C23


3.934%


9/15/47


4,175


4,405

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C23


4.202%


9/15/47


2,462


2,612

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C24


2.940%


11/15/47


67


68

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C24


3.639%


11/15/47


2,275


2,384

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C24


3.914%


11/15/47


4,125


4,266

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C25


3.672%


11/15/47


9,975


10,475

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C25


4.065%


11/15/47


2,775


2,896

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C26


3.494%


1/15/48


17,150


17,960

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C26


3.800%


1/15/48


2,875


3,026

3

JPMBB Commercial Mortgage Securities Trust Series 2014-C26


3.951%


1/15/48


2,875


2,973

3

JPMBB Commercial Mortgage Securities Trust Series 2015-C27


3.017%


2/15/48


3,730


3,839

3

JPMBB Commercial Mortgage Securities Trust Series 2015-C27


3.179%


2/15/48


3,048


3,162

3

JPMBB Commercial Mortgage Securities Trust Series 2015-C28


3.227%


10/15/48


6,775


7,038

3

JPMBB Commercial Mortgage Securities Trust Series 2015-C28


3.532%


10/15/48


1,725


1,759

3

JPMBB Commercial Mortgage Securities Trust Series 2015-C29


3.304%


5/15/48


1,969


2,035

3

JPMBB Commercial Mortgage Securities Trust Series 2015-C29


3.611%


5/15/48


4,650


4,890

3

JPMBB Commercial Mortgage Securities Trust Series 2015-C30


3.559%


7/15/48


3,801


3,925

3

JPMBB Commercial Mortgage Securities Trust Series 2015-C30


3.822%


7/15/48


5,675


6,048

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

JPMBB Commercial Mortgage Securities Trust Series 2015-C30


4.226%


7/15/48


2,900


3,116

3

JPMBB Commercial Mortgage Securities Trust Series 2015-C31


3.540%


8/15/48


1,997


2,077

3

JPMBB Commercial Mortgage Securities Trust Series 2015-C31


3.801%


8/15/48


9,919


10,474

3

JPMBB Commercial Mortgage Securities Trust Series 2015-C32


3.358%


11/15/48


4,052


4,203

3

JPMBB Commercial Mortgage Securities Trust Series 2015-C32


3.598%


11/15/48


5,875


6,113

3

JPMBB Commercial Mortgage Securities Trust Series 2015-C33


3.770%


12/15/48


4,230


4,524

3

JPMBB Commercial Mortgage Securities Trust Series 2016-C1


3.316%


3/15/49


3,712


3,855

3

JPMBB Commercial Mortgage Securities Trust Series 2016-C1


4.732%


3/15/49


330


357

3

JPMCC Commercial Mortgage Securities Trust Series 2017-JP5


3.723%


3/15/50


17,175


18,541

3

JPMCC Commercial Mortgage Securities Trust Series 2017-JP5


3.876%


3/15/50


3,200


3,456

3

JPMCC Commercial Mortgage Securities Trust Series 2017-JP6


3.050%


7/15/50


1,484


1,490

3

JPMCC Commercial Mortgage Securities Trust Series 2017-JP6


3.490%


7/15/50


10,755


11,561

3

JPMCC Commercial Mortgage Securities Trust Series 2017-JP6


3.744%


7/15/50


4,500


4,820

3

JPMCC Commercial Mortgage Securities Trust Series 2017-JP7


3.454%


9/15/50


2,034


2,180

3

JPMCC Commercial Mortgage Securities Trust Series 2019-COR4


4.029%


3/10/52


17,650


19,798

3

JPMCC Commercial Mortgage Securities Trust Series 2019-COR5


3.386%


6/13/52


11,975


12,976

3

JPMCC Commercial Mortgage Securities Trust Series 2019-COR5


3.669%


6/13/52


1,075


1,167

3

JPMDB Commercial Mortgage Securities Trust Series 2016-C2


3.144%


6/15/49


4,400


4,615

3

JPMDB Commercial Mortgage Securities Trust Series 2016-C2


3.484%


6/15/49


2,050


2,099

3

JPMDB Commercial Mortgage Securities Trust Series 2016-C4


3.141%


12/15/49


879


927

3

JPMDB Commercial Mortgage Securities Trust Series 2017-C5


3.414%


3/15/50


4,600


4,787

3

JPMDB Commercial Mortgage Securities Trust Series 2017-C5


3.694%


3/15/50


14,250


15,409

3

JPMDB Commercial Mortgage Securities Trust Series 2017-C5


3.858%


3/15/50


5,600


5,961

3

JPMDB Commercial Mortgage Securities Trust Series 2017-C7


3.409%


10/15/50


3,850


4,126

3

JPMDB Commercial Mortgage Securities Trust Series 2017-C7


3.713%


10/15/50


2,400


2,581

3

JPMDB Commercial Mortgage Securities Trust Series 2018-C8


4.211%


6/15/51


13,125


14,746

3

JPMDB Commercial Mortgage Securities Trust Series 2018-C8


4.421%


6/15/51


1,575


1,760

3

JPMDB Commercial Mortgage Securities Trust Series 2019-COR6


3.057%


11/13/52


15,695


16,710

3

JPMDB Commercial Mortgage Securities Trust Series 2020-COR7


2.180%


5/13/53


3,940


3,929

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

Mercedes-Benz Auto Lease Trust Series 2020-A


1.840%


12/15/22


1,650


1,655

3

Mercedes-Benz Auto Lease Trust Series 2020-A


1.880%


9/15/25


1,600


1,611

3

Mercedes-Benz Auto Lease Trust Series 2020-B


0.500%


6/15/26


700


698

3

Mercedes-Benz Auto Lease Trust Series 2021-A


0.250%


1/16/24


4,655


4,641

3

Mercedes-Benz Auto Lease Trust Series 2021-A


0.320%


10/15/26


1,915


1,899

3

Mercedes-Benz Auto Lease Trust Series 2021-B


0.400%


11/15/24


3,450


3,427

3

Mercedes-Benz Auto Lease Trust Series 2021-B


0.510%


3/15/27


1,450


1,432

3

Mercedes-Benz Auto Receivables Trust Series 2020-1


0.770%


10/15/26


550


548

3

Mercedes-Benz Auto Receivables Trust Series 2021-1


0.460%


6/15/26


4,550


4,503

3

Mercedes-Benz Auto Receivables Trust Series 2021-1


0.730%


12/15/27


750


738

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C5


3.176%


8/15/45


2,824


2,834

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C6


2.858%


11/15/45


2,103


2,115

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7


2.918%


2/15/46


3,011


3,051

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7


3.214%


2/15/46


599


608

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8


3.134%


12/15/48


3,475


3,528

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8


3.376%


12/15/48


1,800


1,833

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9


3.102%


5/15/46


3,475


3,532

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9


3.456%


5/15/46


2,150


2,199

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10


4.075%


7/15/46


8,000


8,253

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11


4.151%


8/15/46


1,680


1,732

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11


4.351%


8/15/46


840


833

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12


4.259%


10/15/46


3,915


4,086

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13


4.039%


11/15/46


3,500


3,658

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13


4.745%


11/15/46


1,750


1,832

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14


4.064%


2/15/47


4,475


4,686

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14


4.859%


2/15/47


1,600


1,684

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16


3.477%


6/15/47


537


551

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16


3.892%


6/15/47


4,200


4,413

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16


4.332%


6/15/47


1,675


1,708

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18


3.923%


10/15/47


1,400


1,484

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18


4.456%


10/15/47


1,675


1,759

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19


3.326%


12/15/47


2,306


2,374

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19


3.526%


12/15/47


5,050


5,310

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20


3.069%


2/15/48


1,526


1,562

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20


3.249%


2/15/48


10,125


10,604

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C21


3.338%


3/15/48


2,500


2,611

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22


3.040%


4/15/48


3,953


4,048

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22


3.306%


4/15/48


4,500


4,716

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22


3.883%


4/15/48


2,875


2,956

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23


3.398%


7/15/50


1,195


1,232

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23


3.719%


7/15/50


5,775


6,158

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24


3.732%


5/15/48


4,900


5,230

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25


3.383%


10/15/48


5,179


5,335

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25


3.635%


10/15/48


5,672


6,050

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26


3.323%


10/15/48


2,895


3,001

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26


3.531%


10/15/48


4,925


5,242

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27


3.557%


12/15/47


2,266


2,353

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27


3.753%


12/15/47


3,500


3,756

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28


3.272%


1/15/49


3,548


3,657

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28


3.288%


1/15/49


2,745


2,843

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28


3.544%


1/15/49


11,975


12,739

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29


3.140%


5/15/49


1,942


2,013

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29


3.325%


5/15/49


1,250


1,324

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30


2.860%


9/15/49


11,700


12,194

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31


3.102%


11/15/49


14,200


14,996

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32


3.720%


12/15/49


13,521


14,691

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32


3.994%


12/15/49


4,625


4,983

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33


3.599%


5/15/50


8,150


8,812

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33


3.852%


5/15/50


5,200


5,582

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34


3.276%


11/15/52


5,725


6,073

3

Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34


3.536%


11/15/52


8,325


9,014

3

Morgan Stanley Capital I Trust Series 2012-C4


3.773%


3/15/45


1,365


1,365

3

Morgan Stanley Capital I Trust Series 2015-UBS8


3.809%


12/15/48


4,100


4,392

3

Morgan Stanley Capital I Trust Series 2016-BNK2


3.049%


11/15/49


5,850


6,177

3

Morgan Stanley Capital I Trust Series 2016-BNK2


3.282%


11/15/49


4,707


4,931

3

Morgan Stanley Capital I Trust Series 2016-UB11


2.782%


8/15/49


11,700


12,185

3

Morgan Stanley Capital I Trust Series 2016-UB12


3.596%


12/15/49


11,625


12,508

3

Morgan Stanley Capital I Trust Series 2016-UB12


3.778%


12/15/49


5,000


5,190

3

Morgan Stanley Capital I Trust Series 2016-UBS9


3.329%


3/15/49


1,000


1,054

3

Morgan Stanley Capital I Trust Series 2017-H1


3.530%


6/15/50


7,500


8,088

3

Morgan Stanley Capital I Trust Series 2018-H4


4.310%


12/15/51


10,000


11,313

3

Morgan Stanley Capital I Trust Series 2019-H6


3.417%


6/15/52


14,885


16,128

3

Morgan Stanley Capital I Trust Series 2019-H6


3.700%


6/15/52


1,875


2,038

3

Morgan Stanley Capital I Trust Series 2019-H7


3.261%


7/15/52


5,625


6,041

3

Morgan Stanley Capital I Trust Series 2019-L2


3.806%


3/15/52


4,100


4,460

3

Morgan Stanley Capital I Trust Series 2019-L2


4.071%


3/15/52


8,435


9,461

3

Morgan Stanley Capital I Trust Series 2019-L3


3.127%


11/15/52


10,950


11,668

3

Morgan Stanley Capital I Trust Series 2020-HR8


2.041%


7/15/53


7,595


7,490

3

Morgan Stanley Capital I Trust Series 2020-L4


2.698%


2/15/53


10,525


10,894

3

Morgan Stanley Capital I Trust Series 2020-L4


2.880%


2/15/53


1,575


1,636

3

Morgan Stanley Capital I Trust Series 2021-L6


2.444%


6/15/54


5,275


5,344

3

Morgan Stanley Capital I Trust Series 2021-L6


2.749%


6/15/54


900


919

3

Morgan Stanley Capital I Trust Series 2021-L6


2.951%


6/15/54


525


535

3

Morgan Stanley Capital I Trust Series 2021-L7


2.574%


10/15/54


10,560


10,813

3

New York City Housing Development Corp. Series 2014-8SPR


3.709%


2/15/48


150


157

3

Nissan Auto Lease Trust Series 2020-A

1.840%

1/17/23

1,250

1,252

3

Nissan Auto Lease Trust Series 2020-A

1.880%

4/15/25

1,050

1,057

3

Nissan Auto Lease Trust Series 2021-A

0.520%

8/15/24

5,025

4,999

3

Nissan Auto Lease Trust Series 2021-A

0.650%

7/15/26

1,050

1,045

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

Nissan Auto Receivables Owner Trust Series 2019-B


2.540%


12/15/25


1,850


1,889

3

Nissan Auto Receivables Owner Trust Series 2019-C


1.950%


5/15/26


2,150


2,184

3

Nissan Auto Receivables Owner Trust Series 2020-A


1.380%


12/16/24


2,020


2,031

3

Nissan Auto Receivables Owner Trust Series 2020-B


0.550%


7/15/24


2,844


2,844

3

Nissan Auto Receivables Owner Trust Series 2020-B


0.710%


2/16/27


850


847

3

Nissan Auto Receivables Owner Trust Series 2021-A


0.330%


10/15/25


6,975


6,901

3

Nissan Auto Receivables Owner Trust Series 2021-A


0.570%


9/15/27


3,300


3,232

3

PSNH Funding LLC 3 Series 2018-1

3.094%

2/1/26

999

1,021

3

PSNH Funding LLC 3 Series 2018-1

3.506%

8/1/28

1,175

1,250

3

PSNH Funding LLC 3 Series 2018-1

3.814%

2/1/35

2,825

3,210

3

Santander Drive Auto Receivables Trust Series 2020-1


4.110%


12/15/25


2,893


2,978

3

Santander Drive Auto Receivables Trust Series 2020-2


0.960%


11/15/24


1,606


1,608

3

Santander Drive Auto Receivables Trust Series 2020-2


1.460%


9/15/25


2,250


2,259

3

Santander Drive Auto Receivables Trust Series 2020-3


0.690%


3/17/25


2,240


2,241

3

Santander Drive Auto Receivables Trust Series 2020-3


1.120%


1/15/26


1,690


1,695

3

Santander Drive Auto Receivables Trust Series 2020-4


0.730%


3/17/25


1,675


1,676

3

Santander Drive Auto Receivables Trust Series 2020-4


1.010%


1/15/26


2,225


2,230

3

Santander Drive Auto Receivables Trust Series 2021-1


0.500%


4/15/25


5,700


5,694

3

Santander Drive Auto Receivables Trust Series 2021-1


0.750%


2/17/26


3,125


3,119

3

Santander Drive Auto Receivables Trust Series 2021-2


0.590%


9/15/25


1,975


1,971

3

Santander Drive Auto Receivables Trust Series 2021-2


0.900%


6/15/26


4,480


4,444

3

Santander Drive Auto Receivables Trust Series 2021-2


1.350%


7/15/27


3,900


3,855

3

Santander Drive Auto Receivables Trust Series 2021-3


0.950%


9/15/27


2,625


2,601

3

Santander Drive Auto Receivables Trust Series 2021-3


1.330%


9/15/27


3,700


3,642

3

Santander Drive Auto Receivables Trust Series 2021-4


0.880%


6/15/26


6,100


6,049

3

Santander Drive Auto Receivables Trust Series 2021-4


1.260%


2/16/27


3,175


3,136

3

Santander Drive Auto Receivables Trust Series 2021-4


1.670%


10/15/27


1,400


1,391

3

SG Commercial Mortgage Securities Trust Series 2016-C5


3.055%


10/10/48


9,000


9,344

3

Synchrony Card Funding LLC Series 2019-A2

2.340%

6/15/25

3,820

3,851

3

Synchrony Credit Card Master Note Trust Series 2018-2


3.470%


5/15/26


15,675


16,222

3

Toyota Auto Receivables Owner Trust Series 2018-A


2.520%


5/15/23


815


817

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

Toyota Auto Receivables Owner Trust Series 2018-B


3.110%


11/15/23


880


887

3

Toyota Auto Receivables Owner Trust Series 2020-A


1.680%


5/15/25


2,315


2,343

3

Toyota Auto Receivables Owner Trust Series 2020-B


1.360%


8/15/24


659


663

3

Toyota Auto Receivables Owner Trust Series 2020-C


0.440%


10/15/24


2,440


2,437

3

Toyota Auto Receivables Owner Trust Series 2020-D


0.350%


1/15/25


4,775


4,762

3

Toyota Auto Receivables Owner Trust Series 2020-D


0.470%


1/15/26


925


915

3

Toyota Auto Receivables Owner Trust Series 2021-A


0.260%


5/15/25


3,675


3,658

3

Toyota Auto Receivables Owner Trust Series 2021-A


0.390%


6/15/26


1,485


1,460

3

Toyota Auto Receivables Owner Trust Series 2021-B


0.260%


11/17/25


21,050


20,848

3

Toyota Auto Receivables Owner Trust Series 2021-B


0.530%


10/15/26


2,650


2,599

3

Toyota Auto Receivables Owner Trust Series 2021-C


0.430%


1/15/26


7,375


7,298

3

Toyota Auto Receivables Owner Trust Series 2021-C


0.720%


1/15/27


1,575


1,547

3

Toyota Auto Receivables Owner Trust Series 2021-D


0.710%


4/15/26


3,675


3,651

3

Toyota Auto Receivables Owner Trust Series 2021-D


1.020%


3/15/27


1,150


1,142

3

UBS Commercial Mortgage Trust Series 2017-C1


3.460%


6/15/50


10,100


10,765

3

UBS Commercial Mortgage Trust Series 2017-C1


3.724%


6/15/50


4,800


5,134

3

UBS Commercial Mortgage Trust Series 2017-C2


3.487%


8/15/50


8,050


8,653

3

UBS Commercial Mortgage Trust Series 2017-C2


3.740%


8/15/50


2,150


2,285

3

UBS Commercial Mortgage Trust Series 2017-C3


3.426%


8/15/50


9,700


10,331

3

UBS Commercial Mortgage Trust Series 2017-C3


3.739%


8/15/50


4,050


4,314

3

UBS Commercial Mortgage Trust Series 2017-C4


3.301%


10/15/50


6,450


6,701

3

UBS Commercial Mortgage Trust Series 2017-C4


3.563%


10/15/50


8,050


8,677

3

UBS Commercial Mortgage Trust Series 2017-C4


3.836%


10/15/50


3,562


3,799

3

UBS Commercial Mortgage Trust Series 2017-C5


3.474%


11/15/50


5,325


5,705

3

UBS Commercial Mortgage Trust Series 2017-C7


3.679%


12/15/50


8,225


8,922

3

UBS Commercial Mortgage Trust Series 2017-C7


4.061%


12/15/50


4,375


4,751

3

UBS Commercial Mortgage Trust Series 2018-C8


3.720%


2/15/51


7,900


8,604

3

UBS Commercial Mortgage Trust Series 2018-C8


3.983%


2/15/51


15,850


17,501

3

UBS Commercial Mortgage Trust Series 2018-C8


4.215%


2/15/51


4,225


4,682

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

UBS Commercial Mortgage Trust Series 2018-C9


4.117%


3/15/51


15,800


17,471

3

UBS Commercial Mortgage Trust Series 2018-C10


4.313%


5/15/51


10,475


11,783

3

UBS Commercial Mortgage Trust Series 2018-C11


4.241%


6/15/51


2,650


2,959

3

UBS Commercial Mortgage Trust Series 2018-C12


4.296%


8/15/51


5,975


6,719

3

UBS Commercial Mortgage Trust Series 2018-C12


4.587%


8/15/51


4,000


4,549

3

UBS Commercial Mortgage Trust Series 2018-C13


4.208%


10/15/51


1,098


1,140

3

UBS Commercial Mortgage Trust Series 2018-C13


4.334%


10/15/51


5,825


6,588

3

UBS Commercial Mortgage Trust Series 2018-C13


4.585%


10/15/51


1,075


1,217

3

UBS Commercial Mortgage Trust Series 2018-C14


4.448%


12/15/51


12,950


14,775

3

UBS Commercial Mortgage Trust Series 2018-C15


4.341%


12/15/51


8,975


10,195

3

UBS Commercial Mortgage Trust Series 2019-C16


3.605%


4/15/52


5,250


5,758

3

UBS Commercial Mortgage Trust Series 2019-C16


3.887%


4/15/52


1,575


1,723

3

UBS Commercial Mortgage Trust Series 2019-C17


2.921%


10/15/52


6,475


6,796

3

UBS Commercial Mortgage Trust Series 2019-C18


3.035%


12/15/52


3,800


4,020

3

UBS Commercial Mortgage Trust Series 2019-C18


3.378%


12/15/52


2,300


2,448

3

UBS-Barclays Commercial Mortgage Trust Series 2013-C5


3.185%


3/10/46


4,636


4,687

3

UBS-Barclays Commercial Mortgage Trust Series 2013-C6


3.244%


4/10/46


7,716


7,835

3

UBS-Barclays Commercial Mortgage Trust Series 2013-C6


3.469%


4/10/46


1,150


1,172

3

Verizon Master Trust Series 2021-1

0.500%

5/20/27

36,015

35,552

3

Verizon Master Trust Series 2021-2

0.990%

4/20/28

22,200

22,032

3

Verizon Owner Trust Series 2020-A

1.850%

7/22/24

10,535

10,607

3

Verizon Owner Trust Series 2020-B

0.470%

2/20/25

28,335

28,259

3

Verizon Owner Trust Series 2020-C

0.410%

4/21/25

14,090

14,011

3

Volkswagen Auto Loan Enhanced Trust Series 2020-1


0.980%


11/20/24


1,441


1,443

3

Volkswagen Auto Loan Enhanced Trust Series 2021-1


1.020%


6/22/26


7,625


7,626

3

Volkswagen Auto Loan Enhanced Trust Series 2021-1


1.260%


10/20/28


1,050


1,050

3

Wells Fargo Commercial Mortgage Trust Series 2012-LC5


2.918%


10/15/45


8,416


8,477

3

Wells Fargo Commercial Mortgage Trust Series 2014-LC16


3.477%


8/15/50


542


557

3

Wells Fargo Commercial Mortgage Trust Series 2014-LC16


3.817%


8/15/50


23,025


24,169

3

Wells Fargo Commercial Mortgage Trust Series 2014-LC16


4.020%


8/15/50


550


562

3

Wells Fargo Commercial Mortgage Trust Series 2014-LC18


3.244%


12/15/47


1,157


1,190

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

Wells Fargo Commercial Mortgage Trust Series 2014-LC18


3.271%


12/15/47


1,198


1,200

3

Wells Fargo Commercial Mortgage Trust Series 2014-LC18


3.405%


12/15/47


5,650


5,941

3

Wells Fargo Commercial Mortgage Trust Series 2014-LC18


3.808%


12/15/47


2,850


2,996

3

Wells Fargo Commercial Mortgage Trust Series 2015-C26


2.991%


2/15/48


3,641


3,735

3

Wells Fargo Commercial Mortgage Trust Series 2015-C26


3.166%


2/15/48


3,150


3,292

3

Wells Fargo Commercial Mortgage Trust Series 2015-C26


3.580%


2/15/48


2,275


2,358

3

Wells Fargo Commercial Mortgage Trust Series 2015-C27


3.190%


2/15/48


9,459


9,754

3

Wells Fargo Commercial Mortgage Trust Series 2015-C28


3.540%


5/15/48


8,500


9,000

3

Wells Fargo Commercial Mortgage Trust Series 2015-C28


3.872%


5/15/48


1,619


1,712

3

Wells Fargo Commercial Mortgage Trust Series 2015-C29


3.400%


6/15/48


3,948


4,081

3

Wells Fargo Commercial Mortgage Trust Series 2015-C29


3.637%


6/15/48


8,500


9,035

3

Wells Fargo Commercial Mortgage Trust Series 2015-LC20


2.978%


4/15/50


990


1,016

3

Wells Fargo Commercial Mortgage Trust Series 2015-LC20


3.184%


4/15/50


14,401


15,084

3

Wells Fargo Commercial Mortgage Trust Series 2015-LC20


3.719%


4/15/50


2,850


2,950

3

Wells Fargo Commercial Mortgage Trust Series 2015-LC22


3.571%


9/15/58


1,749


1,816

3

Wells Fargo Commercial Mortgage Trust Series 2015-LC22


3.839%


9/15/58


3,425


3,678

3

Wells Fargo Commercial Mortgage Trust Series 2015-LC22


4.207%


9/15/58


2,925


3,141

3

Wells Fargo Commercial Mortgage Trust Series 2015-NXS1


2.632%


5/15/48


332


332

3

Wells Fargo Commercial Mortgage Trust Series 2015-NXS1


2.934%


5/15/48


2,398


2,446

3

Wells Fargo Commercial Mortgage Trust Series 2015-NXS1


3.148%


5/15/48


2,275


2,379

3

Wells Fargo Commercial Mortgage Trust Series 2015-P2


3.656%


12/15/48


3,806


3,961

3

Wells Fargo Commercial Mortgage Trust Series 2015-P2


3.809%


12/15/48


2,950


3,175

3

Wells Fargo Commercial Mortgage Trust Series 2015-SG1


3.789%


9/15/48


10,237


10,786

3

Wells Fargo Commercial Mortgage Trust Series 2016-BNK1


2.652%


8/15/49


13,850


14,346

3

Wells Fargo Commercial Mortgage Trust Series 2016-BNK1


2.814%


8/15/49


1,800


1,823

3

Wells Fargo Commercial Mortgage Trust Series 2016-C32


3.324%


1/15/59


2,535


2,623

3

Wells Fargo Commercial Mortgage Trust Series 2016-C32


3.560%


1/15/59


6,700


7,162

3

Wells Fargo Commercial Mortgage Trust Series 2016-C33


3.426%


3/15/59


2,350


2,503

3

Wells Fargo Commercial Mortgage Trust Series 2016-C34


3.096%


6/15/49


4,700


4,896

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

Wells Fargo Commercial Mortgage Trust Series 2016-C36


2.807%


11/15/59


2,800


2,878

3

Wells Fargo Commercial Mortgage Trust Series 2016-C37


3.794%


12/15/49


4,675


5,093

3

Wells Fargo Commercial Mortgage Trust Series 2016-LC24


2.825%


10/15/49


4,823


4,964

3

Wells Fargo Commercial Mortgage Trust Series 2016-LC24


2.942%


10/15/49


9,053


9,502

3

Wells Fargo Commercial Mortgage Trust Series 2016-LC25


3.640%


12/15/59


1,530


1,655

3

Wells Fargo Commercial Mortgage Trust Series 2016-NXS6


2.918%


11/15/49


1,160


1,214

3

Wells Fargo Commercial Mortgage Trust Series 2017-C38


3.453%


7/15/50


11,445


12,351

3

Wells Fargo Commercial Mortgage Trust Series 2017-C38


3.665%


7/15/50


3,243


3,471

3

Wells Fargo Commercial Mortgage Trust Series 2017-C39


3.418%


9/15/50


9,675


10,427

3

Wells Fargo Commercial Mortgage Trust Series 2017-C39


3.702%


9/15/50


5,375


5,771

3

Wells Fargo Commercial Mortgage Trust Series 2017-C40


3.317%


10/15/50


5,350


5,680

3

Wells Fargo Commercial Mortgage Trust Series 2017-C40


3.581%


10/15/50


8,025


8,698

3

Wells Fargo Commercial Mortgage Trust Series 2017-C40


3.854%


10/15/50


2,150


2,314

3

Wells Fargo Commercial Mortgage Trust Series 2017-C41


3.472%


11/15/50


13,300


14,344

3

Wells Fargo Commercial Mortgage Trust Series 2017-C42


3.330%


12/15/50


4,815


5,127

3

Wells Fargo Commercial Mortgage Trust Series 2017-RB1


3.635%


3/15/50


8,600


9,334

3

Wells Fargo Commercial Mortgage Trust Series 2017-RC1


3.631%


1/15/60


8,500


9,224

3

Wells Fargo Commercial Mortgage Trust Series 2018-C43


4.012%


3/15/51


15,825


17,577

3

Wells Fargo Commercial Mortgage Trust Series 2018-C43


4.152%


3/15/51


2,742


3,022

3

Wells Fargo Commercial Mortgage Trust Series 2018-C44


4.212%


5/15/51


10,550


11,845

3

Wells Fargo Commercial Mortgage Trust Series 2018-C45


4.184%


6/15/51


10,125


11,372

3

Wells Fargo Commercial Mortgage Trust Series 2018-C46


4.152%


8/15/51


6,100


6,839

3

Wells Fargo Commercial Mortgage Trust Series 2018-C47


4.442%


9/15/61


10,600


12,097

3

Wells Fargo Commercial Mortgage Trust Series 2018-C48


4.302%


1/15/52


4,051


4,605

3

Wells Fargo Commercial Mortgage Trust Series 2019-C49


4.023%


3/15/52


13,225


14,843

3

Wells Fargo Commercial Mortgage Trust Series 2019-C50


3.729%


5/15/52


7,650


8,443

3

Wells Fargo Commercial Mortgage Trust Series 2019-C51


3.311%


6/15/52


11,175


12,051

3

Wells Fargo Commercial Mortgage Trust Series 2019-C52


2.892%


8/15/52


2,825


2,971

3

Wells Fargo Commercial Mortgage Trust Series 2019-C52


3.143%


8/15/52


4,750


5,011

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

Wells Fargo Commercial Mortgage Trust Series 2019-C53


3.040%


10/15/52


10,700


11,378

3

Wells Fargo Commercial Mortgage Trust Series 2019-C54


3.146%


12/15/52


6,405


6,862

3

Wells Fargo Commercial Mortgage Trust Series 2020-C55


2.725%


2/15/53


9,475


9,861

3

Wells Fargo Commercial Mortgage Trust Series 2020-C56


2.448%


6/15/53


2,250


2,296

3

Wells Fargo Commercial Mortgage Trust Series 2020-C58


2.092%


7/15/53


2,775


2,754

3

Wells Fargo Commercial Mortgage Trust Series 2021-C59


2.626%


4/15/54


5,820


6,020

3

WFRBS Commercial Mortgage Trust Series 2012-C7


3.431%


6/15/45


4,584


4,595

3

WFRBS Commercial Mortgage Trust Series 2012-C7


4.090%


6/15/45


4,400


4,403

3

WFRBS Commercial Mortgage Trust Series 2012-C8


3.001%


8/15/45


2,709


2,712

3

WFRBS Commercial Mortgage Trust Series 2012-C9


2.870%


11/15/45


5,227


5,265

3

WFRBS Commercial Mortgage Trust Series 2012-C10


2.875%


12/15/45


10,900


11,002

3

WFRBS Commercial Mortgage Trust Series 2013-C11


3.071%


3/15/45


4,104


4,160

3

WFRBS Commercial Mortgage Trust Series 2013-C12


3.560%


3/15/48


820


838

3

WFRBS Commercial Mortgage Trust Series 2013-C13


3.001%


5/15/45


3,436


3,497

3

WFRBS Commercial Mortgage Trust Series 2013-C13


3.345%


5/15/45


673


685

3

WFRBS Commercial Mortgage Trust Series 2013-C14


3.337%


6/15/46


6,000


6,163

3

WFRBS Commercial Mortgage Trust Series 2013-C14


3.488%


6/15/46


3,000


3,063

3

WFRBS Commercial Mortgage Trust Series 2013-C15


3.720%


8/15/46


314


320

3

WFRBS Commercial Mortgage Trust Series 2013-C15


4.153%


8/15/46


4,470


4,619

3

WFRBS Commercial Mortgage Trust Series 2013-C15


4.358%


8/15/46


1,120


1,156

3

WFRBS Commercial Mortgage Trust Series 2013-C16


3.963%


9/15/46


471


482

3

WFRBS Commercial Mortgage Trust Series 2013-C16


4.415%


9/15/46


1,250


1,303

3

WFRBS Commercial Mortgage Trust Series 2013-C16


4.668%


9/15/46


2,100


2,205

3

WFRBS Commercial Mortgage Trust Series 2013-C17


3.558%


12/15/46


452


463

3

WFRBS Commercial Mortgage Trust Series 2013-C17


4.023%


12/15/46


1,450


1,510

3

WFRBS Commercial Mortgage Trust Series 2013-C17


4.255%


12/15/46


1,150


1,197

3

WFRBS Commercial Mortgage Trust Series 2013-C17


4.788%


12/15/46


1,150


1,202

3

WFRBS Commercial Mortgage Trust Series 2013-C18


4.162%


12/15/46


5,010


5,256

3

WFRBS Commercial Mortgage Trust Series 2013-C18


4.387%


12/15/46


575


603

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

WFRBS Commercial Mortgage Trust Series 2013-C18


4.862%


12/15/46


862


892

3

WFRBS Commercial Mortgage Trust Series 2013-UBS1


4.079%


3/15/46


2,340


2,448

3

WFRBS Commercial Mortgage Trust Series 2013-UBS1


5.039%


3/15/46


575


605

3

WFRBS Commercial Mortgage Trust Series 2014-C19


3.618%


3/15/47


415


426

3

WFRBS Commercial Mortgage Trust Series 2014-C19


3.660%


3/15/47


860


861

3

WFRBS Commercial Mortgage Trust Series 2014-C19


4.101%


3/15/47


2,825


2,969

3

WFRBS Commercial Mortgage Trust Series 2014-C19


4.723%


3/15/47


950


986

3

WFRBS Commercial Mortgage Trust Series 2014-C20


3.638%


5/15/47


506


521

3

WFRBS Commercial Mortgage Trust Series 2014-C20


3.723%


5/15/47


1,719


1,758

3

WFRBS Commercial Mortgage Trust Series 2014-C20


3.995%


5/15/47


1,675


1,754

3

WFRBS Commercial Mortgage Trust Series 2014-C20


4.176%


5/15/47


1,675


1,759

3

WFRBS Commercial Mortgage Trust Series 2014-C21


3.410%


8/15/47


1,368


1,421

3

WFRBS Commercial Mortgage Trust Series 2014-C21


3.678%


8/15/47


4,000


4,198

3

WFRBS Commercial Mortgage Trust Series 2014-C22


3.752%


9/15/57


8,200


8,619

3

WFRBS Commercial Mortgage Trust Series 2014-C22


4.371%


9/15/57


1,675


1,760

3

WFRBS Commercial Mortgage Trust Series 2014-C23


3.636%


10/15/57


1,773


1,831

3

WFRBS Commercial Mortgage Trust Series 2014-C23


3.917%


10/15/57


1,675


1,778

3

WFRBS Commercial Mortgage Trust Series 2014-C23


4.210%


10/15/57


1,125


1,191

3

WFRBS Commercial Mortgage Trust Series 2014-C24


3.428%


11/15/47


1,084


1,133

3

WFRBS Commercial Mortgage Trust Series 2014-C24


3.607%


11/15/47


2,860


3,008

3

WFRBS Commercial Mortgage Trust Series 2014-C25


3.631%


11/15/47


3,050


3,213

3

WFRBS Commercial Mortgage Trust Series 2014-LC14


3.522%


3/15/47


1,154


1,179

3

WFRBS Commercial Mortgage Trust Series 2014-LC14


4.045%


3/15/47


6,720


7,034

3

WFRBS Commercial Mortgage Trust Series 2014-LC14


4.351%


3/15/47


2,800


2,934

3

World Omni Auto Receivables Trust Series 2019-C


1.960%


12/16/24


4,644


4,680

3

World Omni Auto Receivables Trust Series 2019-C


2.030%


12/15/25


1,705


1,736

3

World Omni Auto Receivables Trust Series 2020-A


1.700%


1/17/23


2,765


2,780

3

World Omni Auto Receivables Trust Series 2020-A


1.790%


6/16/25


1,575


1,588

3

World Omni Auto Receivables Trust Series 2020-B


0.630%


5/15/25


2,795


2,797

１．iシェアーズ・コア S&P 500 ETF






Maturity

Face Amount

Market Value



Coupon

Date

($000)

($000)

3

World Omni Auto Receivables Trust Series 2020-B


0.820%


1/15/26


615


613

3

World Omni Auto Receivables Trust Series 2020-C


0.480%


11/17/25


3,100


3,092

3

World Omni Auto Receivables Trust Series 2020-C


0.610%


10/15/26


1,125


1,115

3

World Omni Auto Receivables Trust Series 2021-A


0.300%


1/15/26


3,275


3,256

3

World Omni Auto Receivables Trust Series 2021-A


0.480%


9/15/26


875


859

3

World Omni Auto Receivables Trust Series 2021-B


0.420%


6/15/26


5,035


4,978

3

World Omni Auto Receivables Trust Series 2021-C


0.440%


8/17/26


5,275


5,215

3

World Omni Auto Receivables Trust Series 2021-C


0.640%


9/15/27


1,850


1,814

3

World Omni Auto Receivables Trust Series 2021-D


0.810%


10/15/26


5,200


5,171

3

World Omni Auto Receivables Trust Series 2021-D


1.100%


11/15/27


3,175


3,162

3

World Omni Automobile Lease Securitization Trust Series 2020-B


0.450%


2/15/24


5,625


5,601

3

World Omni Automobile Lease Securitization Trust Series 2020-B


0.520%


2/17/26


1,125


1,120

3

World Omni Automobile Lease Securitization Trust Series 2021-A


0.420%


8/15/24


2,900


2,877

3

World Omni Automobile Lease Securitization Trust Series 2021-A


0.500%


11/16/26


1,050


1,037

3

World Omni Select Auto Trust Series 2020-A

0.550%

7/15/25

840

840

3

World Omni Select Auto Trust Series 2021-A

0.530%

3/15/27

1,850

1,835

１．iシェアーズ・コア S&P 500 ETF

Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,886,018) 8,073,507 Corporate Bonds (28.3%)

Communications (2.6%)

Activision Blizzard Inc.

3.400%

9/15/26

12,666

13,568

Activision Blizzard Inc.

3.400%

6/15/27

3,352

3,602

Activision Blizzard Inc.

1.350%

9/15/30

7,000

6,467

Activision Blizzard Inc.

4.500%

6/15/47

6,852

8,237

Activision Blizzard Inc.

2.500%

9/15/50

17,975

15,778

Alphabet Inc.

0.450%

8/15/25

11,286

11,029

Alphabet Inc.

1.998%

8/15/26

10,022

10,342

Alphabet Inc.

0.800%

8/15/27

14,376

13,859

Alphabet Inc.

1.100%

8/15/30

27,986

26,366

Alphabet Inc.

1.900%

8/15/40

17,885

16,301

Alphabet Inc.

2.050%

8/15/50

29,649

26,586

Alphabet Inc.

2.250%

8/15/60

23,644

21,132

America Movil SAB de CV

3.625%

4/22/29

8,912

9,640

America Movil SAB de CV

2.875%

5/7/30

4,375

4,527

America Movil SAB de CV

6.375%

3/1/35

16,953

23,430

America Movil SAB de CV

6.125%

11/15/37

6,308

8,562

America Movil SAB de CV

6.125%

3/30/40

21,901

30,299

America Movil SAB de CV

4.375%

7/16/42

15,901

18,813

America Movil SAB de CV

4.375%

4/22/49

20,021

24,351

AT&T Inc.

2.625%

12/1/22

1,727

1,750

AT&T Inc.

4.050%

12/15/23

6,583

6,964

AT&T Inc.

3.800%

3/1/24

150

158

AT&T Inc.

0.900%

3/25/24

27,490

27,381





Maturity

Face Amount

Market Value

Coupon

Date

($000)

($000)


AT&T Inc.

4.450%

4/1/24

21,598

23,064


AT&T Inc.

3.950%

1/15/25

21,793

23,314


AT&T Inc.

3.400%

5/15/25

29,697

31,423


AT&T Inc.

3.600%

7/15/25

15,068

16,079


AT&T Inc.

4.125%

2/17/26

32,410

35,331


AT&T Inc.

1.700%

3/25/26

42,186

42,012


AT&T Inc.

2.950%

7/15/26

300

314


AT&T Inc.

3.800%

2/15/27

15,749

17,122


AT&T Inc.

4.250%

3/1/27

20,517

22,769


AT&T Inc.

2.300%

6/1/27

28,537

29,084


AT&T Inc.

1.650%

2/1/28

24,683

24,173

3

AT&T Inc.

4.100%

2/15/28

18,579

20,651


AT&T Inc.

4.350%

3/1/29

40,330

45,377

3

AT&T Inc.

4.300%

2/15/30

41,016

46,210


AT&T Inc.

2.750%

6/1/31

37,930

38,679


AT&T Inc.

2.250%

2/1/32

34,592

33,470


AT&T Inc.

2.550%

12/1/33

50,056

49,021


AT&T Inc.

6.150%

9/15/34

1,675

2,186


AT&T Inc.

4.500%

5/15/35

30,248

34,909


AT&T Inc.

5.250%

3/1/37

25,071

31,015


AT&T Inc.

4.900%

8/15/37

16,340

19,663


AT&T Inc.

4.850%

3/1/39

26,348

31,478


AT&T Inc.

5.350%

9/1/40

20,807

26,308


AT&T Inc.

3.500%

6/1/41

32,630

33,577


AT&T Inc.

5.550%

8/15/41

22,306

29,113


AT&T Inc.

5.150%

3/15/42

8,606

10,660


AT&T Inc.

4.900%

6/15/42

10,952

13,149


AT&T Inc.

4.300%

12/15/42

21,919

24,720


AT&T Inc.

3.100%

2/1/43

26,660

25,819


AT&T Inc.

4.650%

6/1/44

14,122

16,571


AT&T Inc.

4.350%

6/15/45

16,059

18,173


AT&T Inc.

4.750%

5/15/46

29,987

36,250

3

AT&T Inc.

5.150%

11/15/46

11,024

14,033


AT&T Inc.

5.450%

3/1/47

19,186

25,154


AT&T Inc.

4.500%

3/9/48

28,568

33,342


AT&T Inc.

4.550%

3/9/49

13,317

15,697


AT&T Inc.

5.150%

2/15/50

22,022

28,248


AT&T Inc.

Document Metadata

Filed: June 14th, 2018