有価証券報告書(内国投資信託受益証券)-第9期(平成27年1月14日-平成27年7月10日)

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【提出】: 2015/10/09 9:15
【資料】: PDFをみる
【項目】: 47項目

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

種類	銘柄	券面総額(口)	評価額(円)	備考
親投資信託受益証券	ステート・ストリート米国社債インデックス・マザーファンド	954,578,229	1,720,436,342
合計		954,578,229	1,720,436,342

(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「ステート・ストリート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。
「ステート・ストリート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	(平成27年 1月13日現在)	(平成27年 7月10日現在)
	注記番号	金額	金額
資産の部
流動資産
預金		22,271,837	136,600,593
コール・ローン		14,028,130	14,473,445
社債券		8,714,869,205	31,171,720,690
派生商品評価勘定		166	―
未収入金		―	24,907,836
未収利息		89,867,887	190,068,609
前払費用		4,685,186	115,042,122
流動資産合計		8,845,722,411	31,652,813,295
資産合計		8,845,722,411	31,652,813,295
負債の部
流動負債
派生商品評価勘定		―	33,154
未払金		―	123,829,116
未払解約金		100,778	4,774,000
流動負債合計		100,778	128,636,270
負債合計		100,778	128,636,270
純資産の部
元本等
元本	1	5,060,063,871	17,491,168,859
剰余金
剰余金又は欠損金(△)		3,785,557,762	14,033,008,166
元本等合計		8,845,621,633	31,524,177,025
純資産合計		8,845,621,633	31,524,177,025
負債純資産合計		8,845,722,411	31,652,813,295

(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、当ファンドの計算期間と異なります。
(2)注記表
(重要な会計方針に係る事項に関する注記)


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

(貸借対照表に関する注記)

	区分	(平成27年 1月13日現在)	(平成27年 7月10日現在)
1	期首元本額	9,171,451,751円	5,060,063,871円
	期中追加設定元本額	216,772,272円	12,705,130,408円
	期中一部解約元本額	4,328,160,152円	274,025,420円
	元本の内訳ファンド名
	フレックス資産配分戦略ファンド(年金)<適格機関投資家限定>	188,852,009円	81,049,501円
	ステート・ストリート米国社債インデックス・ファンド/為替ヘッジ付き<適格機関投資家限定>	807,521円	787,455円
	ステート・ストリート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>	4,771,596,166円	16,454,753,674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)	98,808,175円	954,578,229円
	計	5,060,063,871円	17,491,168,859円
2	受益権の総数	5,060,063,871口	17,491,168,859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及び信用リスクに晒されております。デリバティブ取引には、外貨建資産の為替変動リスクを回避するために利用している為替予約取引があり、為替変動リスク等の市場リスク及びカウンターパーティーリスク等の信用リスクに晒されております。
3	金融商品に係るリスク管理体制	運用部に属するポートフォリオ・マネージャーは約款に定める運用方針に加え、内部ガイドラインを作成し、徹底したリスク管理と厳格なポートフォリオ管理を行っております。また、業務管理部の運用評価グループは、毎月パフォーマンス分析レポートを作成し、月次収益率及び対ベンチマーク超過収益率の算出と要因分析を行っております。さらに、コンプライアンス・リスクマネジメント部では、全ファンドにおける運用ガイドライン遵守状況を運用部から離れた立場で確認しており、投資政策委員会において投資行動やパフォーマンスに関する運用の報告内容を確認するとともに、毎月末の運用ガイドライン遵守状況等の確認をしております。

Ⅱ金融商品の時価等に関する事項

	区分	(平成27年 1月13日現在)	(平成27年 7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	金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。「注記表(デリバティブ取引等関係に関する注記)」におけるデリバティブ取引に関する契約額等については、その金額自体がデリバティブ取引に係る市場リスクを示すものではありません。	同左

(有価証券関係に関する注記)
売買目的有価証券

		(単位:円)
	(平成27年 1月13日現在)	(平成27年 7月10日現在)
種類	当期間の損益に含まれた評価差額	当期間の損益に含まれた評価差額
社債券	40,164,444	△353,944,005
合計	40,164,444	△353,944,005

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

		(単位:円)
		(平成27年 1月13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	400,000	―	400,166	166
	合計	400,000	―	400,166	166

		(単位:円)
		(平成27年 7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
	買建
	アメリカ・ドル	890,000	―	889,920	△80
	売建
	アメリカ・ドル	4,700,000	―	4,733,074	△33,074
	合計	5,590,000	―	5,622,994	△33,154

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

自平成26年 7月11日至平成27年 1月13日	自平成27年 1月14日至平成27年 7月10日
該当する事項はありません。	同左

(1口当たり情報に関する注記)

	(平成27年 1月13日現在)		(平成27年 7月10日現在)
1口当たり純資産額	1.7481	円	1.8023	円
(1万口当たり純資産額)	(17,481	円)	(18,023	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	21ST CENTURY FOX AMERICA 3% 22/09/15	200,000	195,674.00
		21ST CENTURY FOX AMERICA 4.5% 21/02/15	100,000	108,692.00
		21ST CENTURY FOX AMERICA 7.25% 18/05/18	100,000	115,363.00
		3M COMPANY 1% 17/06/26	100,000	100,210.00
		3M COMPANY 1.375% 16/09/29	150,000	151,069.50
		ABB FINANCE USA INC 2.875% 22/05/08	250,000	246,810.00
		ABBEY NATL TREASURY SERV 1.375% 17/03/13	100,000	100,277.00
		ABBEY NATL TREASURY SERV 1.65% 17/09/29	250,000	250,940.00
		ABBEY NATL TREASURY SERV 2.375% 20/03/16	200,000	199,930.00
		ABBEY NATL TREASURY SERV 4% 24/03/13	100,000	103,393.00
		ABBOTT LABORATORIES 2% 20/03/15	200,000	199,222.00
		ABBOTT LABORATORIES 2.95% 25/03/15	100,000	96,465.00
		ABBOTT LABORATORIES 5.125% 19/04/01	40,000	44,534.40
		ABBVIE INC 1.75% 17/11/06	600,000	601,134.00
		ABBVIE INC 1.8% 18/05/14	200,000	199,830.00
		ABBVIE INC 2.5% 20/05/14	350,000	347,900.00
		ABBVIE INC 2.9% 22/11/06	200,000	193,490.00
		ABBVIE INC 3.2% 22/11/06	100,000	99,216.00
		ABBVIE INC 3.6% 25/05/14	350,000	346,517.50
		ACE INA HOLDINGS 3.15% 25/03/15	100,000	96,777.00
		ACE INA HOLDINGS 5.7% 17/02/15	100,000	107,157.00
		ACTAVIS FUNDING SCS 2.35% 18/03/12	350,000	352,562.00
		ACTAVIS FUNDING SCS 2.45% 19/06/15	65,000	64,871.95
		ACTAVIS FUNDING SCS 3% 20/03/12	350,000	351,673.00
		ACTAVIS FUNDING SCS 3.45% 22/03/15	300,000	297,441.00
		ACTAVIS FUNDING SCS 3.8% 25/03/15	500,000	490,990.00
		ACTAVIS INC 1.875% 17/10/01	200,000	200,490.00
		ACTAVIS INC 3.25% 22/10/01	100,000	97,131.00
		ACUITY BRANDS LIGHTING 6% 19/12/15	75,000	82,528.50
		ADOBE SYSTEMS INC 3.25% 25/02/01	200,000	194,048.00
		ADOBE SYSTEMS INC 4.75% 20/02/01	35,000	38,566.50
		AETNA INC 2.75% 22/11/15	250,000	236,380.00
		AETNA INC 3.5% 24/11/15	100,000	97,034.00
		AETNA INC 3.95% 20/09/01	200,000	211,284.00
		AFLAC INC 2.4% 20/03/16	100,000	100,804.00
		AFLAC INC 2.65% 17/02/15	150,000	153,547.50
		AFLAC INC 3.25% 25/03/17	100,000	97,068.00
		AGL CAPITAL CORP 3.5% 21/09/01	150,000	156,843.00
		AGRIUM INC 3.15% 22/10/01	150,000	146,943.00
		AGRIUM INC 3.375% 25/03/15	50,000	47,391.50
		AIR LEASE CORP 3.375% 19/01/15	50,000	51,110.00
		AIR LEASE CORP 3.75% 22/02/01	200,000	199,658.00
		AIR LEASE CORP 3.875% 21/04/01	50,000	50,750.00
		AIR PRODUCTS & CHEMICALS 3.35% 24/07/31	50,000	49,994.50
		AIR PRODUCTS & CHEMICALS 4.375% 19/08/21	50,000	54,217.00
		AIRGAS INC 1.65% 18/02/15	150,000	149,419.50
		ALBEMARLE CORP 4.5% 20/12/15	200,000	212,254.00
		ALEXANDRIA REAL ESTATE E 2.75% 20/01/15	102,000	101,135.04
		ALIBABA GROUP HOLDING 3.6% 24/11/28	400,000	382,108.00
		ALIBABA GROUP HOLDING LT 2.5% 19/11/28	250,000	246,905.00
		ALLSTATE CORP 3.15% 23/06/15	150,000	149,983.50
		ALLSTATE CORP 5.75% 23/08/15	100,000	105,125.00
		ALTERA CORP 2.5% 18/11/15	100,000	101,977.00
		ALTRIA GROUP INC 2.85% 22/08/09	350,000	338,387.00
		ALTRIA GROUP INC 4% 24/01/31	200,000	204,782.00
		ALTRIA GROUP INC 4.75% 21/05/05	150,000	162,787.50
		ALTRIA GROUP INC 9.7% 18/11/10	102,000	126,975.72
		AMAZON.COM INC 3.3% 21/12/05	350,000	355,771.50
		AMAZON.COM INC 3.8% 24/12/05	200,000	201,210.00
		AMEREN ILLINOIS CO 2.7% 22/09/01	100,000	98,520.00
		AMERICA MOVIL SAB DE CV 2.375% 16/09/08	200,000	202,750.00
		AMERICA MOVIL SAB DE CV 5% 20/03/30	450,000	499,050.00
		AMERICAN AIRLINES 2013-2 4.95% 23/01/15	183,168	193,700.04
		AMERICAN CAMPUS CMNTYS 4.125% 24/07/01	50,000	50,087.00
		AMERICAN ELECTRIC POWER 1.65% 17/12/15	250,000	250,422.50
		AMERICAN ELECTRIC POWER 2.95% 22/12/15	150,000	145,879.50
		AMERICAN EXPRESS 6.8% 16/09/01	100,000	102,720.00
		AMERICAN EXPRESS 6.15% 17/08/28	300,000	328,488.00
		AMERICAN EXPRESS CO 1.55% 18/05/22	500,000	497,495.00
		AMERICAN EXPRESS CO 3.625% 24/12/05	100,000	97,573.00
		AMERICAN EXPRESS CO 8.125% 19/05/20	150,000	182,109.00
		AMERICAN EXPRESS CREDIT 1.125% 17/06/05	250,000	249,272.50
		AMERICAN EXPRESS CREDIT 2.25% 19/08/15	250,000	250,947.50
		AMERICAN EXPRESS CREDIT 2.8% 16/09/19	250,000	255,620.00
		AMERICAN HONDA FINANCE 1.6% 18/07/13	100,000	99,939.00
		AMERICAN HONDA FINANCE 2.25% 19/08/15	200,000	200,992.00
		AMERICAN HONDA FINANCE C 1.55% 17/12/11	200,000	200,774.00
		AMERICAN INTL GROUP 4.125% 24/02/15	350,000	360,815.00
		AMERICAN INTL GROUP 5.6% 16/10/18	200,000	210,914.00
		AMERICAN INTL GROUP 5.85% 18/01/16	250,000	275,795.00
		AMERICAN TOWER CORP 2.8% 20/06/01	200,000	197,540.00
		AMERICAN TOWER CORP 3.4% 19/02/15	200,000	204,700.00
		AMERICAN TOWER CORP 3.45% 21/09/15	100,000	99,983.00
		AMERICAN TOWER CORP 4% 25/06/01	200,000	195,806.00
		AMERICAN TOWER CORP 4.5% 18/01/15	100,000	105,583.00
		AMERICAN TOWER CORP 5% 24/02/15	100,000	105,926.00
		AMERIPRISE FINANCIAL INC 4% 23/10/15	150,000	157,179.00
		AMERIPRISE FINANCIAL INC 7.3% 19/06/28	50,000	59,290.50
		AMERISOURCEBERGEN CORP 3.5% 21/11/15	100,000	103,142.00
		AMERISOURCEBERGEN CORP 4.875% 19/11/15	75,000	82,839.00
		AMGEN INC 1.25% 17/05/22	300,000	299,583.00
		AMGEN INC 2.125% 20/05/01	200,000	196,692.00
		AMGEN INC 2.2% 19/05/22	250,000	249,975.00
		AMGEN INC 2.7% 22/05/01	225,000	218,380.50
		AMGEN INC 3.625% 22/05/15	150,000	152,629.50
		AMGEN INC 3.875% 21/11/15	100,000	105,161.00
		AMGEN INC 5.85% 17/06/01	150,000	162,387.00
		AMPHENOL CORP 2.55% 19/01/30	50,000	50,751.50
		AMPHENOL CORP 3.125% 21/09/15	200,000	198,912.00
		ANADARKO PETROLEU 5.95% 16/09/15	200,000	210,608.00
		ANADARKO PETROLEUM CORP 3.45% 24/07/15	100,000	98,845.00
		ANADARKO PETROLEUM CORP 6.375% 17/09/15	300,000	329,529.00
		ANHEUSER-BUSCH CO 5.6% 17/03/01	75,000	80,724.00
		ANHEUSER-BUSCH COS INC 5% 19/03/01	100,000	110,303.00
		ANHEUSER-BUSCH INBEV FIN 1.25% 18/01/17	350,000	349,135.50
		ANHEUSER-BUSCH INBEV FIN 2.15% 19/02/01	250,000	250,785.00
		ANHEUSER-BUSCH INBEV FIN 3.7% 24/02/01	150,000	153,745.50
		ANHEUSER-BUSCH INBEV WOR 1.375% 17/07/15	69,000	69,304.98
		ANHEUSER-BUSCH INBEV WOR 2.5% 22/07/15	450,000	432,261.00
		ANHEUSER-BUSCH INBEV WOR 5.375% 20/01/15	275,000	310,818.75
		ANHEUSER-BUSCH INBEV WOR 6.875% 19/11/15	150,000	178,621.50
		ANTHEM INC 2.25% 19/08/15	250,000	247,367.50
		AON CORP 5% 20/09/30	100,000	110,377.00
		AON PLC 3.5% 24/06/14	200,000	197,036.00
		APACHE CORP 3.25% 22/04/15	73,000	71,815.94
		APACHE CORP 6.9% 18/09/15	200,000	229,244.00
		APPLE INC 0.9% 17/05/12	250,000	250,267.50
		APPLE INC 1% 18/05/03	350,000	347,354.00
		APPLE INC 1.05% 17/05/05	200,000	200,748.00
		APPLE INC 2% 20/05/06	200,000	199,610.00
		APPLE INC 2.1% 19/05/06	200,000	202,550.00
		APPLE INC 2.15% 22/02/09	300,000	289,521.00
		APPLE INC 2.5% 25/02/09	100,000	94,099.00
		APPLE INC 2.7% 22/05/13	200,000	198,892.00
		APPLE INC 3.2% 25/05/13	500,000	498,260.00
		APPLE INC 3.45% 24/05/06	100,000	101,970.00
		APPLIED MATERIALS INC 4.3% 21/06/15	100,000	107,661.00
		ARCHER-DANIELS-MI 5.45% 18/03/15	75,000	82,731.75
		ARES CAPITAL CORP 3.875% 20/01/15	200,000	203,358.00
		ARIZONA PUBLIC SERVICE 2.2% 20/01/15	100,000	99,394.00
		ARROW ELECTRONICS INC 3.5% 22/04/01	200,000	197,344.00
		ASSURANT INC 2.5% 18/03/15	150,000	152,436.00
		ASSURED GUARANTY US HLDG 5% 24/07/01	150,000	151,060.50
		ASTRAZENECA PLC 1.95% 19/09/18	250,000	249,352.50
		AT&T INC 1.4% 17/12/01	400,000	398,032.00
		AT&T INC 2.3% 19/03/11	100,000	100,427.00
		AT&T INC 2.4% 16/08/15	407,000	412,685.79
		AT&T INC 2.45% 20/06/30	650,000	639,125.50
		AT&T INC 3% 22/02/15	300,000	293,550.00
		AT&T INC 3% 22/06/30	200,000	193,560.00
		AT&T INC 3.4% 25/05/15	200,000	190,604.00
		AT&T INC 3.875% 21/08/15	130,000	134,542.20
		AT&T INC 3.9% 24/03/11	350,000	353,594.50
		AT&T INC 4.45% 21/05/15	100,000	106,891.00
		AUST & NZ BANKING GRP NY 1.25% 17/01/10	250,000	250,752.50
		AUST & NZ BANKING GRP NY 2.25% 19/06/13	250,000	251,382.50
		AUTODESK INC 4.375% 25/06/15	100,000	100,184.00
		AUTOZONE INC 3.25% 25/04/15	110,000	106,315.00
		AUTOZONE INC 4% 20/11/15	154,000	163,312.38
		AVALONBAY COMMUNITIES 3.45% 25/06/01	100,000	98,583.00
		AVALONBAY COMMUNITIES 5.7% 17/03/15	50,000	53,568.00
		AVALONBAY COMMUNITIES IN 4.2% 23/12/15	150,000	157,392.00
		AXIS SPECIALTY FINAN PLC 2.65% 19/04/01	150,000	150,036.00
		BAIDU INC 2.75% 19/06/09	400,000	398,784.00
		BAKER HUGHES INC 7.5% 18/11/15	100,000	117,588.00
		BALTIMORE GAS & E 5.9% 16/10/01	100,000	105,939.00
		BALTIMORE GAS & ELECTRIC 3.5% 21/11/15	100,000	104,048.00
		BANCOLOMBIA SA 5.95% 21/06/03	250,000	274,625.00
		BANK OF AMERICA CORP 1.7% 17/08/25	100,000	100,329.00
		BANK OF AMERICA CORP 1.95% 18/05/12	500,000	501,705.00
		BANK OF AMERICA CORP 2% 18/01/11	200,000	200,992.00
		BANK OF AMERICA CORP 2.25% 20/04/21	500,000	492,135.00
		BANK OF AMERICA CORP 2.65% 19/04/01	500,000	506,675.00
		BANK OF AMERICA CORP 3.75% 16/07/12	800,000	820,808.00
		BANK OF AMERICA CORP 3.95% 25/04/21	500,000	483,560.00
		BANK OF AMERICA CORP 4% 24/04/01	400,000	404,348.00
		BANK OF AMERICA CORP 4.125% 24/01/22	150,000	154,276.50
		BANK OF AMERICA CORP 4.2% 24/08/26	350,000	350,479.50
		BANK OF AMERICA CORP 5.7% 22/01/24	650,000	738,796.50
		BANK OF AMERICA CORP 6.5% 16/08/01	1,000,000	1,055,280.00
		BANK OF AMERICA CORP 6.875% 18/11/15	500,000	574,330.00
		BANK OF AMERICA CORP 7.625% 19/06/01	350,000	416,465.00
		BANK OF AMERICA NA 1.25% 17/02/14	115,000	115,178.25
		BANK OF AMERICA NA 1.65% 18/03/26	500,000	500,585.00
		BANK OF MONTREAL 1.3% 17/07/14	500,000	501,220.00
		BANK OF MONTREAL 2.5% 17/01/11	150,000	153,405.00
		BANK OF MONTREAL 2.55% 22/11/06	100,000	96,671.00
		BANK OF NEW YORK MELLON 2.3% 16/07/28	300,000	304,815.00
		BANK OF NEW YORK MELLON 2.3% 19/09/11	350,000	350,710.50
		BANK OF NEW YORK MELLON 3.25% 24/09/11	100,000	99,126.00
		BANK OF NEW YORK MELLON 3.55% 21/09/23	100,000	104,771.00
		BANK OF NOVA SCOTIA 1.25% 17/04/11	100,000	100,127.00
		BANK OF NOVA SCOTIA 1.375% 16/07/15	100,000	100,660.00
		BANK OF NOVA SCOTIA 1.45% 18/04/25	350,000	348,428.50
		BANK OF NOVA SCOTIA 1.7% 18/06/11	100,000	100,246.00
		BANK OF NOVA SCOTIA 2.05% 18/10/30	350,000	353,059.00
		BANK OF NOVA SCOTIA 2.55% 17/01/12	100,000	102,142.00
		BANK OF NY MELLON CORP 2.15% 20/02/24	300,000	297,486.00
		BANK OF NY MELLON CORP 3% 25/02/24	150,000	146,239.50
		BARCLAYS BANK PLC 3.75% 24/05/15	400,000	402,192.00
		BARCLAYS BANK PLC 5% 16/09/22	200,000	208,818.00
		BARCLAYS BANK PLC 5.125% 20/01/08	100,000	111,191.00
		BARCLAYS BANK PLC 5.14% 20/10/14	100,000	108,936.00
		BARCLAYS PLC 2% 18/03/16	200,000	199,960.00
		BARCLAYS PLC 2.75% 19/11/08	500,000	498,120.00
		BARRICK GOLD CORP 3.85% 22/04/01	300,000	291,309.00
		BARRICK GOLD CORP 4.1% 23/05/01	100,000	96,614.00
		BARRICK NA FINANCE LLC 4.4% 21/05/30	200,000	204,434.00
		BAXALTA INC 2% 18/06/22	35,000	35,054.25
		BAXALTA INC 2.875% 20/06/23	100,000	100,192.00
		BAXALTA INC 4% 25/06/23	100,000	99,703.00
		BAXTER INTERNATIONAL INC 1.85% 18/06/15	250,000	249,290.00
		BAXTER INTERNATIONAL INC 3.2% 23/06/15	100,000	102,527.00
		BB&T CORP 2.25% 19/02/01	100,000	100,641.00
		BB&T CORP 2.45% 20/01/15	400,000	401,800.00
		BB&T CORPORATION 1.45% 18/01/12	150,000	149,779.50
		BB&T CORPORATION 2.15% 17/03/22	350,000	355,376.00
		BEAM INC 3.25% 22/05/15	150,000	147,811.50
		BEAR STEARNS COS 6.4% 17/10/02	350,000	386,022.00
		BECTON DICKINSON 3.25% 20/11/12	150,000	154,197.00
		BECTON DICKINSON 5% 19/05/15	100,000	109,487.00
		BECTON DICKINSON AND CO 2.675% 19/12/15	200,000	201,558.00
		BECTON DICKINSON AND CO 3.734% 24/12/15	200,000	200,584.00
		BECTON DICKINSON AND CO 6.375% 19/08/01	100,000	115,211.00
		BED BATH & BEYOND INC 3.749% 24/08/01	50,000	49,781.50
		BEMIS COMPANY INC 6.8% 19/08/01	50,000	58,173.50
		BERKSHIRE HATHAWAY ENERG 2% 18/11/15	250,000	251,765.00
		BERKSHIRE HATHAWAY ENERG 3.75% 23/11/15	100,000	102,553.00
		BERKSHIRE HATHAWAY FIN 1.6% 17/05/15	300,000	303,423.00
		BERKSHIRE HATHAWAY FIN 2% 18/08/15	100,000	101,607.00
		BERKSHIRE HATHAWAY FIN 4.25% 21/01/15	300,000	328,410.00
		BERKSHIRE HATHAWAY FIN 5.4% 18/05/15	153,000	169,840.71
		BERKSHIRE HATHAWAY INC 1.55% 18/02/09	150,000	150,658.50
		BHP BILLITON FIN USA LTD 1.625% 17/02/24	250,000	252,687.50
		BHP BILLITON FIN USA LTD 3.85% 23/09/30	150,000	153,699.00
		BHP BILLITON FIN USA LTD 6.5% 19/04/01	200,000	231,644.00
		BIOGEN IDEC INC 6.875% 18/03/01	50,000	56,606.50
		BIOMED REALTY LP 2.625% 19/05/01	50,000	49,886.50
		BLACKROCK INC 3.5% 24/03/18	100,000	101,712.00
		BLACKROCK INC 4.25% 21/05/24	150,000	164,338.50
		BLACKROCK INC 5% 19/12/10	200,000	223,690.00
		BLOCK FINANCIAL LLC 5.5% 22/11/01	100,000	108,650.00
		BNP PARIBAS 1.375% 17/03/17	100,000	100,029.00
		BNP PARIBAS 2.375% 17/09/14	450,000	457,384.50
		BNP PARIBAS 2.7% 18/08/20	100,000	102,745.00
		BNP PARIBAS 3.25% 23/03/03	100,000	99,286.00
		BNP PARIBAS 4.25% 24/10/15	200,000	198,196.00
		BNP PARIBAS 5% 21/01/15	150,000	166,297.50
		BOARDWALK PIPELINES LLC 5.75% 19/09/15	50,000	52,919.50
		BOARDWALK PIPELINES LP 4.95% 24/12/15	150,000	147,214.50
		BOEING CO 2.35% 21/10/30	400,000	396,576.00
		BOEING CO 8.75% 21/08/15	100,000	135,616.00
		BOSTON PROPERTIES LP 3.7% 18/11/15	250,000	263,540.00
		BOSTON PROPERTIES LP 4.125% 21/05/15	100,000	106,516.00
		BOSTON PROPERTIES LP 5.875% 19/10/15	150,000	170,553.00
		BOSTON SCIENTIFIC CORP 2.65% 18/10/01	150,000	152,242.50
		BOSTON SCIENTIFIC CORP 2.85% 20/05/15	200,000	199,346.00
		BOSTON SCIENTIFIC CORP 6% 20/01/15	100,000	113,393.00
		BOTTLING GROUP LLC 5.125% 19/01/15	100,000	110,942.00
		BP CAPITAL MARKETS PLC 1.674% 18/02/13	400,000	401,952.00
		BP CAPITAL MARKETS PLC 1.846% 17/05/05	100,000	101,240.00
		BP CAPITAL MARKETS PLC 2.237% 19/05/10	200,000	201,936.00
		BP CAPITAL MARKETS PLC 2.521% 20/01/15	450,000	455,143.50
		BP CAPITAL MARKETS PLC 3.062% 22/03/17	450,000	450,328.50
		BP CAPITAL MARKETS PLC 3.245% 22/05/06	100,000	100,586.00
		BP CAPITAL MARKETS PLC 3.506% 25/03/17	150,000	148,351.50
		BP CAPITAL MARKETS PLC 3.814% 24/02/10	100,000	102,222.00
		BP CAPITAL MARKETS PLC 3.994% 23/09/26	200,000	206,530.00
		BPCE SA 1.625% 17/02/10	250,000	252,195.00
		BPCE SA 2.5% 19/07/15	250,000	252,947.50
		BPCE SA 4% 24/04/15	250,000	255,260.00
		BRANDYWINE OPER PARTNERS 3.95% 23/02/15	150,000	149,110.50
		BRASKEM FINANCE LTD 6.45% 24/02/03	200,000	188,000.00
		BRISTOL-MYERS SQUIBB 0.875% 17/08/01	250,000	249,010.00
		BRISTOL-MYERS SQUIBB CO 3.25% 23/11/01	100,000	102,478.00
		BRITISH TELECOM PLC 1.25% 17/02/14	245,000	244,919.15
		BRIXMOR OPERATING PART 3.85% 25/02/01	150,000	145,084.50
		BUCKEYE PARTNERS LP 4.875% 21/02/01	100,000	104,529.00
		BUNGE LIMITED FINANCE CO 3.2% 17/06/15	39,000	40,175.46
		BURLINGTN NORTH SANTA FE 3% 23/03/15	250,000	244,510.00
		BURLINGTN NORTH SANTA FE 3.05% 22/03/15	50,000	49,965.00
		BURLINGTN NORTH SANTA FE 3.4% 24/09/01	100,000	99,289.00
		BURLINGTN NORTH SANTA FE 3.45% 21/09/15	100,000	103,786.00
		BURLINGTN NORTH SANTA FE 5.65% 17/05/01	200,000	215,638.00
		CABOT CORP 3.7% 22/07/15	50,000	50,612.50
		CAMDEN PROPERTY TRUST 4.625% 21/06/15	100,000	107,450.00
		CAMERON INTERNATIONAL 3.7% 24/06/15	100,000	96,445.00
		CAMPBELL SOUP CO 3.05% 17/07/15	200,000	206,680.00
		CANADIAN IMPERIAL BANK 1.55% 18/01/23	200,000	200,330.00
		CANADIAN NATL RAILWAY 2.25% 22/11/15	100,000	95,530.00
		CANADIAN NATL RESOURCES 5.7% 17/05/15	250,000	267,285.00
		CANADIAN NATURAL RESOURC 1.75% 18/01/15	58,000	57,486.12
		CANADIAN PACIFIC RR CO 2.9% 25/02/01	300,000	284,526.00
		CAPITAL ONE BANK USA NA 2.25% 19/02/13	250,000	248,867.50
		CAPITAL ONE BANK USA NA 8.8% 19/07/15	100,000	122,786.00
		CAPITAL ONE FINANCIAL CO 2.45% 19/04/24	200,000	200,402.00
		CAPITAL ONE FINANCIAL CO 3.2% 25/02/05	150,000	142,594.50
		CAPITAL ONE FINANCIAL CO 3.5% 23/06/15	100,000	97,887.00
		CAPITAL ONE FINANCIAL CO 4.75% 21/07/15	100,000	108,846.00
		CAPITAL ONE NA 1.5% 17/09/05	250,000	248,997.50
		CAPITAL ONE NA 1.65% 18/02/05	250,000	248,535.00
		CAPITAL ONE NA 2.95% 21/07/23	250,000	246,632.50
		CARDINAL HEALTH INC 1.9% 17/06/15	50,000	50,470.50
		CARDINAL HEALTH INC 3.2% 23/03/15	100,000	99,115.00
		CARDINAL HEALTH INC 4.625% 20/12/15	150,000	164,127.00
		CARNIVAL CORP 3.95% 20/10/15	67,000	70,394.22
		CATERPILLAR FIN SERV CRP 5.45% 18/04/15	50,000	55,312.00
		CATERPILLAR FINANCIAL SE 1% 16/11/25	100,000	100,079.00
		CATERPILLAR FINANCIAL SE 1.25% 17/08/18	200,000	200,614.00
		CATERPILLAR FINANCIAL SE 1.25% 17/11/06	100,000	100,088.00
		CATERPILLAR FINANCIAL SE 2% 20/03/05	200,000	198,046.00
		CATERPILLAR FINANCIAL SE 2.05% 16/08/01	200,000	203,042.00
		CATERPILLAR FINANCIAL SE 2.1% 19/06/09	100,000	100,645.00
		CATERPILLAR FINANCIAL SE 2.25% 19/12/01	150,000	150,982.50
		CATERPILLAR FINANCIAL SE 3.75% 23/11/24	150,000	156,888.00
		CATERPILLAR INC 2.6% 22/06/26	100,000	98,269.00
		CATERPILLAR INC 3.4% 24/05/15	100,000	101,858.00
		CATERPILLAR INC 3.9% 21/05/27	150,000	160,357.50
		CATHOLIC HEALTH INITIATI 2.95% 22/11/01	200,000	194,330.00
		CBS CORP 2.3% 19/08/15	200,000	198,550.00
		CBS CORP 3.7% 24/08/15	100,000	97,945.00
		CBS CORP 5.75% 20/04/15	15,000	16,932.45
		CELGENE CORP 2.25% 19/05/15	200,000	200,344.00
		CELGENE CORP 3.25% 22/08/15	250,000	248,800.00
		CELULOSA ARAUCO CONSTITU 4.5% 24/08/01	200,000	202,266.00
		CENOVUS ENERGY INC 5.7% 19/10/15	100,000	111,238.00
		CENTERPOINT ENERGY INC 5.95% 17/02/01	100,000	107,177.00
		CF INDUSTRIES INC 3.45% 23/06/01	100,000	97,093.00
		CF INDUSTRIES INC 7.125% 20/05/01	150,000	178,462.50
		CHARLES SCHWAB CORP 3.225% 22/09/01	100,000	100,975.00
		CHARLES SCHWAB CORP 4.45% 20/07/22	200,000	221,410.00
		CHEVRON CORP 1.345% 17/11/15	100,000	100,503.00
		CHEVRON CORP 1.365% 18/03/02	200,000	200,152.00
		CHEVRON CORP 1.718% 18/06/24	400,000	402,932.00
		CHEVRON CORP 1.961% 20/03/03	300,000	298,395.00
		CHEVRON CORP 2.355% 22/12/05	250,000	238,475.00
		CHEVRON CORP 3.191% 23/06/24	300,000	301,935.00
		CHEVRON CORP 4.95% 19/03/03	100,000	110,581.00
		CHUBB CORP 5.75% 18/05/15	225,000	251,412.75
		CIGNA CORP 4.5% 21/03/15	100,000	108,990.00
		CISCO SYSTEMS 1.1% 17/03/03	300,000	301,260.00
		CISCO SYSTEMS 2.45% 20/06/15	250,000	252,867.50
		CISCO SYSTEMS 3.5% 25/06/15	100,000	101,244.00
		CISCO SYSTEMS INC 2.125% 19/03/01	300,000	302,856.00
		CISCO SYSTEMS INC 3.625% 24/03/04	100,000	103,632.00
		CISCO SYSTEMS INC 4.45% 20/01/15	150,000	164,985.00
		CISCO SYSTEMS INC 4.95% 19/02/15	100,000	110,587.00
		CITIGROUP INC 1.35% 17/03/10	600,000	600,378.00
		CITIGROUP INC 1.7% 18/04/27	400,000	397,776.00
		CITIGROUP INC 1.8% 18/02/05	500,000	500,680.00
		CITIGROUP INC 1.85% 17/11/24	250,000	250,855.00
		CITIGROUP INC 2.4% 20/02/18	500,000	496,065.00
		CITIGROUP INC 2.5% 19/07/29	250,000	251,267.50
		CITIGROUP INC 2.55% 19/04/08	400,000	403,800.00
		CITIGROUP INC 3.3% 25/04/27	250,000	240,920.00
		CITIGROUP INC 3.375% 23/03/01	450,000	450,400.50
		CITIGROUP INC 3.5% 23/05/15	250,000	243,850.00
		CITIGROUP INC 3.75% 24/06/16	100,000	100,895.00
		CITIGROUP INC 5.5% 17/02/15	250,000	266,505.00
		CITIGROUP INC 6.125% 18/05/15	250,000	278,907.50
		CITIGROUP INC 8.5% 19/05/22	100,000	121,990.00
		CITIZENS BANK NA/RI 1.6% 17/12/04	250,000	249,847.50
		CITIZENS BANK NA/RI 2.45% 19/12/04	250,000	249,145.00
		CLOROX COMPANY 3.05% 22/09/15	64,000	62,678.40
		CME GROUP INC 3% 22/09/15	200,000	201,264.00
		CMS ENERGY CORP 5.05% 22/03/15	150,000	165,531.00
		CNA FINANCIAL CORP 5.75% 21/08/15	30,000	34,052.70
		CNA FINANCIAL CORP 6.5% 16/08/15	250,000	264,165.00
		CNA FINANCIAL CORP 7.35% 19/11/15	45,000	53,260.20
		COCA-COLA CO/THE 1.65% 18/03/14	400,000	404,336.00
		COCA-COLA CO/THE 1.65% 18/11/01	300,000	302,646.00
		COCA-COLA CO/THE 3.3% 21/09/01	350,000	368,312.00
		COCA-COLA ENTERPRISES 3.5% 20/09/15	200,000	209,118.00
		COCA-COLA FEMSA SAB CV 2.375% 18/11/26	150,000	152,817.00
		COLGATE-PALMOLIVE CO 1.3% 17/01/15	100,000	100,789.00
		COLGATE-PALMOLIVE CO 1.75% 19/03/15	150,000	150,039.00
		COLGATE-PALMOLIVE CO 2.1% 23/05/01	100,000	94,678.00
		COLGATE-PALMOLIVE CO 2.45% 21/11/15	100,000	101,040.00
		COLUMBIA PIPELINE GROUP 4.5% 25/06/01	100,000	98,962.00
		COMCAST CORP 2.85% 23/01/15	100,000	97,543.00
		COMCAST CORP 3.125% 22/07/15	100,000	99,587.00
		COMCAST CORP 3.6% 24/03/01	200,000	203,470.00
		COMCAST CORP 5.15% 20/03/01	350,000	394,593.50
		COMCAST CORP 5.875% 18/02/15	250,000	278,075.00
		COMCAST CORP 6.3% 17/11/15	100,000	111,341.00
		COMERICA INC 2.125% 19/05/23	200,000	198,986.00
		COMMONWEALTH BK AUSTR NY 1.4% 17/09/08	250,000	251,080.00
		COMMONWEALTH BK AUSTR NY 1.9% 17/09/18	250,000	253,202.50
		COMMONWEALTH BK AUSTR NY 2.5% 18/09/20	300,000	306,228.00
		COMMONWEALTH EDISON 4% 20/08/01	50,000	53,717.00
		COMPASS BANK 3.875% 25/04/10	250,000	236,992.50
		COMPUTER SCIENCES CORP 6.5% 18/03/15	100,000	110,494.00
		CONAGRA FOODS INC 3.2% 23/01/25	200,000	187,554.00
		CONAGRA FOODS INC 5.819% 17/06/15	100,000	107,427.00
		CONNECTICUT LIGHT & PWR 2.5% 23/01/15	150,000	144,247.50
		CONOCOPHILLIPS 5.75% 19/02/01	250,000	282,910.00
		CONOCOPHILLIPS COMPANY 1.5% 18/05/15	250,000	249,822.50
		CONOCOPHILLIPS COMPANY 2.2% 20/05/15	105,000	104,675.55
		CONOCOPHILLIPS COMPANY 2.4% 22/12/15	100,000	95,063.00
		CONOCOPHILLIPS COMPANY 3.35% 24/11/15	200,000	198,310.00
		CONS EDISON CO OF NY 7.125% 18/12/01	125,000	146,821.25
		CONSOLIDATED EDISSON CO 5.3% 16/12/01	150,000	158,013.00
		CONSUMERS ENERGY CO 6.7% 19/09/15	100,000	117,448.00
		CONSUMERS ENERGY COMPANY 6.125% 19/03/15	100,000	114,321.00
		CONTINENTAL RESOURCES 4.5% 23/04/15	200,000	190,638.00
		CONTINENTAL RESOURCES 5% 22/09/15	250,000	244,375.00
		CONTL AIRLINES 2012-1 A 4.15% 24/04/11	180,313	184,820.32
		CORNELL UNIVERSITY 5.45% 19/02/01	75,000	84,362.25
		CORNING INC 1.5% 18/05/08	150,000	149,647.50
		CORPBANCA 3.125% 18/01/15	200,000	200,404.00
		CORPORATE OFFICE PROP LP 3.7% 21/06/15	50,000	49,157.00
		CORPORATE OFFICE PROP LP 5% 25/07/01	50,000	50,225.50
		COSTCO WHOLESALE CORP 1.125% 17/12/15	200,000	199,686.00
		COSTCO WHOLESALE CORP 5.5% 17/03/15	100,000	107,532.00
		COVIDIEN INTL FINANCE SA 2.95% 23/06/15	100,000	98,047.00
		CR BARD INC 4.4% 21/01/15	100,000	107,513.00
		CRANE CO 4.45% 23/12/15	50,000	51,939.50
		CRED SUIS GP FUN LTD 2.75% 20/03/26	250,000	247,570.00
		CRED SUIS GP FUN LTD 3.75% 25/03/26	300,000	290,220.00
		CREDIT SUISSE AG 3% 21/10/29	250,000	249,105.00
		CREDIT SUISSE NEW YORK 1.375% 17/05/26	250,000	250,155.00
		CREDIT SUISSE NEW YORK 1.7% 18/04/27	250,000	249,217.50
		CREDIT SUISSE NEW YORK 2.3% 19/05/28	400,000	400,104.00
		CREDIT SUISSE NEW YORK 3.625% 24/09/09	250,000	248,810.00
		CREDIT SUISSE NEW YORK 5.4% 20/01/14	250,000	276,495.00
		CRH AMERICA INC 8.125% 18/07/15	200,000	232,820.00
		CSX CORP 3.7% 23/11/01	300,000	308,925.00
		CSX CORP 7.375% 19/02/01	100,000	117,368.00
		CUBESMART LP 4.375% 23/12/15	50,000	51,714.50
		CVS CAREMARK CORP 4% 23/12/05	150,000	155,152.50
		CVS HEALTH CORP 2.25% 18/12/05	400,000	404,656.00
		CVS HEALTH CORP 2.25% 19/08/12	100,000	99,815.00
		CVS HEALTH CORP 2.75% 22/12/01	200,000	193,080.00
		DANAHER CORP 5.4% 19/03/01	250,000	279,380.00
		DARDEN RESTAURANT INC 6.45% 17/10/15	75,000	83,208.00
		DDR CORP 3.625% 25/02/01	200,000	192,074.00
		DDR CORP 4.625% 22/07/15	100,000	105,173.00
		DEERE & COMPANY 4.375% 19/10/16	100,000	109,372.00
		DELMARVA PWR & LIGHT CO 3.5% 23/11/15	150,000	153,708.00
		DELPHI CORP 4.15% 24/03/15	40,000	41,200.40
		DELPHI CORP 5% 23/02/15	150,000	160,125.00
		DELTA AIR LINES 2010-2A 4.95% 19/05/23	63,064	66,532.88
		DENTSPLY INTERNATIONAL 4.125% 21/08/15	100,000	104,905.00
		DEUTSCHE BANK AG 1.35% 17/05/30	100,000	99,583.00
		DEUTSCHE BANK AG 4.5% 25/04/01	200,000	191,012.00
		DEUTSCHE BANK AG LONDON 1.875% 18/02/13	300,000	299,544.00
		DEUTSCHE BANK AG LONDON 2.5% 19/02/13	200,000	201,006.00
		DEUTSCHE BANK AG LONDON 3.7% 24/05/30	200,000	196,702.00
		DEUTSCHE BANK AG LONDON 6% 17/09/01	250,000	271,785.00
		DEVON ENERGY CORPORATION 2.25% 18/12/15	100,000	100,624.00
		DEVON ENERGY CORPORATION 3.25% 22/05/15	100,000	98,652.00
		DIAGEO CAPITAL PL 5.75% 17/10/23	50,000	54,721.00
		DIAGEO CAPITAL PLC 1.125% 18/04/29	300,000	296,403.00
		DIAGEO CAPITAL PLC 2.625% 23/04/29	100,000	95,318.00
		DIAGEO CAPITAL PLC 4.828% 20/07/15	100,000	110,852.00
		DIAGEO INVESTMENT CORP 2.875% 22/05/11	100,000	98,192.00
		DIAMOND OFFSHORE DRILL 5.875% 19/05/01	100,000	112,159.00
		DIGITAL REALTY TRUST LP 5.875% 20/02/01	150,000	167,812.50
		DIRECTV HOLDINGS LLC 5.2% 20/03/15	300,000	330,987.00
		DIRECTV HOLDINGS/FING 2.4% 17/03/15	200,000	202,752.00
		DIRECTV HOLDINGS/FING 4.45% 24/04/01	200,000	205,808.00
		DIRECTV HOLDINGS/FING 4.6% 21/02/15	250,000	267,015.00
		DISCOVER BANK 4.2% 23/08/08	250,000	253,390.00
		DISCOVER FINANCIAL SVS 5.2% 22/04/27	83,000	88,517.84
		DISCOVER FINANCIAL SVS 6.45% 17/06/12	200,000	217,386.00
		DISCOVERY COMMUNICATIONS 5.05% 20/06/01	200,000	219,742.00
		DISCOVERY COMMUNICATIONS 5.625% 19/08/15	50,000	55,989.50
		DOLLAR GENERAL CORP 3.25% 23/04/15	100,000	95,352.00
		DOMINION GAS HLDGS LLC 1.05% 16/11/01	200,000	199,804.00
		DOMINION GAS HOLDINGS LL 3.6% 24/12/15	25,000	24,878.25
		DOMINION RESOURCES INC 1.25% 17/03/15	250,000	249,625.00
		DOMINION RESOURCES INC 1.95% 16/08/15	150,000	151,252.50
		DOMINION RESOURCES INC 5.75% 24/10/01	150,000	156,000.00
		DOMINION RESOURCES INC/N 2.5% 19/12/01	240,000	241,243.20
		DOMTAR CORP 4.4% 22/04/01	100,000	101,396.00
		DOVER CORP 4.3% 21/03/01	100,000	110,248.00
		DOW CHEMICAL CO/THE 3.5% 24/10/01	100,000	97,368.00
		DOW CHEMICAL CO/THE 4.125% 21/11/15	300,000	313,335.00
		DOW CHEMICAL CO/THE 4.25% 20/11/15	250,000	266,917.50
		DOW CHEMICAL CO/THE 8.55% 19/05/15	100,000	122,025.00
		DR PEPPER SNAPPLE GROUP 2.6% 19/01/15	100,000	101,013.00
		DTE ENERGY 3.5% 24/06/01	100,000	100,361.00
		DTE ENERGY COMPANY 2.4% 19/12/01	150,000	150,319.50
		DUKE ENERGY CAROLINAS 1.75% 16/12/15	100,000	101,275.00
		DUKE ENERGY CORP 1.625% 17/08/15	200,000	200,958.00
		DUKE ENERGY CORP 2.1% 18/06/15	200,000	201,014.00
		DUKE ENERGY CORP 3.55% 21/09/15	200,000	207,548.00
		DUKE ENERGY CORP 3.75% 24/04/15	200,000	203,628.00
		DUKE ENERGY CORP 5.05% 19/09/15	400,000	443,720.00
		DUKE REALTY LP 3.75% 24/12/01	100,000	99,128.00
		DUN & BRADSTREET CORP 3.25% 17/12/01	150,000	152,682.00
		E.I. DU PONT DE NEMOURS 3.625% 21/01/15	300,000	311,958.00
		E.I. DU PONT DE NEMOURS 6% 18/07/15	300,000	337,230.00
		EASTMAN CHEMICAL CO 2.4% 17/06/01	100,000	101,585.00
		EASTMAN CHEMICAL CO 2.7% 20/01/15	350,000	349,300.00
		EATON CORP 1.5% 17/11/02	200,000	199,994.00
		EATON CORP 2.75% 22/11/02	250,000	242,940.00
		EATON VANCE CORP 6.5% 17/10/02	60,000	66,139.20
		EBAY INC 2.2% 19/08/01	100,000	99,663.00
		EBAY INC 2.6% 22/07/15	200,000	186,228.00
		EBAY INC 2.875% 21/08/01	200,000	198,106.00
		EBAY INC 3.25% 20/10/15	50,000	51,568.50
		ECOLAB INC 1.55% 18/01/12	100,000	99,719.00
		ECOLAB INC 3% 16/12/08	200,000	204,670.00
		EL PASO PIPELINE PART OP 5% 21/10/01	150,000	159,136.50
		ELI LILLY & CO 1.25% 18/03/01	150,000	149,746.50
		ELI LILLY & CO 5.2% 17/03/15	100,000	106,970.00
		EMC CORP 1.875% 18/06/01	200,000	200,388.00
		EMC CORP 3.375% 23/06/01	150,000	150,288.00
		EMC CORP/MA 2.65% 20/06/01	200,000	201,574.00
		EMERSON ELECTRIC CO 3.15% 25/06/01	100,000	98,813.00
		EMERSON ELECTRIC CO 5% 19/04/15	100,000	110,820.00
		EMPRESA BRAS DE AERONAU 5.15% 22/06/15	150,000	153,750.00
		EMPRESA NACIONAL DE ELEC 4.25% 24/04/15	50,000	50,492.50
		ENABLE MIDSTREAM PARTNER 3.9% 24/05/15	100,000	92,004.00
		ENBRIDGE ENERGY PARTNERS 5.875% 16/12/15	40,000	42,249.60
		ENBRIDGE ENERGY PARTNERS 9.875% 19/03/01	150,000	185,316.00
		ENBRIDGE INC 4% 23/10/01	100,000	97,861.00
		ENERGY TRANSFER PARTNERS 4.05% 25/03/15	150,000	140,857.50
		ENERGY TRANSFER PARTNERS 4.15% 20/10/01	100,000	102,784.00
		ENERGY TRANSFER PARTNERS 4.65% 21/06/01	250,000	258,397.50
		ENERGY TRANSFER PARTNERS 5.2% 22/02/01	200,000	209,212.00
		ENERGY TRANSFER PARTNERS 6.7% 18/07/01	200,000	223,210.00
		ENLINK MIDSTREAM PARTNER 2.7% 19/04/01	100,000	98,923.00
		ENSCO PLC 4.7% 21/03/15	100,000	100,823.00
		ENSCO PLC 5.2% 25/03/15	200,000	194,562.00
		ENTERGY CORP 4% 22/07/15	50,000	50,563.50
		ENTERGY CORP 5.125% 20/09/15	100,000	108,876.00
		ENTERGY LOUISIANA LLC 6.5% 18/09/01	88,000	100,142.24
		ENTERGY TEXAS INC 7.125% 19/02/01	200,000	232,892.00
		ENTERPRISE PRODUCTS OPER 1.65% 18/05/07	200,000	200,244.00
		ENTERPRISE PRODUCTS OPER 2.55% 19/10/15	350,000	351,757.00
		ENTERPRISE PRODUCTS OPER 3.35% 23/03/15	200,000	195,338.00
		ENTERPRISE PRODUCTS OPER 3.75% 25/02/15	200,000	196,808.00
		ENTERPRISE PRODUCTS OPER 6.3% 17/09/15	100,000	110,180.00
		ENTERTAINMENT PROPERTIES 5.75% 22/08/15	50,000	53,639.50
		EOG RESOURCES INC 2.625% 23/03/15	150,000	144,307.50
		EOG RESOURCES INC 4.1% 21/02/01	250,000	268,015.00
		EQT CORP 8.125% 19/06/01	100,000	117,026.00
		ERP OPERATING LP 4.625% 21/12/15	250,000	274,055.00
		ERP OPERATING LP 4.75% 20/07/15	100,000	110,160.00
		ESSEX PORTFOLIO LP 3.5% 25/04/01	100,000	97,091.00
		ESSEX PORTFOLIO LP 3.875% 24/05/01	50,000	50,448.00
		EXELON CORP 2.85% 20/06/15	50,000	50,366.00
		EXELON CORP 3.95% 25/06/15	100,000	101,194.00
		EXELON GENERATION CO LLC 2.95% 20/01/15	300,000	302,019.00
		EXPEDIA INC 5.95% 20/08/15	100,000	111,684.00
		EXPRESS SCRIPTS HOLDING 2.25% 19/06/15	350,000	348,208.00
		EXPRESS SCRIPTS HOLDING 2.65% 17/02/15	200,000	203,672.00
		EXPRESS SCRIPTS HOLDING 3.5% 24/06/15	350,000	344,288.00
		EXXON MOBIL CORPORATION 0.921% 17/03/15	150,000	150,172.50
		EXXON MOBIL CORPORATION 1.305% 18/03/06	140,000	140,106.40
		EXXON MOBIL CORPORATION 1.819% 19/03/15	300,000	301,104.00
		EXXON MOBIL CORPORATION 1.912% 20/03/06	150,000	149,332.50
		EXXON MOBIL CORPORATION 2.709% 25/03/06	250,000	243,197.50
		FEDEX CORP 3.2% 25/02/01	200,000	195,620.00
		FEDEX CORP 8% 19/01/15	50,000	59,907.50
		FIDELITY NATIONAL INFORM 1.45% 17/06/05	30,000	29,888.10
		FIDELITY NATIONAL INFORM 3.5% 23/04/15	188,000	182,863.84
		FIDELITY NATIONAL INFORM 3.875% 24/06/05	100,000	99,318.00
		FIFTH THIRD BANCORP 5.45% 17/01/15	350,000	370,958.00
		FIFTH THIRD BANK 1.45% 18/02/28	200,000	198,846.00
		FIFTH THIRD BANK 2.875% 21/10/01	200,000	199,090.00
		FIRSTENERGY SOLUTIONS CO 6.05% 21/08/15	100,000	109,831.00
		FISERV INC 2.7% 20/06/01	150,000	150,351.00
		FISERV INC 4.625% 20/10/01	100,000	108,329.00
		FLEXTRONICS INTERNATIONA 4.75% 25/06/15	125,000	123,620.00
		FLORIDA POWER & LIGHT CO 3.25% 24/06/01	100,000	100,940.00
		FMC TECHNOLOGIES INC 2% 17/10/01	100,000	99,959.00
		FORD MOTOR CREDIT CO LLC 1.684% 17/09/08	200,000	199,382.00
		FORD MOTOR CREDIT CO LLC 2.375% 18/01/16	500,000	503,760.00
		FORD MOTOR CREDIT CO LLC 2.459% 20/03/27	450,000	442,246.50
		FORD MOTOR CREDIT CO LLC 3% 17/06/12	200,000	204,180.00
		FORD MOTOR CREDIT CO LLC 3.664% 24/09/08	200,000	197,126.00
		FORD MOTOR CREDIT CO LLC 5.875% 21/08/02	400,000	455,064.00
		FORD MOTOR CREDIT CO LLC 6.625% 17/08/15	250,000	274,117.50
		FORD MOTOR CREDIT CO LLC 8.125% 20/01/15	100,000	122,464.00
		FRANCE TELECOM 4.125% 21/09/14	150,000	159,061.50
		FRANKLIN RESOURCES INC 2.85% 25/03/30	200,000	192,144.00
		FREEPORT-MCMORAN C & G 3.1% 20/03/15	150,000	146,068.50
		FREEPORT-MCMORAN C & G 3.55% 22/03/01	500,000	452,080.00
		FREEPORT-MCMORAN INC 2.375% 18/03/15	350,000	346,234.00
		FREEPORT-MCMORAN INC 4.55% 24/11/14	100,000	90,001.00
		GAP INC/THE 5.95% 21/04/12	100,000	112,463.00
		GATX CORP 1.25% 17/03/04	100,000	99,779.00
		GATX CORP 2.6% 20/03/30	200,000	197,872.00
		GENERAL DYNAMICS CORP 1% 17/11/15	150,000	149,307.00
		GENERAL DYNAMICS CORP 2.25% 22/11/15	100,000	94,893.00
		GENERAL ELEC CAP CORP 1.25% 17/05/15	500,000	502,495.00
		GENERAL ELEC CAP CORP 2.1% 19/12/11	250,000	252,235.00
		GENERAL ELEC CAP CORP 2.2% 20/01/09	450,000	449,568.00
		GENERAL ELEC CAP CORP 3.15% 22/09/07	650,000	654,907.50
		GENERAL ELEC CAP CORP 3.35% 16/10/17	200,000	206,446.00
		GENERAL ELEC CAP CORP 4.625% 21/01/07	400,000	441,072.00
		GENERAL ELEC CAP CORP 5.5% 20/01/08	300,000	340,158.00
		GENERAL ELEC CAP CORP 5.625% 17/09/15	1,250,000	1,364,662.50
		GENERAL ELECTRIC CAPITAL 3.45% 24/05/15	200,000	203,706.00
		GENERAL ELECTRIC CO 2.7% 22/10/09	300,000	295,209.00
		GENERAL ELECTRIC CO 5.25% 17/12/06	400,000	436,668.00
		GENERAL MILLS INC 3.15% 21/12/15	150,000	151,788.00
		GENERAL MILLS INC 5.65% 19/02/15	200,000	223,426.00
		GENERAL MILLS INC 5.7% 17/02/15	100,000	106,784.00
		GENERAL MOTORS 3.5% 18/10/02	250,000	257,260.00
		GENERAL MOTORS FINANCIAL 2.4% 18/04/10	250,000	250,092.50
		GENERAL MOTORS FINANCIAL 3.15% 20/01/15	250,000	251,107.50
		GENERAL MOTORS FINANCIAL 3.45% 22/04/10	250,000	244,330.00
		GENERAL MOTORS FINANCIAL 4% 25/01/15	250,000	244,175.00
		GEORGIA POWER COMPANY 5.4% 18/06/01	100,000	110,654.00
		GEORGIA POWER COMPANY 5.7% 17/06/01	150,000	162,483.00
		GILEAD SCIENCES INC 2.35% 20/02/01	250,000	252,232.50
		GILEAD SCIENCES INC 3.5% 25/02/01	250,000	251,555.00
		GILEAD SCIENCES INC 4.5% 21/04/01	100,000	109,732.00
		GLAXOSMITHKLINE C 5.65% 18/05/15	200,000	223,398.00
		GLAXOSMITHKLINE CAPITAL 1.5% 17/05/08	250,000	252,012.50
		GLAXOSMITHKLINE CAPITAL 2.85% 22/05/08	300,000	299,352.00
		GOLDCORP INC 3.7% 23/03/15	200,000	192,142.00
		GOLDMAN SACHS GRO 5.625% 17/01/15	250,000	264,495.00
		GOLDMAN SACHS GRO 6.25% 17/09/01	400,000	437,024.00
		GOLDMAN SACHS GROUP INC 2.55% 19/10/23	300,000	300,447.00
		GOLDMAN SACHS GROUP INC 2.6% 20/04/23	900,000	896,670.00
		GOLDMAN SACHS GROUP INC 2.625% 19/01/31	300,000	304,401.00
		GOLDMAN SACHS GROUP INC 2.9% 18/07/19	300,000	307,944.00
		GOLDMAN SACHS GROUP INC 3.5% 25/01/23	350,000	340,270.00
		GOLDMAN SACHS GROUP INC 3.625% 23/01/22	300,000	301,152.00
		GOLDMAN SACHS GROUP INC 3.75% 25/05/22	350,000	347,102.00
		GOLDMAN SACHS GROUP INC 5.25% 21/07/27	400,000	445,784.00
		GOLDMAN SACHS GROUP INC 5.95% 18/01/18	500,000	550,520.00
		GOLDMAN SACHS GROUP INC 7.5% 19/02/15	100,000	117,525.00
		GOOGLE INC 3.625% 21/05/19	200,000	214,614.00
		GRUPO TELEVISA SAB 6.625% 25/03/18	150,000	180,661.50
		HALLIBURTON COMPANY 3.25% 21/11/15	100,000	102,150.00
		HALLIBURTON COMPANY 6.15% 19/09/15	200,000	230,418.00
		HARRIS CORPORATION 2.7% 20/04/27	200,000	197,756.00
		HARTFORD FINL SVCS GRP 5.125% 22/04/15	300,000	333,678.00
		HARTFORD FINL SVCS GRP 5.5% 20/03/30	100,000	112,269.00
		HASBRO INC 3.15% 21/05/15	50,000	50,525.00
		HCC Insurance Holdings I 6.3% 19/11/15	50,000	57,202.00
		HCP INC 2.625% 20/02/01	250,000	247,587.50
		HCP INC 3.4% 25/02/01	300,000	279,900.00
		HCP INC 5.375% 21/02/01	100,000	110,459.00
		HCP INC 5.625% 17/05/01	100,000	106,877.00
		HEALTH CARE REIT INC 4% 25/06/01	150,000	148,288.50
		HEALTH CARE REIT INC 4.125% 19/04/01	300,000	318,000.00
		HEALTH CARE REIT INC 5.25% 22/01/15	100,000	109,217.00
		HEALTHCARE TRUST OF AMER 3.375% 21/07/15	50,000	49,778.50
		HERSHEY COMPANY 4.125% 20/12/01	100,000	109,383.00
		HESS CORP 8.125% 19/02/15	75,000	88,893.00
		HEWLETT-PACKARD CO 2.6% 17/09/15	200,000	203,812.00
		HEWLETT-PACKARD CO 2.75% 19/01/14	150,000	151,891.50
		HEWLETT-PACKARD CO 3% 16/09/15	200,000	204,000.00
		HEWLETT-PACKARD CO 3.75% 20/12/01	150,000	155,151.00
		HEWLETT-PACKARD CO 4.3% 21/06/01	250,000	259,762.50
		HEWLETT-PACKARD CO 4.65% 21/12/09	100,000	106,233.00
		HEWLETT-PACKARD CO 5.5% 18/03/01	150,000	164,455.50
		HIGHWOODS REALTY LP 3.2% 21/06/15	150,000	148,938.00
		HJ HEINZ CO 1.6% 17/06/30	30,000	29,993.70
		HJ HEINZ CO 2% 18/07/02	30,000	30,055.50
		HJ HEINZ CO 2.8% 20/07/02	50,000	50,108.00
		HJ HEINZ CO 3.5% 22/07/15	50,000	50,284.00
		HJ HEINZ CO 3.95% 25/07/15	50,000	50,216.50
		HOME DEPOT INC 2.7% 23/04/01	100,000	98,139.00
		HOME DEPOT INC 3.75% 24/02/15	200,000	208,944.00
		HOME DEPOT INC 4.4% 21/04/01	250,000	277,070.00
		HONEYWELL INTERNA 5.3% 18/03/01	200,000	220,426.00
		HONEYWELL INTERNATIONAL 5% 19/02/15	150,000	166,786.50
		HOSPITALITY PROP TRUST 6.7% 18/01/15	100,000	108,287.00
		HOSPITALITY PROPERTIES T 4.5% 25/03/15	150,000	147,895.50
		HOST HOTELS + RESORTS LP 4.75% 23/03/01	50,000	52,863.00
		HOWARD HUGES MEDICAL IN 3.5% 23/09/01	200,000	205,832.00
		HRPT PROPERTIES TRUST 6.25% 17/06/15	75,000	79,102.50
		HSBC BANK USA NA 4.875% 20/08/24	150,000	166,287.00
		HSBC FINANCE CORP 6.676% 21/01/15	300,000	346,950.00
		HSBC HOLDINGS PLC 4% 22/03/30	400,000	420,880.00
		HSBC HOLDINGS PLC 4.25% 24/03/14	200,000	202,068.00
		HSBC USA INC 1.625% 18/01/16	200,000	199,998.00
		HSBC USA INC 1.7% 18/03/05	350,000	349,860.00
		HSBC USA INC 2.35% 20/03/05	400,000	397,512.00
		HUMANA INC 3.85% 24/10/01	150,000	149,748.00
		HUMANA INC. 6.3% 18/08/01	75,000	84,166.50
		HUNTINGTON BANCSHARES 2.6% 18/08/02	100,000	101,531.00
		HUNTINGTON NATIONAL BANK 2.4% 20/04/01	250,000	247,377.50
		HUSKY ENERGY INC 3.95% 22/04/15	100,000	101,050.00
		HUSKY ENERGY INC 7.25% 19/12/15	37,000	43,257.44
		IBM CORP 1.125% 18/02/06	100,000	99,798.00
		IBM CORP 1.625% 20/05/15	200,000	193,384.00
		IBM CORP 1.875% 22/08/01	150,000	140,343.00
		IBM CORP 1.95% 16/07/22	100,000	101,430.00
		IBM CORP 1.95% 19/02/12	300,000	301,524.00
		IBM CORP 3.375% 23/08/01	250,000	252,170.00
		IBM CORP 5.7% 17/09/14	550,000	603,377.50
		ILLINOIS TOOL WORKS INC 0.9% 17/02/25	112,000	112,105.28
		ILLINOIS TOOL WORKS INC 1.95% 19/03/01	150,000	149,881.50
		ILLINOIS TOOL WORKS INC 6.25% 19/04/01	74,000	84,957.18
		ING US INC 5.5% 22/07/15	200,000	224,900.00
		INGERSOLL-RAND GL HLD CO 4.25% 23/06/15	150,000	155,028.00
		INGERSOLL-RAND LUX FINAN 3.55% 24/11/01	100,000	97,928.00
		INGRAM MICRO INC 4.95% 24/12/15	50,000	51,292.50
		INGREDION INC 1.8% 17/09/25	150,000	149,641.50
		INTEL CORP 1.35% 17/12/15	150,000	150,244.50
		INTEL CORP 1.95% 16/10/01	250,000	253,872.50
		INTEL CORP 3.3% 21/10/01	350,000	364,441.00
		INTERCONTINENTALEXCHANGE 4% 23/10/15	100,000	104,419.00
		INTERNATIONAL PAPER CO 3.65% 24/06/15	100,000	98,750.00
		INTERPUBLIC GROUP COS 4% 22/03/15	100,000	102,461.00
		INTESA SANPAOLO SPA 2.375% 17/01/13	200,000	200,656.00
		INTESA SANPAOLO SPA 3.875% 18/01/16	200,000	206,218.00
		INTESA SANPAOLO SPA 3.875% 19/01/15	200,000	206,030.00
		INTL LEASE FINANCE CORP 7.125% 18/09/01	250,000	279,687.50
		INTL PAPER CO 7.5% 21/08/15	300,000	374,898.00
		ITC HOLDINGS CORP 3.65% 24/06/15	25,000	24,902.75
		JABIL CIRCUIT INC 5.625% 20/12/15	200,000	214,622.00
		JB HUNT TRANSPORT SERVIC 3.85% 24/03/15	50,000	51,557.50
		JEFFERIES GROUP LLC 5.125% 18/04/13	150,000	159,459.00
		JEFFERIES GROUP LLC 8.5% 19/07/15	92,000	110,288.68
		JERSEY CENTRAL PWR & LT 5.65% 17/06/01	200,000	215,132.00
		JM SMUCKER CO 3.5% 25/03/15	100,000	97,935.00
		JM SMUCKER CO 3.5% 25/03/15	100,000	97,935.00
		JOHN DEERE CAPITAL CORP 1.125% 17/06/12	200,000	200,090.00
		JOHN DEERE CAPITAL CORP 1.3% 18/03/12	250,000	249,832.50
		JOHN DEERE CAPITAL CORP 1.55% 17/12/15	100,000	100,543.00
		JOHN DEERE CAPITAL CORP 2.05% 20/03/10	150,000	149,188.50
		JOHN DEERE CAPITAL CORP 2.8% 17/09/18	100,000	103,671.00
		JOHN DEERE CAPITAL CORP 2.8% 21/03/04	100,000	101,580.00
		JOHN DEERE CAPITAL CORP 3.15% 21/10/15	200,000	206,042.00
		JOHN DEERE CAPITAL CORP 3.35% 24/06/12	150,000	152,413.50
		JOHNSON & JOHNSON 1.875% 19/12/05	300,000	301,926.00
		JOHNSON & JOHNSON 5.55% 17/08/15	150,000	164,313.00
		JOHNSON CONTROLS INC 3.75% 21/12/01	200,000	205,998.00
		JOHNSON CONTROLS INC 5% 20/03/30	100,000	109,984.00
		JP MORGAN CHASE & CO 3.875% 24/09/10	400,000	393,732.00
		JPMORGAN CHASE & CO 1.35% 17/02/15	500,000	500,850.00
		JPMORGAN CHASE & CO 1.7% 18/03/01	500,000	499,415.00
		JPMORGAN CHASE & CO 2.2% 19/10/22	500,000	495,905.00
		JPMORGAN CHASE & CO 2.25% 20/01/23	500,000	493,150.00
		JPMORGAN CHASE & CO 3.125% 25/01/23	250,000	239,102.50
		JPMORGAN CHASE & CO 3.15% 16/07/05	250,000	255,167.50
		JPMORGAN CHASE & CO 3.2% 23/01/25	500,000	495,000.00
		JPMORGAN CHASE & CO 3.25% 22/09/23	600,000	597,264.00
		JPMORGAN CHASE & CO 3.375% 23/05/01	500,000	487,030.00
		JPMORGAN CHASE & CO 4.4% 20/07/22	250,000	270,170.00
		JPMORGAN CHASE & CO 4.95% 20/03/25	400,000	441,808.00
		JPMORGAN CHASE & CO 6% 18/01/15	600,000	661,314.00
		JPMORGAN CHASE BA 6% 17/10/01	500,000	545,575.00
		JUNIPER NETWORKS INC 4.5% 24/03/15	50,000	50,349.50
		KANSAS CITY POWER & LT 3.15% 23/03/15	79,000	77,667.27
		KANSAS CITY POWER 6.375% 18/03/01	100,000	112,042.00
		KELLOGG CO 4% 20/12/15	132,000	140,684.28
		KENNAMETAL INC 2.65% 19/11/01	100,000	99,485.00
		KEY BANK NA 1.65% 18/02/01	250,000	250,587.50
		KEY BANK NA 1.7% 18/06/01	250,000	250,450.00
		KIMBERLY-CLARK CORP 1.85% 20/03/01	300,000	296,670.00
		KIMBERLY-CLARK CORP 2.65% 25/03/01	100,000	96,915.00
		KIMCO REALTY CORP 5.7% 17/05/01	100,000	107,416.00
		KINDER MORGAN ENER PART 2.65% 19/02/01	250,000	248,302.50
		KINDER MORGAN ENER PART 3.5% 21/03/01	40,000	39,410.40
		KINDER MORGAN ENER PART 3.95% 22/09/01	250,000	243,970.00
		KINDER MORGAN ENER PART 4.15% 22/03/01	100,000	99,988.00
		KINDER MORGAN ENER PART 5.95% 18/02/15	250,000	273,665.00
		KINDER MORGAN ENER PART 6% 17/02/01	15,000	15,971.40
		KINDER MORGAN INC/DE 3.05% 19/12/01	250,000	250,070.00
		KINDER MORGAN INC/DELAWA 2% 17/12/01	200,000	199,532.00
		KINROSS GOLD CORP 5.95% 24/03/15	150,000	142,191.00
		KLA-TENCOR CORP 3.375% 19/11/01	48,000	49,238.40
		KLA-TENCOR CORP 4.125% 21/11/01	229,000	234,260.13
		KONINKLIJKE PHILIPS NV 5.75% 18/03/11	150,000	164,833.50
		KRAFT FOODS GROUP INC 2.25% 17/06/05	200,000	203,008.00
		KRAFT FOODS GROUP INC 3.5% 22/06/06	100,000	100,569.00
		KRAFT FOODS GROUP INC 5.375% 20/02/10	200,000	223,114.00
		KRAFT FOODS INC 6.125% 18/02/01	150,000	166,812.00
		KROGER CO/THE 1.2% 16/10/17	200,000	199,934.00
		KROGER CO/THE 3.4% 22/04/15	100,000	100,862.00
		L-3 COMMUNICATIONS CORP 4.95% 21/02/15	200,000	212,482.00
		L-3 COMMUNICATIONS CORP 5.2% 19/10/15	75,000	82,032.00
		LABORATORY CORP OF AMER 2.625% 20/02/01	200,000	199,128.00
		LABORATORY CORP OF AMERI 3.2% 22/02/01	100,000	98,768.00
		LABORATORY CORP OF AMERI 4% 23/11/01	50,000	50,996.00
		LAM RESEARCH CORP 2.75% 20/03/15	150,000	149,134.50
		LEGG MASON INC 2.7% 19/07/15	50,000	50,555.00
		LEGGETT & PLATT INC 3.4% 22/08/15	50,000	49,037.00
		LEUCADIA NATIONAL CORP 5.5% 23/10/18	80,000	82,118.40
		LEXMARK INTL INC 6.65% 18/06/01	50,000	55,048.50
		LIBERTY PROPERTY 6.625% 17/10/01	75,000	82,707.75
		LIBERTY PROPERTY LP 4.4% 24/02/15	150,000	153,457.50
		LINCOLN NATIONAL CORP 3.35% 25/03/09	150,000	146,107.50
		LLOYDS BANK PLC 1.75% 18/05/14	250,000	250,030.00
		LLOYDS BANK PLC 2.4% 20/03/17	300,000	300,093.00
		LLOYDS TSB BANK PLC 6.375% 21/01/21	100,000	118,151.00
		LOCKHEED MARTIN CORP 3.35% 21/09/15	200,000	205,816.00
		LOCKHEED MARTIN CORP 4.25% 19/11/15	100,000	108,967.00
		LOEWS CORP 2.625% 23/05/15	150,000	143,392.50
		LORILLARD TOBACCO CO 3.5% 16/08/04	150,000	153,366.00
		LORILLARD TOBACCO CO 3.75% 23/05/20	100,000	97,724.00
		LORILLARD TOBACCO CO 6.875% 20/05/01	100,000	116,568.00
		LOWE'S COMPANIES INC 3.12% 22/04/15	200,000	202,160.00
		LOWE'S COMPANIES INC 4.625% 20/04/15	250,000	274,130.00
		LUBRIZOL CORP 8.875% 19/02/01	50,000	61,475.50
		LYB INTL FINANCE BV 4% 23/07/15	60,000	61,524.60
		LYONDELLBASELL IND NV 6% 21/11/15	300,000	343,221.00
		MACK-CALI REALTY LP 2.5% 17/12/15	100,000	100,478.00
		MACYS RETAIL HLDGS INC 2.875% 23/02/15	100,000	96,473.00
		MACYS RETAIL HLDGS INC 3.625% 24/06/01	100,000	99,724.00
		MACYS RETAIL HLDGS INC 4.375% 23/09/01	60,000	63,392.40
		MACYS RETAIL HOLD 5.9% 16/12/01	100,000	106,504.00
		MAGELLAN MIDSTREAM PARTN 6.55% 19/07/15	100,000	114,873.00
		MANUF & TRADERS TRUST CO 2.1% 20/02/06	250,000	247,282.50
		MANUF & TRADERS TRUST CO 2.9% 25/02/06	250,000	237,087.50
		MARATHON OIL CORP 2.8% 22/11/01	150,000	142,156.50
		MARATHON OIL CORP 6% 17/10/01	100,000	109,321.00
		MARATHON PETROLEUM CORP 3.625% 24/09/15	100,000	99,139.00
		MARKEL CORPORATION 4.9% 22/07/01	70,000	75,540.50
		MARRIOTT INTERNATIONAL 3.125% 21/10/15	100,000	100,122.00
		MARRIOTT INTERNATIONAL 3.25% 22/09/15	100,000	99,042.00
		MARSH & MCLENNAN COS INC 2.35% 19/09/10	150,000	150,798.00
		MARSH & MCLENNAN COS INC 2.35% 20/03/06	100,000	99,834.00
		MARSH & MCLENNAN COS INC 4.8% 21/07/15	100,000	110,805.00
		MARTIN MARIETTA MATERIAL 4.25% 24/07/02	30,000	30,545.40
		MASTERCARD INC 3.375% 24/04/01	200,000	203,992.00
		MATTEL INC 2.35% 19/05/06	24,000	23,867.28
		MATTEL INC 2.5% 16/11/01	60,000	60,966.60
		MAXIM INTEGRATED PRODUCT 2.5% 18/11/15	50,000	50,470.50
		MCDONALD'S CORP 2.625% 22/01/15	100,000	97,734.00
		MCDONALD'S CORP 3.25% 24/06/10	100,000	99,681.00
		MCDONALD'S CORP 5.35% 18/03/01	300,000	328,980.00
		MCGRAW HILL FINANCIAL IN 4% 25/06/15	50,000	50,113.00
		MCKESSON CORP 1.4% 18/03/15	200,000	197,998.00
		MCKESSON CORP 2.284% 19/03/15	300,000	300,012.00
		MCKESSON CORP 3.796% 24/03/15	100,000	101,257.00
		MEAD JOHNSON NUTRITION C 4.9% 19/11/01	50,000	54,640.00
		MEDCO HEALTH SOLUTIONS I 7.125% 18/03/15	50,000	56,647.00
		MEDTRONIC INC 1.375% 18/04/01	250,000	249,400.00
		MEDTRONIC INC 2.5% 20/03/15	200,000	201,030.00
		MEDTRONIC INC 2.75% 23/04/01	200,000	194,002.00
		MEDTRONIC INC 3.15% 22/03/15	400,000	403,004.00
		MEDTRONIC INC 3.5% 25/03/15	200,000	200,624.00
		MEDTRONIC INC 3.625% 24/03/15	100,000	102,733.00
		MEDTRONIC INC 4.45% 20/03/15	200,000	218,860.00
		MERCK & CO INC 1.3% 18/05/18	250,000	249,647.50
		MERCK & CO INC 2.4% 22/09/15	300,000	289,188.00
		MERCK & CO INC 2.75% 25/02/10	100,000	95,824.00
		MERCK & CO INC 2.8% 23/05/18	200,000	197,200.00
		MERCK & CO INC 3.875% 21/01/15	250,000	267,935.00
		MERRILL LYNCH & CO 6.875% 18/04/25	250,000	282,680.00
		METHANEX CORP 3.25% 19/12/15	60,000	60,460.80
		METLIFE INC 4.368% 23/09/15	100,000	106,097.00
		METLIFE INC 4.75% 21/02/08	300,000	331,461.00
		METLIFE INC 7.717% 19/02/15	300,000	358,455.00
		MICROSOFT CORP 0.875% 17/11/15	100,000	99,790.00
		MICROSOFT CORP 1.625% 18/12/06	300,000	302,673.00
		MICROSOFT CORP 2.375% 22/02/12	250,000	246,110.00
		MICROSOFT CORP 2.7% 25/02/12	250,000	240,832.50
		MICROSOFT CORP 3% 20/10/01	100,000	104,257.00
		MICROSOFT CORP 3.625% 23/12/15	250,000	261,132.50
		MOHAWK INDUSTRIES INC 3.85% 23/02/01	150,000	149,790.00
		MONDELEZ INTERNATIONAL 2.25% 19/02/01	200,000	200,914.00
		MONDELEZ INTERNATIONAL 4% 24/02/01	100,000	103,347.00
		MONSANTO CO 2.2% 22/07/15	50,000	45,785.00
		MONSANTO CO 3.375% 24/07/15	200,000	191,266.00
		MOODY'S CORPORATION 5.5% 20/09/01	100,000	112,479.00
		MORGAN STANLEY 1.875% 18/01/05	500,000	502,045.00
		MORGAN STANLEY 2.65% 20/01/27	550,000	551,226.50
		MORGAN STANLEY 3.7% 24/10/23	450,000	449,410.50
		MORGAN STANLEY 3.75% 23/02/25	200,000	203,160.00
		MORGAN STANLEY 4.1% 23/05/22	500,000	503,280.00
		MORGAN STANLEY 4.75% 17/03/22	400,000	421,720.00
		MORGAN STANLEY 5.5% 20/07/24	250,000	281,170.00
		MORGAN STANLEY 5.625% 19/09/23	250,000	280,340.00
		MORGAN STANLEY 5.75% 21/01/25	350,000	398,758.50
		MORGAN STANLEY 6.25% 17/08/28	350,000	383,579.00
		MORGAN STANLEY 6.625% 18/04/01	200,000	224,956.00
		MORGAN STANLEY 7.3% 19/05/13	600,000	706,050.00
		MOSAIC CO 4.25% 23/11/15	100,000	103,098.00
		MOTOROLA SOLUTIONS INC 3.5% 23/03/01	200,000	189,038.00
		MOTOROLA SOLUTIONS INC 4% 24/09/01	100,000	97,225.00
		MUFG AMERICAS HLDGS CORP 2.25% 20/02/10	89,000	88,148.27
		MURPHY OIL CORP 2.5% 17/12/01	150,000	149,461.50
		MURRAY ST INV TRUST I 4.647% 17/03/09	500,000	525,080.00
		MYLAN INC 1.35% 16/11/29	250,000	249,400.00
		NABORS INDUSTRIES INC 5.1% 23/09/15	150,000	149,728.50
		NABORS INDUSTRIES INC 9.25% 19/01/15	100,000	115,132.00
		NASDAQ OMX GROUP 5.55% 20/01/15	100,000	110,883.00
		NATIONAL AUSTRALIA BK LT 2.3% 18/07/25	250,000	254,477.50
		NATIONAL FUEL GAS 5.2% 25/07/15	150,000	152,391.00
		NATIONAL OILWELL VARCO I 2.6% 22/12/01	150,000	142,305.00
		NATIONAL RURAL UTIL COOP 0.95% 17/04/24	201,000	200,819.10
		NATIONAL RURAL UTIL COOP 10.375% 18/11/01	200,000	254,612.00
		NATIONAL RURAL UTILITIES 2% 20/01/27	200,000	197,578.00
		NATL RETAIL PROPERTIES 3.8% 22/10/15	100,000	100,787.00
		NBCUNIVERSAL MEDIA LLC 2.875% 23/01/15	100,000	97,252.00
		NBCUNIVERSAL MEDIA LLC 4.375% 21/04/01	250,000	270,890.00
		NETAPP INC 3.375% 21/06/15	200,000	197,014.00
		NEWELL RUBBERMAID INC 2.875% 19/12/01	254,000	257,261.36
		NEWMONT MINING CORP 3.5% 22/03/15	300,000	285,591.00
		NEXTERA ENERGY CAPITAL 1.586% 17/06/01	250,000	250,482.50
		NEXTERA ENERGY CAPITAL 2.4% 19/09/15	150,000	150,157.50
		NIKE INC 2.25% 23/05/01	50,000	48,046.00
		NIPPON TELEGR & TELEPH 1.4% 17/07/18	250,000	250,515.00
		NISOURCE FINANCE CORP 3.85% 23/02/15	200,000	206,178.00
		NISOURCE FINANCE CORP 6.4% 18/03/15	105,000	117,748.05
		NOBLE ENERGY INC 3.9% 24/11/15	150,000	146,872.50
		NOBLE ENERGY INC 4.15% 21/12/15	100,000	103,960.00
		NOBLE HOLDING INTL LTD 4.9% 20/08/01	150,000	153,888.00
		NOBLE HOLDING INTL LTD 5.95% 25/04/01	100,000	96,408.00
		NOMURA HOLDINGS INC 2.75% 19/03/19	250,000	252,597.50
		NOMURA HOLDINGS INC 6.7% 20/03/04	150,000	176,176.50
		NORDSTROM INC 4.75% 20/05/01	100,000	111,010.00
		NORFOLK SOUTHERN CORP 2.903% 23/02/15	200,000	193,904.00
		NORFOLK SOUTHERN CORP 5.75% 18/04/01	100,000	110,595.00
		NORTHERN STATES PWR-MINN 5.25% 18/03/01	250,000	275,142.50
		NORTHERN TRUST CORP 3.375% 21/08/23	50,000	52,432.00
		NORTHROP GRUMMAN CORP 3.25% 23/08/01	150,000	147,582.00
		NORTHROP GRUMMAN CORP 3.5% 21/03/15	200,000	206,836.00
		NOVARTIS CAPITAL CORP 3.4% 24/05/06	350,000	355,694.50
		NOVARTIS SECS INVEST LTD 5.125% 19/02/10	400,000	445,040.00
		NSTAR 4.5% 19/11/15	75,000	82,086.00
		NUCOR CORP 4% 23/08/01	150,000	150,990.00
		NUCOR CORP 5.75% 17/12/01	100,000	109,651.00
		NYSE HOLDINGS LLC 2% 17/10/05	150,000	151,828.50
		OCCIDENTAL PETROLEUM COR 1.5% 18/02/15	100,000	99,784.00
		OCCIDENTAL PETROLEUM COR 1.75% 17/02/15	250,000	252,522.50
		OCCIDENTAL PETROLEUM COR 4.1% 21/02/01	200,000	216,020.00
		OMEGA HLTHCARE INVESTORS 4.95% 24/04/01	100,000	102,349.00
		OMNICOM GROUP INC 3.625% 22/05/01	150,000	151,371.00
		OMNICOM GROUP INC 6.25% 19/07/15	200,000	229,258.00
		ONCOR ELECTRIC DELIVERY 2.95% 25/04/01	100,000	96,129.00
		ONCOR ELECTRIC DELIVERY 6.8% 18/09/01	100,000	115,816.00
		ONEOK PARTNERS LP 2% 17/10/01	100,000	100,299.00
		ONEOK PARTNERS LP 3.2% 18/09/15	150,000	153,613.50
		ONEOK PARTNERS LP 3.375% 22/10/01	200,000	183,632.00
		ORACLE CORP 1.2% 17/10/15	250,000	249,937.50
		ORACLE CORP 2.25% 19/10/08	350,000	353,069.50
		ORACLE CORP 2.375% 19/01/15	250,000	254,752.50
		ORACLE CORP 2.5% 22/05/15	150,000	146,442.00
		ORACLE CORP 2.5% 22/10/15	250,000	241,722.50
		ORACLE CORP 2.8% 21/07/08	150,000	151,833.00
		ORACLE CORP 2.95% 25/05/15	300,000	289,116.00
		ORACLE CORP 3.625% 23/07/15	150,000	154,455.00
		ORACLE CORP 5.75% 18/04/15	200,000	222,860.00
		ORANGE SA 2.75% 19/02/06	300,000	305,388.00
		O'REILLY AUTOMOTIVE INC 4.625% 21/09/15	100,000	109,866.00
		OWENS CORNING 4.2% 22/12/15	150,000	152,031.00
		PACCAR FINANCIAL CORP 1.1% 17/06/06	100,000	100,176.00
		PACCAR FINANCIAL CORP 1.4% 18/05/18	100,000	100,012.00
		PACIFIC GAS & ELECTRIC 2.45% 22/08/15	150,000	142,444.50
		PACIFIC GAS & ELECTRIC 3.5% 25/06/15	150,000	150,690.00
		PACIFIC GAS & ELECTRIC 3.75% 24/02/15	100,000	102,953.00
		PACIFIC GAS & ELECTRIC 4.25% 21/05/15	100,000	107,009.00
		PACIFICORP 3.85% 21/06/15	300,000	320,265.00
		PACIFICORP 5.65% 18/07/15	150,000	167,575.50
		PACKAGING CORP OF AMERIC 3.65% 24/09/15	200,000	194,194.00
		PANHANDLE EAST PIPE LINE 7% 18/06/15	100,000	112,244.00
		PARKER-HANNIFIN CORP 3.3% 24/11/21	150,000	150,871.50
		PECO ENERGY CO 5.35% 18/03/01	250,000	274,830.00
		PENN VIRGINIA RESOURCE 6.5% 21/05/15	150,000	159,375.00
		PEPSICO INC 0.95% 17/02/22	150,000	150,093.00
		PEPSICO INC 1.25% 17/08/13	250,000	250,610.00
		PEPSICO INC 1.85% 20/04/30	300,000	297,099.00
		PEPSICO INC 2.75% 25/04/30	250,000	239,655.00
		PEPSICO INC 3% 21/08/25	300,000	308,322.00
		PEPSICO INC 3.6% 24/03/01	100,000	103,059.00
		PERRIGO CO PLC 2.3% 18/11/08	250,000	250,510.00
		PFIZER INC 1.1% 17/05/15	250,000	250,447.50
		PFIZER INC 2.1% 19/05/15	200,000	201,822.00
		PFIZER INC 3.4% 24/05/15	200,000	202,570.00
		PFIZER INC 6.2% 19/03/15	350,000	400,512.00
		PHILIP MORRIS INT 5.65% 18/05/16	200,000	222,298.00
		PHILIP MORRIS INTL INC 2.5% 22/08/22	250,000	240,940.00
		PHILIP MORRIS INTL INC 4.5% 20/03/26	300,000	329,481.00
		PHILIP MORTOR INTERNATIO 3.25% 24/11/10	100,000	98,639.00
		PHILIPS ELECTRONICS NV 3.75% 22/03/15	100,000	101,108.00
		PHILLIPS 66 2.95% 17/05/01	200,000	205,260.00
		PHILLIPS 66 4.3% 22/04/01	100,000	105,358.00
		PIONEER NATURAL RESOURCE 3.95% 22/07/15	100,000	100,231.00
		PIONEER NATURAL RESOURCE 6.65% 17/03/15	200,000	216,226.00
		PITNEY BOWES INC 6.25% 19/03/15	100,000	112,113.00
		PLAINS ALL AMER PIPELINE 2.6% 19/12/15	200,000	199,602.00
		PLAINS ALL AMER PIPELINE 3.6% 24/11/01	200,000	193,056.00
		PLAINS ALL AMER PIPELINE 5% 21/02/01	100,000	108,697.00
		PLATINUM UNDERWRTRS FIN 7.5% 17/06/01	100,000	109,632.00
		PNC BANK NA 1.125% 17/01/27	500,000	500,315.00
		PNC BANK NA 2.4% 19/10/18	250,000	251,587.50
		PNC BANK NA 2.7% 22/11/01	300,000	288,378.00
		PNC BANK NA 3.25% 25/06/01	250,000	245,195.00
		PNC BANK NA 3.8% 23/07/25	250,000	256,630.00
		PNC FUNDING CORP 2.7% 16/09/19	100,000	101,783.00
		PNC FUNDING CORP 5.125% 20/02/08	200,000	224,150.00
		PNC FUNDING CORP 5.625% 17/02/01	150,000	159,352.50
		POTASH CORP-SASKATCHEWAN 3% 25/04/01	200,000	189,028.00
		PPL CAPITAL FUNDING INC 3.95% 24/03/15	100,000	103,616.00
		PPL CAPITAL FUNDING INC 4.2% 22/06/15	150,000	158,109.00
		PPL ELECTRIC UTILITIES 3% 21/09/15	150,000	152,343.00
		PRAXAIR INC 1.25% 18/11/07	200,000	197,650.00
		PRAXAIR INC 2.2% 22/08/15	100,000	95,412.00
		PRAXAIR INC 3% 21/09/01	150,000	155,035.50
		PRECISION CASTPARTS CORP 1.25% 18/01/15	250,000	248,925.00
		PRINCIPAL FINANCIAL GRO 4.7% 20/05/15	100,000	98,688.00
		PROCTER & GAMBLE CO/THE 1.6% 18/11/15	250,000	252,560.00
		PROCTER & GAMBLE CO/THE 3.1% 23/08/15	200,000	202,770.00
		PROCTER & GAMBLE CO/THE 4.7% 19/02/15	150,000	165,409.50
		PROGRESS ENERGY CAROLINA 3% 21/09/15	100,000	102,306.00
		PROGRESSIVE CORP 3.75% 21/08/23	50,000	53,504.00
		PROLOGIS LP 3.35% 21/02/01	200,000	203,090.00
		PROLOGIS LP 4.25% 23/08/15	100,000	102,676.00
		PRUDENTIAL FINANC 6% 17/12/01	150,000	165,532.50
		PRUDENTIAL FINANCIAL INC 3.5% 24/05/15	100,000	98,751.00
		PRUDENTIAL FINANCIAL INC 4.5% 21/11/16	250,000	273,047.50
		PRUDENTIAL FINANCIAL INC 5.625% 23/06/15	250,000	258,125.00
		PUBLIC SERVICE COLORADO 2.9% 25/05/15	150,000	145,713.00
		PUBLIC SERVICE COLORADO 3.2% 20/11/15	100,000	104,457.00
		PUBLIC SERVICE ELECTRIC 1.8% 19/06/01	300,000	296,796.00
		PUBLIC SERVICE ELECTRIC 3% 25/05/15	150,000	147,465.00
		PUGET ENERGY INC 6% 21/09/01	100,000	114,860.00
		QUALCOMM INC 1.4% 18/05/18	98,000	97,916.70
		QUALCOMM INC 2.25% 20/05/20	100,000	99,896.00
		QUALCOMM INC 3.45% 25/05/20	350,000	341,089.00
		QUEST DIAGNOSTIC INC 4.75% 20/01/30	100,000	109,084.00
		QUEST DIAGNOSTICS INC 3.5% 25/03/30	200,000	190,280.00
		QVC INC 3.125% 19/04/01	67,000	66,677.73
		QVC INC 4.85% 24/04/01	100,000	99,458.00
		QWEST CORP 6.5% 17/06/01	250,000	268,125.00
		RABOBANK NEDERLAND 3.875% 22/02/08	500,000	520,400.00
		RABOBANK NEDERLAND 4.625% 23/12/01	250,000	258,837.50
		RABOBANK NEDERLAND NY 2.25% 20/01/14	300,000	299,841.00
		RABOBANK NEDERLAND UTREC 3.375% 17/01/19	300,000	309,891.00
		RAYNOLDS AMERICAN INC 4.45% 25/06/12	200,000	203,122.00
		RAYTHEON CO 6.75% 18/03/15	25,000	28,521.25
		RAYTHEON COMPANY 2.5% 22/12/15	100,000	97,665.00
		RAYTHEON COMPANY 3.125% 20/10/15	150,000	155,766.00
		REALTY INCOME CORP 3.875% 24/07/15	150,000	150,042.00
		REALTY INCOME CORP 5.75% 21/01/15	100,000	112,726.00
		REGENCY CENTERS LP 4.8% 21/04/15	100,000	108,687.00
		REGIONS FINANCIAL CORP 2% 18/05/15	150,000	149,853.00
		REINSURANCE GRP OF AMER 6.45% 19/11/15	100,000	115,374.00
		RELIANCE STEEL & ALUM 4.5% 23/04/15	100,000	98,954.00
		RELX CAPITAL INC 3.125% 22/10/15	200,000	195,334.00
		REPUBLIC SERVICES INC 3.2% 25/03/15	200,000	194,126.00
		REPUBLIC SERVICES INC 3.55% 22/06/01	150,000	151,644.00
		REPUBLIC SERVICES INC 3.8% 18/05/15	100,000	105,531.00
		REYNOLDS AMERICAN 4% 22/06/12	200,000	204,160.00
		REYNOLDS AMERICAN INC 2.3% 18/06/12	40,000	40,444.40
		REYNOLDS AMERICAN INC 3.25% 20/06/12	60,000	61,167.60
		REYNOLDS AMERICAN INC 3.25% 22/11/01	100,000	96,141.00
		RIO TINTO FIN USA LTD 3.5% 22/03/22	100,000	99,811.00
		RIO TINTO FIN USA LTD 3.75% 21/09/20	250,000	259,107.50
		RIO TINTO FIN USA LTD 9% 19/05/01	300,000	374,001.00
		RIO TINTO FIN USA PLC 1.625% 17/08/21	300,000	299,529.00
		ROCK-TENN CO 3.5% 20/03/01	200,000	206,542.00
		ROCKWELL AUTOMATION 2.875% 25/03/01	150,000	145,845.00
		ROGERS COMMUNICATIONS 6.8% 18/08/15	100,000	114,276.00
		ROPER INDUSTRIES INC 6.25% 19/09/01	50,000	57,006.00
		ROPER TECHNOLOGIES INC 3.125% 22/11/15	150,000	145,519.50
		ROWAN COMPANIES INC 4.875% 22/06/01	150,000	148,642.50
		ROWAN COMPANIES INC 7.875% 19/08/01	75,000	85,067.25
		ROYAL BANK OF CANADA 1.2% 17/01/23	350,000	351,606.50
		ROYAL BANK OF CANADA 2.15% 20/03/06	100,000	100,080.00
		ROYAL BANK OF CANADA 2.2% 18/07/27	500,000	508,180.00
		ROYAL BANK OF CANADA 2.3% 16/07/20	100,000	101,575.00
		ROYAL BANK OF SCOTLAND 1.875% 17/03/31	250,000	249,052.50
		ROYAL BK SCOTLND GRP PLC 6.4% 19/10/21	100,000	111,924.00
		RPM INTERNATIONAL INC 6.125% 19/10/15	50,000	56,335.50
		RYDER SYSTEM INC 2.5% 20/05/11	250,000	248,782.50
		RYDER SYSTEM INC 2.65% 20/03/02	100,000	100,074.00
		SANOFI 1.25% 18/04/10	200,000	199,434.00
		SANOFI-AVENTIS 4% 21/03/29	100,000	107,297.00
		SANTANDER BANK NA 2% 18/01/12	250,000	250,027.50
		SANTANDER HOLDINGS USA 2.65% 20/04/17	100,000	98,751.00
		SCHLUMBERGER INVESTMENT 3.65% 23/12/01	200,000	206,814.00
		SCRIPPS NETWORKS INTERA 2.7% 16/12/15	100,000	102,028.00
		SEAGATE HDD CAYMAN 3.75% 18/11/15	200,000	207,848.00
		SEAGATE HDD CAYMAN 4.75% 23/06/01	100,000	101,929.00
		SELECT INCOME REIT 3.6% 20/02/01	150,000	153,846.00
		SEMPRA ENERGY 2.4% 20/03/15	150,000	149,061.00
		SEMPRA ENERGY 2.875% 22/10/01	100,000	97,406.00
		SENIOR HOUSING PROPERTIE 3.25% 19/05/01	50,000	50,129.00
		SESI LLC 6.375% 19/05/01	200,000	204,750.00
		SHELL INTERNATIONAL FIN 0.9% 16/11/15	150,000	150,436.50
		SHELL INTERNATIONAL FIN 1.125% 17/08/21	100,000	100,070.00
		SHELL INTERNATIONAL FIN 2.125% 20/05/11	600,000	600,606.00
		SHELL INTERNATIONAL FIN 2.375% 22/08/21	50,000	48,399.50
		SHELL INTERNATIONAL FIN 3.25% 25/05/11	150,000	148,608.00
		SHELL INTERNATIONAL FIN 3.4% 23/08/12	250,000	256,375.00
		SHELL INTERNATIONAL FIN 4.375% 20/03/25	150,000	164,884.50
		SHERWIN WILLIAMS CO 1.35% 17/12/15	150,000	149,836.50
		SIMON PROPERTY GROUP LP 2.15% 17/09/15	250,000	254,392.50
		SIMON PROPERTY GROUP LP 3.75% 24/02/01	250,000	256,625.00
		SIMON PROPERTY GROUP LP 4.125% 21/12/01	200,000	215,302.00
		SIMON PROPERTY GROUP LP 5.65% 20/02/01	250,000	285,270.00
		SMUCKER (J.M.) CO 3.5% 21/10/15	150,000	154,761.00
		SOCIETE GENERALE 2.75% 17/10/12	100,000	102,366.00
		SOUTH CAROLINA ELEC&GAS 6.5% 18/11/01	75,000	86,636.25
		SOUTHERN CAL EDISON 1.125% 17/05/01	75,000	75,018.00
		SOUTHERN CAL EDISON 2.4% 22/02/01	200,000	195,192.00
		SOUTHERN CALIF GAS CO 3.15% 24/09/15	100,000	100,105.00
		SOUTHERN CALIF GAS CO 3.2% 25/06/15	150,000	150,730.50
		SOUTHERN CO 2.75% 20/06/15	100,000	100,349.00
		SOUTHERN CO/THE 2.15% 19/09/01	200,000	198,372.00
		SOUTHERN COPPER CORP 3.5% 22/11/08	67,000	65,157.50
		SOUTHWEST AIRLINES CO 5.75% 16/12/15	100,000	106,383.00
		SOUTHWESTERN ENERGY CO 3.3% 18/01/23	100,000	102,674.00
		SOUTHWESTERN ENERGY CO 4.95% 25/01/23	100,000	100,215.00
		SPECTRA ENERGY CAPITAL 3.3% 23/03/15	150,000	137,865.00
		SPECTRA ENERGY PARTNERS 3.5% 25/03/15	150,000	142,969.50
		SPECTRA ENERGY PARTNERS 4.6% 21/06/15	100,000	107,367.00
		SPECTRA ENERGY PARTNERS 4.75% 24/03/15	150,000	158,619.00
		STANCORP FINANCIAL GROUP 5% 22/08/15	100,000	105,007.00
		STANLEY BLACK & DECKER I 2.9% 22/11/01	100,000	98,050.00
		STAPLES INC 2.75% 18/01/12	150,000	151,735.50
		STARBUCKS CORP 2% 18/12/05	200,000	203,440.00
		STARWOOD HOTELS & RESORT 3.75% 25/03/15	100,000	97,449.00
		STARWOOD HOTELS & RESORT 6.75% 18/05/15	100,000	112,189.00
		STRYKER CORP 2% 16/09/30	145,000	146,650.10
		STRYKER CORP 4.375% 20/01/15	50,000	54,899.50
		SUMITOMO MITSUI BANKING 1.3% 17/01/10	250,000	249,537.50
		SUMITOMO MITSUI BANKING 2.45% 19/01/10	250,000	251,940.00
		SUMITOMO MITSUI BANKING 2.45% 20/01/16	250,000	250,717.50
		SUMITOMO MITSUI BANKING 3.4% 24/07/11	150,000	150,714.00
		SUNCOR ENERGY INC 3.6% 24/12/01	75,000	74,635.50
		SUNCOR ENERGY INC 6.1% 18/06/01	200,000	223,342.00
		SUNOCO LOGISTICS PARTNER 4.25% 24/04/01	60,000	58,623.60
		SUNTRUST BANK 1.35% 17/02/15	200,000	200,130.00
		SUNTRUST BANKS INC 2.35% 18/11/01	100,000	100,942.00
		SUNTRUST BANKS INC 2.5% 19/05/01	150,000	151,155.00
		SVB FINANCIAL GROUP 3.5% 25/01/29	150,000	145,240.50
		SVENSKA HANDELSBANKEN AB 2.25% 19/06/17	250,000	251,427.50
		SVENSKA HANDELSBANKEN AB 2.875% 17/04/04	250,000	257,447.50
		SYMANTEC CORP 4.2% 20/09/15	100,000	104,350.00
		SYNCHRONY FINANCIAL 1.875% 17/08/15	120,000	120,056.40
		SYNCHRONY FINANCIAL 3.75% 21/08/15	200,000	201,348.00
		SYNGENTA FINANCE NV 3.125% 22/03/28	100,000	98,648.00
		SYSCO CORPORATION 3.5% 24/10/02	200,000	202,000.00
		SYSCO CORPORATION 5.375% 19/03/17	100,000	112,574.00
		TALISMAN ENERGY 3.75% 21/02/01	150,000	149,569.50
		TANGER PROPERTIES L.P. 6.125% 20/06/01	100,000	114,269.00
		TARGET CORP 2.3% 19/06/26	200,000	203,164.00
		TARGET CORP 3.5% 24/07/01	200,000	205,408.00
		TARGET CORP 5.375% 17/05/01	150,000	161,682.00
		TARGET CORP 6% 18/01/15	150,000	166,695.00
		TD AMERITRADE HOLDING CO 3.625% 25/04/01	100,000	101,189.00
		TECK RESOURCES LIMITED 2.5% 18/02/01	100,000	97,284.00
		TECK RESOURCES LIMITED 4.75% 22/01/15	150,000	135,508.50
		TECO FINANCE INC 5.15% 20/03/15	100,000	111,665.00
		TELEFONICA EMISIONES SAU 3.192% 18/04/27	550,000	566,456.00
		TELEFONICA EMISIONES SAU 4.57% 23/04/27	200,000	210,612.00
		TEVA PHARM FIN IV BV 3.65% 21/11/10	150,000	152,904.00
		TEVA PHARMACEUT FIN BV 2.4% 16/11/10	250,000	253,885.00
		TEXAS INSTRUMENTS INC 1% 18/05/01	100,000	99,123.00
		TEXAS INSTRUMENTS INC 1.75% 20/05/01	200,000	197,022.00
		TEXTRON INC 4.3% 24/03/01	115,000	119,669.00
		THE COCA-COLA COMPANY 3.2% 23/11/01	150,000	151,840.50
		THE KROGER CO. 2.95% 21/11/01	100,000	100,040.00
		THERMO FISHER SCIENTIFIC 1.85% 18/01/15	350,000	350,038.50
		THERMO FISHER SCIENTIFIC 3.3% 22/02/15	50,000	49,586.00
		THERMO FISHER SCIENTIFIC 3.6% 21/08/15	350,000	356,422.50
		THERMO FISHER SCIENTIFIC 4.5% 21/03/01	100,000	106,952.00
		THOMSON REUTERS CORP 1.3% 17/02/23	100,000	99,871.00
		THOMSON REUTERS CORP 1.65% 17/09/29	150,000	150,093.00
		THOMSON REUTERS CORP 6.5% 18/07/15	200,000	225,882.00
		TIME WARNER CABLE INC 4% 21/09/01	250,000	252,975.00
		TIME WARNER CABLE INC 5% 20/02/01	200,000	212,874.00
		TIME WARNER CABLE INC 5.85% 17/05/01	250,000	266,850.00
		TIME WARNER CABLE INC 6.75% 18/07/01	100,000	111,505.00
		TIME WARNER CABLE INC 8.75% 19/02/14	250,000	296,402.50
		TIME WARNER INC 2.1% 19/06/01	100,000	99,472.00
		TIME WARNER INC 3.4% 22/06/15	200,000	198,864.00
		TIME WARNER INC 3.55% 24/06/01	100,000	97,749.00
		TIME WARNER INC 4.75% 21/03/29	300,000	326,151.00
		TIME WARNER INC 5.875% 16/11/15	200,000	212,416.00
		TIMKEN CO/THE 3.875% 24/09/01	70,000	67,918.20
		TJX COS INC 2.75% 21/06/15	200,000	202,960.00
		TORCHMARK CORP 3.8% 22/09/15	75,000	76,671.75
		TORONTO DOMINION BANK 1.125% 17/05/02	100,000	100,193.00
		TORONTO-DOMINION BANK 1.4% 18/04/30	23,000	22,965.04
		TORONTO-DOMINION BANK 1.625% 18/03/13	150,000	150,798.00
		TORONTO-DOMINION BANK 2.375% 16/10/19	150,000	153,048.00
		TORONTO-DOMINION BANK 2.5% 16/07/14	250,000	254,420.00
		TORONTO-DOMINION BANK 2.625% 18/09/10	400,000	413,244.00
		TOTAL CAPITAL INTL SA 1.55% 17/06/28	400,000	404,008.00
		TOTAL CAPITAL INTL SA 2.1% 19/06/19	250,000	251,260.00
		TOTAL CAPITAL INTL SA 2.875% 22/02/17	350,000	350,280.00
		TOTAL CAPITAL INTL SA 3.7% 24/01/15	100,000	103,085.00
		TOTAL CAPITAL INTL SA 3.75% 24/04/10	150,000	155,182.50
		TOTAL CAPITAL SA 4.45% 20/06/24	100,000	109,784.00
		TOTAL SYSTEM SERVICES IN 2.375% 18/06/01	40,000	39,954.80
		TOYOTA MOTOR CREDIT CORP 1.125% 17/05/16	300,000	300,567.00
		TOYOTA MOTOR CREDIT CORP 1.25% 17/10/05	300,000	300,321.00
		TOYOTA MOTOR CREDIT CORP 1.75% 17/05/22	100,000	101,207.00
		TOYOTA MOTOR CREDIT CORP 2.125% 19/07/18	300,000	301,122.00
		TOYOTA MOTOR CREDIT CORP 2.15% 20/03/12	250,000	249,860.00
		TOYOTA MOTOR CREDIT CORP 2.75% 21/05/17	100,000	100,738.00
		TOYOTA MOTOR CREDIT CORP 3.3% 22/01/12	100,000	103,873.00
		TOYOTA MOTOR CREDIT CORP 4.25% 21/01/11	150,000	163,981.50
		TRANSALTA CORPORATION 1.9% 17/06/03	62,000	61,486.64
		TRANS-CANADA PIPELINES 3.75% 23/10/16	150,000	151,746.00
		TRANS-CANADA PIPELINES 3.8% 20/10/01	350,000	369,078.50
		TRANS-CANADA PIPELINES 6.5% 18/08/15	100,000	113,447.00
		TYCO ELECTRONICS GROUP S 6.55% 17/10/01	100,000	110,789.00
		TYSON FOODS INC 2.65% 19/08/15	100,000	100,863.00
		TYSON FOODS INC 3.95% 24/08/15	250,000	252,582.50
		UAL 2009-2A PASS THRU TR 9.75% 17/01/15	47,488	51,286.78
		UBS AG 2.375% 19/08/14	250,000	250,360.00
		UBS AG STAMFORD CT 1.375% 17/08/14	250,000	249,202.50
		UBS AG STAMFORD CT 4.875% 20/08/04	250,000	278,627.50
		UBS AG STAMFORD CT 5.875% 16/07/15	100,000	104,014.00
		UBS AG STAMFORD CT 5.875% 17/12/20	500,000	550,415.00
		UDR INC 4.625% 22/01/10	100,000	107,112.00
		UNILEVER CAPITAL CORP 2.2% 19/03/06	100,000	101,205.00
		UNILEVER CAPITAL CORP 4.25% 21/02/10	150,000	165,282.00
		UNION ELECTRIC CO 6.4% 17/06/15	150,000	164,335.50
		UNION PACIFIC CORP 2.25% 20/06/19	100,000	100,584.00
		UNION PACIFIC CORP 3.25% 25/01/15	200,000	199,492.00
		UNION PACIFIC CORP 4% 21/02/01	100,000	108,226.00
		UNIONBANCAL CORP 3.5% 22/06/18	100,000	101,106.00
		UNITED PARCEL SERVICE 3.125% 21/01/15	400,000	415,652.00
		UNITED PARCEL SERVICE 5.125% 19/04/01	100,000	111,499.00
		UNITED TECHNOLOGIES CORP 1.778% 18/05/04	300,000	300,921.00
		UNITED TECHNOLOGIES CORP 1.8% 17/06/01	100,000	101,522.00
		UNITED TECHNOLOGIES CORP 4.5% 20/04/15	300,000	331,647.00
		UNITED TECHNOLOGIES CORP 5.375% 17/12/15	100,000	109,621.00
		UNITEDHEALTH GROUP INC 1.4% 17/10/15	67,000	66,939.03
		UNITEDHEALTH GROUP INC 1.875% 16/11/15	100,000	101,103.00
		UNITEDHEALTH GROUP INC 2.875% 22/03/15	250,000	243,220.00
		UNITEDHEALTH GROUP INC 3.375% 21/11/15	100,000	102,900.00
		UNITEDHEALTH GROUP INC 6% 18/02/15	300,000	333,180.00
		UNUM GROUP 4% 24/03/15	100,000	101,452.00
		US BANCORP 1.65% 17/05/15	200,000	202,180.00
		US BANCORP 2.2% 19/04/25	100,000	101,271.00
		US BANCORP 2.95% 22/07/15	300,000	296,046.00
		US BANCORP 3% 22/03/15	100,000	101,163.00
		US BANCORP 3.6% 24/09/11	200,000	201,442.00
		US BANK NA CINCINNATI 1.35% 18/01/26	250,000	250,480.00
		US BANK NA CINCINNATI 2.125% 19/10/28	250,000	251,027.50
		VALE OVERSEAS LIMITED 4.375% 22/01/11	200,000	192,758.00
		VALE OVERSEAS LIMITED 4.625% 20/09/15	200,000	208,958.00
		VALE OVERSEAS LTD 6.25% 17/01/23	100,000	105,593.00
		VALERO ENERGY CORP 6.125% 17/06/15	100,000	108,677.00
		VALERO ENERGY CORP 6.125% 20/02/01	50,000	57,198.50
		VALSPAR CORP 4.2% 22/01/15	100,000	104,239.00
		VENTAS REALTY LP 3.5% 25/02/01	200,000	189,966.00
		VENTAS REALTY LP/CAP 2% 18/02/15	200,000	200,850.00
		VENTAS REALTY LP/CAP CRP 4.75% 21/06/01	100,000	108,617.00
		VERIZON COMMUNICATIONS 1.1% 17/11/01	300,000	296,856.00
		VERIZON COMMUNICATIONS 1.35% 17/06/09	200,000	199,920.00
		VERIZON COMMUNICATIONS 2.45% 22/11/01	500,000	467,625.00
		VERIZON COMMUNICATIONS 2.5% 16/09/15	250,000	253,992.50
		VERIZON COMMUNICATIONS 2.625% 20/02/21	850,000	851,181.50
		VERIZON COMMUNICATIONS 3% 21/11/01	250,000	247,337.50
		VERIZON COMMUNICATIONS 3.45% 21/03/15	500,000	510,260.00
		VERIZON COMMUNICATIONS 3.5% 24/11/01	400,000	390,928.00
		VERIZON COMMUNICATIONS 4.15% 24/03/15	150,000	154,173.00
		VERIZON COMMUNICATIONS 6.35% 19/04/01	250,000	285,665.00
		VF CORP 3.5% 21/09/01	70,000	74,032.00
		VIACOM INC 3.875% 24/04/01	200,000	195,126.00
		VIACOM INC 4.25% 23/09/01	150,000	151,842.00
		VIACOM INC 5.625% 19/09/15	200,000	222,934.00
		VIACOM INC 6.125% 17/10/05	100,000	109,248.00
		VODAFONE GROUP PLC 1.5% 18/02/19	350,000	345,282.00
		VODAFONE GROUP PLC 2.5% 22/09/26	300,000	275,247.00
		VODAFONE GROUP PLC 5.45% 19/06/10	100,000	110,625.00
		VODAFONE GROUP PLC 5.625% 17/02/27	100,000	106,281.00
		VORNADO REALTY LP 2.5% 19/06/30	200,000	200,204.00
		WACHOVIA CORP 5.75% 17/06/15	250,000	271,312.50
		WAL MART STORES INC 2.55% 23/04/11	100,000	96,934.00
		WALGREEN CO 3.1% 22/09/15	250,000	243,757.50
		WALGREENS BOOTS ALLIANCE 1.75% 17/11/17	100,000	100,363.00
		WALGREENS BOOTS ALLIANCE 2.7% 19/11/18	300,000	301,956.00
		WALGREENS BOOTS ALLIANCE 3.8% 24/11/18	200,000	196,420.00
		WAL-MART STORES INC 1.95% 18/12/15	400,000	405,972.00
		WAL-MART STORES INC 3.25% 20/10/25	300,000	316,191.00
		WAL-MART STORES INC 3.3% 24/04/22	150,000	152,215.50
		WAL-MART STORES INC 5.375% 17/04/05	350,000	377,587.00
		WALT DISNEY COMPANY/THE 1.1% 17/12/01	150,000	149,961.00
		WALT DISNEY COMPANY/THE 1.125% 17/02/15	300,000	301,386.00
		WALT DISNEY COMPANY/THE 2.35% 22/12/01	150,000	145,366.50
		WALT DISNEY COMPANY/THE 3.75% 21/06/01	100,000	107,208.00
		WALT DISNEY COMPANY/THE 6% 17/07/17	100,000	110,202.00
		WASTE MANAGEMENT INC 2.9% 22/09/15	150,000	147,738.00
		WASTE MANAGEMENT INC 6.1% 18/03/15	150,000	167,569.50
		WATSON PHARMACEUTICALS I 6.125% 19/08/15	50,000	56,529.00
		WEATHERFORD BERMUDA 9.625% 19/03/01	250,000	290,880.00
		WELLPOINT INC 3.5% 24/08/15	350,000	336,735.00
		WELLPOINT INC 4.35% 20/08/15	100,000	106,699.00
		WELLS FARGO & COMPANY 1.15% 17/06/02	400,000	399,768.00
		WELLS FARGO & COMPANY 1.25% 16/07/20	500,000	502,925.00
		WELLS FARGO & COMPANY 1.4% 17/09/08	400,000	401,384.00
		WELLS FARGO & COMPANY 2.125% 19/04/22	400,000	402,056.00
		WELLS FARGO & COMPANY 2.15% 20/01/30	400,000	397,296.00
		WELLS FARGO & COMPANY 3% 25/02/19	350,000	336,350.00
		WELLS FARGO & COMPANY 3.3% 24/09/09	150,000	148,111.50
		WELLS FARGO & COMPANY 3.5% 22/03/08	500,000	514,165.00
		WELLS FARGO & COMPANY 4.125% 23/08/15	150,000	154,297.50
		WELLS FARGO & COMPANY 5.625% 17/12/11	200,000	219,484.00
		WEST MASS ELECTRIC CO 3.5% 21/09/15	150,000	156,129.00
		WESTERN GAS PARTNERS 2.6% 18/08/15	150,000	151,579.50
		WESTERN UNION CO/ 5.93% 16/10/01	300,000	314,985.00
		WESTLAKE CHEMICAL CORP 3.6% 22/07/15	29,000	28,784.82
		WESTPAC BANKING CORP 1.2% 17/05/19	35,000	35,050.40
		WESTPAC BANKING CORP 1.55% 18/05/25	150,000	149,934.00
		WESTPAC BANKING CORP 2.25% 19/01/17	100,000	101,310.00
		WESTPAC BANKING CORP 2.3% 20/05/26	200,000	199,472.00
		WESTPAC BANKING CORP 4.875% 19/11/19	200,000	221,598.00
		WEYERHAEUSER CO 4.625% 23/09/15	100,000	106,456.00
		WEYERHAEUSER CO 6.95% 17/08/01	100,000	110,060.00
		WHIRLPOOL CORP 3.7% 25/05/01	200,000	199,158.00
		WHIRLPOOL CORP 4.85% 21/06/15	100,000	110,679.00
		WILLIAMS COMPANIES INC 4.55% 24/06/24	250,000	238,722.50
		WILLIAMS PARTNERS LP 3.6% 22/03/15	100,000	97,306.00
		WILLIAMS PARTNERS LP 4% 25/09/15	100,000	93,452.00
		WILLIAMS PARTNERS LP 4.3% 24/03/04	200,000	196,434.00
		WILLIAMS PARTNERS LP 4.5% 23/11/15	100,000	100,327.00
		WILLIAMS PARTNERS LP 5.25% 20/03/15	150,000	163,588.50
		WILLIAMS PARTNERS/ACMP 4.875% 24/03/15	150,000	147,988.50
		WILLIAMS PARTNERS/ACMP 6.125% 22/07/15	200,000	211,846.00
		WISCONSIN ELECTRIC POWE 3.1% 25/06/01	100,000	99,061.00
		WISCONSIN ENERGY CORP 1.65% 18/06/15	35,000	35,123.90
		WISCONSIN ENERGY CORP 2.45% 20/06/15	50,000	50,016.50
		WISCONSIN ENERGY CORP 3.55% 25/06/15	50,000	49,951.50
		WISCONSIN POWER & LIGHT 2.25% 22/11/15	100,000	95,148.00
		WP CAREY INC 4.6% 24/04/01	150,000	150,610.50
		WPP FINANCE 2010 3.625% 22/09/07	150,000	151,443.00
		WPP FINANCE 2010 3.75% 24/09/19	100,000	99,794.00
		WYETH 6.45% 24/02/01	100,000	123,617.00
		WYNDHAM WORLDWIDE CORP 2.95% 17/03/01	200,000	203,198.00
		XEROX CORPORATION 2.75% 20/09/01	100,000	99,418.00
		XEROX CORPORATION 5.625% 19/12/15	225,000	252,015.75
		XEROX CORPORATION 6.35% 18/05/15	200,000	223,070.00
		XILINX INC 2.125% 19/03/15	100,000	100,025.00
		XLIT LTD 2.3% 18/12/15	100,000	100,869.00
		XLIT LTD 4.45% 25/03/31	150,000	147,999.00
		XYLEM INC 3.55% 16/09/20	150,000	153,883.50
		YUM! BRANDS INC 3.875% 20/11/01	200,000	208,480.00
		YUM! BRANDS INC 6.25% 18/03/15	22,000	24,372.26
		ZIMMER HOLDINGS INC 2.7% 20/04/01	250,000	250,020.00
		ZIMMER HOLDINGS INC 3.375% 21/11/30	100,000	100,012.00
		ZIMMER HOLDINGS INC 3.55% 25/04/01	100,000	97,137.00
		ZOETIS INC 1.875% 18/02/01	150,000	149,515.50
	アメリカ・ドル小計		249,577,033	256,241,024.99 (31,171,720,690)
社債券小計				31,171,720,690 (31,171,720,690)
合計				31,171,720,690 (31,171,720,690)

(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	1,324銘柄	100.0%	100.0%

(注)組入債券時価比率は時価の合計額に対する通貨毎の比率であります。
第2 信用取引契約残高明細表
該当する事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
「注記表(デリバティブ取引等関係に関する注記)」に記載しております。

有価証券報告書(内国投資信託受益証券)-第9期(平成27年1月14日-平成27年7月10日)

開示資料

決算