有価証券報告書(内国投資信託受益証券)-第1期(平成29年1月27日-平成30年1月10日)

β版IRBANKでは、有報・決算資料の中身がすぐ引ける無料期間延長中無料でβ版をはじめる登録すると永久30%OFFと米株版の先行利用も付きます

【提出】: 2018/04/10 9:10
【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	245,319,204	440,470,630
合計		245,319,204	440,470,630

(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
該当する事項はありません。
<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30年 1月10日現在)
	注記番号	金額
資産の部
流動資産
預金		209,214,829
コール・ローン		44,610,773
社債券		32,496,887,201
派生商品評価勘定		4,890
未収利息		302,553,469
前払費用		4,600,463
流動資産合計		33,057,871,625
資産合計		33,057,871,625
負債の部
流動負債
未払金		57,863,166
未払解約金		6,804,102
未払利息		109
流動負債合計		64,667,377
負債合計		64,667,377
純資産の部
元本等
元本	1	18,375,621,514
剰余金
剰余金又は欠損金(△)		14,617,582,734
元本等合計		32,993,204,248
純資産合計		32,993,204,248
負債純資産合計		33,057,871,625

(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30年 1月10日現在)
1	期首元本額	17,739,708,640円
	期中追加設定元本額	1,451,741,807円
	期中一部解約元本額	815,828,933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>	16,359,476,887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)	549,078,042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>	374,336,869円
	ステート・ストリート米国社債インデックス・オープン	245,319,204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)	847,410,512円
	計	18,375,621,514円
2	受益権の総数	18,375,621,514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30年 1月10日現在)
1	貸借対照表計上額、時価及びこれらの差額	貸借対照表計上額は時価を計上しているため、その差額はありません。
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。
		(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。
		(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	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。

(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30年 1月10日現在)
種類	当期間の損益に含まれた評価差額
社債券	△3,984,272
合計	△3,984,272

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

		(単位:円)
		(平成30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
	買建
	アメリカ・ドル	7,000,000	―	7,004,890	4,890
	合計	7,000,000	―	7,004,890	4,890

(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)
該当する事項はありません。
(1口当たり情報に関する注記)

	(平成30年 1月10日現在)
1口当たり純資産額	1.7955	円
(1万口当たり純資産額)	(17,955	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	201,728.00
		21ST CENTURY FOX AMERICA 3.7% 24/09/15	100,000	103,665.00
		21ST CENTURY FOX AMERICA 4.5% 21/02/15	100,000	105,383.00
		3M CO 1.625% 21/09/19	150,000	146,040.00
		3M CO 3% 25/08/07	150,000	150,463.50
		A&NZ BANKING GROUP 1.6% 19/07/15	250,000	247,487.50
		ABB FINANCE USA INC 2.875% 22/05/08	250,000	252,722.50
		ABBOTT LABORATORIES 2% 20/03/15	200,000	198,306.00
		ABBOTT LABORATORIES 2.35% 19/11/22	180,000	179,913.60
		ABBOTT LABORATORIES 2.9% 21/11/30	250,000	251,777.50
		ABBOTT LABORATORIES 2.95% 25/03/15	100,000	97,557.00
		ABBOTT LABORATORIES 3.4% 23/11/30	150,000	151,797.00
		ABBOTT LABORATORIES 3.75% 26/11/30	200,000	204,140.00
		ABBOTT LABORATORIES 3.875% 25/09/15	80,000	82,404.80
		ABBOTT LABORATORIES 5.125% 19/04/01	40,000	41,346.80
		ABBVIE 2.3% 21/05/14	300,000	297,126.00
		ABBVIE 3.2% 26/05/14	200,000	198,034.00
		ABBVIE INC 2.5% 20/05/14	200,000	200,378.00
		ABBVIE INC 2.9% 22/11/06	200,000	199,612.00
		ABBVIE INC 3.2% 22/11/06	100,000	101,253.00
		ABBVIE INC 3.6% 25/05/14	350,000	356,608.00
		ACE INA HOLDINGS 2.3% 20/11/03	250,000	249,360.00
		ACE INA HOLDINGS 3.15% 25/03/15	100,000	100,414.00
		ACTAVIS FUNDING SCS 2.45% 19/06/15	65,000	64,943.45
		ACTAVIS FUNDING SCS 3% 20/03/12	350,000	353,013.50
		ACTAVIS FUNDING SCS 3.45% 22/03/15	300,000	304,215.00
		ACTAVIS FUNDING SCS 3.8% 25/03/15	500,000	506,275.00
		ACTAVIS INC 3.25% 22/10/01	100,000	100,152.00
		ACTIVISION BLIZZARD 2.3% 21/09/15	65,000	63,999.00
		ACTIVISION BLIZZARD 3.4% 26/09/15	100,000	99,501.00
		ACUITY BRANDS LIGHTING 6% 19/12/15	75,000	79,632.75
		ADOBE SYSTEMS INC 3.25% 25/02/01	200,000	203,854.00
		ADOBE SYSTEMS INC 4.75% 20/02/01	35,000	36,773.45
		AEP TRANSMISSION CO LLC 3.1% 26/12/01	50,000	49,398.50
		AERCAP IRELAND CAP LTD/A 3.75% 19/05/15	250,000	253,455.00
		AERCAP IRELAND CAP LTD/A 3.95% 22/02/01	300,000	308,340.00
		AERCAP IRELAND CAP LTD/A 4.5% 21/05/15	225,000	235,093.50
		AERCAP IRELAND CAP LTD/A 4.625% 20/10/30	250,000	261,992.50
		AERCAP IRELAND CAP/GLOBA 3.65% 27/07/21	150,000	146,865.00
		AETNA 2.8% 23/06/15	100,000	98,131.00
		AETNA INC 2.75% 22/11/15	100,000	98,474.00
		AETNA INC 3.5% 24/11/15	100,000	101,086.00
		AFLAC INC 2.4% 20/03/16	100,000	99,923.00
		AFLAC INC 2.875% 26/10/15	50,000	48,629.00
		AFLAC INC 3.25% 25/03/17	100,000	101,149.00
		AGILENT TECHNOLOGIES INC 3.05% 26/09/22	65,000	62,225.80
		AGILENT TECHNOLOGIES INC 5% 20/07/15	100,000	105,947.00
		AGL CAPITAL CORP 3.5% 21/09/15	150,000	152,917.50
		AGRIUM INC 3.15% 22/10/01	150,000	151,227.00
		AGRIUM INC 3.375% 25/03/15	50,000	49,838.00
		AIR LEASE CORP 2.125% 20/01/15	50,000	49,601.00
		AIR LEASE CORP 2.625% 22/07/01	100,000	98,196.00
		AIR LEASE CORP 2.75% 23/01/15	250,000	245,177.50
		AIR LEASE CORP 3.375% 19/01/15	50,000	50,480.00
		AIR LEASE CORP 3.75% 22/02/01	200,000	205,784.00
		AIR LEASE CORP 3.875% 21/04/01	50,000	51,592.50
		AIR PRODUCTS & CHEMICALS 3.35% 24/07/31	50,000	51,147.50
		AIR PRODUCTS & CHEMICALS 4.375% 19/08/21	50,000	51,607.00
		ALABAMA POWER CO 2.45% 22/03/30	100,000	98,934.00
		ALEXANDRIA REAL ESTATE E 2.75% 20/01/15	102,000	102,315.18
		ALEXANDRIA REAL ESTATE E 3.45% 25/04/30	100,000	99,060.00
		ALIBABA GROUP HOLDING 3.4% 27/12/06	200,000	197,806.00
		ALIBABA GROUP HOLDING 3.6% 24/11/28	400,000	410,848.00
		ALIBABA GROUP HOLDING LT 2.5% 19/11/28	250,000	250,510.00
		ALLEGION US HOLDING CO 3.2% 24/10/01	50,000	49,325.00
		ALLEGION US HOLDING CO 3.55% 27/10/01	50,000	49,378.00
		ALLIED WORLD ASSURANCE 4.35% 25/10/29	50,000	50,138.00
		ALLSTATE CORP 3.15% 23/06/15	150,000	151,281.00
		ALLSTATE CORP 5.75% 53/08/15	100,000	109,000.00
		ALPHABET INC 1.998% 26/08/15	100,000	93,129.00
		ALPHABET INC 3.625% 21/05/19	100,000	104,377.00
		ALTRIA GROUP INC 2.85% 22/08/09	200,000	200,744.00
		ALTRIA GROUP INC 4% 24/01/31	200,000	211,234.00
		ALTRIA GROUP INC 4.75% 21/05/05	150,000	160,180.50
		AMAZON COM INC 5.2% 25/12/03	50,000	56,924.00
		AMAZON.COM INC 1.9% 20/08/21	30,000	29,718.00
		AMAZON.COM INC 2.4% 23/02/22	50,000	49,088.50
		AMAZON.COM INC 2.8% 24/08/22	100,000	98,965.00
		AMAZON.COM INC 3.15% 27/08/22	300,000	299,358.00
		AMAZON.COM INC 3.3% 21/12/05	250,000	257,710.00
		AMAZON.COM INC 3.8% 24/12/05	200,000	210,154.00
		AMER AIRLN 15-1 A PTT 3.375% 28/11/01	175,731	175,544.74
		AMEREN CORP 3.65% 26/02/15	100,000	101,465.00
		AMEREN ILLINOIS CO 2.7% 22/09/01	100,000	99,823.00
		AMERICA MOVIL SAB DE CV 5% 20/03/30	450,000	473,935.50
		AMERICAN AIRLINES 2013-2 4.95% 23/01/15	145,896	153,803.52
		AMERICAN CAMPUS CMNTYS 3.35% 20/10/01	50,000	50,889.00
		AMERICAN CAMPUS CMNTYS 4.125% 24/07/01	50,000	51,746.50
		AMERICAN ELECTRIC POWER 2.15% 20/11/13	70,000	69,482.70
		AMERICAN ELECTRIC POWER 2.95% 22/12/15	150,000	151,372.50
		AMERICAN EXPRESS CO 2.2% 20/10/30	60,000	59,469.60
		AMERICAN EXPRESS CO 2.5% 22/08/01	300,000	295,647.00
		AMERICAN EXPRESS CO 3% 24/10/30	100,000	99,237.00
		AMERICAN EXPRESS CO 3.625% 24/12/05	100,000	102,347.00
		AMERICAN EXPRESS CO 8.125% 19/05/20	150,000	161,544.00
		AMERICAN EXPRESS CREDIT 1.875% 19/05/03	175,000	174,280.75
		AMERICAN EXPRESS CREDIT 2.2% 20/03/03	200,000	199,118.00
		AMERICAN EXPRESS CREDIT 2.25% 19/08/15	250,000	250,002.50
		AMERICAN EXPRESS CREDIT 2.25% 21/05/05	200,000	197,730.00
		AMERICAN EXPRESS CREDIT 2.6% 20/09/14	200,000	200,946.00
		AMERICAN EXPRESS CREDIT 3.3% 27/05/03	165,000	166,092.30
		AMERICAN FINANCIAL GROUP 3.5% 26/08/15	85,000	83,469.15
		AMERICAN HONDA FINANCE 2.25% 19/08/15	200,000	200,192.00
		AMERICAN HONDA FINANCE 2.9% 24/02/16	100,000	99,930.00
		AMERICAN HONDA FINANCE C 1.7% 21/09/09	150,000	145,635.00
		AMERICAN HONDA FINANCE C 2.45% 20/09/24	200,000	200,442.00
		AMERICAN INTERNATIONAL G 3.3% 21/03/01	150,000	152,748.00
		AMERICAN INTL GROUP 3.9% 26/04/01	200,000	206,108.00
		AMERICAN INTL GROUP 4.125% 24/02/15	350,000	367,864.00
		AMERICAN TOWER CORP 2.8% 20/06/01	200,000	200,670.00
		AMERICAN TOWER CORP 3% 23/06/15	50,000	49,590.00
		AMERICAN TOWER CORP 3.4% 19/02/15	200,000	202,182.00
		AMERICAN TOWER CORP 3.45% 21/09/15	100,000	101,713.00
		AMERICAN TOWER CORP 3.55% 27/07/15	100,000	98,626.00
		AMERICAN TOWER CORP 4% 25/06/01	200,000	204,660.00
		AMERICAN TOWER CORP 5% 24/02/15	100,000	108,925.00
		AMERICAN WATER CAPITAL 3.4% 25/03/01	100,000	102,159.00
		AMERIPRISE FINANCIAL INC 4% 23/10/15	150,000	158,496.00
		AMERIPRISE FINANCIAL INC 7.3% 19/06/28	50,000	53,644.00
		AMERISOURCEBERGEN CORP 3.45% 27/12/15	100,000	98,283.00
		AMERISOURCEBERGEN CORP 3.5% 21/11/15	100,000	102,207.00
		AMGEN INC 1.85% 21/08/19	50,000	48,721.00
		AMGEN INC 2.125% 20/05/01	200,000	198,860.00
		AMGEN INC 2.2% 19/05/22	250,000	249,780.00
		AMGEN INC 2.2% 20/05/11	150,000	149,436.00
		AMGEN INC 2.25% 23/08/19	100,000	96,525.00
		AMGEN INC 2.6% 26/08/19	100,000	95,044.00
		AMGEN INC 2.65% 22/05/11	50,000	49,668.50
		AMGEN INC 2.7% 22/05/01	225,000	223,589.25
		AMGEN INC 3.2% 27/11/02	150,000	148,324.50
		AMGEN INC 3.625% 22/05/15	150,000	155,058.00
		AMGEN INC 3.875% 21/11/15	100,000	104,279.00
		AMPHENOL CORP 2.55% 19/01/30	50,000	50,148.50
		AMPHENOL CORP 3.125% 21/09/15	200,000	202,474.00
		ANADARKO PETROLEUM 4.85% 21/03/15	200,000	211,106.00
		ANADARKO PETROLEUM 5.55% 26/03/15	200,000	224,400.00
		ANADARKO PETROLEUM CORP 3.45% 24/07/15	100,000	99,842.00
		ANALOG DEVICES INC 2.5% 21/12/05	30,000	29,724.90
		ANALOG DEVICES INC 3.125% 23/12/05	100,000	99,932.00
		ANALOG DEVICES INC 3.5% 26/12/05	100,000	100,322.00
		ANALOG DEVICES INC 3.9% 25/12/15	60,000	62,156.40
		ANDEAVOR 3.8% 28/04/01	30,000	29,910.00
		ANDEAVOR LOGIS LP/CORP 3.5% 22/12/01	235,000	234,184.55
		ANHEUSER BUSCH INBEV FIN 1.9% 19/02/01	300,000	299,337.00
		ANHEUSER BUSCH INBEV FIN 2.65% 21/02/01	600,000	601,962.00
		ANHEUSER BUSCH INBEV FIN 3.65% 26/02/01	850,000	869,405.50
		ANHEUSER-BUSCH COS INC 5% 19/03/01	100,000	103,023.00
		ANHEUSER-BUSCH INBEV 3.75% 22/01/15	300,000	312,390.00
		ANHEUSER-BUSCH INBEV FIN 2.15% 19/02/01	250,000	250,002.50
		ANHEUSER-BUSCH INBEV FIN 3.3% 23/02/01	450,000	458,262.00
		ANHEUSER-BUSCH INBEV FIN 3.7% 24/02/01	150,000	155,706.00
		ANHEUSER-BUSCH INBEV WOR 2.5% 22/07/15	450,000	444,649.50
		ANHEUSER-BUSCH INBEV WOR 5.375% 20/01/15	275,000	291,145.25
		ANHEUSER-BUSCH INBEV WOR 6.875% 19/11/15	150,000	162,232.50
		ANTHEM INC 2.25% 19/08/15	250,000	249,695.00
		ANTHEM INC 3.65% 27/12/01	200,000	201,082.00
		AON CORP 5% 20/09/30	100,000	106,347.00
		AON PLC 3.5% 24/06/14	100,000	101,488.00
		APACHE CORP 3.25% 22/04/15	73,000	73,235.79
		APPALACHIAN POWER CO 3.3% 27/06/01	100,000	99,226.00
		APPLE INC 1.1% 19/08/02	100,000	98,488.00
		APPLE INC 1.5% 19/09/12	150,000	148,563.00
		APPLE INC 1.55% 19/02/08	100,000	99,567.00
		APPLE INC 1.8% 19/11/13	100,000	99,466.00
		APPLE INC 1.9% 20/02/07	100,000	99,465.00
		APPLE INC 2% 20/05/06	200,000	199,242.00
		APPLE INC 2% 20/11/13	100,000	99,266.00
		APPLE INC 2.1% 19/05/06	200,000	200,448.00
		APPLE INC 2.1% 22/09/12	150,000	146,436.00
		APPLE INC 2.15% 22/02/09	300,000	295,245.00
		APPLE INC 2.25% 21/02/23	400,000	398,356.00
		APPLE INC 2.3% 22/05/11	100,000	98,850.00
		APPLE INC 2.4% 23/01/13	100,000	98,659.00
		APPLE INC 2.45% 26/08/04	200,000	189,776.00
		APPLE INC 2.5% 22/02/09	100,000	99,680.00
		APPLE INC 2.5% 25/02/09	100,000	96,853.00
		APPLE INC 2.7% 22/05/13	200,000	200,676.00
		APPLE INC 2.75% 25/01/13	50,000	49,192.00
		APPLE INC 2.85% 23/02/23	350,000	352,642.50
		APPLE INC 2.85% 24/05/11	150,000	149,622.00
		APPLE INC 2.9% 27/09/12	150,000	146,958.00
		APPLE INC 3% 24/02/09	150,000	151,071.00
		APPLE INC 3% 27/06/20	60,000	58,912.80
		APPLE INC 3% 27/11/13	150,000	147,798.00
		APPLE INC 3.2% 25/05/13	500,000	505,385.00
		APPLE INC 3.2% 27/05/11	212,000	212,284.08
		APPLE INC 3.25% 26/02/23	150,000	151,729.50
		APPLE INC 3.35% 27/02/09	150,000	152,289.00
		APPLE INC 3.45% 24/05/06	100,000	103,310.00
		APPLIED MATERIALS INC 3.3% 27/04/01	55,000	55,353.65
		APPLIED MATERIALS INC 4.3% 21/06/15	100,000	105,859.00
		ARCH CAPITAL GROUP INC 4.011% 26/12/15	50,000	51,495.50
		ARCHER-DANIELS-MIDLAND C 2.5% 26/08/11	100,000	94,287.00
		ARES CAPITAL CORP 3.875% 20/01/15	200,000	203,400.00
		ARIZONA PUBLIC SERVICE 2.95% 27/09/15	100,000	97,390.00
		ARROW ELECTRONICS INC 3.5% 22/04/01	200,000	201,818.00
		ASSURED GUARANTY US HLDG 5% 24/07/01	150,000	162,034.50
		ASTRAZENECA PLC 1.95% 19/09/18	250,000	248,425.00
		ASTRAZENECA PLC 2.375% 20/11/16	150,000	149,593.50
		ASTRAZENECA PLC 3.375% 25/11/16	150,000	151,281.00
		AT&T INC 2.3% 19/03/11	130,000	130,266.50
		AT&T INC 2.45% 20/06/30	500,000	498,875.00
		AT&T INC 2.85% 23/02/14	150,000	150,235.50
		AT&T INC 3.2% 22/03/01	65,000	65,365.30
		AT&T INC 3.4% 24/08/14	250,000	250,055.00
		AT&T INC 3.4% 25/05/15	300,000	294,135.00
		AT&T INC 3.8% 24/03/01	100,000	101,753.00
		AT&T INC 3.9% 24/03/11	350,000	357,280.00
		AT&T INC 3.9% 27/08/14	500,000	501,210.00
		AT&T INC 4.1% 28/02/15	1,188,000	1,183,022.28
		AT&T INC 4.125% 26/02/17	250,000	253,547.50
		AT&T INC 4.25% 27/03/01	200,000	203,496.00
		AT&T INC 4.45% 24/04/01	200,000	210,830.00
		ATMOS ENERGY CORP 3% 27/06/15	65,000	64,231.70
		AUST & NZ BANKING GRP NY 2.25% 19/06/13	250,000	249,997.50
		AUST & NZ BANKING GRP NY 2.625% 22/11/09	250,000	246,742.50
		AUST & NZ BANKING GRP NY 2.7% 20/11/16	250,000	251,572.50
		AUTODESK INC 4.375% 25/06/15	100,000	104,372.00
		AUTOMATIC DATA PROCESSIN 2.25% 20/09/15	100,000	100,157.00
		AUTOMATIC DATA PROCESSIN 3.375% 25/09/15	50,000	51,285.00
		AUTONATION INC 3.35% 21/01/15	25,000	25,293.75
		AUTONATION INC 3.5% 24/11/15	100,000	98,571.00
		AUTONATION INC 4.5% 25/10/01	20,000	20,762.40
		AUTOZONE INC 3.25% 25/04/15	110,000	108,692.10
		AUTOZONE INC 4% 20/11/15	154,000	159,487.02
		AVALONBAY COMMUNITIES 3.45% 25/06/01	100,000	101,738.00
		AVALONBAY COMMUNITIES IN 2.9% 26/10/15	50,000	48,241.00
		AVALONBAY COMMUNITIES IN 4.2% 23/12/15	150,000	159,295.50
		AVANGRID INC 3.15% 24/12/01	100,000	99,370.00
		AVNET INC 3.75% 21/12/01	75,000	75,813.75
		AXIS SPECIALTY FINAN PLC 4% 27/12/06	100,000	99,230.00
		BAIDU INC 2.75% 19/06/09	200,000	200,118.00
		BAIDU INC 3.625% 27/07/06	200,000	196,644.00
		BAKER HUGHES A GE CO LLC 2.773% 22/12/15	100,000	99,315.00
		BAKER HUGHES A GE CO LLC 3.337% 27/12/15	150,000	148,594.50
		BALTIMORE GAS & ELECTRIC 3.5% 21/11/15	100,000	103,281.00
		BANCO SANTANDER SA 3.125% 23/02/23	200,000	198,026.00
		BANCOLOMBIA SA 5.95% 21/06/03	150,000	162,937.50
		BANK OF AMERICA 2.151% 20/11/09	100,000	99,213.00
		BANK OF AMERICA 3.875% 25/08/01	400,000	417,960.00
		BANK OF AMERICA CORP 2.25% 20/04/21	500,000	499,275.00
		BANK OF AMERICA CORP 2.328% 21/10/01	150,000	149,257.50
		BANK OF AMERICA CORP 2.369% 21/07/21	200,000	199,410.00
		BANK OF AMERICA CORP 2.625% 21/04/19	100,000	100,349.00
		BANK OF AMERICA CORP 2.65% 19/04/01	500,000	502,675.00
		BANK OF AMERICA CORP 2.816% 23/07/21	100,000	99,459.00
		BANK OF AMERICA CORP 3.004% 23/12/20	577,000	575,834.46
		BANK OF AMERICA CORP 3.093% 25/10/01	250,000	247,787.50
		BANK OF AMERICA CORP 3.3% 23/01/11	500,000	509,090.00
		BANK OF AMERICA CORP 3.419% 28/12/20	733,000	725,310.83
		BANK OF AMERICA CORP 3.5% 26/04/19	100,000	101,518.00
		BANK OF AMERICA CORP 3.593% 28/07/21	300,000	302,145.00
		BANK OF AMERICA CORP 3.824% 28/01/20	400,000	410,012.00
		BANK OF AMERICA CORP 3.95% 25/04/21	400,000	410,452.00
		BANK OF AMERICA CORP 4% 24/04/01	400,000	420,716.00
		BANK OF AMERICA CORP 4% 25/01/22	100,000	103,117.00
		BANK OF AMERICA CORP 4.125% 24/01/22	150,000	158,718.00
		BANK OF AMERICA CORP 4.2% 24/08/26	350,000	366,793.00
		BANK OF AMERICA CORP 4.25% 26/10/22	200,000	208,428.00
		BANK OF MONTREAL 1.5% 19/07/18	300,000	296,628.00
		BANK OF MONTREAL 1.75% 19/09/11	100,000	99,110.00
		BANK OF MONTREAL 1.9% 21/08/27	150,000	146,487.00
		BANK OF MONTREAL 2.35% 22/09/11	100,000	97,816.00
		BANK OF MONTREAL 2.55% 22/11/06	100,000	98,686.00
		BANK OF MONTREAL 3.803% 32/12/15	150,000	147,654.00
		BANK OF NEW YORK MELLON 2.2% 23/08/16	50,000	48,183.50
		BANK OF NEW YORK MELLON 2.3% 19/09/11	200,000	200,330.00
		BANK OF NEW YORK MELLON 2.45% 20/11/27	150,000	150,208.50
		BANK OF NEW YORK MELLON 2.45% 26/08/17	150,000	141,202.50
		BANK OF NEW YORK MELLON 2.5% 21/04/15	100,000	100,038.00
		BANK OF NEW YORK MELLON 2.6% 20/08/17	200,000	201,330.00
		BANK OF NEW YORK MELLON 3.25% 24/09/11	100,000	101,406.00
		BANK OF NEW YORK MELLON 3.55% 21/09/23	100,000	103,469.00
		BANK OF NOVA SCOTIA 1.65% 19/06/14	250,000	247,895.00
		BANK OF NOVA SCOTIA 2.15% 20/07/14	250,000	248,227.50
		BANK OF NOVA SCOTIA 2.35% 20/10/21	50,000	49,853.50
		BANK OF NOVA SCOTIA 2.45% 21/03/22	150,000	149,583.00
		BANK OF NOVA SCOTIA 2.7% 22/03/07	250,000	248,817.50
		BANK OF NOVA SCOTIA 4.5% 25/12/16	100,000	104,566.00
		BANK OF NOVA SCOTIA 4.65% 49/10/12	250,000	249,000.00
		BANK OF NY MELLON CORP 2.15% 20/02/24	300,000	299,544.00
		BANK OF NY MELLON CORP 2.661% 23/05/16	100,000	99,461.00
		BANK OF NY MELLON CORP 3% 25/02/24	150,000	149,097.00
		BANK OF NY MELLON CORP 3.25% 27/05/16	100,000	99,784.00
		BARCLAYS BANK PLC 2.65% 21/01/11	265,000	264,984.10
		BARCLAYS BANK PLC 5.14% 20/10/14	100,000	105,746.00
		BARCLAYS PLC 2.75% 19/11/08	300,000	300,357.00
		BARCLAYS PLC 3.2% 21/08/10	250,000	250,857.50
		BARCLAYS PLC 3.65% 25/03/16	300,000	298,479.00
		BARCLAYS PLC 4.375% 26/01/12	200,000	206,804.00
		BARCLAYS PLC 5.2% 26/05/12	200,000	212,588.00
		BARRICK NA FINANCE LLC 4.4% 21/05/30	49,000	51,832.20
		BAT CAPITAL CORP 2.297% 20/08/14	100,000	99,347.00
		BAT CAPITAL CORP 2.764% 22/08/15	100,000	99,015.00
		BAT CAPITAL CORP 3.222% 24/08/15	200,000	198,860.00
		BAT CAPITAL CORP 3.557% 27/08/15	350,000	347,805.50
		BAXALTA INC 2.875% 20/06/23	100,000	100,399.00
		BAXALTA INC 4% 25/06/23	100,000	102,922.00
		BB&T CORP 2.25% 19/02/01	100,000	100,093.00
		BB&T CORP 2.45% 20/01/15	200,000	200,512.00
		BB&T CORPORATION 2.75% 22/04/01	100,000	100,265.00
		BEAM INC 3.25% 22/05/15	150,000	151,663.50
		BECTON DICKINSON 3.25% 20/11/12	150,000	152,047.50
		BECTON DICKINSON AND CO 2.404% 20/06/05	35,000	34,760.95
		BECTON DICKINSON AND CO 2.675% 19/12/15	175,000	175,577.50
		BECTON DICKINSON AND CO 2.894% 22/06/06	315,000	312,130.35
		BECTON DICKINSON AND CO 3.7% 27/06/06	200,000	198,792.00
		BECTON DICKINSON AND CO 3.734% 24/12/15	200,000	203,050.00
		BECTON DICKINSON AND CO 4.4% 21/01/15	100,000	103,942.00
		BED BATH & BEYOND INC 3.749% 24/08/01	50,000	49,800.00
		BEMIS CO INC 3.1% 26/09/15	100,000	95,746.00
		BEMIS COMPANY INC 6.8% 19/08/01	50,000	53,248.50
		BERKSHIRE HATHAWAY 2.2% 21/03/15	150,000	149,067.00
		BERKSHIRE HATHAWAY ENERG 2.8% 23/01/15	165,000	164,853.15
		BERKSHIRE HATHAWAY ENERG 3.75% 23/11/15	100,000	103,842.00
		BERKSHIRE HATHAWAY FIN 1.7% 19/03/15	120,000	119,576.40
		BERKSHIRE HATHAWAY FIN 4.25% 21/01/15	300,000	316,236.00
		BERKSHIRE HATHAWAY INC 2.75% 23/03/15	200,000	200,406.00
		BERKSHIRE HATHAWAY INC 3.125% 26/03/15	300,000	300,315.00
		BIOGEN INC 2.9% 20/09/15	100,000	101,339.00
		BIOGEN INC 3.625% 22/09/15	55,000	56,897.50
		BIOGEN INC 4.05% 25/09/15	200,000	210,178.00
		BLACK HILLS CORP 3.95% 26/01/15	50,000	51,273.00
		BLACKROCK INC 3.5% 24/03/18	100,000	103,266.00
		BLACKROCK INC 4.25% 21/05/24	150,000	158,551.50
		BLACKROCK INC 5% 19/12/10	100,000	105,071.00
		BLOCK FINANCIAL LLC 4.125% 20/10/01	100,000	102,716.00
		BLOCK FINANCIAL LLC 5.5% 22/11/01	100,000	106,780.00
		BNP PARIBAS 3.25% 23/03/03	100,000	101,708.00
		BNP PARIBAS 4.25% 24/10/15	200,000	210,392.00
		BNP PARIBAS 5% 21/01/15	150,000	160,525.50
		BOARDWALK PIPELINES LLC 5.75% 19/09/15	50,000	52,306.50
		BOARDWALK PIPELINES LP 4.95% 24/12/15	150,000	158,665.50
		BOEING CO 2.35% 21/10/30	400,000	399,548.00
		BOEING CO 8.75% 21/08/15	100,000	120,934.00
		BOSTON PROPERTIES LP 3.2% 25/01/15	50,000	49,555.50
		BOSTON PROPERTIES LP 3.65% 26/02/01	250,000	251,752.50
		BOSTON PROPERTIES LP 4.125% 21/05/15	100,000	104,184.00
		BOSTON PROPERTIES LP 5.875% 19/10/15	150,000	157,713.00
		BOSTON SCIENTIFIC CORP 2.85% 20/05/15	200,000	201,342.00
		BOSTON SCIENTIFIC CORP 6% 20/01/15	100,000	106,576.00
		BP CAPITAL MARKETS PLC 2.112% 21/09/16	100,000	98,572.00
		BP CAPITAL MARKETS PLC 2.237% 19/05/10	200,000	200,146.00
		BP CAPITAL MARKETS PLC 2.52% 22/09/19	150,000	148,926.00
		BP CAPITAL MARKETS PLC 2.521% 20/01/15	450,000	452,767.50
		BP CAPITAL MARKETS PLC 3.062% 22/03/17	450,000	456,876.00
		BP CAPITAL MARKETS PLC 3.119% 26/05/04	200,000	199,884.00
		BP CAPITAL MARKETS PLC 3.224% 24/04/14	100,000	102,111.00
		BP CAPITAL MARKETS PLC 3.245% 22/05/06	100,000	102,360.00
		BP CAPITAL MARKETS PLC 3.279% 27/09/19	200,000	201,214.00
		BP CAPITAL MARKETS PLC 3.506% 25/03/17	150,000	154,411.50
		BP CAPITAL MARKETS PLC 3.814% 24/02/10	100,000	104,790.00
		BP CAPITAL MARKETS PLC 3.994% 23/09/26	200,000	211,888.00
		BPCE SA 2.5% 19/07/15	250,000	250,592.50
		BPCE SA 3.375% 26/12/02	250,000	251,052.50
		BPCE SA 4% 24/04/15	250,000	263,137.50
		BRANCH BANKING & TRUST 1.45% 19/05/10	250,000	247,555.00
		BRANCH BANKING & TRUST 2.25% 20/06/01	250,000	249,105.00
		BRANCH BANKING & TRUST 2.625% 22/01/15	250,000	250,067.50
		BRANCH BANKING & TRUST 3.625% 25/09/16	250,000	257,117.50
		BRANDYWINE OPER PARTNERS 3.95% 23/02/15	100,000	101,556.00
		BRASKEM FINANCE LTD 6.45% 24/02/03	200,000	225,100.00
		BRIGHTHOUSE FINANCIAL IN 3.7% 27/06/22	150,000	145,744.50
		BRISTOL-MYERS SQUIBB CO 1.6% 19/02/27	100,000	99,440.00
		BRISTOL-MYERS SQUIBB CO 3.25% 23/11/01	100,000	102,962.00
		BRISTOL-MYERS SQUIBB CO 3.25% 27/02/27	100,000	101,666.00
		BRITISH TELECOM PLC 2.35% 19/02/14	200,000	200,216.00
		BRIXMOR OPERATING PART 3.65% 24/06/15	100,000	98,772.00
		BRIXMOR OPERATING PART 3.85% 25/02/01	150,000	148,647.00
		BRIXMOR OPERATING PART 3.9% 27/03/15	50,000	48,961.00
		BROADCOM CRP / CAYMN FI 2.2% 21/01/15	100,000	97,477.00
		BROADCOM CRP / CAYMN FI 2.65% 23/01/15	100,000	95,752.00
		BROADCOM CRP / CAYMN FI 3.125% 25/01/15	70,000	66,450.30
		BROADCOM CRP 2.375% 20/01/15	200,000	198,334.00
		BROADCOM CRP 3% 22/01/15	300,000	296,505.00
		BROADCOM CRP 3.625% 24/01/15	200,000	197,662.00
		BROADCOM CRP 3.875% 27/01/15	400,000	390,348.00
		BROADRIDGE FINACIAL SOLU 3.4% 26/06/27	100,000	98,210.00
		BROOKFIELD FINANCE INC 4% 24/04/01	150,000	155,049.00
		BUCKEYE PARTNERS 3.95% 26/12/01	150,000	145,323.00
		BUCKEYE PARTNERS LP 4.875% 21/02/01	100,000	104,850.00
		BUNGE LTD FINANCE CORP 3% 22/09/25	55,000	54,326.80
		BUNGE LTD FINANCE CORP 3.25% 26/08/15	45,000	42,749.55
		BUNGE LTD FINANCE CORP 3.5% 20/11/24	75,000	76,315.50
		BUNGE LTD FINANCE CORP 3.75% 27/09/25	55,000	53,686.05
		BURLINGTN NORTH SANTA FE 3% 23/03/15	150,000	152,011.50
		BURLINGTN NORTH SANTA FE 3.05% 22/03/15	50,000	50,744.00
		BURLINGTN NORTH SANTA FE 3.25% 27/06/15	100,000	101,382.00
		BURLINGTN NORTH SANTA FE 3.4% 24/09/01	100,000	103,227.00
		BURLINGTN NORTH SANTA FE 3.45% 21/09/15	100,000	102,885.00
		BURLINGTON NORTHERN SANT 3.65% 25/09/01	200,000	208,458.00
		CA INC 3.6% 20/08/01	100,000	101,826.00
		CA INC 3.6% 22/08/15	100,000	101,215.00
		CABOT CORP 3.7% 22/07/15	50,000	50,600.50
		CAMPBELL SOUP CO 2.5% 22/08/02	100,000	98,378.00
		CANADIAN IMPERIAL BANK 2.55% 22/06/16	200,000	198,114.00
		CANADIAN NATIONAL RAILWA 2.75% 26/03/01	50,000	49,131.50
		CANADIAN NATL RESOURCES 2.95% 23/01/15	100,000	99,118.00
		CANADIAN NATURAL RESOURC 3.9% 25/02/01	150,000	153,822.00
		CANADIAN PACIFIC RR CO 2.9% 25/02/01	200,000	196,530.00
		CAPITAL ONE BANK USA NA 2.25% 19/02/13	250,000	249,987.50
		CAPITAL ONE FINANCIAL 3.75% 26/07/28	150,000	147,871.50
		CAPITAL ONE FINANCIAL CO 2.4% 20/10/30	50,000	49,632.00
		CAPITAL ONE FINANCIAL CO 2.45% 19/04/24	200,000	200,288.00
		CAPITAL ONE FINANCIAL CO 3.05% 22/03/09	100,000	100,203.00
		CAPITAL ONE FINANCIAL CO 3.2% 25/02/05	150,000	147,319.50
		CAPITAL ONE FINANCIAL CO 3.3% 24/10/30	100,000	98,943.00
		CAPITAL ONE FINANCIAL CO 3.5% 23/06/15	100,000	101,320.00
		CAPITAL ONE FINANCIAL CO 3.75% 27/03/09	200,000	200,532.00
		CAPITAL ONE FINANCIAL CO 4.75% 21/07/15	100,000	106,506.00
		CAPITAL ONE NA 2.25% 21/09/13	250,000	244,430.00
		CAPITAL ONE NA 2.95% 21/07/23	250,000	250,845.00
		CARDINAL HEALTH INC 1.948% 19/06/14	65,000	64,558.65
		CARDINAL HEALTH INC 2.616% 22/06/15	100,000	98,011.00
		CARDINAL HEALTH INC 3.079% 24/06/15	50,000	48,945.50
		CARDINAL HEALTH INC 3.2% 23/03/15	100,000	99,531.00
		CARDINAL HEALTH INC 3.41% 27/06/15	100,000	97,500.00
		CARDINAL HEALTH INC 4.625% 20/12/15	150,000	157,990.50
		CARLISLE COS INC 3.5% 24/12/01	65,000	64,771.20
		CARNIVAL CORP 3.95% 20/10/15	67,000	69,654.54
		CATERPILLAR FINANCIAL SE 1.7% 21/08/09	100,000	97,396.00
		CATERPILLAR FINANCIAL SE 2.1% 19/06/09	100,000	99,891.00
		CATERPILLAR FINANCIAL SE 2.25% 19/12/01	150,000	150,067.50
		CATERPILLAR FINANCIAL SE 2.4% 26/08/09	50,000	47,320.50
		CATERPILLAR FINANCIAL SE 3.75% 23/11/24	150,000	157,335.00
		CATERPILLAR FINL SERV 1.931% 21/10/01	50,000	48,864.50
		CATERPILLAR FINL SERV 2.4% 22/06/06	100,000	99,193.00
		CATERPILLAR FINL SERVICE 2.1% 20/01/10	75,000	74,800.50
		CATERPILLAR INC 2.6% 22/06/26	100,000	99,602.00
		CATERPILLAR INC 3.4% 24/05/15	100,000	103,220.00
		CATERPILLAR INC 3.9% 21/05/27	150,000	156,882.00
		CATHOLIC HEALTH INITIATI 2.95% 22/11/01	200,000	197,466.00
		CBL & ASSOCIATES LP 5.95% 26/12/15	85,000	78,732.95
		CBOE HOLDINGS 3.65% 27/01/12	50,000	51,102.00
		CBOE HOLDINGS INC 1.95% 19/06/28	30,000	29,760.60
		CBRE GROUP INC 4.875% 26/03/01	100,000	107,574.00
		CBS CORP 2.3% 19/08/15	200,000	199,780.00
		CBS CORP 2.5% 23/02/15	50,000	48,611.00
		CBS CORP 2.9% 27/01/15	100,000	92,618.00
		CBS CORP 3.375% 28/02/15	30,000	28,461.30
		CBS CORP 3.7% 24/08/15	100,000	102,445.00
		CELANESE US HOLDINGS LLC 4.625% 22/11/15	50,000	52,929.50
		CELANESE US HOLDINGS LLC 5.875% 21/06/15	40,000	43,628.80
		CELGENE CORP 2.25% 19/05/15	200,000	199,578.00
		CELGENE CORP 2.75% 23/02/15	100,000	98,581.00
		CELGENE CORP 2.875% 20/08/15	200,000	201,682.00
		CELGENE CORP 3.25% 22/08/15	250,000	253,425.00
		CELGENE CORP 3.45% 27/11/15	150,000	148,621.50
		CELGENE CORP 3.875% 25/08/15	250,000	257,747.50
		CELULOSA ARAUCO CONSTITU 4.5% 24/08/01	200,000	210,740.00
		CENOVUS ENERGY INC 3% 22/08/15	80,000	79,160.00
		CENOVUS ENERGY INC 4.25% 27/04/15	150,000	149,122.50
		CENOVUS ENERGY INC 5.7% 19/10/15	110,000	115,445.00
		CENTERPOINT ENER HOUSTON 1.85% 21/06/01	200,000	195,706.00
		CENTERPOINT ENERGY INC 2.5% 22/09/01	50,000	49,012.00
		CHARLES SCHWAB CORP 4.45% 20/07/22	200,000	210,128.00
		CHARTER COMM OPT LLC 4.464% 22/07/23	300,000	312,927.00
		CHARTER COMM OPT LLC 4.908% 25/07/23	400,000	423,400.00
		CHEVRON 1.561% 19/05/16	100,000	99,301.00
		CHEVRON 2.1% 21/05/16	100,000	99,217.00
		CHEVRON 2.566% 23/05/16	100,000	99,433.00
		CHEVRON 2.954% 26/05/16	250,000	247,450.00
		CHEVRON CORP 1.686% 19/02/28	50,000	49,786.00
		CHEVRON CORP 1.961% 20/03/03	150,000	149,184.00
		CHEVRON CORP 1.991% 20/03/03	31,000	30,690.31
		CHEVRON CORP 2.355% 22/12/05	250,000	246,952.50
		CHEVRON CORP 2.498% 22/03/03	50,000	49,900.00
		CHEVRON CORP 2.895% 24/03/03	50,000	50,167.00
		CHEVRON CORP 3.191% 23/06/24	300,000	307,296.00
		CHEVRON CORP 4.95% 19/03/03	100,000	103,235.00
		CHUBB INA HOLDINGS INC 3.35% 26/05/03	200,000	202,650.00
		CHURCH & DWIGHT CO INC 2.45% 22/08/01	100,000	98,398.00
		CIGNA CORP 3.25% 25/04/15	150,000	149,590.50
		CIGNA CORP 4.5% 21/03/15	100,000	104,794.00
		CIMAREX ENERGY CO 4.375% 24/06/01	100,000	105,841.00
		CINTAS CORP NO 2 2.9% 22/04/01	100,000	100,455.00
		CINTAS CORP NO 2 3.7% 27/04/01	100,000	103,195.00
		CISCO SYSTEMS 2.45% 20/06/15	250,000	251,215.00
		CISCO SYSTEMS 3.5% 25/06/15	100,000	103,799.00
		CISCO SYSTEMS INC 1.4% 19/09/20	150,000	148,248.00
		CISCO SYSTEMS INC 1.85% 21/09/20	150,000	146,835.00
		CISCO SYSTEMS INC 2.125% 19/03/01	300,000	300,375.00
		CISCO SYSTEMS INC 2.2% 21/02/28	200,000	199,032.00
		CISCO SYSTEMS INC 2.5% 26/09/20	150,000	143,830.50
		CISCO SYSTEMS INC 3.625% 24/03/04	100,000	105,017.00
		CISCO SYSTEMS INC 4.45% 20/01/15	150,000	156,640.50
		CISCO SYSTEMS INC 4.95% 19/02/15	100,000	103,109.00
		CITIBANK NA 2% 19/03/20	250,000	249,435.00
		CITIBANK NA 2.125% 20/10/20	300,000	296,886.00
		CITIGROUP INC 2.4% 20/02/18	500,000	498,725.00
		CITIGROUP INC 2.45% 20/01/10	350,000	349,611.50
		CITIGROUP INC 2.5% 19/07/29	250,000	250,592.50
		CITIGROUP INC 2.55% 19/04/08	200,000	200,640.00
		CITIGROUP INC 2.65% 20/10/26	200,000	200,154.00
		CITIGROUP INC 2.7% 21/03/30	50,000	50,010.00
		CITIGROUP INC 2.7% 22/10/27	150,000	147,661.50
		CITIGROUP INC 2.876% 23/07/24	300,000	297,336.00
		CITIGROUP INC 2.9% 21/12/08	350,000	350,371.00
		CITIGROUP INC 3.3% 25/04/27	250,000	249,447.50
		CITIGROUP INC 3.375% 23/03/01	250,000	252,310.00
		CITIGROUP INC 3.4% 26/05/01	250,000	248,705.00
		CITIGROUP INC 3.5% 23/05/15	250,000	253,180.00
		CITIGROUP INC 3.52% 28/10/27	150,000	148,930.50
		CITIGROUP INC 3.668% 28/07/24	300,000	301,440.00
		CITIGROUP INC 3.7% 26/01/12	300,000	306,054.00
		CITIGROUP INC 3.75% 24/06/16	100,000	103,226.00
		CITIGROUP INC 3.887% 28/01/10	500,000	511,305.00
		CITIGROUP INC 4.4% 25/06/10	250,000	262,537.50
		CITIGROUP INC 4.45% 27/09/29	300,000	313,851.00
		CITIZENS BANK NA 2.55% 21/05/13	250,000	248,535.00
		CITIZENS BANK NA/RI 2.25% 20/03/02	250,000	248,570.00
		CITRIX SYSTEMS INC 4.5% 27/12/01	100,000	101,073.00
		CLOROX CO 3.5% 24/12/15	100,000	102,422.00
		CLOROX COMPANY 3.05% 22/09/15	64,000	65,050.24
		CME GROUP INC 3% 22/09/15	200,000	202,536.00
		CMS ENERGY CORP 5.05% 22/03/15	150,000	162,358.50
		CNA FINANCIAL CORP 3.45% 27/08/15	50,000	48,724.00
		CNA FINANCIAL CORP 4.5% 26/03/01	100,000	105,454.00
		CNA FINANCIAL CORP 5.75% 21/08/15	30,000	32,729.70
		CNH INDUSTRIAL CAP LLC 3.875% 21/10/15	35,000	35,743.75
		CNH INDUSTRIAL CAP LLC 4.375% 22/04/05	40,000	41,500.00
		CNH INDUSTRIAL CAPITAL L 3.375% 19/07/15	40,000	40,374.00
		CNH INDUSTRIAL CAPITAL L 4.375% 20/11/06	50,000	51,719.00
		CNH INDUSTRIAL CAPITAL L 4.875% 21/04/01	40,000	42,100.00
		CNH INDUSTRIAL NV 3.85% 27/11/15	70,000	69,538.70
		COACH INC 3% 22/07/15	100,000	99,137.00
		COCA COLA CO/THE 1.875% 20/10/27	200,000	198,018.00
		COCA-COLA CO 2.25% 26/09/01	300,000	283,041.00
		COCA-COLA CO/THE 3.3% 21/09/01	350,000	361,088.00
		COCA-COLA ENTERPRISES 3.5% 20/09/15	200,000	204,914.00
		COLGATE-PALMOLIVE CO 1.75% 19/03/15	150,000	149,452.50
		COLGATE-PALMOLIVE CO 2.1% 23/05/01	100,000	96,856.00
		COLGATE-PALMOLIVE CO 2.45% 21/11/15	100,000	100,171.00
		COLUMBIA PIPELINE GROUP 4.5% 25/06/01	100,000	105,837.00
		COLUMBIA PROPERTY TRUST 3.65% 26/08/15	50,000	48,359.00
		COMCAST CORP 2.35% 27/01/15	200,000	186,936.00
		COMCAST CORP 2.75% 23/03/01	100,000	99,853.00
		COMCAST CORP 2.85% 23/01/15	100,000	100,384.00
		COMCAST CORP 3% 24/02/01	100,000	100,276.00
		COMCAST CORP 3.125% 22/07/15	100,000	101,907.00
		COMCAST CORP 3.15% 26/03/01	200,000	199,996.00
		COMCAST CORP 3.3% 27/02/01	100,000	100,673.00
		COMCAST CORP 3.6% 24/03/01	200,000	207,306.00
		COMCAST CORP 5.15% 20/03/01	350,000	370,541.50
		COMERICA INC 2.125% 19/05/23	200,000	199,476.00
		COMMONWEALTH BK AUSTR 2.55% 21/03/15	250,000	249,580.00
		COMMONWEALTH BK AUSTR NY 2.4% 20/11/02	250,000	249,887.50
		COMMONWEALTH EDISON 4% 20/08/01	50,000	51,762.00
		COMPASS BANK 3.875% 25/04/10	250,000	248,790.00
		CONAGRA FOODS INC 3.2% 23/01/25	157,000	158,538.60
		CONCHO RESOURCES INC 3.75% 27/10/01	150,000	150,723.00
		CONCHO RESOURCES INC 4.375% 25/01/15	50,000	52,073.00
		CONNECTICUT LIGHT & PWR 2.5% 23/01/15	150,000	147,996.00
		CONOCOPHILLIPS 4.2% 21/03/15	80,000	83,864.00
		CONOCOPHILLIPS 4.95% 26/03/15	100,000	112,822.00
		CONOCOPHILLIPS COMPANY 2.2% 20/05/15	105,000	105,299.25
		CONOCOPHILLIPS COMPANY 2.4% 22/12/15	100,000	98,727.00
		CONOCOPHILLIPS COMPANY 3.35% 24/11/15	100,000	102,706.00
		CONSOLIDATED EDISON CO O 3.125% 27/11/15	100,000	99,781.00
		CONSOLIDATED EDISON INC 2% 20/03/15	25,000	24,832.75
		CONSTELLATION BRANDS INC 2.25% 20/11/06	200,000	197,874.00
		CONSTELLATION BRANDS INC 2.65% 22/11/07	100,000	98,400.00
		CONSTELLATION BRANDS INC 3.7% 26/12/06	50,000	50,866.00
		CONSTELLATION BRANDS INC 3.75% 21/05/01	40,000	41,205.20
		CONSTELLATION BRANDS INC 3.875% 19/11/15	30,000	30,751.80
		CONSTELLATION BRANDS INC 4.25% 23/05/01	150,000	157,789.50
		CONSTELLATION BRANDS INC 6% 22/05/01	50,000	55,811.00
		CONSUMERS ENERGY CO 6.7% 19/09/15	100,000	107,034.00
		CONSUMERS ENERGY COMPANY 6.125% 19/03/15	100,000	104,548.00
		CONTL AIRLINES 2012-1 A 4.15% 24/04/11	155,703	162,709.79
		COOPERAT RABOBANK UA/NY 2.75% 23/01/10	250,000	249,020.00
		COOPERATIEVE RABOBANK UA 3.75% 26/07/21	250,000	251,357.50
		CORPORATE OFFICE PROP LP 3.7% 21/06/15	50,000	50,894.00
		CORPORATE OFFICE PROP LP 5% 25/07/01	50,000	53,122.00
		COSTCO WHOLESALE CORP 1.7% 19/12/15	100,000	99,247.00
		COSTCO WHOLESALE CORP 2.3% 22/05/18	200,000	197,760.00
		COSTCO WHOLESALE CORP 3% 27/05/18	150,000	149,122.50
		CRANE CO 4.45% 23/12/15	50,000	51,963.00
		CRED SUIS GP FUN LTD 2.75% 20/03/26	250,000	250,632.50
		CRED SUIS GP FUN LTD 3.75% 25/03/26	300,000	303,234.00
		CRED SUIS GP FUN LTD 3.8% 23/06/09	150,000	153,564.00
		CREDIT SUISSE AG 3% 21/10/29	250,000	252,497.50
		CREDIT SUISSE GROUP 3.125% 20/12/10	250,000	252,657.50
		CREDIT SUISSE GROUP 4.55% 26/04/17	150,000	159,039.00
		CREDIT SUISSE NEW YORK 2.3% 19/05/28	400,000	400,260.00
		CREDIT SUISSE NEW YORK 3.625% 24/09/09	250,000	256,402.50
		CREDIT SUISSE NEW YORK 5.4% 20/01/14	100,000	105,331.00
		CROWN CASTLE INTERNATION 2.25% 21/09/01	55,000	54,005.60
		CROWN CASTLE INTERNATION 3.4% 21/02/15	200,000	203,890.00
		CROWN CASTLE INTERNATION 3.7% 26/06/15	100,000	99,108.00
		CROWN CASTLE INTERNATION 4.45% 26/02/15	200,000	208,106.00
		CROWN CASTLE INTL CORP 4% 27/03/01	100,000	100,620.00
		CROWN CASTLE INTL CORP 5.25% 23/01/15	250,000	271,930.00
		CSX CORP 3.25% 27/06/01	100,000	98,981.00
		CSX CORP 3.7% 23/11/01	300,000	309,423.00
		CVS CAREMARK CORP 4% 23/12/05	150,000	155,115.00
		CVS HEALTH 2.125% 21/06/01	100,000	97,297.00
		CVS HEALTH 2.875% 26/06/01	100,000	94,964.00
		CVS HEALTH CORP 2.25% 19/08/12	100,000	99,609.00
		CVS HEALTH CORP 2.75% 22/12/01	200,000	196,014.00
		CVS HEALTH CORP 2.8% 20/07/20	400,000	401,152.00
		CVS HEALTH CORP 3.875% 25/07/20	300,000	306,297.00
		D.R. HORTON INC 3.75% 19/03/01	70,000	70,820.40
		D.R. HORTON INC 4% 20/02/15	95,000	97,613.45
		DANAHER CORP 3.35% 25/09/15	105,000	107,745.75
		DDR CORP 3.625% 25/02/01	200,000	195,608.00
		DDR CORP 4.625% 22/07/15	100,000	104,945.00
		DEERE & COMPANY 4.375% 19/10/16	100,000	103,588.00
		DELMARVA PWR & LIGHT CO 3.5% 23/11/15	150,000	154,051.50
		DELPHI CORP 4.15% 24/03/15	200,000	209,828.00
		DELTA AIR LINES INC 2.6% 20/12/04	25,000	24,858.50
		DELTA AIR LINES INC 2.875% 20/03/13	95,000	95,465.50
		DELTA AIR LINES INC 3.625% 22/03/15	100,000	101,653.00
		DEUTSCHE BANK 3.375% 21/05/12	200,000	201,080.00
		DEUTSCHE BANK AG 2.85% 19/05/10	200,000	200,572.00
		DEUTSCHE BANK AG 4.25% 21/10/14	350,000	362,813.50
		DEUTSCHE BANK AG LONDON 2.5% 19/02/13	200,000	199,804.00
		DEUTSCHE BANK AG LONDON 3.7% 24/05/30	200,000	199,746.00
		DEUTSCHE BANK NY 2.7% 20/07/13	100,000	99,587.00
		DEUTSCHE BANK NY 3.3% 22/11/16	100,000	99,119.00
		DEUTSCHE TELEKOM INT FIN 6% 19/07/08	150,000	157,965.00
		DEVON ENERGY CORP 5.85% 25/12/15	125,000	145,396.25
		DEVON ENERGY CORPORATION 3.25% 22/05/15	100,000	101,503.00
		DIAGEO CAPITAL PLC 2.625% 23/04/29	100,000	99,495.00
		DIAGEO CAPITAL PLC 4.828% 20/07/15	100,000	106,261.00
		DIAGEO INVESTMENT CORP 2.875% 22/05/11	100,000	101,012.00
		DIAMOND 1 FIN 3.48% 19/06/01	400,000	404,380.00
		DIAMOND 1 FIN 4.42% 21/06/15	400,000	416,072.00
		DIAMOND 1 FIN 5.45% 23/06/15	200,000	215,726.00
		DIAMOND 1 FIN 6.02% 26/06/15	400,000	438,756.00
		DIGITAL REALTY TRUST LP 2.75% 23/02/01	50,000	49,284.50
		DIGITAL REALTY TRUST LP 3.7% 27/08/15	100,000	99,947.00
		DIGITAL REALTY TRUST LP 5.875% 20/02/01	150,000	158,779.50
		DISCOVER BANK 3.45% 26/07/27	250,000	244,095.00
		DISCOVER BANK 4.2% 23/08/08	250,000	261,040.00
		DISCOVER FINANCIAL SVS 4.1% 27/02/09	75,000	76,318.50
		DISCOVER FINANCIAL SVS 5.2% 22/04/27	83,000	88,915.41
		DISCOVERY COMMUNICATIONS 2.2% 19/09/20	150,000	149,083.50
		DISCOVERY COMMUNICATIONS 2.95% 23/03/20	50,000	49,256.00
		DISCOVERY COMMUNICATIONS 3.8% 24/03/13	250,000	253,032.50
		DISCOVERY COMMUNICATIONS 4.9% 26/03/11	100,000	106,124.00
		DISCOVERY COMMUNICATIONS 5.625% 19/08/15	31,000	32,434.68
		DOLLAR GENERAL CORP 3.25% 23/04/15	100,000	100,960.00
		DOLLAR GENERAL CORP 4.15% 25/11/01	50,000	52,655.00
		DOMINION ENERGY INC 2.579% 20/07/01	70,000	69,807.50
		DOMINION GAS HLD LLC 2.8% 20/11/15	150,000	150,816.00
		DOMINION GAS HOLDINGS LL 3.6% 24/12/15	25,000	25,330.50
		DOMINION RESOURCES 1.875% 19/01/15	50,000	49,823.00
		DOMINION RESOURCES 2.75% 22/01/15	50,000	49,666.50
		DOMINION RESOURCES 4.104% 21/04/01	40,000	41,406.40
		DOMINION RESOURCES INC 3.9% 25/10/01	100,000	103,173.00
		DOMINION RESOURCES INC 5.75% 54/10/01	100,000	108,451.00
		DOMINION RESOURCES INC/N 2.5% 19/12/01	240,000	240,124.80
		DOMINION RESOURCES INC/V 1.6% 19/08/15	50,000	49,381.00
		DOMINION RESOURCES INC/V 2% 21/08/15	20,000	19,481.20
		DOMTAR CORP 4.4% 22/04/01	100,000	104,606.00
		DOVER CORP 4.3% 21/03/01	100,000	105,258.00
		DOW CHEMICAL CO/THE 3.5% 24/10/01	100,000	102,358.00
		DOW CHEMICAL CO/THE 4.125% 21/11/15	200,000	209,290.00
		DOW CHEMICAL CO/THE 4.25% 20/11/15	250,000	260,802.50
		DOW CHEMICAL CO/THE 8.55% 19/05/15	100,000	108,065.00
		DR PEPPER SNAPPLE GROUP 3.4% 25/11/15	100,000	100,222.00
		DTE ENERGY 2.85% 26/10/01	100,000	95,081.00
		DTE ENERGY 3.5% 24/06/01	100,000	101,871.00
		DTE ENERGY COMPANY 2.4% 19/12/01	150,000	149,584.50
		DUKE ENERGY 2.65% 26/09/01	100,000	94,602.00
		DUKE ENERGY CORP 3.15% 27/08/15	100,000	98,154.00
		DUKE ENERGY CORP 3.55% 21/09/15	200,000	205,708.00
		DUKE ENERGY CORP 3.75% 24/04/15	200,000	207,664.00
		DUKE ENERGY CORP 5.05% 19/09/15	400,000	417,516.00
		DUKE ENERGY FLORIDA LLC 3.2% 27/01/15	100,000	100,256.00
		DUKE REALTY LP 3.75% 24/12/01	100,000	102,568.00
		DXC TECHNOLOGY CO 2.875% 20/03/27	100,000	100,392.00
		DXC TECHNOLOGY CO 4.25% 24/04/15	100,000	103,811.00
		E*TRADE FINANCIAL CORP 2.95% 22/08/24	50,000	49,344.50
		E*TRADE FINANCIAL CORP 3.8% 27/08/24	15,000	14,853.45
		E.I. DU PONT DE NEMOURS 2.2% 20/05/01	33,000	32,933.67
		E.I. DU PONT DE NEMOURS 3.625% 21/01/15	300,000	309,597.00
		EASTMAN CHEMICAL CO 2.7% 20/01/15	250,000	251,410.00
		EATON CORP 2.75% 22/11/02	250,000	249,070.00
		EATON VANCE CORP 3.5% 27/04/06	50,000	50,597.00
		EBAY INC 2.2% 19/08/01	100,000	99,790.00
		EBAY INC 2.6% 22/07/15	200,000	196,864.00
		EBAY INC 2.875% 21/08/01	200,000	200,536.00
		EBAY INC 3.25% 20/10/15	50,000	50,887.00
		EBAY INC 3.6% 27/06/05	100,000	98,264.00
		ECOLAB INC 2% 19/01/14	50,000	49,958.00
		ECOLAB INC 2.375% 22/08/10	300,000	295,233.00
		ECOLAB INC 2.7% 26/11/01	45,000	42,916.50
		ECOLAB INC 3.25% 23/01/14	50,000	50,864.50
		EDISON INTERNATIONAL 2.125% 20/04/15	50,000	49,484.00
		EL PASO PIPELINE PART OP 5% 21/10/01	150,000	159,847.50
		ELECTRONIC ARTS INC 3.7% 21/03/01	100,000	102,802.00
		ELI LILLY & CO 2.75% 25/06/01	200,000	198,998.00
		EMBRAER NETHERLANDS FINA 5.4% 27/02/01	65,000	70,635.50
		EMBRAER SA 5.05% 25/06/15	150,000	160,380.00
		EMERA US FINANCE LP 2.15% 19/06/15	20,000	19,896.60
		EMERA US FINANCE LP 2.7% 21/06/15	50,000	49,799.00
		EMERA US FINANCE LP 3.55% 26/06/15	65,000	64,409.80
		EMERSON ELECTRIC CO 3.15% 25/06/01	100,000	100,676.00
		EMPRESA NACIONAL DE ELEC 4.25% 24/04/15	50,000	51,791.00
		ENABLE MIDSTREAM PARTNER 3.9% 24/05/15	100,000	100,795.00
		ENABLE MIDSTREAM PARTNER 4.4% 27/03/15	100,000	101,448.00
		ENBRIDGE ENERGY PARTNERS 5.875% 25/10/15	100,000	112,705.00
		ENBRIDGE ENERGY PARTNERS 9.875% 19/03/01	150,000	162,021.00
		ENBRIDGE INC 2.9% 22/07/15	50,000	49,571.00
		ENBRIDGE INC 3.7% 27/07/15	50,000	49,754.00
		ENBRIDGE INC 4% 23/10/01	100,000	104,112.00
		ENCANA CORP 3.9% 21/11/15	100,000	102,868.00
		ENERGY TRANSFER LP 3.6% 23/02/01	250,000	248,617.50
		ENERGY TRANSFER PARTNERS 4.05% 25/03/15	150,000	149,703.00
		ENERGY TRANSFER PARTNERS 4.15% 20/10/01	100,000	103,050.00
		ENERGY TRANSFER PARTNERS 4.65% 21/06/01	250,000	262,167.50
		ENERGY TRANSFER PARTNERS 5.2% 22/02/01	200,000	212,616.00
		ENLINK MIDSTREAM PARTNER 4.85% 26/07/15	60,000	62,843.40
		ENTERGY CORP 2.95% 26/09/01	30,000	28,902.30
		ENTERGY CORP 4% 22/07/15	50,000	52,029.00
		ENTERGY CORP 5.125% 20/09/15	100,000	105,417.00
		ENTERGY LOUISIANA LLC 2.4% 26/10/01	100,000	93,985.00
		ENTERGY TEXAS INC 7.125% 19/02/01	200,000	209,680.00
		ENTERPRISE PRODUCTS OPER 2.55% 19/10/15	350,000	350,752.50
		ENTERPRISE PRODUCTS OPER 3.35% 23/03/15	200,000	203,532.00
		ENTERPRISE PRODUCTS OPER 3.75% 25/02/15	200,000	205,516.00
		ENTERPRISE PRODUCTS OPER 4.875% 77/08/16	100,000	100,250.00
		ENTERPRISE PRODUCTS OPER 5.25% 77/08/16	100,000	99,450.00
		ENTERTAINMENT PROPERTIES 5.75% 22/08/15	50,000	54,271.00
		EOG RESOURCES INC 2.625% 23/03/15	150,000	147,477.00
		EOG RESOURCES INC 4.1% 21/02/01	250,000	260,007.50
		EPR PROPERTIES 4.75% 26/12/15	100,000	101,600.00
		EQT CORP 2.5% 20/10/01	35,000	34,798.40
		EQT CORP 3% 22/10/01	35,000	34,554.80
		EQT CORP 3.9% 27/10/01	100,000	98,539.00
		EQT CORP 8.125% 19/06/01	100,000	107,356.00
		EQUIFAX 2.3% 21/06/01	50,000	48,941.00
		ERP OPERATING LP 3.25% 27/08/01	35,000	34,555.50
		ERP OPERATING LP 4.625% 21/12/15	150,000	160,950.00
		ERP OPERATING LP 4.75% 20/07/15	100,000	105,163.00
		ESSEX PORTFOLIO LP 3.5% 25/04/01	100,000	100,265.00
		ESSEX PORTFOLIO LP 3.875% 24/05/01	50,000	51,518.00
		ESTEE LAUDER 1.7% 21/05/10	30,000	29,279.10
		ESTEE LAUDER CO INC 3.15% 27/03/15	100,000	99,708.00
		EVERSOURCE ENERGY 2.75% 22/03/15	50,000	49,884.00
		EVERSOURCE ENERGY 2.9% 24/10/01	50,000	49,263.50
		EXELON 2.45% 21/04/15	100,000	99,249.00
		EXELON 3.4% 26/04/15	100,000	99,664.00
		EXELON CORP 2.85% 20/06/15	50,000	50,373.00
		EXELON CORP 3.497% 22/06/01	100,000	101,447.00
		EXELON CORP 3.95% 25/06/15	100,000	103,529.00
		EXELON GENERATION CO LLC 2.95% 20/01/15	300,000	302,877.00
		EXPEDIA INC 5.95% 20/08/15	100,000	107,597.00
		EXPRESS SCRIPTS HLD 4.5% 26/02/25	200,000	209,946.00
		EXPRESS SCRIPTS HOLDING 2.25% 19/06/15	250,000	249,400.00
		EXPRESS SCRIPTS HOLDING 2.6% 20/11/30	100,000	99,874.00
		EXPRESS SCRIPTS HOLDING 3.05% 22/11/30	100,000	99,088.00
		EXPRESS SCRIPTS HOLDING 3.4% 27/03/01	150,000	145,789.50
		EXPRESS SCRIPTS HOLDING 3.5% 24/06/15	100,000	100,204.00
		EXXON MOBIL CORPORATION 1.819% 19/03/15	300,000	299,151.00
		EXXON MOBIL CORPORATION 1.912% 20/03/06	150,000	149,188.50
		EXXON MOBIL CORPORATION 2.709% 25/03/06	250,000	246,597.50
		EXXON MOBIL INC 1.708% 19/03/01	100,000	99,616.00
		EXXON MOBIL INC 2.222% 21/03/01	200,000	198,956.00
		EXXON MOBIL INC 2.726% 23/03/01	70,000	70,078.40
		EXXON MOBIL INC 3.043% 26/03/01	200,000	201,510.00
		FEDERAL REALTY INVESTMEN 3.25% 27/07/15	50,000	49,134.00
		FEDEX CORP 3.2% 25/02/01	200,000	201,150.00
		FEDEX CORP 3.3% 27/03/15	100,000	100,022.00
		FEDEX CORP 8% 19/01/15	50,000	52,851.50
		FIBRIA OVERSEAS FINANCE 4% 25/01/14	100,000	100,553.00
		FIBRIA OVERSEAS FINANCE 5.5% 27/01/17	50,000	54,312.50
		FIDELITY NATIONAL INFORM 3% 26/08/15	100,000	95,913.00
		FIDELITY NATIONAL INFORM 3.5% 23/04/15	100,000	101,672.00
		FIDELITY NATIONAL INFORM 3.625% 20/10/15	90,000	92,355.30
		FIDELITY NATIONAL INFORM 3.875% 24/06/05	28,000	29,041.32
		FIDELITY NATIONAL INFORM 5% 25/10/15	28,000	30,742.60
		FIFTH THIRD BANCORP 2.6% 22/06/15	100,000	99,063.00
		FIFTH THIRD BANCORP 2.875% 20/07/27	200,000	201,798.00
		FIFTH THIRD BANK 2.2% 20/10/30	200,000	198,360.00
		FIFTH THIRD BANK 2.875% 21/10/01	200,000	201,432.00
		FIFTH THIRD BANK 3.85% 26/03/15	200,000	204,360.00
		FIRST HORIZON NATIONAL 3.5% 20/12/15	100,000	102,036.00
		FIRSTENERGY CORP 2.85% 22/07/15	60,000	59,178.60
		FIRSTENERGY CORP 3.9% 27/07/15	65,000	65,941.20
		FIRSTENERGY CORP 4.25% 23/03/15	70,000	72,792.30
		FISERV INC 2.7% 20/06/01	150,000	150,709.50
		FISERV INC 4.625% 20/10/01	100,000	105,489.00
		FLEXTRONICS INTERNATIONA 4.75% 25/06/15	125,000	132,980.00
		FLORIDA POWER & LIGHT CO 3.125% 25/12/01	200,000	201,344.00
		FLORIDA POWER & LIGHT CO 3.25% 24/06/01	100,000	102,088.00
		FLOWERS FOODS INC 3.5% 26/10/01	35,000	34,106.80
		FORD MOTOR COMPANY 4.346% 26/12/08	100,000	103,723.00
		FORD MOTOR CREDIT 3.81% 24/01/09	200,000	203,898.00
		FORD MOTOR CREDIT CO 3.096% 23/05/04	200,000	197,844.00
		FORD MOTOR CREDIT CO LLC 2.021% 19/05/03	250,000	248,555.00
		FORD MOTOR CREDIT CO LLC 2.343% 20/11/02	200,000	198,002.00
		FORD MOTOR CREDIT CO LLC 2.459% 20/03/27	450,000	448,785.00
		FORD MOTOR CREDIT CO LLC 2.681% 20/01/09	200,000	200,184.00
		FORD MOTOR CREDIT CO LLC 2.943% 19/01/08	200,000	201,074.00
		FORD MOTOR CREDIT CO LLC 3.664% 24/09/08	200,000	201,436.00
		FORD MOTOR CREDIT CO LLC 3.815% 27/11/02	200,000	198,952.00
		FORD MOTOR CREDIT CO LLC 5.875% 21/08/02	400,000	438,464.00
		FORD MOTOR CREDIT CO LLC 8.125% 20/01/15	100,000	110,565.00
		FORTIS INC 3.055% 26/10/04	200,000	191,244.00
		FORTIVE CORP 2.35% 21/06/15	50,000	49,469.50
		FORTIVE CORP 3.15% 26/06/15	50,000	49,174.00
		FRANCE TELECOM 4.125% 21/09/14	150,000	158,241.00
		FRANKLIN RESOURCES INC 2.85% 25/03/30	200,000	198,096.00
		GATX CORP 2.6% 20/03/30	200,000	199,946.00
		GE CAPITAL INTL FUNDING 2.342% 20/11/15	750,000	746,460.00
		GE CAPITAL INTL FUNDING 3.373% 25/11/15	250,000	252,270.00
		GENERAL DYNAMICS CORP 2.125% 26/08/15	100,000	92,946.00
		GENERAL DYNAMICS CORP 2.25% 22/11/15	100,000	98,088.00
		GENERAL DYNAMICS CORP 2.375% 24/11/15	50,000	48,623.50
		GENERAL ELEC CAP CORP 2.1% 19/12/11	250,000	249,205.00
		GENERAL ELEC CAP CORP 6% 19/08/07	200,000	211,476.00
		GENERAL ELECTRIC CO 2.7% 22/10/09	650,000	646,366.50
		GENERAL MILLS INC 3.15% 21/12/15	150,000	152,584.50
		GENERAL MILLS INC 5.65% 19/02/15	200,000	207,392.00
		GENERAL MOTORS FINANCIAL 3.15% 20/01/15	250,000	252,525.00
		GENERAL MOTORS FINANCIAL 3.2% 21/07/06	100,000	100,644.00
		GENERAL MOTORS FINANCIAL 3.45% 22/04/10	250,000	252,287.50
		GENERAL MOTORS FINANCIAL 4% 25/01/15	250,000	255,672.50
		GENERAL MOTORS FINL CO 2.35% 19/10/04	100,000	99,763.00
		GENERAL MOTORS FINL CO 2.4% 19/05/09	250,000	249,742.50
		GENERAL MOTORS FINL CO 2.45% 20/11/06	200,000	198,116.00
		GENERAL MOTORS FINL CO 3.15% 22/06/30	70,000	69,677.30
		GENERAL MOTORS FINL CO 3.5% 24/11/07	200,000	199,004.00
		GENERAL MOTORS FINL CO 3.7% 23/05/09	250,000	254,115.00
		GENERAL MOTORS FINL CO 3.95% 24/04/13	100,000	102,374.00
		GENERAL MOTORS FINL CO 4% 26/10/06	100,000	100,617.00
		GENERAL MOTORS FINL CO 4.35% 27/01/17	100,000	103,276.00
		GEORGIA POWER CO 2% 20/03/30	100,000	99,200.00
		GEORGIA POWER CO 3.25% 26/04/01	50,000	49,723.50
		GILEAD SCIENCES INC 1.95% 22/03/01	30,000	29,151.60
		GILEAD SCIENCES INC 2.35% 20/02/01	250,000	251,030.00
		GILEAD SCIENCES INC 2.5% 23/09/01	70,000	68,826.10
		GILEAD SCIENCES INC 2.55% 20/09/01	200,000	201,356.00
		GILEAD SCIENCES INC 2.95% 27/03/01	150,000	145,920.00
		GILEAD SCIENCES INC 3.25% 22/09/01	65,000	66,473.55
		GILEAD SCIENCES INC 3.5% 25/02/01	250,000	256,942.50
		GILEAD SCIENCES INC 3.65% 26/03/01	200,000	205,466.00
		GILEAD SCIENCES INC 4.5% 21/04/01	100,000	105,958.00
		GLAXOSMITHKLINE CAPITAL 2.85% 22/05/08	300,000	302,916.00
		GM FINANCIAL 3.7% 20/11/24	200,000	205,212.00
		GM FINANCIAL 4.2% 21/03/01	250,000	259,517.50
		GM FINANCIAL 5.25% 26/03/01	100,000	109,162.00
		GOLDCORP INC 3.7% 23/03/15	200,000	203,906.00
		GOLDMAN SACHS GROUP 2.625% 21/04/25	350,000	348,964.00
		GOLDMAN SACHS GROUP 2.875% 21/02/25	300,000	301,560.00
		GOLDMAN SACHS GROUP INC 2.3% 19/12/13	295,000	294,380.50
		GOLDMAN SACHS GROUP INC 2.55% 19/10/23	300,000	300,681.00
		GOLDMAN SACHS GROUP INC 2.6% 20/04/23	400,000	400,292.00
		GOLDMAN SACHS GROUP INC 2.6% 20/12/27	200,000	200,066.00
		GOLDMAN SACHS GROUP INC 2.625% 19/01/31	300,000	301,185.00
		GOLDMAN SACHS GROUP INC 2.75% 20/09/15	50,000	50,201.50
		GOLDMAN SACHS GROUP INC 2.876% 22/10/31	400,000	397,716.00
		GOLDMAN SACHS GROUP INC 2.908% 23/06/05	250,000	247,385.00
		GOLDMAN SACHS GROUP INC 3% 22/04/26	365,000	365,167.90
		GOLDMAN SACHS GROUP INC 3.5% 25/01/23	350,000	352,131.50
		GOLDMAN SACHS GROUP INC 3.5% 26/11/16	150,000	149,797.50
		GOLDMAN SACHS GROUP INC 3.625% 23/01/22	300,000	307,737.00
		GOLDMAN SACHS GROUP INC 3.691% 28/06/05	200,000	200,770.00
		GOLDMAN SACHS GROUP INC 3.75% 25/05/22	350,000	358,046.50
		GOLDMAN SACHS GROUP INC 3.75% 26/02/25	200,000	203,418.00
		GOLDMAN SACHS GROUP INC 3.85% 27/01/26	350,000	356,706.00
		GOLDMAN SACHS GROUP INC 4.25% 25/10/21	200,000	207,504.00
		GOLDMAN SACHS GROUP INC 5.25% 21/07/27	400,000	432,280.00
		GOLDMAN SACHS GROUP INC 5.75% 22/01/24	400,000	441,344.00
		GOLDMAN SACHS GROUP INC 7.5% 19/02/15	100,000	105,515.00
		GRUPO TELEVISA SAB 6.625% 25/03/18	150,000	177,111.00
		GULF POEWR CO 3.3% 27/05/30	100,000	99,788.00
		HALLIBURTON CO 3.8% 25/11/15	150,000	154,600.50
		HALLIBURTON COMPANY 3.25% 21/11/15	100,000	101,823.00
		HANOVER INSURANCE GROUP 4.5% 26/04/15	50,000	51,698.50
		HARRIS CORPORATION 2.7% 20/04/27	200,000	200,540.00
		HARTFORD FINL SVCS GRP 5.125% 22/04/15	200,000	217,240.00
		HARTFORD FINL SVCS GRP 5.5% 20/03/30	100,000	106,343.00
		HASBRO INC 3.15% 21/05/15	50,000	50,206.50
		HASBRO INC 3.5% 27/09/15	30,000	29,028.30
		HCP INC 2.625% 20/02/01	250,000	250,992.50
		HCP INC 3.4% 25/02/01	300,000	295,272.00
		HCP INC 5.375% 21/02/01	100,000	107,130.00
		HEALTH CARE REIT INC 4% 25/06/01	150,000	153,994.50
		HEALTH CARE REIT INC 4.125% 19/04/01	200,000	203,376.00
		HEALTH CARE REIT INC 5.25% 22/01/15	100,000	108,212.00
		HEALTHCARE TRUST OF AMER 3.375% 21/07/15	50,000	50,764.00
		HEALTHCARE TRUST OF AMER 3.75% 27/07/01	150,000	147,802.50
		HEINZ 3% 26/06/01	110,000	104,782.70
		HERSHEY COMPANY 4.125% 20/12/01	100,000	104,923.00
		HESS CORP 4.3% 27/04/01	100,000	100,616.00
		HEWLETT-PACKARD CO 3.75% 20/12/01	25,000	25,715.00
		HEWLETT-PACKARD CO 4.3% 21/06/01	250,000	261,297.50
		HEWLETT-PACKARD CO 4.65% 21/12/09	200,000	212,480.00
		HEXCEL CORP 3.95% 27/02/15	50,000	50,461.50
		HIGHWOODS REALTY LP 3.2% 21/06/15	150,000	150,819.00
		HJ HEINZ CO 2.8% 20/07/02	50,000	50,248.50
		HJ HEINZ CO 3.5% 22/07/15	150,000	152,608.50
		HJ HEINZ CO 3.95% 25/07/15	150,000	153,661.50
		HOLLYFRONTIER CORP 5.875% 26/04/01	150,000	166,215.00
		HOME DEPOT INC 1.8% 20/06/05	141,000	139,654.86
		HOME DEPOT INC 2% 21/04/01	200,000	197,728.00
		HOME DEPOT INC 2.7% 23/04/01	100,000	100,356.00
		HOME DEPOT INC 2.8% 27/09/14	100,000	97,126.00
		HOME DEPOT INC 3.75% 24/02/15	200,000	210,464.00
		HOME DEPOT INC 4.4% 21/04/01	100,000	105,780.00
		HOME DEPOT INC/THE 2.125% 26/09/15	125,000	115,696.25
		HONEYWELL INTERNATIONAL 1.4% 19/10/30	200,000	197,688.00
		HONEYWELL INTERNATIONAL 1.85% 21/11/01	200,000	195,626.00
		HONEYWELL INTERNATIONAL 2.5% 26/11/01	150,000	144,045.00
		HOSPITALITY PROPERTIES T 4.5% 25/03/15	150,000	154,485.00
		HOST HOTELS & RESORTS LP 3.875% 24/04/01	50,000	50,559.50
		HOST HOTELS + RESORTS LP 4.75% 23/03/01	200,000	211,170.00
		HOWARD HUGES MEDICAL IN 3.5% 23/09/01	200,000	208,294.00
		HP ENTERPRISE CO 3.6% 20/10/15	400,000	408,244.00
		HP ENTERPRISE CO 4.9% 25/10/15	200,000	209,634.00
		HSBC 3.4% 21/03/08	200,000	203,960.00
		HSBC 4.3% 26/03/08	200,000	211,278.00
		HSBC BANK USA NA 4.875% 20/08/24	150,000	158,310.00
		HSBC FINANCE CORP 6.676% 21/01/15	87,000	97,811.49
		HSBC HLD 2.95% 21/05/25	350,000	351,904.00
		HSBC HLD 4.375% 26/11/23	225,000	233,223.75
		HSBC HOLDINGS PLC 2.65% 22/01/05	250,000	247,742.50
		HSBC HOLDINGS PLC 3.262% 23/03/13	400,000	403,572.00
		HSBC HOLDINGS PLC 4% 22/03/30	400,000	415,560.00
		HSBC HOLDINGS PLC 4.041% 28/03/13	250,000	258,635.00
		HSBC HOLDINGS PLC 4.25% 24/03/14	200,000	207,424.00
		HSBC HOLDINGS PLC 4.25% 25/08/18	200,000	205,810.00
		HSBC USA INC 2.35% 20/03/05	400,000	399,124.00
		HUBBELL INC 3.35% 26/03/01	100,000	100,576.00
		HUMANA INC 2.5% 20/12/15	50,000	49,886.00
		HUMANA INC 2.9% 22/12/15	50,000	49,650.50
		HUMANA INC 3.85% 24/10/01	150,000	155,191.50
		HUNTINGTON BANCSHARES IN 2.3% 22/01/14	100,000	97,948.00
		HUNTINGTON NATIONAL BANK 2.375% 20/03/10	250,000	249,482.50
		HUNTINGTON NATIONAL BANK 2.4% 20/04/01	250,000	249,182.50
		HUSKY ENERGY INC 3.95% 22/04/15	100,000	103,009.00
		HUSKY ENERGY INC 7.25% 19/12/15	37,000	40,220.85
		HYATT HOTELS CORP 4.85% 26/03/15	50,000	53,753.50
		IBM 1.8% 19/05/17	100,000	99,528.00
		IBM 2.875% 22/11/09	100,000	100,360.00
		IBM CORP 1.625% 20/05/15	200,000	197,228.00
		IBM CORP 1.875% 22/08/01	150,000	144,847.50
		IBM CORP 1.9% 20/01/27	100,000	99,383.00
		IBM CORP 1.95% 19/02/12	150,000	149,877.00
		IBM CORP 2.5% 22/01/27	100,000	99,947.00
		IBM CORP 3.375% 23/08/01	250,000	257,275.00
		IBM CORP 3.45% 26/02/19	200,000	205,132.00
		IBM CREDIT CORP 1.625% 19/09/06	100,000	99,195.00
		IBM CREDIT CORP 2.2% 22/09/08	100,000	97,816.00
		ILLINOIS TOOL WORKS INC 1.95% 19/03/01	150,000	149,725.50
		ILLINOIS TOOL WORKS INC 6.25% 19/04/01	74,000	77,628.96
		ING GROEP NV 3.15% 22/03/29	200,000	201,552.00
		INGERSOLL-RAND GL HLD CO 4.25% 23/06/15	150,000	158,943.00
		INGERSOLL-RAND LUX FINAN 3.55% 24/11/01	100,000	102,933.00
		INTEL CORP 1.85% 20/05/11	150,000	149,085.00
		INTEL CORP 2.45% 20/07/29	115,000	116,174.15
		INTEL CORP 2.6% 26/05/19	50,000	48,227.00
		INTEL CORP 2.7% 22/12/15	100,000	100,394.00
		INTEL CORP 2.875% 24/05/11	100,000	99,907.00
		INTEL CORP 3.1% 22/07/29	100,000	102,156.00
		INTEL CORP 3.15% 27/05/11	200,000	200,522.00
		INTEL CORP 3.3% 21/10/01	350,000	361,231.50
		INTEL CORP 3.7% 25/07/29	145,000	151,874.45
		INTERCONTINENTAL EXCHANG 3.75% 25/12/01	150,000	156,762.75
		INTERCONTINENTALEXCHANGE 2.35% 22/09/15	200,000	196,948.00
		INTERCONTINENTALEXCHANGE 4% 23/10/15	100,000	105,833.00
		INTERNATIONAL PAPER CO 3% 27/02/15	100,000	96,122.00
		INTERNATIONAL PAPER CO 3.65% 24/06/15	100,000	102,647.00
		INTERSTATE POWER & LIGHT 3.25% 24/12/01	100,000	100,504.00
		INTESA SANPAOLO SPA 3.875% 19/01/15	200,000	202,978.00
		INTL PAPER CO 7.5% 21/08/15	204,000	236,456.40
		INVESCO FINANCE PLC 3.75% 26/01/15	150,000	153,786.00
		ITC HOLDINGS CORP 3.25% 26/06/30	60,000	59,329.80
		ITC HOLDINGS CORP 3.65% 24/06/15	25,000	25,463.50
		JABIL CIRCUIT INC 5.625% 20/12/15	200,000	214,782.00
		JEFFERIES GROUP 4.85% 27/01/15	90,000	95,066.10
		JEFFERIES GROUP LLC 8.5% 19/07/15	92,000	99,676.48
		JM SMUCKER CO 3.5% 25/03/15	100,000	101,736.00
		JOHN DEERE CAPITAL CORP 1.95% 20/06/22	20,000	19,826.60
		JOHN DEERE CAPITAL CORP 2.05% 20/03/10	150,000	149,427.00
		JOHN DEERE CAPITAL CORP 2.15% 22/09/08	100,000	97,493.00
		JOHN DEERE CAPITAL CORP 2.35% 21/01/08	50,000	49,939.00
		JOHN DEERE CAPITAL CORP 2.65% 22/01/06	100,000	100,616.00
		JOHN DEERE CAPITAL CORP 2.65% 24/06/24	50,000	49,184.50
		JOHN DEERE CAPITAL CORP 2.7% 23/01/06	50,000	49,785.50
		JOHN DEERE CAPITAL CORP 2.8% 21/03/04	100,000	101,007.00
		JOHN DEERE CAPITAL CORP 2.8% 23/03/06	100,000	99,804.00
		JOHN DEERE CAPITAL CORP 2.8% 27/09/08	100,000	97,460.00
		JOHN DEERE CAPITAL CORP 3.05% 28/01/06	50,000	49,529.50
		JOHN DEERE CAPITAL CORP 3.15% 21/10/15	200,000	204,250.00
		JOHN DEERE CAPITAL CORP 3.35% 24/06/12	150,000	153,882.00
		JOHNSON & JOHNSON 1.125% 19/03/01	65,000	64,387.70
		JOHNSON & JOHNSON 1.65% 21/03/01	100,000	97,568.00
		JOHNSON & JOHNSON 1.875% 19/12/05	300,000	298,803.00
		JOHNSON & JOHNSON 2.05% 23/03/01	100,000	97,570.00
		JOHNSON & JOHNSON 2.25% 22/03/03	100,000	99,380.00
		JOHNSON & JOHNSON 2.45% 26/03/01	100,000	96,695.00
		JOHNSON & JOHNSON 2.95% 27/03/03	100,000	100,016.00
		JOHNSON CONTROLS INC 3.75% 21/12/01	200,000	206,162.00
		JOHNSON CONTROLS INC 5% 20/03/30	100,000	105,465.00
		JP MORGAN CHASE & CO 3.875% 24/09/10	400,000	413,968.00
		JP MORGAN CHASE BANK NA 1.65% 19/09/23	250,000	247,615.00
		JPMORGAN CHASE & CO 1.85% 19/03/22	200,000	199,336.00
		JPMORGAN CHASE & CO 2.2% 19/10/22	500,000	499,720.00
		JPMORGAN CHASE & CO 2.25% 20/01/23	500,000	499,315.00
		JPMORGAN CHASE & CO 2.295% 21/08/15	200,000	197,842.00
		JPMORGAN CHASE & CO 2.4% 21/06/07	150,000	148,923.00
		JPMORGAN CHASE & CO 2.55% 20/10/29	255,000	255,504.90
		JPMORGAN CHASE & CO 2.55% 21/03/01	250,000	249,825.00
		JPMORGAN CHASE & CO 2.7% 23/05/18	250,000	247,190.00
		JPMORGAN CHASE & CO 2.776% 23/04/25	113,000	112,486.98
		JPMORGAN CHASE & CO 2.95% 26/10/01	200,000	194,346.00
		JPMORGAN CHASE & CO 2.972% 23/01/15	300,000	300,822.00
		JPMORGAN CHASE & CO 3.125% 25/01/23	250,000	249,205.00
		JPMORGAN CHASE & CO 3.2% 23/01/25	500,000	507,755.00
		JPMORGAN CHASE & CO 3.2% 26/06/15	200,000	197,858.00
		JPMORGAN CHASE & CO 3.25% 22/09/23	500,000	509,050.00
		JPMORGAN CHASE & CO 3.3% 26/04/01	200,000	199,500.00
		JPMORGAN CHASE & CO 3.375% 23/05/01	250,000	253,147.50
		JPMORGAN CHASE & CO 3.54% 28/05/01	150,000	150,625.50
		JPMORGAN CHASE & CO 3.782% 28/02/01	300,000	306,831.00
		JPMORGAN CHASE & CO 3.9% 25/07/15	150,000	156,201.00
		JPMORGAN CHASE & CO 4.125% 26/12/15	250,000	261,332.50
		JPMORGAN CHASE & CO 4.25% 27/10/01	250,000	262,897.50
		JPMORGAN CHASE & CO 4.4% 20/07/22	250,000	262,192.50
		JPMORGAN CHASE & CO 4.95% 20/03/25	200,000	211,132.00
		JUNIPER NETWORKS INC 4.5% 24/03/15	50,000	51,733.00
		KAISER FOUNDATION HOSPIT 3.15% 27/05/01	50,000	49,701.50
		KANSAS CITY POWER & LT 3.15% 23/03/15	79,000	78,954.18
		KELLOGG CO 3.25% 26/04/01	150,000	147,520.50
		KELLOGG CO 4% 20/12/15	132,000	137,917.56
		KEMPER CORP 4.35% 25/02/15	35,000	35,316.75
		KENNAMETAL INC 2.65% 19/11/01	100,000	99,976.00
		KEY BANK NA 2.25% 20/03/16	250,000	248,637.50
		KEY BANK NA 2.3% 22/09/14	300,000	292,953.00
		KEY BANK NA 3.4% 26/05/20	200,000	197,560.00
		KEYCORP 2.9% 20/09/15	120,000	121,002.00
		KEYSIGHT TECHNOLOGIES 4.6% 27/04/06	60,000	62,650.20
		KILROY REALTY LP 4.375% 25/10/01	100,000	104,065.00
		KIMBERLY CLARK CORP 2.75% 26/02/15	150,000	147,289.50
		KIMCO REALTY CORP 2.7% 24/03/01	50,000	48,107.00
		KIMCO REALTY CORP 2.8% 26/10/01	200,000	186,872.00
		KIMCO REALTY CORP 3.3% 25/02/01	80,000	78,759.20
		KINDER MORGAN ENER PART 2.65% 19/02/01	250,000	250,570.00
		KINDER MORGAN ENER PART 3.5% 21/03/01	40,000	40,771.60
		KINDER MORGAN ENER PART 3.95% 22/09/01	250,000	257,890.00
		KINDER MORGAN ENER PART 4.15% 22/03/01	100,000	103,780.00
		KINDER MORGAN INC/DE 3.05% 19/12/01	250,000	251,997.50
		KINDER MORGAN INC/DELAWA 4.3% 25/06/01	200,000	207,612.00
		KITE REALTY GROUP LP 4% 26/10/01	50,000	47,015.00
		KLA-TENCOR CORP 4.125% 21/11/01	229,000	238,056.95
		KOHL'S CORP 4.25% 25/07/17	200,000	203,176.00
		KRAFT FOODS GROUP INC 3.5% 22/06/06	100,000	101,953.00
		KRAFT FOODS GROUP INC 5.375% 20/02/10	200,000	211,352.00
		KROGER CO 2% 19/01/15	25,000	24,940.50
		KROGER CO 2.6% 21/02/01	50,000	49,911.50
		KROGER CO 2.8% 22/08/01	100,000	99,352.00
		KROGER CO 3.5% 26/02/01	150,000	149,151.00
		KROGER CO 4% 24/02/01	100,000	103,823.00
		KROGER CO/THE 3.4% 22/04/15	100,000	101,974.00
		L-3 COMMUNICATIONS CORP 4.95% 21/02/15	200,000	211,626.00
		L-3 COMMUNICATIONS CORP 5.2% 19/10/15	75,000	78,443.25
		LABORATORY CORP OF AMER 2.625% 20/02/01	200,000	200,300.00
		LABORATORY CORP OF AMER 3.6% 27/09/01	150,000	148,986.00
		LABORATORY CORP OF AMERI 3.2% 22/02/01	100,000	101,515.00
		LABORATORY CORP OF AMERI 4% 23/11/01	50,000	51,608.00
		LAM RESEARCH CORP 2.75% 20/03/15	150,000	150,942.00
		LAZARD GROUP LLC 3.625% 27/03/01	100,000	98,986.00
		LEAR CORP 5.25% 25/01/15	120,000	127,315.20
		LEGGETT & PLATT INC 3.4% 22/08/15	50,000	50,504.50
		LEGGETT & PLATT INC 3.5% 27/11/15	50,000	49,095.50
		LEUCADIA NATIONAL CORP 5.5% 23/10/18	80,000	85,654.40
		LIBERTY PROPERTY LP 4.4% 24/02/15	150,000	159,069.00
		LINCOLN NATIONAL CORP 3.35% 25/03/09	150,000	150,144.00
		LINCOLN NATIONAL CORP 3.625% 26/12/12	100,000	101,024.00
		LLOYDS BANK PLC 2.7% 20/08/17	200,000	200,638.00
		LLOYDS BANKING GROUP 3% 22/01/11	245,000	244,884.85
		LLOYDS BANKING GROUP 4.582% 25/12/10	200,000	207,826.00
		LLOYDS BANKING GROUP PLC 2.907% 23/11/07	200,000	196,960.00
		LLOYDS BANKING GROUP PLC 3.574% 28/11/07	200,000	195,624.00
		LLOYDS BANKING GROUP PLC 4.65% 26/03/24	200,000	207,624.00
		LLOYDS TSB BANK PLC 6.375% 21/01/21	100,000	110,761.00
		LOCKHEED MARTIN 3.55% 26/01/15	250,000	257,597.50
		LOCKHEED MARTIN CORP 3.35% 21/09/15	200,000	205,246.00
		LOCKHEED MARTIN CORP 4.25% 19/11/15	100,000	103,611.00
		LOEWS CORP 2.625% 23/05/15	150,000	147,535.50
		LOWE'S COMPANIES INC 3.12% 22/04/15	200,000	203,936.00
		LOWE'S COMPANIES INC 4.625% 20/04/15	250,000	260,182.50
		LOWE'S COS INC 2.5% 26/04/15	200,000	190,670.00
		LYB INTERNATIONAL FINANC 3.5% 27/03/02	150,000	149,482.50
		LYB INTL FINANCE BV 4% 23/07/15	60,000	62,586.60
		LYONDELLBASELL IND NV 6% 21/11/15	300,000	332,190.00
		MACYS RETAIL HLDGS INC 2.875% 23/02/15	100,000	93,857.00
		MACYS RETAIL HLDGS INC 3.625% 24/06/01	100,000	95,772.00
		MACYS RETAIL HLDGS INC 4.375% 23/09/01	60,000	60,139.20
		MAGELLAN MIDSTREAM PARTN 6.55% 19/07/15	100,000	105,785.00
		MAGELLAN MISDTREAM PARTN 5% 26/03/01	50,000	55,216.00
		MAGNA INTERNATIONAL INC 4.15% 25/10/01	50,000	52,814.00
		MANUF & TRADERS TRUST CO 2.1% 20/02/06	250,000	248,617.50
		MANULIFE FINANCIAL CORP 4.15% 26/03/04	100,000	104,773.00
		MARATHON OIL CORP 2.8% 22/11/01	150,000	147,894.00
		MARATHON OIL CORP 4.4% 27/07/15	150,000	156,406.50
		MARATHON PETROLEUM 3.4% 20/12/15	150,000	153,231.00
		MARATHON PETROLEUM CORP 3.625% 24/09/15	100,000	102,000.00
		MARKEL CORPORATION 4.9% 22/07/01	70,000	75,205.20
		MARRIOTT INTERNATIONAL 3.125% 21/10/15	100,000	100,884.00
		MARRIOTT INTERNATIONAL 3.125% 26/06/15	100,000	97,328.00
		MARRIOTT INTERNATIONAL 3.25% 22/09/15	100,000	101,352.00
		MARRIOTT INTERNATIONAL 3.75% 25/03/15	100,000	101,535.00
		MARSH & MCLENNAN 2.75% 22/01/30	30,000	29,900.10
		MARSH & MCLENNAN COS INC 2.35% 19/09/10	150,000	150,235.50
		MARSH & MCLENNAN COS INC 2.35% 20/03/06	100,000	99,921.00
		MARSH & MCLENNAN COS INC 4.8% 21/07/15	100,000	106,869.00
		MARTIN MARIETTA MATERIAL 3.45% 27/06/01	21,000	20,510.07
		MARTIN MARIETTA MATERIAL 3.5% 27/12/15	50,000	49,231.50
		MARTIN MARIETTA MATERIAL 4.25% 24/07/02	30,000	31,353.90
		MASCO CORP 3.5% 21/04/01	115,000	116,495.00
		MASCO CORP 4.375% 26/04/01	90,000	94,383.00
		MASTERCARD INC 3.375% 24/04/01	200,000	206,504.00
		MAXIM INTEGRATED PRODUCT 3.45% 27/06/15	100,000	99,655.00
		MCCORMICK & CO 2.7% 22/08/15	50,000	49,586.00
		MCCORMICK & CO 3.15% 24/08/15	50,000	50,036.00
		MCCORMICK & CO 3.4% 27/08/15	100,000	100,308.00
		MCDONALD S CORP 3.5% 27/03/01	150,000	153,936.00
		MCDONALD'S CORP 2.625% 22/01/15	100,000	99,782.00
		MCDONALD'S CORP 2.75% 20/12/09	200,000	201,872.00
		MCDONALD'S CORP 3.25% 24/06/10	100,000	103,136.00
		MCDONALDS CORP 3.7% 26/01/30	100,000	103,510.00
		MCKESSON CORP 2.284% 19/03/15	300,000	299,991.00
		MCKESSON CORP 3.796% 24/03/15	100,000	102,790.00
		MEAD JOHNSON NUTRITION C 3% 20/11/15	60,000	60,790.80
		MEAD JOHNSON NUTRITION C 4.125% 25/11/15	60,000	63,067.80
		MEAD JOHNSON NUTRITION C 4.9% 19/11/01	50,000	52,194.00
		MEDTRONIC INC 2.5% 20/03/15	200,000	200,914.00
		MEDTRONIC INC 2.75% 23/04/01	200,000	199,434.00
		MEDTRONIC INC 3.15% 22/03/15	200,000	204,148.00
		MEDTRONIC INC 3.5% 25/03/15	450,000	462,465.00
		MEDTRONIC INC 3.625% 24/03/15	100,000	104,004.00
		MEDTRONIC INC 4.45% 20/03/15	200,000	209,202.00
		MERCK & CO INC 2.4% 22/09/15	300,000	297,663.00
		MERCK & CO INC 2.75% 25/02/10	100,000	98,876.00
		MERCK & CO INC 2.8% 23/05/18	200,000	201,074.00
		MERCK & CO INC 3.875% 21/01/15	250,000	260,232.50
		METHANEX CORP 3.25% 19/12/15	60,000	60,274.80
		METLIFE INC 4.368% 23/09/15	100,000	107,755.00
		METLIFE INC 4.75% 21/02/08	200,000	213,690.00
		METLIFE INC 7.717% 19/02/15	100,000	106,084.00
		MICROSOFT CORP 1.1% 19/08/08	285,000	280,984.35
		MICROSOFT CORP 1.55% 21/08/08	200,000	194,282.00
		MICROSOFT CORP 1.85% 20/02/06	100,000	99,403.00
		MICROSOFT CORP 2% 23/08/08	100,000	96,250.00
		MICROSOFT CORP 2.375% 22/02/12	250,000	249,155.00
		MICROSOFT CORP 2.4% 22/02/06	200,000	199,416.00
		MICROSOFT CORP 2.4% 26/08/08	300,000	287,253.00
		MICROSOFT CORP 2.65% 22/11/03	250,000	251,147.50
		MICROSOFT CORP 2.7% 25/02/12	250,000	247,850.00
		MICROSOFT CORP 2.875% 24/02/06	185,000	186,324.60
		MICROSOFT CORP 3% 20/10/01	100,000	102,274.00
		MICROSOFT CORP 3.125% 25/11/03	250,000	253,955.00
		MICROSOFT CORP 3.3% 27/02/06	300,000	306,960.00
		MICROSOFT CORP 3.625% 23/12/15	150,000	157,069.50
		MID-AMERICA APARTMENT 4% 25/11/15	100,000	102,659.00
		MITSUBISHI UFJ FIN GRP 2.665% 22/07/25	200,000	197,028.00
		MITSUBISHI UFJ FIN GRP 3.287% 27/07/25	100,000	98,240.00
		MITSUBISHI UFJ FINANCIAL 2.527% 23/09/13	200,000	193,686.00
		MITSUBISHI UFJ FINANCIAL 2.757% 26/09/13	200,000	189,736.00
		MITSUBISHI UFJ FINANCIAL 2.95% 21/03/01	200,000	201,340.00
		MITSUBISHI UFJ FINANCIAL 3.85% 26/03/01	200,000	205,654.00
		MIZUHO FINANCIAL GROUP 3.663% 27/02/28	200,000	202,312.00
		MIZUHO FINANCIAL GROUP I 2.273% 21/09/13	200,000	196,086.00
		MOHAWK INDUSTRIES INC 3.85% 23/02/01	150,000	154,921.50
		MOLSON COORS 1.45% 19/07/15	55,000	54,273.45
		MOLSON COORS 2.1% 21/07/15	65,000	63,457.55
		MOLSON COORS 3% 26/07/15	165,000	160,140.75
		MOLSON COORS BREWING CO 2.25% 20/03/15	100,000	99,343.00
		MONDELEZ INTERNATIONAL 4% 24/02/01	100,000	105,261.00
		MONSANTO CO 3.375% 24/07/15	200,000	201,688.00
		MOODY'S CORPORATION 2.75% 21/12/15	50,000	50,068.00
		MOODY'S CORPORATION 5.5% 20/09/01	100,000	107,378.00
		MORGAN STANLEY 2.45% 19/02/01	200,000	200,470.00
		MORGAN STANLEY 2.5% 21/04/21	250,000	248,765.00
		MORGAN STANLEY 2.625% 21/11/17	400,000	397,536.00
		MORGAN STANLEY 2.65% 20/01/27	550,000	552,678.50
		MORGAN STANLEY 2.75% 22/05/19	250,000	248,380.00
		MORGAN STANLEY 3.125% 26/07/27	450,000	440,536.50
		MORGAN STANLEY 3.591% 28/07/22	400,000	399,928.00
		MORGAN STANLEY 3.625% 27/01/20	350,000	353,545.50
		MORGAN STANLEY 3.7% 24/10/23	450,000	462,991.50
		MORGAN STANLEY 3.75% 23/02/25	200,000	206,440.00
		MORGAN STANLEY 3.875% 26/01/27	200,000	207,178.00
		MORGAN STANLEY 4% 25/07/23	435,000	451,956.30
		MORGAN STANLEY 4.1% 23/05/22	500,000	518,655.00
		MORGAN STANLEY 5.5% 20/07/24	250,000	267,412.50
		MORGAN STANLEY 5.625% 19/09/23	250,000	263,040.00
		MORGAN STANLEY 5.75% 21/01/25	350,000	380,523.50
		MORGAN STANLEY 7.3% 19/05/13	400,000	425,832.00
		MOSAIC CO 3.25% 22/11/15	100,000	98,832.00
		MOSAIC CO 4.05% 27/11/15	100,000	99,412.00
		MOSAIC CO 4.25% 23/11/15	100,000	103,259.00
		MOTOROLA SOLUTIONS INC 3.5% 23/03/01	200,000	200,658.00
		MOTOROLA SOLUTIONS INC 4% 24/09/01	100,000	101,155.00
		MPLX LP 4.125% 27/03/01	200,000	203,102.00
		MPLX LP 4.875% 25/06/01	250,000	266,240.00
		MUFG AMERICAS HLDGS CORP 2.25% 20/02/10	89,000	88,387.68
		MYLAN 2.5% 19/06/07	90,000	89,834.40
		MYLAN 3.15% 21/06/15	150,000	150,724.50
		MYLAN 3.95% 26/06/15	250,000	250,162.50
		MYLAN NV 3.75% 20/12/15	200,000	203,926.00
		NASDAQ 3.85% 26/06/30	30,000	30,445.20
		NASDAQ OMX GROUP 5.55% 20/01/15	100,000	105,781.00
		NATIONAL AUSTRALIA BANK 2.625% 20/07/23	250,000	250,945.00
		NATIONAL AUSTRALIA BK 2.5% 26/07/12	250,000	236,162.50
		NATIONAL AUSTRALIA BK 2.8% 22/01/10	250,000	250,105.00
		NATIONAL AUSTRALIA BK/NY 2.125% 20/05/22	250,000	247,970.00
		NATIONAL FUEL GAS 5.2% 25/07/15	150,000	159,729.00
		NATIONAL FUEL GAS CO 3.95% 27/09/15	50,000	49,214.50
		NATIONAL OILWELL VARCO I 2.6% 22/12/01	150,000	145,971.00
		NATIONAL RETAIL PROPERTI 4% 25/11/15	65,000	66,087.45
		NATIONAL RURAL UTIL COOP 2.3% 22/09/15	70,000	68,837.30
		NATIONAL RURAL UTILITIES 2% 20/01/27	200,000	198,998.00
		NATIONAL RURAL UTILITIES 5.25% 46/04/20	150,000	160,255.50
		NATL RETAIL PROPERTIES 3.8% 22/10/15	100,000	102,796.00
		NBCUNIVERSAL MEDIA LLC 2.875% 23/01/15	100,000	100,608.00
		NBCUNIVERSAL MEDIA LLC 4.375% 21/04/01	250,000	264,687.50
		NETAPP INC 3.375% 21/06/15	200,000	202,844.00
		NEWELL RUBBERMAID INC 2.875% 19/12/01	254,000	255,986.28
		NEWELL RUBBERMAID INC 3.15% 21/04/01	50,000	50,489.50
		NEWELL RUBBERMAID INC 3.85% 23/04/01	40,000	41,154.40
		NEWELL RUBBERMAID INC 4.2% 26/04/01	250,000	258,930.00
		NEWMONT MINING CORP 3.5% 22/03/15	300,000	304,863.00
		NEXTERA ENERGY CAPITAL 2.4% 19/09/15	150,000	150,148.50
		NEXTERA ENERGY CAPITAL 2.8% 23/01/15	50,000	49,672.50
		NIKE INC 2.25% 23/05/01	50,000	49,350.00
		NIKE INC 2.375% 26/11/01	100,000	94,510.00
		NISOURCE FINANCE CORP 2.65% 22/11/17	20,000	19,749.60
		NISOURCE FINANCE CORP 3.49% 27/05/15	100,000	100,970.00
		NOBLE ENERGY INC 3.9% 24/11/15	150,000	153,162.00
		NOBLE ENERGY INC 4.15% 21/12/15	100,000	103,957.00
		NOMURA HOLDINGS INC 2.75% 19/03/19	250,000	251,102.50
		NORDSTROM INC 4.75% 20/05/01	100,000	104,442.00
		NORFOLK SOUTHERN 2.9% 26/06/15	65,000	63,378.90
		NORFOLK SOUTHERN CORP 2.903% 23/02/15	200,000	199,516.00
		NORFOLK SOUTHERN CORP 3.15% 27/06/01	75,000	74,019.75
		NORTHERN TRUST CORP 3.375% 21/08/23	50,000	51,372.00
		NORTHERN TRUST CORP 3.375% 32/05/08	62,000	61,014.20
		NORTHERN TRUST CORP 3.95% 25/10/30	100,000	104,810.00
		NORTHROP GRUMMAN CORP 2.55% 22/10/15	150,000	147,853.50
		NORTHROP GRUMMAN CORP 2.93% 25/01/15	200,000	197,512.00
		NORTHROP GRUMMAN CORP 3.25% 23/08/01	150,000	152,164.50
		NORTHROP GRUMMAN CORP 3.5% 21/03/15	200,000	205,452.00
		NOVARTIS CAPITAL CORP 1.8% 20/02/14	100,000	99,218.00
		NOVARTIS CAPITAL CORP 2.4% 22/05/17	150,000	149,190.00
		NOVARTIS CAPITAL CORP 3.4% 24/05/06	350,000	363,023.50
		NOVARTIS SECS INVEST LTD 5.125% 19/02/10	400,000	412,712.00
		NSTAR 4.5% 19/11/15	75,000	77,754.00
		NSTAR ELECTRIC CO 3.2% 27/05/15	50,000	50,010.00
		NUCOR CORP 4% 23/08/01	150,000	156,058.50
		NVIDIA CORP 2.2% 21/09/16	30,000	29,656.20
		NVIDIA CORP 3.2% 26/09/16	50,000	49,575.50
		OCCIDENTAL PETROLEUM COR 3.4% 26/04/15	145,000	148,040.65
		OCCIDENTAL PETROLEUM COR 3.5% 25/06/15	150,000	154,305.00
		OCCIDENTAL PETROLEUM COR 4.1% 21/02/01	200,000	208,672.00
		OLD REPUBLIC INTERNATION 3.875% 26/08/26	100,000	99,724.00
		OMEGA HLTHCARE INVESTORS 4.375% 23/08/01	50,000	50,510.50
		OMEGA HLTHCARE INVESTORS 4.5% 25/01/15	50,000	49,483.50
		OMEGA HLTHCARE INVESTORS 4.5% 27/04/01	100,000	96,629.00
		OMEGA HLTHCARE INVESTORS 4.95% 24/04/01	100,000	103,839.00
		OMNICOM GROUP INC 3.6% 26/04/15	250,000	251,365.00
		OMNICOM GROUP INC 3.625% 22/05/01	150,000	154,525.50
		OMNICOM GROUP INC 6.25% 19/07/15	200,000	211,114.00
		ONCOR ELECTRIC DELIVERY 2.95% 25/04/01	100,000	98,927.00
		ONEOK INC 4% 27/07/13	85,000	86,002.15
		ONEOK PARTNERS LP 3.375% 22/10/01	200,000	201,636.00
		ORACLE CORP 1.9% 21/09/15	350,000	343,787.50
		ORACLE CORP 2.25% 19/10/08	350,000	351,018.50
		ORACLE CORP 2.375% 19/01/15	250,000	250,925.00
		ORACLE CORP 2.5% 22/05/15	300,000	299,076.00
		ORACLE CORP 2.5% 22/10/15	250,000	248,465.00
		ORACLE CORP 2.625% 23/02/15	105,000	104,707.05
		ORACLE CORP 2.65% 26/07/15	250,000	241,182.50
		ORACLE CORP 2.8% 21/07/08	150,000	151,992.00
		ORACLE CORP 2.95% 24/11/15	200,000	200,180.00
		ORACLE CORP 2.95% 25/05/15	300,000	298,827.00
		ORACLE CORP 3.25% 27/11/15	250,000	251,805.00
		ORACLE CORP 3.625% 23/07/15	150,000	156,637.50
		ORANGE SA 2.75% 19/02/06	100,000	100,497.00
		OREILLY AUTOMOTIVE INC 3.55% 26/03/15	50,000	50,146.50
		O'REILLY AUTOMOTIVE INC 4.625% 21/09/15	100,000	105,881.00
		ORIX CORP 2.9% 22/07/18	30,000	29,757.90
		ORIX CORP 3.25% 24/12/04	100,000	99,114.00
		ORIX CORP 3.7% 27/07/18	50,000	49,981.00
		OWENS CORNING 4.2% 22/12/15	150,000	156,981.00
		PACCAR FINANCIAL CORP 1.3% 19/05/10	20,000	19,782.20
		PACCAR FINANCIAL CORP 1.95% 20/02/27	60,000	59,461.80
		PACCAR FINANCIAL CORP 2.05% 20/11/13	100,000	99,155.00
		PACIFIC GAS & ELECTRIC 2.45% 22/08/15	150,000	146,445.00
		PACIFIC GAS & ELECTRIC 3.5% 25/06/15	150,000	150,615.00
		PACIFIC GAS & ELECTRIC 3.75% 24/02/15	100,000	103,087.00
		PACIFIC GAS & ELECTRIC 4.25% 21/05/15	100,000	104,858.00
		PACIFICORP 3.85% 21/06/15	300,000	312,408.00
		PACKAGING CORP OF AMERIC 2.45% 20/12/15	35,000	34,907.25
		PACKAGING CORP OF AMERIC 3.4% 27/12/15	35,000	34,718.60
		PACKAGING CORP OF AMERIC 3.65% 24/09/15	200,000	203,722.00
		PARKER-HANNIFIN CORP 3.3% 24/11/21	150,000	152,446.50
		PEPSICO INC 1.35% 19/10/04	45,000	44,417.25
		PEPSICO INC 1.7% 21/10/06	100,000	97,267.00
		PEPSICO INC 1.85% 20/04/30	100,000	99,138.00
		PEPSICO INC 2% 21/04/15	100,000	98,742.00
		PEPSICO INC 2.15% 20/10/14	150,000	149,517.00
		PEPSICO INC 2.375% 26/10/06	55,000	52,081.70
		PEPSICO INC 2.75% 25/04/30	250,000	249,150.00
		PEPSICO INC 2.85% 26/02/24	100,000	98,622.00
		PEPSICO INC 3% 21/08/25	300,000	305,997.00
		PEPSICO INC 3% 27/10/15	100,000	98,836.00
		PEPSICO INC 3.6% 24/03/01	100,000	104,203.00
		PERRIGO FINANCE UNLIMITE 4.375% 26/03/15	200,000	204,786.00
		PFIZER 1.45% 19/06/03	100,000	99,123.00
		PFIZER 1.95% 21/06/03	100,000	98,694.00
		PFIZER 2.75% 26/06/03	100,000	97,972.00
		PFIZER INC 1.7% 19/12/15	100,000	99,239.00
		PFIZER INC 2.1% 19/05/15	200,000	200,186.00
		PFIZER INC 2.2% 21/12/15	100,000	99,241.00
		PFIZER INC 3% 26/12/15	150,000	149,401.50
		PFIZER INC 3.4% 24/05/15	200,000	206,282.00
		PHILIP MORRIS INTL INC 1.375% 19/02/25	30,000	29,728.80
		PHILIP MORRIS INTL INC 1.875% 21/02/25	50,000	48,948.00
		PHILIP MORRIS INTL INC 2.375% 22/08/17	100,000	98,044.00
		PHILIP MORRIS INTL INC 2.5% 22/08/22	250,000	246,270.00
		PHILIP MORRIS INTL INC 2.5% 22/11/02	100,000	98,481.00
		PHILIP MORRIS INTL INC 2.75% 26/02/25	50,000	48,457.00
		PHILIP MORRIS INTL INC 3.125% 27/08/17	100,000	98,742.00
		PHILIP MORRIS INTL INC 4.5% 20/03/26	300,000	313,341.00
		PHILIP MORTOR INTERNATIO 3.25% 24/11/10	100,000	101,369.00
		PHILIPS ELECTRONICS NV 3.75% 22/03/15	100,000	103,494.00
		PHILLIPS 66 4.3% 22/04/01	100,000	105,781.00
		PHILLIPS 66 PARTNERS 3.55% 26/10/01	75,000	73,975.50
		PIONEER NATURAL RESOURCE 3.95% 22/07/15	100,000	103,544.00
		PIONEER NATURAL RESOURCE 4.45% 26/01/15	100,000	106,034.00
		PITNEY BOWES INC 3.375% 21/10/01	50,000	46,662.50
		PITNEY BOWES INC 4.7% 23/04/01	50,000	46,015.00
		PITNEY BOWES INC 6.25% 19/03/15	100,000	103,000.00
		PLAINS ALL AMER PIPELINE 2.6% 19/12/15	200,000	198,652.00
		PLAINS ALL AMER PIPELINE 3.6% 24/11/01	200,000	194,832.00
		PLAINS ALL AMER PIPELINE 4.5% 26/12/15	50,000	50,730.50
		PLAINS ALL AMER PIPELINE 5% 21/02/01	100,000	104,477.00
		PNC BANK 1.95% 19/03/04	250,000	249,435.00
		PNC BANK NA 2.4% 19/10/18	250,000	250,125.00
		PNC BANK NA 2.625% 22/02/17	250,000	249,220.00
		PNC BANK NA 2.7% 22/11/01	300,000	296,901.00
		PNC BANK NA 3.25% 25/06/01	250,000	251,707.50
		PNC BANK NA 3.8% 23/07/25	250,000	259,420.00
		PNC FINANCIAL SERVICES 3.9% 24/04/29	150,000	156,243.00
		PNC FUNDING CORP 5.125% 20/02/08	200,000	210,656.00
		POTASH CORP-SASKATCHEWAN 3% 25/04/01	200,000	194,338.00
		PPL CAPITAL FUNDING INC 3.95% 24/03/15	100,000	103,951.00
		PPL CAPITAL FUNDING INC 4.2% 22/06/15	150,000	157,824.00
		PPL ELECTRIC UTILITIES 3% 21/09/15	150,000	153,037.50
		PRAXAIR INC 2.2% 22/08/15	100,000	98,025.00
		PRAXAIR INC 3% 21/09/01	150,000	152,145.00
		PRAXAIR INC 3.2% 26/01/30	50,000	50,881.00
		PRECISION CASTPARTS CORP 2.5% 23/01/15	200,000	197,684.00
		PRICELINE GROUP 3.6% 26/06/01	100,000	100,082.00
		PRICELINE GROUP INC/THE 2.75% 23/03/15	100,000	99,199.00
		PRINCIPAL FINANCIAL GRO 4.7% 55/05/15	100,000	102,250.00
		PROCTER & GAMBLE 2.45% 26/11/03	100,000	95,343.00
		PROCTER & GAMBLE CO/THE 2.15% 22/08/11	100,000	98,314.00
		PROCTER & GAMBLE CO/THE 2.85% 27/08/11	100,000	98,462.00
		PROCTER & GAMBLE CO/THE 3.1% 23/08/15	200,000	204,730.00
		PROGRESS ENERGY CAROLINA 3% 21/09/15	100,000	101,614.00
		PROGRESSIVE CORP 3.75% 21/08/23	50,000	51,897.00
		PROLOGIS LP 4.25% 23/08/15	100,000	106,762.00
		PRUDENTIAL FINANCIAL INC 3.5% 24/05/15	100,000	103,173.00
		PRUDENTIAL FINANCIAL INC 4.5% 21/11/16	250,000	266,905.00
		PRUDENTIAL FINANCIAL INC 4.5% 47/09/15	100,000	101,500.00
		PRUDENTIAL FINANCIAL INC 5.625% 43/06/15	250,000	271,250.00
		PSEG 2% 21/11/15	100,000	96,986.00
		PUBLIC SERVICE COLORADO 3.2% 20/11/15	100,000	101,928.00
		PUBLIC SERVICE ELECTRIC 3% 25/05/15	150,000	149,343.00
		PUBLIC SERVICE ELECTRIC 3% 27/05/15	100,000	98,340.00
		PUBLIC STORAGE 2.37% 22/09/15	25,000	24,585.25
		PUBLIC STORAGE 3.094% 27/09/15	125,000	122,911.25
		PUGET ENERGY INC 5.625% 22/07/15	100,000	109,963.00
		PUGET ENERGY INC 6% 21/09/01	100,000	110,224.00
		QUALCOMM INC 1.85% 19/05/20	60,000	59,688.00
		QUALCOMM INC 2.1% 20/05/20	30,000	29,863.50
		QUALCOMM INC 2.25% 20/05/20	100,000	99,531.00
		QUALCOMM INC 2.6% 23/01/30	100,000	97,060.00
		QUALCOMM INC 2.9% 24/05/20	100,000	97,088.00
		QUALCOMM INC 3.25% 27/05/20	100,000	96,649.00
		QUALCOMM INC 3.45% 25/05/20	350,000	347,119.50
		QUEST DIAGNOSTIC INC 4.75% 20/01/30	100,000	104,299.00
		QUEST DIAGNOSTICS INC 3.5% 25/03/30	200,000	201,016.00
		QVC INC 3.125% 19/04/01	67,000	67,182.24
		QVC INC 4.85% 24/04/01	200,000	208,906.00
		RABOBANK NEDERLAND 3.875% 22/02/08	500,000	522,950.00
		RABOBANK NEDERLAND 4.625% 23/12/01	250,000	266,385.00
		RABOBANK NEDERLAND NY 1.375% 19/08/09	85,000	83,793.00
		RABOBANK NEDERLAND NY 2.25% 20/01/14	300,000	299,376.00
		RAYNOLDS AMERICAN INC 4.45% 25/06/12	200,000	211,316.00
		RAYTHEON COMPANY 2.5% 22/12/15	100,000	99,178.00
		RAYTHEON COMPANY 3.125% 20/10/15	150,000	153,174.00
		REALTY INCOME CORP 3.25% 22/10/15	200,000	202,116.00
		REALTY INCOME CORP 3.875% 24/07/15	150,000	154,015.50
		REGENCY CENTERS LP 3.6% 27/02/01	30,000	29,664.30
		REGIONS FINANCIAL CORP 3.2% 21/02/08	50,000	50,737.50
		REINSURANCE GRP OF AMER 6.45% 19/11/15	100,000	106,792.00
		RELIANCE STEEL & ALUM 4.5% 23/04/15	100,000	104,900.00
		RELX CAPITAL INC 3.125% 22/10/15	200,000	200,146.00
		RENAISSANCERE FINANCE 3.45% 27/07/01	65,000	63,312.60
		REPUBLIC SERVICES INC 3.2% 25/03/15	200,000	199,402.00
		REPUBLIC SERVICES INC 3.375% 27/11/15	60,000	59,874.00
		REPUBLIC SERVICES INC 3.55% 22/06/01	150,000	153,931.50
		REYNOLDS AMERICAN 4% 22/06/12	200,000	207,880.00
		REYNOLDS AMERICAN INC 3.25% 20/06/12	33,000	33,483.45
		REYNOLDS AMERICAN INC 6.875% 20/05/01	100,000	109,372.00
		RIO TINTO FIN USA 3.75% 25/06/15	200,000	207,924.00
		ROCK-TENN CO 3.5% 20/03/01	200,000	203,128.00
		ROCKWELL AUTOMATION 2.875% 25/03/01	150,000	146,563.50
		ROCKWELL COLLINS INC 2.8% 22/03/15	200,000	199,408.00
		ROCKWELL COLLINS INC 3.5% 27/03/15	200,000	200,964.00
		ROGERS COMMUNICATIONS 3.625% 25/12/15	190,000	192,965.90
		ROPER INDUSTRIES INC 6.25% 19/09/01	50,000	53,007.00
		ROPER TECHNOLOGIES INC 2.8% 21/12/15	50,000	49,909.50
		ROPER TECHNOLOGIES INC 3.125% 22/11/15	150,000	151,101.00
		ROPER TECHNOLOGIES INC 3.8% 26/12/15	55,000	56,208.90
		ROYAL BANK OF CANADA 1.625% 19/04/15	300,000	297,990.00
		ROYAL BANK OF CANADA 2.125% 20/03/02	150,000	149,215.50
		ROYAL BANK OF CANADA 2.15% 20/03/06	100,000	99,485.00
		ROYAL BANK OF CANADA 2.15% 20/10/26	260,000	258,109.80
		ROYAL BANK OF CANADA 2.35% 20/10/30	100,000	99,644.00
		ROYAL BANK OF CANADA 2.5% 21/01/19	250,000	249,690.00
		ROYAL BANK OF CANADA 4.65% 26/01/27	150,000	160,375.50
		ROYAL BANK OF SCOTLAND 4.8% 26/04/05	200,000	212,754.00
		ROYAL BANK OF SCOTLAND G 3.875% 23/09/12	200,000	202,228.00
		ROYAL BK OF SCOTLAND GRP 3.498% 23/05/15	200,000	199,612.00
		ROYAL CARIBBEAN CRUISES 2.65% 20/11/28	40,000	39,961.20
		RPM INTERNATIONAL INC 3.75% 27/03/15	50,000	50,251.50
		RPM INTERNATIONAL INC 6.125% 19/10/15	50,000	53,069.50
		RYDER SYSTEM INC 2.5% 20/05/11	250,000	249,657.50
		RYDER SYSTEM INC 2.65% 20/03/02	100,000	100,196.00
		S&P GLOBAL INC 3.3% 20/08/14	50,000	50,841.50
		S&P GLOBAL INC 4% 25/06/15	50,000	52,167.00
		SABINE PASS LIQUEFACTION 5% 27/03/15	150,000	159,364.50
		SABINE PASS LIQUEFACTION 5.625% 21/02/01	365,000	390,863.90
		SABINE PASS LIQUEFACTION 5.625% 25/03/01	225,000	246,163.50
		SABINE PASS LIQUEFACTION 5.75% 24/05/15	225,000	248,667.75
		SABRA HEALTH/CAPTL CORP 5.5% 21/02/01	50,000	51,250.00
		SANOFI-AVENTIS 4% 21/03/29	100,000	105,030.00
		SANTANDER HOLDINGS USA 2.65% 20/04/17	100,000	99,875.00
		SANTANDER HOLDINGS USA 2.7% 19/05/24	200,000	200,088.00
		SANTANDER HOLDINGS USA 3.4% 23/01/18	100,000	99,188.00
		SANTANDER HOLDINGS USA 3.7% 22/03/28	250,000	252,250.00
		SANTANDER HOLDINGS USA 4.4% 27/07/13	120,000	121,929.60
		SANTANDER ISSUANCES 5.179% 25/11/19	200,000	215,072.00
		SANTANDER UK 2.375% 20/03/16	200,000	199,686.00
		SANTANDER UK GROUP HLD 3.125% 21/01/08	200,000	201,346.00
		SANTANDER UK GROUP HLDGS 3.571% 23/01/10	200,000	201,840.00
		SANTANDER UK GROUP HLDGS 3.823% 28/11/03	200,000	198,720.00
		SANTANDER UK PLC 2.5% 19/03/14	200,000	200,456.00
		SCHLUMBERGER INVESTMENT 3.65% 23/12/01	200,000	209,850.00
		SCRIPPS NETWORKS INTERAC 3.5% 22/06/15	200,000	201,200.00
		SEAGATE HDD CAYMAN 4.75% 23/06/01	100,000	102,500.00
		SEAGATE HDD CAYMAN 4.875% 27/06/01	200,000	193,806.00
		SELECT INCOME REIT 3.6% 20/02/01	150,000	150,706.50
		SEMPRA ENERGY 2.4% 20/03/15	150,000	149,649.00
		SEMPRA ENERGY 2.875% 22/10/01	100,000	99,776.00
		SEMPRA ENERGY 3.25% 27/06/15	200,000	196,370.00
		SEMPRA ENERGY 3.75% 25/11/15	100,000	102,348.00
		SENIOR HOUSING PROPERTIE 3.25% 19/05/01	50,000	50,230.50
		SHELL INTERNATIONAL 1.375% 19/05/10	250,000	247,607.50
		SHELL INTERNATIONAL 1.875% 21/05/10	100,000	98,070.00
		SHELL INTERNATIONAL 2.875% 26/05/10	100,000	98,844.00
		SHELL INTERNATIONAL FIN 1.375% 19/09/12	100,000	98,707.00
		SHELL INTERNATIONAL FIN 1.75% 21/09/12	100,000	97,490.00
		SHELL INTERNATIONAL FIN 2.125% 20/05/11	350,000	348,673.50
		SHELL INTERNATIONAL FIN 2.375% 22/08/21	50,000	49,451.50
		SHELL INTERNATIONAL FIN 3.25% 25/05/11	300,000	305,178.00
		SHELL INTERNATIONAL FIN 3.4% 23/08/12	250,000	257,887.50
		SHELL INTERNATIONAL FIN 4.375% 20/03/25	150,000	156,681.00
		SHERWIN-WILLIAMS CO 2.25% 20/05/15	150,000	149,391.00
		SHERWIN-WILLIAMS CO 2.75% 22/06/01	100,000	99,541.00
		SHERWIN-WILLIAMS CO 3.125% 24/06/01	50,000	49,945.50
		SHERWIN-WILLIAMS CO 3.45% 27/06/01	200,000	200,784.00
		SHERWIN-WILLIAMS CO 4.2% 22/01/15	100,000	104,312.00
		SHIRE ACQ INV IRELAND DA 1.9% 19/09/23	300,000	297,027.00
		SHIRE ACQ INV IRELAND DA 2.4% 21/09/23	300,000	295,032.00
		SHIRE ACQ INV IRELAND DA 2.875% 23/09/23	150,000	146,973.00
		SHIRE ACQ INV IRELAND DA 3.2% 26/09/23	280,000	272,885.20
		SIMON PROPERTY GROUP LP 2.75% 23/06/01	100,000	99,022.00
		SIMON PROPERTY GROUP LP 3.25% 26/11/30	200,000	197,308.00
		SIMON PROPERTY GROUP LP 3.375% 27/12/01	100,000	99,484.00
		SIMON PROPERTY GROUP LP 3.75% 24/02/01	250,000	259,555.00
		SIMON PROPERTY GROUP LP 4.125% 21/12/01	200,000	210,116.00
		SKANDINAVISKA ENSKILDA 2.3% 20/03/11	250,000	249,157.50
		SKANDINAVISKA ENSKILDA B 1.875% 21/09/13	300,000	292,101.00
		SL GREEN REALTY CORP 4.5% 22/12/01	50,000	52,065.00
		SMUCKER (J.M.) CO 3.5% 21/10/15	150,000	153,708.00
		SOUTHERN CAL EDISON 2.4% 22/02/01	200,000	197,496.00
		SOUTHERN CALIF GAS CO 3.15% 24/09/15	100,000	101,884.00
		SOUTHERN CO 2.35% 21/07/01	100,000	98,635.00
		SOUTHERN CO 2.75% 20/06/15	100,000	100,616.00
		SOUTHERN CO 2.95% 23/07/01	250,000	249,507.50
		SOUTHERN CO GAS CAPITAL 2.45% 23/10/01	50,000	48,109.00
		SOUTHERN CO/THE 2.15% 19/09/01	200,000	199,230.00
		SOUTHERN CO/THE 3.25% 26/07/01	150,000	146,416.50
		SOUTHERN COPPER CORP 3.5% 22/11/08	67,000	68,573.16
		SOUTHWEST AIRLINES CO 3% 26/11/15	100,000	96,984.00
		SOVRAN ACQUISITION 3.5% 26/07/01	50,000	48,299.50
		SPECTRA ENERGY CAPITAL 3.3% 23/03/15	150,000	148,863.00
		SPECTRA ENERGY PARTNERS 4.75% 24/03/15	150,000	162,069.00
		SPIRIT AEROSYSTEMS INC 3.85% 26/06/15	25,000	25,241.00
		STANLEY BLACK & DECKER I 2.9% 22/11/01	100,000	100,538.00
		STARBUCKS CORP 2.2% 20/11/22	40,000	40,006.40
		STIFEL FIANCIAL 4.25% 24/07/18	100,000	101,763.00
		STRYKER CORP 2% 19/03/08	30,000	29,940.30
		STRYKER CORP 2.625% 21/03/15	50,000	50,056.00
		STRYKER CORP 3.375% 25/11/01	150,000	151,902.00
		STRYKER CORP 3.5% 26/03/15	25,000	25,555.00
		STRYKER CORP 4.375% 20/01/15	50,000	51,932.50
		SUMITOMO MITSUI BANKING 2.45% 19/01/10	250,000	250,572.50
		SUMITOMO MITSUI BANKING 2.45% 20/01/16	250,000	249,975.00
		SUMITOMO MITSUI BANKING 2.65% 20/07/23	250,000	250,892.50
		SUMITOMO MITSUI BANKING 3.4% 24/07/11	150,000	152,490.00
		SUMITOMO MITSUI BANKING 3.65% 25/07/23	250,000	256,690.00
		SUMITOMO MITSUI FINANCIA 2.442% 21/10/19	350,000	345,649.50
		SUMITOMO MITSUI FINANCIA 2.934% 21/03/09	150,000	151,051.50
		SUMITOMO MITSUI FINANCIA 3.784% 26/03/09	150,000	153,948.00
		SUMITOMO MITSUI FINL GRP 2.784% 22/07/12	200,000	198,042.00
		SUMITOMO MITSUI FINL GRP 3.364% 27/07/12	200,000	197,552.00
		SUMITOMO MITSUI FINL GRP 3.446% 27/01/11	200,000	200,110.00
		SUNCOR ENERGY INC 3.6% 24/12/01	75,000	76,854.00
		SUNOCO LOGISTICS PARTNER 3.9% 26/07/15	150,000	146,109.00
		SUNOCO LOGISTICS PARTNER 4.25% 24/04/01	60,000	60,904.20
		SUNOCO LOGISTICS PARTNER 4.4% 21/04/01	50,000	51,837.00
		SUNTRUST BANK 2.45% 22/08/01	100,000	98,291.00
		SUNTRUST BANK 3.3% 26/05/15	200,000	196,174.00
		SUNTRUST BANKS INC 2.5% 19/05/01	150,000	150,358.50
		SVB FINANCIAL GROUP 3.5% 25/01/29	150,000	149,287.50
		SVENSKA HANDELSBANKEN AB 1.875% 21/09/07	250,000	243,432.50
		SVENSKA HANDELSBANKEN AB 2.25% 19/06/17	250,000	250,047.50
		SVENSKA HANDELSBANKEN AB 2.45% 21/03/30	250,000	249,050.00
		SYNCHRONY FINANCIAL 2.6% 19/01/15	100,000	100,214.00
		SYNCHRONY FINANCIAL 3.7% 26/08/04	50,000	48,982.00
		SYNCHRONY FINANCIAL 3.75% 21/08/15	200,000	204,842.00
		SYNCHRONY FINANCIAL 3.95% 27/12/01	200,000	197,818.00
		SYNCHRONY FINANCIAL 4.5% 25/07/23	100,000	103,861.00
		SYNGENTA FINANCE NV 3.125% 22/03/28	100,000	96,799.00
		SYNOVUS FINANCIAL CORP 3.125% 22/11/01	30,000	29,633.40
		SYSCO CORP 1.9% 19/04/01	30,000	29,898.30
		SYSCO CORP 2.5% 21/07/15	70,000	69,557.60
		SYSCO CORPORATION 3.25% 27/07/15	200,000	197,810.00
		TARGET CORP 2.3% 19/06/26	200,000	200,602.00
		TARGET CORP 3.5% 24/07/01	200,000	207,108.00
		TC PIPELINES LP 3.9% 27/05/25	40,000	39,853.60
		TD AMERITRADE HOLDING CO 3.3% 27/04/01	60,000	60,437.40
		TD AMERITRADE HOLDING CO 3.625% 25/04/01	100,000	102,784.00
		TECO FINANCE INC 5.15% 20/03/15	100,000	105,018.00
		TELEFONICA EMISIONES SAU 4.57% 23/04/27	200,000	215,496.00
		TELEFONICA EMISIONES SAU 5.134% 20/04/27	300,000	317,061.00
		TELUS CORP 2.8% 27/02/16	50,000	47,051.00
		TESORO CORP 4.75% 23/12/15	100,000	107,237.00
		TESORO CORP 5.125% 26/12/15	100,000	110,195.00
		TEVA PHARM FIN IV BV 3.65% 21/11/10	150,000	142,242.00
		TEVA PHARMACEUTICALS NE 1.7% 19/07/19	210,000	204,880.20
		TEVA PHARMACEUTICALS NE 2.2% 21/07/21	300,000	276,264.00
		TEVA PHARMACEUTICALS NE 2.8% 23/07/21	250,000	219,140.00
		TEVA PHARMACEUTICALS NE 3.15% 26/10/01	300,000	249,147.00
		TEXAS INSTRUMENTS INC 1.75% 20/05/01	200,000	197,838.00
		TEXAS INSTRUMENTS INC 2.9% 27/11/03	70,000	68,845.70
		TEXTRON INC 4% 26/03/15	25,000	25,812.00
		TEXTRON INC 4.3% 24/03/01	115,000	121,377.90
		THE COCA-COLA COMPANY 3.2% 23/11/01	150,000	154,521.00
		THE KROGER CO. 2.95% 21/11/01	100,000	100,684.00
		THERMO FISHER SCIENTIFIC 2.95% 26/09/19	200,000	193,342.00
		THERMO FISHER SCIENTIFIC 3.2% 27/08/15	100,000	98,072.00
		THERMO FISHER SCIENTIFIC 3.3% 22/02/15	50,000	50,939.00
		THERMO FISHER SCIENTIFIC 3.6% 21/08/15	350,000	360,328.50
		THERMO FISHER SCIENTIFIC 4.5% 21/03/01	100,000	105,746.00
		THOMSON REUTERS CORP 3.85% 24/09/29	250,000	257,590.00
		TIME WARNER CABLE INC 4% 21/09/01	250,000	256,510.00
		TIME WARNER CABLE INC 5% 20/02/01	200,000	208,448.00
		TIME WARNER CABLE INC 8.75% 19/02/14	250,000	266,400.00
		TIME WARNER INC 2.1% 19/06/01	100,000	99,741.00
		TIME WARNER INC 3.4% 22/06/15	200,000	202,814.00
		TIME WARNER INC 3.55% 24/06/01	100,000	101,048.00
		TIME WARNER INC 3.6% 25/07/15	150,000	149,056.50
		TIME WARNER INC 3.8% 27/02/15	200,000	198,234.00
		TIME WARNER INC 4.75% 21/03/29	300,000	318,081.00
		TIMKEN CO/THE 3.875% 24/09/01	70,000	69,993.70
		TJX COS INC 2.75% 21/06/15	200,000	201,914.00
		TORCHMARK CORP 3.8% 22/09/15	75,000	77,142.75
		TORONTO-DOMINION BANK 1.8% 21/07/13	200,000	195,186.00
		TORONTO-DOMINION BANK 1.9% 19/10/24	500,000	496,630.00
		TORONTO-DOMINION BANK 1.95% 19/01/22	100,000	99,874.00
		TORONTO-DOMINION BANK 2.125% 21/04/07	100,000	98,842.00
		TORONTO-DOMINION BANK 2.5% 20/12/14	150,000	150,247.50
		TORONTO-DOMINION BANK 3.625% 31/09/15	125,000	123,658.75
		TOTAL CAPITAL INTL SA 2.1% 19/06/19	250,000	249,697.50
		TOTAL CAPITAL INTL SA 2.875% 22/02/17	350,000	353,696.00
		TOTAL CAPITAL INTL SA 3.7% 24/01/15	100,000	104,689.00
		TOTAL CAPITAL INTL SA 3.75% 24/04/10	150,000	157,966.50
		TOTAL CAPITAL SA 4.45% 20/06/24	100,000	105,100.00
		TOTAL SYSTEM SERVICES 4.8% 26/04/01	200,000	214,640.00
		TOYOTA MOTOR CREDIT 1.4% 19/05/20	200,000	197,942.00
		TOYOTA MOTOR CREDIT 2.25% 23/10/18	200,000	194,356.00
		TOYOTA MOTOR CREDIT CORP 1.95% 20/04/17	150,000	149,097.00
		TOYOTA MOTOR CREDIT CORP 2.125% 19/07/18	100,000	99,904.00
		TOYOTA MOTOR CREDIT CORP 2.15% 20/03/12	250,000	248,825.00
		TOYOTA MOTOR CREDIT CORP 2.15% 22/09/08	100,000	97,752.00
		TOYOTA MOTOR CREDIT CORP 2.75% 21/05/17	100,000	100,832.00
		TOYOTA MOTOR CREDIT CORP 3.2% 27/01/11	100,000	101,086.00
		TOYOTA MOTOR CREDIT CORP 3.3% 22/01/12	200,000	205,368.00
		TOYOTA MOTOR CREDIT CORP 4.25% 21/01/11	150,000	157,710.00
		TRANS-CANADA PIPELINES 3.75% 23/10/16	150,000	155,650.50
		TRANS-CANADA PIPELINES 3.8% 20/10/01	350,000	362,246.50
		TRANSCONT GAS PIPE LINE 7.85% 26/02/01	150,000	190,978.50
		TRAVELERS COS INC 5.9% 19/06/02	200,000	209,710.00
		TRINITY ACQUISITION PLC 3.5% 21/09/15	50,000	50,804.00
		TRINITY ACQUISITION PLC 4.4% 26/03/15	50,000	52,474.50
		TYCO ELECTRONICS GROUP 3.7% 26/02/15	100,000	102,908.00
		TYSON FOODS INC 2.25% 21/08/23	35,000	34,433.70
		TYSON FOODS INC 2.65% 19/08/15	100,000	100,417.00
		TYSON FOODS INC 3.95% 24/08/15	250,000	261,175.00
		UBS AG 2.375% 19/08/14	250,000	250,090.00
		UBS AG STAMFORD CT 2.35% 20/03/26	250,000	249,915.00
		UDR INC 4.625% 22/01/10	100,000	105,612.00
		UNILEVER CAPITAL CORP 1.8% 20/05/05	100,000	99,084.00
		UNILEVER CAPITAL CORP 2.2% 19/03/06	100,000	100,072.00
		UNILEVER CAPITAL CORP 2.2% 22/05/05	100,000	98,436.00
		UNILEVER CAPITAL CORP 2.9% 27/05/05	100,000	97,938.00
		UNILEVER CAPITAL CORP 3.1% 25/07/30	100,000	100,454.00
		UNILEVER CAPITAL CORP 4.25% 21/02/10	150,000	157,911.00
		UNION ELECTRIC CO 2.95% 27/06/15	50,000	49,060.00
		UNION PACIFIC CORP 2.25% 20/06/19	100,000	100,140.00
		UNION PACIFIC CORP 3.25% 25/01/15	200,000	202,840.00
		UNION PACIFIC CORP 3.25% 25/08/15	100,000	101,759.00
		UNION PACIFIC CORP 4% 21/02/01	100,000	104,347.00
		UNIONBANCAL CORP 3.5% 22/06/18	100,000	102,017.00
		UNITED AER 2014-2 A PTT 3.75% 28/03/03	177,060	183,168.07
		UNITED PARCEL SERVICE 2.35% 22/05/16	100,000	99,096.00
		UNITED PARCEL SERVICE 2.5% 23/04/01	200,000	197,614.00
		UNITED PARCEL SERVICE 3.05% 27/11/15	150,000	149,337.00
		UNITED PARCEL SERVICE 3.125% 21/01/15	250,000	255,867.50
		UNITED PARCEL SERVICE 5.125% 19/04/01	100,000	103,555.00
		UNITED TECHNOLOGIES CORP 3.1% 22/06/01	300,000	304,347.00
		UNITED TECHNOLOGIES CORP 3.125% 27/05/04	150,000	148,192.50
		UNITED TECHNOLOGIES CORP 4.5% 20/04/15	300,000	314,466.00
		UNITEDHEALTH GROUP INC 2.125% 21/03/15	150,000	148,642.50
		UNITEDHEALTH GROUP INC 2.375% 22/10/15	200,000	196,958.00
		UNITEDHEALTH GROUP INC 2.7% 20/07/15	200,000	202,028.00
		UNITEDHEALTH GROUP INC 2.875% 22/03/15	250,000	252,227.50
		UNITEDHEALTH GROUP INC 3.375% 21/11/15	100,000	102,865.00
		UNITEDHEALTH GROUP INC 3.45% 27/01/15	200,000	204,456.00
		UNITEDHEALTH GROUP INC 3.75% 25/07/15	200,000	209,352.00
		UNUM GROUP 4% 24/03/15	100,000	103,566.00
		URD INC 2.95% 26/09/01	25,000	23,808.00
		US BANCORP 2.2% 19/04/25	100,000	100,184.00
		US BANCORP 2.375% 26/07/22	150,000	140,338.50
		US BANCORP 2.625% 22/01/24	150,000	150,099.00
		US BANCORP 2.95% 22/07/15	150,000	151,279.50
		US BANCORP 3% 22/03/15	100,000	101,426.00
		US BANCORP 3.15% 27/04/27	200,000	198,722.00
		US BANCORP 3.6% 24/09/11	200,000	206,554.00
		US BANK NA CINCINNATI 2.05% 20/10/23	250,000	248,192.50
		US BANK NA CINCINNATI 2.125% 19/10/28	250,000	249,455.00
		VALE OVERSEAS LIMITED 4.375% 22/01/11	200,000	207,776.00
		VALE OVERSEAS LIMITED 6.25% 26/08/10	250,000	290,375.00
		VALERO ENERGY CORP 3.65% 25/03/15	150,000	153,445.50
		VALERO ENERGY CORP 6.125% 20/02/01	50,000	53,600.00
		VALERO ENERGY PARTNERS 4.375% 26/12/15	45,000	46,740.60
		VENTAS REALTY LP 3.1% 23/01/15	200,000	199,104.00
		VENTAS REALTY LP 3.5% 25/02/01	200,000	199,914.00
		VENTAS REALTY LP/CAP CRP 4.75% 21/06/01	100,000	105,727.00
		VEREIT OPERATING PARTNER 3% 19/02/06	60,000	60,242.40
		VEREIT OPERATING PARTNER 3.95% 27/08/15	40,000	39,123.60
		VEREIT OPERATING PARTNER 4.125% 21/06/01	35,000	36,369.90
		VEREIT OPERATING PARTNER 4.6% 24/02/06	40,000	41,578.40
		VEREIT OPERATING PARTNER 4.875% 26/06/01	50,000	52,494.00
		VERISK ANALYTICS INC 4% 25/06/15	150,000	154,521.00
		VERIZON COMMUNICATIONS 2.45% 22/11/01	500,000	490,385.00
		VERIZON COMMUNICATIONS 2.946% 22/03/15	677,000	678,590.95
		VERIZON COMMUNICATIONS 3% 21/11/01	250,000	252,717.50
		VERIZON COMMUNICATIONS 3.376% 25/02/15	100,000	99,814.00
		VERIZON COMMUNICATIONS 3.45% 21/03/15	300,000	308,322.00
		VERIZON COMMUNICATIONS 3.5% 24/11/01	400,000	405,192.00
		VERIZON COMMUNICATIONS 4.125% 27/03/16	200,000	206,754.00
		VERIZON COMMUNICATIONS 4.15% 24/03/15	250,000	262,642.50
		VERIZON COMMUNICATIONS I 1.75% 21/08/15	150,000	145,731.00
		VERIZON COMMUNICATIONS I 2.625% 26/08/15	250,000	233,162.50
		VF CORP 3.5% 21/09/01	70,000	72,017.40
		VIACOM INC 3.875% 24/04/01	200,000	198,790.00
		VIACOM INC 4.25% 23/09/01	150,000	154,356.00
		VIACOM INC 5.625% 19/09/15	200,000	208,954.00
		VIRGINIA ELEC & POWER CO 2.75% 23/03/15	100,000	98,994.00
		VIRGINIA ELEC & POWER CO 3.1% 25/05/15	100,000	99,759.00
		VIRGINIA ELEC & POWER CO 3.5% 27/03/15	100,000	101,949.00
		VIRGINIA ELECTRIC & POWE 3.15% 26/01/15	100,000	100,069.00
		VISA INC 2.15% 22/09/15	20,000	19,594.60
		VISA INC 2.2% 20/12/14	150,000	149,841.00
		VISA INC 2.75% 27/09/15	50,000	48,934.50
		VISA INC 2.8% 22/12/14	250,000	252,190.00
		VISA INC 3.15% 25/12/14	350,000	355,005.00
		VMWARE INC 2.3% 20/08/21	100,000	99,346.00
		VMWARE INC 2.95% 22/08/21	150,000	148,939.50
		VMWARE INC 3.9% 27/08/21	100,000	100,013.00
		VODAFONE GROUP PLC 2.5% 22/09/26	300,000	296,157.00
		VODAFONE GROUP PLC 5.45% 19/06/10	100,000	104,249.00
		VORNADO REALTY LP 3.5% 25/01/15	100,000	99,025.00
		VOYA FINANCIAL 3.65% 26/06/15	100,000	100,383.00
		VOYA FINANCIAL INC 3.125% 24/07/15	100,000	98,436.00
		VULCAN MATERIALS CO 3.9% 27/04/01	20,000	20,228.00
		VULCAN MATERIALS CO 4.5% 25/04/01	100,000	105,772.00
		WAL MART STORES INC 2.55% 23/04/11	100,000	100,005.00
		WALGREEN CO 3.1% 22/09/15	250,000	249,962.50
		WALGREENS BOOTS ALLIANCE 2.7% 19/11/18	150,000	150,619.50
		WALGREENS BOOTS ALLIANCE 3.45% 26/06/01	150,000	147,165.00
		WALGREENS BOOTS ALLIANCE 3.8% 24/11/18	200,000	203,746.00
		WAL-MART STORES INC 2.65% 24/12/15	200,000	198,924.00
		WAL-MART STORES INC 3.25% 20/10/25	300,000	308,490.00
		WAL-MART STORES INC 3.3% 24/04/22	300,000	310,470.00
		WALT DISNEY 0.875% 19/07/12	40,000	39,272.80
		WALT DISNEY CO 2.3% 21/02/12	350,000	348,813.50
		WALT DISNEY CO 3% 26/02/13	150,000	149,061.00
		WALT DISNEY COMPANY/THE 1.8% 20/06/05	50,000	49,442.00
		WALT DISNEY COMPANY/THE 2.35% 22/12/01	150,000	148,090.50
		WALT DISNEY COMPANY/THE 2.95% 27/06/15	100,000	98,498.00
		WALT DISNEY COMPANY/THE 3.75% 21/06/01	100,000	104,426.00
		WASHINGTON PG LP 5.95% 24/08/15	100,000	102,317.00
		WASTE MANAGEMENT INC 2.9% 22/09/15	150,000	150,066.00
		WASTE MANAGEMENT INC 3.15% 27/11/15	200,000	197,128.00
		WELLPOINT INC 3.5% 24/08/15	250,000	254,265.00
		WELLPOINT INC 4.35% 20/08/15	100,000	104,591.00
		WELLS FARGO & CO 2.5% 21/03/04	250,000	249,110.00
		WELLS FARGO & CO 2.55% 20/12/07	150,000	150,297.00
		WELLS FARGO & CO 2.6% 20/07/22	300,000	301,257.00
		WELLS FARGO & CO 3% 26/04/22	500,000	487,490.00
		WELLS FARGO & CO 3.55% 25/09/29	200,000	203,476.00
		WELLS FARGO & COMPANY 2.125% 19/04/22	400,000	399,712.00
		WELLS FARGO & COMPANY 2.15% 20/01/30	400,000	398,864.00
		WELLS FARGO & COMPANY 2.625% 22/07/22	335,000	331,378.65
		WELLS FARGO & COMPANY 3% 25/02/19	350,000	345,145.50
		WELLS FARGO & COMPANY 3% 26/10/23	200,000	194,452.00
		WELLS FARGO & COMPANY 3.3% 24/09/09	150,000	151,212.00
		WELLS FARGO & COMPANY 3.5% 22/03/08	500,000	513,700.00
		WELLS FARGO & COMPANY 3.584% 28/05/22	265,000	266,587.35
		WELLS FARGO & COMPANY 4.125% 23/08/15	150,000	157,297.50
		WELLS FARGO & COMPANY 4.3% 27/07/22	300,000	315,666.00
		WELLS FARGO 3.069% 23/01/24	500,000	502,710.00
		WESTERN GAS PARTNERS 4% 22/07/01	250,000	254,212.50
		WESTERN GAS PARTNERS 4.65% 26/07/01	25,000	25,870.00
		WESTERN UNION CO/THE 3.6% 22/03/15	50,000	50,615.00
		WESTLAKE CHEMICAL CORP 3.6% 26/08/15	150,000	149,673.00
		WESTPAC BANKING 1.65% 19/05/13	100,000	99,181.00
		WESTPAC BANKING 2.85% 26/05/13	150,000	145,084.50
		WESTPAC BANKING CORP 2.15% 20/03/06	100,000	99,485.00
		WESTPAC BANKING CORP 2.25% 19/01/17	100,000	100,134.00
		WESTPAC BANKING CORP 2.3% 20/05/26	200,000	199,326.00
		WESTPAC BANKING CORP 2.5% 22/06/28	300,000	296,505.00
		WESTPAC BANKING CORP 2.6% 20/11/23	150,000	150,364.50
		WESTPAC BANKING CORP 2.8% 22/01/11	200,000	200,820.00
		WESTPAC BANKING CORP 3.35% 27/03/08	100,000	100,295.00
		WESTPAC BANKING CORP 4.322% 31/11/23	100,000	101,881.00
		WESTPAC BANKING CORP 4.875% 19/11/19	200,000	209,242.00
		WEYERHAEUSER CO 4.625% 23/09/15	100,000	107,194.00
		WHIRLPOOL CORP 3.7% 25/05/01	100,000	101,944.00
		WHIRLPOOL CORP 4.85% 21/06/15	100,000	106,535.00
		WILLIAMS PARTNERS LP 3.6% 22/03/15	100,000	101,892.00
		WILLIAMS PARTNERS LP 4% 25/09/15	100,000	101,954.00
		WILLIAMS PARTNERS LP 4.3% 24/03/04	200,000	208,722.00
		WILLIAMS PARTNERS LP 4.5% 23/11/15	100,000	105,175.00
		WILLIAMS PARTNERS LP 5.25% 20/03/15	150,000	158,311.50
		WILLIAMS PARTNERS/ACMP 4.875% 24/03/15	150,000	156,375.00
		WILLIS NORTH AMERICA INC 3.6% 24/05/15	50,000	50,493.50
		WISCONSIN ENERGY CORP 2.45% 20/06/15	50,000	50,010.00
		WISCONSIN ENERGY CORP 3.55% 25/06/15	50,000	51,179.50
		WP CAREY INC 4.6% 24/04/01	150,000	155,932.50
		WPP FINANCE 2010 3.625% 22/09/07	150,000	153,598.50
		WPP FINANCE 2010 3.75% 24/09/19	100,000	101,967.00
		WYETH 6.45% 24/02/01	100,000	119,927.00
		WYNDHAM WORLDWIDE 5.1% 25/10/01	150,000	156,660.00
		XCEL ENERGY INC 3.3% 25/06/01	250,000	251,805.00
		XEROX CORPORATION 2.75% 20/09/01	100,000	98,852.00
		XEROX CORPORATION 3.625% 23/03/15	150,000	146,014.50
		XEROX CORPORATION 5.625% 19/12/15	125,000	131,267.50
		XILINX INC 2.125% 19/03/15	100,000	99,628.00
		XLIT LTD 4.45% 25/03/31	150,000	151,959.00
		XYLEM INC 3.25% 26/11/01	55,000	54,089.75
		YAMANA GOLD INC 4.625% 27/12/15	100,000	99,708.00
		ZIMMER HOLDINGS INC 2.7% 20/04/01	250,000	250,187.50
		ZIMMER HOLDINGS INC 3.375% 21/11/30	100,000	101,203.00
		ZIMMER HOLDINGS INC 3.55% 25/04/01	100,000	99,418.00
		ZOETIS INC 3% 27/09/12	200,000	193,064.00
		ZOETIS INC 4.5% 25/11/13	100,000	108,526.00
	アメリカ・ドル小計		285,452,390	288,989,659.42
				(32,496,887,201)
社債券小計				32,496,887,201
				(32,496,887,201)
合計				32,496,887,201
				(32,496,887,201)

(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	1,792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1期(平成29年1月27日-平成30年1月10日)

開示資料

決算