|
Principal
Amount ($)
|
|
Value ($)
|
|
|
|
Certificates of Deposit and Bank Notes 20.2%
|
|
Abbey National Treasury Services PLC:
|
|
|
|
|
|
|
|
|
0.22%, 10/4/2010
|
|
100,000,000
|
|
100,000,000
|
|
|
0.295%, 10/4/2010
|
|
200,000,000
|
|
200,000,000
|
|
|
0.41%, 12/7/2010
|
|
124,000,000
|
|
124,000,000
|
|
|
0.41%, 12/10/2010
|
|
100,000,000
|
|
100,000,971
|
|
|
0.58%, 10/8/2010
|
|
50,000,000
|
|
50,002,913
|
|
Banco Bilbao Vizcaya Argentaria SA:
|
|
|
|
|
|
|
|
|
0.32%, 11/1/2010
|
|
227,000,000
|
|
227,000,000
|
|
|
0.43%, 10/19/2010
|
|
118,000,000
|
|
118,000,295
|
|
|
0.455%, 10/25/2010
|
|
328,900,000
|
|
328,901,095
|
|
Bank of Nova Scotia, 0.24%, 10/28/2010
|
|
191,700,000
|
|
191,700,000
|
|
Bank of Tokyo-Mitsubishi UFJ Ltd.:
|
|
|
|
|
|
|
|
|
0.4%, 10/19/2010
|
|
150,000,000
|
|
150,000,000
|
|
|
0.4%, 10/22/2010
|
|
25,000,000
|
|
25,000,000
|
|
|
0.54%, 2/2/2011
|
|
52,000,000
|
|
52,000,000
|
|
|
0.55%, 1/31/2011
|
|
200,000,000
|
|
200,000,000
|
|
|
0.57%, 11/9/2010
|
|
100,000,000
|
|
100,012,972
|
|
|
0.6%, 1/24/2011
|
|
50,000,000
|
|
50,000,000
|
|
BNP Paribas:
|
|
|
|
|
|
|
|
|
0.41%, 3/21/2011
|
|
100,000,000
|
|
100,004,734
|
|
|
0.51%, 2/11/2011
|
|
50,000,000
|
|
50,002,764
|
|
|
0.52%, 12/29/2010
|
|
75,000,000
|
|
75,001,845
|
|
|
0.53%, 4/12/2011
|
|
20,000,000
|
|
20,002,137
|
|
|
0.63%, 1/27/2011
|
|
250,000,000
|
|
250,000,000
|
|
Dexia Credit Local, 0.36%, 10/5/2010
|
|
138,944,000
|
|
138,944,000
|
|
Fortis Bank SA:
|
|
|
|
|
|
|
|
|
0.3%, 12/1/2010
|
|
88,500,000
|
|
88,500,000
|
|
|
0.32%, 12/27/2010
|
|
200,000,000
|
|
200,004,830
|
|
Intesa Sanpaolo SpA:
|
|
|
|
|
|
|
|
|
0.23%, 10/4/2010
|
|
100,000,000
|
|
100,000,000
|
|
|
0.25%, 10/4/2010
|
|
100,000,000
|
|
100,000,000
|
|
|
0.25%, 10/27/2010
|
|
168,500,000
|
|
168,500,000
|
|
KBC Bank NV:
|
|
|
|
|
|
|
|
|
0.51%, 10/22/2010
|
|
116,000,000
|
|
116,000,000
|
|
|
0.6%, 10/15/2010
|
|
50,000,000
|
|
50,000,000
|
|
|
0.65%, 11/15/2010
|
|
144,000,000
|
|
144,000,000
|
|
|
0.65%, 11/22/2010
|
|
290,000,000
|
|
290,000,000
|
|
Lloyds TSB Bank PLC:
|
|
|
|
|
|
|
|
|
0.47%, 10/27/2010
|
|
50,000,000
|
|
50,000,000
|
|
|
0.49%, 11/30/2010
|
|
200,000,000
|
|
200,000,000
|
|
|
0.53%, 11/29/2010
|
|
150,000,000
|
|
150,007,354
|
|
Mizuho Corporate Bank Ltd.:
|
|
|
|
|
|
|
|
|
0.28%, 1/7/2011
|
|
200,000,000
|
|
200,000,000
|
|
|
0.5%, 10/4/2010
|
|
150,000,000
|
|
150,000,000
|
|
Natixis:
|
|
|
|
|
|
|
|
|
0.25%, 10/8/2010
|
|
20,000,000
|
|
20,000,000
|
|
|
0.38%, 1/4/2011
|
|
115,000,000
|
|
115,000,000
|
|
|
0.53%, 10/28/2010
|
|
100,000,000
|
|
100,000,749
|
|
Nordea Bank Finland PLC:
|
|
|
|
|
|
|
|
|
0.52%, 2/22/2011
|
|
50,000,000
|
|
50,003,978
|
|
|
0.52%, 3/22/2011
|
|
45,000,000
|
|
45,023,565
|
|
|
|
|
|
|
|
|
Rabobank Nederland NV:
|
|
|
|
|
|
|
|
|
0.46%, 11/1/2010
|
|
15,000,000
|
|
15,000,065
|
|
|
0.52%, 1/21/2011
|
|
50,000,000
|
|
50,007,757
|
|
|
0.525%, 12/30/2010
|
|
89,000,000
|
|
89,005,545
|
|
|
0.55%, 2/1/2011
|
|
97,700,000
|
|
97,714,781
|
|
Royal Bank of Scotland NV:
|
|
|
|
|
|
|
|
|
0.36%, 1/21/2011
|
|
40,000,000
|
|
40,000,000
|
|
|
0.61%, 10/8/2010
|
|
114,000,000
|
|
114,000,000
|
|
Skandinaviska Enskilda Banken AB:
|
|
|
|
|
|
|
|
|
0.3%, 11/5/2010
|
|
50,000,000
|
|
50,000,000
|
|
|
0.31%, 11/5/2010
|
|
251,450,000
|
|
251,450,000
|
|
Societe Generale, 0.435%, 10/29/2010
|
|
50,000,000
|
|
50,005,633
|
|
Standard Chartered Bank, 0.465%, 10/29/2010
|
|
136,800,000
|
|
136,800,598
|
|
Sumitomo Mitsui Banking Corp.:
|
|
|
|
|
|
|
|
|
0.29%, 12/2/2010
|
|
220,000,000
|
|
220,000,000
|
|
|
0.45%, 10/13/2010
|
|
150,000,000
|
|
150,000,000
|
|
Toronto-Dominion Bank:
|
|
|
|
|
|
|
|
|
0.255%, 10/27/2010
|
|
21,500,000
|
|
21,500,692
|
|
|
0.28%, 10/28/2010
|
|
6,000,000
|
|
6,000,088
|
|
UBS AG, 0.56%, 10/1/2010
|
|
125,000,000
|
|
125,000,000
|
|
Unilever Capital Corp., 7.125%, 11/1/2010
|
|
9,500,000
|
|
9,555,355
|
|
|
Total Certificates of Deposit and Bank Notes
(Cost $6,413,654,716)
|
|
6,413,654,716
|
|
|
|
|
Issued at Discount **
|
|
|
Abbey National North America LLC:
|
|
|
|
|
|
|
|
|
0.47%, 11/15/2010
|
|
130,000,000
|
|
129,923,625
|
|
|
0.541%, 12/29/2010
|
|
120,000,000
|
|
119,839,800
|
|
|
0.6%, 12/10/2010
|
|
18,000,000
|
|
17,979,000
|
|
Amstel Funding Corp.:
|
|
|
|
|
|
|
|
|
0.37%, 11/26/2010
|
|
74,000,000
|
|
73,957,409
|
|
|
0.38%, 11/22/2010
|
|
63,000,000
|
|
62,965,420
|
|
|
0.38%, 11/26/2010
|
|
29,500,000
|
|
29,482,562
|
|
|
0.4%, 10/22/2010
|
|
95,000,000
|
|
94,977,833
|
|
Amsterdam Funding Corp., 144A, 0.28%, 10/12/2010
|
|
10,000,000
|
|
9,999,144
|
|
Antalis US Funding Corp.:
|
|
|
|
|
|
|
|
|
144A, 0.28%, 10/1/2010
|
|
87,440,000
|
|
87,440,000
|
|
|
144A, 0.3%, 10/29/2010
|
|
4,000,000
|
|
3,999,067
|
|
|
144A, 0.32%, 10/27/2010
|
|
37,658,000
|
|
37,649,297
|
|
|
144A, 0.34%, 11/30/2010
|
|
26,200,000
|
|
26,185,153
|
|
|
144A, 0.35%, 10/14/2010
|
|
42,000,000
|
|
41,994,692
|
|
|
144A, 0.36%, 10/18/2010
|
|
60,000,000
|
|
59,989,800
|
|
Argento Variable Funding:
|
|
|
|
|
|
|
|
|
144A, 0.28%, 10/7/2010
|
|
33,000,000
|
|
32,998,460
|
|
|
144A, 0.31%, 11/1/2010
|
|
28,000,000
|
|
27,992,526
|
|
|
144A, 0.37%, 1/20/2011
|
|
50,000,000
|
|
49,942,958
|
|
|
144A, 0.39%, 10/26/2010
|
|
7,000,000
|
|
6,998,104
|
|
|
144A, 0.47%, 10/21/2010
|
|
48,000,000
|
|
47,987,467
|
|
|
144A, 0.48%, 10/20/2010
|
|
95,000,000
|
|
94,975,933
|
|
|
144A, 0.48%, 12/1/2010
|
|
43,200,000
|
|
43,164,864
|
|
ASB Finance Ltd.:
|
|
|
|
|
|
|
|
|
0.42%, 3/14/2011
|
|
22,000,000
|
|
21,957,907
|
|
|
0.501%, 2/9/2011
|
|
74,300,000
|
|
74,164,815
|
|
Atlantic Asset Securitization LLC, 144A, 0.25%, 11/2/2010
|
|
25,000,000
|
|
24,994,444
|
|
Atlantis One Funding Corp., 144A, 0.24%, 10/5/2010
|
|
175,000,000
|
|
174,995,333
|
|
Banco Bilbao Vizcaya Argentaria SA:
|
|
|
|
|
|
|
|
|
0.31%, 10/14/2010
|
|
500,000
|
|
499,944
|
|
|
0.34%, 10/4/2010
|
|
157,000,000
|
|
156,995,552
|
|
|
0.39%, 10/18/2010
|
|
125,000,000
|
|
124,976,979
|
|
|
0.42%, 10/19/2010
|
|
148,000,000
|
|
147,968,920
|
|
|
0.45%, 11/18/2010
|
|
85,000,000
|
|
84,949,000
|
|
BNP Paribas Finance, Inc., 0.14%, 10/1/2010
|
|
502,463,000
|
|
502,463,000
|
|
BNZ International Funding Ltd.:
|
|
|
|
|
|
|
|
|
144A, 0.44%, 2/17/2011
|
|
50,000,000
|
|
49,915,056
|
|
|
144A, 0.46%, 1/28/2011
|
|
80,000,000
|
|
79,878,356
|
|
|
144A, 0.52%, 1/21/2011
|
|
98,500,000
|
|
98,340,649
|
|
BPCE SA:
|
|
|
|
|
|
|
|
|
0.47%, 11/8/2010
|
|
61,000,000
|
|
60,969,737
|
|
|
0.61%, 11/22/2010
|
|
25,000,000
|
|
24,977,972
|
|
Cancara Asset Securitisation LLC:
|
|
|
|
|
|
|
|
|
144A, 0.3%, 10/15/2010
|
|
90,000,000
|
|
89,989,500
|
|
|
144A, 0.3%, 10/20/2010
|
|
74,490,000
|
|
74,478,206
|
|
|
144A, 0.3%, 12/8/2010
|
|
50,000,000
|
|
49,971,667
|
|
Clipper Receivables Co., LLC, 0.28%, 10/12/2010
|
|
200,000,000
|
|
199,982,889
|
|
Commonwealth Bank of Australia, 144A, 0.29%, 11/16/2010
|
|
175,000,000
|
|
174,935,153
|
|
DnB NOR Bank ASA, 0.25%, 12/20/2010
|
|
101,600,000
|
|
101,543,556
|
|
ENI Coordination Center SA:
|
|
|
|
|
|
|
|
|
0.39%, 10/15/2010
|
|
35,000,000
|
|
34,994,692
|
|
|
0.45%, 10/22/2010
|
|
100,000,000
|
|
99,973,750
|
|
|
0.51%, 10/29/2010
|
|
11,100,000
|
|
11,095,597
|
|
General Electric Capital Corp.:
|
|
|
|
|
|
|
|
|
0.23%, 11/8/2010
|
|
150,000,000
|
|
149,963,583
|
|
|
0.25%, 11/29/2010
|
|
100,000,000
|
|
99,959,028
|
|
|
0.44%, 11/5/2010
|
|
100,000,000
|
|
99,957,222
|
|
General Electric Capital Services, Inc.:
|
|
|
|
|
|
|
|
|
0.24%, 12/8/2010
|
|
25,000,000
|
|
24,988,667
|
|
|
0.25%, 11/30/2010
|
|
125,000,000
|
|
124,947,917
|
|
|
0.27%, 11/16/2010
|
|
200,000,000
|
|
199,931,000
|
|
|
0.45%, 11/4/2010
|
|
50,000,000
|
|
49,978,750
|
|
General Electric Co., 0.17%, 10/1/2010
|
|
200,000,000
|
|
200,000,000
|
|
Grampian Funding LLC:
|
|
|
|
|
|
|
|
|
144A, 0.33%, 12/13/2010
|
|
24,000,000
|
|
23,983,940
|
|
|
144A, 0.43%, 11/1/2010
|
|
189,800,000
|
|
189,729,721
|
|
|
144A, 0.43%, 11/30/2010
|
|
66,000,000
|
|
65,952,700
|
|
|
144A, 0.45%, 10/29/2010
|
|
137,000,000
|
|
136,952,050
|
|
|
144A, 0.47%, 10/22/2010
|
|
76,387,000
|
|
76,366,057
|
|
|
144A, 0.47%, 12/2/2010
|
|
35,000,000
|
|
34,971,669
|
|
|
144A, 0.53%, 10/14/2010
|
|
216,000,000
|
|
215,958,660
|
|
|
144A, 0.56%, 10/1/2010
|
|
43,743,000
|
|
43,743,000
|
|
Hannover Funding Co., LLC:
|
|
|
|
|
|
|
|
|
0.47%, 10/18/2010
|
|
36,000,000
|
|
35,992,010
|
|
|
0.5%, 10/18/2010
|
|
76,000,000
|
|
75,982,055
|
|
|
0.52%, 10/1/2010
|
|
16,950,000
|
|
16,950,000
|
|
Hewlett-Packard Co., 0.2%, 10/4/2010
|
|
27,250,000
|
|
27,249,546
|
|
ING (US) Funding LLC, 0.18%, 10/6/2010
|
|
100,000,000
|
|
99,997,500
|
|
Johnson & Johnson, 144A, 0.25%, 1/20/2011
|
|
14,000,000
|
|
13,989,208
|
|
KBC Financial Products International Ltd.:
|
|
|
|
|
|
|
|
|
144A, 0.5%, 11/22/2010
|
|
11,494,000
|
|
11,485,699
|
|
|
144A, 0.6%, 10/4/2010
|
|
35,400,000
|
|
35,398,230
|
|
|
144A, 0.6%, 10/8/2010
|
|
26,000,000
|
|
25,996,967
|
|
Kreditanstalt fuer Wiederaufbau, 144A, 0.18%, 10/28/2010
|
|
5,000,000
|
|
4,999,325
|
|
LMA Americas LLC:
|
|
|
|
|
|
|
|
|
144A, 0.26%, 10/8/2010
|
|
19,869,000
|
|
19,867,996
|
|
|
144A, 0.26%, 10/27/2010
|
|
49,059,000
|
|
49,049,788
|
|
|
144A, 0.27%, 10/12/2010
|
|
16,700,000
|
|
16,698,622
|
|
|
144A, 0.27%, 10/13/2010
|
|
98,700,000
|
|
98,691,117
|
|
Matchpoint Master Trust:
|
|
|
|
|
|
|
|
|
0.24%, 10/12/2010
|
|
60,000,000
|
|
59,995,600
|
|
|
0.26%, 10/12/2010
|
|
77,065,000
|
|
77,058,878
|
|
|
0.35%, 11/10/2010
|
|
65,735,000
|
|
65,709,436
|
|
|
0.36%, 11/5/2010
|
|
115,000,000
|
|
114,959,750
|
|
Natixis US Finance Co., LLC, 0.41%, 11/9/2010
|
|
55,000,000
|
|
54,975,571
|
|
Nestle Finance International Ltd., 0.32%, 10/13/2010
|
|
100,000,000
|
|
99,989,333
|
|
New York Life Capital Corp.:
|
|
|
|
|
|
|
|
|
144A, 0.21%, 10/4/2010
|
|
35,000,000
|
|
34,999,387
|
|
|
144A, 0.21%, 10/7/2010
|
|
28,000,000
|
|
27,999,020
|
|
|
144A, 0.21%, 10/12/2010
|
|
40,211,000
|
|
40,208,420
|
|
Nieuw Amsterdam Receivables Corp.:
|
|
|
|
|
|
|
|
|
144A, 0.26%, 10/20/2010
|
|
50,000,000
|
|
49,993,139
|
|
|
144A, 0.27%, 10/4/2010
|
|
50,000,000
|
|
49,998,875
|
|
|
144A, 0.27%, 10/29/2010
|
|
72,727,000
|
|
72,711,727
|
|
|
144A, 0.33%, 10/1/2010
|
|
51,187,000
|
|
51,187,000
|
|
Nordea North America, Inc., 0.49%, 1/20/2011
|
|
195,000,000
|
|
194,705,388
|
|
NRW.Bank:
|
|
|
|
|
|
|
|
|
0.41%, 10/12/2010
|
|
100,000,000
|
|
99,987,472
|
|
|
0.41%, 2/8/2011
|
|
25,000,000
|
|
24,962,986
|
|
|
0.42%, 10/6/2010
|
|
38,000,000
|
|
37,997,783
|
|
|
0.42%, 10/12/2010
|
|
138,000,000
|
|
137,982,290
|
|
|
0.42%, 11/5/2010
|
|
200,000,000
|
|
199,918,333
|
|
|
0.43%, 10/22/2010
|
|
100,000,000
|
|
99,974,917
|
|
|
0.43%, 3/31/2011
|
|
64,250,000
|
|
64,111,095
|
|
|
0.45%, 11/5/2010
|
|
100,000,000
|
|
99,956,250
|
|
|
0.5%, 10/15/2010
|
|
64,800,000
|
|
64,787,400
|
|
|
0.51%, 10/8/2010
|
|
76,000,000
|
|
75,992,463
|
|
|
0.53%, 10/4/2010
|
|
92,000,000
|
|
91,995,937
|
|
PepsiCo, Inc.:
|
|
|
|
|
|
|
|
|
0.18%, 10/1/2010
|
|
50,000,000
|
|
50,000,000
|
|
|
0.18%, 10/6/2010
|
|
75,000,000
|
|
74,998,125
|
|
|
0.2%, 11/12/2010
|
|
50,000,000
|
|
49,988,333
|
|
|
0.22%, 11/15/2010
|
|
100,000,000
|
|
99,972,500
|
|
Procter & Gamble Co.:
|
|
|
|
|
|
|
|
|
0.24%, 10/4/2010
|
|
65,000,000
|
|
64,998,700
|
|
|
0.24%, 10/8/2010
|
|
70,000,000
|
|
69,996,733
|
|
|
0.25%, 10/14/2010
|
|
80,000,000
|
|
79,992,778
|
|
|
0.25%, 11/1/2010
|
|
50,000,000
|
|
49,989,236
|
|
|
0.27%, 11/17/2010
|
|
75,000,000
|
|
74,973,562
|
|
|
0.27%, 1/14/2011
|
|
44,000,000
|
|
43,965,350
|
|
|
0.27%, 1/18/2011
|
|
100,000,000
|
|
99,918,250
|
|
Procter & Gamble International Funding SCA:
|
|
|
|
|
|
|
|
|
144A, 0.17%, 10/28/2010
|
|
5,000,000
|
|
4,999,363
|
|
|
144A, 0.19%, 10/1/2010
|
|
50,000,000
|
|
50,000,000
|
|
Romulus Funding Corp.:
|
|
|
|
|
|
|
|
|
144A, 0.3%, 10/1/2010
|
|
11,330,000
|
|
11,330,000
|
|
|
144A, 0.45%, 10/29/2010
|
|
14,000,000
|
|
13,995,100
|
|
|
144A, 0.46%, 10/1/2010
|
|
32,050,000
|
|
32,050,000
|
|
Santander Central Hispano Finance Delaware, Inc.:
|
|
|
|
|
|
|
|
|
0.525%, 11/12/2010
|
|
150,000,000
|
|
149,908,125
|
|
|
0.535%, 11/15/2010
|
|
147,000,000
|
|
146,901,694
|
|
Scaldis Capital LLC:
|
|
|
|
|
|
|
|
|
0.26%, 11/2/2010
|
|
100,000,000
|
|
99,976,889
|
|
|
0.27%, 10/4/2010
|
|
77,000,000
|
|
76,998,267
|
|
|
0.27%, 10/22/2010
|
|
100,000,000
|
|
99,984,250
|
|
|
0.28%, 10/27/2010
|
|
20,500,000
|
|
20,495,854
|
|
|
0.32%, 10/4/2010
|
|
45,000,000
|
|
44,998,800
|
|
|
0.34%, 10/4/2010
|
|
45,200,000
|
|
45,198,719
|
|
|
0.34%, 10/25/2010
|
|
24,500,000
|
|
24,494,447
|
|
|
0.34%, 10/27/2010
|
|
189,500,000
|
|
189,452,355
|
|
Shell International Finance BV:
|
|
|
|
|
|
|
|
|
0.4%, 2/25/2011
|
|
50,000,000
|
|
49,918,333
|
|
|
0.45%, 1/5/2011
|
|
48,500,000
|
|
48,441,800
|
|
|
0.5%, 2/4/2011
|
|
80,400,000
|
|
80,259,300
|
|
Skandinaviska Enskilda Banken AB:
|
|
|
|
|
|
|
|
|
0.3%, 10/4/2010
|
|
62,000,000
|
|
61,998,450
|
|
|
0.35%, 10/14/2010
|
|
30,000,000
|
|
29,996,208
|
|
|
0.355%, 10/8/2010
|
|
100,000,000
|
|
99,993,097
|
|
|
0.39%, 10/5/2010
|
|
286,200,000
|
|
286,187,598
|
|
Societe Generale North America, Inc., 0.2%, 10/1/2010
|
|
248,967,000
|
|
248,967,000
|
|
Standard Chartered Bank:
|
|
|
|
|
|
|
|
|
0.32%, 12/10/2010
|
|
100,000,000
|
|
99,937,778
|
|
|
0.42%, 11/5/2010
|
|
125,000,000
|
|
124,948,958
|
|
|
0.6%, 10/1/2010
|
|
125,000,000
|
|
125,000,000
|
|
Starbird Funding Corp., 144A, 0.55%, 10/1/2010
|
|
75,000,000
|
|
75,000,000
|
|
Straight-A Funding LLC:
|
|
|
|
|
|
|
|
|
144A, 0.25%, 11/9/2010
|
|
50,072,000
|
|
50,058,439
|
|
|
144A, 0.25%, 12/13/2010
|
|
34,584,000
|
|
34,566,468
|
|
|
144A, 0.27%, 11/4/2010
|
|
69,554,000
|
|
69,536,264
|
|
|
144A, 0.27%, 11/15/2010
|
|
50,368,000
|
|
50,351,001
|
|
|
144A, 0.28%, 11/3/2010
|
|
132,419,000
|
|
132,385,012
|
|
|
144A, 0.35%, 10/12/2010
|
|
15,000,000
|
|
14,998,396
|
|
Tasman Funding, Inc.:
|
|
|
|
|
|
|
|
|
144A, 0.32%, 11/15/2010
|
|
10,571,000
|
|
10,566,772
|
|
|
144A, 0.32%, 12/9/2010
|
|
31,750,000
|
|
31,730,527
|
|
|
144A, 0.36%, 10/27/2010
|
|
20,808,000
|
|
20,802,590
|
|
Toyota Credit de Puerto Rico:
|
|
|
|
|
|
|
|
|
0.27%, 10/29/2010
|
|
43,000,000
|
|
42,990,970
|
|
|
0.29%, 12/7/2010
|
|
10,000,000
|
|
9,994,603
|
|
Toyota Motor Credit Corp., 0.28%, 12/3/2010
|
|
100,000,000
|
|
99,951,000
|
|
United Parcel Service, Inc., 144A, 0.07%, 10/5/2010
|
|
5,000,000
|
|
4,999,961
|
|
Victory Receivables Corp.:
|
|
|
|
|
|
|
|
|
144A, 0.25%, 10/12/2010
|
|
149,185,000
|
|
149,173,604
|
|
|
144A, 0.259%, 10/13/2010
|
|
99,048,000
|
|
99,039,416
|
|
Walt Disney Co., 0.18%, 10/8/2010
|
|
25,000,000
|
|
24,999,125
|
|
|
Total Commercial Paper
(Cost $11,773,716,365)
|
|
11,773,716,365
|
|
|
Government & Agency Obligations 5.6%
|
|
Other Government Related (a) 0.3%
|
|
Bank of America NA, FDIC Guaranteed, 1.7%, 12/23/2010
|
|
50,000,000
|
|
50,149,252
|
|
International Bank for Reconstruction & Development:
|
|
|
|
|
|
|
|
|
0.307% *, 7/13/2011
|
|
6,500,000
|
|
6,501,562
|
|
|
0.468% *, 3/4/2011
|
|
5,500,000
|
|
5,505,523
|
|
JPMorgan Chase & Co., FDIC Guaranteed, 2.625%, 12/1/2010
|
|
40,000,000
|
|
40,150,729
|
|
|
|
102,307,066
|
|
US Government Sponsored Agencies 3.9%
|
|
Federal Home Loan Bank:
|
|
|
|
|
|
|
|
|
0.124% **, 10/22/2010
|
|
1,148,000
|
|
1,147,913
|
|
|
0.145% **, 10/29/2010
|
|
16,160,000
|
|
16,158,115
|
|
|
0.25%, 12/21/2010
|
|
12,000,000
|
|
11,997,430
|
|
|
0.27%, 10/26/2010
|
|
100,000,000
|
|
99,998,183
|
|
|
0.375%, 10/26/2010
|
|
17,600,000
|
|
17,601,100
|
|
|
Step-up Coupon, 0.375% to 10/16/2010, 0.5% to 1/16/2011, 0.875% to 4/16/2011, 1.125% to 5/11/2011
|
|
100,000,000
|
|
100,000,000
|
|
|
0.43%, 10/5/2010
|
|
25,000,000
|
|
25,000,916
|
|
|
0.48%, 10/25/2010
|
|
22,500,000
|
|
22,502,900
|
|
|
0.5%, 11/23/2010
|
|
20,000,000
|
|
20,004,206
|
|
|
0.52%, 4/12/2011
|
|
22,500,000
|
|
22,500,000
|
|
Federal Home Loan Mortgage Corp.:
|
|
|
|
|
|
|
|
|
0.187% **, 11/17/2010
|
|
181,000,000
|
|
180,955,102
|
|
|
0.219% **, 3/9/2011
|
|
150,000,000
|
|
149,854,250
|
|
|
0.238% **, 1/18/2011
|
|
35,000,000
|
|
34,974,567
|
|
|
0.27% **, 10/26/2010
|
|
72,700,000
|
|
72,685,864
|
|
|
0.326% **, 12/7/2010
|
|
20,000,000
|
|
19,987,717
|
|
|
0.326% **, 12/17/2010
|
|
20,000,000
|
|
19,985,883
|
|
|
0.336% **, 12/15/2010
|
|
40,000,000
|
|
39,971,667
|
|
Federal National Mortgage Association:
|
|
|
|
|
|
|
|
|
0.156% *, 7/27/2011
|
|
33,800,000
|
|
33,781,715
|
|
|
0.238% **, 1/19/2011
|
|
40,000,000
|
|
39,970,667
|
|
|
0.247% **, 12/13/2010
|
|
25,000,000
|
|
24,987,326
|
|
|
0.259% **, 10/25/2010
|
|
100,000,000
|
|
99,982,000
|
|
|
0.272% **, 11/1/2010
|
|
47,350,000
|
|
47,338,583
|
|
|
0.297% **, 1/18/2011
|
|
87,500,000
|
|
87,420,521
|
|
|
0.487% **, 4/7/2011
|
|
3,235,000
|
|
3,226,722
|
|
|
5.5%, 3/15/2011
|
|
33,050,000
|
|
33,790,243
|
|
|
|
1,225,823,590
|
|
US Treasury Obligations 1.4%
|
|
US Treasury Bills:
|
|
|
|
|
|
|
|
|
0.096% **, 10/14/2010
|
|
1,282,000
|
|
1,281,956
|
|
|
0.096% **, 10/21/2010
|
|
2,448,000
|
|
2,447,871
|
|
|
0.096% **, 11/18/2010
|
|
3,503,000
|
|
3,502,556
|
|
|
0.101% **, 10/14/2010
|
|
2,000
|
|
2,000
|
|
|
0.11% **, 11/18/2010
|
|
420,000
|
|
419,938
|
|
|
0.117% **, 1/20/2011
|
|
1,015,000
|
|
1,014,640
|
|
|
0.137% **, 1/20/2011
|
|
698,000
|
|
697,710
|
|
|
0.124% **, 12/2/2010
|
|
3,151,000
|
|
3,150,322
|
|
|
0.125% **, 1/20/2011
|
|
245,000
|
|
244,906
|
|
|
0.127% **, 10/21/2010
|
|
2,000,000
|
|
1,999,861
|
|
|
0.13% **, 12/9/2010
|
|
9,000,000
|
|
8,997,930
|
|
|
0.13% **, 1/20/2011
|
|
2,751,000
|
|
2,749,897
|
|
|
0.13% **, 1/27/2011
|
|
9,000,000
|
|
8,996,165
|
|
|
0.132% **, 12/16/2010
|
|
436,000
|
|
435,880
|
|
|
0.139% **, 11/4/2010
|
|
247,000
|
|
246,967
|
|
|
0.14% **, 11/4/2010
|
|
387,000
|
|
386,949
|
|
|
0.14% **, 11/26/2010
|
|
5,000,000
|
|
4,999,067
|
|
|
0.145% **, 10/14/2010
|
|
35,259,000
|
|
35,257,154
|
|
|
0.145% **, 10/28/2010
|
|
1,515,000
|
|
1,514,835
|
|
|
0.147% **, 11/12/2010
|
|
869,000
|
|
868,853
|
|
|
0.147% **, 11/18/2010
|
|
4,510,000
|
|
4,509,128
|
|
|
0.149% **, 1/6/2011
|
|
58,500,000
|
|
58,476,356
|
|
|
0.15% **, 10/14/2010
|
|
40,000,000
|
|
39,997,833
|
|
|
0.15% **, 1/27/2011
|
|
2,005,000
|
|
2,004,014
|
|
|
0.155% **, 1/13/2011
|
|
2,000,000
|
|
1,999,105
|
|
|
0.157% **, 1/13/2011
|
|
41,016,000
|
|
40,997,634
|
|
|
0.165% **, 12/9/2010
|
|
948,000
|
|
947,700
|
|
|
0.172% **, 1/6/2011
|
|
66,981,000
|
|
66,949,868
|
|
|
0.18% **, 2/17/2011
|
|
95,000,000
|
|
94,933,975
|
|
|
0.185% **, 1/6/2011
|
|
3,621,000
|
|
3,619,195
|
|
|
0.19% **, 11/4/2010
|
|
17,878,000
|
|
17,874,792
|
|
US Treasury Notes:
|
|
|
|
|
|
|
|
|
1.25%, 11/30/2010
|
|
25,000,000
|
|
25,039,189
|
|
|
4.5%, 2/28/2011
|
|
14,850,000
|
|
15,100,439
|
|
|
|
451,664,685
|
|
|
Total Government & Agency Obligations
(Cost $1,779,795,341)
|
|
1,779,795,341
|
|
|
|
|
Abbey National Treasury Services PLC, 0.297%, 12/10/2010
|
|
4,500,000
|
|
4,497,750
|
|
ASB Finance Ltd., 144A, 0.377%, 1/14/2011
|
|
50,000,000
|
|
50,001,451
|
|
Bank of Nova Scotia:
|
|
|
|
|
|
|
|
|
0.266%, 11/23/2010
|
|
35,700,000
|
|
35,700,000
|
|
|
0.37%, 9/12/2011
|
|
104,450,000
|
|
104,450,000
|
|
Barclays Bank PLC:
|
|
|
|
|
|
|
|
|
144A, 0.407%, 2/7/2011
|
|
100,000,000
|
|
100,000,000
|
|
|
0.426%, 10/22/2010
|
|
307,450,000
|
|
307,450,000
|
|
|
0.657%, 4/21/2011
|
|
240,000,000
|
|
240,000,000
|
|
Bayerische Landesbank, 0.316%, 10/24/2011
|
|
40,000,000
|
|
40,000,000
|
|
Canadian Imperial Bank of Commerce:
|
|
|
|
|
|
|
|
|
0.257%, 10/15/2010
|
|
50,000,000
|
|
50,000,000
|
|
|
0.257%, 12/13/2010
|
|
100,000,000
|
|
100,000,000
|
|
|
0.39%, 11/8/2010
|
|
125,000,000
|
|
125,000,000
|
|
|
0.46%, 4/26/2011
|
|
199,850,000
|
|
199,850,000
|
|
|
0.51%, 11/22/2010
|
|
35,000,000
|
|
35,000,000
|
|
Dexia Credit Local, 1.624%, 4/18/2011
|
|
115,000,000
|
|
115,006,643
|
|
Intesa Sanpaolo SpA, 0.315%, 10/18/2010
|
|
75,000,000
|
|
74,999,466
|
|
JPMorgan Chase Bank NA, 0.256%, 5/31/2011
|
|
191,200,000
|
|
191,200,000
|
|
Kreditanstalt fuer Wiederaufbau, 0.57%, 3/2/2011
|
|
7,860,000
|
|
7,871,173
|
|
National Australia Bank Ltd.:
|
|
|
|
|
|
|
|
|
144A, 0.286%, 1/27/2011
|
|
160,000,000
|
|
160,000,000
|
|
|
0.317%, 6/10/2011
|
|
200,000,000
|
|
200,000,000
|
|
Natixis:
|
|
|
|
|
|
|
|
|
0.457%, 12/14/2010
|
|
38,000,000
|
|
38,000,000
|
|
|
0.519%, 11/1/2010
|
|
235,000,000
|
|
235,000,000
|
|
|
0.53%, 11/5/2010
|
|
151,000,000
|
|
151,000,000
|
|
|
0.549%, 12/1/2010
|
|
105,000,000
|
|
105,000,000
|
|
Rabobank Nederland NV:
|
|
|
|
|
|
|
|
|
0.246%, 11/22/2010
|
|
52,500,000
|
|
52,500,000
|
|
|
0.257%, 3/11/2011
|
|
50,000,000
|
|
50,000,000
|
|
|
0.316%, 4/26/2011
|
|
100,000,000
|
|
100,000,000
|
|
|
0.444%, 8/8/2011
|
|
238,200,000
|
|
238,200,000
|
|
|
144A, 0.446%, 9/16/2011
|
|
75,000,000
|
|
75,000,000
|
|
|
144A, 1.781%, 4/7/2011
|
|
278,000,000
|
|
278,000,000
|
|
Royal Bank of Canada:
|
|
|
|
|
|
|
|
|
0.256%, 2/24/2011
|
|
50,000,000
|
|
50,000,000
|
|
|
0.257%, 3/10/2011
|
|
100,000,000
|
|
100,000,000
|
|
|
0.257%, 3/14/2011
|
|
50,000,000
|
|
50,000,000
|
|
|
0.282%, 5/13/2011
|
|
100,000,000
|
|
100,000,000
|
|
|
0.41%, 8/12/2011
|
|
115,000,000
|
|
115,000,000
|
|
|
0.465%, 11/24/2010
|
|
70,000,000
|
|
70,000,000
|
|
|
0.689%, 6/23/2011
|
|
12,210,000
|
|
12,246,099
|
|
|
1.131%, 7/29/2011
|
|
2,000,000
|
|
2,011,268
|
|
Societe Generale, 0.33%, 11/16/2010
|
|
183,800,000
|
|
183,800,000
|
|
Standard Chartered Bank, 0.44%, 10/28/2010
|
|
34,000,000
|
|
34,000,000
|
|
Toronto-Dominion Bank:
|
|
|
|
|
|
|
|
|
0.256%, 10/29/2010
|
|
3,000,000
|
|
3,000,005
|
|
|
0.257%, 11/5/2010
|
|
5,750,000
|
|
5,750,003
|
|
|
0.257%, 2/4/2011
|
|
208,000,000
|
|
208,000,000
|
|
Westpac Banking Corp.:
|
|
|
|
|
|
|
|
|
0.28%, 10/12/2010
|
|
100,000,000
|
|
100,000,000
|
|
|
0.3%, 1/10/2011
|
|
130,000,000
|
|
130,000,000
|
|
|
144A, 0.307%, 12/13/2010
|
|
100,000,000
|
|
100,000,000
|
|
|
0.507%, 4/14/2011
|
|
65,000,000
|
|
65,000,000
|
|
|
Total Short Term Notes
(Cost $4,792,533,858)
|
|
4,792,533,858
|
|
|
|
|
Bank of Nova Scotia, 0.1%, 10/1/2010
|
|
500,000,000
|
|
500,000,000
|
|
Branch Banking & Trust Co., 0.15%, 10/1/2010
|
|
1,000,000,000
|
|
1,000,000,000
|
|
Citibank NA, 0.19%, 10/1/2010
|
|
794,349,000
|
|
794,349,000
|
|
KBC Bank NV, 0.11%, 10/1/2010
|
|
490,000,000
|
|
490,000,000
|
|
Societe Generale, 0.23%, 10/4/2010
|
|
480,000,000
|
|
480,000,000
|
|
Svenska Handelsbanken AB, 0.15%, 10/1/2010
|
|
1,212,600,000
|
|
1,212,600,000
|
|
Wells Fargo Bank NA, 0.08%, 10/1/2010
|
|
500,000,000
|
|
500,000,000
|
|
|
Total Time Deposits
(Cost $4,976,949,000)
|
|
4,976,949,000
|
|
|
Municipal Bonds and Notes 5.3%
|
|
Albany, NY, Industrial Development Agency, Civic Facility Revenue, The College of St. Rose, Series A, 0.29% ***, 7/1/2037, Bank of America NA (b) (c)
|
|
13,740,000
|
|
13,740,000
|
|
Arizona, Health Facilities Authority Revenue, Banner Health System, Series B, 0.27% ***, 1/1/2035, Scotiabank (c)
|
|
13,760,000
|
|
13,760,000
|
|
Blount County, TN, Public Building Authority, Local Government Public Improvement:
|
|
|
|
|
|
|
|
|
Series E-5-B, 0.27% ***, 6/1/2042, Branch Banking & Trust (c)
|
|
32,000,000
|
|
32,000,000
|
|
|
Series E-5-A, 0.28% ***, 6/1/2030, Branch Banking & Trust (c)
|
|
35,700,000
|
|
35,700,000
|
|
California, Health Facilities Financing Authority Revenue, Wells Fargo Stage Trust, Series 72C, 144A, 0.26% ***, 8/15/2039
|
|
28,275,000
|
|
28,275,000
|
|
California, Housing Finance Agency Revenue, Series A, AMT, 0.26% ***, 8/1/2035
|
|
9,520,000
|
|
9,520,000
|
|
Chicago, IL, Midway Airport Revenue, Series B, AMT, 0.33% ***, 1/1/2029, JPMorgan Chase Bank (c)
|
|
29,000,000
|
|
29,000,000
|
|
Cohoes, NY, Industrial Development Agency, Urban Cultural Park Facility Revenue, Eddy Cohoes Project, 0.28% ***, 12/1/2033, Bank of America NA (c)
|
|
5,000,000
|
|
5,000,000
|
|
Colorado, Housing & Finance Authority, Series I-A1, 144A, 0.3% ***, 10/1/2036
|
|
21,000,000
|
|
21,000,000
|
|
Colorado, Housing & Finance Authority, Single Family Program, Series I-A1, 0.41% ***, 11/1/2034
|
|
9,800,000
|
|
9,800,000
|
|
Colorado, Housing Finance Authority, Single Family Mortgage Revenue:
|
|
|
|
|
|
|
|
|
"I", Series B1, 0.25% ***, 5/1/2038
|
|
44,535,000
|
|
44,535,000
|
|
|
"I", Series A-2, 0.3% ***, 5/1/2038
|
|
27,145,000
|
|
27,145,000
|
|
Connecticut, State Health & Educational Facilities Authority Revenue, Danbury Hospital, Series J, 144A, 0.24% ***, 7/1/2036, Wells Fargo Bank NA (c)
|
|
20,020,000
|
|
20,020,000
|
|
Delaware, State Health Facilities Authority Revenue, Bayhealth Medical Center, Inc., Series C, 144A, 0.28% ***, 7/1/2039, Wells Fargo Bank NA (c)
|
|
6,240,000
|
|
6,240,000
|
|
District of Columbia, Metropolitan Washington Airport Authority Systems, Series C-1, 144A, AMT, 0.29% ***, 10/1/2033, Barclays Bank PLC (c)
|
|
66,750,000
|
|
66,750,000
|
|
District of Columbia, University Revenue, Wells Fargo Stage Trust, Series 57C, 144A, 0.27% ***, 4/1/2034
|
|
24,995,000
|
|
24,995,000
|
|
Florida, Jacksonville Electric Systems Revenue, Series 3D-2-B, 0.26% ***, 10/1/2037
|
|
23,945,000
|
|
23,945,000
|
|
Florida, Lee Memorial Heath Systems Hospital Revenue, Series B, 0.31% ***, 4/1/2033, Bank of America NA (c)
|
|
17,500,000
|
|
17,500,000
|
|
Georgia, Private Colleges & Universities Authority Revenue, Emory University, Series B-2, 0.23% ***, 9/1/2035
|
|
26,535,000
|
|
26,535,000
|
|
Illinois, Development Finance Authority Revenue, Chicago Symphony Project, 0.24% ***, 12/1/2033, Bank One NA (c)
|
|
11,000,000
|
|
11,000,000
|
|
Illinois, Educational Facilities Authority Revenues, Field Museum of Natural History, 144A, 0.25% ***, 11/1/2032, Bank of America NA (c)
|
|
16,500,000
|
|
16,500,000
|
|
Illinois, Finance Authority Revenue, "A", 144A, 0.27% ***, 12/1/2042
|
|
3,120,000
|
|
3,120,000
|
|
Illinois, Finance Authority Revenue, Rehabilitation Institute of Chicago, Series B, 0.23% ***, 4/1/2032, JPMorgan Chase Bank (c)
|
|
17,600,000
|
|
17,600,000
|
|
Indiana, IPS Multi-School Building Corp., Series R-885WF, 144A, 0.28% ***, 1/15/2025 (b)
|
|
7,530,000
|
|
7,530,000
|
|
Indiana, State Finance Authority Revenue, Ascension Health Credit Group, Series E-7, 144A, 0.23% ***, 11/15/2033
|
|
20,100,000
|
|
20,100,000
|
|
Indiana, State Finance Authority, Environmental Revenue, Duke Energy Indiana, Inc. Project, Series A-5, 0.28% ***, 10/1/2040, Bank of America NA (c)
|
|
9,600,000
|
|
9,600,000
|
|
Iowa, Finance Authority Health Facilities Revenue, Great River Medical Center Project, 0.34% ***, 6/1/2027, JPMorgan Chase Bank (c)
|
|
22,690,000
|
|
22,690,000
|
|
Iowa, Finance Authority Health Facilities Revenue, Iowa Health Systems, Series E, 0.31% ***, 7/1/2039, Bank of America NA (c)
|
|
4,900,000
|
|
4,900,000
|
|
Kansas, State Department of Transportation Highway Revenue, Series A-2, 0.24% ***, 9/1/2014
|
|
28,900,000
|
|
28,900,000
|
|
Kansas City, MO, Special Obligation, H. ROE Bartle Scout Reservation, Series E, 0.28% ***, 4/15/2034, Bank of America NA (c)
|
|
23,900,000
|
|
23,900,000
|
|
Los Angeles County, CA, Multifamily Housing Authority Revenue, Canyon Country Villas Project, Series H, 0.29% ***, 12/1/2032
|
|
15,800,000
|
|
15,800,000
|
|
Maine, State Housing Authority, Mortgage Purchase Revenue, Series D, AMT, 0.33% ***, 11/15/2042
|
|
10,000,000
|
|
10,000,000
|
|
Massachusetts, State Development Finance Agency Revenue, College of the Holy Cross, Series A, 0.29% ***, 9/1/2037, Bank of America NA (c)
|
|
10,765,000
|
|
10,765,000
|
|
Massachusetts, State Development Finance Agency Revenue, Wentworth Institute of Technology, 0.26% ***, 10/1/2030, RBS Citizens NA (c)
|
|
27,355,000
|
|
27,355,000
|
|
Massachusetts, State General Obligation:
|
|
|
|
|
|
|
|
|
Series A, 0.3% ***, 9/1/2016
|
|
31,845,000
|
|
31,845,000
|
|
|
Series B, 0.32% ***, 3/1/2026
|
|
7,400,000
|
|
7,400,000
|
|
Massachusetts, State Health & Educational Facilities Authority Revenue, Pool Loan Program, Series N, 0.33% ***, 2/1/2038, TD Bank NA (c)
|
|
4,385,000
|
|
4,385,000
|
|
Mississippi, Business Finance Corp., Gulf Opportunity Zone, SG Resources Mississippi LLC Project, 144A, 0.26% ***, 8/1/2035, SunTrust Bank (c)
|
|
20,000,000
|
|
20,000,000
|
|
Missouri, Bi-State Development Agency, Illinois Metropolitan District Revenue, Metrolink, Series A, 0.28% ***, 10/1/2035, JPMorgan Chase Bank (c)
|
|
8,000,000
|
|
8,000,000
|
|
Missouri, State Health & Educational Facilities Authority Revenue, St. Francis Medical Center, Series A, 0.34% ***, 6/1/2026, Bank of America NA (c)
|
|
5,885,000
|
|
5,885,000
|
|
Montgomery County, PA, General Obligation, Series A, 0.27% ***, 8/15/2024
|
|
15,775,000
|
|
15,775,000
|
|
Nashville & Davidson County, TN, Metropolitan Government, Health & Educational Facilities Board Revenue, Vanderbilt University, Series A, 0.22% ***, 10/1/2030
|
|
24,150,000
|
|
24,150,000
|
|
New Jersey, Economic Development Authority Revenue, School Facilities Construction, Series V-3, 144A, 0.23% ***, 3/1/2026, Bank of Nova Scotia (c)
|
|
9,150,000
|
|
9,150,000
|
|
New Jersey, Health Care Facilities Financing Authority Revenue, Children's Specialized Hospital, Series B, 144A, 0.22% ***, 7/1/2036, Wells Fargo Bank NA (c)
|
|
14,445,000
|
|
14,445,000
|
|
New Jersey, Health Care Facilities Financing Authority Revenue, Southern Ocean County Hospital, 144A, 0.22% ***, 7/1/2036, Wells Fargo Bank NA (c)
|
|
5,245,000
|
|
5,245,000
|
|
New York, State Dormitory Authority Revenues, Non-State Supported Debt, St. John's University, Series B-2, 0.23% ***, 7/1/2037, Bank of America NA (c)
|
|
32,000,000
|
|
32,000,000
|
|
New York, State Energy Research & Development Authority Facilities Revenue, Consolidated Edison Co. of New York, Inc.:
|
|
|
|
|
|
|
|
|
Series A-1, 144A, 0.24% ***, 5/1/2039, Mizuho Corporate Bank (c)
|
|
22,800,000
|
|
22,800,000
|
|
|
Series C-3, 144A, AMT, 0.24% ***, 11/1/2039, Mizuho Corporate Bank (c)
|
|
24,500,000
|
|
24,500,000
|
|
|
Series A-2, 144A, 0.25% ***, 5/1/2039, Mizuho Corporate Bank (c)
|
|
21,100,000
|
|
21,100,000
|
|
New York, State Housing Finance Agency Revenue, 316 Eleventh Avenue Housing, Series A, AMT, 0.26% ***, 5/15/2041
|
|
48,500,000
|
|
48,500,000
|
|
New York, State Housing Finance Agency Revenue, Helena Housing, Series A, AMT, 0.28% ***, 5/15/2036
|
|
55,950,000
|
|
55,950,000
|
|
New York, State Mortgage Agency, Homeowner Mortgage Revenue:
|
|
|
|
|
|
|
|
|
Series 135, AMT, 0.32% ***, 4/1/2037
|
|
5,600,000
|
|
5,600,000
|
|
|
Series 150, AMT, 0.32% ***, 10/1/2037
|
|
33,390,000
|
|
33,390,000
|
|
New York, Triborough Bridge & Tunnel Authority Revenues, Series C, 144A, 0.29% ***, 1/1/2032
|
|
88,445,000
|
|
88,445,000
|
|
New York, Triborough Bridge & Tunnel Authority Revenues, Wells Fargo Stage Trust, Series 11C, 144A, 0.27% ***, 11/15/2037
|
|
24,610,000
|
|
24,610,000
|
|
New York City, NY, Municipal Finance Authority, Water & Sewer Systems Revenue:
|
|
|
|
|
|
|
|
|
Series F1A, 0.23% ***, 6/15/2035
|
|
30,500,000
|
|
30,500,000
|
|
|
Series F-1, 0.3% ***, 6/15/2033
|
|
8,000,000
|
|
8,000,000
|
|
New York City, NY, Municipal Finance Authority, Water & Sewer Systems Revenue, Second Generation Resolution, Series CC-2, 0.21% ***, 6/15/2038
|
|
5,895,000
|
|
5,895,000
|
|
New York, NY, General Obligation:
|
|
|
|
|
|
|
|
|
Series C-4, 0.25% ***, 8/1/2020, BNP Paribas (c)
|
|
46,150,000
|
|
46,150,000
|
|
|
Series G-4, 0.26% ***, 3/1/2039
|
|
45,000,000
|
|
45,000,000
|
|
|
Series H-2, 0.3% ***, 8/1/2014 (b)
|
|
14,500,000
|
|
14,500,000
|
|
|
Series I-8, 0.33% ***, 4/1/2036, Bank of America NA (c)
|
|
10,870,000
|
|
10,870,000
|
|
|
Series J12, 0.45% ***, 8/1/2029
|
|
50,280,000
|
|
50,280,000
|
|
North Carolina, Capital Facilities Finance Agency, Educational Facilities Revenue, Forsyth Country Day School, 0.27% ***, 12/1/2031, Branch Banking & Trust (c)
|
|
12,775,000
|
|
12,775,000
|
|
North Carolina, Medical Care Commission, Health Care Facilities Revenue, Lenoir Memorial Hospital Project, 144A, 0.27% ***, 4/1/2036, Branch Banking & Trust (c)
|
|
2,500,000
|
|
2,500,000
|
|
Oklahoma, State Turnpike Authority Revenue, Series D, 0.24% ***, 1/1/2028
|
|
2,210,000
|
|
2,210,000
|
|
Sarasota County, FL, Public Hospital District Revenue, Sarasota Memorial Hospital, Series B, 0.28% ***, 7/1/2037, Bank of America NA (c)
|
|
26,665,000
|
|
26,665,000
|
|
Texas, Lower Neches Valley Authority, Industrial Development Corp., Exempt Facilities Revenue, ExxonMobil Corp. Project, Series B, AMT, 0.25% ***, 11/1/2029
|
|
29,000,000
|
|
29,000,000
|
|
Texas, State Veterans Housing Assistance Fund II, Series C, 0.27% ***, 6/1/2031
|
|
11,700,000
|
|
11,700,000
|
|
Texas, University of Houston Revenues, Consolidated Systems, 0.24% ***, 2/15/2024
|
|
8,565,000
|
|
8,565,000
|
|
Travis County, TX, Health Facilities Development Corp., Retirement Facilities Revenue, Longhorn Village Project, Series B, 0.24% ***, 7/1/2037, Bank of Scotland (c)
|
|
17,500,000
|
|
17,500,000
|
|
Tulsa, OK, Airports Improvement Trust, Special Facility Revenue, Bizjet International Sales & Support, Inc., 144A, AMT, 0.29% ***, 8/1/2018, Landesbank Hessen-Thuringen (c)
|
|
7,000,000
|
|
7,000,000
|
|
University of California Revenues, 0.314%, 12/15/2010
|
|
40,000,000
|
|
39,974,167
|
|
University of New Mexico, Systems Improvement Revenues, 0.27% ***, 6/1/2026
|
|
41,020,000
|
|
41,020,000
|
|
University of Texas, Financing Systems Revenues, Series B, 0.22% ***, 8/1/2039
|
|
40,275,000
|
|
40,275,000
|
|
Washington, State Housing Finance Commission, Nonprofit Revenue, St. Thomas School Project, Series B, 0.27% ***, 7/1/2036, Bank of America NA (c)
|
|
10,510,000
|
|
10,510,000
|
|
Wisconsin, Housing & Economic Development Authority, Home Ownership Revenue, Series B, 0.25% ***, 3/1/2033 (d)
|
|
15,300,000
|
|
15,300,000
|
|
Wisconsin, University Hospitals & Clinics Authority Revenue, Series B, 0.24% ***, 4/1/2029, US Bank NA (c)
|
|
5,330,000
|
|
5,330,000
|
|
|
Total Municipal Bonds and Notes
(Cost $1,669,914,167)
|
|
1,669,914,167
|
|
|
Repurchase Agreements 1.0%
|
|
Banc of America Securities LLC, 0.24%, dated 9/30/2010, to be repurchased at $57,561,741 on 10/1/2010 (e)
|
|
57,561,357
|
|
57,561,357
|
|
Barclays Capital PLC, 0.22%, dated 9/30/2010, to be repurchased at $200,001,222 on 10/1/2010 (f)
|
|
200,000,000
|
|
200,000,000
|
|
JPMorgan Securities, Inc., 0.23%, dated 9/30/2010, to be repurchased at $12,583,058 on 10/1/2010 (g)
|
|
12,582,978
|
|
12,582,978
|
|
Morgan Stanley & Co., Inc., 0.27%, dated 9/30/2010, to be repurchased at $25,000,188 on 10/1/2010 (h)
|
|
25,000,000
|
|
25,000,000
|
|
|
Total Repurchase Agreements
(Cost $295,144,335)
|
|
295,144,335
|
|