有価証券報告書(内国投資信託受益証券)-第39期(平成29年4月18日-平成29年10月16日)

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【提出】: 2018/01/15 9:12
【資料】: PDFをみる
【項目】: 46項目

(4)【附属明細表】(2017年10月16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	34,170,000.00	33,864,178.50
		US TREASURY N/B 1.125 2020/03/31	12,660,000.00	12,523,398.60
		US TREASURY N/B 1.875 2021/11/30	40,350,000.00	40,450,875.00
		US TREASURY N/B 2 2020/11/30	28,230,000.00	28,506,654.00
		US TREASURY N/B 2 2022/02/15	37,550,000.00	37,809,470.50
		US TREASURY N/B 2.75 2042/08/15	24,770,000.00	24,699,157.80
		US TREASURY N/B 3 2047/02/15	1,100,000.00	1,141,635.00
		US TREASURY N/B 3.75 2043/11/15	6,220,000.00	7,353,159.60
	アメリカ・ドル小計		185,050,000.00	186,348,529.00
				(20,885,943,130)
国債証券合計				20,885,943,130
				(20,885,943,130)
地方債証券	アメリカ・ドル	CA TXB-VAR PURP 7.5 2034/04/01	1,210,000.00	1,771,403.70
		N TX HWY-TXB-B 6.718 2049/01/01	1,965,000.00	2,937,478.50
		OH UNIV-TXB-C-BABS 4.91 2040/06/01	1,450,000.00	1,749,135.00
	アメリカ・ドル小計		4,625,000.00	6,458,017.20
				(723,814,568)
地方債証券合計				723,814,568
				(723,814,568)
特殊債券	アメリカ・ドル	FHLMC G60183 4 2044/12/01	1,473,800.33	1,560,061.86
		FHLMC Q27018 4.5 2044/07/01	142,155.67	153,975.91
		FHLMC Q28032 4.5 2044/08/01	280,411.57	304,669.97
		FHLMC Q29422 4.5 2044/11/01	89,982.97	97,767.39
		FHLMC Q32223 4.5 2045/03/01	82,831.26	90,007.76
		FHLMC Q40366 3.5 2046/05/01	698,463.52	721,903.95
		FHLMC Q41595 3.5 2046/07/01	250,549.25	258,957.68
		FHLMC Q41722 3.5 2046/07/01	806,936.58	834,017.37
		FHLMC Q41789 3.5 2046/07/01	1,837,791.56	1,899,467.84
		FHLMC Q41926 3.5 2046/07/01	216,580.12	223,848.54
		FHLMC Q41954 3.5 2046/07/01	1,164,776.23	1,203,866.12
		FHLMC Q42278 3.5 2046/08/01	273,092.71	282,257.70
		FHLMC Q42467 3.5 2046/06/01	174,680.33	180,542.60
		FHLMC Q43786 3.5 2046/07/01	339,089.88	350,469.73
		FHLMC Q43793 3.5 2046/07/01	190,648.08	197,046.22
		FHLMC Q43867 3.5 2046/10/01	362,947.82	375,128.34
		FHLMC Q44144 3.5 2046/11/01	226,639.93	234,245.96
		FHLMC Q44687 3.5 2046/12/01	334,451.27	345,675.45
		FHLMC Q45117 3.5 2046/12/01	353,452.12	365,313.97
		FHLMC Q46436 4 2047/02/01	2,137,220.26	2,283,641.22
		FHLMC Q47178 4 2047/03/01	911,507.41	960,510.04
		FHLMC G01074 7.5 2029/10/01	71,370.50	80,861.34
		FHLMC G01461 6 2032/10/01	1,648.40	1,884.08
		FHLMC GOLD A19332 5.5 2034/03/01	850,715.89	971,772.76
		FHLMC GOLD A19517 5.5 2034/03/01	452,784.96	507,123.68
		FHLMC GOLD A19630 5.5 2034/03/01	573,974.18	635,951.91
		FHLMC GOLD A19646 5.5 2034/03/01	1,636,969.16	1,871,481.36
		FHLMC GOLD A23445 5 2034/06/01	42,502.34	46,529.01
		FHLMC GOLD G07321 3.5 2043/04/01	326,874.64	340,815.84
		FHLMC GOLD G11752 5.5 2020/07/01	525.99	545.91
		FHLMC GOLD J06128 6 2021/09/01	5,430.10	5,670.11
		FHLMC GOLD Q00500 4.5 2041/04/01	10,713,318.51	11,532,565.97
		FHLMC GOLD Q14035 3.5 2042/12/01	313,280.21	326,644.74
		FHLMC TBA 3.5 2047/11/01	2,000,000.00	2,063,420.00
		FNMA 250675 8 2026/09/01	5,891.76	6,766.74
		FNMA 251625 6.5 2018/03/01	126.22	140.21
		FNMA 252207 6.5 2019/01/01	731.28	812.34
		FNMA 252210 6.5 2019/02/01	95.55	106.14
		FNMA 254847 7 2033/06/01	9,808.72	10,880.22
		FNMA 254974 7 2033/10/01	12,657.24	14,188.76
		FNMA 255613 4.5 2034/12/01	9,601.74	10,356.91
		FNMA 255840 4.5 2020/09/01	134,149.97	137,298.44
		FNMA 256028 4.5 2020/12/01	62,588.18	64,289.94
		FNMA 256082 4.5 2021/01/01	29,922.88	30,622.47
		FNMA 257351 6.5 2038/09/01	44,911.58	51,368.51
		FNMA 257577 6 2029/01/01	52,649.67	59,775.26
		FNMA 313637 8 2027/07/01	3,685.06	4,132.94
		FNMA 357867 5 2020/07/01	96,229.35	99,360.63
		FNMA 555199 7 2032/11/01	1,484.42	1,609.31
		FNMA 648596 7.5 2032/06/01	1,153.13	1,190.32
		FNMA 655189 9 2032/04/01	29,300.69	31,060.78
		FNMA 678007 6 2032/09/01	10,006.19	11,492.60
		FNMA 688770 7.5 2033/02/01	84,037.64	90,224.49
		FNMA 689002 5.5 2018/04/01	1,012.34	1,018.37
		FNMA 694046 7.5 2033/03/01	102,110.81	115,662.95
		FNMA 694047 8 2033/03/01	14,920.44	15,171.10
		FNMA 694770 7 2033/04/01	3,126.19	3,241.76
		FNMA 709458 7 2033/07/01	1,608.23	1,745.66
		FNMA 721344 5 2018/06/01	98.55	100.93
		FNMA 724439 9 2027/01/01	26,782.79	27,964.44
		FNMA 725161 6.5 2034/02/01	1,169,684.14	1,334,644.56
		FNMA 725537 5 2019/06/01	5,959.48	6,103.93
		FNMA 727421 5 2018/09/01	194.58	199.29
		FNMA 729379 6 2033/08/01	2,993.77	3,411.96
		FNMA 740238 6 2033/09/01	6,921.21	7,799.92
		FNMA 744239 6.5 2033/10/01	630,585.15	708,367.82
		FNMA 745279 5 2021/02/01	4,525.73	4,703.36
		FNMA 745875 6.5 2036/09/01	10,274.77	11,910.40
		FNMA 745885 6 2036/10/01	53,349.51	60,963.55
		FNMA 745948 6.5 2036/10/01	26,810.34	30,660.03
		FNMA 747587 7 2033/11/01	145,698.09	164,243.99
		FNMA 751808 6.5 2033/10/01	125,227.32	139,110.01
		FNMA 751965 6.5 2033/11/01	20,181.59	22,418.92
		FNMA 753086 6 2033/12/01	70,614.50	80,792.16
		FNMA 754772 7 2034/01/01	7,038.17	7,070.33
		FNMA 767621 5 2019/02/01	135.94	139.23
		FNMA 771948 5.5 2019/02/01	1,593.85	1,613.07
		FNMA 773979 5.5 2034/03/01	1,048,813.33	1,197,524.57
		FNMA 784179 4.5 2034/06/01	18,681.21	20,044.56
		FNMA 800971 5 2019/11/01	420.01	430.38
		FNMA 806713 4.5 2035/01/01	2,979.59	3,212.59
		FNMA 810242 4.5 2035/01/01	34,510.33	37,081.00
		FNMA 811532 4.5 2020/12/01	58,886.23	60,578.61
		FNMA 813775 6 2035/02/01	5,858.07	6,601.81
		FNMA 816411 4.5 2020/07/01	16,962.56	17,339.80
		FNMA 820495 5 2020/06/01	50,119.45	51,334.32
		FNMA 825900 4.5 2020/10/01	45,251.48	46,291.35
		FNMA 825925 5 2020/10/01	1,275.91	1,319.25
		FNMA 826606 4.5 2020/08/01	115,545.53	118,151.06
		FNMA 826737 4.5 2020/08/01	113,609.95	116,510.41
		FNMA 828443 4.5 2020/07/01	58,029.27	59,319.83
		FNMA 828647 4.5 2020/08/01	12,281.44	12,554.56
		FNMA 829037 4.5 2020/07/01	29,084.06	29,730.88
		FNMA 829054 4.5 2020/08/01	8,817.89	9,056.14
		FNMA 829068 4.5 2020/08/01	57,161.38	58,534.96
		FNMA 830625 5 2020/07/01	17,403.92	17,825.78
		FNMA 830642 4.5 2020/08/01	95,218.85	97,386.02
		FNMA 831130 4.5 2020/10/01	65,585.41	67,044.01
		FNMA 831287 6 2036/01/01	10,589.88	12,098.51
		FNMA 831679 6.5 2036/08/01	639.85	724.13
		FNMA 831759 6 2026/09/01	4,353.01	4,905.66
		FNMA 833036 4.5 2020/09/01	57,777.01	59,061.97
		FNMA 833882 5 2020/07/01	10,026.72	10,269.76
		FNMA 835222 4.5 2020/08/01	152,578.23	156,124.13
		FNMA 836381 4.5 2020/10/01	62,523.86	63,914.38
		FNMA 837165 4.5 2020/11/01	41,245.89	42,405.31
		FNMA 837220 4.5 2020/08/01	91,547.04	94,012.39
		FNMA 837578 4.5 2020/08/01	55,761.27	57,015.32
		FNMA 838579 6.5 2035/10/01	58,289.04	64,953.22
		FNMA 840574 4.5 2020/10/01	64,162.59	66,063.07
		FNMA 842732 4.5 2020/10/01	74,194.02	75,844.07
		FNMA 843098 4.5 2020/10/01	27,050.34	27,651.92
		FNMA 843793 4.5 2020/10/01	8,784.64	8,980.01
		FNMA 844290 6 2020/11/01	118,159.49	122,384.85
		FNMA 844579 6 2020/12/01	22,091.28	22,508.36
		FNMA 845127 4.5 2020/12/01	42,916.62	43,871.08
		FNMA 848351 4.5 2020/11/01	97,124.38	99,601.04
		FNMA 850102 4.5 2020/09/01	29,220.04	29,869.88
		FNMA 850877 4.5 2020/12/01	88,480.38	90,448.17
		FNMA 850906 4.5 2020/12/01	561.10	573.57
		FNMA 851469 4.5 2036/01/01	42,176.41	45,426.94
		FNMA 851529 4.5 2036/02/01	39,292.74	42,160.32
		FNMA 852737 5 2021/01/01	6,316.37	6,476.74
		FNMA 866569 4.5 2021/01/01	73,347.48	74,978.72
		FNMA 868694 4.5 2021/04/01	2,233.41	2,283.08
		FNMA 870822 6 2036/10/01	10,358.96	11,815.73
		FNMA 882566 6 2036/07/01	1,201.40	1,353.92
		FNMA 885064 5 2021/05/01	5,274.54	5,428.97
		FNMA 885298 6 2036/07/01	673.83	770.90
		FNMA 887678 6 2036/08/01	100,669.67	114,212.76
		FNMA 888268 6 2037/03/01	441,365.64	503,245.03
		FNMA 889495 6.5 2038/03/01	6,343.28	7,069.71
		FNMA 891436 6 2036/03/01	317,904.34	362,827.33
		FNMA 892499 6 2036/08/01	9,557.38	10,841.50
		FNMA 893291 6.5 2036/08/01	2,931.54	3,256.53
		FNMA 893938 5 2021/10/01	17,532.64	17,990.24
		FNMA 896538 6.5 2036/09/01	30,922.45	34,955.97
		FNMA 897144 6 2036/09/01	14,132.22	15,926.43
		FNMA 897402 6 2036/07/01	79,026.18	90,240.77
		FNMA 898140 5 2021/08/01	2,924.02	2,994.89
		FNMA 898540 6.5 2036/09/01	16,459.18	19,589.05
		FNMA 898565 6.5 2036/10/01	590.43	665.20
		FNMA 899898 6.5 2036/09/01	20,539.64	22,816.66
		FNMA 900527 6 2036/09/01	258,448.36	295,633.86
		FNMA 900951 6.5 2036/09/01	37,496.24	41,924.54
		FNMA 900984 6.5 2036/09/01	28,524.16	31,686.34
		FNMA 903760 6 2022/01/01	85,339.57	88,888.83
		FNMA 905107 6 2037/01/01	3,966.95	4,529.89
		FNMA 907250 6 2036/12/01	13,073.73	14,916.99
		FNMA 907746 6 2037/01/01	33,136.79	37,680.83
		FNMA 908775 6 2037/01/01	5,999.57	6,835.13
		FNMA 920424 6 2036/11/01	9,873.61	11,210.29
		FNMA 933922 6.5 2038/05/01	18,243.16	20,385.27
		FNMA 934757 6 2039/02/01	4,030.55	4,542.26
		FNMA 935051 6 2039/03/01	6,896.76	7,772.37
		FNMA 956501 6.5 2038/01/01	163,002.98	181,073.48
		FNMA 962455 6.5 2038/04/01	157,408.04	175,878.29
		FNMA 965089 6.5 2038/09/01	708.09	786.58
		FNMA 965537 6.5 2038/01/01	567,850.55	636,049.38
		FNMA 966478 6.5 2038/01/01	37,883.10	43,171.95
		FNMA 967124 6.5 2038/01/01	9,515.12	10,569.95
		FNMA 967147 6.5 2038/01/01	393,422.88	437,037.73
		FNMA 967162 6.5 2038/01/01	591,250.73	686,146.46
		FNMA 967416 6.5 2038/01/01	176,874.64	196,482.95
		FNMA 968000 6.5 2038/01/01	291,996.28	324,366.97
		FNMA 968156 6.5 2038/01/01	32,249.32	38,487.62
		FNMA 968774 6.5 2038/01/01	108,060.94	120,537.65
		FNMA 973310 6.5 2038/02/01	11,616.10	12,903.85
		FNMA 974321 6 2033/01/01	243,410.18	276,759.78
		FNMA 981045 6.5 2038/04/01	24,558.84	27,281.43
		FNMA 987105 6.5 2038/09/01	30,959.12	34,391.24
		FNMA 987177 6.5 2038/12/01	38,826.73	43,454.48
		FNMA 991474 6.5 2038/10/01	11,703.29	13,475.40
		FNMA 991548 6.5 2038/11/01	17,343.11	19,505.44
		FNMA 995062 5 2038/02/01	42,715.33	47,104.75
		FNMA AA0679 6.5 2038/12/01	15,829.82	17,584.71
		FNMA AA1323 6 2032/11/01	62,691.15	70,650.40
		FNMA AB9369 3.5 2043/05/01	617,684.96	639,767.19
		FNMA AD8536 5 2040/08/01	7,511,153.73	8,208,489.23
		FNMA AE0984 4.5 2041/02/01	24,518.93	26,548.36
		FNMA AE1839 5 2040/08/01	1,425,925.89	1,560,461.99
		FNMA AE5441 5 2040/10/01	1,272,062.52	1,392,297.86
		FNMA AE5932 6 2038/11/01	67,981.09	76,887.29
		FNMA AH6797 5 2041/03/01	3,851,425.90	4,210,224.73
		FNMA AI9135 3.5 2042/10/01	988,560.23	1,030,504.84
		FNMA AJ8780 4.5 2041/12/01	100,060.30	107,423.73
		FNMA AL0065 4.5 2041/04/01	423,445.26	458,375.25
		FNMA AL0215 4.5 2041/04/01	477,876.19	517,415.66
		FNMA AL1107 4.5 2041/11/01	1,449,140.46	1,568,433.70
		FNMA AL3967 4.5 2042/08/01	39,652.54	42,914.75
		FNMA AL5713 4.5 2042/10/01	631,461.15	683,228.33
		FNMA AL6919 5.5 2038/01/01	4,614,406.80	5,181,932.69
		FNMA AT2727 3.5 2043/05/01	629,978.84	657,118.32
		FNMA AT2746 3.5 2043/05/01	593,022.01	614,258.12
		FNMA AU1625 3.5 2043/07/01	1,343,953.10	1,394,579.81
		FNMA AU9553 4 2043/10/01	587,347.52	620,127.38
		FNMA AV7020 3.5 2044/10/01	784,133.21	817,325.56
		FNMA AW7089 4.5 2044/07/01	226,636.84	246,052.81
		FNMA AX2731 4.5 2044/10/01	190,785.08	205,082.51
		FNMA AX5472 3.5 2045/08/01	950,406.29	988,964.27
		FNMA AX5489 3.5 2045/10/01	819,283.36	852,521.68
		FNMA AX8877 4.5 2044/12/01	128,602.08	138,009.32
		FNMA AX8927 4.5 2044/12/01	158,856.95	170,680.67
		FNMA AY0773 3.5 2045/03/01	623,749.73	644,801.28
		FNMA AY8222 4.5 2045/05/01	332,234.34	359,510.77
		FNMA AZ9695 3.5 2045/08/01	865,343.78	894,142.42
		FNMA BA0430 3.5 2045/10/01	482,337.91	498,390.11
		FNMA BA1056 4.5 2045/11/01	265,195.52	284,666.17
		FNMA BC0390 4.5 2045/12/01	193,986.21	208,337.30
		FNMA BD9219 4.5 2046/10/01	434,207.10	466,364.47
		FNMA BE3084 4 2046/12/01	899,760.38	961,789.86
		FNMA BE9027 4 2047/04/01	2,231,702.64	2,386,627.43
		FNMA BF0101 3.5 2056/06/01	3,825,830.88	3,959,390.63
		FNMA BF0132 4 2056/07/01	4,106,321.42	4,358,613.80
		FNMA BH5083 4 2047/07/01	3,971,532.04	4,186,113.91
		FNMA BH7626 4 2047/08/01	1,970,468.72	2,076,933.14
		FNMA TBA 4 2047/11/01	3,000,000.00	3,157,020.00
		FNMA TBA 4.5 2047/11/01	10,000,000.00	10,721,000.00
		FNR 2001-50 BI 0.40286 2041/10/01	2,341,739.87	41,144.34
		FNW 2002-W6 1AIO 0.01998 2042/06/01	1,887,727.03	415.29
		FNW 2003-W1 2A 7.5 2042/12/01	1,397,883.31	1,593,586.96
		FNW 2005-W4 1AIO 0.05935 2035/08/01	358,899.09	0.00
		GNMA 4018 6.5 2037/08/01	512,928.26	604,655.17
		GNMA 4029 6.5 2037/09/01	41,065.24	48,812.19
		GNMA 4040 6.5 2037/10/01	136,897.75	163,299.84
		GNMA 626924 3.5 2045/03/01	1,773,548.34	1,859,086.57
		GNMA 626962 4 2045/07/01	3,412,385.28	3,665,720.76
		GNMA 626963 4 2045/07/01	1,703,363.90	1,828,356.74
		GNMA 627046 4 2046/01/01	3,673,470.20	3,946,188.62
		GNMA 627054 4 2046/02/01	1,918,425.83	2,060,849.76
		GNMA 627055 4 2046/02/01	3,440,122.71	3,692,558.91
		GNMA 635065 4.5 2046/03/01	1,605,934.24	1,742,872.25
		GNMA 635083 4 2046/05/01	1,817,587.52	1,950,962.09
		GNMA 673972 3 2046/08/01	808,757.20	825,999.90
		GNMA 783937 3.5 2043/11/01	25,032,296.40	26,341,235.17
		GNMA 784038 4 2045/01/01	3,350,069.36	3,599,046.51
		GNMA AM4380 4 2045/05/01	1,642,286.26	1,744,206.54
		GNMA AT8064 3 2046/08/01	57,000.60	58,167.40
		GNMA AT9856 3 2046/10/01	649,298.90	663,141.95
		GNMA AW5280 3 2046/10/01	505,991.71	516,399.95
		GNMA II 002921 7.5 2030/05/01	3,898.47	4,718.98
		GNMA TBA 3 2047/10/01	4,000,000.00	4,073,480.00
		GNMA TBA 3 2047/11/01	4,000,000.00	4,068,400.00
		GNMA TBA 4 2047/10/01	2,000,000.00	2,107,220.00
		GNMA TBA 4 2047/11/01	2,000,000.00	2,105,880.00
		STATOIL ASA 5.1 2040/08/17	3,030,000.00	3,593,701.20
	アメリカ・ドル小計		176,321,743.97	183,714,998.68
				(20,590,777,052)
特殊債券合計				20,590,777,052
				(20,590,777,052)
社債券	アメリカ・ドル	21ST CENTURY FOX AMERICA 7.75 2045/12/01	977,000.00	1,473,179.22
		ABBVIE INC 3.6 2025/05/14	202,000.00	209,799.22
		ACTAVIS FUNDING SCS 3.45 2022/03/15	100,000.00	103,682.00
		ACTAVIS FUNDING SCS 4.75 2045/03/15	67,000.00	73,137.87
		AES CORP/VA 5.125 2027/09/01	835,000.00	855,875.00
		AMAZON.COM INC 3.15 2027/08/22	1,390,000.00	1,405,095.40
		AMAZON.COM INC 4.05 2047/08/22	1,635,000.00	1,682,464.05
		AMERICAN INTL GROUP 8.175 2058/05/15	1,206,000.00	1,644,682.50
		AMERICAN TOWER CORP 3.375 2026/10/15	1,570,000.00	1,560,532.90
		AMERICAN TOWER CORP 4 2025/06/01	895,000.00	927,944.95
		AMGEN INC 2.6 2026/08/19	576,000.00	554,901.12
		AMGEN INC 4.663 2051/06/15	1,159,000.00	1,268,734.12
		ANHEUSER-BUSCH INBEV FIN 3.65 2026/02/01	1,470,000.00	1,527,712.20
		ANHEUSER-BUSCH INBEV FIN 4.9 2046/02/01	3,186,000.00	3,642,521.94
		ANHEUSER-BUSCH INBEV WOR 4.95 2042/01/15	930,000.00	1,070,011.50
		AON PLC 4.25 2042/12/12	3,643,000.00	3,665,440.88
		APPALACHIAN POWER CO 5.8 2035/10/01	2,710,000.00	3,295,468.40
		APPLE INC 3.85 2043/05/04	970,000.00	987,527.90
		APPLE INC 4.375 2045/05/13	959,000.00	1,054,871.23
		ARC PROP OPER PART LP/CL 4.6 2024/02/06	335,000.00	354,935.85
		AT&T INC 4.25 2027/03/01	2,735,000.00	2,824,325.10
		AT&T INC 4.75 2046/05/15	252,000.00	243,099.36
		AT&T INC 5.15 2050/02/14	2,470,000.00	2,486,474.90
		AUTONATION INC 5.5 2020/02/01	410,000.00	437,371.60
		BACM 2004-4 XC 0.04771 2042/07/01	1,134,566.48	419.78
		BACM 2004-5 XC 0.42838 2041/11/01	1,277,163.06	10,306.69
		BANK OF AMERICA CORP 6.1 -	926,000.00	1,025,545.00
		BARCLAYS BANK PLC 10.179 2021/06/12	5,685,000.00	7,041,668.40
		BECTON DICKINSON AND CO 3.7 2027/06/06	1,723,000.00	1,742,349.29
		BECTON DICKINSON AND CO 4.669 2047/06/06	2,006,000.00	2,118,596.78
		BOARDWALK PIPELINES LP 4.45 2027/07/15	405,000.00	416,283.30
		BP CAPITAL MARKETS PLC 3.119 2026/05/04	1,235,000.00	1,244,941.75
		BSCMS 2004-PR3I X1 0.20778 2041/02/01	329,473.18	527.15
		BSCMS 2004-PWR4 X 0.107 2041/06/01	5,381,410.97	9,740.35
		BSCMS 2004-T16 X1 0.3917 2046/02/01	1,137,500.80	7,462.00
		BSCMS 2006-PW14 X1 0.33574 2038/12/01	1,804,770.66	3,230.53
		CANADIAN NATL RESOURCES 3.85 2027/06/01	755,000.00	769,269.50
		CAS 2016-C05 2M1 2.58722 2029/01/25	400,956.97	403,017.88
		CBRE SERVICES INC 4.875 2026/03/01	1,149,000.00	1,244,585.31
		CBRE SERVICES INC 5.25 2025/03/15	491,000.00	539,127.82
		CBS CORP 2.9 2027/01/15	700,000.00	662,424.00
		CBS CORP 3.5 2025/01/15	892,000.00	910,357.36
		CBS CORP 4.6 2045/01/15	1,675,000.00	1,681,666.50
		CELANESE US HOLDINGS LLC 4.625 2022/11/15	82,000.00	88,334.50
		CELANESE US HOLDINGS LLC 5.875 2021/06/15	1,440,000.00	1,593,100.80
		CENOVUS ENERGY INC 6.75 2039/11/15	820,000.00	932,159.60
		CFCRE 2011-C2 D 5.94533 2047/12/01	2,206,000.00	2,344,250.02
		CFCRE 2011-C2 E 5.94533 2047/12/01	1,283,000.00	1,297,934.12
		CGCMT 2006-C5 XC 0.62035 2049/10/01	14,128,617.73	141.28
		CGCMT 2012-GC8 XA 1.81589 2045/09/01	9,928,575.56	608,025.96
		CGCMT 2014-GC21 AS 4.026 2047/05/01	1,108,000.00	1,179,532.48
		CGCMT 2014-GC21 C 4.78 2047/05/01	919,000.00	949,354.57
		CGCMT 2014-GC21 XA 1.24556 2047/05/01	13,321,903.55	825,425.14
		CITIGROUP INC 4.125 2028/07/25	485,000.00	502,198.10
		CITIGROUP INC 4.75 2046/05/18	2,085,000.00	2,277,237.00
		CITIGROUP INC 5.875 -	446,000.00	467,742.50
		CITIGROUP INC 5.95 -	1,068,000.00	1,162,785.00
		CNO FINANCIAL GROUP INC 5.25 2025/05/30	670,000.00	716,900.00
		COMCAST CORP 6.5 2035/11/15	835,000.00	1,135,516.50
		COMM 2006-C8 XS 0.6478 2046/12/01	7,212,342.40	3,029.17
		COMM 2012-CR2 AM 3.791 2045/08/01	912,000.00	953,423.04
		COMM 2012-LC4 AM 4.063 2044/12/01	2,067,000.00	2,177,191.77
		COMM 2012-LC4 D 5.58872 2044/12/01	513,000.00	463,208.22
		COMM 2013-CR11 C 5.16721 2050/08/01	2,907,000.00	3,098,455.02
		COMM 2013-CR13 AM 4.449 2023/12/01	1,357,000.00	1,458,462.89
		COMM 2013-LC13 XA 1.3148 2046/08/01	70,247,197.52	2,834,474.39
		COMM 2014-CR14 XA 0.80682 2047/02/01	77,166,242.65	2,180,717.99
		COMM 2014-CR18 C 4.89292 2047/07/01	1,446,000.00	1,470,177.12
		COMMERZBANK AG 8.125 2023/09/19	680,000.00	826,172.80
		COMMONWEALTH EDISON 5.875 2033/02/01	445,000.00	550,157.95
		CONCHO RESOURCES INC 3.75 2027/10/01	1,980,000.00	1,996,592.40
		CONS EDISON CO OF NY 4.2 2042/03/15	475,000.00	513,783.75
		CONSTELLATION BRANDS INC 3.7 2026/12/06	490,000.00	506,939.30
		CONTINENTAL AIRLINES INC 6.545 2019/02/02	99,842.15	103,336.62
		CROWN CASTLE INTL CORP 3.65 2027/09/01	293,000.00	293,580.14
		CROWN CASTLE TOWERS LLC 4.883 2020/08/15	3,665,000.00	3,880,611.95
		CSAIL 2015-C1 C 4.44173 2050/04/01	1,546,000.00	1,601,300.42
		CSAIL 2015-C1 D 3.9453 2050/04/01	2,952,000.00	2,607,472.08
		CSFB 2003-C3 AX 2.25613 2038/05/01	2,109,487.39	21.09
		CSFB 2004-C3 AX 0.76241 2036/07/01	1,966,488.76	8,849.19
		CSMC 2016-NXSR C 4.50941 2049/12/01	2,083,000.00	2,128,451.06
		CVS HEALTH CORP 4.75 2022/12/01	409,000.00	448,713.90
		CVS PASS-THROUGH TRUST 7.507 2032/01/10	1,251,112.71	1,556,534.34
		DBUBS 2011-LC3A D 5.34029 2044/08/01	2,928,000.00	3,039,849.60
		DCP MIDSTREAM OPERATING 2.7 2019/04/01	355,000.00	353,225.00
		DCP MIDSTREAM OPERATING 3.875 2023/03/15	265,000.00	261,687.50
		DELTA AIR LINES 2009 1A 7.75 2019/12/17	206,936.54	225,312.50
		DIAMOND 1 FIN/DIAMOND 2 5.45 2023/06/15	2,077,000.00	2,282,477.61
		DIAMOND 1 FIN/DIAMOND 2 8.35 2046/07/15	503,000.00	650,384.03
		EASTMAN CHEMICAL CO 3.8 2025/03/15	1,469,000.00	1,525,086.42
		EL PASO NATURAL GAS 8.375 2032/06/15	3,285,000.00	4,281,274.80
		ENBRIDGE INC 4.25 2026/12/01	1,015,000.00	1,080,163.00
		ENERGY TRANSFER EQUITY 5.875 2024/01/15	2,027,000.00	2,189,565.40
		ENERGY TRANSFER PARTNERS 4.2 2027/04/15	105,000.00	106,526.70
		ENERGY TRANSFER PARTNERS 6.125 2045/12/15	485,000.00	530,478.45
		ENERGY TRANSFER PARTNERS 6.5 2042/02/01	1,237,000.00	1,414,212.62
		EQT CORP 3.9 2027/10/01	1,535,000.00	1,535,399.10
		ERAC USA FINANCE LLC 7 2037/10/15	1,901,000.00	2,526,486.03
		FIFTH THIRD BANCORP 5.1 -	662,000.00	676,895.00
		FIRSTENERGY CORP 3.9 2027/07/15	1,023,000.00	1,051,582.62
		FIRSTENERGY CORP 4.85 2047/07/15	1,707,000.00	1,829,818.65
		FORD MOTOR COMPANY 4.346 2026/12/08	1,545,000.00	1,619,190.90
		GENERAL ELECTRIC CO 5 -	4,351,000.00	4,597,092.56
		GENERAL MOTORS FINL CO 4 2026/10/06	606,000.00	615,811.14
		GENERAL MOTORS FINL CO 4.3 2025/07/13	709,000.00	737,033.86
		GEORGIA-PACIFIC CORP 7.75 2029/11/15	4,200,000.00	5,926,116.00
		GMACC 1997-C1 X 1.43339 2029/07/01	836,413.93	16,560.98
		GOLDMAN SACHS GROUP INC 3.85 2027/01/26	485,000.00	496,974.65
		GOLDMAN SACHS GROUP INC 6.75 2037/10/01	1,569,000.00	2,083,522.17
		GSMS 2006-GG6 XC 0 2038/04/01	1,424,770.27	14.24
		GSMS 2010-C1 D 6.05091 2043/08/01	2,233,597.00	2,300,113.51
		GSMS 2011-GC3 C 5.81992 2044/03/01	1,348,000.00	1,451,122.00
		GSMS 2011-GC3 D 5.81992 2044/03/01	2,691,177.00	2,820,488.05
		GSMS 2011-GC5 C 5.39865 2044/08/01	1,100,000.00	1,182,984.00
		GSMS 2012-GC6 D 5.65215 2045/01/01	559,000.00	542,515.09
		GSMS 2013 GC10 D 4.41239 2046/02/01	528,000.00	505,090.08
		GSMS 2014-GC22 C 4.80053 2047/06/01	2,999,000.00	3,080,482.83
		GSMS 2014-GC22 XA 1.02604 2047/06/01	30,613,740.41	1,499,460.99
		HARTFORD FINL SVCS GRP 8.125 2038/06/15	3,115,000.00	3,231,812.50
		HCA INC 5 2024/03/15	225,000.00	237,937.50
		HCA INC 5.25 2026/06/15	930,000.00	992,709.90
		HCA INC 5.5 2047/06/15	330,000.00	337,425.00
		HEALTHCARE REALTY TRUST 3.875 2025/05/01	580,000.00	588,642.00
		HOSPITALITY PROPERTIES T 4.5 2025/03/15	590,000.00	610,136.70
		HOST HOTELS & RESORTS LP 6 2021/10/01	293,000.00	326,358.05
		HSBC BANK USA NA 7 2039/01/15	475,000.00	682,000.25
		HYATT HOTELS CORP 3.375 2023/07/15	700,000.00	719,068.00
		IBERDROLA INTL BV 6.75 2036/07/15	905,000.00	1,189,785.40
		INTL PAPER CO 8.7 2038/06/15	235,000.00	350,636.45
		JOHNSON CONTROLS INTL PL 4.5 2047/02/15	930,000.00	986,664.90
		JPMBB 2013-C12 C 4.22221 2045/07/01	2,835,000.00	2,844,865.80
		JPMBB 2013-C17 AS 4.4584 2047/01/01	2,362,000.00	2,541,134.08
		JPMBB 2014-C19 XA 1.32177 2047/04/01	32,419,489.36	927,845.78
		JPMBB 2014-C22 C 4.71118 2047/09/01	839,000.00	851,777.97
		JPMCC 2004-C3 X-1 0.00445 2042/01/01	1,566,822.84	15.66
		JPMCC 2004-CBX X1 0.80025 2037/01/01	13,440,584.17	213,974.09
		JPMCC 2004-LN2 A2 5.115 2041/07/01	5,466.35	5,455.95
		JPMCC 2005-CB12 X1 0.37834 2037/09/01	14,065,797.81	32,351.32
		JPMCC 2006-LDP6 X1 0.00587 2043/04/01	4,139,334.14	41.37
		JPMCC 2011-C3 E 5.80176 2046/02/01	1,637,000.00	1,629,813.57
		JPMCC 2012-C6 E 5.30736 2045/05/01	2,582,000.00	2,303,892.78
		JPMCC 2012-C6 XA 1.75605 2045/05/01	18,273,218.73	1,093,469.40
		JPMCC 2012-C8 C 4.75885 2045/10/01	2,894,500.00	2,978,701.00
		JPMCC 2012-C8 D 4.80695 2045/10/01	3,153,000.00	3,118,096.29
		JPMCC 2012-LC9 D 4.52991 2047/12/01	1,398,000.00	1,420,326.06
		JPMORGAN CHASE & CO 5.3 -	978,000.00	1,017,609.00
		KONINKLIJKE KPN NV 8.375 2030/10/01	340,000.00	473,586.00
		KRAFT FOODS GROUP INC 6.875 2039/01/26	1,060,000.00	1,379,515.80
		L-3 COMMUNICATIONS CORP 3.85 2026/12/15	220,000.00	228,745.00
		LBCMT 1999-C1 G 6.41 2031/06/01	262,159.83	264,721.13
		LBUBS 2005-C2 XCL 0.195 2040/04/11	1,331,865.24	13.31
		LBUBS 2005-C7 XCL 0.4879 2040/11/11	9,300,042.78	48,918.22
		LBUBS 2006-C6 AJ 5.452 2039/09/11	3,132,163.50	2,502,410.70
		LBUBS 2008-C1 AM 6.31934 2041/04/11	6,229,000.00	6,184,088.91
		LEAR CORP 3.8 2027/09/15	1,282,000.00	1,290,897.08
		LEGRAND FRANCE SA 8.5 2025/02/15	2,413,000.00	3,097,230.28
		LIBERTY MUTUAL GROUP 4.225 2037/03/15	2,185,000.00	2,135,837.50
		LIMITED BRANDS INC 5.625 2022/02/15	595,000.00	635,162.50
		LLOYDS BANK PLC 4.5 2024/11/04	1,160,000.00	1,226,514.40
		LNR 2002-1A EFXD 7.502 2037/07/01	3,993,343.86	2,316,139.43
		METLIFE CAPITAL TRUST IV 7.875 2037/12/15	3,500,000.00	4,698,750.00
		METLIFE INC 6.4 2036/12/15	3,432,000.00	3,963,960.00
		METROPOLITAN LIFE INS CO 7.8 2025/11/01	1,000,000.00	1,288,410.00
		MEZZ 2004-C1 IO 9.32099 2037/01/15	159,917.79	5,597.12
		MEZZ 2005-C3 X IO P/P 144A 7.15631 2044/05/01	333,831.17	30,712.46
		MEZZ 2006-C4 X 6.78589 2045/07/01	455,700.27	20,506.50
		MICROSOFT CORP 2.4 2026/08/08	740,000.00	720,108.80
		MID-AMERICA APT LP 4.3 2023/10/15	175,000.00	185,995.25
		MIDAMERICAN ENERGY HLDGS 6.5 2037/09/15	3,845,000.00	5,224,201.50
		MIDAMERICAN FUNDING LLC 6.927 2029/03/01	255,000.00	337,563.90
		MITSUBISHI UFJ FIN GRP 3.85 2026/03/01	1,180,000.00	1,232,746.00
		MLMT 2004-BPC1 XC IO 1.01292 2041/10/01	767,865.97	12,132.28
		MLMT 2004-KEY2 X-C 0.67584 2039/08/01	3,367,051.00	18,653.45
		MLMT 2005-MCP1 XC 0.00499 2043/06/01	5,315,810.99	0.00
		MPLX LP 4.125 2027/03/01	1,120,000.00	1,153,006.40
		MSBAM 2013-C13 XA 1.26729 2046/11/01	56,667,917.53	2,687,759.28
		MSBAM 2013-C7 XA 1.61914 2046/02/01	16,454,033.92	990,861.91
		MSC 2005-IQ9 X1 IO P/P 144A 0.92908 2056/07/01	43,323,132.39	179,357.76
		MSC 2011-C3 D 5.32678 2049/07/01	1,195,000.00	1,237,900.50
		MSC 2011-C3 E 5.32678 2049/07/01	833,130.00	800,596.27
		MSC 2012-C4 D 5.60132 2045/03/01	2,571,000.00	2,657,899.80
		NABORS INDUSTRIES INC 4.625 2021/09/15	1,085,000.00	1,066,012.50
		NATIONWIDE MUTL 8.25 2031/12/01	1,245,000.00	1,797,929.40
		NEUBERGER BERMAN GRP/FIN 4.875 2045/04/15	725,000.00	718,032.75
		NEWELL RUBBERMAID INC 4.2 2026/04/01	1,880,000.00	1,990,055.20
		NORFOLK SOUTHERN CORP 4.05 2052/08/15	1,104,000.00	1,113,372.96
		O'REILLY AUTOMOTIVE INC 3.55 2026/03/15	555,000.00	561,660.00
		OMNICOM GROUP INC 3.6 2026/04/15	990,000.00	1,006,146.90
		ONEAMERICA FINL 7 2033/10/15	2,990,000.00	3,880,272.50
		ORACLE CORP 2.65 2026/07/15	937,000.00	924,144.36
		PACIFIC GAS & ELECTRIC 5.8 2037/03/01	1,495,000.00	1,907,186.45
		PACIFIC GAS & ELECTRIC 6.25 2039/03/01	235,000.00	315,825.90
		PACIFIC GAS & ELECTRIC 6.35 2038/02/15	775,000.00	1,053,124.25
		PACIFICORP 6.25 2037/10/15	2,645,000.00	3,583,975.00
		PHILLIPS 66 PARTNERS LP 3.75 2028/03/01	1,270,000.00	1,276,477.00
		PRICELINE GROUP INC/THE 3.65 2025/03/15	346,000.00	358,573.64
		PRUDENTIAL FINANCIAL INC 5.2 2044/03/15	932,000.00	991,415.00
		PRUDENTIAL FINANCIAL INC 5.625 2043/06/15	921,000.00	1,002,738.75
		PRUDENTIAL FINANCIAL INC 6.625 2040/06/21	855,000.00	1,172,153.70
		PUGET SOUND ENERGY INC 6.974 2067/06/01	3,470,000.00	3,390,884.00
		RABOBANK NEDERLAND 4.625 2023/12/01	670,000.00	728,705.40
		ROCKWELL COLLINS INC 4.35 2047/04/15	3,137,000.00	3,324,090.68
		ROYAL BANK OF CANADA 4.65 2026/01/27	770,000.00	832,054.30
		ROYAL BK SCOTLND GRP PLC 3.875 2023/09/12	200,000.00	205,066.00
		SABINE PASS LIQUEFACTION 5 2027/03/15	3,312,000.00	3,542,548.32
		SANTANDER ISSUANCES 5.179 2025/11/19	400,000.00	431,964.00
		SHERWIN-WILLIAMS CO 3.45 2027/06/01	1,830,000.00	1,858,218.60
		SHIRE ACQ INV IRELAND DA 2.875 2023/09/23	1,186,000.00	1,180,805.32
		SHIRE ACQ INV IRELAND DA 3.2 2026/09/23	1,466,000.00	1,448,451.98
		STACR 2015-DNA2 M2 3.83722 2027/12/25	202,092.55	206,279.90
		STACR 2016-HQA2 M1 2.43722 2028/11/25	85,000.34	85,132.94
		STANDARD INDUSTRIES INC 5 2027/02/15	1,065,000.00	1,115,587.50
		TEVA PHARMACEUTICALS NE 3.15 2026/10/01	998,000.00	904,367.64
		TEXAS-NEW MEXICO PR 9.5 2019/04/01	2,068,000.00	2,279,494.36
		TIME WARNER INC 9.15 2023/02/01	2,187,000.00	2,802,050.01
		TORONTO-DOMINION BANK 3.625 2031/09/15	1,251,000.00	1,247,284.53
		TRANSCANADA TRUST 5.3 2077/03/15	2,405,000.00	2,486,168.75
		TYSON FOODS INC 4.875 2034/08/15	327,000.00	363,107.34
		TYSON FOODS INC 5.15 2044/08/15	463,000.00	531,000.81
		UBSBB 2012-C4 XA 1.66035 2045/12/01	31,498,705.61	2,115,138.07
		UBSC 2011-C1 AS 5.154 2045/01/01	1,695,000.00	1,838,261.40
		UNITED AIR LINES 6.636 2022/07/02	496,589.10	542,523.59
		VALERO ENERGY PARTNERS 4.375 2026/12/15	399,000.00	414,652.77
		VEREIT OPERATING PARTNER 4.875 2026/06/01	485,000.00	523,154.95
		VERIZON COMMUNICATIONS 4.125 2027/03/16	1,155,000.00	1,208,130.00
		VERIZON COMMUNICATIONS 4.522 2048/09/15	412,000.00	396,228.64
		VMWARE INC 3.9 2027/08/21	870,000.00	880,231.20
		VULCAN MATERIALS CO 4.5 2025/04/01	370,000.00	396,543.80
		WALGREENS BOOTS ALLIANCE 3.45 2026/06/01	745,000.00	739,107.05
		WAMU 2005-AR1 A1B 2.01722 2045/01/25	1,411,935.07	1,353,057.37
		WAMU 2005-AR11 A1B2 1.68722 2045/08/25	2,039,641.55	1,994,647.05
		WAMU 2005-AR11 A1B3 1.63722 2045/08/25	3,831,336.53	3,730,419.12
		WAMU 2005-AR13 A1B3 1.59722 2045/10/25	4,427,189.27	4,375,745.33
		WBCMT 2005-C16 XC 0.59294 2041/10/01	1,859,173.99	1,301.42
		WBCMT 2006-C26 XC 0.05265 2045/06/01	20,813,821.68	208.13
		WBCMT 2006-C29 IO 0.44235 2048/11/01	22,002,414.56	220.01
		WBCMT 2007-C34 IO 0.32844 2046/05/01	15,786,721.98	44,676.42
		WELLS FARGO & COMPANY 5.875 -	1,280,000.00	1,428,096.00
		WESTAVACO CORP 7.95 2031/02/15	190,000.00	266,191.90
		WESTAVACO CORP 8.2 2030/01/15	540,000.00	765,774.00
		WESTLAKE CHEMICAL CORP 3.6 2026/08/15	1,525,000.00	1,535,232.75
		WEYERHAEUSER CO 7.375 2032/03/15	1,010,000.00	1,405,283.70
		WFCM 2013-LC12 AS 4.43013 2046/07/01	1,197,000.00	1,284,536.61
		WFRBS 2011-C2 D 5.78807 2044/02/01	4,341,000.00	4,406,939.79
		WFRBS 2011-C3 D 5.8132 2044/03/01	2,439,977.00	2,269,349.40
		WFRBS 2011-C4 E 5.41416 2044/06/01	3,469,232.00	3,361,096.03
		WFRBS 2011-C5 C 5.86113 2044/11/01	348,000.00	380,816.40
		WFRBS 2011-C5 E 5.86113 2044/11/01	1,975,000.00	2,022,479.00
		WFRBS 2012-C10 C 4.52799 2045/12/01	887,000.00	876,630.97
		WFRBS 2012-C10 D 4.59299 2045/12/01	970,000.00	850,263.20
		WFRBS 2012-C7 D 4.98095 2045/06/01	3,374,000.00	2,855,584.90
		WFRBS 2012-C9 D 4.95512 2045/11/01	1,426,000.00	1,381,794.00
		WFRBS 2013-C15 C 4.62813 2046/08/01	3,150,000.00	3,218,922.00
		WFRBS 2013-UBS1 AS 4.306 2046/03/01	1,073,000.00	1,146,446.85
		WFRBS 2014-C19 C 4.646 2047/03/01	2,527,000.00	2,572,612.35
		WFRBS 2014-C22 C 3.9139 2057/09/01	856,000.00	834,677.04
		WFRBS 2014-C24 XA 1.1025 2047/11/01	24,071,568.08	1,175,173.95
		WILLIAMS PARTNERS LP 3.6 2022/03/15	470,000.00	487,155.00
		WILLIAMS PARTNERS LP 4.3 2024/03/04	1,935,000.00	2,048,391.00
		WILLIAMS PARTNERS/ACMP 4.875 2024/03/15	595,000.00	621,775.00
		WILLIS GROUP HOLDINGS LT 5.75 2021/03/15	1,049,000.00	1,154,141.27
		WISCONSIN ENERGY CORP 3.4275 2067/05/15	10,170,000.00	9,786,082.50
		WYNDHAM WORLDWIDE CORP 4.5 2027/04/01	940,000.00	958,668.40
	アメリカ・ドル小計		898,149,866.64	359,752,366.03
				(40,321,045,185)
社債券合計				40,321,045,185
				(40,321,045,185)
合計				82,521,579,935
				(82,521,579,935)

(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	24.81%	100%
		地方債証券	3銘柄	0.86%
		特殊債券	246銘柄	24.46%
		社債券	263銘柄	47.90%
	(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。

有価証券報告書(内国投資信託受益証券)-第39期(平成29年4月18日-平成29年10月16日)

開示資料

決算