有報資料

有価証券報告書(内国投資信託受益証券)-第41期(平成30年4月17日-平成30年10月15日)

【提出】: 2019/01/15 9:30
【資料】: PDFをみる
【項目】: 46項目

(4)【附属明細表】(2018年10月15日現在)

第1 有価証券明細表
① 株式
該当事項はありません。

② 株式以外の有価証券
種類	通貨	銘柄	券面総額又は口数	評価額	備考
国債証券	アメリカ・ドル	US TREASURY N/B 1.125 2019/12/31	18,170,000.00	17,822,044.50
		US TREASURY N/B 1.5 2020/05/31	12,660,000.00	12,397,305.00
		US TREASURY N/B 1.875 2021/11/30	40,350,000.00	39,089,062.50
		US TREASURY N/B 2 2020/11/30	20,980,000.00	20,604,458.00
		US TREASURY N/B 2 2022/02/15	24,300,000.00	23,577,561.00
		US TREASURY N/B 2.125 2022/12/31	15,130,000.00	14,621,026.80
		US TREASURY N/B 2.75 2024/02/15	6,650,000.00	6,564,481.00
		US TREASURY N/B 2.75 2042/08/15	33,740,000.00	30,644,017.60
		US TREASURY N/B 3 2047/02/15	15,670,000.00	14,770,071.90
	アメリカ・ドル小計		187,650,000.00	180,090,028.30
				(20,175,485,870)
国債証券合計				20,175,485,870
				(20,175,485,870)
特殊債券	アメリカ・ドル	FHLMC G08747 3 2047/02/01	1,785,317.40	1,695,016.04
		FHLMC G60183 4 2044/12/01	1,089,119.27	1,095,033.18
		FHLMC Q27018 4.5 2044/07/01	119,912.56	123,851.68
		FHLMC Q28032 4.5 2044/08/01	219,688.53	226,606.52
		FHLMC Q29422 4.5 2044/11/01	70,772.08	72,982.99
		FHLMC Q32223 4.5 2045/03/01	61,641.53	63,755.21
		FHLMC Q51687 3.5 2047/11/01	1,904,346.28	1,862,069.79
		FHLMC Q54414 4 2048/02/01	4,618,919.50	4,637,348.98
		FHLMC G01074 7.5 2029/10/01	52,135.84	57,269.65
		FHLMC G01461 6 2032/10/01	1,307.48	1,445.22
		FHLMC GOLD A19332 5.5 2034/03/01	738,066.80	809,814.27
		FHLMC GOLD A19517 5.5 2034/03/01	377,698.39	402,924.86
		FHLMC GOLD A19630 5.5 2034/03/01	426,154.24	456,453.80
		FHLMC GOLD A19646 5.5 2034/03/01	1,367,649.06	1,498,341.60
		FHLMC GOLD A23445 5 2034/06/01	33,624.94	35,463.88
		FHLMC GOLD G07321 3.5 2043/04/01	274,947.77	270,760.31
		FHLMC GOLD G11752 5.5 2020/07/01	292.20	296.30
		FHLMC GOLD J06128 6 2021/09/01	3,702.78	3,777.61
		FHLMC GOLD Q14035 3.5 2042/12/01	271,346.24	267,219.06
		FNMA 250675 8 2026/09/01	4,932.27	5,445.57
		FNMA 252207 6.5 2019/01/01	87.85	95.89
		FNMA 252210 6.5 2019/02/01	11.14	12.15
		FNMA 254847 7 2033/06/01	5,895.19	6,249.49
		FNMA 254974 7 2033/10/01	12,024.50	13,178.01
		FNMA 255613 4.5 2034/12/01	9,174.95	9,473.31
		FNMA 255840 4.5 2020/09/01	74,685.50	75,913.30
		FNMA 256028 4.5 2020/12/01	29,796.00	30,195.86
		FNMA 256082 4.5 2021/01/01	16,737.60	16,955.35
		FNMA 257351 6.5 2038/09/01	38,015.37	42,535.39
		FNMA 257577 6 2029/01/01	39,589.74	42,716.93
		FNMA 313637 8 2027/07/01	2,903.55	3,152.87
		FNMA 357867 5 2020/07/01	43,002.53	44,077.58
		FNMA 555199 7 2032/11/01	1,010.78	1,064.69
		FNMA 648596 7.5 2032/06/01	1,110.33	1,135.75
		FNMA 655189 9 2032/04/01	28,317.15	29,622.00
		FNMA 678007 6 2032/09/01	6,808.90	7,421.35
		FNMA 688770 7.5 2033/02/01	81,289.54	85,612.51
		FNMA 694046 7.5 2033/03/01	98,729.09	108,564.48
		FNMA 694770 7 2033/04/01	2,963.98	3,049.10
		FNMA 709458 7 2033/07/01	1,463.61	1,543.50
		FNMA 724439 9 2027/01/01	23,440.26	24,252.93
		FNMA 725161 6.5 2034/02/01	926,042.33	1,028,675.49
		FNMA 725537 5 2019/06/01	1,217.56	1,247.99
		FNMA 729379 6 2033/08/01	1,797.53	1,940.11
		FNMA 740238 6 2033/09/01	6,663.05	7,189.36
		FNMA 744239 6.5 2033/10/01	575,296.09	630,035.51
		FNMA 745279 5 2021/02/01	2,387.25	2,450.32
		FNMA 745875 6.5 2036/09/01	8,022.56	9,044.31
		FNMA 745885 6 2036/10/01	41,907.24	46,136.50
		FNMA 745948 6.5 2036/10/01	21,080.34	23,300.52
		FNMA 747587 7 2033/11/01	103,317.52	111,078.73
		FNMA 751808 6.5 2033/10/01	108,346.03	118,262.93
		FNMA 751965 6.5 2033/11/01	17,456.94	19,054.77
		FNMA 753086 6 2033/12/01	65,896.83	72,462.12
		FNMA 754772 7 2034/01/01	6,561.93	6,580.36
		FNMA 767621 5 2019/02/01	10.48	10.74
		FNMA 771948 5.5 2019/02/01	195.07	195.24
		FNMA 773979 5.5 2034/03/01	930,369.23	1,020,317.32
		FNMA 784179 4.5 2034/06/01	16,777.48	17,231.47
		FNMA 800971 5 2019/11/01	155.10	158.97
		FNMA 806713 4.5 2035/01/01	2,054.35	2,120.37
		FNMA 810242 4.5 2035/01/01	33,229.49	34,303.79
		FNMA 811532 4.5 2020/12/01	34,581.12	35,089.46
		FNMA 813775 6 2035/02/01	5,669.92	6,117.78
		FNMA 816411 4.5 2020/07/01	6,925.38	7,015.46
		FNMA 820495 5 2020/06/01	22,761.97	23,331.00
		FNMA 825900 4.5 2020/10/01	22,872.74	23,170.31
		FNMA 825925 5 2020/10/01	463.12	474.69
		FNMA 826606 4.5 2020/08/01	54,460.06	55,168.57
		FNMA 826737 4.5 2020/08/01	51,498.80	52,168.79
		FNMA 828443 4.5 2020/07/01	37,560.14	38,048.78
		FNMA 828647 4.5 2020/08/01	5,550.11	5,622.31
		FNMA 829037 4.5 2020/07/01	14,587.04	14,776.81
		FNMA 829054 4.5 2020/08/01	4,780.30	4,860.84
		FNMA 829068 4.5 2020/08/01	26,022.81	26,361.35
		FNMA 830625 5 2020/07/01	6,470.43	6,632.18
		FNMA 830642 4.5 2020/08/01	46,746.64	47,354.80
		FNMA 831130 4.5 2020/10/01	37,149.10	37,632.40
		FNMA 831287 6 2036/01/01	8,787.59	9,666.16
		FNMA 831679 6.5 2036/08/01	500.91	548.47
		FNMA 831759 6 2026/09/01	3,886.64	4,193.64
		FNMA 833036 4.5 2020/09/01	18,567.81	18,809.37
		FNMA 833882 5 2020/07/01	4,730.09	4,848.34
		FNMA 835222 4.5 2020/08/01	76,348.48	77,531.88
		FNMA 836381 4.5 2020/10/01	38,043.43	38,538.37
		FNMA 837165 4.5 2020/11/01	23,713.02	24,021.52
		FNMA 837220 4.5 2020/08/01	48,283.58	48,946.02
		FNMA 837578 4.5 2020/08/01	27,844.08	28,206.33
		FNMA 838579 6.5 2035/10/01	49,881.01	54,446.61
		FNMA 840574 4.5 2020/10/01	35,168.32	35,625.84
		FNMA 842732 4.5 2020/10/01	31,288.15	31,695.20
		FNMA 843098 4.5 2020/10/01	17,396.37	17,622.69
		FNMA 843793 4.5 2020/10/01	5,260.58	5,329.02
		FNMA 844290 6 2020/11/01	75,220.37	76,248.61
		FNMA 844579 6 2020/12/01	12,030.30	12,086.48
		FNMA 845127 4.5 2020/12/01	21,043.75	21,317.51
		FNMA 848351 4.5 2020/11/01	57,774.75	58,526.39
		FNMA 850102 4.5 2020/09/01	8,411.23	8,520.65
		FNMA 850877 4.5 2020/12/01	47,727.03	48,347.94
		FNMA 850906 4.5 2020/12/01	268.37	271.86
		FNMA 851469 4.5 2036/01/01	40,619.77	41,751.43
		FNMA 851529 4.5 2036/02/01	37,771.81	38,793.91
		FNMA 852737 5 2021/01/01	3,920.39	4,018.39
		FNMA 866569 4.5 2021/01/01	35,130.40	35,587.44
		FNMA 870822 6 2036/10/01	8,330.35	9,124.55
		FNMA 882566 6 2036/07/01	1,167.72	1,259.95
		FNMA 885064 5 2021/05/01	2,324.92	2,383.04
		FNMA 885298 6 2036/07/01	320.82	348.03
		FNMA 887678 6 2036/08/01	61,938.20	67,219.05
		FNMA 888268 6 2037/03/01	346,668.70	381,418.68
		FNMA 889495 6.5 2038/03/01	5,356.98	5,847.30
		FNMA 891436 6 2036/03/01	264,892.90	291,482.78
		FNMA 892499 6 2036/08/01	6,337.86	6,961.75
		FNMA 893291 6.5 2036/08/01	852.48	930.50
		FNMA 893938 5 2021/10/01	9,613.82	9,854.16
		FNMA 896538 6.5 2036/09/01	25,539.34	28,258.25
		FNMA 897144 6 2036/09/01	13,721.98	14,805.87
		FNMA 897402 6 2036/07/01	68,905.19	75,701.98
		FNMA 898140 5 2021/08/01	2,148.19	2,201.89
		FNMA 898540 6.5 2036/09/01	15,650.50	17,964.11
		FNMA 898565 6.5 2036/10/01	518.54	579.27
		FNMA 899898 6.5 2036/09/01	16,090.67	17,563.44
		FNMA 900527 6 2036/09/01	191,445.63	207,867.79
		FNMA 900951 6.5 2036/09/01	36,435.88	39,770.85
		FNMA 900984 6.5 2036/09/01	27,753.09	30,293.33
		FNMA 903760 6 2022/01/01	66,539.81	67,685.61
		FNMA 905107 6 2037/01/01	3,790.71	4,166.40
		FNMA 907250 6 2036/12/01	10,948.80	12,041.49
		FNMA 907746 6 2037/01/01	31,722.20	34,899.17
		FNMA 908775 6 2037/01/01	1,950.95	2,105.05
		FNMA 920424 6 2036/11/01	7,046.59	7,673.86
		FNMA 933922 6.5 2038/05/01	13,336.21	14,556.87
		FNMA 934757 6 2039/02/01	3,170.58	3,421.02
		FNMA 935051 6 2039/03/01	4,755.16	5,130.77
		FNMA 956501 6.5 2038/01/01	159,146.68	173,713.37
		FNMA 962455 6.5 2038/04/01	101,389.61	110,669.80
		FNMA 965089 6.5 2038/09/01	691.08	754.33
		FNMA 965537 6.5 2038/01/01	363,563.22	396,840.13
		FNMA 966478 6.5 2038/01/01	32,981.17	36,738.71
		FNMA 967124 6.5 2038/01/01	9,298.90	10,150.02
		FNMA 967147 6.5 2038/01/01	384,203.35	419,369.47
		FNMA 967162 6.5 2038/01/01	537,241.29	601,156.87
		FNMA 967416 6.5 2038/01/01	172,636.42	188,437.83
		FNMA 968000 6.5 2038/01/01	284,157.98	310,166.95
		FNMA 968156 6.5 2038/01/01	23,598.86	26,637.21
		FNMA 968774 6.5 2038/01/01	105,012.60	114,624.39
		FNMA 973310 6.5 2038/02/01	11,118.27	12,135.91
		FNMA 974321 6 2033/01/01	226,271.04	248,742.00
		FNMA 981045 6.5 2038/04/01	23,984.48	26,179.77
		FNMA 987105 6.5 2038/09/01	30,077.22	32,830.18
		FNMA 987177 6.5 2038/12/01	10,430.03	11,384.69
		FNMA 991474 6.5 2038/10/01	11,403.25	12,603.78
		FNMA 991548 6.5 2038/11/01	8,053.34	8,790.46
		FNMA 995062 5 2038/02/01	34,541.31	36,558.17
		FNMA AA0679 6.5 2038/12/01	12,711.54	13,875.02
		FNMA AA1323 6 2032/11/01	59,945.14	64,680.19
		FNMA AB9369 3.5 2043/05/01	524,476.91	516,205.90
		FNMA AD8536 5 2040/08/01	6,075,383.45	6,444,462.98
		FNMA AE1839 5 2040/08/01	1,160,631.39	1,231,139.74
		FNMA AE5441 5 2040/10/01	960,517.66	1,018,878.71
		FNMA AE5932 6 2038/11/01	64,675.58	70,123.20
		FNMA AH6797 5 2041/03/01	3,086,210.38	3,270,858.34
		FNMA AI9135 3.5 2042/10/01	831,429.79	818,609.14
		FNMA AL6919 5.5 2038/01/01	3,749,022.72	4,050,669.08
		FNMA AS4073 4 2044/12/01	378,530.90	382,240.50
		FNMA AS7561 4 2046/06/01	423,846.30	428,394.17
		FNMA AS8056 3 2046/10/01	345,069.73	327,571.24
		FNMA AS8074 3 2046/10/01	176,796.94	167,822.72
		FNMA AS8974 4 2047/03/01	335,366.49	338,961.61
		FNMA AS9415 4 2047/04/01	972,556.47	982,992.00
		FNMA AS9978 4 2047/07/01	721,381.90	729,122.32
		FNMA AT2727 3.5 2043/05/01	548,066.15	540,464.47
		FNMA AT2746 3.5 2043/05/01	504,370.52	496,391.37
		FNMA AU1625 3.5 2043/07/01	1,159,606.78	1,139,835.48
		FNMA AU9553 4 2043/10/01	472,675.58	476,750.04
		FNMA AV7020 3.5 2044/10/01	458,707.89	449,304.37
		FNMA AW7089 4.5 2044/07/01	196,223.95	202,752.32
		FNMA AX2731 4.5 2044/10/01	186,217.26	192,282.35
		FNMA AX5472 3.5 2045/08/01	685,528.33	670,885.44
		FNMA AX5489 3.5 2045/10/01	652,838.45	638,946.04
		FNMA AX5534 4 2046/06/01	348,612.48	352,353.09
		FNMA AX8877 4.5 2044/12/01	126,362.92	129,782.30
		FNMA AX8927 4.5 2044/12/01	155,504.38	160,573.82
		FNMA AY0773 3.5 2045/03/01	539,580.45	529,339.21
		FNMA AY8222 4.5 2045/05/01	260,277.34	268,921.15
		FNMA BA1056 4.5 2045/11/01	146,976.66	151,003.82
		FNMA BC0390 4.5 2045/12/01	64,752.72	66,507.51
		FNMA BD9031 4 2047/03/01	366,684.89	370,619.41
		FNMA BD9038 4 2047/05/01	488,346.18	491,432.52
		FNMA BD9043 4 2047/06/01	568,901.58	575,005.89
		FNMA BD9047 4 2047/07/01	643,699.92	650,606.82
		FNMA BD9052 4 2047/08/01	392,499.10	396,710.61
		FNMA BD9219 4.5 2046/10/01	426,991.11	438,874.27
		FNMA BE3475 5 2047/03/01	873,087.45	930,702.49
		FNMA BE3477 5 2047/04/01	977,002.39	1,037,723.08
		FNMA BE4750 5 2047/03/01	464,955.33	488,942.37
		FNMA BE7562 5 2047/03/01	293,515.29	311,854.12
		FNMA BE7603 5 2047/03/01	998,323.17	1,068,225.75
		FNMA BF0101 3.5 2056/06/01	3,349,501.36	3,263,419.17
		FNMA BF0169 3.5 2057/01/01	2,604,105.30	2,537,179.79
		FNMA BF0171 4 2057/01/01	2,942,077.56	2,967,379.42
		FNMA BH5083 4 2047/07/01	3,630,473.80	3,644,777.86
		FNMA BH8526 4 2047/12/01	1,890,254.20	1,897,512.77
		FNMA BJ1309 4 2047/10/01	2,551,732.96	2,561,531.61
		FNMA BJ6741 4.5 2048/05/01	2,776,681.49	2,852,984.69
		FNMA BK4129 4.5 2048/06/01	3,986,883.88	4,096,443.44
		FNMA CA0341 4 2047/09/01	1,025,331.47	1,036,333.27
		FNMA MA2737 3 2046/09/01	1,356,110.92	1,287,559.51
		FNMA TBA 4.5 2048/11/01	12,000,000.00	12,307,800.00
		FNR 2001-50 BI 0.38063 2041/10/01	1,955,560.25	33,166.28
		FNW 2002-W6 1AIO 0 2042/06/01	1,618,082.96	242.71
		FNW 2003-W1 2A 5.92602 2042/12/01	1,219,071.28	1,313,537.09
		FNW 2005-W4 1AIO 0.06094 2035/08/01	295,988.51	367.02
		GNMA 4018 6.5 2037/08/01	424,663.15	484,048.00
		GNMA 4029 6.5 2037/09/01	33,576.70	37,236.56
		GNMA 4040 6.5 2037/10/01	113,587.25	129,278.19
		GNMA 626924 3.5 2045/03/01	1,536,494.28	1,518,225.36
		GNMA 626962 4 2045/07/01	3,098,527.80	3,154,487.21
		GNMA 626963 4 2045/07/01	1,503,727.82	1,534,945.20
		GNMA 627046 4 2046/01/01	3,243,183.72	3,301,755.61
		GNMA 627054 4 2046/02/01	1,878,104.16	1,912,022.72
		GNMA 627055 4 2046/02/01	3,274,539.22	3,342,518.65
		GNMA 635065 4.5 2046/03/01	1,416,269.04	1,481,998.08
		GNMA 635083 4 2046/05/01	1,624,545.42	1,658,270.98
		GNMA 673972 3 2046/08/01	710,144.13	682,377.49
		GNMA 783937 3.5 2043/11/01	22,636,585.68	22,424,028.14
		GNMA 784038 4 2045/01/01	3,170,728.08	3,268,227.96
		GNMA AM4380 4 2045/05/01	1,427,080.95	1,451,969.24
		GNMA AT8064 3 2046/08/01	45,218.49	43,492.50
		GNMA AT9856 3 2046/10/01	551,657.92	531,202.44
		GNMA AW5280 3 2046/10/01	354,809.76	340,918.95
		GNMA BB3665 4 2047/10/01	886,128.76	898,295.30
		GNMA BB8774 4 2047/09/01	1,278,048.39	1,291,800.19
		GNMA II 002921 7.5 2030/05/01	3,418.76	3,962.00
		GNMA TBA 3 2048/10/01	4,000,000.00	3,842,080.00
		GNMA TBA 3 2048/11/01	4,000,000.00	3,838,360.00
		GNMA TBA 3.5 2048/10/01	7,000,000.00	6,909,210.00
		GNMA TBA 3.5 2048/11/01	7,000,000.00	6,901,790.00
	アメリカ・ドル小計		168,985,966.88	167,421,954.70
				(18,756,281,585)
特殊債券合計				18,756,281,585
				(18,756,281,585)
社債券	アメリカ・ドル	21ST CENTURY FOX AMERICA 4.75 2044/09/15	485,000.00	515,559.85
		21ST CENTURY FOX AMERICA 7.75 2045/12/01	977,000.00	1,421,916.03
		ABBVIE INC 3.6 2025/05/14	202,000.00	194,000.80
		ACTAVIS FUNDING SCS 3.45 2022/03/15	100,000.00	98,855.00
		AES CORP/VA 5.125 2027/09/01	835,000.00	823,518.75
		AIR LEASE CORP 4.625 2028/10/01	2,400,000.00	2,339,880.00
		AMAZON.COM INC 3.15 2027/08/22	1,390,000.00	1,317,789.50
		AMAZON.COM INC 4.05 2047/08/22	1,635,000.00	1,564,041.00
		AMERICAN INTL GROUP 8.175 2058/05/15	1,206,000.00	1,495,440.00
		AMERICAN TOWER CORP 3.375 2026/10/15	1,570,000.00	1,450,570.10
		AMERICAN TOWER CORP 3.55 2027/07/15	895,000.00	828,716.30
		AMGEN INC 4.663 2051/06/15	1,159,000.00	1,110,403.13
		ANHEUSER-BUSCH INBEV FIN 4.9 2046/02/01	852,000.00	831,645.72
		ANHEUSER-BUSCH INBEV WOR 4.95 2042/01/15	930,000.00	926,140.50
		AON PLC 4.25 2042/12/12	3,643,000.00	3,283,071.60
		APPALACHIAN POWER CO 5.8 2035/10/01	2,710,000.00	3,058,939.60
		APPLE INC 3.85 2043/05/04	970,000.00	918,939.20
		APPLE INC 4.375 2045/05/13	959,000.00	981,402.24
		ARC PROP OPER PART LP/CL 4.6 2024/02/06	335,000.00	336,055.25
		AT&T INC 4.25 2027/03/01	2,735,000.00	2,672,505.25
		AT&T INC 4.75 2046/05/15	252,000.00	223,108.20
		BACM 2004-4 XC 0.32181 2042/07/01	192,062.65	36.48
		BACM 2004-5 XC 0.43932 2041/11/01	1,245,666.28	4,272.62
		BANCO SANTANDER SA 4.379 2028/04/12	1,800,000.00	1,684,116.00
		BANCO SANTANDER SA 5.179 2025/11/19	400,000.00	398,236.00
		BANK OF AMERICA CORP 6.1 -	926,000.00	951,465.00
		BANK OF MONTREAL 3.803 2032/12/15	560,000.00	515,961.60
		BARCLAYS BANK PLC 10.179 2021/06/12	5,685,000.00	6,465,721.05
		BECTON DICKINSON AND CO 3.7 2027/06/06	1,723,000.00	1,636,936.15
		BECTON DICKINSON AND CO 4.669 2047/06/06	2,006,000.00	1,951,316.44
		BSCMS 2004-PR3I X1 0 2041/02/01	102,009.43	1.02
		BSCMS 2004-PWR4 X 0.10989 2041/06/01	5,139,125.59	2,980.69
		BSCMS 2004-T16 X1 0.48078 2046/02/01	766,185.16	3,976.50
		BSCMS 2006-PW14 X1 0.31524 2038/12/01	531,012.76	1,847.91
		CAS 2016-C02 1M2 8.21581 2028/09/25	480,000.00	563,520.00
		CAS 2016-C05 2M1 3.56581 2029/01/25	133,572.89	133,973.60
		CBRE SERVICES INC 4.875 2026/03/01	1,149,000.00	1,164,913.65
		CBRE SERVICES INC 5.25 2025/03/15	491,000.00	509,329.03
		CBS CORP 2.9 2027/01/15	1,052,000.00	932,198.24
		CBS CORP 4 2026/01/15	540,000.00	526,726.80
		CELANESE US HOLDINGS LLC 4.625 2022/11/15	82,000.00	83,336.60
		CFCRE 2011-C2 D 5.94736 2047/12/01	1,196,000.00	1,228,280.04
		CFCRE 2011-C2 E 5.94736 2047/12/01	1,283,000.00	1,244,548.49
		CGCMT 2006-C5 XC 0 2049/10/01	9,636,357.07	96.35
		CGCMT 2012-GC8 XA 1.9663 2045/09/01	9,655,033.65	513,744.34
		CGCMT 2013-GC11 D 4.56721 2046/04/01	1,884,000.00	1,841,798.40
		CGCMT 2014-GC21 AS 4.026 2047/05/01	1,607,000.00	1,627,167.85
		CGCMT 2014-GC21 C 4.78 2047/05/01	1,408,000.00	1,398,707.20
		CGCMT 2014-GC21 XA 1.19234 2047/05/01	12,535,683.18	621,519.17
		CIT GROUP INC 5.25 2025/03/07	744,000.00	748,650.00
		CITIGROUP INC 4.45 2027/09/29	2,925,000.00	2,860,913.25
		CNO FINANCIAL GROUP INC 5.25 2025/05/30	670,000.00	680,264.40
		COMCAST CORP 6.5 2035/11/15	835,000.00	992,606.25
		COMM 2006-C8 XS 0.44249 2046/12/01	4,349,869.52	1,435.44
		COMM 2012-CR2 AM 3.791 2045/08/01	912,000.00	916,167.84
		COMM 2012-LC4 AM 4.063 2044/12/01	2,112,000.00	2,131,557.12
		COMM 2012-LC4 D 5.60298 2044/12/01	513,000.00	460,925.37
		COMM 2013-CR13 AM 4.449 2023/12/01	1,357,000.00	1,395,850.91
		COMM 2013-LC13 XA 1.16651 2046/08/01	32,992,375.63	1,380,730.91
		COMM 2014-CR14 XA 0.70591 2047/02/01	59,553,410.09	1,353,648.98
		COMM 2014-CR18 C 4.88941 2047/07/01	2,068,000.00	2,054,826.84
		COMMERZBANK AG 8.125 2023/09/19	680,000.00	770,929.60
		CONCHO RESOURCES INC 3.75 2027/10/01	1,980,000.00	1,875,931.20
		CONTINENTAL AIRLINES INC 6.545 2019/02/02	51,402.66	51,938.78
		CROWN CASTLE INTL CORP 3.65 2027/09/01	293,000.00	274,092.71
		CROWN CASTLE INTL CORP 3.8 2028/02/15	445,000.00	417,427.80
		CSAIL 2015-C1 C 4.43952 2050/04/01	2,307,483.00	2,258,772.03
		CSAIL 2015-C1 D 3.93952 2050/04/01	2,674,000.00	2,390,449.04
		CSFB 2003-C3 AX 2.22088 2038/05/01	1,641,356.30	2,035.27
		CSFB 2004-C3 AX 0.76422 2036/07/01	1,889,247.77	8,085.98
		CSMC 2016-NXSR C 4.50759 2049/12/01	2,083,000.00	2,030,383.42
		CVS HEALTH CORP 4.75 2022/12/01	409,000.00	422,038.92
		CVS HEALTH CORP 4.78 2038/03/25	1,991,000.00	1,951,259.64
		CVS HEALTH CORP 5.05 2048/03/25	664,000.00	663,594.96
		CVS PASS-THROUGH TRUST 7.507 2032/01/10	1,198,792.94	1,387,542.88
		DBUBS 2011-LC3A D 5.51564 2044/08/01	3,279,000.00	3,361,106.16
		DELL INT LLC / EMC CORP 6.02 2026/06/15	1,434,000.00	1,509,887.28
		DELTA AIR LINES 2009 1A 7.75 2019/12/17	160,534.44	167,374.81
		DIAMOND 1 FIN/DIAMOND 2 5.45 2023/06/15	2,077,000.00	2,166,560.24
		DIAMOND 1 FIN/DIAMOND 2 8.35 2046/07/15	503,000.00	605,757.87
		DIGITAL REALTY TRUST LP 4.45 2028/07/15	1,980,000.00	1,961,823.60
		EL PASO NATURAL GAS 8.375 2032/06/15	3,285,000.00	4,116,105.00
		ENBRIDGE INC 4.25 2026/12/01	1,015,000.00	1,006,382.65
		ENERGY TRANSFER EQUITY 5.875 2024/01/15	2,027,000.00	2,130,883.75
		ENERGY TRANSFER PARTNERS 6.125 2045/12/15	485,000.00	499,351.15
		ENERGY TRANSFER PARTNERS 6.5 2042/02/01	532,000.00	568,670.76
		ENERGY TRANSFER PARTNERS 6.625 -	1,837,000.00	1,745,150.00
		ENTERPRISE PRODUCTS OPER 4.25 2048/02/15	800,000.00	723,544.00
		EQT CORP 3.9 2027/10/01	1,535,000.00	1,426,260.60
		ERAC USA FINANCE LLC 7 2037/10/15	1,901,000.00	2,338,115.94
		FIDELITY NATIONAL INFORM 4.25 2028/05/15	1,120,000.00	1,113,011.20
		FIFTH THIRD BANCORP 5.1 -	662,000.00	638,168.00
		FIRSTENERGY CORP 3.9 2027/07/15	1,023,000.00	986,714.19
		FIRSTENERGY CORP 4.85 2047/07/15	1,707,000.00	1,708,843.56
		FISERV INC 4.2 2028/10/01	2,599,000.00	2,580,287.20
		GENERAL MOTORS FINL CO 4 2026/10/06	606,000.00	555,495.96
		GENERAL MOTORS FINL CO 4.3 2025/07/13	709,000.00	678,853.32
		GEORGIA-PACIFIC CORP 7.75 2029/11/15	4,200,000.00	5,495,154.00
		GMACC 1997-C1 X 1.33715 2029/07/01	414,930.01	5,937.64
		GOLDMAN SACHS GROUP INC 3.85 2027/01/26	485,000.00	465,439.95
		GOLDMAN SACHS GROUP INC 4.223 2029/05/01	3,765,000.00	3,659,354.10
		GOLDMAN SACHS GROUP INC 6.75 2037/10/01	1,569,000.00	1,849,945.14
		GSMS 2010-C1 D 6.19659 2043/08/01	2,577,597.00	2,627,602.38
		GSMS 2011-GC3 C 5.82534 2044/03/01	2,257,000.00	2,343,623.66
		GSMS 2012-GC6 D 5.84016 2045/01/01	261,000.00	258,457.86
		GSMS 2014-GC22 C 4.84575 2047/06/01	2,999,000.00	2,975,067.98
		GSMS 2014-GC22 XA 1.14695 2047/06/01	26,794,797.16	1,056,250.89
		HCA INC 5 2024/03/15	225,000.00	226,620.00
		HCA INC 5.25 2026/06/15	930,000.00	936,975.00
		HCA INC 5.5 2047/06/15	330,000.00	328,350.00
		HOSPITALITY PROP TRUST 4.375 2030/02/15	659,000.00	598,635.60
		HOSPITALITY PROPERTIES T 4.5 2025/03/15	590,000.00	570,830.90
		IBERDROLA INTL BV 6.75 2036/07/15	905,000.00	1,069,773.35
		IHS MARKIT LTD 4.75 2028/08/01	1,180,000.00	1,163,668.80
		INTERPUBLIC GROUP COS 4.65 2028/10/01	2,353,000.00	2,319,210.92
		INTL FLAVOR & FRAGRANCES 4.45 2028/09/26	495,000.00	495,381.15
		INTL PAPER CO 8.7 2038/06/15	235,000.00	320,305.00
		JOHNSON CONTROLS INTL PL 4.5 2047/02/15	930,000.00	873,669.90
		JPMBB 2013-C17 AS 4.4584 2047/01/01	2,362,000.00	2,432,151.40
		JPMBB 2014-C19 XA 1.2775 2047/04/01	30,818,861.80	569,224.37
		JPMBB 2014-C22 C 4.71003 2047/09/01	2,451,000.00	2,365,925.79
		JPMCC 2004-C3 X-1 0 2042/01/01	724,779.69	7.24
		JPMCC 2004-CBX X1 0.79448 2037/01/01	12,153,510.20	112,055.36
		JPMCC 2005-CB12 X1 0.36256 2037/09/01	13,174,713.90	18,839.83
		JPMCC 2006-LDP6 X1 0 2043/04/01	2,951,634.97	29.50
		JPMCC 2012-C6 E 5.3117 2045/05/01	2,582,000.00	2,333,663.24
		JPMCC 2012-C6 XA 1.74972 2045/05/01	17,458,218.34	806,569.68
		JPMCC 2012-C8 C 4.75816 2045/10/01	2,894,500.00	2,871,807.12
		JPMCC 2012-C8 D 4.80626 2045/10/01	3,153,000.00	3,051,347.28
		JPMCC 2012-LC9 D 4.51783 2047/12/01	1,398,000.00	1,375,464.24
		JPMCC 2013-LC11 C 3.9582 2046/04/01	1,440,000.00	1,410,897.60
		JPMORGAN CHASE & CO 5.3 -	809,000.00	819,233.85
		JPMORGAN CHASE & CO 6.1 -	172,000.00	176,317.20
		KONINKLIJKE KPN NV 8.375 2030/10/01	340,000.00	439,694.80
		KRAFT HEINZ FOODS CO 4.375 2046/06/01	2,160,000.00	1,851,854.40
		L-3 COMMUNICATIONS CORP 3.85 2026/12/15	220,000.00	210,625.80
		LBUBS 2005-C7 XCL 0.53673 2040/11/11	4,873,813.68	12,769.39
		LBUBS 2006-C6 AJ 5.452 2039/09/11	2,051,323.79	1,415,413.41
		LBUBS 2008-C1 AM 6.31934 2041/04/11	1,579,072.84	1,604,195.88
		LEAR CORP 3.8 2027/09/15	1,837,000.00	1,686,935.47
		LEGRAND FRANCE SA 8.5 2025/02/15	2,413,000.00	2,931,915.65
		LIBERTY MUTUAL GROUP 5.23913 2037/03/15	2,185,000.00	2,108,525.00
		LLOYDS BANK PLC 4.5 2024/11/04	1,160,000.00	1,135,187.60
		LNR 2002-1A EFXD 7.502 2037/07/01	3,920,628.63	764,522.58
		METLIFE CAPITAL TRUST IV 7.875 2037/12/15	3,500,000.00	4,235,000.00
		METLIFE INC 6.4 2036/12/15	3,432,000.00	3,590,489.76
		METROPOLITAN LIFE INS CO 7.8 2025/11/01	1,000,000.00	1,215,060.00
		MEZZ 2005-C3 X IO P/P 144A 7.13662 2044/05/01	49,263.17	6,953.98
		MEZZ 2006-C4 X 6.64117 2045/07/01	372,895.42	11,227.87
		MIDAMERICAN ENERGY HLDGS 6.5 2037/09/15	3,845,000.00	4,718,122.60
		MIDAMERICAN FUNDING LLC 6.927 2029/03/01	255,000.00	309,118.65
		MLMT 2004-BPC1 XC IO 0.99536 2041/10/01	723,261.46	5,409.99
		MLMT 2004-KEY2 X-C 0.96067 2039/08/01	1,903,695.46	989.91
		MLMT 2005-MCP1 XC 0.00135 2043/06/01	4,717,906.87	94.35
		MSBAM 2012-C6 D 4.72624 2045/11/01	2,335,000.00	2,333,762.45
		MSBAM 2013-C13 XA 1.2326 2046/11/01	58,576,293.18	2,319,621.18
		MSBAM 2013-C7 XA 1.49648 2046/02/01	14,065,228.70	659,659.22
		MSC 2005-IQ9 X1 IO P/P 144A 0.8099 2056/07/01	37,147,196.87	199,851.91
		MSC 2011-C3 D 5.32572 2049/07/01	722,000.00	739,717.88
		MSC 2012-C4 D 5.60075 2045/03/01	2,571,000.00	2,448,414.72
		NEUBERGER BERMAN GRP/FIN 4.875 2045/04/15	725,000.00	669,349.00
		NEWELL RUBBERMAID INC 4.2 2026/04/01	1,880,000.00	1,766,034.40
		NEXTERA ENERGY CAPITAL 4.8 2077/12/01	1,220,000.00	1,128,500.00
		NORTHROP GRUMMAN CORP 3.25 2028/01/15	1,790,000.00	1,669,855.20
		OMNICOM GROUP INC 3.6 2026/04/15	990,000.00	931,619.70
		ONEAMERICA FINL 7 2033/10/15	2,990,000.00	3,529,425.90
		OSHKOSH CORP 4.6 2028/05/15	1,450,000.00	1,413,967.50
		PACIFICORP 6.25 2037/10/15	2,645,000.00	3,256,074.35
		PRUDENTIAL FINANCIAL INC 5.2 2044/03/15	932,000.00	915,690.00
		PRUDENTIAL FINANCIAL INC 5.625 2043/06/15	921,000.00	944,025.00
		PRUDENTIAL FINANCIAL INC 6.625 2040/06/21	855,000.00	1,070,118.00
		RABOBANK NEDERLAND 4.625 2023/12/01	670,000.00	676,452.10
		ROYAL BANK OF CANADA 4.65 2026/01/27	770,000.00	781,727.10
		ROYAL BK SCOTLND GRP PLC 3.875 2023/09/12	200,000.00	193,292.00
		ROYAL BK SCOTLND GRP PLC 4.892 2029/05/18	835,000.00	819,761.25
		SABINE PASS LIQUEFACTION 5 2027/03/15	3,312,000.00	3,361,646.88
		SALESFORCE.COM INC 3.7 2028/04/11	2,560,000.00	2,508,288.00
		SERVICE CORP INTL 4.625 2027/12/15	420,000.00	395,850.00
		SHERWIN-WILLIAMS CO 3.45 2027/06/01	1,830,000.00	1,712,642.10
		SHIRE ACQ INV IRELAND DA 2.875 2023/09/23	1,186,000.00	1,122,299.94
		SHIRE ACQ INV IRELAND DA 3.2 2026/09/23	1,466,000.00	1,340,173.22
		STACR 2015-DNA2 M2 4.81581 2027/12/25	206,835.16	210,907.74
		STACR 2015-HQ2 M2 4.16581 2025/05/25	527,188.97	540,779.90
		STANDARD INDUSTRIES INC 5 2027/02/15	1,065,000.00	984,166.50
		TELEFONICA EMISIONES SAU 4.895 2048/03/06	1,650,000.00	1,498,035.00
		TEXAS-NEW MEXICO PR 9.5 2019/04/01	2,068,000.00	2,128,199.48
		TORONTO-DOMINION BANK 3.625 2031/09/15	1,251,000.00	1,172,124.45
		TPAT 2018-SL1 A 2.81581 2046/01/25	3,109,230.92	3,093,529.30
		TRANSCANADA TRUST 5.3 2077/03/15	2,405,000.00	2,227,631.25
		UBSBB 2012-C3 C 5.03103 2049/08/01	730,000.00	736,613.80
		UBSBB 2012-C4 XA 1.64169 2045/12/01	22,432,094.31	1,172,301.24
		UBSC 2011-C1 AS 5.154 2045/01/01	1,695,000.00	1,764,647.55
		UBSCM 2017-C7 XA 1.22606 2050/12/01	11,928,973.57	843,020.56
		UNITED AIR LINES 6.636 2022/07/02	458,677.09	479,670.74
		UNITEDHEALTH GROUP INC 3.85 2028/06/15	1,375,000.00	1,365,553.75
		VERIZON COMMUNICATIONS 4.125 2027/03/16	1,155,000.00	1,142,583.75
		VMWARE INC 3.9 2027/08/21	870,000.00	812,797.50
		VODAFONE GROUP PLC 4.375 2028/05/30	1,420,000.00	1,375,653.40
		WALGREENS BOOTS ALLIANCE 3.45 2026/06/01	745,000.00	697,275.30
		WAMU 2005-AR1 A1B 2.99581 2045/01/25	1,142,199.17	1,137,504.73
		WAMU 2005-AR11 A1B2 2.66581 2045/08/25	1,666,067.24	1,649,506.53
		WAMU 2005-AR11 A1B3 2.61581 2045/08/25	3,129,601.00	3,116,456.67
		WAMU 2005-AR13 A1B3 2.57581 2045/10/25	3,533,241.28	3,532,993.95
		WBCMT 2006-C26 XC 0.045 2045/06/01	12,343,227.60	123.43
		WBCMT 2006-C29 IO 0.37415 2048/11/01	8,439,202.05	84.38
		WBCMT 2007-C34 IO 0.11745 2046/05/01	10,583,452.84	105.82
		WELLS FARGO & COMPANY 5.875 -	1,280,000.00	1,326,400.00
		WESTAVACO CORP 7.95 2031/02/15	190,000.00	242,118.90
		WESTAVACO CORP 8.2 2030/01/15	540,000.00	692,620.20
		WESTERN DIGITAL CORP 4.75 2026/02/15	1,680,000.00	1,609,188.00
		WESTLAKE CHEMICAL CORP 3.6 2026/08/15	1,315,000.00	1,231,931.45
		WESTLAKE CHEMICAL CORP 4.375 2047/11/15	970,000.00	844,996.10
		WEYERHAEUSER CO 7.375 2032/03/15	1,010,000.00	1,264,994.70
		WFCM 2013-LC12 AS 4.42255 2046/07/01	1,271,000.00	1,299,851.70
		WFCM 2016-BNK1 AS 2.814 2049/08/01	1,153,000.00	1,063,792.39
		WFRBS 2011-C2 D 5.83858 2044/02/01	4,341,000.00	4,379,070.57
		WFRBS 2011-C3 D 5.86454 2044/03/01	2,439,977.00	2,198,199.67
		WFRBS 2011-C4 E 5.39746 2044/06/01	902,232.00	867,297.57
		WFRBS 2011-C5 E 5.86155 2044/11/01	1,975,000.00	1,965,796.50
		WFRBS 2012-C10 C 4.5253 2045/12/01	436,000.00	429,446.92
		WFRBS 2012-C10 D 4.5903 2045/12/01	970,000.00	821,153.50
		WFRBS 2012-C7 D 4.97672 2045/06/01	3,374,000.00	3,119,971.54
		WFRBS 2012-C9 D 4.93966 2045/11/01	1,426,000.00	1,378,243.26
		WFRBS 2013-UBS1 AS 4.306 2046/03/01	1,123,000.00	1,146,493.16
		WFRBS 2014-C24 XA 1.03026 2047/11/01	23,101,522.17	877,626.82
		WILLIAMS PARTNERS LP 3.6 2022/03/15	470,000.00	465,201.30
		WILLIAMS PARTNERS LP 4.3 2024/03/04	2,319,000.00	2,323,382.91
		WILLIS GROUP HOLDINGS LT 5.75 2021/03/15	1,049,000.00	1,096,110.59
		WISCONSIN ENERGY CORP 4.42625 2067/05/15	10,170,000.00	9,711,841.50
		ZOETIS INC 3.9 2028/08/20	1,465,000.00	1,433,736.90
	アメリカ・ドル小計		746,265,026.52	303,087,078.90
				(33,954,845,449)
社債券合計				33,954,845,449
				(33,954,845,449)
合計				72,886,612,904
				(72,886,612,904)

(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	9銘柄	27.71%	100%
		特殊債券	238銘柄	25.76%
		社債券	230銘柄	46.64%
	(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41期(平成30年4月17日-平成30年10月15日)

開示資料

決算