有価証券報告書(内国投資信託受益証券)-第23期(令和4年1月12日-令和4年7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	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	56,734,749	133,133,762
合 計		56,734,749	133,133,762

(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	(2022年1月11日現在)	(2022年7月11日現在)
		金 額	金 額
資産の部
流動資産
預金		64,372,946	63,712,349
金銭信託		3,167,755	116,175
コール・ローン		37,650,250	20,467,708
社債券		20,010,775,443	21,282,281,954
派生商品評価勘定		46,955	748,937
未収入金		―	26,847,640
未収利息		161,388,578	191,176,788
前払費用		3,123,300	11,253,848
流動資産合計		20,280,525,227	21,596,605,399
資産合計		20,280,525,227	21,596,605,399
負債の部
流動負債
派生商品評価勘定		―	4,845,058
未払金		20,126,772	―
未払解約金		9,046,335	8,398,014
未払利息		101	55
その他未払費用		34	151
流動負債合計		29,173,242	13,243,278
負債合計		29,173,242	13,243,278
純資産の部
元本等
元本	1	9,396,783,355	9,197,839,446
剰余金
剰余金又は欠損金(△)		10,854,568,630	12,385,522,675
元本等合計		20,251,351,985	21,583,362,121
純資産合計		20,251,351,985	21,583,362,121
負債純資産合計		20,280,525,227	21,596,605,399

(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)

(2022年1月11日現在)	(2022年7月11日現在)
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	(2022年1月11日現在)	(2022年7月11日現在)
1	期首元本額	9,725,238,475円	9,396,783,355円
	期中追加設定元本額	464,169,777円	603,128,032円
	期中一部解約元本額	792,624,897円	802,071,941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>	5,578,329,955円	5,571,777,220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)	71,230,813円	56,734,749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>	319,820,254円	390,379,358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)	921,553,051円	1,014,320,034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	454,641,516円	450,628,355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>	2,051,207,766円	1,713,999,730円
	計	9,396,783,355円	9,197,839,446円
2	受益権の総数	9,396,783,355口	9,197,839,446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	(2022年1月11日現在)	(2022年7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)
種 類	(2022年1月11日現在)	(2022年7月11日現在)
	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	△581,779,895	△1,657,481,728
合計	△581,779,895	△1,657,481,728

(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)
		(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

		(単位:円)
		(2022年7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
	買建
	アメリカ・ドル	1,022,902,101	―	1,023,651,038	748,937
	売建
	アメリカ・ドル	1,030,489,101	―	1,035,334,159	△4,845,058
	合 計	2,053,391,202	―	2,058,985,197	△4,096,121

(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)

	(2022年1月11日現在)	(2022年7月11日現在)
1口当たり純資産額	2.1551円	2.3466円
(1万口当たり純資産額)	(21,551円)	(23,466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	147,573.48
		3M COMPANY 2% 25/02/14	100,000	96,415.94
		3M COMPANY 3.05% 30/04/15	100,000	92,258.35
		ABBOTT LABORATORIES 2.95% 25/03/15	200,000	197,811.39
		ABBOTT LABORATORIES 3.75% 26/11/30	100,000	100,761.83
		ABBVIE INC 2.6% 24/11/21	100,000	97,407.15
		ABBVIE INC 2.95% 26/11/21	145,000	138,391.18
		ABBVIE INC 3.2% 29/11/21	200,000	184,227.20
		ABBVIE INC 3.6% 25/05/14	100,000	98,779.10
		ABBVIE INC 3.8% 25/03/15	300,000	298,650.60
		ABBVIE INC 4.25% 28/11/14	200,000	198,036.32
		ADOBE INC 2.3% 30/02/01	100,000	87,843.89
		ADVANCE AUTO PARTS 3.5% 32/03/15	40,000	34,407.36
		ADVANCED MICRO DEVICES 3.924% 32/06/01	100,000	98,574.09
		AERCAP IRELAND CAP/GLOBA 1.15% 23/10/29	150,000	142,840.45
		AERCAP IRELAND CAP/GLOBA 1.65% 24/10/29	150,000	138,123.50
		AERCAP IRELAND CAP/GLOBA 1.75% 24/10/29	150,000	138,259.58
		AERCAP IRELAND CAP/GLOBA 2.45% 26/10/29	150,000	130,736.07
		AERCAP IRELAND CAP/GLOBA 3.15% 24/02/15	150,000	145,392.03
		AERCAP IRELAND CAP/GLOBA 3.3% 32/01/30	200,000	160,397.95
		AERCAP IRELAND CAP/GLOBA 3.65% 27/07/21	150,000	135,146.67
		AERCAP IRELAND CAP/GLOBA 4.875% 24/01/16	150,000	149,545.62
		AFFILIATED MANAGERS GROU 3.3% 30/06/15	70,000	63,139.50
		AFLAC INC 1.125% 26/03/15	40,000	36,088.54
		AFLAC INC 2.875% 26/10/15	50,000	48,045.00
		AFLAC INC 3.6% 30/04/01	65,000	61,436.84
		AGILENT TECHNOLOGIES INC 2.1% 30/06/04	60,000	48,683.52
		AGILENT TECHNOLOGIES INC 2.3% 31/03/12	100,000	81,132.64
		AGREE LP 2% 28/06/15	65,000	55,302.20
		AIR LEASE CORP 0.8% 24/08/18	40,000	36,586.33
		AIR LEASE CORP 2.3% 25/02/01	150,000	140,276.61
		AIR LEASE CORP 2.875% 32/01/15	300,000	233,242.51
		AIR LEASE CORP 3.125% 30/12/01	100,000	81,143.68
		AIR LEASE CORP 3.625% 27/12/01	150,000	133,642.30
		AIR PRODUCTS & CHEMICALS 2.05% 30/05/15	35,000	30,174.99
		AIRCASTLE LTD 4.125% 24/05/01	50,000	48,305.19
		AIRCASTLE LTD 4.25% 26/06/15	65,000	59,856.22
		ALEXANDRIA REAL ESTATE E 3.95% 28/01/15	100,000	96,674.09
		ALIBABA GROUP HOLDING 3.4% 27/12/06	200,000	190,009.90
		ALIBABA GROUP HOLDING 3.6% 24/11/28	100,000	98,719.44
		ALLEGION US HOLDING CO 3.2% 24/10/01	50,000	48,523.14
		ALLEGION US HOLDING CO 3.55% 27/10/01	50,000	45,430.44
		ALLIED WORLD ASSURANCE 4.35% 25/10/29	50,000	49,008.05
		ALLSTATE CORP 5.75% 23/08/15	100,000	88,000.00
		ALLY FINANCIAL INC 4.75% 27/06/09	100,000	95,727.90
		ALLY FINANCIAL INC 8% 31/11/01	200,000	221,204.01
		ALPHABET INC 0.8% 27/08/15	150,000	130,688.51
		ALPHABET INC 1.1% 30/08/15	130,000	107,216.76
		ALTRIA GROUP INC 3.4% 30/05/06	25,000	21,072.38
		ALTRIA GROUP INC 4.4% 26/02/14	156,000	153,281.70
		ALTRIA GROUP INC 4.8% 29/02/14	150,000	142,120.14
		AMAZON COM INC 5.2% 25/12/03	50,000	52,225.84
		AMAZON.COM INC 0.45% 24/05/12	45,000	42,838.35
		AMAZON.COM INC 1% 26/05/12	100,000	91,297.10
		AMAZON.COM INC 1.2% 27/06/03	200,000	178,031.46
		AMAZON.COM INC 1.65% 28/05/12	200,000	177,582.88
		AMAZON.COM INC 2.73% 24/04/13	200,000	198,784.25
		AMAZON.COM INC 3% 25/04/13	200,000	198,815.92
		AMAZON.COM INC 3.15% 27/08/22	100,000	97,565.51
		AMAZON.COM INC 3.6% 32/04/13	200,000	193,537.79
		AMCOR FLEXIBLES NORTH AM 2.69% 31/05/25	65,000	52,816.08
		AMEREN CORP 3.65% 26/02/15	100,000	97,455.07
		AMERICAN CAMPUS CMNTYS 2.25% 29/01/15	150,000	138,158.43
		AMERICAN ELECTRIC POWER 0.75% 23/11/01	20,000	19,202.78
		AMERICAN EXPRESS CO 3% 24/10/30	100,000	98,149.89
		AMERICAN EXPRESS CO 3.375% 24/05/03	155,000	154,102.38
		AMERICAN EXPRESS CO 3.4% 24/02/22	200,000	199,469.76
		AMERICAN EXPRESS CO 3.625% 24/12/05	350,000	347,083.87
		AMERICAN EXPRESS CO 4.989% 33/05/26	100,000	99,589.23
		AMERICAN HOMES 4 RENT 2.375% 31/07/15	100,000	79,507.23
		AMERICAN HONDA FINANCE 2.9% 24/02/16	200,000	197,646.54
		AMERICAN HONDA FINANCE 3.5% 28/02/15	300,000	288,527.73
		AMERICAN HONDA FINANCE 3.625% 23/10/10	75,000	75,195.39
		AMERICAN INTL GROUP 2.5% 25/06/30	100,000	95,164.87
		AMERICAN TOWER CORP 2.7% 31/04/15	100,000	82,307.80
		AMERICAN TOWER CORP 2.9% 30/01/15	50,000	42,721.79
		AMERICAN TOWER CORP 2.95% 25/01/15	200,000	193,462.65
		AMERICAN TOWER CORP 3.95% 29/03/15	300,000	280,985.04
		AMERICAN TOWER CORP 5% 24/02/15	100,000	101,332.46
		AMERICAN WATER CAPITAL 3.4% 25/03/01	100,000	98,501.39
		AMERICAN WATER CAPITAL 3.75% 28/09/01	100,000	96,321.81
		AMERIPRISE FINANCIAL INC 4% 23/10/15	150,000	150,741.59
		AMERISOURCEBERGEN CORP 2.8% 30/05/15	100,000	87,310.23
		AMERISOURCEBERGEN CORP 3.45% 27/12/15	100,000	95,774.32
		AMGEN INC 1.65% 28/08/15	200,000	171,828.18
		AMGEN INC 1.9% 25/02/21	65,000	61,807.43
		AMGEN INC 2.2% 27/02/21	170,000	156,384.49
		AMGEN INC 2.25% 23/08/19	100,000	98,806.49
		AMGEN INC 3.35% 32/02/22	90,000	82,819.06
		AMPHENOL CORP 2.05% 25/03/01	100,000	95,392.00
		AMPHENOL CORP 2.2% 31/09/15	60,000	48,792.18
		ANALOG DEVICES INC 1.7% 28/10/01	45,000	39,434.76
		ANALOG DEVICES INC 2.1% 31/10/01	60,000	51,021.50
		ANGLOGOLD HOLDINGS PLC 3.375% 28/11/01	200,000	168,565.48
		ANHEUSER-BUSCH INBEV WOR 4.75% 29/01/23	550,000	560,701.75
		ANTHEM INC 2.25% 30/05/15	135,000	114,921.52
		ANTHEM INC 3.65% 27/12/01	100,000	97,295.93
		ANTHEM INC 4.1% 32/05/15	100,000	96,948.79
		AON CORP 2.8% 30/05/15	200,000	175,159.78
		AON CORP/AON GLOBAL HOLD 2.05% 31/08/23	100,000	80,091.27
		APPALACHIAN POWER CO 3.3% 27/06/01	100,000	95,031.75
		APPLE INC 1.4% 28/08/05	100,000	87,656.39
		APPLE INC 1.65% 31/02/08	200,000	167,799.62
		APPLE INC 1.8% 24/09/11	100,000	97,249.94
		APPLE INC 2.2% 29/09/11	100,000	89,810.35
		APPLE INC 2.5% 25/02/09	400,000	391,375.26
		APPLE INC 2.9% 27/09/12	450,000	435,048.92
		APPLE INC 3% 24/02/09	150,000	149,677.90
		APPLE INC 3.35% 27/02/09	350,000	347,202.31
		APPLIED MATERIALS INC 1.75% 30/06/01	130,000	109,536.30
		ARCHER-DANIELS-MIDLAND C 3.25% 30/03/27	100,000	93,552.94
		ARES CAPITAL CORP 2.875% 27/06/15	100,000	83,772.90
		ARES CAPITAL CORP 2.875% 28/06/15	200,000	159,969.33
		ARES CAPITAL CORP 3.875% 26/01/15	100,000	91,216.08
		ARIZONA PUBLIC SERVICE 2.95% 27/09/15	100,000	93,244.68
		ASTRAZENECA PLC 1.375% 30/08/06	200,000	164,526.26
		ASTRAZENECA PLC 3.375% 25/11/16	150,000	147,755.30
		ASTRAZENECA PLC 4% 29/01/17	200,000	199,369.28
		AT&T INC 0.9% 24/03/25	100,000	95,372.28
		AT&T INC 1.7% 26/03/25	200,000	183,362.83
		AT&T INC 4.1% 28/02/15	200,000	197,113.56
		AT&T INC 4.25% 27/03/01	100,000	99,672.24
		AT&T INC 4.3% 30/02/15	200,000	194,887.73
		AT&T INC 4.35% 29/03/01	320,000	316,218.38
		ATHENE HOLDING LTD 4.125% 28/01/12	150,000	139,456.34
		ATMOS ENERGY CORP 3% 27/06/15	65,000	62,064.62
		AUTODESK INC 4.375% 25/06/15	100,000	101,081.96
		AUTOMATIC DATA PROCESSNG 1.7% 28/05/15	160,000	143,415.42
		AUTONATION INC 1.95% 28/08/01	30,000	24,835.58
		AUTONATION INC 3.5% 24/11/15	100,000	96,261.44
		AUTONATION INC 4.5% 25/10/01	20,000	19,885.47
		AUTOZONE INC 3.25% 25/04/15	110,000	107,528.59
		AUTOZONE INC 4% 30/04/15	100,000	94,742.85
		AVALONBAY COMMUNITIES 3.3% 29/06/01	65,000	59,907.26
		AVALONBAY COMMUNITIES IN 2.9% 26/10/15	50,000	47,037.92
		AVANGRID INC 3.8% 29/06/01	75,000	69,795.98
		AVERY DENNISON CORP 0.85% 24/08/15	40,000	37,481.17
		AVERY DENNISON CORP 4.875% 28/12/06	100,000	99,913.14
		AVNET INC 3% 31/05/15	100,000	82,259.24
		AXA EQUITABLE HOLDINGS I 4.35% 28/04/20	100,000	97,432.89
		AXIS SPECIALTY FINAN PLC 4% 27/12/06	100,000	96,169.88
		BAIDU INC 1.625% 27/02/23	200,000	177,992.01
		BAIDU INC 3.625% 27/07/06	200,000	193,755.17
		BAIDU INC 3.875% 23/09/29	100,000	100,337.41
		BAKER HUGHES LLC/CO-OBL 3.337% 27/12/15	150,000	141,208.45
		BALTIMORE GAS & ELECTRIC 2.25% 31/06/15	200,000	169,863.11
		BANCO BILBAO VIZCAYA ARG 1.125% 25/09/18	100,000	90,391.91
		BANCO SANTANDER SA 2.746% 25/05/28	200,000	188,842.09
		BANCO SANTANDER SA 2.958% 31/03/25	200,000	166,067.93
		BANCO SANTANDER SA 3.8% 28/02/23	100,000	93,266.16
		BANK OF AMERICA CORP 0.976% 25/04/22	150,000	141,082.06
		BANK OF AMERICA CORP 1.658% 27/03/11	100,000	89,997.65
		BANK OF AMERICA CORP 1.898% 31/07/23	200,000	160,210.63
		BANK OF AMERICA CORP 2.087% 29/06/14	200,000	171,858.55
		BANK OF AMERICA CORP 2.299% 32/07/21	200,000	162,180.84
		BANK OF AMERICA CORP 2.482% 36/09/21	100,000	77,401.60
		BANK OF AMERICA CORP 2.496% 31/02/13	150,000	127,062.69
		BANK OF AMERICA CORP 2.572% 32/10/20	100,000	82,554.11
		BANK OF AMERICA CORP 2.592% 31/04/29	95,000	80,700.16
		BANK OF AMERICA CORP 2.651% 32/03/11	100,000	84,055.09
		BANK OF AMERICA CORP 2.687% 32/04/22	200,000	168,130.26
		BANK OF AMERICA CORP 3.194% 30/07/23	150,000	134,459.08
		BANK OF AMERICA CORP 3.384% 26/04/02	100,000	96,942.49
		BANK OF AMERICA CORP 3.419% 28/12/20	783,000	728,400.19
		BANK OF AMERICA CORP 3.458% 25/03/15	450,000	443,728.15
		BANK OF AMERICA CORP 3.559% 27/04/23	500,000	480,451.25
		BANK OF AMERICA CORP 3.593% 28/07/21	150,000	141,779.14
		BANK OF AMERICA CORP 3.864% 24/07/23	500,000	497,489.05
		BANK OF AMERICA CORP 3.974% 30/02/07	250,000	235,743.42
		BANK OF AMERICA CORP 4% 25/01/22	100,000	99,729.30
		BANK OF AMERICA CORP 4.183% 27/11/25	200,000	195,433.99
		BANK OF AMERICA CORP 4.271% 29/07/23	400,000	386,211.59
		BANK OF AMERICA CORP 4.376% 28/04/27	150,000	147,694.20
		BANK OF AMERICA CORP 4.571% 33/04/27	300,000	292,236.36
		BANK OF MONTREAL 0.625% 24/07/09	70,000	65,743.41
		BANK OF MONTREAL 1.5% 25/01/10	200,000	188,283.55
		BANK OF MONTREAL 1.85% 25/05/01	200,000	187,998.47
		BANK OF MONTREAL 3.3% 24/02/05	150,000	149,259.34
		BANK OF MONTREAL 3.7% 25/06/07	200,000	197,709.35
		BANK OF NEW YORK MELLON 2.2% 23/08/16	200,000	197,247.06
		BANK OF NEW YORK MELLON 3.25% 24/09/11	100,000	99,074.08
		BANK OF NOVA SCO 1.35% 26/06/24	200,000	179,426.85
		BANK OF NOVA SCOTIA 0.55% 23/09/15	100,000	96,632.85
		BANK OF NOVA SCOTIA 1.3% 26/09/15	100,000	88,426.11
		BANK OF NOVA SCOTIA 1.95% 27/02/02	140,000	125,949.26
		BANK OF NOVA SCOTIA 2.2% 25/02/03	300,000	287,201.19
		BANK OF NOVA SCOTIA 3.45% 25/04/11	100,000	98,403.37
		BANK OF NY MELLON CORP 0.5% 24/04/26	150,000	142,073.33
		BANK OF NY MELLON CORP 1.8% 31/07/28	100,000	80,680.36
		BANK OF NY MELLON CORP 2.8% 26/05/04	100,000	96,145.01
		BANK OF NY MELLON CORP 3.4% 28/01/29	100,000	95,400.11
		BANK OF NY MELLON CORP 3.442% 28/02/07	100,000	95,722.27
		BANK OF NY MELLON CORP 4.289% 33/06/13	100,000	97,828.23
		BANKUINTED INC 5.125% 30/06/11	100,000	95,904.04
		BARCLAYS PLC 1.007% 24/12/10	200,000	189,859.76
		BARCLAYS PLC 3.564% 35/09/23	200,000	160,793.08
		BARCLAYS PLC 3.65% 25/03/16	200,000	195,039.13
		BARCLAYS PLC 4.972% 29/05/16	200,000	194,731.03
		BARCLAYS PLC 5.088% 30/06/20	300,000	280,903.68
		BARCLAYS PLC 5.2% 26/05/12	100,000	99,760.00
		BAT CAPITAL CORP 2.259% 28/03/25	150,000	124,576.83
		BAT CAPITAL CORP 2.789% 24/09/06	70,000	67,470.11
		BAT CAPITAL CORP 3.215% 26/09/06	100,000	92,675.06
		BAT CAPITAL CORP 3.557% 27/08/15	100,000	90,988.84
		BAT CAPITAL CORP 4.906% 30/04/02	100,000	92,314.10
		BAXALTA INC 4% 25/06/23	30,000	29,722.99
		BAXTER INTERNATIONAL INC 1.322% 24/11/29	300,000	281,308.21
		BAXTER INTERNATIONAL INC 3.95% 30/04/01	100,000	95,606.16
		BECTON DICKINSON AND CO 1.957% 31/02/11	65,000	52,551.38
		BECTON DICKINSON AND CO 3.363% 24/06/06	91,000	90,056.40
		BEMIS COMPANY INC 2.63% 30/06/19	100,000	81,500.47
		BERKSHIRE HATHAWAY ENERG 3.25% 28/04/15	100,000	94,629.92
		BERKSHIRE HATHAWAY ENERG 3.75% 23/11/15	100,000	100,388.69
		BERKSHIRE HATHAWAY FIN 1.45% 30/10/15	80,000	64,734.67
		BERKSHIRE HATHAWAY INC 3.125% 26/03/15	200,000	196,900.33
		BERRY GLOBAL INC 1.57% 26/01/15	100,000	89,242.65
		BEST BUY CO INC 4.45% 28/10/01	100,000	98,589.43
		BIOGEN INC 2.25% 30/05/01	35,000	28,811.41
		BIOGEN INC 4.05% 25/09/15	100,000	99,059.58
		BLACK HILLS CORP 3.05% 29/10/15	50,000	43,833.52
		BLACK HILLS CORP 3.95% 26/01/15	50,000	49,453.50
		BLACKROCK INC 3.2% 27/03/15	100,000	97,691.02
		BLACKROCK INC 3.25% 29/04/30	60,000	56,605.39
		BLACKROCK INC 3.5% 24/03/18	100,000	100,373.86
		BLACKSTONE PRIVATE CRE 1.75% 24/09/15	100,000	90,989.26
		BLACKSTONE PRIVATE CRE 2.7% 25/01/15	75,000	68,444.42
		BLACKSTONE SECURED LEND 2.125% 27/02/15	150,000	124,476.73
		BLOCK FINANCIAL 2.5% 28/07/15	45,000	39,031.61
		BOARDWALK PIPELINES LP 4.45% 27/07/15	100,000	96,682.63
		BOARDWALK PIPELINES LP 4.8% 29/05/03	20,000	19,239.74
		BOEING CO 2.196% 26/02/04	300,000	270,610.03
		BOEING CO 3.25% 28/02/01	50,000	44,607.01
		BOEING CO 4.875% 25/05/01	445,000	443,465.45
		BOEING CO 5.15% 30/05/01	250,000	240,673.04
		BORGWARNER INC 2.65% 27/07/01	50,000	45,526.66
		BOSTON PROPERTIES INC 3.4% 29/06/21	100,000	88,722.20
		BOSTON PROPERTIES LP 3.2% 25/01/15	50,000	48,615.97
		BOSTON PROPERTIES LP 3.65% 26/02/01	150,000	145,341.19
		BP CAP MARKETS AMERICA 3.194% 25/04/06	100,000	98,631.84
		BP CAP MARKETS AMERICA 3.937% 28/09/21	200,000	195,273.56
		BP CAP MARKETS AMERICA 4.234% 28/11/06	250,000	246,785.76
		BPCE SA 4% 24/04/15	250,000	249,267.19
		BRIGHTHOUSE FINANCIAL IN 3.7% 27/06/22	150,000	139,830.99
		BRISTOL-MYERS SQUIBB CO 1.45% 30/11/13	30,000	24,632.08
		BRISTOL-MYERS SQUIBB CO 2.9% 24/07/26	64,000	63,420.82
		BRISTOL-MYERS SQUIBB CO 2.95% 32/03/15	200,000	184,077.97
		BRISTOL-MYERS SQUIBB CO 3.25% 23/11/01	100,000	99,873.18
		BRISTOL-MYERS SQUIBB CO 3.625% 24/05/15	100,000	99,935.15
		BRISTOL-MYERS SQUIBB CO 3.9% 28/02/20	150,000	149,906.04
		BRITISH TELECOMMUNICATIO 5.125% 28/12/04	200,000	197,901.70
		BRIXMOR OPERATING PART 2.5% 31/08/16	50,000	39,047.95
		BRIXMOR OPERATING PART 3.65% 24/06/15	100,000	98,134.57
		BRIXMOR OPERATING PART 4.05% 30/07/01	100,000	89,548.76
		BROADCOM INC 1.95% 28/02/15	80,000	67,979.15
		BROADCOM INC 4.11% 28/09/15	169,000	159,858.85
		BROADCOM INC 4.15% 32/04/15	40,000	36,023.88
		BROADCOM INC 4.75% 29/04/15	350,000	339,896.35
		BROADRIDGE FINACIAL SOLU 3.4% 26/06/27	100,000	96,592.06
		BROOKFIELD FINANCE INC 4% 24/04/01	150,000	149,022.08
		BUNGE LTD FINANCE CORP 2.75% 31/05/14	100,000	81,801.14
		BUNGE LTD FINANCE CORP 3.75% 27/09/25	55,000	52,763.57
		BURLINGTN NORTH SANTA FE 3.25% 27/06/15	100,000	97,815.53
		CABOT CORP 5% 32/06/30	100,000	96,501.28
		CAMDEN PROPERTY TRUST 4.1% 28/10/15	45,000	44,031.65
		CAMPBELL SOUP CO 3.95% 25/03/15	100,000	99,789.10
		CANADIAN IMPERIAL BANK 3.1% 24/04/02	100,000	98,797.58
		CANADIAN IMPERIAL BANK 3.3% 25/04/07	200,000	195,621.64
		CANADIAN IMPERIAL BANK 3.45% 27/04/07	90,000	86,355.71
		CANADIAN NATIONAL RAILWA 2.75% 26/03/01	50,000	47,678.72
		CANADIAN NATL RESOURCES 7.2% 32/01/15	100,000	112,428.10
		CANADIAN PACIFIC RAILWAY 1.35% 24/12/02	200,000	187,919.74
		CANADIAN PACIFIC RAILWAY 2.05% 30/03/05	155,000	130,432.14
		CAPITAL ONE FINANCIAL CO 1.878% 27/11/02	150,000	131,196.14
		CAPITAL ONE FINANCIAL CO 2.359% 32/07/29	100,000	76,030.99
		CAPITAL ONE FINANCIAL CO 3.2% 25/02/05	150,000	146,353.16
		CAPITAL ONE FINANCIAL CO 3.273% 30/03/01	100,000	88,272.02
		CAPITAL ONE FINANCIAL CO 3.75% 27/03/09	200,000	190,720.05
		CAPITAL ONE FINANCIAL CO 4.927% 28/05/10	100,000	98,686.59
		CAPITAL ONE FINANCIAL CO 5.268% 33/05/10	100,000	98,126.07
		CARLISLE COS INC 2.75% 30/03/01	100,000	84,700.58
		CARLISLE COS INC 3.5% 24/12/01	65,000	63,911.39
		CARRIER GLOBAL CORP 2.242% 25/02/15	50,000	47,399.42
		CARRIER GLOBAL CORP 2.722% 30/02/15	170,000	146,264.74
		CATERPILLAR FINANCIAL SE 2.4% 26/08/09	50,000	47,351.56
		CATERPILLAR FINANCIAL SE 3.75% 23/11/24	150,000	150,817.21
		CATERPILLAR FINL SERVICE 0.45% 24/05/17	100,000	95,120.42
		CATERPILLAR FINL SERVICE 1.15% 26/09/14	100,000	89,916.75
		CATERPILLAR FINL SERVICE 3.4% 25/05/13	200,000	199,267.80
		CATERPILLAR INC 2.6% 29/09/19	100,000	91,063.82
		CATERPILLAR INC 3.4% 24/05/15	100,000	100,277.61
		CBOE HOLDINGS 3.65% 27/01/12	50,000	48,698.53
		CDW LLC/CDW FINANCE 3.569% 31/12/01	100,000	80,894.29
		CDW LLC/CDW FINANCE 4.25% 28/04/01	100,000	90,750.00
		CELANESE US HOLDINGS LLC 1.4% 26/08/05	50,000	41,784.63
		CENOVUS ENERGY INC 5.375% 25/07/15	83,000	85,326.49
		CENTERPOINT ENERGY RES 4.4% 32/07/01	200,000	197,731.18
		CGI INC 2.3% 31/09/14	100,000	80,003.28
		CHARLES SCHWAB CORP 0.75% 24/03/18	200,000	191,705.91
		CHARLES SCHWAB CORP 1.15% 26/05/13	50,000	45,063.36
		CHARLES SCHWAB CORP 2.3% 31/05/13	100,000	83,813.53
		CHARLES SCHWAB CORP 2.45% 27/03/03	40,000	37,426.95
		CHARLES SCHWAB CORP 3.2% 28/01/25	100,000	95,224.73
		CHARLES SCHWAB CORP 3.75% 24/04/01	100,000	100,213.74
		CHARLES SCHWAB CORP 4% 29/02/01	100,000	98,357.26
		CHARTER COMM OPT LLC/CAP 2.8% 31/04/01	100,000	80,971.35
		CHARTER COMM OPT LLC/CAP 3.75% 28/02/15	100,000	91,996.95
		CHARTER COMM OPT LLC/CAP 4.2% 28/03/15	250,000	234,930.79
		CHARTER COMM OPT LLC/CAP 4.5% 24/02/01	100,000	100,381.94
		CHENIERE CORP CHRISTI HD 3.7% 29/11/15	100,000	91,244.65
		CHENIERE CORP CHRISTI HD 5.875% 25/03/31	100,000	102,262.03
		CHENIERE CORP CHRISTI HD 7% 24/06/30	100,000	103,201.27
		CHEVRON 2.954% 26/05/16	100,000	97,478.10
		CHEVRON USA INC 0.426% 23/08/11	75,000	72,873.29
		CHEVRON USA INC 3.85% 28/01/15	100,000	99,126.79
		CHEVRON USA INC 3.9% 24/11/15	200,000	201,945.09
		CHURCH & DWIGHT CO INC 2.3% 31/12/15	100,000	83,932.75
		CI FINANCIAL CORP 3.2% 30/12/17	100,000	76,128.46
		CIGNA CORP 2.375% 31/03/15	290,000	246,136.65
		CIGNA CORP 3% 23/07/15	100,000	99,410.15
		CIGNA CORP 3.25% 25/04/15	100,000	98,023.90
		CIGNA CORP 3.4% 27/03/01	100,000	95,969.96
		CIGNA CORP 4.375% 28/10/15	200,000	198,100.01
		CINTAS CORP NO 2 3.7% 27/04/01	100,000	98,409.23
		CISCO SYSTEMS INC 3.625% 24/03/04	100,000	100,555.31
		CITIGROUP INC 0.981% 25/05/01	50,000	46,910.75
		CITIGROUP INC 1.462% 27/06/09	100,000	88,320.24
		CITIGROUP INC 2.014% 26/01/25	145,000	136,242.94
		CITIGROUP INC 2.52% 32/11/03	145,000	118,105.04
		CITIGROUP INC 2.561% 32/05/01	55,000	45,284.18
		CITIGROUP INC 3.057% 33/01/25	135,000	114,579.97
		CITIGROUP INC 3.52% 28/10/27	150,000	140,169.95
		CITIGROUP INC 3.75% 24/06/16	100,000	100,500.54
		CITIGROUP INC 3.785% 33/03/17	200,000	180,217.59
		CITIGROUP INC 3.887% 28/01/10	350,000	336,584.29
		CITIGROUP INC 4.075% 29/04/23	250,000	238,112.57
		CITIGROUP INC 4.125% 28/07/25	150,000	143,580.96
		CITIGROUP INC 4.14% 25/05/24	400,000	398,523.33
		CITIGROUP INC 4.4% 25/06/10	200,000	199,898.14
		CITIGROUP INC 4.412% 31/03/31	500,000	478,217.53
		CITIGROUP INC 4.45% 27/09/29	500,000	487,045.37
		CITIGROUP INC 4.6% 26/03/09	100,000	100,183.89
		CITIGROUP INC 4.91% 33/05/24	200,000	197,257.14
		CITIZENS BANK NA/RI 2.25% 25/04/28	100,000	94,681.98
		CITIZENS FINANCIAL GROUP 3.25% 30/04/30	130,000	115,030.85
		CITRIX SYSTEMS INC 4.5% 27/12/01	100,000	99,420.75
		CLOROX COMPANY 1.8% 30/05/15	30,000	24,479.01
		CLOROX COMPANY 4.4% 29/05/01	100,000	99,519.94
		CME GROUP INC 2.65% 32/03/15	200,000	176,450.33
		CNA FINANCIAL CORP 3.45% 27/08/15	50,000	47,126.09
		CNA FINANCIAL CORP 3.9% 29/05/01	40,000	37,390.22
		CNH INDUSTRIAL CAP LLC 1.45% 26/07/15	100,000	88,411.16
		CNH INDUSTRIAL CAP LLC 4.2% 24/01/15	50,000	50,020.50
		CNO FINANCIAL GROUP INC 5.25% 25/05/30	100,000	100,698.95
		COCA-COLA CO/THE 1% 28/03/15	60,000	51,965.35
		COCA-COLA CO/THE 2% 31/03/05	165,000	142,063.06
		COCA-COLA CO/THE 3.375% 27/03/25	250,000	248,236.51
		COCA-COLA FEMSA SAB CV 2.75% 30/01/22	150,000	133,153.50
		COMCAST CORP 3.375% 25/02/15	100,000	99,258.20
		COMCAST CORP 3.4% 30/04/01	200,000	187,975.68
		COMCAST CORP 3.7% 24/04/15	310,000	311,734.85
		COMCAST CORP 4.15% 28/10/15	390,000	390,101.28
		COMCAST CORP 4.25% 30/10/15	200,000	198,579.52
		COMERICA INC 4% 29/02/01	100,000	96,606.07
		COMMONSPIRIT HEALTH 2.782% 30/10/01	15,000	12,824.04
		COMMONSPIRIT HEALTH 3.347% 29/10/01	100,000	90,642.57
		COMMONWEALTH EDISON CO 2.2% 30/03/01	100,000	87,214.10
		CON EDISON CO OF NY INC 3.35% 30/04/01	20,000	18,614.98
		CONAGRA BRANDS INC 1.375% 27/11/01	100,000	83,451.44
		CONAGRA BRANDS INC 4.3% 24/05/01	60,000	60,126.08
		CONAGRA BRANDS INC 4.85% 28/11/01	100,000	98,271.00
		CONOCOPHILLIPS COMPANY 2.4% 25/03/07	100,000	96,705.94
		CONOCOPHILLIPS COMPANY 6.95% 29/04/15	100,000	113,889.24
		CONSOLIDATED EDISON CO O 3.125% 27/11/15	100,000	94,952.00
		CONSOLIDATED EDISON CO O 3.8% 28/05/15	50,000	48,466.36
		CONSTELLATION BRANDS INC 3.7% 26/12/06	50,000	48,719.68
		CONSTELLATION BRANDS INC 4.4% 25/11/15	165,000	165,319.90
		CONSTELLATION BRANDS INC 4.75% 32/05/09	100,000	99,150.69
		CONTL AIRLINES 2012-1 A 4.15% 24/04/11	111,406	108,893.68
		COOPERATIEVE RABOBANK UA 3.75% 26/07/21	250,000	239,278.03
		COREBRIDGE FINANCIAL INC 3.5% 25/04/04	100,000	96,990.87
		COREBRIDGE FINANCIAL INC 3.9% 32/04/05	100,000	89,469.99
		COSTCO WHOLESALE CORP 3% 27/05/18	150,000	145,587.08
		COTERRA ENERGY INC 4.375% 29/03/15	75,000	73,136.09
		CRANE CO 4.45% 23/12/15	50,000	50,374.66
		CREDIT SUISSE GROUP 4.55% 26/04/17	150,000	146,179.59
		CREDIT SUISSE NEW YORK 0.495% 24/02/02	100,000	94,533.44
		CREDIT SUISSE NEW YORK 3.625% 24/09/09	250,000	244,908.70
		CROWN CASTLE INTL CORP 2.9% 27/03/15	110,000	101,503.88
		CROWN CASTLE INTL CORP 3.3% 30/07/01	100,000	88,161.24
		CROWN CASTLE INTL CORP 3.8% 28/02/15	200,000	188,774.67
		CROWN CASTLE INTL CORP 4% 27/03/01	100,000	97,316.77
		CSX CORP 4.25% 29/03/15	100,000	99,668.49
		CUMMINS INC 1.5% 30/09/01	100,000	80,748.35
		CVS HEALTH CORP 1.75% 30/08/21	100,000	80,188.92
		CVS HEALTH CORP 2.125% 31/09/15	200,000	162,201.17
		CVS HEALTH CORP 3.25% 29/08/15	200,000	183,320.76
		CVS HEALTH CORP 3.375% 24/08/12	100,000	99,237.70
		CVS HEALTH CORP 3.75% 30/04/01	145,000	135,944.34
		CVS HEALTH CORP 4.3% 28/03/25	272,000	269,655.19
		D.R. HORTON INC 1.3% 26/10/15	150,000	129,159.86
		DANAHER CORP 3.35% 25/09/15	105,000	103,204.57
		DDR CORP 3.625% 25/02/01	173,000	167,866.64
		DELL INT LLC / EMC CORP 6.02% 26/06/15	300,000	311,584.65
		DELL INT LLC / EMC CORP 6.1% 27/07/15	150,000	157,010.94
		DELTA AIR LINES 2019-1AA 3.204% 24/04/25	50,000	48,195.64
		DENTSPLY SIRONA INC 3.25% 30/06/01	100,000	83,438.12
		DEUTSCHE BANK NY 0.962% 23/11/08	150,000	143,746.87
		DEUTSCHE BANK NY 1.686% 26/03/19	50,000	44,807.85
		DEUTSCHE BANK NY 2.222% 24/09/18	300,000	288,828.06
		DEUTSCHE BANK NY 3.035% 32/05/28	150,000	116,857.56
		DEUTSCHE BANK NY 4.162% 25/05/13	200,000	198,587.20
		DEUTSCHE TELEKOM INT FIN 8.75% 30/06/15	200,000	248,656.14
		DEVON ENERGY CORPORATION 4.5% 30/01/15	163,000	153,110.18
		DIAGEO CAPITAL PLC 2.125% 32/04/29	200,000	167,973.07
		DIAMONDBACK ENERGY INC 3.5% 29/12/01	100,000	91,110.31
		DIGITAL REALTY TRUST LP 4.45% 28/07/15	100,000	96,934.13
		DISCOVER BANK 3.45% 26/07/27	150,000	141,489.41
		DISCOVER BANK 4.2% 23/08/08	250,000	250,417.64
		DISCOVERY COMMUNICATIONS 3.8% 24/03/13	200,000	198,641.44
		DISCOVERY COMMUNICATIONS 3.95% 28/03/20	100,000	93,385.90
		DISCOVERY COMMUNICATIONS 4.125% 29/05/15	45,000	41,293.19
		DOLLAR GENERAL CORP 4.15% 25/11/01	50,000	49,964.68
		DOLLAR TREE INC 2.65% 31/12/01	100,000	82,393.78
		DOLLAR TREE INC 4.2% 28/05/15	100,000	97,135.62
		DOMINION ENERGY INC 3.375% 30/04/01	60,000	54,714.09
		DOMINION ENERGY INC 4.25% 28/06/01	50,000	49,102.94
		DOMINION RESOURCES INC 5.75% 24/10/01	100,000	92,485.40
		DOW CHEMICAL CO/THE 7.375% 29/11/01	92,000	105,426.05
		DOWDUPONT INC 4.493% 25/11/15	100,000	101,077.00
		DOWDUPONT INC 4.725% 28/11/15	100,000	100,223.97
		DTE ELECTRIC CO 1.9% 28/04/01	15,000	13,314.63
		DTE ENERGY 2.85% 26/10/01	100,000	94,443.48
		DTE ENERGY CO 1.05% 25/06/01	70,000	64,103.47
		DTE ENERGY CO 2.529% 24/10/01	75,000	72,582.34
		DTE ENERGY CO 2.95% 30/03/01	50,000	44,157.62
		DUKE ENERGY CAROLINAS 2.45% 29/08/15	25,000	22,205.40
		DUKE ENERGY CAROLINAS 3.95% 28/11/15	250,000	245,953.86
		DUKE ENERGY CORP 2.55% 31/06/15	100,000	83,415.97
		DUKE ENERGY FLORIDA LLC 1.75% 30/06/15	105,000	86,699.26
		DUKE ENERGY FLORIDA LLC 2.4% 31/12/15	100,000	85,003.44
		DUKE ENERGY PROGRESS LLC 2% 31/08/15	100,000	82,555.09
		DUKE REALTY LP 4% 28/09/15	50,000	48,375.24
		DXC TECHNOLOGY CO 1.8% 26/09/15	100,000	88,346.44
		E*TRADE FINANCIAL CORP 3.8% 27/08/24	15,000	14,421.29
		E*TRADE FINANCIAL CORP 4.5% 28/06/20	50,000	49,699.91
		EAGLE MATERIALS 2.5% 31/07/01	100,000	77,859.51
		EASTMAN CHEMICAL CO 4.5% 28/12/01	100,000	97,648.40
		EATON VANCE CORP 3.5% 27/04/06	50,000	48,070.97
		EBAY INC 1.4% 26/05/10	100,000	89,679.56
		EBAY INC 2.7% 30/03/11	70,000	59,460.34
		EBAY INC 3.6% 27/06/05	100,000	96,221.08
		ECOLAB INC 1.65% 27/02/01	100,000	90,814.04
		ECOLAB INC 2.7% 26/11/01	45,000	42,998.92
		ECOLAB INC 4.8% 30/03/24	45,000	46,491.48
		EDISON INTERNATIONAL 4.95% 25/04/15	40,000	40,146.37
		EDISON INTERNATIONAL 5.75% 27/06/15	160,000	162,597.77
		ELECTRONIC ARTS INC 1.85% 31/02/15	60,000	48,552.13
		ELI LILLY & CO 3.375% 29/03/15	80,000	77,809.17
		EMERA US FINANCE LP 0.833% 24/06/15	50,000	46,503.50
		EMERSON ELECTRIC CO 3.15% 25/06/01	100,000	98,430.48
		EMPRESA NACIONAL DE ELEC 4.25% 24/04/15	50,000	49,325.00
		ENABLE MIDSTREAM PARTNER 3.9% 24/05/15	100,000	98,578.26
		ENBRIDGE ENERGY PARTNERS 5.875% 25/10/15	100,000	104,285.15
		ENBRIDGE INC 2.5% 25/02/14	100,000	95,732.66
		ENBRIDGE INC 3.7% 27/07/15	50,000	47,934.80
		ENEL CHILE SA 4.875% 28/06/12	100,000	95,423.00
		ENERGY TRANSFER OPERATNG 4.5% 24/04/15	100,000	99,824.45
		ENERGY TRANSFER OPERATNG 5.25% 29/04/15	200,000	196,779.81
		ENERGY TRANSFER OPERATNG 5.875% 24/01/15	250,000	253,910.03
		ENSTAR GROUP LTD 4.95% 29/06/01	100,000	95,269.72
		ENTERGY CORP 1.9% 28/06/15	85,000	72,771.09
		ENTERGY LOUISIANA LLC 2.4% 26/10/01	300,000	279,352.61
		ENTERPRISE PRODUCTS OPER 2.8% 30/01/31	160,000	139,939.04
		ENTERPRISE PRODUCTS OPER 5.375% 28/02/15	100,000	78,217.39
		EOG RESOURCES INC 3.15% 25/04/01	200,000	196,830.42
		EQT CORP 7.5% 30/02/01	100,000	105,352.00
		EQUINIX INC 1% 25/09/15	100,000	89,590.84
		EQUINIX INC 2% 28/05/15	100,000	85,086.51
		EQUINIX INC 2.15% 30/07/15	100,000	80,635.34
		EQUINIX INC 3.2% 29/11/18	45,000	39,829.42
		EQUINIX INC 3.9% 32/04/15	100,000	90,397.99
		ERP OPERATING LP 2.5% 30/02/15	100,000	86,755.31
		ERP OPERATING LP 3.25% 27/08/01	35,000	33,109.07
		ERP OPERATING LP 4.15% 28/12/01	50,000	48,828.93
		ESSENTIAL UTILITIES INC 2.704% 30/04/15	60,000	52,068.38
		ESSEX PORTFOLIO LP 1.7% 28/03/01	85,000	72,749.23
		ESSEX PORTFOLIO LP 3.5% 25/04/01	100,000	98,009.42
		ESSEX PORTFOLIO LP 3.875% 24/05/01	50,000	49,830.76
		ESTEE LAUDER CO INC 1.95% 31/03/15	45,000	37,816.21
		ESTEE LAUDER CO INC 3.15% 27/03/15	100,000	97,025.46
		EVERGY INC 2.9% 29/09/15	100,000	87,727.49
		EVERSOURCE ENERGY 2.9% 24/10/01	50,000	48,777.53
		EVERSOURCE ENERGY 2.9% 27/03/01	100,000	94,233.56
		EVERSOURCE ENERGY 3.375% 32/03/01	100,000	89,491.03
		EXELON 3.4% 26/04/15	100,000	96,907.57
		EXPEDIA GROUP INC 3.25% 30/02/15	200,000	165,579.35
		EXPEDIA GROUP INC 4.625% 27/08/01	75,000	71,847.16
		EXXON MOBIL CORPORATION 2.44% 29/08/16	100,000	89,611.74
		EXXON MOBIL CORPORATION 2.992% 25/03/19	300,000	294,929.97
		EXXON MOBIL CORPORATION 3.294% 27/03/19	150,000	147,157.68
		FAIRFAX FINL HLDGS LTD 4.625% 30/04/29	100,000	95,243.37
		FEDERAL REALTY INVESTMEN 3.2% 29/06/15	50,000	44,878.36
		FEDERAL REALTY INVESTMEN 3.25% 27/07/15	50,000	46,889.98
		FEDEX CORP 3.1% 29/08/05	200,000	181,698.91
		FIBRIA OVERSEAS FINANCE 5.5% 27/01/17	50,000	49,634.93
		FIDELITY NATL FINANCIAL 4.5% 28/08/15	100,000	96,065.58
		FIDELITY NATL INFO SERV 0.6% 24/03/01	15,000	14,167.49
		FIDELITY NATL INFO SERV 1.65% 28/03/01	20,000	16,905.01
		FIDELITY NATL INFO SERV 2.25% 31/03/01	100,000	80,481.93
		FIFTH THIRD BANCORP 1.707% 27/11/01	65,000	57,110.05
		FIFTH THIRD BANCORP 2.55% 27/05/05	60,000	54,813.84
		FIFTH THIRD BANCORP 3.65% 24/01/25	100,000	99,479.37
		FIFTH THIRD BANK 2.25% 27/02/01	150,000	137,788.42
		FIRST AMERICAN FINANCIAL 2.4% 31/08/15	65,000	49,966.68
		FISERV INC 3.2% 26/07/01	250,000	237,432.58
		FISERV INC 3.8% 23/10/01	250,000	249,846.36
		FLEX LTD 4.875% 30/05/12	85,000	80,427.57
		FLEXTRONICS INTERNATIONA 4.75% 25/06/15	125,000	125,147.26
		FLORIDA POWER & LIGHT CO 2.85% 25/04/01	100,000	98,448.18
		FLOWERS FOODS INC 3.5% 26/10/01	35,000	33,322.76
		FLOWSERVE CORPORATION 2.8% 32/01/15	100,000	76,859.29
		FORTUNE BRANDS HOME & SE 4% 23/09/21	100,000	100,097.70
		FOX CORP 3.5% 30/04/08	25,000	22,560.63
		FOX CORP 4.03% 24/01/25	150,000	149,990.56
		FOX CORP 4.709% 29/01/25	100,000	97,978.76
		FREEPORT-MCMORAN INC 4.125% 28/03/01	200,000	185,214.29
		FREEPORT-MCMORAN INC 4.625% 30/08/01	100,000	92,400.00
		FS KKR CAPITAL CORP 3.125% 28/10/12	100,000	79,587.57
		FS KKR CAPITAL CORP 4.125% 25/02/01	100,000	94,147.16
		GATX CORP 1.9% 31/06/01	100,000	77,353.75
		GENERAL DYNAMICS CORP 2.125% 26/08/15	100,000	94,059.42
		GENERAL DYNAMICS CORP 3.25% 25/04/01	100,000	98,938.78
		GENERAL DYNAMICS CORP 3.75% 28/05/15	80,000	78,570.67
		GENERAL ELECTRIC CO 6.75% 32/03/15	200,000	223,032.09
		GENERAL MILLS INC 2.25% 31/10/14	50,000	40,970.00
		GENERAL MILLS INC 4.2% 28/04/17	100,000	99,203.48
		GENERAL MOTORS CO 5% 28/10/01	200,000	193,843.56
		GENERAL MOTORS CO 5.4% 23/10/02	100,000	101,274.93
		GENERAL MOTORS FINL CO 1.05% 24/03/08	50,000	47,441.28
		GENERAL MOTORS FINL CO 1.5% 26/06/10	150,000	130,788.63
		GENERAL MOTORS FINL CO 2.4% 28/04/10	100,000	84,111.03
		GENERAL MOTORS FINL CO 2.4% 28/10/15	100,000	82,392.74
		GENERAL MOTORS FINL CO 3.1% 32/01/12	100,000	80,628.29
		GENERAL MOTORS FINL CO 3.85% 28/01/05	100,000	91,589.21
		GENERAL MOTORS FINL CO 3.95% 24/04/13	100,000	99,417.69
		GENERAL MOTORS FINL CO 4% 25/01/15	200,000	197,067.41
		GENERAL MOTORS FINL CO 4.35% 27/01/17	100,000	95,815.85
		GENERAL MOTORS FINL CO 5.1% 24/01/17	200,000	202,403.36
		GENERAL MOTORS FINL CO 5.65% 29/01/17	100,000	99,213.89
		GENUINE PARTS CO 1.75% 25/02/01	25,000	23,555.23
		GEORGIA POWER CO 2.65% 29/09/15	70,000	61,368.15
		GEORGIA POWER CO 3.25% 26/04/01	50,000	48,447.60
		GEORGIA POWER CO 4.7% 32/05/15	100,000	99,521.62
		GILEAD SCIENCES INC 1.65% 30/10/01	60,000	49,426.52
		GILEAD SCIENCES INC 3.65% 26/03/01	200,000	196,825.13
		GILEAD SCIENCES INC 3.7% 24/04/01	250,000	250,571.64
		GLAXOSMITHKLINE CAP INC 3.625% 25/05/15	55,000	54,896.79
		GLAXOSMITHKLINE CAP INC 3.875% 28/05/15	100,000	99,314.61
		GLOBAL PAYMENTS INC 2.65% 25/02/15	100,000	95,043.98
		GLOBAL PAYMENTS INC 2.9% 31/11/15	200,000	162,622.91
		GLP CAPITAL LP / FIN II 5.375% 23/11/01	145,000	143,357.15
		GLP CAPITAL LP / FIN II 5.375% 26/04/15	85,000	83,715.94
		GLP CAPITAL LP / FIN II 5.75% 28/06/01	45,000	43,903.89
		GOLDMAN SACHS GROUP INC 0.657% 24/09/10	200,000	191,382.56
		GOLDMAN SACHS GROUP INC 1.542% 27/09/10	100,000	87,837.37
		GOLDMAN SACHS GROUP INC 1.757% 25/01/24	300,000	288,225.65
		GOLDMAN SACHS GROUP INC 2.383% 32/07/21	715,000	578,197.68
		GOLDMAN SACHS GROUP INC 2.615% 32/04/22	105,000	87,037.16
		GOLDMAN SACHS GROUP INC 3.5% 25/04/01	500,000	492,300.00
		GOLDMAN SACHS GROUP INC 3.691% 28/06/05	200,000	189,594.55
		GOLDMAN SACHS GROUP INC 3.75% 25/05/22	100,000	98,936.44
		GOLDMAN SACHS GROUP INC 3.85% 24/07/08	300,000	299,882.47
		GOLDMAN SACHS GROUP INC 3.85% 27/01/26	300,000	291,634.13
		GOLDMAN SACHS GROUP INC 4.223% 29/05/01	500,000	481,362.45
		GOLDMAN SACHS GROUP INC 4.387% 27/06/15	200,000	196,911.99
		GOLUB CAPITAL BDC 2.5% 26/08/24	60,000	50,132.45
		GRUPO TELEVISA SAB 6.625% 25/03/18	100,000	104,630.00
		GSK CONSUMER HEALTHCARE 3.375% 29/03/24	250,000	233,917.91
		GULF POEWR CO 3.3% 27/05/30	100,000	96,033.23
		GXO LOGISTICS INC 1.65% 26/07/15	100,000	86,914.14
		HANOVER INSURANCE GROUP 4.5% 26/04/15	50,000	49,780.76
		HARRIS CORPORATION 4.4% 28/06/15	150,000	147,051.93
		HASBRO INC 3.5% 27/09/15	30,000	28,338.30
		HASBRO INC 3.55% 26/11/19	125,000	119,544.37
		HCA INC 3.625% 32/03/15	500,000	424,067.87
		HCA INC 4.125% 29/06/15	100,000	91,131.48
		HCA INC 4.5% 27/02/15	105,000	100,835.72
		HCA INC 5% 24/03/15	200,000	200,545.27
		HCA INC 5.875% 26/02/15	200,000	201,441.00
		HEALTHPEAK PROPERTIES 3% 30/01/15	100,000	88,113.60
		HERSHEY COMPANY 1.7% 30/06/01	80,000	67,064.95
		HERSHEY COMPANY 2.05% 24/11/15	100,000	96,597.14
		HESS CORP 4.3% 27/04/01	100,000	97,120.10
		HF SINCLAIR CORP 5.875% 26/04/01	100,000	100,824.66
		HIGHWOODS REALTY LP 3.05% 30/02/15	100,000	86,274.99
		HOME DEPOT INC 0.9% 28/03/15	30,000	25,513.34
		HOME DEPOT INC 1.875% 31/09/15	40,000	33,251.34
		HOME DEPOT INC 2.5% 27/04/15	100,000	94,779.10
		HOME DEPOT INC 2.7% 30/04/15	55,000	49,879.53
		HOME DEPOT INC 2.8% 27/09/14	100,000	95,323.94
		HOME DEPOT INC 2.875% 27/04/15	50,000	48,418.23
		HOME DEPOT INC 3.9% 28/12/06	300,000	298,913.13
		HONDA MOTOR CO LTD 2.271% 25/03/10	200,000	191,882.36
		HONEYWELL INTERNATIONAL 1.75% 31/09/01	160,000	132,153.51
		HONEYWELL INTERNATIONAL 2.7% 29/08/15	120,000	109,824.16
		HORMEL FOODS CORP 1.7% 28/06/03	170,000	150,418.36
		HOST HOTELS & RESORTS LP 3.875% 24/04/01	50,000	49,306.78
		HOST HOTELS & RESORTS LP 4.5% 26/02/01	150,000	147,064.54
		HP ENTERPRISE CO 1.45% 24/04/01	100,000	96,265.96
		HP ENTERPRISE CO 4.9% 25/10/15	200,000	203,915.99
		HP INC 2.65% 31/06/17	100,000	79,402.02
		HP INC 3.4% 30/06/17	150,000	130,726.72
		HP INC 4% 29/04/15	100,000	93,127.50
		HSBC HOLDINGS PLC 0.732% 24/08/17	200,000	191,568.86
		HSBC HOLDINGS PLC 0.976% 25/05/24	200,000	186,171.48
		HSBC HOLDINGS PLC 1.589% 27/05/24	200,000	175,417.46
		HSBC HOLDINGS PLC 2.099% 26/06/04	530,000	488,949.37
		HSBC HOLDINGS PLC 2.804% 32/05/24	100,000	81,451.18
		HSBC HOLDINGS PLC 2.848% 31/06/04	200,000	167,492.84
		HSBC HOLDINGS PLC 2.871% 32/11/22	1,000,000	813,050.49
		HSBC HOLDINGS PLC 3.973% 30/05/22	200,000	183,141.52
		HSBC HOLDINGS PLC 4.583% 29/06/19	200,000	192,671.19
		HUBBELL INC 3.35% 26/03/01	100,000	97,091.30
		HUDSON PACIFIC PROPERTIE 3.25% 30/01/15	100,000	86,695.67
		HUMANA INC 1.35% 27/02/03	55,000	47,982.35
		HUMANA INC 3.85% 24/10/01	150,000	150,229.06
		HUNTINGTON BANCSHARES 2.487% 36/08/15	100,000	74,654.30
		HUNTINGTON BANCSHARES 2.55% 30/02/04	100,000	85,124.72
		HUNTINGTON INGALLS INDUS 0.67% 23/08/16	100,000	96,224.57
		HUNTSMAN INTERNATIONAL L 4.5% 29/05/01	100,000	93,515.60
		HYATT HOTELS CORP 4.375% 28/09/15	50,000	46,885.03
		HYATT HOTELS CORP 4.85% 26/03/15	50,000	49,749.70
		IBM CORP 1.7% 27/05/15	470,000	424,136.32
		IBM CORP 3.375% 23/08/01	250,000	249,972.96
		IBM CORP 3.5% 29/05/15	100,000	94,695.39
		IDEX CORP 3% 30/05/01	50,000	43,387.36
		ILLINOIS TOOL WORKS INC 2.65% 26/11/15	100,000	95,889.18
		ING GROEP NV 1.726% 27/04/01	200,000	177,951.83
		ING GROEP NV 4.1% 23/10/02	200,000	200,526.60
		INGREDION INC 2.9% 30/06/01	100,000	86,574.99
		INTEL CORP 1.6% 28/08/12	55,000	48,135.81
		INTEL CORP 2% 31/08/12	100,000	84,322.97
		INTEL CORP 2.875% 24/05/11	100,000	99,781.49
		INTEL CORP 3.7% 25/07/29	145,000	145,796.43
		INTEL CORP 3.9% 30/03/25	250,000	246,608.73
		INTERCONTINENTALEXCHANGE 3.1% 27/09/15	100,000	94,316.00
		INTERCONTINENTALEXCHANGE 3.65% 25/05/23	300,000	298,596.00
		INTERPUBLIC GROUP COS 4.65% 28/10/01	25,000	24,517.33
		INTERPUBLIC GROUP COS 4.75% 30/03/30	100,000	98,121.54
		INTERSTATE POWER & LIGHT 3.25% 24/12/01	100,000	98,879.09
		INTERSTATE POWER & LIGHT 3.6% 29/04/01	50,000	47,363.92
		INTL FLAVOR & FRAGRANCES 4.45% 28/09/26	45,000	43,875.64
		INTUIT INC 0.65% 23/07/15	100,000	97,328.67
		INVESCO FINANCE PLC 3.75% 26/01/15	150,000	147,142.90
		INVITATION HOMES OP 2.3% 28/11/15	50,000	41,940.15
		IPALCO ENTERPRISES INC 3.7% 24/09/01	100,000	98,205.93
		IPALCO ENTERPRISES INC 4.25% 30/05/01	100,000	92,743.87
		ITC HOLDINGS CORP 3.25% 26/06/30	60,000	57,573.53
		ITC HOLDINGS CORP 3.65% 24/06/15	25,000	24,720.74
		JABIL INC 3.6% 30/01/15	150,000	132,099.67
		JACKSON FINANCIAL INC 5.67% 32/06/08	100,000	95,942.97
		JD.COM INC 3.375% 30/01/14	100,000	90,451.19
		JEFFERIES GROUP 4.85% 27/01/15	90,000	89,662.08
		JOHN DEERE CAPITAL CORP 0.45% 24/06/07	65,000	61,502.50
		JOHN DEERE CAPITAL CORP 0.7% 23/07/05	100,000	97,708.58
		JOHN DEERE CAPITAL CORP 1.05% 26/06/17	100,000	90,220.06
		JOHN DEERE CAPITAL CORP 1.7% 27/01/11	100,000	91,398.51
		JOHN DEERE CAPITAL CORP 2.125% 25/03/07	25,000	24,120.86
		JOHN DEERE CAPITAL CORP 2.45% 30/01/09	200,000	178,685.16
		JOHN DEERE CAPITAL CORP 2.65% 24/06/24	50,000	49,381.74
		JOHN DEERE CAPITAL CORP 2.8% 29/07/18	50,000	46,062.62
		JOHN DEERE CAPITAL CORP 3.05% 28/01/06	50,000	47,755.92
		JOHN DEERE CAPITAL CORP 3.35% 29/04/18	100,000	95,540.19
		JOHN DEERE CAPITAL CORP 3.9% 32/06/07	100,000	98,364.10
		JOHNSON & JOHNSON 0.55% 25/09/01	50,000	45,860.14
		JOHNSON & JOHNSON 0.95% 27/09/01	65,000	57,075.59
		JOHNSON & JOHNSON 1.3% 30/09/01	100,000	84,528.08
		JOHNSON & JOHNSON 2.45% 26/03/01	100,000	96,999.03
		JOHNSON & JOHNSON 2.95% 27/03/03	100,000	97,533.00
		JOHNSON CONTROLS/TYCO FI 2% 31/09/16	100,000	79,464.91
		JPMORGAN CHASE & 0.969% 25/06/23	400,000	374,259.54
		JPMORGAN CHASE & CO 0.563% 25/02/16	90,000	84,747.99
		JPMORGAN CHASE & CO 0.653% 24/09/16	135,000	129,084.62
		JPMORGAN CHASE & CO 0.824% 25/06/01	65,000	60,790.76
		JPMORGAN CHASE & CO 1.47% 27/09/22	75,000	65,920.52
		JPMORGAN CHASE & CO 1.578% 27/04/22	65,000	58,195.52
		JPMORGAN CHASE & CO 2.005% 26/03/13	600,000	562,038.77
		JPMORGAN CHASE & CO 2.182% 28/06/01	400,000	356,446.70
		JPMORGAN CHASE & CO 2.545% 32/11/08	125,000	103,709.18
		JPMORGAN CHASE & CO 2.58% 32/04/22	275,000	231,315.88
		JPMORGAN CHASE & CO 2.739% 30/10/15	100,000	87,246.01
		JPMORGAN CHASE & CO 2.956% 31/05/13	150,000	130,009.40
		JPMORGAN CHASE & CO 2.963% 33/01/25	500,000	429,911.58
		JPMORGAN CHASE & CO 3.22% 25/03/01	200,000	196,377.60
		JPMORGAN CHASE & CO 3.509% 29/01/23	250,000	233,870.82
		JPMORGAN CHASE & CO 3.797% 24/07/23	200,000	199,244.61
		JPMORGAN CHASE & CO 3.96% 27/01/29	200,000	195,323.46
		JPMORGAN CHASE & CO 4.005% 29/04/23	100,000	95,729.11
		JPMORGAN CHASE & CO 4.203% 29/07/23	700,000	674,377.58
		JPMORGAN CHASE & CO 4.25% 27/10/01	100,000	99,443.52
		JPMORGAN CHASE & CO 4.323% 28/04/26	250,000	245,854.18
		JPMORGAN CHASE & CO 7.75% 25/07/15	200,000	218,786.56
		JUNIPER NETWORKS INC 2% 30/12/10	100,000	78,467.16
		KAISER FOUNDATION HOSPIT 3.15% 27/05/01	50,000	48,576.69
		KANSAS CITY SOUTHERN 2.875% 29/11/15	65,000	58,158.20
		KELLOGG CO 4.3% 28/05/15	100,000	99,076.56
		KEMPER CORP 2.4% 30/09/30	100,000	80,636.91
		KEMPER CORP 4.35% 25/02/15	35,000	34,714.06
		KEURIG DR PEPPER INC 3.13% 23/12/15	100,000	99,322.72
		KEURIG DR PEPPER INC 4.597% 28/05/25	250,000	249,544.41
		KEY BANK NA 3.4% 26/05/20	200,000	191,102.24
		KEYCORP 2.25% 27/04/06	100,000	89,547.77
		KEYSIGHT TECHNOLOGIES 4.6% 27/04/06	60,000	60,041.26
		KILROY REALTY LP 4.375% 25/10/01	100,000	98,727.19
		KIMBERLY-CLARK CORP 1.05% 27/09/15	100,000	87,327.01
		KIMBERLY-CLARK CORP 2% 31/11/02	100,000	83,821.05
		KIMCO REALTY CORP 1.9% 28/03/01	50,000	43,082.56
		KIMCO REALTY CORP 2.7% 24/03/01	50,000	48,893.18
		KIMCO REALTY CORP 3.3% 25/02/01	80,000	78,133.27
		KINDER MORGAN ENER PART 4.3% 24/05/01	200,000	199,781.61
		KINDER MORGAN INC 1.75% 26/11/15	65,000	57,696.97
		KITE REALTY GROUP LP 4% 26/10/01	50,000	47,411.91
		KLA-TENCOR CORP 4.1% 29/03/15	100,000	99,017.37
		KRAFT HEINZ FOODS CO 4.25% 31/03/01	200,000	189,462.13
		KROGER CO 3.5% 26/02/01	150,000	147,754.79
		KROGER CO 4% 24/02/01	100,000	100,359.62
		KYNDRYL HOLDINGS INC 3.15% 31/10/15	100,000	73,310.59
		LABORATORY CORP OF AMER 1.55% 26/06/01	70,000	62,943.12
		LABORATORY CORP OF AMER 3.6% 27/09/01	150,000	144,866.97
		LABORATORY CORP OF AMERI 4% 23/11/01	50,000	50,142.44
		LAM RESEARCH CORP 4% 29/03/15	55,000	53,994.74
		LAZARD GROUP LLC 3.625% 27/03/01	100,000	94,050.20
		LAZARD GROUP LLC 4.5% 28/09/19	50,000	47,795.46
		LEAR CORP 4.25% 29/05/15	100,000	91,668.72
		LEGGETT & PLATT INC 3.5% 27/11/15	50,000	46,935.28
		LENNAR CORP 4.875% 23/12/15	200,000	201,550.83
		LENNOX INTERNATIONAL INC 1.35% 25/08/01	25,000	22,821.96
		LIFE STORAGE LP 4% 29/06/15	100,000	91,659.83
		LINCOLN NATIONAL CORP 3.35% 25/03/09	150,000	146,050.45
		LLOYDS BANKING GROUP PLC 3.87% 25/07/09	200,000	197,035.31
		LLOYDS BANKING GROUP PLC 4.45% 25/05/08	200,000	199,603.56
		LLOYDS BANKING GROUP PLC 4.55% 28/08/16	200,000	194,368.50
		LLOYDS BANKING GROUP PLC 4.65% 26/03/24	200,000	195,381.08
		LOCKHEED MARTIN CORP 1.85% 30/06/15	100,000	85,224.80
		LOWE'S COS INC 1.3% 28/04/15	145,000	122,259.15
		LOWE'S COS INC 1.7% 28/09/15	125,000	106,516.16
		LOWE'S COS INC 2.625% 31/04/01	150,000	129,197.61
		LOWE'S COS INC 3.1% 27/05/03	100,000	94,879.20
		LOWE'S COS INC 4% 25/04/15	100,000	100,402.78
		LYB INT FINANCE III 1.25% 25/10/01	20,000	18,032.32
		LYB INT FINANCE III 2.25% 30/10/01	125,000	102,529.99
		MAGALLANES INC 3.428% 24/03/15	100,000	97,956.49
		MAGALLANES INC 3.638% 25/03/15	100,000	96,861.83
		MAGALLANES INC 4.054% 29/03/15	200,000	182,553.14
		MAGALLANES INC 4.279% 32/03/15	200,000	179,005.85
		MAGELLAN MISDTREAM PARTN 5% 26/03/01	50,000	50,808.23
		MAGNA INTERNATIONAL INC 2.45% 30/06/15	100,000	84,766.94
		MAIN STREET CAPITAL CORP 3% 26/07/14	85,000	73,586.35
		MANULIFE FINANCIAL CORP 2.484% 27/05/19	35,000	32,060.80
		MANULIFE FINANCIAL CORP 3.703% 32/03/16	100,000	90,999.81
		MARATHON PETROLEUM CORP 3.8% 28/04/01	30,000	28,206.55
		MARATHON PETROLEUM CORP 4.7% 25/05/01	200,000	202,132.13
		MARRIOTT INTERNATIONAL 3.6% 24/04/15	50,000	49,636.54
		MARRIOTT INTERNATIONAL 4.625% 30/06/15	110,000	104,336.94
		MARRIOTT INTERNATIONAL 5.75% 25/05/01	50,000	51,789.98
		MARSH & MCLENNAN COS INC 3.875% 24/03/15	100,000	99,978.13
		MARSH & MCLENNAN COS INC 4.375% 29/03/15	95,000	94,082.28
		MARTIN MARIETTA 2.4% 31/07/15	50,000	40,626.75
		MARTIN MARIETTA MATERIAL 3.45% 27/06/01	21,000	19,944.20
		MARTIN MARIETTA MATERIAL 3.5% 27/12/15	50,000	46,883.57
		MARTIN MARIETTA MATERIAL 4.25% 24/07/02	30,000	30,074.58
		MARVELL TECHNOLOGY INC 4.875% 28/06/22	100,000	97,108.16
		MASCO CORP 1.5% 28/02/15	50,000	41,817.00
		MASCO CORP 2% 30/10/01	15,000	11,839.55
		MASTERCARD INC 2.95% 29/06/01	100,000	93,455.99
		MASTERCARD INC 3.35% 30/03/26	100,000	95,029.81
		MASTERCARD INC 3.5% 28/02/26	30,000	29,476.78
		MAXIM INTEGRATED PRODUCT 3.45% 27/06/15	100,000	94,639.17
		MCCORMICK & CO 2.5% 30/04/15	100,000	85,277.26
		MCDONALD'S CORP 3.5% 27/07/01	100,000	97,459.00
		MCDONALD'S CORP 3.6% 30/07/01	100,000	95,199.15
		MCKESSON CORP 1.3% 26/08/15	125,000	111,140.37
		MEAD JOHNSON NUTRITION C 4.125% 25/11/15	60,000	60,079.53
		MERCK & CO INC 2.15% 31/12/10	100,000	86,060.72
		MERCK & CO INC 3.4% 29/03/07	300,000	289,307.37
		MERCY HEALTHCARE SYSTEM 4.302% 28/07/01	15,000	14,900.00
		METLIFE INC 4.368% 23/09/15	100,000	101,044.28
		MICROCHIP TECHNOLOGY INC 4.25% 25/09/01	200,000	194,449.55
		MICRON TECHNOLOGY INC 4.663% 30/02/15	200,000	190,688.24
		MICRON TECHNOLOGY INC 5.327% 29/02/06	50,000	49,938.50
		MICROSOFT CORP 2.4% 26/08/08	250,000	241,234.48
		MICROSOFT CORP 2.7% 25/02/12	100,000	99,192.18
		MICROSOFT CORP 3.3% 27/02/06	300,000	299,727.14
		MICROSOFT CORP 3.625% 23/12/15	150,000	151,206.17
		MID-AMERICA APARTMENTS 1.1% 26/09/15	100,000	87,642.88
		MID-AMERICA APARTMENTS 3.95% 29/03/15	100,000	95,257.84
		MITSUBISHI UFJ FIN GRP 0.848% 24/09/15	200,000	192,230.55
		MITSUBISHI UFJ FIN GRP 1.538% 27/07/20	200,000	176,291.13
		MITSUBISHI UFJ FIN GRP 1.64% 27/10/13	200,000	175,396.76
		MITSUBISHI UFJ FIN GRP 3.195% 29/07/18	200,000	179,543.78
		MITSUBISHI UFJ FIN GRP 3.407% 24/03/07	200,000	198,254.97
		MITSUBISHI UFJ FIN GRP 4.05% 28/09/11	200,000	192,101.48
		MITSUBISHI UFJ FIN GRP 4.315% 33/04/19	200,000	190,450.97
		MITSUBISHI UFJ FINANCIAL 2.757% 26/09/13	200,000	186,414.16
		MIZUHO FINANCIAL GROUP 0.849% 24/09/08	200,000	192,202.55
		MIZUHO FINANCIAL GROUP 1.554% 27/07/09	200,000	175,466.98
		MIZUHO FINANCIAL GROUP 2.869% 30/09/13	200,000	172,508.84
		MIZUHO FINANCIAL GROUP 4.018% 28/03/05	200,000	190,437.83
		MONDELEZ INTERNATIONAL 2.625% 27/03/17	100,000	93,456.02
		MORGAN STANLEY 0.79% 25/05/30	200,000	186,422.25
		MORGAN STANLEY 0.791% 25/01/22	150,000	141,777.88
		MORGAN STANLEY 1.164% 25/10/21	75,000	69,651.58
		MORGAN STANLEY 1.512% 27/07/20	150,000	132,316.66
		MORGAN STANLEY 2.188% 26/04/28	350,000	328,830.91
		MORGAN STANLEY 2.475% 28/01/21	170,000	154,959.03
		MORGAN STANLEY 2.484% 36/09/16	200,000	154,395.28
		MORGAN STANLEY 2.511% 32/10/20	75,000	61,739.58
		MORGAN STANLEY 2.699% 31/01/22	300,000	259,606.41
		MORGAN STANLEY 2.943% 33/01/21	135,000	115,804.33
		MORGAN STANLEY 3.125% 26/07/27	450,000	427,727.92
		MORGAN STANLEY 3.591% 28/07/22	200,000	189,342.69
		MORGAN STANLEY 3.62% 25/04/17	200,000	197,351.89
		MORGAN STANLEY 3.622% 31/04/01	200,000	184,365.01
		MORGAN STANLEY 3.772% 29/01/24	200,000	190,388.19
		MORGAN STANLEY 3.875% 26/01/27	300,000	295,940.85
		MORGAN STANLEY 3.95% 27/04/23	100,000	96,841.73
		MORGAN STANLEY 5.297% 37/04/20	200,000	193,400.19
		MOTOROLA SOLUTIONS INC 2.75% 31/05/24	50,000	40,355.70
		MOTOROLA SOLUTIONS INC 4% 24/09/01	10,000	9,923.46
		MOTOROLA SOLUTIONS INC 4.6% 29/05/23	100,000	95,407.87
		MPLX LP 2.65% 30/08/15	45,000	37,401.94
		MPLX LP 4.8% 29/02/15	100,000	97,915.90
		MPLX LP 4.875% 25/06/01	250,000	250,749.90
		MYLAN 3.95% 26/06/15	100,000	94,132.38
		NASDAQ 3.85% 26/06/30	30,000	29,789.05
		NATIONAL AUSTRALIA BK 2.5% 26/07/12	100,000	94,049.63
		NATIONAL AUSTRALIA BK/NY 3.5% 25/06/09	250,000	247,240.70
		NATIONAL BANK OF CANADA 3.75% 25/06/09	250,000	247,517.66
		NATIONAL FUEL GAS CO 3.95% 27/09/15	50,000	46,163.26
		NATIONAL FUEL GAS CO 4.75% 28/09/01	50,000	48,792.95
		NATIONAL FUEL GAS CO 5.5% 26/01/15	15,000	15,061.57
		NATIONAL HEALTH INVESTOR 3% 31/02/01	25,000	19,000.59
		NATIONAL RETAIL PROP INC 4.3% 28/10/15	65,000	62,898.96
		NATIONAL RETAIL PROPERTI 4% 25/11/15	65,000	64,342.05
		NATIONAL RURAL UTIL COOP 1.875% 25/02/07	100,000	95,420.08
		NATIONAL RURAL UTIL COOP 3.4% 23/11/15	100,000	100,174.82
		NATIONAL RURAL UTILITIES 5.25% 26/04/20	150,000	136,070.39
		NATWEST GROUP PLC 4.892% 29/05/18	400,000	385,063.32
		NATWEST GROUP PLC 6% 23/12/19	200,000	203,259.45
		NETAPP INC 2.375% 27/06/22	100,000	90,640.62
		NEVADA POWER CO 3.7% 29/05/01	300,000	287,163.15
		NEXTERA ENERGY CAPITAL 1.9% 28/06/15	65,000	56,414.26
		NEXTERA ENERGY CAPITAL 2.44% 32/01/15	200,000	166,277.40
		NEXTERA ENERGY CAPITAL 3.8% 27/03/15	100,000	79,630.80
		NEXTERA ENERGY CAPITAL 4.45% 25/06/20	100,000	101,008.19
		NEXTERA ENERGY CAPITAL 5.65% 29/05/01	150,000	132,959.06
		NIKE INC 2.375% 26/11/01	100,000	95,060.83
		NIKE INC 2.85% 30/03/27	50,000	46,025.43
		NISOURCE FINANCE CORP 3.49% 27/05/15	100,000	95,417.63
		NOMURA HOLDINGS INC 1.653% 26/07/14	100,000	87,754.22
		NOMURA HOLDINGS INC 2.172% 28/07/14	200,000	167,649.14
		NOMURA HOLDINGS INC 2.999% 32/01/22	200,000	160,996.04
		NORFOLK SOUTHERN 2.9% 26/06/15	65,000	62,491.06
		NORFOLK SOUTHERN CORP 3.15% 27/06/01	75,000	71,390.79
		NORTHERN TRUST CORP 3.375% 32/05/08	62,000	57,900.56
		NORTHERN TRUST CORP 3.65% 28/08/03	50,000	48,729.02
		NORTHERN TRUST CORP 3.95% 25/10/30	100,000	100,085.48
		NORTHROP GRUMMAN CORP 3.25% 28/01/15	200,000	190,665.03
		NOVARTIS CAPITAL CORP 1.75% 25/02/14	100,000	96,393.50
		NOVARTIS CAPITAL CORP 2% 27/02/14	200,000	186,516.22
		NSTAR ELECTRIC CO 3.2% 27/05/15	50,000	48,092.37
		NSTAR ELECTRIC CO 3.25% 29/05/15	100,000	93,992.67
		NUCOR CORP 3.95% 25/05/23	200,000	198,433.96
		NUTRIEN LTD 3% 25/04/01	100,000	97,278.44
		NVIDIA CORP 0.584% 24/06/14	75,000	71,213.67
		NVIDIA CORP 2% 31/06/15	100,000	85,177.70
		NVIDIA CORP 2.85% 30/04/01	100,000	91,893.90
		NVR INC 3% 30/05/15	65,000	55,721.02
		NXP BV/NXP FDG/NXP USA 3.4% 30/05/01	45,000	39,777.49
		NXP BV/NXP FDG/NXP USA 3.875% 26/06/18	100,000	96,902.29
		NXP BV/NXP FUNDING LLC 4.875% 24/03/01	100,000	101,261.52
		NXP BV/NXP FUNDING LLC 5.55% 28/12/01	100,000	101,129.14
		OAKTREE SPECIALTY LEND 2.7% 27/01/15	50,000	42,844.06
		OCHSNER LSU HEALTH SYST 2.51% 31/05/15	100,000	79,643.86
		OFFICE PPTY INCOME TRST 4.5% 25/02/01	100,000	94,827.74
		OKLAHOMA G&E CO 3.25% 30/04/01	55,000	50,410.81
		OLD REPUBLIC INTERNATION 3.875% 26/08/26	100,000	96,923.16
		OMEGA HLTHCARE INVESTORS 4.5% 25/01/15	50,000	49,258.47
		OMEGA HLTHCARE INVESTORS 4.5% 27/04/01	100,000	94,661.98
		OMEGA HLTHCARE INVESTORS 4.95% 24/04/01	100,000	100,184.20
		OMNICOM GROUP INC 2.45% 30/04/30	100,000	84,111.28
		ONCOR ELECTRIC DELIVERY 3.7% 28/11/15	100,000	97,123.53
		ONE GAS INC 1.1% 24/03/11	100,000	94,880.46
		ONE GAS INC 2% 30/05/15	100,000	82,846.21
		ONEOK INC 4% 27/07/13	85,000	81,515.93
		ONEOK INC 4.55% 28/07/15	150,000	144,172.55
		ONEOK INC 5.85% 26/01/15	65,000	67,024.35
		ORACLE CORP 2.3% 28/03/25	105,000	91,074.79
		ORACLE CORP 2.8% 27/04/01	700,000	642,591.90
		ORACLE CORP 2.875% 31/03/25	95,000	78,499.00
		ORACLE CORP 3.25% 27/11/15	150,000	137,937.68
		ORACLE CORP 3.25% 30/05/15	100,000	86,507.47
		ORACLE CORP 3.625% 23/07/15	150,000	150,199.84
		ORANGE SA 9% 31/03/01	100,000	128,701.39
		O'REILLY AUTOMOTIVE INC 4.35% 28/06/01	150,000	148,532.04
		ORIX CORP 3.25% 24/12/04	100,000	97,929.10
		ORIX CORP 3.7% 27/07/18	50,000	48,048.75
		OTIS WORLDWIDE CORP 2.056% 25/04/05	100,000	94,456.20
		OTIS WORLDWIDE CORP 2.293% 27/04/05	35,000	31,543.19
		OTIS WORLDWIDE CORP 2.565% 30/02/15	40,000	34,415.97
		OWENS CORNING 3.95% 29/08/15	180,000	166,039.31
		OWL ROCK CAPITAL CORP 2.875% 28/06/11	100,000	78,998.03
		OWL ROCK CAPITAL CORP 4% 25/03/30	100,000	94,443.42
		PACCAR FINANCIAL CORP 2.85% 25/04/07	150,000	146,578.49
		PACCAR FINANCIAL CORP 3.4% 23/08/09	50,000	49,941.29
		PACIFIC GAS & ELECTRIC 3.25% 31/06/01	40,000	31,970.01
		PACIFIC GAS & ELECTRIC 3.45% 25/07/01	300,000	281,760.67
		PACIFIC GAS & ELECTRIC 3.75% 28/07/01	100,000	87,525.60
		PACIFIC GAS & ELECTRIC 4.55% 30/07/01	300,000	264,954.33
		PACIFIC GAS & ELECTRIC 5.45% 27/06/15	100,000	96,564.31
		PACIFIC GAS & ELECTRIC 5.9% 32/06/15	100,000	95,626.43
		PACKAGING CORP OF AMERIC 3.4% 27/12/15	35,000	33,299.73
		PARKER-HANNIFIN CORP 3.3% 24/11/21	150,000	147,898.84
		PARKER-HANNIFIN CORP 4.5% 29/09/15	100,000	99,152.89
		PAYPAL HOLDINGS INC 2.4% 24/10/01	105,000	102,310.24
		PAYPAL HOLDINGS INC 2.85% 29/10/01	200,000	181,826.50
		PEPSICO INC 1.95% 31/10/21	150,000	127,614.15
		PEPSICO INC 2.25% 25/03/19	100,000	97,521.77
		PEPSICO INC 2.75% 30/03/19	200,000	184,117.96
		PEPSICO INC 2.85% 26/02/24	100,000	97,927.52
		PERKINELMER INC 0.85% 24/09/15	60,000	55,634.83
		PERKINELMER INC 2.25% 31/09/15	70,000	55,008.88
		PFIZER INC 1.75% 31/08/18	65,000	54,474.90
		PFIZER INC 2.625% 30/04/01	200,000	182,234.44
		PFIZER INC 3.45% 29/03/15	100,000	97,603.33
		PHILIP MORRIS INTL INC 1.5% 25/05/01	200,000	187,493.63
		PHILIP MORRIS INTL INC 2.75% 26/02/25	150,000	143,123.50
		PHILIP MORRIS INTL INC 3.125% 27/08/17	100,000	93,267.13
		PHILLIPS 66 0.9% 24/02/15	100,000	95,207.36
		PHILLIPS 66 3.15% 29/12/15	100,000	89,131.63
		PHILLIPS 66 CO 3.55% 26/10/01	75,000	72,354.50
		PHYSICIANS REALTY LP 2.625% 31/11/01	100,000	80,522.78
		PIEDMONT NATURAL GAS CO 2.5% 31/03/15	155,000	130,228.10
		PIEDMONT OPERATING PARTN 3.15% 30/08/15	100,000	82,288.37
		PLAINS ALL AMER PIPELINE 3.6% 24/11/01	100,000	97,592.55
		PLAINS ALL AMER PIPELINE 4.65% 25/10/15	200,000	197,650.30
		PNC BANK NA 2.7% 29/10/22	100,000	86,668.12
		PNC BANK NA 3.25% 25/06/01	150,000	147,189.75
		PNC BANK NA 4.05% 28/07/26	250,000	240,193.58
		PNC FINANCIAL SERVICES 1.15% 26/08/13	100,000	88,855.04
		PPG INDUSTRIES INC 2.55% 30/06/15	100,000	87,450.30
		PRAXAIR INC 1.1% 30/08/10	100,000	79,768.77
		PRAXAIR INC 3.2% 26/01/30	50,000	49,477.16
		PRICELINE GROUP 3.6% 26/06/01	100,000	99,179.66
		PRINCIPAL FINANCIAL GRP 2.125% 30/06/15	100,000	82,294.84
		PRINCIPAL FINANCIAL GRP 3.7% 29/05/15	50,000	46,785.59
		PROCTER & GAMBLE 2.45% 26/11/03	100,000	95,893.33
		PROCTER & GAMBLE CO/THE 1% 26/04/23	45,000	41,312.92
		PROCTER & GAMBLE CO/THE 2.8% 27/03/25	200,000	193,006.24
		PROCTER & GAMBLE CO/THE 3% 30/03/25	100,000	93,943.17
		PROGRESSIVE CORP 3.2% 30/03/26	100,000	92,723.03
		PROLOGIS LP 2.125% 27/04/15	50,000	45,816.32
		PROSPECT CAPITAL CORP 3.364% 26/11/15	55,000	46,320.11
		PROV ST JOSEPH HLTH OBL 2.532% 29/10/01	100,000	88,426.20
		PRUDENTIAL FINANCIAL INC 4.5% 27/09/15	100,000	90,280.94
		PRUDENTIAL PLC 3.125% 30/04/14	100,000	91,474.13
		PUBLIC SERVICE COLORADO 3.7% 28/06/15	50,000	48,730.44
		PUBLIC SERVICE ELECTRIC 2.45% 30/01/15	35,000	31,012.03
		PUBLIC SERVICE ELECTRIC 3% 25/05/15	150,000	146,449.78
		PUBLIC SERVICE ELECTRIC 3% 27/05/15	100,000	95,885.18
		PUBLIC SERVICE ELECTRIC 3.25% 23/09/01	50,000	49,856.08
		PUBLIC SERVICE OKLAHOMA 2.2% 31/08/15	100,000	82,922.97
		PUBLIC STORAGE 3.094% 27/09/15	125,000	117,530.10
		PUGET ENERGY INC 2.379% 28/06/15	100,000	87,345.31
		QORVO INC 1.75% 24/12/15	30,000	28,024.58
		QUALCOMM INC 2.9% 24/05/20	100,000	99,077.14
		QUALCOMM INC 3.25% 27/05/20	100,000	97,754.50
		QUALCOMM INC 4.25% 32/05/20	150,000	152,011.80
		QUANTA SERVICES INC 0.95% 24/10/01	100,000	92,301.42
		QUEST DIAGNOSTICS INC 3.5% 25/03/30	100,000	98,366.54
		RALPH LAUREN CORP 3.75% 25/09/15	50,000	49,621.34
		RAYTHEON TECH CORP 2.25% 30/07/01	200,000	172,047.01
		RAYTHEON TECH CORP 2.375% 32/03/15	200,000	169,138.02
		RAYTHEON TECH CORP 4.125% 28/11/16	200,000	197,307.68
		REALTY INCOME CORP 0.75% 26/03/15	80,000	70,164.06
		REALTY INCOME CORP 3.65% 28/01/15	200,000	191,305.97
		REALTY INCOME CORP 3.95% 27/08/15	40,000	38,957.60
		REALTY INCOME CORP 4.6% 24/02/06	40,000	40,339.52
		REALTY INCOME CORP 4.875% 26/06/01	50,000	50,891.52
		REGENCY CENTERS LP 3.6% 27/02/01	30,000	28,729.60
		REGENCY CENTERS LP 4.125% 28/03/15	50,000	47,854.73
		REGENERON PHARMACEUTICAL 1.75% 30/09/15	135,000	108,086.94
		REGIONS FINANCIAL CORP 1.8% 28/08/12	100,000	85,579.60
		REINSURANCE GRP OF AMER 3.15% 30/06/15	35,000	30,846.10
		REINSURANCE GRP OF AMER 3.9% 29/05/15	75,000	70,304.61
		RELX CAPITAL INC 3% 30/05/22	85,000	75,922.09
		RENAISSANCERE FINANCE 3.45% 27/07/01	65,000	61,309.31
		RENAISSANCERE HOLDINGS L 3.6% 29/04/15	25,000	23,278.20
		REPUBLIC SERVICES INC 2.5% 24/08/15	45,000	43,751.38
		REPUBLIC SERVICES INC 3.375% 27/11/15	60,000	57,132.64
		REPUBLIC SERVICES INC 3.95% 28/05/15	100,000	98,056.45
		REYNOLDS AMERICAN INC 4.45% 25/06/12	250,000	248,053.57
		RIO TINTO FIN USA LTD 7.125% 28/07/15	100,000	113,985.72
		ROCKWELL AUTOMATION 1.75% 31/08/15	100,000	81,717.39
		ROGERS COMMUNICATIONS IN 2.9% 26/11/15	200,000	189,559.77
		ROGERS COMMUNICATIONS IN 3.2% 27/03/15	65,000	61,589.21
		ROGERS COMMUNICATIONS IN 3.8% 32/03/15	65,000	59,839.47
		ROPER TECHNOLOGIES INC 2% 30/06/30	100,000	81,074.41
		ROPER TECHNOLOGIES INC 3.8% 26/12/15	155,000	151,644.01
		ROYAL BANK OF CANADA 0.65% 24/07/29	100,000	93,697.53
		ROYAL BANK OF CANADA 1.6% 25/01/21	200,000	188,871.40
		ROYAL BANK OF CANADA 2.25% 24/11/01	150,000	144,329.12
		ROYAL BANK OF CANADA 2.3% 31/11/03	100,000	83,152.18
		ROYAL BANK OF CANADA 3.7% 23/10/05	100,000	100,475.87
		ROYAL BANK OF CANADA 4.65% 26/01/27	150,000	150,991.60
		ROYAL BK SCOTLND GRP PLC 4.445% 30/05/08	200,000	187,893.98
		ROYALTY PHARMA PLC 0.75% 23/09/02	105,000	101,026.08
		ROYALTY PHARMA PLC 2.2% 30/09/02	65,000	52,564.99
		RPM INTERNATIONAL INC 4.55% 29/03/01	50,000	47,904.22
		RYDER SYSTEM INC 1.75% 26/09/01	65,000	58,844.51
		RYDER SYSTEM INC 3.65% 24/03/18	100,000	99,138.48
		S&P GLOBAL INC 2.9% 32/03/01	100,000	89,130.63
		S&P GLOBAL INC 4.75% 28/08/01	200,000	202,681.64
		SABINE PASS LIQUEFACTION 4.2% 28/03/15	400,000	381,828.31
		SABINE PASS LIQUEFACTION 5.75% 24/05/15	100,000	101,865.96
		SABRA HEALTH/CAPTL CORP 3.9% 29/10/15	50,000	43,951.80
		SALESFORCE.COM INC 0.625% 24/07/15	55,000	51,999.67
		SALESFORCE.COM INC 1.95% 31/07/15	80,000	67,864.62
		SALESFORCE.COM INC 3.7% 28/04/11	100,000	99,438.31
		SANOFI 3.625% 28/06/19	100,000	98,027.25
		SANTANDER HOLDINGS USA 2.49% 28/01/06	35,000	30,743.91
		SANTANDER HOLDINGS USA 3.45% 25/06/02	100,000	96,227.38
		SANTANDER HOLDINGS USA 3.5% 24/06/07	70,000	68,685.83
		SANTANDER HOLDINGS USA 4.4% 27/07/13	120,000	114,877.86
		SANTANDER ISSUANCES 5.179% 25/11/19	200,000	199,838.12
		SANTANDER UK GROUP HLDGS 1.673% 27/06/14	200,000	174,415.09
		SANTANDER UK GROUP HLDGS 4.796% 24/11/15	200,000	200,020.86
		SCHLUMBERGER INVESTMENT 3.65% 23/12/01	200,000	201,040.71
		SEMPRA ENERGY 3.3% 25/04/01	100,000	97,644.83
		SEMPRA ENERGY 3.4% 28/02/01	100,000	94,809.07
		SHELL INTERNATIONAL 2.875% 26/05/10	300,000	290,221.66
		SHELL INTERNATIONAL FIN 2.375% 29/11/07	100,000	87,919.12
		SHELL INTERNATIONAL FIN 3.875% 28/11/13	150,000	147,047.39
		SHERWIN-WILLIAMS CO 3.125% 24/06/01	50,000	49,521.79
		SHERWIN-WILLIAMS CO 3.45% 27/06/01	100,000	95,711.35
		SHIRE ACQ INV IRELAND DA 2.875% 23/09/23	60,000	59,306.61
		SIGNATURE BANK NEW YORK 4% 30/10/15	100,000	96,124.58
		SIMON PROPERTY GROUP LP 2.25% 32/01/15	100,000	79,251.53
		SIMON PROPERTY GROUP LP 2.65% 30/07/15	100,000	84,356.57
		SIMON PROPERTY GROUP LP 3.25% 26/11/30	100,000	95,309.67
		SIMON PROPERTY GROUP LP 3.375% 24/10/01	100,000	98,795.39
		SIMON PROPERTY GROUP LP 3.375% 27/12/01	100,000	93,713.79
		SIMON PROPERTY GROUP LP 3.5% 25/09/01	65,000	63,497.65
		SIXTH STREET SPECIALTY 2.5% 26/08/01	65,000	56,267.94
		SMITH & NEPHEW PLC 2.032% 30/10/14	50,000	39,756.17
		SONOCO PRODUCTS CO 2.25% 27/02/01	100,000	90,025.57
		SOUTHERN CAL EDISON 2.25% 30/06/01	35,000	29,171.88
		SOUTHERN CAL EDISON 2.5% 31/06/01	50,000	41,780.44
		SOUTHERN CAL EDISON 3.5% 23/10/01	100,000	99,823.80
		SOUTHERN CALIF GAS CO 3.15% 24/09/15	100,000	99,242.76
		SOUTHERN CO 3.7% 30/04/30	250,000	232,154.38
		SOUTHERN CO 4% 25/10/15	100,000	90,082.00
		SOUTHERN CO 4.475% 24/08/01	85,000	85,128.70
		SOUTHERN CO GAS CAPITAL 2.45% 23/10/01	50,000	49,206.52
		SOUTHWEST AIRLINES CO 3% 26/11/15	100,000	93,232.32
		SOUTHWEST AIRLINES CO 5.125% 27/06/15	170,000	170,969.94
		SOUTHWESTERN ELEC POWER 1.65% 26/03/15	100,000	90,824.79
		SOUTHWESTERN ELEC POWER 4.1% 28/09/15	100,000	96,426.95
		SPECTRA ENERGY PARTNERS 4.75% 24/03/15	150,000	150,978.52
		SPIRIT REALTY LP 3.2% 27/01/15	100,000	91,503.88
		SPIRIT REALTY LP 3.4% 30/01/15	100,000	85,872.98
		STANLEY BLACK & DECKER I 3.4% 26/03/01	70,000	68,911.13
		STANLEY BLACK & DECKER I 4% 25/03/15	30,000	26,155.22
		STARBUCKS CORP 2% 27/03/12	200,000	182,031.23
		STARBUCKS CORP 3.5% 28/03/01	50,000	47,821.85
		STARBUCKS CORP 3.8% 25/08/15	100,000	99,847.72
		STEEL DYNAMICS INC 2.8% 24/12/15	150,000	145,043.17
		STIFEL FIANCIAL 4.25% 24/07/18	100,000	99,783.94
		STORE CAPITAL CORP 4.625% 29/03/15	50,000	48,539.94
		STRYKER CORP 1.95% 30/06/15	100,000	83,023.64
		STRYKER CORP 3.5% 26/03/15	25,000	24,551.02
		SUMITOMO MITSUI FINANCIA 3.784% 26/03/09	150,000	146,629.71
		SUMITOMO MITSUI FINL GRP 0.948% 26/01/12	200,000	177,763.82
		SUMITOMO MITSUI FINL GRP 1.902% 28/09/17	200,000	168,986.82
		SUMITOMO MITSUI FINL GRP 2.222% 31/09/17	200,000	160,196.89
		SUMITOMO MITSUI FINL GRP 2.348% 25/01/15	300,000	286,222.99
		SUMITOMO MITSUI FINL GRP 2.448% 24/09/27	200,000	192,672.51
		SUMITOMO MITSUI FINL GRP 3.364% 27/07/12	200,000	189,163.21
		SUMITOMO MITSUI FINL GRP 3.544% 28/01/17	100,000	94,770.19
		SUN COMMUNITIES OPER LP 4.2% 32/04/15	100,000	89,919.08
		SUNOCO LOGISTICS PARTNER 4.25% 24/04/01	60,000	59,686.68
		SUNTRUST BANK 3.3% 26/05/15	200,000	192,677.94
		SUNTRUST BANKS INC 4% 25/05/01	150,000	149,829.79
		SUTTER HEALTH 2.294% 30/08/15	100,000	85,261.50
		SUZANO AUSTRIA GMBH 6% 29/01/15	200,000	197,007.94
		SVB FINANCIAL GROUP 3.5% 25/01/29	150,000	146,462.36
		SYNCHRONY FINANCIAL 2.875% 31/10/28	50,000	37,732.01
		SYNCHRONY FINANCIAL 3.7% 26/08/04	150,000	139,353.52
		SYNCHRONY FINANCIAL 4.875% 25/06/13	100,000	98,620.55
		SYSCO CORPORATION 2.45% 31/12/14	100,000	82,786.56
		SYSCO CORPORATION 5.95% 30/04/01	120,000	127,439.31
		TAKEDA PHARMACEUTICAL 2.05% 30/03/31	200,000	167,115.63
		TAKEDA PHARMACEUTICAL 4.4% 23/11/26	200,000	201,536.71
		TAKE-TWO INTERACTIVE SOF 3.55% 25/04/14	100,000	98,401.17
		TAKE-TWO INTERACTIVE SOF 4% 32/04/14	100,000	93,520.94
		TARGA RESOURCES PARTNERS 6.875% 29/01/15	200,000	202,500.00
		TARGET CORP 2.25% 25/04/15	100,000	96,264.77
		TARGET CORP 2.65% 30/09/15	100,000	89,922.77
		TC PIPELINES LP 3.9% 27/05/25	40,000	39,044.35
		SYNNEX CORP 2.65% 31/08/09	100,000	79,757.39
		TECK RESOURCES LIMITED 3.9% 30/07/15	100,000	90,378.21
		TELEFONICA EMISIONES SAU 4.103% 27/03/08	150,000	146,591.09
		TELUS CORP 2.8% 27/02/16	50,000	47,140.89
		TEXAS INSTRUMENTS INC 1.375% 25/03/12	130,000	122,834.74
		TEXAS INSTRUMENTS INC 2.25% 29/09/04	65,000	57,768.58
		TEXTRON INC 3% 30/06/01	100,000	86,640.03
		TEXTRON INC 4% 26/03/15	25,000	24,606.28
		TEXTRON INC 4.3% 24/03/01	115,000	115,509.86
		THERMO FISHER SCIENTIFIC 0.797% 23/10/18	80,000	77,552.63
		THERMO FISHER SCIENTIFIC 1.215% 24/10/18	75,000	71,510.12
		THERMO FISHER SCIENTIFIC 1.75% 28/10/15	35,000	30,597.78
		TIMKEN CO/THE 3.875% 24/09/01	70,000	69,097.26
		T-MOBILE USA INC 3.75% 27/04/15	650,000	626,760.38
		T-MOBILE USA INC 3.875% 30/04/15	200,000	187,312.77
		TORONTO-DOMINION BANK 0.55% 24/03/04	250,000	237,822.07
		TORONTO-DOMINION BANK 0.7% 24/09/10	200,000	186,962.65
		TORONTO-DOMINION BANK 1.25% 24/12/13	65,000	61,208.34
		TORONTO-DOMINION BANK 2.35% 24/03/08	100,000	97,802.50
		TORONTO-DOMINION BANK 2.8% 27/03/10	100,000	93,681.52
		TORONTO-DOMINION BANK 3.5% 23/07/19	200,000	200,249.32
		TORONTO-DOMINION BANK 3.625% 31/09/15	200,000	191,762.46
		TOTAL CAPITAL INTL SA 2.829% 30/01/10	100,000	90,325.93
		TOTAL CAPITAL INTL SA 3.7% 24/01/15	100,000	100,108.88
		TOTAL CAPITAL INTL SA 3.75% 24/04/10	150,000	150,360.29
		TOYOTA MOTOR CORP 0.681% 24/03/25	400,000	381,252.26
		TOYOTA MOTOR CORP 3.419% 23/07/20	100,000	100,059.62
		TOYOTA MOTOR CORP 3.669% 28/07/20	70,000	68,061.22
		TOYOTA MOTOR CREDIT 2.25% 23/10/18	200,000	197,207.99
		TOYOTA MOTOR CREDIT CORP 1.8% 25/02/13	200,000	190,311.58
		TOYOTA MOTOR CREDIT CORP 1.9% 28/04/06	100,000	88,506.00
		TOYOTA MOTOR CREDIT CORP 1.9% 31/09/12	100,000	81,882.89
		TOYOTA MOTOR CREDIT CORP 2.15% 30/02/13	100,000	86,335.23
		TOYOTA MOTOR CREDIT CORP 3.2% 27/01/11	100,000	96,582.03
		TRANSCANADA PIPELINES 1% 24/10/12	60,000	55,971.82
		TRANSCANADA PIPELINES 4.1% 30/04/15	100,000	95,095.45
		TRANSCANADA PIPELINES 4.25% 28/05/15	150,000	146,378.35
		TRANSCONT GAS PIPE LINE 3.25% 30/05/15	150,000	134,019.18
		TRIMBLE INC 4.9% 28/06/15	100,000	96,245.00
		TRUIST BANK 1.5% 25/03/10	250,000	235,747.66
		TRUIST FINANCIAL CORP 1.267% 27/03/02	60,000	53,804.27
		TRUIST FINANCIAL CORP 1.887% 29/06/07	225,000	192,438.14
		TRUIST FINANCIAL CORP 1.95% 30/06/05	65,000	53,876.98
		TSMC ARIZONA CORP 2.5% 31/10/25	200,000	169,256.02
		TUCSON ELECTRIC POWER CO 3.25% 32/05/15	100,000	89,635.38
		TYCO ELECTRONICS GROUP 3.7% 26/02/15	100,000	99,186.88
		TYSON FOODS INC 3.9% 23/09/28	40,000	40,117.10
		TYSON FOODS INC 3.95% 24/08/15	100,000	99,975.38
		TYSON FOODS INC 4.35% 29/03/01	100,000	98,907.65
		UDR INC 3% 31/08/15	50,000	42,566.83
		UNILEVER CAPITAL CORP 1.75% 31/08/12	100,000	81,967.47
		UNILEVER CAPITAL CORP 3.1% 25/07/30	100,000	98,264.10
		UNILEVER CAPITAL CORP 3.25% 24/03/07	100,000	100,036.43
		UNILEVER CAPITAL CORP 3.5% 28/03/22	100,000	98,103.99
		UNION ELECTRIC CO 2.95% 27/06/15	50,000	47,581.18
		UNION PACIFIC CORP 2.75% 26/03/01	100,000	96,036.21
		UNION PACIFIC CORP 3.7% 29/03/01	200,000	194,231.33
		UNITED AIR 2020-1 A PTT 5.875% 27/10/15	211,710	209,420.52
		UNITED AIR 2020-1 B PTT 4.875% 26/01/15	83,000	78,626.36
		UNITED PARCEL SERVICE 2.2% 24/09/01	20,000	19,489.92
		UNITED PARCEL SERVICE 3.05% 27/11/15	150,000	145,537.89
		UNITED PARCEL SERVICE 3.9% 25/04/01	100,000	100,749.08
		UNITEDHEALTH GROUP INC 0.55% 24/05/15	65,000	61,884.31
		UNITEDHEALTH GROUP INC 1.15% 26/05/15	100,000	90,913.78
		UNITEDHEALTH GROUP INC 2.375% 24/08/15	70,000	68,631.09
		UNITEDHEALTH GROUP INC 2.875% 29/08/15	75,000	69,308.43
		UNITEDHEALTH GROUP INC 3.45% 27/01/15	100,000	98,182.67
		UNITEDHEALTH GROUP INC 3.5% 24/02/15	20,000	20,031.45
		UNITEDHEALTH GROUP INC 3.7% 25/12/15	20,000	19,914.87
		UNITEDHEALTH GROUP INC 3.875% 28/12/15	25,000	24,762.12
		UNITEDHEALTH GROUP INC 4.2% 32/05/15	100,000	100,657.53
		UNIVERSAL HEALTH SVCS 1.65% 26/09/01	65,000	55,508.47
		UNUM GROUP 4% 24/03/15	100,000	99,747.51
		URD INC 2.95% 26/09/01	25,000	23,502.65
		US BANCORP 2.375% 26/07/22	150,000	141,112.44
		US BANCORP 2.4% 24/07/30	100,000	97,670.12
		US BANCORP 3.15% 27/04/27	100,000	95,539.17
		US BANK NA CINCINNATI 2.05% 25/01/21	250,000	239,243.67
		US BANK NA CINCINNATI 3.4% 23/07/24	150,000	149,771.70
		VALE OVERSEAS LIMITED 3.75% 30/07/08	100,000	87,651.00
		VALERO ENERGY CORP 4.35% 28/06/01	70,000	67,755.88
		VENTAS REALTY LP 3.5% 25/02/01	100,000	97,305.40
		VENTAS REALTY LP 4.4% 29/01/15	100,000	95,687.03
		VERISIGN INC 2.7% 31/06/15	100,000	81,133.88
		VERISK ANALYTICS INC 4% 25/06/15	100,000	98,822.55
		VERIZON COMMUNICATIONS 0.75% 24/03/22	250,000	238,904.33
		VERIZON COMMUNICATIONS 1.68% 30/10/30	197,000	159,093.81
		VERIZON COMMUNICATIONS 2.355% 32/03/15	200,000	166,369.82
		VERIZON COMMUNICATIONS 3.376% 25/02/15	300,000	298,159.50
		VERIZON COMMUNICATIONS 4.016% 29/12/03	200,000	194,815.78
		VERIZON COMMUNICATIONS 4.125% 27/03/16	200,000	199,805.30
		VERIZON COMMUNICATIONS 4.329% 28/09/21	200,000	199,414.53
		VF CORP 2.95% 30/04/23	65,000	56,740.36
		VIACOMCBS INC 3.7% 28/06/01	200,000	185,597.35
		VIATRIS INC 2.3% 27/06/22	100,000	85,806.04
		VIATRIS INC 2.7% 30/06/22	100,000	79,889.55
		VICI PROPERTIES LP 4.95% 30/02/15	100,000	94,362.00
		VIRGINIA ELEC & POWER CO 3.1% 25/05/15	100,000	97,941.26
		VIRGINIA ELECTRIC & POWE 3.15% 26/01/15	200,000	194,516.76
		VISA INC 1.9% 27/04/15	350,000	323,159.43
		VISA INC 2.75% 27/09/15	50,000	47,880.44
		VMWARE INC 1% 24/08/15	65,000	60,671.09
		VMWARE INC 1.4% 26/08/15	140,000	123,507.81
		VMWARE INC 3.9% 27/08/21	100,000	96,204.76
		VODAFONE GROUP PLC 4.375% 28/05/30	300,000	297,805.50
		VORNADO REALTY LP 3.5% 25/01/15	100,000	96,619.72
		VOYA FINANCIAL 3.65% 26/06/15	100,000	96,783.04
		VULCAN MATERIALS CO 4.5% 25/04/01	100,000	101,411.93
		WABTEC 4.95% 28/09/15	150,000	143,875.04
		WALGREENS BOOTS ALLIANCE 3.2% 30/04/15	75,000	65,856.26
		WALMART INC 1.05% 26/09/17	65,000	59,186.98
		WALMART INC 1.5% 28/09/22	400,000	349,222.56
		WALMART INC 2.375% 29/09/24	11,000	9,988.97
		WALMART INC 3.55% 25/06/26	100,000	100,431.88
		WALT DISNEY COMPANY/THE 2% 29/09/01	265,000	228,197.10
		WALT DISNEY COMPANY/THE 2.2% 28/01/13	270,000	244,270.55
		WALT DISNEY COMPANY/THE 2.95% 27/06/15	100,000	95,199.45
		WALT DISNEY COMPANY/THE 3.7% 24/09/15	100,000	100,141.55
		WALT DISNEY COMPANY/THE 3.8% 30/03/22	100,000	96,442.47
		WASTE CONNECTIONS INC 3.5% 29/05/01	100,000	93,712.70
		WASTE MANAGEMENT INC 2% 29/06/01	100,000	86,510.13
		WASTE MANAGEMENT INC 4.15% 32/04/15	100,000	97,749.36
		WEC ENERGY GROUP INC 0.55% 23/09/15	100,000	96,490.00
		WEIBO CORP 3.375% 30/07/08	200,000	161,892.84
		WELLS FARGO & CO 3.55% 25/09/29	200,000	196,329.19
		WELLS FARGO & COMPANY 0.805% 25/05/19	85,000	79,539.91
		WELLS FARGO & COMPANY 2.164% 26/02/11	325,000	305,895.13
		WELLS FARGO & COMPANY 2.188% 26/04/30	95,000	88,916.85
		WELLS FARGO & COMPANY 3% 25/02/19	200,000	195,283.47
		WELLS FARGO & COMPANY 3.196% 27/06/17	200,000	189,968.57
		WELLS FARGO & COMPANY 3.35% 33/03/02	355,000	315,698.73
		WELLS FARGO & COMPANY 3.584% 28/05/22	465,000	442,090.27
		WELLS FARGO & COMPANY 3.75% 24/01/24	250,000	250,634.81
		WELLS FARGO & COMPANY 3.908% 26/04/25	145,000	142,669.83
		WELLS FARGO & COMPANY 4.1% 26/06/03	100,000	98,807.89
		WELLS FARGO & COMPANY 4.125% 23/08/15	100,000	100,477.37
		WELLS FARGO & COMPANY 4.15% 29/01/24	250,000	242,324.19
		WELLTOWER INC 2.05% 29/01/15	60,000	50,399.79
		WELLTOWER INC 2.7% 27/02/15	100,000	92,304.60
		WELLTOWER INC 3.625% 24/03/15	130,000	128,959.58
		WELLTOWER INC 4.25% 28/04/15	50,000	48,377.43
		WESTERN DIGITAL CORP 2.85% 29/02/01	200,000	161,121.07
		WESTLAKE CHEMICAL CORP 0.875% 24/08/15	100,000	95,293.92
		WESTPAC BANKING CORP 1.019% 24/11/18	100,000	93,973.57
		WESTPAC BANKING CORP 2.15% 31/06/03	100,000	83,303.79
		WESTPAC BANKING CORP 2.668% 35/11/15	85,000	67,417.66
		WESTPAC BANKING CORP 2.894% 30/02/04	100,000	94,297.39
		WESTPAC BANKING CORP 3.02% 36/11/18	100,000	79,442.35
		WESTPAC BANKING CORP 3.35% 27/03/08	100,000	96,335.29
		WESTPAC BANKING CORP 3.735% 25/08/26	100,000	99,220.16
		WESTPAC BANKING CORP 4.11% 34/07/24	150,000	135,933.96
		WESTPAC BANKING CORP 4.322% 31/11/23	100,000	95,832.77
		WHIRLPOOL CORP 3.7% 25/05/01	100,000	98,433.08
		WILLIAMS COMPANIES INC 4.55% 24/06/24	140,000	140,917.37
		WILLIAMS PARTNERS LP 4.3% 24/03/04	200,000	200,311.70
		WILLIS NORTH AMERICA INC 3.6% 24/05/15	50,000	49,065.66
		WILLIS NORTH AMERICA INC 4.5% 28/09/15	100,000	96,201.77
		WISCONSIN ELECTRIC POWER 1.7% 28/06/15	65,000	56,511.21
		WORKDAY INC 3.8% 32/04/01	100,000	91,324.65
		WRKCO INC 4% 28/03/15	50,000	48,497.88
		WRKCO INC 4.9% 29/03/15	200,000	200,879.83
		WW GRAINGER INC 1.85% 25/02/15	50,000	47,470.38
		WYETH 6.45% 24/02/01	100,000	104,403.25
		XCEL ENERGY INC 0.5% 23/10/15	100,000	96,194.71
		XCEL ENERGY INC 1.75% 27/03/15	85,000	75,791.87
		XCEL ENERGY INC 4% 28/06/15	50,000	48,626.09
		XYLEM INC 3.25% 26/11/01	55,000	53,049.27
		ZIMMER BIOMET HOLDINGS 3.05% 26/01/15	100,000	96,130.06
		ZOETIS INC 2% 30/05/15	100,000	83,651.92
		ZOETIS INC 3.9% 28/08/20	25,000	24,088.87
	アメリカ・ドル 小計		166,198,117	155,948,427.89
				(21,282,281,954)
社債券 小計				21,282,281,954
				(21,282,281,954)
合計				21,282,281,954
				(21,282,281,954)

(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	1,279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。