有価証券報告書(内国投資信託受益証券)-第24期(2022/07/12-2023/01/10)

(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	67,153,804	153,815,788
合 計		67,153,804	153,815,788

(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7月11日現在)	(2023年1月10日現在)
		金 額	金 額
資産の部
流動資産
預金		63,712,349	84,368,618
金銭信託		116,175	143,797
コール・ローン		20,467,708	12,539,695
社債券		21,282,281,954	35,573,344,542
派生商品評価勘定		748,937	37,202
未収入金		26,847,640	39,096,821
未収利息		191,176,788	312,372,056
前払費用		11,253,848	62,145,662
流動資産合計		21,596,605,399	36,084,048,393
資産合計		21,596,605,399	36,084,048,393
負債の部
流動負債
派生商品評価勘定		4,845,058	3,810
未払金		―	80,942,214
未払解約金		8,398,014	4,412,364
未払利息		55	33
その他未払費用		151	―
流動負債合計		13,243,278	85,358,421
負債合計		13,243,278	85,358,421
純資産の部
元本等
元本	1	9,197,839,446	15,716,848,037
剰余金
剰余金又は欠損金(△)		12,385,522,675	20,281,841,935
元本等合計		21,583,362,121	35,998,689,972
純資産合計		21,583,362,121	35,998,689,972
負債純資産合計		21,596,605,399	36,084,048,393

(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7月11日現在)	(2023年1月10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7月11日現在)	(2023年1月10日現在)
1	期首元本額	9,396,783,355円	9,197,839,446円
	期中追加設定元本額	603,128,032円	7,139,299,318円
	期中一部解約元本額	802,071,941円	620,290,727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>	5,571,777,220円	11,729,048,752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)	56,734,749円	67,153,804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>	390,379,358円	469,080,824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)	1,014,320,034円	1,503,333,373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	450,628,355円	240,695,250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>	1,713,999,730円	1,707,536,034円
	計	9,197,839,446円	15,716,848,037円
2	受益権の総数	9,197,839,446口	15,716,848,037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7月11日現在)	(2023年1月10日現在)
1	貸借対照表計上額、時価及びこれらの差額	貸借対照表計上額は時価を計上しているため、その差額はありません。	同左
2	金融商品の時価の算定方法	(1)有価証券及びデリバティブ取引以外の金融商品 有価証券及びデリバティブ取引以外の金融商品については、短期間で決済されることから、時価は帳簿価額と近似しているため、当該金融商品の帳簿価額を時価としております。	(1)有価証券及びデリバティブ取引以外の金融商品 同左
		(2)有価証券 売買目的有価証券 「注記表(重要な会計方針に係る事項に関する注記)」に記載しております。	(2)有価証券 売買目的有価証券 同左
		(3)デリバティブ取引 「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7月11日現在)	(2023年1月10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	△1,657,481,728	△1,158,349,736
合計	△1,657,481,728	△1,158,349,736

(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

		(単位:円)
		(2023年1月10日現在)
区 分	種 類	契 約 額	等	時 価	評価損益
			うち1年超
市場取引以外の取引	為替予約取引
	売建
	アメリカ・ドル	6,150,000	―	6,116,608	33,392
	合 計	6,150,000	―	6,116,608	33,392

(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7月11日現在)	(2023年1月10日現在)
1口当たり純資産額	2.3466円	2.2905円
(1万口当たり純資産額)	(23,466円)	(22,905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	144,646.27
		3M COMPANY 2% 25/02/14	100,000	95,082.11
		3M COMPANY 2.875% 27/10/15	200,000	187,842.79
		3M COMPANY 3.05% 30/04/15	100,000	89,344.57
		ABBOTT LABORATORIES 2.95% 25/03/15	200,000	194,104.77
		ABBOTT LABORATORIES 3.75% 26/11/30	100,000	98,739.03
		ABBVIE INC 2.6% 24/11/21	100,000	96,196.02
		ABBVIE INC 2.95% 26/11/21	145,000	136,699.37
		ABBVIE INC 3.2% 29/11/21	200,000	184,798.29
		ABBVIE INC 3.6% 25/05/14	800,000	779,022.03
		ABBVIE INC 3.8% 25/03/15	300,000	293,809.61
		ABBVIE INC 4.25% 28/11/14	200,000	197,301.11
		ADOBE INC 2.3% 30/02/01	100,000	87,704.63
		ADVANCE AUTO PARTS 3.5% 32/03/15	40,000	33,869.68
		ADVANCED MICRO DEVICES 3.924% 32/06/01	100,000	95,416.15
		ADVENTIST HEALTH SYS/W 5.43% 32/03/01	100,000	101,045.06
		AERCAP IRELAND CAP/GLOBA 1.65% 24/10/29	150,000	139,355.95
		AERCAP IRELAND CAP/GLOBA 1.75% 24/10/29	150,000	138,881.80
		AERCAP IRELAND CAP/GLOBA 2.45% 26/10/29	150,000	132,434.96
		AERCAP IRELAND CAP/GLOBA 3.15% 24/02/15	150,000	145,495.77
		AERCAP IRELAND CAP/GLOBA 3.3% 32/01/30	900,000	727,917.86
		AERCAP IRELAND CAP/GLOBA 3.65% 27/07/21	150,000	137,820.27
		AERCAP IRELAND CAP/GLOBA 4.875% 24/01/16	150,000	148,146.31
		AFFILIATED MANAGERS GROU 3.3% 30/06/15	70,000	60,112.94
		AFLAC INC 1.125% 26/03/15	40,000	35,742.38
		AFLAC INC 2.875% 26/10/15	50,000	46,903.28
		AFLAC INC 3.6% 30/04/01	100,000	92,747.14
		AGILENT TECHNOLOGIES INC 2.1% 30/06/04	60,000	49,706.37
		AGILENT TECHNOLOGIES INC 2.3% 31/03/12	100,000	83,063.60
		AGREE LP 2% 28/06/15	65,000	54,265.81
		AIR LEASE CORP 2.3% 25/02/01	150,000	140,537.71
		AIR LEASE CORP 2.875% 32/01/15	300,000	246,909.32
		AIR LEASE CORP 3.125% 30/12/01	100,000	85,178.20
		AIR LEASE CORP 3.625% 27/12/01	150,000	137,940.66
		AIR LEASE CORP 4.625% 28/10/01	300,000	287,783.21
		AIR PRODUCTS & CHEMICALS 2.05% 30/05/15	35,000	30,113.57
		AIRCASTLE LTD 4.125% 24/05/01	50,000	48,452.06
		AIRCASTLE LTD 4.25% 26/06/15	65,000	61,820.04
		ALBEMARLE CORP 5.05% 32/06/01	100,000	97,341.82
		ALEXANDRIA REAL ESTATE E 3.95% 28/01/15	100,000	95,439.03
		ALEXANDRIA REAL ESTATE E 4.7% 30/07/01	600,000	589,065.30
		ALIBABA GROUP HOLDING 3.4% 27/12/06	200,000	188,117.46
		ALIBABA GROUP HOLDING 3.6% 24/11/28	100,000	97,269.26
		ALLEGION US HOLDING CO 3.2% 24/10/01	50,000	48,253.53
		ALLEGION US HOLDING CO 3.55% 27/10/01	50,000	45,778.73
		ALLIED WORLD ASSURANCE 4.35% 25/10/29	50,000	48,155.67
		ALLY FINANCIAL INC 4.75% 27/06/09	300,000	282,435.80
		ALLY FINANCIAL INC 8% 31/11/01	200,000	209,805.17
		ALPHABET INC 0.8% 27/08/15	150,000	130,777.40
		ALPHABET INC 1.1% 30/08/15	130,000	105,061.36
		ALTRIA GROUP INC 2.45% 32/02/04	300,000	233,129.83
		ALTRIA GROUP INC 3.4% 30/05/06	25,000	21,918.57
		ALTRIA GROUP INC 4.4% 26/02/14	156,000	154,588.58
		ALTRIA GROUP INC 4.8% 29/02/14	150,000	146,795.12
		AMAZON COM INC 5.2% 25/12/03	50,000	50,946.52
		AMAZON.COM INC 0.45% 24/05/12	45,000	42,662.03
		AMAZON.COM INC 1% 26/05/12	100,000	89,507.47
		AMAZON.COM INC 1.2% 27/06/03	200,000	176,085.22
		AMAZON.COM INC 1.65% 28/05/12	500,000	439,069.01
		AMAZON.COM INC 2.73% 24/04/13	200,000	195,627.46
		AMAZON.COM INC 3% 25/04/13	200,000	193,904.27
		AMAZON.COM INC 3.15% 27/08/22	100,000	95,809.27
		AMAZON.COM INC 3.45% 29/04/13	600,000	572,414.94
		AMAZON.COM INC 3.6% 32/04/13	200,000	188,955.36
		AMAZON.COM INC 4.6% 25/12/01	400,000	401,923.98
		AMAZON.COM INC 4.7% 32/12/01	200,000	204,557.79
		AMCOR FLEXIBLES NORTH AM 2.69% 31/05/25	65,000	54,448.03
		AMER AIRLINE 16-1 AA PTT 3.575% 28/01/15	357,190	322,193.44
		AMEREN CORP 3.5% 31/01/15	200,000	180,939.99
		AMEREN CORP 3.65% 26/02/15	100,000	96,339.98
		AMERICA MOVIL SAB DE CV 4.7% 32/07/21	200,000	196,370.81
		AMERICAN EXPRESS CO 3% 24/10/30	100,000	97,219.99
		AMERICAN EXPRESS CO 3.375% 24/05/03	155,000	152,280.03
		AMERICAN EXPRESS CO 3.4% 24/02/22	200,000	196,911.30
		AMERICAN EXPRESS CO 3.625% 24/12/05	200,000	195,708.56
		AMERICAN EXPRESS CO 3.95% 25/08/01	700,000	688,283.15
		AMERICAN EXPRESS CO 4.989% 33/05/26	100,000	98,363.46
		AMERICAN HOMES 4 RENT 2.375% 31/07/15	100,000	79,054.86
		AMERICAN HONDA FINANCE 1.2% 25/07/08	500,000	459,543.59
		AMERICAN HONDA FINANCE 2.9% 24/02/16	200,000	195,729.92
		AMERICAN INTL GROUP 2.5% 25/06/30	67,000	63,409.58
		AMERICAN INTL GROUP 3.9% 26/04/01	100,000	97,485.36
		AMERICAN TOWER CORP 2.7% 31/04/15	100,000	83,567.52
		AMERICAN TOWER CORP 2.9% 30/01/15	50,000	43,394.70
		AMERICAN TOWER CORP 2.95% 25/01/15	200,000	192,179.37
		AMERICAN TOWER CORP 3.65% 27/03/15	500,000	474,546.45
		AMERICAN TOWER CORP 3.95% 29/03/15	300,000	280,908.15
		AMERICAN TOWER CORP 5% 24/02/15	100,000	100,061.81
		AMERICAN WATER CAPITAL 3.4% 25/03/01	100,000	97,353.15
		AMERICAN WATER CAPITAL 3.75% 28/09/01	100,000	96,167.92
		AMERICAN WATER CAPITAL C 2.8% 30/05/01	200,000	177,034.26
		AMERISOURCEBERGEN CORP 2.8% 30/05/15	100,000	86,955.39
		AMERISOURCEBERGEN CORP 3.45% 27/12/15	100,000	94,978.71
		AMGEN INC 1.65% 28/08/15	600,000	512,095.95
		AMGEN INC 1.9% 25/02/21	65,000	61,155.49
		AMGEN INC 2.2% 27/02/21	170,000	154,993.90
		AMGEN INC 3.35% 32/02/22	90,000	80,591.22
		AMGEN INC 4.2% 33/03/01	100,000	95,049.28
		AMPHENOL CORP 2.05% 25/03/01	100,000	94,483.81
		AMPHENOL CORP 2.2% 31/09/15	60,000	49,040.58
		ANALOG DEVICES INC 1.7% 28/10/01	45,000	38,818.20
		ANALOG DEVICES INC 2.1% 31/10/01	60,000	49,915.95
		ANALOG DEVICES INC 3.45% 27/06/15	100,000	95,544.29
		ANHEUSER-BUSCH CO/INBEV 3.65% 26/02/01	400,000	387,597.98
		ANHEUSER-BUSCH INBEV WOR 4.75% 29/01/23	400,000	403,096.72
		ANTHEM INC 2.25% 30/05/15	135,000	114,816.86
		ANTHEM INC 3.65% 27/12/01	100,000	95,996.76
		ANTHEM INC 4.1% 32/05/15	100,000	95,771.19
		AON CORP 2.8% 30/05/15	200,000	175,227.40
		AON CORP 4.5% 28/12/15	200,000	196,545.25
		AON CORP/AON GLOBAL HOLD 2.05% 31/08/23	100,000	81,286.14
		APPALACHIAN POWER CO 3.3% 27/06/01	100,000	95,439.49
		APPLE INC 1.2% 28/02/08	1,000,000	865,204.64
		APPLE INC 1.4% 28/08/05	100,000	86,510.43
		APPLE INC 1.65% 31/02/08	200,000	165,583.84
		APPLE INC 1.7% 31/08/05	200,000	164,722.05
		APPLE INC 1.8% 24/09/11	100,000	95,604.20
		APPLE INC 2.2% 29/09/11	100,000	88,406.67
		APPLE INC 2.5% 25/02/09	400,000	384,610.68
		APPLE INC 2.75% 25/01/13	200,000	193,561.30
		APPLE INC 2.9% 27/09/12	450,000	427,153.79
		APPLE INC 3% 24/02/09	150,000	147,534.19
		APPLE INC 3.25% 26/02/23	200,000	193,953.00
		APPLE INC 3.35% 27/02/09	350,000	340,100.04
		APPLE INC 3.35% 32/08/08	100,000	93,577.29
		APPLIED MATERIALS INC 1.75% 30/06/01	330,000	275,796.00
		APTIV PLC / APTIV CORP 2.396% 25/02/18	200,000	190,050.01
		ARCELORMITTAL SA 6.55% 27/11/29	100,000	102,712.93
		ARCELORMITTAL SA 6.8% 32/11/29	100,000	103,145.74
		ARCHER-DANIELS-MIDLAND C 3.25% 30/03/27	300,000	277,391.70
		ARES CAPITAL CORP 2.875% 27/06/15	100,000	86,339.62
		ARES CAPITAL CORP 2.875% 28/06/15	200,000	163,914.92
		ARES CAPITAL CORP 3.875% 26/01/15	300,000	278,503.95
		ARIZONA PUBLIC SERVICE 2.95% 27/09/15	100,000	92,348.13
		ARROW ELECTRONICS INC 3.875% 28/01/12	200,000	185,029.22
		ASSURANT INC 4.9% 28/03/27	100,000	97,093.23
		ASSURED GUARANTY US HLDG 5% 24/07/01	100,000	100,268.68
		ASTRAZENECA PLC 3.375% 25/11/16	550,000	534,145.26
		ASTRAZENECA PLC 4% 29/01/17	200,000	195,800.80
		AT&T INC 1.65% 28/02/01	1,000,000	862,694.39
		AT&T INC 1.7% 26/03/25	200,000	182,222.34
		AT&T INC 2.25% 32/02/01	200,000	162,421.46
		AT&T INC 4.25% 27/03/01	100,000	98,915.95
		AT&T INC 4.3% 30/02/15	200,000	193,187.62
		AT&T INC 4.35% 29/03/01	320,000	312,752.86
		ATHENE HOLDING LTD 4.125% 28/01/12	150,000	140,330.33
		ATMOS ENERGY CORP 3% 27/06/15	65,000	61,483.00
		AUST & NZ BANKING GRP NY 5.088% 25/12/08	250,000	252,368.87
		AUTODESK INC 4.375% 25/06/15	100,000	99,241.36
		AUTOMATIC DATA PROCESSNG 1.7% 28/05/15	260,000	229,814.29
		AUTONATION INC 1.95% 28/08/01	30,000	24,432.31
		AUTONATION INC 3.5% 24/11/15	100,000	96,490.63
		AUTONATION INC 3.85% 32/03/01	100,000	82,138.44
		AUTONATION INC 4.5% 25/10/01	20,000	19,567.28
		AUTOZONE INC 3.25% 25/04/15	110,000	106,092.34
		AUTOZONE INC 4% 30/04/15	100,000	94,883.21
		AVALONBAY COMMUNITIES 3.3% 29/06/01	65,000	59,105.57
		AVALONBAY COMMUNITIES 3.35% 27/05/15	300,000	282,414.91
		AVALONBAY COMMUNITIES IN 2.9% 26/10/15	50,000	46,359.65
		AVANGRID INC 3.2% 25/04/15	100,000	95,766.36
		AVANGRID INC 3.8% 29/06/01	75,000	69,239.78
		AVERY DENNISON CORP 0.85% 24/08/15	40,000	37,559.80
		AVERY DENNISON CORP 4.875% 28/12/06	100,000	99,625.18
		AVNET INC 3% 31/05/15	100,000	79,620.93
		AXA EQUITABLE HOLDINGS I 4.35% 28/04/20	100,000	96,429.23
		AXIS SPECIALTY FINAN PLC 4% 27/12/06	100,000	94,546.08
		BAIDU INC 1.625% 27/02/23	200,000	173,876.00
		BAIDU INC 2.375% 30/10/09	300,000	246,581.20
		BAKER HUGHES LLC/CO-OBL 3.337% 27/12/15	150,000	141,305.87
		BALTIMORE GAS & ELECTRIC 2.25% 31/06/15	200,000	166,632.94
		BANCO BILBAO VIZCAYA ARG 1.125% 25/09/18	100,000	90,032.74
		BANCO SANTANDER SA 2.746% 25/05/28	200,000	188,011.74
		BANCO SANTANDER SA 2.749% 30/12/03	1,000,000	782,122.78
		BANCO SANTANDER SA 2.958% 31/03/25	200,000	163,086.52
		BANCO SANTANDER SA 3.8% 28/02/23	100,000	92,294.47
		BANCO SANTANDER SA 4.175% 28/03/24	200,000	188,308.00
		BANK OF AMERICA CORP 0.976% 25/04/22	150,000	141,122.10
		BANK OF AMERICA CORP 0.981% 25/09/25	500,000	462,558.44
		BANK OF AMERICA CORP 1.658% 27/03/11	100,000	89,135.55
		BANK OF AMERICA CORP 2.087% 29/06/14	200,000	170,997.34
		BANK OF AMERICA CORP 2.299% 32/07/21	200,000	158,015.16
		BANK OF AMERICA CORP 2.456% 25/10/22	700,000	665,472.54
		BANK OF AMERICA CORP 2.482% 36/09/21	100,000	75,247.67
		BANK OF AMERICA CORP 2.572% 32/10/20	100,000	80,582.32
		BANK OF AMERICA CORP 2.592% 31/04/29	595,000	495,138.94
		BANK OF AMERICA CORP 2.651% 32/03/11	100,000	81,888.50
		BANK OF AMERICA CORP 2.687% 32/04/22	200,000	164,628.81
		BANK OF AMERICA CORP 3.194% 30/07/23	150,000	131,404.30
		BANK OF AMERICA CORP 3.384% 26/04/02	700,000	670,479.20
		BANK OF AMERICA CORP 3.419% 28/12/20	783,000	719,895.73
		BANK OF AMERICA CORP 3.458% 25/03/15	650,000	635,614.62
		BANK OF AMERICA CORP 3.559% 27/04/23	500,000	472,751.71
		BANK OF AMERICA CORP 3.593% 28/07/21	650,000	606,070.75
		BANK OF AMERICA CORP 3.841% 25/04/25	300,000	293,829.01
		BANK OF AMERICA CORP 3.974% 30/02/07	250,000	230,711.38
		BANK OF AMERICA CORP 4% 25/01/22	100,000	98,277.33
		BANK OF AMERICA CORP 4.183% 27/11/25	200,000	193,790.61
		BANK OF AMERICA CORP 4.271% 29/07/23	400,000	380,437.94
		BANK OF AMERICA CORP 4.376% 28/04/27	150,000	144,877.45
		BANK OF AMERICA CORP 4.571% 33/04/27	500,000	470,119.80
		BANK OF AMERICA CORP 4.827% 26/07/22	700,000	693,402.32
		BANK OF AMERICA CORP 5.015% 33/07/22	1,000,000	973,463.90
		BANK OF MONTREAL 0.625% 24/07/09	70,000	65,723.80
		BANK OF MONTREAL 1.5% 25/01/10	200,000	187,261.51
		BANK OF MONTREAL 1.85% 25/05/01	100,000	93,817.93
		BANK OF MONTREAL 3.3% 24/02/05	150,000	147,551.18
		BANK OF MONTREAL 3.7% 25/06/07	700,000	680,296.38
		BANK OF MONTREAL 5.2% 24/12/12	75,000	75,258.73
		BANK OF MONTREAL 5.203% 28/02/01	100,000	101,102.23
		BANK OF NEW YORK MELLON 3.25% 24/09/11	100,000	97,620.68
		BANK OF NOVA SCO 1.35% 26/06/24	200,000	177,917.05
		BANK OF NOVA SCOTIA 1.3% 26/09/15	100,000	88,125.24
		BANK OF NOVA SCOTIA 1.95% 27/02/02	140,000	125,821.33
		BANK OF NOVA SCOTIA 2.2% 25/02/03	300,000	283,826.96
		BANK OF NOVA SCOTIA 3.45% 25/04/11	100,000	96,912.34
		BANK OF NOVA SCOTIA 4.5% 25/12/16	500,000	493,031.57
		BANK OF NY MELLON CORP 0.5% 24/04/26	150,000	142,062.74
		BANK OF NY MELLON CORP 1.8% 31/07/28	100,000	79,566.09
		BANK OF NY MELLON CORP 2.8% 26/05/04	100,000	94,647.40
		BANK OF NY MELLON CORP 3.4% 28/01/29	100,000	94,740.55
		BANK OF NY MELLON CORP 3.442% 28/02/07	400,000	379,668.00
		BANK OF NY MELLON CORP 3.95% 25/11/18	500,000	491,965.93
		BANK OF NY MELLON CORP 4.289% 33/06/13	100,000	95,670.39
		BANK OF NY MELLON CORP 5.802% 28/10/25	145,000	151,428.75
		BANKUINTED INC 5.125% 30/06/11	100,000	94,656.30
		BARCLAYS PLC 3.564% 35/09/23	200,000	157,227.40
		BARCLAYS PLC 3.65% 25/03/16	200,000	193,045.42
		BARCLAYS PLC 4.836% 28/05/09	1,000,000	936,077.96
		BARCLAYS PLC 4.972% 29/05/16	200,000	189,897.43
		BARCLAYS PLC 5.088% 30/06/20	300,000	280,765.45
		BARCLAYS PLC 5.304% 26/08/09	200,000	198,218.85
		BARCLAYS PLC 7.437% 33/11/02	400,000	433,005.79
		BAT CAPITAL CORP 2.259% 28/03/25	150,000	127,526.72
		BAT CAPITAL CORP 2.789% 24/09/06	70,000	67,569.89
		BAT CAPITAL CORP 3.215% 26/09/06	100,000	93,552.29
		BAT CAPITAL CORP 3.557% 27/08/15	100,000	92,524.87
		BAT CAPITAL CORP 4.742% 32/03/16	100,000	91,853.00
		BAT CAPITAL CORP 4.906% 30/04/02	100,000	94,044.55
		BAT INTL FINANCE PLC 4.448% 28/03/16	400,000	379,153.01
		BAXALTA INC 4% 25/06/23	330,000	323,054.39
		BAXTER INTERNATIONAL INC 1.322% 24/11/29	500,000	468,395.77
		BAXTER INTERNATIONAL INC 3.95% 30/04/01	100,000	92,436.93
		BECTON DICKINSON AND CO 1.957% 31/02/11	65,000	52,856.02
		BECTON DICKINSON AND CO 3.363% 24/06/06	91,000	89,174.06
		BECTON DICKINSON AND CO 4.298% 32/08/22	100,000	96,404.24
		BEMIS COMPANY INC 2.63% 30/06/19	100,000	84,029.82
		BERKSHIRE HATHAWAY ENERG 3.25% 28/04/15	100,000	94,391.64
		BERKSHIRE HATHAWAY FIN 1.45% 30/10/15	80,000	65,225.22
		BERKSHIRE HATHAWAY INC 3.125% 26/03/15	200,000	193,046.08
		BERRY GLOBAL INC 0.95% 24/02/15	100,000	95,385.51
		BERRY GLOBAL INC 1.57% 26/01/15	100,000	90,239.12
		BEST BUY CO INC 4.45% 28/10/01	100,000	98,065.51
		BIOGEN INC 2.25% 30/05/01	35,000	29,352.56
		BIOGEN INC 4.05% 25/09/15	200,000	195,666.52
		BIO-RAD LABS 3.3% 27/03/15	100,000	93,797.20
		BLACK HILLS CORP 3.05% 29/10/15	50,000	43,321.90
		BLACK HILLS CORP 3.95% 26/01/15	50,000	48,346.49
		BLACKROCK INC 2.4% 30/04/30	200,000	175,145.90
		BLACKROCK INC 3.2% 27/03/15	100,000	96,066.30
		BLACKROCK INC 3.25% 29/04/30	60,000	56,596.42
		BLACKROCK INC 3.5% 24/03/18	100,000	98,716.65
		BLACKSTONE PRIVATE CRE 1.75% 24/09/15	100,000	92,480.65
		BLACKSTONE PRIVATE CRE 2.7% 25/01/15	75,000	69,582.84
		BLACKSTONE PRIVATE CRE 7.05% 25/09/29	300,000	297,397.92
		BLACKSTONE SECURED LEND 2.125% 27/02/15	150,000	125,277.68
		BLACKSTONE SECURED LEND 3.625% 26/01/15	100,000	92,897.26
		BLOCK FINANCIAL 2.5% 28/07/15	45,000	38,909.28
		BOARDWALK PIPELINES LP 3.6% 32/09/01	200,000	171,034.18
		BOARDWALK PIPELINES LP 4.45% 27/07/15	100,000	96,420.01
		BOARDWALK PIPELINES LP 4.8% 29/05/03	20,000	19,197.34
		BOEING CO 2.196% 26/02/04	800,000	735,223.71
		BOEING CO 3.25% 28/02/01	250,000	232,538.30
		BOEING CO 3.625% 31/02/01	200,000	181,702.50
		BOEING CO 4.875% 25/05/01	545,000	542,523.14
		BOEING CO 5.15% 30/05/01	250,000	251,071.16
		BOOKING HOLDINGS INC 4.625% 30/04/13	200,000	198,475.22
		BORGWARNER INC 2.65% 27/07/01	150,000	135,915.07
		BOSTON PROPERTIES INC 3.4% 29/06/21	100,000	87,943.02
		BOSTON PROPERTIES LP 2.55% 32/04/01	400,000	313,119.20
		BOSTON PROPERTIES LP 3.2% 25/01/15	50,000	48,094.88
		BOSTON PROPERTIES LP 3.65% 26/02/01	150,000	143,624.29
		BOSTON SCIENTIFIC CORP 1.9% 25/06/01	200,000	187,533.62
		BP CAP MARKETS AMERICA 3.937% 28/09/21	300,000	292,167.42
		BP CAP MARKETS AMERICA 4.234% 28/11/06	650,000	641,205.39
		BRANDYWINE OPER PARTNERS 7.55% 28/03/15	100,000	99,686.98
		BRIGHTHOUSE FINANCIAL IN 3.7% 27/06/22	150,000	141,721.38
		BRISTOL-MYERS SQUIBB CO 0.75% 25/11/13	500,000	452,330.69
		BRISTOL-MYERS SQUIBB CO 1.45% 30/11/13	30,000	24,350.09
		BRISTOL-MYERS SQUIBB CO 2.9% 24/07/26	64,000	62,459.92
		BRISTOL-MYERS SQUIBB CO 2.95% 32/03/15	200,000	180,325.09
		BRISTOL-MYERS SQUIBB CO 3.625% 24/05/15	100,000	99,142.64
		BRISTOL-MYERS SQUIBB CO 3.9% 28/02/20	150,000	146,634.42
		BRITISH TELECOMMUNICATIO 5.125% 28/12/04	200,000	198,186.62
		BRITISH TELECOMMUNICATIO 9.625% 30/12/15	100,000	121,934.40
		BRIXMOR OPERATING PART 3.65% 24/06/15	100,000	97,491.44
		BRIXMOR OPERATING PART 4.05% 30/07/01	100,000	89,714.52
		BROADCOM INC 1.95% 28/02/15	80,000	68,953.53
		BROADCOM INC 4.11% 28/09/15	169,000	160,941.86
		BROADCOM INC 4.15% 30/11/15	500,000	460,864.98
		BROADCOM INC 4.15% 32/04/15	40,000	36,221.76
		BROADCOM INC 4.3% 32/11/15	200,000	182,350.92
		BROADCOM INC 4.75% 29/04/15	350,000	340,768.81
		BROADRIDGE FINACIAL SOLU 3.4% 26/06/27	100,000	94,674.19
		BROADRIDGE FINANCIAL SOL 2.9% 29/12/01	100,000	86,402.82
		BROADSTONE NET LEASE LLC 2.6% 31/09/15	100,000	75,929.45
		BROOKFIELD ASSET MAN INC 4% 25/01/15	100,000	98,403.43
		BROOKFIELD FINANCE INC 4% 24/04/01	150,000	148,143.09
		BROOKFIELD FINANCE INC 4.35% 30/04/15	200,000	186,423.43
		BROWN & BROWN INC 4.2% 24/09/15	100,000	98,605.47
		BRUNSWICK CORP 4.4% 32/09/15	200,000	174,534.52
		BUNGE LTD FINANCE CORP 1.63% 25/08/17	100,000	91,958.09
		BUNGE LTD FINANCE CORP 2.75% 31/05/14	100,000	84,967.77
		BUNGE LTD FINANCE CORP 3.75% 27/09/25	55,000	52,193.22
		BURLINGTN NORTH SANTA FE 3.25% 27/06/15	100,000	96,011.03
		CABOT CORP 5% 32/06/30	100,000	95,216.19
		CAMDEN PROPERTY TRUST 3.15% 29/07/01	100,000	91,472.50
		CAMDEN PROPERTY TRUST 4.1% 28/10/15	45,000	43,194.25
		CAMPBELL SOUP CO 3.95% 25/03/15	100,000	98,242.57
		CANADIAN IMPERIAL BANK 0.95% 25/10/23	300,000	270,791.59
		CANADIAN IMPERIAL BANK 3.1% 24/04/02	100,000	97,949.47
		CANADIAN IMPERIAL BANK 3.3% 25/04/07	200,000	193,213.84
		CANADIAN IMPERIAL BANK 3.45% 27/04/07	90,000	85,282.95
		CANADIAN NATIONAL RAILWA 2.75% 26/03/01	50,000	47,654.23
		CANADIAN NATL RAILWAY 3.85% 32/08/05	100,000	95,539.50
		CANADIAN NATL RESOURCES 7.2% 32/01/15	100,000	110,444.03
		CANADIAN PACIFIC RAILWAY 2.05% 30/03/05	155,000	130,334.25
		CANADIAN PACIFIC RAILWAY 2.9% 25/02/01	200,000	192,055.19
		CAPITAL ONE FINANCIAL CO 1.878% 27/11/02	150,000	132,173.99
		CAPITAL ONE FINANCIAL CO 2.359% 32/07/29	100,000	74,174.62
		CAPITAL ONE FINANCIAL CO 3.2% 25/02/05	150,000	145,242.63
		CAPITAL ONE FINANCIAL CO 3.273% 30/03/01	400,000	350,221.68
		CAPITAL ONE FINANCIAL CO 3.75% 27/03/09	200,000	192,576.32
		CAPITAL ONE FINANCIAL CO 4.927% 28/05/10	100,000	97,994.44
		CAPITAL ONE FINANCIAL CO 4.985% 26/07/24	600,000	592,570.98
		CAPITAL ONE FINANCIAL CO 5.268% 33/05/10	100,000	94,910.05
		CARDINAL HEALTH INC 3.079% 24/06/15	300,000	291,845.43
		CARLISLE COS INC 2.75% 30/03/01	100,000	85,287.68
		CARLISLE COS INC 3.5% 24/12/01	65,000	63,089.61
		CARRIER GLOBAL CORP 2.242% 25/02/15	50,000	47,393.93
		CARRIER GLOBAL CORP 2.722% 30/02/15	170,000	146,976.44
		CATERPILLAR FINANCIAL SE 2.4% 26/08/09	50,000	46,612.87
		CATERPILLAR FINL SERVICE 0.45% 24/05/17	100,000	94,608.65
		CATERPILLAR FINL SERVICE 1.15% 26/09/14	100,000	89,074.42
		CATERPILLAR FINL SERVICE 3.4% 25/05/13	600,000	585,513.91
		CATERPILLAR FINL SERVICE 3.65% 25/08/12	100,000	97,793.59
		CATERPILLAR INC 2.6% 29/09/19	100,000	89,880.53
		CATERPILLAR INC 3.4% 24/05/15	100,000	98,314.82
		CBOE HOLDINGS 3.65% 27/01/12	50,000	48,459.06
		CDW LLC/CDW FINANCE 2.67% 26/12/01	200,000	179,639.00
		CDW LLC/CDW FINANCE 3.569% 31/12/01	100,000	84,323.50
		CDW LLC/CDW FINANCE 4.25% 28/04/01	100,000	91,813.50
		CELANESE US HOLDINGS LLC 1.4% 26/08/05	50,000	42,405.49
		CELANESE US HOLDINGS LLC 6.05% 25/03/15	400,000	400,529.08
		CELANESE US HOLDINGS LLC 6.379% 32/07/15	200,000	197,207.92
		CENTENE CORP 2.5% 31/03/01	200,000	160,850.00
		CENTENE CORP 3.375% 30/02/15	500,000	434,375.00
		CENTENE CORP 4.625% 29/12/15	400,000	374,352.00
		CENTERPOINT ENERGY RES 4.4% 32/07/01	200,000	197,371.86
		CGI INC 2.3% 31/09/14	100,000	78,047.53
		CHARLES SCHWAB CORP 0.75% 24/03/18	200,000	190,861.72
		CHARLES SCHWAB CORP 1.15% 26/05/13	50,000	44,936.05
		CHARLES SCHWAB CORP 2.3% 31/05/13	100,000	84,123.96
		CHARLES SCHWAB CORP 2.45% 27/03/03	40,000	37,036.16
		CHARLES SCHWAB CORP 3.2% 28/01/25	100,000	94,497.97
		CHARLES SCHWAB CORP 3.75% 24/04/01	100,000	98,728.80
		CHARLES SCHWAB CORP 4% 29/02/01	100,000	96,502.09
		CHARLES SCHWAB CORP 4.625% 30/03/22	500,000	503,430.12
		CHARTER COMM OPT LLC/CAP 2.8% 31/04/01	100,000	80,525.65
		CHARTER COMM OPT LLC/CAP 3.75% 28/02/15	100,000	91,844.85
		CHARTER COMM OPT LLC/CAP 4.2% 28/03/15	250,000	234,035.54
		CHARTER COMM OPT LLC/CAP 4.5% 24/02/01	100,000	99,118.46
		CHARTER COMM OPT LLC/CAP 4.908% 25/07/23	400,000	395,521.08
		CHENIERE CORP CHRISTI HD 3.7% 29/11/15	100,000	92,614.20
		CHENIERE CORP CHRISTI HD 5.875% 25/03/31	100,000	101,020.02
		CHENIERE ENERGY PARTNERS 3.25% 32/01/31	300,000	245,625.00
		CHEVRON 2.954% 26/05/16	100,000	95,895.60
		CHEVRON CORP 1.554% 25/05/11	500,000	468,890.77
		CHEVRON USA INC 3.85% 28/01/15	100,000	98,161.71
		CHEVRON USA INC 3.9% 24/11/15	200,000	197,671.13
		CHUBB INA HOLDINGS INC 1.375% 30/09/15	150,000	119,394.31
		CHUBB INA HOLDINGS INC 3.35% 24/05/15	200,000	196,461.15
		CHURCH & DWIGHT CO INC 2.3% 31/12/15	100,000	82,694.17
		CI FINANCIAL CORP 3.2% 30/12/17	100,000	77,539.81
		CIGNA CORP 2.375% 31/03/15	290,000	244,345.60
		CIGNA CORP 3.25% 25/04/15	100,000	96,961.98
		CIGNA CORP 4.375% 28/10/15	200,000	196,549.28
		CIGNA CORP 4.5% 26/02/25	500,000	496,537.18
		CINTAS CORP NO 2 3.7% 27/04/01	100,000	97,593.05
		CISCO SYSTEMS INC 3.625% 24/03/04	100,000	98,920.19
		CITIGROUP INC 0.981% 25/05/01	50,000	47,019.10
		CITIGROUP INC 2.014% 26/01/25	145,000	135,053.93
		CITIGROUP INC 2.52% 32/11/03	145,000	115,505.66
		CITIGROUP INC 2.561% 32/05/01	55,000	44,591.95
		CITIGROUP INC 3.057% 33/01/25	135,000	112,211.18
		CITIGROUP INC 3.106% 26/04/08	1,000,000	951,615.36
		CITIGROUP INC 3.7% 26/01/12	1,000,000	972,122.29
		CITIGROUP INC 3.75% 24/06/16	100,000	98,678.51
		CITIGROUP INC 3.785% 33/03/17	200,000	175,515.08
		CITIGROUP INC 3.887% 28/01/10	350,000	331,407.63
		CITIGROUP INC 4.075% 29/04/23	250,000	234,717.62
		CITIGROUP INC 4.125% 28/07/25	150,000	141,984.73
		CITIGROUP INC 4.14% 25/05/24	400,000	393,935.82
		CITIGROUP INC 4.412% 31/03/31	1,000,000	936,632.58
		CITIGROUP INC 4.45% 27/09/29	500,000	482,779.88
		CITIGROUP INC 4.6% 26/03/09	100,000	99,009.03
		CITIGROUP INC 4.91% 33/05/24	200,000	192,113.87
		CITIGROUP INC 5.61% 26/09/29	200,000	201,270.27
		CITIGROUP INC 6.27% 33/11/17	400,000	424,972.77
		CITIZENS BANK NA/RI 2.25% 25/04/28	100,000	93,699.78
		CITIZENS FINANCIAL GROUP 3.25% 30/04/30	330,000	293,636.73
		CLOROX COMPANY 1.8% 30/05/15	130,000	106,267.54
		CLOROX COMPANY 4.4% 29/05/01	100,000	98,198.39
		CME GROUP INC 2.65% 32/03/15	200,000	173,606.82
		CMS ENERGY CORP 4.75% 30/03/01	100,000	87,425.17
		CNA FINANCIAL CORP 3.45% 27/08/15	50,000	47,040.07
		CNA FINANCIAL CORP 3.9% 29/05/01	40,000	37,314.74
		CNA FINANCIAL CORP 3.95% 24/05/15	100,000	98,529.21
		CNH INDUSTRIAL CAP LLC 1.45% 26/07/15	100,000	89,574.68
		CNH INDUSTRIAL CAP LLC 4.2% 24/01/15	50,000	49,486.01
		CNO FINANCIAL GROUP INC 5.25% 25/05/30	100,000	99,797.42
		COCA-COLA CO/THE 1% 28/03/15	60,000	51,273.92
		COCA-COLA CO/THE 2% 31/03/05	165,000	140,030.32
		COCA-COLA CO/THE 3.375% 27/03/25	250,000	243,115.27
		COCA-COLA CO/THE 3.45% 30/03/25	500,000	475,138.45
		COCA-COLA FEMSA SAB CV 2.75% 30/01/22	150,000	132,200.08
		COLGATE-PALMOLIVE CO 3.1% 25/08/15	100,000	97,234.91
		COMCAST CORP 3.375% 25/02/15	100,000	97,295.65
		COMCAST CORP 3.4% 30/04/01	200,000	186,255.58
		COMCAST CORP 3.7% 24/04/15	310,000	306,495.84
		COMCAST CORP 4.15% 28/10/15	390,000	381,963.98
		COMCAST CORP 4.25% 30/10/15	400,000	392,993.70
		COMCAST CORP 5.5% 32/11/15	100,000	107,223.01
		COMERICA INC 4% 29/02/01	100,000	95,222.17
		COMMONSPIRIT HEALTH 2.782% 30/10/01	15,000	12,568.20
		COMMONSPIRIT HEALTH 3.347% 29/10/01	100,000	88,696.38
		COMMONWEALTH EDISON CO 2.2% 30/03/01	300,000	256,748.68
		CON EDISON CO OF NY INC 3.35% 30/04/01	120,000	110,484.92
		CONAGRA BRANDS INC 1.375% 27/11/01	100,000	84,937.88
		CONAGRA BRANDS INC 4.3% 24/05/01	60,000	59,373.89
		CONAGRA BRANDS INC 4.6% 25/11/01	100,000	99,165.52
		CONAGRA BRANDS INC 4.85% 28/11/01	100,000	98,989.49
		CONOCOPHILLIPS COMPANY 2.4% 25/03/07	400,000	382,150.29
		CONOCOPHILLIPS COMPANY 6.95% 29/04/15	100,000	112,499.89
		CONSOLIDATED EDISON CO O 3.125% 27/11/15	100,000	93,579.69
		CONSOLIDATED EDISON CO O 3.8% 28/05/15	50,000	48,257.74
		CONSTELLATION BRANDS INC 3.7% 26/12/06	50,000	48,187.29
		CONSTELLATION BRANDS INC 4.4% 25/11/15	365,000	361,145.71
		CONSTELLATION BRANDS INC 4.75% 32/05/09	100,000	98,663.07
		CONSUMERS ENERGY CO 3.6% 32/08/15	100,000	93,491.69
		CONTINENTAL RESOURCES 4.375% 28/01/15	200,000	185,240.56
		CONTL AIRLINES 2012-1 A 4.15% 24/04/11	106,484	103,371.33
		COOPERATIEVE RABOBANK UA 3.75% 26/07/21	250,000	237,184.53
		COOPERATIEVE RABOBANK UA 4.375% 25/08/04	300,000	294,112.55
		COREBRIDGE FINANCIAL INC 3.5% 25/04/04	300,000	289,185.40
		COREBRIDGE FINANCIAL INC 3.9% 32/04/05	100,000	89,810.35
		COSTCO WHOLESALE CORP 1.6% 30/04/20	300,000	252,404.13
		COSTCO WHOLESALE CORP 3% 27/05/18	150,000	143,247.00
		COTERRA ENERGY INC 4.375% 29/03/15	75,000	71,816.34
		CREDIT SUISSE GROUP 4.55% 26/04/17	150,000	134,819.02
		CREDIT SUISSE NEW YORK 0.495% 24/02/02	100,000	92,245.08
		CREDIT SUISSE NEW YORK 2.95% 25/04/09	500,000	452,296.92
		CREDIT SUISSE NEW YORK 3.625% 24/09/09	250,000	234,546.79
		CREDIT SUISSE NEW YORK 3.7% 25/02/21	250,000	231,258.75
		CROWN CASTLE INC 1.35% 25/07/15	300,000	274,761.43
		CROWN CASTLE INC 5% 28/01/11	35,000	34,967.80
		CROWN CASTLE INTL CORP 2.9% 27/03/15	110,000	101,632.90
		CROWN CASTLE INTL CORP 3.3% 30/07/01	100,000	89,775.84
		CROWN CASTLE INTL CORP 3.8% 28/02/15	200,000	188,869.49
		CROWN CASTLE INTL CORP 4% 27/03/01	100,000	96,370.24
		CSX CORP 4.25% 29/03/15	400,000	390,736.25
		CUMMINS INC 1.5% 30/09/01	100,000	80,832.14
		CVS HEALTH CORP 1.75% 30/08/21	100,000	80,865.33
		CVS HEALTH CORP 2.125% 31/09/15	200,000	163,629.10
		CVS HEALTH CORP 3.25% 29/08/15	200,000	182,578.85
		CVS HEALTH CORP 3.375% 24/08/12	100,000	97,845.00
		CVS HEALTH CORP 3.75% 30/04/01	145,000	134,590.56
		CVS HEALTH CORP 3.875% 25/07/20	600,000	588,814.48
		CVS HEALTH CORP 4.3% 28/03/25	272,000	267,022.10
		D.R. HORTON INC 1.3% 26/10/15	150,000	130,489.62
		DANAHER CORP 3.35% 25/09/15	105,000	101,458.86
		DCP MIDSTREAM OPERATING 8.125% 30/08/16	200,000	227,848.82
		DELL INT LLC / EMC CORP 5.85% 25/07/15	400,000	407,296.97
		DELL INT LLC / EMC CORP 6.02% 26/06/15	300,000	307,633.87
		DELL INT LLC / EMC CORP 6.1% 27/07/15	150,000	155,970.09
		DELTA AIR LINES 2019-1AA 3.204% 24/04/25	50,000	48,749.03
		DENTSPLY SIRONA INC 3.25% 30/06/01	100,000	84,774.95
		DEUTSCHE BANK NY 1.686% 26/03/19	50,000	45,113.18
		DEUTSCHE BANK NY 3.742% 33/01/07	300,000	221,700.08
		DEUTSCHE BANK NY 4.162% 25/05/13	200,000	197,244.58
		DEUTSCHE BANK NY 5.371% 27/09/09	150,000	153,349.56
		DEUTSCHE BANK NY 6.119% 26/07/14	700,000	698,874.21
		DEUTSCHE TELEKOM INT FIN 8.75% 30/06/15	300,000	363,196.68
		DEVON ENERGY CORPORATION 4.5% 30/01/15	163,000	155,422.81
		DEVON ENERGY CORPORATION 5.85% 25/12/15	100,000	102,343.14
		DIAGEO CAPITAL PLC 2% 30/04/29	200,000	168,785.99
		DIAGEO CAPITAL PLC 2.125% 32/04/29	200,000	164,909.88
		DIAMONDBACK ENERGY INC 3.5% 29/12/01	100,000	89,585.45
		DIGITAL REALTY TRUST LP 4.45% 28/07/15	100,000	96,100.79
		DIGITAL REALTY TRUST LP 5.55% 28/01/15	100,000	101,525.79
		DISCOVER BANK 3.45% 26/07/27	150,000	139,426.81
		DISCOVER FINANCIAL SVS 4.5% 26/01/30	300,000	291,896.99
		DISCOVERY COMMUNICATIONS 3.8% 24/03/13	200,000	195,933.45
		DISCOVERY COMMUNICATIONS 3.95% 28/03/20	600,000	545,016.90
		DISCOVERY COMMUNICATIONS 4.125% 29/05/15	45,000	40,166.11
		DOLLAR GENERAL CORP 4.15% 25/11/01	50,000	49,171.02
		DOLLAR GENERAL CORP 4.625% 27/11/01	100,000	99,797.06
		DOLLAR TREE INC 2.65% 31/12/01	100,000	83,197.73
		DOLLAR TREE INC 4.2% 28/05/15	100,000	97,248.29
		DOMINION ENERGY INC 3.375% 30/04/01	560,000	505,497.88
		DOMINION ENERGY INC 4.25% 28/06/01	50,000	48,421.43
		DOMINION RESOURCES INC 5.75% 24/10/01	100,000	94,589.08
		DOW CHEMICAL CO/THE 4.8% 28/11/30	200,000	201,109.47
		DOW CHEMICAL CO/THE 7.375% 29/11/01	92,000	104,224.11
		DOWDUPONT INC 4.493% 25/11/15	400,000	396,938.89
		DOWDUPONT INC 4.725% 28/11/15	100,000	100,392.20
		DTE ELECTRIC CO 1.9% 28/04/01	15,000	13,250.28
		DTE ELECTRIC CO 2.25% 30/03/01	200,000	172,459.03
		DTE ENERGY 2.85% 26/10/01	100,000	93,183.64
		DTE ENERGY CO 1.05% 25/06/01	70,000	63,896.34
		DTE ENERGY CO 2.529% 24/10/01	75,000	72,062.67
		DTE ENERGY CO 2.95% 30/03/01	50,000	43,449.77
		DUKE ENERGY CAROLINAS 2.45% 29/08/15	25,000	21,877.21
		DUKE ENERGY CAROLINAS 3.95% 28/11/15	250,000	244,508.18
		DUKE ENERGY CORP 2.55% 31/06/15	100,000	84,054.40
		DUKE ENERGY CORP 4.5% 32/08/15	100,000	96,578.33
		DUKE ENERGY CORP 5% 25/12/08	200,000	200,710.22
		DUKE ENERGY FLORIDA LLC 1.75% 30/06/15	105,000	85,705.27
		DUKE ENERGY FLORIDA LLC 2.4% 31/12/15	100,000	83,958.87
		DUKE ENERGY PROGRESS LLC 2% 31/08/15	100,000	81,459.26
		DXC TECHNOLOGY CO 1.8% 26/09/15	100,000	88,212.28
		E*TRADE FINANCIAL CORP 3.8% 27/08/24	15,000	14,408.89
		E*TRADE FINANCIAL CORP 4.5% 28/06/20	50,000	49,593.04
		EAGLE MATERIALS 2.5% 31/07/01	100,000	80,640.37
		EASTERN GAS TRAN 3% 29/11/15	200,000	177,735.84
		EASTMAN CHEMICAL CO 4.5% 28/12/01	100,000	96,543.03
		EATON VANCE CORP 3.5% 27/04/06	50,000	47,142.88
		EBAY INC 1.4% 26/05/10	100,000	89,713.89
		EBAY INC 1.9% 25/03/11	100,000	94,154.01
		EBAY INC 2.7% 30/03/11	70,000	60,952.80
		EBAY INC 3.6% 27/06/05	100,000	96,028.82
		EBAY INC 6.3% 32/11/22	100,000	107,485.29
		ECOLAB INC 1.65% 27/02/01	100,000	89,844.99
		ECOLAB INC 2.7% 26/11/01	45,000	42,221.75
		ECOLAB INC 4.8% 30/03/24	45,000	45,578.90
		ECOLAB INC 5.25% 28/01/15	100,000	103,340.74
		EDISON INTERNATIONAL 4.7% 25/08/15	400,000	393,798.52
		EDISON INTERNATIONAL 4.95% 25/04/15	40,000	39,550.24
		EDISON INTERNATIONAL 5.75% 27/06/15	160,000	162,882.64
		EDWARDS LIFESCIENCES COR 4.3% 28/06/15	100,000	97,186.40
		ELECTRONIC ARTS INC 1.85% 31/02/15	60,000	48,529.29
		ELEVANCE HEALTH INC 2.375% 25/01/15	400,000	381,551.26
		ELI LILLY & CO 3.375% 29/03/15	80,000	76,473.33
		EMERA US FINANCE LP 0.833% 24/06/15	50,000	46,881.42
		EMERSON ELECTRIC CO 3.15% 25/06/01	100,000	96,568.72
		EMPRESA NACIONAL DE ELEC 4.25% 24/04/15	50,000	49,275.00
		ENABLE MIDSTREAM PARTNER 3.9% 24/05/15	100,000	98,141.78
		ENBRIDGE ENERGY PARTNERS 5.875% 25/10/15	100,000	101,855.10
		ENBRIDGE INC 2.5% 25/01/15	200,000	189,817.64
		ENBRIDGE INC 2.5% 25/02/14	100,000	94,834.17
		ENBRIDGE INC 3.7% 27/07/15	50,000	47,651.29
		ENEL CHILE SA 4.875% 28/06/12	100,000	97,375.00
		ENERGY TRANSFER LP 4.75% 26/01/15	400,000	394,419.65
		ENERGY TRANSFER OPERATNG 4.5% 24/04/15	100,000	98,941.80
		ENERGY TRANSFER OPERATNG 5.25% 29/04/15	200,000	197,295.56
		ENERGY TRANSFER OPERATNG 5.875% 24/01/15	250,000	250,875.11
		ENSTAR GROUP LTD 4.95% 29/06/01	100,000	93,594.74
		ENTERGY CORP 1.9% 28/06/15	85,000	73,269.33
		ENTERGY LOUISIANA LLC 2.4% 26/10/01	300,000	274,562.82
		ENTERGY TEXAS INC 4% 29/03/30	400,000	384,844.12
		ENTERPRISE PRODUCTS OPER 2.8% 30/01/31	160,000	139,720.81
		ENTERPRISE PRODUCTS OPER 3.75% 25/02/15	400,000	390,863.78
		ENTERPRISE PRODUCTS OPER 5.375% 28/02/15	100,000	78,322.29
		EOG RESOURCES INC 3.15% 25/04/01	100,000	96,879.02
		EPR PROPERTIES 3.6% 31/11/15	300,000	221,200.86
		EQT CORP 5.678% 25/10/01	100,000	100,009.02
		EQT CORP 6.125% 25/02/01	100,000	100,714.16
		EQT CORP 7% 30/02/01	100,000	104,747.00
		EQUIFAX INC 2.6% 25/12/15	200,000	187,294.89
		EQUIFAX INC 5.1% 27/12/15	100,000	100,730.83
		EQUINIX INC 1% 25/09/15	400,000	359,502.10
		EQUINIX INC 2% 28/05/15	100,000	85,872.56
		EQUINIX INC 2.15% 30/07/15	100,000	81,776.52
		EQUINIX INC 3.2% 29/11/18	45,000	40,088.28
		EQUINIX INC 3.9% 32/04/15	100,000	91,185.27
		EQUITABLE HOLDINGS INC 5.594% 33/01/11	100,000	101,392.94
		ERP OPERATING LP 2.5% 30/02/15	100,000	85,427.56
		ERP OPERATING LP 3.25% 27/08/01	35,000	32,523.56
		ERP OPERATING LP 4.15% 28/12/01	50,000	47,883.85
		ESSENTIAL UTILITIES INC 2.704% 30/04/15	60,000	51,473.13
		ESSEX PORTFOLIO LP 1.7% 28/03/01	85,000	72,021.13
		ESSEX PORTFOLIO LP 3.5% 25/04/01	100,000	96,645.11
		ESSEX PORTFOLIO LP 3.875% 24/05/01	50,000	49,135.42
		ESTEE LAUDER CO INC 1.95% 31/03/15	45,000	37,470.12
		ESTEE LAUDER CO INC 3.15% 27/03/15	100,000	96,029.26
		EVERGY INC 2.9% 29/09/15	100,000	88,153.48
		EVERGY METRO 2.25% 30/06/01	200,000	168,620.05
		EVERSOURCE ENERGY 0.8% 25/08/15	400,000	358,612.66
		EVERSOURCE ENERGY 2.9% 24/10/01	50,000	48,524.31
		EVERSOURCE ENERGY 2.9% 27/03/01	100,000	93,295.58
		EVERSOURCE ENERGY 3.375% 32/03/01	100,000	89,297.21
		EXELON 3.4% 26/04/15	100,000	95,656.80
		EXPEDIA GROUP INC 3.25% 30/02/15	200,000	173,630.31
		EXPEDIA GROUP INC 5% 26/02/15	200,000	199,441.16
		EXXON MOBIL CORPORATION 2.44% 29/08/16	100,000	89,313.43
		EXXON MOBIL CORPORATION 2.61% 30/10/15	200,000	179,203.10
		EXXON MOBIL CORPORATION 2.992% 25/03/19	300,000	290,764.20
		EXXON MOBIL CORPORATION 3.294% 27/03/19	150,000	145,677.03
		EXXON MOBIL CORPORATION 3.482% 30/03/19	400,000	381,235.64
		FAIRFAX FINL HLDGS LTD 3.375% 31/03/03	200,000	167,012.73
		FAIRFAX FINL HLDGS LTD 4.625% 30/04/29	100,000	92,879.36
		FEDERAL REALTY INVESTMEN 3.2% 29/06/15	50,000	44,192.09
		FEDERAL REALTY INVESTMEN 3.25% 27/07/15	50,000	46,467.93
		FEDEX CORP 3.1% 29/08/05	200,000	179,767.04
		FEDEX CORP 4.25% 30/05/15	200,000	192,573.30
		FIBRIA OVERSEAS FINANCE 5.5% 27/01/17	50,000	50,275.25
		FIDELITY NATL FINANCIAL 4.5% 28/08/15	100,000	97,196.05
		FIDELITY NATL INFO SERV 0.6% 24/03/01	15,000	14,240.90
		FIDELITY NATL INFO SERV 1.65% 28/03/01	20,000	16,964.51
		FIDELITY NATL INFO SERV 2.25% 31/03/01	100,000	80,847.16
		FIDELITY NATL INFO SERV 4.5% 25/07/15	400,000	394,172.97
		FIFTH THIRD BANCORP 1.707% 27/11/01	65,000	58,001.11
		FIFTH THIRD BANCORP 2.55% 27/05/05	60,000	54,752.29
		FIFTH THIRD BANCORP 4.772% 30/07/28	300,000	292,633.39
		FIFTH THIRD BANK 2.25% 27/02/01	150,000	137,242.13
		FIRST AMERICAN FINANCIAL 2.4% 31/08/15	65,000	49,188.36
		FIRST-CITIZENS BANK/TRST 6.125% 28/03/09	100,000	103,204.87
		FISERV INC 2.65% 30/06/01	500,000	429,100.61
		FISERV INC 3.2% 26/07/01	250,000	236,457.77
		FLEX LTD 4.875% 30/05/12	85,000	81,777.10
		FLEXTRONICS INTERNATIONA 4.75% 25/06/15	125,000	122,842.92
		FLORIDA POWER & LIGHT CO 2.85% 25/04/01	600,000	577,212.07
		FLOWERS FOODS INC 3.5% 26/10/01	35,000	33,272.60
		FLOWSERVE CORPORATION 2.8% 32/01/15	100,000	76,828.38
		FORTUNE BRANDS HOME & SE 3.25% 29/09/15	200,000	176,602.40
		FOX CORP 3.05% 25/04/07	200,000	192,517.50
		FOX CORP 3.5% 30/04/08	25,000	22,626.64
		FOX CORP 4.03% 24/01/25	150,000	148,289.19
		FRANKLIN RESOURCES INC 2.85% 25/03/30	100,000	95,932.07
		FREEPORT-MCMORAN INC 4.125% 28/03/01	200,000	187,459.35
		FREEPORT-MCMORAN INC 4.625% 30/08/01	100,000	94,327.75
		FS KKR CAPITAL CORP 3.125% 28/10/12	100,000	82,242.07
		FS KKR CAPITAL CORP 3.4% 26/01/15	100,000	89,820.06
		FS KKR CAPITAL CORP 4.125% 25/02/01	100,000	94,623.37
		GATX CORP 1.9% 31/06/01	100,000	76,576.67
		GE HEALTHCARE HLDG LLC 5.6% 25/11/15	200,000	202,706.97
		GE HEALTHCARE HLDG LLC 5.905% 32/11/22	300,000	320,506.23
		GENERAL DYNAMICS CORP 2.125% 26/08/15	100,000	92,440.87
		GENERAL DYNAMICS CORP 3.25% 25/04/01	100,000	97,444.38
		GENERAL DYNAMICS CORP 3.75% 28/05/15	280,000	271,530.32
		GENERAL ELECTRIC CO 6.75% 32/03/15	300,000	342,700.53
		GENERAL MILLS INC 2.25% 31/10/14	50,000	41,456.16
		GENERAL MILLS INC 4.2% 28/04/17	100,000	98,481.48
		GENERAL MILLS INC 5.241% 25/11/18	100,000	100,297.72
		GENERAL MOTORS CO 5% 28/10/01	200,000	194,601.23
		GENERAL MOTORS CO 5.6% 32/10/15	500,000	477,873.88
		GENERAL MOTORS CO 6.125% 25/10/01	200,000	203,842.28
		GENERAL MOTORS FINL CO 1.05% 24/03/08	50,000	47,670.70
		GENERAL MOTORS FINL CO 1.5% 26/06/10	150,000	131,770.26
		GENERAL MOTORS FINL CO 2.4% 28/04/10	100,000	85,401.71
		GENERAL MOTORS FINL CO 3.1% 32/01/12	100,000	80,246.35
		GENERAL MOTORS FINL CO 3.85% 28/01/05	100,000	92,796.87
		GENERAL MOTORS FINL CO 3.95% 24/04/13	100,000	98,469.19
		GENERAL MOTORS FINL CO 4% 25/01/15	200,000	194,848.14
		GENERAL MOTORS FINL CO 4.35% 27/01/17	100,000	95,914.88
		GENERAL MOTORS FINL CO 5.1% 24/01/17	200,000	199,874.28
		GENERAL MOTORS FINL CO 5.65% 29/01/17	100,000	99,420.09
		GENERAL MOTORS FINL CO 6% 28/01/09	100,000	101,024.71
		GENERAL MOTORS FINL CO 6.05% 25/10/10	400,000	407,126.41
		GENPACT LUXEMBOURG SARL 3.375% 24/12/01	100,000	96,331.90
		GENUINE PARTS CO 1.75% 25/02/01	25,000	23,468.95
		GEORGIA POWER CO 2.65% 29/09/15	70,000	60,921.53
		GEORGIA POWER CO 3.25% 26/04/01	50,000	47,614.20
		GEORGIA POWER CO 4.7% 32/05/15	100,000	99,036.97
		GEORGIA-PACIFIC LLC 7.75% 29/11/15	100,000	115,558.30
		GILEAD SCIENCES INC 1.2% 27/10/01	200,000	172,587.74
		GILEAD SCIENCES INC 3.65% 26/03/01	200,000	193,925.04
		GILEAD SCIENCES INC 3.7% 24/04/01	250,000	246,771.92
		GLAXOSMITHKLINE CAP INC 3.625% 25/05/15	55,000	53,933.54
		GLAXOSMITHKLINE CAP INC 3.875% 28/05/15	300,000	293,012.99
		GLOBAL PAYMENTS INC 2.65% 25/02/15	400,000	378,683.38
		GLOBAL PAYMENTS INC 2.9% 31/11/15	200,000	162,688.89
		GLOBAL PAYMENTS INC 5.4% 32/08/15	100,000	98,847.16
		GLP CAPITAL LP / FIN II 5.375% 26/04/15	485,000	479,502.17
		GLP CAPITAL LP / FIN II 5.75% 28/06/01	45,000	44,616.37
		GOLDMAN SACHS GROUP INC 1.542% 27/09/10	100,000	87,204.59
		GOLDMAN SACHS GROUP INC 1.757% 25/01/24	300,000	288,007.84
		GOLDMAN SACHS GROUP INC 2.383% 32/07/21	715,000	569,989.26
		GOLDMAN SACHS GROUP INC 2.615% 32/04/22	105,000	85,521.33
		GOLDMAN SACHS GROUP INC 3.272% 25/09/29	500,000	483,225.98
		GOLDMAN SACHS GROUP INC 3.5% 25/04/01	1,500,000	1,451,704.11
		GOLDMAN SACHS GROUP INC 3.691% 28/06/05	200,000	187,475.20
		GOLDMAN SACHS GROUP INC 3.75% 25/05/22	100,000	97,402.89
		GOLDMAN SACHS GROUP INC 3.8% 30/03/15	200,000	184,049.75
		GOLDMAN SACHS GROUP INC 3.85% 27/01/26	300,000	289,305.26
		GOLDMAN SACHS GROUP INC 4.223% 29/05/01	1,500,000	1,415,359.77
		GOLDMAN SACHS GROUP INC 4.387% 27/06/15	200,000	194,520.64
		GOLDMAN SACHS GROUP INC 4.482% 28/08/23	100,000	96,678.43
		GOLUB CAPITAL BDC 2.5% 26/08/24	60,000	51,701.32
		GSK CONSUMER HEALTHCARE 3.125% 25/03/24	300,000	287,326.68
		GSK CONSUMER HEALTHCARE 3.375% 29/03/24	250,000	229,537.91
		GULF POEWR CO 3.3% 27/05/30	100,000	95,338.55
		GXO LOGISTICS INC 1.65% 26/07/15	100,000	86,377.07
		HANOVER INSURANCE GROUP 4.5% 26/04/15	50,000	49,362.15
		HARRIS CORPORATION 4.4% 28/06/15	150,000	146,868.99
		HASBRO INC 3.55% 26/11/19	125,000	118,740.06
		HASBRO INC 3.9% 29/11/19	100,000	90,708.90
		HCA INC 3.625% 32/03/15	300,000	262,131.99
		HCA INC 4.125% 29/06/15	100,000	93,551.77
		HCA INC 4.5% 27/02/15	105,000	102,529.02
		HCA INC 5% 24/03/15	200,000	199,524.69
		HCA INC 5.375% 25/02/01	300,000	300,782.10
		HCA INC 5.875% 26/02/15	600,000	607,482.81
		HEALTHPEAK PROPERTIES 3% 30/01/15	100,000	87,737.42
		HEALTHPEAK PROPERTIES 3.5% 29/07/15	200,000	181,262.97
		HEALTHPEAK PROPERTIES 5.25% 32/12/15	15,000	14,982.45
		HERSHEY COMPANY 1.7% 30/06/01	80,000	66,061.44
		HERSHEY COMPANY 2.05% 24/11/15	100,000	95,681.35
		HESS CORP 4.3% 27/04/01	100,000	97,038.66
		HESS CORP 7.3% 31/08/15	100,000	111,460.25
		HF SINCLAIR CORP 5.875% 26/04/01	100,000	100,875.44
		HIGHWOODS REALTY LP 3.05% 30/02/15	100,000	81,106.15
		HOME DEPOT INC 0.9% 28/03/15	30,000	25,350.18
		HOME DEPOT INC 1.875% 31/09/15	40,000	32,982.03
		HOME DEPOT INC 2.5% 27/04/15	100,000	93,346.46
		HOME DEPOT INC 2.7% 30/04/15	755,000	675,343.23
		HOME DEPOT INC 2.875% 27/04/15	50,000	47,317.61
		HOME DEPOT INC 3.9% 28/12/06	300,000	295,016.51
		HOME DEPOT INC 4.5% 32/09/15	60,000	60,573.18
		HONDA MOTOR CO LTD 2.271% 25/03/10	200,000	189,860.55
		HONEYWELL INTERNATIONAL 1.35% 25/06/01	300,000	278,468.87
		HONEYWELL INTERNATIONAL 1.75% 31/09/01	160,000	130,390.61
		HONEYWELL INTERNATIONAL 2.7% 29/08/15	120,000	108,551.82
		HORMEL FOODS CORP 1.7% 28/06/03	170,000	149,611.80
		HOST HOTELS & RESORTS LP 2.9% 31/12/15	100,000	79,183.93
		HOST HOTELS & RESORTS LP 4.5% 26/02/01	150,000	145,010.82
		HP ENTERPRISE CO 1.45% 24/04/01	100,000	95,940.66
		HP ENTERPRISE CO 4.9% 25/10/15	200,000	199,407.73
		HP INC 2.2% 25/06/17	200,000	187,554.86
		HP INC 3.4% 30/06/17	150,000	130,283.72
		HP INC 4.2% 32/04/15	300,000	264,327.21
		HSBC HOLDINGS PLC 0.976% 25/05/24	200,000	185,725.35
		HSBC HOLDINGS PLC 1.589% 27/05/24	200,000	173,836.68
		HSBC HOLDINGS PLC 2.099% 26/06/04	530,000	486,144.56
		HSBC HOLDINGS PLC 2.633% 25/11/07	600,000	569,198.57
		HSBC HOLDINGS PLC 2.804% 32/05/24	100,000	79,563.18
		HSBC HOLDINGS PLC 2.848% 31/06/04	200,000	163,770.44
		HSBC HOLDINGS PLC 2.871% 32/11/22	1,000,000	790,836.75
		HSBC HOLDINGS PLC 3.973% 30/05/22	200,000	178,681.57
		HSBC HOLDINGS PLC 4.25% 25/08/18	400,000	387,838.56
		HSBC HOLDINGS PLC 4.583% 29/06/19	200,000	186,607.03
		HSBC HOLDINGS PLC 5.21% 28/08/11	1,000,000	980,723.26
		HSBC HOLDINGS PLC 7.336% 26/11/03	200,000	209,005.61
		HUBBELL INC 3.35% 26/03/01	100,000	95,957.07
		HUDSON PACIFIC PROPERTIE 3.25% 30/01/15	100,000	77,301.79
		HUMANA INC 1.35% 27/02/03	55,000	48,168.96
		HUMANA INC 3.85% 24/10/01	150,000	147,652.46
		HUMANA INC 5.75% 28/03/01	100,000	103,879.63
		HUMANA INC 5.875% 33/03/01	100,000	106,360.10
		HUNTINGTON BANCSHARES 2.487% 36/08/15	100,000	73,561.33
		HUNTINGTON BANCSHARES 2.55% 30/02/04	100,000	83,852.78
		HUNTINGTON INGALLS INDUS 2.043% 28/08/16	200,000	167,921.48
		HUNTINGTON NATIONAL BANK 4.008% 25/05/16	250,000	245,372.28
		HUNTSMAN INTERNATIONAL L 4.5% 29/05/01	100,000	91,531.08
		HYATT HOTELS CORP 4.375% 28/09/15	50,000	46,745.39
		HYATT HOTELS CORP 4.85% 26/03/15	50,000	49,860.24
		HYATT HOTELS CORP 5.625% 25/04/23	100,000	100,147.26
		IBM CORP 1.7% 27/05/15	470,000	419,747.46
		IBM CORP 3% 24/05/15	200,000	195,523.71
		IBM CORP 3.5% 29/05/15	100,000	93,824.18
		IBM CORP 4% 25/07/27	600,000	590,801.31
		IBM CORP 4.4% 32/07/27	100,000	98,212.71
		IDEX CORP 3% 30/05/01	50,000	44,199.19
		ILLINOIS TOOL WORKS INC 2.65% 26/11/15	100,000	94,095.90
		ILLUMINA INC 5.8% 25/12/12	200,000	203,675.81
		ING GROEP NV 1.726% 27/04/01	200,000	177,937.53
		ING GROEP NV 4.55% 28/10/02	300,000	291,421.33
		INGREDION INC 2.9% 30/06/01	100,000	86,887.31
		INTEL CORP 1.6% 28/08/12	55,000	47,657.05
		INTEL CORP 2.875% 24/05/11	100,000	97,660.46
		INTEL CORP 3.7% 25/07/29	145,000	142,194.38
		INTEL CORP 3.9% 30/03/25	650,000	622,554.72
		INTEL CORP 4% 29/08/05	100,000	97,052.21
		INTEL CORP 4.15% 32/08/05	100,000	95,865.26
		INTERCONTINENTALEXCHANGE 3.1% 27/09/15	100,000	94,269.00
		INTERCONTINENTALEXCHANGE 3.65% 25/05/23	300,000	295,308.00
		INTERCONTINENTALEXCHANGE 3.75% 25/12/01	200,000	196,194.00
		INTERPUBLIC GROUP COS 4.65% 28/10/01	25,000	24,380.24
		INTERPUBLIC GROUP COS 4.75% 30/03/30	100,000	96,315.09
		INTERSTATE POWER & LIGHT 3.25% 24/12/01	100,000	96,965.93
		INTERSTATE POWER & LIGHT 3.6% 29/04/01	50,000	46,614.26
		INTL FLAVOR & FRAGRANCES 4.45% 28/09/26	45,000	43,222.61
		INTUIT INC 0.95% 25/07/15	200,000	182,802.50
		INVESCO FINANCE PLC 3.75% 26/01/15	150,000	145,087.81
		INVITATION HOMES OP 2.3% 28/11/15	50,000	42,266.60
		INVITATION HOMES OP 4.15% 32/04/15	100,000	89,694.48
		IPALCO ENTERPRISES INC 3.7% 24/09/01	100,000	97,512.23
		IPALCO ENTERPRISES INC 4.25% 30/05/01	100,000	91,010.42
		ITC HOLDINGS CORP 3.25% 26/06/30	60,000	56,677.24
		ITC HOLDINGS CORP 3.65% 24/06/15	25,000	24,478.69
		JABIL INC 3.6% 30/01/15	250,000	225,137.67
		JACKSON FINANCIAL INC 5.67% 32/06/08	100,000	96,596.25
		JBS USA/FOOD/FINANCE 3% 32/05/15	200,000	155,654.00
		JBS USA/FOOD/FINANCE 5.125% 28/02/01	400,000	382,852.00
		JD.COM INC 3.375% 30/01/14	100,000	91,097.10
		JEFFERIES GROUP 4.85% 27/01/15	90,000	89,599.77
		JEFFERIES GRP LLC / CAP 2.625% 31/10/15	200,000	157,734.94
		JM SMUCKER CO 3.5% 25/03/15	200,000	193,620.62
		JOHN DEERE CAPITAL CORP 0.45% 24/06/07	65,000	61,329.67
		JOHN DEERE CAPITAL CORP 1.05% 26/06/17	100,000	89,578.63
		JOHN DEERE CAPITAL CORP 1.7% 27/01/11	100,000	90,427.37
		JOHN DEERE CAPITAL CORP 2.125% 25/03/07	25,000	23,718.33
		JOHN DEERE CAPITAL CORP 2.45% 30/01/09	200,000	176,242.83
		JOHN DEERE CAPITAL CORP 2.65% 24/06/24	50,000	48,608.97
		JOHN DEERE CAPITAL CORP 2.8% 29/07/18	50,000	45,057.18
		JOHN DEERE CAPITAL CORP 3.05% 28/01/06	50,000	47,222.50
		JOHN DEERE CAPITAL CORP 3.35% 29/04/18	100,000	94,232.25
		JOHN DEERE CAPITAL CORP 3.9% 32/06/07	100,000	96,044.51
		JOHN DEERE CAPITAL CORP 4.05% 25/09/08	800,000	790,584.72
		JOHNSON & JOHNSON 0.55% 25/09/01	50,000	45,454.44
		JOHNSON & JOHNSON 0.95% 27/09/01	65,000	56,736.47
		JOHNSON & JOHNSON 1.3% 30/09/01	100,000	82,856.23
		JOHNSON & JOHNSON 2.45% 26/03/01	100,000	94,851.09
		JOHNSON & JOHNSON 2.95% 27/03/03	500,000	479,454.60
		JOHNSON CONTROLS/TYCO FI 2% 31/09/16	100,000	81,274.56
		JPMORGAN CHASE & 0.969% 25/06/23	400,000	374,221.38
		JPMORGAN CHASE & CO 0.563% 25/02/16	290,000	274,299.31
		JPMORGAN CHASE & CO 0.824% 25/06/01	65,000	60,824.90
		JPMORGAN CHASE & CO 1.47% 27/09/22	75,000	65,541.85
		JPMORGAN CHASE & CO 1.578% 27/04/22	65,000	57,656.24
		JPMORGAN CHASE & CO 2.005% 26/03/13	600,000	559,153.56
		JPMORGAN CHASE & CO 2.083% 26/04/22	1,000,000	932,528.47
		JPMORGAN CHASE & CO 2.182% 28/06/01	400,000	353,608.54
		JPMORGAN CHASE & CO 2.545% 32/11/08	125,000	101,385.93
		JPMORGAN CHASE & CO 2.58% 32/04/22	275,000	225,446.19
		JPMORGAN CHASE & CO 2.595% 26/02/24	300,000	283,138.77
		JPMORGAN CHASE & CO 2.739% 30/10/15	100,000	85,634.61
		JPMORGAN CHASE & CO 2.956% 31/05/13	150,000	126,662.47
		JPMORGAN CHASE & CO 2.963% 33/01/25	500,000	417,684.52
		JPMORGAN CHASE & CO 3.125% 25/01/23	1,000,000	971,204.44
		JPMORGAN CHASE & CO 3.22% 25/03/01	200,000	195,033.39
		JPMORGAN CHASE & CO 3.509% 29/01/23	250,000	230,616.73
		JPMORGAN CHASE & CO 3.96% 27/01/29	200,000	193,778.42
		JPMORGAN CHASE & CO 4.005% 29/04/23	100,000	94,209.14
		JPMORGAN CHASE & CO 4.203% 29/07/23	700,000	663,002.67
		JPMORGAN CHASE & CO 4.25% 27/10/01	600,000	586,968.26
		JPMORGAN CHASE & CO 4.565% 30/06/14	1,000,000	963,981.96
		JPMORGAN CHASE & CO 4.586% 33/04/26	200,000	189,707.58
		JPMORGAN CHASE & CO 4.912% 33/07/25	100,000	97,319.16
		JPMORGAN CHASE & CO 5.717% 33/09/14	400,000	404,084.63
		JPMORGAN CHASE & CO 7.75% 25/07/15	200,000	215,675.59
		JUNIPER NETWORKS INC 2% 30/12/10	100,000	78,907.69
		KAISER FOUNDATION HOSPIT 3.15% 27/05/01	50,000	47,461.68
		KANSAS CITY SOUTHERN 2.875% 29/11/15	65,000	57,386.63
		KELLOGG CO 4.3% 28/05/15	100,000	98,967.55
		KEMPER CORP 2.4% 30/09/30	100,000	79,675.86
		KEMPER CORP 4.35% 25/02/15	35,000	34,282.02
		KENNAMETAL INC 2.8% 31/03/01	100,000	80,489.89
		KEURIG DR PEPPER INC 3.4% 25/11/15	200,000	193,009.14
		KEURIG DR PEPPER INC 4.597% 28/05/25	250,000	248,819.35
		KEY BANK NA 3.4% 26/05/20	200,000	189,144.26
		KEYCORP 2.25% 27/04/06	100,000	90,032.91
		KEYCORP 3.878% 25/05/23	300,000	294,340.37
		KEYSIGHT TECHNOLOGIES 4.6% 27/04/06	60,000	59,340.19
		KILROY REALTY LP 2.5% 32/11/15	200,000	146,378.58
		KILROY REALTY LP 4.375% 25/10/01	100,000	97,364.17
		KIMBERLY-CLARK CORP 1.05% 27/09/15	100,000	86,870.67
		KIMBERLY-CLARK CORP 2% 31/11/02	100,000	82,849.15
		KIMBERLY-CLARK CORP 3.05% 25/08/15	100,000	96,766.35
		KIMCO REALTY CORP 1.9% 28/03/01	50,000	42,687.11
		KIMCO REALTY CORP 2.7% 24/03/01	50,000	48,535.11
		KIMCO REALTY CORP 3.3% 25/02/01	180,000	173,506.07
		KINDER MORGAN ENER PART 4.3% 24/05/01	200,000	198,117.39
		KINDER MORGAN INC 7.75% 32/01/15	300,000	345,656.88
		KITE REALTY GROUP LP 4% 26/10/01	50,000	46,511.17
		KLA-TENCOR CORP 4.1% 29/03/15	100,000	98,312.05
		KRAFT HEINZ FOODS CO 4.25% 31/03/01	200,000	192,640.86
		KROGER CO 3.5% 26/02/01	150,000	144,526.75
		KROGER CO 4% 24/02/01	100,000	98,633.84
		KYNDRYL HOLDINGS INC 2.7% 28/10/15	90,000	70,170.69
		KYNDRYL HOLDINGS INC 3.15% 31/10/15	100,000	69,905.59
		L3HARRIS TECH INC 4.4% 28/06/15	200,000	195,825.33
		LABORATORY CORP OF AMER 1.55% 26/06/01	70,000	62,681.84
		LABORATORY CORP OF AMER 2.3% 24/12/01	200,000	190,331.36
		LAM RESEARCH CORP 4% 29/03/15	255,000	247,861.74
		LAZARD GROUP LLC 3.625% 27/03/01	100,000	94,117.17
		LAZARD GROUP LLC 4.5% 28/09/19	50,000	47,495.80
		LEAR CORP 4.25% 29/05/15	100,000	91,739.35
		LEGGETT & PLATT INC 3.5% 27/11/15	50,000	46,634.72
		LEIDOS INC 4.375% 30/05/15	200,000	184,878.52
		LENNAR CORP 5% 27/06/15	100,000	98,502.26
		LENNOX INTERNATIONAL INC 1.35% 25/08/01	125,000	113,855.26
		LIFE STORAGE LP 2.4% 31/10/15	100,000	78,906.02
		LIFE STORAGE LP 4% 29/06/15	100,000	91,237.15
		LINCOLN NATIONAL CORP 3.35% 25/03/09	150,000	145,083.06
		LINDE INC/CT 4.7% 25/12/05	100,000	100,771.33
		LLOYDS BANKING GROUP PLC 3.87% 25/07/09	200,000	194,471.57
		LLOYDS BANKING GROUP PLC 4.45% 25/05/08	200,000	196,528.71
		LLOYDS BANKING GROUP PLC 4.55% 28/08/16	200,000	191,394.35
		LLOYDS BANKING GROUP PLC 4.582% 25/12/10	600,000	581,177.02
		LLOYDS BANKING GROUP PLC 4.65% 26/03/24	200,000	192,492.53
		LOCKHEED MARTIN CORP 1.85% 30/06/15	200,000	168,511.72
		LOCKHEED MARTIN CORP 4.95% 25/10/15	100,000	101,305.57
		LOEWS CORP 3.75% 26/04/01	200,000	194,528.75
		LOWE'S COS INC 1.3% 28/04/15	145,000	122,845.53
		LOWE'S COS INC 1.7% 28/09/15	125,000	107,177.52
		LOWE'S COS INC 2.625% 31/04/01	150,000	127,991.58
		LOWE'S COS INC 3.1% 27/05/03	100,000	94,275.43
		LOWE'S COS INC 4% 25/04/15	100,000	98,490.90
		LOWE'S COS INC 4.4% 25/09/08	400,000	396,704.43
		LOWE'S COS INC 5% 33/04/15	85,000	85,943.51
		LXP INDUSTRIAL TRUST 2.7% 30/09/15	100,000	81,865.88
		LYB INT FINANCE III 1.25% 25/10/01	20,000	17,976.72
		LYB INT FINANCE III 2.25% 30/10/01	125,000	102,380.37
		M&T BANK CORPORATION 4.553% 28/08/16	100,000	98,124.60
		MAGALLANES INC 3.428% 24/03/15	100,000	97,534.25
		MAGALLANES INC 3.638% 25/03/15	100,000	95,881.00
		MAGALLANES INC 4.054% 29/03/15	200,000	178,380.20
		MAGALLANES INC 4.279% 32/03/15	400,000	345,365.76
		MAGELLAN MISDTREAM PARTN 5% 26/03/01	50,000	50,172.49
		MAGNA INTERNATIONAL INC 2.45% 30/06/15	100,000	84,574.68
		MAIN STREET CAPITAL CORP 3% 26/07/14	85,000	74,519.01
		MANULIFE FINANCIAL CORP 2.484% 27/05/19	35,000	31,994.67
		MANULIFE FINANCIAL CORP 3.703% 32/03/16	100,000	91,378.91
		MANULIFE FINANCIAL CORP 4.15% 26/03/04	200,000	196,521.07
		MARATHON OIL CORP 6.8% 32/03/15	200,000	211,923.21
		MARATHON PETROLEUM CORP 3.8% 28/04/01	30,000	28,168.76
		MARATHON PETROLEUM CORP 4.7% 25/05/01	200,000	198,782.90
		MARRIOTT INTERNATIONAL 3.5% 32/10/15	300,000	258,960.41
		MARRIOTT INTERNATIONAL 3.6% 24/04/15	50,000	49,104.40
		MARRIOTT INTERNATIONAL 4.625% 30/06/15	110,000	105,489.38
		MARRIOTT INTERNATIONAL 5% 27/10/15	100,000	100,443.42
		MARRIOTT INTERNATIONAL 5.75% 25/05/01	50,000	50,734.02
		MARSH & MCLENNAN COS INC 3.875% 24/03/15	100,000	98,893.70
		MARSH & MCLENNAN COS INC 4.375% 29/03/15	95,000	93,638.19
		MARTIN MARIETTA 2.4% 31/07/15	50,000	41,302.91
		MARTIN MARIETTA MATERIAL 3.45% 27/06/01	21,000	19,790.09
		MARTIN MARIETTA MATERIAL 3.5% 27/12/15	50,000	47,215.67
		MARTIN MARIETTA MATERIAL 4.25% 24/07/02	30,000	29,703.48
		MARVELL TECHNOLOGY INC 4.875% 28/06/22	100,000	97,179.68
		MASCO CORP 1.5% 28/02/15	150,000	126,471.94
		MASCO CORP 2% 30/10/01	15,000	11,922.67
		MASTERCARD INC 2.95% 29/06/01	100,000	92,007.84
		MASTERCARD INC 3.35% 30/03/26	500,000	468,073.85
		MASTERCARD INC 3.5% 28/02/26	30,000	28,995.21
		MCCORMICK & CO 2.5% 30/04/15	100,000	85,552.49
		MCDONALD'S CORP 3.5% 27/07/01	100,000	96,337.86
		MCDONALD'S CORP 3.6% 30/07/01	100,000	94,174.24
		MCDONALD'S CORP 3.7% 26/01/30	600,000	588,452.68
		MCKESSON CORP 1.3% 26/08/15	125,000	111,180.72
		MEAD JOHNSON NUTRITION C 4.125% 25/11/15	60,000	58,998.64
		MERCEDES-BENZ FIN NA 8.5% 31/01/18	200,000	253,652.52
		MERCK & CO INC 1.9% 28/12/10	500,000	440,218.79
		MERCK & CO INC 2.15% 31/12/10	100,000	84,190.02
		MERCK & CO INC 3.4% 29/03/07	300,000	284,983.18
		MERCY HEALTHCARE SYSTEM 4.302% 28/07/01	15,000	14,517.29
		META PLATFORMS INC 3.5% 27/08/15	300,000	284,380.53
		META PLATFORMS INC 3.85% 32/08/15	100,000	91,676.28
		METLIFE INC 3.6% 25/11/13	200,000	195,719.97
		MICROCHIP TECHNOLOGY INC 4.25% 25/09/01	200,000	195,338.86
		MICRON TECHNOLOGY INC 2.703% 32/04/15	200,000	154,681.95
		MICRON TECHNOLOGY INC 4.663% 30/02/15	200,000	185,031.87
		MICRON TECHNOLOGY INC 5.327% 29/02/06	50,000	48,936.29
		MICROSOFT CORP 2.4% 26/08/08	250,000	235,602.71
		MICROSOFT CORP 2.7% 25/02/12	100,000	96,577.46
		MICROSOFT CORP 3.125% 25/11/03	500,000	483,993.74
		MID-AMERICA APARTMENTS 1.1% 26/09/15	100,000	87,513.75
		MID-AMERICA APARTMENTS 3.95% 29/03/15	100,000	96,092.64
		MIDAMERICAN ENERGY CO 6.75% 31/12/30	200,000	230,588.57
		MITSUBISHI UFJ FIN GRP 1.412% 25/07/17	500,000	455,786.00
		MITSUBISHI UFJ FIN GRP 1.538% 27/07/20	200,000	175,268.81
		MITSUBISHI UFJ FIN GRP 1.64% 27/10/13	200,000	174,815.89
		MITSUBISHI UFJ FIN GRP 3.195% 29/07/18	200,000	178,556.19
		MITSUBISHI UFJ FIN GRP 3.407% 24/03/07	200,000	196,412.48
		MITSUBISHI UFJ FIN GRP 4.05% 28/09/11	200,000	194,943.65
		MITSUBISHI UFJ FIN GRP 4.315% 33/04/19	200,000	186,268.40
		MITSUBISHI UFJ FIN GRP 5.063% 25/09/12	400,000	398,388.29
		MITSUBISHI UFJ FIN GRP 5.354% 28/09/13	600,000	601,552.58
		MITSUBISHI UFJ FINANCIAL 2.757% 26/09/13	200,000	184,365.57
		MIZUHO FINANCIAL GROUP 1.554% 27/07/09	200,000	175,847.86
		MIZUHO FINANCIAL GROUP 2.869% 30/09/13	200,000	169,777.65
		MIZUHO FINANCIAL GROUP 4.018% 28/03/05	200,000	191,268.79
		MIZUHO FINANCIAL GROUP 4.254% 29/09/11	400,000	376,244.09
		MIZUHO FINANCIAL GROUP 5.669% 33/09/13	200,000	203,114.86
		MONDELEZ INTERNATIONAL 1.5% 25/05/04	300,000	279,743.70
		MONDELEZ INTERNATIONAL 2.625% 27/03/17	100,000	92,257.11
		MOODY'S CORPORATION 4.25% 32/08/08	100,000	96,462.86
		MORGAN STANLEY 0.79% 25/05/30	200,000	186,828.08
		MORGAN STANLEY 0.791% 25/01/22	150,000	142,335.11
		MORGAN STANLEY 1.164% 25/10/21	75,000	69,417.48
		MORGAN STANLEY 1.512% 27/07/20	150,000	131,991.35
		MORGAN STANLEY 2.188% 26/04/28	350,000	326,767.54
		MORGAN STANLEY 2.475% 28/01/21	170,000	152,871.36
		MORGAN STANLEY 2.484% 36/09/16	200,000	149,177.03
		MORGAN STANLEY 2.511% 32/10/20	75,000	60,207.34
		MORGAN STANLEY 2.699% 31/01/22	300,000	253,975.62
		MORGAN STANLEY 2.72% 25/07/22	1,000,000	961,848.90
		MORGAN STANLEY 2.943% 33/01/21	635,000	527,681.85
		MORGAN STANLEY 3.125% 26/07/27	450,000	424,176.82
		MORGAN STANLEY 3.591% 28/07/22	200,000	186,250.55
		MORGAN STANLEY 3.62% 25/04/17	200,000	195,729.78
		MORGAN STANLEY 3.622% 31/04/01	200,000	178,801.70
		MORGAN STANLEY 3.772% 29/01/24	700,000	650,222.56
		MORGAN STANLEY 3.875% 26/01/27	300,000	291,946.47
		MORGAN STANLEY 3.95% 27/04/23	100,000	95,467.99
		MORGAN STANLEY 4.679% 26/07/17	500,000	494,065.00
		MORGAN STANLEY 4.889% 33/07/20	300,000	289,285.83
		MORGAN STANLEY 5.297% 37/04/20	200,000	187,940.35
		MORGAN STANLEY 6.296% 28/10/18	500,000	520,050.22
		MOTOROLA SOLUTIONS INC 2.75% 31/05/24	50,000	40,992.92
		MOTOROLA SOLUTIONS INC 4% 24/09/01	10,000	9,852.15
		MOTOROLA SOLUTIONS INC 4.6% 29/05/23	100,000	96,904.05
		MPLX LP 2.65% 30/08/15	45,000	37,560.70
		MPLX LP 4.8% 29/02/15	100,000	97,410.10
		MPLX LP 4.875% 25/06/01	650,000	644,618.03
		MYLAN 3.95% 26/06/15	100,000	94,369.17
		NASDAQ 3.85% 26/06/30	30,000	29,154.22
		NATIONAL AUSTRALIA BK 2.5% 26/07/12	100,000	92,914.57
		NATIONAL AUSTRALIA BK/NY 3.5% 25/06/09	250,000	243,430.38
		NATIONAL FUEL GAS CO 3.95% 27/09/15	50,000	46,823.92
		NATIONAL FUEL GAS CO 4.75% 28/09/01	50,000	47,802.75
		NATIONAL FUEL GAS CO 5.5% 26/01/15	15,000	15,061.27
		NATIONAL HEALTH INVESTOR 3% 31/02/01	25,000	18,595.13
		NATIONAL RETAIL PROP INC 4.3% 28/10/15	65,000	61,337.10
		NATIONAL RETAIL PROPERTI 4% 25/11/15	65,000	63,007.69
		NATIONAL RURAL UTIL COOP 1.875% 25/02/07	100,000	94,341.55
		NATIONAL RURAL UTIL COOP 2.4% 30/03/15	300,000	255,015.17
		NATIONAL RURAL UTIL COOP 4.8% 28/03/15	200,000	202,344.23
		NATIONAL RURAL UTILITIES 5.25% 26/04/20	150,000	135,727.48
		NATWEST GROUP PLC 4.892% 29/05/18	900,000	861,122.88
		NETAPP INC 2.375% 27/06/22	100,000	90,439.32
		NEVADA POWER CO 3.7% 29/05/01	300,000	288,336.06
		NEWMONT CORP 2.25% 30/10/01	300,000	247,682.60
		NEXTERA ENERGY CAPITAL 1.9% 28/06/15	65,000	56,500.70
		NEXTERA ENERGY CAPITAL 2.44% 32/01/15	200,000	165,929.00
		NEXTERA ENERGY CAPITAL 3.8% 27/03/15	100,000	81,780.26
		NEXTERA ENERGY CAPITAL 4.255% 24/09/01	100,000	99,381.34
		NEXTERA ENERGY CAPITAL 4.45% 25/06/20	100,000	99,457.46
		NEXTERA ENERGY CAPITAL 5.65% 29/05/01	150,000	138,651.17
		NIKE INC 2.375% 26/11/01	100,000	93,484.21
		NIKE INC 2.85% 30/03/27	250,000	228,830.15
		NISOURCE FINANCE CORP 3.49% 27/05/15	100,000	95,624.93
		NISOURCE INC 0.95% 25/08/15	300,000	272,161.60
		NOMURA HOLDINGS INC 1.653% 26/07/14	100,000	87,821.54
		NOMURA HOLDINGS INC 2.172% 28/07/14	200,000	167,755.59
		NOMURA HOLDINGS INC 2.999% 32/01/22	200,000	161,535.98
		NOMURA HOLDINGS INC 5.099% 25/07/03	400,000	396,840.85
		NORFOLK SOUTHERN 2.9% 26/06/15	65,000	61,483.15
		NORFOLK SOUTHERN CORP 3.15% 27/06/01	75,000	70,813.61
		NORTHERN TRUST CORP 1.95% 30/05/01	200,000	167,874.17
		NORTHERN TRUST CORP 3.375% 32/05/08	62,000	57,126.40
		NORTHERN TRUST CORP 3.95% 25/10/30	100,000	98,512.60
		NORTHROP GRUMMAN CORP 3.25% 28/01/15	200,000	188,013.82
		NOVARTIS CAPITAL CORP 1.75% 25/02/14	100,000	94,633.00
		NOVARTIS CAPITAL CORP 3% 25/11/20	400,000	385,962.10
		NSTAR ELECTRIC CO 3.2% 27/05/15	50,000	47,613.63
		NSTAR ELECTRIC CO 3.25% 29/05/15	100,000	92,621.72
		NUCOR CORP 3.95% 25/05/23	200,000	196,892.90
		NUTRIEN LTD 3% 25/04/01	100,000	95,739.71
		NUTRIEN LTD 5.9% 24/11/07	100,000	101,689.04
		NVENT FINANCE SARL 4.55% 28/04/15	100,000	93,328.14
		NVIDIA CORP 0.584% 24/06/14	75,000	71,080.23
		NVIDIA CORP 2% 31/06/15	100,000	82,837.48
		NVIDIA CORP 2.85% 30/04/01	300,000	269,071.60
		NVR INC 3% 30/05/15	65,000	55,757.93
		NXP BV/NXP FDG/NXP USA 2.5% 31/05/11	100,000	81,260.79
		NXP BV/NXP FDG/NXP USA 3.4% 30/05/01	45,000	39,771.23
		NXP BV/NXP FDG/NXP USA 3.875% 26/06/18	100,000	95,775.96
		NXP BV/NXP FUNDING LLC 4.875% 24/03/01	100,000	99,693.64
		NXP BV/NXP FUNDING LLC 5.35% 26/03/01	200,000	199,405.40
		NXP BV/NXP FUNDING LLC 5.55% 28/12/01	100,000	101,595.62
		OAKTREE SPECIALTY LEND 2.7% 27/01/15	50,000	43,319.07
		OCHSNER LSU HEALTH SYST 2.51% 31/05/15	100,000	74,727.54
		OHIO POWER COMPANY 2.6% 30/04/01	400,000	349,114.76
		OKLAHOMA G&E CO 3.25% 30/04/01	55,000	49,137.70
		OLD REPUBLIC INTERNATION 3.875% 26/08/26	100,000	95,848.59
		OMEGA HLTHCARE INVESTORS 4.5% 25/01/15	50,000	48,817.34
		OMEGA HLTHCARE INVESTORS 4.5% 27/04/01	100,000	95,198.17
		OMEGA HLTHCARE INVESTORS 4.95% 24/04/01	100,000	99,238.50
		OMNICOM GROUP INC 2.45% 30/04/30	100,000	84,710.61
		ONCOR ELECTRIC DELIVERY 3.7% 28/11/15	100,000	96,399.81
		ONCOR ELECTRIC DELIVERY 4.55% 32/09/15	200,000	201,466.50
		ONE GAS INC 2% 30/05/15	100,000	83,150.59
		ONEOK INC 4% 27/07/13	85,000	81,136.46
		ONEOK INC 4.55% 28/07/15	150,000	144,464.01
		ONEOK INC 5.85% 26/01/15	65,000	66,326.54
		ONEOK INC 6.35% 31/01/15	200,000	208,527.45
		ORACLE CORP 2.8% 27/04/01	700,000	647,650.29
		ORACLE CORP 2.875% 31/03/25	95,000	81,351.01
		ORACLE CORP 2.95% 24/11/15	200,000	193,595.41
		ORACLE CORP 2.95% 25/05/15	600,000	573,868.18
		ORACLE CORP 2.95% 30/04/01	200,000	175,283.50
		ORACLE CORP 3.25% 27/11/15	150,000	140,201.83
		ORACLE CORP 3.25% 30/05/15	100,000	89,076.89
		ORACLE CORP 6.25% 32/11/09	250,000	270,013.94
		ORANGE SA 9% 31/03/01	200,000	250,085.94
		O'REILLY AUTOMOTIVE INC 4.35% 28/06/01	150,000	147,868.00
		ORIX CORP 3.25% 24/12/04	100,000	96,818.14
		ORIX CORP 3.7% 27/07/18	50,000	47,508.18
		ORIX CORP 5.2% 32/09/13	200,000	201,644.01
		OSHKOSH CORP 3.1% 30/03/01	100,000	86,944.08
		OTIS WORLDWIDE CORP 2.056% 25/04/05	200,000	188,396.26
		OTIS WORLDWIDE CORP 2.565% 30/02/15	40,000	34,528.02
		OVINTIV INC 8.125% 30/09/15	200,000	223,786.96
		OWENS CORNING 3.95% 29/08/15	180,000	166,384.62
		OWL ROCK CAPITAL CORP 2.875% 28/06/11	100,000	80,072.29
		OWL ROCK CAPITAL CORP 4% 25/03/30	100,000	94,410.44
		OWL ROCK CAPITAL CORP 4.25% 26/01/15	200,000	186,068.93
		OWL ROCK CORE INCOME COR 7.75% 27/09/16	100,000	100,480.16
		PACCAR FINANCIAL CORP 2.85% 25/04/07	150,000	144,521.45
		PACCAR FINANCIAL CORP 4.95% 25/10/03	200,000	202,157.99
		PACIFIC GAS & ELECTRIC 3.25% 31/06/01	40,000	33,454.20
		PACIFIC GAS & ELECTRIC 3.45% 25/07/01	300,000	286,637.99
		PACIFIC GAS & ELECTRIC 3.75% 28/07/01	100,000	90,525.15
		PACIFIC GAS & ELECTRIC 4.2% 29/03/01	500,000	457,346.60
		PACIFIC GAS & ELECTRIC 4.55% 30/07/01	300,000	278,776.96
		PACIFIC GAS & ELECTRIC 5.45% 27/06/15	100,000	99,735.01
		PACIFIC GAS & ELECTRIC 5.9% 32/06/15	100,000	99,881.57
		PACKAGING CORP OF AMERIC 3.4% 27/12/15	35,000	32,749.98
		PARAMOUNT GLOBAL 4.2% 32/05/19	100,000	84,352.24
		PARAMOUNT GLOBAL 7.875% 30/07/30	200,000	218,499.90
		PARKER-HANNIFIN CORP 3.3% 24/11/21	150,000	145,669.65
		PARKER-HANNIFIN CORP 4.25% 27/09/15	200,000	197,441.38
		PARTNERRE FINANCE B LLC 3.7% 29/07/02	100,000	91,370.03
		PAYPAL HOLDINGS INC 2.3% 30/06/01	300,000	253,222.79
		PAYPAL HOLDINGS INC 2.4% 24/10/01	105,000	101,053.77
		PAYPAL HOLDINGS INC 2.85% 29/10/01	200,000	177,763.35
		PEPSICO INC 1.95% 31/10/21	150,000	124,743.03
		PEPSICO INC 2.25% 25/03/19	100,000	95,590.59
		PEPSICO INC 2.75% 30/03/19	200,000	181,129.12
		PEPSICO INC 2.85% 26/02/24	100,000	95,953.28
		PEPSICO INC 3.6% 28/02/18	500,000	487,239.85
		PERKINELMER INC 0.85% 24/09/15	60,000	55,952.83
		PERKINELMER INC 1.9% 28/09/15	200,000	169,142.41
		PERKINELMER INC 2.25% 31/09/15	70,000	56,301.92
		PFIZER INC 1.7% 30/05/28	500,000	422,713.09
		PFIZER INC 1.75% 31/08/18	65,000	54,000.90
		PFIZER INC 2.625% 30/04/01	200,000	180,014.53
		PFIZER INC 3.45% 29/03/15	100,000	96,447.87
		PHILIP MORRIS INTL INC 1.5% 25/05/01	200,000	186,105.76
		PHILIP MORRIS INTL INC 2.1% 30/05/01	200,000	166,559.55
		PHILIP MORRIS INTL INC 2.75% 26/02/25	150,000	142,068.12
		PHILIP MORRIS INTL INC 3.125% 27/08/17	100,000	93,987.83
		PHILIP MORRIS INTL INC 5.125% 24/11/15	100,000	100,525.82
		PHILIP MORRIS INTL INC 5.625% 29/11/17	100,000	104,117.92
		PHILIP MORRIS INTL INC 5.75% 32/11/17	200,000	210,526.86
		PHILLIPS 66 0.9% 24/02/15	100,000	95,672.08
		PHILLIPS 66 3.15% 29/12/15	300,000	268,312.58
		PHILLIPS 66 CO 3.55% 26/10/01	75,000	71,115.36
		PHYSICIANS REALTY LP 2.625% 31/11/01	100,000	80,015.97
		PIEDMONT NATURAL GAS CO 2.5% 31/03/15	155,000	130,073.14
		PIEDMONT OPERATING PARTN 3.15% 30/08/15	100,000	77,726.63
		PILGRIM'S PRIDE CORP 4.25% 31/04/15	200,000	173,388.00
		PIONEER NATURAL RESOURCE 1.9% 30/08/15	300,000	241,668.49
		PLAINS ALL AMER PIPELINE 3.8% 30/09/15	200,000	178,260.57
		PLAINS ALL AMER PIPELINE 4.65% 25/10/15	200,000	196,740.46
		PNC BANK NA 2.7% 29/10/22	100,000	86,204.80
		PNC BANK NA 3.25% 25/06/01	150,000	145,796.47
		PNC BANK NA 4.05% 28/07/26	250,000	240,211.73
		PNC FINANCIAL SERVICES 1.15% 26/08/13	100,000	88,606.57
		PNC FINANCIAL SERVICES 2.2% 24/11/01	500,000	480,755.26
		PNC FINANCIAL SERVICES 5.354% 28/12/02	100,000	102,545.78
		PNC FINANCIAL SERVICES 6.037% 33/10/28	250,000	266,635.32
		PPG INDUSTRIES INC 2.55% 30/06/15	100,000	86,081.76
		PRAXAIR INC 1.1% 30/08/10	100,000	79,148.14
		PRAXAIR INC 3.2% 26/01/30	50,000	48,183.40
		PRICELINE GROUP 3.6% 26/06/01	100,000	96,701.31
		PRINCIPAL FINANCIAL GRP 2.125% 30/06/15	100,000	83,871.21
		PRINCIPAL FINANCIAL GRP 3.7% 29/05/15	50,000	47,215.66
		PROCTER & GAMBLE 2.45% 26/11/03	100,000	93,847.47
		PROCTER & GAMBLE CO/THE 1% 26/04/23	45,000	40,685.91
		PROCTER & GAMBLE CO/THE 2.8% 27/03/25	200,000	189,437.21
		PROCTER & GAMBLE CO/THE 3% 30/03/25	400,000	372,444.54
		PROGRESS ENERGY INC 7% 31/10/30	500,000	557,083.03
		PROGRESSIVE CORP 3.2% 30/03/26	100,000	91,907.02
		PROGRESSIVE CORP 6.625% 29/03/01	100,000	111,053.68
		PROLOGIS LP 2.125% 27/04/15	50,000	45,440.18
		PROLOGIS LP 2.25% 30/04/15	400,000	342,957.41
		PROLOGIS LP 4% 28/09/15	50,000	48,277.57
		PROSPECT CAPITAL CORP 3.364% 26/11/15	55,000	46,099.79
		PROV ST JOSEPH HLTH OBL 2.532% 29/10/01	100,000	85,793.72
		PRUDENTIAL FINANCIAL INC 1.5% 26/03/10	250,000	227,320.20
		PRUDENTIAL FINANCIAL INC 4.5% 27/09/15	100,000	91,043.75
		PRUDENTIAL FINANCIAL INC 6% 32/06/01	200,000	196,555.38
		PRUDENTIAL PLC 3.125% 30/04/14	100,000	89,451.31
		PUBLIC SERVICE COLORADO 3.7% 28/06/15	50,000	48,642.51
		PUBLIC SERVICE ELECTRIC 2.45% 30/01/15	35,000	30,678.15
		PUBLIC SERVICE ELECTRIC 3% 25/05/15	150,000	144,433.15
		PUBLIC SERVICE ELECTRIC 3% 27/05/15	100,000	94,359.52
		PUBLIC SERVICE ELECTRIC 4.9% 32/12/15	200,000	205,988.19
		PUBLIC SERVICE ENTERPRIS 5.85% 27/11/15	100,000	105,098.19
		PUBLIC SERVICE OKLAHOMA 2.2% 31/08/15	100,000	82,376.46
		PUBLIC STORAGE 3.094% 27/09/15	125,000	118,371.25
		PUGET ENERGY INC 2.379% 28/06/15	100,000	87,217.89
		PULTEGROUP INC 5.5% 26/03/01	200,000	202,216.72
		QORVO INC 1.75% 24/12/15	130,000	120,441.10
		QUALCOMM INC 2.9% 24/05/20	100,000	97,909.38
		QUALCOMM INC 3.25% 27/05/20	100,000	96,617.45
		QUALCOMM INC 3.45% 25/05/20	200,000	195,662.67
		QUALCOMM INC 4.25% 32/05/20	150,000	148,569.36
		QUANTA SERVICES INC 0.95% 24/10/01	100,000	92,597.93
		QUEST DIAGNOSTICS INC 3.5% 25/03/30	300,000	290,817.48
		RADIAN GROUP INC 6.625% 25/03/15	200,000	198,101.86
		RALPH LAUREN CORP 3.75% 25/09/15	50,000	48,923.92
		RAYTHEON TECH CORP 2.25% 30/07/01	200,000	170,999.82
		RAYTHEON TECH CORP 2.375% 32/03/15	200,000	167,129.60
		RAYTHEON TECH CORP 4.125% 28/11/16	500,000	487,767.71
		REALTY INCOME CORP 0.75% 26/03/15	80,000	70,147.68
		REALTY INCOME CORP 3.25% 31/01/15	400,000	354,031.50
		REALTY INCOME CORP 3.65% 28/01/15	200,000	189,872.28
		REALTY INCOME CORP 3.95% 27/08/15	40,000	38,819.36
		REALTY INCOME CORP 4.6% 24/02/06	40,000	39,825.90
		REALTY INCOME CORP 4.85% 30/03/15	65,000	64,228.45
		REGENCY CENTERS LP 3.6% 27/02/01	30,000	28,450.34
		REGENCY CENTERS LP 4.125% 28/03/15	150,000	141,256.93
		REGENERON PHARMACEUTICAL 1.75% 30/09/15	135,000	107,384.87
		REGIONS FINANCIAL CORP 1.8% 28/08/12	100,000	86,506.47
		REINSURANCE GRP OF AMER 3.15% 30/06/15	35,000	30,556.73
		REINSURANCE GRP OF AMER 3.9% 29/05/15	75,000	70,256.61
		RELX CAPITAL INC 3% 30/05/22	185,000	162,171.84
		RENAISSANCERE FINANCE 3.45% 27/07/01	65,000	61,559.94
		RENAISSANCERE HOLDINGS L 3.6% 29/04/15	25,000	23,000.77
		REPUBLIC SERVICES INC 2.5% 24/08/15	45,000	43,347.10
		REPUBLIC SERVICES INC 3.375% 27/11/15	60,000	56,884.22
		REPUBLIC SERVICES INC 3.95% 28/05/15	100,000	96,837.09
		REYNOLDS AMERICAN INC 4.45% 25/06/12	450,000	443,299.45
		RIO TINTO FIN USA LTD 7.125% 28/07/15	100,000	111,703.58
		ROCKWELL AUTOMATION 1.75% 31/08/15	100,000	81,258.90
		ROGERS COMMUNICATIONS IN 2.9% 26/11/15	100,000	92,426.41
		ROGERS COMMUNICATIONS IN 3.2% 27/03/15	65,000	60,931.96
		ROGERS COMMUNICATIONS IN 3.625% 25/12/15	200,000	192,558.25
		ROGERS COMMUNICATIONS IN 3.8% 32/03/15	65,000	58,082.87
		ROPER TECHNOLOGIES INC 2% 30/06/30	300,000	248,367.24
		ROPER TECHNOLOGIES INC 3.8% 26/12/15	155,000	149,802.55
		ROYAL BANK OF CANADA 0.65% 24/07/29	100,000	93,736.09
		ROYAL BANK OF CANADA 1.6% 25/01/21	200,000	187,702.05
		ROYAL BANK OF CANADA 2.25% 24/11/01	150,000	143,884.04
		ROYAL BANK OF CANADA 2.3% 31/11/03	100,000	81,991.61
		ROYAL BANK OF CANADA 3.375% 25/04/14	200,000	194,208.66
		ROYAL BANK OF CANADA 4.65% 26/01/27	650,000	647,383.17
		ROYAL BANK OF CANADA 5.66% 24/10/25	100,000	101,509.70
		ROYAL BANK OF CANADA 6% 27/11/01	100,000	104,956.67
		ROYAL BK SCOTLND GRP PLC 4.445% 30/05/08	200,000	185,798.54
		ROYALTY PHARMA PLC 1.2% 25/09/02	200,000	180,558.64
		ROYALTY PHARMA PLC 2.2% 30/09/02	65,000	52,176.09
		RPM INTERNATIONAL INC 4.55% 29/03/01	50,000	46,963.40
		RYDER SYSTEM INC 1.75% 26/09/01	65,000	58,095.45
		RYDER SYSTEM INC 3.65% 24/03/18	100,000	98,252.12
		RYDER SYSTEM INC 4.3% 27/06/15	200,000	193,326.74
		S&P GLOBAL INC 2.9% 32/03/01	100,000	87,900.51
		S&P GLOBAL INC 4.25% 29/05/01	200,000	194,868.84
		S&P GLOBAL INC 4.75% 28/08/01	200,000	201,691.40
		SABINE PASS LIQUEFACTION 4.2% 28/03/15	300,000	286,686.25
		SABINE PASS LIQUEFACTION 5.625% 25/03/01	400,000	402,420.26
		SABINE PASS LIQUEFACTION 5.75% 24/05/15	100,000	100,456.27
		SABRA HEALTH CARE LP 3.2% 31/12/01	200,000	153,247.64
		SABRA HEALTH/CAPTL CORP 3.9% 29/10/15	50,000	42,664.17
		SALESFORCE.COM INC 0.625% 24/07/15	55,000	51,802.57
		SALESFORCE.COM INC 1.95% 31/07/15	80,000	66,169.39
		SALESFORCE.COM INC 3.7% 28/04/11	100,000	97,742.44
		SANOFI 3.625% 28/06/19	100,000	96,951.50
		SANTANDER HOLDINGS USA 2.49% 28/01/06	35,000	30,457.69
		SANTANDER HOLDINGS USA 3.45% 25/06/02	300,000	286,960.47
		SANTANDER HOLDINGS USA 3.5% 24/06/07	70,000	68,228.45
		SANTANDER HOLDINGS USA 4.4% 27/07/13	120,000	115,952.22
		SANTANDER ISSUANCES 5.179% 25/11/19	200,000	197,979.85
		SANTANDER UK GROUP HLDGS 1.673% 27/06/14	200,000	171,384.34
		SANTANDER UK GROUP HLDGS 3.823% 28/11/03	200,000	180,472.04
		SANTANDER UK GROUP HLDGS 6.833% 26/11/21	200,000	203,366.89
		SEMPRA ENERGY 3.3% 25/04/01	400,000	385,980.30
		SEMPRA ENERGY 3.4% 28/02/01	100,000	94,410.98
		SHELL INTERNATIONAL 2.875% 26/05/10	200,000	190,376.62
		SHELL INTERNATIONAL FIN 2.375% 29/11/07	100,000	88,307.02
		SHELL INTERNATIONAL FIN 3.25% 25/05/11	400,000	389,687.20
		SHELL INTERNATIONAL FIN 3.875% 28/11/13	150,000	147,158.97
		SHERWIN-WILLIAMS CO 3.125% 24/06/01	50,000	48,770.51
		SHERWIN-WILLIAMS CO 3.45% 27/06/01	100,000	95,373.80
		SHERWIN-WILLIAMS CO 4.05% 24/08/08	100,000	99,068.42
		SHERWIN-WILLIAMS CO 4.25% 25/08/08	200,000	197,755.70
		SIGNATURE BANK NEW YORK 4% 30/10/15	100,000	90,926.91
		SIMON PROPERTY GROUP LP 1.75% 28/02/01	500,000	432,052.02
		SIMON PROPERTY GROUP LP 2.25% 32/01/15	100,000	80,469.49
		SIMON PROPERTY GROUP LP 2.65% 30/07/15	100,000	85,362.63
		SIMON PROPERTY GROUP LP 3.25% 26/11/30	100,000	94,403.24
		SIMON PROPERTY GROUP LP 3.375% 24/10/01	100,000	97,590.86
		SIMON PROPERTY GROUP LP 3.5% 25/09/01	65,000	62,871.24
		SIXTH STREET SPECIALTY 2.5% 26/08/01	65,000	57,577.06
		SMITH & NEPHEW PLC 2.032% 30/10/14	50,000	40,252.20
		SONOCO PRODUCTS CO 2.25% 27/02/01	100,000	90,143.91
		SOUTHERN CAL EDISON 2.25% 30/06/01	35,000	29,626.37
		SOUTHERN CAL EDISON 2.5% 31/06/01	50,000	42,392.52
		SOUTHERN CALIF GAS CO 3.15% 24/09/15	100,000	97,741.07
		SOUTHERN CO 3.7% 30/04/30	250,000	231,920.14
		SOUTHERN CO 4% 25/10/15	600,000	549,000.00
		SOUTHERN CO 4.475% 24/08/01	85,000	84,248.70
		SOUTHWEST AIRLINES CO 3% 26/11/15	100,000	92,689.10
		SOUTHWEST AIRLINES CO 5.125% 27/06/15	170,000	170,587.76
		SOUTHWEST GAS CORP 4.05% 32/03/15	200,000	180,461.72
		SOUTHWESTERN ELEC POWER 1.65% 26/03/15	100,000	90,426.80
		SOUTHWESTERN ELEC POWER 4.1% 28/09/15	100,000	96,413.76
		SPECTRA ENERGY PARTNERS 4.75% 24/03/15	150,000	149,641.61
		SPIRIT REALTY LP 3.2% 27/01/15	100,000	89,954.21
		SPIRIT REALTY LP 3.4% 30/01/15	100,000	85,531.78
		STANLEY BLACK & DECKER I 2.3% 30/03/15	200,000	168,112.87
		STANLEY BLACK & DECKER I 3.4% 26/03/01	70,000	67,172.72
		STANLEY BLACK & DECKER I 4% 25/03/15	30,000	25,614.71
		STARBUCKS CORP 2% 27/03/12	200,000	181,424.16
		STARBUCKS CORP 2.55% 30/11/15	200,000	173,029.13
		STARBUCKS CORP 3.5% 28/03/01	50,000	47,713.66
		STARBUCKS CORP 3.8% 25/08/15	100,000	98,187.14
		STEEL DYNAMICS INC 2.8% 24/12/15	150,000	143,464.14
		STEWART INFORMATION SERV 3.6% 31/11/15	100,000	78,306.90
		STIFEL FIANCIAL 4.25% 24/07/18	100,000	98,475.99
		STORE CAPITAL CORP 4.625% 29/03/15	50,000	45,468.60
		STRYKER CORP 1.95% 30/06/15	100,000	83,530.03
		STRYKER CORP 3.375% 25/11/01	300,000	290,917.57
		STRYKER CORP 3.5% 26/03/15	25,000	24,181.28
		SUMITOMO MITSUI FINANCIA 3.784% 26/03/09	150,000	145,348.83
		SUMITOMO MITSUI FINL GRP 0.948% 26/01/12	200,000	177,700.94
		SUMITOMO MITSUI FINL GRP 1.902% 28/09/17	200,000	168,068.62
		SUMITOMO MITSUI FINL GRP 2.13% 30/07/08	500,000	403,475.90
		SUMITOMO MITSUI FINL GRP 2.222% 31/09/17	200,000	158,140.04
		SUMITOMO MITSUI FINL GRP 2.348% 25/01/15	300,000	284,724.01
		SUMITOMO MITSUI FINL GRP 2.448% 24/09/27	200,000	190,834.16
		SUMITOMO MITSUI FINL GRP 2.75% 30/01/15	400,000	341,234.72
		SUMITOMO MITSUI FINL GRP 3.364% 27/07/12	200,000	188,013.23
		SUMITOMO MITSUI FINL GRP 3.544% 28/01/17	100,000	94,163.19
		SUN COMMUNITIES OPER LP 4.2% 32/04/15	100,000	90,242.25
		SUNOCO LOGISTICS PARTNER 4.25% 24/04/01	60,000	59,200.37
		SUNTRUST BANK 3.3% 26/05/15	200,000	189,678.77
		SUNTRUST BANKS INC 4% 25/05/01	150,000	147,665.63
		SUTTER HEALTH 2.294% 30/08/15	100,000	83,423.34
		SUZANO AUSTRIA GMBH 3.125% 32/01/15	300,000	237,001.38
		SUZANO AUSTRIA GMBH 6% 29/01/15	200,000	199,540.00
		SVB FINANCIAL GROUP 3.5% 25/01/29	150,000	145,601.80
		SYNCHRONY FINANCIAL 2.875% 31/10/28	450,000	343,089.56
		SYNCHRONY FINANCIAL 3.7% 26/08/04	150,000	138,155.79
		SYNCHRONY FINANCIAL 4.875% 25/06/13	100,000	97,689.30
		SYSCO CORPORATION 2.45% 31/12/14	100,000	82,627.08
		SYSCO CORPORATION 3.75% 25/10/01	100,000	97,303.32
		SYSCO CORPORATION 5.95% 30/04/01	120,000	127,231.63
		TAKEDA PHARMACEUTICAL 2.05% 30/03/31	200,000	167,137.22
		TAKE-TWO INTERACTIVE SOF 3.55% 25/04/14	100,000	96,695.65
		TANGER PROPERTIES LP 2.75% 31/09/01	200,000	148,731.66
		TARGA RESOURCES PARTNERS 6.5% 27/07/15	200,000	203,918.00
		TARGA RESOURCES PARTNERS 6.875% 29/01/15	200,000	203,686.00
		TARGET CORP 2.25% 25/04/15	100,000	95,330.80
		TARGET CORP 2.65% 30/09/15	400,000	350,984.20
		TARGET CORP 4.5% 32/09/15	100,000	100,242.39
		TC PIPELINES LP 3.9% 27/05/25	40,000	38,313.62
		TCI COMMUNICATIONS INC 7.875% 26/02/15	500,000	544,747.35
		TD SYNNEX CORP 2.375% 28/08/09	100,000	81,960.54
		TD SYNNEX CORP 2.65% 31/08/09	100,000	77,935.00
		TECK RESOURCES LIMITED 3.9% 30/07/15	100,000	92,022.01
		TELEFONICA EMISIONES SAU 4.103% 27/03/08	150,000	144,862.17
		TELUS CORP 2.8% 27/02/16	50,000	46,806.71
		TEXAS INSTRUMENTS INC 1.375% 25/03/12	130,000	121,987.57
		TEXAS INSTRUMENTS INC 1.75% 30/05/04	200,000	168,752.07
		TEXAS INSTRUMENTS INC 2.25% 29/09/04	65,000	57,489.26
		TEXTRON INC 4% 26/03/15	25,000	24,249.56
		TEXTRON INC 4.3% 24/03/01	115,000	113,937.93
		THERMO FISHER SCIENTIFIC 1.215% 24/10/18	275,000	259,224.74
		THERMO FISHER SCIENTIFIC 1.75% 28/10/15	35,000	30,301.96
		THERMO FISHER SCIENTIFIC 4.95% 32/11/21	100,000	104,787.51
		TIMKEN CO/THE 3.875% 24/09/01	70,000	68,572.00
		TJX COS INC 3.875% 30/04/15	200,000	191,725.16
		T-MOBILE USA INC 2.25% 26/02/15	300,000	276,213.45
		T-MOBILE USA INC 2.875% 31/02/15	1,000,000	847,774.20
		T-MOBILE USA INC 3.5% 25/04/15	300,000	290,418.03
		T-MOBILE USA INC 3.75% 27/04/15	400,000	382,344.22
		T-MOBILE USA INC 3.875% 30/04/15	200,000	186,238.53
		TORONTO-DOMINION BANK 0.55% 24/03/04	250,000	238,351.68
		TORONTO-DOMINION BANK 0.7% 24/09/10	200,000	187,029.39
		TORONTO-DOMINION BANK 0.75% 25/09/11	600,000	538,641.21
		TORONTO-DOMINION BANK 1.15% 25/06/12	300,000	274,605.61
		TORONTO-DOMINION BANK 1.25% 24/12/13	65,000	60,912.83
		TORONTO-DOMINION BANK 2.35% 24/03/08	100,000	97,266.97
		TORONTO-DOMINION BANK 2.45% 32/01/12	150,000	123,764.36
		TORONTO-DOMINION BANK 2.8% 27/03/10	100,000	92,731.82
		TORONTO-DOMINION BANK 3.625% 31/09/15	200,000	186,208.01
		TOTAL CAPITAL INTL SA 2.829% 30/01/10	100,000	90,316.64
		TOTAL CAPITAL INTL SA 3.75% 24/04/10	150,000	148,395.64
		TOTALENERGIES CAP INTL 2.434% 25/01/10	200,000	191,978.38
		TOYOTA MOTOR CORP 0.681% 24/03/25	400,000	380,840.52
		TOYOTA MOTOR CORP 3.669% 28/07/20	70,000	67,498.90
		TOYOTA MOTOR CREDIT CORP 0.8% 25/10/16	600,000	541,608.68
		TOYOTA MOTOR CREDIT CORP 1.8% 25/02/13	200,000	188,861.76
		TOYOTA MOTOR CREDIT CORP 1.9% 28/04/06	100,000	88,579.82
		TOYOTA MOTOR CREDIT CORP 1.9% 31/09/12	100,000	81,099.43
		TOYOTA MOTOR CREDIT CORP 2.15% 30/02/13	100,000	86,218.68
		TOYOTA MOTOR CREDIT CORP 3.2% 27/01/11	100,000	95,215.55
		TOYOTA MOTOR CREDIT CORP 3.65% 25/08/18	400,000	390,632.00
		TOYOTA MOTOR CREDIT CORP 4.625% 28/01/12	125,000	124,917.50
		TOYOTA MOTOR CREDIT CORP 5.4% 25/11/10	100,000	102,153.94
		TRANE TECHNOLOGIES LUX 3.8% 29/03/21	200,000	187,860.09
		TRANSCANADA PIPELINES 1% 24/10/12	60,000	55,905.24
		TRANSCANADA PIPELINES 4.1% 30/04/15	100,000	93,763.67
		TRANSCANADA PIPELINES 4.25% 28/05/15	150,000	145,154.51
		TRANSCANADA PIPELINES 4.875% 26/01/15	100,000	100,017.32
		TRIMBLE INC 4.9% 28/06/15	100,000	97,709.13
		TRUIST BANK 1.5% 25/03/10	250,000	233,264.03
		TRUIST BANK 4.05% 25/11/03	600,000	592,018.29
		TRUIST FINANCIAL CORP 1.267% 27/03/02	60,000	53,660.94
		TRUIST FINANCIAL CORP 1.887% 29/06/07	225,000	192,236.67
		TRUIST FINANCIAL CORP 1.95% 30/06/05	65,000	53,543.03
		TSMC ARIZONA CORP 1.75% 26/10/25	200,000	180,048.06
		TSMC ARIZONA CORP 2.5% 31/10/25	200,000	170,001.57
		TUCSON ELECTRIC POWER CO 3.25% 32/05/15	100,000	87,547.69
		TYCO ELECTRONICS GROUP 3.7% 26/02/15	100,000	96,899.26
		TYSON FOODS INC 3.95% 24/08/15	100,000	99,004.89
		TYSON FOODS INC 4.35% 29/03/01	100,000	97,469.62
		UDR INC 3% 31/08/15	50,000	43,046.35
		UDR INC 3.5% 27/07/01	200,000	188,849.61
		UNILEVER CAPITAL CORP 1.75% 31/08/12	100,000	81,150.33
		UNILEVER CAPITAL CORP 2.125% 29/09/06	300,000	259,416.54
		UNILEVER CAPITAL CORP 3.1% 25/07/30	100,000	96,437.18
		UNILEVER CAPITAL CORP 3.25% 24/03/07	100,000	98,550.84
		UNILEVER CAPITAL CORP 3.5% 28/03/22	100,000	95,772.96
		UNION ELECTRIC CO 2.95% 27/06/15	50,000	47,368.96
		UNION PACIFIC CORP 2.75% 26/03/01	100,000	95,492.02
		UNION PACIFIC CORP 3.7% 29/03/01	200,000	192,723.51
		UNION PACIFIC CORP 3.75% 24/03/15	300,000	296,720.04
		UNITED AIR 2020-1 A PTT 5.875% 27/10/15	355,672	353,773.57
		UNITED AIR 2020-1 B PTT 4.875% 26/01/15	76,200	72,818.87
		UNITED PARCEL SERVICE 2.2% 24/09/01	20,000	19,268.95
		UNITED PARCEL SERVICE 3.05% 27/11/15	150,000	143,563.20
		UNITED PARCEL SERVICE 3.9% 25/04/01	100,000	99,075.12
		UNITEDHEALTH GROUP INC 0.55% 24/05/15	265,000	251,119.77
		UNITEDHEALTH GROUP INC 1.15% 26/05/15	100,000	90,159.83
		UNITEDHEALTH GROUP INC 2% 30/05/15	500,000	424,033.61
		UNITEDHEALTH GROUP INC 2.375% 24/08/15	70,000	67,664.99
		UNITEDHEALTH GROUP INC 2.875% 29/08/15	75,000	68,244.41
		UNITEDHEALTH GROUP INC 3.45% 27/01/15	100,000	96,674.45
		UNITEDHEALTH GROUP INC 3.5% 24/02/15	20,000	19,763.86
		UNITEDHEALTH GROUP INC 3.7% 25/12/15	20,000	19,615.95
		UNITEDHEALTH GROUP INC 3.875% 28/12/15	25,000	24,324.62
		UNITEDHEALTH GROUP INC 4.2% 32/05/15	100,000	98,056.99
		UNITEDHEALTH GROUP INC 5.15% 25/10/15	45,000	45,906.65
		UNITEDHEALTH GROUP INC 5.25% 28/02/15	300,000	311,831.67
		UNIVERSAL HEALTH SVCS 1.65% 26/09/01	65,000	56,310.98
		URD INC 2.95% 26/09/01	25,000	23,245.50
		US BANCORP 2.375% 26/07/22	150,000	139,956.75
		US BANCORP 2.4% 24/07/30	100,000	96,742.95
		US BANCORP 2.677% 33/01/27	150,000	126,416.01
		US BANCORP 4.548% 28/07/22	700,000	692,070.81
		US BANCORP 4.967% 33/07/22	100,000	97,400.92
		US BANCORP 5.727% 26/10/21	100,000	102,467.78
		US BANCORP 5.85% 33/10/21	100,000	105,820.50
		US BANK NA CINCINNATI 2.05% 25/01/21	250,000	237,985.29
		VALE OVERSEAS LIMITED 3.75% 30/07/08	100,000	88,259.01
		VALERO ENERGY CORP 2.8% 31/12/01	100,000	83,691.32
		VALERO ENERGY CORP 4.35% 28/06/01	48,000	47,190.73
		VENTAS REALTY LP 3.5% 25/02/01	400,000	386,012.65
		VENTAS REALTY LP 4.4% 29/01/15	100,000	95,044.27
		VERISIGN INC 2.7% 31/06/15	100,000	84,116.68
		VERISK ANALYTICS INC 4% 25/06/15	100,000	97,662.51
		VERIZON COMMUNICATIONS 0.75% 24/03/22	100,000	95,331.59
		VERIZON COMMUNICATIONS 0.85% 25/11/20	600,000	539,841.83
		VERIZON COMMUNICATIONS 1.68% 30/10/30	197,000	157,641.09
		VERIZON COMMUNICATIONS 2.355% 32/03/15	400,000	327,170.74
		VERIZON COMMUNICATIONS 3.376% 25/02/15	300,000	291,673.42
		VERIZON COMMUNICATIONS 4.016% 29/12/03	200,000	190,743.40
		VERIZON COMMUNICATIONS 4.125% 27/03/16	200,000	196,568.86
		VERIZON COMMUNICATIONS 7.75% 30/12/01	500,000	589,263.31
		VF CORP 2.4% 25/04/23	100,000	94,676.81
		VF CORP 2.95% 30/04/23	65,000	55,285.42
		VIACOMCBS INC 3.7% 28/06/01	200,000	182,771.28
		VIATRIS INC 2.3% 27/06/22	300,000	260,378.52
		VIATRIS INC 2.7% 30/06/22	100,000	80,757.74
		VICI PROPERTIES LP 4.375% 25/05/15	100,000	97,405.68
		VICI PROPERTIES LP 4.95% 30/02/15	100,000	96,141.67
		VICI PROPERTIES LP 5.125% 32/05/15	100,000	94,943.00
		VIRGINIA ELEC & POWER CO 3.1% 25/05/15	100,000	96,413.94
		VIRGINIA ELECTRIC & POWE 3.15% 26/01/15	200,000	191,808.69
		VISA INC 1.9% 27/04/15	350,000	319,964.23
		VISA INC 2.75% 27/09/15	50,000	47,016.34
		VISA INC 3.15% 25/12/14	300,000	290,702.51
		VMWARE INC 1% 24/08/15	65,000	60,730.35
		VMWARE INC 1.4% 26/08/15	140,000	123,477.86
		VMWARE INC 3.9% 27/08/21	100,000	94,929.31
		VMWARE INC 4.7% 30/05/15	200,000	190,282.16
		VODAFONE GROUP PLC 7.875% 30/02/15	200,000	230,357.19
		VONTIER CORP 2.4% 28/04/01	100,000	79,477.00
		VORNADO REALTY LP 3.5% 25/01/15	100,000	93,905.08
		VOYA FINANCIAL 3.65% 26/06/15	100,000	95,260.93
		VULCAN MATERIALS CO 4.5% 25/04/01	100,000	99,518.65
		WABTEC 4.95% 28/09/15	150,000	145,981.21
		WALGREENS BOOTS ALLIANCE 3.2% 30/04/15	75,000	66,479.61
		WALMART INC 1.05% 26/09/17	65,000	58,039.71
		WALMART INC 1.5% 28/09/22	400,000	349,710.84
		WALMART INC 2.375% 29/09/24	11,000	9,859.83
		WALMART INC 3.55% 25/06/26	100,000	98,442.36
		WALMART INC 3.9% 25/09/09	200,000	198,310.10
		WALMART INC 3.95% 27/09/09	400,000	400,869.98
		WALMART INC 4.15% 32/09/09	200,000	201,070.34
		WALT DISNEY COMPANY/THE 2% 29/09/01	265,000	227,561.79
		WALT DISNEY COMPANY/THE 2.2% 28/01/13	100,000	90,605.91
		WALT DISNEY COMPANY/THE 2.95% 27/06/15	100,000	94,361.50
		WALT DISNEY COMPANY/THE 3.7% 24/09/15	100,000	98,236.33
		WALT DISNEY COMPANY/THE 3.8% 30/03/22	600,000	572,424.78
		WASTE CONNECTIONS INC 3.5% 29/05/01	200,000	187,318.12
		WASTE MANAGEMENT INC 2% 29/06/01	100,000	86,717.50
		WASTE MANAGEMENT INC 4.15% 32/04/15	100,000	98,147.72
		WEC ENERGY GROUP INC 4.75% 28/01/15	100,000	99,867.00
		WEIBO CORP 3.375% 30/07/08	200,000	159,648.09
		WELLS FARGO & CO 3.55% 25/09/29	200,000	193,243.81
		WELLS FARGO & COMPANY 0.805% 25/05/19	85,000	80,042.20
		WELLS FARGO & COMPANY 2.164% 26/02/11	325,000	304,581.55
		WELLS FARGO & COMPANY 2.188% 26/04/30	95,000	88,887.13
		WELLS FARGO & COMPANY 2.406% 25/10/30	200,000	190,241.53
		WELLS FARGO & COMPANY 2.879% 30/10/30	500,000	433,195.87
		WELLS FARGO & COMPANY 3% 25/02/19	700,000	673,529.34
		WELLS FARGO & COMPANY 3.196% 27/06/17	200,000	187,924.15
		WELLS FARGO & COMPANY 3.35% 33/03/02	355,000	307,465.77
		WELLS FARGO & COMPANY 3.584% 28/05/22	665,000	624,900.77
		WELLS FARGO & COMPANY 3.908% 26/04/25	345,000	336,232.18
		WELLS FARGO & COMPANY 4.1% 26/06/03	100,000	97,461.66
		WELLS FARGO & COMPANY 4.15% 29/01/24	750,000	715,141.59
		WELLS FARGO & COMPANY 4.54% 26/08/15	100,000	98,422.40
		WELLS FARGO & COMPANY 4.897% 33/07/25	500,000	486,462.48
		WELLTOWER INC 2.05% 29/01/15	60,000	49,792.87
		WELLTOWER INC 2.7% 27/02/15	100,000	91,358.53
		WELLTOWER INC 3.625% 24/03/15	130,000	127,668.41
		WELLTOWER INC 4% 25/06/01	300,000	293,644.77
		WELLTOWER INC 4.25% 28/04/15	50,000	47,663.63
		WESTERN DIGITAL CORP 2.85% 29/02/01	400,000	319,476.00
		WESTINGHOUSE AIR BRAKE 4.4% 24/03/15	100,000	98,562.34
		WESTLAKE CHEMICAL CORP 0.875% 24/08/15	100,000	93,460.17
		WESTPAC BANKING CORP 1.019% 24/11/18	100,000	93,527.01
		WESTPAC BANKING CORP 1.953% 28/11/20	100,000	86,646.66
		WESTPAC BANKING CORP 2.15% 31/06/03	100,000	84,913.41
		WESTPAC BANKING CORP 2.65% 30/01/16	500,000	444,179.07
		WESTPAC BANKING CORP 2.668% 35/11/15	85,000	64,646.84
		WESTPAC BANKING CORP 2.894% 30/02/04	100,000	92,265.91
		WESTPAC BANKING CORP 3.02% 36/11/18	100,000	76,160.28
		WESTPAC BANKING CORP 3.35% 27/03/08	100,000	95,536.52
		WESTPAC BANKING CORP 3.735% 25/08/26	100,000	97,846.38
		WESTPAC BANKING CORP 4.11% 34/07/24	150,000	131,161.26
		WESTPAC BANKING CORP 4.322% 31/11/23	100,000	94,514.95
		WESTPAC BANKING CORP 5.35% 24/10/18	100,000	101,040.42
		WESTPAC BANKING CORP 5.457% 27/11/18	200,000	207,235.99
		WHIRLPOOL CORP 3.7% 25/05/01	100,000	97,714.23
		WILLIAMS COMPANIES INC 4.55% 24/06/24	140,000	138,899.65
		WILLIAMS COMPANIES INC 8.75% 32/03/15	400,000	484,069.62
		WILLIAMS PARTNERS LP 4.3% 24/03/04	200,000	198,104.60
		WILLIS NORTH AMERICA INC 3.6% 24/05/15	50,000	48,863.38
		WILLIS NORTH AMERICA INC 4.5% 28/09/15	200,000	191,759.88
		WISCONSIN ELECTRIC POWER 1.7% 28/06/15	65,000	56,458.14
		WISCONSIN PUBLIC SERVICE 5.35% 25/11/10	175,000	178,000.53
		WORKDAY INC 3.8% 32/04/01	100,000	90,680.55
		WRKCO INC 4% 28/03/15	50,000	47,554.15
		WRKCO INC 4.9% 29/03/15	200,000	195,608.39
		WW GRAINGER INC 1.85% 25/02/15	50,000	47,230.98
		WYETH 6.45% 24/02/01	100,000	101,715.58
		XCEL ENERGY INC 1.75% 27/03/15	85,000	75,776.47
		XCEL ENERGY INC 2.6% 29/12/01	300,000	262,436.06
		XCEL ENERGY INC 4% 28/06/15	50,000	48,626.58
		XYLEM INC 3.25% 26/11/01	55,000	51,919.04
		YAMANA GOLD INC 2.63% 31/08/15	100,000	76,946.31
		ZIMMER BIOMET HOLDINGS 1.45% 24/11/22	200,000	187,172.94
		ZIMMER BIOMET HOLDINGS 3.05% 26/01/15	100,000	95,010.75
		ZOETIS INC 2% 30/05/15	100,000	83,694.77
		ZOETIS INC 3.9% 28/08/20	25,000	24,224.31
		ZOETIS INC 4.5% 25/11/13	100,000	99,978.60
		ZOETIS INC 5.6% 32/11/16	100,000	106,914.43
	アメリカ・ドル 小計		288,161,547	269,801,627.17
				(35,573,344,542)
社債券 小計				35,573,344,542
				(35,573,344,542)
合計				35,573,344,542
				(35,573,344,542)

(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。

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	1,564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。