有価証券報告書(内国投資信託受益証券)-第21期(令和3年1月13日-令和3年7月12日)

(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	77,297,582	162,108,488
合計		77,297,582	162,108,488

(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	(2021年 1月12日現在)	(2021年 7月12日現在)
		金 額	金 額
資産の部
流動資産
預金		622,208,728	72,445,290
金銭信託		27,640	64,126
コール・ローン		22,169,587	54,367,496
社債券		28,346,063,258	20,156,205,286
派生商品評価勘定		―	320
未収利息		215,863,036	165,927,178
前払費用		13,762,656	1,146,870
流動資産合計		29,220,094,905	20,450,156,566
資産合計		29,220,094,905	20,450,156,566
負債の部
流動負債
派生商品評価勘定		129,789	16,311
未払金		560,366,683	44,574,666
未払解約金		14,247,013	9,817,525
未払利息		60	145
その他未払費用		―	2
流動負債合計		574,743,545	54,408,649
負債合計		574,743,545	54,408,649
純資産の部
元本等
元本	1	14,525,295,874	9,725,238,475
剰余金
剰余金又は欠損金(△)		14,120,055,486	10,670,509,442
元本等合計		28,645,351,360	20,395,747,917
純資産合計		28,645,351,360	20,395,747,917
負債純資産合計		29,220,094,905	20,450,156,566

(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。

(重要な会計上の見積りに関する注記)
当計算期間の財務諸表の作成にあたって行った会計上の見積りが翌計算期間の財務諸表に重要な影響を及ぼすリスクは識別していないため、注記を省略しております。
(貸借対照表に関する注記)

	区 分	(2021年 1月12日現在)	(2021年 7月12日現在)
1	期首元本額	12,666,470,993円	14,525,295,874円
	期中追加設定元本額	3,740,827,995円	868,533,969円
	期中一部解約元本額	1,882,003,114円	5,668,591,368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>	9,086,114,151円	5,584,790,178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)	94,495,480円	77,297,582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>	209,221,861円	288,706,443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)	2,799,258,183円	1,427,099,224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	290,994,084円	197,291,892円
	米国社債インデックス・ファンド(為替ヘッジあり)<適格機関投資家限定>	2,045,212,115円	2,150,053,156円
	計	14,525,295,874円	9,725,238,475円
2	受益権の総数	14,525,295,874口	9,725,238,475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	(2021年 1月12日現在)	(2021年 7月12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 「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)デリバティブ取引 同左
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。 「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。	同左

(有価証券関係に関する注記)

売買目的有価証券		(単位:円)
	(2021年 1月12日現在)	(2021年 7月12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	364,956,755	94,877,771
合計	364,956,755	94,877,771

(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期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

		(単位:円)
		(2021年 1月12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
	買建
	アメリカ・ドル	2,900,000	―	2,899,957	△43
	売建
	アメリカ・ドル	11,000,000	―	11,129,746	△129,746
	合 計	13,900,000	―	14,029,703	△129,789

		(単位:円)
		(2021年 7月12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
	買建
	アメリカ・ドル	1,900,000	―	1,900,320	320
	売建
	アメリカ・ドル	6,000,000	―	6,016,311	△16,311
	合 計	7,900,000	―	7,916,631	△15,991

(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)

	(2021年 1月12日現在)		(2021年 7月12日現在)
1口当たり純資産額	1.9721	円	2.0972	円
(1万口当たり純資産額)	(19,721	円)	(20,972	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 3% 25/08/07	150,000	162,917.95
		3M COMPANY 2% 25/02/14	100,000	104,450.61
		3M COMPANY 3.05% 30/04/15	100,000	110,359.56
		ABBOTT LABORATORIES 3.75% 26/11/30	100,000	113,043.08
		ABBVIE 3.2% 26/05/14	200,000	217,112.06
		ABBVIE INC 2.3% 22/11/21	395,000	405,179.15
		ABBVIE INC 2.95% 26/11/21	145,000	156,097.15
		ABBVIE INC 3.25% 22/10/01	250,000	256,846.71
		ABBVIE INC 3.6% 25/05/14	100,000	109,097.91
		ABBVIE INC 3.8% 25/03/15	300,000	328,159.17
		ABBVIE INC 4.25% 28/11/14	200,000	232,082.08
		AERCAP IRELAND CAP/GLOBA 2.875% 24/08/14	150,000	157,022.89
		AERCAP IRELAND CAP/GLOBA 3.15% 24/02/15	150,000	157,591.82
		AERCAP IRELAND CAP/GLOBA 3.65% 27/07/21	150,000	160,354.15
		AERCAP IRELAND CAP/GLOBA 4.875% 24/01/16	150,000	163,394.89
		AFFILIATED MANAGERS GROU 3.3% 30/06/15	70,000	75,946.31
		AFLAC INC 1.125% 26/03/15	40,000	40,059.19
		AFLAC INC 2.875% 26/10/15	50,000	53,890.12
		AFLAC INC 3.6% 30/04/01	65,000	73,522.51
		AGILENT TECHNOLOGIES INC 2.1% 30/06/04	60,000	59,671.67
		AGILENT TECHNOLOGIES INC 2.3% 31/03/12	100,000	100,481.35
		AGILENT TECHNOLOGIES INC 3.05% 26/09/22	65,000	70,337.23
		AGREE LP 2% 28/06/15	65,000	64,866.34
		AIR LEASE CORP 2.3% 25/02/01	150,000	155,188.87
		AIR LEASE CORP 2.75% 23/01/15	250,000	257,768.89
		AIR LEASE CORP 3.125% 30/12/01	100,000	102,221.84
		AIR LEASE CORP 3.625% 27/12/01	150,000	161,639.68
		AIR PRODUCTS & CHEMICALS 2.05% 30/05/15	35,000	35,810.63
		AIRCASTLE LTD 4.125% 24/05/01	50,000	53,459.76
		AIRCASTLE LTD 4.25% 26/06/15	65,000	70,866.54
		AIRCASTLE LTD 5% 23/04/01	50,000	53,465.25
		ALEXANDRIA REAL ESTATE E 3.95% 28/01/15	100,000	113,780.70
		ALIBABA GROUP HOLDING 3.4% 27/12/06	200,000	219,102.81
		ALIBABA GROUP HOLDING 3.6% 24/11/28	100,000	108,477.37
		ALLEGION US HOLDING CO 3.2% 24/10/01	50,000	53,219.66
		ALLEGION US HOLDING CO 3.55% 27/10/01	50,000	54,610.61
		ALLIED WORLD ASSURANCE 4.35% 25/10/29	50,000	54,955.17
		ALLSTATE CORP 3.15% 23/06/15	100,000	105,174.92
		ALLSTATE CORP 5.75% 53/08/15	100,000	108,980.00
		ALLY FINANCIAL INC 3.875% 24/05/21	250,000	269,890.80
		ALPHABET INC 0.8% 27/08/15	150,000	146,538.92
		ALPHABET INC 1.1% 30/08/15	130,000	124,073.77
		ALTRIA GROUP INC 3.4% 30/05/06	25,000	26,589.45
		ALTRIA GROUP INC 4.4% 26/02/14	156,000	177,123.73
		ALTRIA GROUP INC 4.8% 29/02/14	150,000	174,489.67
		AMAZON COM INC 5.2% 25/12/03	50,000	58,693.75
		AMAZON.COM INC 0.25% 23/05/12	40,000	39,972.86
		AMAZON.COM INC 0.45% 24/05/12	45,000	44,891.93
		AMAZON.COM INC 1% 26/05/12	100,000	100,297.04
		AMAZON.COM INC 1.2% 27/06/03	200,000	200,013.64
		AMAZON.COM INC 1.65% 28/05/12	300,000	303,745.83
		AMAZON.COM INC 2.1% 31/05/12	100,000	102,501.92
		AMAZON.COM INC 2.4% 23/02/22	250,000	258,044.04
		AMAZON.COM INC 3.15% 27/08/22	100,000	110,577.36
		AMCOR FLEXIBLES NORTH AM 2.69% 31/05/25	65,000	66,722.42
		AMEREN CORP 3.65% 26/02/15	100,000	109,636.36
		AMEREN ILLINOIS CO 2.7% 22/09/01	100,000	102,120.51
		AMERICA MOVIL SAB DE CV 2.875% 30/05/07	200,000	210,682.73
		AMERICAN CAMPUS CMNTYS 2.85% 30/02/01	100,000	103,522.39
		AMERICAN ELECTRIC POWER 0.75% 23/11/01	20,000	20,011.27
		AMERICAN EXPRESS CO 3% 24/10/30	100,000	107,365.28
		AMERICAN EXPRESS CO 3.625% 24/12/05	350,000	383,274.06
		AMERICAN FINANCIAL GROUP 3.5% 26/08/15	50,000	54,512.92
		AMERICAN HONDA FINANCE 0.65% 23/09/08	100,000	100,436.14
		AMERICAN HONDA FINANCE 0.875% 23/07/07	65,000	65,543.55
		AMERICAN HONDA FINANCE 1.95% 23/05/10	100,000	102,874.31
		AMERICAN HONDA FINANCE 2.9% 24/02/16	200,000	211,532.29
		AMERICAN HONDA FINANCE 3.5% 28/02/15	100,000	112,571.30
		AMERICAN HONDA FINANCE 3.625% 23/10/10	75,000	80,309.17
		AMERICAN INTL GROUP 2.5% 25/06/30	100,000	105,615.89
		AMERICAN INTL GROUP 3.4% 30/06/30	200,000	220,267.83
		AMERICAN INTL GROUP 4.2% 28/04/01	75,000	86,299.19
		AMERICAN INTL GROUP 5.75% 48/04/01	100,000	112,929.19
		AMERICAN TOWER CORP 1.5% 28/01/31	100,000	97,961.75
		AMERICAN TOWER CORP 2.7% 31/04/15	100,000	103,600.54
		AMERICAN TOWER CORP 2.9% 30/01/15	50,000	52,625.58
		AMERICAN TOWER CORP 3% 23/06/15	150,000	157,013.45
		AMERICAN TOWER CORP 3.95% 29/03/15	300,000	339,033.47
		AMERICAN TOWER CORP 5% 24/02/15	100,000	110,937.27
		AMERICAN WATER CAPITAL 3.4% 25/03/01	100,000	108,888.57
		AMERICAN WATER CAPITAL 3.75% 28/09/01	100,000	113,627.07
		AMERICAN WATER CAPITAL C 2.3% 31/06/01	50,000	51,189.75
		AMERIPRISE FINANCIAL INC 4% 23/10/15	150,000	162,126.90
		AMERISOURCEBERGEN CORP 0.737% 23/03/15	100,000	100,179.32
		AMERISOURCEBERGEN CORP 2.8% 30/05/15	100,000	104,670.94
		AMERISOURCEBERGEN CORP 3.45% 27/12/15	100,000	109,512.91
		AMGEN INC 1.9% 25/02/21	65,000	67,394.64
		AMGEN INC 2.2% 27/02/21	170,000	176,945.71
		AMGEN INC 2.25% 23/08/19	100,000	103,492.97
		AMPHENOL CORP 2.05% 25/03/01	100,000	103,972.53
		ANHEUSER-BUSCH INBEV WOR 4.75% 29/01/23	750,000	895,485.40
		ANTHEM INC 0.45% 23/03/15	200,000	200,117.81
		ANTHEM INC 2.25% 30/05/15	135,000	137,128.24
		ANTHEM INC 2.95% 22/12/01	100,000	103,313.07
		ANTHEM INC 3.65% 27/12/01	100,000	112,184.00
		AON CORP 2.8% 30/05/15	200,000	211,563.33
		APPALACHIAN POWER CO 3.3% 27/06/01	100,000	109,040.36
		APPLE INC 1.65% 31/02/08	200,000	197,657.97
		APPLE INC 1.7% 22/09/11	60,000	61,023.48
		APPLE INC 1.8% 24/09/11	100,000	103,725.20
		APPLE INC 2.1% 22/09/12	150,000	153,111.58
		APPLE INC 2.4% 23/01/13	100,000	103,058.56
		APPLE INC 2.4% 23/05/03	100,000	103,689.34
		APPLE INC 2.5% 25/02/09	100,000	106,113.00
		APPLE INC 2.9% 27/09/12	450,000	492,613.49
		APPLE INC 3% 24/02/09	150,000	159,328.94
		APPLE INC 3% 27/11/13	200,000	219,846.00
		APPLE INC 3.2% 27/05/11	212,000	234,136.22
		APPLE INC 3.35% 27/02/09	350,000	389,247.00
		APPLE INC 3.45% 24/05/06	100,000	108,192.69
		APPLIED MATERIALS INC 1.75% 30/06/01	130,000	128,917.85
		ARES CAPITAL CORP 2.875% 28/06/15	200,000	204,010.00
		ARES CAPITAL CORP 3.875% 26/01/15	100,000	107,610.80
		ARIZONA PUBLIC SERVICE 2.95% 27/09/15	100,000	108,724.78
		ASSURANT INC 2.65% 32/01/15	100,000	100,303.48
		ASTRAZENECA PLC 1.375% 30/08/06	200,000	190,469.38
		ASTRAZENECA PLC 3.375% 25/11/16	150,000	164,772.67
		AT&T INC 0.9% 24/03/25	100,000	100,212.72
		AT&T INC 1.7% 26/03/25	200,000	202,496.24
		AT&T INC 2.625% 22/12/01	100,000	102,531.27
		AT&T INC 4.1% 28/02/15	200,000	229,002.72
		AT&T INC 4.25% 27/03/01	100,000	113,774.03
		AT&T INC 4.35% 29/03/01	320,000	371,400.12
		AT&T INC 4.45% 24/04/01	200,000	218,334.48
		ATHENE HOLDING LTD 4.125% 28/01/12	150,000	167,144.39
		ATMOS ENERGY CORP 3% 27/06/15	65,000	70,592.57
		AUTODESK INC 4.375% 25/06/15	100,000	112,021.98
		AUTOMATIC DATA PROCESSNG 1.7% 28/05/15	160,000	161,886.86
		AUTONATION INC 3.5% 24/11/15	100,000	107,319.57
		AUTONATION INC 4.5% 25/10/01	20,000	22,218.45
		AUTOZONE INC 3.25% 25/04/15	110,000	118,494.23
		AUTOZONE INC 4% 30/04/15	200,000	228,453.09
		AVALONBAY COMMUNITIES 3.3% 29/06/01	65,000	71,373.32
		AVALONBAY COMMUNITIES IN 2.9% 26/10/15	50,000	53,836.11
		AVANGRID INC 3.8% 29/06/01	75,000	85,138.43
		AVERY DENNISON CORP 4.875% 28/12/06	100,000	120,021.87
		AVNET INC 3% 31/05/15	100,000	100,113.95
		AXA EQUITABLE HOLDINGS I 3.9% 23/04/20	65,000	68,687.40
		AXA EQUITABLE HOLDINGS I 4.35% 28/04/20	100,000	115,003.25
		AXIS SPECIALTY FINAN PLC 4% 27/12/06	100,000	111,261.54
		BAIDU INC 3.625% 27/07/06	200,000	221,334.40
		BAIDU INC 3.875% 23/09/29	200,000	212,710.16
		BAKER HUGHES LLC/CO-OBL 3.337% 27/12/15	150,000	164,637.76
		BALTIMORE GAS & ELECTRIC 2.25% 31/06/15	200,000	203,902.75
		BANCO BILBAO VIZCAYA ARG 1.125% 25/09/18	100,000	99,698.33
		BANCO SANTANDER 0.701% 24/06/30	200,000	200,528.15
		BANCO SANTANDER SA 2.746% 25/05/28	200,000	211,100.25
		BANCO SANTANDER SA 3.125% 23/02/23	200,000	208,203.33
		BANCO SANTANDER SA 3.8% 28/02/23	100,000	111,314.14
		BANK OF AMERICA CORP 0.523% 24/06/14	200,000	199,908.80
		BANK OF AMERICA CORP 0.976% 25/04/22	150,000	150,642.32
		BANK OF AMERICA CORP 1.658% 27/03/11	100,000	101,057.75
		BANK OF AMERICA CORP 1.734% 27/07/22	150,000	151,591.93
		BANK OF AMERICA CORP 1.898% 31/07/23	200,000	195,169.07
		BANK OF AMERICA CORP 2.087% 29/06/14	200,000	202,322.00
		BANK OF AMERICA CORP 2.496% 31/02/13	150,000	153,809.90
		BANK OF AMERICA CORP 2.592% 31/04/29	95,000	98,301.82
		BANK OF AMERICA CORP 2.651% 32/03/11	100,000	103,035.13
		BANK OF AMERICA CORP 2.687% 32/04/22	150,000	154,964.98
		BANK OF AMERICA CORP 2.816% 23/07/21	100,000	102,453.12
		BANK OF AMERICA CORP 3.004% 23/12/20	227,000	235,174.45
		BANK OF AMERICA CORP 3.194% 30/07/23	150,000	161,921.21
		BANK OF AMERICA CORP 3.419% 28/12/20	783,000	857,658.94
		BANK OF AMERICA CORP 3.458% 25/03/15	450,000	480,774.84
		BANK OF AMERICA CORP 3.559% 27/04/23	500,000	547,319.20
		BANK OF AMERICA CORP 3.593% 28/07/21	150,000	165,647.60
		BANK OF AMERICA CORP 3.864% 24/07/23	500,000	532,311.33
		BANK OF AMERICA CORP 3.974% 30/02/07	250,000	283,595.13
		BANK OF AMERICA CORP 4% 25/01/22	100,000	109,961.72
		BANK OF AMERICA CORP 4.183% 27/11/25	400,000	449,029.31
		BANK OF AMERICA CORP 4.271% 29/07/23	400,000	459,441.26
		BANK OF MONTREAL 0.625% 24/07/09	70,000	69,834.68
		BANK OF MONTREAL 1.85% 25/05/01	200,000	207,242.00
		BANK OF MONTREAL 2.35% 22/09/11	100,000	102,482.80
		BANK OF MONTREAL 3.3% 24/02/05	150,000	160,458.61
		BANK OF NEW YORK MELLON 2.2% 23/08/16	300,000	310,656.84
		BANK OF NEW YORK MELLON 3.25% 24/09/11	100,000	108,098.90
		BANK OF NOVA SCO 1.35% 26/06/24	200,000	200,621.37
		BANK OF NOVA SCOTIA 0.55% 23/09/15	100,000	100,191.76
		BANK OF NOVA SCOTIA 0.7% 24/04/15	250,000	250,497.30
		BANK OF NOVA SCOTIA 2.2% 25/02/03	100,000	104,615.78
		BANK OF NOVA SCOTIA 2.375% 23/01/18	50,000	51,593.80
		BANK OF NY MELLON CORP 0.5% 24/04/26	150,000	150,104.42
		BANK OF NY MELLON CORP 1.65% 28/07/14	100,000	100,872.28
		BANK OF NY MELLON CORP 2.8% 26/05/04	100,000	108,092.19
		BANK OF NY MELLON CORP 3.4% 28/01/29	100,000	111,886.33
		BANK OF NY MELLON CORP 3.442% 28/02/07	100,000	110,470.75
		BANKUINTED INC 5.125% 30/06/11	100,000	117,745.05
		BARCLAYS PLC 1.007% 24/12/10	200,000	200,798.52
		BARCLAYS PLC 3.684% 23/01/10	250,000	254,024.40
		BARCLAYS PLC 4.972% 29/05/16	200,000	234,865.03
		BARCLAYS PLC 5.088% 30/06/20	300,000	351,113.88
		BARCLAYS PLC 5.2% 26/05/12	200,000	230,152.00
		BAT CAPITAL CORP 2.259% 28/03/25	150,000	149,895.00
		BAT CAPITAL CORP 2.789% 24/09/06	70,000	73,559.26
		BAT CAPITAL CORP 3.215% 26/09/06	100,000	106,539.61
		BAT CAPITAL CORP 3.557% 27/08/15	100,000	107,461.46
		BAT CAPITAL CORP 4.906% 30/04/02	100,000	114,972.05
		BAXALTA INC 4% 25/06/23	30,000	33,193.71
		BAXTER INTERNATIONAL INC 3.95% 30/04/01	100,000	115,357.12
		BECTON DICKINSON AND CO 1.957% 31/02/11	65,000	63,724.23
		BECTON DICKINSON AND CO 3.363% 24/06/06	200,000	214,318.26
		BEMIS COMPANY INC 2.63% 30/06/19	100,000	103,227.86
		BERKSHIRE HATHAWAY ENERG 2.8% 23/01/15	165,000	170,626.33
		BERKSHIRE HATHAWAY ENERG 3.25% 28/04/15	100,000	110,256.90
		BERKSHIRE HATHAWAY ENERG 3.75% 23/11/15	100,000	106,719.31
		BERKSHIRE HATHAWAY FIN 1.45% 30/10/15	80,000	78,853.62
		BERKSHIRE HATHAWAY INC 3.125% 26/03/15	200,000	218,847.83
		BERRY GLOBAL INC 1.57% 26/01/15	100,000	100,487.00
		BEST BUY CO INC 4.45% 28/10/01	100,000	116,412.62
		BIOGEN INC 2.25% 30/05/01	35,000	35,021.50
		BIOGEN INC 3.625% 22/09/15	55,000	57,067.46
		BIOGEN INC 4.05% 25/09/15	100,000	111,374.18
		BLACK HILLS CORP 3.05% 29/10/15	50,000	53,758.06
		BLACK HILLS CORP 3.95% 26/01/15	50,000	55,213.35
		BLACKROCK INC 3.2% 27/03/15	100,000	110,942.80
		BLACKROCK INC 3.25% 29/04/30	60,000	67,366.18
		BLACKROCK INC 3.5% 24/03/18	100,000	108,165.32
		BLOCK FINANCIAL 2.5% 28/07/15	45,000	45,598.83
		BLOCK FINANCIAL LLC 5.5% 22/11/01	100,000	103,753.26
		BOARDWALK PIPELINES LP 4.45% 27/07/15	100,000	113,419.10
		BOARDWALK PIPELINES LP 4.8% 29/05/03	20,000	22,984.03
		BOEING CO 1.875% 23/06/15	250,000	254,864.38
		BOEING CO 2.196% 26/02/04	300,000	302,927.98
		BOEING CO 2.7% 27/02/01	145,000	150,098.05
		BOEING CO 3.25% 28/02/01	50,000	53,188.07
		BOEING CO 4.875% 25/05/01	445,000	498,804.17
		BOEING CO 4.95% 28/09/15	100,000	115,616.88
		BOEING CO 5.15% 30/05/01	250,000	297,168.50
		BORGWARNER INC 2.65% 27/07/01	50,000	53,273.05
		BOSTON PROPERTIES INC 3.4% 29/06/21	100,000	109,259.57
		BOSTON PROPERTIES LP 3.2% 25/01/15	50,000	53,527.58
		BOSTON PROPERTIES LP 3.65% 26/02/01	150,000	165,808.85
		BOSTON SCIENTIFIC CORP 2.65% 30/06/01	100,000	103,635.58
		BOSTON SCIENTIFIC CORP 3.75% 26/03/01	100,000	111,256.00
		BP CAP MARKETS AMERICA 2.937% 23/04/06	100,000	104,276.88
		BP CAP MARKETS AMERICA 3.194% 25/04/06	100,000	107,917.00
		BP CAP MARKETS AMERICA 3.937% 28/09/21	200,000	228,556.41
		BP CAP MARKETS AMERICA 4.234% 28/11/06	400,000	465,036.67
		BP CAPITAL MARKETS PLC 2.75% 23/05/10	200,000	208,180.36
		BP CAPITAL MARKETS PLC 3.814% 24/02/10	100,000	108,208.41
		BPCE SA 4% 24/04/15	250,000	272,717.66
		BRANDYWINE OPER PARTNERS 3.95% 23/02/15	100,000	104,198.31
		BRIGHTHOUSE FINANCIAL IN 3.7% 27/06/22	150,000	164,359.70
		BRISTOL-MYERS SQUIBB CO 1.45% 30/11/13	30,000	29,050.77
		BRISTOL-MYERS SQUIBB CO 2.75% 23/02/15	100,000	103,593.85
		BRISTOL-MYERS SQUIBB CO 2.9% 24/07/26	64,000	68,348.32
		BRISTOL-MYERS SQUIBB CO 3.25% 23/02/20	144,000	150,323.88
		BRISTOL-MYERS SQUIBB CO 3.25% 23/11/01	100,000	106,394.54
		BRISTOL-MYERS SQUIBB CO 3.25% 27/02/27	100,000	111,138.82
		BRISTOL-MYERS SQUIBB CO 3.45% 27/11/15	150,000	168,046.76
		BRISTOL-MYERS SQUIBB CO 3.625% 24/05/15	100,000	107,870.93
		BRISTOL-MYERS SQUIBB CO 3.875% 25/08/15	48,000	53,395.80
		BRISTOL-MYERS SQUIBB CO 3.9% 28/02/20	150,000	171,992.98
		BRITISH TELECOMMUNICATIO 5.125% 28/12/04	200,000	237,941.40
		BRIXMOR OPERATING PART 3.65% 24/06/15	100,000	107,593.82
		BRIXMOR OPERATING PART 4.05% 30/07/01	100,000	113,000.81
		BROADCOM CRP / CAYMN FI 3.5% 28/01/15	150,000	164,324.99
		BROADCOM INC 1.95% 28/02/15	80,000	80,389.98
		BROADCOM INC 2.45% 31/02/15	350,000	346,510.12
		BROADCOM INC 4.11% 28/09/15	369,000	415,095.10
		BROADCOM INC 4.75% 29/04/15	350,000	407,692.47
		BROADRIDGE FINACIAL SOLU 3.4% 26/06/27	100,000	110,144.15
		BROADRIDGE FINANCIAL SOL 2.6% 31/05/01	100,000	102,753.28
		BROOKFIELD FINANCE INC 4% 24/04/01	150,000	162,191.15
		BUNGE LTD FINANCE CORP 2.75% 31/05/14	100,000	101,647.93
		BUNGE LTD FINANCE CORP 3% 22/09/25	55,000	56,445.39
		BUNGE LTD FINANCE CORP 3.75% 27/09/25	55,000	60,759.28
		BURLINGTN NORTH SANTA FE 3% 23/03/15	150,000	156,055.78
		BURLINGTN NORTH SANTA FE 3.25% 27/06/15	100,000	110,684.95
		CABOT CORP 3.7% 22/07/15	50,000	51,390.24
		CAMDEN PROPERTY TRUST 4.1% 28/10/15	45,000	52,020.22
		CAMPBELL SOUP CO 2.5% 22/08/02	100,000	102,250.27
		CAMPBELL SOUP CO 3.95% 25/03/15	100,000	110,303.65
		CANADIAN IMPERIAL BANK 0.95% 23/06/23	100,000	100,835.10
		CANADIAN IMPERIAL BANK 1.25% 26/06/22	100,000	99,808.33
		CANADIAN IMPERIAL BANK 2.606% 23/07/22	100,000	102,219.64
		CANADIAN IMPERIAL BANK 3.1% 24/04/02	100,000	106,444.94
		CANADIAN NATIONAL RAILWA 2.75% 26/03/01	50,000	53,792.83
		CANADIAN NATL RESOURCES 2.95% 23/01/15	100,000	103,548.33
		CANADIAN PACIFIC RAILWAY 2.05% 30/03/05	155,000	155,084.36
		CAPITAL ONE FINANCIAL 3.75% 26/07/28	150,000	166,261.27
		CAPITAL ONE FINANCIAL CO 3.2% 25/02/05	150,000	161,607.53
		CAPITAL ONE FINANCIAL CO 3.5% 23/06/15	150,000	158,452.99
		CAPITAL ONE FINANCIAL CO 3.65% 27/05/11	150,000	167,715.94
		CAPITAL ONE FINANCIAL CO 3.75% 27/03/09	200,000	223,040.43
		CARDINAL HEALTH INC 3.2% 23/03/15	100,000	104,322.59
		CARLISLE COS INC 2.75% 30/03/01	100,000	104,512.52
		CARLISLE COS INC 3.5% 24/12/01	65,000	70,227.78
		CARRIER GLOBAL CORP 2.242% 25/02/15	50,000	52,072.40
		CARRIER GLOBAL CORP 2.722% 30/02/15	170,000	176,597.87
		CATERPILLAR FINANCIAL SE 2.4% 26/08/09	50,000	53,214.08
		CATERPILLAR FINANCIAL SE 3.75% 23/11/24	150,000	161,828.18
		CATERPILLAR FINL SERVICE 0.45% 23/09/14	195,000	195,625.30
		CATERPILLAR FINL SERVICE 0.45% 24/05/17	100,000	99,853.43
		CATERPILLAR FINL SERVICE 1.9% 22/09/06	55,000	56,058.07
		CATERPILLAR INC 2.6% 29/09/19	100,000	106,974.63
		CATERPILLAR INC 3.4% 24/05/15	100,000	107,386.52
		CBOE HOLDINGS 3.65% 27/01/12	50,000	55,802.51
		CELANESE US HOLDINGS LLC 4.625% 22/11/15	100,000	105,322.13
		CENOVUS ENERGY INC 5.375% 25/07/15	150,000	171,432.63
		CENTERPOINT ENERGY INC 2.5% 22/09/01	50,000	51,132.54
		CENTERPOINT ENERGY INC 4.25% 28/11/01	200,000	230,018.67
		CHARLES SCHWAB CORP 0.75% 24/03/18	200,000	201,534.88
		CHARLES SCHWAB CORP 1.15% 26/05/13	50,000	50,236.78
		CHARLES SCHWAB CORP 2% 28/03/20	100,000	102,940.11
		CHARLES SCHWAB CORP 2.3% 31/05/13	100,000	102,791.44
		CHARLES SCHWAB CORP 3.2% 28/01/25	100,000	110,799.38
		CHARLES SCHWAB CORP 4% 29/02/01	100,000	115,916.70
		CHARTER COMM OPT LLC 4.464% 22/07/23	300,000	310,183.39
		CHARTER COMM OPT LLC/CAP 4.2% 28/03/15	250,000	283,102.95
		CHARTER COMM OPT LLC/CAP 4.5% 24/02/01	100,000	108,952.23
		CHENIERE CORP CHRISTI HD 3.7% 29/11/15	100,000	109,698.37
		CHENIERE CORP CHRISTI HD 5.875% 25/03/31	100,000	114,650.00
		CHENIERE CORP CHRISTI HD 7% 24/06/30	100,000	114,593.87
		CHEVRON 2.566% 23/05/16	100,000	103,566.06
		CHEVRON 2.954% 26/05/16	300,000	325,235.16
		CHEVRON CORP 2.236% 30/05/11	100,000	103,544.58
		CHEVRON USA INC 0.426% 23/08/11	75,000	75,201.85
		CHEVRON USA INC 3.85% 28/01/15	100,000	114,210.53
		CHURCH & DWIGHT CO INC 2.45% 22/08/01	100,000	102,019.47
		CI FINANCIAL CORP 3.2% 30/12/17	100,000	103,073.99
		CIGNA CORP 2.375% 31/03/15	90,000	91,590.72
		CIGNA CORP 3% 23/07/15	100,000	104,679.72
		CIGNA CORP 3.05% 22/11/30	100,000	103,498.63
		CIGNA CORP 3.4% 27/03/01	100,000	110,183.51
		CIGNA CORP 4.375% 28/10/15	350,000	408,642.12
		CIMAREX ENERGY CO 4.375% 24/06/01	100,000	108,934.83
		CIMAREX ENERGY CO 4.375% 29/03/15	75,000	85,245.88
		CINTAS CORP NO 2 3.7% 27/04/01	100,000	112,050.11
		CISCO SYSTEMS INC 3.625% 24/03/04	100,000	108,228.17
		CITIBANK NA 3.65% 24/01/23	250,000	269,189.71
		CITIGROUP INC 0.981% 25/05/01	50,000	50,191.04
		CITIGROUP INC 1.462% 27/06/09	200,000	199,500.00
		CITIGROUP INC 1.678% 24/05/15	450,000	459,427.16
		CITIGROUP INC 2.561% 32/05/01	55,000	56,201.50
		CITIGROUP INC 3.375% 23/03/01	250,000	261,874.30
		CITIGROUP INC 3.52% 28/10/27	150,000	164,920.44
		CITIGROUP INC 3.7% 26/01/12	150,000	166,145.00
		CITIGROUP INC 3.75% 24/06/16	100,000	108,715.17
		CITIGROUP INC 3.887% 28/01/10	350,000	389,950.65
		CITIGROUP INC 4.075% 29/04/23	250,000	283,892.50
		CITIGROUP INC 4.125% 28/07/25	150,000	170,200.53
		CITIGROUP INC 4.4% 25/06/10	200,000	223,523.76
		CITIGROUP INC 4.412% 31/03/31	250,000	292,943.50
		CITIGROUP INC 4.45% 27/09/29	500,000	573,438.37
		CITIGROUP INC 4.6% 26/03/09	100,000	114,183.00
		CITIZENS BANK NA/RI 2.25% 25/04/28	100,000	104,707.20
		CITIZENS FINANCIAL GROUP 3.25% 30/04/30	130,000	141,712.21
		CITRIX SYSTEMS INC 4.5% 27/12/01	100,000	113,826.91
		CLOROX COMPANY 1.8% 30/05/15	30,000	29,664.85
		CLOROX COMPANY 3.05% 22/09/15	64,000	65,608.98
		CNA FINANCIAL CORP 3.45% 27/08/15	50,000	54,976.53
		CNA FINANCIAL CORP 3.9% 29/05/01	40,000	45,183.35
		CNA FINANCIAL CORP 4.5% 26/03/01	100,000	113,319.93
		CNH INDUSTRIAL CAP LLC 1.45% 26/07/15	100,000	99,690.76
		CNH INDUSTRIAL CAP LLC 4.2% 24/01/15	50,000	54,136.63
		CNO FINANCIAL GROUP INC 5.25% 25/05/30	100,000	113,607.04
		COACH INC 3% 28/03/03	100,000	101,772.20
		COCA-COLA CO/THE 1% 28/03/15	60,000	58,404.44
		COCA-COLA CO/THE 1.45% 27/06/01	150,000	152,078.55
		COCA-COLA CO/THE 2% 31/03/05	165,000	167,645.52
		COCA-COLA CO/THE 3.375% 27/03/25	250,000	279,086.39
		COCA-COLA FEMSA SAB CV 2.75% 30/01/22	150,000	157,300.50
		COLGATE-PALMOLIVE CO 2.1% 23/05/01	100,000	103,137.44
		COLUMBIA PROPERTY TRUST 3.65% 26/08/15	50,000	52,859.43
		COMCAST CORP 3.3% 27/02/01	100,000	110,055.00
		COMCAST CORP 3.3% 27/04/01	100,000	110,574.35
		COMCAST CORP 3.4% 30/04/01	200,000	221,655.27
		COMCAST CORP 3.6% 24/03/01	300,000	324,247.31
		COMCAST CORP 3.7% 24/04/15	310,000	336,002.81
		COMCAST CORP 4.15% 28/10/15	390,000	451,890.00
		COMERICA INC 3.7% 23/07/31	75,000	79,793.96
		COMERICA INC 4% 29/02/01	100,000	115,425.44
		COMMONSPIRIT HEALTH 2.782% 30/10/01	15,000	15,692.10
		COMMONSPIRIT HEALTH 3.347% 29/10/01	100,000	108,923.38
		COMMONWEALTH EDISON CO 2.2% 30/03/01	100,000	102,510.96
		CON EDISON CO OF NY INC 2.4% 31/06/15	100,000	102,372.79
		CON EDISON CO OF NY INC 3.35% 30/04/01	20,000	22,141.21
		CONAGRA BRANDS INC 1.375% 27/11/01	100,000	98,054.90
		CONAGRA BRANDS INC 4.3% 24/05/01	60,000	65,833.80
		CONAGRA BRANDS INC 4.85% 28/11/01	100,000	119,601.78
		CONAGRA FOODS INC 3.2% 23/01/25	82,000	84,843.50
		CONNECTICUT LIGHT & PWR 2.5% 23/01/15	150,000	154,018.93
		CONOCOPHILLIPS 3.75% 27/10/01	150,000	169,087.59
		CONOCOPHILLIPS COMPANY 6.95% 29/04/15	100,000	136,544.39
		CONSOLIDATED EDISON CO O 3.125% 27/11/15	100,000	108,985.04
		CONSOLIDATED EDISON CO O 3.8% 28/05/15	50,000	56,590.91
		CONSTELLATION BRANDS INC 2.65% 22/11/07	100,000	102,684.01
		CONSTELLATION BRANDS INC 3.6% 28/02/15	50,000	55,650.34
		CONSTELLATION BRANDS INC 3.7% 26/12/06	50,000	55,793.21
		CONSTELLATION BRANDS INC 4.4% 25/11/15	165,000	186,645.08
		CONTL AIRLINES 2012-1 A 4.15% 24/04/11	121,250	128,860.79
		COOPERAT RABOBANK UA/NY 2.75% 23/01/10	100,000	103,621.92
		COOPERATIEVE RABOBANK UA 3.75% 26/07/21	250,000	276,130.45
		CORPORATE OFFICE PROP LP 5% 25/07/01	50,000	56,435.15
		COSTCO WHOLESALE CORP 1.375% 27/06/20	100,000	100,990.49
		COSTCO WHOLESALE CORP 3% 27/05/18	150,000	165,129.70
		CRANE CO 4.45% 23/12/15	50,000	53,906.10
		CREDIT SUISSE GROUP 4.55% 26/04/17	150,000	170,111.20
		CREDIT SUISSE NEW YORK 0.495% 24/02/02	100,000	99,834.56
		CREDIT SUISSE NEW YORK 1% 23/05/05	250,000	252,761.90
		CREDIT SUISSE NEW YORK 3.625% 24/09/09	250,000	271,822.75
		CROWN CASTLE INTL CORP 3.3% 30/07/01	100,000	107,859.38
		CROWN CASTLE INTL CORP 3.8% 28/02/15	200,000	223,062.00
		CROWN CASTLE INTL CORP 4% 27/03/01	100,000	112,364.87
		CSX CORP 4.25% 29/03/15	100,000	116,540.37
		CUMMINS INC 1.5% 30/09/01	100,000	96,856.41
		CVS HEALTH CORP 1.75% 30/08/21	100,000	96,699.78
		CVS HEALTH CORP 3.625% 27/04/01	65,000	72,062.35
		CVS HEALTH CORP 3.7% 23/03/09	73,000	76,773.93
		CVS HEALTH CORP 3.75% 30/04/01	145,000	163,104.15
		CVS HEALTH CORP 4.3% 28/03/25	850,000	977,797.50
		CYRUSONE LP/CYRUSONE FIN 2.15% 30/11/01	100,000	96,446.00
		DANAHER CORP 3.35% 25/09/15	105,000	115,254.13
		DDR CORP 3.625% 25/02/01	173,000	183,250.55
		DELL INT LLC / EMC CORP 5.45% 23/06/15	200,000	216,614.19
		DELL INT LLC / EMC CORP 6.02% 26/06/15	300,000	359,226.04
		DELL INT LLC / EMC CORP 6.1% 27/07/15	150,000	184,463.79
		DELPHI CORP 4.15% 24/03/15	200,000	216,810.92
		DELTA AIR LINES 2019-1AA 3.204% 24/04/25	50,000	53,011.84
		DENTSPLY SIRONA INC 3.25% 30/06/01	100,000	107,381.38
		DEUTSCHE BANK NY 1.686% 26/03/19	150,000	151,833.70
		DEUTSCHE BANK NY 2.222% 24/09/18	300,000	308,163.81
		DEUTSCHE BANK NY 3.035% 32/05/28	150,000	152,995.49
		DEUTSCHE BANK NY 3.3% 22/11/16	100,000	103,552.44
		DEUTSCHE TELEKOM INT FIN 8.75% 30/06/15	200,000	300,418.70
		DEVON ENERGY CORPORATION 4.5% 30/01/15	163,000	178,466.74
		DIAGEO CAPITAL PLC 2.625% 23/04/29	100,000	103,523.44
		DIAMONDBACK ENERGY INC 3.5% 29/12/01	100,000	107,338.13
		DIGITAL REALTY TRUST LP 4.45% 28/07/15	100,000	116,732.87
		DISCOVER BANK 3.45% 26/07/27	250,000	273,533.18
		DISCOVER BANK 4.2% 23/08/08	250,000	269,061.18
		DISCOVERY COMMUNICATIONS 3.8% 24/03/13	200,000	214,365.56
		DISCOVERY COMMUNICATIONS 3.95% 28/03/20	100,000	111,759.22
		DISCOVERY COMMUNICATIONS 4.125% 29/05/15	45,000	50,814.63
		DOLLAR GENERAL CORP 3.25% 23/04/15	200,000	208,436.18
		DOLLAR GENERAL CORP 4.15% 25/11/01	50,000	56,126.06
		DOLLAR TREE INC 4.2% 28/05/15	100,000	114,208.77
		DOMINION ENERGY INC 3.375% 30/04/01	60,000	65,630.03
		DOMINION ENERGY INC 4.25% 28/06/01	50,000	57,684.34
		DOMINION RESOURCES INC 5.75% 54/10/01	100,000	109,307.08
		DOW CHEMICAL CO/THE 7.375% 29/11/01	200,000	278,688.97
		DOWDUPONT INC 4.493% 25/11/15	100,000	113,510.04
		DOWDUPONT INC 4.725% 28/11/15	100,000	119,295.35
		DTE ELECTRIC CO 1.9% 28/04/01	15,000	15,340.80
		DTE ENERGY 2.85% 26/10/01	100,000	106,759.73
		DTE ENERGY CO 1.05% 25/06/01	70,000	70,059.82
		DTE ENERGY CO 2.25% 22/11/01	50,000	51,158.44
		DTE ENERGY CO 2.529% 24/10/01	75,000	78,926.38
		DTE ENERGY CO 2.95% 30/03/01	50,000	52,950.49
		DUKE ENERGY CAROLINAS 2.45% 29/08/15	25,000	26,186.28
		DUKE ENERGY CAROLINAS 3.05% 23/03/15	200,000	208,692.51
		DUKE ENERGY CAROLINAS 3.95% 28/11/15	250,000	288,621.82
		DUKE ENERGY CORP 2.55% 31/06/15	100,000	101,950.88
		DUKE ENERGY CORP 3.15% 27/08/15	100,000	108,675.66
		DUKE ENERGY FLORIDA LLC 1.75% 30/06/15	105,000	103,482.78
		DUKE REALTY LP 3.75% 24/12/01	100,000	108,756.15
		DUKE REALTY LP 4% 28/09/15	50,000	57,211.06
		DXC TECHNOLOGY CO 4.25% 24/04/15	100,000	108,982.91
		E*TRADE FINANCIAL CORP 2.95% 22/08/24	50,000	51,314.94
		E*TRADE FINANCIAL CORP 3.8% 27/08/24	15,000	16,675.33
		E*TRADE FINANCIAL CORP 4.5% 28/06/20	50,000	57,961.78
		EASTMAN CHEMICAL CO 4.5% 28/12/01	100,000	117,078.49
		EATON VANCE CORP 3.5% 27/04/06	50,000	54,405.82
		EBAY INC 1.4% 26/05/10	100,000	100,773.31
		EBAY INC 2.6% 31/05/10	100,000	102,382.37
		EBAY INC 2.7% 30/03/11	70,000	72,638.69
		EBAY INC 3.6% 27/06/05	100,000	111,234.65
		ECOLAB INC 2.375% 22/08/10	100,000	102,012.45
		ECOLAB INC 2.7% 26/11/01	45,000	48,401.01
		ECOLAB INC 3.25% 23/01/14	50,000	51,891.71
		ECOLAB INC 4.8% 30/03/24	45,000	55,414.77
		EDISON INTERNATIONAL 3.125% 22/11/15	35,000	36,031.71
		EDISON INTERNATIONAL 4.95% 25/04/15	40,000	44,290.31
		EDISON INTERNATIONAL 5.75% 27/06/15	160,000	183,204.32
		ELECTRONIC ARTS INC 1.85% 31/02/15	60,000	58,666.83
		ELI LILLY & CO 3.375% 29/03/15	195,000	219,050.95
		EMERA US FINANCE LP 0.833% 24/06/15	50,000	49,784.50
		EMERSON ELECTRIC CO 3.15% 25/06/01	100,000	108,332.19
		EMPRESA NACIONAL DE ELEC 4.25% 24/04/15	50,000	53,666.74
		ENABLE MIDSTREAM PARTNER 3.9% 24/05/15	100,000	106,471.79
		ENABLE MIDSTREAM PARTNER 4.4% 27/03/15	100,000	110,850.11
		ENBRIDGE ENERGY PARTNERS 5.875% 25/10/15	100,000	118,169.88
		ENBRIDGE INC 2.9% 22/07/15	50,000	51,123.20
		ENBRIDGE INC 3.7% 27/07/15	50,000	55,496.64
		ENEL CHILE SA 4.875% 28/06/12	100,000	115,000.00
		ENERGY TRANSFER LP 3.6% 23/02/01	250,000	259,034.65
		ENERGY TRANSFER OPERATNG 4.5% 24/04/15	100,000	108,955.49
		ENERGY TRANSFER OPERATNG 5.25% 29/04/15	200,000	236,789.83
		ENERGY TRANSFER OPERATNG 5.875% 24/01/15	250,000	276,729.98
		ENSTAR GROUP LTD 4.95% 29/06/01	100,000	115,645.93
		ENTERGY CORP 1.9% 28/06/15	85,000	85,166.74
		ENTERGY CORP 4% 22/07/15	50,000	51,498.66
		ENTERGY LOUISIANA LLC 2.4% 26/10/01	300,000	314,677.76
		ENTERPRISE PRODUCTS OPER 2.8% 30/01/31	160,000	169,774.60
		ENTERPRISE PRODUCTS OPER 4.875% 77/08/16	100,000	98,953.92
		ENTERPRISE PRODUCTS OPER 5.375% 78/02/15	100,000	102,228.48
		EOG RESOURCES INC 4.375% 30/04/15	30,000	35,634.30
		EQUIFAX INC 3.95% 23/06/15	40,000	42,473.81
		EQUINIX INC 1% 25/09/15	100,000	99,430.56
		EQUINIX INC 2% 28/05/15	100,000	101,034.65
		EQUINIX INC 2.15% 30/07/15	100,000	99,806.01
		EQUINIX INC 3.2% 29/11/18	45,000	48,554.10
		ERP OPERATING LP 2.5% 30/02/15	100,000	104,216.82
		ERP OPERATING LP 3.25% 27/08/01	35,000	38,197.07
		ERP OPERATING LP 4.15% 28/12/01	50,000	57,790.27
		ESSENTIAL UTILITIES INC 2.704% 30/04/15	60,000	62,762.86
		ESSEX PORTFOLIO LP 1.7% 28/03/01	85,000	84,084.48
		ESSEX PORTFOLIO LP 3.5% 25/04/01	100,000	108,399.77
		ESSEX PORTFOLIO LP 3.875% 24/05/01	50,000	53,882.48
		ESTEE LAUDER CO INC 1.95% 31/03/15	45,000	45,314.35
		ESTEE LAUDER CO INC 3.15% 27/03/15	100,000	110,156.52
		EVERGY INC 2.9% 29/09/15	100,000	106,290.42
		EVERSOURCE ENERGY 2.9% 24/10/01	50,000	53,043.47
		EXELON 3.4% 26/04/15	100,000	109,397.90
		EXPEDIA GROUP INC 3.25% 30/02/15	200,000	209,467.62
		EXPEDIA GROUP INC 3.6% 23/12/15	25,000	26,558.39
		EXPEDIA GROUP INC 4.625% 27/08/01	75,000	85,015.50
		EXXON MOBIL CORPORATION 1.571% 23/04/15	600,000	612,860.38
		EXXON MOBIL CORPORATION 2.275% 26/08/16	100,000	105,516.28
		EXXON MOBIL CORPORATION 2.44% 29/08/16	100,000	105,423.06
		EXXON MOBIL CORPORATION 3.294% 27/03/19	150,000	166,261.35
		FAIRFAX FINL HLDGS LTD 4.625% 30/04/29	100,000	115,160.62
		FEDERAL REALTY INVESTMEN 1.25% 26/02/15	100,000	99,734.86
		FEDERAL REALTY INVESTMEN 3.2% 29/06/15	50,000	53,979.73
		FEDERAL REALTY INVESTMEN 3.25% 27/07/15	50,000	53,957.46
		FIAT CHRYSLER AUTOMOBILE 5.25% 23/04/15	200,000	215,470.00
		FIBRIA OVERSEAS FINANCE 5.5% 27/01/17	50,000	58,187.50
		FIDELITY NATL FINANCIAL 4.5% 28/08/15	100,000	115,771.94
		FIDELITY NATL INFO SERV 0.375% 23/03/01	20,000	19,987.15
		FIDELITY NATL INFO SERV 0.6% 24/03/01	15,000	14,991.42
		FIDELITY NATL INFO SERV 1.65% 28/03/01	20,000	19,974.14
		FIDELITY NATL INFO SERV 2.25% 31/03/01	100,000	100,271.06
		FIFTH THIRD BANCORP 2.55% 27/05/05	60,000	63,588.72
		FIFTH THIRD BANCORP 3.65% 24/01/25	100,000	107,375.15
		FIFTH THIRD BANK 2.25% 27/02/01	250,000	262,966.45
		FISERV INC 2.65% 30/06/01	100,000	104,119.18
		FISERV INC 3.2% 26/07/01	250,000	271,387.43
		FISERV INC 3.8% 23/10/01	250,000	267,289.27
		FLEX LTD 4.875% 30/05/12	85,000	98,752.62
		FLEXTRONICS INTERNATIONA 4.75% 25/06/15	125,000	140,084.49
		FLORIDA POWER & LIGHT CO 2.85% 25/04/01	100,000	107,131.33
		FLOWERS FOODS INC 3.5% 26/10/01	35,000	38,239.75
		FORTUNE BRANDS HOME & SE 4% 23/09/21	100,000	107,227.58
		FOX CORP 3.5% 30/04/08	25,000	27,628.70
		FOX CORP 4.03% 24/01/25	150,000	162,541.87
		FOX CORP 4.709% 29/01/25	100,000	117,866.87
		FS KKR CAPITAL CORP 3.4% 26/01/15	100,000	103,770.23
		FS KKR CAPITAL CORP 4.125% 25/02/01	100,000	106,083.20
		GATX CORP 1.9% 31/06/01	100,000	95,674.03
		GE CAPITAL FUNDING LLC 4.4% 30/05/15	200,000	233,516.55
		GENERAL DYNAMICS CORP 2.125% 26/08/15	100,000	104,963.07
		GENERAL DYNAMICS CORP 2.25% 22/11/15	100,000	102,132.60
		GENERAL DYNAMICS CORP 3.25% 25/04/01	100,000	108,506.99
		GENERAL DYNAMICS CORP 3.75% 28/05/15	80,000	91,185.98
		GENERAL ELECTRIC CO 3.45% 24/05/15	200,000	214,337.82
		GENERAL ELECTRIC CO 3.45% 27/05/01	200,000	220,216.50
		GENERAL MILLS INC 3.7% 23/10/17	140,000	149,502.14
		GENERAL MILLS INC 4.2% 28/04/17	100,000	115,252.21
		GENERAL MOTORS CO 5% 28/10/01	200,000	234,777.27
		GENERAL MOTORS CO 5.4% 23/10/02	100,000	109,836.60
		GENERAL MOTORS FINL CO 1.05% 24/03/08	50,000	50,383.45
		GENERAL MOTORS FINL CO 1.5% 26/06/10	250,000	249,374.30
		GENERAL MOTORS FINL CO 2.4% 28/04/10	100,000	101,877.69
		GENERAL MOTORS FINL CO 3.7% 23/05/09	250,000	262,244.98
		GENERAL MOTORS FINL CO 3.85% 28/01/05	100,000	110,182.30
		GENERAL MOTORS FINL CO 3.95% 24/04/13	100,000	107,694.30
		GENERAL MOTORS FINL CO 4.35% 27/01/17	100,000	112,918.50
		GENERAL MOTORS FINL CO 5.1% 24/01/17	200,000	220,243.17
		GENERAL MOTORS FINL CO 5.65% 29/01/17	100,000	122,255.43
		GEORGIA POWER CO 2.65% 29/09/15	70,000	73,708.44
		GEORGIA POWER CO 3.25% 26/04/01	50,000	54,147.25
		GILEAD SCIENCES INC 1.65% 30/10/01	60,000	58,168.90
		GILEAD SCIENCES INC 2.5% 23/09/01	70,000	72,819.62
		GILEAD SCIENCES INC 3.65% 26/03/01	200,000	221,113.64
		GILEAD SCIENCES INC 3.7% 24/04/01	250,000	268,526.55
		GLAXOSMITHKLINE CAP INC 3.375% 23/05/15	350,000	369,409.22
		GLAXOSMITHKLINE CAP INC 3.625% 25/05/15	55,000	60,813.81
		GLAXOSMITHKLINE CAP INC 3.875% 28/05/15	100,000	114,890.59
		GLOBAL PAYMENTS INC 2.9% 30/05/15	45,000	47,150.63
		GLOBAL PAYMENTS INC 4% 23/06/01	100,000	106,201.88
		GLP CAPITAL LP / FIN II 5.375% 23/11/01	145,000	158,326.95
		GLP CAPITAL LP / FIN II 5.375% 26/04/15	85,000	97,937.11
		GLP CAPITAL LP / FIN II 5.75% 28/06/01	45,000	53,839.35
		GOLDMAN SACHS GROUP INC 0.657% 24/09/10	200,000	199,611.96
		GOLDMAN SACHS GROUP INC 1.431% 27/03/09	160,000	160,113.60
		GOLDMAN SACHS GROUP INC 1.542% 27/09/10	100,000	99,995.41
		GOLDMAN SACHS GROUP INC 2.615% 32/04/22	105,000	107,983.47
		GOLDMAN SACHS GROUP INC 3.2% 23/02/23	250,000	260,505.74
		GOLDMAN SACHS GROUP INC 3.625% 23/01/22	500,000	524,415.99
		GOLDMAN SACHS GROUP INC 3.691% 28/06/05	200,000	221,660.00
		GOLDMAN SACHS GROUP INC 3.75% 25/05/22	100,000	109,614.12
		GOLDMAN SACHS GROUP INC 3.8% 30/03/15	100,000	112,939.45
		GOLDMAN SACHS GROUP INC 3.85% 24/07/08	300,000	324,732.96
		GOLDMAN SACHS GROUP INC 3.85% 27/01/26	300,000	330,932.76
		GOLDMAN SACHS GROUP INC 4.223% 29/05/01	500,000	573,061.96
		GOLUB CAPITAL BDC 2.5% 26/08/24	60,000	60,584.38
		GRUPO TELEVISA SAB 6.625% 25/03/18	150,000	178,310.45
		GULF POEWR CO 3.3% 27/05/30	100,000	109,965.49
		HANOVER INSURANCE GROUP 4.5% 26/04/15	50,000	56,703.34
		HARRIS CORPORATION 4.4% 28/06/15	150,000	174,804.06
		HASBRO INC 3.5% 27/09/15	30,000	32,859.53
		HASBRO INC 3.55% 26/11/19	125,000	137,237.98
		HCA INC 4.125% 29/06/15	100,000	112,983.94
		HCA INC 4.5% 27/02/15	105,000	119,123.72
		HCA INC 4.75% 23/05/01	105,000	112,588.42
		HCA INC 5% 24/03/15	200,000	221,234.72
		HEALTHPEAK PROPERTIES 3% 30/01/15	100,000	107,023.66
		HERSHEY COMPANY 1.7% 30/06/01	80,000	79,870.94
		HERSHEY COMPANY 2.05% 24/11/15	100,000	104,470.66
		HESS CORP 4.3% 27/04/01	100,000	111,587.26
		HIGHWOODS REALTY LP 3.05% 30/02/15	100,000	105,189.48
		HOLLYFRONTIER CORP 5.875% 26/04/01	100,000	115,542.22
		HOME DEPOT INC 0.9% 28/03/15	30,000	29,251.66
		HOME DEPOT INC 2.5% 27/04/15	100,000	106,945.32
		HOME DEPOT INC 2.7% 30/04/15	55,000	59,061.84
		HOME DEPOT INC 2.8% 27/09/14	100,000	108,734.00
		HOME DEPOT INC 3.9% 28/12/06	300,000	348,618.90
		HONEYWELL INTERNATIONAL 2.15% 22/08/08	95,000	96,774.15
		HONEYWELL INTERNATIONAL 2.7% 29/08/15	120,000	128,807.06
		HORMEL FOODS CORP 1.7% 28/06/03	170,000	172,086.49
		HOST HOTELS & RESORTS LP 3.875% 24/04/01	50,000	53,395.42
		HOST HOTELS & RESORTS LP 4.5% 26/02/01	150,000	165,327.34
		HP ENTERPRISE CO 1.45% 24/04/01	100,000	101,799.73
		HP ENTERPRISE CO 2.25% 23/04/01	100,000	102,879.62
		HP ENTERPRISE CO 4.9% 25/10/15	200,000	228,388.14
		HP INC 2.65% 31/06/17	200,000	200,171.94
		HP INC 3.4% 30/06/17	150,000	160,678.94
		HSBC HOLDINGS PLC 1.589% 27/05/24	200,000	200,893.63
		HSBC HOLDINGS PLC 2.099% 26/06/04	530,000	545,995.20
		HSBC HOLDINGS PLC 2.804% 32/05/24	200,000	206,362.16
		HSBC HOLDINGS PLC 2.848% 31/06/04	200,000	208,743.95
		HSBC HOLDINGS PLC 3.95% 24/05/18	300,000	318,448.79
		HSBC HOLDINGS PLC 3.973% 30/05/22	200,000	224,805.31
		HSBC HOLDINGS PLC 4.041% 28/03/13	250,000	279,116.78
		HSBC HOLDINGS PLC 4.25% 24/03/14	200,000	216,379.92
		HSBC HOLDINGS PLC 4.583% 29/06/19	200,000	231,954.74
		HUBBELL INC 3.35% 26/03/01	100,000	108,418.05
		HUDSON PACIFIC PROPERTIE 3.25% 30/01/15	100,000	107,019.62
		HUMANA INC 2.9% 22/12/15	50,000	51,632.53
		HUMANA INC 3.85% 24/10/01	150,000	162,801.69
		HUNTINGTON BANCSHARES 2.55% 30/02/04	100,000	104,978.71
		HUNTSMAN INTERNATIONAL L 4.5% 29/05/01	100,000	114,090.64
		HYATT HOTELS CORP 4.375% 28/09/15	50,000	55,365.27
		HYATT HOTELS CORP 4.85% 26/03/15	50,000	55,819.82
		IBM 2.875% 22/11/09	100,000	103,455.65
		IBM CORP 1.7% 27/05/15	470,000	477,741.09
		IBM CORP 1.875% 22/08/01	150,000	152,641.70
		IBM CORP 3.375% 23/08/01	250,000	265,180.94
		IBM CORP 3.5% 29/05/15	100,000	111,970.94
		IDEX CORP 3% 30/05/01	50,000	53,008.05
		ILLINOIS TOOL WORKS INC 2.65% 26/11/15	100,000	107,649.51
		ING GROEP NV 1.726% 27/04/01	200,000	202,442.03
		ING GROEP NV 4.1% 23/10/02	200,000	215,511.59
		INGERSOLL-RAND GL HLD CO 4.25% 23/06/15	150,000	160,564.60
		INGREDION INC 2.9% 30/06/01	100,000	105,258.35
		INTEL CORP 2.875% 24/05/11	100,000	106,358.67
		INTEL CORP 3.7% 25/07/29	145,000	160,298.54
		INTEL CORP 3.75% 27/03/25	100,000	113,220.33
		INTEL CORP 3.9% 30/03/25	250,000	291,719.16
		INTERCONTINENTALEXCHANGE 0.7% 23/06/15	45,000	45,195.30
		INTERCONTINENTALEXCHANGE 3.1% 27/09/15	100,000	109,275.00
		INTERPUBLIC GROUP COS 4.65% 28/10/01	25,000	29,527.46
		INTERPUBLIC GROUP COS 4.75% 30/03/30	100,000	119,696.06
		INTERSTATE POWER & LIGHT 3.25% 24/12/01	100,000	107,597.15
		INTERSTATE POWER & LIGHT 3.6% 29/04/01	50,000	55,772.93
		INTL FLAVOR & FRAGRANCES 4.45% 28/09/26	45,000	52,444.30
		INTUIT INC 0.65% 23/07/15	100,000	100,636.55
		INVESCO FINANCE PLC 3.75% 26/01/15	150,000	166,654.82
		IPALCO ENTERPRISES INC 3.7% 24/09/01	100,000	107,813.01
		IPALCO ENTERPRISES INC 4.25% 30/05/01	100,000	112,969.20
		ITC HOLDINGS CORP 3.25% 26/06/30	60,000	65,150.30
		ITC HOLDINGS CORP 3.65% 24/06/15	25,000	26,837.06
		JABIL INC 3.6% 30/01/15	150,000	162,619.27
		JD.COM INC 3.375% 30/01/14	100,000	107,590.06
		JEFFERIES GROUP 4.85% 27/01/15	90,000	105,189.28
		JOHN DEERE CAPITAL CORP 0.45% 24/06/07	65,000	64,845.49
		JOHN DEERE CAPITAL CORP 0.7% 23/07/05	100,000	100,625.18
		JOHN DEERE CAPITAL CORP 1.05% 26/06/17	100,000	99,998.52
		JOHN DEERE CAPITAL CORP 1.75% 27/03/09	200,000	205,271.11
		JOHN DEERE CAPITAL CORP 2.45% 30/01/09	200,000	211,490.15
		JOHN DEERE CAPITAL CORP 2.65% 24/06/24	50,000	53,195.23
		JOHN DEERE CAPITAL CORP 2.7% 23/01/06	50,000	51,747.98
		JOHN DEERE CAPITAL CORP 2.8% 29/07/18	50,000	54,355.43
		JOHN DEERE CAPITAL CORP 3.05% 28/01/06	50,000	55,127.97
		JOHN DEERE CAPITAL CORP 3.45% 23/06/07	50,000	52,940.84
		JOHNSON & JOHNSON 0.55% 25/09/01	50,000	49,557.46
		JOHNSON & JOHNSON 0.95% 27/09/01	65,000	64,121.56
		JOHNSON & JOHNSON 1.3% 30/09/01	100,000	97,157.59
		JOHNSON & JOHNSON 2.05% 23/03/01	100,000	102,545.19
		JOHNSON & JOHNSON 2.45% 26/03/01	100,000	106,626.04
		JOHNSON & JOHNSON 2.95% 27/03/03	100,000	109,531.46
		JPMORGAN CHASE & 0.969% 25/06/23	400,000	400,834.83
		JPMORGAN CHASE & CO 0.563% 25/02/16	90,000	89,554.58
		JPMORGAN CHASE & CO 0.653% 24/09/16	135,000	135,114.62
		JPMORGAN CHASE & CO 0.824% 25/06/01	65,000	64,976.17
		JPMORGAN CHASE & CO 1.04% 27/02/04	200,000	196,995.48
		JPMORGAN CHASE & CO 1.514% 24/06/01	200,000	203,660.49
		JPMORGAN CHASE & CO 1.578% 27/04/22	65,000	65,530.62
		JPMORGAN CHASE & CO 2.005% 26/03/13	600,000	620,996.67
		JPMORGAN CHASE & CO 2.069% 29/06/01	55,000	55,592.90
		JPMORGAN CHASE & CO 2.182% 28/06/01	400,000	410,908.00
		JPMORGAN CHASE & CO 2.58% 32/04/22	75,000	77,283.87
		JPMORGAN CHASE & CO 2.739% 30/10/15	100,000	105,066.88
		JPMORGAN CHASE & CO 2.956% 31/05/13	150,000	158,037.35
		JPMORGAN CHASE & CO 2.972% 23/01/15	300,000	303,895.63
		JPMORGAN CHASE & CO 3.22% 25/03/01	200,000	212,359.48
		JPMORGAN CHASE & CO 3.375% 23/05/01	200,000	210,376.48
		JPMORGAN CHASE & CO 3.509% 29/01/23	250,000	276,527.64
		JPMORGAN CHASE & CO 3.559% 24/04/23	150,000	157,954.49
		JPMORGAN CHASE & CO 3.797% 24/07/23	200,000	212,872.96
		JPMORGAN CHASE & CO 3.96% 27/01/29	200,000	223,025.12
		JPMORGAN CHASE & CO 4.005% 29/04/23	100,000	113,160.88
		JPMORGAN CHASE & CO 4.203% 29/07/23	700,000	805,039.56
		JPMORGAN CHASE & CO 4.25% 27/10/01	100,000	114,037.66
		JUNIPER NETWORKS INC 2% 30/12/10	100,000	96,632.02
		JUNIPER NETWORKS INC 3.75% 29/08/15	50,000	55,914.46
		KAISER FOUNDATION HOSPIT 3.15% 27/05/01	50,000	54,777.88
		KANSAS CITY POWER & LT 3.15% 23/03/15	79,000	82,049.72
		KANSAS CITY SOUTHERN 2.875% 29/11/15	65,000	68,614.75
		KELLOGG CO 4.3% 28/05/15	100,000	116,465.20
		KEMPER CORP 2.4% 30/09/30	100,000	100,914.09
		KEMPER CORP 4.35% 25/02/15	35,000	38,342.57
		KEURIG DR PEPPER INC 3.13% 23/12/15	100,000	106,045.12
		KEURIG DR PEPPER INC 4.057% 23/05/25	50,000	53,235.47
		KEURIG DR PEPPER INC 4.597% 28/05/25	250,000	294,241.32
		KEY BANK NA 3.4% 26/05/20	200,000	219,066.25
		KEYCORP 2.25% 27/04/06	100,000	104,265.11
		KEYSIGHT TECHNOLOGIES 4.6% 27/04/06	60,000	69,976.65
		KILROY REALTY LP 3.05% 30/02/15	100,000	105,572.76
		KILROY REALTY LP 4.375% 25/10/01	100,000	111,056.37
		KIMBERLY CLARK CORP 2.75% 26/02/15	150,000	162,797.84
		KIMBERLY-CLARK CORP 1.05% 27/09/15	100,000	98,439.97
		KIMCO REALTY CORP 1.9% 28/03/01	50,000	50,202.60
		KIMCO REALTY CORP 2.7% 24/03/01	50,000	52,266.13
		KIMCO REALTY CORP 3.3% 25/02/01	80,000	86,248.56
		KINDER MORGAN ENER PART 4.3% 24/05/01	200,000	218,085.17
		KINDER MORGAN INC 4.3% 28/03/01	200,000	229,173.00
		KITE REALTY GROUP LP 4% 26/10/01	50,000	54,309.73
		KLA-TENCOR CORP 4.1% 29/03/15	100,000	115,585.61
		KROGER CO 3.5% 26/02/01	150,000	165,210.34
		KROGER CO 4% 24/02/01	100,000	107,567.01
		L3HARRIS TECH INC 3.85% 23/06/15	70,000	74,400.74
		L3HARRIS TECH INC 4.4% 28/06/15	100,000	116,536.04
		LABORATORY CORP OF AMER 1.55% 26/06/01	70,000	70,743.80
		LABORATORY CORP OF AMER 3.6% 27/09/01	150,000	166,686.30
		LABORATORY CORP OF AMERI 4% 23/11/01	50,000	53,421.83
		LAM RESEARCH CORP 4% 29/03/15	55,000	64,176.23
		LAS VEGAS SANDS CORP 3.5% 26/08/18	70,000	74,540.36
		LAS VEGAS SANDS CORP 3.9% 29/08/08	105,000	112,256.45
		LAZARD GROUP LLC 3.625% 27/03/01	100,000	109,548.17
		LAZARD GROUP LLC 4.5% 28/09/19	50,000	57,961.85
		LEAR CORP 4.25% 29/05/15	100,000	112,933.92
		LEGGETT & PLATT INC 3.4% 22/08/15	50,000	51,135.44
		LEGGETT & PLATT INC 3.5% 27/11/15	50,000	54,244.81
		LEIDOS INC 2.95% 23/05/15	45,000	46,795.95
		LENNAR CORP 4.875% 23/12/15	200,000	217,700.00
		LENNOX INTERNATIONAL INC 1.35% 25/08/01	25,000	25,252.77
		LEUCADIA NATIONAL CORP 5.5% 23/10/18	100,000	107,424.84
		LIFE STORAGE LP 4% 29/06/15	100,000	112,724.03
		LINCOLN NATIONAL CORP 3.35% 25/03/09	150,000	162,550.26
		LLOYDS BANKING GROUP PLC 2.907% 23/11/07	400,000	411,984.58
		LLOYDS BANKING GROUP PLC 4.45% 25/05/08	200,000	224,721.20
		LLOYDS BANKING GROUP PLC 4.55% 28/08/16	200,000	234,122.00
		LLOYDS BANKING GROUP PLC 4.65% 26/03/24	200,000	226,785.87
		LOCKHEED MARTIN CORP 1.85% 30/06/15	100,000	100,878.91
		LOEWS CORP 2.625% 23/05/15	150,000	155,234.81
		LOWE'S COS INC 1.3% 28/04/15	145,000	141,581.21
		LOWE'S COS INC 2.625% 31/04/01	150,000	155,911.60
		LOWE'S COS INC 3.1% 27/05/03	100,000	109,200.66
		LOWE'S COS INC 4% 25/04/15	100,000	110,737.69
		LYB INT FINANCE III 1.25% 25/10/01	20,000	20,007.55
		LYB INT FINANCE III 2.25% 30/10/01	125,000	125,666.49
		MAGELLAN MISDTREAM PARTN 3.9% 24/11/15	50,000	57,544.44
		MAGNA INTERNATIONAL INC 2.45% 30/06/15	100,000	102,890.81
		MAGNA INTERNATIONAL INC 4.15% 25/10/01	50,000	56,028.45
		MAIN STREET CAPITAL CORP 3% 26/07/14	85,000	87,685.88
		MANULIFE FINANCIAL CORP 2.484% 27/05/19	35,000	37,170.49
		MARATHON PETROLEUM CORP 3.8% 28/04/01	30,000	33,465.86
		MARATHON PETROLEUM CORP 4.75% 23/12/15	100,000	108,892.08
		MARKEL CORPORATION 4.9% 22/07/01	70,000	72,871.72
		MARRIOTT INTERNATIONAL 3.6% 24/04/15	50,000	53,355.18
		MARRIOTT INTERNATIONAL 4.625% 30/06/15	110,000	126,802.22
		MARRIOTT INTERNATIONAL 5.75% 25/05/01	50,000	57,730.12
		MARSH & MCLENNAN COS INC 3.875% 24/03/15	100,000	108,373.55
		MARSH & MCLENNAN COS INC 4.375% 29/03/15	95,000	111,718.75
		MARTIN MARIETTA 2.4% 31/07/15	50,000	50,538.25
		MARTIN MARIETTA MATERIAL 3.45% 27/06/01	21,000	23,043.32
		MARTIN MARIETTA MATERIAL 3.5% 27/12/15	50,000	55,317.15
		MARTIN MARIETTA MATERIAL 4.25% 24/07/02	30,000	32,723.67
		MARVELL TECHNOLOGY INC 4.2% 23/06/22	100,000	106,273.91
		MARVELL TECHNOLOGY INC 4.875% 28/06/22	100,000	116,217.21
		MASCO CORP 1.5% 28/02/15	50,000	49,216.07
		MASCO CORP 2% 30/10/01	15,000	14,757.25
		MASTERCARD INC 2.95% 29/06/01	100,000	109,821.01
		MASTERCARD INC 3.35% 30/03/26	100,000	112,955.71
		MASTERCARD INC 3.375% 24/04/01	200,000	215,574.89
		MASTERCARD INC 3.5% 28/02/26	30,000	33,824.61
		MAXIM INTEGRATED PRODUCT 3.45% 27/06/15	100,000	110,639.64
		MCCORMICK & CO 2.5% 30/04/15	100,000	103,368.82
		MCCORMICK & CO 2.7% 22/08/15	50,000	51,173.40
		MCDONALDS CORP 3.35% 23/04/01	205,000	214,774.35
		MCDONALD'S CORP 3.5% 27/07/01	100,000	110,998.00
		MCDONALD'S CORP 3.6% 30/07/01	100,000	112,622.84
		MCDONALDS CORP 3.8% 28/04/01	150,000	170,807.64
		MCKESSON CORP 3.796% 24/03/15	100,000	107,535.63
		MCKESSON CORP 3.95% 28/02/16	200,000	227,124.40
		MEAD JOHNSON NUTRITION C 4.125% 25/11/15	60,000	67,611.97
		MEDTRONIC INC 3.5% 25/03/15	141,000	154,886.41
		MERCK & CO INC 2.8% 23/05/18	200,000	209,079.35
		MERCK & CO INC 3.4% 29/03/07	300,000	337,528.56
		MERCY HEALTHCARE SYSTEM 4.302% 28/07/01	15,000	17,470.30
		METLIFE INC 4.368% 23/09/15	100,000	108,261.80
		MICROCHIP TECHNOLOGY INC 4.333% 23/06/01	100,000	106,474.88
		MICRON TECHNOLOGY INC 5.327% 29/02/06	50,000	60,612.20
		MICROSOFT CORP 2% 23/08/08	200,000	206,297.77
		MICROSOFT CORP 2.375% 23/05/01	100,000	103,243.59
		MICROSOFT CORP 2.4% 26/08/08	150,000	159,880.65
		MICROSOFT CORP 2.7% 25/02/12	100,000	106,849.13
		MICROSOFT CORP 3.3% 27/02/06	300,000	334,212.40
		MICROSOFT CORP 3.625% 23/12/15	150,000	160,717.57
		MID-AMERICA APARTMENTS 3.95% 29/03/15	100,000	114,402.69
		MITSUBISHI UFJ FIN GRP 0.848% 24/09/15	200,000	200,885.43
		MITSUBISHI UFJ FIN GRP 2.665% 22/07/25	200,000	204,812.94
		MITSUBISHI UFJ FIN GRP 3.195% 29/07/18	200,000	217,987.95
		MITSUBISHI UFJ FIN GRP 3.407% 24/03/07	200,000	214,328.47
		MITSUBISHI UFJ FIN GRP 3.455% 23/03/02	100,000	104,996.64
		MITSUBISHI UFJ FIN GRP 4.05% 28/09/11	200,000	231,722.77
		MITSUBISHI UFJ FINANCIAL 2.757% 26/09/13	200,000	212,946.71
		MITSUBISHI UFJ FINANCIAL 3.961% 28/03/02	100,000	114,416.66
		MIZUHO FINANCIAL GROUP 0.849% 24/09/08	200,000	201,039.63
		MIZUHO FINANCIAL GROUP 1.554% 27/07/09	200,000	200,329.04
		MIZUHO FINANCIAL GROUP 2.721% 23/07/16	200,000	204,603.24
		MIZUHO FINANCIAL GROUP 2.869% 30/09/13	200,000	211,446.51
		MIZUHO FINANCIAL GROUP 4.018% 28/03/05	200,000	229,409.95
		MONDELEZ INTERNATIONAL 0.625% 22/07/01	70,000	70,265.89
		MOODY'S CORPORATION 4.5% 22/09/01	200,000	207,391.92
		MORGAN STANLEY 0.529% 24/01/25	200,000	199,853.70
		MORGAN STANLEY 0.56% 23/11/10	115,000	115,158.09
		MORGAN STANLEY 0.731% 24/04/05	190,000	190,421.18
		MORGAN STANLEY 0.79% 25/05/30	200,000	199,450.73
		MORGAN STANLEY 1.593% 27/05/04	245,000	247,275.20
		MORGAN STANLEY 2.188% 26/04/28	50,000	51,941.26
		MORGAN STANLEY 2.699% 31/01/22	300,000	314,248.30
		MORGAN STANLEY 3.125% 23/01/23	250,000	260,285.70
		MORGAN STANLEY 3.125% 26/07/27	450,000	487,266.50
		MORGAN STANLEY 3.591% 28/07/22	200,000	221,540.32
		MORGAN STANLEY 3.622% 31/04/01	200,000	224,133.54
		MORGAN STANLEY 3.737% 24/04/24	100,000	105,679.16
		MORGAN STANLEY 3.75% 23/02/25	200,000	210,578.72
		MORGAN STANLEY 3.772% 29/01/24	200,000	224,226.59
		MORGAN STANLEY 3.875% 26/01/27	500,000	559,339.06
		MORGAN STANLEY 3.95% 27/04/23	100,000	111,971.80
		MOTOROLA SOLUTIONS INC 2.75% 31/05/24	50,000	51,312.55
		MOTOROLA SOLUTIONS INC 4% 24/09/01	91,000	99,556.51
		MOTOROLA SOLUTIONS INC 4.6% 29/05/23	100,000	117,245.88
		MPLX LP 2.65% 30/08/15	45,000	45,567.23
		MPLX LP 3.375% 23/03/15	50,000	52,312.73
		MPLX LP 4.8% 29/02/15	100,000	117,627.40
		MPLX LP 4.875% 25/06/01	250,000	282,556.88
		MYLAN 3.95% 26/06/15	100,000	110,401.50
		NASDAQ 3.85% 26/06/30	30,000	33,653.95
		NATIONAL AUSTRALIA BK 2.5% 26/07/12	100,000	106,739.65
		NATIONAL AUSTRALIA BK/NY 3% 23/01/20	250,000	259,977.21
		NATIONAL FUEL GAS CO 3.95% 27/09/15	50,000	54,182.77
		NATIONAL FUEL GAS CO 4.75% 28/09/01	50,000	56,708.45
		NATIONAL FUEL GAS CO 5.5% 26/01/15	15,000	17,424.54
		NATIONAL HEALTH INVESTOR 3% 31/02/01	25,000	24,492.57
		NATIONAL RETAIL PROP INC 4.3% 28/10/15	65,000	74,015.53
		NATIONAL RETAIL PROPERTI 4% 25/11/15	65,000	72,009.02
		NATIONAL RURAL UTIL COOP 3.4% 23/11/15	100,000	106,136.79
		NATIONAL RURAL UTILITIES 5.25% 46/04/20	150,000	163,135.53
		NATWEST GROUP PLC 4.892% 29/05/18	400,000	470,592.86
		NATWEST GROUP PLC 6% 23/12/19	200,000	223,987.52
		NETAPP INC 2.375% 27/06/22	100,000	105,205.89
		NEXTERA ENERGY CAPITAL 1.9% 28/06/15	65,000	65,984.46
		NEXTERA ENERGY CAPITAL 2.75% 25/05/01	200,000	212,828.76
		NEXTERA ENERGY CAPITAL 2.8% 23/01/15	50,000	51,663.51
		NEXTERA ENERGY CAPITAL 5.65% 79/05/01	150,000	174,304.81
		NIKE INC 2.25% 23/05/01	50,000	51,495.82
		NIKE INC 2.375% 26/11/01	100,000	106,645.51
		NIKE INC 2.85% 30/03/27	50,000	54,551.40
		NISOURCE FINANCE CORP 3.49% 27/05/15	100,000	110,499.41
		NOMURA HOLDINGS INC 1.653% 26/07/14	100,000	99,940.35
		NOMURA HOLDINGS INC 3.103% 30/01/16	200,000	210,216.37
		NORFOLK SOUTHERN 2.9% 26/06/15	65,000	70,246.10
		NORFOLK SOUTHERN CORP 2.903% 23/02/15	100,000	103,601.87
		NORFOLK SOUTHERN CORP 3.15% 27/06/01	75,000	81,851.70
		NORTHERN TRUST CORP 3.375% 32/05/08	62,000	67,746.40
		NORTHERN TRUST CORP 3.65% 28/08/03	50,000	56,779.31
		NORTHERN TRUST CORP 3.95% 25/10/30	100,000	113,152.68
		NORTHROP GRUMMAN CORP 3.25% 28/01/15	200,000	218,681.25
		NOVARTIS CAPITAL CORP 1.75% 25/02/14	100,000	103,403.06
		NOVARTIS CAPITAL CORP 2% 27/02/14	200,000	208,485.20
		NSTAR ELECTRIC CO 3.2% 27/05/15	50,000	54,880.99
		NSTAR ELECTRIC CO 3.25% 29/05/15	100,000	110,212.35
		NUTRIEN LTD 3% 25/04/01	100,000	106,568.46
		NUTRIEN LTD 3.15% 22/10/01	150,000	153,920.44
		NVIDIA CORP 0.309% 23/06/15	85,000	85,069.11
		NVIDIA CORP 0.584% 24/06/14	75,000	75,318.42
		NVIDIA CORP 1.55% 28/06/15	100,000	100,182.49
		NVIDIA CORP 2% 31/06/15	100,000	100,006.87
		NVIDIA CORP 2.85% 30/04/01	100,000	108,422.80
		NVR INC 3% 30/05/15	65,000	69,205.87
		NXP BV/NXP FDG/NXP USA 3.4% 30/05/01	45,000	49,405.05
		NXP BV/NXP FDG/NXP USA 3.875% 26/06/18	100,000	111,118.70
		NXP BV/NXP FUNDING LLC 4.875% 24/03/01	100,000	110,129.44
		NXP BV/NXP FUNDING LLC 5.55% 28/12/01	100,000	123,119.73
		OAKTREE SPECIALTY LEND 1.007% 24/12/10	50,000	50,242.88
		OFFICE PPTY INCOME TRST 4.5% 25/02/01	100,000	108,688.04
		OKLAHOMA G&E CO 3.25% 30/04/01	55,000	59,962.04
		OLD REPUBLIC INTERNATION 3.875% 26/08/26	100,000	112,145.82
		OMEGA HLTHCARE INVESTORS 4.5% 25/01/15	50,000	54,681.55
		OMEGA HLTHCARE INVESTORS 4.5% 27/04/01	100,000	112,048.51
		OMEGA HLTHCARE INVESTORS 4.95% 24/04/01	100,000	108,663.24
		OMNICOM GROUP INC 2.45% 30/04/30	100,000	102,367.88
		ONCOR ELECTRIC DELIVERY 3.7% 28/11/15	100,000	113,301.70
		ONE GAS INC 1.1% 24/03/11	100,000	100,068.09
		ONE GAS INC 2% 30/05/15	100,000	99,146.78
		ONEOK INC 4% 27/07/13	85,000	94,008.44
		ONEOK INC 4.55% 28/07/15	150,000	171,213.15
		ONEOK INC 5.85% 26/01/15	65,000	76,920.01
		ORACLE CORP 2.3% 28/03/25	105,000	108,364.96
		ORACLE CORP 2.5% 22/10/15	150,000	153,876.68
		ORACLE CORP 2.625% 23/02/15	105,000	108,500.58
		ORACLE CORP 2.8% 27/04/01	700,000	744,052.47
		ORACLE CORP 2.875% 31/03/25	95,000	99,431.67
		ORACLE CORP 3.25% 27/11/15	150,000	162,968.17
		ORACLE CORP 3.25% 30/05/15	100,000	107,648.28
		ORACLE CORP 3.625% 23/07/15	150,000	159,258.67
		O'REILLY AUTOMOTIVE INC 4.35% 28/06/01	150,000	174,090.91
		ORIX CORP 2.9% 22/07/18	30,000	30,775.02
		ORIX CORP 3.25% 24/12/04	100,000	107,890.45
		ORIX CORP 3.7% 27/07/18	50,000	56,072.59
		OTIS WORLDWIDE CORP 2.293% 27/04/05	35,000	36,464.55
		OTIS WORLDWIDE CORP 2.565% 30/02/15	40,000	41,684.37
		OWENS CORNING 3.95% 29/08/15	180,000	204,506.35
		OWL ROCK CAPITAL CORP 2.875% 28/06/11	100,000	99,966.58
		OWL ROCK CAPITAL CORP 3.4% 26/07/15	100,000	104,556.43
		OWL ROCK CAPITAL CORP 4% 25/03/30	100,000	106,735.80
		PACCAR FINANCIAL CORP 2% 22/09/26	65,000	66,310.74
		PACCAR FINANCIAL CORP 3.4% 23/08/09	50,000	53,108.60
		PACIFIC GAS & ELECTRIC 1.367% 23/03/10	65,000	64,944.96
		PACIFIC GAS & ELECTRIC 3.25% 31/06/01	40,000	39,360.61
		PACIFIC GAS & ELECTRIC 3.45% 25/07/01	300,000	314,316.88
		PACIFIC GAS & ELECTRIC 3.75% 28/07/01	100,000	105,421.45
		PACIFIC GAS & ELECTRIC 4.55% 30/07/01	300,000	322,249.63
		PACKAGING CORP OF AMERIC 3.4% 27/12/15	35,000	38,357.89
		PARKER-HANNIFIN CORP 3.3% 24/11/21	150,000	161,615.06
		PAYPAL HOLDINGS INC 1.35% 23/06/01	35,000	35,619.64
		PAYPAL HOLDINGS INC 2.4% 24/10/01	105,000	110,538.17
		PAYPAL HOLDINGS INC 2.85% 29/10/01	200,000	216,771.46
		PEPSICO INC 0.75% 23/05/01	115,000	115,875.31
		PEPSICO INC 2.25% 25/03/19	100,000	105,356.70
		PEPSICO INC 2.75% 30/03/19	200,000	216,295.90
		PEPSICO INC 2.85% 26/02/24	100,000	108,399.54
		PEPSICO INC 3% 27/10/15	100,000	110,236.24
		PERRIGO FINANCE UNLIMITE 4.375% 26/03/15	200,000	220,609.30
		PFIZER INC 2.625% 30/04/01	200,000	213,830.22
		PFIZER INC 3% 23/06/15	250,000	263,039.92
		PFIZER INC 3.45% 29/03/15	100,000	112,800.21
		PHILIP MORRIS INTL INC 1.5% 25/05/01	100,000	102,269.18
		PHILIP MORRIS INTL INC 2.1% 30/05/01	35,000	35,044.85
		PHILIP MORRIS INTL INC 2.5% 22/11/02	100,000	102,583.44
		PHILIP MORRIS INTL INC 2.75% 26/02/25	150,000	160,032.17
		PHILIP MORRIS INTL INC 3.125% 27/08/17	100,000	109,254.57
		PHILLIPS 66 0.9% 24/02/15	100,000	99,930.37
		PHILLIPS 66 3.7% 23/04/06	100,000	105,440.31
		PHILLIPS 66 PARTNERS 3.55% 26/10/01	75,000	81,744.00
		PHILLIPS 66 PARTNERS LP 3.15% 29/12/15	100,000	105,386.24
		PIEDMONT NATURAL GAS CO 2.5% 31/03/15	155,000	158,097.69
		PIEDMONT OPERATING PARTN 3.15% 30/08/15	100,000	102,911.50
		PIONEER NATURAL RESOURCE 0.55% 23/05/15	150,000	150,152.83
		PIONEER NATURAL RESOURCE 2.15% 31/01/15	70,000	68,791.89
		PLAINS ALL AMER PIPELINE 3.6% 24/11/01	100,000	107,207.05
		PLAINS ALL AMER PIPELINE 4.5% 26/12/15	50,000	56,244.25
		PLAINS ALL AMER PIPELINE 4.65% 25/10/15	200,000	223,920.72
		PNC BANK NA 2.7% 29/10/22	100,000	106,456.78
		PNC BANK NA 3.25% 25/06/01	250,000	272,379.63
		PNC BANK NA 3.5% 23/06/08	250,000	264,511.24
		PNC BANK NA 4.05% 28/07/26	250,000	289,876.84
		PPG INDUSTRIES INC 2.55% 30/06/15	100,000	104,553.41
		PPG INDUSTRIES INC 3.2% 23/03/15	100,000	104,468.89
		PRAXAIR INC 1.1% 30/08/10	100,000	94,429.24
		PRAXAIR INC 3.2% 26/01/30	50,000	54,870.73
		PRECISION CASTPARTS CORP 2.5% 23/01/15	200,000	205,514.89
		PRICELINE GROUP 3.6% 26/06/01	100,000	110,934.32
		PRICELINE GROUP INC/THE 2.75% 23/03/15	100,000	103,791.23
		PRINCIPAL FINANCIAL GRP 2.125% 30/06/15	100,000	100,566.86
		PRINCIPAL FINANCIAL GRP 3.7% 29/05/15	50,000	56,655.85
		PROCTER & GAMBLE 2.45% 26/11/03	100,000	107,157.75
		PROCTER & GAMBLE CO/THE 1% 26/04/23	45,000	45,399.09
		PROCTER & GAMBLE CO/THE 2.8% 27/03/25	200,000	217,184.40
		PROCTER & GAMBLE CO/THE 3% 30/03/25	100,000	110,703.66
		PROGRESSIVE CORP 3.2% 30/03/26	100,000	110,365.99
		PROLOGIS LP 2.125% 27/04/15	50,000	52,128.26
		PROSPECT CAPITAL CORP 3.364% 26/11/15	55,000	55,370.05
		PROV ST JOSEPH HLTH OBL 2.532% 29/10/01	100,000	105,286.43
		PRUDENTIAL FINANCIAL INC 4.5% 47/09/15	100,000	109,244.23
		PRUDENTIAL FINANCIAL INC 5.625% 43/06/15	300,000	321,491.85
		PRUDENTIAL PLC 3.125% 30/04/14	100,000	108,094.13
		PUBLIC SERVICE COLORADO 3.7% 28/06/15	50,000	56,842.90
		PUBLIC SERVICE ELECTRIC 2.45% 30/01/15	35,000	36,803.01
		PUBLIC SERVICE ELECTRIC 3% 25/05/15	150,000	160,571.55
		PUBLIC SERVICE ELECTRIC 3% 27/05/15	100,000	108,560.59
		PUBLIC SERVICE ELECTRIC 3.25% 23/09/01	50,000	52,716.73
		PUBLIC STORAGE 3.094% 27/09/15	125,000	137,258.40
		PUGET ENERGY INC 5.625% 22/07/15	100,000	103,916.33
		QUALCOMM INC 2.9% 24/05/20	100,000	106,291.71
		QUALCOMM INC 3.25% 27/05/20	100,000	110,372.36
		QUEST DIAGNOSTICS INC 3.5% 25/03/30	100,000	108,686.36
		RALPH LAUREN CORP 3.75% 25/09/15	50,000	55,240.38
		RAYTHEON TECH CORP 2.25% 30/07/01	200,000	203,601.17
		RAYTHEON TECH CORP 2.5% 22/12/15	250,000	256,292.87
		REALTY INCOME CORP 0.75% 26/03/15	80,000	78,630.94
		REALTY INCOME CORP 3.65% 28/01/15	200,000	223,794.58
		REGENCY CENTERS LP 3.6% 27/02/01	30,000	33,400.97
		REGENCY CENTERS LP 4.125% 28/03/15	50,000	56,472.95
		REGENERON PHARMACEUTICAL 1.75% 30/09/15	135,000	128,675.46
		REINSURANCE GRP OF AMER 3.15% 30/06/15	35,000	37,673.43
		REINSURANCE GRP OF AMER 3.9% 29/05/15	75,000	84,486.59
		RELIANCE STEEL & ALUM 4.5% 23/04/15	100,000	105,800.96
		RELX CAPITAL INC 3% 30/05/22	85,000	91,226.01
		RENAISSANCERE FINANCE 3.45% 27/07/01	65,000	71,385.45
		RENAISSANCERE HOLDINGS L 3.6% 29/04/15	25,000	27,657.53
		REPUBLIC SERVICES INC 2.5% 24/08/15	45,000	47,249.95
		REPUBLIC SERVICES INC 3.375% 27/11/15	60,000	66,229.48
		REPUBLIC SERVICES INC 3.95% 28/05/15	100,000	114,314.45
		REYNOLDS AMERICAN INC 4.45% 25/06/12	250,000	277,686.85
		RIO TINTO FIN USA LTD 7.125% 28/07/15	100,000	135,846.00
		ROGERS COMMUNICATIONS IN 2.9% 26/11/15	200,000	214,278.26
		ROPER TECHNOLOGIES INC 2% 30/06/30	100,000	98,686.10
		ROPER TECHNOLOGIES INC 3.125% 22/11/15	150,000	154,417.74
		ROPER TECHNOLOGIES INC 3.8% 26/12/15	55,000	61,490.90
		ROYAL BANK OF CANADA 1.15% 26/07/14	100,000	99,818.78
		ROYAL BANK OF CANADA 1.2% 26/04/27	100,000	100,205.70
		ROYAL BANK OF CANADA 1.95% 23/01/17	100,000	102,490.73
		ROYAL BANK OF CANADA 2.25% 24/11/01	150,000	157,331.62
		ROYAL BANK OF CANADA 3.7% 23/10/05	100,000	107,202.86
		ROYAL BANK OF CANADA 4.65% 26/01/27	150,000	172,178.02
		ROYAL BK SCOTLND GRP PLC 4.445% 30/05/08	200,000	230,494.43
		ROYALTY PHARMA PLC 0.75% 23/09/02	105,000	105,316.77
		ROYALTY PHARMA PLC 2.2% 30/09/02	65,000	64,160.54
		RPM INTERNATIONAL INC 4.55% 29/03/01	50,000	57,932.53
		RYDER SYSTEM INC 3.65% 24/03/18	100,000	107,595.06
		S&P GLOBAL INC 4% 25/06/15	50,000	55,711.57
		SABINE PASS LIQUEFACTION 4.2% 28/03/15	400,000	453,306.84
		SABINE PASS LIQUEFACTION 5.75% 24/05/15	100,000	112,093.76
		SABRA HEALTH/CAPTL CORP 3.9% 29/10/15	50,000	53,202.22
		SABRA HEALTH/CAPTL CORP 4.8% 24/06/01	50,000	54,854.41
		SALESFORCE.COM INC 0.625% 24/07/15	55,000	55,059.78
		SALESFORCE.COM INC 1.95% 31/07/15	80,000	80,678.41
		SALESFORCE.COM INC 3.7% 28/04/11	200,000	227,731.35
		SANDS CHINA LTD 4.6% 23/08/08	200,000	211,860.00
		SANDS CHINA LTD 5.125% 25/08/08	200,000	223,828.00
		SANOFI 3.625% 28/06/19	100,000	114,623.48
		SANTANDER HOLDINGS USA 3.45% 25/06/02	100,000	107,685.00
		SANTANDER HOLDINGS USA 3.5% 24/06/07	70,000	74,955.05
		SANTANDER HOLDINGS USA 4.4% 27/07/13	120,000	135,069.55
		SANTANDER ISSUANCES 5.179% 25/11/19	200,000	228,967.08
		SANTANDER UK GROUP HLDGS 1.673% 27/06/14	200,000	200,274.49
		SANTANDER UK GROUP HLDGS 4.796% 24/11/15	200,000	218,517.55
		SCHLUMBERGER INVESTMENT 3.65% 23/12/01	200,000	213,376.96
		SEMPRA ENERGY 2.875% 22/10/01	100,000	102,234.14
		SEMPRA ENERGY 3.4% 28/02/01	100,000	110,210.43
		SHELL INTERNATIONAL 2.875% 26/05/10	200,000	216,656.81
		SHELL INTERNATIONAL FIN 2.375% 29/11/07	100,000	104,091.82
		SHELL INTERNATIONAL FIN 3.4% 23/08/12	350,000	372,069.94
		SHELL INTERNATIONAL FIN 3.875% 28/11/13	150,000	173,005.93
		SHERWIN-WILLIAMS CO 3.125% 24/06/01	50,000	53,394.32
		SHERWIN-WILLIAMS CO 3.45% 27/06/01	100,000	110,417.56
		SHIRE ACQ INV IRELAND DA 2.875% 23/09/23	150,000	156,929.42
		SIGNATURE BANK NEW YORK 4% 30/10/15	100,000	106,495.69
		SIMON PROPERTY GROUP LP 2.45% 29/09/13	100,000	103,450.40
		SIMON PROPERTY GROUP LP 2.65% 30/07/15	100,000	104,696.45
		SIMON PROPERTY GROUP LP 3.25% 26/11/30	100,000	109,581.61
		SIMON PROPERTY GROUP LP 3.375% 24/10/01	100,000	107,598.33
		SIMON PROPERTY GROUP LP 3.375% 27/12/01	100,000	109,962.00
		SIMON PROPERTY GROUP LP 3.5% 25/09/01	65,000	71,209.06
		SIXTH STREET SPECIALTY 2.5% 26/08/01	65,000	65,983.05
		SL GREEN REALTY CORP 4.5% 22/12/01	50,000	52,018.97
		SMITH & NEPHEW PLC 2.032% 30/10/14	50,000	49,194.51
		SOUTHERN CAL EDISON 2.25% 30/06/01	35,000	34,775.94
		SOUTHERN CAL EDISON 2.5% 31/06/01	50,000	50,040.50
		SOUTHERN CAL EDISON 3.5% 23/10/01	100,000	105,513.78
		SOUTHERN CALIF GAS CO 3.15% 24/09/15	100,000	107,037.32
		SOUTHERN CO 3.7% 30/04/30	250,000	277,182.19
		SOUTHERN CO 3.75% 51/09/15	100,000	100,660.00
		SOUTHERN CO 4% 51/01/15	100,000	105,995.00
		SOUTHERN CO GAS CAPITAL 2.45% 23/10/01	50,000	51,907.21
		SOUTHERN COPPER CORP 3.5% 22/11/08	67,000	69,345.00
		SOUTHWEST AIRLINES CO 3% 26/11/15	100,000	106,886.78
		SOUTHWEST AIRLINES CO 5.125% 27/06/15	170,000	200,436.48
		SOUTHWESTERN ELEC POWER 1.65% 26/03/15	100,000	101,644.20
		SOUTHWESTERN ELEC POWER 4.1% 28/09/15	100,000	114,570.36
		SPECTRA ENERGY PARTNERS 4.75% 24/03/15	150,000	164,652.46
		SPIRIT REALTY LP 3.2% 27/01/15	100,000	107,517.31
		SPIRIT REALTY LP 3.4% 30/01/15	100,000	107,342.69
		SSM HEALTH CARE 3.688% 23/06/01	100,000	105,177.00
		STANLEY BLACK & DECKER I 3.4% 26/03/01	70,000	77,111.37
		STANLEY BLACK & DECKER I 4% 60/03/15	30,000	31,986.00
		STARBUCKS CORP 2% 27/03/12	200,000	206,134.52
		STARBUCKS CORP 3.5% 28/03/01	50,000	56,212.94
		STARBUCKS CORP 3.8% 25/08/15	100,000	110,963.90
		STEEL DYNAMICS INC 2.8% 24/12/15	150,000	158,547.35
		STIFEL FIANCIAL 4.25% 24/07/18	100,000	109,663.32
		STORE CAPITAL CORP 4.625% 29/03/15	50,000	57,396.59
		STRYKER CORP 1.95% 30/06/15	100,000	99,454.84
		STRYKER CORP 3.5% 26/03/15	25,000	27,615.53
		SUMITOMO MITSUI FINANCIA 3.784% 26/03/09	150,000	167,438.17
		SUMITOMO MITSUI FINL GRP 0.948% 26/01/12	200,000	198,692.09
		SUMITOMO MITSUI FINL GRP 1.71% 31/01/12	200,000	195,595.20
		SUMITOMO MITSUI FINL GRP 2.448% 24/09/27	200,000	210,317.42
		SUMITOMO MITSUI FINL GRP 3.04% 29/07/16	200,000	215,222.34
		SUMITOMO MITSUI FINL GRP 3.102% 23/01/17	250,000	260,207.80
		SUMITOMO MITSUI FINL GRP 3.364% 27/07/12	200,000	221,135.27
		SUMITOMO MITSUI FINL GRP 3.544% 28/01/17	100,000	111,279.92
		SUMITOMO MITSUI FINL GRP 3.944% 28/07/19	100,000	114,267.56
		SUNCOR ENERGY INC 3.1% 25/05/15	40,000	42,854.93
		SUNOCO LOGISTICS PARTNER 4.25% 24/04/01	60,000	64,634.56
		SUNTRUST BANK 2.45% 22/08/01	100,000	102,108.86
		SUNTRUST BANK 3.3% 26/05/15	200,000	219,349.19
		SUNTRUST BANKS INC 4% 25/05/01	150,000	166,713.86
		SUTTER HEALTH 2.294% 30/08/15	100,000	101,883.62
		SUZANO AUSTRIA GMBH 6% 29/01/15	200,000	238,500.00
		SVB FINANCIAL GROUP 3.5% 25/01/29	150,000	162,352.13
		SYNCHRONY FINANCIAL 2.85% 22/07/25	30,000	30,680.25
		SYNCHRONY FINANCIAL 3.7% 26/08/04	150,000	164,292.70
		SYNOVUS FINANCIAL CORP 3.125% 22/11/01	30,000	30,840.81
		SYSCO CORPORATION 3.55% 25/03/15	150,000	163,530.42
		SYSCO CORPORATION 5.95% 30/04/01	120,000	154,444.99
		TAKEDA PHARMACEUTICAL 2.05% 30/03/31	200,000	198,515.36
		TAKEDA PHARMACEUTICAL 4.4% 23/11/26	200,000	216,961.04
		TARGET CORP 2.25% 25/04/15	250,000	263,163.39
		TARGET CORP 2.65% 30/09/15	100,000	107,637.35
		TC PIPELINES LP 3.9% 27/05/25	40,000	44,272.00
		TD AMERITRADE HOLDING CO 3.75% 24/04/01	100,000	108,441.24
		TECK RESOURCES LIMITED 3.9% 30/07/15	100,000	108,490.99
		TELEDYNE TECHNOLOGIES IN 0.65% 23/04/01	100,000	100,037.58
		TELEFONICA EMISIONES SAU 4.103% 27/03/08	150,000	169,044.00
		TELUS CORP 2.8% 27/02/16	50,000	53,699.59
		TEXAS INSTRUMENTS INC 1.375% 25/03/12	130,000	132,760.96
		TEXAS INSTRUMENTS INC 2.25% 29/09/04	65,000	67,949.74
		TEXAS INSTRUMENTS INC 2.9% 27/11/03	70,000	76,353.31
		TEXTRON INC 3% 30/06/01	100,000	106,475.54
		TEXTRON INC 4% 26/03/15	25,000	28,025.49
		TEXTRON INC 4.3% 24/03/01	115,000	124,460.88
		THERMO FISHER SCIENTIFIC 3.2% 27/08/15	200,000	218,865.32
		TIMKEN CO/THE 3.875% 24/09/01	70,000	74,992.08
		T-MOBILE USA INC 3.75% 27/04/15	650,000	722,182.50
		T-MOBILE USA INC 3.875% 30/04/15	200,000	224,134.00
		TORCHMARK CORP 3.8% 22/09/15	75,000	77,871.80
		TORONTO-DOMINION BANK 0.55% 24/03/04	250,000	250,006.49
		TORONTO-DOMINION BANK 1.2% 26/06/03	100,000	100,549.18
		TORONTO-DOMINION BANK 3.5% 23/07/19	200,000	212,751.67
		TORONTO-DOMINION BANK 3.625% 31/09/15	125,000	139,116.88
		TOTAL CAPITAL INTL SA 2.829% 30/01/10	200,000	214,928.24
		TOTAL CAPITAL INTL SA 3.7% 24/01/15	100,000	107,801.99
		TOTAL CAPITAL INTL SA 3.75% 24/04/10	150,000	163,873.91
		TOYOTA MOTOR CORP 0.681% 24/03/25	200,000	200,386.34
		TOYOTA MOTOR CORP 2.157% 22/07/02	55,000	56,035.23
		TOYOTA MOTOR CORP 3.419% 23/07/20	100,000	106,156.92
		TOYOTA MOTOR CORP 3.669% 28/07/20	70,000	79,644.99
		TOYOTA MOTOR CREDIT 2.25% 23/10/18	200,000	208,358.34
		TOYOTA MOTOR CREDIT CORP 0.4% 23/04/06	55,000	55,016.91
		TOYOTA MOTOR CREDIT CORP 0.5% 23/08/14	155,000	155,317.89
		TOYOTA MOTOR CREDIT CORP 1.125% 26/06/18	100,000	100,005.66
		TOYOTA MOTOR CREDIT CORP 1.8% 25/02/13	200,000	206,824.84
		TOYOTA MOTOR CREDIT CORP 1.9% 28/04/06	100,000	102,552.40
		TOYOTA MOTOR CREDIT CORP 2.15% 30/02/13	100,000	103,559.32
		TOYOTA MOTOR CREDIT CORP 2.9% 23/03/30	10,000	10,436.24
		TOYOTA MOTOR CREDIT CORP 3.2% 27/01/11	100,000	110,176.26
		TRANSCANADA PIPELINES 4.1% 30/04/15	100,000	114,933.51
		TRANSCANADA PIPELINES 4.25% 28/05/15	150,000	172,907.04
		TRANSCONT GAS PIPE LINE 3.25% 30/05/15	150,000	161,785.48
		TRANSCONT GAS PIPE LINE 7.85% 26/02/01	100,000	127,156.21
		TRIMBLE INC 4.9% 28/06/15	100,000	117,723.45
		TRUIST BANK 1.5% 25/03/10	250,000	256,245.00
		TRUIST FINANCIAL CORP 1.267% 27/03/02	60,000	60,174.89
		TRUIST FINANCIAL CORP 1.887% 29/06/07	225,000	227,673.68
		TRUIST FINANCIAL CORP 1.95% 30/06/05	65,000	65,428.87
		TYCO ELECTRONICS GROUP 3.7% 26/02/15	100,000	109,928.42
		TYSON FOODS INC 3.9% 23/09/28	40,000	42,833.10
		TYSON FOODS INC 3.95% 24/08/15	100,000	108,817.17
		TYSON FOODS INC 4.35% 29/03/01	100,000	117,049.84
		UNILEVER CAPITAL CORP 3.1% 25/07/30	100,000	108,767.45
		UNILEVER CAPITAL CORP 3.25% 24/03/07	100,000	106,792.74
		UNILEVER CAPITAL CORP 3.5% 28/03/22	100,000	112,822.45
		UNION ELECTRIC CO 2.95% 27/06/15	50,000	54,218.33
		UNION PACIFIC CORP 2.75% 26/03/01	100,000	107,037.01
		UNION PACIFIC CORP 3.25% 25/08/15	200,000	217,785.42
		UNION PACIFIC CORP 3.5% 23/06/08	100,000	105,877.15
		UNION PACIFIC CORP 3.75% 25/07/15	100,000	110,908.32
		UNITED AIR 2020-1 A PTT 5.875% 27/10/15	237,913	264,246.73
		UNITED AIR 2020-1 B PTT 4.875% 26/01/15	97,050	102,148.64
		UNITED PARCEL SERVICE 2.2% 24/09/01	20,000	20,945.64
		UNITED PARCEL SERVICE 2.5% 29/09/01	20,000	21,334.72
		UNITED PARCEL SERVICE 3.05% 27/11/15	150,000	167,016.00
		UNITED TECHNOLOGIES CORP 3.125% 27/05/04	150,000	163,508.55
		UNITEDHEALTH GROUP INC 0.55% 24/05/15	65,000	65,031.68
		UNITEDHEALTH GROUP INC 1.15% 26/05/15	100,000	100,315.05
		UNITEDHEALTH GROUP INC 2.375% 24/08/15	70,000	73,718.10
		UNITEDHEALTH GROUP INC 2.875% 29/08/15	75,000	81,238.46
		UNITEDHEALTH GROUP INC 3.45% 27/01/15	200,000	222,888.40
		UNITEDHEALTH GROUP INC 3.5% 23/06/15	250,000	265,139.13
		UNITEDHEALTH GROUP INC 3.5% 24/02/15	20,000	21,537.57
		UNITEDHEALTH GROUP INC 3.7% 25/12/15	20,000	22,329.67
		UNITEDHEALTH GROUP INC 3.875% 28/12/15	25,000	28,724.91
		UNUM GROUP 4% 24/03/15	100,000	107,877.08
		UPJOHN INC 2.3% 27/06/22	100,000	102,379.44
		UPJOHN INC 2.7% 30/06/22	100,000	101,501.98
		URD INC 2.95% 26/09/01	25,000	26,815.61
		US BANCORP 2.375% 26/07/22	150,000	159,310.07
		US BANCORP 2.4% 24/07/30	100,000	105,474.17
		US BANCORP 3.15% 27/04/27	100,000	109,947.94
		US BANK NA CINCINNATI 2.05% 25/01/21	250,000	261,567.60
		US BANK NA CINCINNATI 3.4% 23/07/24	250,000	264,974.94
		VALE OVERSEAS LIMITED 3.75% 30/07/08	100,000	106,823.00
		VALE OVERSEAS LIMITED 6.25% 26/08/10	100,000	120,701.00
		VALERO ENERGY CORP 2.15% 27/09/15	150,000	152,615.82
		VALERO ENERGY CORP 3.65% 25/03/15	150,000	163,454.44
		VALERO ENERGY CORP 4.35% 28/06/01	70,000	79,935.73
		VALERO ENERGY PARTNERS 4.375% 26/12/15	45,000	50,961.92
		VENTAS REALTY LP 3.5% 25/02/01	100,000	108,109.96
		VENTAS REALTY LP 4.4% 29/01/15	100,000	115,640.19
		VEREIT OPERATING PARTNER 3.95% 27/08/15	40,000	45,285.65
		VEREIT OPERATING PARTNER 4.6% 24/02/06	40,000	43,584.57
		VEREIT OPERATING PARTNER 4.875% 26/06/01	50,000	57,812.04
		VERISIGN INC 2.7% 31/06/15	100,000	101,803.62
		VERISK ANALYTICS INC 4% 25/06/15	100,000	110,816.66
		VERIZON COMMUNICATIONS 0.75% 24/03/22	250,000	250,925.10
		VERIZON COMMUNICATIONS 1.68% 30/10/30	397,000	381,830.92
		VERIZON COMMUNICATIONS 2.1% 28/03/22	300,000	307,324.53
		VERIZON COMMUNICATIONS 3.376% 25/02/15	300,000	325,786.48
		VERIZON COMMUNICATIONS 4.125% 27/03/16	200,000	228,423.68
		VERIZON COMMUNICATIONS 4.329% 28/09/21	321,000	373,211.57
		VF CORP 2.95% 30/04/23	65,000	69,159.41
		VIACOM INC 3.875% 24/04/01	100,000	107,568.87
		VIACOMCBS INC 3.7% 28/06/01	200,000	223,569.21
		VIRGINIA ELEC & POWER CO 3.1% 25/05/15	100,000	107,238.78
		VIRGINIA ELECTRIC & POWE 3.15% 26/01/15	200,000	218,113.71
		VISA INC 1.9% 27/04/15	350,000	362,506.15
		VISA INC 2.05% 30/04/15	95,000	98,121.39
		VISA INC 2.15% 22/09/15	20,000	20,424.01
		VISA INC 2.75% 27/09/15	50,000	54,313.68
		VMWARE INC 3.9% 27/08/21	100,000	111,937.37
		VODAFONE GROUP PLC 4.375% 28/05/30	100,000	116,722.84
		VORNADO REALTY LP 3.5% 25/01/15	100,000	106,365.43
		VOYA FINANCIAL 3.65% 26/06/15	100,000	111,015.66
		VULCAN MATERIALS CO 3.9% 27/04/01	20,000	22,601.97
		VULCAN MATERIALS CO 4.5% 25/04/01	100,000	112,009.89
		WABTEC 4.95% 28/09/15	150,000	175,272.77
		WAL MART STORES INC 2.55% 23/04/11	200,000	206,768.39
		WALGREENS BOOTS ALLIANCE 3.2% 30/04/15	75,000	80,449.38
		WALMART INC 2.375% 29/09/24	90,000	95,735.53
		WALMART INC 3.55% 25/06/26	100,000	110,513.21
		WALMART INC 3.7% 28/06/26	400,000	456,162.96
		WALT DISNEY COMPANY/THE 1.65% 22/09/01	35,000	35,524.31
		WALT DISNEY COMPANY/THE 2% 29/09/01	65,000	65,861.83
		WALT DISNEY COMPANY/THE 2.2% 28/01/13	270,000	280,659.87
		WALT DISNEY COMPANY/THE 2.35% 22/12/01	150,000	154,080.15
		WALT DISNEY COMPANY/THE 2.95% 27/06/15	100,000	109,521.40
		WALT DISNEY COMPANY/THE 3.7% 24/09/15	100,000	108,811.43
		WALT DISNEY COMPANY/THE 3.8% 30/03/22	100,000	114,578.56
		WASTE CONNECTIONS INC 3.5% 29/05/01	100,000	110,639.08
		WASTE MANAGEMENT INC 2% 29/06/01	100,000	101,534.16
		WASTE MANAGEMENT INC 2.9% 22/09/15	150,000	153,513.80
		WEC ENERGY GROUP INC 0.55% 23/09/15	100,000	100,010.66
		WEIBO CORP 3.375% 30/07/08	200,000	204,836.16
		WELLS FARGO & CO 3.55% 25/09/29	200,000	220,336.52
		WELLS FARGO & COMPANY 0.805% 25/05/19	85,000	84,956.50
		WELLS FARGO & COMPANY 1.654% 24/06/02	150,000	153,134.95
		WELLS FARGO & COMPANY 2.164% 26/02/11	325,000	337,612.69
		WELLS FARGO & COMPANY 2.188% 26/04/30	95,000	98,727.43
		WELLS FARGO & COMPANY 2.393% 28/06/02	200,000	208,366.32
		WELLS FARGO & COMPANY 3.196% 27/06/17	200,000	216,206.01
		WELLS FARGO & COMPANY 3.584% 28/05/22	465,000	514,293.78
		WELLS FARGO & COMPANY 3.75% 24/01/24	250,000	268,695.41
		WELLS FARGO & COMPANY 4.1% 26/06/03	200,000	224,874.98
		WELLS FARGO & COMPANY 4.125% 23/08/15	250,000	268,521.56
		WELLS FARGO & COMPANY 4.15% 29/01/24	250,000	287,972.95
		WELLTOWER INC 2.05% 29/01/15	60,000	60,425.53
		WELLTOWER INC 2.7% 27/02/15	100,000	106,507.93
		WELLTOWER INC 3.625% 24/03/15	130,000	139,537.97
		WELLTOWER INC 4.25% 28/04/15	50,000	57,627.18
		WESTERN UNION CO/THE 4.25% 23/06/09	50,000	53,383.12
		WESTPAC BANKING CORP 2% 23/01/13	30,000	30,788.31
		WESTPAC BANKING CORP 2.15% 31/06/03	100,000	101,892.80
		WESTPAC BANKING CORP 2.668% 35/11/15	85,000	84,151.70
		WESTPAC BANKING CORP 2.894% 30/02/04	250,000	259,637.50
		WESTPAC BANKING CORP 3.35% 27/03/08	100,000	110,993.29
		WESTPAC BANKING CORP 3.65% 23/05/15	100,000	106,135.06
		WESTPAC BANKING CORP 4.11% 34/07/24	150,000	165,235.50
		WESTPAC BANKING CORP 4.322% 31/11/23	100,000	111,329.03
		WHIRLPOOL CORP 3.7% 25/05/01	100,000	109,582.69
		WILLIAMS COMPANIES INC 4.55% 24/06/24	140,000	154,212.47
		WILLIAMS PARTNERS LP 4.3% 24/03/04	200,000	217,127.31
		WILLIS NORTH AMERICA INC 3.6% 24/05/15	50,000	53,792.72
		WILLIS NORTH AMERICA INC 4.5% 28/09/15	100,000	116,019.89
		WISCONSIN ELECTRIC POWER 1.7% 28/06/15	65,000	65,437.88
		WPP FINANCE 2010 3.625% 22/09/07	150,000	155,081.63
		WRKCO INC 4% 28/03/15	50,000	56,666.26
		WRKCO INC 4.9% 29/03/15	200,000	240,877.96
		WW GRAINGER INC 1.85% 25/02/15	50,000	51,778.00
		WYETH 6.45% 24/02/01	100,000	115,132.81
		XCEL ENERGY INC 0.5% 23/10/15	100,000	100,045.36
		XCEL ENERGY INC 4% 28/06/15	50,000	57,046.07
		XLIT LTD 4.45% 25/03/31	50,000	56,114.65
		XYLEM INC 3.25% 26/11/01	55,000	60,489.11
		ZIMMER BIOMET HOLDINGS 3.05% 26/01/15	100,000	107,915.31
		ZIMMER HOLDINGS INC 3.55% 25/04/01	100,000	108,649.40
		ZOETIS INC 2% 30/05/15	100,000	99,880.37
		ZOETIS INC 3.9% 28/08/20	25,000	28,593.69
	アメリカ・ドル 小計		169,843,213	182,955,480.50 (20,156,205,286)
社債券 小計				20,156,205,286 (20,156,205,286)
合計				20,156,205,286 (20,156,205,286)

(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	1,314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。