0001145549-13-009455.txt : 20131230 0001145549-13-009455.hdr.sgml : 20131230 20131107130904 ACCESSION NUMBER: 0001145549-13-009455 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20131031 FILED AS OF DATE: 20131107 DATE AS OF CHANGE: 20131107 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST CENTRAL INDEX KEY: 0000822977 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05349 FILM NUMBER: 131199652 BUSINESS ADDRESS: STREET 1: 71 SOUTH WACKER DRIVE STREET 2: C/O GOLDMAN SACHS & CO CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3126554400 MAIL ADDRESS: STREET 1: 200 WEST STREET CITY: NEW YORK STATE: NY ZIP: 10282 FORMER COMPANY: FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19910711 FORMER COMPANY: FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19900104 0000822977 S000009260 Financial Square Treasury Obligations Fund C000025302 FST Shares FTOXX C000025303 FST Administration Shares FGAXX C000025304 FST Service Shares FYAXX C000025305 FST Preferred Shares GPOXX C000025306 FST Select Shares GSOXX C000025307 FST Capital Shares GCTXX C000088819 FST Premier Shares GTPXX C000088820 FST Resource Shares GTRXX C000088821 FST Cash Management Shares GTOXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-10-31 0000822977 S000009260 9 N N N N 033-17619 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman, Sachs & Co. 0000734700 84-01100 N N N Treasury 57 57 12145582249.81 240506248.45 818091405.25 11567997093.01 0.0010 1.0000 2013-10-31 1.0000 2013-10-31 C000025302 10000000.00 8151055420.18 1.00 -287555688.99 5970898349.90 6258454038.89 0.0001 1.0000 2013-10-31 1.0000 2013-10-31 C000025303 10000000.00 1578961337.52 1.00 -124190210.55 606504362.77 730694573.32 0.0001 1.0000 2013-10-31 1.0000 2013-10-31 C000025304 10000000.00 1109273765.08 1.00 61914293.70 339567181.85 277652888.15 0.0001 1.0000 2013-10-31 1.0000 2013-10-31 C000025305 10000000.00 138015346.97 1.00 31553830.19 217671579.68 186117749.49 0.0001 1.0000 2013-10-31 1.0000 2013-10-31 C000025306 10000000.00 201834940.54 1.00 18638676.38 49981149.01 31342472.63 0.0001 1.0000 2013-10-31 1.0000 2013-10-31 C000025307 10000000.00 296657050.25 1.00 -10309913.83 19190229.36 29500143.19 0.0001 1.0000 2013-10-31 1.0000 2013-10-31 C000088819 10000000.00 92197232.47 1.00 -796672.48 10294258.52 11090931.00 0.0001 1.0000 2013-10-31 1.0000 2013-10-31 C000088820 10000000.00 1000.00 1.00 0.00 0.00 0.00 0.0001 1.0000 2013-10-31 1.0000 2013-10-31 C000088821 10000000.00 1000.00 1.00 0.00 0.00 0.00 0.0001 1.0001 2013-10-31 1.0001 2013-10-31 ABN AMRO Bank N.V. Joint Account I 0.090000% 68366925779163ABN 0001238161 Treasury Repurchase Agreement N TSY INFL IX N/B 2016-07-15 2.500000 Treasury Debt 4205653.71 5408825.86 TSY INFL IX N/B 2017-01-15 2.375000 Treasury Debt 305.87 396.10 TSY INFL IX N/B 2019-07-15 1.875000 Treasury Debt 6117314.49 7657123.22 TSY INFL IX N/B 2019-07-15 1.875000 Treasury Debt 1146958.23 1435662.60 US TREASURY N/B 2013-12-31 1.500000 Treasury Debt 74327894.42 74874694.01 US TREASURY N/B 2014-08-31 2.375000 Treasury Debt 107435335.69 109862844.75 US TREASURY N/B 2014-10-15 0.500000 Treasury Debt 497.03 498.94 US TREASURY N/B 2014-10-31 2.375000 Treasury Debt 19116607.77 19540747.95 US TREASURY N/B 2015-02-28 2.375000 Treasury Debt 26695539.86 27565682.73 US TREASURY N/B 2015-03-31 0.250000 Treasury Debt 99922279.43 99990317.74 US TREASURY N/B 2015-03-31 0.250000 Treasury Debt 29439.58 29459.46 US TREASURY N/B 2015-06-30 0.375000 Treasury Debt 1277639.36 1281835.46 US TREASURY N/B 2015-07-31 0.250000 Treasury Debt 38233215.55 38245144.31 US TREASURY N/B 2016-05-15 0.250000 Treasury Debt 109349672.79 108911300.68 US TREASURY N/B 2016-07-31 1.500000 Treasury Debt 38421934.70 39574592.74 US TREASURY N/B 2017-08-15 4.750000 Treasury Debt 4951201.41 5712146.01 US TREASURY N/B 2017-12-31 0.750000 Treasury Debt 9558303.89 9455311.25 US TREASURY N/B 2018-02-28 0.750000 Treasury Debt 5712462.97 5630425.19 US TREASURY N/B 2018-10-31 1.750000 Treasury Debt 260062.33 265466.60 US TREASURY N/B 2019-01-31 1.250000 Treasury Debt 3823321.55 3804204.95 US TREASURY N/B 2022-11-15 1.625000 Treasury Debt 5734982.33 5391563.94 US TREASURY N/B 2024-11-15 7.500000 Treasury Debt 13401315.55 20100779.68 US TREASURY N/B 2040-02-15 4.625000 Treasury Debt 86904.10 103876.59 US TREASURY N/B 2042-11-15 2.750000 Treasury Debt 147886.08 125329.25 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 573498233.22 573498233.22 0.0496 N 573498233.22 573498233.22 Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.119998% 649108847791631ba 0001041839 Treasury Repurchase Agreement N TREASURY BILL 2013-12-05 0.00 Treasury Debt 2782800.00 2782717.00 TREASURY BILL 2013-12-26 0.00 Treasury Debt 125000.00 124993.00 TREASURY BILL 2014-01-16 0.00 Treasury Debt 439000.00 438982.00 TREASURY BILL 2014-01-23 0.00 Treasury Debt 2259000.00 2258797.00 TREASURY BILL 2014-03-06 0.00 Treasury Debt 650000.00 649890.00 TSY INFL IX N/B 2016-04-15 0.125000 Treasury Debt 1960000.00 2133475.00 TSY INFL IX N/B 2017-01-15 2.375000 Treasury Debt 949500.00 1229699.00 TSY INFL IX N/B 2020-01-15 1.375000 Treasury Debt 6678100.00 7980145.00 TSY INFL IX N/B 2021-01-15 1.125000 Treasury Debt 15275300.00 17698188.00 TSY INFL IX N/B 2022-07-15 0.125000 Treasury Debt 734000.00 739010.00 TSY INFL IX N/B 2023-01-15 0.125000 Treasury Debt 7561000.00 7487359.00 TSY INFL IX N/B 2025-01-15 2.375000 Treasury Debt 1988000.00 2969948.00 TSY INFL IX N/B 2028-01-15 1.750000 Treasury Debt 4981000.00 6278612.00 TSY INFL IX N/B 2028-04-15 3.625000 Treasury Debt 3346719.00 6713487.00 TSY INFL IX N/B 2029-04-15 3.875000 Treasury Debt 130000.00 266242.00 TSY INFL IX N/B 2042-02-15 0.750000 Treasury Debt 100000.00 89556.00 TSY INFL IX N/B 2043-02-15 0.625000 Treasury Debt 232000.00 195695.00 US TREASURY N/B 2014-02-15 4.000000 Treasury Debt 599000.00 610752.00 US TREASURY N/B 2014-03-31 0.250000 Treasury Debt 2105900.00 2107334.00 US TREASURY N/B 2014-05-15 4.750000 Treasury Debt 444000.00 464785.00 US TREASURY N/B 2014-07-31 2.625000 Treasury Debt 2475000.00 2537260.00 US TREASURY N/B 2014-09-30 0.250000 Treasury Debt 400300.00 400823.00 US TREASURY N/B 2014-11-15 0.375000 Treasury Debt 400000.00 401626.00 US TREASURY N/B 2014-11-15 4.250000 Treasury Debt 22000.00 23364.00 US TREASURY N/B 2014-12-31 0.125000 Treasury Debt 200000.00 199990.00 US TREASURY N/B 2015-01-31 2.250000 Treasury Debt 762000.00 785931.00 US TREASURY N/B 2015-02-15 0.250000 Treasury Debt 12000.00 12014.00 US TREASURY N/B 2015-02-28 0.250000 Treasury Debt 4772900.00 4777894.00 US TREASURY N/B 2015-05-15 0.250000 Treasury Debt 6178500.00 6186557.00 US TREASURY N/B 2015-07-31 1.750000 Treasury Debt 410000.00 422300.00 US TREASURY N/B 2015-08-15 4.250000 Treasury Debt 1603781.00 1731560.00 US TREASURY N/B 2015-08-31 0.375000 Treasury Debt 3000000.00 3006582.00 US TREASURY N/B 2015-09-30 0.250000 Treasury Debt 469000.00 468587.00 US TREASURY N/B 2015-09-30 1.250000 Treasury Debt 5000000.00 5095163.00 US TREASURY N/B 2015-11-15 0.375000 Treasury Debt 1420700.00 1424478.00 US TREASURY N/B 2016-01-15 0.375000 Treasury Debt 276800.00 277148.00 US TREASURY N/B 2016-01-31 2.000000 Treasury Debt 110400.00 114954.00 US TREASURY N/B 2016-02-15 0.375000 Treasury Debt 150000.00 150047.00 US TREASURY N/B 2016-02-29 2.125000 Treasury Debt 134000.00 139903.00 US TREASURY N/B 2016-03-15 0.375000 Treasury Debt 110000.00 109932.00 US TREASURY N/B 2016-03-31 2.250000 Treasury Debt 200000.00 209227.00 US TREASURY N/B 2016-04-30 2.625000 Treasury Debt 700000.00 737843.00 US TREASURY N/B 2016-05-15 5.125000 Treasury Debt 388000.00 443086.00 US TREASURY N/B 2016-06-30 1.500000 Treasury Debt 170000.00 175341.00 US TREASURY N/B 2016-07-15 0.625000 Treasury Debt 1450000.00 1456963.00 US TREASURY N/B 2016-07-31 1.500000 Treasury Debt 142000.00 146260.00 US TREASURY N/B 2016-07-31 3.250000 Treasury Debt 524000.00 567230.00 US TREASURY N/B 2016-09-30 1.000000 Treasury Debt 556000.00 563076.00 US TREASURY N/B 2016-10-15 0.625000 Treasury Debt 347000.00 347529.00 US TREASURY N/B 2016-11-15 7.500000 Treasury Debt 111000.00 137752.00 US TREASURY N/B 2016-12-31 0.875000 Treasury Debt 9586300.00 9672745.00 US TREASURY N/B 2017-01-31 0.875000 Treasury Debt 7812100.00 7869468.00 US TREASURY N/B 2017-02-15 4.625000 Treasury Debt 5078000.00 5769031.00 US TREASURY N/B 2017-04-30 0.875000 Treasury Debt 6061100.00 6073410.00 US TREASURY N/B 2017-04-30 3.125000 Treasury Debt 742000.00 800664.00 US TREASURY N/B 2017-05-15 4.500000 Treasury Debt 959000.00 1101091.00 US TREASURY N/B 2017-05-31 0.625000 Treasury Debt 7283200.00 7246461.00 US TREASURY N/B 2017-06-30 0.750000 Treasury Debt 2000000.00 1995638.00 US TREASURY N/B 2017-06-30 2.500000 Treasury Debt 288000.00 307236.00 US TREASURY N/B 2017-08-31 0.625000 Treasury Debt 590000.00 583246.00 US TREASURY N/B 2017-09-30 1.875000 Treasury Debt 449800.00 465839.00 US TREASURY N/B 2017-10-31 1.875000 Treasury Debt 628300.00 649603.00 US TREASURY N/B 2017-11-15 4.250000 Treasury Debt 3312988.00 3801606.00 US TREASURY N/B 2017-11-30 0.625000 Treasury Debt 5969700.00 5886421.00 US TREASURY N/B 2017-12-31 0.750000 Treasury Debt 214100.00 211793.00 US TREASURY N/B 2017-12-31 2.750000 Treasury Debt 425000.00 458058.00 US TREASURY N/B 2018-01-31 0.875000 Treasury Debt 8000000.00 7939996.00 US TREASURY N/B 2018-01-31 2.625000 Treasury Debt 5000000.00 5348438.00 US TREASURY N/B 2018-02-28 2.750000 Treasury Debt 100.00 107.00 US TREASURY N/B 2018-03-31 0.750000 Treasury Debt 8000000.00 7865110.00 US TREASURY N/B 2018-03-31 2.875000 Treasury Debt 6356200.00 6842516.00 US TREASURY N/B 2018-08-15 4.000000 Treasury Debt 127000.00 144474.00 US TREASURY N/B 2018-09-30 1.375000 Treasury Debt 127000.00 127546.00 US TREASURY N/B 2018-11-30 1.375000 Treasury Debt 1259200.00 1268012.00 US TREASURY N/B 2019-01-31 1.250000 Treasury Debt 3903300.00 3883784.00 US TREASURY N/B 2019-05-31 1.125000 Treasury Debt 2900000.00 2848388.00 US TREASURY N/B 2019-06-30 1.000000 Treasury Debt 3700000.00 3597319.00 US TREASURY N/B 2019-08-31 1.000000 Treasury Debt 900000.00 869875.00 US TREASURY N/B 2019-09-30 1.000000 Treasury Debt 970000.00 935209.00 US TREASURY N/B 2019-10-31 1.250000 Treasury Debt 154000.00 150391.00 US TREASURY N/B 2019-12-31 1.125000 Treasury Debt 389000.00 376605.00 US TREASURY N/B 2020-04-30 1.125000 Treasury Debt 2600000.00 2485436.00 US TREASURY N/B 2020-05-31 1.375000 Treasury Debt 3776600.00 3683828.00 US TREASURY N/B 2022-11-15 1.625000 Treasury Debt 997400.00 937674.00 US TREASURY N/B 2023-02-15 2.000000 Treasury Debt 1765000.00 1699855.00 US TREASURY N/B 2023-08-15 6.250000 Treasury Debt 550000.00 737919.00 US TREASURY N/B 2024-11-15 7.500000 Treasury Debt 484700.00 727007.00 US TREASURY N/B 2025-02-15 7.625000 Treasury Debt 46600.00 69850.00 US TREASURY N/B 2027-02-15 6.625000 Treasury Debt 1493000.00 2121859.00 US TREASURY N/B 2027-08-15 6.375000 Treasury Debt 5293700.00 7394939.00 US TREASURY N/B 2028-11-15 5.250000 Treasury Debt 3045200.00 3901331.00 US TREASURY N/B 2031-02-15 5.375000 Treasury Debt 1190000.00 1539930.00 US TREASURY N/B 2036-02-15 4.500000 Treasury Debt 800000.00 939033.00 US TREASURY N/B 2038-02-15 4.375000 Treasury Debt 663000.00 763132.00 US TREASURY N/B 2039-08-15 4.500000 Treasury Debt 1220400.00 1431922.00 US TREASURY N/B 2039-11-15 4.375000 Treasury Debt 1000.00 1162.00 US TREASURY N/B 2040-11-15 4.250000 Treasury Debt 2900000.00 3298708.00 US TREASURY N/B 2041-08-15 3.750000 Treasury Debt 2275500.00 2350597.00 US TREASURY N/B 2041-11-15 3.125000 Treasury Debt 3500100.00 3234772.00 US TREASURY N/B 2042-08-15 2.750000 Treasury Debt 4146500.00 3492017.00 US TREASURY N/B 2042-11-15 2.750000 Treasury Debt 24633200.00 20875949.00 US TREASURY N/B 2043-05-15 2.875000 Treasury Debt 2415500.00 2098275.00 First Tier Security N/A N/A 2013-11-07 2013-11-07 Y Bank of Nova Scotia (The) N/A N/A N N 250000000.00 250000000.00 0.0216 N 250000000.00 250000000.00 Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.140000% 672424547791632BA 0001041839 Treasury Repurchase Agreement N TREASURY BILL 2013-11-21 0.00 Treasury Debt 410000.00 409996.00 TREASURY BILL 2013-12-12 0.00 Treasury Debt 27400.00 27399.00 TREASURY BILL 2014-01-09 0.00 Treasury Debt 270000.00 269984.00 TREASURY BILL 2014-02-06 0.00 Treasury Debt 2450000.00 2449731.00 TREASURY BILL 2014-02-13 0.00 Treasury Debt 479000.00 478933.00 TREASURY BILL 2014-03-20 0.00 Treasury Debt 550000.00 549896.00 TREASURY BILL 2014-04-24 0.00 Treasury Debt 12890200.00 12885173.00 TREASURY BILL 2014-06-26 0.00 Treasury Debt 549000.00 548786.00 TREASURY BILL 2014-08-21 0.00 Treasury Debt 425800.00 425557.00 TSY INFL IX N/B 2014-01-15 2.000000 Treasury Debt 8919800.00 11375004.00 TSY INFL IX N/B 2015-01-15 1.625000 Treasury Debt 1988000.00 2522099.00 TSY INFL IX N/B 2015-07-15 1.875000 Treasury Debt 496000.00 631303.00 TSY INFL IX N/B 2016-01-15 2.000000 Treasury Debt 309000.00 391136.00 TSY INFL IX N/B 2016-04-15 0.125000 Treasury Debt 397000.00 432138.00 TSY INFL IX N/B 2016-07-15 2.500000 Treasury Debt 365000.00 469421.00 TSY INFL IX N/B 2017-04-15 0.125000 Treasury Debt 3762000.00 4004976.00 TSY INFL IX N/B 2018-04-15 0.125000 Treasury Debt 6519800.00 6822982.00 TSY INFL IX N/B 2019-01-15 2.125000 Treasury Debt 709000.00 884601.00 TSY INFL IX N/B 2020-01-15 1.375000 Treasury Debt 8546200.00 10212472.00 TSY INFL IX N/B 2041-02-15 2.125000 Treasury Debt 651500.00 833839.00 US TREASURY N/B 2013-11-30 2.000000 Treasury Debt 505600.00 510617.00 US TREASURY N/B 2013-12-31 1.500000 Treasury Debt 3648000.00 3674837.00 US TREASURY N/B 2014-01-31 0.250000 Treasury Debt 668000.00 668730.00 US TREASURY N/B 2014-02-15 1.250000 Treasury Debt 420000.00 422477.00 US TREASURY N/B 2014-06-30 0.250000 Treasury Debt 11179800.00 11197873.00 US TREASURY N/B 2014-06-30 2.625000 Treasury Debt 50000.00 51267.00 US TREASURY N/B 2014-07-15 0.625000 Treasury Debt 1885300.00 1895532.00 US TREASURY N/B 2014-09-30 2.375000 Treasury Debt 728000.00 744260.00 US TREASURY N/B 2014-10-15 0.500000 Treasury Debt 6896500.00 6921719.00 US TREASURY N/B 2014-11-30 2.125000 Treasury Debt 304000.00 313113.00 US TREASURY N/B 2015-02-28 0.250000 Treasury Debt 4227100.00 4231523.00 US TREASURY N/B 2015-02-28 2.375000 Treasury Debt 6536000.00 6749041.00 US TREASURY N/B 2015-03-31 2.500000 Treasury Debt 379000.00 392006.00 US TREASURY N/B 2015-05-15 4.125000 Treasury Debt 223000.00 240500.00 US TREASURY N/B 2015-07-31 1.750000 Treasury Debt 1128000.00 1161840.00 US TREASURY N/B 2015-08-15 4.250000 Treasury Debt 5353190.00 5779698.00 US TREASURY N/B 2015-09-30 1.250000 Treasury Debt 345000.00 351566.00 US TREASURY N/B 2015-11-15 4.500000 Treasury Debt 185000.00 204519.00 US TREASURY N/B 2015-11-15 9.875000 Treasury Debt 540000.00 669282.00 US TREASURY N/B 2016-02-29 2.125000 Treasury Debt 6000.00 6264.00 US TREASURY N/B 2016-03-31 2.250000 Treasury Debt 709000.00 741709.00 US TREASURY N/B 2016-03-31 2.375000 Treasury Debt 401000.00 420671.00 US TREASURY N/B 2016-06-30 1.500000 Treasury Debt 487000.00 502301.00 US TREASURY N/B 2016-06-30 3.250000 Treasury Debt 457000.00 495311.00 US TREASURY N/B 2016-07-15 0.625000 Treasury Debt 14086700.00 14154348.00 US TREASURY N/B 2016-07-31 1.500000 Treasury Debt 5980800.00 6160224.00 US TREASURY N/B 2016-07-31 3.250000 Treasury Debt 269000.00 291193.00 US TREASURY N/B 2016-08-31 3.000000 Treasury Debt 303000.00 325268.00 US TREASURY N/B 2016-10-31 1.000000 Treasury Debt 35000.00 35399.00 US TREASURY N/B 2016-11-15 7.500000 Treasury Debt 2798000.00 3472332.00 US TREASURY N/B 2017-01-31 0.875000 Treasury Debt 1437300.00 1447855.00 US TREASURY N/B 2017-02-28 0.875000 Treasury Debt 368500.00 370598.00 US TREASURY N/B 2017-02-28 3.000000 Treasury Debt 167000.00 180187.00 US TREASURY N/B 2017-05-15 4.500000 Treasury Debt 2849000.00 3271124.00 US TREASURY N/B 2017-05-31 2.750000 Treasury Debt 309000.00 333217.00 US TREASURY N/B 2017-06-30 0.750000 Treasury Debt 4399000.00 4389405.00 US TREASURY N/B 2017-08-15 4.750000 Treasury Debt 59000.00 68068.00 US TREASURY N/B 2017-08-31 1.875000 Treasury Debt 143000.00 148390.00 US TREASURY N/B 2017-10-31 1.875000 Treasury Debt 5637000.00 5828128.00 US TREASURY N/B 2017-11-15 4.250000 Treasury Debt 952012.00 1092420.00 US TREASURY N/B 2018-01-31 0.875000 Treasury Debt 13000.00 12902.00 US TREASURY N/B 2018-02-15 3.500000 Treasury Debt 50000.00 55358.00 US TREASURY N/B 2018-02-28 2.750000 Treasury Debt 119900.00 128755.00 US TREASURY N/B 2018-06-30 2.375000 Treasury Debt 650000.00 688980.00 US TREASURY N/B 2018-11-15 3.750000 Treasury Debt 175000.00 198604.00 US TREASURY N/B 2018-11-30 1.375000 Treasury Debt 94800.00 95463.00 US TREASURY N/B 2019-02-15 8.875000 Treasury Debt 3200000.00 4486922.00 US TREASURY N/B 2019-09-30 1.000000 Treasury Debt 1610200.00 1552446.00 US TREASURY N/B 2020-02-15 8.500000 Treasury Debt 60300.00 85954.00 US TREASURY N/B 2020-08-15 8.750000 Treasury Debt 8000.00 11699.00 US TREASURY N/B 2020-11-15 2.625000 Treasury Debt 3912000.00 4134585.00 US TREASURY N/B 2021-02-15 7.875000 Treasury Debt 803000.00 1140066.00 US TREASURY N/B 2021-05-15 8.125000 Treasury Debt 984000.00 1441991.00 US TREASURY N/B 2021-11-15 8.000000 Treasury Debt 232000.00 341081.00 US TREASURY N/B 2023-02-15 2.000000 Treasury Debt 10721400.00 10325682.00 US TREASURY N/B 2023-08-15 2.500000 Treasury Debt 330000.00 330128.00 US TREASURY N/B 2025-02-15 7.625000 Treasury Debt 881400.00 1321150.00 US TREASURY N/B 2025-08-15 6.875000 Treasury Debt 240300.00 343594.00 US TREASURY N/B 2026-11-15 6.500000 Treasury Debt 446800.00 634808.00 US TREASURY N/B 2027-02-15 6.625000 Treasury Debt 4350000.00 6182242.00 US TREASURY N/B 2030-05-15 6.250000 Treasury Debt 35000.00 49851.00 US TREASURY N/B 2037-02-15 4.750000 Treasury Debt 180000.00 218605.00 US TREASURY N/B 2039-08-15 4.500000 Treasury Debt 377800.00 443281.00 US TREASURY N/B 2040-05-15 4.375000 Treasury Debt 699000.00 811668.00 US TREASURY N/B 2041-05-15 4.375000 Treasury Debt 4488500.00 5206367.00 US TREASURY N/B 2041-08-15 3.750000 Treasury Debt 3735100.00 3858368.00 US TREASURY N/B 2042-02-15 3.125000 Treasury Debt 8259600.00 7557333.00 US TREASURY N/B 2042-08-15 2.750000 Treasury Debt 6944900.00 5848718.00 First Tier Security N/A N/A 2013-11-07 2013-11-07 Y Bank of Nova Scotia (The) N/A N/A N N 200000000.00 200000000.00 0.0173 N 200000000.00 200000000.00 Bank of Nova Scotia (The) Joint Account I 0.090000% 68366925779163BAN 0001041839 Treasury Repurchase Agreement N TSY INFL IX N/B 2016-01-15 2.000000 Treasury Debt 2829257.95 3581309.89 TSY INFL IX N/B 2016-04-15 0.125000 Treasury Debt 4740918.73 5160525.97 TSY INFL IX N/B 2017-04-15 0.125000 Treasury Debt 2752791.52 2930585.53 TSY INFL IX N/B 2017-07-15 2.625000 Treasury Debt 3440989.40 4442812.05 TSY INFL IX N/B 2021-01-15 1.125000 Treasury Debt 13313340.92 15425033.29 TSY INFL IX N/B 2022-01-15 0.125000 Treasury Debt 9615653.71 9858198.73 TSY INFL IX N/B 2028-04-15 3.625000 Treasury Debt 40558.94 81361.05 TSY INFL IX N/B 2029-01-15 2.500000 Treasury Debt 8951504.52 12104057.96 US TREASURY N/B 2015-02-15 4.000000 Treasury Debt 2845698.23 3008243.31 US TREASURY N/B 2015-06-15 0.375000 Treasury Debt 42056.54 42194.94 US TREASURY N/B 2015-07-31 1.750000 Treasury Debt 16566796.40 17063800.29 US TREASURY N/B 2015-08-15 4.250000 Treasury Debt 6500292.40 7018194.57 US TREASURY N/B 2015-08-31 0.375000 Treasury Debt 3402756.18 3410221.60 US TREASURY N/B 2015-11-30 1.375000 Treasury Debt 8618225.58 8853588.88 US TREASURY N/B 2016-02-15 4.500000 Treasury Debt 2969994.42 3277322.94 US TREASURY N/B 2016-05-31 1.750000 Treasury Debt 3351561.91 3485529.18 US TREASURY N/B 2016-06-15 0.500000 Treasury Debt 76466.43 76634.27 US TREASURY N/B 2016-06-30 3.250000 Treasury Debt 20263604.24 21962317.86 US TREASURY N/B 2016-07-31 1.500000 Treasury Debt 21028268.55 21659116.61 US TREASURY N/B 2017-01-31 0.875000 Treasury Debt 8640706.71 8704159.71 US TREASURY N/B 2017-03-31 1.000000 Treasury Debt 48938.52 49347.23 US TREASURY N/B 2017-05-31 0.625000 Treasury Debt 12126237.81 12065069.63 US TREASURY N/B 2017-06-30 2.500000 Treasury Debt 4252795.27 4536852.00 US TREASURY N/B 2017-11-30 0.625000 Treasury Debt 40844314.77 40274524.39 US TREASURY N/B 2017-12-31 2.750000 Treasury Debt 2731380.92 2943840.22 US TREASURY N/B 2018-02-28 0.750000 Treasury Debt 2370077.03 2336039.91 US TREASURY N/B 2018-03-31 2.875000 Treasury Debt 12158239.01 13088471.88 US TREASURY N/B 2018-08-15 4.000000 Treasury Debt 54788.20 62326.26 US TREASURY N/B 2018-10-31 1.250000 Treasury Debt 93083810.04 92705610.51 US TREASURY N/B 2019-08-31 1.000000 Treasury Debt 3933433.22 3801773.70 US TREASURY N/B 2020-11-15 2.625000 Treasury Debt 3699713.57 3910219.92 US TREASURY N/B 2021-11-15 2.000000 Treasury Debt 2244710.32 2228148.45 US TREASURY N/B 2031-02-15 5.375000 Treasury Debt 7624850.18 9867003.07 US TREASURY N/B 2038-05-15 4.500000 Treasury Debt 19116607.77 22630063.65 US TREASURY N/B 2039-11-15 4.375000 Treasury Debt 2714558.30 3153376.59 US TREASURY N/B 2040-08-15 3.875000 Treasury Debt 12616961.13 13363898.23 US TREASURY N/B 2041-08-15 3.750000 Treasury Debt 12509984.59 12922844.82 US TREASURY N/B 2042-02-15 3.125000 Treasury Debt 18504876.33 16931512.60 US TREASURY N/B 2042-11-15 2.750000 Treasury Debt 18351943.46 15552759.76 US TREASURY N/B 2043-02-15 3.125000 Treasury Debt 11277345.72 10258592.26 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 426300353.36 426300353.36 0.0369 N 426300353.36 426300353.36 Barclays Capital, Inc. Barclays Capital, Inc. 0.040000% 68258093779163Bar 0001484219 Treasury Repurchase Agreement N US TREASURY N/B 2015-02-15 0.250000 Treasury Debt 15901000.00 15919256.00 US TREASURY N/B 2015-05-15 4.125000 Treasury Debt 44941700.00 48468483.00 US TREASURY N/B 2017-04-30 0.875000 Treasury Debt 64285100.00 64445813.00 US TREASURY N/B 2020-02-15 3.625000 Treasury Debt 42343600.00 47613681.00 US TREASURY N/B 2042-02-15 3.125000 Treasury Debt 85662100.00 78552807.00 First Tier Security N/A N/A 2013-11-25 2013-11-25 N N N 250000000.00 250000000.00 0.0216 Biddable Repurchase Agreement N 249986675.00 249986675.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.110001% 601689767791631BN 0001197610 Treasury Repurchase Agreement N STRIP PRINC 2039-05-15 0.00 Treasury Debt 295700000.00 112463581.00 STRIP PRINC 2042-11-15 0.00 Treasury Debt 406400000.00 131494784.00 TINT 02/15/22 2022-02-15 0.00 Treasury Debt 123822796.00 101584222.00 TINT 02/15/26 2026-02-15 0.00 Treasury Debt 12667919.00 8627866.00 TINT 05/15/27 2027-05-15 0.00 Treasury Debt 172241173.00 110552997.00 TINT 11/15/22 2022-11-15 0.00 Treasury Debt 238043473.00 188851789.00 TINT 11/15/24 2024-11-15 0.00 Treasury Debt 21479356.00 15532796.00 TSY INFL IX N/B 2020-01-15 1.375000 Treasury Debt 36229500.00 43366635.00 TSY INFL IX N/B 2023-07-15 0.375000 Treasury Debt 742900.00 749168.00 TSY INFL IX N/B 2040-02-15 2.125000 Treasury Debt 582100.00 755782.00 US TREASURY N/B 2021-11-15 8.000000 Treasury Debt 13900.00 20482.00 First Tier Security N/A N/A 2013-11-01 2013-11-01 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 700000000.00 700000000.00 0.0605 N 700000000.00 700000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.140000% 631778527791632bn 0001197610 Treasury Repurchase Agreement N STRIP PRINC 2040-11-15 0.00 Treasury Debt 42396700.00 15083898.00 STRIPS 2036-02-15 0.00 Treasury Debt 63160944.00 27318371.00 TSY INFL IX N/B 2014-07-15 2.000000 Treasury Debt 217370000.00 277414398.00 TSY INFL IX N/B 2015-01-15 1.625000 Treasury Debt 288196700.00 365707755.00 TSY INFL IX N/B 2016-04-15 0.125000 Treasury Debt 12409400.00 13515969.00 TSY INFL IX N/B 2019-07-15 1.875000 Treasury Debt 2286700.00 2867194.00 TSY INFL IX N/B 2020-01-15 1.375000 Treasury Debt 3000000.00 3590994.00 TSY INFL IX N/B 2028-01-15 1.750000 Treasury Debt 47100000.00 59501467.00 First Tier Security N/A N/A 2013-11-07 2013-11-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 750000000.00 750000000.00 0.0648 N 750000000.00 750000000.00 BNP Paribas Securities Corp. Joint Account I 0.090000% 68366925779163BNP 0001197610 Treasury Repurchase Agreement N TREASURY BILL 2013-11-14 0.00 Treasury Debt 37521402.92 37520952.53 US TREASURY N/B 2014-02-15 1.250000 Treasury Debt 42852629.12 43105309.00 US TREASURY N/B 2014-02-28 0.250000 Treasury Debt 47026855.12 47068721.64 US TREASURY N/B 2014-12-31 0.125000 Treasury Debt 47791519.43 47789072.51 US TREASURY N/B 2015-06-15 0.375000 Treasury Debt 5308145.95 5326214.58 US TREASURY N/B 2015-08-15 4.250000 Treasury Debt 42286395.19 45660539.17 US TREASURY N/B 2015-10-15 0.250000 Treasury Debt 57349823.32 57284438.41 US TREASURY N/B 2016-04-30 2.000000 Treasury Debt 398127.06 413430.29 US TREASURY N/B 2016-05-15 0.250000 Treasury Debt 3371901.98 3358374.30 US TREASURY N/B 2017-10-31 1.875000 Treasury Debt 18292299.65 18929603.38 US TREASURY N/B 2019-02-15 2.750000 Treasury Debt 64332661.34 69110910.22 US TREASURY N/B 2022-02-15 2.000000 Treasury Debt 64122646.29 63158612.58 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 430123674.91 430123674.91 0.0372 N 430123674.91 430123674.91 BNYMellon Investments BNYMellon Investments 0.140000% 68366462779163BNY 0001497973 Treasury Repurchase Agreement N US TREASURY N/B 2041-08-15 3.750000 Treasury Debt 248800000.00 257011014.00 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 250000000.00 250000000.00 0.0216 N 250000000.00 250000000.00 Citigroup Global Markets Inc. Joint Account I 0.090000% 68366925779163CIT 0000091154 Treasury Repurchase Agreement N TSY INFL IX N/B 2021-01-15 1.125000 Treasury Debt 72590615.34 84274665.74 US TREASURY N/B 2014-09-15 0.250000 Treasury Debt 17933136.82 17955655.04 US TREASURY N/B 2016-05-15 0.250000 Treasury Debt 84958219.43 84617375.29 US TREASURY N/B 2019-08-31 1.000000 Treasury Debt 42630226.50 41289935.90 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 223664310.95 223664310.95 0.0193 N 223664310.95 223664310.95 Credit Agricole Corporate and Investment Bank Joint Account I 0.090000% 68366925779163CRE 0001330437 Treasury Repurchase Agreement N US TREASURY N/B 2015-03-31 0.250000 Treasury Debt 9038943.89 9043697.42 US TREASURY N/B 2016-08-31 1.000000 Treasury Debt 17819393.00 18066602.86 US TREASURY N/B 2017-10-31 0.750000 Treasury Debt 50391378.09 49911097.79 US TREASURY N/B 2017-10-31 1.875000 Treasury Debt 52588526.29 54420710.53 US TREASURY N/B 2021-02-15 3.625000 Treasury Debt 44350530.04 49710953.41 US TREASURY N/B 2031-02-15 5.375000 Treasury Debt 10661332.16 13836347.22 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 191166077.74 191166077.74 0.0165 N 191166077.74 191166077.74 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 0.120000% 68139826779163DEU 0001074042 Treasury Repurchase Agreement N TREASURY BILL 2013-12-12 0.00 Treasury Debt 45900.00 45897.00 TREASURY BILL 2014-01-02 0.00 Treasury Debt 41967500.00 41965276.00 TREASURY BILL 2014-01-16 0.00 Treasury Debt 5680000.00 5679631.00 TREASURY BILL 2014-02-13 0.00 Treasury Debt 10220500.00 10218967.00 TREASURY BILL 2014-04-24 0.00 Treasury Debt 859000.00 858622.00 TREASURY BILL 2014-06-26 0.00 Treasury Debt 18696600.00 18687906.00 TSY INFL IX N/B 2014-01-15 2.000000 Treasury Debt 54643600.00 69673499.00 US TREASURY N/B 2014-02-15 1.250000 Treasury Debt 25330600.00 25479962.00 US TREASURY N/B 2014-03-15 1.250000 Treasury Debt 38469400.00 38692807.00 US TREASURY N/B 2016-12-31 0.875000 Treasury Debt 945900.00 954578.00 US TREASURY N/B 2017-08-31 0.625000 Treasury Debt 1381600.00 1367081.00 US TREASURY N/B 2018-11-15 3.750000 Treasury Debt 35717600.00 40574174.00 US TREASURY N/B 2018-11-15 9.000000 Treasury Debt 565100.00 801607.00 First Tier Security N/A N/A 2013-11-18 2013-11-18 N N N 250000000.00 250000000.00 0.0216 Biddable Repurchase Agreement N 249999300.00 249999300.00 Deutsche Bank Securities, Inc. Joint Account I 0.100000% 68366925779163DEU 0001074042 Treasury Repurchase Agreement N TINT 05/15/15 2015-05-15 0.00 Treasury Debt 932493.22 928716.54 TREASURY BILL 2013-11-14 0.00 Treasury Debt 51538.37 51537.61 TREASURY BILL 2013-12-12 0.00 Treasury Debt 58622224.73 58618707.28 TREASURY BILL 2014-01-09 0.00 Treasury Debt 27765190.53 27763552.24 US TREASURY N/B 2014-02-15 4.000000 Treasury Debt 23933878.23 24403450.56 US TREASURY N/B 2014-08-15 4.250000 Treasury Debt 36804746.15 38326720.23 US TREASURY N/B 2014-08-31 2.375000 Treasury Debt 21545181.63 22031069.97 US TREASURY N/B 2014-09-30 2.375000 Treasury Debt 60733845.23 62090376.16 US TREASURY N/B 2014-11-15 0.375000 Treasury Debt 60567951.31 60804780.84 US TREASURY N/B 2015-02-15 4.000000 Treasury Debt 57349823.32 60625620.38 US TREASURY N/B 2015-02-28 0.250000 Treasury Debt 163026.43 163184.72 US TREASURY N/B 2015-04-30 0.125000 Treasury Debt 51853722.12 51772726.58 US TREASURY N/B 2015-06-30 1.875000 Treasury Debt 410127.70 423592.29 US TREASURY N/B 2015-07-15 0.250000 Treasury Debt 62320141.34 62346421.33 US TREASURY N/B 2016-02-15 4.500000 Treasury Debt 2696244.59 2975240.40 US TREASURY N/B 2016-04-30 2.000000 Treasury Debt 3903893.09 4053950.81 US TREASURY N/B 2016-07-15 0.625000 Treasury Debt 4744359.72 4767147.86 US TREASURY N/B 2016-07-31 3.250000 Treasury Debt 38233215.55 41396440.64 US TREASURY N/B 2017-04-30 3.125000 Treasury Debt 950860.07 1026928.88 US TREASURY N/B 2017-07-31 0.500000 Treasury Debt 43104012.51 42524694.42 US TREASURY N/B 2017-10-31 1.875000 Treasury Debt 56585159.01 58556585.95 US TREASURY N/B 2017-11-15 4.250000 Treasury Debt 379617.60 436020.38 US TREASURY N/B 2017-11-30 0.625000 Treasury Debt 15504218.87 15297636.01 US TREASURY N/B 2017-11-30 2.250000 Treasury Debt 246986.57 261446.76 US TREASURY N/B 2018-01-31 0.875000 Treasury Debt 19828892.58 19700351.74 US TREASURY N/B 2018-11-30 1.375000 Treasury Debt 315806.36 318360.72 US TREASURY N/B 2019-01-31 1.250000 Treasury Debt 4578389.33 4561220.32 US TREASURY N/B 2020-05-31 1.375000 Treasury Debt 1504706.43 1471270.34 US TREASURY N/B 2020-07-31 2.000000 Treasury Debt 57349823.32 58187704.24 US TREASURY N/B 2022-11-15 1.625000 Treasury Debt 57378115.90 54072140.22 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 764664310.95 764664310.95 0.0661 N 764664310.95 764664310.95 JPMorgan Securities LLC JPMorgan Securities LLC 0.090000% 68366512779163JPM 000782124 Treasury Repurchase Agreement N US TREASURY N/B 2013-11-15 0.500000 Treasury Debt 19870400.00 19919205.00 US TREASURY N/B 2022-02-15 2.000000 Treasury Debt 83330000.00 82083781.00 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 100000000.00 100000000.00 0.0086 N 100000000.00 100000000.00 Merrill Lynch Government Securities, Inc. Merrill Lynch Government Securities, Inc. 0.050000% 68278939779163MER 0000728612 Treasury Repurchase Agreement N TREASURY BILL 2014-09-18 0.00 Treasury Debt 187144500.00 186989170.00 US TREASURY N/B 2015-04-30 0.125000 Treasury Debt 61042300.00 60946952.00 US TREASURY N/B 2020-11-15 2.625000 Treasury Debt 54824600.00 58063968.00 First Tier Security N/A N/A 2013-11-07 2013-11-07 Y MERRILL LYNCH, PIERCE, FENNER & N/A N/A N N 300000000.00 300000000.00 0.0259 N 300000000.00 300000000.00 RBS Securities, Inc. RBS Securities, Inc. 0.090000% 68366456779163RBS 0000808379 Treasury Repurchase Agreement N STRIPS 2017-02-15 0.00 Treasury Debt 25810668.00 25165143.00 STRIPS 2018-05-15 0.00 Treasury Debt 22846824.00 21618808.00 STRIPS 2018-11-15 0.00 Treasury Debt 17460296.00 16279106.00 STRIPS 2019-05-15 0.00 Treasury Debt 27185176.00 24955446.00 STRIPS 2028-02-15 0.00 Treasury Debt 8303000.00 5149438.00 STRIPS 2028-11-15 0.00 Treasury Debt 78565000.00 47085575.00 STRIPS 2029-08-15 0.00 Treasury Debt 21461000.00 12427206.00 STRIPS 2029-11-15 0.00 Treasury Debt 19687750.00 11269269.00 STRIPS 2030-02-15 0.00 Treasury Debt 26589125.00 15049444.00 STRIPS 2031-08-15 0.00 Treasury Debt 18717000.00 9887255.00 STRIPS 2036-08-15 0.00 Treasury Debt 22388000.00 9475497.00 STRIPS 2038-02-15 0.00 Treasury Debt 24580000.00 9738596.00 STRIPS 2042-02-15 0.00 Treasury Debt 20366000.00 6755198.00 STRIPS 2042-08-15 0.00 Treasury Debt 18510000.00 6006680.00 TINT 02/15/21 2021-02-15 0.00 Treasury Debt 27247031.00 23391848.00 TINT 05/15/21 2021-05-15 0.00 Treasury Debt 19103582.00 16215503.00 TINT 05/15/27 2027-05-15 0.00 Treasury Debt 33519118.00 21514245.00 TINT 08/15/20 2020-08-15 0.00 Treasury Debt 23429644.00 20554123.00 TINT 08/15/22 2022-08-15 0.00 Treasury Debt 28718669.00 23045010.00 TINT 11/15/26 2026-11-15 0.00 Treasury Debt 47781335.00 31419576.00 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 350000000.00 350000000.00 0.0303 N 350000000.00 350000000.00 U.S. Treasury Bill U.S. Treasury Bill 0.135046% 912796BU2 Treasury Debt N First Tier Security N/A N/A 2014-01-16 2014-01-16 N N N 100000000.00 99971500.00 0.0086 N 99994200.00 99994200.00 U.S. Treasury Bill U.S. Treasury Bill 0.135095% 912796CJ6 Treasury Debt N First Tier Security N/A N/A 2014-04-24 2014-04-24 N N N 500000000.00 499673750.00 0.0432 N 499806500.00 499806500.00 U.S. Treasury Note U.S. Treasury Note 4.250000% 912828BR0 Treasury Debt N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 1283800000.00 1285843356.85 0.1112 N 1285755227.40 1285755227.40 U.S. Treasury Note U.S. Treasury Note 4.000000% 912828CA6 Treasury Debt N First Tier Security N/A N/A 2014-02-15 2014-02-15 N N N 43000000.00 43476227.53 0.0038 N 43482073.00 43482073.00 U.S. Treasury Note U.S. Treasury Note 4.750000% 912828CJ7 Treasury Debt N First Tier Security N/A N/A 2014-05-15 2014-05-15 N N N 75000000.00 76836888.14 0.0066 N 76866225.00 76866225.00 U.S. Treasury Note U.S. Treasury Note 2.000000% 912828JT8 Treasury Debt N First Tier Security N/A N/A 2013-11-30 2013-11-30 N N N 446800000.00 447446344.83 0.0387 N 447480476.40 447480476.40 U.S. Treasury Note U.S. Treasury Note 1.500000% 912828JW1 Treasury Debt N First Tier Security N/A N/A 2013-12-31 2013-12-31 N N N 231000000.00 231522991.00 0.0200 N 231532455.00 231532455.00 U.S. Treasury Note U.S. Treasury Note 1.750000% 912828JZ4 Treasury Debt N First Tier Security N/A N/A 2014-01-31 2014-01-31 N N N 220000000.00 220867768.70 0.0191 N 220919600.00 220919600.00 U.S. Treasury Note U.S. Treasury Note 1.875000% 912828KF6 Treasury Debt N First Tier Security N/A N/A 2014-02-28 2014-02-28 N N N 274000000.00 275557099.67 0.0238 N 275605366.00 275605366.00 U.S. Treasury Note U.S. Treasury Note 1.875000% 912828KN9 Treasury Debt N First Tier Security N/A N/A 2014-04-30 2014-04-30 N N N 75000000.00 75635608.61 0.0065 N 75656250.00 75656250.00 U.S. Treasury Note U.S. Treasury Note 2.250000% 912828KV1 Treasury Debt N First Tier Security N/A N/A 2014-05-31 2014-05-31 N N N 86000000.00 87042178.70 0.0075 N 87061584.00 87061584.00 U.S. Treasury Note U.S. Treasury Note 2.625000% 912828KY5 Treasury Debt N First Tier Security N/A N/A 2014-06-30 2014-06-30 N N N 9000000.00 9144951.12 0.0008 N 9149400.00 9149400.00 U.S. Treasury Note U.S. Treasury Note 0.750000% 912828PL8 Treasury Debt N First Tier Security N/A N/A 2013-12-15 2013-12-15 N N N 102000000.00 102073294.76 0.0088 N 102083640.00 102083640.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828PQ7 Treasury Debt N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 189750000.00 190076707.95 0.0164 N 190105781.25 190105781.25 U.S. Treasury Note U.S. Treasury Note 0.500000% 912828PU8 Treasury Debt N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 472200000.00 472277650.94 0.0408 N 472256664.00 472256664.00 U.S. Treasury Note U.S. Treasury Note 1.250000% 912828PZ7 Treasury Debt N First Tier Security N/A N/A 2014-03-15 2014-03-15 N N N 562000000.00 564405991.95 0.0488 N 564371640.00 564371640.00 U.S. Treasury Note U.S. Treasury Note 1.250000% 912828QC7 Treasury Debt N First Tier Security N/A N/A 2014-04-15 2014-04-15 N N N 89000000.00 89459597.37 0.0077 N 89455413.00 89455413.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828QM5 Treasury Debt N First Tier Security N/A N/A 2014-05-15 2014-05-15 N N N 205000000.00 205937715.94 0.0178 N 205977030.00 205977030.00 U.S. Treasury Note U.S. Treasury Note 0.750000% 912828QS2 Treasury Debt N First Tier Security N/A N/A 2014-06-15 2014-06-15 N N N 10000000.00 10036333.62 0.0009 N 10039450.00 10039450.00 U.S. Treasury Note U.S. Treasury Note 0.625000% 912828QU7 Treasury Debt N First Tier Security N/A N/A 2014-07-15 2014-07-15 N N N 189000000.00 189557899.40 0.0164 N 189672840.00 189672840.00 U.S. Treasury Note U.S. Treasury Note 0.500000% 912828RL6 Treasury Debt N First Tier Security N/A N/A 2014-10-15 2014-10-15 N N N 250000000.00 250776292.83 0.0217 N 250860000.00 250860000.00 U.S. Treasury Note U.S. Treasury Note 0.375000% 912828RQ5 Treasury Debt N First Tier Security N/A N/A 2014-11-15 2014-11-15 N N N 167000000.00 167374988.74 0.0145 N 167391448.00 167391448.00 U.S. Treasury Note U.S. Treasury Note 0.250000% 912828RS1 Treasury Debt N First Tier Security N/A N/A 2013-11-30 2013-11-30 N N N 329000000.00 329027637.29 0.0284 N 329038493.00 329038493.00 U.S. Treasury Note U.S. Treasury Note 0.250000% 912828SB7 Treasury Debt N First Tier Security N/A N/A 2014-01-31 2014-01-31 N N N 16500000.00 16507069.59 0.0014 N 16508382.00 16508382.00 U.S. Treasury Note U.S. Treasury Note 0.250000% 912828SG6 Treasury Debt N First Tier Security N/A N/A 2014-02-28 2014-02-28 N N N 100000000.00 100052404.28 0.0086 N 100050800.00 100050800.00 Wells Fargo Securities LLC Joint Account I 0.090000% 68366925779163WEL 0000740906 Treasury Repurchase Agreement N TREASURY BILL 2014-01-30 0.00 Treasury Debt 46149402.83 46143495.80 US TREASURY N/B 2013-12-31 1.500000 Treasury Debt 12862188.98 12956772.22 US TREASURY N/B 2014-09-15 0.250000 Treasury Debt 9548325.02 9560314.57 US TREASURY N/B 2020-10-31 1.750000 Treasury Debt 29185248.62 28834120.89 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 95583038.87 95583038.87 0.0083 N 95583038.87 95583038.87