有価証券報告書(内国投資信託受益証券)-第18期(令和1年7月11日-令和2年1月10日)

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【提出】: 2020/04/10 9:06
【資料】: PDFをみる
【項目】: 50項目

(4)【附属明細表】
第1 有価証券明細表
① 株式
該当する事項はありません。
② 株式以外の有価証券

種類	銘柄	券面総額(口)	評価額(円)	備考
親投資信託受益証券	米国社債インデックス・マザーファンド	288,501,788	559,058,764
合計		288,501,788	559,058,764

(注)親投資信託受益証券における券面総額は、証券数です。
第2 信用取引契約残高明細表
該当する事項はありません。
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
「注記表(デリバティブ取引等関係に関する注記)」に記載しております。
<参考>当ファンドは「米国社債インデックス・マザーファンド」受益証券を主要投資対象としており、貸借対照表の資産の部に計上された「親投資信託受益証券」は、すべて同親投資信託の受益証券であります。なお、同親投資信託の状況は次の通りであります。
「米国社債インデックス・マザーファンド」の状況以下に記載した情報は監査の対象外であります。

(1)貸借対照表			(単位:円)
区分	注記番号	(2019年 7月10日現在)	(2020年 1月10日現在)
	注記番号	金額	金額
資産の部
流動資産
預金		374,119,089	17,358,049
金銭信託		65,044	12,768
コール・ローン		58,422,446	27,677,397
社債券		33,854,223,319	25,398,598,747
派生商品評価勘定		―	270
未収入金		―	105,157,342
未収利息		317,001,837	233,011,037
前払費用		7,909,165	5,889,267
流動資産合計		34,611,740,900	25,787,704,877
資産合計		34,611,740,900	25,787,704,877
負債の部
流動負債
未払金		131,307,341	112,536,389
未払解約金		31,274,043	9,701,927
未払利息		161	75
その他未払費用		3	―
流動負債合計		162,581,548	122,238,391
負債合計		162,581,548	122,238,391
純資産の部
元本等
元本	1	18,489,042,336	13,244,897,064
剰余金
剰余金又は欠損金(△)		15,960,117,016	12,420,569,422
元本等合計		34,449,159,352	25,665,466,486
純資産合計		34,449,159,352	25,665,466,486
負債純資産合計		34,611,740,900	25,787,704,877

(注)親投資信託の計算期間は、原則として、毎年3月6日から、翌年3月5日までであります。
(2)注記表
(重要な会計方針に係る事項に関する注記)


1	有価証券の評価基準及び評価方法	社債券個別法に基づき、時価で評価しております。時価評価にあたっては、金融商品取引業者、銀行等の提示する価額(但し、売気配相場は使用しない)、又は価格情報会社の提供する価額等で評価しております。
2	デリバティブ等の評価基準及び評価方法	為替予約取引個別法に基づき、原則として時価で評価しております。時価評価にあたっては、原則として対顧客先物売買相場において為替予約の受渡日の仲値が発表されている場合には当該仲値、受渡日の仲値が発表されていない場合には発表されている受渡日に最も近い前後二つの日の仲値をもとに計算しております。
3	その他財務諸表作成のための基本となる重要な事項	外貨建取引等の処理基準外貨建取引については、「投資信託財産の計算に関する規則」(平成12年総理府令第133号)第60条に基づき、取引発生時の外国通貨の額をもって記録する方法を採用しております。但し、同第61条に基づき、外国通貨の売却時において、当該外国通貨に加えて、外貨建資産等の外貨基金勘定及び外貨建各損益勘定の前日の外貨建純資産額に対する当該売却外国通貨の割合相当額を当該外国通貨の売却時の外国為替相場等で円換算し、前日の外貨基金勘定に対する円換算した外貨基金勘定の割合相当の邦貨建資産等の外国投資勘定と、円換算した外貨基金勘定を相殺した差額を為替差損益とする計理処理を採用しております。

(貸借対照表に関する注記)

	区分	(2019年 7月10日現在)	(2020年 1月10日現在)
1	期首元本額	18,394,883,977円	18,489,042,336円
	期中追加設定元本額	362,873,069円	865,403,475円
	期中一部解約元本額	268,714,710円	6,109,548,747円
	元本の内訳ファンド名
	米国社債インデックス・ファンド(年金)<適格機関投資家限定>	16,301,667,571円	10,378,526,064円
	ステート・ストリートUSボンド・オープン(為替ヘッジあり)	298,328,633円	288,501,788円
	米国社債インデックス・ファンド/為替ヘッジ付き<適格機関投資家転売制限付少人数私募投信>	472,868,392円	454,430,141円
	ステート・ストリート米国社債インデックス・オープン(為替ヘッジあり)	1,277,268,200円	1,858,915,766円
	ステート・ストリート米国社債インデックス・オープン2	138,909,540円	264,523,305円
	計	18,489,042,336円	13,244,897,064円
2	受益権の総数	18,489,042,336口	13,244,897,064口

(金融商品に関する注記)
Ⅰ金融商品の状況に関する事項


1	金融商品に対する取組方針	当ファンドは証券投資信託として、有価証券等の金融商品への投資並びにデリバティブ取引を信託約款に定める「運用の基本方針」に基づき行っております。
2	金融商品の内容及び当該金融商品に係るリスク	当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。当ファンドが保有する有価証券の詳細は「(3)附属明細表」に記載しております。これらは、価格変動リスク、為替変動リスク等の市場リスクに晒されております。デリバティブ取引には、外貨建資産の為替変動リスクを回避するために利用している為替予約取引があり、為替変動リスク等の市場リスク及びカウンターパーティーリスク等の信用リスクに晒されております。
3	金融商品に係るリスク管理体制	運用部に属するポートフォリオ・マネージャーは約款に定める運用方針に加え、内部ガイドラインを作成し、徹底したリスク管理と厳格なポートフォリオ管理を行っております。また、業務管理部の運用評価グループは、毎月パフォーマンス分析レポートを作成し、月次収益率及び対ベンチマーク超過収益率の算出と要因分析を行っております。さらに、コンプライアンス・リスクマネジメント部では、全ファンドにおける運用ガイドライン遵守状況を運用部から離れた立場で確認しており、投資政策委員会において投資行動やパフォーマンスに関する運用の報告内容を確認するとともに、毎月末の運用ガイドライン遵守状況等の確認をしております。

Ⅱ金融商品の時価等に関する事項

	区分	(2019年 7月10日現在)	(2020年 1月10日現在)
1	貸借対照表計上額、時価及びこれらの差額	貸借対照表計上額は時価を計上しているため、その差額はありません。	同左
2	金融商品の時価の算定方法	(1)有価証券及びデリバティブ取引以外の金融商品有価証券及びデリバティブ取引以外の金融商品については、短期間で決済されることから、時価は帳簿価額と近似しているため、当該金融商品の帳簿価額を時価としております。	(1)有価証券及びデリバティブ取引以外の金融商品同左
		(2)有価証券売買目的有価証券「注記表(重要な会計方針に係る事項に関する注記)」に記載しております。	(2)有価証券売買目的有価証券同左
		(3)デリバティブ取引該当する事項はありません。	(3)デリバティブ取引「注記表(デリバティブ取引等関係に関する注記)」に記載しております。
3	金融商品の時価等に関する事項についての補足説明	金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。	金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。「注記表(デリバティブ取引等関係に関する注記)」におけるデリバティブ取引に関する契約額等については、その金額自体がデリバティブ取引に係る市場リスクを示すものではありません。

(有価証券関係に関する注記)

売買目的有価証券		(単位:円)
	(2019年 7月10日現在)	(2020年 1月10日現在)
種類	当期間の損益に含まれた評価差額	当期間の損益に含まれた評価差額
社債券	1,083,818,379	1,112,107,152
合計	1,083,818,379	1,112,107,152

(注)「当期間」とは当親投資信託の計算期間の開始日から本報告書における開示対象ファンドの特定期間末日までを指しております。
(デリバティブ取引等関係に関する注記)
取引の時価等に関する事項
通貨関連
(2019年7月10日現在)
該当する事項はありません。

		(単位:円)
		(2020年 1月10日現在)
区分	種類	契約額	等	時価	評価損益
			うち1年超
市場取引以外の取引	為替予約取引
	売建
	アメリカ・ドル	5,000,000	―	4,999,730	270
	合計	5,000,000	―	4,999,730	270

(注)1.時価の算定方法
(1)対顧客先物売買相場の仲値が発表されている外貨については、以下のように評価しております。
①為替予約の受渡日の対顧客先物売買相場の仲値が発表されている場合は、当該為替予約は当該仲値で評価しております。
②為替予約の受渡日の対顧客先物売買相場の仲値が発表されていない場合は、以下の方法によっております。
・為替予約の受渡日を超える対顧客先物売買相場が発表されている場合には、発表されている先物相場のうち当該日に最も近い前後二つの先物相場の仲値をもとに計算しております。
・為替予約の受渡日を超える対顧客先物売買相場が発表されていない場合には、当該日に最も近い発表されている対顧客先物売買相場の仲値を用いております。
(2)対顧客先物売買相場の仲値が発表されていない外貨については、対顧客電信売買相場の仲値で評価しております。
2.換算において円未満の端数は切り捨てております。
3.契約額等及び時価の合計欄の金額は、各々の合計金額であります。
4.ヘッジ会計が適用されているデリバティブ取引はありません。
(関連当事者との取引に関する注記)
該当する事項はありません。
(1口当たり情報に関する注記)

	(2019年 7月10日現在)		(2020年 1月10日現在)
1口当たり純資産額	1.8632	円	1.9378	円
(1万口当たり純資産額)	(18,632	円)	(19,378	円)

(3)附属明細表
第1 有価証券明細表
① 株式
該当する事項はありません。
② 株式以外の有価証券

種類	通貨	銘柄	券面総額	評価額	備考
社債券	アメリカ・ドル	3M CO 1.625% 21/09/19	150,000	149,500.01
		3M CO 3% 25/08/07	150,000	156,825.88
		3M COMPANY 1.75% 23/02/14	100,000	99,563.59
		3M COMPANY 2% 25/02/14	100,000	99,355.04
		3M COMPANY 2.375% 29/08/26	100,000	98,851.51
		ABB FINANCE USA INC 2.875% 22/05/08	250,000	254,940.41
		ABBOTT LABORATORIES 2.95% 25/03/15	100,000	103,942.49
		ABBOTT LABORATORIES 3.75% 26/11/30	113,000	123,484.63
		ABBOTT LABORATORIES 3.875% 25/09/15	80,000	87,092.16
		ABBVIE 3.2% 26/05/14	200,000	207,725.68
		ABBVIE INC 2.15% 21/11/19	150,000	150,211.33
		ABBVIE INC 2.3% 22/11/21	295,000	296,659.83
		ABBVIE INC 2.6% 24/11/21	330,000	332,848.82
		ABBVIE INC 2.9% 22/11/06	200,000	204,352.23
		ABBVIE INC 2.95% 26/11/21	145,000	147,239.74
		ABBVIE INC 3.2% 22/11/06	100,000	102,968.53
		ABBVIE INC 3.2% 29/11/21	380,000	386,347.45
		ABBVIE INC 3.375% 21/11/14	85,000	87,138.63
		ABBVIE INC 3.6% 25/05/14	100,000	105,509.95
		ABBVIE INC 4.25% 28/11/14	200,000	221,276.63
		ACTAVIS FUNDING SCS 3.45% 22/03/15	100,000	102,289.20
		ACTAVIS FUNDING SCS 3.8% 25/03/15	200,000	210,409.91
		ACTAVIS INC 3.25% 22/10/01	300,000	307,031.26
		ACTIVISION BLIZZARD 2.3% 21/09/15	65,000	65,351.46
		ACTIVISION BLIZZARD 3.4% 26/09/15	100,000	105,548.90
		ADOBE SYSTEMS INC 3.25% 25/02/01	200,000	211,124.45
		AEGON NV 5.5% 48/04/11	200,000	217,352.00
		AEP TRANSMISSION CO LLC 3.1% 26/12/01	50,000	51,972.84
		AERCAP IRELAND CAP LTD/A 3.95% 22/02/01	300,000	309,596.66
		AERCAP IRELAND CAP/GLOBA 2.875% 24/08/14	150,000	151,613.21
		AERCAP IRELAND CAP/GLOBA 3.65% 27/07/21	150,000	154,765.00
		AERCAP IRELAND CAP/GLOBA 4.875% 24/01/16	150,000	163,127.09
		AETNA INC 2.75% 22/11/15	100,000	101,638.69
		AETNA INC 3.5% 24/11/15	100,000	104,824.63
		AFLAC INC 2.875% 26/10/15	50,000	51,689.83
		AFLAC INC 3.25% 25/03/17	100,000	105,001.85
		AGILENT TECHNOLOGIES INC 2.75% 29/09/15	10,000	9,940.30
		AGILENT TECHNOLOGIES INC 3.05% 26/09/22	65,000	66,706.94
		AGL CAPITAL CORP 3.5% 21/09/15	150,000	153,072.62
		AIR LEASE CORP 2.3% 25/02/01	150,000	148,068.17
		AIR LEASE CORP 2.625% 22/07/01	100,000	100,886.14
		AIR LEASE CORP 2.75% 23/01/15	250,000	253,327.23
		AIR LEASE CORP 3.625% 27/12/01	150,000	156,730.60
		AIR LEASE CORP 3.75% 26/06/01	50,000	52,594.27
		AIR LEASE CORP 3.875% 21/04/01	50,000	50,973.29
		AIR PRODUCTS & CHEMICALS 3.35% 24/07/31	50,000	52,691.40
		AIRCASTLE LTD 4.125% 24/05/01	50,000	52,471.01
		AIRCASTLE LTD 4.25% 26/06/15	65,000	69,137.05
		AIRCASTLE LTD 5% 23/04/01	50,000	53,471.13
		AIRCASTLE LTD 5.125% 21/03/15	50,000	51,614.62
		AIRCASTLE LTD 5.5% 22/02/15	50,000	53,148.98
		ALABAMA POWER CO 2.45% 22/03/30	100,000	101,273.44
		ALBERMALE WOD PTY LTD 3.45% 29/11/15	25,000	25,083.60
		ALEXANDRIA REAL ESTATE E 3.45% 25/04/30	100,000	105,493.46
		ALEXANDRIA REAL ESTATE E 4% 24/01/15	155,000	165,229.88
		ALIBABA GROUP HOLDING 3.125% 21/11/28	200,000	203,920.84
		ALIBABA GROUP HOLDING 3.4% 27/12/06	200,000	209,458.09
		ALIBABA GROUP HOLDING 3.6% 24/11/28	100,000	105,570.64
		ALLEGION US HOLDING CO 3.2% 24/10/01	50,000	51,689.13
		ALLEGION US HOLDING CO 3.55% 27/10/01	50,000	51,664.48
		ALLIED WORLD ASSURANCE 4.35% 25/10/29	50,000	52,859.58
		ALLSTATE CORP 3.15% 23/06/15	150,000	155,797.68
		ALLSTATE CORP 5.75% 53/08/15	100,000	108,071.00
		ALLY FINANCIAL INC 3.875% 24/05/21	250,000	261,237.50
		ALPHABET INC 1.998% 26/08/15	100,000	99,477.25
		ALPHABET INC 3.625% 21/05/19	100,000	102,589.46
		ALTRIA GROUP INC 2.85% 22/08/09	200,000	203,508.35
		ALTRIA GROUP INC 3.8% 24/02/14	65,000	68,373.15
		ALTRIA GROUP INC 4.4% 26/02/14	200,000	217,774.34
		ALTRIA GROUP INC 4.75% 21/05/05	150,000	155,182.98
		ALTRIA GROUP INC 4.8% 29/02/14	150,000	167,350.36
		AMAZON COM INC 5.2% 25/12/03	50,000	58,364.78
		AMAZON.COM INC 2.8% 24/08/22	100,000	103,584.49
		AMAZON.COM INC 3.15% 27/08/22	100,000	105,946.62
		AMAZON.COM INC 3.3% 21/12/05	250,000	256,479.76
		AMAZON.COM INC 3.8% 24/12/05	200,000	215,681.41
		AMER AIRLN 15-1 A PTT 3.375% 28/11/01	155,502	161,893.35
		AMEREN CORP 3.65% 26/02/15	100,000	104,801.16
		AMEREN ILLINOIS CO 2.7% 22/09/01	100,000	101,742.33
		AMERICAN AIRLINES 2013-2 4.95% 23/01/15	99,322	103,573.88
		AMERICAN CAMPUS CMNTYS 3.3% 26/07/15	100,000	103,827.05
		AMERICAN CAMPUS CMNTYS 4.125% 24/07/01	50,000	53,370.26
		AMERICAN ELECTRIC POWER 2.95% 22/12/15	150,000	153,325.68
		AMERICAN EXPRESS CO 2.75% 22/05/20	200,000	203,587.96
		AMERICAN EXPRESS CO 3% 21/02/22	165,000	166,864.76
		AMERICAN EXPRESS CO 3% 24/10/30	100,000	103,595.42
		AMERICAN EXPRESS CO 3.4% 23/02/27	200,000	207,635.33
		AMERICAN EXPRESS CO 3.625% 24/12/05	350,000	372,179.75
		AMERICAN EXPRESS CO 3.7% 21/11/05	105,000	108,179.62
		AMERICAN EXPRESS CO 4.2% 25/11/06	105,000	115,626.99
		AMERICAN EXPRESS CREDIT 2.25% 21/05/05	200,000	201,035.79
		AMERICAN FINANCIAL GROUP 3.5% 26/08/15	85,000	87,763.95
		AMERICAN HOMES 4 RENT 4.25% 28/02/15	150,000	160,237.19
		AMERICAN HONDA FINANCE 1.95% 22/05/20	30,000	30,081.57
		AMERICAN HONDA FINANCE 2.15% 24/09/10	100,000	100,053.49
		AMERICAN HONDA FINANCE 2.65% 21/02/12	100,000	100,930.16
		AMERICAN HONDA FINANCE 3.375% 21/12/10	100,000	102,911.90
		AMERICAN HONDA FINANCE 3.5% 28/02/15	100,000	108,133.81
		AMERICAN HONDA FINANCE 3.625% 23/10/10	75,000	79,288.80
		AMERICAN HONDA FINANCE C 1.7% 21/09/09	150,000	149,752.06
		AMERICAN INTERNATIONAL G 3.3% 21/03/01	300,000	304,348.63
		AMERICAN INTL GROUP 3.9% 26/04/01	100,000	107,479.25
		AMERICAN INTL GROUP 4.2% 28/04/01	75,000	82,530.32
		AMERICAN INTL GROUP 5.75% 48/04/01	100,000	110,946.00
		AMERICAN TOWER CORP 2.75% 27/01/15	200,000	200,208.75
		AMERICAN TOWER CORP 2.9% 30/01/15	50,000	49,510.47
		AMERICAN TOWER CORP 3% 23/06/15	50,000	51,401.55
		AMERICAN TOWER CORP 3.45% 21/09/15	100,000	102,188.03
		AMERICAN TOWER CORP 3.55% 27/07/15	100,000	105,158.84
		AMERICAN TOWER CORP 3.95% 29/03/15	100,000	107,533.08
		AMERICAN TOWER CORP 4% 25/06/01	200,000	212,935.84
		AMERICAN TOWER CORP 5% 24/02/15	100,000	110,189.80
		AMERICAN WATER CAPITAL 3.4% 25/03/01	100,000	104,989.81
		AMERICAN WATER CAPITAL 3.75% 28/09/01	100,000	108,285.83
		AMERIPRISE FINANCIAL INC 4% 23/10/15	150,000	160,762.30
		AMERISOURCEBERGEN CORP 3.45% 27/12/15	100,000	104,123.40
		AMERISOURCEBERGEN CORP 3.5% 21/11/15	100,000	102,374.20
		AMGEN INC 1.85% 21/08/19	50,000	49,896.11
		AMGEN INC 2.25% 23/08/19	100,000	100,588.69
		AMGEN INC 2.6% 26/08/19	300,000	303,113.62
		AMGEN INC 2.65% 22/05/11	50,000	50,642.03
		AMGEN INC 3.625% 22/05/15	150,000	154,973.22
		AMGEN INC 3.875% 21/11/15	100,000	102,913.40
		ANALOG DEVICES INC 2.5% 21/12/05	30,000	30,298.92
		ANALOG DEVICES INC 3.125% 23/12/05	100,000	103,489.48
		ANALOG DEVICES INC 3.5% 26/12/05	100,000	105,322.46
		ANALOG DEVICES INC 3.9% 25/12/15	60,000	64,632.10
		ANHEUSER-BUSCH CO/INBEV 3.65% 26/02/01	250,000	266,848.08
		ANHEUSER-BUSCH INBEV FIN 3.3% 23/02/01	200,000	207,444.89
		ANHEUSER-BUSCH INBEV WOR 4% 28/04/13	285,000	313,854.33
		ANHEUSER-BUSCH INBEV WOR 4.15% 25/01/23	250,000	272,576.54
		ANHEUSER-BUSCH INBEV WOR 4.75% 29/01/23	250,000	290,409.51
		ANTHEM INC 2.375% 25/01/15	150,000	150,164.71
		ANTHEM INC 2.95% 22/12/01	250,000	255,809.94
		ANTHEM INC 3.65% 27/12/01	200,000	212,484.51
		AON PLC 3.875% 25/12/15	250,000	269,324.60
		APACHE CORP 3.25% 22/04/15	30,000	30,585.59
		APPALACHIAN POWER CO 3.3% 27/06/01	100,000	104,256.33
		APPLE INC 1.7% 22/09/11	60,000	59,960.74
		APPLE INC 1.8% 24/09/11	100,000	99,287.94
		APPLE INC 2.05% 26/09/11	100,000	99,221.19
		APPLE INC 2.1% 22/09/12	150,000	151,367.41
		APPLE INC 2.2% 29/09/11	100,000	98,263.70
		APPLE INC 2.25% 21/02/23	200,000	201,023.42
		APPLE INC 2.3% 22/05/11	350,000	354,412.63
		APPLE INC 2.4% 23/01/13	100,000	101,667.42
		APPLE INC 2.5% 22/02/09	100,000	101,487.57
		APPLE INC 2.5% 25/02/09	100,000	102,314.83
		APPLE INC 2.7% 22/05/13	200,000	204,170.69
		APPLE INC 2.75% 25/01/13	50,000	51,763.29
		APPLE INC 2.9% 27/09/12	150,000	156,363.61
		APPLE INC 3% 24/02/09	150,000	155,832.69
		APPLE INC 3% 27/06/20	60,000	62,872.69
		APPLE INC 3.2% 25/05/13	500,000	528,414.11
		APPLE INC 3.2% 27/05/11	212,000	224,465.93
		APPLE INC 3.25% 26/02/23	150,000	159,052.98
		APPLE INC 3.35% 27/02/09	150,000	160,062.48
		APPLE INC 3.45% 24/05/06	100,000	105,898.32
		APPLIED MATERIALS INC 3.3% 27/04/01	55,000	58,202.75
		APPLIED MATERIALS INC 4.3% 21/06/15	100,000	103,394.13
		ARCELORMITTAL 4.55% 26/03/11	75,000	79,881.82
		ARCELORMITTAL 6.125% 25/06/01	45,000	51,686.10
		ARCELORMITTAL 6.25% 22/02/25	60,000	64,662.60
		ARCH CAPITAL GROUP INC 4.011% 26/12/15	50,000	55,431.95
		ARCHER-DANIELS-MIDLAND C 2.5% 26/08/11	100,000	101,843.77
		ARCHER-DANIELS-MIDLAND C 3.375% 22/03/15	60,000	61,829.83
		ARES CAPITAL CORP 3.25% 25/07/15	50,000	49,942.27
		ARES CAPITAL CORP 3.5% 23/02/10	200,000	204,409.24
		ARIZONA PUBLIC SERVICE 2.95% 27/09/15	100,000	103,052.06
		ARROW ELECTRONICS INC 3.5% 22/04/01	200,000	204,671.43
		ASTRAZENECA PLC 3.375% 25/11/16	400,000	425,285.52
		AT&T INC 3% 22/02/15	400,000	408,238.60
		AT&T INC 3.2% 22/03/01	65,000	66,513.44
		AT&T INC 3.4% 22/06/15	200,000	206,040.43
		AT&T INC 3.55% 24/06/01	100,000	105,145.20
		AT&T INC 3.6% 25/07/15	150,000	159,122.63
		AT&T INC 3.8% 27/02/15	200,000	213,914.85
		AT&T INC 3.9% 24/03/11	100,000	106,318.40
		AT&T INC 4.1% 28/02/15	200,000	217,343.04
		AT&T INC 4.125% 26/02/17	250,000	272,111.53
		AT&T INC 4.25% 27/03/01	200,000	219,396.18
		AT&T INC 4.35% 29/03/01	220,000	245,403.91
		AT&T INC 4.45% 24/04/01	200,000	216,376.39
		ATHENE HOLDING LTD 4.125% 28/01/12	150,000	156,143.95
		ATMOS ENERGY CORP 3% 27/06/15	65,000	67,521.18
		AUST & NZ BANKING GRP NY 2.625% 22/11/09	250,000	254,614.92
		AUTODESK INC 4.375% 25/06/15	100,000	109,325.85
		AUTOMATIC DATA PROCESSIN 3.375% 25/09/15	50,000	53,260.46
		AUTONATION INC 3.35% 21/01/15	25,000	25,261.78
		AUTONATION INC 3.5% 24/11/15	100,000	103,122.57
		AUTONATION INC 4.5% 25/10/01	20,000	21,550.71
		AUTOZONE INC 3.25% 25/04/15	110,000	114,686.35
		AVALONBAY COMMUNITIES 3.3% 29/06/01	65,000	68,957.99
		AVALONBAY COMMUNITIES 3.45% 25/06/01	100,000	105,809.73
		AVALONBAY COMMUNITIES IN 2.9% 26/10/15	50,000	51,566.68
		AVALONBAY COMMUNITIES IN 4.2% 23/12/15	150,000	160,935.06
		AVANGRID INC 3.15% 24/12/01	100,000	103,028.03
		AVANGRID INC 3.8% 29/06/01	75,000	79,894.86
		AVNET INC 3.75% 21/12/01	75,000	76,892.53
		AXA EQUITABLE HOLDINGS I 3.9% 23/04/20	100,000	104,915.34
		AXA EQUITABLE HOLDINGS I 4.35% 28/04/20	100,000	108,306.34
		AXIS SPECIALTY FINAN PLC 4% 27/12/06	100,000	106,380.57
		BAIDU INC 3.625% 27/07/06	200,000	208,113.85
		BAIDU INC 3.875% 23/09/29	200,000	208,889.79
		BAKER HUGHES LLC/CO-OBL 2.773% 22/12/15	100,000	102,000.31
		BAKER HUGHES LLC/CO-OBL 3.337% 27/12/15	150,000	156,712.40
		BALTIMORE GAS & ELECTRIC 3.5% 21/11/15	100,000	102,528.40
		BANCO SANTANDER SA 3.125% 23/02/23	200,000	204,050.60
		BANCO SANTANDER SA 3.8% 28/02/23	200,000	210,698.97
		BANCOLOMBIA SA 5.95% 21/06/03	150,000	157,485.00
		BANK OF AMERICA 3.875% 25/08/01	400,000	431,342.67
		BANK OF AMERICA CORP 2.456% 25/10/22	100,000	100,675.84
		BANK OF AMERICA CORP 2.625% 21/04/19	400,000	403,681.67
		BANK OF AMERICA CORP 2.738% 22/01/23	200,000	201,552.24
		BANK OF AMERICA CORP 2.816% 23/07/21	100,000	101,687.54
		BANK OF AMERICA CORP 3.194% 30/07/23	150,000	155,483.06
		BANK OF AMERICA CORP 3.004% 23/12/20	577,000	590,797.50
		BANK OF AMERICA CORP 3.366% 26/01/23	200,000	209,269.83
		BANK OF AMERICA CORP 3.419% 28/12/20	583,000	611,989.29
		BANK OF AMERICA CORP 3.458% 25/03/15	450,000	470,479.59
		BANK OF AMERICA CORP 3.499% 22/05/17	350,000	357,277.71
		BANK OF AMERICA CORP 3.5% 26/04/19	100,000	106,294.89
		BANK OF AMERICA CORP 3.55% 24/03/05	250,000	259,927.01
		BANK OF AMERICA CORP 3.559% 27/04/23	250,000	263,672.83
		BANK OF AMERICA CORP 3.593% 28/07/21	150,000	159,809.16
		BANK OF AMERICA CORP 3.974% 30/02/07	250,000	274,711.63
		BANK OF AMERICA CORP 4% 24/04/01	400,000	428,505.04
		BANK OF AMERICA CORP 4% 25/01/22	100,000	106,755.76
		BANK OF AMERICA CORP 4.125% 24/01/22	150,000	161,298.19
		BANK OF AMERICA CORP 4.2% 24/08/26	350,000	376,056.08
		BANK OF AMERICA CORP 4.271% 29/07/23	400,000	446,435.37
		BANK OF MONTREAL 1.9% 21/08/27	150,000	150,151.52
		BANK OF MONTREAL 2.05% 22/11/01	100,000	100,217.83
		BANK OF MONTREAL 2.35% 22/09/11	100,000	101,382.66
		BANK OF MONTREAL 2.5% 24/06/28	65,000	65,912.89
		BANK OF MONTREAL 3.1% 21/04/13	60,000	60,956.70
		BANK OF MONTREAL 3.3% 24/02/05	350,000	364,618.39
		BANK OF NEW YORK MELLON 2.2% 23/08/16	300,000	302,549.96
		BANK OF NEW YORK MELLON 2.45% 26/08/17	150,000	151,546.21
		BANK OF NEW YORK MELLON 2.5% 21/04/15	100,000	100,770.93
		BANK OF NEW YORK MELLON 3.25% 24/09/11	100,000	105,002.37
		BANK OF NEW YORK MELLON 3.55% 21/09/23	100,000	102,757.42
		BANK OF NOVA SCOTIA 2% 22/11/15	150,000	150,233.48
		BANK OF NOVA SCOTIA 2.2% 25/02/03	100,000	99,846.10
		BANK OF NOVA SCOTIA 2.375% 23/01/18	50,000	50,636.00
		BANK OF NOVA SCOTIA 2.45% 21/03/22	150,000	151,183.24
		BANK OF NOVA SCOTIA 2.7% 22/03/07	300,000	305,638.41
		BANK OF NOVA SCOTIA 4.5% 25/12/16	100,000	110,390.32
		BANK OF NY MELLON CORP 2.1% 24/10/24	200,000	200,884.44
		BANK OF NY MELLON CORP 2.661% 23/05/16	100,000	101,613.80
		BANK OF NY MELLON CORP 2.95% 23/01/29	100,000	102,948.79
		BANK OF NY MELLON CORP 3.4% 28/01/29	100,000	106,708.42
		BARCLAYS PLC 3.684% 23/01/10	250,000	256,085.49
		BARCLAYS PLC 3.932% 25/05/07	250,000	262,547.49
		BARCLAYS PLC 4.375% 26/01/12	200,000	216,358.00
		BARCLAYS PLC 4.61% 23/02/15	350,000	364,976.73
		BARCLAYS PLC 4.972% 29/05/16	200,000	224,465.89
		BAT CAPITAL CORP 2.764% 22/08/15	100,000	101,489.70
		BAT CAPITAL CORP 2.789% 24/09/06	70,000	70,524.92
		BAT CAPITAL CORP 3.215% 26/09/06	100,000	100,884.18
		BAT CAPITAL CORP 3.222% 24/08/15	200,000	204,580.72
		BAT CAPITAL CORP 3.462% 29/09/06	100,000	101,444.51
		BAT CAPITAL CORP 3.557% 27/08/15	100,000	102,343.48
		BAXALTA INC 4% 25/06/23	30,000	32,558.70
		BB&T CORPORATION 2.2% 23/03/16	250,000	251,788.32
		BB&T CORPORATION 2.75% 22/04/01	100,000	101,707.49
		BB&T CORPORATION 3.05% 22/06/20	150,000	153,934.94
		BB&T CORPORATION 3.7% 25/06/05	150,000	161,450.00
		BB&T CORPORATION 3.875% 29/03/19	100,000	109,070.78
		BBVA USA 2.5% 24/08/27	250,000	248,461.91
		BEAM INC 3.25% 22/05/15	150,000	153,189.66
		BECTON DICKINSON AND CO 2.894% 22/06/06	100,000	101,666.30
		BECTON DICKINSON AND CO 3.363% 24/06/06	250,000	260,657.28
		BECTON DICKINSON AND CO 3.7% 27/06/06	131,000	139,349.01
		BERKSHIRE HATHAWAY 2.2% 21/03/15	150,000	150,817.56
		BERKSHIRE HATHAWAY ENERG 2.8% 23/01/15	165,000	168,925.12
		BERKSHIRE HATHAWAY ENERG 3.75% 23/11/15	100,000	105,195.47
		BERKSHIRE HATHAWAY INC 2.75% 23/03/15	200,000	205,053.54
		BERKSHIRE HATHAWAY INC 3.125% 26/03/15	100,000	105,644.68
		BEST BUY CO INC 4.45% 28/10/01	100,000	109,856.66
		BHP BILLITON FIN USA LTD 2.875% 22/02/24	150,000	152,949.10
		BIOGEN INC 3.625% 22/09/15	55,000	57,285.64
		BIOGEN INC 4.05% 25/09/15	200,000	217,519.43
		BLACK HILLS CORP 3.05% 29/10/15	50,000	50,112.23
		BLACK HILLS CORP 3.95% 26/01/15	50,000	52,843.27
		BLACKROCK INC 3.25% 29/04/30	60,000	64,413.97
		BLACKROCK INC 3.5% 24/03/18	100,000	106,346.65
		BLACKROCK INC 4.25% 21/05/24	150,000	155,016.25
		BLOCK FINANCIAL LLC 5.5% 22/11/01	100,000	107,292.10
		BNP PARIBAS 3.25% 23/03/03	100,000	103,757.73
		BOARDWALK PIPELINES LP 4.45% 27/07/15	100,000	103,372.70
		BOARDWALK PIPELINES LP 4.8% 29/05/03	20,000	21,323.76
		BOEING CO 2.3% 21/08/01	110,000	110,487.50
		BOEING CO 2.35% 21/10/30	100,000	100,701.08
		BOEING CO 2.7% 27/02/01	145,000	146,410.69
		BOEING CO 2.95% 30/02/01	200,000	204,160.91
		BOEING CO 3.2% 29/03/01	100,000	104,173.33
		BOEING CO 8.75% 21/08/15	100,000	110,630.60
		BOSTON PROPERTIES INC 3.4% 29/06/21	100,000	105,059.23
		BOSTON PROPERTIES LP 3.2% 25/01/15	50,000	51,964.76
		BOSTON PROPERTIES LP 3.65% 26/02/01	150,000	159,007.64
		BOSTON PROPERTIES LP 4.125% 21/05/15	100,000	102,343.53
		BOSTON SCIENTIFIC CORP 3.45% 24/03/01	200,000	209,051.02
		BP CAP MARKETS AMERICA 2.112% 21/09/16	100,000	100,419.50
		BP CAP MARKETS AMERICA 2.52% 22/09/19	400,000	406,079.91
		BP CAP MARKETS AMERICA 3.119% 26/05/04	200,000	208,911.76
		BP CAP MARKETS AMERICA 3.224% 24/04/14	100,000	104,356.60
		BP CAP MARKETS AMERICA 3.245% 22/05/06	100,000	103,024.55
		BP CAP MARKETS AMERICA 4.234% 28/11/06	200,000	225,663.66
		BP CAPITAL MARKETS PLC 3.279% 27/09/19	200,000	210,498.84
		BP CAPITAL MARKETS PLC 3.506% 25/03/17	150,000	160,102.39
		BP CAPITAL MARKETS PLC 3.814% 24/02/10	100,000	106,600.39
		BPCE SA 4% 24/04/15	250,000	266,795.48
		BRANCH BANKING & TRUST 2.625% 22/01/15	250,000	253,506.39
		BRANDYWINE OPER PARTNERS 3.95% 23/02/15	100,000	103,736.90
		BRIGHTHOUSE FINANCIAL IN 3.7% 27/06/22	150,000	150,112.98
		BRISTOL-MYERS SQUIBB CO 2.55% 21/05/14	75,000	75,707.50
		BRISTOL-MYERS SQUIBB CO 2.6% 22/05/16	100,000	101,629.89
		BRISTOL-MYERS SQUIBB CO 2.75% 23/02/15	100,000	102,084.48
		BRISTOL-MYERS SQUIBB CO 2.9% 24/07/26	100,000	103,351.20
		BRISTOL-MYERS SQUIBB CO 3.2% 26/06/15	70,000	73,241.08
		BRISTOL-MYERS SQUIBB CO 3.25% 22/08/15	250,000	257,894.96
		BRISTOL-MYERS SQUIBB CO 3.25% 23/02/20	150,000	155,115.60
		BRISTOL-MYERS SQUIBB CO 3.25% 23/11/01	100,000	103,914.63
		BRISTOL-MYERS SQUIBB CO 3.25% 27/02/27	100,000	107,262.80
		BRISTOL-MYERS SQUIBB CO 3.4% 29/07/26	250,000	267,839.67
		BRISTOL-MYERS SQUIBB CO 3.45% 27/11/15	150,000	160,357.57
		BRISTOL-MYERS SQUIBB CO 3.875% 25/08/15	100,000	108,180.98
		BRISTOL-MYERS SQUIBB CO 3.9% 28/02/20	150,000	164,521.77
		BRITISH TELECOMMUNICATIO 5.125% 28/12/04	100,000	114,598.55
		BRIXMOR OPERATING PART 3.65% 24/06/15	100,000	104,895.77
		BRIXMOR OPERATING PART 3.85% 25/02/01	150,000	158,407.46
		BRIXMOR OPERATING PART 3.9% 27/03/15	50,000	52,585.96
		BROADCOM CRP / CAYMN FI 3.5% 28/01/15	150,000	151,400.62
		BROADCOM CRP / CAYMN FI 3.625% 24/01/15	200,000	207,294.74
		BROADCOM CRP / CAYMN FI 2.2% 21/01/15	100,000	100,082.66
		BROADCOM CRP / CAYMN FI 2.65% 23/01/15	100,000	100,618.15
		BROADCOM CRP / CAYMN FI 3.125% 25/01/15	70,000	70,984.43
		BROADCOM CRP 3.875% 27/01/15	400,000	415,461.72
		BROADCOM INC 3.125% 21/04/15	100,000	101,225.02
		BROADCOM INC 3.125% 22/10/15	40,000	40,755.70
		BROADCOM INC 3.625% 24/10/15	150,000	156,030.94
		BROADCOM INC 4.25% 26/04/15	200,000	212,562.59
		BROADCOM INC 4.75% 29/04/15	100,000	109,653.35
		BROADRIDGE FINACIAL SOLU 3.4% 26/06/27	100,000	104,899.76
		BROOKFIELD FINANCE INC 3.9% 28/01/25	100,000	107,776.64
		BROOKFIELD FINANCE INC 4% 24/04/01	150,000	160,814.38
		BUNGE LTD FINANCE CORP 3% 22/09/25	55,000	55,913.60
		BUNGE LTD FINANCE CORP 3.25% 26/08/15	45,000	45,426.22
		BUNGE LTD FINANCE CORP 3.75% 27/09/25	55,000	56,410.99
		BURLINGTN NORTH SANTA FE 3% 23/03/15	150,000	154,181.20
		BURLINGTN NORTH SANTA FE 3.05% 22/03/15	50,000	51,040.64
		BURLINGTN NORTH SANTA FE 3.25% 27/06/15	100,000	106,877.35
		BURLINGTN NORTH SANTA FE 3.4% 24/09/01	100,000	105,818.20
		CA INC 3.6% 22/08/15	100,000	102,273.85
		CABOT CORP 3.7% 22/07/15	50,000	51,742.76
		CAMDEN PROPERTY TRUST 4.1% 28/10/15	45,000	50,290.94
		CAMPBELL SOUP CO 2.5% 22/08/02	100,000	101,129.30
		CAMPBELL SOUP CO 3.3% 21/03/15	65,000	65,907.50
		CAMPBELL SOUP CO 3.95% 25/03/15	100,000	107,145.61
		CANADIAN IMPERIAL BANK 2.606% 23/07/22	100,000	101,015.24
		CANADIAN IMPERIAL BANK 2.7% 21/02/02	125,000	126,130.78
		CANADIAN IMPERIAL BANK 3.1% 24/04/02	100,000	103,395.44
		CANADIAN NATIONAL RAILWA 2.75% 26/03/01	50,000	51,333.63
		CANADIAN NATL RESOURCES 2.95% 23/01/15	100,000	102,168.63
		CANADIAN NATURAL RESOURC 3.9% 25/02/01	150,000	160,131.61
		CAPITAL ONE FINANCIAL 3.75% 26/07/28	150,000	157,760.21
		CAPITAL ONE FINANCIAL CO 3.2% 23/01/30	100,000	103,100.57
		CAPITAL ONE FINANCIAL CO 3.2% 25/02/05	150,000	155,184.33
		CAPITAL ONE FINANCIAL CO 3.3% 24/10/30	100,000	104,131.91
		CAPITAL ONE FINANCIAL CO 3.45% 21/04/30	150,000	152,619.12
		CAPITAL ONE FINANCIAL CO 3.5% 23/06/15	100,000	104,243.04
		CAPITAL ONE FINANCIAL CO 3.8% 28/01/31	150,000	161,088.49
		CAPITAL ONE FINANCIAL CO 4.75% 21/07/15	100,000	104,051.15
		CAPITAL ONE NA 2.25% 21/09/13	250,000	250,988.35
		CARDINAL HEALTH INC 2.616% 22/06/15	100,000	100,974.22
		CARDINAL HEALTH INC 3.079% 24/06/15	50,000	51,480.85
		CARDINAL HEALTH INC 3.2% 23/03/15	100,000	102,749.34
		CARDINAL HEALTH INC 3.41% 27/06/15	100,000	102,587.75
		CARLISLE COS INC 3.5% 24/12/01	65,000	67,633.73
		CATERPILLAR FINANCIAL SE 1.7% 21/08/09	100,000	99,777.86
		CATERPILLAR FINANCIAL SE 2.4% 26/08/09	50,000	50,468.74
		CATERPILLAR FINANCIAL SE 3.75% 23/11/24	150,000	159,746.33
		CATERPILLAR FINL SERV 1.931% 21/10/01	50,000	50,009.92
		CATERPILLAR FINL SERVICE 1.9% 22/09/06	55,000	55,045.39
		CATERPILLAR FINL SERVICE 2.15% 24/11/08	200,000	200,511.53
		CATERPILLAR FINL SERVICE 3.15% 21/09/07	80,000	81,684.87
		CATERPILLAR INC 2.6% 22/06/26	100,000	101,543.29
		CATERPILLAR INC 2.6% 29/09/19	100,000	101,171.66
		CATERPILLAR INC 3.4% 24/05/15	100,000	105,735.49
		CBOE HOLDINGS 3.65% 27/01/12	50,000	54,158.94
		CBRE GROUP INC 4.875% 26/03/01	100,000	111,697.51
		CBS CORP 2.5% 23/02/15	50,000	50,526.97
		CBS CORP 2.9% 27/01/15	100,000	100,626.72
		CBS CORP 3.7% 24/08/15	100,000	105,629.99
		CELANESE US HOLDINGS LLC 4.625% 22/11/15	50,000	52,970.09
		CELANESE US HOLDINGS LLC 5.875% 21/06/15	40,000	41,946.81
		CENOVUS ENERGY INC 3% 22/08/15	80,000	81,285.86
		CENOVUS ENERGY INC 4.25% 27/04/15	50,000	53,066.02
		CENTERPOINT ENER HOUSTON 1.85% 21/06/01	200,000	200,033.46
		CENTERPOINT ENERGY INC 2.5% 22/09/01	50,000	50,345.21
		CENTERPOINT ENERGY INC 3.6% 21/11/01	20,000	20,519.14
		CENTERPOINT ENERGY INC 3.85% 24/02/01	50,000	52,642.11
		CENTERPOINT ENERGY INC 4.25% 28/11/01	50,000	54,512.54
		CHARLES SCHWAB CORP 3.25% 29/05/22	100,000	105,516.13
		CHARLES SCHWAB CORP 3.55% 24/02/01	100,000	105,657.88
		CHARLES SCHWAB CORP 3.85% 25/05/21	200,000	216,661.76
		CHARTER COMM OPT LLC 4.464% 22/07/23	300,000	315,181.53
		CHARTER COMM OPT LLC/CAP 4.5% 24/02/01	100,000	107,501.56
		CHARTER COMM OPT LLC/CAP 4.908% 25/07/23	200,000	221,023.52
		CHARTER COMM OPT LLC/CAP 5.05% 29/03/30	200,000	227,472.39
		CHENIERE CORP CHRISTI HD 3.7% 29/11/15	100,000	102,905.70
		CHENIERE CORP CHRISTI HD 5.125% 27/06/30	100,000	110,708.00
		CHENIERE CORP CHRISTI HD 5.875% 25/03/31	100,000	112,615.00
		CHENIERE CORP CHRISTI HD 7% 24/06/30	100,000	115,488.00
		CHEVRON 2.1% 21/05/16	100,000	100,546.68
		CHEVRON 2.566% 23/05/16	100,000	102,185.27
		CHEVRON 2.954% 26/05/16	100,000	104,761.99
		CHEVRON CORP 2.355% 22/12/05	250,000	253,526.65
		CHEVRON CORP 2.895% 24/03/03	50,000	51,828.97
		CHUBB INA HOLDINGS INC 3.35% 26/05/03	200,000	213,334.98
		CHURCH & DWIGHT CO INC 2.45% 22/08/01	100,000	100,868.75
		CIGNA CORP 3% 23/07/15	250,000	255,370.13
		CIGNA CORP 3.05% 22/11/30	100,000	102,360.52
		CIGNA CORP 3.25% 25/04/15	150,000	155,746.23
		CIGNA CORP 3.4% 21/09/17	80,000	81,862.60
		CIGNA CORP 3.4% 27/03/01	200,000	208,549.75
		CIGNA CORP 3.75% 23/07/15	100,000	104,940.61
		CIGNA CORP 4.375% 28/10/15	350,000	389,492.26
		CIMAREX ENERGY CO 4.375% 24/06/01	100,000	105,704.70
		CIMAREX ENERGY CO 4.375% 29/03/15	75,000	80,142.09
		CINTAS CORP NO 2 2.9% 22/04/01	100,000	102,004.19
		CINTAS CORP NO 2 3.7% 27/04/01	100,000	108,798.18
		CISCO SYSTEMS INC 1.85% 21/09/20	100,000	100,138.73
		CISCO SYSTEMS INC 2.2% 21/02/28	200,000	200,969.40
		CISCO SYSTEMS INC 2.5% 26/09/20	150,000	153,496.54
		CISCO SYSTEMS INC 3.625% 24/03/04	100,000	106,953.01
		CITIBANK NA 2.85% 21/02/12	250,000	252,297.29
		CITIBANK NA 3.65% 24/01/23	250,000	265,007.94
		CITIGROUP INC 2.312% 22/11/04	100,000	100,318.80
		CITIGROUP INC 2.7% 21/03/30	50,000	50,450.27
		CITIGROUP INC 2.7% 22/10/27	150,000	152,418.34
		CITIGROUP INC 2.9% 21/12/08	600,000	609,752.40
		CITIGROUP INC 2.976% 30/11/05	150,000	151,772.44
		CITIGROUP INC 3.142% 23/01/24	150,000	152,903.06
		CITIGROUP INC 3.352% 25/04/24	400,000	416,627.98
		CITIGROUP INC 3.375% 23/03/01	250,000	259,072.94
		CITIGROUP INC 3.5% 23/05/15	250,000	260,772.70
		CITIGROUP INC 3.52% 28/10/27	150,000	158,386.50
		CITIGROUP INC 3.7% 26/01/12	300,000	319,812.53
		CITIGROUP INC 3.75% 24/06/16	100,000	106,109.25
		CITIGROUP INC 3.887% 28/01/10	350,000	376,692.14
		CITIGROUP INC 4.075% 29/04/23	250,000	273,822.19
		CITIGROUP INC 4.125% 28/07/25	200,000	217,859.55
		CITIGROUP INC 4.4% 25/06/10	250,000	272,106.52
		CITIGROUP INC 4.45% 27/09/29	300,000	330,577.68
		CITIZENS BANK NA 2.55% 21/05/13	250,000	251,706.39
		CITIZENS FINANCIAL GROUP 4.3% 25/12/03	100,000	107,851.66
		CITRIX SYSTEMS INC 4.5% 27/12/01	100,000	108,322.34
		CLECO CORPORATE HOLDINGS 3.375% 29/09/15	25,000	25,047.26
		CLOROX CO 3.5% 24/12/15	100,000	106,182.81
		CLOROX COMPANY 3.05% 22/09/15	64,000	65,568.90
		CME GROUP INC 3% 22/09/15	200,000	205,929.86
		CMS ENERGY CORP 5.05% 22/03/15	150,000	158,202.61
		CNA FINANCIAL CORP 3.45% 27/08/15	50,000	52,379.28
		CNA FINANCIAL CORP 3.9% 29/05/01	40,000	43,294.63
		CNA FINANCIAL CORP 4.5% 26/03/01	100,000	110,039.19
		CNA FINANCIAL CORP 5.75% 21/08/15	30,000	31,675.87
		CNH INDUSTRIAL CAP LLC 3.875% 21/10/15	35,000	35,965.30
		CNH INDUSTRIAL CAP LLC 4.2% 24/01/15	50,000	53,148.16
		CNH INDUSTRIAL CAP LLC 4.375% 22/04/05	40,000	41,778.80
		CNH INDUSTRIAL CAPITAL L 4.875% 21/04/01	40,000	41,297.60
		CNH INDUSTRIAL NV 3.85% 27/11/15	70,000	73,139.98
		CNO FINANCIAL GROUP INC 5.25% 25/05/30	100,000	111,250.00
		CNO FINANCIAL GROUP INC 5.25% 29/05/30	100,000	112,500.00
		COACH INC 3% 22/07/15	100,000	101,355.64
		COCA-COLA CO 2.25% 26/09/01	100,000	100,886.92
		COCA-COLA CO/THE 1.75% 24/09/06	200,000	199,476.27
		COCA-COLA CO/THE 2.125% 29/09/06	200,000	195,010.80
		COCA-COLA CO/THE 3.3% 21/09/01	100,000	102,602.47
		COLGATE-PALMOLIVE CO 2.1% 23/05/01	100,000	101,134.55
		COLGATE-PALMOLIVE CO 2.45% 21/11/15	100,000	101,290.64
		COLUMBIA PIPELINE GROUP 4.5% 25/06/01	100,000	109,724.81
		COLUMBIA PROPERTY TRUST 3.65% 26/08/15	50,000	51,270.54
		COMCAST CORP 2.35% 27/01/15	200,000	200,047.91
		COMCAST CORP 2.75% 23/03/01	100,000	102,289.28
		COMCAST CORP 2.85% 23/01/15	100,000	102,658.43
		COMCAST CORP 3% 24/02/01	100,000	103,885.16
		COMCAST CORP 3.125% 22/07/15	100,000	103,035.76
		COMCAST CORP 3.3% 27/02/01	100,000	106,095.75
		COMCAST CORP 3.6% 24/03/01	200,000	212,498.43
		COMCAST CORP 3.7% 24/04/15	310,000	330,606.50
		COMCAST CORP 4.15% 28/10/15	390,000	439,106.38
		COMERICA INC 3.7% 23/07/31	75,000	79,036.61
		COMERICA INC 4% 29/02/01	100,000	109,243.46
		COMMONSPIRIT HEALTH 3.347% 29/10/01	200,000	202,586.86
		COMMONWEALTH BK AUSTR 2.55% 21/03/15	250,000	251,862.16
		CONAGRA BRANDS INC 4.3% 24/05/01	60,000	64,843.02
		CONAGRA BRANDS INC 4.85% 28/11/01	100,000	114,460.40
		CONAGRA FOODS INC 3.2% 23/01/25	157,000	161,793.78
		CONCHO RESOURCES INC 3.75% 27/10/01	150,000	157,918.04
		CONCHO RESOURCES INC 4.375% 25/01/15	50,000	51,631.64
		CONNECTICUT LIGHT & PWR 2.5% 23/01/15	150,000	152,211.61
		CONOCOPHILLIPS 4.95% 26/03/15	100,000	115,182.79
		CONSOLIDATED EDISON CO O 3.125% 27/11/15	100,000	104,648.51
		CONSOLIDATED EDISON CO O 3.8% 28/05/15	50,000	54,573.52
		CONSTELLATION BRANDS INC 2.65% 22/11/07	100,000	101,554.26
		CONSTELLATION BRANDS INC 3.15% 29/08/01	100,000	101,116.94
		CONSTELLATION BRANDS INC 3.6% 28/02/15	50,000	52,712.76
		CONSTELLATION BRANDS INC 3.7% 26/12/06	50,000	53,068.70
		CONSTELLATION BRANDS INC 3.75% 21/05/01	40,000	40,868.50
		CONSTELLATION BRANDS INC 4.4% 25/11/15	165,000	180,302.01
		CONTINENTAL RESOURCES 3.8% 24/06/01	85,000	88,059.80
		CONTINENTAL RESOURCES 4.375% 28/01/15	85,000	90,330.80
		CONTINENTAL RESOURCES 4.5% 23/04/15	130,000	136,361.80
		CONTINENTAL RESOURCES 5% 22/09/15	93,000	93,560.40
		CONTL AIRLINES 2012-1 A 4.15% 24/04/11	136,016	143,170.79
		COOPERAT RABOBANK UA/NY 2.75% 23/01/10	250,000	254,735.35
		COOPERATIEVE RABOBANK UA 3.75% 26/07/21	250,000	261,613.24
		CORPORATE OFFICE PROP LP 3.7% 21/06/15	50,000	50,801.89
		CORPORATE OFFICE PROP LP 5% 25/07/01	50,000	53,972.40
		COSTCO WHOLESALE CORP 2.3% 22/05/18	200,000	202,488.03
		COSTCO WHOLESALE CORP 3% 27/05/18	150,000	158,735.96
		CRANE CO 4.45% 23/12/15	50,000	53,490.11
		CRED SUIS GP FUN LTD 3.8% 23/06/09	150,000	157,104.47
		CREDIT SUISSE AG 3% 21/10/29	250,000	254,838.70
		CREDIT SUISSE GROUP 4.55% 26/04/17	150,000	166,506.01
		CREDIT SUISSE NEW YORK 3.625% 24/09/09	250,000	265,603.56
		CROWN CASTLE INTERNATION 2.25% 21/09/01	55,000	55,148.62
		CROWN CASTLE INTERNATION 3.7% 26/06/15	100,000	106,083.79
		CROWN CASTLE INTERNATION 4.45% 26/02/15	200,000	219,838.07
		CROWN CASTLE INTL CORP 4% 27/03/01	100,000	107,132.92
		CROWN CASTLE INTL CORP 5.25% 23/01/15	250,000	271,702.74
		CSX CORP 3.25% 27/06/01	100,000	105,027.21
		CSX CORP 3.7% 23/11/01	100,000	105,921.59
		CSX CORP 4.25% 29/03/15	100,000	113,029.60
		CVS CAREMARK CORP 4% 23/12/05	150,000	159,213.79
		CVS HEALTH 2.875% 26/06/01	100,000	101,651.85
		CVS HEALTH CORP 2.75% 22/12/01	200,000	203,331.49
		CVS HEALTH CORP 3.25% 29/08/15	235,000	239,329.10
		CVS HEALTH CORP 3.35% 21/03/09	117,000	118,861.60
		CVS HEALTH CORP 3.7% 23/03/09	545,000	568,553.81
		CVS HEALTH CORP 4.1% 25/03/25	450,000	484,299.40
		CVS HEALTH CORP 4.3% 28/03/25	500,000	546,720.88
		CYRUSONE LP/CYRUSONE FIN 2.9% 24/11/15	50,000	50,441.50
		CYRUSONE LP/CYRUSONE FIN 3.45% 29/11/15	60,000	60,085.80
		D.R. HORTON INC 2.5% 24/10/15	200,000	200,340.44
		DANAHER CORP 3.35% 25/09/15	105,000	111,750.92
		DDR CORP 3.625% 25/02/01	173,000	178,665.49
		DELL INT LLC / EMC CORP 4% 24/07/15	100,000	104,690.49
		DELL INT LLC / EMC CORP 4.9% 26/10/01	200,000	219,674.75
		DELMARVA PWR & LIGHT CO 3.5% 23/11/15	150,000	156,957.89
		DELPHI CORP 4.15% 24/03/15	200,000	212,784.96
		DELTA AIR LINES 2019-1AA 3.204% 24/04/25	50,000	52,145.66
		DELTA AIR LINES INC 2.9% 24/10/28	100,000	100,415.00
		DELTA AIR LINES INC 3.625% 22/03/15	100,000	102,429.21
		DELTA AIR LINES INC 3.75% 29/10/28	100,000	100,448.00
		DEUTSCHE BANK 3.375% 21/05/12	200,000	202,177.03
		DEUTSCHE BANK AG 4.25% 21/10/14	350,000	359,437.66
		DEUTSCHE BANK AG LONDON 3.7% 24/05/30	200,000	203,609.47
		DEUTSCHE BANK NY 3.3% 22/11/16	100,000	101,002.22
		DH EUROPE FINANCE II 2.2% 24/11/15	100,000	100,326.76
		DIAGEO CAPITAL PLC 2.125% 24/10/24	200,000	200,131.39
		DIAGEO CAPITAL PLC 2.625% 23/04/29	100,000	102,034.45
		DIAGEO INVESTMENT CORP 2.875% 22/05/11	100,000	102,079.35
		DIAMOND 1 FIN 4.42% 21/06/15	150,000	154,419.06
		DIAMOND 1 FIN 5.45% 23/06/15	200,000	217,208.80
		DIAMOND 1 FIN 6.02% 26/06/15	350,000	403,686.51
		DIAMONDBACK ENERGY INC 2.875% 24/12/01	115,000	116,741.70
		DIAMONDBACK ENERGY INC 3.25% 26/12/01	45,000	45,709.82
		DIAMONDBACK ENERGY INC 3.5% 29/12/01	100,000	101,005.00
		DIGITAL REALTY TRUST LP 2.75% 23/02/01	50,000	50,550.86
		DIGITAL REALTY TRUST LP 3.7% 27/08/15	100,000	106,399.01
		DISCOVER BANK 2.45% 24/09/12	250,000	250,026.94
		DISCOVER BANK 3.45% 26/07/27	250,000	260,384.49
		DISCOVER FINANCIAL SVS 4.1% 27/02/09	75,000	80,719.25
		DISCOVER FINANCIAL SVS 5.2% 22/04/27	83,000	88,453.07
		DISCOVERY COMMUNICATIONS 2.95% 23/03/20	50,000	51,039.07
		DISCOVERY COMMUNICATIONS 3.5% 22/06/15	200,000	205,798.65
		DISCOVERY COMMUNICATIONS 3.95% 28/03/20	100,000	106,894.71
		DISCOVERY COMMUNICATIONS 4.125% 29/05/15	45,000	48,528.65
		DISCOVERY COMMUNICATIONS 4.9% 26/03/11	100,000	112,151.67
		DOLLAR GENERAL CORP 3.25% 23/04/15	100,000	103,288.13
		DOLLAR GENERAL CORP 4.15% 25/11/01	50,000	54,436.37
		DOLLAR TREE INC 4% 25/05/15	200,000	213,827.27
		DOMINION ENERGY GAS HLDG 2.5% 24/11/15	100,000	100,434.89
		DOMINION ENERGY GAS HLDG 3% 29/11/15	100,000	100,127.66
		DOMINION ENERGY INC 4.25% 28/06/01	50,000	55,566.77
		DOMINION GAS HOLDINGS LL 3.6% 24/12/15	25,000	26,320.47
		DOMINION RESOURCES 2.75% 22/01/15	50,000	50,672.49
		DOMINION RESOURCES 4.104% 21/04/01	40,000	40,877.50
		DOMINION RESOURCES INC 5.75% 54/10/01	100,000	108,388.40
		DOMINION RESOURCES INC/V 2% 21/08/15	20,000	19,999.49
		DOMTAR CORP 4.4% 22/04/01	100,000	103,454.44
		DOW CHEMICAL CO/THE 3.625% 26/05/15	300,000	316,485.60
		DOWDUPONT INC 4.493% 25/11/15	150,000	165,353.65
		DOWDUPONT INC 4.725% 28/11/15	100,000	113,734.95
		DR PEPPER SNAPPLE GROUP 3.4% 25/11/15	100,000	104,553.24
		DTE ENERGY 2.85% 26/10/01	100,000	101,075.27
		DTE ENERGY 3.5% 24/06/01	100,000	104,363.15
		DTE ENERGY CO 2.25% 22/11/01	50,000	50,068.13
		DTE ENERGY CO 2.529% 24/10/01	75,000	75,286.79
		DTE ENERGY CO 2.95% 30/03/01	50,000	49,770.01
		DUKE ENERGY 2.65% 26/09/01	100,000	100,659.31
		DUKE ENERGY CAROLINAS 2.45% 29/08/15	25,000	24,918.60
		DUKE ENERGY CAROLINAS 3.05% 23/03/15	200,000	206,409.97
		DUKE ENERGY CAROLINAS 3.95% 28/11/15	200,000	222,910.88
		DUKE ENERGY CORP 3.15% 27/08/15	100,000	103,417.64
		DUKE ENERGY CORP 3.4% 29/06/15	125,000	131,465.08
		DUKE ENERGY CORP 3.55% 21/09/15	200,000	204,281.21
		DUKE REALTY LP 3.75% 24/12/01	100,000	106,276.10
		DUKE REALTY LP 4% 28/09/15	50,000	54,557.51
		DXC TECHNOLOGY CO 4.25% 24/04/15	100,000	105,581.77
		E*TRADE FINANCIAL CORP 2.95% 22/08/24	50,000	50,896.84
		E*TRADE FINANCIAL CORP 3.8% 27/08/24	15,000	15,682.69
		E*TRADE FINANCIAL CORP 4.5% 28/06/20	50,000	54,480.03
		EASTMAN CHEMICAL CO 3.8% 25/03/15	100,000	105,382.35
		EATON CORP 2.75% 22/11/02	250,000	255,707.78
		EATON VANCE CORP 3.5% 27/04/06	50,000	52,945.49
		EBAY INC 2.6% 22/07/15	200,000	201,887.73
		EBAY INC 3.6% 27/06/05	100,000	104,766.54
		ECOLAB INC 2.375% 22/08/10	100,000	100,995.17
		ECOLAB INC 2.7% 26/11/01	45,000	46,404.75
		ECOLAB INC 3.25% 23/01/14	50,000	51,599.44
		EDISON INTERNATIONAL 3.125% 22/11/15	35,000	35,471.21
		EDISON INTERNATIONAL 5.75% 27/06/15	160,000	179,353.47
		EL PASO PIPELINE PART OP 5% 21/10/01	150,000	156,119.21
		ELECTRONIC ARTS INC 3.7% 21/03/01	100,000	101,797.47
		ELI LILLY & CO 3.375% 29/03/15	95,000	102,837.83
		EMBRAER NETHERLANDS FINA 5.4% 27/02/01	65,000	73,531.25
		EMBRAER SA 5.05% 25/06/15	150,000	165,000.00
		EMERA US FINANCE LP 2.7% 21/06/15	50,000	50,413.87
		EMERA US FINANCE LP 3.55% 26/06/15	65,000	67,800.74
		EMERSON ELECTRIC CO 3.15% 25/06/01	100,000	104,640.62
		EMPRESA NACIONAL DE ELEC 4.25% 24/04/15	50,000	52,927.32
		ENABLE MIDSTREAM PARTNER 3.9% 24/05/15	100,000	103,371.78
		ENABLE MIDSTREAM PARTNER 4.4% 27/03/15	100,000	100,356.26
		ENBRIDGE ENERGY PARTNERS 5.875% 25/10/15	100,000	117,297.12
		ENBRIDGE INC 2.5% 25/01/15	100,000	100,922.32
		ENBRIDGE INC 2.9% 22/07/15	50,000	51,009.86
		ENBRIDGE INC 3.125% 29/11/15	100,000	101,384.91
		ENBRIDGE INC 3.7% 27/07/15	50,000	53,093.23
		ENCANA CORP 3.9% 21/11/15	100,000	102,406.13
		ENEL CHILE SA 4.875% 28/06/12	100,000	111,125.00
		ENERGY TRANSFER LP 3.6% 23/02/01	250,000	257,467.01
		ENERGY TRANSFER OPERATNG 2.9% 25/05/15	40,000	40,075.21
		ENERGY TRANSFER OPERATNG 5.25% 29/04/15	200,000	224,388.53
		ENERGY TRANSFER OPERATNG 5.875% 24/01/15	250,000	277,070.14
		ENERGY TRANSFER PARTNERS 4.05% 25/03/15	150,000	158,403.48
		ENERGY TRANSFER PARTNERS 5.2% 22/02/01	200,000	210,026.87
		ENSTAR GROUP LTD 4.95% 29/06/01	100,000	108,340.18
		ENTERGY CORP 2.95% 26/09/01	30,000	30,715.44
		ENTERGY CORP 4% 22/07/15	50,000	52,207.08
		ENTERGY CORP 5.125% 20/09/15	100,000	101,281.56
		ENTERGY LOUISIANA LLC 2.4% 26/10/01	200,000	199,404.97
		ENTERPRISE PRODUCTS OPER 2.8% 21/02/15	100,000	101,002.75
		ENTERPRISE PRODUCTS OPER 2.8% 30/01/31	120,000	119,592.23
		ENTERPRISE PRODUCTS OPER 3.125% 29/07/31	200,000	205,302.68
		ENTERPRISE PRODUCTS OPER 3.5% 22/02/01	75,000	77,170.27
		ENTERPRISE PRODUCTS OPER 3.75% 25/02/15	100,000	106,422.02
		ENTERPRISE PRODUCTS OPER 4.875% 77/08/16	100,000	99,330.00
		ENTERPRISE PRODUCTS OPER 5.375% 78/02/15	100,000	100,729.77
		EOG RESOURCES INC 2.625% 23/03/15	150,000	152,873.31
		EOG RESOURCES INC 4.1% 21/02/01	100,000	102,373.56
		EPR PROPERTIES 3.75% 29/08/15	150,000	153,240.25
		EPR PROPERTIES 4.75% 26/12/15	100,000	109,596.67
		EQT CORP 3% 22/10/01	35,000	34,465.66
		EQT CORP 3.9% 27/10/01	100,000	91,722.76
		EQT MIDSTREAM PARTNERS L 4.75% 23/07/15	100,000	101,625.02
		EQT MIDSTREAM PARTNERS L 5.5% 28/07/15	100,000	97,957.29
		EQUIFAX 2.3% 21/06/01	50,000	50,124.57
		EQUIFAX INC 2.6% 24/12/01	100,000	100,654.33
		EQUIFAX INC 3.95% 23/06/15	40,000	42,013.43
		EQUINIX INC 2.625% 24/11/18	65,000	65,313.30
		EQUINIX INC 2.9% 26/11/18	45,000	45,133.74
		EQUINIX INC 3.2% 29/11/18	45,000	45,222.30
		EQUINIX INC 5.375% 27/05/15	75,000	81,472.50
		EQUINIX INC 5.875% 26/01/15	95,000	101,061.00
		ERP OPERATING LP 3.25% 27/08/01	35,000	36,866.40
		ERP OPERATING LP 4.15% 28/12/01	50,000	56,258.03
		ERP OPERATING LP 4.625% 21/12/15	150,000	156,548.67
		ESSEX PORTFOLIO LP 3.5% 25/04/01	100,000	105,038.48
		ESSEX PORTFOLIO LP 3.875% 24/05/01	50,000	52,918.65
		ESSEX PORTFOLIO LP 4% 29/03/01	100,000	109,356.27
		ESTEE LAUDER 1.7% 21/05/10	30,000	29,961.06
		ESTEE LAUDER CO INC 3.15% 27/03/15	100,000	106,282.99
		EVERGY INC 2.45% 24/09/15	65,000	65,090.19
		EVERGY INC 2.9% 29/09/15	100,000	100,103.41
		EVERSOURCE ENERGY 2.75% 22/03/15	50,000	50,686.25
		EVERSOURCE ENERGY 2.9% 24/10/01	50,000	51,244.70
		EXELON 2.45% 21/04/15	100,000	100,446.68
		EXELON 3.4% 26/04/15	100,000	104,854.45
		EXELON CORP 3.497% 22/06/01	100,000	102,650.58
		EXELON CORP 3.95% 25/06/15	100,000	107,727.71
		EXXON MOBIL CORPORATION 1.902% 22/08/16	40,000	40,296.39
		EXXON MOBIL CORPORATION 2.019% 24/08/16	100,000	100,442.60
		EXXON MOBIL CORPORATION 2.275% 26/08/16	100,000	100,720.53
		EXXON MOBIL CORPORATION 2.44% 29/08/16	100,000	100,751.98
		EXXON MOBIL INC 2.222% 21/03/01	200,000	201,176.29
		EXXON MOBIL INC 2.726% 23/03/01	70,000	71,752.68
		EXXON MOBIL INC 3.043% 26/03/01	200,000	210,277.38
		FEDERAL REALTY INVESTMEN 3.2% 29/06/15	50,000	52,234.76
		FEDERAL REALTY INVESTMEN 3.25% 27/07/15	50,000	52,291.55
		FEDEX CORP 3.2% 25/02/01	200,000	207,667.09
		FEDEX CORP 3.4% 22/01/14	70,000	71,937.95
		FIBRIA OVERSEAS FINANCE 4% 25/01/14	100,000	104,125.00
		FIBRIA OVERSEAS FINANCE 5.5% 27/01/17	50,000	55,050.50
		FIDELITY NATIONAL INFORM 3.5% 23/04/15	100,000	104,111.67
		FIDELITY NATIONAL INFORM 3.875% 24/06/05	28,000	29,842.34
		FIDELITY NATIONAL INFORM 4.25% 28/05/15	155,000	174,089.02
		FIDELITY NATL FINANCIAL 4.5% 28/08/15	100,000	108,648.40
		FIFTH THIRD BANCORP 3.65% 24/01/25	250,000	264,174.68
		FIFTH THIRD BANK 2.875% 21/10/01	200,000	203,067.05
		FIRSTENERGY CORP 2.85% 22/07/15	60,000	60,992.62
		FIRSTENERGY CORP 3.9% 27/07/15	65,000	69,765.08
		FIRSTENERGY CORP 4.25% 23/03/15	70,000	73,804.94
		FISERV INC 3.5% 29/07/01	310,000	327,155.16
		FISERV INC 3.8% 23/10/01	250,000	264,603.46
		FISERV INC 4.2% 28/10/01	65,000	71,987.46
		FLEXTRONICS INTERNATIONA 4.75% 25/06/15	125,000	135,573.49
		FLORIDA POWER & LIGHT CO 3.125% 25/12/01	200,000	210,615.82
		FLOWERS FOODS INC 3.5% 26/10/01	35,000	35,801.96
		FLUOR CORP 4.25% 28/09/15	100,000	101,205.50
		FMC CORP 3.2% 26/10/01	100,000	103,032.51
		FORD MOTOR COMPANY 4.346% 26/12/08	100,000	102,947.41
		FORD MOTOR CREDIT 3.81% 24/01/09	200,000	203,408.39
		FORD MOTOR CREDIT CO 3.096% 23/05/04	200,000	200,037.33
		FORD MOTOR CREDIT CO LLC 3.35% 22/11/01	250,000	252,882.32
		FORD MOTOR CREDIT CO LLC 3.664% 24/09/08	200,000	201,112.17
		FORD MOTOR CREDIT CO LLC 4.542% 26/08/01	250,000	255,830.22
		FORD MOTOR CREDIT CO LLC 5.113% 29/05/03	200,000	206,249.17
		FORD MOTOR CREDIT CO LLC 5.596% 22/01/07	400,000	421,311.84
		FORD MOTOR CREDIT CO LLC 5.875% 21/08/02	200,000	209,667.68
		FORTIS INC 3.055% 26/10/04	100,000	102,379.26
		FORTIVE CORP 2.35% 21/06/15	50,000	50,198.28
		FORTIVE CORP 3.15% 26/06/15	50,000	51,167.58
		FORTUNE BRANDS HOME & SE 4% 23/09/21	100,000	105,727.55
		FOX CORP 4.03% 24/01/25	150,000	159,730.66
		FOX CORP 4.709% 29/01/25	100,000	113,969.99
		FRANCE TELECOM 4.125% 21/09/14	150,000	155,471.22
		FS KKR CAPITAL CORP 4.125% 25/02/01	100,000	101,811.54
		GATX CORP 4.35% 24/02/15	100,000	107,189.05
		GATX CORP 4.7% 29/04/01	150,000	167,750.47
		GE CAPITAL INTL FUNDING 3.373% 25/11/15	250,000	260,836.75
		GENERAL DYNAMICS CORP 2.125% 26/08/15	100,000	99,628.69
		GENERAL DYNAMICS CORP 2.25% 22/11/15	100,000	101,166.93
		GENERAL DYNAMICS CORP 3% 21/05/11	75,000	76,208.42
		GENERAL DYNAMICS CORP 3.375% 23/05/15	75,000	78,416.61
		GENERAL DYNAMICS CORP 3.75% 28/05/15	80,000	88,342.12
		GENERAL ELECTRIC CO 2.7% 22/10/09	300,000	303,508.30
		GENERAL ELECTRIC CO 3.45% 24/05/15	200,000	207,327.05
		GENERAL MILLS INC 3.2% 21/04/16	15,000	15,249.96
		GENERAL MILLS INC 3.7% 23/10/17	140,000	147,763.85
		GENERAL MILLS INC 4% 25/04/17	100,000	108,196.11
		GENERAL MILLS INC 4.2% 28/04/17	100,000	111,666.41
		GENERAL MOTORS FINANCIAL 3.2% 21/07/06	500,000	506,559.55
		GENERAL MOTORS FINL CO 2.9% 25/02/26	150,000	149,831.60
		GENERAL MOTORS FINL CO 3.15% 22/06/30	70,000	71,278.16
		GENERAL MOTORS FINL CO 3.5% 24/11/07	200,000	205,575.49
		GENERAL MOTORS FINL CO 3.55% 22/07/08	100,000	102,900.16
		GENERAL MOTORS FINL CO 3.7% 23/05/09	250,000	258,339.97
		GENERAL MOTORS FINL CO 3.95% 24/04/13	100,000	104,437.22
		GENERAL MOTORS FINL CO 4% 26/10/06	100,000	104,486.04
		GENERAL MOTORS FINL CO 4.2% 21/11/06	60,000	62,115.57
		GENERAL MOTORS FINL CO 4.35% 25/04/09	150,000	160,307.26
		GENERAL MOTORS FINL CO 4.35% 27/01/17	100,000	105,172.05
		GENERAL MOTORS FINL CO 5.65% 29/01/17	100,000	114,095.92
		GEORGIA POWER CO 2.65% 29/09/15	70,000	69,309.54
		GEORGIA POWER CO 3.25% 26/04/01	50,000	52,015.62
		GILEAD SCIENCES INC 1.95% 22/03/01	30,000	30,043.87
		GILEAD SCIENCES INC 2.5% 23/09/01	70,000	71,131.13
		GILEAD SCIENCES INC 3.65% 26/03/01	450,000	485,035.38
		GILEAD SCIENCES INC 4.5% 21/04/01	100,000	103,175.39
		GLAXOSMITHKLINE CAP INC 3.375% 23/05/15	350,000	365,156.83
		GLAXOSMITHKLINE CAP INC 3.625% 25/05/15	55,000	59,172.39
		GLAXOSMITHKLINE CAP INC 3.875% 28/05/15	100,000	110,796.30
		GLAXOSMITHKLINE CAPITAL 2.875% 22/06/01	200,000	204,578.83
		GLAXOSMITHKLINE CAPITAL 3.125% 21/05/14	70,000	71,214.05
		GLOBAL PAYMENTS INC 3.2% 29/08/15	200,000	204,834.51
		GLP CAPITAL LP / FIN II 3.35% 24/09/01	55,000	56,345.85
		GLP CAPITAL LP / FIN II 5.375% 23/11/01	45,000	49,235.85
		GLP CAPITAL LP / FIN II 5.375% 26/04/15	85,000	94,418.00
		GLP CAPITAL LP / FIN II 5.75% 28/06/01	45,000	51,513.75
		GM FINANCIAL 4.2% 21/03/01	100,000	102,065.30
		GOLDMAN SACHS GROUP 2.875% 21/02/25	300,000	302,967.72
		GOLDMAN SACHS GROUP INC 2.908% 23/06/05	250,000	254,135.94
		GOLDMAN SACHS GROUP INC 3% 22/04/26	365,000	369,479.65
		GOLDMAN SACHS GROUP INC 3.2% 23/02/23	250,000	257,278.74
		GOLDMAN SACHS GROUP INC 3.272% 25/09/29	350,000	363,670.01
		GOLDMAN SACHS GROUP INC 3.5% 26/11/16	150,000	157,544.03
		GOLDMAN SACHS GROUP INC 3.625% 23/01/22	300,000	312,757.17
		GOLDMAN SACHS GROUP INC 3.691% 28/06/05	200,000	212,743.38
		GOLDMAN SACHS GROUP INC 3.75% 25/05/22	600,000	635,974.56
		GOLDMAN SACHS GROUP INC 3.75% 26/02/25	200,000	212,411.07
		GOLDMAN SACHS GROUP INC 4.223% 29/05/01	300,000	331,118.04
		GOLDMAN SACHS GROUP INC 4.25% 25/10/21	200,000	217,837.43
		GOLDMAN SACHS GROUP INC 5.25% 21/07/27	400,000	420,279.39
		GRUPO TELEVISA SAB 6.625% 25/03/18	150,000	175,084.50
		GULF POEWR CO 3.3% 27/05/30	100,000	104,666.55
		HALLIBURTON CO 3.8% 25/11/15	150,000	160,439.13
		HALLIBURTON COMPANY 3.25% 21/11/15	100,000	102,014.68
		HANOVER INSURANCE GROUP 4.5% 26/04/15	50,000	54,022.63
		HARRIS CORPORATION 4.4% 28/06/15	150,000	167,556.03
		HASBRO INC 3.15% 21/05/15	50,000	50,599.07
		HASBRO INC 3.5% 27/09/15	30,000	29,878.18
		HASBRO INC 3.55% 26/11/19	125,000	126,703.26
		HCA INC 4.125% 29/06/15	200,000	213,923.18
		HCA INC 4.5% 27/02/15	105,000	113,564.04
		HCA INC 4.75% 23/05/01	105,000	112,742.30
		HCA INC 5.25% 25/04/15	120,000	134,615.66
		HCA INC 5.25% 26/06/15	130,000	145,809.93
		HCP INC 3.25% 26/07/15	50,000	51,930.61
		HCP INC 3.4% 25/02/01	100,000	104,488.31
		HEALTH CARE REIT INC 4% 25/06/01	100,000	107,964.48
		HEALTHCARE TRUST OF AMER 3.75% 27/07/01	150,000	159,041.41
		HEINZ 3% 26/06/01	110,000	110,091.83
		HERSHEY COMPANY 2.05% 24/11/15	100,000	100,335.56
		HESS CORP 4.3% 27/04/01	100,000	106,914.19
		HEXCEL CORP 3.95% 27/02/15	50,000	52,303.10
		HIGHWOODS REALTY LP 3.2% 21/06/15	150,000	151,855.27
		HJ HEINZ CO 3.95% 25/07/15	250,000	264,477.78
		HOLLYFRONTIER CORP 5.875% 26/04/01	150,000	168,245.44
		HOME DEPOT INC 2% 21/04/01	200,000	200,726.38
		HOME DEPOT INC 2.7% 23/04/01	100,000	102,611.52
		HOME DEPOT INC 2.8% 27/09/14	100,000	103,550.68
		HOME DEPOT INC 2.95% 29/06/15	215,000	224,019.22
		HOME DEPOT INC 4.4% 21/04/01	100,000	102,493.02
		HOME DEPOT INC/THE 2.125% 26/09/15	125,000	124,943.94
		HONEYWELL INTERNATIONAL 1.85% 21/11/01	200,000	200,429.59
		HONEYWELL INTERNATIONAL 2.15% 22/08/08	95,000	95,750.50
		HONEYWELL INTERNATIONAL 2.3% 24/08/15	200,000	202,774.95
		HONEYWELL INTERNATIONAL 2.5% 26/11/01	150,000	152,780.25
		HONEYWELL INTERNATIONAL 2.7% 29/08/15	120,000	123,487.70
		HOSPITALITY PROP TRUST 4.75% 26/10/01	100,000	103,234.23
		HOSPITALITY PROPERTIES T 4.5% 25/03/15	150,000	154,748.64
		HOST HOTELS & RESORTS LP 3.875% 24/04/01	50,000	52,808.29
		HOST HOTELS + RESORTS LP 4.75% 23/03/01	200,000	213,538.23
		HP ENTERPRISE CO 2.25% 23/04/01	200,000	200,231.26
		HP ENTERPRISE CO 4.9% 25/10/15	200,000	222,835.40
		HSBC 4.3% 26/03/08	450,000	490,393.76
		HSBC HLD 2.95% 21/05/25	350,000	354,225.46
		HSBC HLD 4.375% 26/11/23	225,000	244,376.19
		HSBC HOLDINGS PLC 2.633% 25/11/07	200,000	200,365.13
		HSBC HOLDINGS PLC 2.65% 22/01/05	250,000	252,655.69
		HSBC HOLDINGS PLC 3.95% 24/05/18	250,000	262,729.62
		HSBC HOLDINGS PLC 3.973% 30/05/22	200,000	215,997.43
		HSBC HOLDINGS PLC 4% 22/03/30	400,000	416,618.51
		HSBC HOLDINGS PLC 4.041% 28/03/13	250,000	267,219.85
		HSBC HOLDINGS PLC 4.25% 24/03/14	200,000	212,560.79
		HSBC HOLDINGS PLC 4.583% 29/06/19	200,000	223,881.49
		HUBBELL INC 3.35% 26/03/01	100,000	102,410.89
		HUMANA INC 2.9% 22/12/15	50,000	50,962.51
		HUMANA INC 3.85% 24/10/01	150,000	159,265.78
		HUNTINGTON BANCSHARES 2.625% 24/08/06	300,000	304,603.84
		HUNTINGTON BANCSHARES IN 2.3% 22/01/14	100,000	100,606.29
		HUNTSMAN INTERNATIONAL L 4.5% 29/05/01	100,000	107,368.91
		HUSKY ENERGY INC 3.95% 22/04/15	100,000	103,711.36
		HYATT HOTELS CORP 4.375% 28/09/15	50,000	54,464.03
		HYATT HOTELS CORP 4.85% 26/03/15	50,000	55,610.26
		IBM 2.875% 22/11/09	100,000	102,534.17
		IBM CORP 1.875% 22/08/01	150,000	149,992.08
		IBM CORP 2.5% 22/01/27	100,000	101,176.07
		IBM CORP 2.8% 21/05/13	100,000	101,295.66
		IBM CORP 3.3% 26/05/15	200,000	211,142.13
		IBM CORP 3.375% 23/08/01	250,000	261,885.91
		IBM CORP 3.45% 26/02/19	200,000	213,097.60
		IBM CORP 3.5% 29/05/15	175,000	188,303.78
		IBM CREDIT CORP 2.2% 22/09/08	100,000	100,721.63
		IBM CREDIT CORP 2.65% 21/02/05	100,000	100,828.57
		IBM CREDIT CORP 3% 23/02/06	100,000	103,153.35
		IHS MARKIT LTD 4.125% 23/08/01	100,000	105,941.00
		IHS MARKIT LTD 4.25% 29/05/01	100,000	108,195.00
		ING GROEP NV 3.15% 22/03/29	200,000	204,415.10
		ING GROEP NV 3.95% 27/03/29	200,000	215,085.77
		ING GROEP NV 4.05% 29/04/09	200,000	219,868.28
		INGERSOLL-RAND GL HLD CO 4.25% 23/06/15	150,000	160,189.23
		INGERSOLL-RAND LUX FINAN 3.55% 24/11/01	100,000	104,906.72
		INTEL CORP 2.6% 26/05/19	50,000	51,293.82
		INTEL CORP 2.7% 22/12/15	350,000	359,061.20
		INTEL CORP 2.875% 24/05/11	100,000	103,830.36
		INTEL CORP 3.1% 22/07/29	100,000	103,037.23
		INTEL CORP 3.3% 21/10/01	100,000	102,662.86
		INTEL CORP 3.7% 25/07/29	145,000	156,876.76
		INTERCONTINENTAL EXCHANG 3.75% 25/12/01	150,000	162,346.50
		INTERCONTINENTALEXCHANGE 4% 23/10/15	100,000	106,867.00
		INTERNATIONAL PAPER CO 3% 27/02/15	100,000	103,334.11
		INTERPUBLIC GROUP COS 3.75% 21/10/01	25,000	25,678.84
		INTERPUBLIC GROUP COS 4.65% 28/10/01	25,000	28,223.11
		INTERSTATE POWER & LIGHT 3.25% 24/12/01	100,000	104,549.50
		INTERSTATE POWER & LIGHT 3.6% 29/04/01	50,000	53,355.58
		INTL FLAVOR & FRAGRANCES 4.45% 28/09/26	45,000	49,384.20
		INTL PAPER CO 7.5% 21/08/15	204,000	219,781.59
		INVESCO FINANCE PLC 3.75% 26/01/15	150,000	161,091.95
		ITC HOLDINGS CORP 3.25% 26/06/30	60,000	62,201.13
		ITC HOLDINGS CORP 3.65% 24/06/15	25,000	26,230.73
		JABIL INC 3.6% 30/01/15	50,000	50,208.12
		JB HUNT TRANSPORT SVCS 3.875% 26/03/01	100,000	107,284.76
		JEFFERIES GROUP 4.85% 27/01/15	90,000	99,436.77
		JM SMUCKER CO 3.5% 25/03/15	100,000	105,819.59
		JOHN DEERE CAPITAL CORP 1.95% 22/06/13	70,000	70,230.68
		JOHN DEERE CAPITAL CORP 2.25% 26/09/14	100,000	100,088.24
		JOHN DEERE CAPITAL CORP 2.3% 21/06/07	150,000	150,751.63
		JOHN DEERE CAPITAL CORP 2.35% 21/01/08	50,000	50,253.61
		JOHN DEERE CAPITAL CORP 2.6% 24/03/07	100,000	102,249.22
		JOHN DEERE CAPITAL CORP 2.65% 22/01/06	100,000	101,547.20
		JOHN DEERE CAPITAL CORP 2.65% 24/06/24	50,000	51,294.29
		JOHN DEERE CAPITAL CORP 2.7% 23/01/06	50,000	51,086.06
		JOHN DEERE CAPITAL CORP 2.8% 21/03/04	100,000	101,103.08
		JOHN DEERE CAPITAL CORP 2.8% 23/03/06	100,000	102,654.10
		JOHN DEERE CAPITAL CORP 2.8% 29/07/18	50,000	51,519.48
		JOHN DEERE CAPITAL CORP 3.05% 28/01/06	50,000	52,443.09
		JOHN DEERE CAPITAL CORP 3.2% 22/01/10	70,000	71,940.40
		JOHN DEERE CAPITAL CORP 3.45% 23/06/07	50,000	52,421.75
		JOHNSON & JOHNSON 1.65% 21/03/01	100,000	99,945.00
		JOHNSON & JOHNSON 2.05% 23/03/01	100,000	100,654.25
		JOHNSON & JOHNSON 2.25% 22/03/03	100,000	100,914.10
		JOHNSON & JOHNSON 2.45% 26/03/01	100,000	101,855.71
		JOHNSON & JOHNSON 2.95% 27/03/03	100,000	105,240.44
		JPMORGAN CHASE & CO 2.301% 25/10/15	300,000	300,205.63
		JPMORGAN CHASE & CO 2.4% 21/06/07	150,000	150,944.43
		JPMORGAN CHASE & CO 2.55% 21/03/01	250,000	251,739.33
		JPMORGAN CHASE & CO 2.7% 23/05/18	250,000	254,974.71
		JPMORGAN CHASE & CO 2.739% 30/10/15	275,000	275,209.90
		JPMORGAN CHASE & CO 2.776% 23/04/25	113,000	114,589.12
		JPMORGAN CHASE & CO 2.95% 26/10/01	200,000	205,828.17
		JPMORGAN CHASE & CO 2.972% 23/01/15	300,000	305,169.60
		JPMORGAN CHASE & CO 3.125% 25/01/23	250,000	260,846.05
		JPMORGAN CHASE & CO 3.2% 23/01/25	500,000	517,717.29
		JPMORGAN CHASE & CO 3.25% 22/09/23	500,000	516,707.70
		JPMORGAN CHASE & CO 3.3% 26/04/01	200,000	210,291.78
		JPMORGAN CHASE & CO 3.509% 29/01/23	250,000	266,099.95
		JPMORGAN CHASE & CO 3.54% 28/05/01	150,000	159,266.51
		JPMORGAN CHASE & CO 3.559% 24/04/23	150,000	156,391.79
		JPMORGAN CHASE & CO 3.702% 30/05/06	125,000	134,757.04
		JPMORGAN CHASE & CO 3.797% 24/07/23	200,000	210,999.38
		JPMORGAN CHASE & CO 3.9% 25/07/15	150,000	162,243.77
		JPMORGAN CHASE & CO 4.005% 29/04/23	100,000	109,774.66
		JPMORGAN CHASE & CO 4.023% 24/12/05	300,000	319,873.22
		JPMORGAN CHASE & CO 4.125% 26/12/15	250,000	274,366.71
		JPMORGAN CHASE & CO 4.203% 29/07/23	200,000	223,512.13
		JPMORGAN CHASE & CO 4.25% 27/10/01	400,000	443,186.14
		JUNIPER NETWORKS INC 3.75% 29/08/15	50,000	52,227.16
		JUNIPER NETWORKS INC 4.5% 24/03/15	50,000	54,097.53
		KAISER FOUNDATION HOSPIT 3.15% 27/05/01	50,000	52,723.52
		KANSAS CITY POWER & LT 3.15% 23/03/15	79,000	81,382.75
		KANSAS CITY SOUTHERN 2.875% 29/11/15	65,000	64,926.64
		KELLOGG CO 4.3% 28/05/15	100,000	112,267.92
		KEMPER CORP 4.35% 25/02/15	35,000	37,210.10
		KEURIG DR PEPPER INC 4.057% 23/05/25	200,000	211,307.69
		KEURIG DR PEPPER INC 4.597% 28/05/25	250,000	283,098.51
		KEY BANK NA 3.3% 22/02/01	250,000	256,803.97
		KEY BANK NA 3.4% 26/05/20	200,000	209,479.55
		KEYSIGHT TECHNOLOGIES 3% 29/10/30	50,000	50,285.35
		KEYSIGHT TECHNOLOGIES 4.6% 27/04/06	60,000	66,778.87
		KILROY REALTY LP 4.375% 25/10/01	100,000	108,924.24
		KIMBERLY CLARK CORP 2.75% 26/02/15	150,000	155,138.07
		KIMCO REALTY CORP 2.7% 24/03/01	50,000	50,698.49
		KIMCO REALTY CORP 3.3% 25/02/01	80,000	83,390.08
		KINDER MORGAN ENER PART 3.5% 21/03/01	40,000	40,583.91
		KINDER MORGAN ENER PART 3.95% 22/09/01	250,000	260,671.22
		KINDER MORGAN ENER PART 4.15% 22/03/01	100,000	104,026.59
		KINDER MORGAN INC/DELAWA 4.3% 25/06/01	250,000	271,012.75
		KINROSS GOLD CORP 4.5% 27/07/15	100,000	105,708.00
		KINROSS GOLD CORP 5.125% 21/09/01	100,000	103,625.00
		KITE REALTY GROUP LP 4% 26/10/01	50,000	50,071.17
		KLA-TENCOR CORP 4.1% 29/03/15	150,000	164,803.01
		KLA-TENCOR CORP 4.125% 21/11/01	100,000	103,319.40
		KRAFT HEINZ FOODS CO 3.375% 21/06/15	25,000	25,443.27
		KRAFT HEINZ FOODS CO 4.625% 29/01/30	100,000	109,802.07
		KROGER CO 3.5% 26/02/01	150,000	158,128.66
		KROGER CO 4% 24/02/01	100,000	106,514.82
		KROGER CO/THE 3.4% 22/04/15	100,000	102,573.28
		L3HARRIS TECH INC 3.85% 23/06/15	70,000	73,619.67
		L3HARRIS TECH INC 4.4% 28/06/15	100,000	111,704.02
		L3HARRIS TECH INC 4.95% 21/02/15	200,000	204,807.09
		LABORATORY CORP OF AMER 3.6% 27/09/01	150,000	158,539.47
		LABORATORY CORP OF AMERI 3.2% 22/02/01	100,000	102,202.30
		LABORATORY CORP OF AMERI 4% 23/11/01	50,000	52,793.48
		LAM RESEARCH CORP 3.75% 26/03/15	100,000	107,452.10
		LAM RESEARCH CORP 4% 29/03/15	55,000	60,684.33
		LAS VEGAS SANDS CORP 3.2% 24/08/08	110,000	113,384.17
		LAS VEGAS SANDS CORP 3.5% 26/08/18	70,000	72,601.05
		LAS VEGAS SANDS CORP 3.9% 29/08/08	105,000	109,813.56
		LAZARD GROUP LLC 3.625% 27/03/01	100,000	103,810.42
		LAZARD GROUP LLC 4.5% 28/09/19	50,000	55,538.61
		LEAR CORP 4.25% 29/05/15	100,000	104,079.99
		LEAR CORP 5.25% 25/01/15	120,000	123,363.95
		LEGGETT & PLATT INC 3.4% 22/08/15	50,000	50,945.12
		LEGGETT & PLATT INC 3.5% 27/11/15	50,000	51,835.57
		LEUCADIA NATIONAL CORP 5.5% 23/10/18	100,000	108,875.38
		LIBERTY PROPERTY LP 4.4% 24/02/15	150,000	162,204.20
		LIFE STORAGE LP 4% 29/06/15	100,000	107,669.22
		LINCOLN NATIONAL CORP 3.35% 25/03/09	150,000	156,375.29
		LLOYDS BANKING GROUP 4.582% 25/12/10	200,000	216,366.73
		LLOYDS BANKING GROUP PLC 2.858% 23/03/17	200,000	202,557.31
		LLOYDS BANKING GROUP PLC 2.907% 23/11/07	400,000	406,262.23
		LLOYDS BANKING GROUP PLC 4.45% 25/05/08	200,000	218,861.11
		LLOYDS BANKING GROUP PLC 4.55% 28/08/16	200,000	223,995.54
		LLOYDS BANKING GROUP PLC 4.65% 26/03/24	200,000	217,530.68
		LLOYDS TSB BANK PLC 6.375% 21/01/21	100,000	104,584.06
		LOCKHEED MARTIN 3.55% 26/01/15	100,000	107,311.96
		LOCKHEED MARTIN CORP 3.35% 21/09/15	200,000	205,107.74
		LOEWS CORP 2.625% 23/05/15	150,000	152,877.33
		LOWE'S COMPANIES INC 3.12% 22/04/15	200,000	204,652.62
		LOWE'S COS INC 3.1% 27/05/03	200,000	206,741.89
		LOWE'S COS INC 3.65% 29/04/05	100,000	106,886.00
		LYB INTERNATIONAL FINANC 3.5% 27/03/02	150,000	157,250.22
		LYB INTL FINANCE BV 4% 23/07/15	60,000	63,497.89
		LYONDELLBASELL IND NV 6% 21/11/15	100,000	106,187.45
		MACYS RETAIL HLDGS INC 2.875% 23/02/15	57,000	56,859.52
		MACYS RETAIL HLDGS INC 3.625% 24/06/01	100,000	101,123.35
		MAGELLAN MISDTREAM PARTN 5% 26/03/01	50,000	56,597.07
		MAGNA INTERNATIONAL INC 4.15% 25/10/01	50,000	54,254.41
		MANULIFE FINANCIAL CORP 4.15% 26/03/04	100,000	110,295.32
		MARATHON OIL CORP 2.8% 22/11/01	150,000	152,448.46
		MARATHON OIL CORP 4.4% 27/07/15	150,000	163,382.61
		MARATHON PETROLEUM CORP 3.8% 28/04/01	30,000	31,459.48
		MARATHON PETROLEUM CORP 4.75% 23/12/15	100,000	108,470.58
		MARATHON PETROLEUM CORP 5.125% 26/12/15	100,000	113,182.19
		MARKEL CORPORATION 4.9% 22/07/01	70,000	74,455.60
		MARRIOTT INTERNATIONAL 3.125% 21/10/15	100,000	101,663.24
		MARRIOTT INTERNATIONAL 3.125% 26/06/15	100,000	103,695.05
		MARRIOTT INTERNATIONAL 3.25% 22/09/15	100,000	102,667.01
		MARRIOTT INTERNATIONAL 3.6% 24/04/15	50,000	52,742.55
		MARSH & MCLENNAN 2.75% 22/01/30	30,000	30,476.13
		MARSH & MCLENNAN COS INC 3.875% 24/03/15	150,000	160,320.63
		MARSH & MCLENNAN COS INC 4.375% 29/03/15	95,000	108,404.92
		MARSH & MCLENNAN COS INC 4.8% 21/07/15	100,000	103,730.68
		MARTIN MARIETTA MATERIAL 3.45% 27/06/01	21,000	21,755.95
		MARTIN MARIETTA MATERIAL 3.5% 27/12/15	50,000	52,197.82
		MARTIN MARIETTA MATERIAL 4.25% 24/07/02	30,000	32,143.92
		MARVELL TECHNOLOGY GROUP 4.2% 23/06/22	100,000	105,596.86
		MARVELL TECHNOLOGY GROUP 4.875% 28/06/22	100,000	110,670.04
		MASCO CORP 3.5% 21/04/01	115,000	116,628.20
		MASCO CORP 4.375% 26/04/01	90,000	97,447.34
		MASTERCARD INC 2.95% 29/06/01	100,000	104,793.96
		MASTERCARD INC 3.375% 24/04/01	200,000	212,190.34
		MASTERCARD INC 3.5% 28/02/26	30,000	32,488.87
		MAXIM INTEGRATED PRODUCT 3.45% 27/06/15	100,000	103,284.41
		MCCORMICK & CO 2.7% 22/08/15	50,000	50,817.24
		MCCORMICK & CO 3.15% 24/08/15	50,000	51,943.72
		MCCORMICK & CO 3.4% 27/08/15	100,000	104,744.79
		MCDONALD'S CORP 2.625% 29/09/01	100,000	99,809.21
		MCDONALDS CORP 3.35% 23/04/01	105,000	109,420.12
		MCDONALDS CORP 3.7% 26/01/30	100,000	107,422.24
		MCDONALDS CORP 3.8% 28/04/01	150,000	163,609.35
		MCKESSON CORP 3.796% 24/03/15	100,000	105,255.60
		MEAD JOHNSON NUTRITION C 4.125% 25/11/15	60,000	65,495.51
		MEDTRONIC INC 2.75% 23/04/01	200,000	204,725.29
		MEDTRONIC INC 3.15% 22/03/15	79,000	81,281.73
		MEDTRONIC INC 3.5% 25/03/15	201,000	215,347.76
		MERCK & CO INC 2.75% 25/02/10	100,000	103,472.40
		MERCK & CO INC 2.8% 23/05/18	200,000	206,297.06
		MERCK & CO INC 3.4% 29/03/07	100,000	108,738.57
		MERCK & CO INC 3.875% 21/01/15	250,000	254,684.97
		MERCY HEALTHCARE SYSTEM 4.302% 28/07/01	15,000	16,858.40
		METLIFE INC 4.368% 23/09/15	100,000	108,032.50
		MICRON TECHNOLOGY INC 4.185% 27/02/15	50,000	53,707.67
		MICRON TECHNOLOGY INC 5.327% 29/02/06	50,000	57,458.09
		MICROSOFT CORP 1.55% 21/08/08	200,000	199,651.08
		MICROSOFT CORP 2% 23/08/08	100,000	100,719.18
		MICROSOFT CORP 2.375% 22/02/12	250,000	253,228.58
		MICROSOFT CORP 2.7% 25/02/12	250,000	259,172.72
		MICROSOFT CORP 3.125% 25/11/03	250,000	264,394.48
		MICROSOFT CORP 3.3% 27/02/06	300,000	321,686.88
		MICROSOFT CORP 3.625% 23/12/15	150,000	159,861.21
		MID-AMERICA APARTMENT 4% 25/11/15	100,000	108,492.54
		MID-AMERICA APARTMENTS 3.95% 29/03/15	100,000	110,016.41
		MITSUBISHI UFJ FIN GRP 2.623% 22/07/18	200,000	202,800.38
		MITSUBISHI UFJ FIN GRP 2.665% 22/07/25	200,000	202,916.15
		MITSUBISHI UFJ FIN GRP 3.195% 29/07/18	200,000	207,260.18
		MITSUBISHI UFJ FIN GRP 3.455% 23/03/02	100,000	103,782.96
		MITSUBISHI UFJ FIN GRP 3.535% 21/07/26	200,000	204,515.20
		MITSUBISHI UFJ FIN GRP 4.05% 28/09/11	200,000	220,831.85
		MITSUBISHI UFJ FINANCIAL 2.757% 26/09/13	200,000	202,380.63
		MITSUBISHI UFJ FINANCIAL 2.95% 21/03/01	200,000	202,155.83
		MITSUBISHI UFJ FINANCIAL 3.777% 25/03/02	100,000	106,891.33
		MITSUBISHI UFJ FINANCIAL 3.961% 28/03/02	100,000	109,254.47
		MIZUHO FINANCIAL GROUP 2.721% 23/07/16	200,000	202,173.32
		MIZUHO FINANCIAL GROUP 2.839% 25/07/16	200,000	202,508.91
		MIZUHO FINANCIAL GROUP 4.018% 28/03/05	200,000	218,876.20
		MIZUHO FINANCIAL GROUP I 2.273% 21/09/13	200,000	200,697.70
		MOHAWK INDUSTRIES INC 3.85% 23/02/01	150,000	156,378.97
		MOLSON COORS 2.1% 21/07/15	65,000	65,006.97
		MOLSON COORS 3% 26/07/15	165,000	166,373.68
		MONDELEZ INTERNATIONAL 3.625% 26/02/13	100,000	107,160.74
		MONDELEZ INTERNATIONAL 4% 24/02/01	100,000	106,553.43
		MOODY'S CORPORATION 2.75% 21/12/15	50,000	50,725.62
		MOODY'S CORPORATION 3.25% 21/06/07	100,000	101,672.29
		MORGAN STANLEY 2.5% 21/04/21	100,000	100,687.50
		MORGAN STANLEY 2.625% 21/11/17	200,000	202,341.38
		MORGAN STANLEY 2.72% 25/07/22	315,000	319,692.01
		MORGAN STANLEY 2.75% 22/05/19	250,000	254,282.90
		MORGAN STANLEY 3.125% 23/01/23	250,000	257,156.63
		MORGAN STANLEY 3.125% 26/07/27	450,000	465,346.52
		MORGAN STANLEY 3.591% 28/07/22	200,000	212,649.30
		MORGAN STANLEY 3.7% 24/10/23	450,000	477,788.07
		MORGAN STANLEY 3.75% 23/02/25	200,000	209,569.18
		MORGAN STANLEY 3.875% 26/01/27	200,000	215,339.43
		MORGAN STANLEY 4.1% 23/05/22	300,000	317,118.93
		MORGAN STANLEY 4.35% 26/09/08	250,000	273,581.78
		MORGAN STANLEY 4.431% 30/01/23	300,000	338,842.04
		MORGAN STANLEY 5.75% 21/01/25	350,000	363,237.04
		MOSAIC CO 3.25% 22/11/15	100,000	102,418.09
		MOSAIC CO 4.05% 27/11/15	100,000	104,741.11
		MOTOROLA SOLUTIONS INC 4% 24/09/01	100,000	106,157.15
		MOTOROLA SOLUTIONS INC 4.6% 29/05/23	100,000	109,562.61
		MPLX LP 3.375% 23/03/15	50,000	51,444.01
		MPLX LP 3.5% 22/12/01	235,000	241,909.79
		MPLX LP 4.8% 29/02/15	100,000	109,228.89
		MPLX LP 4.875% 25/06/01	250,000	272,972.29
		MYLAN 3.15% 21/06/15	150,000	152,097.02
		MYLAN 3.95% 26/06/15	250,000	261,122.07
		NASDAQ 3.85% 26/06/30	30,000	32,239.32
		NATIONAL AUSTRALIA BK 2.5% 26/07/12	250,000	251,189.54
		NATIONAL AUSTRALIA BK/NY 3.375% 21/09/20	400,000	408,852.00
		NATIONAL FUEL GAS CO 3.95% 27/09/15	50,000	51,044.84
		NATIONAL FUEL GAS CO 4.75% 28/09/01	50,000	53,377.34
		NATIONAL OILWELL VARCO I 2.6% 22/12/01	43,000	43,516.46
		NATIONAL RETAIL PROP INC 4.3% 28/10/15	65,000	72,187.84
		NATIONAL RETAIL PROPERTI 4% 25/11/15	65,000	69,862.06
		NATIONAL RURAL UTIL COOP 2.3% 22/09/15	70,000	70,753.83
		NATIONAL RURAL UTILITIES 5.25% 46/04/20	150,000	163,939.74
		NATL RETAIL PROPERTIES 3.8% 22/10/15	100,000	104,029.29
		NBCUNIVERSAL MEDIA LLC 2.875% 23/01/15	100,000	102,809.37
		NBCUNIVERSAL MEDIA LLC 4.375% 21/04/01	250,000	257,614.01
		NETAPP INC 3.375% 21/06/15	200,000	203,225.48
		NEWFIELD EXPLORATION CO 5.625% 24/07/01	100,000	110,201.72
		NEWMONT MINING CORP 3.5% 22/03/15	100,000	102,559.86
		NEXTERA ENERGY CAPITAL 2.403% 21/09/01	100,000	100,662.28
		NEXTERA ENERGY CAPITAL 2.8% 23/01/15	50,000	50,869.84
		NEXTERA ENERGY CAPITAL 2.9% 22/04/01	100,000	102,076.16
		NEXTERA ENERGY CAPITAL 5.65% 79/05/01	150,000	166,726.02
		NIKE INC 2.25% 23/05/01	50,000	50,808.31
		NIKE INC 2.375% 26/11/01	100,000	101,389.33
		NISOURCE FINANCE CORP 2.65% 22/11/17	20,000	20,241.60
		NISOURCE FINANCE CORP 3.49% 27/05/15	100,000	105,324.50
		NISOURCE INC 3.65% 23/06/15	50,000	52,319.29
		NOBLE ENERGY INC 3.9% 24/11/15	150,000	158,835.97
		NORFOLK SOUTHERN 2.9% 26/06/15	65,000	67,341.85
		NORFOLK SOUTHERN CORP 2.903% 23/02/15	200,000	204,667.39
		NORFOLK SOUTHERN CORP 3.15% 27/06/01	75,000	78,142.56
		NORFOLK SOUTHERN CORP 3.8% 28/08/01	50,000	54,901.22
		NORTHERN TRUST CORP 3.375% 21/08/23	50,000	51,167.98
		NORTHERN TRUST CORP 3.375% 32/05/08	62,000	63,796.84
		NORTHERN TRUST CORP 3.65% 28/08/03	50,000	54,848.44
		NORTHERN TRUST CORP 3.95% 25/10/30	100,000	109,166.77
		NORTHROP GRUMMAN CORP 3.25% 23/08/01	150,000	156,830.98
		NORTHROP GRUMMAN CORP 3.25% 28/01/15	200,000	209,117.74
		NORTHROP GRUMMAN CORP 3.5% 21/03/15	200,000	203,665.77
		NOVARTIS CAPITAL CORP 2.4% 22/05/17	150,000	152,171.37
		NOVARTIS CAPITAL CORP 3.4% 24/05/06	350,000	371,489.67
		NSTAR ELECTRIC CO 3.2% 27/05/15	50,000	52,645.30
		NSTAR ELECTRIC CO 3.25% 29/05/15	100,000	105,711.11
		NUCOR CORP 4% 23/08/01	150,000	158,629.05
		NUTRIEN LTD 3% 25/04/01	100,000	102,425.30
		NUTRIEN LTD 3.15% 22/10/01	150,000	153,626.84
		NUTRIEN LTD 3.375% 25/03/15	50,000	51,972.71
		NVIDIA CORP 2.2% 21/09/16	30,000	30,147.27
		NVIDIA CORP 3.2% 26/09/16	50,000	52,673.70
		NXP BV/NXP FUNDING LLC 4.875% 24/03/01	100,000	109,053.47
		NXP BV/NXP FUNDING LLC 5.55% 28/12/01	100,000	116,870.20
		OCCIDENTAL PETROLEUM COR 2.6% 21/08/13	50,000	50,378.86
		OCCIDENTAL PETROLEUM COR 2.7% 22/08/15	45,000	45,546.66
		OCCIDENTAL PETROLEUM COR 2.9% 24/08/15	60,000	60,967.67
		OCCIDENTAL PETROLEUM COR 3.2% 26/08/15	265,000	268,542.66
		OCCIDENTAL PETROLEUM COR 3.4% 26/04/15	145,000	149,674.96
		OCCIDENTAL PETROLEUM COR 3.5% 29/08/15	65,000	66,530.92
		OCCIDENTAL PETROLEUM COR 4.1% 21/02/01	200,000	203,414.59
		OCCIDENTAL PETROLEUM COR 4.85% 21/03/15	160,000	164,805.55
		OCCIDENTAL PETROLEUM COR 5.55% 26/03/15	100,000	114,234.57
		OLD REPUBLIC INTERNATION 3.875% 26/08/26	100,000	105,641.65
		OMEGA HLTHCARE INVESTORS 4.375% 23/08/01	50,000	53,112.28
		OMEGA HLTHCARE INVESTORS 4.5% 25/01/15	50,000	53,662.17
		OMEGA HLTHCARE INVESTORS 4.5% 27/04/01	100,000	108,174.09
		OMEGA HLTHCARE INVESTORS 4.95% 24/04/01	100,000	109,195.60
		OMNICOM GROUP INC 3.6% 26/04/15	100,000	105,828.78
		OMNICOM GROUP INC 3.625% 22/05/01	150,000	155,191.82
		ONCOR ELECTRIC DELIVERY 2.95% 25/04/01	100,000	102,379.82
		ONCOR ELECTRIC DELIVERY 3.7% 28/11/15	100,000	109,510.88
		ONEOK INC 4% 27/07/13	85,000	90,162.67
		ONEOK INC 4.55% 28/07/15	150,000	164,310.39
		ONEOK PARTNERS LP 3.375% 22/10/01	100,000	102,811.21
		ORACLE CORP 1.9% 21/09/15	350,000	350,665.53
		ORACLE CORP 2.5% 22/10/15	250,000	254,492.87
		ORACLE CORP 2.625% 23/02/15	105,000	107,188.51
		ORACLE CORP 2.95% 24/11/15	200,000	208,212.78
		ORACLE CORP 2.95% 25/05/15	300,000	312,586.31
		ORACLE CORP 3.25% 27/11/15	250,000	265,019.26
		ORACLE CORP 3.625% 23/07/15	150,000	158,608.99
		OREILLY AUTOMOTIVE INC 3.55% 26/03/15	50,000	53,036.44
		O'REILLY AUTOMOTIVE INC 4.35% 28/06/01	150,000	168,124.71
		O'REILLY AUTOMOTIVE INC 4.625% 21/09/15	100,000	103,624.73
		ORIX CORP 2.9% 22/07/18	30,000	30,496.69
		ORIX CORP 3.25% 24/12/04	100,000	104,189.79
		ORIX CORP 3.7% 27/07/18	50,000	53,152.66
		OWENS CORNING 3.95% 29/08/15	180,000	188,462.03
		OWL ROCK CAPITAL CORP 4% 25/03/30	100,000	100,891.92
		PACCAR FINANCIAL CORP 2% 22/09/26	65,000	65,168.93
		PACCAR FINANCIAL CORP 2.65% 22/05/10	100,000	101,874.63
		PACCAR FINANCIAL CORP 3.4% 23/08/09	50,000	52,263.81
		PACIFICORP 3.5% 29/06/15	150,000	162,552.18
		PACIFICORP 3.85% 21/06/15	100,000	102,276.96
		PACKAGING CORP OF AMERIC 3.4% 27/12/15	35,000	36,797.51
		PACKAGING CORP OF AMERIC 3.65% 24/09/15	100,000	105,228.74
		PARKER-HANNIFIN CORP 3.3% 24/11/21	150,000	156,718.26
		PATTERSON-UTI ENERGY INC 5.15% 29/11/15	50,000	51,019.20
		PAYPAL HOLDINGS INC 2.4% 24/10/01	105,000	106,030.67
		PAYPAL HOLDINGS INC 2.85% 29/10/01	200,000	202,113.29
		PEPSICO INC 1.7% 21/10/06	300,000	299,670.56
		PEPSICO INC 2% 21/04/15	100,000	100,307.00
		PEPSICO INC 2.375% 26/10/06	55,000	55,737.57
		PEPSICO INC 2.75% 25/04/30	100,000	103,543.83
		PEPSICO INC 2.85% 26/02/24	100,000	104,230.23
		PEPSICO INC 3% 27/10/15	100,000	105,465.15
		PEPSICO INC 3.6% 24/03/01	100,000	106,415.39
		PERKINELMER INC 3.3% 29/09/15	60,000	61,639.09
		PERRIGO FINANCE UNLIMITE 4.375% 26/03/15	200,000	206,787.62
		PFIZER 1.95% 21/06/03	100,000	100,296.52
		PFIZER 2.75% 26/06/03	100,000	103,318.53
		PFIZER INC 2.8% 22/03/11	65,000	66,339.78
		PFIZER INC 3% 21/09/15	75,000	76,560.20
		PFIZER INC 3% 26/12/15	150,000	158,089.30
		PFIZER INC 3.45% 29/03/15	200,000	215,828.84
		PHILIP MORRIS INTL INC 1.875% 21/02/25	50,000	49,938.79
		PHILIP MORRIS INTL INC 2.375% 22/08/17	100,000	100,998.12
		PHILIP MORRIS INTL INC 2.5% 22/11/02	100,000	101,463.25
		PHILIP MORRIS INTL INC 2.75% 26/02/25	50,000	50,943.07
		PHILIP MORRIS INTL INC 2.875% 24/05/01	100,000	102,937.95
		PHILIP MORRIS INTL INC 3.125% 27/08/17	100,000	104,005.32
		PHILIP MORTOR INTERNATIO 3.25% 24/11/10	100,000	105,013.22
		PHILLIPS 66 4.3% 22/04/01	100,000	105,011.80
		PHILLIPS 66 PARTNERS 3.55% 26/10/01	75,000	79,182.13
		PHILLIPS 66 PARTNERS LP 2.45% 24/12/15	25,000	25,033.06
		PHILLIPS 66 PARTNERS LP 3.15% 29/12/15	100,000	100,263.18
		PIONEER NATURAL RESOURCE 3.95% 22/07/15	100,000	104,089.82
		PIONEER NATURAL RESOURCE 4.45% 26/01/15	100,000	110,251.72
		PLAINS ALL AMER PIPELINE 3.6% 24/11/01	200,000	206,843.38
		PLAINS ALL AMER PIPELINE 4.5% 26/12/15	50,000	53,490.14
		PLAINS ALL AMER PIPELINE 5% 21/02/01	100,000	102,236.63
		PNC BANK NA 2.028% 22/12/09	250,000	250,302.78
		PNC BANK NA 2.625% 22/02/17	250,000	253,675.26
		PNC BANK NA 2.7% 29/10/22	250,000	251,129.93
		PNC BANK NA 3.25% 25/06/01	250,000	263,149.02
		PNC BANK NA 3.5% 23/06/08	250,000	262,184.99
		PNC BANK NA 4.05% 28/07/26	250,000	276,114.59
		PPG INDUSTRIES INC 3.2% 23/03/15	100,000	103,421.28
		PPL CAPITAL FUNDING INC 3.95% 24/03/15	100,000	105,199.93
		PPL ELECTRIC UTILITIES 3% 21/09/15	150,000	152,462.93
		PRAXAIR INC 2.2% 22/08/15	100,000	101,043.23
		PRAXAIR INC 3% 21/09/01	150,000	152,594.39
		PRAXAIR INC 3.2% 26/01/30	50,000	52,814.15
		PRECISION CASTPARTS CORP 2.5% 23/01/15	200,000	203,511.92
		PRICELINE GROUP 3.6% 26/06/01	100,000	107,101.43
		PRICELINE GROUP INC/THE 2.75% 23/03/15	100,000	102,234.20
		PRINCIPAL FINANCIAL GRP 3.7% 29/05/15	50,000	54,243.52
		PROCTER & GAMBLE 2.45% 26/11/03	100,000	103,201.08
		PROCTER & GAMBLE CO/THE 1.7% 21/11/03	250,000	250,512.14
		PROCTER & GAMBLE CO/THE 2.15% 22/08/11	100,000	101,178.37
		PROGRESS ENERGY CAROLINA 3% 21/09/15	100,000	101,774.17
		PROGRESSIVE CORP 3.75% 21/08/23	50,000	51,514.33
		PROLOGIS LP 4.25% 23/08/15	100,000	107,108.18
		PROSPECT CAPITAL CORP 5.875% 23/03/15	50,000	53,399.37
		PROV ST JOSEPH HLTH OBL 2.532% 29/10/01	100,000	98,713.91
		PRUDENTIAL FINANCIAL INC 3.5% 24/05/15	100,000	106,408.18
		PRUDENTIAL FINANCIAL INC 4.5% 47/09/15	100,000	105,375.00
		PRUDENTIAL FINANCIAL INC 5.625% 43/06/15	250,000	269,462.50
		PSEG 2% 21/11/15	100,000	100,046.55
		PUBLIC SERVICE COLORADO 3.7% 28/06/15	50,000	54,947.73
		PUBLIC SERVICE ELECTRIC 2.45% 30/01/15	35,000	34,980.68
		PUBLIC SERVICE ELECTRIC 3% 25/05/15	150,000	155,970.62
		PUBLIC SERVICE ELECTRIC 3% 27/05/15	100,000	103,607.83
		PUBLIC SERVICE ELECTRIC 3.25% 23/09/01	50,000	52,190.62
		PUBLIC STORAGE 2.37% 22/09/15	25,000	25,246.58
		PUBLIC STORAGE 3.094% 27/09/15	125,000	130,761.31
		PUGET ENERGY INC 5.625% 22/07/15	100,000	107,384.55
		PUGET ENERGY INC 6% 21/09/01	100,000	106,036.75
		QUALCOMM INC 2.6% 23/01/30	100,000	101,862.33
		QUALCOMM INC 2.9% 24/05/20	300,000	310,277.09
		QUALCOMM INC 3.25% 27/05/20	100,000	105,205.01
		QUEST DIAGNOSTICS INC 3.5% 25/03/30	100,000	105,243.84
		QVC INC 4.85% 24/04/01	200,000	209,991.94
		RABOBANK NEDERLAND 3.875% 22/02/08	250,000	259,996.65
		RALPH LAUREN CORP 3.75% 25/09/15	50,000	54,043.95
		RAYNOLDS AMERICAN INC 4.45% 25/06/12	200,000	214,985.76
		RAYTHEON COMPANY 2.5% 22/12/15	100,000	102,045.20
		REALTY INCOME CORP 3.25% 22/10/15	200,000	206,520.80
		REALTY INCOME CORP 3.65% 28/01/15	200,000	216,891.86
		REGENCY CENTERS LP 3.6% 27/02/01	30,000	31,575.91
		REGENCY CENTERS LP 4.125% 28/03/15	50,000	54,324.34
		REGIONS BANK 2.75% 21/04/01	100,000	100,835.29
		REGIONS FINANCIAL CORP 3.8% 23/08/14	100,000	105,744.62
		REINSURANCE GRP OF AMER 3.9% 29/05/15	75,000	80,617.39
		RELIANCE STEEL & ALUM 4.5% 23/04/15	100,000	106,019.86
		RELX CAPITAL INC 3.125% 22/10/15	200,000	205,980.10
		RENAISSANCERE FINANCE 3.45% 27/07/01	65,000	68,230.45
		RENAISSANCERE HOLDINGS L 3.6% 29/04/15	25,000	26,504.62
		REPUBLIC SERVICES INC 2.5% 24/08/15	45,000	45,662.09
		REPUBLIC SERVICES INC 3.375% 27/11/15	60,000	63,598.55
		REPUBLIC SERVICES INC 3.55% 22/06/01	150,000	154,957.62
		REPUBLIC SERVICES INC 3.95% 28/05/15	100,000	110,281.35
		RIO TINTO FIN USA 3.75% 25/06/15	200,000	215,358.03
		ROCKWELL COLLINS INC 3.5% 27/03/15	200,000	213,230.85
		ROGERS COMMUNICATIONS 3.625% 25/12/15	190,000	202,915.83
		ROPER TECHNOLOGIES INC 2.35% 24/09/15	150,000	150,693.61
		ROPER TECHNOLOGIES INC 2.8% 21/12/15	50,000	50,681.81
		ROPER TECHNOLOGIES INC 3.125% 22/11/15	150,000	153,987.56
		ROPER TECHNOLOGIES INC 3.8% 26/12/15	55,000	59,336.88
		ROYAL BANK OF CANADA 2.25% 24/11/01	150,000	150,505.84
		ROYAL BANK OF CANADA 2.5% 21/01/19	250,000	251,666.28
		ROYAL BANK OF CANADA 3.7% 23/10/05	100,000	105,921.90
		ROYAL BANK OF CANADA 4.65% 26/01/27	150,000	166,700.76
		ROYAL BANK OF SCOTLAND 4.8% 26/04/05	200,000	222,660.16
		ROYAL BANK OF SCOTLAND G 3.875% 23/09/12	200,000	208,990.27
		ROYAL BK SCOTLND GRP PLC 4.269% 25/03/22	200,000	212,625.81
		ROYAL BK SCOTLND GRP PLC 4.445% 30/05/08	200,000	220,802.34
		ROYAL BK SCOTLND GRP PLC 5.125% 24/05/28	205,000	222,375.77
		ROYAL BK SCOTLND GRP PLC 6.1% 23/06/10	200,000	220,674.06
		ROYAL BK SCOTLND GRP PLC 6.125% 22/12/15	215,000	234,873.90
		ROYAL CARIBBEAN CRUISES 3.7% 28/03/15	100,000	103,344.70
		RPM INTERNATIONAL INC 3.75% 27/03/15	50,000	51,821.54
		RPM INTERNATIONAL INC 4.55% 29/03/01	50,000	54,377.61
		RYDER SYSTEM INC 2.5% 24/09/01	190,000	191,189.24
		RYDER SYSTEM INC 3.65% 24/03/18	100,000	105,139.28
		S&P GLOBAL INC 2.95% 27/01/22	150,000	155,418.06
		S&P GLOBAL INC 4% 25/06/15	50,000	54,443.81
		SABINE PASS LIQUEFACTION 4.2% 28/03/15	200,000	212,381.56
		SABINE PASS LIQUEFACTION 5.625% 21/02/01	200,000	205,487.91
		SABINE PASS LIQUEFACTION 5.625% 25/03/01	225,000	253,734.72
		SABINE PASS LIQUEFACTION 5.75% 24/05/15	100,000	111,709.51
		SABRA HEALTH/CAPTL CORP 3.9% 29/10/15	50,000	50,420.00
		SABRA HEALTH/CAPTL CORP 4.8% 24/06/01	50,000	53,216.50
		SALESFORCE.COM INC 3.7% 28/04/11	200,000	219,758.10
		SANDS CHINA LTD 4.6% 23/08/08	200,000	211,430.00
		SANDS CHINA LTD 5.125% 25/08/08	200,000	221,761.26
		SANOFI 3.375% 23/06/19	100,000	104,785.26
		SANOFI 3.625% 28/06/19	100,000	110,897.77
		SANOFI-AVENTIS 4% 21/03/29	100,000	102,555.90
		SANTANDER HOLDINGS USA 3.244% 26/10/05	100,000	100,853.25
		SANTANDER HOLDINGS USA 3.4% 23/01/18	100,000	102,434.16
		SANTANDER HOLDINGS USA 3.5% 24/06/07	70,000	72,091.32
		SANTANDER HOLDINGS USA 4.4% 27/07/13	120,000	129,575.24
		SANTANDER ISSUANCES 5.179% 25/11/19	200,000	223,834.55
		SANTANDER UK GROUP HLD 3.125% 21/01/08	200,000	201,867.61
		SANTANDER UK GROUP HLDGS 3.571% 23/01/10	200,000	204,892.30
		SANTANDER UK PLC 2.875% 24/06/18	250,000	256,205.36
		SASOL FINANCING USA LLC 5.875% 24/03/27	200,000	217,949.01
		SCHLUMBERGER INVESTMENT 3.65% 23/12/01	200,000	211,847.16
		SEAGATE HDD CAYMAN 4.75% 23/06/01	34,000	36,048.76
		SEAGATE HDD CAYMAN 4.875% 27/06/01	100,000	106,946.58
		SEMPRA ENERGY 2.875% 22/10/01	100,000	101,921.39
		SEMPRA ENERGY 3.25% 27/06/15	200,000	206,547.65
		SEMPRA ENERGY 3.75% 25/11/15	100,000	105,952.89
		SHELL INTERNATIONAL 2.875% 26/05/10	100,000	104,356.50
		SHELL INTERNATIONAL FIN 1.75% 21/09/12	100,000	99,926.15
		SHELL INTERNATIONAL FIN 2.375% 22/08/21	50,000	50,701.18
		SHELL INTERNATIONAL FIN 2.375% 29/11/07	100,000	99,753.42
		SHELL INTERNATIONAL FIN 3.4% 23/08/12	450,000	471,390.10
		SHELL INTERNATIONAL FIN 3.875% 28/11/13	150,000	167,238.80
		SHERWIN-WILLIAMS CO 2.95% 29/08/15	100,000	101,161.32
		SHERWIN-WILLIAMS CO 3.125% 24/06/01	50,000	51,735.95
		SHERWIN-WILLIAMS CO 3.45% 27/06/01	100,000	106,044.98
		SHERWIN-WILLIAMS CO 4.2% 22/01/15	100,000	103,901.11
		SHIRE ACQ INV IRELAND DA 2.4% 21/09/23	100,000	100,486.38
		SHIRE ACQ INV IRELAND DA 2.875% 23/09/23	150,000	153,090.23
		SHIRE ACQ INV IRELAND DA 3.2% 26/09/23	280,000	289,524.73
		SIMON PROPERTY GROUP LP 2% 24/09/13	100,000	99,631.88
		SIMON PROPERTY GROUP LP 2.45% 29/09/13	100,000	99,023.93
		SIMON PROPERTY GROUP LP 2.75% 23/06/01	100,000	102,407.96
		SIMON PROPERTY GROUP LP 3.25% 26/11/30	100,000	105,317.03
		SIMON PROPERTY GROUP LP 3.375% 27/12/01	100,000	106,430.21
		SKANDINAVISKA ENSKILDA B 1.875% 21/09/13	100,000	99,712.93
		SL GREEN REALTY CORP 4.5% 22/12/01	50,000	52,666.07
		SMUCKER (J.M.) CO 3.5% 21/10/15	150,000	153,711.45
		SOUTHERN CAL EDISON 2.85% 29/08/01	130,000	131,639.27
		SOUTHERN CAL EDISON 2.9% 21/03/01	50,000	50,439.61
		SOUTHERN CAL EDISON 3.7% 25/08/01	30,000	31,898.69
		SOUTHERN CALIF GAS CO 3.15% 24/09/15	100,000	104,229.59
		SOUTHERN CO 2.35% 21/07/01	100,000	100,456.74
		SOUTHERN CO GAS CAPITAL 2.45% 23/10/01	50,000	50,454.80
		SOUTHERN CO/THE 3.25% 26/07/01	150,000	156,562.94
		SOUTHERN COPPER CORP 3.5% 22/11/08	67,000	69,285.49
		SOUTHWEST AIRLINES CO 3% 26/11/15	100,000	102,822.19
		SOUTHWESTERN ELEC POWER 4.1% 28/09/15	100,000	109,613.15
		SOVRAN ACQUISITION 3.5% 26/07/01	50,000	51,498.35
		SPECTRA ENERGY PARTNERS 4.75% 24/03/15	150,000	163,606.63
		SPIRIT AEROSYSTEMS INC 3.85% 26/06/15	25,000	25,280.51
		SPIRIT REALTY LP 3.2% 27/01/15	100,000	100,680.61
		SSM HEALTH CARE 3.688% 23/06/01	100,000	104,337.34
		STANLEY BLACK & DECKER I 2.9% 22/11/01	100,000	102,629.68
		STANLEY BLACK & DECKER I 3.4% 26/03/01	70,000	74,218.36
		STARBUCKS CORP 3.1% 23/03/01	150,000	154,970.74
		STARBUCKS CORP 3.5% 28/03/01	50,000	53,792.01
		STARBUCKS CORP 3.55% 29/08/15	100,000	108,482.60
		STARBUCKS CORP 3.8% 25/08/15	100,000	107,953.58
		STEEL DYNAMICS INC 2.8% 24/12/15	150,000	151,469.56
		STIFEL FIANCIAL 4.25% 24/07/18	100,000	107,055.50
		STORE CAPITAL CORP 4.625% 29/03/15	50,000	55,607.83
		STRYKER CORP 2.625% 21/03/15	50,000	50,385.08
		STRYKER CORP 3.375% 25/11/01	150,000	158,807.57
		STRYKER CORP 3.5% 26/03/15	25,000	26,699.60
		SUMITOMO MITSUI FINANCIA 2.442% 21/10/19	350,000	352,692.23
		SUMITOMO MITSUI FINANCIA 2.934% 21/03/09	150,000	151,698.46
		SUMITOMO MITSUI FINANCIA 3.784% 26/03/09	150,000	160,534.00
		SUMITOMO MITSUI FINL GRP 2.348% 25/01/15	200,000	199,703.96
		SUMITOMO MITSUI FINL GRP 2.696% 24/07/16	200,000	203,263.13
		SUMITOMO MITSUI FINL GRP 3.04% 29/07/16	200,000	205,159.94
		SUMITOMO MITSUI FINL GRP 3.102% 23/01/17	250,000	256,668.93
		SUMITOMO MITSUI FINL GRP 3.202% 29/09/17	300,000	306,293.16
		SUMITOMO MITSUI FINL GRP 3.364% 27/07/12	200,000	210,229.27
		SUMITOMO MITSUI FINL GRP 3.544% 28/01/17	100,000	106,538.64
		SUMITOMO MITSUI FINL GRP 3.944% 28/07/19	100,000	109,645.44
		SUNCOR ENERGY INC 3.6% 24/12/01	75,000	79,633.61
		SUNOCO LOGISTICS PARTNER 4.25% 24/04/01	60,000	63,209.44
		SUNOCO LOGISTICS PARTNER 4.4% 21/04/01	50,000	51,161.16
		SUNTRUST BANK 2.45% 22/08/01	100,000	101,321.75
		SUNTRUST BANK 2.8% 22/05/17	300,000	305,928.65
		SUNTRUST BANK 3.3% 26/05/15	200,000	209,079.63
		SUNTRUST BANKS INC 4% 25/05/01	150,000	162,789.57
		SUZANO AUSTRIA GMBH 6% 29/01/15	200,000	226,340.00
		SVB FINANCIAL GROUP 3.5% 25/01/29	150,000	157,512.58
		SVENSKA HANDELSBANKEN AB 1.875% 21/09/07	250,000	249,582.37
		SVENSKA HANDELSBANKEN AB 2.45% 21/03/30	250,000	251,656.52
		SYNCHRONY FINANCIAL 2.85% 22/07/25	30,000	30,403.45
		SYNCHRONY FINANCIAL 3.7% 26/08/04	50,000	51,886.03
		SYNCHRONY FINANCIAL 3.75% 21/08/15	200,000	204,430.40
		SYNCHRONY FINANCIAL 4.5% 25/07/23	100,000	107,958.51
		SYNOVUS FINANCIAL CORP 3.125% 22/11/01	30,000	30,366.00
		SYSCO CORP 2.5% 21/07/15	70,000	70,580.37
		SYSCO CORPORATION 3.55% 25/03/15	150,000	159,706.50
		TAKEDA PHARMACEUTICAL 4% 21/11/26	200,000	206,697.52
		TARGET CORP 3.5% 24/07/01	100,000	107,236.47
		TC PIPELINES LP 3.9% 27/05/25	40,000	41,591.44
		TD AMERITRADE HOLDING CO 3.3% 27/04/01	60,000	63,007.02
		TD AMERITRADE HOLDING CO 3.75% 24/04/01	100,000	106,244.52
		TELEFONICA EMISIONES SAU 4.103% 27/03/08	250,000	269,917.72
		TELUS CORP 2.8% 27/02/16	50,000	50,296.11
		TEXAS INSTRUMENTS INC 2.25% 29/09/04	65,000	64,189.39
		TEXAS INSTRUMENTS INC 2.9% 27/11/03	70,000	73,187.36
		TEXTRON INC 4% 26/03/15	25,000	26,781.76
		TEXTRON INC 4.3% 24/03/01	115,000	123,117.26
		THE COCA-COLA COMPANY 3.2% 23/11/01	150,000	157,620.36
		THERMO FISHER SCIENTIFIC 2.6% 29/10/01	100,000	99,262.25
		THERMO FISHER SCIENTIFIC 3.2% 27/08/15	200,000	209,105.04
		TIME WARNER CABLE INC 4% 21/09/01	250,000	255,903.88
		TIMKEN CO/THE 3.875% 24/09/01	70,000	73,404.40
		TJX COS INC 2.75% 21/06/15	200,000	202,202.04
		TORCHMARK CORP 3.8% 22/09/15	75,000	76,841.98
		TORONTO-DOMINION BANK 1.9% 22/12/01	200,000	199,865.10
		TORONTO-DOMINION BANK 2.125% 21/04/07	100,000	100,413.24
		TORONTO-DOMINION BANK 3.25% 21/06/11	200,000	204,136.34
		TORONTO-DOMINION BANK 3.25% 24/03/11	100,000	104,766.75
		TORONTO-DOMINION BANK 3.5% 23/07/19	200,000	210,565.36
		TORONTO-DOMINION BANK 3.625% 31/09/15	125,000	131,283.48
		TOTAL CAPITAL INTL SA 2.218% 21/07/12	65,000	65,325.11
		TOTAL CAPITAL INTL SA 2.434% 25/01/10	100,000	101,461.55
		TOTAL CAPITAL INTL SA 2.875% 22/02/17	100,000	101,943.12
		TOTAL CAPITAL INTL SA 3.7% 24/01/15	100,000	106,367.76
		TOTAL CAPITAL INTL SA 3.75% 24/04/10	150,000	160,449.82
		TOTAL CAPITAL SA 3.883% 28/10/11	150,000	167,437.78
		TOTAL SYSTEM SERVICES 4.8% 26/04/01	100,000	111,344.02
		TOYOTA MOTOR CORP 2.157% 22/07/02	55,000	55,391.28
		TOYOTA MOTOR CORP 3.183% 21/07/20	100,000	102,036.95
		TOYOTA MOTOR CORP 3.419% 23/07/20	100,000	104,903.51
		TOYOTA MOTOR CORP 3.669% 28/07/20	70,000	77,143.17
		TOYOTA MOTOR CREDIT 2.25% 23/10/18	200,000	202,036.28
		TOYOTA MOTOR CREDIT CORP 1.8% 21/10/07	200,000	200,161.53
		TOYOTA MOTOR CREDIT CORP 2.15% 22/09/08	100,000	100,923.45
		TOYOTA MOTOR CREDIT CORP 2.65% 22/04/12	100,000	101,829.87
		TOYOTA MOTOR CREDIT CORP 2.75% 21/05/17	100,000	101,178.44
		TOYOTA MOTOR CREDIT CORP 3.2% 27/01/11	100,000	105,909.32
		TOYOTA MOTOR CREDIT CORP 4.25% 21/01/11	150,000	153,575.45
		TRANS-CANADA PIPELINES 3.75% 23/10/16	150,000	158,543.50
		TRANSCANADA PIPELINES 4.25% 28/05/15	150,000	165,804.89
		TRIMBLE INC 4.9% 28/06/15	100,000	109,262.87
		TRINITY ACQUISITION PLC 3.5% 21/09/15	50,000	51,037.15
		TRINITY ACQUISITION PLC 4.4% 26/03/15	50,000	54,308.46
		TYCO ELECTRONICS GROUP 3.7% 26/02/15	100,000	106,018.67
		TYSON FOODS INC 2.25% 21/08/23	35,000	35,100.91
		TYSON FOODS INC 3.9% 23/09/28	40,000	42,445.32
		TYSON FOODS INC 3.95% 24/08/15	100,000	106,950.04
		TYSON FOODS INC 4% 26/03/01	135,000	146,537.04
		TYSON FOODS INC 4.35% 29/03/01	100,000	112,998.97
		UNILEVER CAPITAL CORP 2.125% 29/09/06	100,000	97,342.21
		UNILEVER CAPITAL CORP 2.2% 22/05/05	100,000	100,720.80
		UNILEVER CAPITAL CORP 3.1% 25/07/30	100,000	105,244.84
		UNILEVER CAPITAL CORP 3.25% 24/03/07	100,000	104,827.19
		UNILEVER CAPITAL CORP 3.5% 28/03/22	100,000	108,857.02
		UNILEVER CAPITAL CORP 4.25% 21/02/10	150,000	153,832.20
		UNION ELECTRIC CO 2.95% 27/06/15	50,000	51,698.75
		UNION PACIFIC CORP 3.25% 25/08/15	100,000	105,501.10
		UNION PACIFIC CORP 3.5% 23/06/08	100,000	104,832.82
		UNION PACIFIC CORP 3.7% 29/03/01	200,000	218,387.58
		UNION PACIFIC CORP 3.75% 25/07/15	100,000	107,384.66
		UNION PACIFIC CORP 4% 21/02/01	100,000	101,652.13
		UNIONBANCAL CORP 3.5% 22/06/18	100,000	103,518.51
		UNITED AER 2014-2 A PTT 3.75% 28/03/03	154,720	163,576.20
		UNITED PARCEL SERVICE 2.2% 24/09/01	20,000	20,160.69
		UNITED PARCEL SERVICE 2.35% 22/05/16	100,000	101,092.02
		UNITED PARCEL SERVICE 2.5% 29/09/01	20,000	20,094.54
		UNITED PARCEL SERVICE 3.05% 27/11/15	150,000	157,925.29
		UNITED PARCEL SERVICE 3.125% 21/01/15	150,000	151,954.16
		UNITED TECHNOLOGIES CORP 3.1% 22/06/01	300,000	307,922.56
		UNITED TECHNOLOGIES CORP 3.125% 27/05/04	150,000	157,561.90
		UNITED TECHNOLOGIES CORP 3.35% 21/08/16	30,000	30,682.04
		UNITED TECHNOLOGIES CORP 3.95% 25/08/16	300,000	326,904.85
		UNITED TECHNOLOGIES CORP 4.125% 28/11/16	100,000	112,599.34
		UNITEDHEALTH GROUP INC 2.125% 21/03/15	150,000	150,524.02
		UNITEDHEALTH GROUP INC 2.375% 24/08/15	70,000	70,824.34
		UNITEDHEALTH GROUP INC 2.875% 22/03/15	250,000	254,864.20
		UNITEDHEALTH GROUP INC 2.875% 29/08/15	75,000	77,205.89
		UNITEDHEALTH GROUP INC 3.375% 21/11/15	100,000	102,423.37
		UNITEDHEALTH GROUP INC 3.45% 27/01/15	200,000	214,313.60
		UNITEDHEALTH GROUP INC 3.5% 24/02/15	20,000	21,103.18
		UNITEDHEALTH GROUP INC 3.7% 25/12/15	20,000	21,566.67
		UNITEDHEALTH GROUP INC 3.75% 25/07/15	200,000	215,842.12
		UNITEDHEALTH GROUP INC 3.875% 28/12/15	25,000	27,688.62
		UNUM GROUP 4% 24/03/15	100,000	105,755.98
		URD INC 2.95% 26/09/01	25,000	25,512.90
		US BANCORP 2.375% 26/07/22	150,000	150,966.27
		US BANCORP 2.4% 24/07/30	100,000	101,435.87
		US BANCORP 2.625% 22/01/24	150,000	152,577.07
		US BANCORP 3% 22/03/15	100,000	102,365.37
		US BANCORP 3% 29/07/30	100,000	102,073.22
		US BANCORP 3.15% 27/04/27	100,000	105,514.79
		US BANCORP 3.6% 24/09/11	200,000	212,861.53
		US BANK NA CINCINNATI 3.15% 21/04/26	400,000	406,378.58
		US BANK NA CINCINNATI 3.4% 23/07/24	250,000	261,968.01
		VALE OVERSEAS LIMITED 6.25% 26/08/10	100,000	117,739.00
		VALERO ENERGY CORP 3.65% 25/03/15	150,000	158,975.65
		VALERO ENERGY CORP 4.35% 28/06/01	70,000	77,072.25
		VALERO ENERGY PARTNERS 4.375% 26/12/15	45,000	49,269.52
		VENTAS REALTY LP 3.1% 23/01/15	200,000	205,298.99
		VENTAS REALTY LP 3.5% 25/02/01	100,000	104,340.28
		VENTAS REALTY LP 4.4% 29/01/15	100,000	110,154.94
		VEREIT OPERATING PARTNER 3.95% 27/08/15	40,000	42,253.20
		VEREIT OPERATING PARTNER 4.6% 24/02/06	40,000	43,289.50
		VEREIT OPERATING PARTNER 4.625% 25/11/01	50,000	54,870.29
		VEREIT OPERATING PARTNER 4.875% 26/06/01	50,000	55,525.97
		VERISK ANALYTICS INC 4% 25/06/15	150,000	161,682.85
		VERIZON COMMUNICATIONS 3.125% 22/03/16	250,000	256,437.12
		VERIZON COMMUNICATIONS 3.376% 25/02/15	300,000	318,345.70
		VERIZON COMMUNICATIONS 3.5% 24/11/01	400,000	424,352.99
		VERIZON COMMUNICATIONS 3.875% 29/02/08	85,000	93,890.17
		VERIZON COMMUNICATIONS 4.125% 27/03/16	200,000	222,145.76
		VERIZON COMMUNICATIONS 4.329% 28/09/21	421,000	477,536.60
		VF CORP 3.5% 21/09/01	70,000	71,435.73
		VIACOM INC 3.875% 24/04/01	200,000	211,534.86
		VIACOMCBS INC 4.2% 29/06/01	100,000	109,480.44
		VIRGINIA ELEC & POWER CO 3.1% 25/05/15	100,000	104,232.65
		VIRGINIA ELEC & POWER CO 3.5% 27/03/15	100,000	106,921.36
		VIRGINIA ELECTRIC & POWE 3.15% 26/01/15	100,000	104,561.91
		VISA INC 2.15% 22/09/15	20,000	20,204.33
		VISA INC 2.75% 27/09/15	50,000	52,192.09
		VISA INC 2.8% 22/12/14	250,000	257,049.49
		VMWARE INC 2.95% 22/08/21	150,000	152,860.23
		VMWARE INC 3.9% 27/08/21	100,000	105,125.46
		VODAFONE GROUP PLC 3.75% 24/01/16	95,000	100,426.18
		VODAFONE GROUP PLC 4.125% 25/05/30	325,000	351,531.06
		VODAFONE GROUP PLC 4.375% 28/05/30	100,000	110,642.95
		VORNADO REALTY LP 3.5% 25/01/15	100,000	104,584.26
		VOYA FINANCIAL 3.65% 26/06/15	100,000	106,148.71
		VULCAN MATERIALS CO 3.9% 27/04/01	20,000	21,191.15
		VULCAN MATERIALS CO 4.5% 25/04/01	100,000	107,882.55
		WABTEC 4.95% 28/09/15	150,000	165,303.01
		WAL MART STORES INC 2.55% 23/04/11	200,000	204,018.32
		WALGREEN CO 3.1% 22/09/15	150,000	153,835.75
		WALGREENS BOOTS ALLIANCE 3.45% 26/06/01	150,000	152,664.17
		WALMART INC 2.375% 29/09/24	90,000	90,366.64
		WALMART INC 2.85% 24/07/08	60,000	62,331.54
		WALMART INC 3.05% 26/07/08	65,000	68,366.99
		WALMART INC 3.125% 21/06/23	150,000	153,119.50
		WALMART INC 3.4% 23/06/26	200,000	210,154.99
		WALMART INC 3.55% 25/06/26	100,000	107,347.79
		WALMART INC 3.7% 28/06/26	200,000	220,574.24
		WAL-MART STORES INC 2.65% 24/12/15	200,000	206,808.36
		WALT DISNEY CO 3% 26/02/13	150,000	158,562.13
		WALT DISNEY COMPANY/THE 1.65% 22/09/01	35,000	34,982.96
		WALT DISNEY COMPANY/THE 1.75% 24/08/30	100,000	99,100.56
		WALT DISNEY COMPANY/THE 2% 29/09/01	65,000	62,959.20
		WALT DISNEY COMPANY/THE 2.35% 22/12/01	150,000	152,144.76
		WALT DISNEY COMPANY/THE 2.95% 27/06/15	100,000	105,412.00
		WALT DISNEY COMPANY/THE 3.7% 24/09/15	100,000	107,396.96
		WALT DISNEY COMPANY/THE 3.75% 21/06/01	100,000	102,613.57
		WALT DISNEY COMPANY/THE 4.5% 21/02/15	100,000	102,984.48
		WASTE CONNECTIONS INC 3.5% 29/05/01	100,000	106,412.64
		WASTE MANAGEMENT INC 2.9% 22/09/15	150,000	153,455.72
		WASTE MANAGEMENT INC 2.95% 24/06/15	30,000	30,983.32
		WASTE MANAGEMENT INC 3.2% 26/06/15	100,000	105,010.55
		WASTE MANAGEMENT INC 3.45% 29/06/15	50,000	53,630.76
		WEC ENERGY GROUP INC 3.1% 22/03/08	25,000	25,533.44
		WEC ENERGY GROUP INC 3.375% 21/06/15	35,000	35,708.49
		WELLS FARGO & CO 3% 26/04/22	500,000	513,861.44
		WELLS FARGO & CO 3.55% 25/09/29	200,000	211,782.32
		WELLS FARGO & COMPANY 2.406% 25/10/30	130,000	130,315.91
		WELLS FARGO & COMPANY 2.879% 30/10/30	150,000	150,923.28
		WELLS FARGO & COMPANY 3% 26/10/23	200,000	205,899.14
		WELLS FARGO & COMPANY 3.196% 27/06/17	200,000	207,751.51
		WELLS FARGO & COMPANY 3.3% 24/09/09	150,000	157,013.26
		WELLS FARGO & COMPANY 3.584% 28/05/22	265,000	282,067.73
		WELLS FARGO & COMPANY 3.75% 24/01/24	250,000	264,200.32
		WELLS FARGO & COMPANY 4.125% 23/08/15	150,000	159,301.16
		WELLS FARGO & COMPANY 4.15% 29/01/24	250,000	279,746.10
		WELLS FARGO 3.069% 23/01/24	750,000	764,839.89
		WELLS FARGO BANK NA 2.082% 22/09/09	400,000	400,416.12
		WELLS FARGO BANK NA 2.897% 22/05/27	250,000	253,089.06
		WELLS FARGO BANK NA 3.55% 23/08/14	250,000	261,850.39
		WELLS FARGO BANK NA 3.625% 21/10/22	250,000	257,262.17
		WELLTOWER INC 2.7% 27/02/15	100,000	100,738.97
		WELLTOWER INC 3.625% 24/03/15	130,000	136,773.93
		WELLTOWER INC 3.95% 23/09/01	50,000	52,805.27
		WELLTOWER INC 4.25% 28/04/15	50,000	55,028.05
		WESTERN GAS PARTNERS 4% 22/07/01	100,000	102,762.08
		WESTERN GAS PARTNERS 4.65% 26/07/01	25,000	26,054.69
		WESTERN MIDSTREAM OPERAT 4.75% 28/08/15	50,000	51,374.04
		WESTERN UNION CO/THE 3.6% 22/03/15	50,000	51,506.24
		WESTERN UNION CO/THE 4.25% 23/06/09	50,000	52,919.65
		WESTLAKE CHEMICAL CORP 3.6% 26/08/15	150,000	156,408.92
		WESTPAC BANKING 2.85% 26/05/13	150,000	153,665.04
		WESTPAC BANKING CORP 2.8% 22/01/11	450,000	457,167.73
		WESTPAC BANKING CORP 3.35% 27/03/08	100,000	105,830.87
		WESTPAC BANKING CORP 3.65% 23/05/15	100,000	105,009.76
		WESTPAC BANKING CORP 4.11% 34/07/24	150,000	158,070.15
		WESTPAC BANKING CORP 4.322% 31/11/23	100,000	106,697.22
		WEYERHAEUSER CO 4% 29/11/15	100,000	108,837.59
		WEYERHAEUSER CO 4.625% 23/09/15	100,000	107,777.06
		WHIRLPOOL CORP 3.7% 25/05/01	100,000	105,902.65
		WHIRLPOOL CORP 4.85% 21/06/15	100,000	103,822.49
		WILLIAMS COMPANIES INC 3.7% 23/01/15	40,000	41,397.69
		WILLIAMS COMPANIES INC 4.55% 24/06/24	140,000	151,416.39
		WILLIAMS PARTNERS LP 3.6% 22/03/15	100,000	102,724.31
		WILLIAMS PARTNERS LP 4% 25/09/15	100,000	106,057.67
		WILLIAMS PARTNERS LP 4.3% 24/03/04	200,000	214,004.13
		WILLIAMS PARTNERS LP 4.5% 23/11/15	100,000	107,000.43
		WILLIS NORTH AMERICA INC 3.6% 24/05/15	50,000	52,448.16
		WILLIS NORTH AMERICA INC 4.5% 28/09/15	100,000	110,820.35
		WISCONSIN ENERGY CORP 3.55% 25/06/15	50,000	53,077.56
		WISCONSIN PUBLIC SERVICE 3.35% 21/11/21	35,000	35,953.25
		WP CAREY INC 4.6% 24/04/01	150,000	161,025.84
		WPP FINANCE 2010 3.625% 22/09/07	150,000	155,555.32
		WPP FINANCE 2010 3.75% 24/09/19	100,000	105,848.58
		WRKCO INC 3.75% 25/03/15	50,000	52,523.56
		WRKCO INC 3.9% 28/06/01	100,000	105,994.78
		WRKCO INC 4% 28/03/15	50,000	53,935.46
		WRKCO INC 4.65% 26/03/15	150,000	165,604.14
		WYETH 6.45% 24/02/01	100,000	116,947.19
		XCEL ENERGY INC 4% 28/06/15	50,000	55,033.24
		XLIT LTD 4.45% 25/03/31	150,000	163,651.02
		XYLEM INC 3.25% 26/11/01	55,000	57,151.33
		ZIMMER HOLDINGS INC 3.375% 21/11/30	100,000	101,991.08
		ZIMMER HOLDINGS INC 3.55% 25/04/01	100,000	105,383.51
		ZOETIS INC 3.25% 21/08/20	10,000	10,177.96
		ZOETIS INC 3.9% 28/08/20	25,000	27,245.85
		ZOETIS INC 4.5% 25/11/13	100,000	110,679.67
	アメリカ・ドル小計		221,627,560	231,802,489.25 (25,398,598,747)
社債券小計				25,398,598,747 (25,398,598,747)
合計				25,398,598,747 (25,398,598,747)

(注)1.通貨種類毎の小計欄の( )内は、邦貨換算額であります。
2.合計金額欄の( )内は、外貨建有価証券に係わるもので、内書であります。
外貨建有価証券の内訳

通貨	銘柄数		組入債券時価比率	有価証券の合計額に対する比率
アメリカ・ドル	社債券	1,654銘柄	100.0%	100.0%

(注)組入債券時価比率は時価の合計額に対する通貨毎の比率であります。
第2 信用取引契約残高明細表
該当する事項はありません。
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
「注記表(デリバティブ取引等関係に関する注記)」に記載しております。

有価証券報告書(内国投資信託受益証券)-第18期(令和1年7月11日-令和2年1月10日)

開示資料

決算