有価証券報告書(内国投資信託受益証券)-第37期(平成28年4月16日-平成28年10月17日)

(4)【附属明細表】(平成28年10月17日現在)

第1 有価証券明細表
① 株式
該当事項はありません。

② 株式以外の有価証券
種 類	通 貨	銘 柄	券面総額又は口数	評価額	備考
国債証券	アメリカ・ドル	US TREASURY N/B 1.125 2019/12/31	52,730,000.00	52,842,842.20
		US TREASURY N/B 1.125 2020/03/31	12,660,000.00	12,666,836.40
		US TREASURY N/B 1.875 2021/11/30	43,850,000.00	44,976,945.00
		US TREASURY N/B 2 2020/11/30	28,230,000.00	29,097,790.20
		US TREASURY N/B 2.375 2024/08/15	6,000,000.00	6,312,420.00
		US TREASURY N/B 2.75 2042/08/15	16,040,000.00	16,760,516.80
		US TREASURY N/B 3.75 2043/11/15	20,380,000.00	25,466,236.60
		US TREASURY N/B 4.5 2036/02/15	3,300,000.00	4,506,414.00
	アメリカ・ドル 小計		183,190,000.00	192,630,001.20
				(20,081,677,625)
国債証券 合計				20,081,677,625
				(20,081,677,625)
地方債証券	アメリカ・ドル	CA TXB-VAR PURP 7.5 2034/04/01	1,210,000.00	1,789,178.60
		N TX HWY-TXB-B 6.718 2049/01/01	1,965,000.00	2,949,347.10
		OH UNIV-TXB-C-BABS 4.91 2040/06/01	1,450,000.00	1,786,516.00
	アメリカ・ドル 小計		4,625,000.00	6,525,041.70
				(680,235,597)
地方債証券 合計				680,235,597
				(680,235,597)
特殊債券	アメリカ・ドル	ELECTRICITE DE FRANCE 5.6 2040/01/27	500,000.00	566,675.00
		ELECTRICITE DE FRANCE 6.95 2039/01/26	3,225,000.00	4,249,453.50
		FHLMC G60183 4 2044/12/01	1,867,141.73	2,011,266.40
		FHLMC Q27018 4.5 2044/07/01	169,797.15	188,410.31
		FHLMC Q28032 4.5 2044/08/01	324,863.62	360,478.41
		FHLMC Q29422 4.5 2044/11/01	97,024.00	107,711.19
		FHLMC Q32223 4.5 2045/03/01	87,559.72	97,270.09
		FHLMC A00074 7.5 2020/01/01	59.67	60.10
		FHLMC G01074 7.5 2029/10/01	85,703.54	101,684.67
		FHLMC G01461 6 2032/10/01	1,995.06	2,296.25
		FHLMC GOLD A19332 5.5 2034/03/01	1,069,673.75	1,245,538.81
		FHLMC GOLD A19517 5.5 2034/03/01	583,571.12	671,871.26
		FHLMC GOLD A19630 5.5 2034/03/01	890,243.05	1,005,298.06
		FHLMC GOLD A19646 5.5 2034/03/01	1,969,056.15	2,292,355.47
		FHLMC GOLD A23445 5 2034/06/01	56,788.37	63,391.72
		FHLMC GOLD G07321 3.5 2043/04/01	371,260.33	397,831.43
		FHLMC GOLD G11752 5.5 2020/07/01	831.16	881.94
		FHLMC GOLD J06128 6 2021/09/01	7,648.43	8,271.54
		FHLMC GOLD Q00500 4.5 2041/04/01	13,009,063.29	14,297,741.09
		FHLMC GOLD Q14035 3.5 2042/12/01	362,027.90	387,938.23
		FHLMC TBA 3.5 2046/11/01	10,000,000.00	10,502,900.00
		FNMA 250675 8 2026/09/01	6,838.67	7,627.23
		FNMA 251625 6.5 2018/03/01	666.30	769.50
		FNMA 252207 6.5 2019/01/01	1,823.33	2,105.74
		FNMA 252210 6.5 2019/02/01	228.53	263.92
		FNMA 254384 7 2017/06/01	176.47	178.49
		FNMA 254847 7 2033/06/01	16,058.62	17,268.95
		FNMA 254974 7 2033/10/01	14,277.32	16,310.41
		FNMA 255613 4.5 2034/12/01	12,699.32	13,974.33
		FNMA 255840 4.5 2020/09/01	229,271.11	237,705.96
		FNMA 256028 4.5 2020/12/01	93,047.88	96,069.14
		FNMA 256082 4.5 2021/01/01	42,907.23	44,324.45
		FNMA 257351 6.5 2038/09/01	52,607.46	60,755.82
		FNMA 257577 6 2029/01/01	62,957.71	72,802.40
		FNMA 313637 8 2027/07/01	4,523.12	5,211.08
		FNMA 357867 5 2020/07/01	156,028.43	164,430.54
		FNMA 555199 7 2032/11/01	1,682.48	1,832.74
		FNMA 648596 7.5 2032/06/01	1,192.46	1,238.39
		FNMA 650189 6 2017/09/01	109.98	111.60
		FNMA 655189 9 2032/04/01	30,234.85	32,351.59
		FNMA 678007 6 2032/09/01	10,472.61	12,277.14
		FNMA 688770 7.5 2033/02/01	86,556.31	93,886.76
		FNMA 689002 5.5 2018/04/01	4,560.45	4,662.51
		FNMA 694046 7.5 2033/03/01	105,013.51	121,096.32
		FNMA 694047 8 2033/03/01	15,321.08	15,633.93
		FNMA 694770 7 2033/04/01	7,427.91	8,343.10
		FNMA 709458 7 2033/07/01	2,179.25	2,432.95
		FNMA 721344 5 2018/06/01	328.19	337.67
		FNMA 724439 9 2027/01/01	104,822.16	119,298.10
		FNMA 725161 6.5 2034/02/01	1,300,261.38	1,570,923.64
		FNMA 725537 5 2019/06/01	13,111.53	13,575.80
		FNMA 727421 5 2018/09/01	696.29	715.62
		FNMA 729379 6 2033/08/01	3,396.31	3,984.89
		FNMA 740238 6 2033/09/01	9,106.79	10,447.12
		FNMA 744239 6.5 2033/10/01	900,663.40	1,040,167.15
		FNMA 745279 5 2021/02/01	7,326.31	7,680.75
		FNMA 745875 6.5 2036/09/01	13,587.47	15,697.18
		FNMA 745885 6 2036/10/01	73,139.95	84,113.13
		FNMA 745948 6.5 2036/10/01	35,970.56	41,542.04
		FNMA 747587 7 2033/11/01	152,100.81	176,354.80
		FNMA 751808 6.5 2033/10/01	144,717.93	167,133.28
		FNMA 751965 6.5 2033/11/01	23,048.48	26,618.45
		FNMA 753086 6 2033/12/01	75,262.28	87,301.22
		FNMA 754772 7 2034/01/01	7,412.24	7,453.60
		FNMA 767621 5 2019/02/01	270.88	278.40
		FNMA 771948 5.5 2019/02/01	4,032.90	4,146.99
		FNMA 773979 5.5 2034/03/01	1,242,323.05	1,438,374.05
		FNMA 784179 4.5 2034/06/01	20,316.39	22,231.00
		FNMA 800971 5 2019/11/01	744.66	781.23
		FNMA 806713 4.5 2035/01/01	3,735.96	4,107.72
		FNMA 810242 4.5 2035/01/01	59,347.26	65,187.03
		FNMA 811532 4.5 2020/12/01	91,111.73	94,522.03
		FNMA 813775 6 2035/02/01	14,279.84	16,550.47
		FNMA 816411 4.5 2020/07/01	37,307.46	38,214.76
		FNMA 820495 5 2020/06/01	132,381.38	136,057.60
		FNMA 825900 4.5 2020/10/01	67,767.04	70,131.43
		FNMA 825925 5 2020/10/01	1,997.04	2,052.49
		FNMA 826606 4.5 2020/08/01	189,733.29	194,398.83
		FNMA 826737 4.5 2020/08/01	155,453.92	160,854.38
		FNMA 828443 4.5 2020/07/01	87,656.63	89,794.57
		FNMA 828647 4.5 2020/08/01	27,303.71	27,969.63
		FNMA 829037 4.5 2020/07/01	48,939.41	50,250.98
		FNMA 829054 4.5 2020/08/01	15,849.82	16,397.11
		FNMA 829068 4.5 2020/08/01	88,842.46	91,546.82
		FNMA 830625 5 2020/07/01	30,065.52	30,900.43
		FNMA 830642 4.5 2020/08/01	129,339.60	133,020.60
		FNMA 831130 4.5 2020/10/01	97,134.41	99,506.43
		FNMA 831287 6 2036/01/01	13,931.93	16,054.17
		FNMA 831679 6.5 2036/08/01	839.68	969.73
		FNMA 831759 6 2026/09/01	4,784.20	5,488.33
		FNMA 833036 4.5 2020/09/01	100,727.54	103,762.46
		FNMA 833882 5 2020/07/01	18,613.26	19,145.22
		FNMA 835222 4.5 2020/08/01	257,084.60	266,527.30
		FNMA 836381 4.5 2020/10/01	105,484.53	108,380.07
		FNMA 837165 4.5 2020/11/01	56,109.68	58,209.86
		FNMA 837220 4.5 2020/08/01	141,516.89	146,563.34
		FNMA 837578 4.5 2020/08/01	86,222.22	88,545.02
		FNMA 838579 6.5 2035/10/01	77,579.59	89,595.89
		FNMA 840574 4.5 2020/10/01	95,424.27	98,964.51
		FNMA 842732 4.5 2020/10/01	109,807.87	112,533.27
		FNMA 843098 4.5 2020/10/01	36,306.90	37,191.32
		FNMA 843793 4.5 2020/10/01	11,521.02	11,809.04
		FNMA 844290 6 2020/11/01	182,956.49	193,304.48
		FNMA 844579 6 2020/12/01	29,126.04	30,557.29
		FNMA 845127 4.5 2020/12/01	95,959.30	99,418.62
		FNMA 848351 4.5 2020/11/01	146,680.38	151,795.12
		FNMA 850102 4.5 2020/09/01	51,326.09	52,579.47
		FNMA 850877 4.5 2020/12/01	151,577.95	156,185.91
		FNMA 850906 4.5 2020/12/01	1,105.01	1,143.55
		FNMA 851469 4.5 2036/01/01	54,435.55	59,857.33
		FNMA 851529 4.5 2036/02/01	40,701.54	44,537.25
		FNMA 852737 5 2021/01/01	10,325.81	10,802.65
		FNMA 866569 4.5 2021/01/01	158,566.24	163,786.24
		FNMA 868694 4.5 2021/04/01	21,813.83	22,345.65
		FNMA 870822 6 2036/10/01	12,596.97	14,476.68
		FNMA 882566 6 2036/07/01	1,232.98	1,414.44
		FNMA 885064 5 2021/05/01	7,555.65	7,905.62
		FNMA 885298 6 2036/07/01	1,082.71	1,251.15
		FNMA 887678 6 2036/08/01	141,676.64	162,657.53
		FNMA 888268 6 2037/03/01	597,538.19	687,192.72
		FNMA 889495 6.5 2038/03/01	10,032.00	12,318.19
		FNMA 891436 6 2036/03/01	408,963.18	470,835.15
		FNMA 892499 6 2036/08/01	16,132.55	18,551.62
		FNMA 893291 6.5 2036/08/01	7,454.13	8,608.70
		FNMA 893938 5 2021/10/01	23,354.80	24,113.83
		FNMA 896538 6.5 2036/09/01	51,379.85	62,099.22
		FNMA 897144 6 2036/09/01	29,533.31	33,880.01
		FNMA 897402 6 2036/07/01	81,134.86	93,331.84
		FNMA 898140 5 2021/08/01	4,840.36	4,974.77
		FNMA 898540 6.5 2036/09/01	17,958.84	21,786.40
		FNMA 898565 6.5 2036/10/01	988.05	1,141.08
		FNMA 899898 6.5 2036/09/01	26,984.66	32,091.23
		FNMA 900527 6 2036/09/01	398,015.40	457,630.10
		FNMA 900951 6.5 2036/09/01	38,486.84	44,448.06
		FNMA 900984 6.5 2036/09/01	29,244.05	33,773.66
		FNMA 903760 6 2022/01/01	132,458.16	140,821.56
		FNMA 905107 6 2037/01/01	4,123.13	4,729.97
		FNMA 907250 6 2036/12/01	14,712.78	16,924.55
		FNMA 907746 6 2037/01/01	67,177.58	77,277.05
		FNMA 908775 6 2037/01/01	9,263.72	10,627.15
		FNMA 920424 6 2036/11/01	11,871.22	13,656.04
		FNMA 930325 6.5 2038/11/01	398.53	460.25
		FNMA 933922 6.5 2038/05/01	27,215.92	31,431.39
		FNMA 934757 6 2039/02/01	4,281.94	4,915.83
		FNMA 935051 6 2039/03/01	7,055.71	8,094.16
		FNMA 956501 6.5 2038/01/01	166,605.40	192,410.90
		FNMA 962455 6.5 2038/04/01	160,776.88	185,679.61
		FNMA 965089 6.5 2038/09/01	1,401.74	1,618.85
		FNMA 965537 6.5 2038/01/01	804,313.46	928,893.55
		FNMA 966478 6.5 2038/01/01	50,328.91	60,944.78
		FNMA 967124 6.5 2038/01/01	9,717.72	11,222.89
		FNMA 967147 6.5 2038/01/01	402,024.80	464,294.40
		FNMA 967162 6.5 2038/01/01	753,790.52	922,820.48
		FNMA 967416 6.5 2038/01/01	180,738.74	208,733.35
		FNMA 968000 6.5 2038/01/01	420,571.82	485,714.18
		FNMA 968156 6.5 2038/01/01	33,532.59	40,950.66
		FNMA 968774 6.5 2038/01/01	145,440.11	167,967.32
		FNMA 973310 6.5 2038/02/01	12,066.19	13,935.12
		FNMA 974321 6 2033/01/01	323,478.19	375,554.93
		FNMA 981045 6.5 2038/04/01	25,097.90	28,985.31
		FNMA 987105 6.5 2038/09/01	103,485.71	119,514.61
		FNMA 987177 6.5 2038/12/01	51,831.18	59,859.31
		FNMA 991474 6.5 2038/10/01	19,499.91	23,329.30
		FNMA 991548 6.5 2038/11/01	24,677.64	28,499.95
		FNMA 995062 5 2038/02/01	55,216.47	61,454.27
		FNMA AA0679 6.5 2038/12/01	19,186.03	22,157.75
		FNMA AA1323 6 2032/11/01	82,885.03	96,067.87
		FNMA AB9369 3.5 2043/05/01	723,413.93	765,603.43
		FNMA AD8536 5 2040/08/01	9,707,036.67	10,799,854.85
		FNMA AE0984 4.5 2041/02/01	31,083.05	34,187.31
		FNMA AE1839 5 2040/08/01	1,777,940.56	1,977,869.97
		FNMA AE5441 5 2040/10/01	1,741,151.50	1,936,978.80
		FNMA AE5932 6 2038/11/01	109,599.43	126,987.37
		FNMA AH6797 5 2041/03/01	4,936,846.62	5,492,636.81
		FNMA AI9135 3.5 2042/10/01	1,040,759.13	1,109,678.19
		FNMA AJ8780 4.5 2041/12/01	102,481.24	112,216.95
		FNMA AL0065 4.5 2041/04/01	541,343.51	595,288.39
		FNMA AL0215 4.5 2041/04/01	592,861.95	652,171.85
		FNMA AL1107 4.5 2041/11/01	1,828,146.31	2,011,088.91
		FNMA AL3967 4.5 2042/08/01	50,086.04	55,040.55
		FNMA AL5713 4.5 2042/10/01	839,135.28	920,564.96
		FNMA AL6818 4.5 2044/08/01	584,550.32	640,205.35
		FNMA AL6919 5.5 2038/01/01	5,907,474.32	6,722,469.47
		FNMA AL7510 3.5 2045/10/01	2,803,906.68	2,984,085.72
		FNMA AL7706 3.5 2045/11/01	2,796,962.28	2,976,751.01
		FNMA AL7828 4.5 2044/11/01	4,408,409.80	4,883,989.04
		FNMA AQ9302 3.5 2043/01/01	2,984,195.23	3,150,892.37
		FNMA AT2727 3.5 2043/05/01	728,422.36	780,876.05
		FNMA AT2746 3.5 2043/05/01	709,709.96	751,100.24
		FNMA AU1625 3.5 2043/07/01	1,524,294.08	1,613,190.91
		FNMA AU9553 4 2043/10/01	753,190.65	807,126.63
		FNMA AV7020 3.5 2044/10/01	872,895.59	930,559.07
		FNMA AW7089 4.5 2044/07/01	274,957.17	304,798.27
		FNMA AX5472 3.5 2045/08/01	975,447.58	1,039,924.66
		FNMA AX5489 3.5 2045/10/01	942,115.65	1,004,389.49
		FNMA AY0773 3.5 2045/03/01	679,247.87	715,872.91
		FNMA AY8222 4.5 2045/05/01	409,949.18	454,637.74
		FNMA BC0157 3.5 2046/01/01	2,942,099.04	3,129,893.22
		FNMA TBA 4 2046/11/01	1,000,000.00	1,070,620.00
		FNMA TBA 4.5 2046/11/01	5,000,000.00	5,468,750.00
		FNR 2001-50 BI 0.38666 2041/10/01	2,844,045.18	46,699.19
		FNW 2002-W6 1AIO 0.04583 2042/06/01	2,158,164.33	453.21
		FNW 2003-W1 2A 6.2448 2042/12/01	1,561,573.17	1,808,364.18
		FNW 2003-W10 1IO 0.62374 2043/06/01	17,194,328.74	324,113.07
		FNW 2005-W4 1AIO 0.06297 2035/08/01	428,974.62	0.00
		FSPC T-56 2IO 0 2043/05/01	9,894,585.07	0.00
		FSPC T-56 AIO 0.52396 2043/05/01	10,838,054.73	174,817.82
		GNMA 4018 6.5 2037/08/01	640,761.19	769,836.08
		GNMA 4029 6.5 2037/09/01	51,290.27	60,726.14
		GNMA 4040 6.5 2037/10/01	174,308.37	201,887.43
		GNMA 626924 3.5 2045/03/01	1,815,655.12	1,949,632.31
		GNMA 626962 4 2045/07/01	3,716,015.88	4,080,185.43
		GNMA 626963 4 2045/07/01	1,916,477.86	2,099,865.62
		GNMA 627046 4 2046/01/01	3,873,841.88	4,253,478.38
		GNMA 627054 4 2046/02/01	2,063,629.41	2,265,865.09
		GNMA 627055 4 2046/02/01	3,515,359.63	3,851,744.39
		GNMA 635065 4.5 2046/03/01	1,976,523.86	2,176,943.37
		GNMA 635083 4 2046/05/01	1,984,588.30	2,174,493.55
		GNMA 783937 3.5 2043/11/01	27,452,137.31	29,383,395.16
		GNMA 784038 4 2045/01/01	3,758,587.12	4,100,618.54
		GNMA AE8491 4 2044/07/01	2,449,685.58	2,673,782.81
		GNMA AM4380 4 2045/05/01	1,897,454.78	2,056,727.13
		GNMA II 002921 7.5 2030/05/01	4,355.07	5,257.70
		GNMA MA2962 4 2045/07/01	6,647,580.81	7,119,625.52
		GNMA MA3035 4 2045/08/01	4,597,847.30	4,928,018.71
		GNMA TBA 3 2046/10/01	6,000,000.00	6,266,940.00
		GNMA TBA 3 2046/11/01	6,000,000.00	6,254,280.00
		GNMA TBA 4 2046/10/01	16,000,000.00	17,127,360.00
		GNMA TBA 4 2046/11/01	16,000,000.00	17,120,480.00
		GNMA TBA 4.5 2046/10/01	5,000,000.00	5,388,300.00
		GNMA TBA 4.5 2046/11/01	2,000,000.00	2,154,060.00
		STATOIL ASA 5.1 2040/08/17	3,030,000.00	3,588,974.40
	アメリカ・ドル 小計		276,946,535.49	255,334,918.03
				(26,618,665,205)
特殊債券 合計				26,618,665,205
				(26,618,665,205)
社債券	アメリカ・ドル	21ST CENTURY FOX AMERICA 7.75 2045/12/01	977,000.00	1,415,839.09
		ABBVIE INC 3.6 2025/05/14	202,000.00	209,730.54
		ACTAVIS FUNDING SCS 3.45 2022/03/15	100,000.00	104,466.00
		ACTAVIS FUNDING SCS 4.75 2045/03/15	200,000.00	214,822.00
		AIR LEASE CORP 3.375 2021/06/01	1,455,000.00	1,504,106.25
		AIR LEASE CORP 3.75 2022/02/01	450,000.00	470,749.50
		AMERICAN INTL GROUP 8.175 2058/05/15	1,206,000.00	1,619,055.00
		AMERICAN TOWER CORP 3.375 2026/10/15	1,570,000.00	1,565,713.90
		AMERICAN TOWER CORP 3.4 2019/02/15	475,000.00	492,651.00
		AMERICAN TOWER CORP 4 2025/06/01	895,000.00	944,305.55
		ANHEUSER-BUSCH INBEV FIN 3.65 2026/02/01	1,470,000.00	1,559,552.40
		ANHEUSER-BUSCH INBEV FIN 4.9 2046/02/01	2,370,000.00	2,780,578.80
		ANHEUSER-BUSCH INBEV WOR 8.2 2039/01/15	578,000.00	917,147.28
		AOL TIME WARNER 7.7 2032/05/01	850,000.00	1,183,293.50
		AON PLC 4.25 2042/12/12	3,643,000.00	3,544,639.00
		APPALACHIAN POWER CO 5.8 2035/10/01	2,710,000.00	3,192,298.70
		APPLE INC 3.85 2043/05/04	970,000.00	969,000.90
		APPLE INC 4.375 2045/05/13	959,000.00	1,034,818.54
		ARC PROP OPER PART LP/CL 4.6 2024/02/06	335,000.00	347,508.90
		ASSURANT INC 6.75 2034/02/15	2,450,000.00	3,009,090.00
		AT&T INC 4.75 2046/05/15	252,000.00	255,444.84
		AUTONATION INC 5.5 2020/02/01	410,000.00	450,512.10
		BACM 2004-4 XC 0.03506 2042/07/01	1,171,608.66	609.22
		BACM 2004-5 XC 0.4185 2041/11/01	1,307,002.02	16,285.24
		BACM 2006-2 AJ 5.6651 2045/05/01	1,131,765.79	1,132,082.68
		BANK OF AMERICA CORP 6.1 -	926,000.00	966,521.76
		BARCLAYS BANK PLC 10.179 2021/06/12	5,685,000.00	7,233,366.60
		BEAVER VALLEY FUNDG CORP 9 2017/06/01	18,000.00	18,876.60
		BERKSHIRE HATHAWAY FIN 4.3 2043/05/15	1,327,000.00	1,453,038.46
		BP CAPITAL MARKETS PLC 3.119 2026/05/04	1,235,000.00	1,264,578.25
		BSCMS 2004-PR3I X1 0.20281 2041/02/01	1,442,024.90	7,642.73
		BSCMS 2004-PWR3 F 5.199 2041/02/01	167,407.22	167,243.16
		BSCMS 2004-PWR4 X 0.07933 2041/06/01	5,609,035.35	16,210.11
		BSCMS 2004-T16 X1 0.39558 2046/02/01	1,873,488.43	10,304.18
		BSCMS 2006-PW13 AJ 5.611 2041/09/01	298,419.31	298,756.52
		BSCMS 2006-PW14 X1 0.5829 2038/12/01	7,323,564.73	6,371.49
		CAMDEN PROPERTY TRUST 4.875 2023/06/15	1,525,000.00	1,687,351.50
		CAPITAL ONE BANK USA NA 3.375 2023/02/15	1,452,000.00	1,480,909.32
		CAS 2016-C05 2M1 1.87528 2029/01/25	563,744.09	566,044.16
		CBRE SERVICES INC 4.875 2026/03/01	1,149,000.00	1,194,649.77
		CBRE SERVICES INC 5.25 2025/03/15	491,000.00	521,284.88
		CELANESE US HOLDINGS LLC 4.625 2022/11/15	82,000.00	89,393.12
		CELANESE US HOLDINGS LLC 5.875 2021/06/15	1,440,000.00	1,644,480.00
		CFCRE 2011-C2 D 5.74122 2047/12/01	2,206,000.00	2,356,162.42
		CFCRE 2011-C2 E 5.74122 2047/12/01	1,283,000.00	1,294,996.05
		CGCMT 2004-C2 D 4.9241 2041/10/01	2,910,000.00	2,907,381.00
		CGCMT 2006-C5 XC 0.73067 2049/10/01	33,855,878.05	338.54
		CGCMT 2013-GC17 C 5.10412 2046/11/01	1,114,000.00	1,199,855.98
		CGCMT 2014-GC21 AS 4.026 2047/05/01	1,739,000.00	1,862,469.00
		CITIGROUP INC 5.875 -	446,000.00	451,017.50
		CITIGROUP INC 5.95 -	1,068,000.00	1,088,025.00
		CNO FINANCIAL GROUP INC 5.25 2025/05/30	670,000.00	672,512.50
		COMCAST CORP 6.5 2035/11/15	835,000.00	1,133,095.00
		COMM 2006-C8 XS 0.526 2046/12/01	16,395,247.20	9,345.27
		COMM 2012-LC4 AM 4.063 2044/12/01	1,762,000.00	1,902,431.40
		COMM 2012-LC4 D 5.62561 2044/12/01	513,000.00	528,123.24
		COMM 2013-CR13 AM 4.449 2023/12/01	1,357,000.00	1,498,467.25
		COMM 2013-CR9 D 4.25626 2045/07/01	2,500,000.00	2,230,050.00
		COMM 2013-LC13 XA 1.5298 2046/08/01	43,021,127.13	2,235,807.97
		COMM 2014-CR14 XA 0.98828 2047/02/01	88,148,510.58	3,107,234.97
		COMM 2014-CR18 C 4.89527 2047/07/01	3,428,000.00	3,611,158.04
		COMMERZBANK AG 8.125 2023/09/19	680,000.00	783,142.40
		COMMONWEALTH EDISON 5.875 2033/02/01	445,000.00	559,026.80
		CONS EDISON CO OF NY 4.2 2042/03/15	475,000.00	502,179.50
		CONTINENTAL AIRLINES INC 6.545 2019/02/02	137,470.23	145,374.76
		CONTL AIRLINES 6.648 2017/09/15	477,886.95	484,147.25
		CROWN AMER/CAP CORP IV 4.5 2023/01/15	440,000.00	455,400.00
		CROWN CASTLE TOWERS LLC 4.883 2020/08/15	3,665,000.00	4,002,363.25
		CSAIL 2015-C1 D 3.94321 2050/04/01	3,436,000.00	2,827,896.72
		CSFB 2003-C3 AX 2.2006 2038/05/01	3,075,282.64	30.74
		CSFB 2004-C3 AX 0.57421 2036/07/01	11,155,473.20	3,346.64
		CSFB 2004-C5 AX 0 2037/11/01	555,655.41	5.55
		CVS HEALTH CORP 4.75 2022/12/01	409,000.00	461,049.34
		CVS PASS-THROUGH TRUST 7.507 2032/01/10	1,299,665.63	1,650,315.41
		DBRR 2013-EZ3 A 1.636 2049/12/15	155,973.22	155,583.27
		DBUBS 2011-LC3A D 5.3452 2044/08/01	3,406,000.00	3,545,237.28
		DCP MIDSTREAM OPERATING 2.7 2019/04/01	430,000.00	421,400.00
		DELTA AIR LINES 2009 1A 7.75 2019/12/17	258,128.18	292,652.82
		DEVELOPERS DIVERSIFIED R 7.875 2020/09/01	760,000.00	907,569.20
		DEVON ENERGY CORPORATION 3.25 2022/05/15	520,000.00	521,773.20
		DIAMOND 1 FIN/DIAMOND 2 5.45 2023/06/15	2,077,000.00	2,237,489.79
		DIAMOND 1 FIN/DIAMOND 2 8.35 2046/07/15	503,000.00	618,931.44
		DOLLAR GENERAL CORP 3.25 2023/04/15	730,000.00	746,118.40
		DUKE REALTY LP 4.375 2022/06/15	975,000.00	1,063,208.25
		EASTMAN CHEMICAL CO 3.8 2025/03/15	725,000.00	758,864.75
		EASTMAN CHEMICAL CO 6.3 2018/11/15	310,000.00	338,603.70
		EDP FINANCE BV 6 2018/02/02	3,400,000.00	3,556,400.00
		EL PASO NATURAL GAS 8.375 2032/06/15	3,285,000.00	4,008,586.95
		ENEL FINANCE INTL SA 5.125 2019/10/07	1,855,000.00	2,024,992.20
		ENERGY TRANSFER EQUITY 5.875 2024/01/15	405,000.00	420,187.50
		ENERGY TRANSFER PARTNERS 6.125 2045/12/15	485,000.00	512,877.80
		ENERGY TRANSFER PARTNERS 6.5 2042/02/01	1,237,000.00	1,323,639.48
		EPR PROPERTIES 5.25 2023/07/15	1,200,000.00	1,283,280.00
		EQT MIDSTREAM PARTNERS L 4 2024/08/01	1,396,000.00	1,359,969.24
		ERAC USA FINANCE LLC 7 2037/10/15	1,901,000.00	2,533,158.54
		FIDELITY NATIONAL INFORM 5 2022/03/15	1,137,000.00	1,177,806.93
		FIFTH THIRD BANCORP 5.1 -	662,000.00	637,175.00
		FORD MOTOR CO 7.4 2046/11/01	785,000.00	1,084,838.60
		FORD MOTOR CREDIT CO 7.45 2031/07/16	1,768,000.00	2,338,745.76
		FUBOA 2001-C1 IO3 2.20006 2033/03/01	1,197,641.49	11.97
		GENERAL ELECTRIC CO 5 -	4,351,000.00	4,623,894.72
		GENERAL MOTORS CO 5.2 2045/04/01	1,740,000.00	1,789,781.40
		GENERAL MOTORS FINL CO 3.45 2022/04/10	700,000.00	707,840.00
		GENERAL MOTORS FINL CO 4 2026/10/06	1,575,000.00	1,573,204.50
		GENERAL MOTORS FINL CO 4.3 2025/07/13	1,493,000.00	1,531,205.87
		GEORGIA-PACIFIC CORP 7.75 2029/11/15	4,200,000.00	5,937,456.00
		GMACC 1997-C1 X 1.5093 2029/07/01	1,289,171.75	33,093.02
		GOLDMAN SACHS GROUP INC 6.75 2037/10/01	1,569,000.00	1,964,544.90
		GSMS 2006-GG6 XC 0 2038/04/01	6,828,874.24	68.28
		GSMS 2011-GC3 D 5.63265 2044/03/01	2,466,000.00	2,490,561.36
		GSMS 2012-GC6 D 5.6544 2045/01/01	559,000.00	549,720.60
		GSMS 2013 GC10 D 4.41006 2046/02/01	1,236,000.00	1,129,073.64
		GSMS 2014-GC22 XA 1.05181 2047/06/01	22,548,308.41	1,267,214.93
		HARTFORD FINL SVCS GRP 8.125 2038/06/15	3,115,000.00	3,379,775.00
		HCA INC 5 2024/03/15	225,000.00	238,500.00
		HCA INC 5.25 2026/06/15	930,000.00	986,962.50
		HEALTHCARE REALTY TRUST 3.875 2025/05/01	580,000.00	591,623.20
		HOSPITALITY PROPERTIES T 4.5 2025/03/15	590,000.00	595,669.90
		HOST HOTELS & RESORTS LP 6 2021/10/01	293,000.00	335,862.97
		HSBC BANK USA NA 7 2039/01/15	475,000.00	631,355.75
		HSBC HOLDINGS PLC 6.875 -	1,870,000.00	1,951,812.50
		HYATT HOTELS CORP 3.375 2023/07/15	700,000.00	713,538.00
		IBERDROLA INTL BV 6.75 2036/07/15	905,000.00	1,175,757.90
		INTL LEASE FINANCE CORP 6.25 2019/05/15	1,450,000.00	1,577,382.50
		INTL PAPER CO 8.7 2038/06/15	235,000.00	347,153.75
		JABIL CIRCUIT INC 8.25 2018/03/15	414,000.00	450,788.04
		JPMBB 2013-C17 AS 4.4584 2047/01/01	2,362,000.00	2,609,750.18
		JPMBB 2014-C19 C 4.82946 2047/04/01	1,551,000.00	1,591,403.55
		JPMBB 2014-C19 XA 1.39495 2047/04/01	32,919,518.43	1,288,469.95
		JPMCC 2004-C3 X-1 0.00545 2042/01/01	1,698,429.66	16.98
		JPMCC 2004-CBX X1 0.80752 2037/01/01	14,472,262.66	329,967.58
		JPMCC 2004-LN2 A2 5.115 2041/07/01	40,143.89	40,125.81
		JPMCC 2005-CB12 X1 0.40127 2037/09/01	16,898,908.03	63,708.87
		JPMCC 2006-LDP6 X1 0.02316 2043/04/01	8,168,905.65	81.68
		JPMCC 2006-LDP8 AJ 5.48 2045/05/01	475,404.52	476,236.47
		JPMCC 2011-C3 E 5.80132 2046/02/01	3,279,000.00	3,406,126.83
		JPMCC 2012-C6 E 5.36432 2045/05/01	2,582,000.00	2,462,737.42
		JPMCC 2012-C6 XA 2.00239 2045/05/01	23,629,267.99	1,474,230.02
		JPMCC 2012-C8 D 4.81549 2045/10/01	3,878,000.00	3,859,036.58
		JPMCC 2012-LC9 D 4.5625 2047/12/01	4,105,000.00	4,084,392.90
		JPMORGAN CHASE & CO 2.295 2021/08/15	1,195,000.00	1,195,848.45
		JPMORGAN CHASE & CO 5.3 -	978,000.00	987,780.00
		KERR-MCGEE CORP 7.875 2031/09/15	1,935,000.00	2,480,360.40
		KINDER MORGAN INC/DELAWA 3.05 2019/12/01	155,000.00	158,941.65
		KONINKLIJKE KPN NV 8.375 2030/10/01	340,000.00	469,179.60
		KRAFT FOODS GROUP INC 6.875 2039/01/26	1,060,000.00	1,448,214.40
		LBCMT 1998-C4 H 5.6 2035/10/01	973,644.65	979,496.25
		LBCMT 1999-C1 G 6.41 2031/06/01	561,718.16	578,979.75
		LBUBS 2004-C7 XCL 0.2913 2036/10/11	1,462,945.18	2,443.11
		LBUBS 2005-C2 XCL 0.195 2040/04/11	1,362,541.44	13.61
		LBUBS 2005-C7 XCL 0.46577 2040/11/11	11,154,135.01	87,671.50
		LBUBS 2006-C6 AJ 5.452 2039/09/11	4,067,000.00	3,782,106.65
		LBUBS 2007-C6 A4 5.858 2040/07/11	1,500,817.87	1,520,073.36
		LBUBS 2008-C1 AM 6.28685 2041/04/11	6,229,000.00	6,178,731.97
		LEAR CORP 5.375 2024/03/15	695,000.00	747,125.00
		LEGRAND FRANCE SA 8.5 2025/02/15	2,413,000.00	3,257,863.69
		LIBERTY MUTUAL GROUP 7 2037/03/15	2,185,000.00	1,857,250.00
		LIMITED BRANDS INC 5.625 2022/02/15	595,000.00	660,450.00
		LIMITED BRANDS INC 6.625 2021/04/01	1,475,000.00	1,707,312.50
		LLOYDS BANK PLC 4.5 2024/11/04	1,160,000.00	1,199,115.20
		LNR 2002-1A EFXD 7.502 2037/07/01	4,000,000.00	2,000,000.00
		MACYS RETAIL HLDGS INC 6.65 2024/07/15	228,000.00	267,945.60
		METLIFE CAPITAL TRUST IV 7.875 2037/12/15	3,500,000.00	4,462,500.00
		METLIFE INC 6.4 2036/12/15	3,432,000.00	3,835,260.00
		METROPOLITAN LIFE INS CO 7.8 2025/11/01	1,000,000.00	1,307,950.00
		MEZZ 2004-C1 IO 9.321 2037/01/15	306,563.11	11,097.58
		MEZZ 2005-C3 X IO P/P 144A 7.15628 2044/05/01	334,248.31	3,810.43
		MEZZ 2006-C4 X 5.7161 2045/07/01	2,128,187.02	32,561.25
		MICROSOFT CORP 2.4 2026/08/08	1,480,000.00	1,471,031.20
		MID-AMERICA APT LP 4.3 2023/10/15	175,000.00	188,198.50
		MIDAMERICAN ENERGY HLDGS 6.5 2037/09/15	3,845,000.00	5,192,826.30
		MIDAMERICAN FUNDING LLC 6.927 2029/03/01	255,000.00	353,802.30
		MITSUBISHI UFJ FIN GRP 3.85 2026/03/01	1,180,000.00	1,267,131.20
		MLMT 2004-BPC1 XC IO 1.00518 2041/10/01	1,429,166.57	20,479.95
		MLMT 2004-KEY2 X-C 0.45949 2039/08/01	7,248,638.76	12,902.55
		MLMT 2005-MCP1 XC 0.0139 2043/06/01	9,585,874.68	95.85
		MSBAM 2013-C13 XA 1.3085 2046/11/01	44,418,765.87	2,513,213.76
		MSBAM 2013-C7 XA 1.69594 2046/02/01	11,884,886.28	766,694.01
		MSC 2005-IQ9 B 4.86 2056/07/01	4,080,000.00	4,050,787.20
		MSC 2005-IQ9 X1 IO P/P 144A 1.35205 2056/07/01	51,783,116.13	390,444.69
		MSC 2006-HQ8 AJ 5.42233 2044/03/01	699,900.73	703,274.25
		MSC 2007-T27 AJ 5.64213 2042/06/01	2,040,000.00	1,976,535.60
		MSC 2011-C3 D 5.32412 2049/07/01	1,125,000.00	1,199,857.50
		MSC 2011-C3 E 5.32412 2049/07/01	833,130.00	855,249.60
		MSC 2012-C4 D 5.7049 2045/03/01	2,571,000.00	2,665,638.51
		NATIONWIDE MUTL 8.25 2031/12/01	1,245,000.00	1,752,561.60
		NEUBERGER BERMAN GRP/FIN 4.875 2045/04/15	725,000.00	604,403.50
		NEW JERSEY BELL TELEPHON 8 2022/06/01	3,163,000.00	3,878,407.34
		NEWELL RUBBERMAID INC 4.2 2026/04/01	1,880,000.00	2,046,981.60
		NOBLE HOLDING INTL LTD 6.05 2041/03/01	1,910,000.00	1,112,575.00
		NORFOLK SOUTHERN CORP 6 -	832,000.00	984,588.80
		O'REILLY AUTOMOTIVE INC 3.55 2026/03/15	555,000.00	579,564.30
		O'REILLY AUTOMOTIVE INC 3.85 2023/06/15	670,000.00	710,032.50
		OMNICOM GROUP INC 3.6 2026/04/15	990,000.00	1,037,094.30
		ONEAMERICA FINL 7 2033/10/15	2,990,000.00	3,436,048.20
		ORACLE CORP 2.65 2026/07/15	1,875,000.00	1,868,756.25
		OWENS CORNING INC 9 2019/06/15	279,000.00	324,192.42
		PACIFIC GAS & ELECTRIC 5.8 2037/03/01	1,495,000.00	1,919,011.90
		PACIFIC GAS & ELECTRIC 6.25 2039/03/01	235,000.00	313,717.95
		PACIFIC GAS & ELECTRIC 6.35 2038/02/15	775,000.00	1,050,210.25
		PACIFICORP 6.25 2037/10/15	2,645,000.00	3,572,575.05
		PLAINS EXPLORATION & PRO 6.75 2022/02/01	205,000.00	211,918.75
		PRICELINE GROUP INC/THE 3.65 2025/03/15	346,000.00	362,459.22
		PRIDE INTERNATIONAL INC 7.875 2040/08/15	3,715,000.00	2,897,700.00
		PROGRESSIVE CORP 6.7 2037/06/15	1,405,000.00	1,366,362.50
		PRUDENTIAL FINANCIAL INC 5.2 2044/03/15	932,000.00	954,135.00
		PRUDENTIAL FINANCIAL INC 5.625 2043/06/15	921,000.00	988,923.75
		PRUDENTIAL FINANCIAL INC 6.625 2040/06/21	855,000.00	1,080,882.45
		PUGET SOUND ENERGY INC 6.974 2067/06/01	3,470,000.00	2,949,847.00
		RABOBANK NEDERLAND 4.625 2023/12/01	670,000.00	720,873.10
		RECKSON OPERATING PRTSHP 5 2018/08/15	733,000.00	765,713.79
		ROYAL BANK OF CANADA 4.65 2026/01/27	770,000.00	832,015.80
		ROYAL BK SCOTLND GRP PLC 5.125 2024/05/28	1,450,000.00	1,430,251.00
		SABINE PASS LIQUEFACTION 5 2027/03/15	2,430,000.00	2,502,900.00
		SABMILLER HOLDINGS INC 4.95 2042/01/15	930,000.00	1,068,570.00
		SANTANDER ISSUANCES 5.179 2025/11/19	400,000.00	407,428.00
		SHIRE ACQ INV IRELAND DA 3.2 2026/09/23	280,000.00	277,071.20
		SPECTRA ENERGY CAPITAL 5.65 2020/03/01	45,000.00	48,389.40
		SPECTRA ENERGY CAPITAL 8 2019/10/01	1,405,000.00	1,613,094.55
		STACR 2015-DNA2 M2 3.12528 2027/12/25	320,000.00	325,452.80
		STACR 2015-HQ1 M1 1.57528 2025/03/25	243,241.39	243,311.93
		STACR 2016-HQA2 M1 1.72528 2028/11/25	242,194.24	242,804.56
		STANDARD CHARTERED PLC 5.7 2022/01/25	386,000.00	420,516.12
		STATE STREET CAP TR IV 1.85028 2037/06/15	8,904,000.00	7,679,700.00
		TCI COMMUNICATIONS INC 7.875 2026/02/15	4,460,000.00	6,247,835.60
		TELEFONICA EMISIONES SAU 4.57 2023/04/27	150,000.00	165,315.00
		TEVA PHARMACEUTICALS NE 3.15 2026/10/01	998,000.00	989,966.10
		TEXAS-NEW MEXICO PR 9.5 2019/04/01	2,068,000.00	2,394,433.80
		TIME WARNER INC 9.15 2023/02/01	2,187,000.00	2,940,880.77
		TORONTO-DOMINION BANK 3.625 2031/09/15	1,251,000.00	1,240,454.07
		TRANS-CANADA PIPELINES 6.35 2067/05/15	5,090,000.00	4,046,550.00
		TYSON FOODS INC 4.875 2034/08/15	327,000.00	355,962.39
		TYSON FOODS INC 5.15 2044/08/15	463,000.00	527,125.50
		UBSBB 2012-C4 XA 1.76707 2045/12/01	41,389,559.78	3,142,709.26
		UBSC 2011-C1 AS 5.154 2045/01/01	1,695,000.00	1,909,807.35
		UNION CARBIDE CORP 7.75 2096/10/01	290,000.00	365,666.80
		UNITED AIR LINES 6.636 2022/07/02	549,125.88	588,937.50
		VEREIT OPERATING PARTNER 4.875 2026/06/01	485,000.00	510,205.45
		VERIZON COMMUNICATIONS 4.4 2034/11/01	1,030,000.00	1,066,256.00
		VERIZON COMMUNICATIONS 4.522 2048/09/15	1,657,000.00	1,699,170.65
		VIACOM INC 7.875 2030/07/30	3,732,000.00	5,268,800.28
		VULCAN MATERIALS CO 4.5 2025/04/01	370,000.00	397,750.00
		WALGREENS BOOTS ALLIANCE 3.45 2026/06/01	745,000.00	763,654.80
		WAMU 2005-AR1 A1B 1.30528 2045/01/25	1,655,034.53	1,474,933.67
		WAMU 2005-AR11 A1B2 0.97528 2045/08/25	2,396,195.92	2,185,258.79
		WAMU 2005-AR11 A1B3 0.92528 2045/08/25	4,501,101.16	4,085,514.48
		WAMU 2005-AR13 A1B3 0.88528 2045/10/25	5,279,558.77	4,669,241.77
		WBCMT 2005-C16 XC 0.51979 2041/10/01	2,044,051.51	940.26
		WBCMT 2006-C26 XC 0.08354 2045/06/01	91,386,226.14	913.86
		WBCMT 2006-C29 IO 0.48466 2048/11/01	111,734,106.19	23,464.15
		WBCMT 2007-C34 IO 0.44926 2046/05/01	56,619,579.10	226,478.30
		WELLS FARGO & COMPANY 5.875 -	1,280,000.00	1,376,384.00
		WESTAVACO CORP 7.95 2031/02/15	190,000.00	255,548.10
		WESTAVACO CORP 8.2 2030/01/15	540,000.00	734,572.80
		WESTLAKE CHEMICAL CORP 3.6 2026/08/15	1,525,000.00	1,520,257.25
		WEYERHAEUSER CO 7.375 2032/03/15	1,010,000.00	1,351,501.20
		WFCM 2013-LC12 AS 4.43238 2046/07/01	1,197,000.00	1,322,517.42
		WFRBS 2011-C2 D 5.78764 2044/02/01	4,341,000.00	4,545,678.15
		WFRBS 2011-C3 D 5.81283 2044/03/01	2,439,977.00	2,540,821.24
		WFRBS 2011-C4 E 5.41956 2044/06/01	3,469,232.00	3,556,899.49
		WFRBS 2011-C5 E 5.86601 2044/11/01	930,000.00	951,780.60
		WFRBS 2012-C10 D 4.60125 2045/12/01	970,000.00	891,148.70
		WFRBS 2012-C7 D 4.99085 2045/06/01	3,374,000.00	3,436,621.44
		WFRBS 2012-C9 D 4.96121 2045/11/01	1,426,000.00	1,391,619.14
		WFRBS 2013-UBS1 AS 4.306 2046/03/01	980,000.00	1,081,714.20
		WFRBS 2014-C19 C 4.646 2047/03/01	3,298,000.00	3,449,246.28
		WFRBS 2014-C19 XA 1.41199 2047/03/01	19,952,433.22	1,209,316.97
		WILLIAMS PARTNERS LP 5.25 2020/03/15	1,935,000.00	2,092,644.45
		WILLIAMS PARTNERS/ACMP 4.875 2024/03/15	595,000.00	606,227.65
		WILLIS GROUP HOLDINGS LT 5.75 2021/03/15	1,049,000.00	1,174,481.38
		WISCONSIN ENERGY CORP 6.25 2067/05/15	10,170,000.00	8,669,925.00
	アメリカ・ドル 小計		1,159,816,092.24	388,529,720.01
				(40,504,223,311)
社債券 合計				40,504,223,311
				(40,504,223,311)
合計				87,884,801,738
				(87,884,801,738)

(注)1.通貨種類ごとの小計欄の( )内は、邦貨換算額であります。
(注)2.種類別合計額及び合計金額欄は、邦貨額であります。( )内は、外貨建有価証券に係るもので、内書であります。
(注)3.外貨建有価証券の内訳
	通貨	銘柄数		組入債券 時価比率	有価証券の合計金額に対する比率
	アメリカ・ドル	国債証券	8銘柄	23.10%	100%
		地方債証券	3銘柄	0.78%
		特殊債券	232銘柄	30.62%
		社債券	271銘柄	46.59%
	(注)「組入時価比率」は、純資産に対する比率であります。 なお、TBA取引の買約定は、特殊債券に属します。 TBA取引の売約定については、貸借対照表流動負債の「売付債券」に別途計上しております。

第2 信用取引契約残高明細表
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
「(デリバティブ取引等に関する注記)」にて記載しております。
第4 不動産等明細表
該当事項はありません。
第5 商品明細表
該当事項はありません。
第6 商品投資等取引の契約額等及び時価の状況表
該当事項はありません。
第7 その他特定資産の明細表
該当事項はありません。
第8 借入金明細表
該当事項はありません。