|
617986005
|
MORGAN STANLEY MASTER NOTE
|
$1,353,000,000.00
|
2.92
|
|
94974QZ59
|
WELLS FARGO BANK NA
|
$650,000,000.00
|
1.40
|
|
313396U35
|
Federal Home Loan Mtg Disc Notes
|
$552,378,362.19
|
1.19
|
|
06479ECX4
|
BANK OF SCOTLAND PLC/NY -- BSCTUS YCD
|
$500,000,000.00
|
1.08
|
|
74977GNY0
|
RABOBANK NEDERLAND N Y
|
$500,000,000.00
|
1.08
|
|
90466K2A0
|
Unicredito Italiano SP
|
$499,500,688.31
|
1.08
|
|
06050TLB6
|
BANK OF AMERICA NA
|
$440,000,000.00
|
0.95
|
|
1317A0WH4
|
Calyon NY Branch
|
$400,000,000.00
|
0.86
|
|
4662J0M25
|
JPMorgan Chase & Co
|
$396,310,000.00
|
0.86
|
|
0556M3XU9
|
BNP Paribas NY Banch
|
$395,000,000.00
|
0.85
|
|
14999J003
|
Calyon Grand Cayman
|
$386,959,000.00
|
0.84
|
|
86959FJM9
|
SVENSKA HANDELSBANKEN NY -- SVSNY YCD
|
$377,400,000.00
|
0.81
|
|
313396S53
|
Federal Home Ln Mtg
|
$371,731,999.58
|
0.80
|
|
313588U37
|
FEDERAL NATL MTG ASSN DISC NTS
|
$370,577,153.93
|
0.80
|
|
40428AWV5
|
HSBC BANK USA NA
|
$366,800,000.00
|
0.79
|
|
90263LVQ6
|
UBS AG STAMFORD BRAN
|
$350,001,212.48
|
0.76
|
|
63230GT61
|
NATIXIS NY
|
$350,001,061.76
|
0.76
|
|
90263LSQ0
|
UBS AG STAMFORD BRAN
|
$350,000,823.69
|
0.76
|
|
06537HWN7
|
BNK OF TKYO-MTBSHI L
|
$350,000,000.00
|
0.76
|
|
26156RLC9
|
DRESDNER BANK AG NY
|
$350,000,000.00
|
0.76
|
|
26156RKZ9
|
DRESDNER BANK AG NY
|
$350,000,000.00
|
0.76
|
|
3133XPZ64
|
Federal Home Ln Bks
|
$349,925,695.70
|
0.76
|
|
83050TMA6
|
SKANDIN ENS BANKEN AG
|
$346,051,806.10
|
0.75
|
|
1317A0XY6
|
CALYON NY BRANCH
|
$345,000,000.00
|
0.74
|
|
29399U9W3
|
Issuer Entity LLC
|
$339,382,554.98
|
0.73
|
|
31398APE6
|
Federal Natl Mtg Assn
|
$336,750,000.00
|
0.73
|
|
78009JBW4
|
ROYAL BANK OF CANADA NY -- RY YCD
|
$331,900,000.00
|
0.72
|
|
25213E2T5
|
Dexia Credit Local SA
|
$325,000,537.94
|
0.70
|
|
01922QFT7
|
ALLIED IRISH BANKS
|
$325,000,000.00
|
0.70
|
|
46522ETY7
|
ISTITUTO BANCARIO SA
|
$325,000,000.00
|
0.70
|
|
05461FBM8
|
AXON FINL FDG LTD
|
$324,999,977.37
|
0.70
|
|
313589AG8
|
FEDERAL NATL MTG ASSN DISC NTS
|
$323,428,786.34
|
0.70
|
|
0556X0HR8
|
BNZ INTNL FDG LTD
|
$318,365,190.08
|
0.69
|
|
94974QN60
|
Wells Fargo Bank 2.5575% 06/03/09
|
$308,220,000.00
|
0.67
|
|
51488PZ27
|
LANDESBANK BADEN-WUR
|
$300,001,414.08
|
0.65
|
|
0556M3Z37
|
BNP PARIBAS NY BANCH
|
$300,000,000.00
|
0.65
|
|
0605A05G5
|
BANK OF AMERICA
|
$300,000,000.00
|
0.65
|
|
0636Q0YT3
|
BANK OF MONTREAL-
|
$300,000,000.00
|
0.65
|
|
22699P005
|
CREDIT AGRICOLE SA
|
$300,000,000.00
|
0.65
|
|
78009JBX2
|
ROYAL BANK OF CANADA NY -- RY YCD
|
$300,000,000.00
|
0.65
|
|
8911A3PQ9
|
TORONTO-DOMINION
|
$300,000,000.00
|
0.65
|
|
8911A3NZ1
|
TORONTO-DOMINION
|
$300,000,000.00
|
0.65
|
|
38375WQT6
|
GOVERNOR & CO.OF BNK
|
$300,000,000.00
|
0.65
|
|
38199N001
|
Goldman Sachs Promissory Note
|
$300,000,000.00
|
0.65
|
|
1730D1SM7
|
CITIBANK NEW YORK N.
|
$300,000,000.00
|
0.65
|
|
06537HVT5
|
BNK OF TKYO-MTBSHI L
|
$300,000,000.00
|
0.65
|
|
06416MVX1
|
BANK OF NOVA SCOTIA NY -- BNSNY YCD
|
$300,000,000.00
|
0.65
|
|
3133XRRF9
|
FEDERAL HOME LOAN BANK
|
$299,811,533.34
|
0.65
|
|
01922JJ85
|
ALLIED IRISH BANKS NA -- AIBPP CP
|
$299,108,583.48
|
0.65
|
|
06278LJC0
|
GOVERNOR & CO.OF BNK
|
$299,062,000.02
|
0.65
|
|
4497W0JN9
|
ING (US) FUNDING LLC
|
$298,968,666.44
|
0.65
|
|
78009RKQ9
|
ROYAL BK OF SCOTLAND
|
$297,931,499.52
|
0.64
|
|
34956PEG8
|
FORTIS BANK NEW YORK
|
$275,000,000.00
|
0.59
|
|
65557NAA7
|
NORDEA BK AB EXT SHORT TERM NT
|
$275,000,000.00
|
0.59
|
|
83365RKW4
|
SOCIETE GEN NO AMER
|
$272,937,500.00
|
0.59
|
|
313589AP8
|
FEDERAL NATL MTG ASSN DISC NTS
|
$267,404,131.39
|
0.58
|
|
0673P25Y4
|
BARCLAYS BANK PLC
|
$260,000,000.00
|
0.56
|
|
40099B004
|
GRYPHON FUNDING LIMITED
|
$257,157,225.19
|
0.56
|
|
313397DS7
|
FRE DISCOUNT NT, 0.0000% Mat 03/20/2009
|
$252,394,006.46
|
0.54
|
|
53943YFQ2
|
LLOYDS BK PLC NY BRN
|
$250,000,622.00
|
0.54
|
|
05999G007
|
BANCO SANTANDER
|
$250,000,615.79
|
0.54
|
|
0258A1N71
|
AMEX CENTURION BK
|
$250,000,000.00
|
0.54
|
|
0594L7B69
|
BANCO BILBAO VIZCAYA
|
$250,000,000.00
|
0.54
|
|
0594L7C35
|
BANCO BILBAO VIZCAYA
|
$250,000,000.00
|
0.54
|
|
06537HXC0
|
BNK OF TKYO-MTBSHI L
|
$250,000,000.00
|
0.54
|
|
22550CJA0
|
CREDIT SUISSE NY
|
$250,000,000.00
|
0.54
|
|
06479EVV7
|
BANK SCOTLAND PLC TREAS DIV
|
$250,000,000.00
|
0.54
|
|
92976EPH3
|
WACHOVIA BANK N.A.
|
$250,000,000.00
|
0.54
|
|
8336P2M62
|
SOCIETE GENERALE NY
|
$250,000,000.00
|
0.54
|
|
78010CAV9
|
Royal Bank of Scotland Group Plc 3.5700% 03/04/09
|
$250,000,000.00
|
0.54
|
|
63230GYS7
|
NATEXIS BANQ POPULAIR NY -- NATXNY YCD
|
$250,000,000.00
|
0.54
|
|
46522ERM5
|
ISTITUTO BANCARIO SA
|
$250,000,000.00
|
0.54
|
|
38199B007
|
GOLDMAN SACHS PROM NT
|
$250,000,000.00
|
0.54
|
|
3128X7HW7
|
FEDERAL HOME LN MTG CORP
|
$250,000,000.00
|
0.54
|
|
2495E55V1
|
DEPFA BANK PLC
|
$250,000,000.00
|
0.54
|
|
2363F9R55
|
DANSKE CORP.
|
$250,000,000.00
|
0.54
|
|
0594L7G98
|
BANCO BILBAO VIZCAYA
|
$250,000,000.00
|
0.54
|
|
99GMAJ005
|
ABN AMRO BK NV
|
$249,994,949.38
|
0.54
|
|
2363F6HT0
|
DANSKE CORP.
|
$249,542,291.65
|
0.54
|
|
83050TJ85
|
SKANDIN ENS BANKEN AG
|
$249,300,694.60
|
0.54
|
|
2363F6JJ0
|
DANSKE CORP.
|
$249,073,333.90
|
0.54
|
|
69347DDW5
|
PNC BANK NA, 3.4638% Mat 02/23/2009
|
$248,650,000.00
|
0.54
|
|
89233PK96
|
Toyota Motor Credit Corp MTN Bk Ent
|
$248,468,736.59
|
0.54
|
|
0556X0LA0
|
BNZ INTNL FDG LTD
|
$247,987,014.55
|
0.54
|
|
0660P0LR2
|
BANKAMERICA CORP
|
$247,659,861.30
|
0.53
|
|
2254EANG4
|
CREDIT SUISSE NY
|
$246,500,000.75
|
0.53
|
|
313588S71
|
FEDERAL NATL MTG ASSN DISC NTS
|
$245,585,960.11
|
0.53
|
|
05252TAL4
|
AUST + NEW ZEA
|
$243,500,000.00
|
0.53
|
|
46522ESF9
|
ISTITUTO BANCARIO SA
|
$242,500,000.00
|
0.52
|
|
85834MAA2
|
STEERS MERCURY III CDO TR
|
$242,019,322.00
|
0.52
|
|
313397AE1
|
FEDERAL HOME LN MTG DISC NTS
|
$234,778,410.12
|
0.51
|
|
05461FAB3
|
AXON FINL FDG TLD
|
$225,000,000.00
|
0.49
|
|
74977RBD5
|
Rabobank Nederland
|
$224,981,962.86
|
0.49
|
|
63872LHF6
|
NATIXIS
|
$224,767,249.96
|
0.49
|
|
1730T0FM6
|
CITIGROUP FDG INC
|
$222,849,593.38
|
0.48
|
|
3133XQV58
|
FEDERAL HOME LN BKS
|
$200,043,232.88
|
0.43
|
|
25213E5A3
|
DEXIA CREDIT LOCAL S.A
|
$200,007,612.50
|
0.43
|
|
8336P2KQ0
|
SOCIETE GENERALE NY
|
$200,002,701.84
|
0.43
|
|
90466KJ53
|
UNICREDITO ITALIANO SP
|
$200,002,412.72
|
0.43
|
|
01922QEW1
|
ALLIED IRISH BANKS
|
$200,000,000.00
|
0.43
|
|
05461FAM9
|
AXON FINL FDG LTD
|
$200,000,000.00
|
0.43
|
|
0636Q0ST0
|
BANK OF MONTREAL-
|
$200,000,000.00
|
0.43
|
|
06537HXK2
|
BNK OF TKYO-MTBSHI L
|
$200,000,000.00
|
0.43
|
|
0673P2XX5
|
BARCLAYS BANK PLC
|
$200,000,000.00
|
0.43
|
|
22550CHE4
|
CREDIT SUISSE NY
|
$200,000,000.00
|
0.43
|
|
2495E5Q22
|
DEPFA BANK PLC
|
$200,000,000.00
|
0.43
|
|
8911A3FL1
|
TORONTO-DOMINION
|
$200,000,000.00
|
0.43
|
|
78009JCU7
|
ROYAL BK OF CANADA
|
$200,000,000.00
|
0.43
|
|
31398ASV5
|
FEDERAL NATL MTG ASSN
|
$200,000,000.00
|
0.43
|
|
3133XRHJ2
|
Federal Home Loan Bank 2.3550% 06/10/09
|
$200,000,000.00
|
0.43
|
|
3133XPMW1
|
FHLB AGY BOND
|
$200,000,000.00
|
0.43
|
|
3133XPFE9
|
FEDERAL HOME LN BKS
|
$200,000,000.00
|
0.43
|
|
0673P2T28
|
Barclays Bank PLC
|
$200,000,000.00
|
0.43
|
|
06278LHF5
|
GOVERNOR & CO.OF BNK
|
$199,790,000.00
|
0.43
|
|
17307RJ54
|
CITIGROUP FDG INC
|
$199,430,277.76
|
0.43
|
|
313396Q71
|
FEDERAL HOME LN MTG DISC NTS
|
$198,556,111.12
|
0.43
|
|
9612C0LH0
|
WESTPAC BANKING CORP.
|
$198,427,999.88
|
0.43
|
|
9612C0LK3
|
WESTPAC BANKING CORP.
|
$198,392,777.64
|
0.43
|
|
313589DP5
|
FNM DISCOUNT NT, 0.0000% Mat 03/27/2009
|
$197,165,485.77
|
0.43
|
|
4497W0KU1
|
ING (US) FUNDING LLC
|
$193,589,066.35
|
0.42
|
|
31331YL57
|
FEDERAL FARM CREDIT BANK
|
$180,000,000.00
|
0.39
|
|
3136F9FV0
|
FEDERAL NATL MTG ASSN
|
$179,967,363.51
|
0.39
|
|
86959E000
|
SVENSKA HANDLSBNKN AB
|
$175,001,595.82
|
0.38
|
|
3133XQGT3
|
FEDERAL HOME LN BKS
|
$175,000,000.00
|
0.38
|
|
92976ELQ7
|
WACHOVIA BANK N.A.
|
$175,000,000.00
|
0.38
|
|
2363F6HJ2
|
DANSKE CORP.
|
$174,793,816.26
|
0.38
|
|
83050TJJ1
|
SKANDIN ENS BANKEN AG
|
$174,351,333.03
|
0.38
|
|
87019RKT2
|
SWEDBANK
|
$173,718,562.50
|
0.38
|
|
313588Q99
|
FEDERAL NATL MTG ASSN DISC NTS
|
$173,694,312.48
|
0.38
|
|
313588T62
|
FEDERAL NATL MTG ASSN DISC NTS
|
$169,295,700.35
|
0.37
|
|
0673P2YR7
|
BARCLAYS BANK NY -- BCSNY YCD
|
$167,000,000.00
|
0.36
|
|
0556M3VE7
|
BNP PARIBAS NY BANCH
|
$165,000,000.00
|
0.36
|
|
04899E006
|
ATLANTIC EASTFUNDING LLC
|
$164,752,567.10
|
0.36
|
|
36959HHR1
|
GENERAL ELEC CAP CORP -- GECC CP
|
$160,014,608.00
|
0.35
|
|
313588V44
|
FEDERAL NATL MTG ASSN DISC NTS
|
$155,342,777.33
|
0.34
|
|
65556EU65
|
NORDEA BANK FLD PLC
|
$150,712,815.81
|
0.33
|
|
0594L7XM0
|
BANCO BILBAO VIZCAYA
|
$150,002,280.33
|
0.32
|
|
0556M3N48
|
BNP PARIBAS NY BANCH
|
$150,000,000.00
|
0.32
|
|
06479EUA4
|
BANK SCOTLAND PLC TREAS DIV
|
$150,000,000.00
|
0.32
|
|
0673P2Z62
|
BARCLAYS BANK PLC
|
$150,000,000.00
|
0.32
|
|
78010CAF4
|
ROYAL BK SCOTLAND GROUP PLC
|
$150,000,000.00
|
0.32
|
|
90263K009
|
UBS AG STAMFORD BRANCH
|
$150,000,000.00
|
0.32
|
|
78008FAN4
|
Royal Bank Canada
|
$150,000,000.00
|
0.32
|
|
40428HNX6
|
HSBC USA INC NEW
|
$150,000,000.00
|
0.32
|
|
0636Q0RK0
|
BANK OF MONTREAL-
|
$150,000,000.00
|
0.32
|
|
31398AMA7
|
FANNIE MAE
|
$149,992,808.22
|
0.32
|
|
83050HQB6
|
SKANDIN ENS BANKEN
|
$149,986,928.88
|
0.32
|
|
0660P0Q22
|
BANKAMERICA CORP
|
$147,479,500.14
|
0.32
|
|
92976EMH6
|
Wachovia Bank NA
|
$145,000,000.00
|
0.31
|
|
313588U52
|
FEDERAL NATL MTG ASSN
|
$142,789,343.82
|
0.31
|
|
90466KG23
|
UNICREDITO ITALIANO SP
|
$141,370,000.00
|
0.31
|
|
06416MTJ5
|
BANK OF NOVA SCOTIA -- BNS YCD
|
$137,900,000.00
|
0.30
|
|
01922JHM6
|
ALLIED IRISH BANKS NA
|
$137,770,766.60
|
0.30
|
|
2363F6HB9
|
DANSKE CORP.
|
$136,205,347.31
|
0.29
|
|
949746KV2
|
Wells Fargo Co
|
$135,888,266.30
|
0.29
|
|
3136F8J22
|
FEDERAL NATL MTG ASSOC
|
$133,800,000.00
|
0.29
|
|
90466K2L6
|
UNICREDITO ITALIANO SP
|
$125,000,344.57
|
0.27
|
|
02580AS28
|
AMER EXP BANK FSB
|
$125,000,000.00
|
0.27
|
|
0258A1K90
|
AMEX CENTURION BK
|
$125,000,000.00
|
0.27
|
|
90466KS38
|
UNICREDITO ITALIANO SP
|
$125,000,000.00
|
0.27
|
|
8911A3DS8
|
TORONTO-DOMINION
|
$125,000,000.00
|
0.27
|
|
86959JAU2
|
SVENSKA HANDELSBANKEN AB
|
$125,000,000.00
|
0.27
|
|
78010GJY5
|
Royal Bank of Scotland
|
$125,000,000.00
|
0.27
|
|
44983VAA8
|
ING BK N V EXTENDIBLE FLTG
|
$125,000,000.00
|
0.27
|
|
05966DCE0
|
Banco Santander
|
$125,000,000.00
|
0.27
|
|
0556X0J88
|
BNZ INTNL FDG LTD
|
$124,636,492.93
|
0.27
|
|
3133XQKZ4
|
FEDERAL HOME LN BKS
|
$124,500,000.00
|
0.27
|
|
87019RKU9
|
SWEDBANK
|
$124,074,166.47
|
0.27
|
|
00182GAG9
|
ANZ Natl Intl Ltd London Brh
|
$124,000,000.00
|
0.27
|
|
87019RJ49
|
SWEDBANK
|
$119,692,300.08
|
0.26
|
|
3133XNFB0
|
Federal Home Loan Bank 5.0550% 12/03/08
|
$115,000,000.00
|
0.25
|
|
4497W0NG9
|
ING (US) FUNDING LLC -- INGFDG CP
|
$111,215,536.16
|
0.24
|
|
78009HN88
|
ROYAL BK OF CANADA
|
$103,915,565.33
|
0.22
|
|
05252VB79
|
AUSTR & NEW ZEALND B
|
$100,011,429.27
|
0.22
|
|
05966DCF7
|
BANCO SANTANDER
|
$100,003,891.72
|
0.22
|
|
63230GS21
|
NATIXIS NY
|
$100,000,810.14
|
0.22
|
|
63230GQ31
|
Natixis NY
|
$100,000,082.72
|
0.22
|
|
0258A1K82
|
AMEX CENTURION BK
|
$100,000,000.00
|
0.22
|
|
05252VB87
|
AUSTR & NEW ZEALND B
|
