|
617986005
|
MORGAN STANLEY MASTER NOTE
|
$1,353,000,000.00
|
3.22
|
|
05999G007
|
BANCO SANTANDER
|
$650,008,501.51
|
1.55
|
|
05699D007
|
BNP PARIBAS GRAND CAYMAN
|
$621,668,000.00
|
1.48
|
|
313396U35
|
FEDERAL HOME LN MTG DISC NTS
|
$551,117,629.51
|
1.31
|
|
06479ECX4
|
BANK OF SCOTLAND PLC/NY -- BSCTUS YCD
|
$500,000,000.00
|
1.19
|
|
90466K2A0
|
Unicredito Italiano SP
|
$499,502,821.88
|
1.19
|
|
06050TLB6
|
BANK OF AMERICA NA
|
$440,000,000.00
|
1.05
|
|
53943RGE3
|
Lloyds Bank PLC
|
$438,605,265.86
|
1.04
|
|
1317A0WH4
|
CALYON NY BRANCH
|
$400,000,000.00
|
0.95
|
|
13606W001
|
Canadian Imperial Bank
|
$400,000,000.00
|
0.95
|
|
2521E0HC4
|
Dexia Delaware
|
$398,777,333.12
|
0.95
|
|
4662J0M25
|
MORGAN J.P. CHASE &
|
$395,380,000.00
|
0.94
|
|
0556M3XU9
|
BNP Paribas NY Banch
|
$395,000,000.00
|
0.94
|
|
86959FJM9
|
SVENSKA HANDELSBANKEN NY -- SVSNY YCD
|
$377,400,000.00
|
0.90
|
|
313396S53
|
Federal Home Ln Mtg
|
$370,946,666.15
|
0.88
|
|
63230GT61
|
NATIXIS NY
|
$350,004,054.12
|
0.83
|
|
06537HWN7
|
BNK OF TKYO-MTBSHI L
|
$350,000,000.00
|
0.83
|
|
3133XPZ64
|
Federal Home Ln Bks
|
$349,919,804.57
|
0.83
|
|
29399U9W3
|
Issuer Entity LLC
|
$346,707,313.67
|
0.82
|
|
83050TMA6
|
SKANDIN ENS BANKEN AG
|
$345,117,500.70
|
0.82
|
|
31398APE6
|
Federal Natl Mtg Assn
|
$336,750,000.00
|
0.80
|
|
78009JBW4
|
ROYAL BANK OF CANADA NY -- RY YCD
|
$331,900,000.00
|
0.79
|
|
25213E2T5
|
Dexia Credit Local SA
|
$325,003,317.34
|
0.77
|
|
46522ETY7
|
ISTITUTO BANCARIO SA
|
$325,000,000.00
|
0.77
|
|
05461FBM8
|
AXON FINL FDG LTD
|
$324,999,923.40
|
0.77
|
|
0556X0HR8
|
BNZ INTNL FDG LTD
|
$317,545,227.30
|
0.76
|
|
8336P1001
|
SOCIETE GENERALE NY
|
$313,000,000.00
|
0.74
|
|
94974QN60
|
Wells Fargo Bank 2.5575% 06/03/09
|
$308,220,000.00
|
0.73
|
|
22699P005
|
CREDIT AGRICOLE SA
|
$300,002,568.86
|
0.71
|
|
0605A05G5
|
BANK OF AMERICA
|
$300,000,000.00
|
0.71
|
|
06416MVX1
|
BANK OF NOVA SCOTIA NY -- BNSNY YCD
|
$300,000,000.00
|
0.71
|
|
78009JBX2
|
ROYAL BANK OF CANADA NY -- RY YCD
|
$300,000,000.00
|
0.71
|
|
38375WQT6
|
GOVERNOR & CO.OF BNK
|
$300,000,000.00
|
0.71
|
|
38199N001
|
Goldman Sachs Promissory Note
|
$300,000,000.00
|
0.71
|
|
1730D1SM7
|
CITIBANK NEW YORK N.
|
$300,000,000.00
|
0.71
|
|
06537HVT5
|
BNK OF TKYO-MTBSHI L
|
$300,000,000.00
|
0.71
|
|
3133XRRF9
|
FEDERAL HOME LOAN BANK
|
$299,800,166.64
|
0.71
|
|
01922JJ85
|
ALLIED IRISH BANKS NA -- AIBPP CP
|
$298,381,375.26
|
0.71
|
|
06278LJC0
|
GOVERNOR & CO.OF BNK
|
$298,369,666.68
|
0.71
|
|
4497W0JN9
|
ING (US) FUNDING LLC
|
$298,353,832.98
|
0.71
|
|
78009RKQ9
|
ROYAL BK OF SCOTLAND
|
$297,168,124.38
|
0.71
|
|
34956PEG8
|
FORTIS BANK NEW YORK
|
$275,000,000.00
|
0.65
|
|
36959HJ24
|
GENERAL ELEC CAPT CO
|
$273,705,437.50
|
0.65
|
|
83365RKW4
|
SOCIETE GEN NO AMER
|
$272,227,083.32
|
0.65
|
|
06278LGV1
|
GOVERNOR & CO.OF BNK
|
$264,396,094.36
|
0.63
|
|
0673P25Y4
|
BARCLAYS BANK PLC
|
$260,000,000.00
|
0.62
|
|
313397DS7
|
FRE DISCOUNT NT, 0.0000% Mat 03/20/2009
|
$251,914,086.12
|
0.60
|
|
53943YFQ2
|
LLOYDS BK PLC NY BRN
|
$250,001,693.25
|
0.59
|
|
0258A1N71
|
AMEX CENTURION BK
|
$250,000,000.00
|
0.59
|
|
22550CJA0
|
CREDIT SUISSE NY
|
$250,000,000.00
|
0.59
|
|
92976EPH3
|
WACHOVIA BANK N.A.
|
$250,000,000.00
|
0.59
|
|
78010CAV9
|
Royal Bank of Scotland Group Plc 3.5700% 03/04/09
|
$250,000,000.00
|
0.59
|
|
63230GYS7
|
NATEXIS BANQ POPULAIR NY -- NATXNY YCD
|
$250,000,000.00
|
0.59
|
|
53943YDZ4
|
LLOYDS BK PLC NY BRN
|
$250,000,000.00
|
0.59
|
|
46522ERM5
|
ISTITUTO BANCARIO SA
|
$250,000,000.00
|
0.59
|
|
38199B007
|
GOLDMAN SACHS PROM NT
|
$250,000,000.00
|
0.59
|
|
3128X7HW7
|
FEDERAL HOME LN MTG CORP
|
$250,000,000.00
|
0.59
|
|
2363F9R55
|
DANSKE CORP.
|
$250,000,000.00
|
0.59
|
|
06537HXC0
|
BNK OF TKYO-MTBSHI L
|
$250,000,000.00
|
0.59
|
|
06479EJQ2
|
BANK SCOTLAND PLC TREAS DIV
|
$250,000,000.00
|
0.59
|
|
0594L7B69
|
BANCO BILBAO VIZCAYA
|
$250,000,000.00
|
0.59
|
|
0594L7C35
|
BANCO BILBAO VIZCAYA
|
$250,000,000.00
|
0.59
|
|
99GMAJ005
|
ABN AMRO BK NV
|
$249,972,582.38
|
0.59
|
|
4662J0H13
|
MORGAN J.P. CHASE &
|
$249,386,458.50
|
0.59
|
|
2363F6HT0
|
DANSKE CORP.
|
$248,996,562.50
|
0.59
|
|
83050TJ85
|
SKANDIN ENS BANKEN AG
|
$248,730,208.65
|
0.59
|
|
69347DDW5
|
PNC BANK NA, 3.4638% Mat 02/23/2009
|
$248,650,000.00
|
0.59
|
|
2363F6JJ0
|
DANSKE CORP.
|
$248,474,862.05
|
0.59
|
|
89233PK96
|
Toyota Motor Credit Corp MTN Bk Ent
|
$248,454,052.27
|
0.59
|
|
0660P0LR2
|
BANKAMERICA CORP
|
$247,034,479.45
|
0.59
|
|
05252TAL4
|
AUST & NEW ZEA
|
$243,500,000.00
|
0.58
|
|
85834MAA2
|
STEERS MERCURY III CDO TR
|
$242,533,292.00
|
0.58
|
|
46522ESF9
|
ISTITUTO BANCARIO SA
|
$242,500,000.00
|
0.58
|
|
05461FAB3
|
AXON FINL FDG TLD
|
$225,000,000.00
|
0.54
|
|
74977RBD5
|
Rabobank Nederland
|
$224,979,907.16
|
0.54
|
|
63872LHF6
|
NATIXIS
|
$224,251,874.87
|
0.53
|
|
1730T0FM6
|
CITIGROUP FDG INC
|
$222,846,780.51
|
0.53
|
|
3133XQV58
|
FEDERAL HOME LN BKS
|
$200,048,328.77
|
0.48
|
|
8336P2KQ0
|
SOCIETE GENERALE NY
|
$200,004,411.20
|
0.48
|
|
90466KJ53
|
UNICREDITO ITALIANO SP
|
$200,004,074.80
|
0.48
|
|
01922QEW1
|
ALLIED IRISH BANKS
|
$200,000,000.00
|
0.48
|
|
05461FAM9
|
AXON FINL FDG LTD
|
$200,000,000.00
|
0.48
|
|
0636Q0ST0
|
BANK OF MONTREAL-
|
$200,000,000.00
|
0.48
|
|
06537HXK2
|
BNK OF TKYO-MTBSHI L
|
$200,000,000.00
|
0.48
|
|
0673P2XX5
|
BARCLAYS BANK PLC
|
$200,000,000.00
|
0.48
|
|
0673P2T28
|
Barclays Bank PLC
|
$200,000,000.00
|
0.48
|
|
2495E5Q22
|
DEPFA BANK PLC
|
$200,000,000.00
|
0.48
|
|
8911A3FL1
|
TORONTO-DOMINION
|
$200,000,000.00
|
0.48
|
|
78009JCU7
|
ROYAL BK OF CANADA
|
$200,000,000.00
|
0.48
|
|
4823T0HA0
|
KBC BANK N.V.
|
$200,000,000.00
|
0.48
|
|
3133XRHJ2
|
FED HOME LN BANK, 2.3550% Mat 06/10/2009
|
$200,000,000.00
|
0.48
|
|
3133XPMW1
|
FHLB AGY BOND
|
$200,000,000.00
|
0.48
|
|
3133XPFE9
|
FEDERAL HOME LN BKS
|
$200,000,000.00
|
0.48
|
|
261998009
|
Dresdner Bank Grand Cayman
|
$200,000,000.00
|
0.48
|
|
22550CHE4
|
CREDIT SUISSE NY
|
$200,000,000.00
|
0.48
|
|
87019RGG5
|
SWEDBANK
|
$199,765,833.32
|
0.48
|
|
78009TGJ6
|
ROYAL BANK OF SCOTLAND PLC
|
$199,617,500.00
|
0.47
|
|
06278LHF5
|
GOVERNOR & CO.OF BNK
|
$199,325,000.00
|
0.47
|
|
17307RJ54
|
CITIGROUP FDG INC
|
$198,925,666.68
|
0.47
|
|
313396Q71
|
FEDERAL HOME LN MTG DISC NTS
|
$198,166,888.88
|
0.47
|
|
9612C0LH0
|
WESTPAC BANKING CORP.
|
$197,976,777.60
|
0.47
|
|
9612C0LK3
|
WESTPAC BANKING CORP.
|
$197,939,833.16
|
0.47
|
|
313589DP5
|
FNM DISCOUNT NT, 0.0000% Mat 03/27/2009
|
$196,796,284.33
|
0.47
|
|
4497W0KU1
|
ING (US) FUNDING LLC
|
$193,092,032.91
|
0.46
|
|
31331YL57
|
FEDERAL FARM CREDIT BANK
|
$180,000,000.00
|
0.43
|
|
3136F9FV0
|
FEDERAL NATL MTG ASSN
|
$179,965,021.54
|
0.43
|
|
86959E000
|
SVENSKA HANDLSBNKN AB
|
$175,002,312.77
|
0.42
|
|
3133XQGT3
|
FEDERAL HOME LN BKS
|
$175,000,000.00
|
0.42
|
|
92976ELQ7
|
WACHOVIA BANK N.A.
|
$175,000,000.00
|
0.42
|
|
83050TJJ1
|
SKANDIN ENS BANKEN AG
|
$173,932,402.28
|
0.41
|
|
313588Q99
|
FEDERAL NATL MTG ASSN DISC NTS
|
$173,348,361.09
|
0.41
|
|
87019RKT2
|
SWEDBANK
|
$173,261,958.34
|
0.41
|
|
04899E006
|
ATLANTIC EASTFUNDING LLC
|
$170,124,283.26
|
0.40
|
|
0673P2YR7
|
BARCLAYS BANK NY -- BCSNY YCD
|
$167,000,000.00
|
0.40
|
|
0556M3VE7
|
BNP PARIBAS NY BANCH
|
$165,000,000.00
|
0.39
|
|
16705M006
|
Cheyne Fin US LLC
|
$163,500,000.00
|
0.39
|
|
36959HHR1
|
GENERAL ELEC CAP CORP -- GECC CP
|
$159,413,476.66
|
0.38
|
|
65556EU65
|
NORDEA BANK FLD PLC
|
$150,942,995.91
|
0.36
|
|
99ZZFB007
|
HSBC Bank PLC ECD
|
$150,022,217.53
|
0.36
|
|
0594L7XM0
|
BANCO BILBAO VIZCAYA
|
$150,002,917.17
|
0.36
|
|
015995004
|
ABN Amro Bank Grand Cayman
|
$150,000,000.00
|
0.36
|
|
0556M3N48
|
BNP PARIBAS NY BANCH
|
$150,000,000.00
|
0.36
|
|
0636Q0RK0
|
BANK OF MONTREAL-
|
$150,000,000.00
|
0.36
|
|
40428HNX6
|
HSBC USA INC NEW
|
$150,000,000.00
|
0.36
|
|
78010CAF4
|
ROYAL BK SCOTLAND GROUP PLC
|
$150,000,000.00
|
0.36
|
|
90263K009
|
UBS AG STAMFORD BRANCH
|
$150,000,000.00
|
0.36
|
|
78008FAN4
|
Royal Bank Canada
|
$150,000,000.00
|
0.36
|
|
06479EUA4
|
BANK SCOTLAND PLC TREAS DIV
|
$150,000,000.00
|
0.36
|
|
0673P2Z62
|
BARCLAYS BANK PLC
|
$150,000,000.00
|
0.36
|
|
31398AMA7
|
FANNIE MAE
|
$149,991,534.25
|
0.36
|
|
83050HQB6
|
SKANDIN ENS BANKEN
|
$149,983,687.23
|
0.36
|
|
2363F6GJ3
|
DANSKE CORP.
|
$149,819,375.28
|
0.36
|
|
36959HH18
|
GENERAL ELEC CAPT CO
|
$149,690,000.28
|
0.36
|
|
0660P0Q22
|
BANKAMERICA CORP
|
$147,112,666.83
|
0.35
|
|
92976EMH6
|
Wachovia Bank NA
|
$145,000,000.00
|
0.34
|
|
313588U52
|
FEDERAL NATL MTG ASSN
|
$142,471,293.19
|
0.34
|
|
90466KG23
|
UNICREDITO ITALIANO SP
|
$141,370,000.00
|
0.34
|
|
313588N27
|
FEDERAL NATL MTG ASSN DISC NTS
|
$138,784,722.36
|
0.33
|
|
06416MTJ5
|
BANK OF NOVA SCOTIA -- BNS YCD
|
$137,900,000.00
|
0.33
|
|
01922JHM6
|
ALLIED IRISH BANKS NA
|
$137,415,454.83
|
0.33
|
|
949746KV2
|
Wells Fargo Co
|
$135,884,269.11
|
0.32
|
|
3136F8J22
|
FEDERAL NATL MTG ASSOC
|
$133,800,000.00
|
0.32
|
|
90466K2L6
|
UNICREDITO ITALIANO SP
|
$125,000,878.65
|
0.30
|
|
0258A1K90
|
AMEX CENTURION BK
|
$125,000,000.00
|
0.30
|
|
90466KS38
|
UNICREDITO ITALIANO SP
|
$125,000,000.00
|
0.30
|
|
8911A3DS8
|
TORONTO-DOMINION
|
$125,000,000.00
|
0.30
|
|
86959JAU2
|
SVENSKA HANDELSBANKEN AB
|
$125,000,000.00
|
0.30
|
|
78010GJY5
|
ROYAL BK OF SCOTLAND
|
$125,000,000.00
|
0.30
|
|
44983VAA8
|
ING BK N V EXTENDIBLE FLTG
|
$125,000,000.00
|
0.30
|
|
05966DCE0
|
Banco Santander
|
$125,000,000.00
|
0.30
|
|
3133XQKZ4
|
FEDERAL HOME LN BKS
|
$124,500,000.00
|
0.30
|
|
0556X0J88
|
BNZ INTNL FDG LTD
|
$124,339,947.68
|
0.30
|
|
00182GAG9
|
ANZ NATL INTL LTD LONDON BRH
|
$124,000,000.00
|
0.30
|
|
87019RKU9
|
SWEDBANK
|
$123,748,020.57
|
0.29
|
|
16705EDG5
|
CHEYNE FIN LLC
|
$123,588,240.00
|
0.29
|
|
90262CGX9
|
UBS FINANCE (DELW)
|
$123,002,024.98
|
0.29
|
|
87019RJ49
|
SWEDBANK
|
$119,411,750.16
|
0.28
|
|
3133XNFB0
|
Federal Home Loan Bank 5.0550% 12/03/08
|
$115,000,000.00
|
0.27
|
|
4497W0NG9
|
ING (US) FUNDING LLC -- INGFDG CP
|
$110,923,164.86
|
0.26
|
|
78009HN88
|
ROYAL BK OF CANADA
|
$104,104,508.70
|
0.25
|
|
78010F5N6
|
ROYAL BK OF SCOTLAND
|
$100,042,966.49
|
0.24
|
|
63230GS21
|
NATIXIS NY
|
$100,004,995.86
|
0.24
|
|
05966DCF7
|
BANCO SANTANDER
|
$100,004,735.38
|
0.24
|
|
63230GQ31
|
Natixis NY
|
$100,000,937.54
|
0.24
|
|
0258A1K82
|
AMEX CENTURION BK
|
$100,000,000.00
|
0.24
|
|
0594L7XL2
|
BANCO BILBAO VIZCAYA
|
$100,000,000.00
|
0.24
|
|
05461FBF3
|
AXON FINL FDG LTD AXON FINL
|
$100,000,000.00
|
0.24
|
|
05461FAC1
|
AXON FINL FDG LTD
|
$100,000,000.00
|
0.24
|
|
05461FBP1
|
AXON FINL FDG LTD
|
$100,000,000.00
|
0.24
|
|
4823T0GS2
|
KBC BANK N.V.
|
$100,000,000.00
|
0.24
|
|
46522ESL6
|
ISTITUTO BANCARIO SA
|
$100,000,000.00
|
0.24
|
|
449827CA0
|
ING USA GLOBAL FDG
|
$100,000,000.00
|
0.24
|
|
0673P2F64
|
BARCLAYS BANK PLC
|
$100,000,000.00
|
0.24
|
|
06416MUG9
|
BANK OF NOVA SCOTIA
|
$100,000,000.00
|
0.24
|
|
0636Q0SG8
|
BANK OF MONTREAL-
|
$99,990,388.95
|
0.24
|
|
2363F6G79
|
DANSKE CORP.
|
$99,958,500.06
|
0.24
|
|
40427RGE5
|
HSBC AMERICAS INC
|
$99,903,944.42
|
0.24
|
|
90262CGP6
|
UBS FINANCE (DELW)
|
$99,819,111.06
|
0.24
|
|
83050TGW5
|
SKANDIN ENS BANKEN AG
|
$99,766,388.94
|
0.24
|
|
89233GH41
|
TOYOTA MOTOR CREDIT
|
$99,745,000.00
|
0.24
|
|
00077EJ81
|
ABN AMRO NO AMER FIN
|
$99,486,333.48
|
0.24
|
|
313588L60
|
FEDERAL NATL MTG ASSN
|
$99,356,527.70
|
0.24
|
|
313588R80
|
FEDERAL NATL MTG ASSN DISC NTS
|
$99,009,722.12
|
0.24
|
|
05253ALC2
|
AUST & NEW ZEA
|
$99,002,444.28
|
0.24
|
|
12478JLK0
|
CBA (DE) FINANCE INC
|
$98,926,833.58
|
0.24
|
|
0556X0LL6
|
