有価証券報告書(内国投資信託受益証券)-第46期(令和2年10月16日-令和3年4月15日)

(4)【附属明細表】
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

2021年4月15日現在
種類	通貨	銘柄	券面総額	評価額	備考
国債証券	アメリカ・ドル	US TREASURY N/B	1,240,000.00	1,658,500.00
		US TREASURY N/B	17,500,000.00	18,156,775.00
		US TREASURY N/B	5,240,000.00	5,965,582.80
		US TREASURY N/B	12,660,000.00	13,477,456.20
		US TREASURY N/B	26,530,000.00	28,886,394.60
		WI TREASURY SEC.	11,140,000.00	8,583,370.00
	アメリカ・ドル 小計		74,310,000.00	76,728,078.60
			(8,093,102,100)	(8,356,455,040)
国債証券 合計			8,093,102,100	8,356,455,040
			(8,093,102,100)	(8,356,455,040)
特殊債券	アメリカ・ドル	FHMS K104 XAM	5,285,000.00	581,138.60
		FHMS K113 X1	6,036,806.09	661,452.83
		FHMS K113 XAM	4,376,000.00	575,093.92
		FNMA 250675	3,092.27	3,464.05
		FNMA 254847	5,261.36	6,054.24
		FNMA 254974	7,682.57	8,913.62
		FNMA 255613	6,777.62	7,539.15
		FNMA 257351	22,674.74	26,780.22
		FNMA 257577	27,083.88	30,479.38
		FNMA 313637	1,381.59	1,534.98
		FNMA 555199	582.79	653.50
		FNMA 648596	986.02	1,023.93
		FNMA 655189	25,364.37	26,992.50
		FNMA 678007	5,556.01	6,463.46
		FNMA 694046	75,532.82	88,153.59
		FNMA 694770	1,465.36	1,489.49
		FNMA 709458	981.07	1,021.20
		FNMA 724439	13,186.44	13,408.76
		FNMA 725161	722,099.11	837,627.62
		FNMA 729379	824.20	930.50
		FNMA 744239	510,585.90	594,745.77
		FNMA 745875	4,988.85	5,899.25
		FNMA 745885	25,432.87	30,286.73
		FNMA 745948	12,724.10	15,724.57
		FNMA 747587	62,531.18	70,817.81
		FNMA 751808	77,332.37	88,145.75
		FNMA 751965	6,445.35	7,260.94
		FNMA 753086	36,678.06	43,659.35
		FNMA 754772	5,179.58	5,213.76
		FNMA 773979	688,524.87	800,816.39
		FNMA 784179	14,852.68	16,191.35
		FNMA 806713	1,087.36	1,203.89
		FNMA 810242	29,635.48	33,128.02
		FNMA 813775	2,783.75	3,134.47
		FNMA 831287	6,713.94	7,987.76
		FNMA 831679	245.54	286.74
		FNMA 831759	2,168.78	2,438.20
		FNMA 838579	38,295.88	43,893.58
		FNMA 851469	27,703.33	30,401.91
		FNMA 851529	33,689.10	36,853.18
		FNMA 870822	2,401.67	2,702.30
		FNMA 882566	1,073.28	1,207.92
		FNMA 885064	24.16	24.16
		FNMA 885298	127.96	144.12
		FNMA 887678	36,298.78	42,691.72
		FNMA 888268	205,924.09	245,228.77
		FNMA 889495	3,501.35	4,119.47
		FNMA 891436	161,978.80	192,827.59
		FNMA 892499	3,452.45	4,108.27
		FNMA 893291	782.55	881.57
		FNMA 893938	1,065.39	1,120.24
		FNMA 896538	7,245.71	8,355.10
		FNMA 897144	12,559.42	14,137.87
		FNMA 897402	57,855.22	68,729.10
		FNMA 898540	5,749.82	6,736.83
		FNMA 898565	319.85	373.63
		FNMA 899898	4,694.21	5,288.21
		FNMA 900527	95,677.45	113,923.10
		FNMA 900951	33,401.53	38,404.74
		FNMA 900984	7,194.93	8,105.37
		FNMA 903760	13,700.84	13,838.12
		FNMA 905107	2,139.26	2,543.34
		FNMA 907250	6,124.69	7,174.70
		FNMA 907746	20,341.66	24,223.86
		FNMA 908775	1,791.73	2,032.44
		FNMA 920424	3,943.95	4,523.74
		FNMA 933922	9,553.92	10,946.11
		FNMA 934757	2,525.58	2,872.87
		FNMA 935051	4,446.26	5,083.32
		FNMA 956501	39,148.29	44,102.11
		FNMA 962455	40,359.67	45,466.78
		FNMA 965089	488.11	549.87
		FNMA 965537	213,430.13	240,437.56
		FNMA 966478	25,423.63	29,327.93
		FNMA 967124	8,621.81	9,712.80
		FNMA 967147	232,159.30	263,860.64
		FNMA 967162	330,482.35	400,052.16
		FNMA 967416	106,294.85	121,079.39
		FNMA 968000	152,503.76	171,856.47
		FNMA 968156	13,407.80	15,298.16
		FNMA 968774	23,985.13	27,845.53
		FNMA 973310	7,900.11	8,899.78
		FNMA 974321	126,250.95	150,247.45
		FNMA 981045	22,366.72	25,448.63
		FNMA 987105	19,196.86	21,626.03
		FNMA 991474	5,661.86	6,671.65
		FNMA 991548	4,269.50	5,062.51
		FNMA 995062	20,624.26	23,896.71
		FNMA AA0679	11,887.82	13,617.14
		FNMA AA1323	29,550.53	33,257.03
		FNMA AB9369	329,664.28	359,208.79
		FNMA AD8536	3,272,489.63	3,733,354.34
		FNMA AE1839	684,448.86	788,464.55
		FNMA AE5441	591,975.04	677,379.27
		FNMA AE5932	55,774.32	64,095.84
		FNMA AH6797	1,825,907.35	2,102,751.42
		FNMA AI9135	705,140.93	773,292.80
		FNMA AL6919	2,297,259.28	2,658,549.24
		FNMA AS8056	162,045.65	171,429.71
		FNMA AS8074	78,655.39	82,927.95
		FNMA AT2727	393,804.84	432,586.74
		FNMA AT2746	297,541.07	325,111.22
		FNMA AU1625	752,048.38	819,838.02
		FNMA AU9553	227,246.98	250,039.85
		FNMA AV7020	415,605.96	454,149.25
		FNMA AW7089	90,685.44	100,293.56
		FNMA AX2731	115,359.66	127,246.31
		FNMA AX5472	540,383.86	592,395.80
		FNMA AX5489	559,376.61	613,222.20
		FNMA AX8877	120,275.11	132,355.54
		FNMA AX8927	72,662.83	79,476.42
		FNMA AY0773	175,786.38	190,461.02
		FNMA AY8222	163,786.49	180,880.88
		FNMA BA1056	105,571.40	116,142.26
		FNMA BC0390	32,890.09	35,866.64
		FNMA BD9219	144,356.84	160,184.12
		FNMA BE3475	611,827.32	701,196.93
		FNMA BE3477	654,631.48	744,361.81
		FNMA BE4750	242,635.38	269,550.92
		FNMA BE7562	155,804.97	176,414.85
		FNMA BE7603	586,303.21	666,785.05
		FNMA BF0101	2,465,857.72	2,739,962.46
		FNMA BF0171	1,913,835.63	2,150,136.91
		FNMA BH7110	510,293.33	558,806.91
		FNMA BJ6741	1,149,013.31	1,265,982.86
		FNMA BK4129	673,682.56	733,923.25
		FNMA BM5477	1,788,246.30	1,994,252.27
		FNMA BN2701	512,717.81	563,153.86
		FNMA BO8178	382,049.75	420,457.21
		FNMA BQ2814	1,974,824.68	2,054,370.61
		FNMA CA7298	12,637,265.55	13,118,113.50
		FNMA FM1521	845,822.00	907,380.92
		FNMA FM1741	1,712,213.15	1,836,828.02
		FNMA MA2737	654,199.84	692,267.72
		FNMA RA1102	959,833.94	1,034,144.28
		FNMA TBA	1,000,000.00	1,074,640.00
		FNMA TBA	1,000,000.00	1,089,250.00
		FNMA TBA	26,000,000.00	26,154,700.00
		FNMA TBA	1,000,000.00	1,032,630.00
		FNMA ZK0836	136.36	136.94
		FNMA ZS3713	192,876.29	211,068.38
		FNR 2001-50 BI	1,170,986.77	14,262.59
		FNW 2003-W1 2A	892,007.18	990,609.63
		FNW 2005-W4 1AIO	176,653.56	206.68
		FR QA5163	247,841.89	272,033.73
		FR ZI1559	406,703.37	466,883.26
		FR ZI1579	183,822.46	206,057.62
		FR ZI1586	378,579.61	428,983.69
		FR ZI1590	808,067.58	942,166.39
		FR ZI2040	20,138.31	23,275.85
		FR ZL4505	181,856.51	199,060.13
		FR ZL8235	69,788.53	77,318.01
		FR ZL8404	166,849.39	185,828.50
		FR ZL8664	50,062.14	55,331.18
		FR ZL9269	33,655.75	37,081.23
		FR ZM4568	481,647.60	513,783.12
		FR ZM5692	2,043,866.70	2,207,416.91
		FR ZS0468	31,600.22	35,724.99
		FR ZS0668	871.71	1,036.82
		FR ZS4703	961,561.24	1,023,043.46
		FR ZS9471	456,449.85	499,821.71
		GNMA 4018	258,608.84	312,138.21
		GNMA 4029	20,305.22	24,330.32
		GNMA 4040	72,934.17	86,659.64
		GNMA 635065	996,586.44	1,181,363.53
		GNMA 673972	492,144.45	525,221.47
		GNMA 784660	3,058,959.70	3,415,053.19
		GNMA AM4380	764,613.93	849,577.82
		GNMA AT8064	33,607.85	35,393.77
		GNMA AT9856	348,663.94	370,713.44
		GNMA AW5280	259,390.19	276,222.01
		GNMA BB3665	337,322.20	363,083.49
		GNMA BB8774	773,716.37	868,589.47
		GNMA BI6858	602,912.77	656,330.84
		GNMA BJ1330	2,014,537.89	2,262,567.79
		GNMA BK3755	566,078.11	622,357.59
		GNMA BL6016	101,483.15	112,366.20
		GNMA BL6161	246,382.03	280,057.52
		GNMA BL6184	147,959.73	167,227.04
		GNMA BL6185	145,084.91	162,367.42
		GNMA BL6216	150,844.56	171,320.20
		GNMA BL6217	145,287.77	164,319.01
		GNMA BL6218	73,766.79	82,106.86
		GNMA BL6219	145,884.15	162,026.23
		GNMA BL6235	174,280.78	197,960.30
		GNMA BL9363	1,384,287.72	1,533,887.69
		GNMA BL9369	1,134,029.27	1,245,810.53
		GNMA BL9378	752,077.94	826,210.26
		GNMA BM1953	82,038.90	92,064.87
		GNMA BM2417	347,288.22	370,059.90
		GNMA BM4196	66,406.48	73,776.27
		GNMA BO8117	269,197.37	293,398.21
		GNMA BP0638	494,600.37	531,977.31
		GNMA BP3296	387,097.34	419,563.19
		GNMA BP5491	2,346,238.74	2,488,350.42
		GNMA BP5492	390,970.89	414,651.99
		GNMA BP5514	1,344,475.92	1,425,910.82
		GNMA BP7305	128,690.31	136,999.84
		GNMA BP7323	162,416.94	175,340.45
		GNMA BP7324	223,139.79	236,655.36
		GNMA BP7505	584,100.29	622,399.74
		GNMA BP7822	480,032.74	511,508.48
		GNMA BQ1446	169,539.31	184,357.04
		GNMA BQ1549	69,144.01	75,127.04
		GNMA BQ1550	140,490.10	152,768.93
		GNMA BQ3216	1,007,583.03	1,071,272.35
		GNMA BQ3300	389,102.99	426,526.91
		GNMA BQ3775	97,504.87	103,562.84
		GNMA BQ6158	223,900.47	237,462.12
		GNMA BQ7305	412,850.36	444,379.74
		GNMA BQ7313	241,019.72	260,723.08
		GNMA BQ7315	313,099.90	343,288.99
		GNMA BQ9533	911,990.21	994,589.16
		GNMA BR1530	1,541,434.44	1,634,799.12
		GNMA BR1535	874,891.78	973,964.52
		GNMA BR1549	705,023.19	747,726.44
		GNMA BR2728	332,289.34	357,167.84
		GNMA BR2741	690,227.31	734,836.70
		GNMA BR7345	2,759,179.04	3,071,628.47
		GNMA BR7347	6,040,545.88	6,684,407.66
		GNMA BS1020	1,016,183.67	1,080,904.40
		GNMA BX9597	7,759,786.00	7,908,230.70
		GNMA II 002921	2,306.37	2,731.98
		GNMA MA3802	1,901,775.05	2,009,529.62
		GNMA TBA	16,000,000.00	16,956,160.00
		GNMA TBA	16,000,000.00	16,964,960.00
	アメリカ・ドル 小計		185,051,983.06	181,770,139.11
			(20,154,011,475)	(19,796,585,850)
特殊債券 合計			20,154,011,475.06	19,796,585,850
			(20,154,011,475)	(19,796,585,850)
社債券	アメリカ・ドル	AIR LEASE CORP	1,729,000.00	1,918,999.81
		AIR LEASE CORP	671,000.00	685,057.45
		ALPHABET INC	911,000.00	758,617.03
		AMAZON.COM INC	980,000.00	1,152,519.20
		AMAZON.COM INC	104,000.00	100,397.44
		AMERICAN INTL GROUP	150,000.00	210,396.00
		AMERICAN TOWER CORP	536,000.00	562,054.96
		AMERICAN TOWER CORP	98,000.00	100,802.80
		AMERICAN TOWER CORP	2,350,000.00	2,377,025.00
		AMGEN INC	695,000.00	853,077.75
		ANHEUSER-BUSCH INBEV WOR	930,000.00	1,114,009.80
		ANHEUSER-BUSCH INBEV WOR	88,000.00	103,334.00
		ANHEUSER-BUSCH INBEV WOR	122,000.00	158,110.78
		AON PLC	2,914,000.00	3,243,223.72
		APPALACHIAN POWER CO	2,710,000.00	3,470,995.10
		APPLE INC	582,000.00	667,012.74
		APPLE INC	575,000.00	705,513.50
		APPLE INC	2,695,000.00	2,490,018.30
		ARES CAPITAL CORP	1,555,000.00	1,649,326.30
		AT&T INC	252,000.00	289,316.16
		AT&T INC	175,000.00	198,444.75
		AT&T INC	689,000.00	779,927.33
		AT&T INC	3,169,000.00	2,916,272.25
		BANCO SANTANDER SA	400,000.00	456,900.00
		BANCO SANTANDER SA	1,800,000.00	2,027,304.00
		BANK 2019-BN23 AS	617,000.00	660,276.38
		BANK OF AMERICA CORP	926,000.00	1,035,962.50
		BANK OF AMERICA CORP	2,300,000.00	2,469,625.00
		BANK OF AMERICA CORP	836,000.00	837,596.76
		BANK OF MONTREAL	420,000.00	463,684.20
		BECTON DICKINSON AND CO	739,000.00	767,015.49
		BERKSHIRE HATHAWAY ENERGY COMPANY	3,845,000.00	5,328,401.00
		BERKSHIRE HATHAWAY FIN	1,065,000.00	1,013,411.40
		BERRY GLOBAL INC	840,000.00	891,450.00
		BMARK 2018-B8 AS	1,251,000.00	1,439,250.48
		BNP PARIBAS	860,000.00	867,568.00
		BOEING CO	812,000.00	910,057.12
		BOEING CO	360,000.00	465,966.00
		BRISTOL-MYERS SQUIBB CO	3,545,000.00	3,216,449.40
		BSCMS 2004-PR3I X1	68,737.30	0.68
		BSCMS 2006-PW14 X1	241,509.46	62.79
		CAS 2013-C01 M2	1,064,449.41	1,095,712.28
		CAS 2014-C02 2M2	1,020,322.19	1,026,709.40
		CAS 2014-C04 1M2	394,302.59	407,693.10
		CAS 2014-C04 2M2	956,528.33	971,096.25
		CAS 2015-C03 2M2	129,949.98	131,586.05
		CAS 2016-C01 1M2	989,267.87	1,045,606.67
		CAS 2016-C02 1M2	3,612,798.25	3,803,626.21
		CAS 2016-C04 1M2	2,762,754.42	2,900,284.30
		CAS 2016-C05 2M2	1,875,511.82	1,955,033.51
		CAS 2016-C07 2M2	463,252.82	482,630.68
		CAS 2017-C01 1M2	4,185,739.45	4,327,928.98
		CAS 2017-C02 2ED3	258,239.61	258,552.07
		CAS 2017-C05 1M2A	25,202.10	25,284.76
		CAS 2017-C07 1EB2	638,000.00	636,156.18
		CD 2017-CD3 A4	573,000.00	633,480.15
		CFCRE 2011-C2 D	1,196,000.00	1,217,360.56
		CFCRE 2011-C2 E	1,283,000.00	1,252,169.51
		CGCMT 2006-C5 XC	6,521,351.97	65.21
		CGCMT 2012-GC8 XA	7,969,801.56	138,993.33
		CGCMT 2014-GC21 AS	1,607,000.00	1,738,549.02
		CGCMT 2014-GC21 C	1,408,000.00	1,405,127.68
		CGCMT 2014-GC21 XA	9,843,420.53	298,157.20
		CGCMT 2018-C6 B	543,000.00	630,547.89
		CHARTER COMM OPT LLC/CAP	2,510,000.00	2,377,170.80
		CHENIERE CORP CHRISTI HD	2,012,000.00	2,322,431.48
		CIT GROUP INC	2,728,000.00	3,086,050.00
		CITIGROUP INC	1,755,000.00	1,987,344.45
		CITIGROUP INC	1,360,000.00	1,375,721.60
		CNO FINANCIAL GROUP INC	502,000.00	569,554.14
		COMCAST CORP	501,000.00	719,225.58
		COMCAST CORP	213,000.00	243,793.41
		COMCAST CORP	2,915,000.00	3,043,172.55
		COMM 2010-C1 D	1,411,750.00	1,433,632.12
		COMM 2012-LC4 AM	2,112,000.00	2,150,903.04
		COMM 2012-LC4 D	513,000.00	374,515.65
		COMM 2013-CR13 AM	1,580,000.00	1,710,460.60
		COMM 2013-LC13 XA	21,480,637.01	435,197.69
		COMM 2014-CR14 XA	46,528,572.04	655,122.27
		COMM 2014-CR18 C	2,068,000.00	2,179,816.76
		COMM 2014-CR21 B	975,000.00	1,056,812.25
		COMM 2014-LC15 AM	730,000.00	790,495.10
		COMMERZBANK AG	680,000.00	779,035.20
		COMMONWEALTH BANK AUST	450,000.00	441,526.50
		CROWN CASTLE INTL CORP	266,000.00	291,328.52
		CSAIL 2015-C1 C	2,494,483.00	2,458,263.10
		CSAIL 2015-C1 D	1,790,000.00	1,278,883.40
		CSFB 2003-C3 AX	236,132.76	1,796.95
		CSFB 2004-C3 AX	29,983.09	0.29
		CSMC 2016-NXSR C	2,093,000.00	1,827,607.60
		CVS HEALTH CORP	766,000.00	915,821.94
		CVS PASS-THROUGH TRUST	1,032,775.89	1,306,585.43
		DBUBS 2011-LC3A D	2,463,000.00	2,414,749.83
		DELL INT LLC / EMC CORP	503,000.00	770,907.86
		DELL INT LLC / EMC CORP	2,077,000.00	2,267,730.91
		DH EUROPE FINANCE II	498,000.00	517,307.46
		DIAMONDBACK ENERGY INC	955,000.00	1,012,548.30
		DIGITAL REALTY TRUST LP	1,188,000.00	1,361,946.96
		EL PASO NATURAL GAS	3,285,000.00	4,697,188.65
		ENERGY TRANSFER LP	1,837,000.00	1,660,648.00
		ENERGY TRANSFER OPERATNG	1,404,000.00	1,561,233.96
		ENERGY TRANSFER OPERATNG	623,000.00	651,035.00
		ENERGY TRANSFER PARTNERS	485,000.00	563,380.85
		ENERGY TRANSFER PARTNERS	267,000.00	322,602.75
		ENTERPRISE PRODUCTS OPER	800,000.00	866,344.00
		ENTERPRISE PRODUCTS OPER	1,084,000.00	1,123,858.68
		EQUINIX INC	815,000.00	858,504.70
		ERAC USA FINANCE LLC	1,901,000.00	2,783,729.35
		FIDELITY NATL INFO SERV	720,000.00	714,556.80
		FIFTH THIRD BANCORP	662,000.00	681,866.62
		FISERV INC	1,559,000.00	1,770,073.01
		GENERAL MOTORS CO	155,000.00	199,863.20
		GENERAL MOTORS FINL CO	709,000.00	779,708.57
		GENERAL MOTORS FINL CO	606,000.00	666,545.46
		GLOBAL PAYMENTS INC	795,000.00	818,897.70
		GOLDMAN SACHS GROUP INC	1,569,000.00	2,235,777.93
		GOLDMAN SACHS GROUP INC	290,000.00	319,884.50
		GOLDMAN SACHS GROUP INC	1,818,000.00	2,050,667.64
		GOLDMAN SACHS GROUP INC	440,000.00	448,254.40
		GSMS 2010-C1 D	1,996,000.00	952,970.24
		GSMS 2011-GC3 C	2,232,566.49	2,234,464.16
		GSMS 2011-GC3 D	766,000.00	767,846.06
		GSMS 2014-GC22 AS	2,489,000.00	2,684,685.18
		GSMS 2014-GC22 C	2,999,000.00	3,145,621.11
		GSMS 2014-GC22 XA	24,986,662.02	479,993.76
		GSMS 2016-GS3 A4	1,074,000.00	1,142,123.82
		GSMS 2017-GS7 AS	853,000.00	926,946.57
		GSMS 2019-GC40 AS	1,523,000.00	1,639,326.74
		HCA INC	558,000.00	647,519.94
		HCA INC	330,000.00	415,367.70
		HCA INC	194,000.00	216,696.06
		HUNTSMAN INTERNATIONAL L	1,480,000.00	1,658,044.00
		IHS MARKIT LTD	708,000.00	822,271.20
		INTERCONTINENTALEXCHANGE	365,000.00	339,209.10
		INTERCONTINENTALEXCHANGE	729,000.00	683,568.72
		INTERPUBLIC GROUP COS	1,765,000.00	2,042,669.80
		INTL FLAVOR & FRAGRANCES	660,000.00	754,736.40
		INTL PAPER CO	235,000.00	375,741.50
		JOHNSON CONTROLS INTL PL	558,000.00	663,651.72
		JPMBB 2013-C14 C	1,207,000.00	1,010,850.43
		JPMBB 2014-C19 C	688,000.00	723,755.36
		JPMBB 2014-C19 XA	18,678,318.54	271,956.31
		JPMBB 2014-C22 C	1,773,000.00	1,683,676.26
		JPMCC 2004-CBX X1	2,581,140.66	5,472.01
		JPMCC 2006-LDP6 X1	617,622.39	6.16
		JPMCC 2012-C6 E	2,582,000.00	1,537,219.52
		JPMCC 2012-C6 XA	13,646,008.41	145,329.98
		JPMCC 2012-C8 C	2,894,500.00	2,701,176.34
		JPMCC 2012-C8 D	1,653,000.00	1,488,311.61
		JPMCC 2012-LC9 D	1,398,000.00	1,365,594.36
		JPMCC 2013-LC11 C	1,440,000.00	1,358,107.20
		JPMORGAN CHASE & CO	172,000.00	187,738.00
		JPMORGAN CHASE & CO	981,000.00	1,007,241.75
		JPMORGAN CHASE & CO	437,000.00	449,205.41
		KEURIG DR PEPPER INC	1,680,000.00	1,668,357.60
		KRAFT HEINZ FOODS CO	1,150,000.00	1,224,750.00
		L3HARRIS TECH INC	289,000.00	328,512.08
		L3HARRIS TECH INC	1,060,000.00	1,005,547.80
		LBUBS 2006-C6 AJ	1,858,231.55	1,076,882.34
		LBUBS 2008-C1 AM	480,156.91	481,928.68
		LENNAR CORP	1,410,000.00	1,625,025.00
		LNR 2002-1A EFXD	3,920,628.63	0.00
		METLIFE CAPITAL TRUST IV	3,500,000.00	4,854,325.00
		METLIFE INC	3,432,000.00	4,343,779.44
		METROPOLITAN LIFE INS CO	750,000.00	948,397.50
		MEZZ 2006-C4 X	93,902.56	0.93
		MICROSOFT CORP	1,217,000.00	1,404,284.13
		MLMT 2005-MCP1 XC	4,548,350.73	90.96
		MOODY'S CORPORATION	442,000.00	366,647.84
		MSBAM 2012-C6 D	2,335,000.00	2,308,801.30
		MSBAM 2013-C13 XA	49,957,413.82	1,018,132.04
		MSBAM 2013-C7 XA	12,769,092.82	236,100.51
		MSC 2011-C3 D	722,000.00	651,980.44
		MSC 2012-C4 D	2,571,000.00	2,005,431.42
		MSC 2016-BNK2 AS	629,000.00	671,709.10
		NETFLIX INC	1,440,000.00	1,610,251.20
		NEUBERGER BERMAN GRP/FIN	545,000.00	593,739.35
		NORTHROP GRUMMAN CORP	1,074,000.00	1,161,477.30
		NUTRIEN LTD	824,000.00	935,866.24
		NUTRIEN LTD	229,000.00	238,792.04
		ORACLE CORP	1,450,000.00	1,477,579.00
		OSHKOSH CORP	950,000.00	1,075,466.50
		OSHKOSH CORP	138,000.00	143,300.58
		PACIFIC GAS & ELECTRIC	240,000.00	234,304.80
		PACIFIC GAS & ELECTRIC	445,000.00	463,396.30
		PROLOGIS LP	315,000.00	316,146.60
		PRUDENTIAL FINANCIAL INC	407,000.00	439,751.29
		PRUDENTIAL FINANCIAL INC	1,487,000.00	1,584,576.94
		PRUDENTIAL FINANCIAL INC	855,000.00	1,246,513.05
		RABOBANK NEDERLAND	420,000.00	460,341.00
		ROYAL BK SCOTLND GRP PLC	835,000.00	956,584.35
		S&P GLOBAL INC	320,000.00	295,340.80
		SABINE PASS LIQUEFACTION	1,401,000.00	1,607,759.58
		SENSATA TECHNOLOGIES INC	1,110,000.00	1,091,962.50
		SERVICE CORP INTL	420,000.00	446,464.20
		SERVICE CORP INTL	165,000.00	161,287.50
		SERVICENOW INC	1,151,000.00	1,056,756.12
		SHERWIN-WILLIAMS CO	1,098,000.00	1,205,055.00
		STACR 2014-HQ2 M3	222,215.99	228,598.03
		STACR 2015-DN1 M3	84,826.60	84,825.74
		STACR 2015-DNA2 M3	1,411,150.85	1,433,616.36
		STACR 2015-DNA3 M3	242,761.70	251,428.29
		STACR 2016-DNA4 M3	945,579.07	985,293.39
		STACR 2016-HQA4 M3	466,726.54	485,376.93
		STACR 2017-DNA2 M2	2,693,000.00	2,796,141.90
		STACR 2018-HRP2 M2	865,689.93	867,265.48
		STACR 2018-HRP2 M3	209,000.00	211,478.74
		STACR 2020-DNA5 M1	177,554.01	177,552.23
		STANDARD INDUSTRIES INC	1,065,000.00	1,107,600.00
		TELEFONICA EMISIONES SAU	1,650,000.00	1,895,553.00
		TORONTO-DOMINION BANK	751,000.00	827,053.77
		TPAT 2018-SL1 A	1,404,962.83	1,396,308.25
		TRANSCANADA TRUST	2,405,000.00	2,564,066.70
		TRUIST FIN CORP	755,000.00	796,517.45
		UBSBB 2012-C3 C	809,000.00	840,316.39
		UBSBB 2012-C4 XA	20,565,604.73	374,910.97
		UBSC 2011-C1 AS	1,720,000.00	1,752,903.60
		UBSCM 2017-C7 XA	14,307,382.44	724,382.76
		UNITEDHEALTH GROUP INC	824,000.00	931,639.12
		UNITEDHEALTH GROUP INC	722,000.00	716,866.58
		VERIZON COMMUNICATIONS	2,299,000.00	2,644,861.56
		VERIZON COMMUNICATIONS	410,000.00	411,578.50
		VERIZON COMMUNICATIONS	820,000.00	823,575.20
		VIACOMCBS INC	10,000.00	11,282.10
		VISTRA OPERATIONS CO LLC	700,000.00	728,735.00
		VISTRA OPERATIONS CO LLC	700,000.00	744,065.00
		WAMU 2005-AR1 A1B	637,298.89	625,126.48
		WAMU 2005-AR11 A1B2	882,190.48	878,326.48
		WAMU 2005-AR11 A1B3	1,657,138.48	1,647,112.79
		WAMU 2005-AR13 A1B3	1,920,467.22	1,898,593.09
		WASTE CONNECTIONS INC	866,000.00	940,129.60
		WBCMT 2006-C29 IO	5,577,528.96	55.76
		WBCMT 2007-C34 IO	533,526.95	5.32
		WEC ENERGY GROUP INC	10,170,000.00	9,254,394.90
		WELLS FARGO & COMPANY	1,280,000.00	1,420,800.00
		WELLS FARGO & COMPANY	530,000.00	541,903.80
		WESTAVACO CORP	540,000.00	744,989.40
		WESTAVACO CORP	190,000.00	265,933.50
		WESTPAC BANKING CORP	875,000.00	999,547.50
		WESTPAC BANKING CORP	469,000.00	441,146.09
		WEYERHAEUSER CO	1,010,000.00	1,429,533.80
		WFCM 2013-LC12 AS	1,271,000.00	1,342,976.73
		WFCM 2016-BNK1 AS	1,153,000.00	1,195,753.24
		WFCM 2018-C46 B	533,000.00	607,577.36
		WFCM 2019-C49 AS	975,000.00	1,097,918.25
		WFCM 2019-C52 XA	6,709,051.29	689,019.56
		WFRBS 2011-C3 D	2,439,977.00	1,317,831.57
		WFRBS 2011-C4 E	535,232.00	325,656.55
		WFRBS 2011-C5 C	1,225,000.00	1,236,907.00
		WFRBS 2012-C10 C	436,000.00	389,775.28
		WFRBS 2012-C10 D	970,000.00	449,362.20
		WFRBS 2012-C7 D	3,374,000.00	825,988.94
		WFRBS 2012-C9 D	1,426,000.00	1,357,352.36
		WFRBS 2013-UBS1 AS	1,144,000.00	1,237,316.08
		WFRBS 2014-C22 B	646,000.00	699,882.86
		WFRBS 2014-C24 XA	20,037,487.03	521,375.41
		ZOETIS INC	878,000.00	983,149.28
		ZOETIS INC	386,000.00	375,921.54
	アメリカ・ドル 小計		566,065,421.97	289,777,512.46
			(61,650,185,107)	(31,559,668,882)
社債券 合計			61,650,185,106.75	31,559,668,882
			(61,650,185,107)	(31,559,668,882)
合計				59,712,709,772
				(59,712,709,772)

(注)
1.各種通貨毎の小計の欄における( )内の金額は、邦貨換算額であります。
2.合計欄における( )内の金額は、外貨建有価証券の邦貨換算額の合計額であり、内数で表示しております。
3.外貨建有価証券の内訳

通貨	銘柄数		組入債券 時価比率 (%)	有価証券の合計金額に 対する比率 (%)
アメリカ・ドル	国債証券	6銘柄	13.91	100.00
	特殊債券	226銘柄	32.94
	社債券	258銘柄	52.52

(注1)「組入時価比率」は、純資産に対する比率であります。
(注2)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。