有価証券報告書(内国投資信託受益証券)-第11期(平成28年1月13日-平成28年7月11日)

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【提出】: 2016/10/07 9:36
【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	米国社債インデックス・マザーファンド	1,143,531,679	1,807,809,231
合計		1,143,531,679	1,807,809,231

(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	(平成28年 1月12日現在)	(平成28年 7月11日現在)
	注記番号	金額	金額
資産の部
流動資産
預金		89,157,486	201,001,474
金銭信託		―	145,363
コール・ローン		4,989,930	3,189,626
社債券		30,255,812,783	27,849,812,183
派生商品評価勘定		―	6,380
未収利息		295,130,872	256,177,438
前払費用		6,081,523	7,032,537
流動資産合計		30,651,172,594	28,317,365,001
資産合計		30,651,172,594	28,317,365,001
負債の部
流動負債
派生商品評価勘定		5,272	―
未払金		52,261,605	51,656,113
未払解約金		―	4,645,000
未払利息		―	9
その他未払費用		―	160
流動負債合計		52,266,877	56,301,282
負債合計		52,266,877	56,301,282
純資産の部
元本等
元本	1	17,426,915,946	17,877,066,812
剰余金
剰余金又は欠損金(△)		13,171,989,771	10,383,996,907
元本等合計		30,598,905,717	28,261,063,719
純資産合計		30,598,905,717	28,261,063,719
負債純資産合計		30,651,172,594	28,317,365,001

(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28年 1月12日現在)	(平成28年 7月11日現在)
1	期首元本額	17,491,168,859円	17,426,915,946円
	期中追加設定元本額	114,266,659円	504,084,774円
	期中一部解約元本額	178,519,572円	53,933,908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/為替ヘッジ付き<適格機関投資家限定>	795,856円	― 円
	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>	16,436,873,088円	16,417,357,931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)	989,247,002円	1,143,531,679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>	― 円	316,177,202円
	計	17,426,915,946円	17,877,066,812円
2	受益権の総数	17,426,915,946口	17,877,066,812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28年 1月12日現在)	(平成28年 7月11日現在)
1	貸借対照表計上額、時価及びこれらの差額	貸借対照表計上額は時価を計上しているため、その差額はありません。	同左
2	金融商品の時価の算定方法	(1)有価証券及びデリバティブ取引以外の金融商品有価証券及びデリバティブ取引以外の金融商品については、短期間で決済されることから、時価は帳簿価額と近似しているため、当該金融商品の帳簿価額を時価としております。	(1)有価証券及びデリバティブ取引以外の金融商品同左
		(2)有価証券売買目的有価証券「注記表(重要な会計方針に係る事項に関する注記)」に記載しております。	(2)有価証券売買目的有価証券同左
		(3)デリバティブ取引「注記表(デリバティブ取引等関係に関する注記)」に記載しております。	(3)デリバティブ取引同左
3	金融商品の時価等に関する事項についての補足説明	金融商品の時価には、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28年 1月12日現在)	(平成28年 7月11日現在)
種類	当期間の損益に含まれた評価差額	当期間の損益に含まれた評価差額
社債券	△646,212,345	966,977,899
合計	△646,212,345	966,977,899

(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28年 1月12日現在)
区分	種類	契約額	等	時価	評価損益
			うち1年超
市場取引以外の取引	為替予約取引
	売建
	アメリカ・ドル	3,900,000	―	3,905,272	△5,272
	合計	3,900,000	―	3,905,272	△5,272

		(単位:円)
		(平成28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
	売建
	アメリカ・ドル	4,600,000	―	4,593,620	6,380
	合計	4,600,000	―	4,593,620	6,380

(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27年 7月11日至平成28年 1月12日	自平成28年 1月13日至平成28年 7月11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28年 1月12日現在)		(平成28年 7月11日現在)
1口当たり純資産額	1.7558	円	1.5809	円
(1万口当たり純資産額)	(17,558	円)	(15,809	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	209,408.00
		21ST CENTURY FOX AMERICA 4.5% 21/02/15	100,000	111,930.00
		21ST CENTURY FOX AMERICA 7.25% 18/05/18	100,000	110,612.00
		3M CO 3% 25/08/07	150,000	165,121.50
		ABB FINANCE USA INC 2.875% 22/05/08	250,000	262,247.50
		ABBOTT LABORATORIES 2% 20/03/15	200,000	203,688.00
		ABBOTT LABORATORIES 2.95% 25/03/15	100,000	103,442.00
		ABBOTT LABORATORIES 5.125% 19/04/01	40,000	43,974.40
		ABBVIE 2.3% 21/05/14	200,000	203,852.00
		ABBVIE 3.2% 26/05/14	200,000	205,422.00
		ABBVIE INC 1.75% 17/11/06	600,000	603,426.00
		ABBVIE INC 1.8% 18/05/14	200,000	201,318.00
		ABBVIE INC 2.5% 20/05/14	200,000	205,470.00
		ABBVIE INC 2.9% 22/11/06	200,000	204,632.00
		ABBVIE INC 3.2% 22/11/06	100,000	104,261.00
		ABBVIE INC 3.6% 25/05/14	350,000	371,395.50
		ACE INA HOLDINGS 2.3% 20/11/03	250,000	257,642.50
		ACE INA HOLDINGS 3.15% 25/03/15	100,000	105,871.00
		ACTAVIS FUNDING SCS 2.35% 18/03/12	250,000	253,635.00
		ACTAVIS FUNDING SCS 2.45% 19/06/15	65,000	66,177.80
		ACTAVIS FUNDING SCS 3% 20/03/12	350,000	361,998.00
		ACTAVIS FUNDING SCS 3.45% 22/03/15	300,000	313,656.00
		ACTAVIS FUNDING SCS 3.8% 25/03/15	500,000	527,000.00
		ACTAVIS INC 1.875% 17/10/01	200,000	200,860.00
		ACTAVIS INC 3.25% 22/10/01	100,000	102,926.00
		ACUITY BRANDS LIGHTING 6% 19/12/15	75,000	84,003.75
		ADOBE SYSTEMS INC 3.25% 25/02/01	200,000	213,090.00
		ADOBE SYSTEMS INC 4.75% 20/02/01	35,000	38,762.50
		AETNA 1.7% 18/06/07	55,000	55,448.80
		AETNA 1.9% 19/06/07	105,000	106,168.65
		AETNA 2.4% 21/06/15	150,000	153,159.00
		AETNA 2.8% 23/06/15	100,000	102,978.00
		AETNA 3.2% 26/06/15	250,000	256,875.00
		AETNA INC 2.75% 22/11/15	100,000	102,532.00
		AETNA INC 3.5% 24/11/15	100,000	106,792.00
		AETNA INC 3.95% 20/09/01	200,000	215,168.00
		AFLAC INC 2.4% 20/03/16	100,000	103,155.00
		AFLAC INC 3.25% 25/03/17	100,000	105,486.00
		AGILENT TECHNOLOGIES INC 5% 20/07/15	100,000	110,464.00
		AGL CAPITAL CORP 3.5% 21/09/15	150,000	159,688.50
		AGRIUM INC 3.15% 22/10/01	150,000	153,352.50
		AGRIUM INC 3.375% 25/03/15	50,000	51,325.00
		AIR LEASE CORP 2.625% 18/09/04	100,000	100,190.00
		AIR LEASE CORP 3.375% 19/01/15	50,000	51,345.00
		AIR LEASE CORP 3.75% 22/02/01	200,000	205,532.00
		AIR LEASE CORP 3.875% 21/04/01	50,000	52,410.00
		AIR PRODUCTS & CHEMICALS 3.35% 24/07/31	50,000	54,532.00
		AIR PRODUCTS & CHEMICALS 4.375% 19/08/21	50,000	54,652.00
		AIRGAS INC 1.65% 18/02/15	150,000	150,742.50
		ALBEMARLE CORP 4.5% 20/12/15	200,000	215,572.00
		ALEXANDRIA REAL ESTATE E 2.75% 20/01/15	102,000	103,123.02
		ALIBABA GROUP HOLDING 3.6% 24/11/28	400,000	417,080.00
		ALIBABA GROUP HOLDING LT 2.5% 19/11/28	250,000	253,805.00
		ALLIED WORLD ASSURANCE 4.35% 25/10/29	50,000	51,637.50
		ALLSTATE CORP 3.15% 23/06/15	150,000	160,503.00
		ALLSTATE CORP 5.75% 23/08/15	100,000	102,250.00
		ALPHABET INC 3.625% 21/05/19	200,000	221,862.00
		ALTERA CORP 2.5% 18/11/15	100,000	103,378.00
		ALTRIA GROUP INC 2.85% 22/08/09	350,000	369,278.00
		ALTRIA GROUP INC 4% 24/01/31	200,000	227,984.00
		ALTRIA GROUP INC 4.75% 21/05/05	150,000	171,873.00
		ALTRIA GROUP INC 9.7% 18/11/10	102,000	121,541.16
		AMAZON.COM INC 3.3% 21/12/05	350,000	379,221.50
		AMAZON.COM INC 3.8% 24/12/05	200,000	226,600.00
		AMEREN ILLINOIS CO 2.7% 22/09/01	100,000	104,132.00
		AMERICA MOVIL SAB DE CV 5% 20/03/30	450,000	500,544.00
		AMERICAN AIRLINES 2013-2 4.95% 23/01/15	168,031	182,734.12
		AMERICAN CAMPUS CMNTYS 3.35% 20/10/01	50,000	52,072.00
		AMERICAN CAMPUS CMNTYS 4.125% 24/07/01	50,000	53,225.00
		AMERICAN ELECTRIC POWER 1.65% 17/12/15	250,000	250,902.50
		AMERICAN ELECTRIC POWER 2.95% 22/12/15	150,000	157,021.50
		AMERICAN EXPRESS 6.15% 17/08/28	300,000	316,206.00
		AMERICAN EXPRESS CO 1.55% 18/05/22	500,000	502,340.00
		AMERICAN EXPRESS CO 3.625% 24/12/05	100,000	104,849.00
		AMERICAN EXPRESS CO 8.125% 19/05/20	150,000	175,654.50
		AMERICAN EXPRESS CREDIT 1.875% 18/11/05	55,000	55,599.50
		AMERICAN EXPRESS CREDIT 2.25% 19/08/15	250,000	255,650.00
		AMERICAN EXPRESS CREDIT 2.6% 20/09/14	200,000	207,100.00
		AMERICAN HONDA FINANCE 1.6% 18/07/13	100,000	101,048.00
		AMERICAN HONDA FINANCE 2.25% 19/08/15	200,000	206,196.00
		AMERICAN HONDA FINANCE C 1.55% 17/12/11	200,000	201,652.00
		AMERICAN HONDA FINANCE C 2.45% 20/09/24	200,000	208,238.00
		AMERICAN INTERNATIONAL G 3.3% 21/03/01	150,000	157,329.00
		AMERICAN INTL GROUP 4.125% 24/02/15	350,000	373,488.50
		AMERICAN INTL GROUP 5.85% 18/01/16	250,000	266,512.50
		AMERICAN TOWER CORP 2.8% 20/06/01	200,000	206,310.00
		AMERICAN TOWER CORP 3.4% 19/02/15	200,000	209,674.00
		AMERICAN TOWER CORP 3.45% 21/09/15	100,000	105,107.00
		AMERICAN TOWER CORP 4% 25/06/01	200,000	214,622.00
		AMERICAN TOWER CORP 4.5% 18/01/15	100,000	104,650.00
		AMERICAN TOWER CORP 5% 24/02/15	100,000	114,533.00
		AMERICAN WATER CAPITAL 3.4% 25/03/01	100,000	109,409.00
		AMERIPRISE FINANCIAL INC 4% 23/10/15	150,000	164,154.00
		AMERIPRISE FINANCIAL INC 7.3% 19/06/28	50,000	57,890.00
		AMERISOURCEBERGEN CORP 3.5% 21/11/15	100,000	107,777.00
		AMERISOURCEBERGEN CORP 4.875% 19/11/15	75,000	82,395.75
		AMGEN INC 2.125% 20/05/01	200,000	204,708.00
		AMGEN INC 2.2% 19/05/22	250,000	256,200.00
		AMGEN INC 2.7% 22/05/01	225,000	233,068.50
		AMGEN INC 3.625% 22/05/15	150,000	162,204.00
		AMGEN INC 3.875% 21/11/15	100,000	109,904.00
		AMPHENOL CORP 2.55% 19/01/30	50,000	50,890.00
		AMPHENOL CORP 3.125% 21/09/15	200,000	207,396.00
		ANADARKO PETROLEUM 4.85% 21/03/15	200,000	213,380.00
		ANADARKO PETROLEUM 5.55% 26/03/15	200,000	224,278.00
		ANADARKO PETROLEUM CORP 3.45% 24/07/15	100,000	99,279.00
		ANADARKO PETROLEUM CORP 6.375% 17/09/15	38,000	39,969.54
		ANALOG DEVICES INC 3.9% 25/12/15	60,000	67,525.20
		ANHEUSER BUSCH INBEV FIN 1.9% 19/02/01	300,000	305,766.00
		ANHEUSER BUSCH INBEV FIN 2.65% 21/02/01	600,000	628,284.00
		ANHEUSER BUSCH INBEV FIN 3.65% 26/02/01	900,000	983,520.00
		ANHEUSER-BUSCH COS INC 5% 19/03/01	100,000	109,101.00
		ANHEUSER-BUSCH INBEV FIN 1.25% 18/01/17	350,000	351,127.00
		ANHEUSER-BUSCH INBEV FIN 2.15% 19/02/01	250,000	255,930.00
		ANHEUSER-BUSCH INBEV FIN 3.3% 23/02/01	250,000	267,020.00
		ANHEUSER-BUSCH INBEV FIN 3.7% 24/02/01	150,000	163,470.00
		ANHEUSER-BUSCH INBEV WOR 1.375% 17/07/15	69,000	69,196.65
		ANHEUSER-BUSCH INBEV WOR 2.5% 22/07/15	450,000	464,499.00
		ANHEUSER-BUSCH INBEV WOR 5.375% 20/01/15	275,000	312,070.00
		ANHEUSER-BUSCH INBEV WOR 6.875% 19/11/15	150,000	176,494.50
		ANTHEM INC 2.25% 19/08/15	250,000	252,440.00
		AON CORP 5% 20/09/30	100,000	111,937.00
		AON PLC 3.5% 24/06/14	100,000	103,652.00
		APACHE CORP 3.25% 22/04/15	73,000	75,806.12
		APACHE CORP 6.9% 18/09/15	200,000	219,318.00
		APPLE INC 1% 18/05/03	350,000	350,696.50
		APPLE INC 2% 20/05/06	200,000	205,500.00
		APPLE INC 2.1% 19/05/06	200,000	205,814.00
		APPLE INC 2.15% 22/02/09	300,000	307,293.00
		APPLE INC 2.25% 21/02/23	400,000	414,060.00
		APPLE INC 2.5% 25/02/09	100,000	102,488.00
		APPLE INC 2.7% 22/05/13	200,000	210,914.00
		APPLE INC 2.85% 23/02/23	350,000	370,653.50
		APPLE INC 3.2% 25/05/13	500,000	540,065.00
		APPLE INC 3.25% 26/02/23	150,000	161,728.50
		APPLE INC 3.45% 24/05/06	100,000	109,485.00
		APPLIED MATERIALS INC 4.3% 21/06/15	100,000	111,870.00
		ARCHER-DANIELS-MI 5.45% 18/03/15	60,000	64,084.20
		ARES CAPITAL CORP 3.875% 20/01/15	200,000	207,292.00
		ARIZONA PUBLIC SERVICE 2.2% 20/01/15	100,000	102,330.00
		ARROW ELECTRONICS INC 3.5% 22/04/01	200,000	205,652.00
		ASSURANT INC 2.5% 18/03/15	150,000	151,765.50
		ASSURED GUARANTY US HLDG 5% 24/07/01	150,000	164,830.50
		ASTRAZENECA PLC 1.95% 19/09/18	250,000	254,392.50
		ASTRAZENECA PLC 2.375% 20/11/16	150,000	154,750.50
		ASTRAZENECA PLC 3.375% 25/11/16	250,000	265,690.00
		AT&T 2.8% 21/02/17	50,000	51,603.50
		AT&T 3.6% 23/02/17	50,000	53,189.50
		AT&T INC 1.4% 17/12/01	400,000	401,172.00
		AT&T INC 2.3% 19/03/11	130,000	132,935.40
		AT&T INC 2.45% 20/06/30	550,000	562,650.00
		AT&T INC 3% 22/02/15	300,000	307,308.00
		AT&T INC 3% 22/06/30	400,000	412,836.00
		AT&T INC 3.4% 25/05/15	300,000	314,238.00
		AT&T INC 3.875% 21/08/15	130,000	140,744.50
		AT&T INC 3.9% 24/03/11	350,000	378,367.50
		AT&T INC 4.125% 26/02/17	400,000	440,700.00
		AT&T INC 4.45% 21/05/15	100,000	110,396.00
		AT&T INC 4.45% 24/04/01	200,000	223,456.00
		AT&T INC 4.6% 21/02/15	250,000	275,060.00
		AT&T INC 5.2% 20/03/15	300,000	336,231.00
		AUST & NZ BANKING GRP NY 2.25% 19/06/13	250,000	255,497.50
		AUST & NZ BANKING GRP NY 2.7% 20/11/16	250,000	260,545.00
		AUTODESK INC 4.375% 25/06/15	100,000	105,796.00
		AUTOMATIC DATA PROCESSIN 2.25% 20/09/15	100,000	104,457.00
		AUTOMATIC DATA PROCESSIN 3.375% 25/09/15	50,000	54,972.50
		AUTONATION INC 3.35% 21/01/15	25,000	25,673.25
		AUTONATION INC 4.5% 25/10/01	20,000	21,449.80
		AUTOZONE INC 3.25% 25/04/15	110,000	114,974.20
		AUTOZONE INC 4% 20/11/15	154,000	166,099.78
		AVALONBAY COMMUNITIES 3.45% 25/06/01	100,000	106,025.00
		AVALONBAY COMMUNITIES IN 4.2% 23/12/15	150,000	166,351.50
		AXIS SPECIALTY FINAN PLC 2.65% 19/04/01	150,000	151,600.50
		BAIDU INC 2.75% 19/06/09	400,000	407,228.00
		BAKER HUGHES INC 7.5% 18/11/15	100,000	113,474.00
		BALTIMORE GAS & ELECTRIC 3.5% 21/11/15	100,000	107,650.00
		BANCOLOMBIA SA 5.95% 21/06/03	250,000	275,175.00
		BANK OF AMERICA 2.05% 18/12/07	250,000	253,330.00
		BANK OF AMERICA 3.875% 25/08/01	400,000	429,716.00
		BANK OF AMERICA CORP 1.7% 17/08/25	300,000	301,101.00
		BANK OF AMERICA CORP 1.95% 18/05/12	500,000	502,805.00
		BANK OF AMERICA CORP 2% 18/01/11	200,000	201,444.00
		BANK OF AMERICA CORP 2.25% 20/04/21	500,000	504,600.00
		BANK OF AMERICA CORP 2.625% 21/04/19	100,000	101,826.00
		BANK OF AMERICA CORP 2.65% 19/04/01	500,000	512,780.00
		BANK OF AMERICA CORP 3.5% 26/04/19	100,000	104,698.00
		BANK OF AMERICA CORP 3.95% 25/04/21	400,000	412,252.00
		BANK OF AMERICA CORP 4% 24/04/01	400,000	432,972.00
		BANK OF AMERICA CORP 4% 25/01/22	100,000	103,563.00
		BANK OF AMERICA CORP 4.125% 24/01/22	150,000	163,267.50
		BANK OF AMERICA CORP 4.2% 24/08/26	350,000	368,098.50
		BANK OF AMERICA CORP 5.7% 22/01/24	650,000	755,800.50
		BANK OF AMERICA CORP 6.875% 18/11/15	500,000	557,075.00
		BANK OF AMERICA CORP 7.625% 19/06/01	350,000	406,108.50
		BANK OF AMERICA NA 1.65% 18/03/26	500,000	503,035.00
		BANK OF AMERICA NA 1.75% 18/06/05	250,000	251,555.00
		BANK OF MONTREAL 1.3% 17/07/14	500,000	501,205.00
		BANK OF MONTREAL 2.55% 22/11/06	100,000	103,785.00
		BANK OF NEW YORK MELLON 2.3% 19/09/11	350,000	358,662.50
		BANK OF NEW YORK MELLON 2.45% 20/11/27	150,000	155,656.50
		BANK OF NEW YORK MELLON 2.5% 21/04/15	100,000	104,026.00
		BANK OF NEW YORK MELLON 2.6% 20/08/17	200,000	208,496.00
		BANK OF NEW YORK MELLON 3.25% 24/09/11	100,000	107,837.00
		BANK OF NEW YORK MELLON 3.55% 21/09/23	100,000	109,298.00
		BANK OF NOVA SCOTIA 1.45% 18/04/25	350,000	351,512.00
		BANK OF NOVA SCOTIA 1.7% 18/06/11	100,000	100,827.00
		BANK OF NOVA SCOTIA 2.05% 18/10/30	350,000	355,992.00
		BANK OF NOVA SCOTIA 2.35% 20/10/21	50,000	51,393.00
		BANK OF NOVA SCOTIA 2.45% 21/03/22	150,000	154,873.50
		BANK OF NOVA SCOTIA 4.5% 25/12/16	100,000	105,980.00
		BANK OF NY MELLON CORP 2.15% 20/02/24	300,000	306,477.00
		BANK OF NY MELLON CORP 3% 25/02/24	150,000	158,731.50
		BARCLAYS BANK PLC 5.14% 20/10/14	100,000	106,984.00
		BARCLAYS PLC 2% 18/03/16	200,000	198,112.00
		BARCLAYS PLC 2.75% 19/11/08	500,000	497,945.00
		BARCLAYS PLC 3.65% 25/03/16	300,000	291,315.00
		BARCLAYS PLC 4.375% 26/01/12	200,000	203,528.00
		BARRICK GOLD CORP 4.1% 23/05/01	32,000	34,291.20
		BARRICK NA FINANCE LLC 4.4% 21/05/30	200,000	216,862.00
		BAXALTA INC 2% 18/06/22	35,000	34,992.65
		BAXALTA INC 2.875% 20/06/23	100,000	101,878.00
		BAXALTA INC 4% 25/06/23	100,000	105,720.00
		BB&T CORP 2.25% 19/02/01	100,000	102,344.00
		BB&T CORP 2.45% 20/01/15	400,000	413,472.00
		BB&T CORPORATION 1.45% 18/01/12	150,000	150,649.50
		BEAM INC 3.25% 22/05/15	150,000	155,035.50
		BEAR STEARNS COS 6.4% 17/10/02	350,000	371,605.50
		BECTON DICKINSON 3.25% 20/11/12	150,000	158,044.50
		BECTON DICKINSON 5% 19/05/15	100,000	109,062.00
		BECTON DICKINSON AND CO 2.675% 19/12/15	200,000	206,342.00
		BECTON DICKINSON AND CO 3.734% 24/12/15	200,000	218,376.00
		BECTON DICKINSON AND CO 6.375% 19/08/01	100,000	113,804.00
		BED BATH & BEYOND INC 3.749% 24/08/01	50,000	51,552.00
		BEMIS COMPANY INC 6.8% 19/08/01	50,000	57,026.00
		BERKSHIRE HATHAWAY 2.2% 21/03/15	150,000	155,119.50
		BERKSHIRE HATHAWAY ENERG 2% 18/11/15	250,000	254,035.00
		BERKSHIRE HATHAWAY ENERG 3.75% 23/11/15	100,000	110,109.00
		BERKSHIRE HATHAWAY FIN 1.7% 19/03/15	120,000	122,001.60
		BERKSHIRE HATHAWAY FIN 2% 18/08/15	100,000	102,151.00
		BERKSHIRE HATHAWAY FIN 4.25% 21/01/15	300,000	335,559.00
		BERKSHIRE HATHAWAY FIN 5.4% 18/05/15	153,000	165,512.34
		BERKSHIRE HATHAWAY INC 1.55% 18/02/09	150,000	151,530.00
		BERKSHIRE HATHAWAY INC 3.125% 26/03/15	300,000	318,405.00
		BHP BILLITON FIN USA LTD 3.25% 21/11/21	200,000	212,600.00
		BHP BILLITON FIN USA LTD 3.85% 23/09/30	150,000	164,884.50
		BHP BILLITON FIN USA LTD 6.5% 19/04/01	200,000	226,188.00
		BIOGEN IDEC INC 6.875% 18/03/01	50,000	54,359.00
		BIOGEN INC 2.9% 20/09/15	100,000	104,430.00
		BIOGEN INC 3.625% 22/09/15	55,000	58,722.95
		BIOGEN INC 4.05% 25/09/15	200,000	218,560.00
		BLACK HILLS CORP 2.5% 19/01/11	20,000	20,419.20
		BLACK HILLS CORP 3.95% 26/01/15	50,000	53,558.50
		BLACKROCK INC 3.5% 24/03/18	100,000	109,699.00
		BLACKROCK INC 4.25% 21/05/24	150,000	168,270.00
		BLACKROCK INC 5% 19/12/10	200,000	223,672.00
		BLOCK FINANCIAL LLC 4.125% 20/10/01	100,000	103,831.00
		BLOCK FINANCIAL LLC 5.5% 22/11/01	100,000	108,080.00
		BNP PARIBAS 2.375% 17/09/14	450,000	455,733.00
		BNP PARIBAS 2.7% 18/08/20	100,000	102,463.00
		BNP PARIBAS 3.25% 23/03/03	100,000	104,875.00
		BNP PARIBAS 4.25% 24/10/15	200,000	207,272.00
		BNP PARIBAS 5% 21/01/15	150,000	169,630.50
		BOARDWALK PIPELINES LLC 5.75% 19/09/15	50,000	52,340.50
		BOARDWALK PIPELINES LP 4.95% 24/12/15	150,000	148,933.50
		BOEING CO 2.35% 21/10/30	400,000	417,764.00
		BOEING CO 8.75% 21/08/15	100,000	133,837.00
		BOSTON PROPERTIES LP 3.7% 18/11/15	250,000	261,527.50
		BOSTON PROPERTIES LP 4.125% 21/05/15	100,000	109,254.00
		BOSTON PROPERTIES LP 5.875% 19/10/15	150,000	168,517.50
		BOSTON SCIENTIFIC CORP 2.65% 18/10/01	150,000	153,681.00
		BOSTON SCIENTIFIC CORP 2.85% 20/05/15	200,000	207,802.00
		BOSTON SCIENTIFIC CORP 6% 20/01/15	100,000	114,212.00
		BOTTLING GROUP LLC 5.125% 19/01/15	100,000	109,776.00
		BP CAPITAL MARKETS PLC 1.674% 18/02/13	200,000	201,480.00
		BP CAPITAL MARKETS PLC 2.237% 19/05/10	200,000	205,014.00
		BP CAPITAL MARKETS PLC 2.521% 20/01/15	450,000	465,790.50
		BP CAPITAL MARKETS PLC 3.062% 22/03/17	450,000	474,646.50
		BP CAPITAL MARKETS PLC 3.245% 22/05/06	100,000	106,101.00
		BP CAPITAL MARKETS PLC 3.506% 25/03/17	150,000	159,694.50
		BP CAPITAL MARKETS PLC 3.814% 24/02/10	100,000	109,051.00
		BP CAPITAL MARKETS PLC 3.994% 23/09/26	200,000	218,344.00
		BPCE SA 2.5% 19/07/15	250,000	255,865.00
		BPCE SA 4% 24/04/15	250,000	274,617.50
		BRANCH BANKING & TRUST 1.45% 19/05/10	250,000	250,815.00
		BRANCH BANKING & TRUST 3.625% 25/09/16	250,000	272,155.00
		BRANDYWINE OPER PARTNERS 3.95% 23/02/15	150,000	152,625.00
		BRASKEM FINANCE LTD 6.45% 24/02/03	200,000	203,500.00
		BRISTOL-MYERS SQUIBB 0.875% 17/08/01	250,000	250,117.50
		BRISTOL-MYERS SQUIBB CO 3.25% 23/11/01	100,000	111,281.00
		BRIXMOR OPERATING PART 3.85% 25/02/01	150,000	152,470.50
		BROADRIDGE FINACIAL SOLU 3.4% 26/06/27	100,000	102,130.00
		BUCKEYE PARTNERS LP 4.875% 21/02/01	100,000	106,280.00
		BUNGE LTD FINANCE CORP 3.5% 20/11/24	75,000	78,823.50
		BURLINGTN NORTH SANTA FE 3% 23/03/15	250,000	264,805.00
		BURLINGTN NORTH SANTA FE 3.05% 22/03/15	50,000	53,403.50
		BURLINGTN NORTH SANTA FE 3.4% 24/09/01	100,000	109,989.00
		BURLINGTN NORTH SANTA FE 3.45% 21/09/15	100,000	108,683.00
		BURLINGTON NORTHERN SANT 3.65% 25/09/01	200,000	224,390.00
		CA INC 3.6% 20/08/01	100,000	104,742.00
		CABOT CORP 3.7% 22/07/15	50,000	52,044.00
		CAMDEN PROPERTY TRUST 4.625% 21/06/15	100,000	110,137.00
		CAMPBELL SOUP CO 3.05% 17/07/15	200,000	204,010.00
		CANADIAN IMPERIAL BANK 1.55% 18/01/23	200,000	200,912.00
		CANADIAN NATIONAL RAILWA 2.75% 26/03/01	50,000	52,902.50
		CANADIAN NATL RAILWAY 2.25% 22/11/15	100,000	102,275.00
		CANADIAN NATURAL RESOURC 1.75% 18/01/15	58,000	57,489.02
		CANADIAN PACIFIC RR CO 2.9% 25/02/01	300,000	307,446.00
		CAPITAL ONE BANK USA NA 2.25% 19/02/13	250,000	253,157.50
		CAPITAL ONE BANK USA NA 8.8% 19/07/15	100,000	117,790.00
		CAPITAL ONE FINANCIAL CO 2.45% 19/04/24	200,000	203,662.00
		CAPITAL ONE FINANCIAL CO 3.2% 25/02/05	150,000	152,077.50
		CAPITAL ONE FINANCIAL CO 3.5% 23/06/15	100,000	104,209.00
		CAPITAL ONE FINANCIAL CO 4.75% 21/07/15	100,000	111,707.00
		CAPITAL ONE NA 1.5% 17/09/05	250,000	249,855.00
		CAPITAL ONE NA 1.65% 18/02/05	250,000	250,527.50
		CAPITAL ONE NA 2.95% 21/07/23	250,000	258,440.00
		CARDINAL HEALTH INC 3.2% 23/03/15	100,000	105,507.00
		CARDINAL HEALTH INC 4.625% 20/12/15	150,000	168,783.00
		CARNIVAL CORP 3.95% 20/10/15	67,000	72,811.58
		CATERPILLAR FIN SERV CRP 5.45% 18/04/15	50,000	53,687.00
		CATERPILLAR FINANCIAL SE 1.25% 17/08/18	200,000	200,546.00
		CATERPILLAR FINANCIAL SE 1.25% 17/11/06	100,000	100,374.00
		CATERPILLAR FINANCIAL SE 2% 20/03/05	200,000	205,626.00
		CATERPILLAR FINANCIAL SE 2.1% 19/06/09	100,000	102,620.00
		CATERPILLAR FINANCIAL SE 2.25% 19/12/01	150,000	154,411.50
		CATERPILLAR FINANCIAL SE 3.75% 23/11/24	150,000	166,813.50
		CATERPILLAR INC 2.6% 22/06/26	100,000	103,505.00
		CATERPILLAR INC 3.4% 24/05/15	100,000	108,749.00
		CATERPILLAR INC 3.9% 21/05/27	150,000	167,475.00
		CATHOLIC HEALTH INITIATI 2.95% 22/11/01	200,000	205,860.00
		CBRE GROUP INC 4.875% 26/03/01	100,000	103,491.00
		CBS CORP 2.3% 19/08/15	200,000	202,854.00
		CBS CORP 3.7% 24/08/15	100,000	106,326.00
		CBS CORP 5.75% 20/04/15	15,000	17,178.15
		CELGENE CORP 2.25% 19/05/15	200,000	204,234.00
		CELGENE CORP 2.875% 20/08/15	200,000	208,196.00
		CELGENE CORP 3.25% 22/08/15	250,000	261,052.50
		CELGENE CORP 3.875% 25/08/15	250,000	270,740.00
		CELULOSA ARAUCO CONSTITU 4.5% 24/08/01	200,000	210,402.00
		CENTERPOINT ENER HOUSTON 1.85% 21/06/01	200,000	202,680.00
		CF INDUSTRIES INC 3.45% 23/06/01	100,000	100,691.00
		CF INDUSTRIES INC 7.125% 20/05/01	150,000	173,845.50
		CHARLES SCHWAB CORP 3.225% 22/09/01	100,000	106,854.00
		CHARLES SCHWAB CORP 4.45% 20/07/22	200,000	222,268.00
		CHARTER COMM OPT LLC 4.464% 22/07/23	300,000	326,715.00
		CHARTER COMM OPT LLC 4.908% 25/07/23	400,000	446,532.00
		CHEVRON 1.561% 19/05/16	100,000	101,092.00
		CHEVRON 2.1% 21/05/16	100,000	102,625.00
		CHEVRON 2.566% 23/05/16	100,000	103,169.00
		CHEVRON 2.954% 26/05/16	250,000	262,922.50
		CHEVRON CORP 1.345% 17/11/15	100,000	100,438.00
		CHEVRON CORP 1.365% 18/03/02	200,000	201,178.00
		CHEVRON CORP 1.718% 18/06/24	400,000	405,252.00
		CHEVRON CORP 1.961% 20/03/03	300,000	306,285.00
		CHEVRON CORP 2.355% 22/12/05	250,000	256,262.50
		CHEVRON CORP 3.191% 23/06/24	300,000	321,333.00
		CHEVRON CORP 4.95% 19/03/03	100,000	109,562.00
		CHUBB CORP 5.75% 18/05/15	225,000	243,472.50
		CIGNA CORP 3.25% 25/04/15	150,000	154,942.50
		CIGNA CORP 4.5% 21/03/15	100,000	110,066.00
		CIMAREX ENERGY CO 4.375% 24/06/01	100,000	105,404.00
		CISCO SYSTEMS 2.45% 20/06/15	250,000	261,627.50
		CISCO SYSTEMS 3.5% 25/06/15	100,000	113,165.00
		CISCO SYSTEMS INC 2.125% 19/03/01	300,000	308,313.00
		CISCO SYSTEMS INC 2.2% 21/02/28	400,000	413,740.00
		CISCO SYSTEMS INC 3.625% 24/03/04	100,000	112,539.00
		CISCO SYSTEMS INC 4.45% 20/01/15	150,000	166,303.50
		CISCO SYSTEMS INC 4.95% 19/02/15	100,000	109,935.00
		CITIGROUP INC 1.7% 18/04/27	300,000	300,966.00
		CITIGROUP INC 1.8% 18/02/05	250,000	251,002.50
		CITIGROUP INC 1.85% 17/11/24	250,000	251,397.50
		CITIGROUP INC 2.05% 18/12/07	150,000	151,395.00
		CITIGROUP INC 2.4% 20/02/18	500,000	507,755.00
		CITIGROUP INC 2.5% 19/07/29	250,000	255,142.50
		CITIGROUP INC 2.55% 19/04/08	400,000	408,796.00
		CITIGROUP INC 2.65% 20/10/26	200,000	204,258.00
		CITIGROUP INC 2.7% 21/03/30	50,000	51,131.50
		CITIGROUP INC 3.3% 25/04/27	250,000	260,037.50
		CITIGROUP INC 3.375% 23/03/01	450,000	470,137.50
		CITIGROUP INC 3.4% 26/05/01	250,000	259,390.00
		CITIGROUP INC 3.5% 23/05/15	250,000	256,887.50
		CITIGROUP INC 3.7% 26/01/12	300,000	317,853.00
		CITIGROUP INC 3.75% 24/06/16	100,000	106,668.00
		CITIGROUP INC 4.4% 25/06/10	250,000	266,107.50
		CITIZENS BANK NA 2.55% 21/05/13	250,000	253,550.00
		CITIZENS BANK NA/RI 1.6% 17/12/04	250,000	250,130.00
		CLOROX CO 3.5% 24/12/15	100,000	108,788.00
		CLOROX COMPANY 3.05% 22/09/15	64,000	67,390.72
		CME GROUP INC 3% 22/09/15	200,000	213,698.00
		CMS ENERGY CORP 5.05% 22/03/15	150,000	171,990.00
		CNA FINANCIAL CORP 4.5% 26/03/01	100,000	108,059.00
		CNA FINANCIAL CORP 5.75% 21/08/15	30,000	34,674.30
		CNA FINANCIAL CORP 7.35% 19/11/15	45,000	51,921.45
		COCA-COLA CO/THE 1.65% 18/03/14	400,000	405,484.00
		COCA-COLA CO/THE 1.65% 18/11/01	300,000	304,788.00
		COCA-COLA CO/THE 3.3% 21/09/01	350,000	381,612.00
		COCA-COLA ENTERPRISES 3.5% 20/09/15	200,000	212,682.00
		COCA-COLA FEMSA SAB CV 2.375% 18/11/26	150,000	153,328.50
		COLGATE-PALMOLIVE CO 1.75% 19/03/15	150,000	153,438.00
		COLGATE-PALMOLIVE CO 2.1% 23/05/01	100,000	102,772.00
		COLGATE-PALMOLIVE CO 2.45% 21/11/15	100,000	105,335.00
		COLUMBIA PIPELINE GROUP 4.5% 25/06/01	100,000	108,642.00
		COMCAST CORP 2.75% 23/03/01	100,000	105,300.00
		COMCAST CORP 2.85% 23/01/15	100,000	105,902.00
		COMCAST CORP 3.125% 22/07/15	100,000	107,576.00
		COMCAST CORP 3.15% 26/03/01	200,000	216,978.00
		COMCAST CORP 3.6% 24/03/01	200,000	221,860.00
		COMCAST CORP 5.15% 20/03/01	350,000	397,733.00
		COMCAST CORP 5.875% 18/02/15	250,000	269,385.00
		COMCAST CORP 6.3% 17/11/15	100,000	107,127.00
		COMERICA INC 2.125% 19/05/23	200,000	202,966.00
		COMMONWEALTH BK AUSTR 2.55% 21/03/15	250,000	258,970.00
		COMMONWEALTH BK AUSTR NY 1.4% 17/09/08	250,000	250,767.50
		COMMONWEALTH BK AUSTR NY 2.4% 20/11/02	250,000	256,805.00
		COMMONWEALTH BK AUSTR NY 2.5% 18/09/20	300,000	307,212.00
		COMMONWEALTH EDISON 4% 20/08/01	50,000	54,529.00
		COMPASS BANK 3.875% 25/04/10	250,000	240,475.00
		CONAGRA FOODS INC 3.2% 23/01/25	157,000	163,539.05
		CONNECTICUT LIGHT & PWR 2.5% 23/01/15	150,000	153,358.50
		CONOCOPHILLIPS 4.2% 21/03/15	100,000	108,723.00
		CONOCOPHILLIPS 4.95% 26/03/15	100,000	114,078.00
		CONOCOPHILLIPS 5.75% 19/02/01	250,000	275,252.50
		CONOCOPHILLIPS COMPANY 1.5% 18/05/15	250,000	250,405.00
		CONOCOPHILLIPS COMPANY 2.2% 20/05/15	105,000	106,648.50
		CONOCOPHILLIPS COMPANY 2.4% 22/12/15	100,000	99,603.00
		CONOCOPHILLIPS COMPANY 3.35% 24/11/15	200,000	208,046.00
		CONS EDISON CO OF NY 7.125% 18/12/01	125,000	142,485.00
		CONSOLIDATED EDISON CO 3.3% 24/12/01	100,000	108,802.00
		CONSUMERS ENERGY CO 6.7% 19/09/15	100,000	116,415.00
		CONSUMERS ENERGY COMPANY 6.125% 19/03/15	100,000	113,277.00
		CONTL AIRLINES 2012-1 A 4.15% 24/04/11	170,469	180,270.71
		CORNELL UNIVERSITY 5.45% 19/02/01	75,000	83,081.25
		CORNING INC 1.5% 18/05/08	150,000	149,656.50
		CORPBANCA 3.125% 18/01/15	200,000	202,696.00
		CORPORATE OFFICE PROP LP 3.7% 21/06/15	50,000	50,713.00
		CORPORATE OFFICE PROP LP 5% 25/07/01	50,000	53,213.50
		COSTCO WHOLESALE CORP 1.125% 17/12/15	200,000	200,848.00
		CR BARD INC 4.4% 21/01/15	100,000	110,617.00
		CRANE CO 4.45% 23/12/15	50,000	53,526.50
		CRED SUIS GP FUN LTD 2.75% 20/03/26	250,000	248,145.00
		CRED SUIS GP FUN LTD 3.75% 25/03/26	300,000	297,873.00
		CRED SUIS GP FUN LTD 3.8% 23/06/09	150,000	150,759.00
		CREDIT SUISSE AG 3% 21/10/29	250,000	255,972.50
		CREDIT SUISSE GROUP 3.125% 20/12/10	250,000	251,150.00
		CREDIT SUISSE GROUP 4.55% 26/04/17	250,000	261,910.00
		CREDIT SUISSE NEW YORK 1.7% 18/04/27	250,000	249,937.50
		CREDIT SUISSE NEW YORK 2.3% 19/05/28	400,000	404,928.00
		CREDIT SUISSE NEW YORK 3.625% 24/09/09	250,000	260,330.00
		CREDIT SUISSE NEW YORK 5.4% 20/01/14	250,000	271,702.50
		CRH AMERICA INC 8.125% 18/07/15	200,000	224,274.00
		CROWN CASTLE INTERNATION 3.4% 21/02/15	200,000	210,406.00
		CROWN CASTLE INTERNATION 3.7% 26/06/15	100,000	104,540.00
		CROWN CASTLE INTERNATION 4.45% 26/02/15	200,000	218,810.00
		CSX CORP 3.7% 23/11/01	300,000	326,832.00
		CSX CORP 7.375% 19/02/01	100,000	114,920.00
		CUBESMART LP 4.375% 23/12/15	50,000	54,656.50
		CVS CAREMARK CORP 4% 23/12/05	150,000	167,418.00
		CVS HEALTH 2.125% 21/06/01	100,000	102,215.00
		CVS HEALTH 2.875% 26/06/01	100,000	104,298.00
		CVS HEALTH CORP 2.25% 18/12/05	400,000	409,284.00
		CVS HEALTH CORP 2.25% 19/08/12	100,000	102,686.00
		CVS HEALTH CORP 2.75% 22/12/01	200,000	209,478.00
		CVS HEALTH CORP 2.8% 20/07/20	400,000	419,036.00
		CVS HEALTH CORP 3.875% 25/07/20	300,000	336,045.00
		DANAHER CORP 5.4% 19/03/01	250,000	277,305.00
		DDR CORP 3.625% 25/02/01	200,000	202,390.00
		DDR CORP 4.625% 22/07/15	100,000	108,494.00
		DEERE & COMPANY 4.375% 19/10/16	100,000	110,457.00
		DELMARVA PWR & LIGHT CO 3.5% 23/11/15	150,000	163,356.00
		DELPHI CORP 4.15% 24/03/15	40,000	42,858.00
		DELPHI CORP 5% 23/02/15	150,000	159,373.50
		DELTA AIR LINES 2010-2A 4.95% 19/05/23	53,316	56,582.09
		DEUTSCHE BANK 3.375% 21/05/12	200,000	199,258.00
		DEUTSCHE BANK AG LONDON 1.875% 18/02/13	300,000	297,738.00
		DEUTSCHE BANK AG LONDON 2.5% 19/02/13	200,000	198,914.00
		DEUTSCHE BANK AG LONDON 3.7% 24/05/30	200,000	198,528.00
		DEUTSCHE BANK AG LONDON 6% 17/09/01	250,000	260,807.50
		DEUTSCHE TELEKOM INT FIN 6% 19/07/08	150,000	170,173.50
		DEVON ENERGY CORP 5.85% 25/12/15	125,000	139,898.75
		DEVON ENERGY CORPORATION 2.25% 18/12/15	100,000	99,347.00
		DEVON ENERGY CORPORATION 3.25% 22/05/15	100,000	98,152.00
		DIAGEO CAPITAL PL 5.75% 17/10/23	50,000	52,938.50
		DIAGEO CAPITAL PLC 1.125% 18/04/29	300,000	300,186.00
		DIAGEO CAPITAL PLC 2.625% 23/04/29	100,000	104,093.00
		DIAGEO CAPITAL PLC 4.828% 20/07/15	100,000	112,601.00
		DIAGEO INVESTMENT CORP 2.875% 22/05/11	100,000	104,838.00
		DIAMOND 1 FIN 3.48% 19/06/01	400,000	410,624.00
		DIAMOND 1 FIN 4.42% 21/06/15	400,000	415,776.00
		DIAMOND 1 FIN 5.45% 23/06/15	200,000	211,050.00
		DIAMOND 1 FIN 6.02% 26/06/15	400,000	425,396.00
		DIGITAL REALTY TRUST LP 5.875% 20/02/01	150,000	168,517.50
		DISCOVER BANK 4.2% 23/08/08	250,000	268,430.00
		DISCOVER FINANCIAL SVS 5.2% 22/04/27	83,000	91,258.50
		DISCOVERY COMMUNICATIONS 5.05% 20/06/01	200,000	219,062.00
		DISCOVERY COMMUNICATIONS 5.625% 19/08/15	50,000	55,074.00
		DOLLAR GENERAL CORP 3.25% 23/04/15	100,000	105,204.00
		DOLLAR GENERAL CORP 4.15% 25/11/01	50,000	55,544.00
		DOMINION GAS HLD LLC 2.8% 20/11/15	150,000	156,174.00
		DOMINION GAS HOLDINGS LL 3.6% 24/12/15	25,000	26,661.00
		DOMINION RESOURCES 4.104% 21/04/01	40,000	42,447.20
		DOMINION RESOURCES INC 3.9% 25/10/01	100,000	108,254.00
		DOMINION RESOURCES INC 5.75% 24/10/01	150,000	149,322.00
		DOMINION RESOURCES INC/N 2.5% 19/12/01	240,000	246,067.20
		DOMTAR CORP 4.4% 22/04/01	100,000	104,035.00
		DOVER CORP 4.3% 21/03/01	100,000	111,031.00
		DOW CHEMICAL CO/THE 3.5% 24/10/01	100,000	106,542.00
		DOW CHEMICAL CO/THE 4.125% 21/11/15	300,000	330,645.00
		DOW CHEMICAL CO/THE 4.25% 20/11/15	250,000	273,930.00
		DOW CHEMICAL CO/THE 8.55% 19/05/15	100,000	119,359.00
		DR PEPPER SNAPPLE GROUP 2.6% 19/01/15	100,000	102,456.00
		DR PEPPER SNAPPLE GROUP 3.4% 25/11/15	100,000	107,303.00
		DTE ENERGY 3.5% 24/06/01	100,000	107,803.00
		DTE ENERGY COMPANY 2.4% 19/12/01	150,000	153,129.00
		DUKE ENERGY CORP 1.625% 17/08/15	200,000	201,054.00
		DUKE ENERGY CORP 2.1% 18/06/15	200,000	202,248.00
		DUKE ENERGY CORP 3.55% 21/09/15	200,000	214,314.00
		DUKE ENERGY CORP 3.75% 24/04/15	200,000	216,872.00
		DUKE ENERGY CORP 5.05% 19/09/15	400,000	441,352.00
		DUKE REALTY LP 3.75% 24/12/01	100,000	105,998.00
		DUN & BRADSTREET CORP 3.25% 17/12/01	150,000	150,958.50
		E.I. DU PONT DE NEMOURS 3.625% 21/01/15	300,000	322,623.00
		E.I. DU PONT DE NEMOURS 6% 18/07/15	300,000	327,993.00
		EASTMAN CHEMICAL CO 2.7% 20/01/15	350,000	360,783.50
		EATON CORP 1.5% 17/11/02	200,000	200,926.00
		EATON CORP 2.75% 22/11/02	250,000	258,095.00
		EATON VANCE CORP 6.5% 17/10/02	60,000	63,261.00
		EBAY INC 2.2% 19/08/01	100,000	101,570.00
		EBAY INC 2.6% 22/07/15	200,000	199,264.00
		EBAY INC 2.875% 21/08/01	200,000	207,146.00
		EBAY INC 3.25% 20/10/15	50,000	52,494.00
		ECOLAB INC 1.55% 18/01/12	100,000	100,547.00
		ECOLAB INC 2% 19/01/14	50,000	50,644.50
		ECOLAB INC 3.25% 23/01/14	50,000	52,701.50
		EL PASO PIPELINE PART OP 5% 21/10/01	150,000	159,306.00
		ELECTRONIC ARTS INC 3.7% 21/03/01	100,000	105,138.00
		ELI LILLY & CO 1.25% 18/03/01	150,000	151,020.00
		EMBRAER SA 5.05% 25/06/15	150,000	150,000.00
		EMC CORP 1.875% 18/06/01	200,000	197,492.00
		EMC CORP 3.375% 23/06/01	150,000	140,953.50
		EMC CORP/MA 2.65% 20/06/01	200,000	194,222.00
		EMERA US FINANCE LP 2.15% 19/06/15	20,000	20,306.20
		EMERA US FINANCE LP 2.7% 21/06/15	50,000	51,262.00
		EMERA US FINANCE LP 3.55% 26/06/15	65,000	67,236.65
		EMERSON ELECTRIC CO 3.15% 25/06/01	100,000	107,996.00
		EMERSON ELECTRIC CO 5% 19/04/15	100,000	110,061.00
		EMPRESA NACIONAL DE ELEC 4.25% 24/04/15	50,000	52,837.00
		ENABLE MIDSTREAM PARTNER 3.9% 24/05/15	100,000	89,791.00
		ENBRIDGE ENERGY PARTNERS 5.875% 25/10/15	100,000	111,132.00
		ENBRIDGE ENERGY PARTNERS 9.875% 19/03/01	150,000	171,834.00
		ENBRIDGE INC 4% 23/10/01	100,000	100,890.00
		ENCANA CORP 3.9% 21/11/15	100,000	98,692.00
		ENERGY TRANSFER PARTNERS 4.05% 25/03/15	150,000	150,330.00
		ENERGY TRANSFER PARTNERS 4.15% 20/10/01	100,000	102,984.00
		ENERGY TRANSFER PARTNERS 4.65% 21/06/01	250,000	260,687.50
		ENERGY TRANSFER PARTNERS 5.2% 22/02/01	200,000	212,520.00
		ENERGY TRANSFER PARTNERS 6.7% 18/07/01	200,000	212,638.00
		ENTERGY CORP 4% 22/07/15	50,000	53,964.50
		ENTERGY CORP 5.125% 20/09/15	100,000	109,805.00
		ENTERGY LOUISIANA LLC 6.5% 18/09/01	88,000	97,492.56
		ENTERGY TEXAS INC 7.125% 19/02/01	200,000	226,330.00
		ENTERPRISE PRODUCTS OPER 1.65% 18/05/07	200,000	200,528.00
		ENTERPRISE PRODUCTS OPER 2.55% 19/10/15	350,000	359,642.50
		ENTERPRISE PRODUCTS OPER 3.35% 23/03/15	200,000	207,286.00
		ENTERPRISE PRODUCTS OPER 3.75% 25/02/15	200,000	213,186.00
		ENTERPRISE PRODUCTS OPER 6.3% 17/09/15	100,000	105,412.00
		ENTERTAINMENT PROPERTIES 5.75% 22/08/15	50,000	54,844.50
		EOG RESOURCES INC 2.625% 23/03/15	150,000	150,766.50
		EOG RESOURCES INC 4.1% 21/02/01	250,000	272,475.00
		EQT CORP 8.125% 19/06/01	100,000	110,097.00
		EQUIFAX 2.3% 21/06/01	50,000	50,695.00
		ERP OPERATING LP 4.625% 21/12/15	150,000	169,944.00
		ERP OPERATING LP 4.75% 20/07/15	100,000	111,106.00
		ESSEX PORTFOLIO LP 3.5% 25/04/01	100,000	104,154.00
		ESSEX PORTFOLIO LP 3.875% 24/05/01	50,000	53,584.50
		ESTEE LAUDER 1.7% 21/05/10	30,000	30,464.40
		EXELON 2.45% 21/04/15	100,000	101,773.00
		EXELON 3.4% 26/04/15	100,000	105,851.00
		EXELON CORP 2.85% 20/06/15	50,000	51,975.00
		EXELON CORP 3.95% 25/06/15	100,000	108,921.00
		EXELON GENERATION CO LLC 2.95% 20/01/15	300,000	309,252.00
		EXPEDIA INC 5.95% 20/08/15	100,000	112,091.00
		EXPRESS SCRIPTS HLD 4.5% 26/02/25	200,000	223,382.00
		EXPRESS SCRIPTS HOLDING 2.25% 19/06/15	250,000	254,645.00
		EXPRESS SCRIPTS HOLDING 3.5% 24/06/15	250,000	261,342.50
		EXXON MOBIL CORPORATION 1.305% 18/03/06	140,000	140,852.60
		EXXON MOBIL CORPORATION 1.819% 19/03/15	300,000	305,862.00
		EXXON MOBIL CORPORATION 1.912% 20/03/06	150,000	153,423.00
		EXXON MOBIL CORPORATION 2.709% 25/03/06	250,000	262,505.00
		EXXON MOBIL INC 1.439% 18/03/01	55,000	55,488.95
		EXXON MOBIL INC 1.708% 19/03/01	100,000	101,659.00
		EXXON MOBIL INC 2.222% 21/03/01	200,000	207,200.00
		EXXON MOBIL INC 2.726% 23/03/01	70,000	73,544.80
		EXXON MOBIL INC 3.043% 26/03/01	200,000	215,142.00
		FEDERAL REALTY INVESTMEN 2.55% 21/01/15	60,000	61,392.00
		FEDEX CORP 3.2% 25/02/01	200,000	211,584.00
		FEDEX CORP 8% 19/01/15	50,000	58,040.00
		FIDELITY NATIONAL INFORM 2.85% 18/10/15	55,000	56,419.55
		FIDELITY NATIONAL INFORM 3.5% 23/04/15	188,000	197,366.16
		FIDELITY NATIONAL INFORM 3.625% 20/10/15	160,000	169,356.80
		FIDELITY NATIONAL INFORM 3.875% 24/06/05	100,000	106,867.00
		FIDELITY NATIONAL INFORM 5% 25/10/15	100,000	115,548.00
		FIFTH THIRD BANCORP 2.875% 20/07/27	200,000	208,842.00
		FIFTH THIRD BANK 1.45% 18/02/28	200,000	200,928.00
		FIFTH THIRD BANK 2.875% 21/10/01	200,000	208,564.00
		FIFTH THIRD BANK 3.85% 26/03/15	200,000	212,134.00
		FIRST HORIZON NATIONAL 3.5% 20/12/15	100,000	101,599.00
		FIRSTENERGY SOLUTIONS CO 6.05% 21/08/15	100,000	108,583.00
		FISERV INC 2.7% 20/06/01	150,000	155,658.00
		FISERV INC 4.625% 20/10/01	100,000	110,605.00
		FLEXTRONICS INTERNATIONA 4.75% 25/06/15	125,000	129,375.00
		FLORIDA POWER & LIGHT CO 3.125% 25/12/01	200,000	217,080.00
		FLORIDA POWER & LIGHT CO 3.25% 24/06/01	100,000	108,375.00
		FMC TECHNOLOGIES INC 2% 17/10/01	100,000	99,275.00
		FORD MOTOR CREDIT CO 3.096% 23/05/04	200,000	204,226.00
		FORD MOTOR CREDIT CO 4.389% 26/01/08	200,000	220,290.00
		FORD MOTOR CREDIT CO LLC 1.684% 17/09/08	200,000	200,198.00
		FORD MOTOR CREDIT CO LLC 2.375% 18/01/16	500,000	505,985.00
		FORD MOTOR CREDIT CO LLC 2.459% 20/03/27	450,000	455,557.50
		FORD MOTOR CREDIT CO LLC 2.551% 18/10/05	200,000	203,696.00
		FORD MOTOR CREDIT CO LLC 3.664% 24/09/08	200,000	208,940.00
		FORD MOTOR CREDIT CO LLC 5.875% 21/08/02	400,000	460,104.00
		FORD MOTOR CREDIT CO LLC 6.625% 17/08/15	250,000	263,370.00
		FORD MOTOR CREDIT CO LLC 8.125% 20/01/15	100,000	119,790.00
		FORTIVE CORP 1.8% 19/06/15	25,000	25,183.00
		FORTIVE CORP 2.35% 21/06/15	50,000	51,160.50
		FORTIVE CORP 3.15% 26/06/15	50,000	52,366.00
		FRANCE TELECOM 4.125% 21/09/14	150,000	166,026.00
		FRANKLIN RESOURCES INC 2.85% 25/03/30	200,000	208,054.00
		GATX CORP 2.6% 20/03/30	200,000	199,272.00
		GE CAPITAL INTL FUNDING 2.342% 20/11/15	1,200,000	1,240,656.00
		GE CAPITAL INTL FUNDING 3.373% 25/11/15	250,000	274,162.50
		GENERAL DYNAMICS CORP 1% 17/11/15	150,000	150,564.00
		GENERAL DYNAMICS CORP 2.25% 22/11/15	100,000	102,937.00
		GENERAL ELEC CAP CORP 2.1% 19/12/11	250,000	257,850.00
		GENERAL ELEC CAP CORP 5.625% 17/09/15	506,000	534,032.40
		GENERAL ELECTRIC CO 2.7% 22/10/09	450,000	473,872.50
		GENERAL ELECTRIC CO 5.25% 17/12/06	400,000	424,372.00
		GENERAL MILLS INC 3.15% 21/12/15	150,000	160,363.50
		GENERAL MILLS INC 5.65% 19/02/15	200,000	222,384.00
		GENERAL MOTORS 3.5% 18/10/02	250,000	257,475.00
		GENERAL MOTORS FINANCIAL 2.4% 18/04/10	250,000	251,977.50
		GENERAL MOTORS FINANCIAL 3.15% 20/01/15	250,000	253,642.50
		GENERAL MOTORS FINANCIAL 3.2% 21/07/06	100,000	100,768.00
		GENERAL MOTORS FINANCIAL 3.45% 22/04/10	250,000	250,847.50
		GENERAL MOTORS FINANCIAL 4% 25/01/15	250,000	254,017.50
		GEORGIA POWER CO 3.25% 26/04/01	50,000	53,663.50
		GEORGIA POWER COMPANY 5.4% 18/06/01	100,000	107,839.00
		GILEAD SCIENCES INC 1.85% 18/09/04	60,000	61,045.20
		GILEAD SCIENCES INC 2.35% 20/02/01	250,000	259,077.50
		GILEAD SCIENCES INC 2.55% 20/09/01	200,000	209,078.00
		GILEAD SCIENCES INC 3.25% 22/09/01	65,000	69,772.30
		GILEAD SCIENCES INC 3.5% 25/02/01	250,000	271,757.50
		GILEAD SCIENCES INC 3.65% 26/03/01	200,000	220,788.00
		GILEAD SCIENCES INC 4.5% 21/04/01	100,000	112,513.00
		GLAXOSMITHKLINE C 5.65% 18/05/15	200,000	216,724.00
		GLAXOSMITHKLINE CAPITAL 2.85% 22/05/08	300,000	317,043.00
		GM FINANCIAL 3.7% 20/11/24	200,000	205,962.00
		GM FINANCIAL 4.2% 21/03/01	250,000	262,520.00
		GM FINANCIAL 5.25% 26/03/01	100,000	109,621.00
		GM FINANCIAL CO INC 4.3% 25/07/13	200,000	206,880.00
		GOLDCORP INC 3.7% 23/03/15	200,000	205,572.00
		GOLDMAN SACHS GROUP 2.625% 21/04/25	350,000	356,156.50
		GOLDMAN SACHS GROUP 2.875% 21/02/25	300,000	309,834.00
		GOLDMAN SACHS GROUP INC 2.55% 19/10/23	300,000	307,188.00
		GOLDMAN SACHS GROUP INC 2.6% 20/04/23	900,000	919,188.00
		GOLDMAN SACHS GROUP INC 2.625% 19/01/31	300,000	307,320.00
		GOLDMAN SACHS GROUP INC 2.75% 20/09/15	50,000	51,177.00
		GOLDMAN SACHS GROUP INC 2.9% 18/07/19	300,000	308,106.00
		GOLDMAN SACHS GROUP INC 3.5% 25/01/23	350,000	365,004.50
		GOLDMAN SACHS GROUP INC 3.625% 23/01/22	300,000	317,640.00
		GOLDMAN SACHS GROUP INC 3.75% 25/05/22	350,000	372,200.50
		GOLDMAN SACHS GROUP INC 3.75% 26/02/25	200,000	212,858.00
		GOLDMAN SACHS GROUP INC 4.25% 25/10/21	200,000	211,088.00
		GOLDMAN SACHS GROUP INC 5.25% 21/07/27	400,000	453,932.00
		GOLDMAN SACHS GROUP INC 5.95% 18/01/18	500,000	532,830.00
		GOLDMAN SACHS GROUP INC 7.5% 19/02/15	100,000	114,359.00
		GRUPO TELEVISA SAB 6.625% 25/03/18	150,000	186,265.50
		HALLIBURTON CO 3.8% 25/11/15	350,000	370,300.00
		HALLIBURTON COMPANY 3.25% 21/11/15	100,000	104,578.00
		HALLIBURTON COMPANY 6.15% 19/09/15	200,000	227,288.00
		HANOVER INSURANCE GROUP 4.5% 26/04/15	50,000	52,053.50
		HARRIS CORPORATION 2.7% 20/04/27	200,000	203,612.00
		HARTFORD FINL SVCS GRP 5.125% 22/04/15	200,000	227,960.00
		HARTFORD FINL SVCS GRP 5.5% 20/03/30	100,000	113,122.00
		HASBRO INC 3.15% 21/05/15	50,000	51,582.00
		HCP INC 2.625% 20/02/01	250,000	252,932.50
		HCP INC 3.4% 25/02/01	300,000	293,244.00
		HCP INC 5.375% 21/02/01	100,000	112,090.00
		HEALTH CARE REIT INC 4% 25/06/01	150,000	159,637.50
		HEALTH CARE REIT INC 4.125% 19/04/01	200,000	211,466.00
		HEALTH CARE REIT INC 5.25% 22/01/15	100,000	112,674.00
		HEALTHCARE TRUST OF AMER 3.375% 21/07/15	50,000	51,537.00
		HEINZ 3% 26/06/01	110,000	114,052.40
		HERSHEY COMPANY 4.125% 20/12/01	100,000	111,077.00
		HESS CORP 8.125% 19/02/15	75,000	84,710.25
		HEWLETT-PACKARD CO 3.75% 20/12/01	25,000	26,476.25
		HEWLETT-PACKARD CO 4.3% 21/06/01	250,000	268,007.50
		HEWLETT-PACKARD CO 4.65% 21/12/09	200,000	217,712.00
		HIGHWOODS REALTY LP 3.2% 21/06/15	150,000	151,765.50
		HJ HEINZ CO 2% 18/07/02	130,000	131,847.30
		HJ HEINZ CO 2.8% 20/07/02	50,000	52,190.50
		HJ HEINZ CO 3.5% 22/07/15	150,000	160,798.50
		HJ HEINZ CO 3.95% 25/07/15	150,000	167,004.00
		HOME DEPOT INC 2% 21/04/01	200,000	206,372.00
		HOME DEPOT INC 2.7% 23/04/01	100,000	105,814.00
		HOME DEPOT INC 3.75% 24/02/15	200,000	226,250.00
		HOME DEPOT INC 4.4% 21/04/01	250,000	282,420.00
		HONEYWELL INTERNA 5.3% 18/03/01	200,000	214,252.00
		HONEYWELL INTERNATIONAL 5% 19/02/15	150,000	165,204.00
		HOSPITALITY PROP TRUST 6.7% 18/01/15	100,000	104,627.00
		HOSPITALITY PROPERTIES T 4.5% 25/03/15	150,000	152,079.00
		HOST HOTELS + RESORTS LP 4.75% 23/03/01	200,000	215,420.00
		HOWARD HUGES MEDICAL IN 3.5% 23/09/01	200,000	222,870.00
		HP ENTERPRISE CO 2.45% 17/10/05	200,000	202,516.00
		HP ENTERPRISE CO 2.85% 18/10/05	200,000	204,746.00
		HP ENTERPRISE CO 3.6% 20/10/15	400,000	419,620.00
		HP ENTERPRISE CO 4.9% 25/10/15	200,000	213,682.00
		HSBC 3.4% 21/03/08	200,000	207,264.00
		HSBC 4.3% 26/03/08	400,000	429,168.00
		HSBC BANK USA NA 4.875% 20/08/24	150,000	163,018.50
		HSBC FINANCE CORP 6.676% 21/01/15	300,000	337,026.00
		HSBC HLD 2.95% 21/05/25	350,000	355,768.00
		HSBC HOLDINGS PLC 4% 22/03/30	400,000	417,720.00
		HSBC HOLDINGS PLC 4.25% 24/03/14	200,000	204,218.00
		HSBC HOLDINGS PLC 4.25% 25/08/18	200,000	203,354.00
		HSBC USA INC 1.625% 18/01/16	200,000	199,448.00
		HSBC USA INC 1.7% 18/03/05	350,000	350,073.50
		HSBC USA INC 2.35% 20/03/05	400,000	401,500.00
		HUBBELL INC 3.35% 26/03/01	100,000	105,014.00
		HUMANA INC 3.85% 24/10/01	150,000	161,536.50
		HUMANA INC. 6.3% 18/08/01	75,000	81,961.50
		HUNTINGTON BANCSHARES 2.6% 18/08/02	100,000	101,875.00
		HUNTINGTON NATIONAL BANK 2.4% 20/04/01	250,000	254,717.50
		HUSKY ENERGY INC 3.95% 22/04/15	100,000	104,346.00
		HUSKY ENERGY INC 7.25% 19/12/15	37,000	41,597.62
		HYATT HOTELS CORP 4.85% 26/03/15	50,000	55,310.50
		IBM 2.875% 22/11/09	100,000	106,500.00
		IBM CORP 1.125% 18/02/06	100,000	100,425.00
		IBM CORP 1.625% 20/05/15	200,000	203,396.00
		IBM CORP 1.875% 22/08/01	150,000	150,367.50
		IBM CORP 1.95% 19/02/12	300,000	307,302.00
		IBM CORP 3.375% 23/08/01	250,000	273,222.50
		IBM CORP 5.7% 17/09/14	550,000	580,778.00
		ILLINOIS TOOL WORKS INC 1.95% 19/03/01	150,000	153,492.00
		ILLINOIS TOOL WORKS INC 6.25% 19/04/01	74,000	83,602.24
		INGERSOLL-RAND GL HLD CO 4.25% 23/06/15	150,000	167,917.50
		INGERSOLL-RAND LUX FINAN 3.55% 24/11/01	100,000	106,750.00
		INGRAM MICRO INC 4.95% 24/12/15	50,000	50,289.50
		INGREDION INC 1.8% 17/09/25	150,000	150,690.00
		INTEL CORP 1.35% 17/12/15	150,000	150,967.50
		INTEL CORP 2.45% 20/07/29	115,000	119,994.45
		INTEL CORP 2.6% 26/05/19	50,000	51,573.00
		INTEL CORP 2.7% 22/12/15	100,000	105,524.00
		INTEL CORP 3.1% 22/07/29	100,000	108,098.00
		INTEL CORP 3.3% 21/10/01	350,000	382,543.00
		INTEL CORP 3.7% 25/07/29	145,000	163,246.80
		INTERCONTINENTAL EXCHANG 3.75% 25/12/01	150,000	164,347.50
		INTERCONTINENTALEXCHANGE 4% 23/10/15	100,000	109,971.00
		INTERNATIONAL PAPER CO 3.65% 24/06/15	100,000	106,621.00
		INTERPUBLIC GROUP COS 4% 22/03/15	100,000	107,028.00
		INTESA SANPAOLO SPA 3.875% 18/01/16	200,000	204,026.00
		INTESA SANPAOLO SPA 3.875% 19/01/15	200,000	205,632.00
		INTL LEASE FINANCE CORP 7.125% 18/09/01	100,000	109,875.00
		INTL PAPER CO 7.5% 21/08/15	300,000	371,109.00
		INVESCO FINANCE PLC 3.75% 26/01/15	150,000	162,624.00
		ITC HOLDINGS CORP 3.25% 26/06/30	60,000	61,016.40
		ITC HOLDINGS CORP 3.65% 24/06/15	25,000	26,235.50
		JABIL CIRCUIT INC 5.625% 20/12/15	200,000	214,000.00
		JB HUNT TRANSPORT SERVIC 3.85% 24/03/15	50,000	53,563.50
		JEFFERIES GROUP LLC 5.125% 18/04/13	150,000	156,834.00
		JEFFERIES GROUP LLC 8.5% 19/07/15	92,000	105,292.16
		JM SMUCKER CO 3.5% 25/03/15	200,000	217,670.00
		JOHN DEERE CAPITAL CORP 1.3% 18/03/12	250,000	251,387.50
		JOHN DEERE CAPITAL CORP 1.55% 17/12/15	100,000	100,875.00
		JOHN DEERE CAPITAL CORP 2.05% 20/03/10	150,000	153,568.50
		JOHN DEERE CAPITAL CORP 2.8% 17/09/18	100,000	102,199.00
		JOHN DEERE CAPITAL CORP 2.8% 21/03/04	100,000	105,144.00
		JOHN DEERE CAPITAL CORP 2.8% 23/03/06	100,000	104,700.00
		JOHN DEERE CAPITAL CORP 3.15% 21/10/15	200,000	214,732.00
		JOHN DEERE CAPITAL CORP 3.35% 24/06/12	150,000	162,927.00
		JOHNSON & JOHNSON 1.125% 19/03/01	65,000	65,354.90
		JOHNSON & JOHNSON 1.65% 21/03/01	100,000	102,003.00
		JOHNSON & JOHNSON 1.875% 19/12/05	300,000	308,901.00
		JOHNSON & JOHNSON 2.05% 23/03/01	100,000	103,285.00
		JOHNSON & JOHNSON 2.45% 26/03/01	100,000	104,687.00
		JOHNSON & JOHNSON 5.55% 17/08/15	150,000	157,497.00
		JOHNSON CONTROLS INC 3.75% 21/12/01	200,000	213,978.00
		JOHNSON CONTROLS INC 5% 20/03/30	100,000	109,633.00
		JP MORGAN CHASE & CO 3.875% 24/09/10	400,000	422,212.00
		JPMORGAN CHASE & CO 1.7% 18/03/01	500,000	503,000.00
		JPMORGAN CHASE & CO 1.85% 19/03/22	200,000	202,442.00
		JPMORGAN CHASE & CO 2.2% 19/10/22	500,000	508,990.00
		JPMORGAN CHASE & CO 2.25% 20/01/23	500,000	508,650.00
		JPMORGAN CHASE & CO 2.4% 21/06/07	150,000	152,730.00
		JPMORGAN CHASE & CO 2.55% 20/10/29	255,000	261,821.25
		JPMORGAN CHASE & CO 2.55% 21/03/01	250,000	255,730.00
		JPMORGAN CHASE & CO 2.7% 23/05/18	250,000	254,677.50
		JPMORGAN CHASE & CO 3.125% 25/01/23	250,000	258,510.00
		JPMORGAN CHASE & CO 3.2% 23/01/25	500,000	523,610.00
		JPMORGAN CHASE & CO 3.2% 26/06/15	200,000	208,384.00
		JPMORGAN CHASE & CO 3.25% 22/09/23	500,000	526,155.00
		JPMORGAN CHASE & CO 3.375% 23/05/01	500,000	515,610.00
		JPMORGAN CHASE & CO 3.9% 25/07/15	150,000	163,777.50
		JPMORGAN CHASE & CO 4.4% 20/07/22	250,000	273,582.50
		JPMORGAN CHASE & CO 4.95% 20/03/25	400,000	443,540.00
		JPMORGAN CHASE & CO 6% 18/01/15	400,000	427,232.00
		JPMORGAN CHASE BA 6% 17/10/01	500,000	527,555.00
		JUNIPER NETWORKS INC 4.5% 24/03/15	50,000	53,385.50
		KANSAS CITY POWER & LT 3.15% 23/03/15	79,000	81,714.44
		KANSAS CITY POWER 6.375% 18/03/01	100,000	107,543.00
		KANSAS CITY SOUTHERN 3.125% 26/06/01	30,000	30,959.70
		KELLOGG CO 3.25% 26/04/01	150,000	156,819.00
		KELLOGG CO 4% 20/12/15	132,000	145,479.84
		KENNAMETAL INC 2.65% 19/11/01	100,000	100,526.00
		KEY BANK NA 1.65% 18/02/01	250,000	251,387.50
		KEY BANK NA 1.7% 18/06/01	250,000	251,830.00
		KEY BANK NA 2.25% 20/03/16	250,000	254,912.50
		KEYCORP 2.9% 20/09/15	120,000	124,528.80
		KILROY REALTY LP 4.375% 25/10/01	100,000	109,272.00
		KIMBERLY-CLARK CORP 1.85% 20/03/01	300,000	307,584.00
		KIMBERLY-CLARK CORP 2.65% 25/03/01	100,000	106,105.00
		KINDER MORGAN ENER PART 2.65% 19/02/01	250,000	250,145.00
		KINDER MORGAN ENER PART 3.5% 21/03/01	40,000	40,501.60
		KINDER MORGAN ENER PART 3.95% 22/09/01	250,000	256,645.00
		KINDER MORGAN ENER PART 4.15% 22/03/01	100,000	101,514.00
		KINDER MORGAN ENER PART 5.95% 18/02/15	250,000	263,670.00
		KINDER MORGAN INC/DE 3.05% 19/12/01	250,000	254,550.00
		KINDER MORGAN INC/DELAWA 2% 17/12/01	200,000	198,864.00
		KLA-TENCOR CORP 3.375% 19/11/01	48,000	49,624.32
		KLA-TENCOR CORP 4.125% 21/11/01	229,000	246,452.09
		KOHL'S CORP 4.25% 25/07/17	200,000	203,862.00
		KONINKLIJKE PHILIPS NV 5.75% 18/03/11	150,000	160,461.00
		KRAFT FOODS GROUP INC 3.5% 22/06/06	100,000	107,744.00
		KRAFT FOODS GROUP INC 5.375% 20/02/10	200,000	225,864.00
		KRAFT FOODS INC 6.125% 18/02/01	150,000	160,723.50
		KROGER CO 2% 19/01/15	25,000	25,320.00
		KROGER CO 2.6% 21/02/01	50,000	52,136.00
		KROGER CO 3.5% 26/02/01	150,000	164,413.50
		KROGER CO 4% 24/02/01	100,000	111,757.00
		KROGER CO/THE 3.4% 22/04/15	100,000	107,034.00
		L-3 COMMUNICATIONS CORP 4.95% 21/02/15	200,000	219,240.00
		L-3 COMMUNICATIONS CORP 5.2% 19/10/15	75,000	81,720.75
		LABORATORY CORP OF AMER 2.625% 20/02/01	200,000	204,542.00
		LABORATORY CORP OF AMERI 3.2% 22/02/01	100,000	103,337.00
		LABORATORY CORP OF AMERI 4% 23/11/01	50,000	53,946.00
		LAM RESEARCH 3.9% 26/06/15	150,000	160,170.00
		LAM RESEARCH CORP 2.75% 20/03/15	150,000	154,089.00
		LEGG MASON INC 2.7% 19/07/15	50,000	51,103.00
		LEGGETT & PLATT INC 3.4% 22/08/15	50,000	52,274.50
		LEUCADIA NATIONAL CORP 5.5% 23/10/18	80,000	81,982.40
		LEXMARK INTL INC 6.65% 18/06/01	50,000	53,168.50
		LIBERTY PROPERTY 6.625% 17/10/01	75,000	79,344.00
		LIBERTY PROPERTY LP 4.4% 24/02/15	150,000	162,456.00
		LINCOLN NATIONAL CORP 3.35% 25/03/09	150,000	151,776.00
		LLOYDS BANK PLC 1.75% 18/05/14	250,000	249,562.50
		LLOYDS BANK PLC 2.4% 20/03/17	300,000	303,207.00
		LLOYDS BANK PLC 2.7% 20/08/17	200,000	205,068.00
		LLOYDS BANKING GROUP 4.582% 25/12/10	200,000	202,672.00
		LLOYDS TSB BANK PLC 6.375% 21/01/21	100,000	117,226.00
		LOCKHEED MARTIN 3.55% 26/01/15	250,000	276,822.50
		LOCKHEED MARTIN CORP 3.35% 21/09/15	200,000	214,964.00
		LOCKHEED MARTIN CORP 4.25% 19/11/15	100,000	109,572.00
		LOEWS CORP 2.625% 23/05/15	150,000	152,164.50
		LOWE'S COMPANIES INC 3.12% 22/04/15	200,000	214,562.00
		LOWE'S COMPANIES INC 4.625% 20/04/15	250,000	276,247.50
		LUBRIZOL CORP 8.875% 19/02/01	50,000	59,610.50
		LYB INTL FINANCE BV 4% 23/07/15	60,000	65,221.80
		LYONDELLBASELL IND NV 6% 21/11/15	300,000	353,226.00
		MACK-CALI REALTY LP 2.5% 17/12/15	100,000	100,252.00
		MACYS RETAIL HLDGS INC 2.875% 23/02/15	100,000	96,323.00
		MACYS RETAIL HLDGS INC 3.625% 24/06/01	100,000	100,071.00
		MACYS RETAIL HLDGS INC 4.375% 23/09/01	60,000	63,139.80
		MAGELLAN MIDSTREAM PARTN 6.55% 19/07/15	100,000	112,836.00
		MAGELLAN MISDTREAM PARTN 5% 26/03/01	50,000	57,512.00
		MAGNA INTERNATIONAL INC 4.15% 25/10/01	50,000	55,356.00
		MANUF & TRADERS TRUST CO 2.1% 20/02/06	250,000	253,507.50
		MANUF & TRADERS TRUST CO 2.9% 25/02/06	250,000	258,640.00
		MANULIFE FINANCIAL CORP 4.15% 26/03/04	100,000	108,761.00
		MARATHON OIL CORP 2.8% 22/11/01	150,000	136,482.00
		MARATHON OIL CORP 6% 17/10/01	100,000	103,500.00
		MARATHON PETROLEUM 3.4% 20/12/15	150,000	155,788.50
		MARATHON PETROLEUM CORP 3.625% 24/09/15	100,000	100,085.00
		MARKEL CORPORATION 4.9% 22/07/01	70,000	78,017.10
		MARRIOTT INTERNATIONAL 2.3% 22/01/15	100,000	100,770.00
		MARRIOTT INTERNATIONAL 3.125% 21/10/15	100,000	104,257.00
		MARRIOTT INTERNATIONAL 3.125% 26/06/15	100,000	102,266.00
		MARRIOTT INTERNATIONAL 3.25% 22/09/15	100,000	104,431.00
		MARSH & MCLENNAN COS INC 2.35% 19/09/10	150,000	153,180.00
		MARSH & MCLENNAN COS INC 2.35% 20/03/06	100,000	102,417.00
		MARSH & MCLENNAN COS INC 4.8% 21/07/15	100,000	111,180.00
		MARTIN MARIETTA MATERIAL 4.25% 24/07/02	30,000	32,214.00
		MASTERCARD INC 3.375% 24/04/01	200,000	218,632.00
		MATTEL INC 2.35% 19/05/06	24,000	24,461.52
		MAXIM INTEGRATED PRODUCT 2.5% 18/11/15	50,000	50,848.00
		MCCORMICK & CO INC/MD 3.25% 25/11/15	65,000	70,281.25
		MCDONALD'S CORP 2.1% 18/12/07	40,000	40,906.00
		MCDONALD'S CORP 2.625% 22/01/15	100,000	103,304.00
		MCDONALD'S CORP 2.75% 20/12/09	45,000	47,188.35
		MCDONALD'S CORP 3.25% 24/06/10	100,000	109,515.00
		MCDONALDS CORP 3.7% 26/01/30	200,000	220,396.00
		MCDONALD'S CORP 5.35% 18/03/01	300,000	320,715.00
		MCGRAW HILL FINANCIAL 2.5% 18/08/15	50,000	51,008.90
		MCGRAW HILL FINANCIAL 3.3% 20/08/14	50,000	52,438.40
		MCGRAW HILL FINANCIAL IN 4% 25/06/15	50,000	55,075.30
		MCKESSON CORP 1.4% 18/03/15	200,000	200,332.00
		MCKESSON CORP 2.284% 19/03/15	300,000	306,645.00
		MCKESSON CORP 3.796% 24/03/15	100,000	109,327.00
		MEAD JOHNSON NUTRITION C 3% 20/11/15	60,000	62,847.60
		MEAD JOHNSON NUTRITION C 4.125% 25/11/15	60,000	66,110.40
		MEAD JOHNSON NUTRITION C 4.9% 19/11/01	50,000	55,084.00
		MEDCO HEALTH SOLUTIONS I 7.125% 18/03/15	50,000	54,526.00
		MEDTRONIC INC 1.375% 18/04/01	250,000	251,645.00
		MEDTRONIC INC 2.5% 20/03/15	200,000	208,134.00
		MEDTRONIC INC 2.75% 23/04/01	200,000	208,932.00
		MEDTRONIC INC 3.15% 22/03/15	400,000	429,444.00
		MEDTRONIC INC 3.5% 25/03/15	200,000	220,698.00
		MEDTRONIC INC 3.625% 24/03/15	100,000	110,944.00
		MEDTRONIC INC 4.45% 20/03/15	200,000	221,780.00
		MERCK & CO INC 1.3% 18/05/18	250,000	252,577.50
		MERCK & CO INC 2.4% 22/09/15	300,000	311,973.00
		MERCK & CO INC 2.75% 25/02/10	100,000	105,692.00
		MERCK & CO INC 2.8% 23/05/18	200,000	211,686.00
		MERCK & CO INC 3.875% 21/01/15	250,000	275,587.50
		MERRILL LYNCH & CO 6.875% 18/04/25	250,000	272,695.00
		METHANEX CORP 3.25% 19/12/15	60,000	58,278.00
		METLIFE INC 4.368% 23/09/15	100,000	111,965.00
		METLIFE INC 4.75% 21/02/08	300,000	337,065.00
		METLIFE INC 7.717% 19/02/15	300,000	347,451.00
		MICROSOFT CORP 0.875% 17/11/15	100,000	100,242.00
		MICROSOFT CORP 1.625% 18/12/06	300,000	305,247.00
		MICROSOFT CORP 2.375% 22/02/12	250,000	260,127.50
		MICROSOFT CORP 2.65% 22/11/03	250,000	262,425.00
		MICROSOFT CORP 2.7% 25/02/12	250,000	260,737.50
		MICROSOFT CORP 3% 20/10/01	100,000	107,022.00
		MICROSOFT CORP 3.125% 25/11/03	250,000	270,157.50
		MICROSOFT CORP 3.625% 23/12/15	250,000	279,150.00
		MID-AMERICA APARTMENT 4% 25/11/15	100,000	106,296.00
		MITSUBISHI UFJ FINANCIAL 2.95% 21/03/01	200,000	208,562.00
		MITSUBISHI UFJ FINANCIAL 3.85% 26/03/01	200,000	223,358.00
		MOHAWK INDUSTRIES INC 3.85% 23/02/01	150,000	159,285.00
		MOLSON COORS 1.45% 19/07/15	55,000	55,118.80
		MOLSON COORS 2.1% 21/07/15	65,000	65,612.30
		MOLSON COORS 3% 26/07/15	65,000	66,239.55
		MONDELEZ INTERNATIONAL 2.25% 19/02/01	200,000	204,830.00
		MONDELEZ INTERNATIONAL 4% 24/02/01	100,000	110,468.00
		MONSANTO CO 2.2% 22/07/15	50,000	49,635.50
		MONSANTO CO 3.375% 24/07/15	200,000	208,156.00
		MOODY'S CORPORATION 5.5% 20/09/01	100,000	114,125.00
		MORGAN STANLEY 1.875% 18/01/05	500,000	502,710.00
		MORGAN STANLEY 2.5% 21/04/21	130,000	131,800.50
		MORGAN STANLEY 2.65% 20/01/27	550,000	562,859.00
		MORGAN STANLEY 3.7% 24/10/23	450,000	477,076.50
		MORGAN STANLEY 3.75% 23/02/25	200,000	214,408.00
		MORGAN STANLEY 3.875% 26/01/27	200,000	215,360.00
		MORGAN STANLEY 4% 25/07/23	435,000	470,026.20
		MORGAN STANLEY 4.1% 23/05/22	500,000	523,140.00
		MORGAN STANLEY 5.5% 20/07/24	250,000	283,660.00
		MORGAN STANLEY 5.625% 19/09/23	250,000	277,912.50
		MORGAN STANLEY 5.75% 21/01/25	350,000	402,279.50
		MORGAN STANLEY 6.25% 17/08/28	350,000	368,511.50
		MORGAN STANLEY 6.625% 18/04/01	200,000	216,788.00
		MORGAN STANLEY 7.3% 19/05/13	600,000	689,214.00
		MOSAIC CO 4.25% 23/11/15	100,000	108,775.00
		MOTOROLA SOLUTIONS INC 3.5% 23/03/01	200,000	195,118.00
		MOTOROLA SOLUTIONS INC 4% 24/09/01	100,000	100,229.00
		MPLX LP 4.875% 25/06/01	250,000	247,290.00
		MUFG AMERICAS HLDGS CORP 2.25% 20/02/10	89,000	90,037.74
		MUFG UNION BANK NA 2.625% 18/09/26	250,000	255,530.00
		MYLAN 2.5% 19/06/07	90,000	91,217.70
		MYLAN 3.15% 21/06/15	150,000	153,460.50
		MYLAN 3.95% 26/06/15	250,000	257,035.00
		MYLAN NV 3.75% 20/12/15	200,000	209,390.00
		NABORS INDUSTRIES INC 5.1% 23/09/15	150,000	134,611.50
		NABORS INDUSTRIES INC 9.25% 19/01/15	100,000	107,711.00
		NASDAQ 3.85% 26/06/30	30,000	30,942.00
		NASDAQ OMX GROUP 5.55% 20/01/15	100,000	110,804.00
		NATIONAL AUSTRALIA BANK 2.625% 20/07/23	250,000	259,240.00
		NATIONAL AUSTRALIA BK 2.5% 26/07/12	250,000	248,292.50
		NATIONAL AUSTRALIA BK LT 2.3% 18/07/25	250,000	254,695.00
		NATIONAL BANK OF CANADA 2.1% 18/12/14	250,000	253,617.50
		NATIONAL FUEL GAS 5.2% 25/07/15	150,000	156,936.00
		NATIONAL OILWELL VARCO I 2.6% 22/12/01	150,000	142,348.50
		NATIONAL RETAIL PROPERTI 4% 25/11/15	65,000	69,882.80
		NATIONAL RURAL UTIL COOP 10.375% 18/11/01	200,000	241,156.00
		NATIONAL RURAL UTILITIES 2% 20/01/27	200,000	204,572.00
		NATIONAL RURAL UTILITIES 5.25% 26/04/20	150,000	153,562.50
		NATL RETAIL PROPERTIES 3.8% 22/10/15	100,000	106,016.00
		NBCUNIVERSAL MEDIA LLC 2.875% 23/01/15	100,000	105,858.00
		NBCUNIVERSAL MEDIA LLC 4.375% 21/04/01	250,000	281,475.00
		NETAPP INC 3.375% 21/06/15	200,000	204,182.00
		NEWELL BRANDS INC 5% 23/11/15	100,000	105,592.00
		NEWELL RUBBERMAID INC 2.6% 19/03/29	45,000	46,225.80
		NEWELL RUBBERMAID INC 2.875% 19/12/01	254,000	260,972.30
		NEWELL RUBBERMAID INC 3.15% 21/04/01	50,000	52,258.00
		NEWELL RUBBERMAID INC 3.85% 23/04/01	40,000	42,922.00
		NEWELL RUBBERMAID INC 4.2% 26/04/01	250,000	276,242.50
		NEWMONT MINING CORP 3.5% 22/03/15	300,000	313,587.00
		NEXTERA ENERGY CAPITAL 2.4% 19/09/15	150,000	153,111.00
		NIKE INC 2.25% 23/05/01	50,000	51,892.00
		NIPPON TELEGR & TELEPH 1.4% 17/07/18	100,000	100,219.00
		NISOURCE FINANCE CORP 3.85% 23/02/15	200,000	217,046.00
		NISOURCE FINANCE CORP 6.4% 18/03/15	105,000	113,527.05
		NOBLE ENERGY INC 3.9% 24/11/15	150,000	154,759.50
		NOBLE ENERGY INC 4.15% 21/12/15	100,000	105,748.00
		NOBLE ENERGY INC 8.25% 19/03/01	150,000	171,414.00
		NOMURA HOLDINGS INC 2.75% 19/03/19	250,000	255,375.00
		NORDSTROM INC 4.75% 20/05/01	100,000	109,406.00
		NORFOLK SOUTHERN 2.9% 26/06/15	65,000	67,822.30
		NORFOLK SOUTHERN CORP 2.903% 23/02/15	200,000	208,812.00
		NORFOLK SOUTHERN CORP 5.75% 18/04/01	100,000	107,587.00
		NORTHERN STATES PWR-MINN 5.25% 18/03/01	250,000	267,162.50
		NORTHERN TRUST CORP 3.375% 21/08/23	50,000	54,005.50
		NORTHERN TRUST CORP 3.95% 25/10/30	100,000	113,207.00
		NORTHROP GRUMMAN CORP 3.25% 23/08/01	150,000	162,126.00
		NORTHROP GRUMMAN CORP 3.5% 21/03/15	200,000	215,334.00
		NOVARTIS CAPITAL CORP 3.4% 24/05/06	350,000	385,689.50
		NOVARTIS SECS INVEST LTD 5.125% 19/02/10	400,000	441,760.00
		NSTAR 4.5% 19/11/15	75,000	82,151.25
		NUCOR CORP 4% 23/08/01	150,000	163,072.50
		NUCOR CORP 5.75% 17/12/01	100,000	105,211.00
		NYSE HOLDINGS LLC 2% 17/10/05	150,000	151,507.50
		OCCIDENTAL PETROLEUM COR 1.5% 18/02/15	100,000	100,356.00
		OCCIDENTAL PETROLEUM COR 3.4% 26/04/15	145,000	155,344.30
		OCCIDENTAL PETROLEUM COR 4.1% 21/02/01	200,000	219,488.00
		OMEGA HLTHCARE INVESTORS 4.375% 23/08/01	50,000	50,417.00
		OMEGA HLTHCARE INVESTORS 4.95% 24/04/01	100,000	104,841.00
		OMNICOM GROUP INC 3.625% 22/05/01	150,000	160,357.50
		OMNICOM GROUP INC 6.25% 19/07/15	200,000	227,406.00
		ONCOR ELECTRIC DELIVERY 2.95% 25/04/01	100,000	104,980.00
		ONCOR ELECTRIC DELIVERY 6.8% 18/09/01	100,000	111,008.00
		ONEOK PARTNERS LP 2% 17/10/01	100,000	99,989.00
		ONEOK PARTNERS LP 3.2% 18/09/15	150,000	151,735.50
		ONEOK PARTNERS LP 3.375% 22/10/01	200,000	196,802.00
		ORACLE CORP 1.2% 17/10/15	250,000	250,980.00
		ORACLE CORP 2.25% 19/10/08	350,000	361,371.50
		ORACLE CORP 2.375% 19/01/15	250,000	257,740.00
		ORACLE CORP 2.5% 22/05/15	150,000	154,903.50
		ORACLE CORP 2.5% 22/10/15	250,000	257,800.00
		ORACLE CORP 2.8% 21/07/08	150,000	158,215.50
		ORACLE CORP 2.95% 25/05/15	300,000	315,501.00
		ORACLE CORP 3.625% 23/07/15	150,000	165,025.50
		ORACLE CORP 5.75% 18/04/15	200,000	216,384.00
		ORANGE SA 2.75% 19/02/06	300,000	309,795.00
		OREILLY AUTOMOTIVE INC 3.55% 26/03/15	50,000	52,948.00
		O'REILLY AUTOMOTIVE INC 4.625% 21/09/15	100,000	110,712.00
		OWENS CORNING 4.2% 22/12/15	150,000	160,530.00
		PACCAR FINANCIAL CORP 1.3% 19/05/10	20,000	20,077.80
		PACCAR FINANCIAL CORP 1.4% 18/05/18	100,000	100,802.00
		PACIFIC GAS & ELECTRIC 2.45% 22/08/15	150,000	153,550.50
		PACIFIC GAS & ELECTRIC 3.5% 25/06/15	150,000	164,292.00
		PACIFIC GAS & ELECTRIC 3.75% 24/02/15	100,000	110,242.00
		PACIFIC GAS & ELECTRIC 4.25% 21/05/15	100,000	110,970.00
		PACIFICORP 3.85% 21/06/15	300,000	331,251.00
		PACIFICORP 5.65% 18/07/15	150,000	163,882.50
		PACKAGING CORP OF AMERIC 3.65% 24/09/15	200,000	208,350.00
		PANHANDLE EAST PIPE LINE 7% 18/06/15	100,000	106,963.00
		PARKER-HANNIFIN CORP 3.3% 24/11/21	150,000	162,844.50
		PECO ENERGY CO 5.35% 18/03/01	250,000	266,950.00
		PENTAIR FINANCE SA 3.625% 20/09/15	250,000	256,130.00
		PEPSICO INC 1% 17/10/13	100,000	100,097.00
		PEPSICO INC 1.25% 17/08/13	250,000	251,282.50
		PEPSICO INC 1.85% 20/04/30	300,000	306,618.00
		PEPSICO INC 2.15% 20/10/14	150,000	154,854.00
		PEPSICO INC 2.75% 25/04/30	250,000	261,972.50
		PEPSICO INC 2.85% 26/02/24	100,000	105,653.00
		PEPSICO INC 3% 21/08/25	300,000	320,955.00
		PEPSICO INC 3.6% 24/03/01	100,000	111,283.00
		PERRIGO CO PLC 2.3% 18/11/08	250,000	251,685.00
		PFIZER 1.45% 19/06/03	100,000	100,812.00
		PFIZER 1.95% 21/06/03	100,000	101,629.00
		PFIZER 2.75% 26/06/03	100,000	104,861.00
		PFIZER INC 2.1% 19/05/15	200,000	204,976.00
		PFIZER INC 3.4% 24/05/15	200,000	220,774.00
		PFIZER INC 6.2% 19/03/15	350,000	395,181.50
		PHILIP MORRIS INT 5.65% 18/05/16	200,000	217,054.00
		PHILIP MORRIS INTL INC 1.375% 19/02/25	30,000	30,224.70
		PHILIP MORRIS INTL INC 1.875% 21/02/25	50,000	50,848.00
		PHILIP MORRIS INTL INC 2.5% 22/08/22	250,000	259,550.00
		PHILIP MORRIS INTL INC 2.75% 26/02/25	50,000	52,061.50
		PHILIP MORRIS INTL INC 4.5% 20/03/26	300,000	335,700.00
		PHILIP MORTOR INTERNATIO 3.25% 24/11/10	100,000	107,837.00
		PHILIPS ELECTRONICS NV 3.75% 22/03/15	100,000	108,133.00
		PHILLIPS 66 4.3% 22/04/01	100,000	110,405.00
		PIONEER NATURAL RESOURCE 3.95% 22/07/15	100,000	106,154.00
		PITNEY BOWES INC 6.25% 19/03/15	100,000	110,175.00
		PLAINS ALL AMER PIPELINE 2.6% 19/12/15	200,000	195,982.00
		PLAINS ALL AMER PIPELINE 3.6% 24/11/01	200,000	191,434.00
		PLAINS ALL AMER PIPELINE 5% 21/02/01	100,000	105,814.00
		PNC BANK 1.95% 19/03/04	250,000	254,100.00
		PNC BANK NA 1.8% 18/11/05	300,000	303,957.00
		PNC BANK NA 2.4% 19/10/18	250,000	257,982.50
		PNC BANK NA 2.7% 22/11/01	300,000	304,416.00
		PNC BANK NA 3.25% 25/06/01	250,000	268,957.50
		PNC BANK NA 3.8% 23/07/25	250,000	271,620.00
		PNC FINANCIAL SERVICES 3.9% 24/04/29	150,000	162,253.50
		PNC FUNDING CORP 5.125% 20/02/08	200,000	224,866.00
		POTASH CORP-SASKATCHEWAN 3% 25/04/01	200,000	204,556.00
		PPL CAPITAL FUNDING INC 3.95% 24/03/15	100,000	108,560.00
		PPL CAPITAL FUNDING INC 4.2% 22/06/15	150,000	163,990.50
		PPL ELECTRIC UTILITIES 3% 21/09/15	150,000	160,308.00
		PRAXAIR INC 1.25% 18/11/07	200,000	200,940.00
		PRAXAIR INC 2.2% 22/08/15	100,000	103,330.00
		PRAXAIR INC 3% 21/09/01	150,000	160,606.50
		PRAXAIR INC 3.2% 26/01/30	50,000	54,785.50
		PRECISION CASTPARTS CORP 1.25% 18/01/15	250,000	251,150.00
		PRICELINE GROUP 3.6% 26/06/01	100,000	104,531.00
		PRINCIPAL FINANCIAL GRO 4.7% 20/05/15	100,000	97,250.00
		PROCTER & GAMBLE CO/THE 1.6% 18/11/15	250,000	254,975.00
		PROCTER & GAMBLE CO/THE 3.1% 23/08/15	200,000	218,788.00
		PROCTER & GAMBLE CO/THE 4.7% 19/02/15	150,000	164,298.00
		PROGRESS ENERGY CAROLINA 3% 21/09/15	100,000	107,078.00
		PROGRESSIVE CORP 3.75% 21/08/23	50,000	55,000.50
		PROLOGIS LP 3.35% 21/02/01	200,000	212,056.00
		PROLOGIS LP 4.25% 23/08/15	100,000	111,684.00
		PRUDENTIAL FINANC 6% 17/12/01	29,000	30,850.49
		PRUDENTIAL FINANCIAL INC 3.5% 24/05/15	100,000	104,973.00
		PRUDENTIAL FINANCIAL INC 4.5% 21/11/16	250,000	281,635.00
		PRUDENTIAL FINANCIAL INC 5.625% 23/06/15	250,000	261,562.50
		PUBLIC SERVICE COLORADO 2.9% 25/05/15	150,000	158,199.00
		PUBLIC SERVICE COLORADO 3.2% 20/11/15	100,000	107,221.00
		PUBLIC SERVICE ELECTRIC 1.8% 19/06/01	300,000	304,884.00
		PUBLIC SERVICE ELECTRIC 3% 25/05/15	150,000	161,823.00
		PUGET ENERGY INC 5.625% 22/07/15	100,000	114,525.00
		PUGET ENERGY INC 6% 21/09/01	100,000	116,500.00
		QUALCOMM INC 1.4% 18/05/18	98,000	98,843.78
		QUALCOMM INC 2.25% 20/05/20	100,000	103,466.00
		QUALCOMM INC 3.45% 25/05/20	350,000	378,455.00
		QUEST DIAGNOSTIC INC 4.75% 20/01/30	100,000	109,897.00
		QUEST DIAGNOSTICS INC 3.5% 25/03/30	200,000	209,722.00
		QVC INC 3.125% 19/04/01	67,000	68,764.78
		QVC INC 4.85% 24/04/01	100,000	104,796.00
		RABOBANK 4.375% 25/08/04	250,000	263,442.50
		RABOBANK NEDERLAND 3.875% 22/02/08	500,000	545,800.00
		RABOBANK NEDERLAND 4.625% 23/12/01	250,000	266,842.50
		RABOBANK NEDERLAND NY 2.25% 20/01/14	300,000	306,300.00
		RAYNOLDS AMERICAN INC 4.45% 25/06/12	200,000	227,138.00
		RAYTHEON CO 6.75% 18/03/15	25,000	27,445.25
		RAYTHEON COMPANY 2.5% 22/12/15	100,000	104,612.00
		RAYTHEON COMPANY 3.125% 20/10/15	150,000	160,881.00
		REALTY INCOME CORP 3.875% 24/07/15	150,000	158,853.00
		REALTY INCOME CORP 5.75% 21/01/15	100,000	115,303.00
		REGENCY CENTERS LP 4.8% 21/04/15	100,000	110,045.00
		REGIONS FINANCIAL CORP 2% 18/05/15	150,000	150,379.50
		REGIONS FINANCIAL CORP 3.2% 21/02/08	50,000	51,667.00
		REINSURANCE GRP OF AMER 6.45% 19/11/15	100,000	114,101.00
		RELIANCE STEEL & ALUM 4.5% 23/04/15	100,000	104,001.00
		RELX CAPITAL INC 3.125% 22/10/15	200,000	204,030.00
		REPUBLIC SERVICES INC 3.2% 25/03/15	200,000	210,968.00
		REPUBLIC SERVICES INC 3.55% 22/06/01	150,000	162,295.50
		REPUBLIC SERVICES INC 3.8% 18/05/15	100,000	104,548.00
		REYNOLDS AMERICAN 4% 22/06/12	200,000	218,940.00
		REYNOLDS AMERICAN INC 2.3% 18/06/12	40,000	40,672.80
		REYNOLDS AMERICAN INC 3.25% 20/06/12	33,000	35,057.22
		REYNOLDS AMERICAN INC 6.875% 20/05/01	100,000	118,620.00
		RIO TINTO FIN USA 3.75% 25/06/15	200,000	212,112.00
		RIO TINTO FIN USA LTD 3.5% 22/03/22	100,000	106,294.00
		RIO TINTO FIN USA LTD 3.75% 21/09/20	250,000	270,132.50
		RIO TINTO FIN USA LTD 9% 19/05/01	300,000	360,957.00
		ROCK-TENN CO 3.5% 20/03/01	200,000	206,922.00
		ROCKWELL AUTOMATION 2.875% 25/03/01	150,000	157,089.00
		ROGERS COMMUNICATIONS 3.625% 25/12/15	190,000	204,960.60
		ROGERS COMMUNICATIONS 6.8% 18/08/15	100,000	110,562.00
		ROPER INDUSTRIES INC 6.25% 19/09/01	50,000	56,278.50
		ROPER TECHNOLOGIES INC 3.125% 22/11/15	150,000	154,639.50
		ROYAL BANK OF CANADA 2% 18/12/10	100,000	101,598.00
		ROYAL BANK OF CANADA 2.15% 20/03/06	100,000	102,224.00
		ROYAL BANK OF CANADA 2.2% 18/07/27	500,000	509,450.00
		ROYAL BANK OF CANADA 2.35% 20/10/30	100,000	103,080.00
		ROYAL BANK OF CANADA 2.5% 21/01/19	250,000	258,710.00
		ROYAL BANK OF CANADA 4.65% 26/01/27	250,000	271,847.50
		ROYAL BANK OF SCOTLAND 4.8% 26/04/05	200,000	205,656.00
		RPM INTERNATIONAL INC 6.125% 19/10/15	50,000	55,601.00
		RYDER SYSTEM INC 2.5% 20/05/11	250,000	253,620.00
		RYDER SYSTEM INC 2.65% 20/03/02	100,000	101,887.00
		SANOFI 1.25% 18/04/10	200,000	201,174.00
		SANOFI-AVENTIS 4% 21/03/29	100,000	111,173.00
		SANTANDER BANK NA 2% 18/01/12	250,000	249,837.50
		SANTANDER HOLDINGS USA 2.65% 20/04/17	100,000	99,093.00
		SANTANDER ISSUANCES 5.179% 25/11/19	200,000	201,446.00
		SANTANDER UK 1.65% 17/09/29	250,000	249,752.50
		SANTANDER UK 2.375% 20/03/16	200,000	200,354.00
		SANTANDER UK 4% 24/03/13	100,000	108,505.00
		SANTANDER UK GROUP HLD 3.125% 21/01/08	200,000	200,940.00
		SCHLUMBERGER INVESTMENT 3.65% 23/12/01	200,000	218,510.00
		SCRIPPS NETWORKS INTERAC 3.5% 22/06/15	200,000	208,966.00
		SEAGATE HDD CAYMAN 3.75% 18/11/15	200,000	201,152.00
		SEAGATE HDD CAYMAN 4.75% 23/06/01	100,000	86,750.00
		SELECT INCOME REIT 3.6% 20/02/01	150,000	152,928.00
		SEMPRA ENERGY 2.4% 20/03/15	150,000	153,471.00
		SEMPRA ENERGY 2.875% 22/10/01	100,000	102,391.00
		SEMPRA ENERGY 3.75% 25/11/15	100,000	107,799.00
		SENIOR HOUSING PROPERTIE 3.25% 19/05/01	50,000	50,203.50
		SHELL INTERNATIONAL 1.375% 19/05/10	250,000	251,187.50
		SHELL INTERNATIONAL 1.875% 21/05/10	100,000	101,011.00
		SHELL INTERNATIONAL 2.875% 26/05/10	100,000	103,161.00
		SHELL INTERNATIONAL FIN 1.125% 17/08/21	100,000	100,203.00
		SHELL INTERNATIONAL FIN 2.125% 20/05/11	600,000	616,050.00
		SHELL INTERNATIONAL FIN 2.375% 22/08/21	50,000	51,340.00
		SHELL INTERNATIONAL FIN 3.25% 25/05/11	300,000	319,503.00
		SHELL INTERNATIONAL FIN 3.4% 23/08/12	250,000	270,517.50
		SHELL INTERNATIONAL FIN 4.375% 20/03/25	150,000	165,180.00
		SHERWIN WILLIAMS CO 1.35% 17/12/15	150,000	150,282.00
		SIMON PROPERTY GROUP LP 2.15% 17/09/15	250,000	252,492.50
		SIMON PROPERTY GROUP LP 3.75% 24/02/01	250,000	275,222.50
		SIMON PROPERTY GROUP LP 4.125% 21/12/01	200,000	222,368.00
		SIMON PROPERTY GROUP LP 5.65% 20/02/01	250,000	283,000.00
		SMUCKER (J.M.) CO 3.5% 21/10/15	150,000	161,800.50
		SOCIETE GENERALE 2.75% 17/10/12	100,000	101,715.00
		SOUTH CAROLINA ELEC&GAS 6.5% 18/11/01	75,000	83,694.00
		SOUTHERN CAL EDISON 2.4% 22/02/01	200,000	207,694.00
		SOUTHERN CALIF GAS CO 3.15% 24/09/15	100,000	107,898.00
		SOUTHERN CALIF GAS CO 3.2% 25/06/15	150,000	162,454.50
		SOUTHERN CO 2.35% 21/07/01	100,000	102,536.00
		SOUTHERN CO 2.75% 20/06/15	100,000	104,029.00
		SOUTHERN CO 2.95% 23/07/01	250,000	261,512.50
		SOUTHERN CO/THE 2.15% 19/09/01	200,000	203,816.00
		SOUTHERN COPPER CORP 3.5% 22/11/08	67,000	67,484.41
		SOVRAN ACQUISITION 3.5% 26/07/01	50,000	50,894.00
		SPECTRA ENERGY CAPITAL 3.3% 23/03/15	150,000	145,987.50
		SPECTRA ENERGY PARTNERS 3.5% 25/03/15	150,000	154,848.00
		SPECTRA ENERGY PARTNERS 4.6% 21/06/15	100,000	108,700.00
		SPECTRA ENERGY PARTNERS 4.75% 24/03/15	150,000	166,126.50
		SPIRIT AEROSYSTEMS INC 3.85% 26/06/15	25,000	26,159.25
		ST JUDE MEDICAL INC 2% 18/09/15	100,000	101,636.00
		ST JUDE MEDICAL INC 3.875% 25/09/15	80,000	86,014.40
		STANCORP FINANCIAL GROUP 5% 22/08/15	100,000	111,136.00
		STANLEY BLACK & DECKER 2.451% 18/11/17	100,000	102,370.00
		STANLEY BLACK & DECKER I 2.9% 22/11/01	100,000	106,371.00
		STAPLES INC 2.75% 18/01/12	150,000	150,625.50
		STARBUCKS CORP 2% 18/12/05	200,000	204,402.00
		STARWOOD HOTELS & RESORT 3.75% 25/03/15	100,000	105,051.00
		STARWOOD HOTELS & RESORT 6.75% 18/05/15	100,000	108,971.00
		STRYKER CORP 2% 19/03/08	30,000	30,491.10
		STRYKER CORP 2.625% 21/03/15	50,000	51,828.50
		STRYKER CORP 3.375% 25/11/01	150,000	158,847.00
		STRYKER CORP 3.5% 26/03/15	25,000	26,815.50
		STRYKER CORP 4.375% 20/01/15	50,000	54,647.50
		SUMITOMO MITSUI BANKING 2.45% 19/01/10	250,000	255,277.50
		SUMITOMO MITSUI BANKING 2.45% 20/01/16	250,000	256,167.50
		SUMITOMO MITSUI BANKING 2.65% 20/07/23	250,000	258,410.00
		SUMITOMO MITSUI BANKING 3.4% 24/07/11	150,000	160,789.50
		SUMITOMO MITSUI BANKING 3.65% 25/07/23	250,000	273,395.00
		SUMITOMO MITSUI FINANCIA 2.934% 21/03/09	150,000	156,874.50
		SUMITOMO MITSUI FINANCIA 3.784% 26/03/09	150,000	165,217.50
		SUNCOR ENERGY INC 3.6% 24/12/01	75,000	79,526.25
		SUNCOR ENERGY INC 6.1% 18/06/01	200,000	216,112.00
		SUNOCO LOGISTICS PARTNER 3.9% 26/07/15	150,000	149,929.50
		SUNOCO LOGISTICS PARTNER 4.25% 24/04/01	60,000	61,720.80
		SUNOCO LOGISTICS PARTNER 4.4% 21/04/01	50,000	53,117.00
		SUNTRUST BANK 3.3% 26/05/15	200,000	205,462.00
		SUNTRUST BANKS INC 2.35% 18/11/01	100,000	101,697.00
		SUNTRUST BANKS INC 2.5% 19/05/01	150,000	153,403.50
		SVB FINANCIAL GROUP 3.5% 25/01/29	150,000	150,007.50
		SVENSKA HANDELSBANKEN AB 2.25% 19/06/17	250,000	255,810.00
		SVENSKA HANDELSBANKEN AB 2.45% 21/03/30	250,000	257,680.00
		SYMANTEC CORP 4.2% 20/09/15	100,000	104,524.00
		SYNCHRONY FINANCIAL 1.875% 17/08/15	120,000	120,199.20
		SYNCHRONY FINANCIAL 2.6% 19/01/15	100,000	101,025.00
		SYNCHRONY FINANCIAL 3.75% 21/08/15	200,000	208,460.00
		SYNCHRONY FINANCIAL 4.5% 25/07/23	100,000	105,664.00
		SYNGENTA FINANCE NV 3.125% 22/03/28	100,000	104,917.00
		SYSCO CORP 1.9% 19/04/01	30,000	30,415.50
		SYSCO CORP 2.5% 21/07/15	70,000	72,016.70
		SYSCO CORPORATION 5.375% 19/03/17	100,000	109,920.00
		TANGER PROPERTIES L.P. 6.125% 20/06/01	100,000	114,426.00
		TARGET CORP 2.3% 19/06/26	200,000	206,762.00
		TARGET CORP 3.5% 24/07/01	200,000	224,002.00
		TARGET CORP 6% 18/01/15	150,000	161,398.50
		TD AMERITRADE HOLDING CO 3.625% 25/04/01	100,000	108,093.00
		TECO FINANCE INC 5.15% 20/03/15	100,000	111,186.00
		TELEFONICA EMISIONES SAU 3.192% 18/04/27	400,000	410,784.00
		TELEFONICA EMISIONES SAU 4.57% 23/04/27	200,000	223,918.00
		TEVA PHARM FIN IV BV 3.65% 21/11/10	150,000	159,676.50
		TEXAS INSTRUMENTS INC 1% 18/05/01	100,000	100,061.00
		TEXAS INSTRUMENTS INC 1.75% 20/05/01	200,000	203,876.00
		TEXTRON INC 4% 26/03/15	25,000	26,560.75
		TEXTRON INC 4.3% 24/03/01	115,000	124,548.45
		THE COCA-COLA COMPANY 3.2% 23/11/01	150,000	163,324.50
		THE KROGER CO. 2.95% 21/11/01	100,000	106,003.00
		THERMO FISHER SCIENTIFIC 1.85% 18/01/15	150,000	151,114.50
		THERMO FISHER SCIENTIFIC 3.3% 22/02/15	50,000	52,202.00
		THERMO FISHER SCIENTIFIC 3.6% 21/08/15	350,000	372,106.00
		THERMO FISHER SCIENTIFIC 4.5% 21/03/01	100,000	110,294.00
		THOMSON REUTERS CORP 1.65% 17/09/29	150,000	150,525.00
		THOMSON REUTERS CORP 6.5% 18/07/15	200,000	219,060.00
		TIME WARNER CABLE INC 4% 21/09/01	250,000	265,885.00
		TIME WARNER CABLE INC 5% 20/02/01	200,000	218,294.00
		TIME WARNER CABLE INC 6.75% 18/07/01	100,000	109,602.00
		TIME WARNER CABLE INC 8.75% 19/02/14	250,000	291,247.50
		TIME WARNER INC 2.1% 19/06/01	100,000	101,723.00
		TIME WARNER INC 3.4% 22/06/15	200,000	212,900.00
		TIME WARNER INC 3.55% 24/06/01	100,000	106,804.00
		TIME WARNER INC 3.6% 25/07/15	150,000	161,124.00
		TIME WARNER INC 4.75% 21/03/29	300,000	337,446.00
		TIMKEN CO/THE 3.875% 24/09/01	70,000	71,339.80
		TJX COS INC 2.75% 21/06/15	200,000	211,830.00
		TORCHMARK CORP 3.8% 22/09/15	75,000	77,930.25
		TORONTO-DOMINION BANK 1.4% 18/04/30	23,000	23,100.51
		TORONTO-DOMINION BANK 1.625% 18/03/13	150,000	151,158.00
		TORONTO-DOMINION BANK 1.95% 19/01/22	100,000	101,657.00
		TORONTO-DOMINION BANK 2.125% 21/04/07	100,000	101,778.00
		TORONTO-DOMINION BANK 2.5% 20/12/14	150,000	155,161.50
		TORONTO-DOMINION BANK 2.625% 18/09/10	400,000	411,684.00
		TOTAL CAPITAL INTL SA 2.1% 19/06/19	250,000	255,972.50
		TOTAL CAPITAL INTL SA 2.875% 22/02/17	350,000	368,382.00
		TOTAL CAPITAL INTL SA 3.7% 24/01/15	100,000	110,582.00
		TOTAL CAPITAL INTL SA 3.75% 24/04/10	150,000	166,471.50
		TOTAL CAPITAL SA 4.45% 20/06/24	100,000	111,538.00
		TOTAL SYSTEM SERVICES 4.8% 26/04/01	200,000	222,578.00
		TOTAL SYSTEM SERVICES IN 2.375% 18/06/01	40,000	40,296.40
		TOYOTA MOTOR CREDIT 1.2% 18/04/06	100,000	100,361.00
		TOYOTA MOTOR CREDIT 1.4% 19/05/20	200,000	201,372.00
		TOYOTA MOTOR CREDIT CORP 1.25% 17/10/05	300,000	301,092.00
		TOYOTA MOTOR CREDIT CORP 2.125% 19/07/18	300,000	308,121.00
		TOYOTA MOTOR CREDIT CORP 2.15% 20/03/12	250,000	257,642.50
		TOYOTA MOTOR CREDIT CORP 2.75% 21/05/17	100,000	105,472.00
		TOYOTA MOTOR CREDIT CORP 3.3% 22/01/12	200,000	216,146.00
		TOYOTA MOTOR CREDIT CORP 4.25% 21/01/11	150,000	167,811.00
		TRANS-CANADA PIPELINES 3.75% 23/10/16	150,000	162,037.50
		TRANS-CANADA PIPELINES 3.8% 20/10/01	350,000	373,894.50
		TRANS-CANADA PIPELINES 6.5% 18/08/15	100,000	109,525.00
		TRAVELERS COS INC 5.9% 19/06/02	200,000	225,624.00
		TRINITY ACQUISITION PLC 3.5% 21/09/15	50,000	51,991.50
		TRINITY ACQUISITION PLC 4.4% 26/03/15	50,000	52,708.50
		TRONTO-DOMINION BANK 1.75% 18/07/23	200,000	202,106.00
		TYCO ELECTRONICS GROUP 3.7% 26/02/15	100,000	106,789.00
		TYCO ELECTRONICS GROUP S 6.55% 17/10/01	100,000	106,351.00
		TYSON FOODS INC 2.65% 19/08/15	100,000	102,882.00
		TYSON FOODS INC 3.95% 24/08/15	250,000	272,077.50
		UBS AG 2.375% 19/08/14	250,000	256,027.50
		UBS AG STAMFORD CT 1.375% 17/08/14	250,000	250,382.50
		UBS AG STAMFORD CT 1.8% 18/03/26	250,000	252,270.00
		UBS AG STAMFORD CT 2.35% 20/03/26	250,000	256,910.00
		UDR INC 4.625% 22/01/10	100,000	111,040.00
		UNDER ARMOUR 3.25% 26/06/15	50,000	51,289.50
		UNILEVER CAPITAL CORP 2.2% 19/03/06	100,000	102,859.00
		UNILEVER CAPITAL CORP 3.1% 25/07/30	100,000	109,913.00
		UNILEVER CAPITAL CORP 4.25% 21/02/10	150,000	167,907.00
		UNION PACIFIC CORP 2.25% 20/06/19	100,000	103,188.00
		UNION PACIFIC CORP 3.25% 25/01/15	200,000	218,548.00
		UNION PACIFIC CORP 3.25% 25/08/15	100,000	110,101.00
		UNION PACIFIC CORP 4% 21/02/01	100,000	110,284.00
		UNIONBANCAL CORP 3.5% 22/06/18	100,000	106,541.00
		UNITED PARCEL SERVICE 3.125% 21/01/15	400,000	430,288.00
		UNITED PARCEL SERVICE 5.125% 19/04/01	100,000	110,553.00
		UNITED TECHNOLOGIES CORP 1.778% 18/05/04	300,000	302,604.00
		UNITED TECHNOLOGIES CORP 4.5% 20/04/15	300,000	335,385.00
		UNITED TECHNOLOGIES CORP 5.375% 17/12/15	100,000	106,297.00
		UNITEDHEALTH GROUP INC 1.4% 17/10/15	67,000	67,330.98
		UNITEDHEALTH GROUP INC 1.9% 18/07/16	120,000	121,820.40
		UNITEDHEALTH GROUP INC 2.125% 21/03/15	150,000	153,376.50
		UNITEDHEALTH GROUP INC 2.7% 20/07/15	200,000	209,762.00
		UNITEDHEALTH GROUP INC 2.875% 22/03/15	250,000	262,502.50
		UNITEDHEALTH GROUP INC 3.375% 21/11/15	100,000	108,255.00
		UNITEDHEALTH GROUP INC 3.75% 25/07/15	200,000	224,266.00
		UNITEDHEALTH GROUP INC 6% 18/02/15	300,000	323,160.00
		UNUM GROUP 4% 24/03/15	100,000	104,097.00
		US BANCORP 2.2% 19/04/25	100,000	102,746.00
		US BANCORP 2.95% 22/07/15	300,000	313,338.00
		US BANCORP 3% 22/03/15	100,000	106,722.00
		US BANCORP 3.1% 26/04/27	100,000	105,163.00
		US BANCORP 3.6% 24/09/11	200,000	217,306.00
		US BANK NA CINCINNATI 1.35% 18/01/26	250,000	251,495.00
		US BANK NA CINCINNATI 2.125% 19/10/28	250,000	256,360.00
		VALE OVERSEAS LIMITED 4.375% 22/01/11	200,000	186,000.00
		VALE OVERSEAS LIMITED 4.625% 20/09/15	200,000	195,980.00
		VALERO ENERGY CORP 3.65% 25/03/15	150,000	152,404.50
		VALERO ENERGY CORP 6.125% 20/02/01	50,000	56,524.50
		VALSPAR CORP 4.2% 22/01/15	100,000	107,302.00
		VENTAS REALTY LP 3.5% 25/02/01	200,000	207,080.00
		VENTAS REALTY LP/CAP 2% 18/02/15	200,000	200,968.00
		VENTAS REALTY LP/CAP CRP 4.75% 21/06/01	100,000	111,487.00
		VERISK ANALYTICS INC 4% 25/06/15	150,000	158,983.50
		VERIZON COMMUNICATIONS 1.1% 17/11/01	300,000	299,946.00
		VERIZON COMMUNICATIONS 2.45% 22/11/01	500,000	509,910.00
		VERIZON COMMUNICATIONS 2.625% 20/02/21	600,000	624,144.00
		VERIZON COMMUNICATIONS 3% 21/11/01	250,000	263,120.00
		VERIZON COMMUNICATIONS 3.45% 21/03/15	500,000	539,085.00
		VERIZON COMMUNICATIONS 3.5% 24/11/01	400,000	432,160.00
		VERIZON COMMUNICATIONS 4.15% 24/03/15	250,000	279,650.00
		VERIZON COMMUNICATIONS 4.5% 20/09/15	100,000	111,534.00
		VF CORP 3.5% 21/09/01	70,000	75,578.30
		VIACOM INC 3.875% 24/04/01	200,000	205,760.00
		VIACOM INC 4.25% 23/09/01	150,000	158,398.50
		VIACOM INC 5.625% 19/09/15	200,000	221,098.00
		VIACOM INC 6.125% 17/10/05	100,000	105,276.00
		VIRGINIA ELEC & POWER CO 3.1% 25/05/15	100,000	106,993.00
		VIRGINIA ELECTRIC & POWE 3.15% 26/01/15	230,000	247,045.30
		VISA INC 1.2% 17/12/14	150,000	150,613.50
		VISA INC 2.2% 20/12/14	150,000	155,497.50
		VISA INC 2.8% 22/12/14	250,000	266,310.00
		VISA INC 3.15% 25/12/14	350,000	379,417.50
		VODAFONE GROUP PLC 1.5% 18/02/19	350,000	350,133.00
		VODAFONE GROUP PLC 2.5% 22/09/26	300,000	298,296.00
		VODAFONE GROUP PLC 5.45% 19/06/10	100,000	110,438.00
		VORNADO REALTY LP 2.5% 19/06/30	100,000	101,862.00
		VOYA FINANCIAL 3.65% 26/06/15	100,000	101,367.00
		VULCAN MATERIALS CO 4.5% 25/04/01	100,000	107,500.00
		WAL MART STORES INC 2.55% 23/04/11	100,000	105,232.00
		WALGREEN CO 3.1% 22/09/15	250,000	260,127.50
		WALGREENS BOOTS ALLIANCE 1.75% 17/11/17	100,000	100,706.00
		WALGREENS BOOTS ALLIANCE 2.6% 21/06/01	150,000	154,015.50
		WALGREENS BOOTS ALLIANCE 2.7% 19/11/18	150,000	155,187.00
		WALGREENS BOOTS ALLIANCE 3.45% 26/06/01	150,000	157,512.00
		WALGREENS BOOTS ALLIANCE 3.8% 24/11/18	200,000	215,692.00
		WAL-MART STORES INC 1.95% 18/12/15	250,000	256,730.00
		WAL-MART STORES INC 3.25% 20/10/25	300,000	325,893.00
		WAL-MART STORES INC 3.3% 24/04/22	300,000	331,215.00
		WALT DISNEY 0.875% 19/07/12	40,000	39,876.00
		WALT DISNEY CO 2.3% 21/02/12	150,000	156,577.50
		WALT DISNEY CO 3% 26/02/13	150,000	163,924.50
		WALT DISNEY COMPANY/THE 1.1% 17/12/01	150,000	150,592.50
		WALT DISNEY COMPANY/THE 2.35% 22/12/01	150,000	157,293.00
		WALT DISNEY COMPANY/THE 3.75% 21/06/01	100,000	111,138.00
		WALT DISNEY COMPANY/THE 6% 17/07/17	100,000	105,210.00
		WASTE MANAGEMENT INC 2.9% 22/09/15	150,000	157,218.00
		WASTE MANAGEMENT INC 6.1% 18/03/15	150,000	162,361.50
		WATSON PHARMACEUTICALS I 6.125% 19/08/15	50,000	56,119.00
		WELLPOINT INC 3.5% 24/08/15	250,000	261,035.00
		WELLPOINT INC 4.35% 20/08/15	100,000	109,833.00
		WELLS FARGO & CO 2.5% 21/03/04	250,000	257,240.00
		WELLS FARGO & CO 2.55% 20/12/07	150,000	154,912.50
		WELLS FARGO & CO 2.6% 20/07/22	300,000	310,662.00
		WELLS FARGO & CO 3% 26/04/22	450,000	466,843.50
		WELLS FARGO & CO 3.55% 25/09/29	200,000	215,320.00
		WELLS FARGO & COMPANY 1.4% 17/09/08	400,000	401,596.00
		WELLS FARGO & COMPANY 2.125% 19/04/22	400,000	408,924.00
		WELLS FARGO & COMPANY 2.15% 20/01/30	400,000	408,248.00
		WELLS FARGO & COMPANY 3% 25/02/19	350,000	363,758.50
		WELLS FARGO & COMPANY 3.3% 24/09/09	150,000	159,084.00
		WELLS FARGO & COMPANY 3.5% 22/03/08	500,000	539,095.00
		WELLS FARGO & COMPANY 4.125% 23/08/15	150,000	162,645.00
		WELLS FARGO & COMPANY 5.625% 17/12/11	200,000	212,372.00
		WELLS FARGO BANK NA 1.65% 18/01/22	450,000	453,820.50
		WEST MASS ELECTRIC CO 3.5% 21/09/15	150,000	159,211.50
		WESTAR ENERGY INC 3.25% 25/12/01	100,000	107,903.00
		WESTERN GAS PARTNERS 2.6% 18/08/15	150,000	149,518.50
		WESTERN GAS PARTNERS 4.65% 26/07/01	25,000	25,525.75
		WESTLAKE CHEMICAL CORP 3.6% 22/07/15	29,000	29,786.48
		WESTPAC BANKING 1.65% 19/05/13	100,000	100,657.00
		WESTPAC BANKING 2.85% 26/05/13	150,000	154,036.50
		WESTPAC BANKING CORP 1.5% 17/12/01	300,000	301,152.00
		WESTPAC BANKING CORP 1.55% 18/05/25	150,000	150,861.00
		WESTPAC BANKING CORP 2.25% 19/01/17	100,000	102,130.00
		WESTPAC BANKING CORP 2.3% 20/05/26	200,000	204,394.00
		WESTPAC BANKING CORP 2.6% 20/11/23	150,000	155,271.00
		WESTPAC BANKING CORP 4.875% 19/11/19	200,000	221,430.00
		WEYERHAEUSER CO 4.625% 23/09/15	100,000	112,269.00
		WEYERHAEUSER CO 6.95% 17/08/01	100,000	105,265.00
		WHIRLPOOL CORP 3.7% 25/05/01	200,000	214,770.00
		WHIRLPOOL CORP 4.85% 21/06/15	100,000	112,871.00
		WHOLE FOODS MARKET INC 5.2% 25/12/03	50,000	54,301.00
		WILLIAMS PARTNERS LP 3.6% 22/03/15	100,000	95,324.00
		WILLIAMS PARTNERS LP 4% 25/09/15	100,000	94,059.00
		WILLIAMS PARTNERS LP 4.3% 24/03/04	200,000	193,130.00
		WILLIAMS PARTNERS LP 4.5% 23/11/15	100,000	98,058.00
		WILLIAMS PARTNERS LP 5.25% 20/03/15	150,000	156,585.00
		WILLIAMS PARTNERS/ACMP 4.875% 24/03/15	150,000	146,194.50
		WILLIAMS PARTNERS/ACMP 6.125% 22/07/15	200,000	207,074.00
		WISCONSIN ELECTRIC POWE 3.1% 25/06/01	100,000	107,433.00
		WISCONSIN ENERGY CORP 1.65% 18/06/15	35,000	35,298.55
		WISCONSIN ENERGY CORP 2.45% 20/06/15	50,000	51,531.50
		WISCONSIN ENERGY CORP 3.55% 25/06/15	50,000	54,507.00
		WISCONSIN POWER & LIGHT 2.25% 22/11/15	100,000	101,077.00
		WP CAREY INC 4.6% 24/04/01	150,000	156,868.50
		WPP FINANCE 2010 3.625% 22/09/07	150,000	159,390.00
		WPP FINANCE 2010 3.75% 24/09/19	100,000	106,028.00
		WYETH 6.45% 24/02/01	100,000	129,070.00
		WYNDHAM WORLDWIDE 5.1% 25/10/01	150,000	165,319.50
		XEROX CORPORATION 2.75% 20/09/01	100,000	96,151.00
		XEROX CORPORATION 5.625% 19/12/15	225,000	241,087.50
		XEROX CORPORATION 6.35% 18/05/15	200,000	213,746.00
		XILINX INC 2.125% 19/03/15	100,000	101,291.00
		XLIT LTD 2.3% 18/12/15	100,000	100,994.00
		XLIT LTD 4.45% 25/03/31	150,000	152,020.50
		ZIMMER HOLDINGS INC 2.7% 20/04/01	250,000	254,477.50
		ZIMMER HOLDINGS INC 3.375% 21/11/30	100,000	104,542.00
		ZIMMER HOLDINGS INC 3.55% 25/04/01	100,000	104,946.00
		ZOETIS INC 1.875% 18/02/01	150,000	150,343.50
		ZOETIS INC 4.5% 25/11/13	100,000	111,300.00
	アメリカ・ドル小計		262,621,816.6	276,260,412.49 (27,849,812,183)
社債券小計				27,849,812,183 (27,849,812,183)
合計				27,849,812,183 (27,849,812,183)

(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	1,480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11期(平成28年1月13日-平成28年7月11日)

開示資料

決算