有価証券報告書(内国投資信託受益証券)-第22期(令和3年7月13日-令和4年1月11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	71,230,813	153,509,525
合計		71,230,813	153,509,525

(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 7月12日現在)	(2022年 1月11日現在)
		金 額	金 額
資産の部
流動資産
預金		72,445,290	64,372,946
金銭信託		64,126	3,167,755
コール・ローン		54,367,496	37,650,250
社債券		20,156,205,286	20,010,775,443
派生商品評価勘定		320	46,955
未収利息		165,927,178	161,388,578
前払費用		1,146,870	3,123,300
流動資産合計		20,450,156,566	20,280,525,227
資産合計		20,450,156,566	20,280,525,227
負債の部
流動負債
派生商品評価勘定		16,311	―
未払金		44,574,666	20,126,772
未払解約金		9,817,525	9,046,335
未払利息		145	101
その他未払費用		2	34
流動負債合計		54,408,649	29,173,242
負債合計		54,408,649	29,173,242
純資産の部
元本等
元本	1	9,725,238,475	9,396,783,355
剰余金
剰余金又は欠損金(△)		10,670,509,442	10,854,568,630
元本等合計		20,395,747,917	20,251,351,985
純資産合計		20,395,747,917	20,251,351,985
負債純資産合計		20,450,156,566	20,280,525,227

(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礎となる事項	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)

自 2021年 1月13日 至 2021年 7月12日	自 2021年 7月13日 至 2022年 1月11日
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。	同左

(貸借対照表に関する注記)

	区 分	(2021年 7月12日現在)	(2022年 1月11日現在)
1	期首元本額	14,525,295,874円	9,725,238,475円
	期中追加設定元本額	868,533,969円	464,169,777円
	期中一部解約元本額	5,668,591,368円	792,624,897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>	5,584,790,178円	5,578,329,955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)	77,297,582円	71,230,813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>	288,706,443円	319,820,254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)	1,427,099,224円	921,553,051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	197,291,892円	454,641,516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>	2,150,053,156円	2,051,207,766円
	計	9,725,238,475円	9,396,783,355円
2	受益権の総数	9,725,238,475口	9,396,783,355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 7月12日現在)	(2022年 1月11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。	金融商品の時価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)
	(2021年 7月12日現在)	(2022年 1月11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	94,877,771	△581,779,895
合計	94,877,771	△581,779,895

(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 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

		(単位:円)
		(2022年 1月11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	8,300,000	―	8,253,045	46,955
	合 計	8,300,000	―	8,253,045	46,955

(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。
(3)上記の算定方法にて、適正な時価と認定できない事由が認められた場合は、投資信託委託会社が忠実義務に基づいて合理的な事由をもって時価と認めた価額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 7月12日現在)		(2022年 1月11日現在)
1口当たり純資産額	2.0972	円	2.1551	円
(1万口当たり純資産額)	(20,972	円)	(21,551	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	157,446.82
		3M COMPANY 2% 25/02/14	100,000	101,851.78
		3M COMPANY 3.05% 30/04/15	100,000	105,384.57
		ABBOTT LABORATORIES 3.75% 26/11/30	100,000	109,041.34
		ABBVIE INC 2.95% 26/11/21	145,000	150,467.31
		ABBVIE INC 3.2% 29/11/21	200,000	209,757.56
		ABBVIE INC 3.6% 25/05/14	100,000	105,535.88
		ABBVIE INC 3.8% 25/03/15	300,000	317,876.00
		ABBVIE INC 4.25% 28/11/14	200,000	222,859.03
		AERCAP IRELAND CAP/GLOBA 1.15% 23/10/29	150,000	148,997.19
		AERCAP IRELAND CAP/GLOBA 1.65% 24/10/29	150,000	149,078.11
		AERCAP IRELAND CAP/GLOBA 1.75% 24/10/29	150,000	149,242.89
		AERCAP IRELAND CAP/GLOBA 2.45% 26/10/29	150,000	148,847.12
		AERCAP IRELAND CAP/GLOBA 3.15% 24/02/15	150,000	154,009.56
		AERCAP IRELAND CAP/GLOBA 3.65% 27/07/21	150,000	156,175.17
		AERCAP IRELAND CAP/GLOBA 4.875% 24/01/16	150,000	158,727.83
		AFFILIATED MANAGERS GROU 3.3% 30/06/15	70,000	72,646.86
		AFLAC INC 1.125% 26/03/15	40,000	38,937.85
		AFLAC INC 2.875% 26/10/15	50,000	52,002.52
		AFLAC INC 3.6% 30/04/01	65,000	70,478.39
		AGILENT TECHNOLOGIES INC 2.1% 30/06/04	60,000	57,570.34
		AGILENT TECHNOLOGIES INC 2.3% 31/03/12	100,000	96,856.81
		AGILENT TECHNOLOGIES INC 3.05% 26/09/22	65,000	67,893.49
		AGREE LP 2% 28/06/15	65,000	63,054.19
		AIR LEASE CORP 0.8% 24/08/18	40,000	39,002.49
		AIR LEASE CORP 2.3% 25/02/01	150,000	150,706.81
		AIR LEASE CORP 2.75% 23/01/15	250,000	253,788.70
		AIR LEASE CORP 3.125% 30/12/01	100,000	99,345.00
		AIR LEASE CORP 3.625% 27/12/01	150,000	156,618.30
		AIR PRODUCTS & CHEMICALS 2.05% 30/05/15	35,000	34,396.22
		AIRCASTLE LTD 4.125% 24/05/01	50,000	52,163.57
		AIRCASTLE LTD 4.25% 26/06/15	65,000	68,910.03
		AIRCASTLE LTD 5% 23/04/01	50,000	52,071.91
		ALEXANDRIA REAL ESTATE E 3.95% 28/01/15	100,000	109,332.97
		ALIBABA GROUP HOLDING 3.4% 27/12/06	200,000	209,332.58
		ALIBABA GROUP HOLDING 3.6% 24/11/28	100,000	104,889.65
		ALLEGION US HOLDING CO 3.2% 24/10/01	50,000	51,780.98
		ALLEGION US HOLDING CO 3.55% 27/10/01	50,000	52,273.62
		ALLIED WORLD ASSURANCE 4.35% 25/10/29	50,000	53,328.85
		ALLSTATE CORP 3.15% 23/06/15	100,000	103,064.35
		ALLSTATE CORP 5.75% 53/08/15	100,000	103,750.00
		ALLY FINANCIAL INC 3.875% 24/05/21	250,000	262,435.81
		ALPHABET INC 0.8% 27/08/15	150,000	142,779.55
		ALPHABET INC 1.1% 30/08/15	130,000	119,897.66
		ALTRIA GROUP INC 3.4% 30/05/06	25,000	25,574.99
		ALTRIA GROUP INC 4.4% 26/02/14	156,000	169,748.91
		ALTRIA GROUP INC 4.8% 29/02/14	150,000	166,741.38
		AMAZON COM INC 5.2% 25/12/03	50,000	56,467.25
		AMAZON.COM INC 0.25% 23/05/12	40,000	39,791.96
		AMAZON.COM INC 0.45% 24/05/12	45,000	44,418.29
		AMAZON.COM INC 1% 26/05/12	100,000	97,838.57
		AMAZON.COM INC 1.2% 27/06/03	200,000	193,929.34
		AMAZON.COM INC 1.65% 28/05/12	200,000	196,544.89
		AMAZON.COM INC 2.1% 31/05/12	100,000	98,532.57
		AMAZON.COM INC 2.4% 23/02/22	250,000	254,681.93
		AMAZON.COM INC 3.15% 27/08/22	100,000	106,388.63
		AMCOR FLEXIBLES NORTH AM 2.69% 31/05/25	65,000	64,756.24
		AMEREN CORP 3.65% 26/02/15	100,000	105,700.83
		AMERICAN CAMPUS CMNTYS 2.25% 29/01/15	50,000	48,479.77
		AMERICAN ELECTRIC POWER 0.75% 23/11/01	20,000	19,837.41
		AMERICAN EXPRESS CO 3% 24/10/30	100,000	104,397.13
		AMERICAN EXPRESS CO 3.4% 24/02/22	200,000	208,860.36
		AMERICAN EXPRESS CO 3.625% 24/12/05	350,000	371,473.93
		AMERICAN FINANCIAL GROUP 3.5% 26/08/15	50,000	52,879.54
		AMERICAN HOMES 4 RENT 2.375% 31/07/15	100,000	96,077.72
		AMERICAN HONDA FINANCE 0.65% 23/09/08	100,000	99,413.52
		AMERICAN HONDA FINANCE 0.875% 23/07/07	65,000	64,828.48
		AMERICAN HONDA FINANCE 1.3% 26/09/09	85,000	82,919.40
		AMERICAN HONDA FINANCE 1.95% 23/05/10	100,000	101,283.44
		AMERICAN HONDA FINANCE 2.9% 24/02/16	200,000	206,961.17
		AMERICAN HONDA FINANCE 3.5% 28/02/15	100,000	107,752.47
		AMERICAN HONDA FINANCE 3.625% 23/10/10	75,000	78,398.03
		AMERICAN INTL GROUP 2.5% 25/06/30	100,000	102,291.75
		AMERICAN INTL GROUP 3.4% 30/06/30	200,000	212,818.63
		AMERICAN INTL GROUP 4.2% 28/04/01	75,000	83,071.80
		AMERICAN TOWER CORP 1.5% 28/01/31	100,000	94,143.65
		AMERICAN TOWER CORP 2.3% 31/09/15	70,000	66,153.65
		AMERICAN TOWER CORP 2.7% 31/04/15	100,000	97,974.44
		AMERICAN TOWER CORP 2.9% 30/01/15	50,000	50,155.09
		AMERICAN TOWER CORP 3% 23/06/15	150,000	153,753.54
		AMERICAN TOWER CORP 3.95% 29/03/15	300,000	321,720.28
		AMERICAN TOWER CORP 5% 24/02/15	100,000	107,160.91
		AMERICAN WATER CAPITAL 3.4% 25/03/01	100,000	104,647.91
		AMERICAN WATER CAPITAL 3.75% 28/09/01	100,000	107,979.21
		AMERICAN WATER CAPITAL C 2.3% 31/06/01	50,000	48,918.23
		AMERIPRISE FINANCIAL INC 4% 23/10/15	150,000	157,444.09
		AMERISOURCEBERGEN CORP 2.8% 30/05/15	100,000	101,192.67
		AMERISOURCEBERGEN CORP 3.45% 27/12/15	100,000	105,847.98
		AMGEN INC 1.65% 28/08/15	200,000	192,980.11
		AMGEN INC 1.9% 25/02/21	65,000	65,740.04
		AMGEN INC 2.2% 27/02/21	170,000	171,782.24
		AMGEN INC 2.25% 23/08/19	100,000	101,769.32
		AMPHENOL CORP 2.05% 25/03/01	100,000	101,128.38
		AMPHENOL CORP 2.2% 31/09/15	60,000	57,362.89
		ANALOG DEVICES INC 1.7% 28/10/01	45,000	44,096.59
		ANALOG DEVICES INC 2.1% 31/10/01	60,000	58,856.74
		ANGLOGOLD HOLDINGS PLC 3.375% 28/11/01	200,000	194,143.31
		ANHEUSER-BUSCH INBEV WOR 4.75% 29/01/23	550,000	631,325.17
		ANTHEM INC 0.45% 23/03/15	200,000	198,876.02
		ANTHEM INC 2.25% 30/05/15	135,000	131,778.95
		ANTHEM INC 3.65% 27/12/01	100,000	107,924.55
		AON CORP 2.8% 30/05/15	200,000	202,625.11
		AON CORP/AON GLOBAL HOLD 2.05% 31/08/23	100,000	94,745.90
		APPALACHIAN POWER CO 3.3% 27/06/01	100,000	105,604.95
		APPLE INC 1.4% 28/08/05	100,000	96,167.26
		APPLE INC 1.65% 31/02/08	200,000	189,895.54
		APPLE INC 1.7% 31/08/05	100,000	95,217.01
		APPLE INC 1.8% 24/09/11	100,000	101,594.55
		APPLE INC 2.2% 29/09/11	100,000	100,315.29
		APPLE INC 2.4% 23/01/13	100,000	101,814.81
		APPLE INC 2.4% 23/05/03	100,000	102,048.47
		APPLE INC 2.5% 25/02/09	100,000	103,303.82
		APPLE INC 2.9% 27/09/12	450,000	472,562.20
		APPLE INC 3% 24/02/09	150,000	155,676.29
		APPLE INC 3% 27/11/13	200,000	211,230.04
		APPLE INC 3.2% 27/05/11	112,000	119,114.18
		APPLE INC 3.35% 27/02/09	350,000	374,156.57
		APPLE INC 3.45% 24/05/06	100,000	105,309.29
		APPLIED MATERIALS INC 1.75% 30/06/01	130,000	125,018.55
		ARES CAPITAL CORP 2.875% 27/06/15	100,000	99,282.82
		ARES CAPITAL CORP 2.875% 28/06/15	200,000	195,612.95
		ARES CAPITAL CORP 3.875% 26/01/15	100,000	104,299.09
		ARIZONA PUBLIC SERVICE 2.95% 27/09/15	100,000	103,956.69
		ASTRAZENECA PLC 1.375% 30/08/06	200,000	184,702.94
		ASTRAZENECA PLC 3.375% 25/11/16	150,000	159,594.97
		ASTRAZENECA PLC 4% 29/01/17	200,000	222,167.17
		AT&T INC 0.9% 24/03/25	100,000	98,999.62
		AT&T INC 1.7% 26/03/25	200,000	196,919.78
		AT&T INC 4.1% 28/02/15	200,000	218,743.68
		AT&T INC 4.25% 27/03/01	100,000	109,479.88
		AT&T INC 4.35% 29/03/01	320,000	353,159.38
		AT&T INC 4.45% 24/04/01	200,000	212,284.98
		ATHENE HOLDING LTD 4.125% 28/01/12	150,000	161,676.75
		ATMOS ENERGY CORP 3% 27/06/15	65,000	68,005.28
		AUTODESK INC 4.375% 25/06/15	100,000	107,643.64
		AUTOMATIC DATA PROCESSNG 1.7% 28/05/15	160,000	157,322.82
		AUTONATION INC 1.95% 28/08/01	30,000	28,846.98
		AUTONATION INC 3.5% 24/11/15	100,000	104,729.36
		AUTONATION INC 4.5% 25/10/01	20,000	21,644.19
		AUTOZONE INC 3.25% 25/04/15	110,000	114,571.78
		AUTOZONE INC 4% 30/04/15	100,000	109,667.16
		AVALONBAY COMMUNITIES 1.9% 28/12/01	250,000	244,676.47
		AVALONBAY COMMUNITIES 3.3% 29/06/01	65,000	69,000.16
		AVALONBAY COMMUNITIES IN 2.9% 26/10/15	50,000	52,037.97
		AVANGRID INC 3.8% 29/06/01	75,000	80,657.98
		AVERY DENNISON CORP 0.85% 24/08/15	40,000	39,362.79
		AVERY DENNISON CORP 4.875% 28/12/06	100,000	115,208.88
		AVNET INC 3% 31/05/15	100,000	97,021.44
		AXA EQUITABLE HOLDINGS I 3.9% 23/04/20	65,000	67,061.94
		AXA EQUITABLE HOLDINGS I 4.35% 28/04/20	100,000	111,021.89
		AXIS SPECIALTY FINAN PLC 4% 27/12/06	100,000	107,596.87
		BAIDU INC 1.625% 27/02/23	200,000	192,134.18
		BAIDU INC 3.625% 27/07/06	200,000	211,885.88
		BAIDU INC 3.875% 23/09/29	100,000	103,802.62
		BAKER HUGHES LLC/CO-OBL 2.061% 26/12/15	100,000	99,699.63
		BAKER HUGHES LLC/CO-OBL 3.337% 27/12/15	150,000	157,773.10
		BALTIMORE GAS & ELECTRIC 2.25% 31/06/15	200,000	196,546.96
		BANCO BILBAO VIZCAYA ARG 1.125% 25/09/18	100,000	97,132.12
		BANCO SANTANDER 0.701% 24/06/30	200,000	198,644.28
		BANCO SANTANDER SA 2.746% 25/05/28	200,000	205,071.55
		BANCO SANTANDER SA 2.958% 31/03/25	200,000	199,635.01
		BANCO SANTANDER SA 3.8% 28/02/23	100,000	106,788.48
		BANK OF AMERICA CORP 0.523% 24/06/14	200,000	198,193.36
		BANK OF AMERICA CORP 0.976% 25/04/22	150,000	148,156.96
		BANK OF AMERICA CORP 1.658% 27/03/11	100,000	97,820.70
		BANK OF AMERICA CORP 1.898% 31/07/23	200,000	186,680.04
		BANK OF AMERICA CORP 2.087% 29/06/14	200,000	193,871.77
		BANK OF AMERICA CORP 2.299% 32/07/21	200,000	191,393.34
		BANK OF AMERICA CORP 2.482% 36/09/21	100,000	93,591.85
		BANK OF AMERICA CORP 2.496% 31/02/13	150,000	146,988.15
		BANK OF AMERICA CORP 2.572% 32/10/20	100,000	97,570.90
		BANK OF AMERICA CORP 2.592% 31/04/29	95,000	93,773.38
		BANK OF AMERICA CORP 2.651% 32/03/11	100,000	98,534.67
		BANK OF AMERICA CORP 2.687% 32/04/22	200,000	197,063.43
		BANK OF AMERICA CORP 3.194% 30/07/23	150,000	154,463.35
		BANK OF AMERICA CORP 3.419% 28/12/20	783,000	822,264.24
		BANK OF AMERICA CORP 3.458% 25/03/15	450,000	468,565.41
		BANK OF AMERICA CORP 3.559% 27/04/23	500,000	527,448.21
		BANK OF AMERICA CORP 3.593% 28/07/21	150,000	159,014.36
		BANK OF AMERICA CORP 3.864% 24/07/23	500,000	519,152.62
		BANK OF AMERICA CORP 3.974% 30/02/07	250,000	270,145.73
		BANK OF AMERICA CORP 4% 25/01/22	100,000	106,183.41
		BANK OF AMERICA CORP 4.183% 27/11/25	400,000	432,398.90
		BANK OF AMERICA CORP 4.271% 29/07/23	400,000	438,014.06
		BANK OF MONTREAL 0.625% 24/07/09	70,000	68,706.61
		BANK OF MONTREAL 1.25% 26/09/15	100,000	96,704.20
		BANK OF MONTREAL 1.85% 25/05/01	200,000	201,269.41
		BANK OF MONTREAL 3.3% 24/02/05	150,000	156,236.58
		BANK OF NEW YORK MELLON 2.2% 23/08/16	200,000	203,872.11
		BANK OF NEW YORK MELLON 3.25% 24/09/11	100,000	104,865.94
		BANK OF NOVA SCO 1.35% 26/06/24	200,000	195,250.60
		BANK OF NOVA SCOTIA 0.55% 23/09/15	100,000	99,094.08
		BANK OF NOVA SCOTIA 1.3% 26/09/15	100,000	96,711.53
		BANK OF NOVA SCOTIA 1.95% 27/02/02	140,000	138,817.00
		BANK OF NOVA SCOTIA 2.2% 25/02/03	100,000	101,673.85
		BANK OF NOVA SCOTIA 2.375% 23/01/18	50,000	50,906.00
		BANK OF NY MELLON CORP 0.5% 24/04/26	150,000	147,662.47
		BANK OF NY MELLON CORP 1.8% 31/07/28	100,000	95,377.82
		BANK OF NY MELLON CORP 2.8% 26/05/04	100,000	103,976.46
		BANK OF NY MELLON CORP 3.4% 28/01/29	100,000	107,574.29
		BANK OF NY MELLON CORP 3.442% 28/02/07	100,000	106,701.71
		BANKUINTED INC 5.125% 30/06/11	100,000	112,034.55
		BARCLAYS PLC 1.007% 24/12/10	200,000	197,902.53
		BARCLAYS PLC 4.972% 29/05/16	200,000	225,267.75
		BARCLAYS PLC 5.088% 30/06/20	300,000	334,002.21
		BARCLAYS PLC 5.2% 26/05/12	100,000	110,389.00
		BAT CAPITAL CORP 2.259% 28/03/25	150,000	144,695.39
		BAT CAPITAL CORP 2.789% 24/09/06	70,000	71,815.26
		BAT CAPITAL CORP 3.215% 26/09/06	100,000	103,084.77
		BAT CAPITAL CORP 3.557% 27/08/15	100,000	103,495.02
		BAT CAPITAL CORP 4.906% 30/04/02	100,000	111,048.29
		BAXALTA INC 4% 25/06/23	30,000	32,088.87
		BAXTER INTERNATIONAL INC 1.322% 24/11/29	300,000	297,843.00
		BAXTER INTERNATIONAL INC 3.95% 30/04/01	100,000	109,662.85
		BECTON DICKINSON AND CO 1.957% 31/02/11	65,000	61,344.64
		BECTON DICKINSON AND CO 3.363% 24/06/06	91,000	94,864.65
		BEMIS COMPANY INC 2.63% 30/06/19	100,000	98,963.49
		BERKSHIRE HATHAWAY ENERG 2.8% 23/01/15	165,000	168,216.96
		BERKSHIRE HATHAWAY ENERG 3.25% 28/04/15	100,000	105,809.15
		BERKSHIRE HATHAWAY ENERG 3.75% 23/11/15	100,000	104,293.01
		BERKSHIRE HATHAWAY FIN 1.45% 30/10/15	80,000	74,975.78
		BERKSHIRE HATHAWAY INC 3.125% 26/03/15	200,000	211,566.41
		BERRY GLOBAL INC 1.57% 26/01/15	100,000	97,274.35
		BEST BUY CO INC 4.45% 28/10/01	100,000	111,898.57
		BIOGEN INC 2.25% 30/05/01	35,000	33,850.88
		BIOGEN INC 4.05% 25/09/15	100,000	107,834.23
		BLACK HILLS CORP 3.05% 29/10/15	50,000	51,063.05
		BLACK HILLS CORP 3.95% 26/01/15	50,000	53,404.38
		BLACKROCK INC 3.2% 27/03/15	100,000	106,468.24
		BLACKROCK INC 3.25% 29/04/30	60,000	64,101.42
		BLACKROCK INC 3.5% 24/03/18	100,000	105,340.33
		BLACKSTONE PRIVATE CRE 1.75% 24/09/15	100,000	98,000.59
		BLACKSTONE PRIVATE CRE 2.7% 25/01/15	75,000	74,995.50
		BLACKSTONE SECURED LEND 2.125% 27/02/15	150,000	143,907.70
		BLOCK FINANCIAL 2.5% 28/07/15	45,000	44,557.07
		BOARDWALK PIPELINES LP 4.45% 27/07/15	100,000	107,992.86
		BOARDWALK PIPELINES LP 4.8% 29/05/03	20,000	22,091.19
		BOEING CO 1.875% 23/06/15	250,000	251,991.50
		BOEING CO 2.196% 26/02/04	300,000	296,903.47
		BOEING CO 2.7% 27/02/01	145,000	146,469.01
		BOEING CO 3.25% 28/02/01	50,000	51,519.37
		BOEING CO 4.875% 25/05/01	445,000	483,237.07
		BOEING CO 5.15% 30/05/01	250,000	286,300.41
		BORGWARNER INC 2.65% 27/07/01	50,000	50,947.52
		BOSTON PROPERTIES INC 3.4% 29/06/21	100,000	104,297.35
		BOSTON PROPERTIES LP 3.2% 25/01/15	50,000	51,995.51
		BOSTON PROPERTIES LP 3.65% 26/02/01	150,000	159,091.72
		BOSTON SCIENTIFIC CORP 2.65% 30/06/01	100,000	99,943.48
		BOSTON SCIENTIFIC CORP 3.75% 26/03/01	100,000	106,391.65
		BP CAP MARKETS AMERICA 3.194% 25/04/06	100,000	104,566.00
		BP CAP MARKETS AMERICA 3.937% 28/09/21	200,000	218,967.43
		BP CAP MARKETS AMERICA 4.234% 28/11/06	250,000	278,419.29
		BP CAPITAL MARKETS PLC 2.75% 23/05/10	200,000	204,158.14
		BP CAPITAL MARKETS PLC 3.814% 24/02/10	100,000	105,157.75
		BPCE SA 4% 24/04/15	250,000	265,051.21
		BRANDYWINE OPER PARTNERS 3.95% 23/02/15	100,000	102,195.85
		BRIGHTHOUSE FINANCIAL IN 3.7% 27/06/22	150,000	159,364.16
		BRISTOL-MYERS SQUIBB CO 1.45% 30/11/13	30,000	27,995.19
		BRISTOL-MYERS SQUIBB CO 2.75% 23/02/15	100,000	101,905.48
		BRISTOL-MYERS SQUIBB CO 2.9% 24/07/26	64,000	66,615.88
		BRISTOL-MYERS SQUIBB CO 3.25% 23/02/20	144,000	147,677.89
		BRISTOL-MYERS SQUIBB CO 3.25% 23/11/01	100,000	103,930.28
		BRISTOL-MYERS SQUIBB CO 3.25% 27/02/27	100,000	106,638.49
		BRISTOL-MYERS SQUIBB CO 3.45% 27/11/15	150,000	162,208.12
		BRISTOL-MYERS SQUIBB CO 3.625% 24/05/15	100,000	105,060.15
		BRISTOL-MYERS SQUIBB CO 3.875% 25/08/15	48,000	51,590.92
		BRISTOL-MYERS SQUIBB CO 3.9% 28/02/20	150,000	165,191.31
		BRITISH TELECOMMUNICATIO 5.125% 28/12/04	200,000	224,220.93
		BRIXMOR OPERATING PART 2.5% 31/08/16	50,000	47,836.51
		BRIXMOR OPERATING PART 3.65% 24/06/15	100,000	104,633.40
		BRIXMOR OPERATING PART 4.05% 30/07/01	100,000	107,806.30
		BROADCOM INC 1.95% 28/02/15	80,000	77,647.01
		BROADCOM INC 2.45% 31/02/15	100,000	95,394.18
		BROADCOM INC 4.11% 28/09/15	369,000	399,126.45
		BROADCOM INC 4.75% 29/04/15	350,000	391,033.70
		BROADRIDGE FINACIAL SOLU 3.4% 26/06/27	100,000	105,485.01
		BROADRIDGE FINANCIAL SOL 2.6% 31/05/01	100,000	98,660.35
		BROOKFIELD FINANCE INC 4% 24/04/01	150,000	158,046.87
		BUNGE LTD FINANCE CORP 2.75% 31/05/14	100,000	99,107.14
		BUNGE LTD FINANCE CORP 3.75% 27/09/25	55,000	59,105.38
		BURLINGTN NORTH SANTA FE 3% 23/03/15	150,000	153,163.99
		BURLINGTN NORTH SANTA FE 3.25% 27/06/15	100,000	106,192.39
		CAMDEN PROPERTY TRUST 4.1% 28/10/15	45,000	49,943.26
		CAMPBELL SOUP CO 3.95% 25/03/15	100,000	106,388.98
		CANADIAN IMPERIAL BANK 0.95% 23/06/23	100,000	99,881.49
		CANADIAN IMPERIAL BANK 3.1% 24/04/02	100,000	103,877.80
		CANADIAN NATIONAL RAILWA 2.75% 26/03/01	50,000	51,798.37
		CANADIAN NATL RESOURCES 2.95% 23/01/15	100,000	101,798.78
		CANADIAN PACIFIC RAILWAY 1.35% 24/12/02	200,000	200,148.08
		CANADIAN PACIFIC RAILWAY 2.05% 30/03/05	155,000	150,242.40
		CAPITAL ONE FINANCIAL CO 1.878% 27/11/02	150,000	147,452.29
		CAPITAL ONE FINANCIAL CO 2.359% 32/07/29	100,000	93,219.88
		CAPITAL ONE FINANCIAL CO 2.618% 32/11/02	150,000	146,035.30
		CAPITAL ONE FINANCIAL CO 3.2% 25/02/05	150,000	156,438.27
		CAPITAL ONE FINANCIAL CO 3.5% 23/06/15	150,000	155,000.67
		CAPITAL ONE FINANCIAL CO 3.75% 27/03/09	200,000	214,085.68
		CARDINAL HEALTH INC 3.2% 23/03/15	100,000	102,381.86
		CARLISLE COS INC 2.75% 30/03/01	100,000	100,155.02
		CARLISLE COS INC 3.5% 24/12/01	65,000	68,127.73
		CARRIER GLOBAL CORP 2.242% 25/02/15	50,000	50,912.32
		CARRIER GLOBAL CORP 2.722% 30/02/15	170,000	170,103.67
		CATERPILLAR FINANCIAL SE 2.4% 26/08/09	50,000	51,233.69
		CATERPILLAR FINANCIAL SE 3.75% 23/11/24	150,000	157,872.50
		CATERPILLAR FINL SERVICE 0.45% 23/09/14	195,000	193,523.01
		CATERPILLAR FINL SERVICE 0.45% 24/05/17	100,000	98,384.61
		CATERPILLAR FINL SERVICE 1.15% 26/09/14	100,000	97,094.00
		CATERPILLAR INC 2.6% 29/09/19	100,000	103,290.30
		CATERPILLAR INC 3.4% 24/05/15	100,000	104,688.16
		CBOE HOLDINGS 3.65% 27/01/12	50,000	53,709.50
		CDW LLC/CDW FINANCE 3.569% 31/12/01	100,000	101,696.50
		CDW LLC/CDW FINANCE 4.25% 28/04/01	100,000	102,910.00
		CELANESE US HOLDINGS LLC 1.4% 26/08/05	50,000	48,209.15
		CENOVUS ENERGY INC 5.375% 25/07/15	83,000	91,220.24
		CENTERPOINT ENERGY INC 4.25% 28/11/01	200,000	220,337.19
		CGI INC 2.3% 31/09/14	100,000	94,184.53
		CHARLES SCHWAB CORP 0.75% 24/03/18	200,000	198,538.59
		CHARLES SCHWAB CORP 1.15% 26/05/13	50,000	48,896.30
		CHARLES SCHWAB CORP 2.3% 31/05/13	100,000	98,854.47
		CHARLES SCHWAB CORP 3.2% 28/01/25	100,000	106,051.86
		CHARLES SCHWAB CORP 3.75% 24/04/01	100,000	105,377.86
		CHARLES SCHWAB CORP 4% 29/02/01	100,000	111,040.13
		CHARTER COMM OPT LLC/CAP 3.75% 28/02/15	100,000	105,765.50
		CHARTER COMM OPT LLC/CAP 4.2% 28/03/15	250,000	269,179.45
		CHARTER COMM OPT LLC/CAP 4.5% 24/02/01	100,000	105,926.70
		CHENIERE CORP CHRISTI HD 3.7% 29/11/15	100,000	104,395.54
		CHENIERE CORP CHRISTI HD 5.875% 25/03/31	100,000	110,175.91
		CHENIERE CORP CHRISTI HD 7% 24/06/30	100,000	110,211.95
		CHEVRON 2.566% 23/05/16	100,000	102,026.52
		CHEVRON 2.954% 26/05/16	300,000	314,546.89
		CHEVRON CORP 2.236% 30/05/11	100,000	99,586.91
		CHEVRON USA INC 0.426% 23/08/11	75,000	74,588.22
		CHEVRON USA INC 3.85% 28/01/15	100,000	109,693.27
		CHUBB INA HOLDINGS INC 2.7% 23/03/13	200,000	204,623.38
		CHURCH & DWIGHT CO INC 2.3% 31/12/15	100,000	98,330.12
		CI FINANCIAL CORP 3.2% 30/12/17	100,000	100,846.00
		CIGNA CORP 2.375% 31/03/15	290,000	284,745.23
		CIGNA CORP 3% 23/07/15	100,000	102,577.88
		CIGNA CORP 3.4% 27/03/01	100,000	106,252.49
		CIGNA CORP 4.375% 28/10/15	200,000	223,952.19
		CINTAS CORP NO 2 3.7% 27/04/01	100,000	108,133.35
		CISCO SYSTEMS INC 3.625% 24/03/04	100,000	105,356.17
		CITIGROUP INC 0.981% 25/05/01	50,000	49,444.99
		CITIGROUP INC 1.462% 27/06/09	100,000	96,806.31
		CITIGROUP INC 1.678% 24/05/15	450,000	453,498.62
		CITIGROUP INC 2.52% 32/11/03	145,000	140,664.44
		CITIGROUP INC 2.561% 32/05/01	55,000	53,684.08
		CITIGROUP INC 3.375% 23/03/01	250,000	256,839.41
		CITIGROUP INC 3.52% 28/10/27	150,000	158,285.91
		CITIGROUP INC 3.7% 26/01/12	150,000	160,251.70
		CITIGROUP INC 3.75% 24/06/16	100,000	105,720.09
		CITIGROUP INC 3.887% 28/01/10	350,000	373,731.39
		CITIGROUP INC 4.075% 29/04/23	250,000	270,959.62
		CITIGROUP INC 4.125% 28/07/25	150,000	162,369.85
		CITIGROUP INC 4.4% 25/06/10	200,000	215,645.44
		CITIGROUP INC 4.412% 31/03/31	250,000	278,326.01
		CITIGROUP INC 4.45% 27/09/29	500,000	549,446.75
		CITIGROUP INC 4.6% 26/03/09	100,000	109,224.72
		CITIZENS BANK NA/RI 2.25% 25/04/28	100,000	101,667.40
		CITIZENS FINANCIAL GROUP 3.25% 30/04/30	130,000	134,823.83
		CITRIX SYSTEMS INC 4.5% 27/12/01	100,000	107,271.06
		CLOROX COMPANY 1.8% 30/05/15	30,000	28,460.40
		CNA FINANCIAL CORP 3.45% 27/08/15	50,000	53,138.43
		CNA FINANCIAL CORP 3.9% 29/05/01	40,000	43,460.78
		CNH INDUSTRIAL CAP LLC 1.45% 26/07/15	100,000	96,675.52
		CNH INDUSTRIAL CAP LLC 4.2% 24/01/15	50,000	52,625.86
		CNO FINANCIAL GROUP INC 5.25% 25/05/30	100,000	109,599.46
		COCA-COLA CO/THE 1% 28/03/15	60,000	56,761.37
		COCA-COLA CO/THE 2% 31/03/05	165,000	160,741.41
		COCA-COLA CO/THE 3.375% 27/03/25	250,000	267,736.34
		COCA-COLA FEMSA SAB CV 2.75% 30/01/22	150,000	150,040.50
		COLGATE-PALMOLIVE CO 2.1% 23/05/01	100,000	101,804.90
		COMCAST CORP 3.3% 27/02/01	100,000	106,154.17
		COMCAST CORP 3.375% 25/02/15	100,000	105,362.65
		COMCAST CORP 3.4% 30/04/01	200,000	213,275.65
		COMCAST CORP 3.7% 24/04/15	310,000	326,872.46
		COMCAST CORP 4.15% 28/10/15	390,000	434,533.32
		COMERICA INC 3.7% 23/07/31	75,000	77,747.28
		COMERICA INC 4% 29/02/01	100,000	109,590.35
		COMMONSPIRIT HEALTH 2.782% 30/10/01	15,000	15,057.75
		COMMONSPIRIT HEALTH 3.347% 29/10/01	100,000	104,197.46
		COMMONWEALTH EDISON CO 2.2% 30/03/01	100,000	97,809.17
		CON EDISON CO OF NY INC 3.35% 30/04/01	20,000	21,109.37
		CONAGRA BRANDS INC 1.375% 27/11/01	100,000	94,738.12
		CONAGRA BRANDS INC 4.3% 24/05/01	60,000	63,746.25
		CONAGRA BRANDS INC 4.85% 28/11/01	100,000	113,804.48
		CONAGRA FOODS INC 3.2% 23/01/25	82,000	83,424.03
		CONNECTICUT LIGHT & PWR 2.5% 23/01/15	150,000	152,305.58
		CONOCOPHILLIPS 3.75% 27/10/01	150,000	161,704.74
		CONOCOPHILLIPS COMPANY 6.95% 29/04/15	100,000	129,605.55
		CONSOLIDATED EDISON CO O 3.125% 27/11/15	100,000	103,921.54
		CONSOLIDATED EDISON CO O 3.8% 28/05/15	50,000	53,924.53
		CONSTELLATION BRANDS INC 3.6% 28/02/15	50,000	53,273.22
		CONSTELLATION BRANDS INC 3.7% 26/12/06	50,000	53,565.91
		CONSTELLATION BRANDS INC 4.4% 25/11/15	165,000	179,831.16
		CONTINENTAL RESOURCES 4.5% 23/04/15	200,000	205,618.00
		CONTL AIRLINES 2012-1 A 4.15% 24/04/11	116,328	120,161.00
		COOPERAT RABOBANK UA/NY 2.75% 23/01/10	100,000	102,112.63
		COOPERATIEVE RABOBANK UA 3.75% 26/07/21	250,000	265,980.59
		COSTCO WHOLESALE CORP 3% 27/05/18	150,000	158,748.79
		COTERRA ENERGY INC 4.375% 24/06/01	100,000	105,509.14
		COTERRA ENERGY INC 4.375% 29/03/15	75,000	82,711.99
		CRANE CO 4.45% 23/12/15	50,000	52,572.33
		CREDIT SUISSE GROUP 4.55% 26/04/17	150,000	163,418.43
		CREDIT SUISSE NEW YORK 0.495% 24/02/02	100,000	98,429.76
		CREDIT SUISSE NEW YORK 1% 23/05/05	250,000	250,102.12
		CREDIT SUISSE NEW YORK 3.625% 24/09/09	250,000	264,093.42
		CROWN CASTLE INTL CORP 3.3% 30/07/01	100,000	103,268.43
		CROWN CASTLE INTL CORP 3.8% 28/02/15	200,000	213,935.59
		CROWN CASTLE INTL CORP 4% 27/03/01	100,000	107,551.93
		CSX CORP 4.25% 29/03/15	100,000	111,426.55
		CUMMINS INC 1.5% 30/09/01	100,000	92,942.32
		CVS HEALTH CORP 1.75% 30/08/21	100,000	93,590.63
		CVS HEALTH CORP 2.125% 31/09/15	200,000	191,270.76
		CVS HEALTH CORP 3.25% 29/08/15	200,000	209,613.73
		CVS HEALTH CORP 3.375% 24/08/12	100,000	104,745.58
		CVS HEALTH CORP 3.625% 27/04/01	65,000	69,580.84
		CVS HEALTH CORP 3.75% 30/04/01	145,000	156,624.89
		CVS HEALTH CORP 4.3% 28/03/25	272,000	301,346.31
		CYRUSONE LP/CYRUSONE FIN 2.15% 30/11/01	100,000	97,309.00
		D.R. HORTON INC 1.3% 26/10/15	150,000	144,437.70
		DANAHER CORP 3.35% 25/09/15	105,000	111,282.43
		DDR CORP 3.625% 25/02/01	173,000	179,960.48
		DELL INT LLC / EMC CORP 5.45% 23/06/15	53,000	55,881.29
		DELL INT LLC / EMC CORP 6.02% 26/06/15	300,000	343,435.86
		DELL INT LLC / EMC CORP 6.1% 27/07/15	150,000	177,904.22
		DELTA AIR LINES 2019-1AA 3.204% 24/04/25	50,000	51,473.94
		DENTSPLY SIRONA INC 3.25% 30/06/01	100,000	103,138.29
		DEUTSCHE BANK NY 0.962% 23/11/08	150,000	149,157.79
		DEUTSCHE BANK NY 1.686% 26/03/19	50,000	49,200.69
		DEUTSCHE BANK NY 2.222% 24/09/18	300,000	302,692.30
		DEUTSCHE BANK NY 3.035% 32/05/28	150,000	147,034.00
		DEUTSCHE TELEKOM INT FIN 8.75% 30/06/15	200,000	285,315.76
		DEVON ENERGY CORPORATION 4.5% 30/01/15	163,000	174,231.46
		DIAGEO CAPITAL PLC 2.625% 23/04/29	100,000	101,943.25
		DIAMONDBACK ENERGY INC 3.5% 29/12/01	100,000	103,954.32
		DIGITAL REALTY TRUST LP 4.45% 28/07/15	100,000	112,012.83
		DISCOVER BANK 3.45% 26/07/27	150,000	157,097.59
		DISCOVER BANK 4.2% 23/08/08	250,000	261,765.16
		DISCOVERY COMMUNICATIONS 3.8% 24/03/13	200,000	209,186.32
		DISCOVERY COMMUNICATIONS 3.95% 28/03/20	100,000	107,119.29
		DISCOVERY COMMUNICATIONS 4.125% 29/05/15	45,000	48,807.49
		DOLLAR GENERAL CORP 3.25% 23/04/15	100,000	102,118.44
		DOLLAR GENERAL CORP 4.15% 25/11/01	50,000	53,933.34
		DOLLAR TREE INC 2.65% 31/12/01	100,000	97,784.27
		DOLLAR TREE INC 4.2% 28/05/15	100,000	109,766.74
		DOMINION ENERGY INC 3.375% 30/04/01	60,000	62,910.86
		DOMINION ENERGY INC 4.25% 28/06/01	50,000	55,114.06
		DOMINION RESOURCES INC 5.75% 54/10/01	100,000	106,322.35
		DOW CHEMICAL CO/THE 7.375% 29/11/01	92,000	121,097.65
		DOWDUPONT INC 4.493% 25/11/15	100,000	109,605.92
		DOWDUPONT INC 4.725% 28/11/15	100,000	114,253.39
		DTE ELECTRIC CO 1.9% 28/04/01	15,000	14,712.43
		DTE ENERGY 2.85% 26/10/01	100,000	103,264.64
		DTE ENERGY CO 1.05% 25/06/01	70,000	68,193.04
		DTE ENERGY CO 2.529% 24/10/01	75,000	76,798.80
		DTE ENERGY CO 2.95% 30/03/01	50,000	50,328.36
		DUKE ENERGY CAROLINAS 2.45% 29/08/15	25,000	24,986.91
		DUKE ENERGY CAROLINAS 3.05% 23/03/15	200,000	204,584.30
		DUKE ENERGY CAROLINAS 3.95% 28/11/15	250,000	275,151.16
		DUKE ENERGY CORP 2.55% 31/06/15	100,000	97,965.04
		DUKE ENERGY FLORIDA LLC 1.75% 30/06/15	105,000	99,797.76
		DUKE ENERGY FLORIDA LLC 2.4% 31/12/15	100,000	98,829.35
		DUKE ENERGY PROGRESS LLC 2% 31/08/15	100,000	95,648.22
		DUKE REALTY LP 3.75% 24/12/01	100,000	105,469.16
		DUKE REALTY LP 4% 28/09/15	50,000	55,009.80
		DXC TECHNOLOGY CO 1.8% 26/09/15	100,000	97,393.79
		E*TRADE FINANCIAL CORP 3.8% 27/08/24	15,000	16,133.25
		E*TRADE FINANCIAL CORP 4.5% 28/06/20	50,000	55,473.86
		EAGLE MATERIALS 2.5% 31/07/01	100,000	96,143.99
		EASTMAN CHEMICAL CO 4.5% 28/12/01	100,000	111,812.31
		EATON VANCE CORP 3.5% 27/04/06	50,000	53,005.92
		EBAY INC 1.4% 26/05/10	100,000	97,385.42
		EBAY INC 2.7% 30/03/11	70,000	70,196.77
		EBAY INC 3.6% 27/06/05	100,000	107,348.96
		ECOLAB INC 1.65% 27/02/01	100,000	99,117.83
		ECOLAB INC 2.7% 26/11/01	45,000	46,868.47
		ECOLAB INC 4.8% 30/03/24	45,000	52,977.21
		EDISON INTERNATIONAL 4.95% 25/04/15	40,000	43,229.33
		EDISON INTERNATIONAL 5.75% 27/06/15	160,000	181,126.40
		ELECTRONIC ARTS INC 1.85% 31/02/15	60,000	56,075.46
		ELI LILLY & CO 3.375% 29/03/15	80,000	86,247.82
		EMERA US FINANCE LP 0.833% 24/06/15	50,000	48,575.11
		EMERSON ELECTRIC CO 2.2% 31/12/21	200,000	194,141.84
		EMERSON ELECTRIC CO 3.15% 25/06/01	100,000	104,885.28
		EMPRESA NACIONAL DE ELEC 4.25% 24/04/15	50,000	51,937.50
		ENABLE MIDSTREAM PARTNER 3.9% 24/05/15	100,000	104,288.00
		ENBRIDGE ENERGY PARTNERS 5.875% 25/10/15	100,000	113,491.98
		ENBRIDGE INC 3.7% 27/07/15	50,000	53,295.06
		ENEL CHILE SA 4.875% 28/06/12	100,000	109,500.00
		ENERGY TRANSFER LP 3.6% 23/02/01	250,000	254,668.05
		ENERGY TRANSFER OPERATNG 4.5% 24/04/15	100,000	105,771.53
		ENERGY TRANSFER OPERATNG 5.25% 29/04/15	200,000	226,393.61
		ENERGY TRANSFER OPERATNG 5.875% 24/01/15	250,000	268,484.90
		ENSTAR GROUP LTD 4.95% 29/06/01	100,000	109,989.43
		ENTERGY CORP 1.9% 28/06/15	85,000	82,234.10
		ENTERGY LOUISIANA LLC 2.4% 26/10/01	300,000	304,665.40
		ENTERPRISE PRODUCTS OPER 2.8% 30/01/31	160,000	164,037.89
		ENTERPRISE PRODUCTS OPER 3.125% 29/07/31	100,000	104,466.16
		ENTERPRISE PRODUCTS OPER 5.375% 78/02/15	100,000	99,924.65
		EOG RESOURCES INC 4.375% 30/04/15	30,000	34,056.19
		EQUIFAX INC 3.95% 23/06/15	40,000	41,452.57
		EQUINIX INC 1% 25/09/15	100,000	96,663.00
		EQUINIX INC 2% 28/05/15	100,000	96,336.24
		EQUINIX INC 2.15% 30/07/15	100,000	94,886.12
		EQUINIX INC 3.2% 29/11/18	45,000	46,249.98
		ERP OPERATING LP 2.5% 30/02/15	100,000	100,654.10
		ERP OPERATING LP 3.25% 27/08/01	35,000	36,889.85
		ERP OPERATING LP 4.15% 28/12/01	50,000	55,734.29
		ESSENTIAL UTILITIES INC 2.704% 30/04/15	60,000	60,209.74
		ESSEX PORTFOLIO LP 1.7% 28/03/01	85,000	81,628.72
		ESSEX PORTFOLIO LP 3.5% 25/04/01	100,000	105,040.30
		ESSEX PORTFOLIO LP 3.875% 24/05/01	50,000	52,557.32
		ESTEE LAUDER CO INC 1.95% 31/03/15	45,000	43,530.14
		ESTEE LAUDER CO INC 3.15% 27/03/15	100,000	105,800.86
		EVERGY INC 2.9% 29/09/15	100,000	101,811.67
		EVERSOURCE ENERGY 2.9% 24/10/01	50,000	51,695.75
		EXELON 3.4% 26/04/15	100,000	105,501.40
		EXPEDIA GROUP INC 3.25% 30/02/15	200,000	201,204.35
		EXPEDIA GROUP INC 3.6% 23/12/15	25,000	25,892.53
		EXPEDIA GROUP INC 4.625% 27/08/01	75,000	82,732.82
		EXXON MOBIL CORPORATION 1.571% 23/04/15	600,000	606,464.08
		EXXON MOBIL CORPORATION 2.275% 26/08/16	100,000	102,375.28
		EXXON MOBIL CORPORATION 2.44% 29/08/16	100,000	100,973.38
		EXXON MOBIL CORPORATION 3.294% 27/03/19	150,000	159,742.47
		FAIRFAX FINL HLDGS LTD 4.625% 30/04/29	100,000	110,234.81
		FEDERAL REALTY INVESTMEN 3.2% 29/06/15	50,000	51,760.01
		FEDERAL REALTY INVESTMEN 3.25% 27/07/15	50,000	52,336.90
		FEDEX CORP 3.1% 29/08/05	200,000	208,275.09
		FIAT CHRYSLER AUTOMOBILE 5.25% 23/04/15	200,000	209,746.00
		FIBRIA OVERSEAS FINANCE 5.5% 27/01/17	50,000	55,313.00
		FIDELITY NATL FINANCIAL 4.5% 28/08/15	100,000	111,614.08
		FIDELITY NATL INFO SERV 0.375% 23/03/01	20,000	19,854.63
		FIDELITY NATL INFO SERV 0.6% 24/03/01	15,000	14,723.87
		FIDELITY NATL INFO SERV 1.65% 28/03/01	20,000	19,063.15
		FIDELITY NATL INFO SERV 2.25% 31/03/01	100,000	95,641.23
		FIFTH THIRD BANCORP 1.707% 27/11/01	65,000	63,613.80
		FIFTH THIRD BANCORP 2.55% 27/05/05	60,000	61,108.67
		FIFTH THIRD BANCORP 3.65% 24/01/25	100,000	104,473.01
		FIFTH THIRD BANK 2.25% 27/02/01	150,000	151,321.46
		FIRST AMERICAN FINANCIAL 2.4% 31/08/15	65,000	62,314.09
		FISERV INC 2.65% 30/06/01	100,000	98,932.36
		FISERV INC 3.2% 26/07/01	250,000	261,924.84
		FISERV INC 3.8% 23/10/01	250,000	260,335.00
		FLEX LTD 4.875% 30/05/12	85,000	95,208.31
		FLEXTRONICS INTERNATIONA 4.75% 25/06/15	125,000	135,283.38
		FLORIDA POWER & LIGHT CO 2.85% 25/04/01	100,000	103,942.00
		FLOWERS FOODS INC 3.5% 26/10/01	35,000	37,107.41
		FORTUNE BRANDS HOME & SE 4% 23/09/21	100,000	104,368.88
		FOX CORP 3.5% 30/04/08	25,000	26,351.17
		FOX CORP 4.03% 24/01/25	150,000	157,848.13
		FOX CORP 4.709% 29/01/25	100,000	111,991.71
		FS KKR CAPITAL CORP 3.125% 28/10/12	100,000	97,250.71
		FS KKR CAPITAL CORP 4.125% 25/02/01	100,000	104,092.34
		GATX CORP 1.9% 31/06/01	100,000	92,866.91
		GENERAL DYNAMICS CORP 2.125% 26/08/15	100,000	101,664.16
		GENERAL DYNAMICS CORP 3.25% 25/04/01	100,000	105,290.49
		GENERAL DYNAMICS CORP 3.75% 28/05/15	80,000	87,351.03
		GENERAL MILLS INC 2.25% 31/10/14	50,000	48,385.63
		GENERAL MILLS INC 3.7% 23/10/17	140,000	146,047.09
		GENERAL MILLS INC 4.2% 28/04/17	100,000	110,114.08
		GENERAL MOTORS CO 5% 28/10/01	200,000	226,118.71
		GENERAL MOTORS CO 5.4% 23/10/02	100,000	106,716.45
		GENERAL MOTORS FINL CO 1.05% 24/03/08	50,000	49,583.91
		GENERAL MOTORS FINL CO 1.5% 26/06/10	150,000	145,665.66
		GENERAL MOTORS FINL CO 2.4% 28/04/10	100,000	98,496.41
		GENERAL MOTORS FINL CO 2.4% 28/10/15	100,000	97,932.86
		GENERAL MOTORS FINL CO 3.7% 23/05/09	250,000	256,872.72
		GENERAL MOTORS FINL CO 3.85% 28/01/05	100,000	105,905.85
		GENERAL MOTORS FINL CO 3.95% 24/04/13	100,000	105,011.93
		GENERAL MOTORS FINL CO 4.35% 27/01/17	100,000	108,881.25
		GENERAL MOTORS FINL CO 5.1% 24/01/17	200,000	213,691.73
		GENERAL MOTORS FINL CO 5.65% 29/01/17	100,000	116,606.90
		GENUINE PARTS CO 1.75% 25/02/01	25,000	24,937.98
		GEORGIA POWER CO 2.65% 29/09/15	70,000	70,185.82
		GEORGIA POWER CO 3.25% 26/04/01	50,000	52,376.41
		GILEAD SCIENCES INC 1.65% 30/10/01	60,000	56,412.84
		GILEAD SCIENCES INC 2.5% 23/09/01	70,000	71,543.77
		GILEAD SCIENCES INC 3.65% 26/03/01	200,000	213,089.70
		GILEAD SCIENCES INC 3.7% 24/04/01	250,000	261,832.70
		GLAXOSMITHKLINE CAP INC 3.375% 23/05/15	200,000	206,643.69
		GLAXOSMITHKLINE CAP INC 3.625% 25/05/15	55,000	58,854.24
		GLAXOSMITHKLINE CAP INC 3.875% 28/05/15	100,000	110,180.88
		GLOBAL PAYMENTS INC 2.9% 30/05/15	45,000	44,958.26
		GLOBAL PAYMENTS INC 2.9% 31/11/15	200,000	198,307.88
		GLOBAL PAYMENTS INC 4% 23/06/01	100,000	103,661.97
		GLP CAPITAL LP / FIN II 5.375% 23/11/01	145,000	153,298.35
		GLP CAPITAL LP / FIN II 5.375% 26/04/15	85,000	93,509.35
		GLP CAPITAL LP / FIN II 5.75% 28/06/01	45,000	51,444.45
		GOLDMAN SACHS GROUP INC 0.657% 24/09/10	200,000	198,009.72
		GOLDMAN SACHS GROUP INC 1.431% 27/03/09	160,000	154,943.26
		GOLDMAN SACHS GROUP INC 1.542% 27/09/10	100,000	96,471.21
		GOLDMAN SACHS GROUP INC 2.383% 32/07/21	715,000	682,813.67
		GOLDMAN SACHS GROUP INC 2.615% 32/04/22	105,000	102,529.46
		GOLDMAN SACHS GROUP INC 3.2% 23/02/23	250,000	255,391.01
		GOLDMAN SACHS GROUP INC 3.625% 23/01/22	500,000	514,256.30
		GOLDMAN SACHS GROUP INC 3.691% 28/06/05	200,000	212,593.97
		GOLDMAN SACHS GROUP INC 3.75% 25/05/22	100,000	105,704.14
		GOLDMAN SACHS GROUP INC 3.85% 24/07/08	300,000	316,185.84
		GOLDMAN SACHS GROUP INC 3.85% 27/01/26	300,000	319,372.82
		GOLDMAN SACHS GROUP INC 4.223% 29/05/01	500,000	545,690.53
		GOLUB CAPITAL BDC 2.5% 26/08/24	60,000	58,180.66
		GRUPO TELEVISA SAB 6.625% 25/03/18	150,000	169,632.00
		GULF POEWR CO 3.3% 27/05/30	100,000	105,709.17
		GXO LOGISTICS INC 1.65% 26/07/15	100,000	96,781.00
		HANOVER INSURANCE GROUP 4.5% 26/04/15	50,000	54,236.82
		HARRIS CORPORATION 4.4% 28/06/15	150,000	166,572.98
		HASBRO INC 3.5% 27/09/15	30,000	31,842.41
		HASBRO INC 3.55% 26/11/19	125,000	132,267.39
		HCA INC 4.125% 29/06/15	100,000	107,999.22
		HCA INC 4.5% 27/02/15	105,000	114,634.74
		HCA INC 4.75% 23/05/01	105,000	109,681.37
		HCA INC 5% 24/03/15	200,000	214,423.39
		HEALTHPEAK PROPERTIES 3% 30/01/15	100,000	102,973.21
		HERSHEY COMPANY 1.7% 30/06/01	80,000	76,835.91
		HERSHEY COMPANY 2.05% 24/11/15	100,000	102,253.29
		HESS CORP 4.3% 27/04/01	100,000	107,696.33
		HIGHWOODS REALTY LP 3.05% 30/02/15	100,000	101,419.05
		HOLLYFRONTIER CORP 5.875% 26/04/01	100,000	111,007.76
		HOME DEPOT INC 0.9% 28/03/15	30,000	28,260.65
		HOME DEPOT INC 1.875% 31/09/15	40,000	38,421.20
		HOME DEPOT INC 2.5% 27/04/15	100,000	102,921.53
		HOME DEPOT INC 2.7% 30/04/15	55,000	56,535.46
		HOME DEPOT INC 2.8% 27/09/14	100,000	104,606.33
		HOME DEPOT INC 3.9% 28/12/06	300,000	333,471.72
		HONEYWELL INTERNATIONAL 1.75% 31/09/01	160,000	151,807.00
		HONEYWELL INTERNATIONAL 2.7% 29/08/15	120,000	123,899.20
		HORMEL FOODS CORP 1.7% 28/06/03	170,000	167,076.97
		HOST HOTELS & RESORTS LP 3.875% 24/04/01	50,000	52,032.00
		HOST HOTELS & RESORTS LP 4.5% 26/02/01	150,000	159,660.72
		HP ENTERPRISE CO 1.45% 24/04/01	100,000	100,259.87
		HP ENTERPRISE CO 2.25% 23/04/01	350,000	354,805.06
		HP INC 2.65% 31/06/17	100,000	96,561.96
		HP INC 3.4% 30/06/17	150,000	155,613.55
		HSBC HOLDINGS PLC 0.732% 24/08/17	200,000	197,713.88
		HSBC HOLDINGS PLC 1.589% 27/05/24	200,000	193,445.56
		HSBC HOLDINGS PLC 2.099% 26/06/04	530,000	529,001.62
		HSBC HOLDINGS PLC 2.804% 32/05/24	100,000	97,939.36
		HSBC HOLDINGS PLC 2.848% 31/06/04	200,000	198,693.83
		HSBC HOLDINGS PLC 2.871% 32/11/22	1,000,000	982,470.76
		HSBC HOLDINGS PLC 3.95% 24/05/18	300,000	310,271.74
		HSBC HOLDINGS PLC 3.973% 30/05/22	200,000	213,205.35
		HSBC HOLDINGS PLC 4.25% 24/03/14	200,000	210,373.85
		HSBC HOLDINGS PLC 4.583% 29/06/19	200,000	219,513.01
		HUBBELL INC 3.35% 26/03/01	100,000	104,924.82
		HUDSON PACIFIC PROPERTIE 3.25% 30/01/15	100,000	102,296.80
		HUMANA INC 1.35% 27/02/03	55,000	52,546.48
		HUMANA INC 3.85% 24/10/01	150,000	158,456.88
		HUNTINGTON BANCSHARES 2.487% 36/08/15	100,000	94,076.49
		HUNTINGTON BANCSHARES 2.55% 30/02/04	100,000	99,884.90
		HUNTINGTON INGALLS INDUS 0.67% 23/08/16	100,000	98,816.70
		HUNTSMAN INTERNATIONAL L 4.5% 29/05/01	100,000	109,422.98
		HYATT HOTELS CORP 4.375% 28/09/15	50,000	53,532.77
		HYATT HOTELS CORP 4.85% 26/03/15	50,000	53,971.60
		IBM CORP 1.7% 27/05/15	470,000	461,354.47
		IBM CORP 3.375% 23/08/01	250,000	258,802.62
		IBM CORP 3.5% 29/05/15	100,000	107,016.50
		IDEX CORP 3% 30/05/01	50,000	50,979.79
		ILLINOIS TOOL WORKS INC 2.65% 26/11/15	100,000	104,155.27
		ING GROEP NV 1.726% 27/04/01	200,000	196,213.54
		ING GROEP NV 4.1% 23/10/02	200,000	209,379.93
		INGERSOLL-RAND GL HLD CO 4.25% 23/06/15	150,000	156,574.62
		INGREDION INC 2.9% 30/06/01	100,000	101,245.75
		INTEL CORP 1.6% 28/08/12	55,000	53,402.47
		INTEL CORP 2% 31/08/12	100,000	96,737.16
		INTEL CORP 2.875% 24/05/11	100,000	103,710.56
		INTEL CORP 3.7% 25/07/29	145,000	155,140.06
		INTEL CORP 3.75% 27/03/25	100,000	108,520.78
		INTEL CORP 3.9% 30/03/25	250,000	278,844.81
		INTERCONTINENTALEXCHANGE 0.7% 23/06/15	45,000	44,847.90
		INTERCONTINENTALEXCHANGE 3.1% 27/09/15	100,000	105,083.00
		INTERPUBLIC GROUP COS 4.65% 28/10/01	25,000	28,232.85
		INTERPUBLIC GROUP COS 4.75% 30/03/30	100,000	113,871.66
		INTERSTATE POWER & LIGHT 3.25% 24/12/01	100,000	104,439.88
		INTERSTATE POWER & LIGHT 3.6% 29/04/01	50,000	53,292.72
		INTL FLAVOR & FRAGRANCES 4.45% 28/09/26	45,000	50,049.63
		INTUIT INC 0.65% 23/07/15	100,000	99,562.51
		INVESCO FINANCE PLC 3.75% 26/01/15	150,000	160,063.25
		INVITATION HOMES OP 2.3% 28/11/15	50,000	48,766.95
		IPALCO ENTERPRISES INC 3.7% 24/09/01	100,000	104,466.13
		IPALCO ENTERPRISES INC 4.25% 30/05/01	100,000	106,599.46
		ITC HOLDINGS CORP 3.25% 26/06/30	60,000	62,592.53
		ITC HOLDINGS CORP 3.65% 24/06/15	25,000	26,120.20
		JABIL INC 3.6% 30/01/15	150,000	158,580.38
		JD.COM INC 3.375% 30/01/14	100,000	103,075.27
		JEFFERIES GROUP 4.85% 27/01/15	90,000	100,798.82
		JOHN DEERE CAPITAL CORP 0.45% 24/06/07	65,000	63,903.64
		JOHN DEERE CAPITAL CORP 0.7% 23/07/05	100,000	99,705.27
		JOHN DEERE CAPITAL CORP 1.05% 26/06/17	100,000	97,275.39
		JOHN DEERE CAPITAL CORP 1.7% 27/01/11	100,000	99,355.64
		JOHN DEERE CAPITAL CORP 1.75% 27/03/09	200,000	199,198.60
		JOHN DEERE CAPITAL CORP 2.45% 30/01/09	200,000	202,261.03
		JOHN DEERE CAPITAL CORP 2.65% 24/06/24	50,000	51,739.84
		JOHN DEERE CAPITAL CORP 2.7% 23/01/06	50,000	51,091.45
		JOHN DEERE CAPITAL CORP 2.8% 29/07/18	50,000	51,847.94
		JOHN DEERE CAPITAL CORP 3.05% 28/01/06	50,000	52,892.37
		JOHN DEERE CAPITAL CORP 3.45% 23/06/07	50,000	51,756.62
		JOHNSON & JOHNSON 0.55% 25/09/01	50,000	48,325.93
		JOHNSON & JOHNSON 0.95% 27/09/01	65,000	62,364.14
		JOHNSON & JOHNSON 1.3% 30/09/01	100,000	94,363.48
		JOHNSON & JOHNSON 2.05% 23/03/01	100,000	101,215.24
		JOHNSON & JOHNSON 2.45% 26/03/01	100,000	103,225.50
		JOHNSON & JOHNSON 2.95% 27/03/03	100,000	105,674.83
		JOHNSON CONTROLS/TYCO FI 2% 31/09/16	100,000	94,018.41
		JPMORGAN CHASE & 0.969% 25/06/23	400,000	394,703.67
		JPMORGAN CHASE & CO 0.563% 25/02/16	90,000	88,496.00
		JPMORGAN CHASE & CO 0.653% 24/09/16	135,000	133,906.75
		JPMORGAN CHASE & CO 0.824% 25/06/01	65,000	63,976.97
		JPMORGAN CHASE & CO 1.04% 27/02/04	200,000	191,454.91
		JPMORGAN CHASE & CO 1.47% 27/09/22	75,000	72,424.16
		JPMORGAN CHASE & CO 1.514% 24/06/01	200,000	200,988.70
		JPMORGAN CHASE & CO 1.578% 27/04/22	65,000	63,395.75
		JPMORGAN CHASE & CO 2.005% 26/03/13	600,000	602,720.25
		JPMORGAN CHASE & CO 2.069% 29/06/01	55,000	53,372.64
		JPMORGAN CHASE & CO 2.182% 28/06/01	400,000	396,197.02
		JPMORGAN CHASE & CO 2.545% 32/11/08	125,000	122,344.62
		JPMORGAN CHASE & CO 2.58% 32/04/22	75,000	73,768.04
		JPMORGAN CHASE & CO 2.739% 30/10/15	100,000	100,244.52
		JPMORGAN CHASE & CO 2.956% 31/05/13	150,000	150,968.82
		JPMORGAN CHASE & CO 2.972% 23/01/15	300,000	300,048.36
		JPMORGAN CHASE & CO 3.22% 25/03/01	200,000	207,151.98
		JPMORGAN CHASE & CO 3.375% 23/05/01	200,000	206,034.43
		JPMORGAN CHASE & CO 3.509% 29/01/23	250,000	263,920.24
		JPMORGAN CHASE & CO 3.559% 24/04/23	150,000	154,475.68
		JPMORGAN CHASE & CO 3.797% 24/07/23	200,000	207,703.33
		JPMORGAN CHASE & CO 3.96% 27/01/29	200,000	214,225.34
		JPMORGAN CHASE & CO 4.005% 29/04/23	100,000	108,513.59
		JPMORGAN CHASE & CO 4.203% 29/07/23	700,000	768,089.34
		JPMORGAN CHASE & CO 4.25% 27/10/01	100,000	110,131.75
		JUNIPER NETWORKS INC 2% 30/12/10	100,000	92,451.67
		JUNIPER NETWORKS INC 3.75% 29/08/15	50,000	53,229.39
		KAISER FOUNDATION HOSPIT 3.15% 27/05/01	50,000	52,687.76
		KANSAS CITY POWER & LT 3.15% 23/03/15	79,000	80,380.34
		KANSAS CITY SOUTHERN 2.875% 29/11/15	65,000	66,374.80
		KELLOGG CO 4.3% 28/05/15	100,000	111,489.02
		KEMPER CORP 2.4% 30/09/30	100,000	94,898.62
		KEMPER CORP 4.35% 25/02/15	35,000	37,063.38
		KEURIG DR PEPPER INC 3.13% 23/12/15	100,000	103,305.93
		KEURIG DR PEPPER INC 4.057% 23/05/25	50,000	51,924.28
		KEURIG DR PEPPER INC 4.597% 28/05/25	250,000	280,354.91
		KEY BANK NA 3.4% 26/05/20	200,000	210,698.20
		KEYCORP 2.25% 27/04/06	100,000	100,307.24
		KEYSIGHT TECHNOLOGIES 4.6% 27/04/06	60,000	66,848.21
		KILROY REALTY LP 3.05% 30/02/15	100,000	101,478.19
		KILROY REALTY LP 4.375% 25/10/01	100,000	107,968.44
		KIMBERLY-CLARK CORP 1.05% 27/09/15	100,000	95,577.02
		KIMBERLY-CLARK CORP 2% 31/11/02	100,000	97,215.40
		KIMCO REALTY CORP 1.9% 28/03/01	50,000	48,696.58
		KIMCO REALTY CORP 2.7% 24/03/01	50,000	51,110.00
		KIMCO REALTY CORP 3.3% 25/02/01	80,000	83,508.22
		KINDER MORGAN ENER PART 4.3% 24/05/01	200,000	209,621.42
		KINDER MORGAN INC 1.75% 26/11/15	65,000	63,947.75
		KINDER MORGAN INC 4.3% 28/03/01	200,000	219,328.32
		KITE REALTY GROUP LP 4% 26/10/01	50,000	52,575.41
		KLA-TENCOR CORP 4.1% 29/03/15	100,000	111,392.07
		KROGER CO 3.5% 26/02/01	150,000	159,027.94
		KROGER CO 4% 24/02/01	100,000	104,865.80
		KYNDRYL HOLDINGS INC 3.15% 31/10/15	100,000	94,437.11
		L3HARRIS TECH INC 3.85% 23/06/15	70,000	72,462.00
		LABORATORY CORP OF AMER 1.55% 26/06/01	70,000	68,552.59
		LABORATORY CORP OF AMER 3.6% 27/09/01	150,000	160,255.22
		LABORATORY CORP OF AMERI 4% 23/11/01	50,000	52,191.28
		LAM RESEARCH CORP 4% 29/03/15	55,000	60,864.12
		LAS VEGAS SANDS CORP 3.5% 26/08/18	70,000	70,155.07
		LAS VEGAS SANDS CORP 3.9% 29/08/08	105,000	104,582.78
		LAZARD GROUP LLC 3.625% 27/03/01	100,000	105,732.99
		LAZARD GROUP LLC 4.5% 28/09/19	50,000	56,409.39
		LEAR CORP 4.25% 29/05/15	100,000	108,177.19
		LEGGETT & PLATT INC 3.5% 27/11/15	50,000	53,030.02
		LEIDOS INC 2.95% 23/05/15	45,000	45,964.35
		LENNAR CORP 4.875% 23/12/15	200,000	211,872.00
		LENNOX INTERNATIONAL INC 1.35% 25/08/01	25,000	24,505.27
		LIFE STORAGE LP 4% 29/06/15	100,000	109,306.36
		LINCOLN NATIONAL CORP 3.35% 25/03/09	150,000	157,479.48
		LLOYDS BANKING GROUP PLC 3.87% 25/07/09	200,000	210,435.07
		LLOYDS BANKING GROUP PLC 4.45% 25/05/08	200,000	215,886.80
		LLOYDS BANKING GROUP PLC 4.55% 28/08/16	200,000	224,262.00
		LLOYDS BANKING GROUP PLC 4.65% 26/03/24	200,000	217,379.53
		LOCKHEED MARTIN CORP 1.85% 30/06/15	100,000	96,274.52
		LOEWS CORP 2.625% 23/05/15	150,000	152,695.40
		LOWE'S COS INC 1.3% 28/04/15	145,000	136,897.07
		LOWE'S COS INC 1.7% 28/09/15	125,000	120,513.51
		LOWE'S COS INC 2.625% 31/04/01	150,000	149,990.71
		LOWE'S COS INC 3.1% 27/05/03	100,000	105,311.73
		LOWE'S COS INC 4% 25/04/15	100,000	107,530.37
		LYB INT FINANCE III 1.25% 25/10/01	20,000	19,549.84
		LYB INT FINANCE III 2.25% 30/10/01	125,000	121,692.46
		MAGELLAN MISDTREAM PARTN 5% 26/03/01	50,000	55,229.16
		MAGNA INTERNATIONAL INC 2.45% 30/06/15	100,000	99,441.60
		MAGNA INTERNATIONAL INC 4.15% 25/10/01	50,000	53,823.00
		MAIN STREET CAPITAL CORP 3% 26/07/14	85,000	84,051.70
		MANULIFE FINANCIAL CORP 2.484% 27/05/19	35,000	35,319.66
		MARATHON PETROLEUM CORP 3.8% 28/04/01	30,000	31,812.55
		MARRIOTT INTERNATIONAL 3.6% 24/04/15	50,000	52,146.69
		MARRIOTT INTERNATIONAL 4.625% 30/06/15	110,000	122,399.02
		MARRIOTT INTERNATIONAL 5.75% 25/05/01	50,000	55,864.65
		MARSH & MCLENNAN COS INC 3.875% 24/03/15	100,000	105,435.23
		MARSH & MCLENNAN COS INC 4.375% 29/03/15	95,000	106,927.84
		MARTIN MARIETTA 2.4% 31/07/15	50,000	48,716.47
		MARTIN MARIETTA MATERIAL 3.45% 27/06/01	21,000	22,116.67
		MARTIN MARIETTA MATERIAL 3.5% 27/12/15	50,000	53,090.65
		MARTIN MARIETTA MATERIAL 4.25% 24/07/02	30,000	31,834.62
		MARVELL TECHNOLOGY INC 4.2% 23/06/22	100,000	103,822.35
		MARVELL TECHNOLOGY INC 4.875% 28/06/22	100,000	113,276.02
		MASCO CORP 1.5% 28/02/15	50,000	47,530.44
		MASCO CORP 2% 30/10/01	15,000	14,076.51
		MASTERCARD INC 2.95% 29/06/01	100,000	105,096.14
		MASTERCARD INC 3.35% 30/03/26	100,000	107,604.62
		MASTERCARD INC 3.5% 28/02/26	30,000	32,378.73
		MAXIM INTEGRATED PRODUCT 3.45% 27/06/15	100,000	106,806.22
		MCCORMICK & CO 2.5% 30/04/15	100,000	99,143.77
		MCDONALD'S CORP 3.5% 27/07/01	100,000	106,724.81
		MCDONALD'S CORP 3.6% 30/07/01	100,000	108,875.84
		MCDONALDS CORP 3.8% 28/04/01	150,000	163,038.32
		MCKESSON CORP 1.3% 26/08/15	125,000	120,776.68
		MEAD JOHNSON NUTRITION C 4.125% 25/11/15	60,000	65,073.35
		MEDTRONIC INC 3.5% 25/03/15	141,000	149,514.45
		MERCK & CO INC 2.15% 31/12/10	100,000	97,799.67
		MERCK & CO INC 2.8% 23/05/18	200,000	205,362.00
		MERCK & CO INC 3.4% 29/03/07	300,000	321,457.94
		MERCY HEALTHCARE SYSTEM 4.302% 28/07/01	15,000	16,585.30
		METLIFE INC 4.368% 23/09/15	100,000	105,322.54
		MICROCHIP TECHNOLOGY INC 4.333% 23/06/01	100,000	103,967.38
		MICRON TECHNOLOGY INC 4.663% 30/02/15	200,000	224,724.00
		MICRON TECHNOLOGY INC 5.327% 29/02/06	50,000	57,977.75
		MICROSOFT CORP 2.375% 23/05/01	100,000	101,766.52
		MICROSOFT CORP 2.4% 26/08/08	150,000	155,006.99
		MICROSOFT CORP 2.7% 25/02/12	100,000	104,003.49
		MICROSOFT CORP 3.3% 27/02/06	300,000	321,671.67
		MICROSOFT CORP 3.625% 23/12/15	150,000	157,170.47
		MID-AMERICA APARTMENTS 1.1% 26/09/15	100,000	95,591.76
		MID-AMERICA APARTMENTS 3.95% 29/03/15	100,000	109,711.16
		MITSUBISHI UFJ FIN GRP 0.848% 24/09/15	200,000	198,351.54
		MITSUBISHI UFJ FIN GRP 1.538% 27/07/20	200,000	193,977.69
		MITSUBISHI UFJ FIN GRP 1.64% 27/10/13	200,000	194,757.40
		MITSUBISHI UFJ FIN GRP 3.195% 29/07/18	200,000	207,338.05
		MITSUBISHI UFJ FIN GRP 3.407% 24/03/07	200,000	208,590.15
		MITSUBISHI UFJ FIN GRP 3.455% 23/03/02	100,000	102,723.87
		MITSUBISHI UFJ FIN GRP 4.05% 28/09/11	200,000	220,529.87
		MITSUBISHI UFJ FINANCIAL 2.757% 26/09/13	200,000	205,188.39
		MITSUBISHI UFJ FINANCIAL 3.961% 28/03/02	100,000	109,013.10
		MIZUHO FINANCIAL GROUP 0.849% 24/09/08	200,000	198,415.04
		MIZUHO FINANCIAL GROUP 1.554% 27/07/09	200,000	193,767.09
		MIZUHO FINANCIAL GROUP 2.869% 30/09/13	200,000	202,375.66
		MIZUHO FINANCIAL GROUP 4.018% 28/03/05	200,000	218,923.01
		MORGAN STANLEY 0.529% 24/01/25	200,000	198,986.34
		MORGAN STANLEY 0.731% 24/04/05	190,000	189,145.66
		MORGAN STANLEY 0.79% 25/05/30	200,000	196,502.91
		MORGAN STANLEY 0.791% 25/01/22	150,000	148,144.62
		MORGAN STANLEY 1.164% 25/10/21	75,000	74,013.88
		MORGAN STANLEY 1.512% 27/07/20	150,000	145,594.10
		MORGAN STANLEY 2.188% 26/04/28	50,000	50,446.46
		MORGAN STANLEY 2.239% 32/07/21	150,000	142,428.25
		MORGAN STANLEY 2.484% 36/09/16	200,000	186,986.81
		MORGAN STANLEY 2.511% 32/10/20	75,000	72,705.13
		MORGAN STANLEY 2.699% 31/01/22	300,000	300,234.22
		MORGAN STANLEY 3.125% 23/01/23	250,000	256,205.80
		MORGAN STANLEY 3.125% 26/07/27	450,000	470,302.62
		MORGAN STANLEY 3.591% 28/07/22	200,000	212,417.02
		MORGAN STANLEY 3.622% 31/04/01	200,000	213,005.88
		MORGAN STANLEY 3.737% 24/04/24	100,000	103,203.25
		MORGAN STANLEY 3.75% 23/02/25	200,000	206,525.78
		MORGAN STANLEY 3.772% 29/01/24	200,000	214,160.35
		MORGAN STANLEY 3.875% 26/01/27	500,000	536,005.40
		MORGAN STANLEY 3.95% 27/04/23	100,000	108,063.53
		MOTOROLA SOLUTIONS INC 2.75% 31/05/24	50,000	48,943.09
		MOTOROLA SOLUTIONS INC 4% 24/09/01	91,000	96,414.37
		MOTOROLA SOLUTIONS INC 4.6% 29/05/23	100,000	112,046.81
		MPLX LP 2.65% 30/08/15	45,000	43,889.09
		MPLX LP 3.375% 23/03/15	50,000	51,427.07
		MPLX LP 4.8% 29/02/15	100,000	112,495.03
		MPLX LP 4.875% 25/06/01	250,000	271,850.99
		MYLAN 3.95% 26/06/15	100,000	106,561.45
		NASDAQ 3.85% 26/06/30	30,000	32,258.73
		NATIONAL AUSTRALIA BK 2.5% 26/07/12	100,000	103,292.37
		NATIONAL AUSTRALIA BK/NY 3% 23/01/20	100,000	102,319.98
		NATIONAL FUEL GAS CO 3.95% 27/09/15	50,000	52,335.39
		NATIONAL FUEL GAS CO 4.75% 28/09/01	50,000	54,519.40
		NATIONAL FUEL GAS CO 5.5% 26/01/15	15,000	16,642.24
		NATIONAL HEALTH INVESTOR 3% 31/02/01	25,000	23,596.60
		NATIONAL RETAIL PROP INC 4.3% 28/10/15	65,000	72,296.18
		NATIONAL RETAIL PROPERTI 4% 25/11/15	65,000	70,058.80
		NATIONAL RURAL UTIL COOP 3.4% 23/11/15	100,000	103,870.06
		NATIONAL RURAL UTILITIES 5.25% 46/04/20	150,000	158,402.05
		NATWEST GROUP PLC 4.892% 29/05/18	400,000	450,794.92
		NATWEST GROUP PLC 6% 23/12/19	200,000	216,044.76
		NETAPP INC 2.375% 27/06/22	100,000	100,937.28
		NEXTERA ENERGY CAPITAL 0.65% 23/03/01	200,000	199,375.83
		NEXTERA ENERGY CAPITAL 1.9% 28/06/15	65,000	63,490.01
		NEXTERA ENERGY CAPITAL 3.8% 82/03/15	100,000	100,568.95
		NEXTERA ENERGY CAPITAL 5.65% 79/05/01	150,000	170,537.24
		NIKE INC 2.25% 23/05/01	50,000	50,810.93
		NIKE INC 2.375% 26/11/01	100,000	103,211.89
		NIKE INC 2.85% 30/03/27	50,000	52,077.11
		NISOURCE FINANCE CORP 3.49% 27/05/15	100,000	106,073.73
		NOMURA HOLDINGS INC 1.653% 26/07/14	100,000	97,255.13
		NOMURA HOLDINGS INC 2.172% 28/07/14	200,000	193,356.93
		NORFOLK SOUTHERN 2.9% 26/06/15	65,000	67,671.66
		NORFOLK SOUTHERN CORP 2.903% 23/02/15	100,000	101,449.87
		NORFOLK SOUTHERN CORP 3.15% 27/06/01	75,000	78,743.79
		NORTHERN TRUST CORP 3.375% 32/05/08	62,000	64,293.52
		NORTHERN TRUST CORP 3.65% 28/08/03	50,000	54,730.15
		NORTHERN TRUST CORP 3.95% 25/10/30	100,000	108,744.49
		NORTHROP GRUMMAN CORP 3.25% 28/01/15	200,000	210,661.17
		NOVARTIS CAPITAL CORP 1.75% 25/02/14	100,000	100,807.13
		NOVARTIS CAPITAL CORP 2% 27/02/14	200,000	201,162.23
		NSTAR ELECTRIC CO 3.2% 27/05/15	50,000	52,716.80
		NSTAR ELECTRIC CO 3.25% 29/05/15	100,000	105,290.11
		NUTRIEN LTD 3% 25/04/01	100,000	103,634.35
		NVIDIA CORP 0.309% 23/06/15	85,000	84,281.90
		NVIDIA CORP 0.584% 24/06/14	75,000	73,967.18
		NVIDIA CORP 2% 31/06/15	100,000	96,957.79
		NVIDIA CORP 2.85% 30/04/01	100,000	103,755.99
		NVR INC 3% 30/05/15	65,000	66,477.93
		NXP BV/NXP FDG/NXP USA 3.4% 30/05/01	45,000	46,839.74
		NXP BV/NXP FDG/NXP USA 3.875% 26/06/18	100,000	106,437.40
		NXP BV/NXP FUNDING LLC 4.875% 24/03/01	100,000	107,063.56
		NXP BV/NXP FUNDING LLC 5.55% 28/12/01	100,000	118,382.22
		OAKTREE SPECIALTY LEND 2.7% 27/01/15	50,000	48,990.97
		OCHSNER LSU HEALTH SYST 2.51% 31/05/15	100,000	95,405.54
		OFFICE PPTY INCOME TRST 4.5% 25/02/01	100,000	105,017.93
		OKLAHOMA G&E CO 3.25% 30/04/01	55,000	57,610.00
		OLD REPUBLIC INTERNATION 3.875% 26/08/26	100,000	107,182.39
		OMEGA HLTHCARE INVESTORS 4.5% 25/01/15	50,000	53,350.57
		OMEGA HLTHCARE INVESTORS 4.5% 27/04/01	100,000	108,285.02
		OMEGA HLTHCARE INVESTORS 4.95% 24/04/01	100,000	106,432.61
		OMNICOM GROUP INC 2.45% 30/04/30	100,000	97,924.60
		ONCOR ELECTRIC DELIVERY 3.7% 28/11/15	100,000	109,220.41
		ONE GAS INC 1.1% 24/03/11	100,000	99,065.80
		ONE GAS INC 2% 30/05/15	100,000	95,321.64
		ONEOK INC 4% 27/07/13	85,000	90,691.53
		ONEOK INC 4.55% 28/07/15	150,000	163,979.80
		ONEOK INC 5.85% 26/01/15	65,000	73,874.25
		ORACLE CORP 2.3% 28/03/25	105,000	102,951.79
		ORACLE CORP 2.625% 23/02/15	105,000	106,705.86
		ORACLE CORP 2.8% 27/04/01	700,000	712,739.03
		ORACLE CORP 2.875% 31/03/25	95,000	93,045.46
		ORACLE CORP 3.25% 27/11/15	150,000	155,654.48
		ORACLE CORP 3.25% 30/05/15	100,000	101,068.11
		ORACLE CORP 3.625% 23/07/15	150,000	155,183.20
		ORANGE SA 9% 31/03/01	100,000	150,265.26
		O'REILLY AUTOMOTIVE INC 4.35% 28/06/01	150,000	166,254.29
		ORIX CORP 3.25% 24/12/04	100,000	104,525.15
		ORIX CORP 3.7% 27/07/18	50,000	53,593.30
		OTIS WORLDWIDE CORP 2.293% 27/04/05	35,000	35,202.00
		OTIS WORLDWIDE CORP 2.565% 30/02/15	40,000	39,790.60
		OWENS CORNING 3.95% 29/08/15	180,000	193,628.48
		OWL ROCK CAPITAL CORP 2.875% 28/06/11	100,000	96,668.50
		OWL ROCK CAPITAL CORP 4% 25/03/30	100,000	103,349.70
		PACCAR FINANCIAL CORP 3.4% 23/08/09	50,000	51,915.30
		PACIFIC GAS & ELECTRIC 1.367% 23/03/10	65,000	64,517.51
		PACIFIC GAS & ELECTRIC 3.25% 31/06/01	40,000	39,210.58
		PACIFIC GAS & ELECTRIC 3.45% 25/07/01	300,000	308,648.40
		PACIFIC GAS & ELECTRIC 3.75% 28/07/01	100,000	102,255.16
		PACIFIC GAS & ELECTRIC 4.55% 30/07/01	300,000	318,667.65
		PACKAGING CORP OF AMERIC 3.4% 27/12/15	35,000	37,334.61
		PARKER-HANNIFIN CORP 3.3% 24/11/21	150,000	156,550.47
		PAYPAL HOLDINGS INC 1.35% 23/06/01	35,000	35,181.60
		PAYPAL HOLDINGS INC 2.4% 24/10/01	105,000	108,127.06
		PAYPAL HOLDINGS INC 2.85% 29/10/01	200,000	206,508.45
		PEPSICO INC 0.75% 23/05/01	115,000	114,934.09
		PEPSICO INC 1.95% 31/10/21	150,000	146,452.37
		PEPSICO INC 2.25% 25/03/19	100,000	102,753.18
		PEPSICO INC 2.75% 30/03/19	200,000	207,881.29
		PEPSICO INC 2.85% 26/02/24	100,000	104,534.49
		PEPSICO INC 3% 27/10/15	100,000	105,935.50
		PERKINELMER INC 0.85% 24/09/15	60,000	58,896.22
		PERKINELMER INC 2.25% 31/09/15	70,000	66,644.61
		PFIZER INC 1.75% 31/08/18	65,000	62,175.50
		PFIZER INC 2.625% 30/04/01	200,000	206,311.47
		PFIZER INC 3% 23/06/15	250,000	257,162.97
		PFIZER INC 3.45% 29/03/15	100,000	108,658.91
		PHILIP MORRIS INTL INC 1.5% 25/05/01	100,000	99,487.46
		PHILIP MORRIS INTL INC 2.1% 30/05/01	35,000	33,876.53
		PHILIP MORRIS INTL INC 2.75% 26/02/25	150,000	155,163.83
		PHILIP MORRIS INTL INC 3.125% 27/08/17	100,000	105,237.68
		PHILLIPS 66 0.9% 24/02/15	100,000	99,134.23
		PHILLIPS 66 3.7% 23/04/06	100,000	103,130.42
		PHILLIPS 66 PARTNERS 3.55% 26/10/01	75,000	79,130.73
		PHILLIPS 66 PARTNERS LP 3.15% 29/12/15	100,000	101,733.91
		PIEDMONT NATURAL GAS CO 2.5% 31/03/15	155,000	152,148.50
		PIEDMONT OPERATING PARTN 3.15% 30/08/15	100,000	100,483.09
		PIONEER NATURAL RESOURCE 0.55% 23/05/15	150,000	149,074.29
		PIONEER NATURAL RESOURCE 2.15% 31/01/15	70,000	66,034.65
		PLAINS ALL AMER PIPELINE 3.6% 24/11/01	100,000	104,169.83
		PLAINS ALL AMER PIPELINE 4.5% 26/12/15	50,000	54,374.65
		PLAINS ALL AMER PIPELINE 4.65% 25/10/15	200,000	216,848.24
		PNC BANK NA 2.7% 29/10/22	100,000	101,329.06
		PNC BANK NA 3.25% 25/06/01	150,000	158,261.14
		PNC BANK NA 3.5% 23/06/08	250,000	258,565.94
		PNC BANK NA 4.05% 28/07/26	250,000	276,405.83
		PNC FINANCIAL SERVICES 1.15% 26/08/13	100,000	97,394.29
		PPG INDUSTRIES INC 2.55% 30/06/15	100,000	99,787.96
		PPG INDUSTRIES INC 3.2% 23/03/15	100,000	102,408.81
		PRAXAIR INC 1.1% 30/08/10	100,000	91,352.03
		PRAXAIR INC 3.2% 26/01/30	50,000	52,705.46
		PRECISION CASTPARTS CORP 2.5% 23/01/15	200,000	202,985.60
		PRICELINE GROUP 3.6% 26/06/01	100,000	106,994.91
		PRICELINE GROUP INC/THE 2.75% 23/03/15	100,000	101,984.93
		PRINCIPAL FINANCIAL GRP 2.125% 30/06/15	100,000	96,867.48
		PRINCIPAL FINANCIAL GRP 3.7% 29/05/15	50,000	54,327.48
		PROCTER & GAMBLE 2.45% 26/11/03	100,000	103,728.21
		PROCTER & GAMBLE CO/THE 1% 26/04/23	45,000	44,058.19
		PROCTER & GAMBLE CO/THE 2.8% 27/03/25	200,000	208,978.76
		PROCTER & GAMBLE CO/THE 3% 30/03/25	100,000	106,398.18
		PROGRESSIVE CORP 3.2% 30/03/26	100,000	106,280.44
		PROLOGIS LP 2.125% 27/04/15	50,000	50,189.08
		PROSPECT CAPITAL CORP 3.364% 26/11/15	55,000	54,340.90
		PROV ST JOSEPH HLTH OBL 2.532% 29/10/01	100,000	101,529.03
		PRUDENTIAL FINANCIAL INC 4.5% 47/09/15	100,000	102,787.72
		PRUDENTIAL FINANCIAL INC 5.625% 43/06/15	300,000	311,184.31
		PRUDENTIAL PLC 3.125% 30/04/14	100,000	104,606.33
		PUBLIC SERVICE COLORADO 3.7% 28/06/15	50,000	53,996.70
		PUBLIC SERVICE ELECTRIC 2.45% 30/01/15	35,000	35,050.75
		PUBLIC SERVICE ELECTRIC 3% 25/05/15	150,000	156,169.99
		PUBLIC SERVICE ELECTRIC 3% 27/05/15	100,000	104,586.00
		PUBLIC SERVICE ELECTRIC 3.25% 23/09/01	50,000	51,648.54
		PUBLIC SERVICE OKLAHOMA 2.2% 31/08/15	100,000	96,549.51
		PUBLIC STORAGE 3.094% 27/09/15	125,000	132,127.61
		PUGET ENERGY INC 2.379% 28/06/15	100,000	96,359.56
		QORVO INC 1.75% 24/12/15	30,000	29,944.50
		QUALCOMM INC 2.9% 24/05/20	100,000	103,827.39
		QUALCOMM INC 3.25% 27/05/20	100,000	106,370.76
		QUANTA SERVICES INC 0.95% 24/10/01	100,000	98,641.74
		QUEST DIAGNOSTICS INC 3.5% 25/03/30	100,000	105,189.38
		RALPH LAUREN CORP 3.75% 25/09/15	50,000	53,443.43
		RAYTHEON TECH CORP 2.25% 30/07/01	200,000	195,451.13
		RAYTHEON TECH CORP 2.375% 32/03/15	200,000	195,158.00
		RAYTHEON TECH CORP 4.125% 28/11/16	200,000	220,508.30
		REALTY INCOME CORP 0.75% 26/03/15	80,000	76,045.77
		REALTY INCOME CORP 3.65% 28/01/15	200,000	214,518.82
		REALTY INCOME CORP 3.95% 27/08/15	40,000	43,753.41
		REALTY INCOME CORP 4.6% 24/02/06	40,000	42,299.48
		REALTY INCOME CORP 4.875% 26/06/01	50,000	55,626.48
		REGENCY CENTERS LP 3.6% 27/02/01	30,000	31,975.16
		REGENCY CENTERS LP 4.125% 28/03/15	50,000	54,776.76
		REGENERON PHARMACEUTICAL 1.75% 30/09/15	135,000	124,742.91
		REGIONS FINANCIAL CORP 1.8% 28/08/12	100,000	96,243.86
		REINSURANCE GRP OF AMER 3.15% 30/06/15	35,000	35,765.58
		REINSURANCE GRP OF AMER 3.9% 29/05/15	75,000	80,879.94
		RELIANCE STEEL & ALUM 4.5% 23/04/15	100,000	103,322.74
		RELX CAPITAL INC 3% 30/05/22	85,000	87,791.43
		RENAISSANCERE FINANCE 3.45% 27/07/01	65,000	68,966.13
		RENAISSANCERE HOLDINGS L 3.6% 29/04/15	25,000	26,703.55
		REPUBLIC SERVICES INC 2.5% 24/08/15	45,000	46,073.92
		REPUBLIC SERVICES INC 3.375% 27/11/15	60,000	63,666.18
		REPUBLIC SERVICES INC 3.95% 28/05/15	100,000	109,388.19
		REYNOLDS AMERICAN INC 4.45% 25/06/12	250,000	267,810.82
		RIO TINTO FIN USA LTD 7.125% 28/07/15	100,000	129,054.56
		ROCKWELL AUTOMATION 1.75% 31/08/15	100,000	94,956.73
		ROGERS COMMUNICATIONS IN 2.9% 26/11/15	200,000	207,136.16
		ROPER TECHNOLOGIES INC 2% 30/06/30	100,000	94,417.73
		ROPER TECHNOLOGIES INC 3.8% 26/12/15	55,000	59,381.63
		ROYAL BANK OF CANADA 0.65% 24/07/29	100,000	98,152.91
		ROYAL BANK OF CANADA 1.4% 26/11/02	150,000	146,111.99
		ROYAL BANK OF CANADA 1.95% 23/01/17	100,000	101,253.75
		ROYAL BANK OF CANADA 2.25% 24/11/01	150,000	153,644.98
		ROYAL BANK OF CANADA 2.3% 31/11/03	100,000	97,514.43
		ROYAL BANK OF CANADA 3.7% 23/10/05	100,000	104,587.53
		ROYAL BANK OF CANADA 4.65% 26/01/27	150,000	165,317.49
		ROYAL BK SCOTLND GRP PLC 4.445% 30/05/08	200,000	220,707.63
		ROYALTY PHARMA PLC 0.75% 23/09/02	105,000	103,930.73
		ROYALTY PHARMA PLC 2.2% 30/09/02	65,000	61,663.74
		RPM INTERNATIONAL INC 4.55% 29/03/01	50,000	55,646.00
		RYDER SYSTEM INC 1.75% 26/09/01	65,000	63,957.14
		RYDER SYSTEM INC 3.65% 24/03/18	100,000	104,851.76
		S&P GLOBAL INC 4% 25/06/15	50,000	53,729.90
		SABINE PASS LIQUEFACTION 4.2% 28/03/15	400,000	434,503.22
		SABINE PASS LIQUEFACTION 5.75% 24/05/15	100,000	108,475.32
		SABRA HEALTH/CAPTL CORP 3.9% 29/10/15	50,000	51,422.49
		SALESFORCE.COM INC 0.625% 24/07/15	55,000	54,315.16
		SALESFORCE.COM INC 1.95% 31/07/15	80,000	77,154.40
		SALESFORCE.COM INC 3.7% 28/04/11	100,000	109,130.28
		SANDS CHINA LTD 2.85% 29/03/08	100,000	92,763.00
		SANDS CHINA LTD 5.125% 25/08/08	200,000	207,900.00
		SANOFI 3.625% 28/06/19	100,000	110,672.36
		SANTANDER HOLDINGS USA 2.49% 28/01/06	35,000	34,834.52
		SANTANDER HOLDINGS USA 3.45% 25/06/02	100,000	104,292.28
		SANTANDER HOLDINGS USA 3.5% 24/06/07	70,000	72,813.10
		SANTANDER HOLDINGS USA 4.4% 27/07/13	120,000	130,015.48
		SANTANDER ISSUANCES 5.179% 25/11/19	200,000	220,137.81
		SANTANDER UK GROUP HLDGS 1.673% 27/06/14	200,000	193,575.88
		SANTANDER UK GROUP HLDGS 4.796% 24/11/15	200,000	211,699.66
		SCHLUMBERGER INVESTMENT 3.65% 23/12/01	200,000	208,001.46
		SEMPRA ENERGY 3.4% 28/02/01	100,000	105,314.15
		SHELL INTERNATIONAL 2.875% 26/05/10	100,000	105,012.70
		SHELL INTERNATIONAL FIN 2.375% 29/11/07	100,000	100,425.45
		SHELL INTERNATIONAL FIN 3.875% 28/11/13	150,000	165,000.55
		SHERWIN-WILLIAMS CO 3.125% 24/06/01	50,000	52,092.42
		SHERWIN-WILLIAMS CO 3.45% 27/06/01	100,000	106,625.29
		SHIRE ACQ INV IRELAND DA 2.875% 23/09/23	150,000	153,791.46
		SIGNATURE BANK NEW YORK 4% 30/10/15	100,000	105,564.50
		SIMON PROPERTY GROUP LP 2.65% 30/07/15	100,000	100,275.60
		SIMON PROPERTY GROUP LP 3.25% 26/11/30	100,000	105,786.95
		SIMON PROPERTY GROUP LP 3.375% 24/10/01	100,000	104,768.61
		SIMON PROPERTY GROUP LP 3.375% 27/12/01	100,000	105,730.17
		SIMON PROPERTY GROUP LP 3.5% 25/09/01	65,000	68,765.49
		SIXTH STREET SPECIALTY 2.5% 26/08/01	65,000	63,902.16
		SMITH & NEPHEW PLC 2.032% 30/10/14	50,000	47,207.56
		SOUTHERN CAL EDISON 2.25% 30/06/01	35,000	33,955.76
		SOUTHERN CAL EDISON 2.5% 31/06/01	50,000	49,387.34
		SOUTHERN CAL EDISON 3.5% 23/10/01	100,000	103,379.53
		SOUTHERN CALIF GAS CO 3.15% 24/09/15	100,000	104,449.38
		SOUTHERN CO 3.7% 30/04/30	250,000	266,541.96
		SOUTHERN CO 4% 51/01/15	100,000	101,580.00
		SOUTHERN CO GAS CAPITAL 2.45% 23/10/01	50,000	50,937.05
		SOUTHWEST AIRLINES CO 3% 26/11/15	100,000	103,099.45
		SOUTHWEST AIRLINES CO 5.125% 27/06/15	170,000	192,467.10
		SOUTHWESTERN ELEC POWER 1.65% 26/03/15	100,000	98,267.79
		SOUTHWESTERN ELEC POWER 4.1% 28/09/15	100,000	109,166.09
		SPECTRA ENERGY PARTNERS 4.75% 24/03/15	150,000	159,455.64
		SPIRIT REALTY LP 3.2% 27/01/15	100,000	103,336.36
		SPIRIT REALTY LP 3.4% 30/01/15	100,000	103,226.50
		SSM HEALTH CARE 3.688% 23/06/01	100,000	102,509.47
		STANLEY BLACK & DECKER I 3.4% 26/03/01	70,000	73,762.61
		STANLEY BLACK & DECKER I 4% 60/03/15	30,000	30,795.00
		STARBUCKS CORP 2% 27/03/12	200,000	199,798.96
		STARBUCKS CORP 3.5% 28/03/01	50,000	53,353.56
		STARBUCKS CORP 3.8% 25/08/15	100,000	107,267.69
		STEEL DYNAMICS INC 2.8% 24/12/15	150,000	155,030.68
		STIFEL FIANCIAL 4.25% 24/07/18	100,000	106,236.30
		STORE CAPITAL CORP 4.625% 29/03/15	50,000	55,118.61
		STRYKER CORP 1.95% 30/06/15	100,000	95,520.74
		STRYKER CORP 3.5% 26/03/15	25,000	26,524.18
		SUMITOMO MITSUI FINANCIA 3.784% 26/03/09	150,000	160,052.46
		SUMITOMO MITSUI FINL GRP 0.948% 26/01/12	200,000	192,169.36
		SUMITOMO MITSUI FINL GRP 1.902% 28/09/17	200,000	192,199.43
		SUMITOMO MITSUI FINL GRP 2.222% 31/09/17	200,000	191,585.96
		SUMITOMO MITSUI FINL GRP 2.448% 24/09/27	200,000	204,674.60
		SUMITOMO MITSUI FINL GRP 3.102% 23/01/17	250,000	255,628.38
		SUMITOMO MITSUI FINL GRP 3.364% 27/07/12	200,000	212,058.19
		SUMITOMO MITSUI FINL GRP 3.544% 28/01/17	100,000	106,255.61
		SUMITOMO MITSUI FINL GRP 3.944% 28/07/19	100,000	108,995.01
		SUN COMMUNITIES OPER LP 2.3% 28/11/01	65,000	63,446.29
		SUNCOR ENERGY INC 3.1% 25/05/15	40,000	41,562.95
		SUNOCO LOGISTICS PARTNER 4.25% 24/04/01	60,000	62,831.38
		SUNTRUST BANK 3.3% 26/05/15	200,000	210,389.22
		SUNTRUST BANKS INC 4% 25/05/01	150,000	160,675.55
		SUTTER HEALTH 2.294% 30/08/15	100,000	97,830.09
		SUZANO AUSTRIA GMBH 6% 29/01/15	200,000	225,820.00
		SVB FINANCIAL GROUP 3.5% 25/01/29	150,000	157,363.80
		SYNCHRONY FINANCIAL 2.875% 31/10/28	50,000	48,527.73
		SYNCHRONY FINANCIAL 3.7% 26/08/04	150,000	157,869.94
		SYNNEX CORP 2.65% 31/08/09	100,000	94,635.24
		SYSCO CORPORATION 2.45% 31/12/14	100,000	97,822.77
		SYSCO CORPORATION 5.95% 30/04/01	120,000	147,268.46
		TAKEDA PHARMACEUTICAL 2.05% 30/03/31	200,000	190,884.29
		TAKEDA PHARMACEUTICAL 4.4% 23/11/26	200,000	211,161.32
		TARGET CORP 2.25% 25/04/15	100,000	102,313.86
		TARGET CORP 2.65% 30/09/15	100,000	103,228.71
		TC PIPELINES LP 3.9% 27/05/25	40,000	43,239.56
		TECK RESOURCES LIMITED 3.9% 30/07/15	100,000	105,448.93
		TELEDYNE TECHNOLOGIES IN 0.65% 23/04/01	100,000	99,282.60
		TELEFONICA EMISIONES SAU 4.103% 27/03/08	150,000	162,785.85
		TELUS CORP 2.8% 27/02/16	50,000	51,251.63
		TEXAS INSTRUMENTS INC 1.375% 25/03/12	130,000	129,644.16
		TEXAS INSTRUMENTS INC 2.25% 29/09/04	65,000	65,299.67
		TEXAS INSTRUMENTS INC 2.9% 27/11/03	70,000	73,784.36
		TEXTRON INC 3% 30/06/01	100,000	101,481.47
		TEXTRON INC 4% 26/03/15	25,000	26,717.49
		TEXTRON INC 4.3% 24/03/01	115,000	121,145.63
		THERMO FISHER SCIENTIFIC 0.797% 23/10/18	80,000	79,508.78
		THERMO FISHER SCIENTIFIC 1.215% 24/10/18	75,000	74,526.88
		THERMO FISHER SCIENTIFIC 1.75% 28/10/15	35,000	34,084.01
		TIMKEN CO/THE 3.875% 24/09/01	70,000	73,333.22
		T-MOBILE USA INC 3.75% 27/04/15	650,000	692,807.95
		T-MOBILE USA INC 3.875% 30/04/15	200,000	213,557.52
		TORONTO-DOMINION BANK 0.55% 24/03/04	250,000	246,500.19
		TORONTO-DOMINION BANK 0.7% 24/09/10	200,000	196,473.73
		TORONTO-DOMINION BANK 1.25% 24/12/13	65,000	64,706.74
		TORONTO-DOMINION BANK 3.5% 23/07/19	200,000	207,834.21
		TORONTO-DOMINION BANK 3.625% 31/09/15	125,000	132,517.58
		TOTAL CAPITAL INTL SA 2.829% 30/01/10	200,000	205,521.70
		TOTAL CAPITAL INTL SA 3.7% 24/01/15	100,000	105,052.07
		TOTAL CAPITAL INTL SA 3.75% 24/04/10	150,000	158,584.03
		TOYOTA MOTOR CORP 0.681% 24/03/25	200,000	198,184.13
		TOYOTA MOTOR CORP 3.419% 23/07/20	100,000	103,733.60
		TOYOTA MOTOR CORP 3.669% 28/07/20	70,000	76,222.97
		TOYOTA MOTOR CREDIT 2.25% 23/10/18	200,000	204,267.81
		TOYOTA MOTOR CREDIT CORP 0.4% 23/04/06	55,000	54,750.99
		TOYOTA MOTOR CREDIT CORP 1.125% 26/06/18	70,000	68,081.57
		TOYOTA MOTOR CREDIT CORP 1.8% 25/02/13	200,000	201,606.00
		TOYOTA MOTOR CREDIT CORP 1.9% 28/04/06	100,000	98,630.08
		TOYOTA MOTOR CREDIT CORP 1.9% 31/09/12	100,000	95,151.59
		TOYOTA MOTOR CREDIT CORP 2.15% 30/02/13	100,000	98,511.84
		TOYOTA MOTOR CREDIT CORP 2.9% 23/03/30	10,000	10,253.45
		TOYOTA MOTOR CREDIT CORP 3.2% 27/01/11	100,000	106,038.12
		TRANSCANADA PIPELINES 1% 24/10/12	60,000	59,314.87
		TRANSCANADA PIPELINES 4.1% 30/04/15	100,000	109,356.12
		TRANSCANADA PIPELINES 4.25% 28/05/15	150,000	165,036.36
		TRANSCONT GAS PIPE LINE 3.25% 30/05/15	150,000	155,301.85
		TRANSCONT GAS PIPE LINE 7.85% 26/02/01	100,000	120,928.64
		TRIMBLE INC 4.9% 28/06/15	100,000	112,979.27
		TRUIST BANK 1.5% 25/03/10	250,000	249,326.52
		TRUIST FINANCIAL CORP 1.267% 27/03/02	60,000	58,256.20
		TRUIST FINANCIAL CORP 1.887% 29/06/07	225,000	218,279.59
		TRUIST FINANCIAL CORP 1.95% 30/06/05	65,000	62,713.32
		TSMC ARIZONA CORP 2.5% 31/10/25	200,000	198,431.00
		TYCO ELECTRONICS GROUP 3.7% 26/02/15	100,000	106,830.37
		TYSON FOODS INC 3.9% 23/09/28	40,000	41,706.52
		TYSON FOODS INC 3.95% 24/08/15	100,000	105,697.66
		TYSON FOODS INC 4.35% 29/03/01	100,000	111,586.70
		UDR INC 3% 31/08/15	50,000	50,969.38
		UNILEVER CAPITAL CORP 1.75% 31/08/12	100,000	94,916.00
		UNILEVER CAPITAL CORP 3.1% 25/07/30	100,000	105,226.08
		UNILEVER CAPITAL CORP 3.25% 24/03/07	100,000	104,395.67
		UNILEVER CAPITAL CORP 3.5% 28/03/22	100,000	108,174.03
		UNION ELECTRIC CO 2.95% 27/06/15	50,000	52,116.42
		UNION PACIFIC CORP 2.75% 26/03/01	100,000	103,773.03
		UNION PACIFIC CORP 3.5% 23/06/08	100,000	103,432.10
		UNION PACIFIC CORP 3.7% 29/03/01	200,000	217,534.21
		UNITED AIR 2020-1 A PTT 5.875% 27/10/15	225,825	247,476.62
		UNITED AIR 2020-1 B PTT 4.875% 26/01/15	89,800	93,036.32
		UNITED PARCEL SERVICE 2.2% 24/09/01	20,000	20,476.34
		UNITED PARCEL SERVICE 2.5% 29/09/01	20,000	20,407.41
		UNITED PARCEL SERVICE 3.05% 27/11/15	150,000	159,021.27
		UNITEDHEALTH GROUP INC 0.55% 24/05/15	65,000	64,204.66
		UNITEDHEALTH GROUP INC 1.15% 26/05/15	100,000	97,608.82
		UNITEDHEALTH GROUP INC 2.375% 24/08/15	70,000	72,059.01
		UNITEDHEALTH GROUP INC 2.875% 29/08/15	75,000	77,798.05
		UNITEDHEALTH GROUP INC 3.45% 27/01/15	100,000	107,335.66
		UNITEDHEALTH GROUP INC 3.5% 23/06/15	250,000	259,157.72
		UNITEDHEALTH GROUP INC 3.5% 24/02/15	20,000	20,992.25
		UNITEDHEALTH GROUP INC 3.7% 25/12/15	20,000	21,587.72
		UNITEDHEALTH GROUP INC 3.875% 28/12/15	25,000	27,643.36
		UNIVERSAL HEALTH SVCS 1.65% 26/09/01	65,000	63,295.90
		UNUM GROUP 4% 24/03/15	100,000	105,340.71
		URD INC 2.95% 26/09/01	25,000	25,690.02
		US BANCORP 2.375% 26/07/22	150,000	154,124.50
		US BANCORP 2.4% 24/07/30	100,000	102,703.12
		US BANCORP 3.15% 27/04/27	100,000	106,164.80
		US BANK NA CINCINNATI 2.05% 25/01/21	250,000	254,633.59
		US BANK NA CINCINNATI 3.4% 23/07/24	150,000	155,384.86
		VALE OVERSEAS LIMITED 3.75% 30/07/08	100,000	101,375.00
		VALE OVERSEAS LIMITED 6.25% 26/08/10	100,000	114,770.00
		VALERO ENERGY CORP 2.15% 27/09/15	150,000	147,949.69
		VALERO ENERGY CORP 4.35% 28/06/01	70,000	76,568.97
		VALERO ENERGY PARTNERS 4.375% 26/12/15	24,000	26,113.58
		VENTAS REALTY LP 3.5% 25/02/01	100,000	105,011.56
		VENTAS REALTY LP 4.4% 29/01/15	100,000	111,106.10
		VERISIGN INC 2.7% 31/06/15	100,000	98,000.00
		VERISK ANALYTICS INC 4% 25/06/15	100,000	106,735.38
		VERIZON COMMUNICATIONS 0.75% 24/03/22	250,000	247,727.75
		VERIZON COMMUNICATIONS 1.68% 30/10/30	197,000	182,114.89
		VERIZON COMMUNICATIONS 2.1% 28/03/22	300,000	295,564.33
		VERIZON COMMUNICATIONS 3.376% 25/02/15	300,000	316,000.14
		VERIZON COMMUNICATIONS 4.125% 27/03/16	200,000	219,064.00
		VERIZON COMMUNICATIONS 4.329% 28/09/21	200,000	223,008.86
		VF CORP 2.95% 30/04/23	65,000	66,594.71
		VIACOM INC 3.875% 24/04/01	100,000	104,922.19
		VIACOMCBS INC 3.7% 28/06/01	200,000	214,180.93
		VIATRIS INC 2.3% 27/06/22	100,000	99,570.68
		VIATRIS INC 2.7% 30/06/22	100,000	98,106.97
		VIRGINIA ELEC & POWER CO 3.1% 25/05/15	100,000	104,079.88
		VIRGINIA ELECTRIC & POWE 3.15% 26/01/15	200,000	209,263.18
		VISA INC 1.9% 27/04/15	350,000	350,862.54
		VISA INC 2.05% 30/04/15	95,000	93,910.56
		VISA INC 2.75% 27/09/15	50,000	52,146.39
		VMWARE INC 1% 24/08/15	65,000	64,090.34
		VMWARE INC 1.4% 26/08/15	140,000	135,917.14
		VMWARE INC 3.9% 27/08/21	100,000	107,840.44
		VODAFONE GROUP PLC 4.375% 28/05/30	300,000	334,958.14
		VORNADO REALTY LP 3.5% 25/01/15	100,000	104,005.68
		VOYA FINANCIAL 3.65% 26/06/15	100,000	106,627.39
		VULCAN MATERIALS CO 3.9% 27/04/01	20,000	21,599.05
		VULCAN MATERIALS CO 4.5% 25/04/01	100,000	108,060.74
		WABTEC 4.95% 28/09/15	150,000	168,326.40
		WAL MART STORES INC 2.55% 23/04/11	200,000	203,766.90
		WALGREENS BOOTS ALLIANCE 3.2% 30/04/15	75,000	77,861.90
		WALMART INC 1.05% 26/09/17	65,000	63,638.04
		WALMART INC 1.5% 28/09/22	400,000	391,105.70
		WALMART INC 1.8% 31/09/22	30,000	29,017.06
		WALMART INC 2.375% 29/09/24	11,000	11,207.57
		WALMART INC 3.55% 25/06/26	100,000	106,933.65
		WALT DISNEY COMPANY/THE 2% 29/09/01	65,000	63,439.46
		WALT DISNEY COMPANY/THE 2.2% 28/01/13	270,000	270,369.21
		WALT DISNEY COMPANY/THE 2.95% 27/06/15	100,000	105,310.72
		WALT DISNEY COMPANY/THE 3.7% 24/09/15	100,000	105,694.00
		WALT DISNEY COMPANY/THE 3.8% 30/03/22	100,000	110,043.00
		WASTE CONNECTIONS INC 3.5% 29/05/01	100,000	105,929.28
		WASTE MANAGEMENT INC 2% 29/06/01	100,000	97,895.39
		WEC ENERGY GROUP INC 0.55% 23/09/15	100,000	98,840.42
		WEC ENERGY GROUP INC 2.2% 28/12/15	100,000	98,401.31
		WEIBO CORP 3.375% 30/07/08	200,000	195,267.61
		WELLS FARGO & CO 3.55% 25/09/29	200,000	211,562.53
		WELLS FARGO & COMPANY 0.805% 25/05/19	85,000	83,691.04
		WELLS FARGO & COMPANY 1.654% 24/06/02	150,000	150,934.77
		WELLS FARGO & COMPANY 2.164% 26/02/11	325,000	327,606.87
		WELLS FARGO & COMPANY 2.188% 26/04/30	95,000	95,824.34
		WELLS FARGO & COMPANY 2.393% 28/06/02	200,000	199,761.44
		WELLS FARGO & COMPANY 3.196% 27/06/17	200,000	208,355.93
		WELLS FARGO & COMPANY 3.45% 23/02/13	200,000	205,406.27
		WELLS FARGO & COMPANY 3.584% 28/05/22	465,000	492,078.63
		WELLS FARGO & COMPANY 3.75% 24/01/24	250,000	261,573.56
		WELLS FARGO & COMPANY 4.1% 26/06/03	100,000	107,491.51
		WELLS FARGO & COMPANY 4.125% 23/08/15	100,000	104,562.13
		WELLS FARGO & COMPANY 4.15% 29/01/24	250,000	273,814.98
		WELLTOWER INC 2.05% 29/01/15	60,000	58,179.00
		WELLTOWER INC 2.7% 27/02/15	100,000	102,969.03
		WELLTOWER INC 3.625% 24/03/15	130,000	136,014.96
		WELLTOWER INC 4.25% 28/04/15	50,000	55,256.91
		WESTERN DIGITAL CORP 2.85% 29/02/01	200,000	198,246.00
		WESTERN UNION CO/THE 4.25% 23/06/09	50,000	51,935.14
		WESTLAKE CHEMICAL CORP 0.875% 24/08/15	100,000	98,155.40
		WESTPAC BANKING CORP 1.019% 24/11/18	100,000	99,112.26
		WESTPAC BANKING CORP 2% 23/01/13	30,000	30,413.03
		WESTPAC BANKING CORP 2.15% 31/06/03	100,000	97,882.13
		WESTPAC BANKING CORP 2.668% 35/11/15	85,000	81,017.12
		WESTPAC BANKING CORP 2.894% 30/02/04	100,000	101,404.28
		WESTPAC BANKING CORP 3.02% 36/11/18	100,000	96,352.67
		WESTPAC BANKING CORP 3.35% 27/03/08	100,000	106,534.25
		WESTPAC BANKING CORP 3.65% 23/05/15	100,000	103,668.41
		WESTPAC BANKING CORP 4.11% 34/07/24	150,000	158,903.53
		WESTPAC BANKING CORP 4.322% 31/11/23	100,000	106,691.46
		WHIRLPOOL CORP 3.7% 25/05/01	100,000	105,721.07
		WILLIAMS COMPANIES INC 4.55% 24/06/24	140,000	149,474.04
		WILLIAMS PARTNERS LP 4.3% 24/03/04	200,000	210,769.29
		WILLIS NORTH AMERICA INC 3.6% 24/05/15	50,000	52,331.68
		WILLIS NORTH AMERICA INC 4.5% 28/09/15	100,000	110,427.02
		WISCONSIN ELECTRIC POWER 1.7% 28/06/15	65,000	62,301.14
		WRKCO INC 4% 28/03/15	50,000	54,281.95
		WRKCO INC 4.9% 29/03/15	200,000	228,597.93
		WW GRAINGER INC 1.85% 25/02/15	50,000	50,559.66
		WYETH 6.45% 24/02/01	100,000	110,415.94
		XCEL ENERGY INC 0.5% 23/10/15	100,000	99,022.37
		XCEL ENERGY INC 1.75% 27/03/15	85,000	83,450.67
		XCEL ENERGY INC 4% 28/06/15	50,000	54,527.82
		XLIT LTD 4.45% 25/03/31	50,000	53,958.92
		XYLEM INC 3.25% 26/11/01	55,000	58,437.73
		ZIMMER BIOMET HOLDINGS 3.05% 26/01/15	100,000	103,560.81
		ZOETIS INC 2% 30/05/15	100,000	96,376.02
		ZOETIS INC 3.9% 28/08/20	25,000	27,282.98
	アメリカ・ドル 小計		167,352,953	173,493,804.78
				(20,010,775,443)
社債券 小計				20,010,775,443
				(20,010,775,443)
合計				20,010,775,443
				(20,010,775,443)

(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	1,331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。