有価証券報告書(内国投資信託受益証券)-第13期(平成29年1月11日-平成29年7月10日)

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【提出】: 2017/10/10 9:19
【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	571,323,302	1,030,495,839
合計		571,323,302	1,030,495,839

(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29年 1月10日現在)	(平成29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		134,695,941	55,143,213
金銭信託		28,069	1,426,755
コール・ローン		17,074,952	20,362,653
社債券		31,524,672,950	31,824,413,443
派生商品評価勘定		―	1,910
未収利息		296,051,020	297,382,902
前払費用		6,331,953	6,877,415
流動資産合計		31,978,854,885	32,205,608,291
資産合計		31,978,854,885	32,205,608,291
負債の部
流動負債
派生商品評価勘定		9,721	―
未払金		184,892,631	―
未払解約金		5,200,000	3,702,000
未払利息		49	58
その他未払費用		87	206
流動負債合計		190,102,488	3,702,264
負債合計		190,102,488	3,702,264
純資産の部
元本等
元本	1	17,727,593,603	17,853,637,993
剰余金
剰余金又は欠損金(△)		14,061,158,794	14,348,268,034
元本等合計		31,788,752,397	32,201,906,027
純資産合計		31,788,752,397	32,201,906,027
負債純資産合計		31,978,854,885	32,205,608,291

(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29年 1月10日現在)	(平成29年 7月10日現在)
1	期首元本額	17,877,066,812円	17,727,593,603円
	期中追加設定元本額	148,272,342円	677,286,198円
	期中一部解約元本額	297,745,551円	551,241,808円
	元本の内訳ファンド名
	米国社債インデックス・ファンド(年金)<適格機関投資家限定>	16,397,727,659円	16,378,330,321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)	1,004,960,015円	571,323,302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>	324,905,929円	386,304,934円
	ステート・ストリート米国社債インデックス・オープン	― 円	237,511,130円
	ステート・ストリート米国社債インデックス・オープン(為替ヘッジあり)	― 円	280,168,306円
	計	17,727,593,603円	17,853,637,993円
2	受益権の総数	17,727,593,603口	17,853,637,993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29年 1月10日現在)	(平成29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29年 1月10日現在)	(平成29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	122,293,525	191,763,721
合計	122,293,525	191,763,721

(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29年 1月10日現在)
区分	種類	契約額	等	時価	評価損益
			うち1年超
市場取引以外の取引	為替予約取引
	売建
	アメリカ・ドル	5,000,000	―	5,009,721	△9,721
	合計	5,000,000	―	5,009,721	△9,721

		(単位:円)
		(平成29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	4,000,000	―	4,001,910	1,910
	合計	4,000,000	―	4,001,910	1,910

(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28年 7月12日至平成29年 1月10日	自平成29年 1月11日至平成29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29年 1月10日現在)		(平成29年 7月10日現在)
1口当たり純資産額	1.7932	円	1.8037	円
(1万口当たり純資産額)	(17,932	円)	(18,037	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	202,124.00
		21ST CENTURY FOX AMERICA 3.7% 24/09/15	100,000	103,375.00
		21ST CENTURY FOX AMERICA 4.5% 21/02/15	100,000	106,896.00
		3M CO 1.625% 21/09/19	150,000	147,903.00
		3M CO 3% 25/08/07	150,000	151,453.50
		A&NZ BANKING GROUP 1.6% 19/07/15	250,000	248,280.00
		ABB FINANCE USA INC 2.875% 22/05/08	250,000	254,560.00
		ABBOTT LABORATORIES 2% 18/09/15	100,000	100,173.00
		ABBOTT LABORATORIES 2% 20/03/15	200,000	199,592.00
		ABBOTT LABORATORIES 2.35% 19/11/22	180,000	181,431.00
		ABBOTT LABORATORIES 2.9% 21/11/30	250,000	252,447.50
		ABBOTT LABORATORIES 2.95% 25/03/15	100,000	97,198.00
		ABBOTT LABORATORIES 3.4% 23/11/30	150,000	153,085.50
		ABBOTT LABORATORIES 3.75% 26/11/30	200,000	203,402.00
		ABBOTT LABORATORIES 3.875% 25/09/15	80,000	81,773.60
		ABBOTT LABORATORIES 5.125% 19/04/01	40,000	42,090.00
		ABBVIE 2.3% 21/05/14	300,000	298,605.00
		ABBVIE 3.2% 26/05/14	200,000	196,788.00
		ABBVIE INC 2% 18/11/06	150,000	150,318.00
		ABBVIE INC 2.5% 20/05/14	200,000	202,244.00
		ABBVIE INC 2.9% 22/11/06	200,000	201,524.00
		ABBVIE INC 3.2% 22/11/06	100,000	102,233.00
		ABBVIE INC 3.6% 25/05/14	350,000	357,591.50
		ACE INA HOLDINGS 2.3% 20/11/03	250,000	251,350.00
		ACE INA HOLDINGS 3.15% 25/03/15	100,000	100,764.00
		ACTAVIS FUNDING SCS 2.45% 19/06/15	65,000	65,370.50
		ACTAVIS FUNDING SCS 3% 20/03/12	350,000	357,133.00
		ACTAVIS FUNDING SCS 3.45% 22/03/15	300,000	309,642.00
		ACTAVIS FUNDING SCS 3.8% 25/03/15	500,000	517,280.00
		ACTAVIS INC 3.25% 22/10/01	100,000	102,203.00
		ACTIVISION BLIZZARD 2.3% 21/09/15	65,000	64,344.15
		ACTIVISION BLIZZARD 3.4% 26/09/15	100,000	99,794.00
		ACUITY BRANDS LIGHTING 6% 19/12/15	75,000	81,170.25
		ADOBE SYSTEMS INC 3.25% 25/02/01	200,000	204,722.00
		ADOBE SYSTEMS INC 4.75% 20/02/01	35,000	37,482.90
		AEP TRANSMISSION CO LLC 3.1% 26/12/01	50,000	49,493.50
		AERCAP IRELAND CAP LTD/A 3.75% 19/05/15	250,000	256,810.00
		AERCAP IRELAND CAP LTD/A 3.95% 22/02/01	300,000	311,955.00
		AERCAP IRELAND CAP LTD/A 4.5% 21/05/15	225,000	237,759.75
		AERCAP IRELAND CAP LTD/A 4.625% 20/10/30	250,000	265,320.00
		AETNA 2.8% 23/06/15	100,000	99,790.00
		AETNA INC 2.75% 22/11/15	100,000	99,969.00
		AETNA INC 3.5% 24/11/15	100,000	102,564.00
		AFLAC INC 2.4% 20/03/16	100,000	100,917.00
		AFLAC INC 2.875% 26/10/15	50,000	48,348.50
		AFLAC INC 3.25% 25/03/17	100,000	100,718.00
		AGILENT TECHNOLOGIES INC 3.05% 26/09/22	65,000	62,350.60
		AGILENT TECHNOLOGIES INC 5% 20/07/15	100,000	107,322.00
		AGL CAPITAL CORP 3.5% 21/09/15	150,000	154,444.50
		AGRIUM INC 3.15% 22/10/01	150,000	152,727.00
		AGRIUM INC 3.375% 25/03/15	50,000	49,701.50
		AIR LEASE CORP 2.125% 20/01/15	50,000	49,701.00
		AIR LEASE CORP 2.625% 18/09/04	100,000	100,694.00
		AIR LEASE CORP 2.625% 22/07/01	100,000	98,604.00
		AIR LEASE CORP 3.375% 19/01/15	50,000	50,941.00
		AIR LEASE CORP 3.75% 22/02/01	200,000	208,054.00
		AIR LEASE CORP 3.875% 21/04/01	50,000	52,016.00
		AIR PRODUCTS & CHEMICALS 3.35% 24/07/31	50,000	51,400.00
		AIR PRODUCTS & CHEMICALS 4.375% 19/08/21	50,000	52,552.50
		ALABAMA POWER CO 2.45% 22/03/30	100,000	100,016.00
		ALEXANDRIA REAL ESTATE E 2.75% 20/01/15	102,000	102,597.72
		ALIBABA GROUP HOLDING 3.6% 24/11/28	400,000	410,024.00
		ALIBABA GROUP HOLDING LT 2.5% 19/11/28	250,000	251,642.50
		ALLIED WORLD ASSURANCE 4.35% 25/10/29	50,000	50,450.50
		ALLSTATE CORP 3.15% 23/06/15	150,000	152,992.50
		ALLSTATE CORP 5.75% 23/08/15	100,000	109,980.00
		ALPHABET INC 1.998% 26/08/15	100,000	92,520.00
		ALPHABET INC 3.625% 21/05/19	100,000	105,815.00
		ALTERA CORP 2.5% 18/11/15	100,000	101,207.00
		ALTRIA GROUP INC 2.85% 22/08/09	350,000	355,131.00
		ALTRIA GROUP INC 4% 24/01/31	200,000	212,392.00
		ALTRIA GROUP INC 4.75% 21/05/05	150,000	163,132.50
		ALTRIA GROUP INC 9.7% 18/11/10	102,000	112,434.60
		AMAZON.COM INC 3.3% 21/12/05	350,000	364,175.00
		AMAZON.COM INC 3.8% 24/12/05	200,000	211,936.00
		AMER AIRLN 15-1 A PTT 3.375% 27/05/01	180,785	180,558.99
		AMEREN CORP 3.65% 26/02/15	100,000	101,490.00
		AMEREN ILLINOIS CO 2.7% 22/09/01	100,000	100,558.00
		AMERICA MOVIL SAB DE CV 5% 20/03/30	450,000	482,053.50
		AMERICAN AIRLINES 2013-2 4.95% 23/01/15	152,235	162,130.59
		AMERICAN CAMPUS CMNTYS 3.35% 20/10/01	50,000	51,228.50
		AMERICAN CAMPUS CMNTYS 4.125% 24/07/01	50,000	52,090.50
		AMERICAN ELECTRIC POWER 2.95% 22/12/15	150,000	152,107.50
		AMERICAN EXPRESS CO 3.625% 24/12/05	100,000	101,705.00
		AMERICAN EXPRESS CO 8.125% 19/05/20	150,000	166,612.50
		AMERICAN EXPRESS CREDIT 1.875% 18/11/05	55,000	55,102.85
		AMERICAN EXPRESS CREDIT 1.875% 19/05/03	575,000	575,241.50
		AMERICAN EXPRESS CREDIT 2.2% 20/03/03	200,000	201,010.00
		AMERICAN EXPRESS CREDIT 2.25% 19/08/15	250,000	252,235.00
		AMERICAN EXPRESS CREDIT 2.25% 21/05/05	200,000	199,316.00
		AMERICAN EXPRESS CREDIT 2.6% 20/09/14	200,000	202,754.00
		AMERICAN EXPRESS CREDIT 3.3% 27/05/03	65,000	64,473.50
		AMERICAN FINANCIAL GROUP 3.5% 26/08/15	50,000	49,067.50
		AMERICAN HONDA FINANCE 1.5% 18/11/19	100,000	99,696.00
		AMERICAN HONDA FINANCE 1.6% 18/07/13	100,000	100,086.00
		AMERICAN HONDA FINANCE 2.25% 19/08/15	200,000	201,616.00
		AMERICAN HONDA FINANCE 2.9% 24/02/16	100,000	100,744.00
		AMERICAN HONDA FINANCE C 1.7% 21/09/09	150,000	146,634.00
		AMERICAN HONDA FINANCE C 2.45% 20/09/24	200,000	202,734.00
		AMERICAN INTERNATIONAL G 3.3% 21/03/01	150,000	154,263.00
		AMERICAN INTL GROUP 3.9% 26/04/01	200,000	204,644.00
		AMERICAN INTL GROUP 4.125% 24/02/15	350,000	367,132.50
		AMERICAN TOWER CORP 2.8% 20/06/01	200,000	202,606.00
		AMERICAN TOWER CORP 3.4% 19/02/15	200,000	204,192.00
		AMERICAN TOWER CORP 3.45% 21/09/15	100,000	102,945.00
		AMERICAN TOWER CORP 3.55% 27/07/15	100,000	98,386.00
		AMERICAN TOWER CORP 4% 25/06/01	200,000	205,242.00
		AMERICAN TOWER CORP 5% 24/02/15	100,000	109,782.00
		AMERICAN WATER CAPITAL 3.4% 25/03/01	100,000	102,792.00
		AMERIPRISE FINANCIAL INC 4% 23/10/15	150,000	159,583.50
		AMERIPRISE FINANCIAL INC 7.3% 19/06/28	50,000	55,037.00
		AMERISOURCEBERGEN CORP 3.5% 21/11/15	100,000	103,588.00
		AMERISOURCEBERGEN CORP 4.875% 19/11/15	75,000	79,717.50
		AMGEN INC 1.85% 21/08/19	50,000	48,769.50
		AMGEN INC 2.125% 20/05/01	200,000	200,270.00
		AMGEN INC 2.2% 19/05/22	250,000	251,707.50
		AMGEN INC 2.2% 20/05/11	150,000	150,709.50
		AMGEN INC 2.25% 23/08/19	100,000	97,122.00
		AMGEN INC 2.6% 26/08/19	100,000	94,678.00
		AMGEN INC 2.65% 22/05/11	50,000	50,095.00
		AMGEN INC 2.7% 22/05/01	225,000	225,558.00
		AMGEN INC 3.625% 22/05/15	150,000	156,556.50
		AMGEN INC 3.875% 21/11/15	100,000	105,156.00
		AMPHENOL CORP 2.55% 19/01/30	50,000	50,447.00
		AMPHENOL CORP 3.125% 21/09/15	200,000	204,052.00
		ANADARKO PETROLEUM 4.85% 21/03/15	200,000	212,758.00
		ANADARKO PETROLEUM 5.55% 26/03/15	200,000	221,236.00
		ANADARKO PETROLEUM CORP 3.45% 24/07/15	100,000	98,189.00
		ANALOG DEVICES INC 2.5% 21/12/05	30,000	29,905.20
		ANALOG DEVICES INC 3.125% 23/12/05	100,000	100,661.00
		ANALOG DEVICES INC 3.5% 26/12/05	100,000	99,987.00
		ANALOG DEVICES INC 3.9% 25/12/15	60,000	62,460.00
		ANHEUSER BUSCH INBEV FIN 1.9% 19/02/01	300,000	300,708.00
		ANHEUSER BUSCH INBEV FIN 2.65% 21/02/01	600,000	607,044.00
		ANHEUSER BUSCH INBEV FIN 3.65% 26/02/01	1,100,000	1,123,540.00
		ANHEUSER-BUSCH COS INC 5% 19/03/01	100,000	104,983.00
		ANHEUSER-BUSCH INBEV 3.75% 22/01/15	300,000	315,471.00
		ANHEUSER-BUSCH INBEV FIN 2.15% 19/02/01	250,000	251,472.50
		ANHEUSER-BUSCH INBEV FIN 3.3% 23/02/01	250,000	256,670.00
		ANHEUSER-BUSCH INBEV FIN 3.7% 24/02/01	150,000	156,507.00
		ANHEUSER-BUSCH INBEV WOR 2.5% 22/07/15	450,000	447,210.00
		ANHEUSER-BUSCH INBEV WOR 5.375% 20/01/15	275,000	297,621.50
		ANHEUSER-BUSCH INBEV WOR 6.875% 19/11/15	150,000	166,470.00
		ANTHEM INC 2.25% 19/08/15	250,000	251,247.50
		AON CORP 5% 20/09/30	100,000	107,815.00
		AON PLC 3.5% 24/06/14	100,000	101,871.00
		APACHE CORP 3.25% 22/04/15	73,000	73,739.49
		APACHE CORP 6.9% 18/09/15	200,000	211,094.00
		APPALACHIAN POWER CO 3.3% 27/06/01	100,000	100,519.00
		APPLE INC 1.1% 19/08/02	100,000	98,927.00
		APPLE INC 1.55% 19/02/08	100,000	99,957.00
		APPLE INC 1.9% 20/02/07	100,000	100,213.00
		APPLE INC 2% 20/05/06	200,000	200,640.00
		APPLE INC 2.1% 19/05/06	200,000	201,952.00
		APPLE INC 2.15% 22/02/09	300,000	298,326.00
		APPLE INC 2.25% 21/02/23	400,000	401,832.00
		APPLE INC 2.3% 22/05/11	100,000	99,626.00
		APPLE INC 2.45% 26/08/04	200,000	190,592.00
		APPLE INC 2.5% 22/02/09	100,000	100,668.00
		APPLE INC 2.5% 25/02/09	100,000	97,441.00
		APPLE INC 2.7% 22/05/13	200,000	202,558.00
		APPLE INC 2.85% 23/02/23	350,000	355,481.00
		APPLE INC 2.85% 24/05/11	150,000	150,306.00
		APPLE INC 3% 24/02/09	150,000	151,812.00
		APPLE INC 3% 27/06/20	60,000	59,437.20
		APPLE INC 3.2% 25/05/13	500,000	509,165.00
		APPLE INC 3.2% 27/05/11	212,000	213,081.20
		APPLE INC 3.25% 26/02/23	150,000	152,257.50
		APPLE INC 3.35% 27/02/09	150,000	152,874.00
		APPLE INC 3.45% 24/05/06	100,000	103,714.00
		APPLIED MATERIALS INC 3.3% 27/04/01	55,000	55,580.80
		APPLIED MATERIALS INC 4.3% 21/06/15	100,000	107,687.00
		ARCH CAPITAL GROUP INC 4.011% 26/12/15	50,000	51,218.00
		ARCHER-DANIELS-MIDLAND C 2.5% 26/08/11	100,000	95,225.00
		ARES CAPITAL CORP 3.875% 20/01/15	200,000	203,834.00
		ARROW ELECTRONICS INC 3.5% 22/04/01	200,000	203,668.00
		ASSURED GUARANTY US HLDG 5% 24/07/01	150,000	159,975.00
		ASTRAZENECA PLC 1.95% 19/09/18	250,000	250,605.00
		ASTRAZENECA PLC 2.375% 20/11/16	150,000	151,150.50
		ASTRAZENECA PLC 3.375% 25/11/16	150,000	152,785.50
		AT&T 2.8% 21/02/17	50,000	50,574.50
		AT&T 3.6% 23/02/17	50,000	50,955.00
		AT&T INC 2.3% 19/03/11	130,000	130,717.60
		AT&T INC 2.45% 20/06/30	550,000	553,333.00
		AT&T INC 3% 22/02/15	300,000	300,924.00
		AT&T INC 3% 22/06/30	400,000	399,904.00
		AT&T INC 3.2% 22/03/01	65,000	65,609.70
		AT&T INC 3.4% 25/05/15	300,000	293,505.00
		AT&T INC 3.8% 24/03/01	100,000	101,946.00
		AT&T INC 3.875% 21/08/15	130,000	135,332.60
		AT&T INC 3.9% 24/03/11	350,000	357,728.00
		AT&T INC 4.125% 26/02/17	250,000	255,042.50
		AT&T INC 4.25% 27/03/01	200,000	205,826.00
		AT&T INC 4.45% 21/05/15	100,000	106,346.00
		AT&T INC 4.45% 24/04/01	200,000	210,556.00
		AT&T INC 4.6% 21/02/15	250,000	266,392.50
		AT&T INC 5.2% 20/03/15	300,000	322,833.00
		ATMOS ENERGY CORP 3% 27/06/15	65,000	64,104.95
		AUST & NZ BANKING GRP NY 2.25% 19/06/13	250,000	251,840.00
		AUST & NZ BANKING GRP NY 2.7% 20/11/16	250,000	253,597.50
		AUTODESK INC 4.375% 25/06/15	100,000	104,996.00
		AUTOMATIC DATA PROCESSIN 2.25% 20/09/15	100,000	101,123.00
		AUTOMATIC DATA PROCESSIN 3.375% 25/09/15	50,000	51,633.00
		AUTONATION INC 3.35% 21/01/15	25,000	25,366.50
		AUTONATION INC 4.5% 25/10/01	20,000	20,787.60
		AUTOZONE INC 3.25% 25/04/15	110,000	107,477.70
		AUTOZONE INC 4% 20/11/15	154,000	161,315.00
		AVALONBAY COMMUNITIES 3.45% 25/06/01	100,000	101,375.00
		AVALONBAY COMMUNITIES IN 2.9% 26/10/15	50,000	48,215.00
		AVALONBAY COMMUNITIES IN 4.2% 23/12/15	150,000	159,924.00
		AVNET INC 3.75% 21/12/01	75,000	75,984.00
		BAIDU INC 2.75% 19/06/09	400,000	402,876.00
		BAKER HUGHES INC 7.5% 18/11/15	100,000	107,497.00
		BALTIMORE GAS & ELECTRIC 3.5% 21/11/15	100,000	104,310.00
		BANCOLOMBIA SA 5.95% 21/06/03	150,000	165,000.00
		BANK OF AMERICA 2.05% 18/12/07	250,000	250,885.00
		BANK OF AMERICA 2.151% 20/11/09	100,000	99,668.00
		BANK OF AMERICA 3.875% 25/08/01	400,000	412,264.00
		BANK OF AMERICA CORP 2.25% 20/04/21	500,000	500,635.00
		BANK OF AMERICA CORP 2.625% 21/04/19	100,000	100,354.00
		BANK OF AMERICA CORP 2.65% 19/04/01	500,000	505,815.00
		BANK OF AMERICA CORP 3.3% 23/01/11	500,000	509,075.00
		BANK OF AMERICA CORP 3.5% 26/04/19	100,000	100,045.00
		BANK OF AMERICA CORP 3.824% 27/01/20	400,000	404,932.00
		BANK OF AMERICA CORP 3.95% 25/04/21	400,000	404,056.00
		BANK OF AMERICA CORP 4% 24/04/01	400,000	418,292.00
		BANK OF AMERICA CORP 4% 25/01/22	100,000	101,452.00
		BANK OF AMERICA CORP 4.125% 24/01/22	150,000	157,845.00
		BANK OF AMERICA CORP 4.2% 24/08/26	350,000	361,942.00
		BANK OF AMERICA CORP 4.25% 26/10/22	200,000	204,812.00
		BANK OF AMERICA CORP 5.7% 22/01/24	650,000	732,673.50
		BANK OF AMERICA CORP 6.875% 18/11/15	200,000	212,736.00
		BANK OF AMERICA CORP 7.625% 19/06/01	350,000	385,448.00
		BANK OF MONTREAL 1.35% 18/08/28	100,000	99,554.00
		BANK OF MONTREAL 1.5% 19/07/18	300,000	297,531.00
		BANK OF MONTREAL 1.9% 21/08/27	150,000	147,156.00
		BANK OF MONTREAL 2.55% 22/11/06	100,000	99,597.00
		BANK OF NEW YORK MELLON 2.2% 23/08/16	50,000	48,308.00
		BANK OF NEW YORK MELLON 2.3% 19/09/11	350,000	353,549.00
		BANK OF NEW YORK MELLON 2.45% 20/11/27	150,000	151,266.00
		BANK OF NEW YORK MELLON 2.45% 26/08/17	150,000	141,478.50
		BANK OF NEW YORK MELLON 2.5% 21/04/15	100,000	100,542.00
		BANK OF NEW YORK MELLON 2.6% 20/08/17	200,000	202,848.00
		BANK OF NEW YORK MELLON 3.25% 24/09/11	100,000	101,480.00
		BANK OF NEW YORK MELLON 3.55% 21/09/23	100,000	104,133.00
		BANK OF NOVA SCOTIA 2.05% 18/10/30	350,000	351,393.00
		BANK OF NOVA SCOTIA 2.35% 20/10/21	50,000	50,118.50
		BANK OF NOVA SCOTIA 2.45% 21/03/22	150,000	150,399.00
		BANK OF NOVA SCOTIA 2.7% 22/03/07	250,000	250,712.50
		BANK OF NOVA SCOTIA 4.5% 25/12/16	100,000	104,524.00
		BANK OF NY MELLON CORP 2.15% 20/02/24	300,000	301,542.00
		BANK OF NY MELLON CORP 2.661% 23/05/16	100,000	100,028.00
		BANK OF NY MELLON CORP 3% 25/02/24	150,000	148,819.50
		BANK OF NY MELLON CORP 3.25% 27/05/16	100,000	100,018.00
		BARCLAYS BANK PLC 5.14% 20/10/14	100,000	107,132.00
		BARCLAYS PLC 2.75% 19/11/08	300,000	302,574.00
		BARCLAYS PLC 3.2% 21/08/10	250,000	253,055.00
		BARCLAYS PLC 3.65% 25/03/16	300,000	297,270.00
		BARCLAYS PLC 4.375% 26/01/12	200,000	206,974.00
		BARCLAYS PLC 5.2% 26/05/12	200,000	209,920.00
		BARRICK GOLD CORP 4.1% 23/05/01	32,000	34,471.36
		BARRICK NA FINANCE LLC 4.4% 21/05/30	49,000	52,709.30
		BAXALTA INC 2.875% 20/06/23	100,000	101,446.00
		BAXALTA INC 4% 25/06/23	100,000	104,159.00
		BB&T CORP 2.25% 19/02/01	100,000	100,556.00
		BB&T CORP 2.45% 20/01/15	200,000	202,240.00
		BB&T CORPORATION 2.75% 22/04/01	100,000	101,059.00
		BEAM INC 3.25% 22/05/15	150,000	153,120.00
		BECTON DICKINSON 3.25% 20/11/12	150,000	154,206.00
		BECTON DICKINSON AND CO 2.404% 20/06/05	35,000	35,035.00
		BECTON DICKINSON AND CO 2.675% 19/12/15	175,000	177,247.00
		BECTON DICKINSON AND CO 2.894% 22/06/06	65,000	65,107.90
		BECTON DICKINSON AND CO 3.7% 27/06/06	200,000	199,986.00
		BECTON DICKINSON AND CO 3.734% 24/12/15	200,000	203,170.00
		BED BATH & BEYOND INC 3.749% 24/08/01	50,000	49,339.50
		BEMIS CO INC 3.1% 26/09/15	100,000	96,803.00
		BEMIS COMPANY INC 6.8% 19/08/01	50,000	54,707.50
		BERKSHIRE HATHAWAY 2.2% 21/03/15	150,000	150,760.50
		BERKSHIRE HATHAWAY ENERG 2% 18/11/15	250,000	250,497.50
		BERKSHIRE HATHAWAY ENERG 3.75% 23/11/15	100,000	104,753.00
		BERKSHIRE HATHAWAY FIN 1.7% 19/03/15	120,000	120,344.40
		BERKSHIRE HATHAWAY FIN 2% 18/08/15	100,000	100,557.00
		BERKSHIRE HATHAWAY FIN 4.25% 21/01/15	300,000	322,116.00
		BERKSHIRE HATHAWAY INC 3.125% 26/03/15	300,000	302,247.00
		BHP BILLITON FIN USA LTD 3.85% 23/09/30	250,000	264,962.50
		BIOGEN INC 2.9% 20/09/15	100,000	102,212.00
		BIOGEN INC 3.625% 22/09/15	55,000	57,633.40
		BIOGEN INC 4.05% 25/09/15	200,000	209,924.00
		BLACK HILLS CORP 3.95% 26/01/15	50,000	51,198.50
		BLACKROCK INC 3.5% 24/03/18	100,000	104,555.00
		BLACKROCK INC 4.25% 21/05/24	150,000	161,199.00
		BLACKROCK INC 5% 19/12/10	100,000	107,288.00
		BLOCK FINANCIAL LLC 4.125% 20/10/01	100,000	103,039.00
		BLOCK FINANCIAL LLC 5.5% 22/11/01	100,000	108,145.00
		BNP PARIBAS 2.4% 18/12/12	200,000	201,620.00
		BNP PARIBAS 2.7% 18/08/20	100,000	101,123.00
		BNP PARIBAS 3.25% 23/03/03	100,000	102,562.00
		BNP PARIBAS 4.25% 24/10/15	200,000	207,398.00
		BNP PARIBAS 5% 21/01/15	150,000	163,348.50
		BOARDWALK PIPELINES LLC 5.75% 19/09/15	50,000	53,206.50
		BOARDWALK PIPELINES LP 4.95% 24/12/15	150,000	157,911.00
		BOEING CO 2.35% 21/10/30	400,000	401,648.00
		BOEING CO 8.75% 21/08/15	100,000	124,310.00
		BOSTON PROPERTIES LP 3.65% 26/02/01	250,000	252,262.50
		BOSTON PROPERTIES LP 3.7% 18/11/15	250,000	255,095.00
		BOSTON PROPERTIES LP 4.125% 21/05/15	100,000	105,378.00
		BOSTON PROPERTIES LP 5.875% 19/10/15	150,000	161,056.50
		BOSTON SCIENTIFIC CORP 2.65% 18/10/01	150,000	151,269.00
		BOSTON SCIENTIFIC CORP 2.85% 20/05/15	200,000	202,476.00
		BOSTON SCIENTIFIC CORP 6% 20/01/15	100,000	108,712.00
		BP CAPITAL MARKETS PLC 2.112% 21/09/16	100,000	99,157.00
		BP CAPITAL MARKETS PLC 2.237% 19/05/10	200,000	201,444.00
		BP CAPITAL MARKETS PLC 2.241% 18/09/26	150,000	150,862.50
		BP CAPITAL MARKETS PLC 2.521% 20/01/15	450,000	456,471.00
		BP CAPITAL MARKETS PLC 3.062% 22/03/17	450,000	458,037.00
		BP CAPITAL MARKETS PLC 3.119% 26/05/04	200,000	196,908.00
		BP CAPITAL MARKETS PLC 3.224% 24/04/14	100,000	100,662.00
		BP CAPITAL MARKETS PLC 3.245% 22/05/06	100,000	102,653.00
		BP CAPITAL MARKETS PLC 3.506% 25/03/17	150,000	152,799.00
		BP CAPITAL MARKETS PLC 3.814% 24/02/10	100,000	104,249.00
		BP CAPITAL MARKETS PLC 3.994% 23/09/26	200,000	211,264.00
		BPCE SA 2.5% 19/07/15	250,000	252,045.00
		BPCE SA 3.375% 26/12/02	250,000	251,140.00
		BPCE SA 4% 24/04/15	250,000	263,685.00
		BRANCH BANKING & TRUST 1.45% 19/05/10	250,000	248,235.00
		BRANCH BANKING & TRUST 2.625% 22/01/15	250,000	251,640.00
		BRANCH BANKING & TRUST 3.625% 25/09/16	250,000	258,655.00
		BRASKEM FINANCE LTD 6.45% 24/02/03	200,000	213,440.00
		BRIGHTHOUSE FINANCIAL IN 3.7% 27/06/22	150,000	147,400.50
		BRISTOL-MYERS SQUIBB CO 1.6% 19/02/27	100,000	99,875.00
		BRISTOL-MYERS SQUIBB CO 3.25% 23/11/01	100,000	102,951.00
		BRISTOL-MYERS SQUIBB CO 3.25% 27/02/27	100,000	100,137.00
		BRITISH TELECOM PLC 2.35% 19/02/14	200,000	201,160.00
		BRIXMOR OPERATING PART 3.65% 24/06/15	100,000	98,212.00
		BRIXMOR OPERATING PART 3.85% 25/02/01	150,000	147,253.50
		BRIXMOR OPERATING PART 3.9% 27/03/15	50,000	48,414.00
		BROADCOM CRP 2.375% 20/01/15	200,000	200,456.00
		BROADCOM CRP 3% 22/01/15	300,000	302,034.00
		BROADCOM CRP 3.625% 24/01/15	200,000	203,526.00
		BROADCOM CRP 3.875% 27/01/15	400,000	407,312.00
		BROADRIDGE FINACIAL SOLU 3.4% 26/06/27	100,000	97,777.00
		BROOKFIELD FINANCE INC 4% 24/04/01	150,000	153,060.00
		BUCKEYE PARTNERS 3.95% 26/12/01	150,000	147,556.50
		BUCKEYE PARTNERS LP 4.875% 21/02/01	100,000	105,727.00
		BUNGE LTD FINANCE CORP 3.25% 26/08/15	45,000	42,880.05
		BUNGE LTD FINANCE CORP 3.5% 20/11/24	75,000	76,854.00
		BURLINGTN NORTH SANTA FE 3% 23/03/15	250,000	255,545.00
		BURLINGTN NORTH SANTA FE 3.05% 22/03/15	50,000	51,493.50
		BURLINGTN NORTH SANTA FE 3.25% 27/06/15	200,000	203,138.00
		BURLINGTN NORTH SANTA FE 3.4% 24/09/01	100,000	103,516.00
		BURLINGTN NORTH SANTA FE 3.45% 21/09/15	100,000	103,948.00
		BURLINGTON NORTHERN SANT 3.65% 25/09/01	200,000	209,162.00
		CA INC 3.6% 20/08/01	100,000	101,409.00
		CA INC 3.6% 22/08/15	100,000	101,282.00
		CABOT CORP 3.7% 22/07/15	50,000	51,371.50
		CAMPBELL SOUP CO 2.5% 22/08/02	100,000	99,739.00
		CANADIAN IMPERIAL BANK 2.55% 22/06/16	200,000	198,698.00
		CANADIAN NATIONAL RAILWA 2.75% 26/03/01	50,000	49,310.50
		CANADIAN NATL RESOURCES 2.95% 23/01/15	100,000	99,179.00
		CANADIAN NATURAL RESOURC 3.9% 25/02/01	150,000	150,798.00
		CANADIAN PACIFIC RR CO 2.9% 25/02/01	200,000	197,010.00
		CAPITAL ONE BANK USA NA 2.25% 19/02/13	250,000	250,642.50
		CAPITAL ONE FINANCIAL 3.75% 26/07/28	150,000	145,567.50
		CAPITAL ONE FINANCIAL CO 2.45% 19/04/24	200,000	200,994.00
		CAPITAL ONE FINANCIAL CO 3.05% 22/03/09	100,000	100,602.00
		CAPITAL ONE FINANCIAL CO 3.2% 25/02/05	150,000	146,031.00
		CAPITAL ONE FINANCIAL CO 3.5% 23/06/15	100,000	101,716.00
		CAPITAL ONE FINANCIAL CO 3.75% 27/03/09	200,000	198,520.00
		CAPITAL ONE FINANCIAL CO 4.75% 21/07/15	100,000	107,572.00
		CAPITAL ONE NA 2.25% 21/09/13	250,000	244,815.00
		CAPITAL ONE NA 2.95% 21/07/23	250,000	251,452.50
		CARDINAL HEALTH INC 1.948% 19/06/14	65,000	65,075.40
		CARDINAL HEALTH INC 2.616% 22/06/15	100,000	99,810.00
		CARDINAL HEALTH INC 3.079% 24/06/15	50,000	49,765.50
		CARDINAL HEALTH INC 3.2% 23/03/15	100,000	101,574.00
		CARDINAL HEALTH INC 3.41% 27/06/15	100,000	99,476.00
		CARDINAL HEALTH INC 4.625% 20/12/15	150,000	160,809.00
		CARNIVAL CORP 3.95% 20/10/15	67,000	70,841.78
		CATERPILLAR FINANCIAL SE 1.7% 21/08/09	100,000	97,481.00
		CATERPILLAR FINANCIAL SE 2% 20/03/05	200,000	199,416.00
		CATERPILLAR FINANCIAL SE 2.1% 19/06/09	100,000	100,451.00
		CATERPILLAR FINANCIAL SE 2.25% 19/12/01	150,000	150,970.50
		CATERPILLAR FINANCIAL SE 2.4% 26/08/09	50,000	47,526.00
		CATERPILLAR FINANCIAL SE 3.75% 23/11/24	150,000	158,542.50
		CATERPILLAR FINL SERV 1.931% 21/10/01	50,000	48,983.50
		CATERPILLAR FINL SERV 2.4% 22/06/06	100,000	99,447.00
		CATERPILLAR FINL SERVICE 2.1% 20/01/10	75,000	75,218.25
		CATERPILLAR INC 2.6% 22/06/26	100,000	100,496.00
		CATERPILLAR INC 3.4% 24/05/15	100,000	103,510.00
		CATERPILLAR INC 3.9% 21/05/27	150,000	159,247.50
		CATHOLIC HEALTH INITIATI 2.95% 22/11/01	200,000	194,860.00
		CBL & ASSOCIATES LP 5.95% 26/12/15	85,000	83,626.40
		CBOE HOLDINGS 3.65% 27/01/12	50,000	50,334.50
		CBOE HOLDINGS INC 1.95% 19/06/28	30,000	29,953.50
		CBRE GROUP INC 4.875% 26/03/01	100,000	106,356.00
		CBS CORP 2.3% 19/08/15	200,000	200,994.00
		CBS CORP 2.5% 23/02/15	50,000	49,340.00
		CBS CORP 2.9% 27/01/15	200,000	188,926.00
		CBS CORP 3.375% 27/12/15	30,000	29,217.30
		CBS CORP 3.7% 24/08/15	100,000	102,470.00
		CBS CORP 5.75% 20/04/15	15,000	16,341.30
		CELANESE US HOLDINGS LLC 4.625% 22/11/15	50,000	53,659.00
		CELANESE US HOLDINGS LLC 5.875% 21/06/15	40,000	44,735.60
		CELGENE CORP 2.25% 19/05/15	200,000	201,148.00
		CELGENE CORP 2.875% 20/08/15	200,000	204,354.00
		CELGENE CORP 3.25% 22/08/15	250,000	256,255.00
		CELGENE CORP 3.875% 25/08/15	250,000	261,492.50
		CELULOSA ARAUCO CONSTITU 4.5% 24/08/01	200,000	204,914.00
		CENOVUS ENERGY INC 3% 22/08/15	80,000	75,963.20
		CENOVUS ENERGY INC 4.25% 27/04/15	150,000	141,570.00
		CENOVUS ENERGY INC 5.7% 19/10/15	110,000	115,856.40
		CENTERPOINT ENER HOUSTON 1.85% 21/06/01	200,000	196,686.00
		CHARLES SCHWAB CORP 4.45% 20/07/22	200,000	212,808.00
		CHARTER COMM OPT LLC 4.464% 22/07/23	300,000	319,194.00
		CHARTER COMM OPT LLC 4.908% 25/07/23	400,000	431,172.00
		CHEVRON 1.561% 19/05/16	100,000	99,664.00
		CHEVRON 2.1% 21/05/16	100,000	99,458.00
		CHEVRON 2.566% 23/05/16	100,000	99,862.00
		CHEVRON 2.954% 26/05/16	250,000	246,980.00
		CHEVRON CORP 1.686% 19/02/28	50,000	50,013.00
		CHEVRON CORP 1.961% 20/03/03	300,000	300,435.00
		CHEVRON CORP 1.991% 20/03/03	31,000	31,039.99
		CHEVRON CORP 2.355% 22/12/05	250,000	248,575.00
		CHEVRON CORP 2.498% 22/03/03	50,000	50,203.00
		CHEVRON CORP 2.895% 24/03/03	50,000	50,478.00
		CHEVRON CORP 3.191% 23/06/24	300,000	309,543.00
		CHEVRON CORP 4.95% 19/03/03	100,000	105,247.00
		CHUBB INA HOLDINGS INC 3.35% 26/05/03	200,000	203,526.00
		CIGNA CORP 3.25% 25/04/15	150,000	150,093.00
		CIGNA CORP 4.5% 21/03/15	100,000	106,407.00
		CIMAREX ENERGY CO 4.375% 24/06/01	100,000	104,566.00
		CINTAS CORP NO 2 2.9% 22/04/01	100,000	101,233.00
		CINTAS CORP NO 2 3.7% 27/04/01	100,000	102,376.00
		CISCO SYSTEMS 2.45% 20/06/15	250,000	253,527.50
		CISCO SYSTEMS 3.5% 25/06/15	100,000	103,786.00
		CISCO SYSTEMS INC 1.4% 19/09/20	150,000	148,894.50
		CISCO SYSTEMS INC 1.85% 21/09/20	150,000	147,907.50
		CISCO SYSTEMS INC 2.125% 19/03/01	300,000	302,469.00
		CISCO SYSTEMS INC 2.2% 21/02/28	400,000	401,184.00
		CISCO SYSTEMS INC 2.5% 26/09/20	150,000	142,999.50
		CISCO SYSTEMS INC 3.625% 24/03/04	100,000	105,313.00
		CISCO SYSTEMS INC 4.45% 20/01/15	150,000	159,573.00
		CISCO SYSTEMS INC 4.95% 19/02/15	100,000	105,130.00
		CITIBANK NA 2% 19/03/20	250,000	250,930.00
		CITIGROUP INC 2.05% 18/12/07	150,000	150,157.50
		CITIGROUP INC 2.4% 20/02/18	500,000	502,180.00
		CITIGROUP INC 2.45% 20/01/10	350,000	352,047.50
		CITIGROUP INC 2.5% 19/07/29	250,000	251,957.50
		CITIGROUP INC 2.55% 19/04/08	400,000	403,536.00
		CITIGROUP INC 2.65% 20/10/26	200,000	201,594.00
		CITIGROUP INC 2.7% 21/03/30	50,000	50,252.00
		CITIGROUP INC 2.9% 21/12/08	350,000	352,859.50
		CITIGROUP INC 3.3% 25/04/27	250,000	249,115.00
		CITIGROUP INC 3.375% 23/03/01	250,000	254,460.00
		CITIGROUP INC 3.4% 26/05/01	250,000	246,057.50
		CITIGROUP INC 3.5% 23/05/15	250,000	252,960.00
		CITIGROUP INC 3.7% 26/01/12	300,000	303,441.00
		CITIGROUP INC 3.75% 24/06/16	100,000	102,911.00
		CITIGROUP INC 3.887% 27/01/10	500,000	506,740.00
		CITIGROUP INC 4.4% 25/06/10	250,000	259,375.00
		CITIZENS BANK NA 2.55% 21/05/13	250,000	249,855.00
		CITIZENS BANK NA/RI 2.25% 20/03/02	250,000	249,540.00
		CLOROX CO 3.5% 24/12/15	100,000	102,909.00
		CLOROX COMPANY 3.05% 22/09/15	64,000	65,400.96
		CME GROUP INC 3% 22/09/15	200,000	204,020.00
		CMS ENERGY CORP 5.05% 22/03/15	150,000	164,460.00
		CNA FINANCIAL CORP 4.5% 26/03/01	100,000	106,488.00
		CNA FINANCIAL CORP 5.75% 21/08/15	30,000	33,389.40
		CNA FINANCIAL CORP 7.35% 19/11/15	45,000	50,237.55
		COACH INC 3% 22/07/15	100,000	98,278.00
		COCA COLA CO/THE 1.875% 20/10/27	200,000	199,302.00
		COCA-COLA CO 2.25% 26/09/01	300,000	282,756.00
		COCA-COLA CO/THE 1.65% 18/11/01	300,000	300,663.00
		COCA-COLA CO/THE 3.3% 21/09/01	350,000	365,428.00
		COCA-COLA ENTERPRISES 3.5% 20/09/15	200,000	207,386.00
		COCA-COLA FEMSA SAB CV 2.375% 18/11/26	150,000	150,660.00
		COLGATE-PALMOLIVE CO 1.75% 19/03/15	150,000	150,349.50
		COLGATE-PALMOLIVE CO 2.1% 23/05/01	100,000	97,947.00
		COLGATE-PALMOLIVE CO 2.45% 21/11/15	100,000	101,119.00
		COLUMBIA PIPELINE GROUP 4.5% 25/06/01	100,000	105,732.00
		COLUMBIA PROPERTY TRUST 3.65% 26/08/15	50,000	48,329.00
		COMCAST CORP 2.35% 27/01/15	200,000	187,514.00
		COMCAST CORP 2.75% 23/03/01	100,000	100,630.00
		COMCAST CORP 2.85% 23/01/15	100,000	101,081.00
		COMCAST CORP 3% 24/02/01	100,000	100,980.00
		COMCAST CORP 3.125% 22/07/15	100,000	103,114.00
		COMCAST CORP 3.15% 26/03/01	200,000	201,132.00
		COMCAST CORP 3.3% 27/02/01	100,000	101,214.00
		COMCAST CORP 3.6% 24/03/01	200,000	209,148.00
		COMCAST CORP 5.15% 20/03/01	350,000	379,074.50
		COMERICA INC 2.125% 19/05/23	200,000	200,078.00
		COMMONWEALTH BK AUSTR 2.55% 21/03/15	250,000	250,147.50
		COMMONWEALTH BK AUSTR NY 2.4% 20/11/02	250,000	250,777.50
		COMMONWEALTH BK AUSTR NY 2.5% 18/09/20	300,000	302,469.00
		COMMONWEALTH EDISON 4% 20/08/01	50,000	52,546.50
		COMPASS BANK 3.875% 25/04/10	250,000	248,030.00
		CONAGRA FOODS INC 3.2% 23/01/25	157,000	157,660.97
		CONNECTICUT LIGHT & PWR 2.5% 23/01/15	150,000	148,912.50
		CONOCOPHILLIPS 4.2% 21/03/15	100,000	106,151.00
		CONOCOPHILLIPS 4.95% 26/03/15	100,000	111,007.00
		CONOCOPHILLIPS 5.75% 19/02/01	61,000	64,593.51
		CONOCOPHILLIPS COMPANY 2.2% 20/05/15	105,000	105,105.00
		CONOCOPHILLIPS COMPANY 2.4% 22/12/15	100,000	98,321.00
		CONOCOPHILLIPS COMPANY 3.35% 24/11/15	100,000	101,514.00
		CONS EDISON CO OF NY 7.125% 18/12/01	125,000	134,102.50
		CONSOLIDATED EDISON INC 2% 20/03/15	25,000	24,966.50
		CONSTELLATION BRANDS INC 3.7% 26/12/06	50,000	50,713.50
		CONSTELLATION BRANDS INC 3.75% 21/05/01	40,000	41,574.80
		CONSTELLATION BRANDS INC 3.875% 19/11/15	30,000	31,176.30
		CONSTELLATION BRANDS INC 4.25% 23/05/01	150,000	159,744.00
		CONSTELLATION BRANDS INC 6% 22/05/01	50,000	56,832.50
		CONSUMERS ENERGY CO 6.7% 19/09/15	100,000	109,887.00
		CONSUMERS ENERGY COMPANY 6.125% 19/03/15	100,000	106,921.00
		CONTL AIRLINES 2012-1 A 4.15% 24/04/11	160,625	168,656.27
		COOPERATIEVE RABOBANK UA 3.75% 26/07/21	250,000	250,335.00
		CORPORATE OFFICE PROP LP 3.7% 21/06/15	50,000	51,081.00
		CORPORATE OFFICE PROP LP 5% 25/07/01	50,000	52,502.50
		COSTCO WHOLESALE CORP 1.7% 19/12/15	100,000	99,744.00
		COSTCO WHOLESALE CORP 2.3% 22/05/18	200,000	198,898.00
		COSTCO WHOLESALE CORP 3% 27/05/18	150,000	148,851.00
		CR BARD INC 4.4% 21/01/15	100,000	104,699.00
		CRANE CO 4.45% 23/12/15	50,000	52,454.00
		CRED SUIS GP FUN LTD 2.75% 20/03/26	250,000	251,882.50
		CRED SUIS GP FUN LTD 3.75% 25/03/26	300,000	302,142.00
		CRED SUIS GP FUN LTD 3.8% 23/06/09	150,000	154,104.00
		CREDIT SUISSE AG 3% 21/10/29	250,000	254,585.00
		CREDIT SUISSE GROUP 3.125% 20/12/10	250,000	254,735.00
		CREDIT SUISSE GROUP 4.55% 26/04/17	250,000	264,200.00
		CREDIT SUISSE NEW YORK 2.3% 19/05/28	400,000	402,308.00
		CREDIT SUISSE NEW YORK 3.625% 24/09/09	250,000	257,065.00
		CREDIT SUISSE NEW YORK 5.4% 20/01/14	100,000	107,146.00
		CROWN CASTLE INTERNATION 2.25% 21/09/01	55,000	54,016.60
		CROWN CASTLE INTERNATION 3.4% 21/02/15	200,000	204,970.00
		CROWN CASTLE INTERNATION 3.7% 26/06/15	100,000	100,114.00
		CROWN CASTLE INTERNATION 4.45% 26/02/15	200,000	211,070.00
		CROWN CASTLE INTL CORP 4% 27/03/01	100,000	102,250.00
		CSX CORP 3.25% 27/06/01	100,000	99,853.00
		CSX CORP 3.7% 23/11/01	300,000	314,094.00
		CVS CAREMARK CORP 4% 23/12/05	150,000	158,620.50
		CVS HEALTH 2.125% 21/06/01	100,000	98,779.00
		CVS HEALTH 2.875% 26/06/01	100,000	96,100.00
		CVS HEALTH CORP 1.9% 18/07/20	250,000	250,537.50
		CVS HEALTH CORP 2.25% 18/12/05	200,000	201,236.00
		CVS HEALTH CORP 2.25% 19/08/12	100,000	100,523.00
		CVS HEALTH CORP 2.75% 22/12/01	200,000	199,752.00
		CVS HEALTH CORP 2.8% 20/07/20	400,000	407,240.00
		CVS HEALTH CORP 3.875% 25/07/20	300,000	311,937.00
		D.R. HORTON INC 3.75% 19/03/01	70,000	71,563.10
		D.R. HORTON INC 4% 20/02/15	95,000	98,480.80
		DANAHER CORP 3.35% 25/09/15	105,000	108,705.45
		DDR CORP 3.625% 25/02/01	200,000	189,334.00
		DDR CORP 4.625% 22/07/15	100,000	104,236.00
		DEERE & COMPANY 4.375% 19/10/16	100,000	105,504.00
		DELMARVA PWR & LIGHT CO 3.5% 23/11/15	150,000	156,064.50
		DELPHI CORP 4.15% 24/03/15	200,000	209,278.00
		DELTA AIR LINES INC 2.875% 20/03/13	95,000	96,166.60
		DELTA AIR LINES INC 3.625% 22/03/15	100,000	102,411.00
		DEUTSCHE BANK 3.375% 21/05/12	200,000	203,030.00
		DEUTSCHE BANK AG 2.85% 19/05/10	200,000	202,098.00
		DEUTSCHE BANK AG 4.25% 21/10/14	350,000	365,823.50
		DEUTSCHE BANK AG LONDON 2.5% 19/02/13	200,000	200,656.00
		DEUTSCHE BANK AG LONDON 3.7% 24/05/30	200,000	200,278.00
		DEUTSCHE TELEKOM INT FIN 6% 19/07/08	150,000	161,526.00
		DEVON ENERGY CORP 5.85% 25/12/15	125,000	141,541.25
		DEVON ENERGY CORPORATION 3.25% 22/05/15	100,000	99,726.00
		DIAGEO CAPITAL PLC 2.625% 23/04/29	100,000	100,590.00
		DIAGEO CAPITAL PLC 4.828% 20/07/15	100,000	107,891.00
		DIAGEO INVESTMENT CORP 2.875% 22/05/11	100,000	102,092.00
		DIAMOND 1 FIN 3.48% 19/06/01	400,000	409,388.00
		DIAMOND 1 FIN 4.42% 21/06/15	400,000	420,804.00
		DIAMOND 1 FIN 5.45% 23/06/15	200,000	217,194.00
		DIAMOND 1 FIN 6.02% 26/06/15	400,000	439,960.00
		DIGITAL REALTY TRUST LP 5.875% 20/02/01	150,000	161,829.00
		DISCOVER BANK 3.45% 26/07/27	250,000	241,260.00
		DISCOVER BANK 4.2% 23/08/08	250,000	262,870.00
		DISCOVER FINANCIAL SVS 4.1% 27/02/09	75,000	74,704.50
		DISCOVER FINANCIAL SVS 5.2% 22/04/27	83,000	90,043.38
		DISCOVERY COMMUNICATIONS 3.8% 24/03/13	250,000	251,512.50
		DISCOVERY COMMUNICATIONS 4.9% 26/03/11	100,000	106,351.00
		DISCOVERY COMMUNICATIONS 5.625% 19/08/15	31,000	33,054.99
		DOLLAR GENERAL CORP 3.25% 23/04/15	100,000	101,176.00
		DOLLAR GENERAL CORP 4.15% 25/11/01	50,000	52,441.50
		DOMINION ENERGY INC 2.579% 20/07/01	70,000	70,257.60
		DOMINION GAS HLD LLC 2.8% 20/11/15	150,000	151,893.00
		DOMINION GAS HOLDINGS LL 3.6% 24/12/15	25,000	25,421.50
		DOMINION RESOURCES 1.875% 19/01/15	50,000	49,919.50
		DOMINION RESOURCES 2.75% 22/01/15	50,000	50,043.50
		DOMINION RESOURCES 4.104% 21/04/01	40,000	41,822.00
		DOMINION RESOURCES INC 3.9% 25/10/01	100,000	103,088.00
		DOMINION RESOURCES INC 5.75% 24/10/01	100,000	107,350.00
		DOMINION RESOURCES INC/N 2.5% 19/12/01	240,000	241,764.00
		DOMINION RESOURCES INC/V 1.6% 19/08/15	50,000	49,515.50
		DOMINION RESOURCES INC/V 2% 21/08/15	20,000	19,547.80
		DOMTAR CORP 4.4% 22/04/01	100,000	104,503.00
		DOVER CORP 4.3% 21/03/01	100,000	105,962.00
		DOW CHEMICAL CO/THE 3.5% 24/10/01	100,000	102,460.00
		DOW CHEMICAL CO/THE 4.125% 21/11/15	200,000	211,836.00
		DOW CHEMICAL CO/THE 4.25% 20/11/15	250,000	264,945.00
		DOW CHEMICAL CO/THE 8.55% 19/05/15	100,000	111,894.00
		DR PEPPER SNAPPLE GROUP 3.4% 25/11/15	100,000	100,929.00
		DTE ENERGY 2.85% 26/10/01	100,000	94,430.00
		DTE ENERGY 3.5% 24/06/01	100,000	101,016.00
		DTE ENERGY COMPANY 2.4% 19/12/01	150,000	150,646.50
		DUKE ENERGY 2.65% 26/09/01	100,000	94,581.00
		DUKE ENERGY CORP 3.55% 21/09/15	200,000	207,904.00
		DUKE ENERGY CORP 3.75% 24/04/15	200,000	208,242.00
		DUKE ENERGY CORP 5.05% 19/09/15	400,000	425,680.00
		DUKE ENERGY FLORIDA LLC 3.2% 27/01/15	100,000	100,784.00
		DUKE REALTY LP 3.75% 24/12/01	100,000	102,604.00
		E.I. DU PONT DE NEMOURS 2.2% 20/05/01	33,000	33,150.81
		E.I. DU PONT DE NEMOURS 3.625% 21/01/15	300,000	312,840.00
		E.I. DU PONT DE NEMOURS 6% 18/07/15	150,000	156,747.00
		EASTMAN CHEMICAL CO 2.7% 20/01/15	250,000	252,972.50
		EATON CORP 2.75% 22/11/02	250,000	250,925.00
		EATON VANCE CORP 3.5% 27/04/06	50,000	50,105.50
		EBAY INC 2.2% 19/08/01	100,000	100,404.00
		EBAY INC 2.6% 22/07/15	200,000	197,642.00
		EBAY INC 2.875% 21/08/01	200,000	202,036.00
		EBAY INC 3.25% 20/10/15	50,000	51,310.00
		EBAY INC 3.6% 27/06/05	200,000	196,412.00
		ECOLAB INC 2% 19/01/14	50,000	50,203.00
		ECOLAB INC 2.7% 26/11/01	45,000	43,084.35
		ECOLAB INC 3.25% 23/01/14	50,000	51,177.50
		EDISON INTERNATIONAL 2.125% 20/04/15	50,000	49,987.00
		EL PASO PIPELINE PART OP 5% 21/10/01	150,000	161,005.50
		ELECTRONIC ARTS INC 3.7% 21/03/01	100,000	103,793.00
		ELI LILLY & CO 2.75% 25/06/01	200,000	198,512.00
		EMBRAER NETHERLANDS FINA 5.4% 27/02/01	65,000	67,860.00
		EMBRAER SA 5.05% 25/06/15	150,000	155,670.00
		EMERA US FINANCE LP 2.15% 19/06/15	20,000	19,975.00
		EMERA US FINANCE LP 2.7% 21/06/15	50,000	50,017.00
		EMERA US FINANCE LP 3.55% 26/06/15	65,000	64,730.90
		EMERSON ELECTRIC CO 3.15% 25/06/01	100,000	101,604.00
		EMPRESA NACIONAL DE ELEC 4.25% 24/04/15	50,000	51,879.00
		ENABLE MIDSTREAM PARTNER 3.9% 24/05/15	100,000	98,832.00
		ENABLE MIDSTREAM PARTNER 4.4% 27/03/15	100,000	99,985.00
		ENBRIDGE ENERGY PARTNERS 5.875% 25/10/15	100,000	113,151.00
		ENBRIDGE ENERGY PARTNERS 9.875% 19/03/01	150,000	167,599.50
		ENBRIDGE INC 2.9% 22/07/15	50,000	49,849.50
		ENBRIDGE INC 3.7% 27/07/15	50,000	49,612.50
		ENBRIDGE INC 4% 23/10/01	100,000	104,921.00
		ENBRIDGE INC 6% 27/01/15	150,000	157,125.00
		ENCANA CORP 3.9% 21/11/15	100,000	101,645.00
		ENERGY TRANSFER PARTNERS 4.05% 25/03/15	150,000	149,272.50
		ENERGY TRANSFER PARTNERS 4.15% 20/10/01	100,000	103,774.00
		ENERGY TRANSFER PARTNERS 4.65% 21/06/01	250,000	262,975.00
		ENERGY TRANSFER PARTNERS 5.2% 22/02/01	200,000	215,082.00
		ENERGY TRANSFER PARTNERS 6.7% 18/07/01	200,000	208,970.00
		ENLINK MIDSTREAM PARTNER 4.85% 26/07/15	60,000	61,975.20
		ENTERGY CORP 2.95% 26/09/01	30,000	28,654.50
		ENTERGY CORP 4% 22/07/15	50,000	52,665.00
		ENTERGY CORP 5.125% 20/09/15	100,000	107,592.00
		ENTERGY LOUISIANA LLC 2.4% 26/10/01	100,000	93,571.00
		ENTERGY LOUISIANA LLC 6.5% 18/09/01	88,000	92,315.52
		ENTERGY TEXAS INC 7.125% 19/02/01	200,000	214,892.00
		ENTERPRISE PRODUCTS OPER 2.55% 19/10/15	350,000	353,272.50
		ENTERPRISE PRODUCTS OPER 3.35% 23/03/15	200,000	204,448.00
		ENTERPRISE PRODUCTS OPER 3.75% 25/02/15	200,000	204,840.00
		ENTERTAINMENT PROPERTIES 5.75% 22/08/15	50,000	55,387.50
		EOG RESOURCES INC 2.625% 23/03/15	150,000	147,357.00
		EOG RESOURCES INC 4.1% 21/02/01	250,000	261,530.00
		EPR PROPERTIES 4.75% 26/12/15	100,000	102,365.00
		EQT CORP 8.125% 19/06/01	100,000	110,240.00
		EQUIFAX 2.3% 21/06/01	50,000	49,434.00
		ERP OPERATING LP 4.625% 21/12/15	150,000	161,529.00
		ERP OPERATING LP 4.75% 20/07/15	100,000	106,431.00
		ESSEX PORTFOLIO LP 3.5% 25/04/01	100,000	99,637.00
		ESSEX PORTFOLIO LP 3.875% 24/05/01	50,000	51,403.00
		ESTEE LAUDER 1.7% 21/05/10	30,000	29,446.20
		ESTEE LAUDER CO INC 3.15% 27/03/15	100,000	100,048.00
		EVERETT SPINCO INC 2.875% 20/03/27	100,000	101,237.00
		EVERETT SPINCO INC 4.25% 24/04/15	100,000	103,764.00
		EXELON 2.45% 21/04/15	100,000	99,461.00
		EXELON 3.4% 26/04/15	100,000	99,093.00
		EXELON CORP 2.85% 20/06/15	50,000	50,700.00
		EXELON CORP 3.497% 22/06/01	100,000	102,513.00
		EXELON CORP 3.95% 25/06/15	100,000	103,212.00
		EXELON GENERATION CO LLC 2.95% 20/01/15	300,000	304,947.00
		EXPEDIA INC 5.95% 20/08/15	100,000	109,074.00
		EXPRESS SCRIPTS HLD 4.5% 26/02/25	200,000	211,388.00
		EXPRESS SCRIPTS HOLDING 2.25% 19/06/15	250,000	250,742.50
		EXPRESS SCRIPTS HOLDING 3.4% 27/03/01	150,000	145,966.50
		EXPRESS SCRIPTS HOLDING 3.5% 24/06/15	100,000	100,331.00
		EXXON MOBIL CORPORATION 1.819% 19/03/15	300,000	301,092.00
		EXXON MOBIL CORPORATION 1.912% 20/03/06	150,000	150,259.50
		EXXON MOBIL CORPORATION 2.709% 25/03/06	250,000	246,692.50
		EXXON MOBIL INC 1.708% 19/03/01	100,000	100,204.00
		EXXON MOBIL INC 2.222% 21/03/01	200,000	200,798.00
		EXXON MOBIL INC 2.726% 23/03/01	70,000	70,495.60
		EXXON MOBIL INC 3.043% 26/03/01	200,000	200,582.00
		FEDERAL REALTY INVESTMEN 3.25% 27/07/15	50,000	48,809.50
		FEDEX CORP 3.2% 25/02/01	200,000	201,538.00
		FEDEX CORP 3.3% 27/03/15	100,000	99,856.00
		FEDEX CORP 8% 19/01/15	50,000	54,444.00
		FIBRIA OVERSEAS FINANCE 5.5% 27/01/17	50,000	51,025.00
		FIDELITY NATIONAL INFORM 2.85% 18/10/15	55,000	55,629.75
		FIDELITY NATIONAL INFORM 3% 26/08/15	100,000	97,358.00
		FIDELITY NATIONAL INFORM 3.5% 23/04/15	188,000	194,820.64
		FIDELITY NATIONAL INFORM 3.625% 20/10/15	160,000	167,312.00
		FIDELITY NATIONAL INFORM 3.875% 24/06/05	100,000	104,171.00
		FIDELITY NATIONAL INFORM 5% 25/10/15	100,000	111,324.00
		FIFTH THIRD BANCORP 2.6% 22/06/15	100,000	99,387.00
		FIFTH THIRD BANCORP 2.875% 20/07/27	200,000	203,770.00
		FIFTH THIRD BANK 2.875% 21/10/01	200,000	203,066.00
		FIFTH THIRD BANK 3.85% 26/03/15	200,000	203,364.00
		FIRST HORIZON NATIONAL 3.5% 20/12/15	100,000	102,475.00
		FIRSTENERGY CORP 2.85% 22/07/15	60,000	59,764.80
		FIRSTENERGY CORP 3.9% 27/07/15	65,000	65,289.90
		FIRSTENERGY CORP 4.25% 23/03/15	70,000	73,623.20
		FISERV INC 2.7% 20/06/01	150,000	151,456.50
		FISERV INC 4.625% 20/10/01	100,000	106,691.00
		FLEXTRONICS INTERNATIONA 4.75% 25/06/15	125,000	134,190.00
		FLORIDA POWER & LIGHT CO 3.125% 25/12/01	200,000	203,084.00
		FLORIDA POWER & LIGHT CO 3.25% 24/06/01	100,000	102,835.00
		FLOWERS FOODS INC 3.5% 26/10/01	35,000	34,098.75
		FORD MOTOR COMPANY 4.346% 26/12/08	100,000	102,756.00
		FORD MOTOR CREDIT 3.81% 24/01/09	200,000	201,592.00
		FORD MOTOR CREDIT CO 3.096% 23/05/04	200,000	196,968.00
		FORD MOTOR CREDIT CO 4.389% 26/01/08	200,000	205,780.00
		FORD MOTOR CREDIT CO LLC 2.459% 20/03/27	450,000	450,238.50
		FORD MOTOR CREDIT CO LLC 2.551% 18/10/05	200,000	201,580.00
		FORD MOTOR CREDIT CO LLC 2.681% 20/01/09	200,000	201,550.00
		FORD MOTOR CREDIT CO LLC 2.875% 18/10/01	200,000	202,182.00
		FORD MOTOR CREDIT CO LLC 2.943% 19/01/08	200,000	202,590.00
		FORD MOTOR CREDIT CO LLC 3.664% 24/09/08	200,000	199,258.00
		FORD MOTOR CREDIT CO LLC 5.875% 21/08/02	400,000	444,436.00
		FORD MOTOR CREDIT CO LLC 8.125% 20/01/15	100,000	113,584.00
		FORTIS INC 3.055% 26/10/04	200,000	191,328.00
		FORTIVE CORP 2.35% 21/06/15	50,000	49,603.50
		FORTIVE CORP 3.15% 26/06/15	50,000	49,667.00
		FRANCE TELECOM 4.125% 21/09/14	150,000	159,291.00
		FRANKLIN RESOURCES INC 2.85% 25/03/30	200,000	196,134.00
		GATX CORP 2.6% 20/03/30	200,000	201,798.00
		GE CAPITAL INTL FUNDING 2.342% 20/11/15	500,000	503,425.00
		GE CAPITAL INTL FUNDING 3.373% 25/11/15	250,000	256,777.50
		GENERAL DYNAMICS CORP 2.125% 26/08/15	100,000	92,693.00
		GENERAL DYNAMICS CORP 2.25% 22/11/15	100,000	99,090.00
		GENERAL ELEC CAP CORP 2.1% 19/12/11	250,000	251,650.00
		GENERAL ELEC CAP CORP 6% 19/08/07	200,000	217,150.00
		GENERAL ELECTRIC CO 2.7% 22/10/09	650,000	658,391.50
		GENERAL MILLS INC 3.15% 21/12/15	150,000	154,183.50
		GENERAL MILLS INC 5.65% 19/02/15	200,000	211,894.00
		GENERAL MOTORS 3.5% 18/10/02	250,000	254,160.00
		GENERAL MOTORS FINANCIAL 3.15% 20/01/15	250,000	253,922.50
		GENERAL MOTORS FINANCIAL 3.2% 21/07/06	100,000	100,996.00
		GENERAL MOTORS FINANCIAL 3.45% 22/04/10	250,000	253,567.50
		GENERAL MOTORS FINANCIAL 4% 25/01/15	250,000	250,442.50
		GENERAL MOTORS FINL CO 2.35% 19/10/04	100,000	99,969.00
		GENERAL MOTORS FINL CO 3.15% 22/06/30	70,000	69,976.90
		GENERAL MOTORS FINL CO 3.7% 23/05/09	250,000	254,022.50
		GENERAL MOTORS FINL CO 3.95% 24/04/13	100,000	101,189.00
		GENERAL MOTORS FINL CO 4% 26/10/06	100,000	99,058.00
		GENERAL MOTORS FINL CO 4.35% 27/01/17	200,000	201,662.00
		GEORGIA POWER CO 2% 20/03/30	100,000	99,658.00
		GEORGIA POWER CO 3.25% 26/04/01	50,000	49,535.00
		GILEAD SCIENCES INC 1.85% 18/09/04	60,000	60,167.40
		GILEAD SCIENCES INC 1.95% 22/03/01	30,000	29,312.40
		GILEAD SCIENCES INC 2.35% 20/02/01	250,000	252,092.50
		GILEAD SCIENCES INC 2.5% 23/09/01	70,000	68,686.80
		GILEAD SCIENCES INC 2.55% 20/09/01	200,000	203,258.00
		GILEAD SCIENCES INC 2.95% 27/03/01	150,000	145,851.00
		GILEAD SCIENCES INC 3.25% 22/09/01	65,000	66,979.25
		GILEAD SCIENCES INC 3.5% 25/02/01	250,000	256,410.00
		GILEAD SCIENCES INC 3.65% 26/03/01	200,000	205,970.00
		GILEAD SCIENCES INC 4.5% 21/04/01	100,000	107,532.00
		GLAXOSMITHKLINE CAPITAL 2.85% 22/05/08	300,000	305,742.00
		GM FINANCIAL 3.7% 20/11/24	200,000	206,406.00
		GM FINANCIAL 4.2% 21/03/01	250,000	261,707.50
		GM FINANCIAL 5.25% 26/03/01	100,000	107,731.00
		GOLDCORP INC 3.7% 23/03/15	200,000	206,630.00
		GOLDMAN SACHS GROUP 2.625% 21/04/25	350,000	350,213.50
		GOLDMAN SACHS GROUP 2.875% 21/02/25	300,000	302,892.00
		GOLDMAN SACHS GROUP INC 2.3% 19/12/13	295,000	296,011.85
		GOLDMAN SACHS GROUP INC 2.55% 19/10/23	300,000	303,330.00
		GOLDMAN SACHS GROUP INC 2.6% 20/04/23	650,000	655,421.00
		GOLDMAN SACHS GROUP INC 2.6% 20/12/27	200,000	201,188.00
		GOLDMAN SACHS GROUP INC 2.625% 19/01/31	300,000	303,054.00
		GOLDMAN SACHS GROUP INC 2.75% 20/09/15	50,000	50,565.00
		GOLDMAN SACHS GROUP INC 2.9% 18/07/19	300,000	303,102.00
		GOLDMAN SACHS GROUP INC 2.908% 23/06/05	250,000	248,905.00
		GOLDMAN SACHS GROUP INC 3% 22/04/26	365,000	367,854.30
		GOLDMAN SACHS GROUP INC 3.5% 25/01/23	350,000	352,285.50
		GOLDMAN SACHS GROUP INC 3.5% 26/11/16	150,000	148,339.50
		GOLDMAN SACHS GROUP INC 3.625% 23/01/22	300,000	308,580.00
		GOLDMAN SACHS GROUP INC 3.691% 27/06/05	200,000	199,490.00
		GOLDMAN SACHS GROUP INC 3.75% 25/05/22	350,000	357,126.00
		GOLDMAN SACHS GROUP INC 3.75% 26/02/25	200,000	203,018.00
		GOLDMAN SACHS GROUP INC 3.85% 27/01/26	350,000	355,057.50
		GOLDMAN SACHS GROUP INC 4.25% 25/10/21	200,000	205,938.00
		GOLDMAN SACHS GROUP INC 5.25% 21/07/27	400,000	437,712.00
		GOLDMAN SACHS GROUP INC 7.5% 19/02/15	100,000	108,370.00
		GREAT PLAINS ENERGY INC 2.5% 20/03/09	100,000	100,995.00
		GREAT PLAINS ENERGY INC 3.15% 22/04/01	150,000	152,052.00
		GRUPO TELEVISA SAB 6.625% 25/03/18	150,000	176,214.00
		GULF POEWR CO 3.3% 27/05/30	100,000	99,966.00
		H.B. FULLER CO 4% 27/02/15	25,000	25,349.00
		HALLIBURTON CO 3.8% 25/11/15	150,000	152,985.00
		HALLIBURTON COMPANY 3.25% 21/11/15	100,000	102,444.00
		HANOVER INSURANCE GROUP 4.5% 26/04/15	50,000	51,900.00
		HARRIS CORPORATION 2.7% 20/04/27	200,000	201,942.00
		HARTFORD FINL SVCS GRP 5.125% 22/04/15	200,000	221,510.00
		HARTFORD FINL SVCS GRP 5.5% 20/03/30	100,000	108,473.00
		HASBRO INC 3.15% 21/05/15	50,000	50,922.50
		HCP INC 2.625% 20/02/01	250,000	251,525.00
		HCP INC 3.4% 25/02/01	300,000	295,260.00
		HCP INC 5.375% 21/02/01	100,000	108,968.00
		HEALTH CARE REIT INC 4% 25/06/01	150,000	154,162.50
		HEALTH CARE REIT INC 4.125% 19/04/01	200,000	205,860.00
		HEALTH CARE REIT INC 5.25% 22/01/15	100,000	109,696.00
		HEALTHCARE TRUST OF AMER 3.375% 21/07/15	50,000	50,959.50
		HEINZ 3% 26/06/01	110,000	104,603.40
		HERSHEY COMPANY 4.125% 20/12/01	100,000	106,613.00
		HEWLETT-PACKARD CO 3.75% 20/12/01	25,000	26,091.00
		HEWLETT-PACKARD CO 4.3% 21/06/01	250,000	265,000.00
		HEWLETT-PACKARD CO 4.65% 21/12/09	200,000	215,304.00
		HEXCEL CORP 3.95% 27/02/15	50,000	50,839.00
		HIGHWOODS REALTY LP 3.2% 21/06/15	150,000	151,359.00
		HJ HEINZ CO 2% 18/07/02	130,000	130,399.10
		HJ HEINZ CO 2.8% 20/07/02	50,000	50,753.50
		HJ HEINZ CO 3.5% 22/07/15	150,000	154,626.00
		HJ HEINZ CO 3.95% 25/07/15	150,000	153,823.50
		HOME DEPOT INC 1.8% 20/06/05	141,000	140,861.82
		HOME DEPOT INC 2% 21/04/01	200,000	199,258.00
		HOME DEPOT INC 2.7% 23/04/01	100,000	101,047.00
		HOME DEPOT INC 3.75% 24/02/15	200,000	211,910.00
		HOME DEPOT INC 4.4% 21/04/01	250,000	268,692.50
		HOME DEPOT INC/THE 2.125% 26/09/15	125,000	116,363.75
		HONEYWELL INTERNATIONAL 1.4% 19/10/30	200,000	198,574.00
		HONEYWELL INTERNATIONAL 1.85% 21/11/01	200,000	196,814.00
		HONEYWELL INTERNATIONAL 2.5% 26/11/01	150,000	142,992.00
		HOSPITALITY PROPERTIES T 4.5% 25/03/15	150,000	153,094.50
		HOST HOTELS & RESORTS LP 3.875% 24/04/01	50,000	50,594.00
		HOST HOTELS + RESORTS LP 4.75% 23/03/01	200,000	213,208.00
		HOWARD HUGES MEDICAL IN 3.5% 23/09/01	200,000	209,878.00
		HP ENTERPRISE CO 2.85% 18/10/05	200,000	202,236.00
		HP ENTERPRISE CO 3.6% 20/10/15	400,000	412,380.00
		HP ENTERPRISE CO 4.9% 25/10/15	200,000	208,682.00
		HSBC 3.4% 21/03/08	200,000	205,424.00
		HSBC 4.3% 26/03/08	200,000	211,736.00
		HSBC BANK USA NA 4.875% 20/08/24	150,000	161,406.00
		HSBC FINANCE CORP 6.676% 21/01/15	300,000	337,539.00
		HSBC HLD 2.95% 21/05/25	350,000	353,370.50
		HSBC HLD 4.375% 26/11/23	225,000	231,831.00
		HSBC HOLDINGS PLC 3.262% 23/03/13	400,000	407,056.00
		HSBC HOLDINGS PLC 4% 22/03/30	400,000	420,400.00
		HSBC HOLDINGS PLC 4.041% 27/03/13	250,000	257,832.50
		HSBC HOLDINGS PLC 4.25% 24/03/14	200,000	206,284.00
		HSBC HOLDINGS PLC 4.25% 25/08/18	200,000	205,154.00
		HSBC USA INC 2.35% 20/03/05	400,000	402,484.00
		HUBBELL INC 3.35% 26/03/01	100,000	99,451.00
		HUMANA INC 3.85% 24/10/01	150,000	155,997.00
		HUMANA INC. 6.3% 18/08/01	75,000	78,501.00
		HUNTINGTON BANCSHARES 2.6% 18/08/02	100,000	100,815.00
		HUNTINGTON BANCSHARES IN 2.3% 22/01/14	100,000	98,367.00
		HUNTINGTON NATIONAL BANK 2.375% 20/03/10	250,000	250,777.50
		HUNTINGTON NATIONAL BANK 2.4% 20/04/01	250,000	250,955.00
		HUSKY ENERGY INC 3.95% 22/04/15	100,000	103,043.00
		HUSKY ENERGY INC 7.25% 19/12/15	37,000	41,306.06
		HYATT HOTELS CORP 4.85% 26/03/15	50,000	54,404.50
		IBM 1.8% 19/05/17	100,000	100,289.00
		IBM 2.875% 22/11/09	100,000	101,278.00
		IBM CORP 1.625% 20/05/15	200,000	198,104.00
		IBM CORP 1.875% 22/08/01	150,000	145,653.00
		IBM CORP 1.9% 20/01/27	100,000	99,938.00
		IBM CORP 1.95% 19/02/12	300,000	301,515.00
		IBM CORP 2.5% 22/01/27	100,000	100,797.00
		IBM CORP 3.375% 23/08/01	250,000	258,642.50
		IBM CORP 3.45% 26/02/19	200,000	202,966.00
		ILLINOIS TOOL WORKS INC 1.95% 19/03/01	150,000	150,652.50
		ILLINOIS TOOL WORKS INC 6.25% 19/04/01	74,000	79,589.96
		ING GROEP NV 3.15% 22/03/29	200,000	203,160.00
		INGERSOLL-RAND GL HLD CO 4.25% 23/06/15	150,000	161,775.00
		INGERSOLL-RAND LUX FINAN 3.55% 24/11/01	100,000	102,194.00
		INTEL CORP 1.85% 20/05/11	150,000	149,790.00
		INTEL CORP 2.45% 20/07/29	115,000	116,723.85
		INTEL CORP 2.6% 26/05/19	50,000	48,037.00
		INTEL CORP 2.7% 22/12/15	100,000	101,112.00
		INTEL CORP 2.875% 24/05/11	100,000	100,014.00
		INTEL CORP 3.1% 22/07/29	100,000	102,821.00
		INTEL CORP 3.3% 21/10/01	350,000	365,375.50
		INTEL CORP 3.7% 25/07/29	145,000	152,136.90
		INTERCONTINENTAL EXCHANG 3.75% 25/12/01	150,000	156,693.00
		INTERCONTINENTALEXCHANGE 4% 23/10/15	100,000	106,761.00
		INTERNATIONAL PAPER CO 3.65% 24/06/15	100,000	102,778.00
		INTESA SANPAOLO SPA 3.875% 19/01/15	200,000	204,840.00
		INTL LEASE FINANCE CORP 7.125% 18/09/01	100,000	105,704.00
		INTL PAPER CO 7.5% 21/08/15	300,000	354,432.00
		INVESCO FINANCE PLC 3.75% 26/01/15	150,000	154,593.00
		ITC HOLDINGS CORP 3.25% 26/06/30	60,000	58,791.60
		ITC HOLDINGS CORP 3.65% 24/06/15	25,000	25,387.00
		JABIL CIRCUIT INC 5.625% 20/12/15	200,000	217,260.00
		JEFFERIES GROUP 4.85% 27/01/15	90,000	93,586.50
		JEFFERIES GROUP LLC 8.5% 19/07/15	92,000	102,747.44
		JM SMUCKER CO 3.5% 25/03/15	200,000	204,352.00
		JOHN DEERE CAPITAL CORP 1.65% 18/10/15	65,000	65,100.75
		JOHN DEERE CAPITAL CORP 1.95% 18/12/13	250,000	251,177.50
		JOHN DEERE CAPITAL CORP 1.95% 20/06/22	20,000	20,035.40
		JOHN DEERE CAPITAL CORP 2.05% 20/03/10	150,000	150,687.00
		JOHN DEERE CAPITAL CORP 2.65% 22/01/06	100,000	101,275.00
		JOHN DEERE CAPITAL CORP 2.65% 24/06/24	50,000	49,350.50
		JOHN DEERE CAPITAL CORP 2.8% 21/03/04	100,000	101,875.00
		JOHN DEERE CAPITAL CORP 2.8% 23/03/06	100,000	100,802.00
		JOHN DEERE CAPITAL CORP 3.15% 21/10/15	200,000	206,460.00
		JOHN DEERE CAPITAL CORP 3.35% 24/06/12	150,000	154,077.00
		JOHNSON & JOHNSON 1.125% 19/03/01	65,000	64,643.15
		JOHNSON & JOHNSON 1.65% 21/03/01	100,000	98,999.00
		JOHNSON & JOHNSON 1.875% 19/12/05	300,000	302,337.00
		JOHNSON & JOHNSON 2.05% 23/03/01	100,000	98,601.00
		JOHNSON & JOHNSON 2.25% 22/03/03	100,000	100,313.00
		JOHNSON & JOHNSON 2.45% 26/03/01	100,000	97,163.00
		JOHNSON & JOHNSON 2.95% 27/03/03	100,000	100,990.00
		JOHNSON CONTROLS INC 3.75% 21/12/01	200,000	208,174.00
		JOHNSON CONTROLS INC 5% 20/03/30	100,000	106,632.00
		JP MORGAN CHASE & CO 3.875% 24/09/10	400,000	412,140.00
		JP MORGAN CHASE BANK NA 1.65% 19/09/23	250,000	248,782.50
		JPMORGAN CHASE & CO 1.85% 19/03/22	200,000	199,888.00
		JPMORGAN CHASE & CO 2.2% 19/10/22	500,000	501,395.00
		JPMORGAN CHASE & CO 2.25% 20/01/23	500,000	501,310.00
		JPMORGAN CHASE & CO 2.295% 21/08/15	200,000	198,574.00
		JPMORGAN CHASE & CO 2.4% 21/06/07	150,000	149,643.00
		JPMORGAN CHASE & CO 2.55% 20/10/29	255,000	257,177.70
		JPMORGAN CHASE & CO 2.55% 21/03/01	250,000	250,897.50
		JPMORGAN CHASE & CO 2.7% 23/05/18	250,000	246,662.50
		JPMORGAN CHASE & CO 2.776% 23/04/25	113,000	112,831.63
		JPMORGAN CHASE & CO 2.95% 26/10/01	200,000	192,578.00
		JPMORGAN CHASE & CO 2.972% 23/01/15	300,000	302,202.00
		JPMORGAN CHASE & CO 3.125% 25/01/23	250,000	247,992.50
		JPMORGAN CHASE & CO 3.2% 23/01/25	500,000	508,420.00
		JPMORGAN CHASE & CO 3.2% 26/06/15	200,000	196,602.00
		JPMORGAN CHASE & CO 3.25% 22/09/23	500,000	512,070.00
		JPMORGAN CHASE & CO 3.3% 26/04/01	200,000	198,616.00
		JPMORGAN CHASE & CO 3.375% 23/05/01	250,000	253,345.00
		JPMORGAN CHASE & CO 3.54% 27/05/01	250,000	249,860.00
		JPMORGAN CHASE & CO 3.782% 27/02/01	300,000	304,971.00
		JPMORGAN CHASE & CO 3.9% 25/07/15	150,000	155,985.00
		JPMORGAN CHASE & CO 4.4% 20/07/22	250,000	265,877.50
		JPMORGAN CHASE & CO 4.95% 20/03/25	400,000	429,260.00
		JUNIPER NETWORKS INC 4.5% 24/03/15	50,000	52,886.00
		KAISER FOUNDATION HOSPIT 3.15% 27/05/01	50,000	49,962.00
		KANSAS CITY POWER & LT 3.15% 23/03/15	79,000	79,392.63
		KELLOGG CO 3.25% 26/04/01	150,000	148,698.00
		KELLOGG CO 4% 20/12/15	132,000	139,322.04
		KEMPER CORP 4.35% 25/02/15	35,000	35,079.10
		KENNAMETAL INC 2.65% 19/11/01	100,000	100,541.00
		KEY BANK NA 2.25% 20/03/16	250,000	251,062.50
		KEY BANK NA 3.4% 26/05/20	200,000	196,482.00
		KEYCORP 2.9% 20/09/15	120,000	122,029.20
		KEYSIGHT TECHNOLOGIES 4.6% 27/04/06	60,000	62,494.80
		KILROY REALTY LP 4.375% 25/10/01	100,000	104,455.00
		KIMBERLY CLARK CORP 2.75% 26/02/15	150,000	148,068.00
		KIMCO REALTY CORP 2.7% 24/03/01	50,000	47,552.50
		KIMCO REALTY CORP 2.8% 26/10/01	200,000	184,066.00
		KINDER MORGAN ENER PART 2.65% 19/02/01	250,000	252,100.00
		KINDER MORGAN ENER PART 3.5% 21/03/01	40,000	40,900.40
		KINDER MORGAN ENER PART 3.95% 22/09/01	250,000	257,422.50
		KINDER MORGAN ENER PART 4.15% 22/03/01	100,000	103,849.00
		KINDER MORGAN INC/DE 3.05% 19/12/01	250,000	254,060.00
		KINDER MORGAN INC/DELAWA 4.3% 25/06/01	200,000	207,680.00
		KITE REALTY GROUP LP 4% 26/10/01	50,000	47,040.50
		KLA-TENCOR CORP 4.125% 21/11/01	229,000	241,824.00
		KOHL'S CORP 4.25% 25/07/17	200,000	196,150.00
		KRAFT FOODS GROUP INC 3.5% 22/06/06	100,000	103,215.00
		KRAFT FOODS GROUP INC 5.375% 20/02/10	200,000	215,558.00
		KROGER CO 2% 19/01/15	25,000	24,971.00
		KROGER CO 2.6% 21/02/01	50,000	49,876.50
		KROGER CO 3.5% 26/02/01	150,000	147,283.50
		KROGER CO 4% 24/02/01	100,000	103,073.00
		KROGER CO/THE 3.4% 22/04/15	100,000	102,096.00
		L-3 COMMUNICATIONS CORP 4.95% 21/02/15	200,000	214,886.00
		L-3 COMMUNICATIONS CORP 5.2% 19/10/15	75,000	80,091.00
		LABORATORY CORP OF AMER 2.625% 20/02/01	200,000	201,434.00
		LABORATORY CORP OF AMERI 3.2% 22/02/01	100,000	101,937.00
		LABORATORY CORP OF AMERI 4% 23/11/01	50,000	51,777.00
		LAM RESEARCH CORP 2.75% 20/03/15	150,000	151,705.50
		LAZARD GROUP LLC 3.625% 27/03/01	100,000	98,013.00
		LEAR CORP 5.25% 25/01/15	120,000	127,489.20
		LEGGETT & PLATT INC 3.4% 22/08/15	50,000	50,540.00
		LEUCADIA NATIONAL CORP 5.5% 23/10/18	80,000	85,322.40
		LIBERTY PROPERTY LP 4.4% 24/02/15	150,000	157,849.50
		LINCOLN NATIONAL CORP 3.35% 25/03/09	150,000	149,101.50
		LINCOLN NATIONAL CORP 3.625% 26/12/12	100,000	99,852.00
		LLOYDS BANK PLC 2.7% 20/08/17	200,000	202,598.00
		LLOYDS BANKING GROUP 3% 22/01/11	245,000	246,185.80
		LLOYDS BANKING GROUP 4.582% 25/12/10	200,000	206,458.00
		LLOYDS BANKING GROUP PLC 4.65% 26/03/24	200,000	207,530.00
		LLOYDS TSB BANK PLC 6.375% 21/01/21	100,000	112,249.00
		LOCKHEED MARTIN 3.55% 26/01/15	250,000	257,807.50
		LOCKHEED MARTIN CORP 3.35% 21/09/15	200,000	208,096.00
		LOCKHEED MARTIN CORP 4.25% 19/11/15	100,000	105,227.00
		LOEWS CORP 2.625% 23/05/15	150,000	148,288.50
		LOWE'S COMPANIES INC 3.12% 22/04/15	200,000	206,300.00
		LOWE'S COMPANIES INC 4.625% 20/04/15	250,000	264,842.50
		LOWE'S COS INC 2.5% 26/04/15	200,000	190,758.00
		LUBRIZOL CORP 8.875% 19/02/01	50,000	55,143.50
		LYB INTERNATIONAL FINANC 3.5% 27/03/02	150,000	147,195.00
		LYB INTL FINANCE BV 4% 23/07/15	60,000	63,373.80
		LYONDELLBASELL IND NV 6% 21/11/15	300,000	338,787.00
		MACYS RETAIL HLDGS INC 2.875% 23/02/15	100,000	91,309.00
		MACYS RETAIL HLDGS INC 3.625% 24/06/01	100,000	91,968.00
		MACYS RETAIL HLDGS INC 4.375% 23/09/01	60,000	58,953.60
		MAGELLAN MIDSTREAM PARTN 6.55% 19/07/15	100,000	108,347.00
		MAGELLAN MISDTREAM PARTN 5% 26/03/01	50,000	54,938.50
		MAGNA INTERNATIONAL INC 4.15% 25/10/01	50,000	52,818.50
		MANUF & TRADERS TRUST CO 2.1% 20/02/06	250,000	250,055.00
		MANULIFE FINANCIAL CORP 4.15% 26/03/04	100,000	105,662.00
		MARATHON OIL CORP 2.8% 22/11/01	150,000	143,728.50
		MARATHON PETROLEUM 3.4% 20/12/15	150,000	154,029.00
		MARATHON PETROLEUM CORP 3.625% 24/09/15	100,000	100,625.00
		MARKEL CORPORATION 4.9% 22/07/01	70,000	76,071.10
		MARRIOTT INTERNATIONAL 3.125% 21/10/15	100,000	102,262.00
		MARRIOTT INTERNATIONAL 3.125% 26/06/15	100,000	97,972.00
		MARRIOTT INTERNATIONAL 3.25% 22/09/15	100,000	101,906.00
		MARRIOTT INTERNATIONAL 3.75% 25/03/15	100,000	102,767.00
		MARSH & MCLENNAN 2.75% 22/01/30	30,000	30,181.20
		MARSH & MCLENNAN COS INC 2.35% 19/09/10	150,000	150,924.00
		MARSH & MCLENNAN COS INC 2.35% 20/03/06	100,000	100,382.00
		MARSH & MCLENNAN COS INC 4.8% 21/07/15	100,000	108,470.00
		MARTIN MARIETTA MATERIAL 3.45% 27/06/01	21,000	20,760.60
		MARTIN MARIETTA MATERIAL 4.25% 24/07/02	30,000	31,332.60
		MASCO CORP 3.5% 21/04/01	115,000	117,547.25
		MASCO CORP 4.375% 26/04/01	90,000	95,238.00
		MASTERCARD INC 3.375% 24/04/01	200,000	207,600.00
		MATTEL INC 2.35% 19/05/06	24,000	24,009.36
		MATTEL INC 2.35% 21/08/15	60,000	58,619.40
		MAXIM INTEGRATED PRODUCT 2.5% 18/11/15	50,000	50,371.50
		MAXIM INTEGRATED PRODUCT 3.45% 27/06/15	100,000	98,596.00
		MCDONALD S CORP 3.5% 27/03/01	150,000	151,866.00
		MCDONALD'S CORP 2.1% 18/12/07	40,000	40,228.40
		MCDONALD'S CORP 2.625% 22/01/15	100,000	100,569.00
		MCDONALD'S CORP 2.75% 20/12/09	200,000	204,034.00
		MCDONALD'S CORP 3.25% 24/06/10	100,000	102,180.00
		MCDONALDS CORP 3.7% 26/01/30	200,000	206,312.00
		MCKESSON CORP 2.284% 19/03/15	300,000	301,638.00
		MCKESSON CORP 3.796% 24/03/15	100,000	104,449.00
		MEAD JOHNSON NUTRITION C 3% 20/11/15	60,000	61,572.60
		MEAD JOHNSON NUTRITION C 4.125% 25/11/15	60,000	64,273.80
		MEAD JOHNSON NUTRITION C 4.9% 19/11/01	50,000	53,022.00
		MEDTRONIC INC 2.5% 20/03/15	200,000	202,752.00
		MEDTRONIC INC 2.75% 23/04/01	200,000	201,434.00
		MEDTRONIC INC 3.15% 22/03/15	200,000	206,996.00
		MEDTRONIC INC 3.5% 25/03/15	450,000	465,534.00
		MEDTRONIC INC 3.625% 24/03/15	100,000	104,850.00
		MEDTRONIC INC 4.45% 20/03/15	200,000	212,518.00
		MERCK & CO INC 2.4% 22/09/15	300,000	300,870.00
		MERCK & CO INC 2.75% 25/02/10	100,000	98,889.00
		MERCK & CO INC 2.8% 23/05/18	200,000	203,286.00
		MERCK & CO INC 3.875% 21/01/15	250,000	264,267.50
		METHANEX CORP 3.25% 19/12/15	60,000	60,414.60
		METLIFE INC 4.368% 23/09/15	100,000	108,927.00
		METLIFE INC 4.75% 21/02/08	200,000	216,660.00
		METLIFE INC 7.717% 19/02/15	300,000	327,363.00
		MICROSOFT CORP 1.1% 19/08/08	285,000	281,987.55
		MICROSOFT CORP 1.3% 18/11/03	200,000	199,560.00
		MICROSOFT CORP 1.55% 21/08/08	200,000	195,134.00
		MICROSOFT CORP 1.625% 18/12/06	100,000	100,175.00
		MICROSOFT CORP 1.85% 20/02/06	100,000	100,136.00
		MICROSOFT CORP 2% 23/08/08	100,000	97,073.00
		MICROSOFT CORP 2.375% 22/02/12	250,000	251,467.50
		MICROSOFT CORP 2.4% 22/02/06	200,000	201,612.00
		MICROSOFT CORP 2.4% 26/08/08	300,000	286,620.00
		MICROSOFT CORP 2.65% 22/11/03	250,000	253,587.50
		MICROSOFT CORP 2.7% 25/02/12	250,000	248,542.50
		MICROSOFT CORP 2.875% 24/02/06	185,000	187,301.40
		MICROSOFT CORP 3% 20/10/01	100,000	103,467.00
		MICROSOFT CORP 3.125% 25/11/03	250,000	254,160.00
		MICROSOFT CORP 3.3% 27/02/06	300,000	307,869.00
		MICROSOFT CORP 3.625% 23/12/15	250,000	264,392.50
		MID-AMERICA APARTMENT 4% 25/11/15	100,000	103,115.00
		MITSUBISHI UFJ FINANCIAL 2.527% 23/09/13	200,000	195,104.00
		MITSUBISHI UFJ FINANCIAL 2.757% 26/09/13	200,000	191,290.00
		MITSUBISHI UFJ FINANCIAL 2.95% 21/03/01	200,000	202,714.00
		MITSUBISHI UFJ FINANCIAL 3.85% 26/03/01	200,000	207,528.00
		MIZUHO FINANCIAL GROUP 3.663% 27/02/28	200,000	204,704.00
		MIZUHO FINANCIAL GROUP I 2.273% 21/09/13	200,000	196,556.00
		MOHAWK INDUSTRIES INC 3.85% 23/02/01	150,000	154,309.50
		MOLSON COORS 1.45% 19/07/15	55,000	54,347.70
		MOLSON COORS 2.1% 21/07/15	65,000	63,844.95
		MOLSON COORS 3% 26/07/15	165,000	158,535.30
		MOLSON COORS BREWING CO 2.25% 20/03/15	100,000	99,870.00
		MONDELEZ INTERNATIONAL 4% 24/02/01	100,000	105,138.00
		MONSANTO CO 3.375% 24/07/15	200,000	201,770.00
		MOODY'S CORPORATION 2.75% 21/12/15	50,000	50,265.50
		MOODY'S CORPORATION 5.5% 20/09/01	100,000	109,475.00
		MORGAN STANLEY 2.45% 19/02/01	200,000	201,370.00
		MORGAN STANLEY 2.5% 21/04/21	250,000	249,482.50
		MORGAN STANLEY 2.625% 21/11/17	400,000	398,552.00
		MORGAN STANLEY 2.65% 20/01/27	550,000	555,335.00
		MORGAN STANLEY 2.75% 22/05/19	250,000	249,247.50
		MORGAN STANLEY 3.125% 26/07/27	450,000	436,068.00
		MORGAN STANLEY 3.625% 27/01/20	350,000	350,871.50
		MORGAN STANLEY 3.7% 24/10/23	450,000	460,651.50
		MORGAN STANLEY 3.75% 23/02/25	200,000	207,398.00
		MORGAN STANLEY 3.875% 26/01/27	200,000	205,248.00
		MORGAN STANLEY 4% 25/07/23	435,000	452,165.10
		MORGAN STANLEY 4.1% 23/05/22	500,000	519,745.00
		MORGAN STANLEY 5.5% 20/07/24	250,000	272,387.50
		MORGAN STANLEY 5.625% 19/09/23	250,000	268,142.50
		MORGAN STANLEY 5.75% 21/01/25	350,000	386,662.50
		MORGAN STANLEY 7.3% 19/05/13	600,000	656,106.00
		MOSAIC CO 4.25% 23/11/15	100,000	104,769.00
		MOTOROLA SOLUTIONS INC 3.5% 23/03/01	200,000	200,278.00
		MOTOROLA SOLUTIONS INC 4% 24/09/01	100,000	99,974.00
		MPLX LP 4.125% 27/03/01	200,000	200,480.00
		MPLX LP 4.875% 25/06/01	250,000	264,042.50
		MUFG AMERICAS HLDGS CORP 2.25% 20/02/10	89,000	88,955.50
		MUFG UNION BANK NA 2.625% 18/09/26	250,000	252,345.00
		MYLAN 2.5% 19/06/07	90,000	90,845.10
		MYLAN 3.15% 21/06/15	150,000	152,296.50
		MYLAN 3.95% 26/06/15	250,000	253,270.00
		MYLAN NV 3.75% 20/12/15	200,000	207,788.00
		NABORS INDUSTRIES INC 5.1% 23/09/15	150,000	140,439.00
		NABORS INDUSTRIES INC 9.25% 19/01/15	100,000	107,250.00
		NASDAQ 3.85% 26/06/30	30,000	30,406.50
		NASDAQ OMX GROUP 5.55% 20/01/15	100,000	108,101.00
		NATIONAL AUSTRALIA BANK 2.625% 20/07/23	250,000	252,720.00
		NATIONAL AUSTRALIA BK 2.5% 26/07/12	250,000	234,960.00
		NATIONAL AUSTRALIA BK 2.8% 22/01/10	250,000	252,315.00
		NATIONAL AUSTRALIA BK LT 2.3% 18/07/25	250,000	251,202.50
		NATIONAL AUSTRALIA BK/NY 2.125% 20/05/22	250,000	249,797.50
		NATIONAL BANK OF CANADA 2.1% 18/12/14	250,000	251,082.50
		NATIONAL FUEL GAS 5.2% 25/07/15	150,000	159,180.00
		NATIONAL OILWELL VARCO I 2.6% 22/12/01	150,000	144,937.50
		NATIONAL RETAIL PROPERTI 4% 25/11/15	65,000	66,051.70
		NATIONAL RURAL UTIL COOP 10.375% 18/11/01	200,000	222,142.00
		NATIONAL RURAL UTILITIES 2% 20/01/27	200,000	200,256.00
		NATIONAL RURAL UTILITIES 5.25% 26/04/20	150,000	157,872.00
		NATL RETAIL PROPERTIES 3.8% 22/10/15	100,000	103,791.00
		NBCUNIVERSAL MEDIA LLC 2.875% 23/01/15	100,000	101,421.00
		NBCUNIVERSAL MEDIA LLC 4.375% 21/04/01	250,000	268,935.00
		NETAPP INC 3.375% 21/06/15	200,000	204,516.00
		NEWELL RUBBERMAID INC 2.875% 19/12/01	254,000	258,234.18
		NEWELL RUBBERMAID INC 3.15% 21/04/01	50,000	51,144.50
		NEWELL RUBBERMAID INC 3.85% 23/04/01	40,000	41,928.40
		NEWELL RUBBERMAID INC 4.2% 26/04/01	250,000	264,525.00
		NEWMONT MINING CORP 3.5% 22/03/15	300,000	309,816.00
		NEXTERA ENERGY CAPITAL 2.4% 19/09/15	150,000	150,975.00
		NIKE INC 2.25% 23/05/01	50,000	49,295.00
		NIKE INC 2.375% 26/11/01	100,000	94,166.00
		NISOURCE FINANCE CORP 3.49% 27/05/15	100,000	100,074.00
		NOBLE ENERGY INC 3.9% 24/11/15	150,000	152,709.00
		NOBLE ENERGY INC 4.15% 21/12/15	100,000	105,105.00
		NOBLE ENERGY INC 8.25% 19/03/01	150,000	164,304.00
		NOMURA HOLDINGS INC 2.75% 19/03/19	250,000	252,620.00
		NORDSTROM INC 4.75% 20/05/01	100,000	104,393.00
		NORFOLK SOUTHERN 2.9% 26/06/15	65,000	63,700.65
		NORFOLK SOUTHERN CORP 2.903% 23/02/15	200,000	201,484.00
		NORFOLK SOUTHERN CORP 3.15% 27/06/01	75,000	74,346.00
		NORTHERN TRUST CORP 3.375% 21/08/23	50,000	51,902.50
		NORTHERN TRUST CORP 3.375% 27/05/08	62,000	61,476.10
		NORTHERN TRUST CORP 3.95% 25/10/30	100,000	105,564.00
		NORTHROP GRUMMAN CORP 3.25% 23/08/01	150,000	154,530.00
		NORTHROP GRUMMAN CORP 3.5% 21/03/15	200,000	208,394.00
		NOVARTIS CAPITAL CORP 1.8% 20/02/14	100,000	99,941.00
		NOVARTIS CAPITAL CORP 2.4% 22/05/17	150,000	150,667.50
		NOVARTIS CAPITAL CORP 3.4% 24/05/06	350,000	364,539.00
		NOVARTIS SECS INVEST LTD 5.125% 19/02/10	400,000	420,852.00
		NSTAR 4.5% 19/11/15	75,000	79,050.75
		NSTAR ELECTRIC CO 3.2% 27/05/15	50,000	50,067.00
		NUCOR CORP 4% 23/08/01	150,000	158,293.50
		NVIDIA CORP 2.2% 21/09/16	30,000	29,631.00
		NVIDIA CORP 3.2% 26/09/16	50,000	49,555.50
		OCCIDENTAL PETROLEUM COR 3.4% 26/04/15	145,000	145,581.45
		OCCIDENTAL PETROLEUM COR 3.5% 25/06/15	150,000	152,863.50
		OCCIDENTAL PETROLEUM COR 4.1% 21/02/01	200,000	212,474.00
		OLD REPUBLIC INTERNATION 3.875% 26/08/26	100,000	99,378.00
		OMEGA HLTHCARE INVESTORS 4.375% 23/08/01	50,000	51,161.00
		OMEGA HLTHCARE INVESTORS 4.5% 25/01/15	50,000	50,345.50
		OMEGA HLTHCARE INVESTORS 4.95% 24/04/01	100,000	104,304.00
		OMNICOM GROUP INC 3.625% 22/05/01	150,000	156,100.50
		OMNICOM GROUP INC 6.25% 19/07/15	200,000	216,446.00
		ONCOR ELECTRIC DELIVERY 2.95% 25/04/01	100,000	99,153.00
		ONCOR ELECTRIC DELIVERY 6.8% 18/09/01	100,000	105,525.00
		ONEOK PARTNERS LP 3.2% 18/09/15	150,000	151,734.00
		ONEOK PARTNERS LP 3.375% 22/10/01	200,000	201,244.00
		ORACLE CORP 1.9% 21/09/15	350,000	346,048.50
		ORACLE CORP 2.25% 19/10/08	350,000	354,151.00
		ORACLE CORP 2.375% 19/01/15	250,000	252,837.50
		ORACLE CORP 2.5% 22/05/15	300,000	302,397.00
		ORACLE CORP 2.5% 22/10/15	250,000	250,877.50
		ORACLE CORP 2.65% 26/07/15	250,000	241,675.00
		ORACLE CORP 2.8% 21/07/08	150,000	153,229.50
		ORACLE CORP 2.95% 25/05/15	300,000	300,312.00
		ORACLE CORP 3.625% 23/07/15	150,000	158,157.00
		ORANGE SA 2.75% 19/02/06	100,000	101,231.00
		OREILLY AUTOMOTIVE INC 3.55% 26/03/15	50,000	49,955.00
		O'REILLY AUTOMOTIVE INC 4.625% 21/09/15	100,000	107,372.00
		OWENS CORNING 4.2% 22/12/15	150,000	157,693.50
		PACCAR FINANCIAL CORP 1.3% 19/05/10	20,000	19,840.20
		PACCAR FINANCIAL CORP 1.95% 20/02/27	60,000	59,917.80
		PACIFIC GAS & ELECTRIC 2.45% 22/08/15	150,000	149,380.50
		PACIFIC GAS & ELECTRIC 3.5% 25/06/15	150,000	154,132.50
		PACIFIC GAS & ELECTRIC 3.75% 24/02/15	100,000	104,805.00
		PACIFIC GAS & ELECTRIC 4.25% 21/05/15	100,000	105,985.00
		PACIFICORP 3.85% 21/06/15	300,000	316,344.00
		PACIFICORP 5.65% 18/07/15	150,000	155,904.00
		PACKAGING CORP OF AMERIC 3.65% 24/09/15	200,000	202,892.00
		PARKER-HANNIFIN CORP 3.3% 24/11/21	150,000	153,655.50
		PEPSICO INC 1.35% 19/10/04	45,000	44,646.75
		PEPSICO INC 1.7% 21/10/06	100,000	97,600.00
		PEPSICO INC 1.85% 20/04/30	300,000	299,898.00
		PEPSICO INC 2.15% 20/10/14	150,000	151,072.50
		PEPSICO INC 2.375% 26/10/06	55,000	52,164.75
		PEPSICO INC 2.75% 25/04/30	250,000	246,737.50
		PEPSICO INC 2.85% 26/02/24	100,000	99,051.00
		PEPSICO INC 3% 21/08/25	300,000	309,588.00
		PEPSICO INC 3.6% 24/03/01	100,000	104,965.00
		PERRIGO FINANCE UNLIMITE 4.375% 26/03/15	200,000	205,322.00
		PFIZER 1.45% 19/06/03	100,000	99,673.00
		PFIZER 1.95% 21/06/03	100,000	99,753.00
		PFIZER 2.75% 26/06/03	100,000	98,289.00
		PFIZER INC 1.7% 19/12/15	100,000	100,081.00
		PFIZER INC 2.1% 19/05/15	200,000	201,912.00
		PFIZER INC 2.2% 21/12/15	100,000	99,937.00
		PFIZER INC 3% 26/12/15	150,000	150,429.00
		PFIZER INC 3.4% 24/05/15	200,000	207,878.00
		PHILIP MORRIS INTL INC 1.375% 19/02/25	30,000	29,796.90
		PHILIP MORRIS INTL INC 1.875% 21/02/25	50,000	49,377.50
		PHILIP MORRIS INTL INC 2.5% 22/08/22	250,000	249,610.00
		PHILIP MORRIS INTL INC 2.75% 26/02/25	50,000	48,570.00
		PHILIP MORRIS INTL INC 4.5% 20/03/26	300,000	320,049.00
		PHILIP MORTOR INTERNATIO 3.25% 24/11/10	100,000	101,452.00
		PHILIPS ELECTRONICS NV 3.75% 22/03/15	100,000	105,086.00
		PHILLIPS 66 4.3% 22/04/01	100,000	106,896.00
		PHILLIPS 66 PARTNERS 3.55% 26/10/01	75,000	72,451.50
		PIONEER NATURAL RESOURCE 3.95% 22/07/15	100,000	104,605.00
		PIONEER NATURAL RESOURCE 4.45% 26/01/15	100,000	105,491.00
		PITNEY BOWES INC 3.375% 21/10/01	50,000	49,522.00
		PITNEY BOWES INC 6.25% 19/03/15	100,000	106,417.00
		PLAINS ALL AMER PIPELINE 2.6% 19/12/15	200,000	200,548.00
		PLAINS ALL AMER PIPELINE 3.6% 24/11/01	200,000	193,200.00
		PLAINS ALL AMER PIPELINE 4.5% 26/12/15	50,000	50,286.00
		PLAINS ALL AMER PIPELINE 5% 21/02/01	100,000	106,750.00
		PNC BANK 1.95% 19/03/04	250,000	250,167.50
		PNC BANK NA 1.8% 18/11/05	300,000	300,324.00
		PNC BANK NA 2.4% 19/10/18	250,000	252,245.00
		PNC BANK NA 2.625% 22/02/17	250,000	251,347.50
		PNC BANK NA 2.7% 22/11/01	300,000	299,094.00
		PNC BANK NA 3.25% 25/06/01	250,000	252,217.50
		PNC BANK NA 3.8% 23/07/25	250,000	262,197.50
		PNC FINANCIAL SERVICES 3.9% 24/04/29	150,000	156,520.50
		PNC FUNDING CORP 5.125% 20/02/08	200,000	214,782.00
		POTASH CORP-SASKATCHEWAN 3% 25/04/01	200,000	192,052.00
		PPL CAPITAL FUNDING INC 3.95% 24/03/15	100,000	104,465.00
		PPL CAPITAL FUNDING INC 4.2% 22/06/15	150,000	159,027.00
		PPL ELECTRIC UTILITIES 3% 21/09/15	150,000	153,447.00
		PRAXAIR INC 1.25% 18/11/07	200,000	199,214.00
		PRAXAIR INC 2.2% 22/08/15	100,000	98,597.00
		PRAXAIR INC 3% 21/09/01	150,000	153,546.00
		PRAXAIR INC 3.2% 26/01/30	50,000	50,748.50
		PRECISION CASTPARTS CORP 2.5% 23/01/15	200,000	198,654.00
		PRICELINE GROUP 3.6% 26/06/01	100,000	100,408.00
		PRINCIPAL FINANCIAL GRO 4.7% 24/10/01	100,000	102,250.00
		PROCTER & GAMBLE 2.45% 26/11/03	100,000	96,940.00
		PROCTER & GAMBLE CO/THE 1.6% 18/11/15	250,000	250,412.50
		PROCTER & GAMBLE CO/THE 3.1% 23/08/15	200,000	206,832.00
		PROGRESS ENERGY CAROLINA 3% 21/09/15	100,000	102,364.00
		PROGRESSIVE CORP 3.75% 21/08/23	50,000	52,646.50
		PROLOGIS LP 3.35% 21/02/01	200,000	206,046.00
		PROLOGIS LP 4.25% 23/08/15	100,000	107,514.00
		PRUDENTIAL FINANCIAL INC 3.5% 24/05/15	100,000	103,526.00
		PRUDENTIAL FINANCIAL INC 4.5% 21/11/16	250,000	270,377.50
		PRUDENTIAL FINANCIAL INC 5.625% 23/06/15	250,000	273,437.50
		PSEG 2% 21/11/15	100,000	97,454.00
		PUBLIC SERVICE COLORADO 3.2% 20/11/15	100,000	102,958.00
		PUBLIC SERVICE ELECTRIC 3% 25/05/15	150,000	150,538.50
		PUBLIC SERVICE ELECTRIC 3% 27/05/15	100,000	99,436.00
		PUGET ENERGY INC 5.625% 22/07/15	100,000	111,527.00
		PUGET ENERGY INC 6% 21/09/01	100,000	111,954.00
		QUALCOMM INC 1.85% 19/05/20	60,000	60,102.60
		QUALCOMM INC 2.1% 20/05/20	30,000	30,111.30
		QUALCOMM INC 2.25% 20/05/20	100,000	100,667.00
		QUALCOMM INC 2.6% 23/01/30	100,000	99,500.00
		QUALCOMM INC 2.9% 24/05/20	100,000	99,336.00
		QUALCOMM INC 3.25% 27/05/20	100,000	99,762.00
		QUALCOMM INC 3.45% 25/05/20	350,000	357,609.00
		QUEST DIAGNOSTIC INC 4.75% 20/01/30	100,000	106,298.00
		QUEST DIAGNOSTICS INC 3.5% 25/03/30	200,000	202,594.00
		QVC INC 3.125% 19/04/01	67,000	67,753.75
		QVC INC 4.85% 24/04/01	100,000	101,771.00
		RABOBANK NEDERLAND 3.875% 22/02/08	500,000	528,720.00
		RABOBANK NEDERLAND 4.625% 23/12/01	250,000	269,325.00
		RABOBANK NEDERLAND NY 1.375% 19/08/09	85,000	84,081.15
		RABOBANK NEDERLAND NY 2.25% 20/01/14	300,000	301,551.00
		RAYNOLDS AMERICAN INC 4.45% 25/06/12	200,000	213,280.00
		RAYTHEON COMPANY 2.5% 22/12/15	100,000	100,378.00
		RAYTHEON COMPANY 3.125% 20/10/15	150,000	155,139.00
		REALTY INCOME CORP 3.875% 24/07/15	150,000	154,059.00
		REGENCY CENTERS LP 3.6% 27/02/01	30,000	29,720.70
		REGIONS BANK 2.25% 18/09/14	250,000	250,990.00
		REGIONS FINANCIAL CORP 3.2% 21/02/08	50,000	50,991.00
		REINSURANCE GRP OF AMER 6.45% 19/11/15	100,000	109,611.00
		RELIANCE STEEL & ALUM 4.5% 23/04/15	100,000	105,201.00
		RELX CAPITAL INC 3.125% 22/10/15	200,000	199,756.00
		RENAISSANCERE FINANCE 3.45% 27/07/01	65,000	63,622.00
		REPUBLIC SERVICES INC 3.2% 25/03/15	200,000	200,244.00
		REPUBLIC SERVICES INC 3.55% 22/06/01	150,000	155,811.00
		REYNOLDS AMERICAN 4% 22/06/12	200,000	211,196.00
		REYNOLDS AMERICAN INC 3.25% 20/06/12	33,000	33,948.09
		REYNOLDS AMERICAN INC 6.875% 20/05/01	100,000	112,209.00
		RIO TINTO FIN USA 3.75% 25/06/15	200,000	209,838.00
		ROCK-TENN CO 3.5% 20/03/01	200,000	205,150.00
		ROCKWELL AUTOMATION 2.875% 25/03/01	150,000	148,204.50
		ROCKWELL COLLINS INC 2.8% 22/03/15	200,000	201,250.00
		ROCKWELL COLLINS INC 3.5% 27/03/15	200,000	201,594.00
		ROGERS COMMUNICATIONS 3.625% 25/12/15	190,000	193,801.90
		ROGERS COMMUNICATIONS 6.8% 18/08/15	100,000	105,348.00
		ROPER INDUSTRIES INC 6.25% 19/09/01	50,000	54,224.50
		ROPER TECHNOLOGIES INC 2.8% 21/12/15	50,000	50,299.00
		ROPER TECHNOLOGIES INC 3.125% 22/11/15	150,000	151,234.50
		ROPER TECHNOLOGIES INC 3.8% 26/12/15	55,000	56,218.80
		ROYAL BANK OF CANADA 2% 18/12/10	100,000	100,346.00
		ROYAL BANK OF CANADA 2.125% 20/03/02	150,000	150,061.50
		ROYAL BANK OF CANADA 2.15% 20/03/06	100,000	100,191.00
		ROYAL BANK OF CANADA 2.2% 18/07/27	500,000	503,695.00
		ROYAL BANK OF CANADA 2.35% 20/10/30	100,000	100,485.00
		ROYAL BANK OF CANADA 2.5% 21/01/19	250,000	251,615.00
		ROYAL BANK OF CANADA 4.65% 26/01/27	150,000	160,552.50
		ROYAL BANK OF SCOTLAND 4.8% 26/04/05	200,000	212,186.00
		ROYAL BANK OF SCOTLAND G 3.875% 23/09/12	200,000	203,774.00
		ROYAL BK OF SCOTLAND GRP 3.498% 23/05/15	200,000	200,724.00
		RPM INTERNATIONAL INC 3.75% 27/03/15	50,000	50,450.00
		RPM INTERNATIONAL INC 6.125% 19/10/15	50,000	54,204.50
		RYDER SYSTEM INC 2.5% 20/05/11	250,000	251,012.50
		RYDER SYSTEM INC 2.65% 20/03/02	100,000	100,789.00
		S&P GLOBAL INC 2.5% 18/08/15	50,000	50,376.50
		S&P GLOBAL INC 3.3% 20/08/14	50,000	51,179.00
		S&P GLOBAL INC 4% 25/06/15	50,000	52,034.00
		SABINE PASS LIQUEFACTION 5% 27/03/15	150,000	158,331.00
		SABINE PASS LIQUEFACTION 5.625% 21/02/01	365,000	396,795.15
		SABINE PASS LIQUEFACTION 5.625% 25/03/01	225,000	246,980.25
		SABINE PASS LIQUEFACTION 5.75% 24/05/15	225,000	248,964.75
		SANOFI-AVENTIS 4% 21/03/29	100,000	106,066.00
		SANTANDER HOLDINGS USA 2.65% 20/04/17	100,000	99,865.00
		SANTANDER HOLDINGS USA 2.7% 19/05/24	200,000	201,130.00
		SANTANDER HOLDINGS USA 3.7% 22/03/28	200,000	201,672.00
		SANTANDER ISSUANCES 5.179% 25/11/19	200,000	214,530.00
		SANTANDER UK 2.375% 20/03/16	200,000	201,396.00
		SANTANDER UK GROUP HLD 3.125% 21/01/08	200,000	202,376.00
		SANTANDER UK GROUP HLDGS 3.571% 23/01/10	200,000	203,630.00
		SANTANDER UK PLC 2.5% 19/03/14	200,000	201,762.00
		SCHLUMBERGER INVESTMENT 3.65% 23/12/01	200,000	209,508.00
		SCRIPPS NETWORKS INTERAC 3.5% 22/06/15	200,000	204,782.00
		SEAGATE HDD CAYMAN 3.75% 18/11/15	200,000	204,280.00
		SEAGATE HDD CAYMAN 4.75% 23/06/01	100,000	103,647.00
		SEAGATE HDD CAYMAN 4.875% 27/06/01	200,000	197,596.00
		SELECT INCOME REIT 3.6% 20/02/01	150,000	151,711.50
		SEMPRA ENERGY 2.4% 20/03/15	150,000	150,658.50
		SEMPRA ENERGY 2.875% 22/10/01	100,000	100,323.00
		SEMPRA ENERGY 3.75% 25/11/15	100,000	102,369.00
		SENIOR HOUSING PROPERTIE 3.25% 19/05/01	50,000	50,467.00
		SHELL INTERNATIONAL 1.375% 19/05/10	250,000	248,400.00
		SHELL INTERNATIONAL 1.875% 21/05/10	100,000	98,833.00
		SHELL INTERNATIONAL 2.875% 26/05/10	100,000	98,013.00
		SHELL INTERNATIONAL FIN 1.375% 19/09/12	100,000	99,097.00
		SHELL INTERNATIONAL FIN 1.75% 21/09/12	100,000	98,090.00
		SHELL INTERNATIONAL FIN 2.125% 20/05/11	600,000	602,424.00
		SHELL INTERNATIONAL FIN 2.375% 22/08/21	50,000	49,579.00
		SHELL INTERNATIONAL FIN 3.25% 25/05/11	300,000	304,230.00
		SHELL INTERNATIONAL FIN 3.4% 23/08/12	250,000	258,715.00
		SHELL INTERNATIONAL FIN 4.375% 20/03/25	150,000	159,283.50
		SHERWIN-WILLIAMS CO 2.25% 20/05/15	150,000	150,442.50
		SHERWIN-WILLIAMS CO 2.75% 22/06/01	100,000	99,856.00
		SHERWIN-WILLIAMS CO 3.125% 24/06/01	50,000	49,883.50
		SHERWIN-WILLIAMS CO 3.45% 27/06/01	200,000	200,324.00
		SHERWIN-WILLIAMS CO 4.2% 22/01/15	100,000	105,474.00
		SHIRE ACQ INV IRELAND DA 1.9% 19/09/23	300,000	298,710.00
		SHIRE ACQ INV IRELAND DA 2.4% 21/09/23	300,000	296,580.00
		SHIRE ACQ INV IRELAND DA 2.875% 23/09/23	150,000	147,889.50
		SHIRE ACQ INV IRELAND DA 3.2% 26/09/23	280,000	273,515.20
		SIMON PROPERTY GROUP LP 3.25% 26/11/30	200,000	197,228.00
		SIMON PROPERTY GROUP LP 3.75% 24/02/01	250,000	259,045.00
		SIMON PROPERTY GROUP LP 4.125% 21/12/01	200,000	212,390.00
		SKANDINAVISKA ENSKILDA 2.3% 20/03/11	250,000	250,770.00
		SKANDINAVISKA ENSKILDA B 1.875% 21/09/13	300,000	292,884.00
		SMUCKER (J.M.) CO 3.5% 21/10/15	150,000	155,688.00
		SOUTH CAROLINA ELEC&GAS 6.5% 18/11/01	75,000	79,422.00
		SOUTHERN CAL EDISON 2.4% 22/02/01	200,000	199,964.00
		SOUTHERN CALIF GAS CO 3.15% 24/09/15	100,000	102,165.00
		SOUTHERN CO 2.35% 21/07/01	100,000	99,273.00
		SOUTHERN CO 2.75% 20/06/15	100,000	101,130.00
		SOUTHERN CO 2.95% 23/07/01	250,000	248,332.50
		SOUTHERN CO GAS CAPITAL 2.45% 23/10/01	50,000	48,157.50
		SOUTHERN CO/THE 2.15% 19/09/01	200,000	200,500.00
		SOUTHERN CO/THE 3.25% 26/07/01	150,000	146,905.50
		SOUTHERN COPPER CORP 3.5% 22/11/08	67,000	68,086.07
		SOUTHWEST AIRLINES CO 3% 26/11/15	100,000	96,379.00
		SOVRAN ACQUISITION 3.5% 26/07/01	50,000	47,526.00
		SPECTRA ENERGY CAPITAL 3.3% 23/03/15	150,000	150,004.50
		SPECTRA ENERGY PARTNERS 4.75% 24/03/15	150,000	160,819.50
		SPIRIT AEROSYSTEMS INC 3.85% 26/06/15	25,000	25,067.00
		STANLEY BLACK & DECKER 2.451% 18/11/17	100,000	100,925.00
		STANLEY BLACK & DECKER I 2.9% 22/11/01	100,000	101,008.00
		STARBUCKS CORP 2% 18/12/05	200,000	201,300.00
		STIFEL FIANCIAL 4.25% 24/07/18	100,000	101,249.00
		STRYKER CORP 2% 19/03/08	30,000	30,063.30
		STRYKER CORP 2.625% 21/03/15	50,000	50,389.50
		STRYKER CORP 3.375% 25/11/01	150,000	152,007.00
		STRYKER CORP 3.5% 26/03/15	25,000	25,550.00
		STRYKER CORP 4.375% 20/01/15	50,000	52,731.00
		SUMITOMO MITSUI BANKING 2.45% 19/01/10	250,000	251,892.50
		SUMITOMO MITSUI BANKING 2.45% 20/01/16	250,000	251,237.50
		SUMITOMO MITSUI BANKING 2.65% 20/07/23	250,000	252,630.00
		SUMITOMO MITSUI BANKING 3.4% 24/07/11	150,000	153,417.00
		SUMITOMO MITSUI BANKING 3.65% 25/07/23	250,000	258,257.50
		SUMITOMO MITSUI FINANCIA 2.442% 21/10/19	350,000	347,312.00
		SUMITOMO MITSUI FINANCIA 2.934% 21/03/09	150,000	152,152.50
		SUMITOMO MITSUI FINANCIA 3.784% 26/03/09	150,000	155,064.00
		SUMITOMO MITSUI FINL GRP 3.446% 27/01/11	200,000	201,652.00
		SUNCOR ENERGY INC 3.6% 24/12/01	75,000	76,400.25
		SUNOCO LOGISTICS PARTNER 3.9% 26/07/15	150,000	145,678.50
		SUNOCO LOGISTICS PARTNER 4.25% 24/04/01	60,000	61,069.80
		SUNOCO LOGISTICS PARTNER 4.4% 21/04/01	50,000	52,396.00
		SUNTRUST BANK 3.3% 26/05/15	200,000	194,910.00
		SUNTRUST BANKS INC 2.35% 18/11/01	100,000	100,570.00
		SUNTRUST BANKS INC 2.5% 19/05/01	150,000	151,351.50
		SVB FINANCIAL GROUP 3.5% 25/01/29	150,000	147,130.50
		SVENSKA HANDELSBANKEN AB 1.875% 21/09/07	250,000	243,897.50
		SVENSKA HANDELSBANKEN AB 2.25% 19/06/17	250,000	251,507.50
		SVENSKA HANDELSBANKEN AB 2.45% 21/03/30	250,000	251,002.50
		SYNCHRONY FINANCIAL 2.6% 19/01/15	100,000	100,453.00
		SYNCHRONY FINANCIAL 3.7% 26/08/04	50,000	47,923.50
		SYNCHRONY FINANCIAL 3.75% 21/08/15	200,000	205,220.00
		SYNCHRONY FINANCIAL 4.5% 25/07/23	100,000	102,266.00
		SYNGENTA FINANCE NV 3.125% 22/03/28	100,000	98,546.00
		SYSCO CORP 1.9% 19/04/01	30,000	29,986.50
		SYSCO CORP 2.5% 21/07/15	70,000	70,282.10
		SYSCO CORP 3.3% 26/07/15	100,000	99,557.00
		SYSCO CORPORATION 3.25% 27/07/15	200,000	196,154.00
		TANGER PROPERTIES L.P. 6.125% 20/06/01	100,000	109,800.00
		TARGET CORP 2.3% 19/06/26	200,000	202,230.00
		TARGET CORP 3.5% 24/07/01	200,000	206,686.00
		TC PIPELINES LP 3.9% 27/05/25	40,000	39,695.60
		TD AMERITRADE HOLDING CO 3.3% 27/04/01	60,000	59,465.40
		TD AMERITRADE HOLDING CO 3.625% 25/04/01	100,000	102,855.00
		TECO FINANCE INC 5.15% 20/03/15	100,000	106,075.00
		TELEFONICA EMISIONES SAU 4.57% 23/04/27	200,000	217,126.00
		TELEFONICA EMISIONES SAU 5.134% 20/04/27	300,000	323,076.00
		TELUS CORP 2.8% 27/02/16	50,000	46,946.50
		TESORO CORP 4.75% 23/12/15	100,000	107,117.00
		TESORO CORP 5.125% 26/12/15	100,000	107,765.00
		TEVA PHARM FIN IV BV 3.65% 21/11/10	150,000	154,567.50
		TEVA PHARMACEUTICALS NE 1.4% 18/07/20	100,000	99,562.00
		TEVA PHARMACEUTICALS NE 1.7% 19/07/19	60,000	59,530.20
		TEVA PHARMACEUTICALS NE 2.2% 21/07/21	300,000	294,186.00
		TEVA PHARMACEUTICALS NE 2.8% 23/07/21	250,000	243,147.50
		TEVA PHARMACEUTICALS NE 3.15% 26/10/01	300,000	285,123.00
		TEXAS INSTRUMENTS INC 1.75% 20/05/01	200,000	198,804.00
		TEXTRON INC 4% 26/03/15	25,000	25,736.25
		TEXTRON INC 4.3% 24/03/01	115,000	121,142.15
		THE COCA-COLA COMPANY 3.2% 23/11/01	150,000	154,986.00
		THE KROGER CO. 2.95% 21/11/01	100,000	100,826.00
		THERMO FISHER SCIENTIFIC 2.95% 26/09/19	200,000	194,122.00
		THERMO FISHER SCIENTIFIC 3.3% 22/02/15	50,000	51,512.50
		THERMO FISHER SCIENTIFIC 3.6% 21/08/15	350,000	363,664.00
		THERMO FISHER SCIENTIFIC 4.5% 21/03/01	100,000	106,997.00
		THOMSON REUTERS CORP 6.5% 18/07/15	200,000	209,316.00
		TIME WARNER CABLE INC 4% 21/09/01	250,000	261,387.50
		TIME WARNER CABLE INC 5% 20/02/01	200,000	213,258.00
		TIME WARNER CABLE INC 6.75% 18/07/01	100,000	104,530.00
		TIME WARNER CABLE INC 8.75% 19/02/14	250,000	275,392.50
		TIME WARNER INC 2.1% 19/06/01	100,000	100,117.00
		TIME WARNER INC 3.4% 22/06/15	200,000	204,854.00
		TIME WARNER INC 3.55% 24/06/01	100,000	101,483.00
		TIME WARNER INC 3.6% 25/07/15	150,000	149,964.00
		TIME WARNER INC 3.8% 27/02/15	200,000	200,622.00
		TIME WARNER INC 4.75% 21/03/29	300,000	322,731.00
		TIMKEN CO/THE 3.875% 24/09/01	70,000	69,338.50
		TJX COS INC 2.75% 21/06/15	200,000	203,420.00
		TORCHMARK CORP 3.8% 22/09/15	75,000	76,949.25
		TORONTO-DOMINION BANK 1.8% 21/07/13	200,000	195,834.00
		TORONTO-DOMINION BANK 1.95% 19/01/22	100,000	100,297.00
		TORONTO-DOMINION BANK 2.125% 21/04/07	100,000	99,316.00
		TORONTO-DOMINION BANK 2.5% 20/12/14	150,000	151,474.50
		TORONTO-DOMINION BANK 2.625% 18/09/10	400,000	404,404.00
		TORONTO-DOMINION BANK 3.625% 26/09/15	125,000	122,945.00
		TORONTO-DOMINION BANK/TH 1.45% 18/09/06	100,000	99,773.00
		TOTAL CAPITAL INTL SA 2.1% 19/06/19	250,000	251,982.50
		TOTAL CAPITAL INTL SA 2.875% 22/02/17	350,000	356,534.50
		TOTAL CAPITAL INTL SA 3.7% 24/01/15	100,000	104,580.00
		TOTAL CAPITAL INTL SA 3.75% 24/04/10	150,000	157,362.00
		TOTAL CAPITAL SA 4.45% 20/06/24	100,000	106,889.00
		TOTAL SYSTEM SERVICES 4.8% 26/04/01	200,000	216,300.00
		TOYOTA MOTOR CREDIT 1.4% 19/05/20	200,000	199,010.00
		TOYOTA MOTOR CREDIT 2.25% 23/10/18	200,000	195,078.00
		TOYOTA MOTOR CREDIT CORP 1.95% 20/04/17	150,000	149,877.00
		TOYOTA MOTOR CREDIT CORP 2.125% 19/07/18	300,000	302,016.00
		TOYOTA MOTOR CREDIT CORP 2.15% 20/03/12	250,000	251,187.50
		TOYOTA MOTOR CREDIT CORP 2.75% 21/05/17	100,000	101,648.00
		TOYOTA MOTOR CREDIT CORP 3.2% 27/01/11	100,000	100,624.00
		TOYOTA MOTOR CREDIT CORP 3.3% 22/01/12	200,000	207,506.00
		TOYOTA MOTOR CREDIT CORP 4.25% 21/01/11	150,000	160,023.00
		TRANS-CANADA PIPELINES 3.75% 23/10/16	150,000	156,690.00
		TRANS-CANADA PIPELINES 3.8% 20/10/01	350,000	365,641.50
		TRANS-CANADA PIPELINES 6.5% 18/08/15	100,000	104,952.00
		TRANSCONT GAS PIPE LINE 7.85% 26/02/01	150,000	192,132.00
		TRAVELERS COS INC 5.9% 19/06/02	200,000	214,496.00
		TRINITY ACQUISITION PLC 3.5% 21/09/15	50,000	51,053.00
		TRINITY ACQUISITION PLC 4.4% 26/03/15	50,000	51,875.00
		TRONTO-DOMINION BANK 1.75% 18/07/23	200,000	200,300.00
		TYCO ELECTRONICS GROUP 3.7% 26/02/15	100,000	102,503.00
		TYSON FOODS INC 2.65% 19/08/15	100,000	101,290.00
		TYSON FOODS INC 3.95% 24/08/15	250,000	260,760.00
		UBS AG 2.375% 19/08/14	250,000	252,095.00
		UBS AG STAMFORD CT 2.35% 20/03/26	250,000	251,650.00
		UDR INC 4.625% 22/01/10	100,000	106,485.00
		UNILEVER CAPITAL CORP 1.8% 20/05/05	100,000	99,789.00
		UNILEVER CAPITAL CORP 2.2% 19/03/06	100,000	100,791.00
		UNILEVER CAPITAL CORP 2.2% 22/05/05	100,000	99,053.00
		UNILEVER CAPITAL CORP 2.9% 27/05/05	100,000	97,949.00
		UNILEVER CAPITAL CORP 3.1% 25/07/30	100,000	100,636.00
		UNILEVER CAPITAL CORP 4.25% 21/02/10	150,000	160,495.50
		UNION ELECTRIC CO 2.95% 27/06/15	50,000	49,103.00
		UNION PACIFIC CORP 2.25% 20/06/19	100,000	100,479.00
		UNION PACIFIC CORP 3.25% 25/01/15	200,000	204,930.00
		UNION PACIFIC CORP 3.25% 25/08/15	100,000	102,132.00
		UNION PACIFIC CORP 4% 21/02/01	100,000	106,020.00
		UNIONBANCAL CORP 3.5% 22/06/18	100,000	102,657.00
		UNITED AER 2014-2 A PTT 3.75% 26/09/03	182,757	189,153.85
		UNITED PARCEL SERVICE 2.35% 22/05/16	100,000	99,976.00
		UNITED PARCEL SERVICE 3.125% 21/01/15	400,000	414,292.00
		UNITED PARCEL SERVICE 5.125% 19/04/01	100,000	105,693.00
		UNITED TECHNOLOGIES CORP 3.1% 22/06/01	300,000	309,261.00
		UNITED TECHNOLOGIES CORP 3.125% 27/05/04	150,000	150,202.50
		UNITED TECHNOLOGIES CORP 4.5% 20/04/15	300,000	320,415.00
		UNITEDHEALTH GROUP INC 1.9% 18/07/16	120,000	120,427.20
		UNITEDHEALTH GROUP INC 2.125% 21/03/15	150,000	149,236.50
		UNITEDHEALTH GROUP INC 2.7% 20/07/15	200,000	204,144.00
		UNITEDHEALTH GROUP INC 2.875% 22/03/15	250,000	254,985.00
		UNITEDHEALTH GROUP INC 3.375% 21/11/15	100,000	104,028.00
		UNITEDHEALTH GROUP INC 3.45% 27/01/15	200,000	204,678.00
		UNITEDHEALTH GROUP INC 3.75% 25/07/15	200,000	210,016.00
		UNUM GROUP 4% 24/03/15	100,000	103,498.00
		URD INC 2.95% 26/09/01	25,000	23,550.25
		US BANCORP 2.2% 19/04/25	100,000	100,810.00
		US BANCORP 2.375% 26/07/22	150,000	140,352.00
		US BANCORP 2.625% 22/01/24	150,000	151,119.00
		US BANCORP 2.95% 22/07/15	300,000	304,740.00
		US BANCORP 3% 22/03/15	100,000	102,300.00
		US BANCORP 3.15% 27/04/27	200,000	198,750.00
		US BANCORP 3.6% 24/09/11	200,000	206,554.00
		US BANK NA CINCINNATI 2.125% 19/10/28	250,000	251,597.50
		VALE OVERSEAS LIMITED 4.375% 22/01/11	200,000	202,700.00
		VALE OVERSEAS LIMITED 4.625% 20/09/15	200,000	208,000.00
		VALE OVERSEAS LIMITED 6.25% 26/08/10	100,000	107,750.00
		VALERO ENERGY CORP 3.65% 25/03/15	150,000	152,110.50
		VALERO ENERGY CORP 6.125% 20/02/01	50,000	54,720.50
		VALERO ENERGY PARTNERS 4.375% 26/12/15	45,000	45,956.25
		VENTAS REALTY LP 3.1% 23/01/15	200,000	199,692.00
		VENTAS REALTY LP 3.5% 25/02/01	200,000	198,004.00
		VENTAS REALTY LP/CAP CRP 4.75% 21/06/01	100,000	106,848.00
		VEREIT OPERATING PARTNER 3% 19/02/06	60,000	60,558.00
		VEREIT OPERATING PARTNER 4.125% 21/06/01	35,000	36,376.90
		VEREIT OPERATING PARTNER 4.6% 24/02/06	40,000	41,573.20
		VEREIT OPERATING PARTNER 4.875% 26/06/01	50,000	52,601.00
		VERISK ANALYTICS INC 4% 25/06/15	150,000	154,059.00
		VERIZON COMMUNICATIONS 2.45% 22/11/01	500,000	488,945.00
		VERIZON COMMUNICATIONS 2.946% 22/03/15	677,000	679,843.40
		VERIZON COMMUNICATIONS 3% 21/11/01	250,000	252,932.50
		VERIZON COMMUNICATIONS 3.45% 21/03/15	500,000	515,725.00
		VERIZON COMMUNICATIONS 3.5% 24/11/01	400,000	402,132.00
		VERIZON COMMUNICATIONS 4.125% 27/03/16	200,000	205,032.00
		VERIZON COMMUNICATIONS 4.15% 24/03/15	250,000	261,822.50
		VERIZON COMMUNICATIONS 4.5% 20/09/15	250,000	266,610.00
		VERIZON COMMUNICATIONS I 1.75% 21/08/15	150,000	144,988.50
		VERIZON COMMUNICATIONS I 2.625% 26/08/15	250,000	229,022.50
		VF CORP 3.5% 21/09/01	70,000	72,798.60
		VIACOM INC 3.875% 24/04/01	200,000	202,750.00
		VIACOM INC 4.25% 23/09/01	150,000	155,943.00
		VIACOM INC 5.625% 19/09/15	200,000	213,156.00
		VIRGINIA ELEC & POWER CO 3.1% 25/05/15	100,000	99,987.00
		VIRGINIA ELEC & POWER CO 3.5% 27/03/15	100,000	102,466.00
		VIRGINIA ELECTRIC & POWE 3.15% 26/01/15	100,000	99,847.00
		VISA INC 2.2% 20/12/14	150,000	151,053.00
		VISA INC 2.8% 22/12/14	250,000	253,575.00
		VISA INC 3.15% 25/12/14	350,000	354,126.50
		VODAFONE GROUP PLC 2.5% 22/09/26	300,000	297,021.00
		VODAFONE GROUP PLC 5.45% 19/06/10	100,000	106,305.00
		VORNADO REALTY LP 2.5% 19/06/30	100,000	100,746.00
		VOYA FINANCIAL 3.65% 26/06/15	100,000	99,458.00
		VOYA FINANCIAL INC 3.125% 24/07/15	100,000	98,222.00
		VULCAN MATERIALS CO 3.9% 27/04/01	20,000	20,417.60
		VULCAN MATERIALS CO 4.5% 25/04/01	100,000	106,162.00
		WAL MART STORES INC 2.55% 23/04/11	100,000	100,514.00
		WALGREEN CO 3.1% 22/09/15	250,000	254,132.50
		WALGREENS BOOTS ALLIANCE 2.7% 19/11/18	150,000	152,140.50
		WALGREENS BOOTS ALLIANCE 3.45% 26/06/01	150,000	148,272.00
		WALGREENS BOOTS ALLIANCE 3.8% 24/11/18	200,000	206,714.00
		WAL-MART STORES INC 1.95% 18/12/15	250,000	251,570.00
		WAL-MART STORES INC 3.25% 20/10/25	300,000	312,384.00
		WAL-MART STORES INC 3.3% 24/04/22	300,000	311,733.00
		WALT DISNEY 0.875% 19/07/12	40,000	39,388.40
		WALT DISNEY CO 2.3% 21/02/12	350,000	351,659.00
		WALT DISNEY CO 3% 26/02/13	150,000	149,631.00
		WALT DISNEY COMPANY/THE 1.8% 20/06/05	50,000	49,854.50
		WALT DISNEY COMPANY/THE 2.35% 22/12/01	150,000	149,559.00
		WALT DISNEY COMPANY/THE 2.95% 27/06/15	100,000	98,413.00
		WALT DISNEY COMPANY/THE 3.75% 21/06/01	100,000	105,750.00
		WASTE MANAGEMENT INC 2.9% 22/09/15	150,000	153,016.50
		WATSON PHARMACEUTICALS I 6.125% 19/08/15	50,000	53,950.50
		WELLPOINT INC 3.5% 24/08/15	250,000	255,555.00
		WELLPOINT INC 4.35% 20/08/15	100,000	105,937.00
		WELLS FARGO & CO 2.5% 21/03/04	250,000	250,492.50
		WELLS FARGO & CO 2.55% 20/12/07	150,000	151,389.00
		WELLS FARGO & CO 2.6% 20/07/22	300,000	303,780.00
		WELLS FARGO & CO 3% 26/04/22	500,000	485,960.00
		WELLS FARGO & CO 3.55% 25/09/29	200,000	202,966.00
		WELLS FARGO & COMPANY 2.125% 19/04/22	400,000	401,760.00
		WELLS FARGO & COMPANY 2.15% 20/01/30	400,000	401,168.00
		WELLS FARGO & COMPANY 3% 25/02/19	350,000	344,484.00
		WELLS FARGO & COMPANY 3% 26/10/23	350,000	339,895.50
		WELLS FARGO & COMPANY 3.3% 24/09/09	150,000	151,299.00
		WELLS FARGO & COMPANY 3.5% 22/03/08	500,000	518,285.00
		WELLS FARGO & COMPANY 3.584% 27/05/22	265,000	266,521.10
		WELLS FARGO & COMPANY 4.125% 23/08/15	150,000	158,226.00
		WELLS FARGO 3.069% 23/01/24	500,000	505,795.00
		WESTERN GAS PARTNERS 2.6% 18/08/15	150,000	150,435.00
		WESTERN GAS PARTNERS 4.65% 26/07/01	25,000	25,698.00
		WESTERN UNION CO/THE 3.6% 22/03/15	50,000	50,801.00
		WESTLAKE CHEMICAL CORP 3.6% 26/08/15	150,000	147,999.00
		WESTPAC BANKING 1.65% 19/05/13	100,000	99,376.00
		WESTPAC BANKING 2.85% 26/05/13	150,000	145,075.50
		WESTPAC BANKING CORP 2.15% 20/03/06	100,000	100,145.00
		WESTPAC BANKING CORP 2.25% 19/01/17	100,000	100,657.00
		WESTPAC BANKING CORP 2.3% 20/05/26	200,000	200,694.00
		WESTPAC BANKING CORP 2.5% 22/06/28	300,000	298,116.00
		WESTPAC BANKING CORP 2.6% 20/11/23	150,000	151,447.50
		WESTPAC BANKING CORP 2.8% 22/01/11	350,000	353,752.00
		WESTPAC BANKING CORP 3.35% 27/03/08	100,000	99,886.00
		WESTPAC BANKING CORP 4.322% 26/11/23	100,000	101,545.00
		WESTPAC BANKING CORP 4.875% 19/11/19	200,000	212,822.00
		WEYERHAEUSER CO 4.625% 23/09/15	100,000	108,697.00
		WHIRLPOOL CORP 3.7% 25/05/01	100,000	103,011.00
		WHIRLPOOL CORP 4.85% 21/06/15	100,000	108,530.00
		WHITEWAVE FOODS CO 5.375% 22/10/01	45,000	50,517.90
		WHOLE FOODS MARKET INC 5.2% 25/12/03	50,000	57,154.50
		WILLIAMS PARTNERS LP 3.6% 22/03/15	100,000	101,960.00
		WILLIAMS PARTNERS LP 4% 25/09/15	100,000	101,166.00
		WILLIAMS PARTNERS LP 4.3% 24/03/04	200,000	206,506.00
		WILLIAMS PARTNERS LP 4.5% 23/11/15	100,000	105,962.00
		WILLIAMS PARTNERS LP 5.25% 20/03/15	150,000	161,190.00
		WILLIAMS PARTNERS/ACMP 4.875% 24/03/15	150,000	156,562.50
		WILLIS NORTH AMERICA INC 3.6% 24/05/15	50,000	50,233.50
		WISCONSIN ENERGY CORP 2.45% 20/06/15	50,000	50,351.50
		WISCONSIN ENERGY CORP 3.55% 25/06/15	50,000	51,243.50
		WP CAREY INC 4.6% 24/04/01	150,000	155,832.00
		WPP FINANCE 2010 3.625% 22/09/07	150,000	155,094.00
		WPP FINANCE 2010 3.75% 24/09/19	100,000	102,407.00
		WYETH 6.45% 24/02/01	100,000	120,902.00
		WYNDHAM WORLDWIDE 5.1% 25/10/01	150,000	161,023.50
		XCEL ENERGY INC 3.3% 25/06/01	250,000	250,722.50
		XEROX CORPORATION 2.75% 20/09/01	100,000	99,701.00
		XEROX CORPORATION 5.625% 19/12/15	125,000	133,503.75
		XILINX INC 2.125% 19/03/15	100,000	100,389.00
		XLIT LTD 2.3% 18/12/15	100,000	100,411.00
		XLIT LTD 4.45% 25/03/31	150,000	154,111.50
		XYLEM INC 3.25% 26/11/01	55,000	54,679.35
		ZIMMER HOLDINGS INC 2.7% 20/04/01	250,000	252,165.00
		ZIMMER HOLDINGS INC 3.375% 21/11/30	100,000	102,210.00
		ZIMMER HOLDINGS INC 3.55% 25/04/01	100,000	100,821.00
		ZOETIS INC 4.5% 25/11/13	100,000	108,873.00
	アメリカ・ドル小計		273,014,402.65	278,745,847.80 (31,824,413,443)
社債券小計				31,824,413,443 (31,824,413,443)
合計				31,824,413,443 (31,824,413,443)

(注) 1.通貨種類毎の小計欄の( )内は、邦貨換算額であります。
2.合計金額欄の( )内は、外貨建有価証券に係わるもので、内書であります。
外貨建有価証券の内訳

通貨	銘柄数		組入債券時価比率	有価証券の合計額に対する比率
アメリカ・ドル	社債券	1,660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13期(平成29年1月11日-平成29年7月10日)

開示資料

決算