|
Principal
Amount ($)
|
|
Value ($)
|
|
|
Certificates of Deposit and Bank Notes 21.8%
|
|
ABN Amro Bank NV, 0.25%, 6/25/2010
|
|
42,000,000
|
|
42,000,000
|
|
Allied Irish Banks PLC, 0.25%, 4/7/2010
|
|
169,000,000
|
|
169,000,000
|
|
Banco Bilbao Vizcaya Argentaria SA:
|
|
|
|
|
|
|
|
|
0.13%, 4/7/2010
|
|
345,000,000
|
|
345,000,000
|
|
|
0.24%, 4/6/2010
|
|
216,000,000
|
|
216,000,000
|
|
Bank of Montreal, 0.16%, 4/7/2010
|
|
425,000,000
|
|
425,000,000
|
|
Bank of Nova Scotia:
|
|
|
|
|
|
|
|
|
0.22%, 6/25/2010
|
|
5,200,000
|
|
5,200,000
|
|
|
0.28%, 8/2/2010
|
|
50,000,000
|
|
49,998,294
|
|
Bank of Tokyo-Mitsubishi UFJ Ltd.:
|
|
|
|
|
|
|
|
|
0.2%, 4/15/2010
|
|
200,000,000
|
|
200,000,000
|
|
|
0.2%, 4/26/2010
|
|
100,000,000
|
|
100,000,000
|
|
|
0.21%, 5/11/2010
|
|
50,000,000
|
|
50,000,000
|
|
|
0.21%, 5/18/2010
|
|
50,000,000
|
|
50,000,000
|
|
BNP Paribas:
|
|
|
|
|
|
|
|
|
0.2%, 4/19/2010
|
|
200,000,000
|
|
200,000,000
|
|
|
0.23%, 4/9/2010
|
|
290,000,000
|
|
290,000,000
|
|
|
0.23%, 4/21/2010
|
|
200,000,000
|
|
200,000,000
|
|
|
0.28%, 5/19/2010
|
|
118,200,000
|
|
118,200,000
|
|
|
0.28%, 6/10/2010
|
|
300,000,000
|
|
300,000,000
|
|
Credit Agricole SA:
|
|
|
|
|
|
|
|
|
0.2%, 5/17/2010
|
|
150,000,000
|
|
150,000,000
|
|
|
0.21%, 4/14/2010
|
|
200,000,000
|
|
200,000,000
|
|
|
0.22%, 4/6/2010
|
|
290,000,000
|
|
290,000,000
|
|
|
0.22%, 6/1/2010
|
|
200,000,000
|
|
200,000,000
|
|
|
0.22%, 6/3/2010
|
|
200,000,000
|
|
200,000,000
|
|
|
0.23%, 5/20/2010
|
|
150,000,000
|
|
150,002,041
|
|
Dexia Credit Local:
|
|
|
|
|
|
|
|
|
0.48%, 4/6/2010
|
|
200,000,000
|
|
200,000,000
|
|
|
0.49%, 4/5/2010
|
|
40,000,000
|
|
40,000,022
|
|
DnB NOR Bank ASA, 0.28%, 5/20/2010
|
|
120,200,000
|
|
120,200,000
|
|
Intesa Sanpaolo SpA:
|
|
|
|
|
|
|
|
|
0.19%, 4/12/2010
|
|
75,000,000
|
|
75,000,000
|
|
|
0.28%, 6/8/2010
|
|
200,000,000
|
|
200,000,000
|
|
KBC Bank NV:
|
|
|
|
|
|
|
|
|
0.27%, 5/4/2010
|
|
200,000,000
|
|
200,000,000
|
|
|
0.3%, 5/7/2010
|
|
100,000,000
|
|
100,000,000
|
|
Kreditanstalt fuer Wiederaufbau, 5.0%, 6/1/2010
|
|
54,639,000
|
|
55,027,555
|
|
Landeskreditbank Baden-Wuerttemberg Foerderbank, 4.25%, 9/15/2010
|
|
113,000,000
|
|
114,954,496
|
|
Lloyds TSB Bank PLC, 0.2%, 4/26/2010
|
|
350,000,000
|
|
350,000,000
|
|
Mizuho Corporate Bank Ltd.:
|
|
|
|
|
|
|
|
|
0.2%, 4/14/2010
|
|
134,300,000
|
|
134,300,000
|
|
|
0.2%, 4/26/2010
|
|
122,000,000
|
|
122,000,000
|
|
|
0.21%, 5/17/2010
|
|
115,000,000
|
|
115,000,000
|
|
|
0.22%, 5/21/2010
|
|
100,000,000
|
|
100,000,000
|
|
National Bank of Canada, 0.25%, 6/25/2010
|
|
300,000,000
|
|
300,000,000
|
|
Natixis, 0.2%, 4/7/2010
|
|
500,000,000
|
|
500,000,000
|
|
Nordea Bank Finland PLC, 0.75%, 9/23/2010
|
|
75,500,000
|
|
75,500,000
|
|
NRW.Bank, 5.375%, 7/19/2010
|
|
25,000,000
|
|
25,375,444
|
|
Rabobank Nederland NV, 0.2%, 5/7/2010
|
|
200,000,000
|
|
200,000,000
|
|
Skandinaviska Enskilda Banken AB, 0.3%, 5/4/2010
|
|
128,000,000
|
|
128,000,000
|
|
Societe Generale:
|
|
|
|
|
|
|
|
|
0.24%, 5/4/2010
|
|
300,000,000
|
|
300,000,000
|
|
|
0.25%, 4/6/2010
|
|
24,000,000
|
|
24,000,000
|
|
Sumitomo Mitsui Banking Corp.:
|
|
|
|
|
|
|
|
|
0.2%, 4/15/2010
|
|
113,000,000
|
|
113,000,000
|
|
|
0.2%, 4/19/2010
|
|
100,000,000
|
|
100,000,250
|
|
|
0.2%, 4/27/2010
|
|
250,000,000
|
|
250,000,000
|
|
|
0.22%, 5/26/2010
|
|
48,500,000
|
|
48,500,000
|
|
Svensk Exportkredit AB, 4.5%, 9/27/2010
|
|
30,000,000
|
|
30,562,271
|
|
Svenska Handelsbanken AB:
|
|
|
|
|
|
|
|
|
0.2%, 4/7/2010
|
|
130,000,000
|
|
130,000,108
|
|
|
0.21%, 6/10/2010
|
|
52,500,000
|
|
52,500,510
|
|
Toronto-Dominion Bank:
|
|
|
|
|
|
|
|
|
0.35%, 4/23/2010
|
|
40,000,000
|
|
40,000,000
|
|
|
0.65%, 4/1/2010
|
|
62,000,000
|
|
62,000,000
|
|
Wal-Mart Stores, Inc., 5.321%, 6/1/2010
|
|
148,500,000
|
|
149,649,337
|
|
Westpac Banking Corp., 0.55%, 4/23/2010
|
|
12,500,000
|
|
12,500,988
|
|
|
Total Certificates of Deposit and Bank Notes
(Cost $8,418,471,316)
|
|
8,418,471,316
|
|
|
|
|
Issued at Discount **
|
|
|
Anglo Irish Bank Corp., Ltd., 144A, 0.27%, 4/9/2010
|
|
124,000,000
|
|
123,992,560
|
|
Antalis US Funding Corp.:
|
|
|
|
|
|
|
|
|
144A, 0.21%, 4/13/2010
|
|
29,030,000
|
|
29,027,968
|
|
|
144A, 0.22%, 4/8/2010
|
|
25,000,000
|
|
24,998,931
|
|
|
144A, 0.22%, 4/12/2010
|
|
40,000,000
|
|
39,997,311
|
|
ASB Finance Ltd., 0.36%, 4/8/2010
|
|
20,000,000
|
|
19,998,600
|
|
Bank of Montreal:
|
|
|
|
|
|
|
|
|
0.19%, 4/12/2010
|
|
200,000,000
|
|
199,988,389
|
|
|
0.195%, 5/24/2010
|
|
100,000,000
|
|
99,971,292
|
|
BNP Paribas Finance, Inc., 0.16%, 4/5/2010
|
|
8,818,000
|
|
8,817,843
|
|
BNZ International Funding Ltd.:
|
|
|
|
|
|
|
|
|
144A, 0.34%, 4/6/2010
|
|
150,000,000
|
|
149,992,917
|
|
|
144A, 0.35%, 4/6/2010
|
|
30,000,000
|
|
29,998,542
|
|
BPCE SA:
|
|
|
|
|
|
|
|
|
0.24%, 5/10/2010
|
|
15,000,000
|
|
14,996,100
|
|
|
0.25%, 4/27/2010
|
|
21,000,000
|
|
20,996,208
|
|
CAFCO LLC:
|
|
|
|
|
|
|
|
|
144A, 0.2%, 4/19/2010
|
|
36,350,000
|
|
36,346,365
|
|
|
144A, 0.2%, 4/22/2010
|
|
100,000,000
|
|
99,988,333
|
|
Caisse D'Amortissement de la Dette Sociale, 0.48%, 4/19/2010
|
|
63,000,000
|
|
62,984,880
|
|
Cancara Asset Securitisation LLC:
|
|
|
|
|
|
|
|
|
144A, 0.23%, 4/19/2010
|
|
30,000,000
|
|
29,996,550
|
|
|
144A, 0.23%, 4/20/2010
|
|
34,000,000
|
|
33,995,873
|
|
Charta Corp., 144A, 0.2%, 5/7/2010
|
|
150,000,000
|
|
149,970,000
|
|
Danske Corp.:
|
|
|
|
|
|
|
|
|
144A, 0.18%, 4/12/2010
|
|
26,250,000
|
|
26,248,556
|
|
|
144A, 0.2%, 4/12/2010
|
|
24,000,000
|
|
23,998,533
|
|
DnB NOR Bank ASA, 0.29%, 6/4/2010
|
|
500,000,000
|
|
499,742,222
|
|
Eksportfinans AS, 0.16%, 4/8/2010
|
|
20,000,000
|
|
19,999,378
|
|
Fairway Finance LLC, 144A, 0.18%, 4/7/2010
|
|
27,016,000
|
|
27,015,190
|
|
General Electric Capital Corp.:
|
|
|
|
|
|
|
|
|
0.18%, 4/21/2010
|
|
75,000,000
|
|
74,992,500
|
|
|
0.22%, 4/23/2010
|
|
155,000,000
|
|
154,979,161
|
|
|
0.24%, 4/14/2010
|
|
130,000,000
|
|
129,988,733
|
|
|
0.28%, 5/18/2010
|
|
100,000,000
|
|
99,963,444
|
|
General Electric Capital Services, Inc., 0.2%, 5/20/2010
|
|
150,000,000
|
|
149,959,167
|
|
Grampian Funding LLC:
|
|
|
|
|
|
|
|
|
144A, 0.26%, 5/17/2010
|
|
78,000,000
|
|
77,974,087
|
|
|
144A, 0.26%, 5/18/2010
|
|
20,000,000
|
|
19,993,211
|
|
|
144A, 0.26%, 6/2/2010
|
|
40,000,000
|
|
39,982,089
|
|
|
144A, 0.27%, 4/22/2010
|
|
54,000,000
|
|
53,991,495
|
|
|
144A, 0.28%, 4/12/2010
|
|
69,300,000
|
|
69,294,071
|
|
|
144A, 0.31%, 4/6/2010
|
|
28,000,000
|
|
27,998,794
|
|
Hannover Funding Co., LLC:
|
|
|
|
|
|
|
|
|
0.5%, 4/27/2010
|
|
19,000,000
|
|
18,993,139
|
|
|
0.55%, 4/5/2010
|
|
40,000,000
|
|
39,997,556
|
|
ING (US) Funding LLC:
|
|
|
|
|
|
|
|
|
0.18%, 4/12/2010
|
|
21,100,000
|
|
21,098,840
|
|
|
0.18%, 5/3/2010
|
|
100,000,000
|
|
99,984,000
|
|
|
0.19%, 5/19/2010
|
|
250,000,000
|
|
249,935,333
|
|
Irish Life & Permanent Group Holdings PLC, 144A, 0.4%, 4/13/2010
|
|
100,000,000
|
|
99,986,667
|
|
Johnson & Johnson:
|
|
|
|
|
|
|
|
|
144A, 0.18%, 4/29/2010
|
|
200,000,000
|
|
199,972,000
|
|
|
144A, 0.19%, 4/26/2010
|
|
79,800,000
|
|
79,789,471
|
|
|
144A, 0.2%, 5/14/2010
|
|
45,300,000
|
|
45,289,178
|
|
|
144A, 0.2%, 6/3/2010
|
|
100,000,000
|
|
99,965,000
|
|
|
144A, 0.22%, 7/1/2010
|
|
100,000,000
|
|
99,944,389
|
|
|
144A, 0.22%, 8/2/2010
|
|
100,000,000
|
|
99,924,833
|
|
|
144A, 0.29%, 8/9/2010
|
|
50,000,000
|
|
49,947,639
|
|
JPMorgan Chase & Co., 0.25%, 7/26/2010
|
|
182,750,000
|
|
182,602,785
|
|
Kreditanstalt fuer Wiederaufbau, 0.18%, 5/21/2010
|
|
130,000,000
|
|
129,967,500
|
|
LMA Americas LLC, 144A, 0.2%, 4/12/2010
|
|
36,000,000
|
|
35,997,800
|
|
Microsoft Corp.:
|
|
|
|
|
|
|
|
|
0.1%, 4/8/2010
|
|
25,000,000
|
|
24,999,514
|
|
|
0.1%, 5/26/2010
|
|
50,000,000
|
|
49,992,361
|
|
|
0.15%, 4/14/2010
|
|
25,000,000
|
|
24,998,646
|
|
|
0.19%, 5/10/2010
|
|
100,000,000
|
|
99,979,417
|
|
|
0.19%, 7/21/2010
|
|
72,000,000
|
|
71,957,820
|
|
Natexis Banques Populaires US Finance Co., LLC:
|
|
|
|
|
|
|
|
|
0.26%, 4/21/2010
|
|
144,700,000
|
|
144,679,099
|
|
|
0.27%, 5/11/2010
|
|
100,000,000
|
|
99,970,000
|
|
Natixis Commercial Paper Corp.:
|
|
|
|
|
|
|
|
|
0.25%, 5/18/2010
|
|
40,000,000
|
|
39,986,944
|
|
|
0.25%, 5/3/2010
|
|
31,000,000
|
|
30,993,111
|
|
|
0.27%, 5/11/2010
|
|
90,000,000
|
|
89,973,000
|
|
Nestle Capital Corp., 0.15%, 6/1/2010
|
|
200,000,000
|
|
199,949,167
|
|
Nestle Finance International Ltd.:
|
|
|
|
|
|
|
|
|
0.27%, 8/24/2010
|
|
100,000,000
|
|
99,891,250
|
|
|
0.27%, 8/25/2010
|
|
98,650,000
|
|
98,541,978
|
|
New York Life Capital Corp.:
|
|
|
|
|
|
|
|
|
144A, 0.17%, 5/3/2010
|
|
15,000,000
|
|
14,997,733
|
|
|
144A, 0.18%, 5/10/2010
|
|
20,000,000
|
|
19,996,100
|
|
|
144A, 0.2%, 5/21/2010
|
|
24,024,000
|
|
24,017,327
|
|
Nieuw Amsterdam Receivables Corp.:
|
|
|
|
|
|
|
|
|
144A, 0.1%, 4/1/2010
|
|
9,357,000
|
|
9,357,000
|
|
|
144A, 0.2%, 4/6/2010
|
|
50,000,000
|
|
49,998,611
|
|
|
144A, 0.2%, 4/12/2010
|
|
63,800,000
|
|
63,796,101
|
|
|
144A, 0.21%, 4/9/2010
|
|
163,460,000
|
|
163,452,372
|
|
|
144A, 0.21%, 4/16/2010
|
|
49,300,000
|
|
49,295,686
|
|
|
144A, 0.22%, 4/6/2010
|
|
25,000,000
|
|
24,999,236
|
|
|
144A, 0.22%, 4/9/2010
|
|
80,000,000
|
|
79,996,089
|
|
NRW.Bank:
|
|
|
|
|
|
|
|
|
0.21%, 4/12/2010
|
|
265,800,000
|
|
265,782,882
|
|
|
0.21%, 4/13/2010
|
|
169,000,000
|
|
168,988,170
|
|
|
0.22%, 5/17/2010
|
|
86,150,000
|
|
86,125,782
|
|
|
0.22%, 5/18/2010
|
|
128,700,000
|
|
128,663,035
|
|
|
0.22%, 5/25/2010
|
|
124,000,000
|
|
123,959,080
|
|
|
0.25%, 7/6/2010
|
|
21,000,000
|
|
20,986,000
|
|
|
0.445%, 4/23/2010
|
|
75,000,000
|
|
74,979,604
|
|
|
0.45%, 7/8/2010
|
|
188,500,000
|
|
188,269,088
|
|
|
0.461%, 6/28/2010
|
|
94,265,000
|
|
94,159,004
|
|
|
0.49%, 5/24/2010
|
|
125,000,000
|
|
124,909,826
|
|
Old Line Funding LLC, 144A, 0.17%, 4/14/2010
|
|
62,026,000
|
|
62,022,192
|
|
PepsiCo, Inc., 0.15%, 4/14/2010
|
|
125,000,000
|
|
124,993,229
|
|
Procter & Gamble International Funding SCA, 144A, 0.13%, 4/12/2010
|
|
33,000,000
|
|
32,998,689
|
|
Rabobank USA Financial Corp., 0.185%, 4/14/2010
|
|
150,000,000
|
|
149,989,979
|
|
Romulus Funding Corp.:
|
|
|
|
|
|
|
|
|
144A, 0.27%, 4/8/2010
|
|
10,000,000
|
|
9,999,475
|
|
|
144A, 0.29%, 4/9/2010
|
|
35,000,000
|
|
34,997,745
|
|
|
144A, 0.29%, 5/7/2010
|
|
124,500,000
|
|
124,463,895
|
|
Salisbury Receivables Co., LLC, 144A, 0.2%, 5/5/2010
|
|
83,500,000
|
|
83,484,228
|
|
Scaldis Capital LLC:
|
|
|
|
|
|
|
|
|
0.2%, 4/12/2010
|
|
200,000,000
|
|
199,987,778
|
|
|
0.2%, 4/19/2010
|
|
125,000,000
|
|
124,987,500
|
|
|
0.2%, 4/20/2010
|
|
60,000,000
|
|
59,993,667
|
|
|
0.21%, 4/23/2010
|
|
58,000,000
|
|
57,992,557
|
|
|
0.23%, 5/7/2010
|
|
100,000,000
|
|
99,977,000
|
|
Sheffield Receivables Corp.:
|
|
|
|
|
|
|
|
|
144A, 0.21%, 5/10/2010
|
|
100,000,000
|
|
99,977,250
|
|
|
144A, 0.22%, 6/2/2010
|
|
100,000,000
|
|
99,962,111
|
|
Societe de Prise de Participation de l'Etat:
|
|
|
|
|
|
|
|
|
144A, 0.21%, 5/20/2010
|
|
31,500,000
|
|
31,490,996
|
|
|
144A, 0.21%, 5/25/2010
|
|
84,000,000
|
|
83,973,540
|
|
|
144A, 0.25%, 5/26/2010
|
|
155,000,000
|
|
154,940,799
|
|
Societe Generale North America, Inc.:
|
|
|
|
|
|
|
|
|
0.23%, 4/15/2010
|
|
100,000,000
|
|
99,991,056
|
|
|
0.23%, 5/25/2010
|
|
65,000,000
|
|
64,977,575
|
|
|
0.24%, 4/16/2010
|
|
104,475,000
|
|
104,464,553
|
|
|
0.24%, 5/14/2010
|
|
133,000,000
|
|
132,961,873
|
|
Standard Chartered Bank, 0.25%, 4/1/2010
|
|
93,500,000
|
|
93,500,000
|
|
Starbird Funding Corp.:
|
|
|
|
|
|
|
|
|
144A, 0.19%, 5/26/2010
|
|
50,000,000
|
|
49,985,486
|
|
|
144A, 0.2%, 6/8/2010
|
|
50,000,000
|
|
49,981,111
|
|
Straight-A Funding LLC:
|
|
|
|
|
|
|
|
|
144A, 0.14%, 4/5/2010
|
|
52,520,000
|
|
52,519,183
|
|
|
144A, 0.17%, 4/5/2010
|
|
160,290,000
|
|
160,286,973
|
|
|
144A, 0.17%, 4/6/2010
|
|
50,000,000
|
|
49,998,819
|
|
|
144A, 0.17%, 4/8/2010
|
|
100,122,000
|
|
100,118,690
|
|
|
144A, 0.17%, 4/19/2010
|
|
62,690,000
|
|
62,684,671
|
|
|
144A, 0.17%, 4/21/2010
|
|
50,000,000
|
|
49,995,278
|
|
|
144A, 0.17%, 4/27/2010
|
|
130,000,000
|
|
129,984,039
|
|
|
144A, 0.17%, 5/4/2010
|
|
100,000,000
|
|
99,984,416
|
|
|
144A, 0.18%, 5/3/2010
|
|
83,266,000
|
|
83,252,677
|
|
|
144A, 0.18%, 5/5/2010
|
|
135,500,000
|
|
135,476,965
|
|
|
144A, 0.19%, 5/12/2010
|
|
60,000,000
|
|
59,987,017
|
|
|
144A, 0.19%, 5/14/2010
|
|
25,160,000
|
|
25,154,290
|
|
|
144A, 0.19%, 5/17/2010
|
|
78,000,000
|
|
77,981,063
|
|
|
144A, 0.19%, 5/19/2010
|
|
108,000,000
|
|
107,972,640
|
|
|
144A, 0.19%, 5/20/2010
|
|
77,000,000
|
|
76,980,087
|
|
|
144A, 0.2%, 6/1/2010
|
|
124,087,000
|
|
124,044,948
|
|
|
144A, 0.2%, 6/2/2010
|
|
50,000,000
|
|
49,982,778
|
|
|
144A, 0.2%, 6/4/2010
|
|
50,000,000
|
|
49,982,222
|
|
Sumitomo Mitsui Banking Corp., 0.2%, 4/20/2010
|
|
75,000,000
|
|
74,992,083
|
|
Swedbank AB:
|
|
|
|
|
|
|
|
|
144A, 0.86%, 6/3/2010
|
|
120,000,000
|
|
119,819,400
|
|
|
144A, 0.89%, 5/28/2010
|
|
117,700,000
|
|
117,534,141
|
|
|
144A, 0.99%, 5/11/2010
|
|
100,000,000
|
|
99,890,000
|
|
|
144A, 1.02%, 6/24/2010
|
|
22,000,000
|
|
21,947,640
|
|
|
144A, 1.07%, 6/10/2010
|
|
25,000,000
|
|
24,947,986
|
|
|
144A, 1.09%, 6/14/2010
|
|
104,000,000
|
|
103,766,982
|
|
Tasman Funding, Inc.:
|
|
|
|
|
|
|
|
|
144A, 0.24%, 4/12/2010
|
|
100,000,000
|
|
99,992,667
|
|
|
144A, 0.24%, 4/14/2010
|
|
48,000,000
|
|
47,995,840
|
|
Tempo Finance Corp., 144A, 0.21%, 4/6/2010
|
|
50,000,000
|
|
49,998,542
|
|
Toyota Credit Canada, Inc.:
|
|
|
|
|
|
|
|
|
0.23%, 5/12/2010
|
|
50,000,000
|
|
49,986,903
|
|
|
0.3%, 4/8/2010
|
|
50,000,000
|
|
49,997,083
|
|
|
0.3%, 4/22/2010
|
|
50,000,000
|
|
49,991,250
|
|
Toyota Credit de Puerto Rico, 0.3%, 4/8/2010
|
|
50,000,000
|
|
49,997,083
|
|
Toyota Motor Credit Corp.:
|
|
|
|
|
|
|
|
|
0.2%, 4/23/2010
|
|
50,000,000
|
|
49,993,889
|
|
|
0.25%, 4/8/2010
|
|
71,000,000
|
|
70,996,549
|
|
|
0.25%, 4/9/2010
|
|
150,000,000
|
|
149,991,667
|
|
|
0.3%, 4/14/2010
|
|
138,600,000
|
|
138,584,985
|
|
Yorktown Capital LLC, 144A, 0.24%, 6/25/2010
|
|
82,108,000
|
|
82,061,472
|
|
|
Total Commercial Paper
(Cost $12,259,183,658)
|
|
12,259,183,658
|
|
|
Government & Agency Obligations 8.9%
|
|
Foreign Government Obligations 0.4%
|
|
Kingdom of Sweden, 1.0%, 4/26/2010
|
|
162,000,000
|
|
162,052,722
|
|
Other Government Related (a) 1.5%
|
|
Bank of America NA, FDIC Guaranteed, 1.7%, 12/23/2010
|
|
50,000,000
|
|
50,478,328
|
|
Dexia Credit Local, 0.701% *, 4/18/2011
|
|
115,000,000
|
|
115,012,752
|
|
JPMorgan Chase & Co., FDIC Guaranteed, 2.625%, 12/1/2010
|
|
40,000,000
|
|
40,602,916
|
|
Kreditanstalt fuer Wiederaufbau, 0.526% *, 3/2/2011
|
|
7,860,000
|
|
7,884,626
|
|
Queensland Treasury Corp., 0.271% *, 6/18/2010
|
|
180,000,000
|
|
180,000,000
|
|
Royal Bank of Scotland PLC, 0.3% *, 5/21/2010
|
|
180,000,000
|
|
180,000,000
|
|
|
|
573,978,622
|
|
US Government Sponsored Agencies 6.9%
|
|
Federal Home Loan Bank:
|
|
|
|
|
|
|
|
|
Step-up Coupon, 0.2% to 4/26/2010, 0.4% to 7/26/2010, 0.6% to 10/26/2010, 0.8% to 1/26/2011
|
|
100,000,000
|
|
100,000,000
|
|
|
0.25%, 12/21/2010
|
|
12,000,000
|
|
11,991,623
|
|
|
Step-up Coupon, 0.25% to 8/10/2010, 0.55% to 2/10/2011
|
|
62,595,000
|
|
62,589,149
|
|
|
0.26% *, 7/13/2010
|
|
500,000,000
|
|
500,007,213
|
|
|
0.3% *, 5/28/2010
|
|
150,000,000
|
|
150,000,000
|
|
|
0.32% *, 5/21/2010
|
|
300,000,000
|
|
300,000,000
|
|
|
0.375%, 10/26/2010
|
|
17,600,000
|
|
17,609,152
|
|
|
0.48%, 10/25/2010
|
|
22,500,000
|
|
22,525,016
|
|
|
0.5%, 7/13/2010
|
|
60,750,000
|
|
60,733,372
|
|
|
0.5%, 11/23/2010
|
|
20,000,000
|
|
20,018,730
|
|
|
0.55%, 7/29/2010
|
|
98,450,000
|
|
98,441,334
|
|
Federal Home Loan Mortgage Corp.:
|
|
|
|
|
|
|
|
|
0.158% **, 6/14/2010
|
|
83,196,000
|
|
83,168,638
|
|
|
0.188% **, 7/13/2010
|
|
50,000,000
|
|
49,972,819
|
|
|
0.209% **, 8/24/2010
|
|
47,500,000
|
|
47,459,823
|
|
|
0.229% **, 9/1/2010
|
|
34,518,000
|
|
34,484,259
|
|
|
0.238% **, 7/12/2010
|
|
56,020,000
|
|
55,981,906
|
|
|
0.279% **, 10/26/2010
|
|
72,700,000
|
|
72,582,387
|
|
|
0.421% **, 5/17/2010
|
|
19,050,000
|
|
19,039,533
|
|
|
1.43%, 9/3/2010
|
|
97,500,000
|
|
97,829,585
|
|
Federal National Mortgage Association:
|
|
|
|
|
|
|
|
|
0.093% **, 5/4/2010
|
|
33,920,000
|
|
33,917,046
|
|
|
0.109% **, 6/1/2010
|
|
90,000,000
|
|
89,983,225
|
|
|
0.208% **, 7/1/2010
|
|
55,000,000
|
|
54,970,804
|
|
|
0.208% **, 8/2/2010
|
|
240,000,000
|
|
239,827,800
|
|
|
0.219% **, 8/25/2010
|
|
200,000,000
|
|
199,821,556
|
|
|
0.269% **, 10/25/2010
|
|
100,000,000
|
|
99,844,750
|
|
|
0.279% **, 11/1/2010
|
|
47,350,000
|
|
47,271,189
|
|
|
0.443% **, 6/1/2010
|
|
20,000,000
|
|
19,984,750
|
|
|
0.546% **, 8/5/2010
|
|
18,400,000
|
|
18,364,580
|
|
|
7.125%, 6/15/2010
|
|
50,000,000
|
|
50,675,000
|
|
|
|
2,659,095,239
|
|
US Treasury Obligations 0.1%
|
|
US Treasury Bills:
|
|
|
|
|
|
|
|
|
0.035% **, 4/1/2010
|
|
11,022,000
|
|
11,022,000
|
|
|
0.05% **, 4/8/2010
|
|
907,000
|
|
906,991
|
|
|
0.1% **, 4/22/2010
|
|
2,991,000
|
|
2,990,826
|
|
|
0.1% **, 5/6/2010
|
|
4,000,000
|
|
3,999,611
|
|
|
0.11% **, 4/22/2010
|
|
200,000
|
|
199,987
|
|
|
0.125% **, 4/29/2010
|
|
14,500,000
|
|
14,498,590
|
|
|
0.145% **, 5/20/2010
|
|
2,966,000
|
|
2,965,415
|
|
|
0.205% **, 6/10/2010
|
|
2,534,000
|
|
2,532,990
|
|
|
0.43% **, 7/29/2010
|
|
10,000,000
|
|
9,985,786
|
|
|
0.49% **, 7/29/2010
|
|
1,100,000
|
|
1,098,218
|
|
|
|
50,200,414
|
|
|
Total Government & Agency Obligations
(Cost $3,445,326,997)
|
|
3,445,326,997
|
|
|
|
|
ASB Finance Ltd., 144A, 0.358%, 12/3/2010
|
|
100,000,000
|
|
100,005,513
|
|
Bank of America Corp., 0.42%, 8/13/2010
|
|
240,000,000
|
|
240,113,708
|
|
Bank of America NA:
|
|
|
|
|
|
|
|
|
0.827%, 6/23/2010
|
|
10,200,000
|
|
10,212,735
|
|
|
0.85%, 5/12/2010
|
|
42,128,000
|
|
42,155,706
|
|
Bank of Nova Scotia, 0.255%, 11/23/2010
|
|
35,700,000
|
|
35,700,000
|
|
Barclays Bank PLC, 0.447%, 4/21/2010
|
|
343,000,000
|
|
343,000,000
|
|
Bayerische Landesbank, 0.307%, 4/22/2011
|
|
40,000,000
|
|
39,976,675
|
|
Canadian Imperial Bank of Commerce:
|
|
|
|
|
|
|
|
|
0.2%, 8/25/2010
|
|
190,500,000
|
|
190,500,000
|
|
|
0.23%, 10/15/2010
|
|
50,000,000
|
|
50,000,000
|
|
|
0.23%, 12/13/2010
|
|
100,000,000
|
|
100,000,000
|
|
|
0.25%, 7/26/2010
|
|
35,000,000
|
|
35,000,000
|
|
Commonwealth Bank of Australia, 144A, 0.381%, 6/24/2010
|
|
122,500,000
|
|
122,500,000
|
|
Credit Agricole SA, 144A, 0.301%, 5/28/2010
|
|
46,367,000
|
|
46,372,286
|
|
General Electric Capital Corp., 0.31%, 4/5/2010
|
|
1,300,000
|
|
1,300,000
|
|
Governor & Co. of the Bank of Ireland:
|
|
|
|
|
|
|
|
|
0.576%, 4/26/2010
|
|
130,000,000
|
|
130,000,000
|
|
|
0.596%, 4/26/2010
|
|
75,000,000
|
|
75,000,000
|
|
JPMorgan Chase Bank NA, 0.247%, 4/28/2011
|
|
191,200,000
|
|
191,200,000
|
|
Merrill Lynch & Co., Inc., 2.5%, 5/12/2010
|
|
75,960,000
|
|
76,157,718
|
|
National Australia Bank Ltd.:
|
|
|
|
|
|
|
|
|
144A, 0.276%, 1/27/2011
|
|
160,000,000
|
|
160,000,000
|
|
|
0.351%, 7/12/2010
|
|
133,000,000
|
|
133,000,000
|
|
Natixis:
|
|
|
|
|
|
|
|
|
0.28%, 6/9/2010
|
|
188,000,000
|
|
188,000,000
|
|
|
0.3%, 5/5/2010
|
|
150,000,000
|
|
150,000,000
|
|
Procter & Gamble International Funding SCA, 0.258%, 5/7/2010
|
|
100,000,000
|
|
100,000,000
|
|
|
|
|
|
|
|
|
|
Rabobank Nederland NV:
|
|
|
|
|
|
|
|
|
0.229%, 11/22/2010
|
|
52,500,000
|
|
52,500,000
|
|
|
0.23%, 3/11/2011
|
|
50,000,000
|
|
50,000,000
|
|
|
144A, 0.25%, 3/16/2011
|
|
75,000,000
|
|
75,000,000
|
|
|
144A, 0.252%, 4/7/2011
|
|
278,000,000
|
|
278,000,000
|
|
|
144A, 0.65%, 5/19/2010
|
|
173,894,000
|
|
174,001,814
|
|
Royal Bank of Canada:
|
|
|
|
|
|
|
|
|
0.23%, 3/10/2011
|
|
100,000,000
|
|
100,000,000
|
|
|
0.23%, 3/14/2011
|
|
50,000,000
|
|
50,000,000
|
|
|
0.247%, 2/24/2011
|
|
50,000,000
|
|
50,000,000
|
|
Societe Generale, 0.501%, 4/19/2010
|
|
275,000,000
|
|
275,000,000
|
|
Toronto-Dominion Bank, 0.228%, 2/4/2011
|
|
208,000,000
|
|
208,000,000
|
|
Wachovia Bank NA, 0.311%, 5/25/2010
|
|
2,000,000
|
|
2,000,239
|
|
Westpac Banking Corp.:
|
|
|
|
|
|
|
|
|
0.24%, 4/15/2010
|
|
125,000,000
|
|
125,000,000
|
|
|
0.27%, 1/10/2011
|
|
130,000,000
|
|
130,000,000
|
|
|
144A, 0.285%, 12/13/2010
|
|
100,000,000
|
|
100,000,000
|
|
|
0.304%, 7/6/2010
|
|
119,350,000
|
|
119,350,000
|
|
|
144A, 0.385%, 7/2/2010
|
|
50,000,000
|
|
50,000,000
|
|
|
Total Short Term Notes
(Cost $4,399,046,394)
|
|
4,399,046,394
|
|
|
|
|
Inter-American Development Bank, 0.34% **, 8/16/2010
|
|
148,000,000
|
|
147,808,505
|
|
International Bank for Reconstruction & Development, 0.17% **, 5/7/2010
|
|
2,321,000
|
|
2,320,605
|
|
|
Total Supranational
(Cost $150,129,110)
|
|
150,129,110
|
|
|
|
|
Bank of Nova Scotia, 0.16%, 4/7/2010
|
|
640,000,000
|
|
640,000,000
|
|
Bank of Tokyo-Mitsubishi UFJ Ltd., 0.06%, 4/1/2010
|
|
355,047,281
|
|
355,047,281
|
|
BNP Paribas, 0.05%, 4/1/2010
|
|
500,000,000
|
|
500,000,000
|
|
Caixa Geral de Depositos SA, 0.14%, 4/7/2010
|
|
250,000,000
|
|
250,000,000
|
|
Calyon, 0.09%, 4/1/2010
|
|
134,857,873
|
|
134,857,873
|
|
Canadian Imperial Bank of Commerce, 0.12%, 4/6/2010
|
|
400,000,000
|
|
400,000,000
|
|
Citibank NA:
|
|
|
|
|
|
|
|
|
0.08%, 4/1/2010
|
|
4,308,411
|
|
4,308,411
|
|
|
0.18%, 4/7/2010
|
|
500,000,000
|
|
500,000,000
|
|
Governor & Co. of the Bank of Ireland, 0.25%, 4/7/2010
|
|
325,000,000
|
|
325,000,000
|
|
JPMorgan Chase Bank NA:
|
|
|
|
|
|
|
|
|
0.01%, 4/1/2010
|
|
548,000,000
|
|
548,000,000
|
|
|
0.062%, 4/1/2010
|
|
800,000,000
|
|
800,000,000
|
|
KBC Bank NV:
|
|
|
|
|
|
|
|
|
0.04%, 4/1/2010
|
|
432,000,000
|
|
432,000,000
|
|
|
0.14%, 4/5/2010
|
|
600,000,000
|
|
600,000,000
|
|
Lloyds TSB Bank PLC, 0.12%, 4/7/2010
|
|
400,000,000
|
|
400,000,000
|
|
National Bank of Canada, 0.062%, 4/1/2010
|
|
400,000,000
|
|
400,000,000
|
|
Nordea Bank Finland PLC, 0.16%, 4/6/2010
|
|
355,000,000
|
|
355,000,000
|
|
|
Total Time Deposits
(Cost $6,644,213,565)
|
|
6,644,213,565
|
|
|
Municipal Bonds and Notes 6.6%
|
|
Alaska, State Housing Finance Corp., Capital Project, Series C, 0.3% ***, 7/1/2022
|
|
24,295,000
|
|
24,295,000
|
|
Blount County, TN, Public Building Authority, Local Government Public Improvement:
|
|
|
|
|
|
|
|
|
Series C-3-A, 0.28% ***, 6/1/2029
|
|
10,000,000
|
|
10,000,000
|
|
|
Series E-5-A, 0.32% ***, 6/1/2030, Branch Banking & Trust (b)
|
|
40,000,000
|
|
40,000,000
|
|
Burke County, GA, Development Authority, Pollution Control Revenue, Georgia Power Co. Vogtle Project, Series 1, 0.28% ***, 7/1/2049
|
|
37,335,000
|
|
37,335,000
|
|
California, Housing Finance Agency Revenue, Home Mortgage:
|
|
|
|
|
|
|
|
|
Series K, AMT, 0.3% ***, 8/1/2037
|
|
25,000,000
|
|
25,000,000
|
|
|
Series D, AMT, 0.3% ***, 2/1/2043
|
|
15,685,000
|
|
15,685,000
|
|
California, Infrastructure & Economic Development Bank Revenue, Jewish Community Center, Series A, 0.28% ***, 12/1/2031, Bank of America NA (b)
|
|
12,300,000
|
|
12,300,000
|
|
California, State Department of Water Resources, Power Supply Revenue, Series I-2, 0.27% ***, 5/1/2022, Landesbank Hessen-Thuringen (b)
|
|
5,200,000
|
|
5,200,000
|
|
California, Regents of the University of California, 0.22%, 4/13/2010
|
|
39,737,000
|
|
39,734,086
|
|
Clark County, NV, Industrial Development Revenue, Southwest Gas Corp., Series A, 0.27% ***, 12/1/2039, JPMorgan Chase Bank (b)
|
|
12,000,000
|
|
12,000,000
|
|
Colorado, Educational & Cultural Facilities Authority Revenue, Linfield Christian School Project, 0.27% ***, 5/1/2030, Evangelical Christian Credit Union (b)
|
|
16,200,000
|
|
16,200,000
|
|
Colorado, Health Facilities Authority Revenue, Bethesda Adult Communities, Series A, 0.27% ***, 8/15/2034, LaSalle Bank NA (b)
|
|
10,000,000
|
|
10,000,000
|
|
Colorado, Health Facilities Authority Revenue, Fraiser Meadows Community Project, 0.27% ***, 6/1/2038, JPMorgan Chase Bank (b)
|
|
14,000,000
|
|
14,000,000
|
|
Colorado, Housing & Finance Authority, Series I-A1, 144A, 0.25% ***, 10/1/2036
|
|
42,505,000
|
|
42,505,000
|
|
Colorado, Housing & Finance Authority, Single Family Program, Series I-A1, 0.29% ***, 11/1/2034
|
|
16,700,000
|
|
16,700,000
|
|
Colorado, Housing Finance Authority, Single Family Mortgage Revenue:
|
|
|
|
|
|
|
|
|
"I", Series B1, 0.22% ***, 5/1/2038
|
|
48,500,000
|
|
48,500,000
|
|
|
"I", Series A-2, 0.25% ***, 5/1/2038
|
|
27,900,000
|
|
27,900,000
|
|
District of Columbia, Anacostia Waterfront Corp., Pilot Revenue, Series F02, 144A, 0.29% ***, 9/30/2022
|
|
99,000,000
|
|
99,000,000
|
|
Florida, Jacksonville Electric Authority, Electric Systems Revenue:
|
|
|
|
|
|
|
|
|
Series 200F, 0.25%, 6/3/2010
|
|
33,200,000
|
|
33,200,000
|
|
|
Series 2000B, 0.25%, 6/10/2010
|
|
43,800,000
|
|
43,800,000
|
|
|
Series 3D-2-B, 0.29% ***, 10/1/2037
|
|
37,160,000
|
|
37,160,000
|
|
Florida, Sunshine State Governmental Financing Commission, 0.37%, 4/1/2010
|
|
25,000,000
|
|
25,000,000
|
|
Georgia, Private Colleges & Universities Authority Revenue, Emory University, Series C1, 0.27% ***, 9/1/2036
|
|
17,300,000
|
|
17,300,000
|
|
Glen Cove, NY, Housing Authority Revenue, Series 57G, 144A, AMT, 0.33% ***, 10/1/2026
|
|
12,850,000
|
|
12,850,000
|
|
Harris County, TX, Health Facilities Development Corp., Hospital Revenue, Baylor College of Medicine, Series B, 0.28% ***, 11/15/2047, Northern Trust Co. (b)
|
|
10,000,000
|
|
10,000,000
|
|
Hillsborough County, FL, School Board, Certificates of Participation, Master Lease Program, Series A, 0.3% ***, 7/1/2023, Wells Fargo Bank NA (b) (c)
|
|
10,000,000
|
|
10,000,000
|
|
Idaho, Health Facilities Authority Revenue, St. Luke's Health Systems Project, Series A, 0.3% ***, 11/1/2043, Wells Fargo Bank NA (b)
|
|
10,000,000
|
|
10,000,000
|
|
Illinois, Development Finance Authority Revenue, Chicago Symphony Project, 0.27% ***, 12/1/2033, Bank One NA (b)
|
|
11,000,000
|
|
11,000,000
|
|
Illinois, Finance Authority Revenue, Carle Foundation, Series D, 0.3% ***, 2/15/2033, JPMorgan Chase Bank (b)
|
|
29,375,000
|
|
29,375,000
|
|
Illinois, Finance Authority Revenue, Rehabilitation Institute of Chicago:
|
|
|
|
|
|
|
|
|
Series B, 0.3% ***, 4/1/2032, JPMorgan Chase Bank (b)
|
|
17,600,000
|
|
17,600,000
|
|
|
Series A, 0.3% ***, 4/1/2039, JPMorgan Chase Bank (b)
|
|
8,565,000
|
|
8,565,000
|
|
Illinois, Finance Authority, Pollution Control Revenue, Commonwealth Edison Co., Series F, 144A, 0.28% ***, 3/1/2017, JPMorgan Chase Bank (b)
|
|
10,100,000
|
|
10,100,000
|
|
Illinois, Northwestern University:
|
|
|
|
|
|
|
|
|
0.21%, 6/15/2010
|
|
34,000,000
|
|
33,985,125
|
|
|
0.23%, 6/3/2010
|
|
30,000,000
|
|
29,987,925
|
|
Iowa, Finance Authority, Multi-Family Revenue, Windsor on the River LLC, Series A, AMT, 0.34% ***, 5/1/2042, Wells Fargo Bank NA (b)
|
|
17,000,000
|
|
17,000,000
|
|
Kansas, State Department of Transportation Highway Revenue:
|
|
|
|
|
|
|
|
|
Series A-2, 0.24% ***, 9/1/2014
|
|
19,300,000
|
|
19,300,000
|
|
|
Series C-3, 0.25% ***, 9/1/2024
|
|
18,675,000
|
|
18,675,000
|
|
Maine, State Housing Authority, Mortgage Purchase Revenue, Series D, AMT, 0.34% ***, 11/15/2042
|
|
10,000,000
|
|
10,000,000
|
|
Massachusetts, Bay Transportation Authority, General Transportation Systems, 0.3% ***, 3/1/2030
|
|
15,400,000
|
|
15,400,000
|
|
Massachusetts, State Development Finance Agency Revenue, College of the Holy Cross, Series A, 0.3% ***, 9/1/2037, Bank of America NA (b)
|
|
24,000,000
|
|
24,000,000
|
|
Massachusetts, State Development Finance Agency Revenue, Wentworth Institute of Technology, 0.29% ***, 10/1/2030, RBS Citizens NA (b)
|
|
28,285,000
|
|
28,285,000
|
|
Massachusetts, State General Obligation, Series A, 0.3% ***, 9/1/2016
|
|
33,200,000
|
|
33,200,000
|
|
Massachusetts, State Health & Educational Facilities Authority Revenue, Amherst College, Series J-1, 0.28% ***, 11/1/2035
|
|
23,895,000
|
|
23,895,000
|
|
Massachusetts, State Health & Educational Facilities Authority Revenue, Boston University, Series N, 0.3% ***, 10/1/2034, Bank of America NA (b)
|
|
13,600,000
|
|
13,600,000
|
|
Michigan, State University Revenues:
|
|
|
|
|
|
|
|
|
Series 2000-A, 0.25% ***, 8/15/2030
|
|
26,430,000
|
|
26,430,000
|
|
|
Series A, 0.25% ***, 8/15/2030
|
|
30,420,000
|
|
30,420,000
|
|
|
Series A, 0.28% ***, 4/1/2038
|
|
12,000,000
|
|
12,000,000
|
|
Minnesota, State Housing Finance Agency, Residential Housing, Series J, AMT, 0.3% ***, 7/1/2033
|
|
7,500,000
|
|
7,500,000
|
|
Mississippi, Business Finance Corp., Gulf Opportunity Zone, Chevron USA, Inc. Project:
|
|
|
|
|
|
|
|
|
Series A, 0.26% ***, 12/1/2030
|
|
76,100,000
|
|
76,100,000
|
|
|
Series C, 0.26% ***, 12/1/2030
|
|
28,000,000
|
|
28,000,000
|
|
Missouri, State Health & Educational Facilities Authority Revenue, Lutheran Senior Services Project, 0.27% ***, 2/1/2039, US Bank NA (b)
|
|
9,000,000
|
|
9,000,000
|
|
Montgomery County, TN, Public Building Authority, Pooled Financing Revenue, Tennessee County Loan Pool, 0.31% ***, 7/1/2038, Bank of America NA (b)
|
|
4,865,000
|
|
4,865,000
|
|
Nashville & Davidson County, TN, Metropolitan Government, Health & Educational Facilities Board Revenue, Vanderbilt University, Series A, 0.28% ***, 10/1/2030
|
|
24,850,000
|
|
24,850,000
|
|
Nassau County, NY, Industrial Development Agency Revenue, Series 75G, 144A, AMT, 0.33% ***, 12/1/2033
|
|
15,495,000
|
|
15,495,000
|
|
New Hampshire, Health & Education Facilities Authority Revenue, Phillips Exeter Academy, 0.29% ***, 9/1/2042
|
|
20,000,000
|
|
20,000,000
|
|
New Hampshire, Health & Education Facilities Authority Revenue, RiverWoods Co. at Exeter, 0.27% ***, 3/1/2038, Bank of America NA (b)
|
|
29,000,000
|
|
29,000,000
|
|
New Jersey, State Transportation Trust Fund Authority, Transportation Systems, Series D, 0.29% ***, 6/15/2032, Sumitomo Mitsui Banking (b)
|
|
23,000,000
|
|
23,000,000
|
|
New York, Metropolitan Transportation Authority Revenue, Series E-2, 0.25% ***, 11/1/2035, Fortis Bank SA (b)
|
|
14,385,000
|
|
14,385,000
|
|
New York, State Dormitory Authority Revenues, Non-State Supported Debt, St. John's University, Series B-1, 0.29% ***, 7/1/2034, Bank of America NA (b)
|
|
28,500,000
|
|
28,500,000
|
|
New York, State Dormitory Authority Revenues, State Supported Debt, City University of New York, Series C, 0.31% ***, 7/1/2031, Bank of America NA (b)
|
|
29,900,000
|
|
29,900,000
|
|
New York, State Energy Research & Development Authority, Pollution Control Revenue, NY State Electric & Gas, Series C, 0.25% ***, 6/1/2029, Wells Fargo Bank NA (b)
|
|
13,200,000
|
|
13,200,000
|
|
New York, State Housing Finance Agency Revenue, 100 Maiden Lane Properties, Series A, 0.24% ***, 5/15/2037
|
|
42,660,000
|
|
42,660,000
|
|
New York, State Housing Finance Agency Revenue, 316 Eleventh Avenue Housing, Series A, AMT, 0.27% ***, 5/15/2041
|
|
47,800,000
|
|
47,800,000
|
|
New York, State Housing Finance Agency Revenue, 320 West 38th Street, Series B, 0.3% ***, 5/1/2042, Wachovia Bank NA (b)
|
|
5,000,000
|
|
5,000,000
|
|
New York, State Local Government Assistance Corp., Series B-3V, 0.27% ***, 4/1/2024
|
|
32,025,000
|
|
32,025,000
|
|
New York, State Mortgage Agency, Homeowner Mortgage Revenue, Series 142, AMT, 0.33% ***, 10/1/2037
|
|
14,200,000
|
|
14,200,000
|
|
New York, Wells Fargo Stage Trust, Series 2009-75C, 144A, 0.27% ***, 5/1/2031
|
|
20,505,000
|
|
20,505,000
|
|
New York City, NY, Housing Development Corp., Multi-Family Rent Housing Revenue, 155 West 21st Street Development, Series A, AMT, 0.25% ***, 11/15/2037
|
|
7,300,000
|
|
7,300,000
|
|
New York City, NY, Housing Development Corp., Residential Revenue, Queens College, Series A, 0.27% ***, 6/1/2043, RBS Citizens NA (b)
|
|
13,000,000
|
|
13,000,000
|
|
New York City, NY, Municipal Water Finance Authority, Water & Sewer Systems Revenue, Series C, 0.31% ***, 6/15/2033
|
|
17,600,000
|
|
17,600,000
|
|
New York, NY, General Obligation:
|
|
|
|
|
|
|
|
|
Series A-5, 0.26% ***, 8/1/2031, Bank of Nova Scotia (b)
|
|
14,320,000
|
|
14,320,000
|
|
|
Series H-2, 0.26% ***, 3/1/2034, Bank of New York (b)
|
|
21,095,000
|
|
21,095,000
|
|
|
Series G-4, 0.28% ***, 3/1/2039
|
|
65,000,000
|
|
65,000,000
|
|
|
Series J12, 0.38% ***, 8/1/2029
|
|
32,770,000
|
|
32,770,000
|
|
Norfolk, VA, General Obligation, 0.27% ***, 8/1/2037
|
|
11,640,000
|
|
11,640,000
|
|
North Carolina, Capital Facilities Finance Agency, Exempt Facilities Revenue, Republic Services, Inc., 0.31% ***, 9/1/2025, Bank of America NA (b)
|
|
5,000,000
|
|
5,000,000
|
|
North Texas, Higher Education Authority, Inc., Student Loan Revenue, Series A, AMT, 0.28% ***, 12/1/2038, Lloyds TSB Bank PLC (b)
|
|
8,600,000
|
|
8,600,000
|
|
North Texas, Tollway Authority Revenue, Series D, 0.27% ***, 1/1/2049, JPMorgan Chase Bank (b)
|
|
27,000,000
|
|
27,000,000
|
|
Ohio, Housing Finance Agency, Mortgage Revenue, Residential Mortgage Backed, Series D, AMT, 0.3% ***, 9/1/2036
|
|
45,000,000
|
|
45,000,000
|
|
Ohio, State Higher Educational Facility Commission Revenue, University Hospitals Health System, Inc., Series C, 0.25% ***, 1/15/2035, Wells Fargo Bank NA (b)
|
|
33,125,000
|
|
33,125,000
|
|
Ohio, State Hospital Facility, Series 3591, 144A, 0.3% ***, 1/1/2017
|
|
15,000,000
|
|
15,000,000
|
|
Oklahoma, State Turnpike Authority Revenue, Series C, 0.26% ***, 1/1/2028
|
|
16,860,000
|
|
16,860,000
|
|
Orange County, FL, Health Facilities Authority Revenue, Adventist Health Sunbelt, 0.28% ***, 11/15/2026, Wells Fargo Bank NA (b)
|
|
8,550,000
|
|
8,550,000
|
|
Oregon, State Veterans Welfare:
|
|
|
|
|
|
|
|
|
Series 88B, 0.29% ***, 12/1/2041
|
|
5,700,000
|
|
5,700,000
|
|
|
Series B, 0.3% ***, 12/1/2045
|
|
7,600,000
|
|
7,600,000
|
|
Philadelphia, PA, Airport Revenue, Series C, AMT, 0.27% ***, 6/15/2025, TD Bank NA (b)
|
|
19,485,000
|
|
19,485,000
|
|
Pinellas County, FL, Health Facilities Authority Revenue, Baycare Health Systems, Series A2, 0.29% ***, 11/1/2038, Northern Trust Co. (b)
|
|
9,750,000
|
|
9,750,000
|
|
Port of Tacoma, WA, AMT, 0.32% ***, 12/1/2036, Banco Bilbao Vizcaya (b)
|
|
99,400,000
|
|
99,400,000
|
|
Rhode Island, Health & Educational Building Corp., Higher Education Facility Revenue, Rhode Island School of Design, Series B, 0.25% ***, 8/15/2036, Bank of America NA (b)
|
|
14,100,000
|
|
14,100,000
|
|
Riverside County, CA, Certificates of Participation, Public Safety, Communication & Woodcrest Library, 0.3% ***, 11/1/2039, Bank of America NA (b)
|
|
5,000,000
|
|
5,000,000
|
|
Salem, OH, Hospital Revenue, Salem Community Hospital, 0.3% ***, 9/1/2035, JPMorgan Chase Bank (b)
|
|
8,130,000
|
|
8,130,000
|
|
San Francisco, CA, Bay Area Toll Authority, Toll Bridge Revenue, Series D-1, 0.27% ***, 4/1/2045
|
|
40,000,000
|
|
40,000,000
|
|
San Francisco, CA, City & County Airports Commission, International Airport Revenue, Series A-3, AMT, 0.3% ***, 5/1/2030, JPMorgan Chase Bank (b)
|
|
13,000,000
|
|
13,000,000
|
|
Sarasota County, FL, Public Hospital District Revenue, Sarasota Memorial Hospital, Series B, 0.27% ***, 7/1/2037, Bank of America NA (b)
|
|
20,000,000
|
|
20,000,000
|
|
Southern California, Metropolitan Water District, Waterworks Revenue, Series B, 0.27% ***, 7/1/2028
|
|
7,000,000
|
|
7,000,000
|
|
St. Paul, MN, Housing & Redevelopment Authority, Health Care Revenue, Allina Health Systems, Series C, 0.23% ***, 11/15/2035, Wells Fargo Bank NA (b)
|
|
21,000,000
|
|
21,000,000
|
|
Tarrant County, TX, Cultural Education Facilities Finance Corp., Retirement Facilities, Northwest Senior Edgemere Project, Series B, 144A, 0.27% ***, 11/15/2036, LaSalle Bank NA (b)
|
|
9,505,000
|
|
9,505,000
|
|
Texas, Alliance Airport Authority, Inc., Special Facilities Revenue, Series 2088, 144A, AMT, 0.29% ***, 4/1/2021
|
|
24,570,000
|
|
24,570,000
|
|
Texas, State Taxable Public Finance Authority, 0.28%, 5/13/2010
|
|
8,400,000
|
|
8,400,000
|
|
Texas, State Veterans Housing Assistance Fund II, Series C, 0.25% ***, 6/1/2031
|
|
11,700,000
|
|
11,700,000
|
|
Texas, University of Houston Revenues, Consolidated Systems, 0.26% ***, 2/15/2024
|
|
7,605,000
|
|
7,605,000
|
|
Travis County, TX, Health Facilities Development Corp., Retirement Facilities Revenue, Longhorn Village Project, Series B, 0.29% ***, 7/1/2037, Bank of Scotland (b)
|
|
38,940,000
|
|
38,940,000
|
|
University of Chicago, 0.219%, 4/8/2010
|
|
21,500,000
|
|
21,499,080
|
|
University of Houston, 0.22%, 4/29/2010
|
|
17,268,000
|
|
17,268,000
|
|
University of Texas, Financing Systems Revenues, Series B, 0.22% ***, 8/1/2039
|
|
61,600,000
|
|
61,600,000
|
|
Utah, Water Finance Agency Revenue, Series B-3, 0.29% ***, 7/1/2036
|
|
41,800,000
|
|
41,800,000
|
|
Vermont, Educational & Health Buildings, Financing Agency Revenue, Norwich University Project, 0.26% ***, 9/1/2038, TD Bank NA (b)
|
|
17,500,000
|
|
17,500,000
|
|
Washington, State Higher Education Facilities Authority Revenue, Seattle University Project, Series A, 0.29% ***, 5/1/2028, US Bank NA (b)
|
|
8,905,000
|
|
8,905,000
|
|
Washington, Wells Fargo Stage Trust, Series 21C, 144A, 0.27% ***, 12/1/2037
|
|
10,390,000
|
|
10,390,000
|
|
West Virginia, State Hospital Finance Authority Revenue, Cabell Huntington Hospital, Series A, 0.27% ***, 1/1/2034, Branch Banking & Trust (b)
|
|
13,480,000
|
|
13,480,000
|
|
Wisconsin, Housing & Economic Development Authority Revenue, Series A, 0.34% ***, 5/1/2042
|
|
14,045,000
|
|
14,045,000
|
|
Wisconsin, Housing & Economic Development Authority, Home Ownership Revenue, Series B, 0.22% ***, 3/1/2033 (b)
|
|
15,975,000
|
|
15,975,000
|
|
Wisconsin, State Health & Educational Facilities Authority Revenue, Aspirus Wausau Hospital, 0.29% ***, 8/15/2036, JPMorgan Chase Bank (b)
|
|
14,985,000
|
|
14,985,000
|
|
|
Total Municipal Bonds and Notes
(Cost $2,544,659,216)
|
|
2,544,659,216
|
|
|
Repurchase Agreements 2.0%
|
|
Banc of America Securities LLC, 0.02%, dated 3/31/2010, to be repurchased at $124,675,157 on 4/1/2010 (d)
|
|
124,675,088
|
|
124,675,088
|
|
BNP Paribas, 0.005%, dated 3/31/2010, to be repurchased at $164,762,674 on 4/1/2010 (e)
|
|
164,762,651
|
|
164,762,651
|
|
The Goldman Sachs & Co., 0.12%, dated 3/30/2010, to be repurchased at $500,013,333 on 4/7/2010 (f)
|
|
500,000,000
|
|
500,000,000
|
|
|
Total Repurchase Agreements
(Cost $789,437,739)
|
|
789,437,739
|
|